AVGO - 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	2.39%	1.65%	1.88%	3.29%	3.39%	3.45%	321.57	344.11	310.87	355.96
Weekly	5.24%	4.52%	5.08%	7.95%	7.45%	7.59%	308.75	358.40	286.58	386.13
Monthly	9.09%	9.05%	8.37%	17.97%	15.52%	15.80%	284.84	388.49	243.89	453.71
Quarterly	13.47%	15.57%	11.03%	32.36%	26.88%	27.36%	254.25	435.23	194.33	569.43
Annual	—	—	—	—	53.76%	54.72%	194.33	569.43	113.52	974.77
Option Time Horizon	—	—	—	—	20.68%	21.05%	270.52	409.06	219.99	503.01

Calculation Notes: Computed at 2026-02-22T14:16 UTC | Reference Contract: Call option expiring 2026-04-17 (54 days) | Spot Price (S): $332.65 | Strike (K): $340.00 (first OTM call ≥ spot) | Observed Mid-Price: $24.9250 (Bid $24.4500 / Ask $25.4000) | Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.72% | Binomial IV (Annual): 53.76% (CRR binomial tree, American, n=20 steps) | BS IV: 54.04% (European Black-Scholes) | Yahoo IV (Annual): 54.72% → 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
2025-12-22	$0.6500
2025-09-22	$0.5900
2025-06-20	$0.5900
2025-03-20	$0.5900
2024-12-23	$0.5900
2024-09-19	$0.5300
2024-06-24	$0.5250
2024-03-20	$0.5250
2023-12-19	$0.5250
2023-09-20	$0.4600
2023-06-21	$0.4600
2023-03-21	$0.4600
2022-12-19	$0.4600
2022-09-21	$0.4100
2022-06-21	$0.4100
2022-03-21	$0.4100
2021-12-21	$0.4100
2021-09-21	$0.3600
2021-06-21	$0.3600
2021-03-19	$0.3600
2020-12-18	$0.3600
2020-09-21	$0.3250
2020-06-19	$0.3250
2020-03-20	$0.3250
2019-12-20	$0.3250
2019-09-20	$0.2650
2019-06-21	$0.2650
2019-03-20	$0.2650
2018-12-18	$0.2650
2018-09-18	$0.1750
2018-06-19	$0.3500
2018-03-21	$0.3500
2017-12-18	$0.1750
2017-09-18	$0.1020
2017-06-15	$0.1020
2017-03-16	$0.1020
2016-12-14	$0.1020
2016-09-15	$0.0510
2016-06-15	$0.0500
2016-03-16	$0.0490
2015-12-16	$0.0440
2015-09-16	$0.0420
2015-06-17	$0.0400
2015-03-18	$0.0380
2014-12-17	$0.0350
2014-09-17	$0.0320
2014-06-17	$0.0290
2014-03-18	$0.0270
2013-12-18	$0.0250
2013-09-17	$0.0230
2013-06-13	$0.0210
2013-03-21	$0.0190
2012-12-13	$0.0170
2012-09-18	$0.0160
2012-06-14	$0.0150
2012-03-15	$0.0130
2011-12-15	$0.0120
2011-09-15	$0.0110
2011-06-15	$0.0090
2011-03-16	$0.0080
2010-12-13	$0.0070

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.32. Further, an Excess Kurtosis of 8.76 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -7.00%	20	0.48%	0.48%
-7.00% to -5.21%	44	1.06%	1.54%
-5.21% to -3.42%	147	3.53%	5.07%
-3.42% to -1.62%	488	11.73%	16.80%
-1.62% to 0.17%	1401	33.68%	50.48%
0.17% to 1.96%	1367	32.86%	83.34%
1.96% to 3.75%	481	11.56%	94.90%
3.75% to 5.54%	135	3.25%	98.15%
5.54% to 7.33%	42	1.01%	99.16%
Greater than 7.33%	35	0.84%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.22%	2.55%	77.84%	68.27%
±2σ	-4.61%	4.94%	95.41%	95.45%
±3σ	-7.00%	7.33%	98.68%	99.73%

Descriptive Statistics

Mean	0.165%
Standard Error	0.037%
Median	0.144%
Mode	0.000%
Standard Deviation	2.387%
Sample Variance	5.700%
Kurtosis	8.76
Skewness	0.32
Range	44.346%
Minimum	-19.913%
Maximum	24.433%
Count	4160

