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%	1.89%	3.29%	2.83%	2.92%	311.18	329.32	302.48	338.79
Weekly	5.25%	4.52%	5.08%	7.94%	6.24%	6.42%	300.76	340.72	282.57	362.66
Monthly	9.07%	9.03%	8.35%	17.97%	12.99%	13.36%	281.14	364.51	246.90	415.05
Quarterly	13.52%	15.57%	11.06%	32.37%	22.49%	23.14%	255.64	400.86	204.15	501.96
Annual	—	—	—	—	44.98%	46.29%	204.15	501.96	130.20	787.08
Option Time Horizon	—	—	—	—	16.98%	17.47%	270.13	379.36	227.95	449.56

Calculation Notes: Computed at 2026-03-23T16:30 UTC | Reference Contract: Call option expiring 2026-05-15 (52 days) | Spot Price (S): $320.12 | Strike (K): $330.00 (first OTM call ≥ spot) | Observed Mid-Price: $18.1750 (Bid $17.9500 / Ask $18.4000) | Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.80% | Binomial IV (Annual): 44.98% (CRR binomial tree, American, n=20 steps) | BS IV: 45.49% (European Black-Scholes) | Yahoo IV (Annual): 46.29% → 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 8.72 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	1.05%	1.53%
-5.21% to -3.42%	148	3.54%	5.07%
-3.42% to -1.63%	489	11.70%	16.77%
-1.63% to 0.16%	1411	33.75%	50.51%
0.16% to 1.95%	1372	32.82%	83.33%
1.95% to 3.74%	483	11.55%	94.88%
3.74% to 5.53%	137	3.28%	98.16%
5.53% to 7.32%	42	1.00%	99.16%
Greater than 7.32%	35	0.84%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.22%	2.55%	77.76%	68.27%
±2σ	-4.61%	4.94%	95.41%	95.45%
±3σ	-7.00%	7.32%	98.68%	99.73%

Descriptive Statistics

Mean	0.163%
Standard Error	0.037%
Median	0.141%
Mode	0.000%
Standard Deviation	2.387%
Sample Variance	5.698%
Kurtosis	8.72
Skewness	0.32
Range	44.346%
Minimum	-19.913%
Maximum	24.433%
Count	4181

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.709%	2235	53.46%	0.914%
Negative	-1.619%	1937	46.33%	-0.750%
Zero	0.000%	9	0.21%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	3.92%
20	1 Month	4.23%
60	1 Quarter	4.06%
250	1 Year	4.05%
750	3 Years	3.68%
1,250	5 Years	3.29%
2,500	10 Years	3.01%
5,000	20 Years	3.07%
12,500	50 Years	3.07%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.31. Further, an Excess Kurtosis of 24.67 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%	747	17.86%	17.86%
1.62% to 2.86%	1853	44.31%	62.17%
2.86% to 4.10%	920	22.00%	84.17%
4.10% to 5.34%	393	9.40%	93.57%
5.34% to 6.58%	156	3.73%	97.30%
6.58% to 7.83%	54	1.29%	98.59%
Greater than 7.83%	59	1.41%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.21%	4.52%	83.05%	68.27%
±2σ	-0.44%	6.17%	96.29%	95.45%
±3σ	-2.10%	7.82%	98.59%	99.73%

Descriptive Statistics

Mean	2.863%
Standard Error	0.026%
Median	2.482%
Mode	1.697%
Standard Deviation	1.654%
Sample Variance	2.736%
Kurtosis	24.67
Skewness	3.31
Range	25.216%
Minimum	0.523%
Maximum	25.739%
Count	4182

