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%	2.97%	2.75%	4.33%	4.23%	4.08%	6.20	6.75	5.94	7.04
Weekly	6.48%	7.53%	7.22%	10.01%	9.32%	8.99%	5.89	7.10	5.37	7.80
Monthly	12.84%	26.96%	16.31%	20.68%	19.41%	18.72%	5.33	7.86	4.39	9.54
Quarterly	18.83%	55.10%	20.28%	30.63%	33.61%	32.42%	4.62	9.05	3.30	12.67
Annual	—	—	—	—	67.23%	64.84%	3.30	12.67	1.69	24.82
Option Time Horizon	—	—	—	—	25.86%	24.94%	5.00	8.38	3.86	10.85

Calculation Notes: Computed at 2026-02-22T14:21 UTC | Reference Contract: Call option expiring 2026-04-17 (54 days) | Spot Price (S): $6.47 | Strike (K): $7.50 (first OTM call ≥ spot) | Observed Mid-Price: $0.3000 (Bid $0.2000 / Ask $0.4000) | Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury) | Dividend Yield (q): 10.39% | Binomial IV (Annual): 67.23% (CRR binomial tree, American, n=20 steps) | BS IV: 67.83% (European Black-Scholes) | Yahoo IV (Annual): 64.84% → 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 -0.30. Further, an Excess Kurtosis of 15.84 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -9.04%	32	0.94%	0.94%
-9.04% to -6.77%	19	0.56%	1.50%
-6.77% to -4.50%	72	2.12%	3.62%
-4.50% to -2.23%	370	10.88%	14.49%
-2.23% to 0.04%	1223	35.95%	50.44%
0.04% to 2.30%	1216	35.74%	86.18%
2.30% to 4.57%	323	9.49%	95.68%
4.57% to 6.84%	81	2.38%	98.06%
6.84% to 9.11%	38	1.12%	99.18%
Greater than 9.11%	28	0.82%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.99%	3.06%	82.48%	68.27%
±2σ	-6.02%	6.09%	95.62%	95.45%
±3σ	-9.04%	9.11%	98.24%	99.73%

Descriptive Statistics

Mean	0.035%
Standard Error	0.052%
Median	0.000%
Mode	0.000%
Standard Deviation	3.026%
Sample Variance	9.157%
Kurtosis	15.84
Skewness	-0.30
Range	60.251%
Minimum	-30.615%
Maximum	29.636%
Count	3402

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.996%	1686	49.56%	0.989%
Negative	-1.932%	1680	49.38%	-0.954%
Zero	0.000%	36	1.06%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	6.90%
20	1 Month	6.71%
60	1 Quarter	5.42%
250	1 Year	5.97%
750	3 Years	4.31%
1,250	5 Years	4.33%
2,500	10 Years	4.11%
5,000	20 Years	3.85%
12,500	50 Years	3.85%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 7.53. Further, an Excess Kurtosis of 122.24 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -5.14%	0	0.00%	0.00%
-5.14% to -2.91%	0	0.00%	0.00%
-2.91% to -0.68%	0	0.00%	0.00%
-0.68% to 1.55%	175	5.14%	5.14%
1.55% to 3.77%	2069	60.80%	65.94%
3.77% to 6.00%	792	23.27%	89.22%
6.00% to 8.23%	219	6.44%	95.65%
8.23% to 10.46%	61	1.79%	97.44%
10.46% to 12.69%	39	1.15%	98.59%
Greater than 12.69%	48	1.41%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.80%	6.75%	91.98%	68.27%
±2σ	-2.17%	9.72%	96.97%	95.45%
±3σ	-5.14%	12.69%	98.59%	99.73%

Descriptive Statistics

Mean	3.775%
Standard Error	0.051%
Median	3.117%
Mode	2.499%
Standard Deviation	2.972%
Sample Variance	8.832%
Kurtosis	122.24
Skewness	7.53
Range	74.492%
Minimum	0.618%
Maximum	75.110%
Count	3403

