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%	1.32%	1.42%	2.06%	2.07%	2.11%	199.20	207.61	195.12	211.95
Weekly	3.71%	3.31%	3.67%	4.75%	4.56%	4.63%	194.30	212.84	185.65	222.76
Monthly	7.24%	6.48%	7.17%	10.48%	9.48%	9.65%	184.96	223.59	168.23	245.83
Quarterly	11.14%	10.12%	10.54%	17.78%	16.42%	16.71%	172.56	239.66	146.42	282.44
Annual	—	—	—	—	32.85%	33.42%	146.42	282.44	105.43	392.27
Option Time Horizon	—	—	—	—	12.40%	12.61%	179.65	230.20	158.70	260.59

Calculation Notes: Computed at 2026-03-23T16:31 UTC | Reference Contract: Call option expiring 2026-05-15 (52 days) | Spot Price (S): $203.36 | Strike (K): $210.00 (first OTM call ≥ spot) | Observed Mid-Price: $7.3750 (Bid $7.1500 / Ask $7.6000) | Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury) | Dividend Yield (q): 3.24% | Binomial IV (Annual): 32.85% (CRR binomial tree, American, n=20 steps) | BS IV: 33.24% (European Black-Scholes) | Yahoo IV (Annual): 33.42% → 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 10.03 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -4.90%	28	0.84%	0.84%
-4.90% to -3.65%	37	1.11%	1.96%
-3.65% to -2.41%	101	3.04%	4.99%
-2.41% to -1.16%	361	10.86%	15.85%
-1.16% to 0.08%	1098	33.03%	48.89%
0.08% to 1.33%	1163	34.99%	83.87%
1.33% to 2.57%	377	11.34%	95.22%
2.57% to 3.82%	112	3.37%	98.59%
3.82% to 5.06%	28	0.84%	99.43%
Greater than 5.06%	19	0.57%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.58%	1.74%	78.10%	68.27%
±2σ	-3.24%	3.40%	95.31%	95.45%
±3σ	-4.90%	5.06%	98.59%	99.73%

Descriptive Statistics

Mean	0.083%
Standard Error	0.029%
Median	0.123%
Mode	0.000%
Standard Deviation	1.660%
Sample Variance	2.754%
Kurtosis	10.03
Skewness	-0.66
Range	30.019%
Minimum	-16.252%
Maximum	13.767%
Count	3324

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.142%	1789	53.82%	0.615%
Negative	-1.165%	1518	45.67%	-0.532%
Zero	0.000%	17	0.51%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	2.94%
20	1 Month	2.62%
60	1 Quarter	2.65%
250	1 Year	2.49%
750	3 Years	2.09%
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 3.91. Further, an Excess Kurtosis of 31.46 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -1.80%	0	0.00%	0.00%
-1.80% to -0.81%	0	0.00%	0.00%
-0.81% to 0.19%	0	0.00%	0.00%
0.19% to 1.18%	484	14.56%	14.56%
1.18% to 2.17%	1644	49.44%	64.00%
2.17% to 3.17%	714	21.47%	85.47%
3.17% to 4.16%	288	8.66%	94.14%
4.16% to 5.16%	98	2.95%	97.08%
5.16% to 6.15%	42	1.26%	98.35%
Greater than 6.15%	55	1.65%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.85%	3.50%	87.31%	68.27%
±2σ	-0.48%	4.82%	96.30%	95.45%
±3σ	-1.80%	6.15%	98.35%	99.73%

Descriptive Statistics

Mean	2.174%
Standard Error	0.023%
Median	1.852%
Mode	1.275%
Standard Deviation	1.325%
Sample Variance	1.756%
Kurtosis	31.46
Skewness	3.91
Range	19.864%
Minimum	0.518%
Maximum	20.382%
Count	3325

