Markets Data Volatility Heatmap Portfolio Calculator

AEO Deep Analytical Report

American Eagle Outfitters, Inc. | Category: Equity Small Cap | Ann. Div Yield: 2.90% ($0.50) | Last Updated: 2026-03-24 | Data Range: 1994-04-01 → 2026-03-01 (384 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 3.44% 2.84% 3.01% 4.45% 4.01% 3.99% 16.37 17.74 15.73 18.46
Weekly 7.49% 7.26% 7.47% 10.25% 8.82% 8.78% 15.60 18.61 14.28 20.33
Monthly 16.02% 18.51% 19.23% 21.71% 18.36% 18.27% 14.18 20.47 11.80 24.60
Quarterly 32.35% 34.77% 29.38% 39.07% 31.81% 31.64% 12.40 23.42 9.02 32.19
Annual — — — — 63.61% 63.28% 9.02 32.19 4.77 60.81
Option Time Horizon — — — — 24.01% 23.89% 13.40 21.66 10.54 27.54
Calculation Notes: Computed at 2026-03-23T16:40 UTC  |  Reference Contract: Call option expiring 2026-05-15 (52 days)  |  Spot Price (S): $17.04  |  Strike (K): $18.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $1.2600 (Bid $1.1000 / Ask $1.4200)  |  Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.90%  |  Binomial IV (Annual): 63.61% (CRR binomial tree, American, n=20 steps)  |  BS IV: 64.40% (European Black-Scholes)  |  Yahoo IV (Annual): 63.28% → 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
2026-01-09 $0.1250
2025-10-10 $0.1250
2025-07-11 $0.1250
2025-04-11 $0.1250
2025-01-10 $0.1250
2024-10-11 $0.1250
2024-07-12 $0.1250
2024-04-11 $0.1250
2024-01-04 $0.1250
2023-10-12 $0.1000
2023-07-06 $0.1000
2023-04-05 $0.1000
2022-07-07 $0.1800
2022-03-10 $0.1800
2021-12-09 $0.1800
2021-10-07 $0.1800
2021-07-08 $0.1800
2021-03-11 $0.1380
2020-12-15 $0.1380
2020-01-02 $0.1380
2019-10-10 $0.1380
2019-07-11 $0.1380
2019-04-11 $0.1380
2018-12-13 $0.1380
2018-10-11 $0.1380
2018-07-12 $0.1380
2018-04-12 $0.1380
2017-12-14 $0.1250
2017-10-05 $0.1250
2017-07-05 $0.1250
2017-04-05 $0.1250
2016-12-14 $0.1250
2016-10-05 $0.1250
2016-07-01 $0.1250
2016-04-06 $0.1250
2015-12-16 $0.1250
2015-10-05 $0.1250
2015-07-01 $0.1250
2015-04-06 $0.1250
2014-12-17 $0.1250
2014-09-29 $0.1250
2014-06-30 $0.1250
2014-03-31 $0.1250
2013-12-18 $0.1250
2013-09-30 $0.1250
2013-06-27 $0.1250
2012-12-17 $0.2200
2012-09-24 $1.6100
2012-06-25 $0.1100
2012-03-22 $0.1100
2011-12-19 $0.1100
2011-09-22 $0.1100
2011-07-06 $0.1100
2011-03-24 $0.1100
2010-12-09 $0.6100
2010-09-23 $0.1100
2010-06-24 $0.1100
2010-03-25 $0.1000
2009-12-23 $0.1000
2009-10-07 $0.1000
2009-07-01 $0.1000
2009-03-26 $0.1000
2008-12-24 $0.1000
2008-09-25 $0.1000
2008-07-08 $0.1000
2008-03-26 $0.1000
2007-12-26 $0.1000
2007-09-26 $0.1000
2007-06-28 $0.1000
2007-03-28 $0.0750
2006-12-19 $0.0500
2006-09-20 $0.0753
2006-06-22 $0.0753
2006-03-22 $0.0500
2005-12-21 $0.0500
2005-09-21 $0.0500
2005-06-23 $0.0500
2005-03-22 $0.0333
2004-12-21 $0.0200
2004-09-22 $0.0200
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.07. Further, an Excess Kurtosis of 8.31 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -10.23%630.78%0.78%
-10.23% to -7.65%881.10%1.88%
-7.65% to -5.06%2132.65%4.53%
-5.06% to -2.48%93311.61%16.14%
-2.48% to 0.10%282035.09%51.23%
0.10% to 2.69%260632.43%83.66%
2.69% to 5.27%90311.24%94.90%
5.27% to 7.86%2503.11%98.01%
7.86% to 10.44%921.14%99.15%
Greater than 10.44%680.85%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.34%3.55% 78.55%68.27%
±2σ -6.78%7.00% 94.89%95.45%
±3σ -10.23%10.44% 98.37%99.73%
Descriptive Statistics
Mean0.105%
Standard Error0.038%
Median0.000%
Mode0.000%
Standard Deviation3.445%
Sample Variance11.871%
Kurtosis8.31
Skewness0.07
Range70.459%
Minimum-32.500%
Maximum37.959%
Count8036
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.480% 4003 49.81% 1.235%
