Markets Data Volatility Heatmap Portfolio Calculator

AEO Deep Analytical Report

American Eagle Outfitters, Inc. | Category: Equity Mid Cap | Ann. Div Yield: 2.00% ($0.50) | Last Updated: 2026-02-22 | Data Range: 1994-04-01 → 2026-02-01 (383 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% 4.54% 4.56% 24.14 26.43 23.07 27.66
Weekly 7.48% 7.25% 7.46% 10.19% 9.99% 10.03% 22.86 27.91 20.68 30.85
Monthly 15.95% 18.52% 19.15% 21.56% 20.80% 20.88% 20.52 31.10 16.66 38.29
Quarterly 32.21% 34.94% 29.22% 37.82% 36.03% 36.16% 17.62 36.22 12.29 51.93
Annual — — — — 72.06% 72.31% 12.29 51.93 5.98 106.74
Option Time Horizon — — — — 23.55% 23.64% 19.96 31.97 15.77 40.46
Calculation Notes: Computed at 2026-02-22T14:23 UTC  |  Reference Contract: Call option expiring 2026-04-02 (39 days)  |  Spot Price (S): $25.26  |  Strike (K): $27.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $1.7150 (Bid $1.4100 / Ask $2.0200)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.00%  |  Binomial IV (Annual): 72.06% (CRR binomial tree, American, n=20 steps)  |  BS IV: 72.83% (European Black-Scholes)  |  Yahoo IV (Annual): 72.31% → 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 0.08. Further, an Excess Kurtosis of 8.33 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -10.22%620.77%0.77%
-10.22% to -7.64%871.09%1.86%
-7.64% to -5.06%2142.67%4.53%
-5.06% to -2.47%93311.64%16.17%
-2.47% to 0.11%281235.08%51.25%
0.11% to 2.69%259632.39%83.64%
2.69% to 5.27%90311.27%94.91%
5.27% to 7.86%2483.09%98.00%
7.86% to 10.44%921.15%99.15%
Greater than 10.44%680.85%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.33%3.55% 78.52%68.27%
±2σ -6.78%7.00% 94.90%95.45%
±3σ -10.22%10.44% 98.38%99.73%
Descriptive Statistics
Mean0.109%
Standard Error0.038%
Median0.000%
Mode0.000%
Standard Deviation3.443%
Sample Variance11.854%
Kurtosis8.33
Skewness0.08
Range70.459%
Minimum-32.500%
Maximum37.959%
Count8015
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.483% 3994 49.83% 1.237%
Negative -2.369% 3816 47.61% -1.128%
Zero 0.000% 205 2.56% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 5.55%
20 1 Month 4.53%
60 1 Quarter 4.66%
250 1 Year 5.27%
750 3 Years 4.19%
1,250 5 Years 4.45%
2,500 10 Years 4.23%
5,000 20 Years 3.97%
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 2.62. Further, an Excess Kurtosis of 12.49 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -4.11%00.00%0.00%
-4.11% to -1.98%00.00%0.00%
-1.98% to 0.15%00.00%0.00%
0.15% to 2.28%140917.58%17.58%
2.28% to 4.41%369246.06%63.64%
4.41% to 6.54%167820.93%84.57%
6.54% to 8.68%6528.13%92.70%
8.68% to 10.81%2893.61%96.31%
10.81% to 12.94%1431.78%98.09%
Greater than 12.94%1531.91%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.57%7.25% 84.36%68.27%
±2σ -1.27%10.10% 95.28%95.45%
±3σ -4.11%12.94% 98.10%99.73%
Descriptive Statistics
Mean4.414%
Standard Error0.032%
Median3.636%
Mode3.390%
Standard Deviation2.841%
Sample Variance8.069%
Kurtosis12.49
Skewness2.62
Range37.565%
Minimum0.463%
Maximum38.028%
Count8016
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.414% 8016 100.00% 4.414%
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 5.33 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.99%560.70%0.70%
-8.99% to -6.73%871.09%1.78%
-6.73% to -4.48%2783.47%5.25%
-4.48% to -2.22%98312.26%17.51%
-2.22% to 0.04%270333.72%51.24%
0.04% to 2.29%254831.79%83.02%
2.29% to 4.55%91911.46%94.49%
4.55% to 6.80%2923.64%98.13%
6.80% to 9.06%790.99%99.11%
Greater than 9.06%710.89%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 -8.99%9.06% 98.42%99.73%
Descriptive Statistics
Mean0.035%
Standard Error0.034%
Median0.000%
Mode0.000%
Standard Deviation3.008%
Sample Variance9.047%
Kurtosis5.33
Skewness0.30
Range48.314%
Minimum-17.647%
Maximum30.667%
Count8016
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.208% 3915 48.84% 1.078%
Negative -2.166% 3860 48.15% -1.043%
Zero 0.000% 241 3.01% 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 4.00 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -21.93%150.90%0.90%
-21.93% to -16.31%140.84%1.74%
-16.31% to -10.70%513.07%4.81%
-10.70% to -5.09%20512.33%17.15%
