BLMN - 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	3.03%	2.98%	2.76%	4.37%	4.05%	3.89%	5.88	6.37	5.64	6.64
Weekly	6.47%	7.54%	7.21%	10.06%	8.90%	8.56%	5.60	6.69	5.12	7.31
Monthly	12.81%	26.88%	16.25%	20.76%	18.54%	17.82%	5.08	7.37	4.22	8.87
Quarterly	18.83%	55.06%	20.24%	30.99%	32.11%	30.86%	4.44	8.44	3.22	11.63
Annual	—	—	—	—	64.21%	61.72%	3.22	11.63	1.69	22.11
Option Time Horizon	—	—	—	—	23.04%	22.15%	4.86	7.71	3.86	9.70

Calculation Notes: Computed at 2026-03-01T12:15 UTC | Reference Contract: Call option expiring 2026-04-17 (47 days) | Spot Price (S): $6.12 | Strike (K): $7.50 (first OTM call ≥ spot) | Observed Mid-Price: $0.1500 (Bid $0.1000 / Ask $0.2000) | Risk-Free Rate (r): 3.74% (1-Month CMT, US Treasury) | Dividend Yield (q): 7.28% | Binomial IV (Annual): 64.21% (CRR binomial tree, American, n=20 steps) | BS IV: 63.52% (European Black-Scholes) | Yahoo IV (Annual): 61.72% → 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
2025-08-19	$0.1500
2025-05-20	$0.1500
2025-03-11	$0.1500
2024-11-25	$0.2400
2024-08-20	$0.2400
2024-05-17	$0.2400
2024-03-05	$0.2400
2023-11-13	$0.2400
2023-08-11	$0.2400
2023-05-09	$0.2400
2023-02-28	$0.2400
2022-11-08	$0.1400
2022-08-09	$0.1400
2022-05-10	$0.1400
2022-03-01	$0.1400
2020-02-27	$0.2000
2019-11-15	$0.1000
2019-08-09	$0.1000
2019-05-10	$0.1000
2019-02-22	$0.1000
2018-11-13	$0.0900
2018-08-08	$0.0900
2018-05-04	$0.0900
2018-03-02	$0.0900
2017-11-10	$0.0800
2017-08-07	$0.0800
2017-05-04	$0.0800
2017-02-23	$0.0800
2016-11-07	$0.0700
2016-08-08	$0.0700
2016-05-04	$0.0700
2016-02-25	$0.0700
2015-11-10	$0.0600
2015-08-14	$0.0600
2015-05-13	$0.0600
2015-03-02	$0.0600

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.29. Further, an Excess Kurtosis of 15.62 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -9.06%	32	0.93%	0.93%
-9.06% to -6.79%	18	0.53%	1.46%
-6.79% to -4.52%	74	2.16%	3.62%
-4.52% to -2.24%	377	11.01%	14.64%
-2.24% to 0.03%	1226	35.82%	50.45%
0.03% to 2.31%	1223	35.73%	86.18%
2.31% to 4.58%	324	9.47%	95.65%
4.58% to 6.85%	83	2.42%	98.07%
6.85% to 9.13%	38	1.11%	99.18%
Greater than 9.13%	28	0.82%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.00%	3.06%	82.27%	68.27%
±2σ	-6.03%	6.09%	95.68%	95.45%
±3σ	-9.06%	9.13%	98.25%	99.73%

Descriptive Statistics

Mean	0.031%
Standard Error	0.052%
Median	0.000%
Mode	0.000%
Standard Deviation	3.032%
Sample Variance	9.191%
Kurtosis	15.62
Skewness	-0.29
Range	60.251%
Minimum	-30.615%
Maximum	29.636%
Count	3423

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.001%	1696	49.55%	0.991%
Negative	-1.944%	1691	49.40%	-0.960%
Zero	0.000%	36	1.05%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	6.63%
20	1 Month	7.16%
60	1 Quarter	6.37%
250	1 Year	5.97%
750	3 Years	4.41%
1,250	5 Years	4.37%
2,500	10 Years	4.15%
5,000	20 Years	3.87%
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 7.41. Further, an Excess Kurtosis of 119.44 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -5.15%	0	0.00%	0.00%
-5.15% to -2.92%	0	0.00%	0.00%
-2.92% to -0.68%	0	0.00%	0.00%
-0.68% to 1.56%	184	5.37%	5.37%
1.56% to 3.80%	2073	60.54%	65.92%
3.80% to 6.03%	793	23.16%	89.08%
6.03% to 8.27%	219	6.40%	95.47%
8.27% to 10.51%	66	1.93%	97.40%
10.51% to 12.74%	40	1.17%	98.57%
Greater than 12.74%	49	1.43%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.81%	6.78%	91.82%	68.27%
±2σ	-2.17%	9.76%	96.90%	95.45%
±3σ	-5.15%	12.74%	98.57%	99.73%

