Markets Data Volatility Heatmap Portfolio Calculator

BSET Deep Analytical Report

Bassett Furniture Industries, Incorporated | Category: Equity Micro Cap | Ann. Div Yield: 5.32% ($0.80) | 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 2.74% 3.09% 2.60% 4.00% 5.27% 5.12% 14.18 15.76 13.46 16.61
Weekly 5.92% 7.22% 5.60% 8.59% 11.59% 11.28% 13.31 16.79 11.86 18.85
Monthly 12.84% 19.28% 15.02% 17.41% 24.13% 23.48% 11.74 19.03 9.23 24.22
Quarterly 19.31% 41.14% 21.84% 27.82% 41.80% 40.67% 9.84 22.71 6.48 34.49
Annual — — — — 83.59% 81.35% 6.48 34.49 2.81 79.57
Option Time Horizon — — — — 31.85% 31.00% 10.87 20.56 7.91 28.27
Calculation Notes: Computed at 2026-02-23T14:08 UTC  |  Reference Contract: Call option expiring 2026-04-17 (53 days)  |  Spot Price (S): $14.95  |  Strike (K): $12.50 (first OTM call ≥ spot)  |  Observed Mid-Price: $3.2000 (Bid $1.0000 / Ask $5.4000)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 5.32%  |  Binomial IV (Annual): 83.59% (CRR binomial tree, American, n=20 steps)  |  BS IV: 84.61% (European Black-Scholes)  |  Yahoo IV (Annual): 81.35% → 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
2026-02-13 $0.2000
2025-11-14 $0.2000
2025-08-15 $0.2000
2025-05-16 $0.2000
2025-02-14 $0.2000
2024-11-15 $0.2000
2024-08-16 $0.2000
2024-05-16 $0.1800
2024-02-15 $0.1800
2023-11-09 $0.1800
2023-08-10 $0.1800
2023-05-11 $0.1600
2023-02-09 $0.1600
2022-11-09 $0.1600
2022-08-11 $0.1600
2022-05-12 $0.1400
2022-03-22 $1.5000
2022-02-10 $0.1400
2021-11-10 $0.1400
2021-08-12 $0.1400
2021-05-13 $0.1250
2021-02-11 $0.1250
2020-12-11 $0.2500
2020-11-12 $0.1250
2020-08-13 $0.2050
2020-02-13 $0.1250
2019-11-14 $0.1250
2019-08-15 $0.1250
2019-05-16 $0.1250
2019-02-14 $0.1250
2018-11-08 $0.1250
2018-08-09 $0.1250
2018-05-10 $0.1100
2018-02-08 $0.1100
2017-11-30 $0.3500
2017-11-09 $0.1100
2017-08-09 $0.1100
2017-05-10 $0.1000
2017-02-08 $0.1000
2016-11-30 $0.3000
2016-11-08 $0.1000
2016-08-10 $0.1000
2016-05-11 $0.0900
2016-02-10 $0.0900
2015-12-02 $0.2000
2015-11-10 $0.0900
2015-08-12 $0.0900
2015-05-13 $0.0800
2015-02-11 $0.0800
2014-12-03 $0.2000
2014-11-12 $0.0800
2014-08-13 $0.0800
2014-05-13 $0.0600
2014-02-12 $0.0600
2013-12-06 $0.2000
2013-11-13 $0.0600
2013-08-13 $0.0600
2013-05-13 $0.0500
2013-02-13 $0.0500
2012-11-13 $0.0500
2012-10-10 $1.2500
2012-08-13 $0.0500
2012-05-11 $0.0500
2012-02-13 $0.0500
2011-12-21 $0.5000
2011-11-10 $0.0350
2011-08-11 $0.0300
2011-05-12 $0.0300
2008-11-13 $0.1000
2008-08-13 $0.2250
2008-07-14 $0.7500
2008-05-14 $0.2250
2008-02-13 $0.2000
2007-11-14 $0.2000
2007-08-15 $0.2000
2007-05-14 $0.2000
2007-02-08 $0.2000
2006-11-13 $0.2000
2006-08-14 $0.2000
2006-05-11 $0.2000
2006-02-09 $0.2000
2005-11-10 $0.2000
2005-08-15 $0.2000
2005-05-12 $0.2000
2005-02-10 $0.2000
2004-11-10 $0.2000
2004-08-13 $0.2000
2004-05-13 $0.2000
2004-02-11 $0.2000
2003-11-12 $0.2000
2003-08-13 $0.2000
2003-05-14 $0.2000
2003-02-10 $0.2000
2002-11-13 $0.2000
2002-08-14 $0.2000
2002-05-15 $0.2000
2002-02-13 $0.2000
2001-11-14 $0.2000
2001-08-15 $0.2000
2001-05-15 $0.2000
2001-02-13 $0.2000
2000-11-15 $0.2000
2000-08-15 $0.2000
