ALLY - 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	2.38%	1.99%	1.92%	3.29%	2.12%	2.31%	41.24	43.02	40.37	43.94
Weekly	5.17%	5.54%	5.21%	7.73%	4.66%	5.09%	40.20	44.13	38.37	46.23
Monthly	9.58%	14.50%	10.80%	15.87%	9.70%	10.60%	38.23	46.41	34.69	51.14
Quarterly	18.40%	32.01%	20.38%	27.38%	16.80%	18.36%	35.61	49.83	30.10	58.94
Annual	—	—	—	—	33.60%	36.72%	30.10	58.94	21.51	82.48
Option Time Horizon	—	—	—	—	15.93%	17.40%	35.92	49.39	30.63	57.92

Calculation Notes: Computed at 2026-02-22T14:25 UTC | Reference Contract: Call option expiring 2026-05-15 (82 days) | Spot Price (S): $42.12 | Strike (K): $43.00 (first OTM call ≥ spot) | Observed Mid-Price: $2.3250 (Bid $2.1000 / Ask $2.5500) | Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury) | Dividend Yield (q): 2.86% | Binomial IV (Annual): 33.60% (CRR binomial tree, American, n=20 steps) | BS IV: 33.87% (European Black-Scholes) | Yahoo IV (Annual): 36.72% → 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
2026-02-02	$0.3000
2025-10-31	$0.3000
2025-08-01	$0.3000
2025-05-01	$0.3000
2025-01-31	$0.3000
2024-11-01	$0.3000
2024-08-01	$0.3000
2024-04-30	$0.3000
2024-01-31	$0.3000
2023-10-31	$0.3000
2023-07-31	$0.3000
2023-04-28	$0.3000
2023-01-31	$0.3000
2022-10-31	$0.3000
2022-07-29	$0.3000
2022-04-29	$0.3000
2022-01-31	$0.3000
2021-10-29	$0.2500
2021-07-30	$0.2500
2021-04-29	$0.1900
2021-01-29	$0.1900
2020-10-29	$0.1900
2020-07-30	$0.1900
2020-04-30	$0.1900
2020-01-30	$0.1900
2019-10-31	$0.1700
2019-07-31	$0.1700
2019-04-30	$0.1700
2019-01-31	$0.1700
2018-10-31	$0.1500
2018-07-31	$0.1500
2018-04-30	$0.1300
2018-01-31	$0.1300
2017-10-31	$0.1200
2017-07-28	$0.1200
2017-04-27	$0.0800
2017-01-30	$0.0800
2016-10-28	$0.0800
2016-07-28	$0.0800

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.17. Further, an Excess Kurtosis of 13.20 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -7.08%	23	0.77%	0.77%
-7.08% to -5.30%	20	0.67%	1.44%
-5.30% to -3.51%	98	3.28%	4.72%
-3.51% to -1.73%	324	10.85%	15.57%
-1.73% to 0.05%	1010	33.81%	49.38%
0.05% to 1.84%	1065	35.65%	85.04%
1.84% to 3.62%	320	10.71%	95.75%
3.62% to 5.41%	72	2.41%	98.16%
5.41% to 7.19%	35	1.17%	99.33%
Greater than 7.19%	20	0.67%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.32%	2.43%	80.15%	68.27%
±2σ	-4.70%	4.81%	95.55%	95.45%
±3σ	-7.08%	7.19%	98.56%	99.73%

Descriptive Statistics

Mean	0.054%
Standard Error	0.044%
Median	0.077%
Mode	0.000%
Standard Deviation	2.378%
Sample Variance	5.653%
Kurtosis	13.20
Skewness	-0.17
Range	43.219%
Minimum	-23.211%
Maximum	20.008%
Count	2987

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.574%	1545	51.72%	0.814%
Negative	-1.608%	1413	47.30%	-0.761%
Zero	0.000%	29	0.97%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	2.48%
20	1 Month	2.98%
60	1 Quarter	2.60%
250	1 Year	3.03%
750	3 Years	3.12%
1,250	5 Years	3.29%
2,500	10 Years	3.09%
5,000	20 Years	3.00%
12,500	50 Years	3.00%

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

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -3.17%	0	0.00%	0.00%
-3.17% to -1.68%	0	0.00%	0.00%
-1.68% to -0.18%	0	0.00%	0.00%
-0.18% to 1.31%	324	10.84%	10.84%
1.31% to 2.80%	1589	53.18%	64.02%
2.80% to 4.29%	693	23.19%	87.22%
4.29% to 5.79%	218	7.30%	94.51%
5.79% to 7.28%	84	2.81%	97.32%
7.28% to 8.78%	44	1.47%	98.80%
Greater than 8.78%	36	1.20%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.81%	4.79%	89.36%	68.27%
±2σ	-1.18%	6.78%	96.65%	95.45%
±3σ	-3.17%	8.78%	98.80%	99.73%

