ABBV - Detail Report

Quick Overview

Timeframe	C-C DoR σ (Historical)	H-L DoR σ (Historical)	O-C DoR σ (Historical)	5Y ATRP (Avg)	Binomial IV (Period)	Yahoo IV (Period)	1σ Lower (68.27%)	1σ Upper	2σ Lower (95.45%)	2σ Upper
Daily	1.66%	1.33%	1.42%	2.06%	1.69%	1.77%	221.03	228.65	217.32	232.56
Weekly	3.70%	3.31%	3.66%	4.72%	3.73%	3.89%	216.58	233.36	208.64	242.23
Monthly	7.17%	6.49%	7.08%	10.37%	7.77%	8.10%	208.01	242.97	192.46	262.59
Quarterly	11.00%	10.14%	10.39%	17.71%	13.45%	14.03%	196.51	257.18	171.77	294.22
Annual	—	—	—	—	26.91%	28.06%	171.77	294.22	131.25	385.06
Option Time Horizon	—	—	—	—	10.35%	10.79%	202.71	249.32	182.78	276.51

Calculation Notes: Computed at 2026-02-22T14:17 UTC | Reference Contract: Call option expiring 2026-04-17 (54 days) | Spot Price (S): $224.81 | Strike (K): $230.00 (first OTM call ≥ spot) | Observed Mid-Price: $7.2000 (Bid $6.9000 / Ask $7.5000) | Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury) | Dividend Yield (q): 2.96% | Binomial IV (Annual): 26.91% (CRR binomial tree, American, n=20 steps) | BS IV: 27.24% (European Black-Scholes) | Yahoo IV (Annual): 28.06% → period-scaled as σ_period = σ_annual·√h | Price bands: Upper = S·e^+σ√h, Lower = S·e^−σ√h

Historical Dividend Payouts

Ex-Dividend Date	Amount
2026-01-16	$1.7300
2025-10-15	$1.6400
2025-07-15	$1.6400
2025-04-15	$1.6400
2025-01-15	$1.6400
2024-10-15	$1.5500
2024-07-15	$1.5500
2024-04-12	$1.5500
2024-01-12	$1.5500
2023-10-12	$1.4800
2023-07-13	$1.4800
2023-04-13	$1.4800
2023-01-12	$1.4800
2022-10-13	$1.4100
2022-07-14	$1.4100
2022-04-13	$1.4100
2022-01-13	$1.4100
2021-10-14	$1.3000
2021-07-14	$1.3000
2021-04-14	$1.3000
2021-01-14	$1.3000
2020-10-14	$1.1800
2020-07-14	$1.1800
2020-04-14	$1.1800
2020-01-14	$1.1800
2019-10-11	$1.0700
2019-07-12	$1.0700
2019-04-12	$1.0700
2019-01-14	$1.0700
2018-10-12	$0.9600
2018-07-12	$0.9600
2018-04-12	$0.9600
2018-01-11	$0.7100
2017-10-12	$0.6400
2017-07-12	$0.6400
2017-04-11	$0.6400
2017-01-11	$0.6400
2016-10-12	$0.5700
2016-07-13	$0.5700
2016-04-13	$0.5700
2016-01-13	$0.5700
2015-10-13	$0.5100
2015-07-13	$0.5100
2015-04-13	$0.5100
2015-01-13	$0.4900
2014-10-10	$0.4200
2014-07-11	$0.4200
2014-04-11	$0.4200
2014-01-13	$0.4000
2013-10-10	$0.4000
2013-07-11	$0.4000
2013-04-11	$0.4000
2013-01-11	$0.4000

