ABG Deep Analytical Report

Asbury Automotive Group, Inc. | Category: Equity Mid Cap | Last Updated: 2026-02-22 | Data Range: 2002-03-01 → 2026-02-01 (288 months)
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 3.19% 3.35% 2.95% 3.63% 2.42% 2.74% 220.77 231.72 215.48 237.41
Weekly 6.93% 8.73% 7.42% 8.38% 5.33% 6.03% 214.44 238.57 203.30 251.63
Monthly 14.44% 37.37% 19.16% 17.65% 11.10% 12.55% 202.42 252.73 181.15 282.40
Quarterly 27.17% 88.66% 30.39% 29.00% 19.22% 21.73% 186.62 274.12 153.98 332.23
Annual 38.45% 43.46% 153.98 332.23 104.83 487.99
Option Time Horizon 14.79% 16.72% 195.09 262.23 168.27 304.02
Calculation Notes: Computed at 2026-02-22T14:21 UTC  |  Reference Contract: Call option expiring 2026-04-17 (54 days)  |  Spot Price (S): $226.18  |  Strike (K): $230.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $12.2500 (Bid $11.0000 / Ask $13.5000)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 0.00%  |  Binomial IV (Annual): 38.45% (CRR binomial tree, American, n=20 steps)  |  BS IV: 38.69% (European Black-Scholes)  |  Yahoo IV (Annual): 43.46% → period-scaled as σperiod = σannual·√h  |  Price bands: Upper = S·e+σ√h, Lower = S·e−σ√h
Historical Dividend Payouts
Ex-Dividend Date Amount
2008-07-30 $0.2250
2008-05-15 $0.2250
2008-02-06 $0.2250
2007-11-01 $0.2250
2007-08-02 $0.2250
2007-05-09 $0.2000
2007-01-24 $0.2000
2006-10-31 $0.2000
2006-08-09 $0.2000
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.46. Further, an Excess Kurtosis of 12.63 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -9.47%420.70%0.70%
-9.47% to -7.08%611.01%1.71%
-7.08% to -4.69%1552.58%4.29%
-4.69% to -2.30%64110.65%14.94%
-2.30% to 0.10%214935.71%50.65%
0.10% to 2.49%209434.80%85.44%
2.49% to 4.88%60610.07%95.51%
4.88% to 7.28%1642.73%98.24%
7.28% to 9.67%500.83%99.07%
Greater than 9.67%560.93%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.09%3.29% 80.76%68.27%
±2σ -6.28%6.48% 95.31%95.45%
±3σ -9.47%9.67% 98.37%99.73%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 7.01. Further, an Excess Kurtosis of 112.42 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.18%00.00%0.00%
-6.18% to -3.67%00.00%0.00%
-3.67% to -1.16%00.00%0.00%
-1.16% to 1.36%2764.59%4.59%
1.36% to 3.87%376662.57%67.15%
3.87% to 6.38%131521.85%89.00%
6.38% to 8.89%3605.98%94.98%
8.89% to 11.40%1362.26%97.24%
11.40% to 13.91%771.28%98.52%
Greater than 13.91%891.48%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.52%7.22% 91.69%68.27%
±2σ -2.83%10.57% 96.63%95.45%
±3σ -6.18%13.92% 98.52%99.73%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.96. Further, an Excess Kurtosis of 22.41 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.83%440.73%0.73%
-8.83% to -6.62%430.71%1.45%
-6.62% to -4.40%1492.48%3.92%
-4.40% to -2.19%63510.55%14.47%
-2.19% to 0.03%224937.37%51.84%
0.03% to 2.24%203433.79%85.63%
2.24% to 4.46%5969.90%95.53%
4.46% to 6.67%1612.67%98.21%
6.67% to 8.89%601.00%99.20%
Greater than 8.89%480.80%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.92%2.98% 81.14%68.27%
±2σ -5.88%5.93% 95.86%95.45%
±3σ -8.83%8.89% 98.47%99.73%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.70. Further, an Excess Kurtosis of 15.30 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -20.32%70.56%0.56%
-20.32% to -15.12%90.72%1.28%
-15.12% to -9.93%352.80%4.09%
-9.93% to -4.73%12710.18%14.26%
-4.73% to 0.47%46136.94%51.20%
0.47% to 5.66%42934.38%85.58%
5.66% to 10.86%12710.18%95.75%
10.86% to 16.05%342.72%98.48%
16.05% to 21.25%100.80%99.28%
Greater than 21.25%90.72%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.46%7.39% 81.09%68.27%
±2σ -13.39%14.32% 95.67%95.45%
±3σ -20.32%21.25% 98.72%99.73%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.28. Further, an Excess Kurtosis of 43.37 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -16.41%00.00%0.00%
-16.41% to -9.87%00.00%0.00%
-9.87% to -3.32%00.00%0.00%
-3.32% to 3.23%463.68%3.68%
3.23% to 9.77%80564.45%68.13%
9.77% to 16.32%26321.06%89.19%
16.32% to 22.86%756.00%95.20%
22.86% to 29.41%272.16%97.36%
29.41% to 35.96%120.96%98.32%
Greater than 35.96%211.68%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.04%18.50% 92.39%68.27%