2000-05-15 $0.2000
2000-02-14 $0.2000
1999-11-12 $0.2000
1999-08-13 $0.2000
1999-05-13 $0.2000
1999-02-19 $0.2000
1998-11-12 $0.2000
1998-08-13 $0.2000
1998-05-13 $0.2000
1998-02-11 $0.2000
1997-11-13 $0.2000
1997-08-20 $0.2000
1997-05-20 $0.2000
1997-02-27 $0.2000
1996-11-14 $0.2000
1996-08-19 $0.2000
1996-05-23 $0.2000
1996-02-29 $0.2000
1995-11-14 $0.2000
1995-08-16 $0.2000
1995-05-11 $0.2000
1995-02-21 $0.2000
1994-11-10 $0.2000
1994-08-12 $0.2000
1994-05-12 $0.2000
1994-02-10 $0.2000
1993-11-19 $0.2000
1993-08-13 $0.2000
1993-05-11 $0.2000
1993-02-10 $0.1840
1992-08-10 $0.1680
1992-05-13 $0.1680
1992-02-12 $0.1333
1991-11-12 $0.1333
1991-02-14 $0.1333
1990-11-16 $0.1333
1990-08-15 $0.1333
1990-05-11 $0.1333
1990-02-12 $0.1333
1989-11-07 $0.1333
1989-08-10 $0.1333
1989-05-10 $0.1333
1989-02-09 $0.1733
1988-08-10 $0.1333
1988-05-11 $0.1333
1987-08-07 $0.0427
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.79. Further, an Excess Kurtosis of 15.98 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.16%790.70%0.70%
-8.16% to -6.11%930.82%1.52%
-6.11% to -4.05%3332.94%4.46%
-4.05% to -2.00%121410.71%15.17%
-2.00% to 0.06%470241.48%56.65%
0.06% to 2.11%325928.75%85.40%
2.11% to 4.17%11129.81%95.21%
4.17% to 6.22%3192.81%98.02%
6.22% to 8.28%1151.01%99.04%
Greater than 8.28%1090.96%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.68%2.80% 79.96%68.27%
±2σ -5.42%5.54% 95.35%95.45%
±3σ -8.17%8.28% 98.34%99.73%
Descriptive Statistics
Mean0.058%
Standard Error0.026%
Median0.000%
Mode0.000%
Standard Deviation2.741%
Sample Variance7.512%
Kurtosis15.98
Skewness0.79
Range69.670%
Minimum-28.571%
Maximum41.099%
Count11335
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.069% 4938 43.56% 0.901%
Negative -1.957% 4886 43.10% -0.844%
Zero 0.000% 1511 13.33% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 4.42%
20 1 Month 4.64%
60 1 Quarter 3.75%
250 1 Year 4.05%
750 3 Years 3.52%
1,250 5 Years 4.00%
2,500 10 Years 4.24%
5,000 20 Years 4.38%
12,500 50 Years 3.67%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.49. Further, an Excess Kurtosis of 67.67 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -5.69%00.00%0.00%
-5.69% to -3.37%00.00%0.00%
-3.37% to -1.06%00.00%0.00%
-1.06% to 1.26%134911.90%11.90%
1.26% to 3.58%594452.43%64.33%
3.58% to 5.89%258822.83%87.16%
5.89% to 8.21%8397.40%94.57%
8.21% to 10.52%3022.66%97.23%
10.52% to 12.84%1371.21%98.44%
Greater than 12.84%1771.56%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.49%6.66% 89.69%68.27%
±2σ -2.60%9.75% 96.71%95.45%
±3σ -5.69%12.84% 98.44%99.73%
Descriptive Statistics
Mean3.576%
Standard Error0.029%
Median2.857%
Mode1.042%
Standard Deviation3.088%
Sample Variance9.538%
Kurtosis67.67
Skewness5.49
Range69.977%
Minimum0.236%
Maximum70.213%
Count11336
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.576% 11336 100.00% 3.576%
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 0.22. Further, an Excess Kurtosis of 11.95 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -7.79%860.76%0.76%
-7.79% to -5.84%1231.09%1.84%
-5.84% to -3.89%3232.85%4.69%
-3.89% to -1.94%122210.78%15.47%
