Markets Data Volatility Heatmap Portfolio Calculator

BSET Deep Analytical Report

Bassett Furniture Industries, Incorporated | Category: Equity Micro Cap | Ann. Div Yield: 5.55% ($0.80) | Last Updated: 2026-03-24 | Data Range: 1980-03-01 → 2026-03-01 (553 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% 3.93% 5.52% 5.38% 14.17 15.82 13.41 16.72
Weekly 5.92% 7.22% 5.60% 8.43% 12.14% 11.84% 13.26 16.90 11.74 19.08
Monthly 12.83% 19.27% 15.01% 16.96% 25.28% 24.64% 11.63 19.27 9.03 24.82
Quarterly 19.32% 41.13% 21.85% 28.08% 43.78% 42.68% 9.66 23.19 6.24 35.93
Annual — — — — 87.56% 85.35% 6.24 35.93 2.60 86.24
Option Time Horizon — — — — 31.42% 30.63% 10.93 20.50 7.99 28.06
Calculation Notes: Computed at 2026-03-01T12:17 UTC  |  Reference Contract: Call option expiring 2026-04-17 (47 days)  |  Spot Price (S): $14.97  |  Strike (K): $12.50 (first OTM call ≥ spot)  |  Observed Mid-Price: $3.2000 (Bid $1.0000 / Ask $5.4000)  |  Risk-Free Rate (r): 3.74% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 5.37%  |  Binomial IV (Annual): 87.56% (CRR binomial tree, American, n=20 steps)  |  BS IV: 88.66% (European Black-Scholes)  |  Yahoo IV (Annual): 85.35% → 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%1.51%
-6.11% to -4.05%3352.95%4.46%
-4.05% to -2.00%121510.70%15.16%
-2.00% to 0.06%471041.48%56.64%
0.06% to 2.11%326128.72%85.36%
2.11% to 4.17%11179.84%95.19%
4.17% to 6.22%3222.84%98.03%
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% 79.92%68.27%
±2σ -5.42%5.54% 95.34%95.45%
±3σ -8.16%8.27% 98.34%99.73%
Descriptive Statistics
Mean0.058%
Standard Error0.026%
Median0.000%
Mode0.000%
Standard Deviation2.739%
Sample Variance7.503%
Kurtosis15.98
Skewness0.79
Range69.670%
Minimum-28.571%
Maximum41.099%
Count11356
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.067% 4948 43.57% 0.901%
Negative -1.955% 4897 43.12% -0.843%
Zero 0.000% 1511 13.31% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 3.58%
20 1 Month 3.51%
60 1 Quarter 3.73%
250 1 Year 4.06%
750 3 Years 3.53%
1,250 5 Years 3.93%
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 67.76 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -5.68%00.00%0.00%
-5.68% to -3.37%00.00%0.00%
-3.37% to -1.05%00.00%0.00%
-1.05% to 1.26%135111.90%11.90%
1.26% to 3.58%595552.43%64.33%
3.58% to 5.89%259422.84%87.17%
5.89% to 8.21%8407.40%94.57%
8.21% to 10.52%3032.67%97.24%
10.52% to 12.83%1371.21%98.44%
Greater than 12.83%1771.56%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.49%6.66% 89.71%68.27%
±2σ -2.60%9.75% 96.71%95.45%
±3σ -5.68%12.83% 98.44%99.73%
Descriptive Statistics
Mean3.576%
Standard Error0.029%
Median2.857%
Mode1.042%
Standard Deviation3.086%
Sample Variance9.523%
Kurtosis67.76
Skewness5.49
Range69.977%
Minimum0.236%
Maximum70.213%
Count11357
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.576% 11357 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 11.96 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -7.79%870.77%0.77%
-7.79% to -5.84%1221.07%1.84%
-5.84% to -3.88%3242.85%4.69%
-3.88% to -1.93%122810.81%15.51%
-1.93% to 0.02%485242.72%58.23%
0.02% to 1.97%300626.47%84.70%
1.97% to 3.92%117310.33%95.03%
3.92% to 5.87%3563.13%98.16%
5.87% to 7.82%1151.01%99.17%
Greater than 7.82%940.83%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.58%2.62% 79.05%68.27%
±2σ -5.19%5.22% 95.05%95.45%
±3σ -7.79%7.82% 98.41%99.73%
Descriptive Statistics
Mean0.018%
Standard Error0.024%
Median0.000%
Mode0.000%
Standard Deviation2.602%
Sample Variance6.771%
Kurtosis11.96
Skewness0.22
Range61.667%
Minimum-26.667%
Maximum35.000%
Count11357
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.013% 4744 41.77% 0.841%
Negative -1.966% 4756 41.88% -0.823%
Zero 0.000% 1857 16.35% 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 17.12 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%1.33%
-13.05% to -8.61%733.04%4.37%
-8.61% to -4.17%2329.66%14.04%
-4.17% to 0.27%96140.02%54.06%
0.27% to 4.70%78032.49%86.55%
4.70% to 9.14%2148.91%95.46%