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.174%	3325	100.00%	2.174%
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 4.43 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	0.84%	1.32%
-3.23% to -2.17%	132	3.97%	5.29%
-2.17% to -1.10%	432	12.99%	18.29%
-1.10% to -0.04%	1106	33.26%	51.55%
-0.04% to 1.03%	1044	31.40%	82.95%
1.03% to 2.10%	375	11.28%	94.23%
2.10% to 3.16%	116	3.49%	97.71%
3.16% to 4.22%	41	1.23%	98.95%
Greater than 4.22%	35	1.05%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.45%	1.39%	76.93%	68.27%
±2σ	-2.88%	2.80%	94.89%	95.45%
±3σ	-4.29%	4.22%	98.50%	99.73%

Descriptive Statistics

Mean	-0.035%
Standard Error	0.025%
Median	-0.080%
Mode	0.000%
Standard Deviation	1.420%
Sample Variance	2.016%
Kurtosis	4.43
Skewness	0.53
Range	19.173%
Minimum	-7.551%
Maximum	11.622%
Count	3325

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.058%	1548	46.56%	0.493%
Negative	-0.997%	1761	52.96%	-0.528%
Zero	0.000%	16	0.48%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.21. Further, an Excess Kurtosis of 4.19 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -10.71%	7	1.02%	1.02%
-10.71% to -7.93%	5	0.73%	1.74%
-7.93% to -5.16%	24	3.48%	5.22%
-5.16% to -2.38%	75	10.89%	16.11%
-2.38% to 0.40%	224	32.51%	48.62%
0.40% to 3.18%	230	33.38%	82.00%
3.18% to 5.96%	92	13.35%	95.36%
5.96% to 8.74%	22	3.19%	98.55%
8.74% to 11.52%	4	0.58%	99.13%
Greater than 11.52%	6	0.87%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.30%	4.11%	75.76%	68.27%
±2σ	-7.01%	7.81%	95.36%	95.45%
±3σ	-10.71%	11.52%	98.11%	99.73%

Descriptive Statistics

Mean	0.403%
Standard Error	0.141%
Median	0.462%
Mode	-3.709%
Standard Deviation	3.706%
Sample Variance	13.731%
Kurtosis	4.19
Skewness	0.21
Range	37.141%
Minimum	-14.951%
Maximum	22.190%
Count	689

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.686%	393	57.04%	1.532%
Negative	-2.627%	296	42.96%	-1.129%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	6.65%
12	1 Quarter	6.68%
52	1 Year	5.69%
156	3 Years	4.88%
260	5 Years	4.75%
520	10 Years	5.08%
1,040	20 Years	5.24%
2,600	50 Years	5.24%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.70. Further, an Excess Kurtosis of 11.36 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -4.54%	0	0.00%	0.00%
-4.54% to -2.06%	0	0.00%	0.00%
-2.06% to 0.42%	0	0.00%	0.00%
0.42% to 2.90%	110	15.94%	15.94%
2.90% to 5.38%	315	45.65%	61.59%
5.38% to 7.86%	167	24.20%	85.80%
7.86% to 10.34%	54	7.83%	93.62%
10.34% to 12.82%	21	3.04%	96.67%
12.82% to 15.30%	10	1.45%	98.12%
Greater than 15.30%	13	1.88%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.07%	8.69%	84.49%	68.27%
±2σ	-1.23%	11.99%	96.09%	95.45%
±3σ	-4.54%	15.30%	98.12%	99.73%

Descriptive Statistics

Mean	5.380%
Standard Error	0.126%
Median	4.519%
Mode	1.980%
Standard Deviation	3.307%
Sample Variance	10.939%
Kurtosis	11.36
Skewness	2.70
Range	28.217%
Minimum	1.243%
Maximum	29.460%
Count	690

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	5.380%	690	100.00%	5.380%
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 4.46 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -11.16%	4	0.58%	0.58%
-11.16% to -8.41%	5	0.72%	1.30%
-8.41% to -5.66%	21	3.04%	4.35%
-5.66% to -2.90%	90	13.04%	17.39%
-2.90% to -0.15%	253	36.67%	54.06%
-0.15% to 2.60%	211	30.58%	84.64%
2.60% to 5.35%	65	9.42%	94.06%
5.35% to 8.10%	24	3.48%	97.54%
8.10% to 10.85%	10	1.45%	98.99%
Greater than 10.85%	7	1.01%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.82%	3.51%	76.81%	68.27%
±2σ	-7.49%	7.18%	94.49%	95.45%
±3σ	-11.16%	10.85%	98.41%	99.73%

