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%	2.61%	2.71%	38.22	40.27	37.24	41.33
Weekly	5.17%	5.53%	5.21%	7.76%	5.74%	5.98%	37.04	41.55	34.97	44.00
Monthly	9.56%	14.45%	10.78%	15.88%	11.95%	12.44%	34.81	44.21	30.89	49.82
Quarterly	18.45%	31.89%	20.40%	27.82%	20.70%	21.55%	31.89	48.25	25.93	59.35
Annual	—	—	—	—	41.41%	43.09%	25.93	59.35	17.14	89.80
Option Time Horizon	—	—	—	—	15.63%	16.26%	33.55	45.87	28.70	53.63

Calculation Notes: Computed at 2026-03-23T16:43 UTC | Reference Contract: Call option expiring 2026-05-15 (52 days) | Spot Price (S): $39.23 | Strike (K): $40.00 (first OTM call ≥ spot) | Observed Mid-Price: $2.1250 (Bid $2.0000 / Ask $2.2500) | Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury) | Dividend Yield (q): 3.12% | Binomial IV (Annual): 41.41% (CRR binomial tree, American, n=20 steps) | BS IV: 41.72% (European Black-Scholes) | Yahoo IV (Annual): 43.09% → 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 -0.18. Further, an Excess Kurtosis of 13.09 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	0.76%	0.76%
-7.08% to -5.30%	21	0.70%	1.46%
-5.30% to -3.52%	100	3.32%	4.79%
-3.52% to -1.73%	325	10.80%	15.59%
-1.73% to 0.05%	1014	33.71%	49.30%
0.05% to 1.83%	1075	35.74%	85.04%
1.83% to 3.62%	322	10.70%	95.74%
3.62% to 5.40%	72	2.39%	98.14%
5.40% to 7.18%	36	1.20%	99.34%
Greater than 7.18%	20	0.66%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.33%	2.43%	80.15%	68.27%
±2σ	-4.71%	4.81%	95.55%	95.45%
±3σ	-7.08%	7.19%	98.57%	99.73%

Descriptive Statistics

Mean	0.051%
Standard Error	0.043%
Median	0.079%
Mode	0.000%
Standard Deviation	2.378%
Sample Variance	5.657%
Kurtosis	13.09
Skewness	-0.18
Range	43.219%
Minimum	-23.211%
Maximum	20.008%
Count	3008

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.573%	1557	51.76%	0.814%
Negative	-1.614%	1422	47.27%	-0.763%
Zero	0.000%	29	0.96%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	3.33%
20	1 Month	3.75%
60	1 Quarter	3.12%
250	1 Year	3.04%
750	3 Years	3.05%
1,250	5 Years	3.29%
2,500	10 Years	3.10%
5,000	20 Years	3.01%
12,500	50 Years	3.01%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 6.99. Further, an Excess Kurtosis of 124.25 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -3.16%	0	0.00%	0.00%
-3.16% to -1.67%	0	0.00%	0.00%
-1.67% to -0.18%	0	0.00%	0.00%
-0.18% to 1.32%	326	10.83%	10.83%
1.32% to 2.81%	1600	53.17%	64.01%
2.81% to 4.30%	697	23.16%	87.17%
4.30% to 5.79%	221	7.34%	94.52%
5.79% to 7.28%	85	2.82%	97.34%
7.28% to 8.78%	44	1.46%	98.80%
Greater than 8.78%	36	1.20%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.82%	4.80%	89.27%	68.27%
±2σ	-1.17%	6.79%	96.71%	95.45%
±3σ	-3.16%	8.78%	98.80%	99.73%

Descriptive Statistics

Mean	2.808%
Standard Error	0.036%
Median	2.341%
Mode	1.216%
Standard Deviation	1.989%
Sample Variance	3.956%
Kurtosis	124.25
Skewness	6.99
Range	50.561%
Minimum	0.124%
Maximum	50.685%
Count	3009