9.14% to 13.58%512.12%97.58%
13.58% to 18.02%301.25%98.83%
Greater than 18.02%281.17%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.65%6.18% 81.76%68.27%
±2σ -11.57%12.10% 95.04%95.45%
±3σ -17.49%18.02% 98.42%99.73%
Descriptive Statistics
Mean0.265%
Standard Error0.121%
Median0.000%
Mode0.000%
Standard Deviation5.918%
Sample Variance35.028%
Kurtosis17.12
Skewness1.54
Range101.499%
Minimum-39.594%
Maximum61.905%
Count2401
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.233% 1135 47.27% 2.001%
Negative -3.750% 1111 46.27% -1.735%
Zero 0.000% 155 6.46% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 7.07%
12 1 Quarter 7.54%
52 1 Year 8.59%
156 3 Years 7.29%
260 5 Years 8.43%
520 10 Years 9.33%
1,040 20 Years 9.72%
2,600 50 Years 7.67%
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 36.65 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -13.61%00.00%0.00%
-13.61% to -8.20%00.00%0.00%
-8.20% to -2.78%00.00%0.00%
-2.78% to 2.63%24110.03%10.03%
2.63% to 8.04%132455.12%65.15%
8.04% to 13.45%54822.81%87.97%
13.45% to 18.86%1566.49%94.46%
18.86% to 24.28%672.79%97.25%
24.28% to 29.69%281.17%98.42%
Greater than 29.69%381.58%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.82%15.26% 90.17%68.27%
±2σ -6.39%22.47% 96.63%95.45%
±3σ -13.61%29.69% 98.42%99.73%
Descriptive Statistics
Mean8.040%
Standard Error0.147%
Median6.299%
Mode1.042%
Standard Deviation7.216%
Sample Variance52.071%
Kurtosis36.65
Skewness4.58
Range99.141%
Minimum0.360%
Maximum99.501%
Count2402
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.040% 2402 100.00% 8.040%
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 9.80 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -16.66%180.75%0.75%
-16.66% to -12.47%230.96%1.71%
-12.47% to -8.27%733.04%4.75%
-8.27% to -4.07%24910.37%15.11%
-4.07% to 0.13%91338.01%53.12%
0.13% to 4.32%77932.43%85.55%
4.32% to 8.52%2229.24%94.80%
8.52% to 12.72%803.33%98.13%
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% 80.02%68.27%
±2σ -11.07%11.32% 94.71%95.45%
±3σ -16.66%16.92% 98.33%99.73%
Descriptive Statistics
Mean0.126%
Standard Error0.114%
Median0.000%
Mode0.000%
Standard Deviation5.597%
Sample Variance31.325%
Kurtosis9.80
Skewness0.41
Range90.107%
Minimum-40.588%
Maximum49.519%
Count2402
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.980% 1138 47.38% 1.886%
Negative -3.809% 1110 46.21% -1.760%
Zero 0.000% 154 6.41% 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 16.65 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -37.27%30.54%0.54%
-37.27% to -27.64%00.00%0.54%
-27.64% to -18.02%142.54%3.08%
-18.02% to -8.39%6511.78%14.86%
-8.39% to 1.23%21739.31%54.17%
1.23% to 10.86%17130.98%85.14%
10.86% to 20.48%6010.87%96.01%
20.48% to 30.10%122.17%98.19%
30.10% to 39.73%50.91%99.09%
Greater than 39.73%50.91%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -11.60%14.06% 81.88%68.27%
±2σ -24.43%26.90% 96.38%95.45%
±3σ -37.27%39.73% 98.55%99.73%
Descriptive Statistics
Mean1.231%
Standard Error0.546%
Median0.072%
Mode0.000%
Standard Deviation12.832%
Sample Variance164.667%
Kurtosis16.65
Skewness1.80
Range173.221%
Minimum-70.821%
Maximum102.400%
Count552
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.550% 276 50.00% 4.775%
Negative -7.383% 265 48.01% -3.544%
Zero 0.000% 11 1.99% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 13.90%
12 1 Year 17.89%
36 3 Years 14.57%
60 5 Years 16.96%
120 10 Years 19.19%
240 20 Years 20.57%
600 50 Years 16.26%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 6.40. Further, an Excess Kurtosis of 56.78 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -39.29%00.00%0.00%
-39.29% to -24.84%00.00%0.00%
-24.84% to -10.38%00.00%0.00%
-10.38% to 4.07%142.53%2.53%
4.07% to 18.52%35764.56%67.09%
18.52% to 32.97%13123.69%90.78%
32.97% to 47.42%335.97%96.75%
47.42% to 61.87%81.45%98.19%
61.87% to 76.32%20.36%98.55%
Greater than 76.32%81.45%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -0.75%37.78% 94.03%68.27%
