Markets Data Volatility Heatmap Portfolio Calculator

AMAT Deep Analytical Report

Applied Materials, Inc. | Category: Equity Mega Cap | Ann. Div Yield: 0.50% ($1.84) | Last Updated: 2026-02-22 | Data Range: 1980-03-01 → 2026-02-01 (552 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 3.03% 2.35% 2.59% 3.58% 3.05% 3.26% 364.09 387.02 353.14 399.02
Weekly 6.70% 5.89% 6.67% 8.63% 6.72% 7.18% 350.98 401.48 328.17 429.39
Monthly 13.26% 13.55% 13.09% 18.29% 13.99% 14.96% 326.37 431.75 283.76 496.59
Quarterly 24.62% 24.46% 23.08% 31.01% 24.23% 25.90% 294.60 478.32 231.20 609.48
Annual — — — — 48.47% 51.81% 231.20 609.48 142.40 989.57
Option Time Horizon — — — — 18.64% 19.93% 311.54 452.31 258.55 545.00
Calculation Notes: Computed at 2026-02-22T14:17 UTC  |  Reference Contract: Call option expiring 2026-04-17 (54 days)  |  Spot Price (S): $375.38  |  Strike (K): $380.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $26.5750 (Bid $25.1500 / Ask $28.0000)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 0.50%  |  Binomial IV (Annual): 48.47% (CRR binomial tree, American, n=20 steps)  |  BS IV: 48.46% (European Black-Scholes)  |  Yahoo IV (Annual): 51.81% → 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
2026-02-19 $0.4600
2025-11-20 $0.4600
2025-08-21 $0.4600
2025-05-22 $0.4600
2025-02-20 $0.4000
2024-11-21 $0.4000
2024-08-22 $0.4000
2024-05-22 $0.4000
2024-02-21 $0.3200
2023-11-22 $0.3200
2023-08-23 $0.3200
2023-05-24 $0.3200
2023-02-22 $0.2600
2022-11-23 $0.2600
2022-08-24 $0.2600
2022-05-25 $0.2600
2022-02-22 $0.2400
2021-11-24 $0.2400
2021-08-25 $0.2400
2021-05-26 $0.2400
2021-02-24 $0.2200
2020-11-18 $0.2200
2020-08-19 $0.2200
2020-05-20 $0.2200
2020-02-18 $0.2100
2019-11-20 $0.2100
2019-08-21 $0.2100
2019-05-22 $0.2100
2019-02-20 $0.2000
2018-11-21 $0.2000
2018-08-22 $0.2000
2018-05-23 $0.2000
2018-02-20 $0.1000
2017-11-22 $0.1000
2017-08-22 $0.1000
2017-05-23 $0.1000
2017-02-17 $0.1000
2016-11-22 $0.1000
2016-08-23 $0.1000
2016-05-24 $0.1000
2016-02-23 $0.1000
2015-11-17 $0.1000
2015-08-18 $0.1000
2015-05-19 $0.1000
2015-02-13 $0.1000
2014-11-18 $0.1000
2014-08-19 $0.1000
2014-05-20 $0.1000
2014-02-14 $0.1000
2013-11-19 $0.1000
2013-08-20 $0.1000
2013-05-21 $0.1000
2013-02-15 $0.0900
2012-11-19 $0.0900
2012-08-21 $0.0900
2012-05-22 $0.0900
2012-02-21 $0.0800
2011-11-21 $0.0800
2011-08-29 $0.0800
2011-05-27 $0.0800
2011-02-28 $0.0700
2010-11-22 $0.0700
2010-08-23 $0.0700
2010-05-24 $0.0700
2010-02-22 $0.0600
2009-11-09 $0.0600
2009-08-11 $0.0600
2009-05-12 $0.0600
2009-02-10 $0.0600
2008-11-10 $0.0600
2008-08-12 $0.0600
2008-05-13 $0.0600
2008-02-12 $0.0600
2007-11-13 $0.0600
2007-08-14 $0.0600
2007-05-15 $0.0600
2007-02-13 $0.0500
2006-11-14 $0.0500
2006-08-15 $0.0500
2006-05-16 $0.0500
2006-02-14 $0.0300
2005-11-15 $0.0300
2005-08-15 $0.0300
2005-05-16 $0.0300
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.29. 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 -8.98%590.51%0.51%
-8.98% to -6.71%1371.19%1.70%
-6.71% to -4.43%4513.92%5.63%
-4.43% to -2.15%140712.23%17.86%
-2.15% to 0.12%406335.33%53.19%
0.12% to 2.40%333829.03%82.22%
2.40% to 4.67%136211.84%94.06%
4.67% to 6.95%4353.78%97.84%
6.95% to 9.22%1651.43%99.28%
Greater than 9.22%830.72%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.91%3.15% 75.78%68.27%
±2σ -5.95%6.19% 94.50%95.45%
±3σ -8.98%9.22% 98.77%99.73%
Descriptive Statistics
Mean0.121%
Standard Error0.028%
Median0.000%
Mode0.000%
Standard Deviation3.034%
Sample Variance9.203%
Kurtosis4.00
Skewness0.29
Range47.407%
Minimum-21.774%
Maximum25.633%
