ABG Deep Analytical Report

Asbury Automotive Group, Inc. | Category: Equity Mid Cap | Last Updated: 2026-03-24 | Data Range: 2002-03-01 → 2026-03-01 (289 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% 3.34% 2.95% 3.62% 2.58% 2.85% 208.34 219.36 203.03 225.09
Weekly 6.92% 8.72% 7.42% 8.35% 5.68% 6.28% 201.98 226.27 190.84 239.48
Monthly 14.44% 37.30% 19.14% 17.53% 11.82% 13.07% 189.95 240.59 168.78 270.77
Quarterly 27.25% 88.58% 30.46% 29.74% 20.47% 22.64% 174.21 262.33 141.97 321.91
Annual 40.93% 45.28% 141.97 321.91 94.28 484.74
Option Time Horizon 14.69% 16.25% 184.58 247.60 159.36 286.78
Calculation Notes: Computed at 2026-03-01T12:16 UTC  |  Reference Contract: Call option expiring 2026-04-17 (47 days)  |  Spot Price (S): $213.78  |  Strike (K): $220.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $10.4000 (Bid $9.5000 / Ask $11.3000)  |  Risk-Free Rate (r): 3.74% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 0.00%  |  Binomial IV (Annual): 40.93% (CRR binomial tree, American, n=20 steps)  |  BS IV: 41.42% (European Black-Scholes)  |  Yahoo IV (Annual): 45.28% → 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 0.47. Further, an Excess Kurtosis of 12.66 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%1552.57%4.27%
-4.69% to -2.30%64410.66%14.94%
-2.30% to 0.09%215435.67%50.60%
0.09% to 2.48%210534.86%85.46%
2.48% to 4.87%60710.05%95.51%
4.87% to 7.26%1642.72%98.23%
7.26% to 9.65%510.84%99.07%
Greater than 9.65%560.93%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.09%3.28% 80.77%68.27%
±2σ -6.28%6.47% 95.31%95.45%
±3σ -9.47%9.65% 98.38%99.73%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 7.02. Further, an Excess Kurtosis of 112.72 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.17%00.00%0.00%
-6.17% to -3.66%00.00%0.00%
-3.66% to -1.15%00.00%0.00%
-1.15% to 1.36%2794.62%4.62%
1.36% to 3.87%377362.47%67.09%
3.87% to 6.37%132421.92%89.01%
6.37% to 8.88%3615.98%94.98%
8.88% to 11.39%1372.27%97.25%
11.39% to 13.90%741.23%98.48%
Greater than 13.90%921.52%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.52%7.21% 91.71%68.27%
±2σ -2.82%10.55% 96.62%95.45%
±3σ -6.17%13.90% 98.49%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 -8.82%440.73%0.73%
-8.82% to -6.61%430.71%1.44%
-6.61% to -4.40%1492.47%3.91%
-4.40% to -2.18%63910.58%14.49%
-2.18% to 0.03%225437.32%51.80%
0.03% to 2.24%204133.79%85.60%
2.24% to 4.46%6009.93%95.53%
4.46% to 6.67%1622.68%98.21%
6.67% to 8.88%600.99%99.21%
Greater than 8.88%480.79%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.92%2.98% 81.13%68.27%
±2σ -5.87%5.93% 95.88%95.45%
±3σ -8.82%8.88% 98.48%99.73%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.71. 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 -15.13%90.72%1.28%
-15.13% to -9.93%352.80%4.07%
-9.93% to -4.74%12710.14%14.22%
-4.74% to 0.45%46236.90%51.12%
0.45% to 5.64%43134.42%85.54%
5.64% to 10.84%12810.22%95.77%
10.84% to 16.03%342.72%98.48%
16.03% to 21.22%100.80%99.28%
Greater than 21.22%90.72%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.47%7.38% 81.15%68.27%
±2σ -13.40%14.30% 95.69%95.45%
±3σ -20.32%21.22% 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 5.29. Further, an Excess Kurtosis of 43.51 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -16.38%00.00%0.00%
-16.38% to -9.84%00.00%0.00%
-9.84% to -3.30%00.00%0.00%
-3.30% to 3.23%483.83%3.83%
3.23% to 9.77%80564.25%68.08%
9.77% to 16.31%26521.15%89.23%
16.31% to 22.84%755.99%95.21%
22.84% to 29.38%272.15%97.37%
29.38% to 35.92%120.96%98.32%
Greater than 35.92%211.68%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.06%18.49% 92.34%68.27%
±2σ -7.66%27.20% 96.65%95.45%