-1.94% to 0.02%484642.75%58.22%
0.02% to 1.97%300326.49%84.71%
1.97% to 3.92%116810.30%95.02%
3.92% to 5.88%3563.14%98.16%
5.88% to 7.83%1151.01%99.17%
Greater than 7.83%940.83%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.59%2.62% 79.07%68.27%
±2σ -5.19%5.23% 95.06%95.45%
±3σ -7.79%7.83% 98.41%99.73%
Descriptive Statistics
Mean0.018%
Standard Error0.024%
Median0.000%
Mode0.000%
Standard Deviation2.604%
Sample Variance6.779%
Kurtosis11.95
Skewness0.22
Range61.667%
Minimum-26.667%
Maximum35.000%
Count11336
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.014% 4736 41.78% 0.841%
Negative -1.968% 4745 41.86% -0.824%
Zero 0.000% 1855 16.36% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.54. Further, an Excess Kurtosis of 17.13 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -17.49%100.42%0.42%
-17.49% to -13.05%220.92%1.34%
-13.05% to -8.61%723.00%4.34%
-8.61% to -4.17%2329.68%14.02%
-4.17% to 0.27%96240.13%54.15%
0.27% to 4.71%77732.42%86.57%
4.71% to 9.15%2138.89%95.45%
9.15% to 13.59%512.13%97.58%
13.59% to 18.03%301.25%98.83%
Greater than 18.03%281.17%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.65%6.19% 81.73%68.27%
±2σ -11.57%12.11% 95.04%95.45%
±3σ -17.49%18.03% 98.41%99.73%
Descriptive Statistics
Mean0.267%
Standard Error0.121%
Median0.000%
Mode0.000%
Standard Deviation5.920%
Sample Variance35.050%
Kurtosis17.13
Skewness1.54
Range101.499%
Minimum-39.594%
Maximum61.905%
Count2397
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.239% 1132 47.23% 2.002%
Negative -3.746% 1110 46.31% -1.735%
Zero 0.000% 155 6.47% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 8.88%
12 1 Quarter 7.86%
52 1 Year 8.52%
156 3 Years 7.26%
260 5 Years 8.59%
520 10 Years 9.33%
1,040 20 Years 9.71%
2,600 50 Years 7.68%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.58. Further, an Excess Kurtosis of 36.59 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -13.62%00.00%0.00%
-13.62% to -8.21%00.00%0.00%
-8.21% to -2.79%00.00%0.00%
-2.79% to 2.62%24110.05%10.05%
2.62% to 8.04%132155.09%65.14%
8.04% to 13.46%54722.81%87.95%
13.46% to 18.88%1566.51%94.45%
18.88% to 24.29%672.79%97.25%
24.29% to 29.71%281.17%98.42%
Greater than 29.71%381.58%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.82%15.26% 90.16%68.27%
±2σ -6.40%22.49% 96.62%95.45%
±3σ -13.62%29.71% 98.42%99.73%
Descriptive Statistics
Mean8.042%
Standard Error0.147%
Median6.292%
Mode1.042%
Standard Deviation7.222%
Sample Variance52.155%
Kurtosis36.59
Skewness4.58
Range99.141%
Minimum0.360%
Maximum99.501%
Count2398
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.042% 2398 100.00% 8.042%
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 0.41. Further, an Excess Kurtosis of 9.81 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -16.67%180.75%0.75%
-16.67% to -12.47%230.96%1.71%
-12.47% to -8.27%733.04%4.75%
-8.27% to -4.07%24910.38%15.14%
-4.07% to 0.12%90937.91%53.04%
0.12% to 4.32%78032.53%85.57%
4.32% to 8.52%2229.26%94.83%
8.52% to 12.72%793.29%98.12%
12.72% to 16.92%230.96%99.08%
Greater than 16.92%220.92%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.47%5.72% 79.98%68.27%