Descriptive Statistics

Mean	-0.154%
Standard Error	0.140%
Median	-0.415%
Mode	-4.816%
Standard Deviation	3.668%
Sample Variance	13.454%
Kurtosis	4.46
Skewness	0.66
Range	36.681%
Minimum	-17.939%
Maximum	18.742%
Count	690

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.792%	302	43.77%	1.222%
Negative	-2.461%	386	55.94%	-1.377%
Zero	0.000%	2	0.29%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.06. Further, an Excess Kurtosis of 0.28 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -20.03%	0	0.00%	0.00%
-20.03% to -14.60%	2	1.27%	1.27%
-14.60% to -9.17%	9	5.70%	6.96%
-9.17% to -3.75%	22	13.92%	20.89%
-3.75% to 1.68%	47	29.75%	50.63%
1.68% to 7.11%	43	27.22%	77.85%
7.11% to 12.53%	26	16.46%	94.30%
12.53% to 17.96%	6	3.80%	98.10%
17.96% to 23.38%	3	1.90%	100.00%
Greater than 23.38%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.56%	8.91%	65.82%	68.27%
±2σ	-12.79%	16.15%	94.94%	95.45%
±3σ	-20.03%	23.38%	100.00%	99.73%

Descriptive Statistics

Mean	1.679%
Standard Error	0.576%
Median	1.477%
Mode	-3.240%
Standard Deviation	7.235%
Sample Variance	52.344%
Kurtosis	0.28
Skewness	0.06
Range	41.176%
Minimum	-18.285%
Maximum	22.891%
Count	158

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	6.067%	97	61.39%	3.725%
Negative	-5.387%	60	37.98%	-2.046%
Zero	0.000%	1	0.63%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	13.40%
12	1 Year	11.92%
36	3 Years	10.70%
60	5 Years	10.48%
120	10 Years	11.34%
240	20 Years	11.55%
600	50 Years	11.55%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.93. Further, an Excess Kurtosis of 5.68 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -7.02%	0	0.00%	0.00%
-7.02% to -2.16%	0	0.00%	0.00%
-2.16% to 2.69%	0	0.00%	0.00%
2.69% to 7.55%	33	20.75%	20.75%
7.55% to 12.41%	60	37.74%	58.49%
12.41% to 17.27%	42	26.42%	84.91%
17.27% to 22.13%	13	8.18%	93.08%
22.13% to 26.98%	5	3.14%	96.23%
26.98% to 31.84%	3	1.89%	98.11%
Greater than 31.84%	3	1.89%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	5.93%	18.89%	79.87%	68.27%
±2σ	-0.54%	25.37%	94.97%	95.45%
±3σ	-7.02%	31.84%	98.11%	99.73%

Descriptive Statistics

Mean	12.411%
Standard Error	0.514%
Median	11.394%
Mode	3.913%
Standard Deviation	6.477%
Sample Variance	41.952%
Kurtosis	5.68
Skewness	1.93
Range	42.946%
Minimum	3.913%
Maximum	46.859%
Count	159

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	12.411%	159	100.00%	12.411%
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 0.40. Further, an Excess Kurtosis of 0.51 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -22.30%	0	0.00%	0.00%
-22.30% to -16.92%	2	1.26%	1.26%
-16.92% to -11.54%	8	5.03%	6.29%
-11.54% to -6.17%	27	16.98%	23.27%
-6.17% to -0.79%	45	28.30%	51.57%
-0.79% to 4.59%	44	27.67%	79.25%
4.59% to 9.96%	20	12.58%	91.82%
9.96% to 15.34%	11	6.92%	98.74%
15.34% to 20.72%	0	0.00%	98.74%
Greater than 20.72%	2	1.26%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.96%	6.38%	69.81%	68.27%
±2σ	-15.13%	13.55%	96.23%	95.45%
±3σ	-22.29%	20.72%	98.74%	99.73%