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.775%	3403	100.00%	3.775%
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 2.17. Further, an Excess Kurtosis of 23.27 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -8.13%	16	0.47%	0.47%
-8.13% to -6.07%	33	0.97%	1.44%
-6.07% to -4.01%	89	2.62%	4.06%
-4.01% to -1.95%	370	10.87%	14.93%
-1.95% to 0.12%	1238	36.38%	51.31%
0.12% to 2.18%	1164	34.21%	85.51%
2.18% to 4.24%	364	10.70%	96.21%
4.24% to 6.30%	72	2.12%	98.33%
6.30% to 8.36%	23	0.68%	99.00%
Greater than 8.36%	34	1.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.63%	2.87%	81.49%	68.27%
±2σ	-5.38%	5.62%	96.03%	95.45%
±3σ	-8.13%	8.36%	98.53%	99.73%

Descriptive Statistics

Mean	0.117%
Standard Error	0.047%
Median	0.057%
Mode	0.000%
Standard Deviation	2.749%
Sample Variance	7.556%
Kurtosis	23.27
Skewness	2.17
Range	49.796%
Minimum	-14.530%
Maximum	35.266%
Count	3403

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.867%	1721	50.57%	0.944%
Negative	-1.721%	1635	48.05%	-0.827%
Zero	0.000%	47	1.38%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Left Skewed (Negative Asymmetry) with a Skewness factor of -0.58. 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 -19.27%	6	0.85%	0.85%
-19.27% to -14.41%	9	1.27%	2.12%
-14.41% to -9.56%	17	2.41%	4.53%
-9.56% to -4.70%	86	12.18%	16.71%
-4.70% to 0.16%	244	34.56%	51.27%
0.16% to 5.01%	231	32.72%	83.99%
5.01% to 9.87%	66	9.35%	93.34%
9.87% to 14.73%	36	5.10%	98.44%
14.73% to 19.59%	6	0.85%	99.29%
Greater than 19.59%	5	0.71%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.32%	6.63%	79.60%	68.27%
±2σ	-12.79%	13.11%	94.62%	95.45%
±3σ	-19.27%	19.59%	98.44%	99.73%

Descriptive Statistics

Mean	0.158%
Standard Error	0.244%
Median	0.050%
Mode	0.000%
Standard Deviation	6.476%
Sample Variance	41.937%
Kurtosis	5.53
Skewness	-0.58
Range	68.609%
Minimum	-44.477%
Maximum	24.132%
Count	706

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.624%	356	50.42%	2.332%
Negative	-4.436%	346	49.01%	-2.174%
Zero	0.000%	4	0.57%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	17.58%
12	1 Quarter	12.91%
52	1 Year	13.55%
156	3 Years	9.94%
260	5 Years	10.01%
520	10 Years	9.51%
1,040	20 Years	8.86%
2,600	50 Years	8.86%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.60. Further, an Excess Kurtosis of 34.56 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -13.17%	0	0.00%	0.00%
-13.17% to -7.52%	0	0.00%	0.00%
-7.52% to -1.87%	0	0.00%	0.00%
-1.87% to 3.78%	50	7.07%	7.07%
3.78% to 9.43%	425	60.11%	67.19%
9.43% to 15.08%	151	21.36%	88.54%
15.08% to 20.73%	44	6.22%	94.77%
20.73% to 26.38%	16	2.26%	97.03%
26.38% to 32.03%	7	0.99%	98.02%
Greater than 32.03%	14	1.98%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.90%	16.96%	91.94%	68.27%
±2σ	-5.63%	24.49%	96.61%	95.45%
±3σ	-13.17%	32.03%	98.02%	99.73%

Descriptive Statistics

Mean	9.430%
Standard Error	0.283%
Median	7.595%
Mode	4.000%
Standard Deviation	7.532%
Sample Variance	56.732%
Kurtosis	34.56
Skewness	4.60
Range	90.684%
Minimum	2.485%
Maximum	93.169%
Count	707

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	9.430%	707	100.00%	9.430%
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 36.67 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -21.27%	0	0.00%	0.00%
-21.27% to -15.85%	3	0.42%	0.42%
-15.85% to -10.43%	23	3.25%	3.68%
-10.43% to -5.02%	79	11.17%	14.85%
-5.02% to 0.40%	269	38.05%	52.90%
0.40% to 5.81%	249	35.22%	88.12%
5.81% to 11.23%	56	7.92%	96.04%
11.23% to 16.64%	17	2.40%	98.44%
16.64% to 22.06%	3	0.42%	98.87%
Greater than 22.06%	8	1.13%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.82%	7.62%	82.89%	68.27%
±2σ	-14.04%	14.84%	97.03%	95.45%
±3σ	-21.27%	22.06%	98.87%	99.73%