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Left Skewed (Negative Asymmetry) with a Skewness factor of -0.66. Further, an Excess Kurtosis of 10.10 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -4.89%	27	0.82%	0.82%
-4.89% to -3.65%	38	1.15%	1.97%
-3.65% to -2.40%	99	3.00%	4.97%
-2.40% to -1.16%	362	10.96%	15.92%
-1.16% to 0.09%	1087	32.91%	48.83%
0.09% to 1.33%	1158	35.06%	83.89%
1.33% to 2.57%	374	11.32%	95.22%
2.57% to 3.82%	111	3.36%	98.58%
3.82% to 5.06%	28	0.85%	99.42%
Greater than 5.06%	19	0.58%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.57%	1.75%	78.11%	68.27%
±2σ	-3.23%	3.40%	95.31%	95.45%
±3σ	-4.89%	5.06%	98.61%	99.73%

Descriptive Statistics

Mean	0.086%
Standard Error	0.029%
Median	0.126%
Mode	0.000%
Standard Deviation	1.659%
Sample Variance	2.753%
Kurtosis	10.10
Skewness	-0.66
Range	30.019%
Minimum	-16.252%
Maximum	13.767%
Count	3303

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.141%	1783	53.98%	0.616%
Negative	-1.165%	1503	45.50%	-0.530%
Zero	0.000%	17	0.52%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	2.53%
20	1 Month	2.91%
60	1 Quarter	2.45%
250	1 Year	2.45%
750	3 Years	2.07%
1,250	5 Years	2.06%
2,500	10 Years	2.21%
5,000	20 Years	2.27%
12,500	50 Years	2.27%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.92. Further, an Excess Kurtosis of 31.51 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -1.81%	0	0.00%	0.00%
-1.81% to -0.81%	0	0.00%	0.00%
-0.81% to 0.18%	0	0.00%	0.00%
0.18% to 1.18%	475	14.38%	14.38%
1.18% to 2.17%	1640	49.64%	64.01%
2.17% to 3.17%	710	21.49%	85.50%
3.17% to 4.16%	286	8.66%	94.16%
4.16% to 5.16%	98	2.97%	97.12%
5.16% to 6.15%	40	1.21%	98.34%
Greater than 6.15%	55	1.66%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.84%	3.50%	87.41%	68.27%
±2σ	-0.48%	4.82%	96.31%	95.45%
±3σ	-1.81%	6.15%	98.34%	99.73%

Descriptive Statistics

Mean	2.171%
Standard Error	0.023%
Median	1.848%
Mode	1.275%
Standard Deviation	1.327%
Sample Variance	1.761%
Kurtosis	31.51
Skewness	3.92
Range	19.864%
Minimum	0.518%
Maximum	20.382%
Count	3304

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.171%	3304	100.00%	2.171%
Negative	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

Open-to-Close Returns

Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.53. Further, an Excess Kurtosis of 4.46 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -4.29%	16	0.48%	0.48%
-4.29% to -3.23%	28	0.85%	1.33%
-3.23% to -2.17%	130	3.93%	5.27%
-2.17% to -1.10%	429	12.98%	18.25%
-1.10% to -0.04%	1096	33.17%	51.42%
-0.04% to 1.02%	1044	31.60%	83.02%
1.02% to 2.09%	370	11.20%	94.22%
2.09% to 3.15%	116	3.51%	97.73%
3.15% to 4.21%	41	1.24%	98.97%
Greater than 4.21%	34	1.03%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.46%	1.38%	76.88%	68.27%
±2σ	-2.88%	2.80%	94.95%	95.45%
±3σ	-4.29%	4.21%	98.49%	99.73%

Descriptive Statistics

Mean	-0.039%
Standard Error	0.025%
Median	-0.080%
Mode	0.000%
Standard Deviation	1.418%
Sample Variance	2.011%
Kurtosis	4.46
Skewness	0.53
Range	19.173%
Minimum	-7.551%
Maximum	11.622%
Count	3304