-5.09% to 0.52%57234.42%51.56%
0.52% to 6.13%52531.59%83.15%
6.13% to 11.75%18411.07%94.22%
11.75% to 17.36%603.61%97.83%
17.36% to 22.97%231.38%99.22%
Greater than 22.97%130.78%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.96%8.01% 76.84%68.27%
±2σ -14.44%15.49% 94.77%95.45%
±3σ -21.93%22.97% 98.32%99.73%
Descriptive Statistics
Mean0.523%
Standard Error0.184%
Median0.242%
Mode0.000%
Standard Deviation7.483%
Sample Variance56.000%
Kurtosis4.00
Skewness0.34
Range81.337%
Minimum-33.858%
Maximum47.479%
Count1662
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.593% 865 52.05% 2.911%
Negative -5.056% 785 47.23% -2.388%
Zero 0.000% 12 0.72% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 8.65%
12 1 Quarter 10.75%
52 1 Year 12.41%
156 3 Years 9.84%
260 5 Years 10.19%
520 10 Years 9.58%
1,040 20 Years 8.99%
2,600 50 Years 10.58%
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 6.87 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -10.52%00.00%0.00%
-10.52% to -5.08%00.00%0.00%
-5.08% to 0.36%00.00%0.00%
0.36% to 5.79%32319.42%19.42%
5.79% to 11.23%73043.90%63.32%
11.23% to 16.67%33520.14%83.46%
16.67% to 22.11%1519.08%92.54%
22.11% to 27.55%643.85%96.39%
27.55% to 32.99%241.44%97.84%
Greater than 32.99%362.16%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 3.98%18.49% 82.20%68.27%
±2σ -3.27%25.74% 95.37%95.45%
±3σ -10.52%32.99% 97.84%99.73%
Descriptive Statistics
Mean11.234%
Standard Error0.178%
Median9.141%
Mode11.111%
Standard Deviation7.252%
Sample Variance52.585%
Kurtosis6.87
Skewness2.15
Range59.690%
Minimum1.848%
Maximum61.538%
Count1663
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 11.234% 1663 100.00% 11.234%
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 0.99. Further, an Excess Kurtosis of 5.67 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 -11.08%583.49%4.75%
-11.08% to -5.48%20812.51%17.26%
-5.48% to 0.12%59035.48%52.74%
0.12% to 5.71%52931.81%84.55%
5.71% to 11.31%16810.10%94.65%
11.31% to 16.90%523.13%97.78%
16.90% to 22.50%150.90%98.68%
Greater than 22.50%221.32%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.35%7.58% 78.23%68.27%
±2σ -14.81%15.04% 95.01%95.45%
±3σ -22.27%22.50% 98.26%99.73%
Descriptive Statistics
Mean0.115%
Standard Error0.183%
Median-0.187%
Mode0.000%
Standard Deviation7.461%
Sample Variance55.669%
Kurtosis5.67
Skewness0.99
Range81.624%
Minimum-31.624%
Maximum50.000%
Count1663
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.547% 791 47.56% 2.638%
Negative -4.891% 858 51.59% -2.523%
Zero 0.000% 14 0.84% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.51. Further, an Excess Kurtosis of 4.86 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -45.48%20.52%0.52%
-45.48% to -33.52%30.79%1.31%
-33.52% to -21.55%174.45%5.76%
-21.55% to -9.59%4511.78%17.54%
-9.59% to 2.37%12632.98%50.52%
2.37% to 14.34%12833.51%84.03%
14.34% to 26.30%359.16%93.19%
26.30% to 38.27%194.97%98.17%
38.27% to 50.23%61.57%99.74%
Greater than 50.23%10.26%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -13.58%18.32% 77.23%68.27%
±2σ -29.53%34.28% 94.76%95.45%
±3σ -45.48%50.23% 99.21%99.73%
Descriptive Statistics
Mean2.373%
Standard Error0.816%
Median2.270%
Mode0.000%
Standard Deviation15.952%
Sample Variance254.468%
Kurtosis4.86
Skewness0.51
Range167.607%
Minimum-67.187%
Maximum100.420%
Count382
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 12.521% 211 55.24% 6.916%
Negative -10.329% 168 43.98% -4.543%
Zero 0.000% 3 0.79% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 24.79%
12 1 Year 27.95%
36 3 Years 21.42%
60 5 Years 21.56%
120 10 Years 20.70%
240 20 Years 18.92%
600 50 Years 22.58%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.31. Further, an Excess Kurtosis of 34.53 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -29.29%00.00%0.00%
-29.29% to -15.40%00.00%0.00%
-15.40% to -1.51%00.00%0.00%
-1.51% to 12.38%4612.01%12.01%
12.38% to 26.27%20553.52%65.54%
26.27% to 40.16%7519.58%85.12%
40.16% to 54.04%348.88%93.99%
54.04% to 67.93%164.18%98.17%
67.93% to 81.82%20.52%98.69%
Greater than 81.82%51.31%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 7.75%44.78% 87.21%68.27%