Descriptive Statistics

Mean	0.397%
Standard Error	0.272%
Median	0.000%
Mode	0.000%
Standard Deviation	7.221%
Sample Variance	52.146%
Kurtosis	36.67
Skewness	3.71
Range	107.666%
Minimum	-18.881%
Maximum	88.785%
Count	707

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.872%	352	49.79%	2.426%
Negative	-4.110%	349	49.36%	-2.029%
Zero	0.000%	6	0.85%	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 6.80 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -37.95%	1	0.62%	0.62%
-37.95% to -28.32%	0	0.00%	0.62%
-28.32% to -18.68%	3	1.85%	2.47%
-18.68% to -9.05%	25	15.43%	17.90%
-9.05% to 0.58%	61	37.65%	55.56%
0.58% to 10.21%	46	28.40%	83.95%
10.21% to 19.85%	13	8.02%	91.98%
19.85% to 29.48%	11	6.79%	98.77%
29.48% to 39.11%	1	0.62%	99.38%
Greater than 39.11%	1	0.62%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-12.26%	13.43%	77.16%	68.27%
±2σ	-25.10%	26.27%	96.91%	95.45%
±3σ	-37.95%	39.11%	98.77%	99.73%

Descriptive Statistics

Mean	0.582%
Standard Error	1.009%
Median	-0.607%
Mode	4.933%
Standard Deviation	12.843%
Sample Variance	164.950%
Kurtosis	6.80
Skewness	0.49
Range	129.079%
Minimum	-60.311%
Maximum	68.768%
Count	162

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	10.174%	77	47.53%	4.836%
Negative	-8.107%	85	52.47%	-4.254%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	26.11%
12	1 Year	26.74%
36	3 Years	20.27%
60	5 Years	20.68%
120	10 Years	20.18%
240	20 Years	18.87%
600	50 Years	18.87%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 8.56. Further, an Excess Kurtosis of 86.70 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -58.27%	0	0.00%	0.00%
-58.27% to -38.05%	0	0.00%	0.00%
-38.05% to -17.84%	0	0.00%	0.00%
-17.84% to 2.38%	0	0.00%	0.00%
2.38% to 22.60%	115	70.55%	70.55%
22.60% to 42.82%	41	25.15%	95.71%
42.82% to 63.04%	4	2.45%	98.16%
63.04% to 83.25%	1	0.61%	98.77%
83.25% to 103.47%	0	0.00%	98.77%
Greater than 103.47%	2	1.23%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.36%	49.56%	98.16%	68.27%
±2σ	-31.31%	76.51%	98.77%	95.45%
±3σ	-58.27%	103.47%	98.77%	99.73%

Descriptive Statistics

Mean	22.600%
Standard Error	2.111%
Median	17.474%
Mode	7.974%
Standard Deviation	26.957%
Sample Variance	726.701%
Kurtosis	86.70
Skewness	8.56
Range	304.801%
Minimum	7.974%
Maximum	312.775%
Count	163

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	22.600%	163	100.00%	22.600%
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 Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.93. Further, an Excess Kurtosis of 46.08 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -47.36%	0	0.00%	0.00%
-47.36% to -35.13%	1	0.61%	0.61%
-35.13% to -22.90%	1	0.61%	1.23%
-22.90% to -10.66%	22	13.50%	14.72%
-10.66% to 1.57%	62	38.04%	52.76%
1.57% to 13.80%	60	36.81%	89.57%
13.80% to 26.03%	13	7.98%	97.55%
26.03% to 38.27%	3	1.84%	99.39%
38.27% to 50.50%	0	0.00%	99.39%
Greater than 50.50%	1	0.61%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-14.74%	17.88%	84.05%	68.27%
±2σ	-31.05%	34.19%	98.77%	95.45%
±3σ	-47.36%	50.50%	99.39%	99.73%