±2σ -20.02%57.05% 97.83%95.45%
±3σ -39.29%76.32% 98.55%99.73%
Descriptive Statistics
Mean18.517%
Standard Error0.819%
Median14.706%
Mode1.042%
Standard Deviation19.268%
Sample Variance371.260%
Kurtosis56.78
Skewness6.40
Range229.166%
Minimum1.042%
Maximum230.208%
Count553
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 18.517% 553 100.00% 18.517%
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 6.80. Further, an Excess Kurtosis of 97.12 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -44.20%20.36%0.36%
-44.20% to -32.95%10.18%0.54%
-32.95% to -21.69%61.08%1.63%
-21.69% to -10.44%549.76%11.39%
-10.44% to 0.82%23442.31%53.71%
0.82% to 12.07%20036.17%89.87%
12.07% to 23.33%417.41%97.29%
23.33% to 34.58%111.99%99.28%
34.58% to 45.84%10.18%99.46%
Greater than 45.84%30.54%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -14.19%15.82% 87.70%68.27%
±2σ -29.20%30.83% 98.55%95.45%
±3σ -44.20%45.84% 99.10%99.73%
Descriptive Statistics
Mean0.816%
Standard Error0.638%
Median0.000%
Mode0.000%
Standard Deviation15.007%
Sample Variance225.219%
Kurtosis97.12
Skewness6.80
Range278.862%
Minimum-51.779%
Maximum227.083%
Count553
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.272% 271 49.01% 4.544%
Negative -7.636% 270 48.83% -3.728%
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 1.87 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -54.84%10.54%0.54%
-54.84% to -40.35%10.54%1.09%
-40.35% to -25.86%52.72%3.80%
-25.86% to -11.38%2915.76%19.57%
-11.38% to 3.11%6635.87%55.43%
3.11% to 17.60%4725.54%80.98%
17.60% to 32.08%2111.41%92.39%
32.08% to 46.57%94.89%97.28%
46.57% to 61.06%31.63%98.91%
Greater than 61.06%21.09%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -16.21%22.43% 70.65%68.27%
±2σ -35.52%41.74% 96.20%95.45%
±3σ -54.84%61.06% 98.37%99.73%
Descriptive Statistics
Mean3.110%
Standard Error1.424%
Median1.963%
Mode0.000%
Standard Deviation19.316%
Sample Variance373.122%
Kurtosis1.87
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 -12.367% 84 45.65% -5.646%
Zero 0.000% 2 1.09% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 24.05%
12 3 Years 23.56%
20 5 Years 28.08%
40 10 Years 34.16%
80 20 Years 35.65%
200 50 Years 28.44%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.80. Further, an Excess Kurtosis of 43.29 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -87.01%00.00%0.00%
-87.01% to -56.17%00.00%0.00%
-56.17% to -25.32%00.00%0.00%
-25.32% to 5.52%10.54%0.54%
5.52% to 36.37%12869.19%69.73%
36.37% to 67.22%4323.24%92.97%
67.22% to 98.06%73.78%96.76%
98.06% to 128.91%21.08%97.84%
128.91% to 159.75%00.00%97.84%
Greater than 159.75%42.16%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.76%77.50% 94.05%68.27%
±2σ -45.89%118.63% 97.84%95.45%
±3σ -87.01%159.75% 97.84%99.73%
Descriptive Statistics
Mean36.370%
Standard Error3.024%
Median25.980%
Mode15.385%
Standard Deviation41.128%
Sample Variance1691.527%
Kurtosis43.29
Skewness5.80
Range405.855%
Minimum5.435%
Maximum411.290%
Count185
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 36.370% 185 100.00% 36.370%
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 2.87. Further, an Excess Kurtosis of 19.72 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -63.95%00.00%0.00%
-63.95% to -47.57%00.00%0.00%
-47.57% to -31.18%52.70%2.70%
-31.18% to -14.79%2815.14%17.84%
-14.79% to 1.59%6937.30%55.14%
1.59% to 17.98%5831.35%86.49%
17.98% to 34.37%147.57%94.05%
34.37% to 50.75%84.32%98.38%
50.75% to 67.14%10.54%98.92%
Greater than 67.14%21.08%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -20.25%23.44% 79.46%68.27%
±2σ -42.10%45.29% 97.84%95.45%
±3σ -63.95%67.14% 98.92%99.73%
Descriptive Statistics
Mean1.594%
Standard Error1.606%
Median0.000%
Mode0.000%
Standard Deviation21.849%
Sample Variance477.398%
Kurtosis19.72
Skewness2.87
Range214.943%
Minimum-43.061%
Maximum171.882%
Count185
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 15.977% 92 49.73% 7.945%
Negative -12.913% 91 49.19% -6.352%
Zero 0.000% 2 1.08% 0.000%