Descriptive Statistics

Mean	3.796%
Standard Error	0.051%
Median	3.123%
Mode	2.499%
Standard Deviation	2.983%
Sample Variance	8.901%
Kurtosis	119.44
Skewness	7.41
Range	74.492%
Minimum	0.618%
Maximum	75.110%
Count	3424

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.796%	3424	100.00%	3.796%
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 Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.14. Further, an Excess Kurtosis of 22.68 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -8.17%	15	0.44%	0.44%
-8.17% to -6.10%	35	1.02%	1.46%
-6.10% to -4.02%	91	2.66%	4.12%
-4.02% to -1.95%	372	10.86%	14.98%
-1.95% to 0.12%	1244	36.33%	51.31%
0.12% to 2.19%	1166	34.05%	85.37%
2.19% to 4.26%	371	10.84%	96.20%
4.26% to 6.34%	71	2.07%	98.28%
6.34% to 8.41%	25	0.73%	99.01%
Greater than 8.41%	34	0.99%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.64%	2.88%	81.54%	68.27%
±2σ	-5.41%	5.65%	95.97%	95.45%
±3σ	-8.17%	8.41%	98.57%	99.73%

Descriptive Statistics

Mean	0.120%
Standard Error	0.047%
Median	0.056%
Mode	0.000%
Standard Deviation	2.763%
Sample Variance	7.633%
Kurtosis	22.68
Skewness	2.14
Range	49.796%
Minimum	-14.530%
Maximum	35.266%
Count	3424

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.882%	1731	50.55%	0.951%
Negative	-1.730%	1646	48.07%	-0.832%
Zero	0.000%	47	1.37%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Left Skewed (Negative Asymmetry) with a Skewness factor of -0.57. Further, an Excess Kurtosis of 5.53 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -19.26%	6	0.85%	0.85%
-19.26% to -14.41%	9	1.27%	2.11%
-14.41% to -9.56%	17	2.39%	4.51%
-9.56% to -4.71%	87	12.25%	16.76%
-4.71% to 0.14%	246	34.65%	51.41%
0.14% to 4.99%	231	32.54%	83.94%
4.99% to 9.84%	66	9.30%	93.24%
9.84% to 14.69%	37	5.21%	98.45%
14.69% to 19.54%	6	0.85%	99.30%
Greater than 19.54%	5	0.70%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.33%	6.60%	79.44%	68.27%
±2σ	-12.79%	13.07%	94.51%	95.45%
±3σ	-19.26%	19.54%	98.45%	99.73%

Descriptive Statistics

Mean	0.137%
Standard Error	0.243%
Median	0.044%
Mode	0.000%
Standard Deviation	6.466%
Sample Variance	41.814%
Kurtosis	5.53
Skewness	-0.57
Range	68.609%
Minimum	-44.477%
Maximum	24.132%
Count	710

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.623%	356	50.14%	2.318%
Negative	-4.424%	350	49.30%	-2.181%
Zero	0.000%	4	0.56%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	14.49%
12	1 Quarter	15.23%
52	1 Year	13.34%
156	3 Years	10.12%
260	5 Years	10.06%
520	10 Years	9.58%
1,040	20 Years	8.90%
2,600	50 Years	8.90%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.56. Further, an Excess Kurtosis of 34.20 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -13.14%	0	0.00%	0.00%
-13.14% to -7.49%	0	0.00%	0.00%
-7.49% to -1.83%	0	0.00%	0.00%
-1.83% to 3.82%	53	7.45%	7.45%
3.82% to 9.47%	424	59.63%	67.09%
9.47% to 15.12%	151	21.24%	88.33%
15.12% to 20.77%	45	6.33%	94.66%
20.77% to 26.43%	18	2.53%	97.19%
26.43% to 32.08%	6	0.84%	98.03%
Greater than 32.08%	14	1.97%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.93%	17.00%	91.70%	68.27%
±2σ	-5.60%	24.54%	96.62%	95.45%
±3σ	-13.14%	32.08%	98.03%	99.73%

Descriptive Statistics

Mean	9.469%
Standard Error	0.283%
Median	7.608%
Mode	4.000%
Standard Deviation	7.536%
Sample Variance	56.784%
Kurtosis	34.20
Skewness	4.56
Range	90.684%
Minimum	2.485%
Maximum	93.169%
Count	711