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.808%	3009	100.00%	2.808%
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 11.30 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -5.71%	18	0.60%	0.60%
-5.71% to -4.27%	25	0.83%	1.43%
-4.27% to -2.83%	86	2.86%	4.29%
-2.83% to -1.39%	402	13.36%	17.65%
-1.39% to 0.05%	1046	34.76%	52.41%
0.05% to 1.49%	930	30.91%	83.32%
1.49% to 2.93%	324	10.77%	94.08%
2.93% to 4.37%	120	3.99%	98.07%
4.37% to 5.80%	34	1.13%	99.20%
Greater than 5.80%	24	0.80%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.87%	1.97%	76.67%	68.27%
±2σ	-3.79%	3.89%	95.28%	95.45%
±3σ	-5.71%	5.80%	98.60%	99.73%

Descriptive Statistics

Mean	0.048%
Standard Error	0.035%
Median	-0.029%
Mode	0.000%
Standard Deviation	1.919%
Sample Variance	3.683%
Kurtosis	11.30
Skewness	0.96
Range	34.465%
Minimum	-11.207%
Maximum	23.258%
Count	3009

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.431%	1462	48.59%	0.695%
Negative	-1.290%	1510	50.18%	-0.647%
Zero	0.000%	37	1.23%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.17. Further, an Excess Kurtosis of 5.18 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -15.27%	8	1.28%	1.28%
-15.27% to -11.39%	4	0.64%	1.92%
-11.39% to -7.51%	18	2.88%	4.79%
-7.51% to -3.63%	79	12.62%	17.41%
-3.63% to 0.25%	198	31.63%	49.04%
0.25% to 4.13%	217	34.66%	83.71%
4.13% to 8.01%	65	10.38%	94.09%
8.01% to 11.88%	27	4.31%	98.40%
11.88% 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	-4.93%	5.42%	80.51%	68.27%
±2σ	-10.10%	10.59%	95.69%	95.45%
±3σ	-15.27%	15.77%	98.08%	99.73%

Descriptive Statistics

Mean	0.246%
Standard Error	0.207%
Median	0.326%
Mode	0.000%
Standard Deviation	5.173%
Sample Variance	26.763%
Kurtosis	5.18
Skewness	-0.17
Range	52.773%
Minimum	-24.612%
Maximum	28.161%
Count	626

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.554%	337	53.83%	1.913%
Negative	-3.649%	286	45.69%	-1.667%
Zero	0.000%	3	0.48%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	10.02%
12	1 Quarter	7.50%
52	1 Year	7.20%
156	3 Years	7.24%
260	5 Years	7.76%
520	10 Years	7.31%
1,040	20 Years	7.04%
2,600	50 Years	7.04%

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

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -9.32%	0	0.00%	0.00%
-9.32% to -5.17%	0	0.00%	0.00%
-5.17% to -1.02%	0	0.00%	0.00%
-1.02% to 3.13%	69	11.00%	11.00%
3.13% to 7.28%	339	54.07%	65.07%
7.28% to 11.42%	142	22.65%	87.72%
11.42% to 15.57%	46	7.34%	95.06%
15.57% to 19.72%	10	1.59%	96.65%
19.72% to 23.87%	8	1.28%	97.93%
Greater than 23.87%	13	2.07%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.75%	12.81%	90.91%	68.27%
±2σ	-3.79%	18.34%	96.17%	95.45%
±3σ	-9.32%	23.87%	97.93%	99.73%

Descriptive Statistics

Mean	7.276%
Standard Error	0.221%
Median	5.975%
Mode	3.312%
Standard Deviation	5.531%
Sample Variance	30.590%
Kurtosis	32.96
Skewness	4.30
Range	69.543%
Minimum	0.124%
Maximum	69.667%
Count	627

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	7.276%	627	100.00%	7.276%
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 1.65. Further, an Excess Kurtosis of 9.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -15.50%	2	0.32%	0.32%
-15.50% to -11.59%	3	0.48%	0.80%
-11.59% to -7.68%	24	3.83%	4.63%
-7.68% to -3.77%	78	12.44%	17.07%
-3.77% to 0.14%	231	36.84%	53.91%
0.14% to 4.05%	195	31.10%	85.01%
4.05% to 7.96%	64	10.21%	95.22%
7.96% to 11.88%	15	2.39%	97.61%
11.88% to 15.79%	7	1.12%	98.72%
Greater than 15.79%	8	1.28%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.07%	5.36%	80.38%	68.27%
±2σ	-10.29%	10.57%	95.69%	95.45%
±3σ	-15.50%	15.79%	98.41%	99.73%