Descriptive Statistics

Mean	2.802%
Standard Error	0.036%
Median	2.334%
Mode	1.216%
Standard Deviation	1.991%
Sample Variance	3.965%
Kurtosis	124.65
Skewness	7.02
Range	50.561%
Minimum	0.124%
Maximum	50.685%
Count	2988

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.802%	2988	100.00%	2.802%
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 0.97. Further, an Excess Kurtosis of 11.49 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -5.70%	19	0.64%	0.64%
-5.70% to -4.26%	24	0.80%	1.44%
-4.26% to -2.82%	86	2.88%	4.32%
-2.82% to -1.39%	397	13.29%	17.60%
-1.39% to 0.05%	1041	34.84%	52.44%
0.05% to 1.49%	924	30.92%	83.37%
1.49% to 2.92%	321	10.74%	94.11%
2.92% to 4.36%	117	3.92%	98.03%
4.36% to 5.79%	35	1.17%	99.20%
Greater than 5.79%	24	0.80%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.86%	1.97%	76.81%	68.27%
±2σ	-3.78%	3.88%	95.28%	95.45%
±3σ	-5.70%	5.79%	98.56%	99.73%

Descriptive Statistics

Mean	0.050%
Standard Error	0.035%
Median	-0.025%
Mode	0.000%
Standard Deviation	1.915%
Sample Variance	3.668%
Kurtosis	11.49
Skewness	0.97
Range	34.465%
Minimum	-11.207%
Maximum	23.258%
Count	2988

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.426%	1454	48.66%	0.694%
Negative	-1.286%	1497	50.10%	-0.644%
Zero	0.000%	37	1.24%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.18. Further, an Excess Kurtosis of 5.24 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -15.25%	8	1.29%	1.29%
-15.25% to -11.38%	4	0.64%	1.93%
-11.38% to -7.50%	18	2.89%	4.82%
-7.50% to -3.62%	80	12.86%	17.68%
-3.62% to 0.26%	194	31.19%	48.87%
0.26% to 4.14%	217	34.89%	83.76%
4.14% to 8.01%	65	10.45%	94.21%
8.01% to 11.89%	26	4.18%	98.39%
11.89% to 15.77%	6	0.96%	99.36%
Greater than 15.77%	4	0.64%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.91%	5.43%	80.71%	68.27%
±2σ	-10.08%	10.60%	95.66%	95.45%
±3σ	-15.25%	15.77%	98.07%	99.73%

Descriptive Statistics

Mean	0.258%
Standard Error	0.207%
Median	0.372%
Mode	0.000%
Standard Deviation	5.170%
Sample Variance	26.731%
Kurtosis	5.24
Skewness	-0.18
Range	52.773%
Minimum	-24.612%
Maximum	28.161%
Count	622

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.537%	337	54.18%	1.916%
Negative	-3.657%	282	45.34%	-1.658%
Zero	0.000%	3	0.48%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	5.80%
12	1 Quarter	5.83%
52	1 Year	7.02%
156	3 Years	7.36%
260	5 Years	7.73%
520	10 Years	7.28%
1,040	20 Years	7.02%
2,600	50 Years	7.02%

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

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -9.38%	0	0.00%	0.00%
-9.38% to -5.22%	0	0.00%	0.00%
-5.22% to -1.06%	0	0.00%	0.00%
-1.06% to 3.10%	65	10.43%	10.43%
3.10% to 7.25%	343	55.06%	65.49%
7.25% to 11.41%	139	22.31%	87.80%
11.41% to 15.57%	45	7.22%	95.02%
15.57% to 19.73%	10	1.61%	96.63%
19.73% to 23.89%	8	1.28%	97.91%
Greater than 23.89%	13	2.09%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.71%	12.80%	90.85%	68.27%
±2σ	-3.83%	18.34%	96.15%	95.45%
±3σ	-9.38%	23.88%	97.91%	99.73%

Descriptive Statistics

Mean	7.253%
Standard Error	0.222%
Median	5.942%
Mode	3.312%
Standard Deviation	5.544%
Sample Variance	30.737%
Kurtosis	32.92
Skewness	4.30
Range	69.543%
Minimum	0.124%
Maximum	69.667%
Count	623