Count11500
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.367% 5539 48.16% 1.140%
Negative -2.206% 5315 46.22% -1.020%
Zero 0.000% 646 5.62% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 5.43%
20 1 Month 5.16%
60 1 Quarter 4.08%
250 1 Year 3.73%
750 3 Years 3.34%
1,250 5 Years 3.58%
2,500 10 Years 3.32%
5,000 20 Years 3.13%
12,500 50 Years 3.87%
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 8.04 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -3.45%00.00%0.00%
-3.45% to -1.69%00.00%0.00%
-1.69% to 0.07%00.00%0.00%
0.07% to 1.84%233020.26%20.26%
1.84% to 3.60%485142.18%62.44%
3.60% to 5.36%239320.81%83.24%
5.36% to 7.12%10469.09%92.34%
7.12% to 8.89%4724.10%96.44%
8.89% to 10.65%2021.76%98.20%
Greater than 10.65%2071.80%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.25%5.95% 81.29%68.27%
±2σ -1.10%8.30% 95.50%95.45%
±3σ -3.45%10.65% 98.20%99.73%
Descriptive Statistics
Mean3.600%
Standard Error0.022%
Median2.983%
Mode2.500%
Standard Deviation2.350%
Sample Variance5.523%
Kurtosis8.04
Skewness2.15
Range27.367%
Minimum0.357%
Maximum27.724%
Count11501
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.600% 11501 100.00% 3.600%
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 0.09. Further, an Excess Kurtosis of 3.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -7.66%840.73%0.73%
-7.66% to -5.72%1471.28%2.01%
-5.72% to -3.78%4173.63%5.63%
-3.78% to -1.84%135611.79%17.42%
-1.84% to 0.10%419836.50%53.93%
0.10% to 2.04%331428.81%82.74%
2.04% to 3.98%132411.51%94.25%
3.98% to 5.92%4153.61%97.86%
5.92% to 7.86%1551.35%99.21%
Greater than 7.86%910.79%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.49%2.69% 76.31%68.27%
±2σ -5.08%5.28% 94.24%95.45%
±3σ -7.66%7.86% 98.48%99.73%
Descriptive Statistics
Mean0.100%
Standard Error0.024%
Median0.000%
Mode0.000%
Standard Deviation2.588%
Sample Variance6.698%
Kurtosis3.82
Skewness0.09
Range42.935%
Minimum-21.285%
Maximum21.650%
Count11501
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.027% 5419 47.12% 0.955%
Negative -1.961% 5016 43.61% -0.855%
Zero 0.000% 1066 9.27% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.07. Further, an Excess Kurtosis of 2.79 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -19.50%120.50%0.50%
-19.50% to -14.48%281.17%1.67%
-14.48% to -9.46%994.13%5.80%
-9.46% to -4.44%32913.73%19.53%
-4.44% to 0.58%74831.22%50.75%
0.58% to 5.61%74331.01%81.76%
5.61% to 10.63%29812.44%94.20%
10.63% to 15.65%893.71%97.91%
15.65% to 20.67%321.34%99.25%
Greater than 20.67%180.75%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.11%7.28% 73.29%68.27%
±2σ -12.80%13.98% 94.82%95.45%
±3σ -19.50%20.67% 98.75%99.73%
Descriptive Statistics
Mean0.585%
Standard Error0.137%
Median0.461%
Mode0.000%
Standard Deviation6.695%
Sample Variance44.819%
Kurtosis2.79
Skewness0.07
Range81.252%
Minimum-48.947%
Maximum32.305%
Count2396
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.222% 1269 52.96% 2.766%
Negative -4.847% 1078 44.99% -2.181%
Zero 0.000% 49 2.04% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 11.97%
12 1 Quarter 9.31%
52 1 Year 8.94%
156 3 Years 8.15%
260 5 Years 8.63%
520 10 Years 8.02%
1,040 20 Years 7.29%
2,600 50 Years 9.27%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.22. Further, an Excess Kurtosis of 11.05 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.00%00.00%0.00%
-8.00% to -3.59%00.00%0.00%
-3.59% to 0.83%00.00%0.00%
0.83% to 5.24%50120.90%20.90%
5.24% to 9.66%96640.30%61.20%
9.66% to 14.07%52021.69%82.90%
14.07% to 18.49%2349.76%92.66%
18.49% to 22.90%964.01%96.66%