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	9.469%	711	100.00%	9.469%
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 3.71. Further, an Excess Kurtosis of 36.78 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -21.21%	0	0.00%	0.00%
-21.21% to -15.80%	3	0.42%	0.42%
-15.80% to -10.40%	23	3.23%	3.66%
-10.40% to -5.00%	79	11.11%	14.77%
-5.00% to 0.41%	270	37.97%	52.74%
0.41% to 5.81%	252	35.44%	88.19%
5.81% to 11.21%	56	7.88%	96.06%
11.21% to 16.62%	17	2.39%	98.45%
16.62% to 22.02%	3	0.42%	98.87%
Greater than 22.02%	8	1.13%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.80%	7.61%	82.98%	68.27%
±2σ	-14.00%	14.82%	97.05%	95.45%
±3σ	-21.21%	22.02%	98.87%	99.73%

Descriptive Statistics

Mean	0.407%
Standard Error	0.270%
Median	0.053%
Mode	0.000%
Standard Deviation	7.205%
Sample Variance	51.914%
Kurtosis	36.78
Skewness	3.71
Range	107.666%
Minimum	-18.881%
Maximum	88.785%
Count	711

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.849%	356	50.07%	2.428%
Negative	-4.117%	349	49.09%	-2.021%
Zero	0.000%	6	0.84%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.51. Further, an Excess Kurtosis of 6.85 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -37.94%	1	0.61%	0.61%
-37.94% to -28.34%	0	0.00%	0.61%
-28.34% to -18.73%	3	1.84%	2.45%
-18.73% to -9.12%	25	15.34%	17.79%
-9.12% to 0.49%	62	38.04%	55.83%
0.49% to 10.10%	46	28.22%	84.05%
10.10% to 19.71%	13	7.98%	92.02%
19.71% to 29.32%	11	6.75%	98.77%
29.32% to 38.92%	1	0.61%	99.39%
Greater than 38.92%	1	0.61%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-12.32%	13.30%	77.30%	68.27%
±2σ	-25.13%	26.11%	96.93%	95.45%
±3σ	-37.94%	38.92%	98.77%	99.73%

Descriptive Statistics

Mean	0.490%
Standard Error	1.003%
Median	-0.610%
Mode	4.933%
Standard Deviation	12.811%
Sample Variance	164.129%
Kurtosis	6.85
Skewness	0.51
Range	129.079%
Minimum	-60.311%
Maximum	68.768%
Count	163

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	10.099%	77	47.24%	4.771%
Negative	-8.112%	86	52.76%	-4.280%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	28.71%
12	1 Year	26.73%
36	3 Years	20.58%
60	5 Years	20.76%
120	10 Years	20.29%
240	20 Years	18.90%
600	50 Years	18.90%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 8.57. Further, an Excess Kurtosis of 87.08 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -58.01%	0	0.00%	0.00%
-58.01% to -37.85%	0	0.00%	0.00%
-37.85% to -17.69%	0	0.00%	0.00%
-17.69% to 2.47%	0	0.00%	0.00%
2.47% to 22.64%	115	70.12%	70.12%
22.64% to 42.80%	42	25.61%	95.73%
42.80% to 62.96%	4	2.44%	98.17%
62.96% to 83.12%	1	0.61%	98.78%
83.12% to 103.28%	0	0.00%	98.78%
Greater than 103.28%	2	1.22%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.25%	49.52%	98.17%	68.27%
±2σ	-31.13%	76.40%	98.78%	95.45%
±3σ	-58.01%	103.28%	98.78%	99.73%

Descriptive Statistics

Mean	22.636%
Standard Error	2.099%
Median	17.486%
Mode	7.974%
Standard Deviation	26.882%
Sample Variance	722.665%
Kurtosis	87.08
Skewness	8.57
Range	304.801%
Minimum	7.974%
Maximum	312.775%
Count	164

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	22.636%	164	100.00%	22.636%
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 4.94. Further, an Excess Kurtosis of 46.38 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -47.13%	0	0.00%	0.00%
-47.13% to -34.94%	1	0.61%	0.61%
-34.94% to -22.75%	1	0.61%	1.22%
-22.75% to -10.56%	23	14.02%	15.24%
-10.56% to 1.63%	62	37.80%	53.05%
1.63% to 13.82%	60	36.59%	89.63%
13.82% to 26.01%	13	7.93%	97.56%
26.01% to 38.20%	3	1.83%	99.39%
38.20% to 50.39%	0	0.00%	99.39%
Greater than 50.39%	1	0.61%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-14.62%	17.89%	84.15%	68.27%
±2σ	-30.87%	34.14%	98.78%	95.45%
±3σ	-47.13%	50.39%	99.39%	99.73%