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.863%	4182	100.00%	2.863%
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 3.30 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -5.65%	20	0.48%	0.48%
-5.65% to -4.24%	41	0.98%	1.46%
-4.24% to -2.82%	173	4.14%	5.60%
-2.82% to -1.41%	554	13.25%	18.84%
-1.41% to 0.01%	1358	32.47%	51.32%
0.01% to 1.42%	1261	30.15%	81.47%
1.42% to 2.83%	521	12.46%	93.93%
2.83% to 4.25%	169	4.04%	97.97%
4.25% to 5.66%	59	1.41%	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%	75.13%	68.27%
±2σ	-3.77%	3.77%	95.03%	95.45%
±3σ	-5.65%	5.66%	98.90%	99.73%

Descriptive Statistics

Mean	0.005%
Standard Error	0.029%
Median	-0.051%
Mode	0.000%
Standard Deviation	1.885%
Sample Variance	3.554%
Kurtosis	3.30
Skewness	0.10
Range	24.770%
Minimum	-13.788%
Maximum	10.982%
Count	4182

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.428%	2037	48.71%	0.696%
Negative	-1.353%	2135	51.05%	-0.691%
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 5.64 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -14.95%	5	0.58%	0.58%
-14.95% to -11.01%	11	1.27%	1.85%
-11.01% to -7.08%	29	3.34%	5.19%
-7.08% to -3.15%	108	12.46%	17.65%
-3.15% to 0.79%	281	32.41%	50.06%
0.79% to 4.72%	281	32.41%	82.47%
4.72% to 8.66%	109	12.57%	95.04%
8.66% to 12.59%	28	3.23%	98.27%
12.59% to 16.53%	10	1.15%	99.42%
Greater than 16.53%	5	0.58%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.46%	6.04%	75.89%	68.27%
±2σ	-9.70%	11.28%	95.39%	95.45%
±3σ	-14.95%	16.53%	98.85%	99.73%

Descriptive Statistics

Mean	0.790%
Standard Error	0.178%
Median	0.769%
Mode	0.000%
Standard Deviation	5.246%
Sample Variance	27.522%
Kurtosis	5.64
Skewness	0.49
Range	63.989%
Minimum	-24.277%
Maximum	39.712%
Count	867

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.015%	496	57.21%	2.297%
Negative	-3.551%	368	42.45%	-1.507%
Zero	0.000%	3	0.35%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	9.33%
12	1 Quarter	8.85%
52	1 Year	9.48%
156	3 Years	9.05%
260	5 Years	7.94%
520	10 Years	7.16%
1,040	20 Years	7.25%
2,600	50 Years	7.25%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.10. Further, an Excess Kurtosis of 17.62 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -6.06%	0	0.00%	0.00%
-6.06% to -2.67%	0	0.00%	0.00%
-2.67% to 0.72%	0	0.00%	0.00%
0.72% to 4.10%	135	15.55%	15.55%
4.10% to 7.49%	410	47.24%	62.79%
7.49% to 10.88%	202	23.27%	86.06%
10.88% to 14.27%	67	7.72%	93.78%
14.27% to 17.66%	27	3.11%	96.89%
17.66% to 21.04%	11	1.27%	98.16%
Greater than 21.04%	16	1.84%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.97%	12.01%	84.22%	68.27%
±2σ	-1.54%	16.53%	96.08%	95.45%
±3σ	-6.06%	21.04%	98.16%	99.73%

Descriptive Statistics

Mean	7.492%
Standard Error	0.153%
Median	6.458%
Mode	2.875%
Standard Deviation	4.517%
Sample Variance	20.406%
Kurtosis	17.62
Skewness	3.10
Range	46.733%
Minimum	1.667%
Maximum	48.400%
Count	868

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	7.492%	868	100.00%	7.492%
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 0.70. Further, an Excess Kurtosis of 5.91 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -15.61%	3	0.35%	0.35%
-15.61% to -11.80%	8	0.92%	1.27%
-11.80% to -7.99%	28	3.23%	4.49%
-7.99% to -4.18%	114	13.13%	17.63%
-4.18% to -0.37%	307	35.37%	53.00%
-0.37% to 3.44%	264	30.41%	83.41%
3.44% to 7.26%	85	9.79%	93.20%
7.26% to 11.07%	40	4.61%	97.81%
11.07% to 14.88%	10	1.15%	98.96%
Greater than 14.88%	9	1.04%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.45%	4.72%	77.42%	68.27%
±2σ	-10.53%	9.80%	95.62%	95.45%
±3σ	-15.61%	14.88%	98.62%	99.73%