±2σ -7.69%27.23% 96.64%95.45%
±3σ -16.41%35.96% 98.32%99.73%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.46. Further, an Excess Kurtosis of 36.94 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -22.14%40.32%0.32%
-22.14% to -16.57%60.48%0.80%
-16.57% to -11.00%282.24%3.04%
-11.00% to -5.44%12610.09%13.13%
-5.44% to 0.13%50740.59%53.72%
0.13% to 5.69%42433.95%87.67%
5.69% to 11.26%1038.25%95.92%
11.26% to 16.82%342.72%98.64%
16.82% to 22.39%70.56%99.20%
Greater than 22.39%100.80%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.29%7.55% 83.59%68.27%
±2σ -14.71%14.97% 96.96%95.45%
±3σ -22.14%22.39% 98.88%99.73%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.91. Further, an Excess Kurtosis of 20.25 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -41.33%10.35%0.35%
-41.33% to -30.50%10.35%0.70%
-30.50% to -19.67%93.14%3.83%
-19.67% to -8.84%3110.80%14.63%
-8.84% to 1.99%11640.42%55.05%
1.99% to 12.82%8328.92%83.97%
12.82% to 23.65%3612.54%96.52%
23.65% to 34.48%62.09%98.61%
34.48% to 45.31%10.35%98.95%
Greater than 45.31%31.05%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -12.45%16.43% 82.93%68.27%
±2σ -26.89%30.87% 96.86%95.45%
±3σ -41.33%45.31% 98.61%99.73%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 10.88. Further, an Excess Kurtosis of 144.93 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -88.48%00.00%0.00%
-88.48% to -60.45%00.00%0.00%
-60.45% to -32.43%00.00%0.00%
-32.43% to -4.40%00.00%0.00%
-4.40% to 23.63%20872.22%72.22%
23.63% to 51.66%6823.61%95.83%
51.66% to 79.68%62.08%97.92%
79.68% to 107.71%20.69%98.61%
107.71% to 135.74%00.00%98.61%
Greater than 135.74%41.39%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -13.74%61.00% 96.88%68.27%
±2σ -51.11%98.37% 98.26%95.45%
±3σ -88.48%135.74% 98.61%99.73%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 7.76. Further, an Excess Kurtosis of 99.51 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -57.18%00.00%0.00%
-57.18% to -42.81%10.35%0.35%
-42.81% to -28.44%20.69%1.04%
-28.44% to -14.07%206.94%7.99%
-14.07% to 0.31%13647.22%55.21%
0.31% to 14.68%10737.15%92.36%
14.68% to 29.05%175.90%98.26%
29.05% to 43.42%31.04%99.31%
43.42% to 57.79%00.00%99.31%
Greater than 57.79%20.69%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -18.86%19.47% 89.93%68.27%
±2σ -38.02%38.63% 97.92%95.45%
±3σ -57.18%57.79% 99.31%99.73%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.17. Further, an Excess Kurtosis of 13.48 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -75.68%00.00%0.00%
-75.68% to -55.31%11.04%1.04%
-55.31% to -34.93%33.12%4.17%
-34.93% to -14.55%1313.54%17.71%
-14.55% to 5.82%3435.42%53.12%
5.82% to 26.20%3132.29%85.42%
26.20% to 46.58%1111.46%96.88%
46.58% to 66.95%22.08%98.96%
66.95% to 87.33%00.00%98.96%
Greater than 87.33%11.04%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -21.34%32.99% 81.25%68.27%
±2σ -48.51%60.16% 96.88%95.45%
±3σ -75.68%87.33% 98.96%99.73%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 6.30. Further, an Excess Kurtosis of 42.18 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -215.30%00.00%0.00%
-215.30% to -148.81%00.00%0.00%
-148.81% to -82.31%00.00%0.00%
-82.31% to -15.82%00.00%0.00%
-15.82% to 50.67%7880.41%80.41%
50.67% to 117.16%1515.46%95.88%
117.16% to 183.65%22.06%97.94%
183.65% to 250.14%00.00%97.94%
250.14% to 316.63%00.00%97.94%
Greater than 316.63%22.06%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -37.99%139.32% 96.91%68.27%
±2σ -126.64%227.98% 97.94%95.45%
±3σ -215.30%316.63% 97.94%99.73%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.39. Further, an Excess Kurtosis of 20.04 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -90.40%00.00%0.00%
-90.40% to -67.61%00.00%0.00%
-67.61% to -44.81%11.03%1.03%
-44.81% to -22.02%1212.37%13.40%
-22.02% to 0.77%4748.45%61.86%
0.77% to 23.56%2626.80%88.66%
23.56% to 46.35%55.15%93.81%
46.35% to 69.15%44.12%97.94%
69.15% to 91.94%11.03%98.97%
Greater than 91.94%11.03%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -29.62%31.16% 88.66%68.27%
±2σ -60.01%61.55% 94.85%95.45%
±3σ -90.40%91.94% 98.97%99.73%