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.056%	1535	46.46%	0.491%
Negative	-0.997%	1753	53.06%	-0.529%
Zero	0.000%	16	0.48%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.22. Further, an Excess Kurtosis of 4.24 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -10.68%	7	1.02%	1.02%
-10.68% to -7.91%	5	0.73%	1.75%
-7.91% to -5.13%	23	3.36%	5.11%
-5.13% to -2.36%	74	10.80%	15.91%
-2.36% to 0.42%	223	32.55%	48.47%
0.42% to 3.19%	231	33.72%	82.19%
3.19% to 5.97%	90	13.14%	95.33%
5.97% to 8.74%	22	3.21%	98.54%
8.74% to 11.52%	4	0.58%	99.12%
Greater than 11.52%	6	0.88%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.28%	4.12%	75.47%	68.27%
±2σ	-6.98%	7.82%	95.47%	95.45%
±3σ	-10.68%	11.52%	98.10%	99.73%

Descriptive Statistics

Mean	0.419%
Standard Error	0.141%
Median	0.474%
Mode	-3.709%
Standard Deviation	3.700%
Sample Variance	13.691%
Kurtosis	4.24
Skewness	0.22
Range	37.141%
Minimum	-14.951%
Maximum	22.190%
Count	685

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.688%	392	57.23%	1.538%
Negative	-2.615%	293	42.77%	-1.119%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	7.39%
12	1 Quarter	5.51%
52	1 Year	5.53%
156	3 Years	4.81%
260	5 Years	4.72%
520	10 Years	5.07%
1,040	20 Years	5.23%
2,600	50 Years	5.23%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.71. Further, an Excess Kurtosis of 11.39 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -4.57%	0	0.00%	0.00%
-4.57% to -2.08%	0	0.00%	0.00%
-2.08% to 0.40%	0	0.00%	0.00%
0.40% to 2.89%	109	15.89%	15.89%
2.89% to 5.37%	315	45.92%	61.81%
5.37% to 7.86%	164	23.91%	85.71%
7.86% to 10.34%	53	7.73%	93.44%
10.34% to 12.82%	22	3.21%	96.65%
12.82% to 15.31%	10	1.46%	98.10%
Greater than 15.31%	13	1.90%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.06%	8.68%	84.69%	68.27%
±2σ	-1.25%	12.00%	96.06%	95.45%
±3σ	-4.56%	15.31%	98.10%	99.73%

Descriptive Statistics

Mean	5.371%
Standard Error	0.126%
Median	4.512%
Mode	1.980%
Standard Deviation	3.312%
Sample Variance	10.969%
Kurtosis	11.39
Skewness	2.71
Range	28.217%
Minimum	1.243%
Maximum	29.460%
Count	686

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	5.371%	686	100.00%	5.371%
Negative	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

Open-to-Close Returns

Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.66. Further, an Excess Kurtosis of 4.52 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -11.15%	4	0.58%	0.58%
-11.15% to -8.41%	5	0.73%	1.31%
-8.41% to -5.66%	21	3.06%	4.37%
-5.66% to -2.92%	88	12.83%	17.20%
-2.92% to -0.17%	250	36.44%	53.64%
-0.17% to 2.58%	209	30.47%	84.11%
2.58% to 5.32%	69	10.06%	94.17%
5.32% to 8.07%	24	3.50%	97.67%
8.07% to 10.81%	9	1.31%	98.98%
Greater than 10.81%	7	1.02%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.83%	3.49%	76.82%	68.27%
±2σ	-7.49%	7.15%	94.61%	95.45%
±3σ	-11.15%	10.81%	98.40%	99.73%

Descriptive Statistics

Mean	-0.170%
Standard Error	0.140%
Median	-0.426%
Mode	-4.816%
Standard Deviation	3.661%
Sample Variance	13.400%
Kurtosis	4.52
Skewness	0.66
Range	36.681%
Minimum	-17.939%
Maximum	18.742%
Count	686