Descriptive Statistics

Mean	-0.366%
Standard Error	0.172%
Median	-0.641%
Mode	0.000%
Standard Deviation	5.081%
Sample Variance	25.812%
Kurtosis	5.91
Skewness	0.70
Range	65.666%
Minimum	-28.876%
Maximum	36.790%
Count	868

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.812%	372	42.86%	1.634%
Negative	-3.521%	493	56.80%	-2.000%
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 0.58. Further, an Excess Kurtosis of 1.66 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 -17.22%	1	0.50%	0.50%
-17.22% to -10.41%	12	6.03%	6.53%
-10.41% to -3.60%	26	13.07%	19.60%
-3.60% to 3.20%	66	33.17%	52.76%
3.20% to 10.01%	56	28.14%	80.90%
10.01% to 16.82%	24	12.06%	92.96%
16.82% to 23.62%	9	4.52%	97.49%
23.62% to 30.43%	4	2.01%	99.50%
Greater than 30.43%	1	0.50%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.87%	12.28%	72.36%	68.27%
±2σ	-14.95%	21.35%	95.98%	95.45%
±3σ	-24.02%	30.43%	99.50%	99.73%

Descriptive Statistics

Mean	3.203%
Standard Error	0.643%
Median	2.433%
Mode	-20.967%
Standard Deviation	9.075%
Sample Variance	82.356%
Kurtosis	1.66
Skewness	0.58
Range	64.391%
Minimum	-20.967%
Maximum	43.424%
Count	199

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	8.182%	127	63.82%	5.222%
Negative	-5.578%	72	36.18%	-2.018%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	15.18%
12	1 Year	20.17%
36	3 Years	21.13%
60	5 Years	17.97%
120	10 Years	15.58%
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 3.22. Further, an Excess Kurtosis of 18.32 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -10.29%	0	0.00%	0.00%
-10.29% to -3.52%	0	0.00%	0.00%
-3.52% to 3.26%	0	0.00%	0.00%
3.26% to 10.03%	30	15.00%	15.00%
10.03% to 16.80%	95	47.50%	62.50%
16.80% to 23.57%	46	23.00%	85.50%
23.57% to 30.34%	19	9.50%	95.00%
30.34% to 37.11%	5	2.50%	97.50%
37.11% to 43.88%	2	1.00%	98.50%
Greater than 43.88%	3	1.50%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	7.77%	25.82%	85.00%	68.27%
±2σ	-1.26%	34.85%	97.50%	95.45%
±3σ	-10.28%	43.88%	98.50%	99.73%

Descriptive Statistics

Mean	16.796%
Standard Error	0.638%
Median	14.716%
Mode	3.483%
Standard Deviation	9.027%
Sample Variance	81.483%
Kurtosis	18.32
Skewness	3.22
Range	81.832%
Minimum	3.483%
Maximum	85.315%
Count	200

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	16.796%	200	100.00%	16.796%
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 0.25. 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 -27.15%	1	0.50%	0.50%
-27.15% to -20.89%	1	0.50%	1.00%
-20.89% to -14.63%	10	5.00%	6.00%
-14.63% to -8.37%	30	15.00%	21.00%
-8.37% to -2.10%	62	31.00%	52.00%
-2.10% to 4.16%	55	27.50%	79.50%
4.16% to 10.42%	25	12.50%	92.00%
10.42% to 16.68%	12	6.00%	98.00%
16.68% to 22.95%	3	1.50%	99.50%
Greater than 22.95%	1	0.50%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-10.45%	6.25%	70.50%	68.27%
±2σ	-18.80%	14.60%	96.00%	95.45%
±3σ	-27.15%	22.95%	99.00%	99.73%