22.90% to 27.32%371.54%98.21%
Greater than 27.32%431.79%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 3.77%15.54% 79.39%68.27%
±2σ -2.12%21.43% 95.70%95.45%
±3σ -8.00%27.32% 98.21%99.73%
Descriptive Statistics
Mean9.657%
Standard Error0.120%
Median8.200%
Mode6.667%
Standard Deviation5.886%
Sample Variance34.649%
Kurtosis11.05
Skewness2.22
Range75.989%
Minimum1.094%
Maximum77.083%
Count2397
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.657% 2397 100.00% 9.657%
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 1.08. Further, an Excess Kurtosis of 8.50 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -19.94%60.25%0.25%
-19.94% to -14.94%261.08%1.34%
-14.94% to -9.93%803.34%4.67%
-9.93% to -4.93%32213.43%18.11%
-4.93% to 0.08%84735.34%53.44%
0.08% to 5.08%69328.91%82.35%
5.08% to 10.08%27811.60%93.95%
10.08% to 15.09%923.84%97.79%
15.09% to 20.09%301.25%99.04%
Greater than 20.09%230.96%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.60%6.75% 75.26%68.27%
±2σ -13.27%13.42% 95.04%95.45%
±3σ -19.94%20.09% 98.79%99.73%
Descriptive Statistics
Mean0.076%
Standard Error0.136%
Median-0.226%
Mode0.000%
Standard Deviation6.672%
Sample Variance44.516%
Kurtosis8.50
Skewness1.08
Range99.477%
Minimum-24.219%
Maximum75.258%
Count2397
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.215% 1126 46.98% 2.450%
Negative -4.676% 1217 50.77% -2.374%
Zero 0.000% 54 2.25% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.40. Further, an Excess Kurtosis of 0.76 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -37.36%10.18%0.18%
-37.36% to -27.42%30.54%0.73%
-27.42% to -17.47%244.36%5.08%
-17.47% to -7.52%8815.97%21.05%
-7.52% to 2.43%17631.94%52.99%
2.43% to 12.37%14726.68%79.67%
12.37% to 22.32%7213.07%92.74%
22.32% to 32.27%234.17%96.91%
32.27% to 42.22%142.54%99.46%
Greater than 42.22%30.54%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -10.84%15.69% 72.78%68.27%
±2σ -24.10%28.95% 94.19%95.45%
±3σ -37.36%42.22% 99.27%99.73%
Descriptive Statistics
Mean2.426%
Standard Error0.565%
Median1.571%
Mode0.000%
Standard Deviation13.263%
Sample Variance175.898%
Kurtosis0.76
Skewness0.40
Range95.031%
Minimum-47.008%
Maximum48.023%
Count551
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 11.956% 295 53.54% 6.401%
Negative -8.657% 253 45.92% -3.975%
Zero 0.000% 3 0.54% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 24.14%
12 1 Year 20.93%
36 3 Years 18.15%
60 5 Years 18.29%
120 10 Years 17.43%
240 20 Years 15.65%
600 50 Years 20.07%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.79. Further, an Excess Kurtosis of 51.32 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -18.10%00.00%0.00%
-18.10% to -7.94%00.00%0.00%
-7.94% to 2.23%00.00%0.00%
2.23% to 12.39%8515.40%15.40%
12.39% to 22.55%24243.84%59.24%
22.55% to 32.71%14926.99%86.23%
32.71% to 42.88%437.79%94.02%
42.88% to 53.04%203.62%97.64%
53.04% to 63.20%71.27%98.91%
Greater than 63.20%61.09%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 9.00%36.10% 84.24%68.27%
±2σ -4.55%49.65% 96.56%95.45%
±3σ -18.10%63.20% 98.91%99.73%
Descriptive Statistics
Mean22.550%
Standard Error0.577%
Median19.438%
Mode19.048%
Standard Deviation13.550%
Sample Variance183.596%
Kurtosis51.32
Skewness4.79
Range191.772%
Minimum6.006%
Maximum197.778%
Count552
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 22.550% 552 100.00% 22.550%
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 0.89. Further, an Excess Kurtosis of 4.18 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -39.66%00.00%0.00%
-39.66% to -29.84%30.54%0.54%