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.706%	2228	53.56%	0.914%
Negative	-1.620%	1923	46.23%	-0.749%
Zero	0.000%	9	0.22%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	3.61%
20	1 Month	4.56%
60	1 Quarter	4.23%
250	1 Year	4.15%
750	3 Years	3.63%
1,250	5 Years	3.29%
2,500	10 Years	2.99%
5,000	20 Years	3.06%
12,500	50 Years	3.06%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.33. Further, an Excess Kurtosis of 24.83 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -2.10%	0	0.00%	0.00%
-2.10% to -0.86%	0	0.00%	0.00%
-0.86% to 0.38%	0	0.00%	0.00%
0.38% to 1.62%	735	17.66%	17.66%
1.62% to 2.86%	1851	44.48%	62.15%
2.86% to 4.10%	913	21.94%	84.09%
4.10% to 5.34%	395	9.49%	93.58%
5.34% to 6.58%	155	3.73%	97.31%
6.58% to 7.82%	53	1.27%	98.58%
Greater than 7.82%	59	1.42%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.20%	4.51%	83.20%	68.27%
±2σ	-0.45%	6.17%	96.30%	95.45%
±3σ	-2.10%	7.82%	98.58%	99.73%

Descriptive Statistics

Mean	2.857%
Standard Error	0.026%
Median	2.478%
Mode	1.697%
Standard Deviation	1.654%
Sample Variance	2.736%
Kurtosis	24.83
Skewness	3.33
Range	25.216%
Minimum	0.523%
Maximum	25.739%
Count	4161

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.857%	4161	100.00%	2.857%
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 0.10. Further, an Excess Kurtosis of 3.32 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -5.65%	20	0.48%	0.48%
-5.65% to -4.23%	40	0.96%	1.44%
-4.23% to -2.82%	172	4.13%	5.58%
-2.82% to -1.41%	553	13.29%	18.87%
-1.41% to 0.01%	1352	32.49%	51.36%
0.01% to 1.42%	1254	30.14%	81.49%
1.42% to 2.83%	518	12.45%	93.94%
2.83% to 4.25%	168	4.04%	97.98%
4.25% to 5.66%	58	1.39%	99.38%
Greater than 5.66%	26	0.62%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.88%	1.89%	75.15%	68.27%
±2σ	-3.76%	3.77%	95.03%	95.45%
±3σ	-5.65%	5.66%	98.89%	99.73%

Descriptive Statistics

Mean	0.006%
Standard Error	0.029%
Median	-0.050%
Mode	0.000%
Standard Deviation	1.884%
Sample Variance	3.548%
Kurtosis	3.32
Skewness	0.10
Range	24.770%
Minimum	-13.788%
Maximum	10.982%
Count	4161

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.427%	2027	48.71%	0.695%
Negative	-1.351%	2124	51.05%	-0.690%
Zero	0.000%	10	0.24%	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 5.68 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -14.94%	5	0.58%	0.58%
-14.94% to -11.00%	11	1.27%	1.85%
-11.00% to -7.07%	30	3.48%	5.33%
-7.07% to -3.14%	105	12.17%	17.50%
-3.14% to 0.80%	280	32.44%	49.94%
0.80% to 4.73%	281	32.56%	82.50%
4.73% to 8.66%	108	12.51%	95.02%
8.66% to 12.60%	28	3.24%	98.26%
12.60% to 16.53%	10	1.16%	99.42%
Greater than 16.53%	5	0.58%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.45%	6.04%	76.01%	68.27%
±2σ	-9.69%	11.29%	95.37%	95.45%
±3σ	-14.93%	16.53%	98.84%	99.73%

Descriptive Statistics

Mean	0.797%
Standard Error	0.179%
Median	0.800%
Mode	0.000%
Standard Deviation	5.244%
Sample Variance	27.504%
Kurtosis	5.68
Skewness	0.49
Range	63.989%
Minimum	-24.277%
Maximum	39.712%
Count	863

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.007%	495	57.36%	2.298%
Negative	-3.551%	365	42.29%	-1.502%
Zero	0.000%	3	0.35%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	9.27%
12	1 Quarter	9.14%
52	1 Year	9.54%
156	3 Years	8.97%
260	5 Years	7.95%
520	10 Years	7.13%
1,040	20 Years	7.24%
2,600	50 Years	7.24%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.11. Further, an Excess Kurtosis of 17.66 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -6.08%	0	0.00%	0.00%
-6.08% to -2.69%	0	0.00%	0.00%
-2.69% to 0.70%	0	0.00%	0.00%
0.70% to 4.09%	134	15.51%	15.51%
4.09% to 7.48%	410	47.45%	62.96%
7.48% to 10.87%	200	23.15%	86.11%
10.87% to 14.27%	66	7.64%	93.75%
14.27% to 17.66%	27	3.12%	96.88%
17.66% to 21.05%	11	1.27%	98.15%
Greater than 21.05%	16	1.85%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.96%	12.00%	84.49%	68.27%
±2σ	-1.56%	16.53%	96.06%	95.45%
±3σ	-6.08%	21.05%	98.15%	99.73%