Negative -2.374% 3828 47.64% -1.131%
Zero 0.000% 205 2.55% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 3.88%
20 1 Month 5.18%
60 1 Quarter 4.82%
250 1 Year 5.29%
750 3 Years 4.23%
1,250 5 Years 4.45%
2,500 10 Years 4.25%
5,000 20 Years 3.98%
12,500 50 Years 4.57%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.61. Further, an Excess Kurtosis of 12.48 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -4.10%00.00%0.00%
-4.10% to -1.97%00.00%0.00%
-1.97% to 0.16%00.00%0.00%
0.16% to 2.29%142017.67%17.67%
2.29% to 4.42%369746.00%63.67%
4.42% to 6.54%167920.89%84.56%
6.54% to 8.67%6548.14%92.70%
8.67% to 10.80%2903.61%96.30%
10.80% to 12.93%1441.79%98.10%
Greater than 12.93%1531.90%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.58%7.25% 84.35%68.27%
±2σ -1.26%10.09% 95.27%95.45%
±3σ -4.10%12.93% 98.10%99.73%
Descriptive Statistics
Mean4.415%
Standard Error0.032%
Median3.636%
Mode3.390%
Standard Deviation2.839%
Sample Variance8.062%
Kurtosis12.48
Skewness2.61
Range37.565%
Minimum0.463%
Maximum38.028%
Count8037
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.415% 8037 100.00% 4.415%
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 0.30. Further, an Excess Kurtosis of 5.32 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.98%560.70%0.70%
-8.98% to -6.73%871.08%1.78%
-6.73% to -4.47%2783.46%5.24%
-4.47% to -2.22%98912.31%17.54%
-2.22% to 0.04%270633.67%51.21%
0.04% to 2.29%255531.79%83.00%
2.29% to 4.55%92111.46%94.46%
4.55% to 6.80%2943.66%98.12%
6.80% to 9.06%801.00%99.12%
Greater than 9.06%710.88%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.97%3.04% 77.12%68.27%
±2σ -5.98%6.05% 94.72%95.45%
±3σ -8.98%9.06% 98.42%99.73%
Descriptive Statistics
Mean0.038%
Standard Error0.034%
Median0.000%
Mode0.000%
Standard Deviation3.007%
Sample Variance9.044%
Kurtosis5.32
Skewness0.30
Range48.314%
Minimum-17.647%
Maximum30.667%
Count8037
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.210% 3928 48.87% 1.080%
Negative -2.165% 3868 48.13% -1.042%
Zero 0.000% 241 3.00% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.34. Further, an Excess Kurtosis of 3.97 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -21.98%140.84%0.84%
-21.98% to -16.36%150.90%1.74%
-16.36% to -10.74%513.06%4.80%
-10.74% to -5.12%20512.30%17.11%
-5.12% to 0.50%57434.45%51.56%
0.50% to 6.12%52431.45%83.01%
6.12% to 11.74%18711.22%94.24%
11.74% to 17.36%603.60%97.84%
17.36% to 22.98%231.38%99.22%
Greater than 22.98%130.78%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.99%7.99% 76.89%68.27%
±2σ -14.49%15.49% 94.72%95.45%
±3σ -21.98%22.98% 98.38%99.73%
Descriptive Statistics
Mean0.500%
Standard Error0.184%
Median0.213%
Mode0.000%
Standard Deviation7.493%
Sample Variance56.147%
Kurtosis3.97
Skewness0.34
Range81.337%
Minimum-33.858%
Maximum47.479%
Count1666
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.593% 865 51.92% 2.904%
Negative -5.077% 789 47.36% -2.404%
Zero 0.000% 12 0.72% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 14.10%
12 1 Quarter 11.45%
52 1 Year 12.69%
156 3 Years 10.00%
260 5 Years 10.25%
520 10 Years 9.66%
1,040 20 Years 9.02%
2,600 50 Years 10.59%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.15. Further, an Excess Kurtosis of 6.81 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -10.53%00.00%0.00%
-10.53% to -5.09%00.00%0.00%
-5.09% to 0.36%00.00%0.00%
0.36% to 5.80%32519.50%19.50%
5.80% to 11.25%72943.73%63.23%
11.25% to 16.70%33720.22%83.44%
16.70% to 22.14%1519.06%92.50%
22.14% to 27.59%643.84%96.34%
27.59% to 33.03%251.50%97.84%