Descriptive Statistics

Mean	0.142%
Standard Error	0.208%
Median	-0.139%
Mode	0.000%
Standard Deviation	5.215%
Sample Variance	27.194%
Kurtosis	9.82
Skewness	1.65
Range	57.002%
Minimum	-20.830%
Maximum	36.172%
Count	627

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.785%	299	47.69%	1.805%
Negative	-3.207%	325	51.83%	-1.662%
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 -0.54. Further, an Excess Kurtosis of 3.03 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -27.73%	1	0.68%	0.68%
-27.73% to -20.56%	3	2.05%	2.74%
-20.56% to -13.39%	6	4.11%	6.85%
-13.39% to -6.22%	17	11.64%	18.49%
-6.22% to 0.95%	45	30.82%	49.32%
0.95% to 8.12%	42	28.77%	78.08%
8.12% to 15.30%	27	18.49%	96.58%
15.30% to 22.47%	4	2.74%	99.32%
22.47% to 29.64%	0	0.00%	99.32%
Greater than 29.64%	1	0.68%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.61%	10.51%	75.34%	68.27%
±2σ	-18.17%	20.08%	95.21%	95.45%
±3σ	-27.73%	29.64%	98.63%	99.73%

Descriptive Statistics

Mean	0.953%
Standard Error	0.791%
Median	1.030%
Mode	-42.441%
Standard Deviation	9.562%
Sample Variance	91.425%
Kurtosis	3.03
Skewness	-0.54
Range	76.598%
Minimum	-42.441%
Maximum	34.157%
Count	146

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	7.247%	82	56.16%	4.070%
Negative	-7.111%	64	43.84%	-3.117%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	13.52%
12	1 Year	14.25%
36	3 Years	14.93%
60	5 Years	15.88%
120	10 Years	15.36%
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 6.46. Further, an Excess Kurtosis of 58.42 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -27.07%	0	0.00%	0.00%
-27.07% to -16.23%	0	0.00%	0.00%
-16.23% to -5.40%	0	0.00%	0.00%
-5.40% to 5.43%	8	5.44%	5.44%
5.43% to 16.27%	85	57.82%	63.27%
16.27% to 27.10%	42	28.57%	91.84%
27.10% to 37.94%	6	4.08%	95.92%
37.94% to 48.77%	3	2.04%	97.96%
48.77% to 59.60%	2	1.36%	99.32%
Greater than 59.60%	1	0.68%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.82%	30.71%	91.84%	68.27%
±2σ	-12.62%	45.16%	97.96%	95.45%
±3σ	-27.07%	59.60%	99.32%	99.73%

Descriptive Statistics

Mean	16.269%
Standard Error	1.191%
Median	13.085%
Mode	18.587%
Standard Deviation	14.445%
Sample Variance	208.672%
Kurtosis	58.42
Skewness	6.46
Range	154.817%
Minimum	0.124%
Maximum	154.941%
Count	147

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	16.269%	147	100.00%	16.269%
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 2.58. Further, an Excess Kurtosis of 15.41 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -32.09%	0	0.00%	0.00%
-32.09% to -24.00%	1	0.68%	0.68%
-24.00% to -15.92%	3	2.04%	2.72%
-15.92% to -7.84%	23	15.65%	18.37%
-7.84% to 0.24%	54	36.73%	55.10%
0.24% to 8.32%	48	32.65%	87.76%
8.32% to 16.40%	10	6.80%	94.56%
16.40% to 24.48%	4	2.72%	97.28%
24.48% to 32.56%	3	2.04%	99.32%
Greater than 32.56%	1	0.68%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-10.54%	11.02%	82.99%	68.27%
±2σ	-21.31%	21.79%	96.60%	95.45%
±3σ	-32.09%	32.57%	99.32%	99.73%

Descriptive Statistics

Mean	0.240%
Standard Error	0.889%
Median	-0.703%
Mode	-25.362%
Standard Deviation	10.775%
Sample Variance	116.091%
Kurtosis	15.41
Skewness	2.58
Range	100.137%
Minimum	-25.362%
Maximum	74.775%
Count	147