±2σ -11.07%11.32% 94.70%95.45%
±3σ -16.67%16.92% 98.33%99.73%
Descriptive Statistics
Mean0.125%
Standard Error0.114%
Median0.000%
Mode0.000%
Standard Deviation5.598%
Sample Variance31.338%
Kurtosis9.81
Skewness0.41
Range90.107%
Minimum-40.588%
Maximum49.519%
Count2398
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.976% 1137 47.41% 1.885%
Negative -3.814% 1107 46.16% -1.761%
Zero 0.000% 154 6.42% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.80. Further, an Excess Kurtosis of 16.62 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -37.29%30.54%0.54%
-37.29% to -27.66%00.00%0.54%
-27.66% to -18.02%142.54%3.09%
-18.02% to -8.39%6511.80%14.88%
-8.39% to 1.24%21639.20%54.08%
1.24% to 10.87%17131.03%85.12%
10.87% to 20.50%6010.89%96.01%
20.50% to 30.14%122.18%98.19%
30.14% to 39.77%50.91%99.09%
Greater than 39.77%50.91%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -11.60%14.08% 82.03%68.27%
±2σ -24.45%26.93% 96.37%95.45%
±3σ -37.29%39.77% 98.55%99.73%
Descriptive Statistics
Mean1.239%
Standard Error0.547%
Median0.144%
Mode0.000%
Standard Deviation12.843%
Sample Variance164.932%
Kurtosis16.62
Skewness1.80
Range173.221%
Minimum-70.821%
Maximum102.400%
Count551
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.550% 276 50.09% 4.784%
Negative -7.399% 264 47.91% -3.545%
Zero 0.000% 11 2.00% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 15.74%
12 1 Year 17.69%
36 3 Years 14.54%
60 5 Years 17.41%
120 10 Years 19.18%
240 20 Years 20.55%
600 50 Years 16.27%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 6.39. Further, an Excess Kurtosis of 56.68 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -39.32%00.00%0.00%
-39.32% to -24.86%00.00%0.00%
-24.86% to -10.40%00.00%0.00%
-10.40% to 4.07%142.54%2.54%
4.07% to 18.53%35664.49%67.03%
18.53% to 32.99%13123.73%90.76%
32.99% to 47.45%335.98%96.74%
47.45% to 61.91%81.45%98.19%
61.91% to 76.38%20.36%98.55%
Greater than 76.38%81.45%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -0.76%37.81% 94.02%68.27%
±2σ -20.04%57.09% 97.83%95.45%
±3σ -39.32%76.38% 98.55%99.73%
Descriptive Statistics
Mean18.528%
Standard Error0.821%
Median14.718%
Mode1.042%
Standard Deviation19.283%
Sample Variance371.848%
Kurtosis56.68
Skewness6.39
Range229.166%
Minimum1.042%
Maximum230.208%
Count552
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 18.528% 552 100.00% 18.528%
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 6.79. Further, an Excess Kurtosis of 96.95 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -44.25%20.36%0.36%
-44.25% to -32.98%10.18%0.54%
-32.98% to -21.72%61.09%1.63%
-21.72% to -10.45%549.78%11.41%
-10.45% to 0.81%23442.39%53.80%
0.81% to 12.08%19936.05%89.86%
12.08% to 23.34%417.43%97.28%
23.34% to 34.61%111.99%99.28%
34.61% to 45.88%10.18%99.46%
Greater than 45.88%30.54%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -14.21%15.83% 87.68%68.27%
±2σ -29.23%30.86% 98.55%95.45%
±3σ -44.25%45.88% 99.09%99.73%
Descriptive Statistics
Mean0.813%
Standard Error0.639%
Median0.000%
Mode0.000%
Standard Deviation15.021%