Descriptive Statistics

Mean	1.569%
Standard Error	1.277%
Median	0.890%
Mode	-42.988%
Standard Deviation	16.310%
Sample Variance	266.010%
Kurtosis	46.08
Skewness	4.93
Range	196.489%
Minimum	-42.988%
Maximum	153.501%
Count	163

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	10.398%	86	52.76%	5.486%
Negative	-8.402%	76	46.63%	-3.918%
Zero	0.000%	1	0.61%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.44. Further, an Excess Kurtosis of 0.65 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -55.67%	0	0.00%	0.00%
-55.67% to -41.55%	0	0.00%	0.00%
-41.55% to -27.43%	2	3.70%	3.70%
-27.43% to -13.30%	10	18.52%	22.22%
-13.30% to 0.82%	15	27.78%	50.00%
0.82% to 14.94%	15	27.78%	77.78%
14.94% to 29.07%	8	14.81%	92.59%
29.07% to 43.19%	2	3.70%	96.30%
43.19% to 57.31%	2	3.70%	100.00%
Greater than 57.31%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-18.01%	19.65%	70.37%	68.27%
±2σ	-36.84%	38.48%	94.44%	95.45%
±3σ	-55.67%	57.31%	100.00%	99.73%

Descriptive Statistics

Mean	0.821%
Standard Error	2.563%
Median	0.465%
Mode	-41.379%
Standard Deviation	18.831%
Sample Variance	354.621%
Kurtosis	0.65
Skewness	0.44
Range	92.094%
Minimum	-41.379%
Maximum	50.715%
Count	54

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	15.244%	27	50.00%	7.622%
Negative	-13.603%	27	50.00%	-6.802%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	34.03%
12	3 Years	32.41%
20	5 Years	30.63%
40	10 Years	32.39%
80	20 Years	30.47%
200	50 Years	30.47%

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

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -122.77%	0	0.00%	0.00%
-122.77% to -81.44%	0	0.00%	0.00%
-81.44% to -40.11%	0	0.00%	0.00%
-40.11% to 1.21%	0	0.00%	0.00%
1.21% to 42.54%	40	72.73%	72.73%
42.54% to 83.86%	12	21.82%	94.55%
83.86% to 125.19%	2	3.64%	98.18%
125.19% to 166.51%	0	0.00%	98.18%
166.51% to 207.84%	0	0.00%	98.18%
Greater than 207.84%	1	1.82%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-12.56%	97.64%	96.36%	68.27%
±2σ	-67.66%	152.74%	98.18%	95.45%
±3σ	-122.77%	207.84%	98.18%	99.73%

Descriptive Statistics

Mean	42.537%
Standard Error	7.430%
Median	30.827%
Mode	13.902%
Standard Deviation	55.101%
Sample Variance	3036.101%
Kurtosis	42.93
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	42.537%	55	100.00%	42.537%
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 1.02. Further, an Excess Kurtosis of 2.18 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -57.69%	0	0.00%	0.00%
-57.69% to -42.48%	0	0.00%	0.00%
-42.48% to -27.27%	2	3.64%	3.64%
-27.27% to -12.06%	9	16.36%	20.00%
-12.06% to 3.15%	19	34.55%	54.55%
3.15% to 18.37%	14	25.45%	80.00%
18.37% to 33.58%	8	14.55%	94.55%
33.58% to 48.79%	1	1.82%	96.36%
48.79% to 64.00%	1	1.82%	98.18%
Greater than 64.00%	1	1.82%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-17.13%	23.44%	70.91%	68.27%
±2σ	-37.41%	43.72%	96.36%	95.45%
±3σ	-57.69%	64.00%	98.18%	99.73%

Descriptive Statistics

Mean	3.155%
Standard Error	2.735%
Median	0.000%
Mode	-32.848%
Standard Deviation	20.283%
Sample Variance	411.405%
Kurtosis	2.18
Skewness	1.02
Range	109.197%
Minimum	-32.848%
Maximum	76.349%
Count	55

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	18.414%	27	49.09%	9.040%
Negative	-11.988%	27	49.09%	-5.885%
Zero	0.000%	1	1.82%	0.000%

BLMN Deep Analytical Report