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.780%	299	43.59%	1.212%
Negative	-2.461%	385	56.12%	-1.381%
Zero	0.000%	2	0.29%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.08. Further, an Excess Kurtosis of 0.33 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -19.77%	0	0.00%	0.00%
-19.77% to -14.39%	2	1.27%	1.27%
-14.39% to -9.01%	8	5.10%	6.37%
-9.01% to -3.63%	22	14.01%	20.38%
-3.63% to 1.75%	49	31.21%	51.59%
1.75% to 7.12%	41	26.11%	77.71%
7.12% to 12.50%	26	16.56%	94.27%
12.50% to 17.88%	6	3.82%	98.09%
17.88% to 23.26%	3	1.91%	100.00%
Greater than 23.26%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.43%	8.92%	65.61%	68.27%
±2σ	-12.60%	16.09%	94.90%	95.45%
±3σ	-19.77%	23.26%	100.00%	99.73%

Descriptive Statistics

Mean	1.746%
Standard Error	0.572%
Median	1.429%
Mode	-3.240%
Standard Deviation	7.171%
Sample Variance	51.427%
Kurtosis	0.33
Skewness	0.08
Range	41.176%
Minimum	-18.285%
Maximum	22.891%
Count	157

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	6.033%	97	61.78%	3.727%
Negative	-5.273%	59	37.58%	-1.982%
Zero	0.000%	1	0.64%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	10.27%
12	1 Year	11.59%
36	3 Years	10.54%
60	5 Years	10.37%
120	10 Years	11.27%
240	20 Years	11.53%
600	50 Years	11.53%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.94. Further, an Excess Kurtosis of 5.71 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -7.08%	0	0.00%	0.00%
-7.08% to -2.21%	0	0.00%	0.00%
-2.21% to 2.65%	0	0.00%	0.00%
2.65% to 7.52%	32	20.25%	20.25%
7.52% to 12.38%	61	38.61%	58.86%
12.38% to 17.25%	41	25.95%	84.81%
17.25% to 22.11%	13	8.23%	93.04%
22.11% to 26.98%	5	3.16%	96.20%
26.98% to 31.85%	3	1.90%	98.10%
Greater than 31.85%	3	1.90%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	5.89%	18.87%	79.75%	68.27%
±2σ	-0.59%	25.36%	94.94%	95.45%
±3σ	-7.08%	31.85%	98.10%	99.73%

Descriptive Statistics

Mean	12.383%
Standard Error	0.516%
Median	11.352%
Mode	3.913%
Standard Deviation	6.488%
Sample Variance	42.098%
Kurtosis	5.71
Skewness	1.94
Range	42.946%
Minimum	3.913%
Maximum	46.859%
Count	158

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	12.383%	158	100.00%	12.383%
Negative	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

Open-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.39. Further, an Excess Kurtosis of 0.57 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -22.12%	0	0.00%	0.00%
-22.12% to -16.80%	2	1.27%	1.27%
-16.80% to -11.49%	8	5.06%	6.33%
-11.49% to -6.18%	27	17.09%	23.42%
-6.18% to -0.86%	42	26.58%	50.00%
-0.86% to 4.45%	46	29.11%	79.11%
4.45% to 9.76%	20	12.66%	91.77%
9.76% to 15.07%	11	6.96%	98.73%
15.07% to 20.39%	0	0.00%	98.73%
Greater than 20.39%	2	1.27%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.95%	6.22%	70.25%	68.27%
±2σ	-15.03%	13.30%	96.84%	95.45%
±3σ	-22.12%	20.39%	98.73%	99.73%

Descriptive Statistics

Mean	-0.865%
Standard Error	0.564%
Median	-0.853%
Mode	-17.738%
Standard Deviation	7.084%
Sample Variance	50.190%
Kurtosis	0.57
Skewness	0.39
Range	40.200%
Minimum	-17.738%
Maximum	22.462%
Count	158