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	7.253%	623	100.00%	7.253%
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 1.66. Further, an Excess Kurtosis of 9.90 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -15.51%	2	0.32%	0.32%
-15.51% to -11.60%	3	0.48%	0.80%
-11.60% to -7.69%	24	3.85%	4.65%
-7.69% to -3.78%	77	12.36%	17.01%
-3.78% to 0.13%	228	36.60%	53.61%
0.13% to 4.04%	196	31.46%	85.07%
4.04% to 7.95%	63	10.11%	95.18%
7.95% to 11.87%	15	2.41%	97.59%
11.87% to 15.78%	7	1.12%	98.72%
Greater than 15.78%	8	1.28%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.08%	5.35%	80.58%	68.27%
±2σ	-10.30%	10.56%	95.67%	95.45%
±3σ	-15.51%	15.78%	98.39%	99.73%

Descriptive Statistics

Mean	0.132%
Standard Error	0.209%
Median	-0.184%
Mode	0.000%
Standard Deviation	5.215%
Sample Variance	27.201%
Kurtosis	9.90
Skewness	1.66
Range	57.002%
Minimum	-20.830%
Maximum	36.172%
Count	623

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.797%	295	47.35%	1.798%
Negative	-3.194%	325	52.17%	-1.666%
Zero	0.000%	3	0.48%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Left Skewed (Negative Asymmetry) with a Skewness factor of -0.56. Further, an Excess Kurtosis of 3.05 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -27.72%	1	0.69%	0.69%
-27.72% to -20.54%	3	2.07%	2.76%
-20.54% to -13.35%	6	4.14%	6.90%
-13.35% to -6.17%	17	11.72%	18.62%
-6.17% to 1.01%	45	31.03%	49.66%
1.01% to 8.19%	42	28.97%	78.62%
8.19% to 15.37%	26	17.93%	96.55%
15.37% to 22.56%	4	2.76%	99.31%
22.56% to 29.74%	0	0.00%	99.31%
Greater than 29.74%	1	0.69%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.57%	10.59%	75.17%	68.27%
±2σ	-18.14%	20.16%	95.17%	95.45%
±3σ	-27.72%	29.74%	98.62%	99.73%

Descriptive Statistics

Mean	1.010%
Standard Error	0.795%
Median	1.099%
Mode	-42.441%
Standard Deviation	9.576%
Sample Variance	91.696%
Kurtosis	3.05
Skewness	-0.56
Range	76.598%
Minimum	-42.441%
Maximum	34.157%
Count	145

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	7.164%	83	57.24%	4.101%
Negative	-7.230%	62	42.76%	-3.091%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	13.47%
12	1 Year	14.29%
36	3 Years	15.39%
60	5 Years	15.87%
120	10 Years	15.33%
240	20 Years	14.60%
600	50 Years	14.60%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 6.43. Further, an Excess Kurtosis of 57.95 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -27.22%	0	0.00%	0.00%
-27.22% to -16.35%	0	0.00%	0.00%
-16.35% to -5.47%	0	0.00%	0.00%
-5.47% to 5.40%	7	4.79%	4.79%
5.40% to 16.27%	85	58.22%	63.01%
16.27% to 27.15%	42	28.77%	91.78%
27.15% to 38.02%	6	4.11%	95.89%
38.02% to 48.89%	3	2.05%	97.95%
48.89% to 59.77%	2	1.37%	99.32%
Greater than 59.77%	1	0.68%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.78%	30.77%	91.78%	68.27%
±2σ	-12.72%	45.27%	97.95%	95.45%
±3σ	-27.22%	59.77%	99.32%	99.73%

Descriptive Statistics

Mean	16.274%
Standard Error	1.200%
Median	13.015%
Mode	18.587%
Standard Deviation	14.498%
Sample Variance	210.205%
Kurtosis	57.95
Skewness	6.43
Range	154.817%
Minimum	0.124%
Maximum	154.941%
Count	146

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	16.274%	146	100.00%	16.274%
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 2.59. Further, an Excess Kurtosis of 15.40 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -32.19%	0	0.00%	0.00%
-32.19% to -24.09%	1	0.68%	0.68%
-24.09% to -15.99%	3	2.05%	2.74%
-15.99% to -7.89%	22	15.07%	17.81%
-7.89% to 0.21%	55	37.67%	55.48%
0.21% to 8.31%	47	32.19%	87.67%
8.31% to 16.41%	10	6.85%	94.52%
16.41% to 24.50%	4	2.74%	97.26%
24.50% to 32.60%	3	2.05%	99.32%
Greater than 32.60%	1	0.68%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-10.59%	11.01%	82.88%	68.27%
±2σ	-21.39%	21.80%	96.58%	95.45%
±3σ	-32.18%	32.60%	99.32%	99.73%