±2σ -10.77%63.30% 97.65%95.45%
±3σ -29.29%81.82% 98.69%99.73%
Descriptive Statistics
Mean26.266%
Standard Error0.946%
Median21.536%
Mode19.701%
Standard Deviation18.519%
Sample Variance342.940%
Kurtosis34.53
Skewness4.31
Range214.520%
Minimum5.480%
Maximum220.000%
Count383
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 26.266% 383 100.00% 26.266%
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 4.14. Further, an Excess Kurtosis of 37.27 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -56.73%00.00%0.00%
-56.73% to -42.37%10.26%0.26%
-42.37% to -28.01%30.78%1.04%
-28.01% to -13.64%5013.05%14.10%
-13.64% to 0.72%15941.51%55.61%
0.72% to 15.08%12833.42%89.03%
15.08% to 29.45%246.27%95.30%
29.45% to 43.81%133.39%98.69%
43.81% to 58.17%10.26%98.96%
Greater than 58.17%41.04%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -18.43%19.87% 82.77%68.27%
±2σ -37.58%39.02% 96.87%95.45%
±3σ -56.73%58.17% 98.96%99.73%
Descriptive Statistics
Mean0.719%
Standard Error0.979%
Median-1.820%
Mode-49.686%
Standard Deviation19.151%
Sample Variance366.779%
Kurtosis37.27
Skewness4.14
Range254.448%
Minimum-49.686%
Maximum204.762%
Count383
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 13.732% 173 45.17% 6.203%
Negative -10.050% 209 54.57% -5.484%
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 3.41 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -89.05%00.00%0.00%
-89.05% to -64.89%00.00%0.00%
-64.89% to -40.74%53.91%3.91%
-40.74% to -16.58%2015.62%19.53%
-16.58% to 7.58%4736.72%56.25%
7.58% to 31.73%3728.91%85.16%
31.73% to 55.89%97.03%92.19%
55.89% to 80.04%64.69%96.88%
80.04% to 104.20%21.56%98.44%
Greater than 104.20%21.56%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -24.63%39.78% 76.56%68.27%
±2σ -56.84%71.99% 96.88%95.45%
±3σ -89.05%104.20% 98.44%99.73%
Descriptive Statistics
Mean7.575%
Standard Error2.847%
Median1.722%
Mode-53.184%
Standard Deviation32.207%
Sample Variance1037.314%
Kurtosis3.41
Skewness1.34
Range196.934%
Minimum-53.184%
Maximum143.750%
Count128
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 29.398% 67 52.34% 15.388%
Negative -16.395% 61 47.66% -7.813%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 55.48%
12 3 Years 38.67%
20 5 Years 37.82%
40 10 Years 39.10%
80 20 Years 34.59%
200 50 Years 42.21%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.12. Further, an Excess Kurtosis of 6.83 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -51.64%00.00%0.00%
-51.64% to -25.44%00.00%0.00%
-25.44% to 0.77%00.00%0.00%
0.77% to 26.97%2620.16%20.16%
26.97% to 53.17%5844.96%65.12%
53.17% to 79.37%2217.05%82.17%
79.37% to 105.58%1511.63%93.80%
105.58% to 131.78%53.88%97.67%
131.78% to 157.98%10.78%98.45%
Greater than 157.98%21.55%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 18.23%88.11% 82.17%68.27%
±2σ -16.70%123.04% 95.35%95.45%
±3σ -51.64%157.98% 98.45%99.73%
Descriptive Statistics
Mean53.170%
Standard Error3.076%
Median42.179%
Mode14.156%
Standard Deviation34.937%
Sample Variance1220.628%
Kurtosis6.83
Skewness2.12
Range226.195%
Minimum14.156%
Maximum240.351%
Count129
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 53.170% 129 100.00% 53.170%
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 1.00. Further, an Excess Kurtosis of 2.01 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -86.06%00.00%0.00%
-86.06% to -64.14%00.00%0.00%
-64.14% to -42.22%43.10%3.10%
-42.22% to -20.31%2418.60%21.71%
-20.31% to 1.61%4131.78%53.49%
1.61% to 23.53%3930.23%83.72%
23.53% to 45.44%129.30%93.02%
45.44% to 67.36%43.10%96.12%
67.36% to 89.28%43.10%99.22%
Greater than 89.28%10.78%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -27.61%30.83% 75.19%68.27%
±2σ -56.84%60.06% 94.57%95.45%
±3σ -86.06%89.28% 99.22%99.73%
Descriptive Statistics
Mean1.610%
Standard Error2.573%
Median0.192%
Mode-58.761%
Standard Deviation29.223%
Sample Variance853.961%
Kurtosis2.01
Skewness1.00
Range173.467%
Minimum-58.761%
Maximum114.706%
Count129
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 22.984% 65 50.39% 11.581%
Negative -20.099% 64 49.61% -9.972%
Zero 0.000% 0 0.00% 0.000%