±3σ -16.38%35.92% 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 3.45. Further, an Excess Kurtosis of 36.88 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -22.11%40.32%0.32%
-22.11% to -16.55%60.48%0.80%
-16.55% to -10.98%282.23%3.03%
-10.98% to -5.42%12710.14%13.17%
-5.42% to 0.14%50740.46%53.63%
0.14% to 5.71%42734.08%87.71%
5.71% to 11.27%1038.22%95.93%
11.27% to 16.83%342.71%98.64%
16.83% 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 -7.27%7.56% 83.56%68.27%
±2σ -14.69%14.98% 96.97%95.45%
±3σ -22.11%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 20.20 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -41.39%10.35%0.35%
-41.39% to -30.56%10.35%0.69%
-30.56% to -19.73%93.12%3.82%
-19.73% to -8.90%3211.11%14.93%
-8.90% to 1.93%11539.93%54.86%
1.93% to 12.76%8429.17%84.03%
12.76% to 23.59%3612.50%96.53%
23.59% to 34.42%62.08%98.61%
34.42% to 45.25%10.35%98.96%
Greater than 45.25%31.04%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -12.51%16.37% 83.33%68.27%
±2σ -26.95%30.81% 96.88%95.45%
±3σ -41.39%45.25% 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 10.91. Further, an Excess Kurtosis of 145.47 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -88.30%00.00%0.00%
-88.30% to -60.32%00.00%0.00%
-60.32% to -32.34%00.00%0.00%
-32.34% to -4.36%00.00%0.00%
-4.36% to 23.62%20972.32%72.32%
23.62% to 51.59%6823.53%95.85%
51.59% to 79.57%62.08%97.92%
79.57% to 107.55%20.69%98.62%
107.55% to 135.53%00.00%98.62%
Greater than 135.53%41.38%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -13.69%60.92% 96.89%68.27%
±2σ -50.99%98.22% 98.27%95.45%
±3σ -88.30%135.53% 98.62%99.73%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 7.75. Further, an Excess Kurtosis of 99.53 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -57.07%00.00%0.00%
-57.07% to -42.71%10.35%0.35%
-42.71% to -28.36%20.69%1.04%
-28.36% to -14.00%206.92%7.96%
-14.00% to 0.35%13747.40%55.36%
0.35% to 14.71%10737.02%92.39%
14.71% to 29.06%175.88%98.27%
29.06% to 43.42%31.04%99.31%
43.42% to 57.77%00.00%99.31%
Greater than 57.77%20.69%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -18.79%19.49% 89.97%68.27%
±2σ -37.93%38.63% 97.92%95.45%
±3σ -57.07%57.77% 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 2.16. Further, an Excess Kurtosis of 13.32 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -76.08%00.00%0.00%
-76.08% to -55.64%11.04%1.04%
-55.64% to -35.20%33.12%4.17%
-35.20% to -14.76%1414.58%18.75%
-14.76% to 5.68%3334.38%53.12%
5.68% to 26.12%3132.29%85.42%
26.12% to 46.56%1111.46%96.88%
46.56% to 67.00%22.08%98.96%
67.00% to 87.44%00.00%98.96%
Greater than 87.44%11.04%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -21.57%32.94% 82.29%68.27%
±2σ -48.83%60.19% 96.88%95.45%
±3σ -76.09%87.44% 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 42.26 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -214.87%00.00%0.00%
-214.87% to -148.43%00.00%0.00%
-148.43% to -82.00%00.00%0.00%
-82.00% to -15.56%00.00%0.00%
-15.56% to 50.88%7880.41%80.41%
50.88% to 117.32%1515.46%95.88%
117.32% to 183.75%22.06%97.94%
183.75% to 250.19%00.00%97.94%
250.19% 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 -37.70%139.46% 96.91%68.27%
±2σ -126.29%228.05% 97.94%95.45%
±3σ -214.87%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 3.35. Further, an Excess Kurtosis of 19.76 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -90.42%00.00%0.00%
-90.42% to -67.58%00.00%0.00%
-67.58% to -44.74%11.03%1.03%
-44.74% to -21.90%1212.37%13.40%
-21.90% to 0.95%4748.45%61.86%
0.95% to 23.79%2727.84%89.69%
23.79% to 46.63%55.15%94.85%
46.63% to 69.47%33.09%97.94%
69.47% to 92.32%11.03%98.97%
Greater than 92.32%11.03%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -29.51%31.40% 88.66%68.27%
±2σ -59.97%61.86% 94.85%95.45%
±3σ -90.42%92.32% 98.97%99.73%