Descriptive Statistics

Mean	-0.788%
Standard Error	0.569%
Median	-0.883%
Mode	-17.738%
Standard Deviation	7.169%
Sample Variance	51.395%
Kurtosis	0.51
Skewness	0.40
Range	40.200%
Minimum	-17.738%
Maximum	22.462%
Count	159

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	5.972%	64	40.25%	2.404%
Negative	-5.343%	95	59.75%	-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 0.17. Further, an Excess Kurtosis of -0.35 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -28.55%	0	0.00%	0.00%
-28.55% to -20.19%	0	0.00%	0.00%
-20.19% to -11.83%	5	9.43%	9.43%
-11.83% to -3.48%	7	13.21%	22.64%
-3.48% to 4.88%	16	30.19%	52.83%
4.88% to 13.24%	14	26.42%	79.25%
13.24% to 21.59%	6	11.32%	90.57%
21.59% to 29.95%	4	7.55%	98.11%
29.95% to 38.31%	1	1.89%	100.00%
Greater than 38.31%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.26%	16.02%	64.15%	68.27%
±2σ	-17.40%	27.16%	98.11%	95.45%
±3σ	-28.55%	38.31%	100.00%	99.73%

Descriptive Statistics

Mean	4.880%
Standard Error	1.530%
Median	3.224%
Mode	-15.002%
Standard Deviation	11.142%
Sample Variance	124.146%
Kurtosis	-0.35
Skewness	0.17
Range	44.997%
Minimum	-15.002%
Maximum	29.995%
Count	53

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	10.569%	36	67.92%	7.179%
Negative	-7.168%	17	32.08%	-2.299%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	17.42%
12	3 Years	18.38%
20	5 Years	17.78%
40	10 Years	20.42%
80	20 Years	20.45%
200	50 Years	20.45%

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 3.03 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -8.01%	0	0.00%	0.00%
-8.01% to -0.42%	0	0.00%	0.00%
-0.42% to 7.17%	0	0.00%	0.00%
7.17% to 14.76%	10	18.52%	18.52%
14.76% to 22.35%	22	40.74%	59.26%
22.35% to 29.94%	13	24.07%	83.33%
29.94% to 37.53%	4	7.41%	90.74%
37.53% to 45.12%	3	5.56%	96.30%
45.12% to 52.72%	0	0.00%	96.30%
Greater than 52.72%	2	3.70%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	12.23%	32.47%	83.33%	68.27%
±2σ	2.11%	42.59%	96.30%	95.45%
±3σ	-8.01%	52.72%	96.30%	99.73%

Descriptive Statistics

Mean	22.353%
Standard Error	1.377%
Median	19.994%
Mode	7.682%
Standard Deviation	10.121%
Sample Variance	102.435%
Kurtosis	3.03
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	22.353%	54	100.00%	22.353%
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 0.37. 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 -34.02%	0	0.00%	0.00%
-34.02% to -26.12%	0	0.00%	0.00%
-26.12% to -18.22%	3	5.56%	5.56%
-18.22% to -10.32%	9	16.67%	22.22%
-10.32% to -2.42%	18	33.33%	55.56%
-2.42% to 5.49%	13	24.07%	79.63%
5.49% to 13.39%	6	11.11%	90.74%
13.39% to 21.29%	5	9.26%	100.00%
21.29% to 29.19%	0	0.00%	100.00%
Greater than 29.19%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-12.95%	8.12%	64.81%	68.27%
±2σ	-23.48%	18.66%	96.30%	95.45%
±3σ	-34.02%	29.19%	100.00%	99.73%

Descriptive Statistics

Mean	-2.415%
Standard Error	1.434%
Median	-3.276%
Mode	-22.404%
Standard Deviation	10.535%
Sample Variance	110.978%
Kurtosis	-0.33
Skewness	0.37
Range	41.888%
Minimum	-22.404%
Maximum	19.484%
Count	54

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	8.845%	19	35.19%	3.112%
Negative	-8.528%	35	64.81%	-5.527%
Zero	0.000%	0	0.00%	0.000%

ABBV Deep Analytical Report