Greater than 33.03%362.16%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 3.99%18.51% 82.24%68.27%
±2σ -3.27%25.77% 95.38%95.45%
±3σ -10.53%33.03% 97.84%99.73%
Descriptive Statistics
Mean11.249%
Standard Error0.178%
Median9.164%
Mode11.111%
Standard Deviation7.261%
Sample Variance52.719%
Kurtosis6.81
Skewness2.15
Range59.690%
Minimum1.848%
Maximum61.538%
Count1667
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 11.249% 1667 100.00% 11.249%
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 0.98. Further, an Excess Kurtosis of 5.61 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -22.27%70.42%0.42%
-22.27% to -16.67%140.84%1.26%
-16.67% to -11.07%583.48%4.74%
-11.07% to -5.46%21012.60%17.34%
-5.46% to 0.14%59035.39%52.73%
0.14% to 5.74%52931.73%84.46%
5.74% to 11.34%17010.20%94.66%
11.34% to 16.95%523.12%97.78%
16.95% to 22.55%150.90%98.68%
Greater than 22.55%221.32%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.33%7.61% 78.16%68.27%
±2σ -14.80%15.08% 95.02%95.45%
±3σ -22.27%22.55% 98.26%99.73%
Descriptive Statistics
Mean0.138%
Standard Error0.183%
Median-0.166%
Mode0.000%
Standard Deviation7.471%
Sample Variance55.812%
Kurtosis5.61
Skewness0.98
Range81.624%
Minimum-31.624%
Maximum50.000%
Count1667
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.569% 795 47.69% 2.656%
Negative -4.891% 858 51.47% -2.517%
Zero 0.000% 14 0.84% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.49. Further, an Excess Kurtosis of 4.77 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -45.77%20.52%0.52%
-45.77% to -33.76%30.78%1.31%
-33.76% to -21.74%174.44%5.74%
-21.74% to -9.73%4511.75%17.49%
-9.73% to 2.28%12632.90%50.39%
2.28% to 14.29%12833.42%83.81%
14.29% to 26.30%369.40%93.21%
26.30% to 38.32%194.96%98.17%
38.32% to 50.33%61.57%99.74%
Greater than 50.33%10.26%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -13.74%18.30% 77.55%68.27%
±2σ -29.75%34.31% 94.52%95.45%
±3σ -45.77%50.33% 99.22%99.73%
Descriptive Statistics
Mean2.280%
Standard Error0.818%
Median2.266%
Mode0.000%
Standard Deviation16.016%
Sample Variance256.522%
Kurtosis4.77
Skewness0.49
Range167.607%
Minimum-67.187%
Maximum100.420%
Count383
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 12.507% 211 55.09% 6.890%
Negative -10.448% 169 44.12% -4.610%
Zero 0.000% 3 0.78% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 22.52%
12 1 Year 29.03%
36 3 Years 21.82%
60 5 Years 21.71%
120 10 Years 20.82%
240 20 Years 18.98%
600 50 Years 22.61%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.30. Further, an Excess Kurtosis of 34.46 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -29.23%00.00%0.00%
-29.23% to -15.34%00.00%0.00%
-15.34% to -1.46%00.00%0.00%
-1.46% to 12.42%4611.98%11.98%
12.42% to 26.31%20653.65%65.62%
26.31% to 40.19%7419.27%84.90%
40.19% to 54.07%359.11%94.01%
54.07% to 67.96%164.17%98.18%
67.96% to 81.84%20.52%98.70%
Greater than 81.84%51.30%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 7.80%44.82% 86.98%68.27%
±2σ -10.71%63.33% 97.66%95.45%
±3σ -29.23%81.84% 98.70%99.73%
Descriptive Statistics
Mean26.307%
Standard Error0.945%
Median21.550%
Mode19.701%
Standard Deviation18.511%
Sample Variance342.662%
Kurtosis34.46
Skewness4.30
Range214.520%
Minimum5.480%
Maximum220.000%
Count384
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 26.307% 384 100.00% 26.307%
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 Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.09. Further, an Excess Kurtosis of 36.50 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -56.85%00.00%0.00%
-56.85% to -42.43%10.26%0.26%
-42.43% to -28.01%30.78%1.04%