Descriptive Statistics

Mean	0.209%
Standard Error	0.894%
Median	-0.565%
Mode	-25.362%
Standard Deviation	10.798%
Sample Variance	116.601%
Kurtosis	15.40
Skewness	2.59
Range	100.137%
Minimum	-25.362%
Maximum	74.775%
Count	146

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	8.170%	65	44.52%	3.637%
Negative	-6.179%	81	55.48%	-3.428%
Zero	0.000%	0	0.00%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.16. Further, an Excess Kurtosis of 0.96 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -51.95%	0	0.00%	0.00%
-51.95% to -38.15%	1	2.04%	2.04%
-38.15% to -24.35%	0	0.00%	2.04%
-24.35% to -10.55%	11	22.45%	24.49%
-10.55% to 3.24%	14	28.57%	53.06%
3.24% to 17.04%	15	30.61%	83.67%
17.04% to 30.84%	4	8.16%	91.84%
30.84% to 44.63%	3	6.12%	97.96%
44.63% to 58.43%	1	2.04%	100.00%
Greater than 58.43%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-15.15%	21.64%	69.39%	68.27%
±2σ	-33.55%	40.03%	93.88%	95.45%
±3σ	-51.95%	58.43%	100.00%	99.73%

Descriptive Statistics

Mean	3.242%
Standard Error	2.628%
Median	3.094%
Mode	-48.284%
Standard Deviation	18.396%
Sample Variance	338.403%
Kurtosis	0.96
Skewness	0.16
Range	101.137%
Minimum	-48.284%
Maximum	52.853%
Count	49

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	14.271%	30	61.22%	8.737%
Negative	-14.173%	19	38.78%	-5.496%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	21.91%
12	3 Years	26.31%
20	5 Years	27.38%
40	10 Years	27.86%
80	20 Years	26.30%
200	50 Years	26.30%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.80. Further, an Excess Kurtosis of 28.22 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -63.83%	0	0.00%	0.00%
-63.83% to -39.83%	0	0.00%	0.00%
-39.83% to -15.82%	0	0.00%	0.00%
-15.82% to 8.19%	1	2.00%	2.00%
8.19% to 32.19%	34	68.00%	70.00%
32.19% to 56.20%	11	22.00%	92.00%
56.20% to 80.20%	2	4.00%	96.00%
80.20% to 104.21%	1	2.00%	98.00%
104.21% to 128.21%	0	0.00%	98.00%
Greater than 128.21%	1	2.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.18%	64.20%	94.00%	68.27%
±2σ	-31.82%	96.20%	98.00%	95.45%
±3σ	-63.83%	128.21%	98.00%	99.73%

Descriptive Statistics

Mean	32.191%
Standard Error	4.527%
Median	24.462%
Mode	1.258%
Standard Deviation	32.007%
Sample Variance	1024.471%
Kurtosis	28.22
Skewness	4.80
Range	224.965%
Minimum	1.258%
Maximum	226.223%
Count	50

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	32.191%	50	100.00%	32.191%
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 2.06. Further, an Excess Kurtosis of 8.73 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -60.36%	0	0.00%	0.00%
-60.36% to -45.07%	0	0.00%	0.00%
-45.07% to -29.79%	1	2.00%	2.00%
-29.79% to -14.50%	5	10.00%	12.00%
-14.50% to 0.78%	23	46.00%	58.00%
0.78% to 16.07%	12	24.00%	82.00%
16.07% to 31.35%	8	16.00%	98.00%
31.35% to 46.64%	0	0.00%	98.00%
46.64% to 61.92%	0	0.00%	98.00%
Greater than 61.92%	1	2.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-19.60%	21.16%	80.00%	68.27%
±2σ	-39.98%	41.54%	98.00%	95.45%
±3σ	-60.36%	61.92%	98.00%	99.73%

Descriptive Statistics

Mean	0.781%
Standard Error	2.882%
Median	-1.452%
Mode	-34.188%
Standard Deviation	20.380%
Sample Variance	415.343%
Kurtosis	8.73
Skewness	2.06
Range	130.466%
Minimum	-34.188%
Maximum	96.278%
Count	50

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	16.748%	22	44.00%	7.369%
Negative	-12.200%	27	54.00%	-6.588%
Zero	0.000%	1	2.00%	0.000%

ALLY Deep Analytical Report