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	5.745%	64	40.51%	2.327%
Negative	-5.366%	94	59.49%	-3.192%
Zero	0.000%	0	0.00%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.16. Further, an Excess Kurtosis of -0.26 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -27.94%	0	0.00%	0.00%
-27.94% to -19.69%	0	0.00%	0.00%
-19.69% to -11.44%	5	9.43%	9.43%
-11.44% to -3.19%	6	11.32%	20.75%
-3.19% to 5.06%	17	32.08%	52.83%
5.06% to 13.30%	14	26.42%	79.25%
13.30% to 21.55%	6	11.32%	90.57%
21.55% to 29.80%	4	7.55%	98.11%
29.80% to 38.05%	1	1.89%	100.00%
Greater than 38.05%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.94%	16.05%	66.04%	68.27%
±2σ	-16.94%	27.05%	98.11%	95.45%
±3σ	-27.94%	38.05%	100.00%	99.73%

Descriptive Statistics

Mean	5.056%
Standard Error	1.511%
Median	3.224%
Mode	-15.002%
Standard Deviation	10.999%
Sample Variance	120.978%
Kurtosis	-0.26
Skewness	0.16
Range	44.997%
Minimum	-15.002%
Maximum	29.995%
Count	53

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	10.305%	37	69.81%	7.194%
Negative	-7.083%	16	30.19%	-2.138%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	17.08%
12	3 Years	18.27%
20	5 Years	17.71%
40	10 Years	20.39%
80	20 Years	20.43%
200	50 Years	20.43%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.56. Further, an Excess Kurtosis of 3.01 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -8.10%	0	0.00%	0.00%
-8.10% to -0.49%	0	0.00%	0.00%
-0.49% to 7.11%	0	0.00%	0.00%
7.11% to 14.72%	10	18.52%	18.52%
14.72% to 22.32%	22	40.74%	59.26%
22.32% to 29.93%	13	24.07%	83.33%
29.93% to 37.53%	4	7.41%	90.74%
37.53% to 45.14%	3	5.56%	96.30%
45.14% to 52.74%	0	0.00%	96.30%
Greater than 52.74%	2	3.70%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	12.18%	32.46%	83.33%	68.27%
±2σ	2.04%	42.60%	96.30%	95.45%
±3σ	-8.10%	52.74%	96.30%	99.73%

Descriptive Statistics

Mean	22.323%
Standard Error	1.380%
Median	19.994%
Mode	7.682%
Standard Deviation	10.140%
Sample Variance	102.820%
Kurtosis	3.01
Skewness	1.56
Range	48.769%
Minimum	7.682%
Maximum	56.451%
Count	54

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	22.323%	54	100.00%	22.323%
Negative	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

Open-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.41. Further, an Excess Kurtosis of -0.19 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -33.79%	0	0.00%	0.00%
-33.79% to -25.99%	0	0.00%	0.00%
-25.99% to -18.20%	3	5.56%	5.56%
-18.20% to -10.40%	9	16.67%	22.22%
-10.40% to -2.60%	18	33.33%	55.56%
-2.60% to 5.19%	13	24.07%	79.63%
5.19% to 12.99%	6	11.11%	90.74%
12.99% to 20.78%	5	9.26%	100.00%
20.78% to 28.58%	0	0.00%	100.00%
Greater than 28.58%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-13.00%	7.79%	66.67%	68.27%
±2σ	-23.39%	18.18%	94.44%	95.45%
±3σ	-33.79%	28.58%	100.00%	99.73%

Descriptive Statistics

Mean	-2.604%
Standard Error	1.414%
Median	-3.276%
Mode	-22.404%
Standard Deviation	10.394%
Sample Variance	108.041%
Kurtosis	-0.19
Skewness	0.41
Range	41.888%
Minimum	-22.404%
Maximum	19.484%
Count	54

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	8.308%	19	35.19%	2.923%
Negative	-8.528%	35	64.81%	-5.527%
Zero	0.000%	0	0.00%	0.000%

ABBV Deep Analytical Report