-28.01% to -13.59%5013.02%14.06%
-13.59% to 0.83%16041.67%55.73%
0.83% to 15.24%12833.33%89.06%
15.24% to 29.66%235.99%95.05%
29.66% to 44.08%143.65%98.70%
44.08% to 58.50%10.26%98.96%
Greater than 58.50%41.04%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -18.40%20.05% 82.81%68.27%
±2σ -37.62%39.28% 96.61%95.45%
±3σ -56.85%58.50% 98.96%99.73%
Descriptive Statistics
Mean0.826%
Standard Error0.981%
Median-1.792%
Mode-49.686%
Standard Deviation19.225%
Sample Variance369.611%
Kurtosis36.50
Skewness4.09
Range254.448%
Minimum-49.686%
Maximum204.762%
Count384
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 13.879% 174 45.31% 6.289%
Negative -10.037% 209 54.43% -5.463%
Zero 0.000% 1 0.26% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.34. Further, an Excess Kurtosis of 3.35 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -89.74%00.00%0.00%
-89.74% to -65.48%00.00%0.00%
-65.48% to -41.22%43.12%3.12%
-41.22% to -16.96%2217.19%20.31%
-16.96% to 7.30%4736.72%57.03%
7.30% to 31.56%3527.34%84.38%
31.56% to 55.82%107.81%92.19%
55.82% to 80.08%64.69%96.88%
80.08% to 104.35%21.56%98.44%
Greater than 104.35%21.56%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -25.05%39.65% 75.78%68.27%
±2σ -57.39%72.00% 96.88%95.45%
±3σ -89.74%104.35% 98.44%99.73%
Descriptive Statistics
Mean7.302%
Standard Error2.859%
Median1.302%
Mode-53.184%
Standard Deviation32.348%
Sample Variance1046.406%
Kurtosis3.35
Skewness1.34
Range196.934%
Minimum-53.184%
Maximum143.750%
Count128
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 29.717% 66 51.56% 15.323%
Negative -16.559% 62 48.44% -8.021%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 61.71%
12 3 Years 40.75%
20 5 Years 39.07%
40 10 Years 39.73%
80 20 Years 34.90%
200 50 Years 42.40%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.14. Further, an Excess Kurtosis of 6.93 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -50.83%00.00%0.00%
-50.83% to -24.75%00.00%0.00%
-24.75% to 1.32%00.00%0.00%
1.32% to 27.40%2620.16%20.16%
27.40% to 53.48%5744.19%64.34%
53.48% to 79.56%2317.83%82.17%
79.56% to 105.63%1511.63%93.80%
105.63% to 131.71%53.88%97.67%
131.71% to 157.79%10.78%98.45%
Greater than 157.79%21.55%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 18.71%88.25% 82.17%68.27%
±2σ -16.06%123.02% 95.35%95.45%
±3σ -50.83%157.79% 98.45%99.73%
Descriptive Statistics
Mean53.479%
Standard Error3.061%
Median42.251%
Mode14.156%
Standard Deviation34.770%
Sample Variance1208.925%
Kurtosis6.93
Skewness2.14
Range226.195%
Minimum14.156%
Maximum240.351%
Count129
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 53.479% 129 100.00% 53.479%
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 0.96. Further, an Excess Kurtosis of 1.87 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -86.19%00.00%0.00%
-86.19% to -64.15%00.00%0.00%
-64.15% to -42.12%43.10%3.10%
-42.12% to -20.08%2418.60%21.71%
-20.08% to 1.95%4131.78%53.49%
1.95% to 23.99%3829.46%82.95%
23.99% to 46.02%1310.08%93.02%
46.02% to 68.06%43.10%96.12%
68.06% to 90.09%43.10%99.22%
Greater than 90.09%10.78%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -27.43%31.33% 73.64%68.27%
±2σ -56.81%60.71% 94.57%95.45%
±3σ -86.19%90.09% 99.22%99.73%
Descriptive Statistics
Mean1.952%
Standard Error2.587%
Median0.511%
Mode-58.761%
Standard Deviation29.380%
Sample Variance863.163%
Kurtosis1.87
Skewness0.96
Range173.467%
Minimum-58.761%
Maximum114.706%
Count129
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 23.200% 66 51.16% 11.870%
Negative -20.307% 63 48.84% -9.917%
Zero 0.000% 0 0.00% 0.000%