Descriptive Statistics

Mean	7.482%
Standard Error	0.154%
Median	6.442%
Mode	2.875%
Standard Deviation	4.522%
Sample Variance	20.445%
Kurtosis	17.66
Skewness	3.11
Range	46.733%
Minimum	1.667%
Maximum	48.400%
Count	864

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	7.482%	864	100.00%	7.482%
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 0.71. Further, an Excess Kurtosis of 5.97 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -15.60%	3	0.35%	0.35%
-15.60% to -11.79%	8	0.93%	1.27%
-11.79% to -7.98%	28	3.24%	4.51%
-7.98% to -4.18%	113	13.08%	17.59%
-4.18% to -0.37%	307	35.53%	53.12%
-0.37% to 3.44%	262	30.32%	83.45%
3.44% to 7.24%	85	9.84%	93.29%
7.24% to 11.05%	39	4.51%	97.80%
11.05% to 14.86%	10	1.16%	98.96%
Greater than 14.86%	9	1.04%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.45%	4.71%	77.55%	68.27%
±2σ	-10.52%	9.78%	95.60%	95.45%
±3σ	-15.60%	14.86%	98.61%	99.73%

Descriptive Statistics

Mean	-0.370%
Standard Error	0.173%
Median	-0.643%
Mode	0.000%
Standard Deviation	5.076%
Sample Variance	25.765%
Kurtosis	5.97
Skewness	0.71
Range	65.666%
Minimum	-28.876%
Maximum	36.790%
Count	864

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.815%	369	42.71%	1.629%
Negative	-3.510%	492	56.94%	-1.999%
Zero	0.000%	3	0.35%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.57. Further, an Excess Kurtosis of 1.65 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -24.02%	0	0.00%	0.00%
-24.02% to -17.20%	1	0.51%	0.51%
-17.20% to -10.39%	12	6.06%	6.57%
-10.39% to -3.58%	26	13.13%	19.70%
-3.58% to 3.24%	65	32.83%	52.53%
3.24% to 10.05%	57	28.79%	81.31%
10.05% to 16.86%	23	11.62%	92.93%
16.86% to 23.68%	9	4.55%	97.47%
23.68% to 30.49%	4	2.02%	99.49%
Greater than 30.49%	1	0.51%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.85%	12.32%	71.72%	68.27%
±2σ	-14.93%	21.41%	95.96%	95.45%
±3σ	-24.02%	30.49%	99.49%	99.73%

Descriptive Statistics

Mean	3.237%
Standard Error	0.646%
Median	2.542%
Mode	-20.967%
Standard Deviation	9.085%
Sample Variance	82.542%
Kurtosis	1.65
Skewness	0.57
Range	64.391%
Minimum	-20.967%
Maximum	43.424%
Count	198

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	8.182%	127	64.14%	5.248%
Negative	-5.607%	71	35.86%	-2.011%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	18.10%
12	1 Year	20.71%
36	3 Years	21.01%
60	5 Years	17.97%
120	10 Years	15.60%
240	20 Years	15.42%
600	50 Years	15.42%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.21. Further, an Excess Kurtosis of 18.21 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -10.34%	0	0.00%	0.00%
-10.34% to -3.56%	0	0.00%	0.00%
-3.56% to 3.23%	0	0.00%	0.00%
3.23% to 10.02%	30	15.08%	15.08%
10.02% to 16.80%	94	47.24%	62.31%
16.80% to 23.59%	46	23.12%	85.43%
23.59% to 30.38%	19	9.55%	94.97%
30.38% to 37.16%	5	2.51%	97.49%
37.16% to 43.95%	2	1.01%	98.49%
Greater than 43.95%	3	1.51%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	7.76%	25.85%	84.92%	68.27%
±2σ	-1.29%	34.90%	97.49%	95.45%
±3σ	-10.34%	43.95%	98.49%	99.73%

Descriptive Statistics

Mean	16.805%
Standard Error	0.641%
Median	14.640%
Mode	3.483%
Standard Deviation	9.049%
Sample Variance	81.878%
Kurtosis	18.21
Skewness	3.21
Range	81.832%
Minimum	3.483%
Maximum	85.315%
Count	199

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	16.805%	199	100.00%	16.805%
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 0.26. Further, an Excess Kurtosis of 0.91 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -27.21%	1	0.50%	0.50%
-27.21% to -20.94%	1	0.50%	1.01%
-20.94% to -14.66%	10	5.03%	6.03%
-14.66% to -8.39%	30	15.08%	21.11%
-8.39% to -2.12%	61	30.65%	51.76%
-2.12% to 4.16%	55	27.64%	79.40%
4.16% to 10.43%	25	12.56%	91.96%
10.43% to 16.70%	12	6.03%	97.99%
16.70% to 22.98%	3	1.51%	99.50%
Greater than 22.98%	1	0.50%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-10.48%	6.25%	70.85%	68.27%
±2σ	-18.85%	14.61%	95.98%	95.45%
±3σ	-27.21%	22.98%	98.99%	99.73%