Sample Variance225.624%
Kurtosis96.95
Skewness6.79
Range278.862%
Minimum-51.779%
Maximum227.083%
Count552
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.298% 270 48.91% 4.548%
Negative -7.636% 270 48.91% -3.735%
Zero 0.000% 12 2.17% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.53. Further, an Excess Kurtosis of 1.88 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -54.80%10.54%0.54%
-54.80% to -40.32%10.54%1.09%
-40.32% to -25.84%52.72%3.80%
-25.84% to -11.36%2915.76%19.57%
-11.36% to 3.13%6635.87%55.43%
3.13% to 17.61%4725.54%80.98%
17.61% to 32.09%2111.41%92.39%
32.09% to 46.57%94.89%97.28%
46.57% to 61.05%31.63%98.91%
Greater than 61.05%21.09%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -16.18%22.44% 70.65%68.27%
±2σ -35.49%41.75% 96.20%95.45%
±3σ -54.80%61.05% 98.37%99.73%
Descriptive Statistics
Mean3.127%
Standard Error1.423%
Median1.963%
Mode0.000%
Standard Deviation19.309%
Sample Variance372.835%
Kurtosis1.88
Skewness0.53
Range140.183%
Minimum-62.190%
Maximum77.993%
Count184
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 16.440% 98 53.26% 8.756%
Negative -12.331% 84 45.65% -5.629%
Zero 0.000% 2 1.09% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 22.78%
12 3 Years 23.13%
20 5 Years 27.82%
40 10 Years 34.03%
80 20 Years 35.59%
200 50 Years 28.41%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.79. Further, an Excess Kurtosis of 43.24 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -87.10%00.00%0.00%
-87.10% to -56.24%00.00%0.00%
-56.24% to -25.38%00.00%0.00%
-25.38% to 5.48%10.54%0.54%
5.48% to 36.33%12869.19%69.73%
36.33% to 67.19%4323.24%92.97%
67.19% to 98.05%73.78%96.76%
98.05% to 128.91%21.08%97.84%
128.91% to 159.76%00.00%97.84%
Greater than 159.76%42.16%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.81%77.48% 94.05%68.27%
±2σ -45.95%118.62% 97.84%95.45%
±3σ -87.10%159.76% 97.84%99.73%
Descriptive Statistics
Mean36.333%
Standard Error3.025%
Median25.980%
Mode15.385%
Standard Deviation41.143%
Sample Variance1692.785%
Kurtosis43.24
Skewness5.79
Range405.855%
Minimum5.435%
Maximum411.290%
Count185
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 36.333% 185 100.00% 36.333%
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 2.88. Further, an Excess Kurtosis of 19.75 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -63.96%00.00%0.00%
-63.96% to -47.58%00.00%0.00%
-47.58% to -31.19%52.70%2.70%
-31.19% to -14.81%2815.14%17.84%
-14.81% to 1.58%6937.30%55.14%
1.58% to 17.96%5831.35%86.49%
17.96% to 34.34%147.57%94.05%
34.34% to 50.73%84.32%98.38%
50.73% to 67.11%10.54%98.92%
Greater than 67.11%21.08%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -20.27%23.42% 79.46%68.27%
±2σ -42.11%45.27% 97.84%95.45%
±3σ -63.96%67.11% 98.92%99.73%
Descriptive Statistics
Mean1.576%
Standard Error1.606%
Median0.000%
Mode0.000%
Standard Deviation21.845%
Sample Variance477.202%
Kurtosis19.75
Skewness2.88
Range214.943%
Minimum-43.061%
Maximum171.882%
Count185
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 15.941% 92 49.73% 7.927%
Negative -12.913% 91 49.19% -6.352%
Zero 0.000% 2 1.08% 0.000%