Descriptive Statistics

Mean	-2.104%
Standard Error	0.590%
Median	-2.676%
Mode	-29.714%
Standard Deviation	8.350%
Sample Variance	69.717%
Kurtosis	0.91
Skewness	0.25
Range	57.078%
Minimum	-29.714%
Maximum	27.364%
Count	200

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	6.176%	75	37.50%	2.316%
Negative	-7.129%	124	62.00%	-4.420%
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 0.90 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -30.72%	0	0.00%	0.00%
-30.72% to -20.58%	0	0.00%	0.00%
-20.58% to -10.44%	2	3.03%	3.03%
-10.44% to -0.30%	13	19.70%	22.73%
-0.30% to 9.84%	20	30.30%	53.03%
9.84% to 19.98%	19	28.79%	81.82%
19.98% to 30.11%	8	12.12%	93.94%
30.11% to 40.25%	1	1.52%	95.45%
40.25% to 50.39%	2	3.03%	98.48%
Greater than 50.39%	1	1.52%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.68%	23.36%	68.18%	68.27%
±2σ	-17.20%	36.87%	95.45%	95.45%
±3σ	-30.72%	50.39%	98.48%	99.73%

Descriptive Statistics

Mean	9.837%
Standard Error	1.664%
Median	9.146%
Mode	-12.753%
Standard Deviation	13.518%
Sample Variance	182.741%
Kurtosis	0.90
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	14.759%	51	77.27%	11.405%
Negative	-6.896%	15	22.73%	-1.567%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	34.78%
12	3 Years	39.04%
20	5 Years	32.37%
40	10 Years	27.54%
80	20 Years	27.24%
200	50 Years	27.24%

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 -16.15%	0	0.00%	0.00%
-16.15% to -4.48%	0	0.00%	0.00%
-4.48% to 7.20%	0	0.00%	0.00%
7.20% to 18.87%	14	20.90%	20.90%
18.87% 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 77.24%	1	1.49%	98.51%
Greater than 77.24%	1	1.49%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	14.98%	46.11%	83.58%	68.27%
±2σ	-0.59%	61.68%	97.01%	95.45%
±3σ	-16.15%	77.24%	98.51%	99.73%

Descriptive Statistics

Mean	30.544%
Standard Error	1.902%
Median	28.122%
Mode	13.020%
Standard Deviation	15.566%
Sample Variance	242.299%
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	30.544%	67	100.00%	30.544%
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 0.00. Further, an Excess Kurtosis of -0.41 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -39.98%	0	0.00%	0.00%
-39.98% to -31.68%	1	1.49%	1.49%
-31.68% to -23.38%	3	4.48%	5.97%
-23.38% to -15.08%	12	17.91%	23.88%
-15.08% to -6.78%	21	31.34%	55.22%
-6.78% to 1.52%	14	20.90%	76.12%
1.52% to 9.82%	8	11.94%	88.06%
9.82% to 18.11%	8	11.94%	100.00%
18.11% to 26.41%	0	0.00%	100.00%
Greater than 26.41%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-17.85%	4.28%	67.16%	68.27%
±2σ	-28.91%	15.35%	97.01%	95.45%
±3σ	-39.98%	26.41%	100.00%	99.73%

Descriptive Statistics

Mean	-6.782%
Standard Error	1.352%
Median	-7.516%
Mode	-32.537%
Standard Deviation	11.065%
Sample Variance	122.439%
Kurtosis	-0.41
Skewness	0.00
Range	45.578%
Minimum	-32.537%
Maximum	13.041%
Count	67

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	7.385%	18	26.87%	1.984%
Negative	-11.986%	49	73.13%	-8.766%
Zero	0.000%	0	0.00%	0.000%

AVGO Deep Analytical Report