Descriptive Statistics

Mean	-2.117%
Standard Error	0.593%
Median	-2.663%
Mode	-29.714%
Standard Deviation	8.365%
Sample Variance	69.970%
Kurtosis	0.91
Skewness	0.26
Range	57.078%
Minimum	-29.714%
Maximum	27.364%
Count	199

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	6.231%	74	37.19%	2.317%
Negative	-7.116%	124	62.31%	-4.434%
Zero	0.000%	1	0.50%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.70. Further, an Excess Kurtosis of 0.94 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -30.53%	0	0.00%	0.00%
-30.53% to -20.42%	0	0.00%	0.00%
-20.42% to -10.32%	2	3.03%	3.03%
-10.32% to -0.21%	12	18.18%	21.21%
-0.21% to 9.89%	21	31.82%	53.03%
9.89% to 20.00%	19	28.79%	81.82%
20.00% to 30.10%	8	12.12%	93.94%
30.10% to 40.20%	1	1.52%	95.45%
40.20% to 50.31%	2	3.03%	98.48%
Greater than 50.31%	1	1.52%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.58%	23.36%	68.18%	68.27%
±2σ	-17.05%	36.84%	95.45%	95.45%
±3σ	-30.53%	50.31%	98.48%	99.73%

Descriptive Statistics

Mean	9.891%
Standard Error	1.658%
Median	9.146%
Mode	-12.753%
Standard Deviation	13.473%
Sample Variance	181.511%
Kurtosis	0.94
Skewness	0.70
Range	65.707%
Minimum	-12.753%
Maximum	52.954%
Count	66

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	14.483%	52	78.79%	11.411%
Negative	-7.164%	14	21.21%	-1.520%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	34.72%
12	3 Years	39.02%
20	5 Years	32.36%
40	10 Years	27.54%
80	20 Years	27.23%
200	50 Years	27.23%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.44. Further, an Excess Kurtosis of 9.35 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -16.17%	0	0.00%	0.00%
-16.17% to -4.49%	0	0.00%	0.00%
-4.49% to 7.19%	0	0.00%	0.00%
7.19% to 18.86%	14	20.90%	20.90%
18.86% to 30.54%	27	40.30%	61.19%
30.54% to 42.22%	17	25.37%	86.57%
42.22% to 53.89%	5	7.46%	94.03%
53.89% to 65.57%	2	2.99%	97.01%
65.57% to 77.25%	1	1.49%	98.51%
Greater than 77.25%	1	1.49%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	14.97%	46.11%	83.58%	68.27%
±2σ	-0.60%	61.68%	97.01%	95.45%
±3σ	-16.17%	77.25%	98.51%	99.73%

Descriptive Statistics

Mean	30.540%
Standard Error	1.902%
Median	28.122%
Mode	13.020%
Standard Deviation	15.569%
Sample Variance	242.390%
Kurtosis	9.35
Skewness	2.44
Range	96.205%
Minimum	13.020%
Maximum	109.225%
Count	67

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	30.540%	67	100.00%	30.540%
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 0.01. Further, an Excess Kurtosis of -0.38 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -39.93%	0	0.00%	0.00%
-39.93% to -31.66%	1	1.49%	1.49%
-31.66% to -23.38%	3	4.48%	5.97%
-23.38% to -15.11%	12	17.91%	23.88%
-15.11% to -6.84%	21	31.34%	55.22%
-6.84% to 1.44%	15	22.39%	77.61%
1.44% to 9.71%	7	10.45%	88.06%
9.71% to 17.99%	8	11.94%	100.00%
17.99% to 26.26%	0	0.00%	100.00%
Greater than 26.26%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-17.87%	4.20%	67.16%	68.27%
±2σ	-28.90%	15.23%	97.01%	95.45%
±3σ	-39.93%	26.26%	100.00%	99.73%

Descriptive Statistics

Mean	-6.836%
Standard Error	1.348%
Median	-7.516%
Mode	-32.537%
Standard Deviation	11.032%
Sample Variance	121.714%
Kurtosis	-0.38
Skewness	0.01
Range	45.578%
Minimum	-32.537%
Maximum	13.041%
Count	67

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	7.723%	17	25.37%	1.960%
Negative	-11.786%	50	74.63%	-8.796%
Zero	0.000%	0	0.00%	0.000%

AVGO Deep Analytical Report