Descriptive Statistics

Mean	1.632%
Standard Error	1.269%
Median	0.913%
Mode	-42.988%
Standard Deviation	16.253%
Sample Variance	264.153%
Kurtosis	46.38
Skewness	4.94
Range	196.489%
Minimum	-42.988%
Maximum	153.501%
Count	164

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	10.355%	87	53.05%	5.493%
Negative	-8.332%	76	46.34%	-3.861%
Zero	0.000%	1	0.61%	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 0.67 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -55.95%	0	0.00%	0.00%
-55.95% to -41.82%	0	0.00%	0.00%
-41.82% to -27.70%	2	3.70%	3.70%
-27.70% to -13.57%	10	18.52%	22.22%
-13.57% to 0.55%	16	29.63%	51.85%
0.55% to 14.68%	14	25.93%	77.78%
14.68% to 28.80%	8	14.81%	92.59%
28.80% to 42.92%	2	3.70%	96.30%
42.92% to 57.05%	2	3.70%	100.00%
Greater than 57.05%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-18.28%	19.38%	70.37%	68.27%
±2σ	-37.11%	38.22%	94.44%	95.45%
±3σ	-55.95%	57.05%	100.00%	99.73%

Descriptive Statistics

Mean	0.551%
Standard Error	2.563%
Median	-1.490%
Mode	-41.379%
Standard Deviation	18.833%
Sample Variance	354.700%
Kurtosis	0.67
Skewness	0.49
Range	92.094%
Minimum	-41.379%
Maximum	50.715%
Count	54

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	15.529%	26	48.15%	7.477%
Negative	-13.358%	28	51.85%	-6.926%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	35.86%
12	3 Years	33.02%
20	5 Years	30.99%
40	10 Years	32.57%
80	20 Years	30.61%
200	50 Years	30.61%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 6.25. Further, an Excess Kurtosis of 42.97 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -122.46%	0	0.00%	0.00%
-122.46% to -81.16%	0	0.00%	0.00%
-81.16% to -39.87%	0	0.00%	0.00%
-39.87% to 1.43%	0	0.00%	0.00%
1.43% to 42.72%	41	74.55%	74.55%
42.72% to 84.02%	11	20.00%	94.55%
84.02% to 125.31%	2	3.64%	98.18%
125.31% to 166.61%	0	0.00%	98.18%
166.61% to 207.90%	0	0.00%	98.18%
Greater than 207.90%	1	1.82%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-12.34%	97.78%	96.36%	68.27%
±2σ	-67.40%	152.84%	98.18%	95.45%
±3σ	-122.46%	207.90%	98.18%	99.73%

Descriptive Statistics

Mean	42.722%
Standard Error	7.424%
Median	30.907%
Mode	13.902%
Standard Deviation	55.060%
Sample Variance	3031.594%
Kurtosis	42.97
Skewness	6.25
Range	407.023%
Minimum	13.902%
Maximum	420.925%
Count	55

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	42.722%	55	100.00%	42.722%
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 0.98. Further, an Excess Kurtosis of 2.16 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -57.31%	0	0.00%	0.00%
-57.31% to -42.13%	0	0.00%	0.00%
-42.13% to -26.95%	2	3.64%	3.64%
-26.95% to -11.76%	11	20.00%	23.64%
-11.76% to 3.42%	18	32.73%	56.36%
3.42% to 18.60%	13	23.64%	80.00%
18.60% to 33.78%	8	14.55%	94.55%
33.78% to 48.97%	1	1.82%	96.36%
48.97% to 64.15%	1	1.82%	98.18%
Greater than 64.15%	1	1.82%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-16.82%	23.66%	72.73%	68.27%
±2σ	-37.07%	43.91%	96.36%	95.45%
±3σ	-57.31%	64.15%	98.18%	99.73%

Descriptive Statistics

Mean	3.419%
Standard Error	2.730%
Median	0.536%
Mode	-32.848%
Standard Deviation	20.244%
Sample Variance	409.806%
Kurtosis	2.16
Skewness	0.98
Range	109.197%
Minimum	-32.848%
Maximum	76.349%
Count	55

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	18.028%	28	50.91%	9.178%
Negative	-12.181%	26	47.27%	-5.758%
Zero	0.000%	1	1.82%	0.000%

BLMN Deep Analytical Report