-29.84% to -20.03%254.53%5.07%
-20.03% to -10.21%8815.94%21.01%
-10.21% to -0.39%17231.16%52.17%
-0.39% to 9.43%15928.80%80.98%
9.43% to 19.24%6912.50%93.48%
19.24% to 29.06%264.71%98.19%
29.06% to 38.88%61.09%99.28%
Greater than 38.88%40.72%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -13.48%12.70% 74.46%68.27%
±2σ -26.57%25.79% 95.47%95.45%
±3σ -39.66%38.88% 99.28%99.73%
Descriptive Statistics
Mean-0.391%
Standard Error0.557%
Median-1.074%
Mode0.000%
Standard Deviation13.090%
Sample Variance171.350%
Kurtosis4.18
Skewness0.89
Range120.855%
Minimum-32.146%
Maximum88.709%
Count552
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 10.226% 258 46.74% 4.780%
Negative -9.808% 291 52.72% -5.170%
Zero 0.000% 3 0.54% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.65. Further, an Excess Kurtosis of 0.73 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -66.37%00.00%0.00%
-66.37% to -47.90%10.54%0.54%
-47.90% to -29.43%73.80%4.35%
-29.43% to -10.97%3317.93%22.28%
-10.97% to 7.50%6032.61%54.89%
7.50% to 25.97%4725.54%80.43%
25.97% to 44.44%2010.87%91.30%
44.44% to 62.91%94.89%96.20%
62.91% to 81.38%52.72%98.91%
Greater than 81.38%21.09%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -17.12%32.13% 74.46%68.27%
±2σ -41.75%56.75% 94.02%95.45%
±3σ -66.37%81.38% 98.91%99.73%
Descriptive Statistics
Mean7.503%
Standard Error1.815%
Median5.476%
Mode-4.545%
Standard Deviation24.625%
Sample Variance606.385%
Kurtosis0.73
Skewness0.65
Range136.401%
Minimum-49.640%
Maximum86.761%
Count184
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 22.427% 109 59.24% 13.286%
Negative -14.185% 75 40.76% -5.782%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 43.06%
12 3 Years 33.60%
20 5 Years 31.01%
40 10 Years 32.13%
80 20 Years 27.81%
200 50 Years 35.80%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.04. Further, an Excess Kurtosis of 8.08 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -29.96%00.00%0.00%
-29.96% to -11.62%00.00%0.00%
-11.62% to 6.73%00.00%0.00%
6.73% to 25.07%4122.16%22.16%
25.07% to 43.42%7238.92%61.08%
43.42% to 61.76%4021.62%82.70%
61.76% to 80.11%179.19%91.89%
80.11% to 98.45%105.41%97.30%
98.45% to 116.80%31.62%98.92%
Greater than 116.80%21.08%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 18.96%67.88% 78.38%68.27%
±2σ -5.50%92.34% 96.76%95.45%
±3σ -29.96%116.80% 98.92%99.73%
Descriptive Statistics
Mean43.416%
Standard Error1.798%
Median37.671%
Mode24.211%
Standard Deviation24.460%
Sample Variance598.278%
Kurtosis8.08
Skewness2.04
Range187.534%
Minimum10.244%
Maximum197.778%
Count185
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 43.416% 185 100.00% 43.416%
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 1.96 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -70.88%00.00%0.00%
-70.88% to -53.57%00.00%0.00%
-53.57% to -36.26%84.32%4.32%
-36.26% to -18.95%3116.76%21.08%
-18.95% to -1.64%6334.05%55.14%
-1.64% to 15.67%5027.03%82.16%
15.67% to 32.98%168.65%90.81%
32.98% to 50.29%126.49%97.30%
50.29% to 67.60%31.62%98.92%
Greater than 67.60%21.08%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -24.72%21.44% 75.14%68.27%
±2σ -47.80%44.52% 95.68%95.45%
±3σ -70.88%67.60% 98.92%99.73%
Descriptive Statistics
Mean-1.640%
Standard Error1.697%
Median-4.615%
Mode4.762%
Standard Deviation23.080%
Sample Variance532.682%
Kurtosis1.96
Skewness0.97
Range143.472%
Minimum-46.329%
Maximum97.143%
Count185
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 18.991% 77 41.62% 7.904%
Negative -16.348% 108 58.38% -9.544%
Zero 0.000% 0 0.00% 0.000%