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	8.142%	66	44.90%	3.656%
Negative	-6.199%	81	55.10%	-3.416%
Zero	0.000%	0	0.00%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.18. Further, an Excess Kurtosis of 0.92 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -52.25%	0	0.00%	0.00%
-52.25% to -38.41%	1	2.04%	2.04%
-38.41% to -24.58%	0	0.00%	2.04%
-24.58% to -10.74%	11	22.45%	24.49%
-10.74% to 3.10%	13	26.53%	51.02%
3.10% to 16.93%	13	26.53%	77.55%
16.93% to 30.77%	7	14.29%	91.84%
30.77% to 44.60%	3	6.12%	97.96%
44.60% to 58.44%	1	2.04%	100.00%
Greater than 58.44%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-15.35%	21.54%	69.39%	68.27%
±2σ	-33.80%	39.99%	93.88%	95.45%
±3σ	-52.25%	58.44%	100.00%	99.73%

Descriptive Statistics

Mean	3.096%
Standard Error	2.635%
Median	3.094%
Mode	-48.284%
Standard Deviation	18.448%
Sample Variance	340.321%
Kurtosis	0.92
Skewness	0.18
Range	101.137%
Minimum	-48.284%
Maximum	52.853%
Count	49

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	14.752%	29	59.18%	8.731%
Negative	-13.806%	20	40.82%	-5.635%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	24.12%
12	3 Years	27.04%
20	5 Years	27.82%
40	10 Years	28.08%
80	20 Years	26.48%
200	50 Years	26.48%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.84. Further, an Excess Kurtosis of 28.54 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -63.24%	0	0.00%	0.00%
-63.24% to -39.33%	0	0.00%	0.00%
-39.33% to -15.41%	0	0.00%	0.00%
-15.41% to 8.50%	1	2.00%	2.00%
8.50% to 32.42%	35	70.00%	72.00%
32.42% to 56.34%	10	20.00%	92.00%
56.34% to 80.25%	2	4.00%	96.00%
80.25% to 104.17%	1	2.00%	98.00%
104.17% to 128.08%	0	0.00%	98.00%
Greater than 128.08%	1	2.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.53%	64.31%	94.00%	68.27%
±2σ	-31.36%	96.19%	98.00%	95.45%
±3σ	-63.25%	128.08%	98.00%	99.73%

Descriptive Statistics

Mean	32.419%
Standard Error	4.510%
Median	24.462%
Mode	1.258%
Standard Deviation	31.888%
Sample Variance	1016.832%
Kurtosis	28.54
Skewness	4.84
Range	224.965%
Minimum	1.258%
Maximum	226.223%
Count	50

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	32.419%	50	100.00%	32.419%
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 2.03. Further, an Excess Kurtosis of 8.62 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -60.26%	0	0.00%	0.00%
-60.26% to -44.96%	0	0.00%	0.00%
-44.96% to -29.66%	1	2.00%	2.00%
-29.66% to -14.36%	5	10.00%	12.00%
-14.36% to 0.94%	24	48.00%	60.00%
0.94% to 16.23%	11	22.00%	82.00%
16.23% to 31.53%	8	16.00%	98.00%
31.53% to 46.83%	0	0.00%	98.00%
46.83% to 62.13%	0	0.00%	98.00%
Greater than 62.13%	1	2.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-19.46%	21.33%	82.00%	68.27%
±2σ	-39.86%	41.73%	98.00%	95.45%
±3σ	-60.26%	62.13%	98.00%	99.73%

Descriptive Statistics

Mean	0.935%
Standard Error	2.885%
Median	-1.452%
Mode	-34.188%
Standard Deviation	20.399%
Sample Variance	416.139%
Kurtosis	8.62
Skewness	2.03
Range	130.466%
Minimum	-34.188%
Maximum	96.278%
Count	50

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	16.334%	23	46.00%	7.514%
Negative	-12.652%	26	52.00%	-6.579%
Zero	0.000%	1	2.00%	0.000%

ALLY Deep Analytical Report