Markets Data Volatility Heatmap Portfolio Calculator

CCBG Deep Analytical Report

Capital City Bank Group, Inc. | Category: Equity Micro Cap | Ann. Div Yield: 2.35% ($1.00) | Last Updated: 2026-02-22 | Data Range: 1997-02-01 → 2026-02-01 (349 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 2.56% 2.40% 2.43% 2.79% 3.08% 5.34% 41.69 44.33 40.42 45.72
Weekly 4.43% 4.66% 4.44% 6.10% 6.78% 11.75% 40.17 46.00 37.54 49.23
Monthly 8.58% 9.66% 8.89% 11.96% 14.11% 24.47% 37.33 49.50 32.42 57.00
Quarterly 13.00% 15.35% 13.06% 19.69% 24.44% 42.38% 33.67 54.89 26.37 70.08
Annual — — — — 48.87% 84.77% 26.37 70.08 16.18 114.25
Option Time Horizon — — — — 18.80% 32.60% 35.62 51.88 29.52 62.61
Calculation Notes: Computed at 2026-02-22T12:57 UTC  |  Reference Contract: Call option expiring 2026-04-17 (54 days)  |  Spot Price (S): $42.99  |  Strike (K): $45.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $2.4500 (Bid $0.1000 / Ask $4.8000)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.35%  |  Binomial IV (Annual): 48.87% (CRR binomial tree, American, n=20 steps)  |  BS IV: 49.47% (European Black-Scholes)  |  Yahoo IV (Annual): 84.77% → 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
2025-12-01 $0.2600
2025-09-08 $0.2600
2025-06-09 $0.2400
2025-03-10 $0.2400
2024-12-09 $0.2300
2024-09-09 $0.2300
2024-06-10 $0.2100
2024-03-08 $0.2100
2023-12-01 $0.2000
2023-09-08 $0.2000
2023-06-02 $0.1800
2023-03-03 $0.1800
2022-12-02 $0.1700
2022-09-09 $0.1700
2022-06-03 $0.1600
2022-03-04 $0.1600
2021-12-03 $0.1600
2021-09-10 $0.1600
2021-06-04 $0.1500
2021-03-05 $0.1500
2020-12-04 $0.1500
2020-09-11 $0.1400
2020-06-05 $0.1400
2020-03-06 $0.1400
2019-12-06 $0.1300
2019-09-06 $0.1300
2019-06-07 $0.1100
2019-03-08 $0.1100
2018-11-30 $0.0900
2018-08-31 $0.0900
2018-06-08 $0.0700
2018-03-02 $0.0700
2017-12-01 $0.0700
2017-08-31 $0.0700
2017-06-01 $0.0500
2017-03-02 $0.0500
2016-12-01 $0.0500
2016-09-01 $0.0400
2016-06-02 $0.0400
2016-03-03 $0.0400
2015-12-03 $0.0400
2015-09-03 $0.0300
2015-06-04 $0.0300
2015-03-05 $0.0300
2014-12-04 $0.0300
2014-09-04 $0.0200
2014-06-05 $0.0200
2014-03-06 $0.0200
2011-09-07 $0.1000
2011-06-08 $0.1000
2011-03-03 $0.1000
2010-12-02 $0.1000
2010-09-09 $0.1000
2010-06-03 $0.1000
2010-03-04 $0.1900
2009-12-03 $0.1900
2009-09-03 $0.1900
2009-06-04 $0.1900
2009-03-05 $0.1900
2008-12-04 $0.1900
2008-09-04 $0.1850
2008-06-05 $0.1850
2008-03-07 $0.1850
2007-12-04 $0.1850
2007-08-30 $0.1750
2007-05-31 $0.1750
2007-03-01 $0.1750
2006-11-30 $0.1750
2006-08-31 $0.1630
2006-06-01 $0.1630
2006-03-02 $0.1630
2005-12-01 $0.1630
2005-09-01 $0.1520
2005-06-02 $0.1520
2005-03-03 $0.1520
2004-12-02 $0.1520
2004-09-01 $0.1440
2004-06-03 $0.1440
2004-03-04 $0.1440
2003-12-04 $0.1440
2003-09-04 $0.1360
2003-06-11 $0.1088
2003-03-06 $0.1088
2002-11-29 $0.1088
2002-09-05 $0.0979
2002-06-06 $0.0979
2002-03-07 $0.0979
2001-11-29 $0.0979
2001-09-06 $0.0947
2001-06-07 $0.0947
2001-03-09 $0.0947
2000-11-30 $0.0947
2000-08-31 $0.0851
2000-06-01 $0.0851
2000-03-02 $0.0851
1999-12-02 $0.0851
1999-09-09 $0.0768
1999-06-10 $0.0768
1999-03-11 $0.0704
1998-12-10 $0.0704
1998-09-10 $0.0704
1998-06-11 $0.0704
1998-03-12 $0.0704
1997-12-11 $0.0704
1997-09-12 $0.0640
1997-06-12 $0.0640
1997-04-02 $0.0640
1997-03-12 $0.0640
1996-12-12 $0.0640
1996-09-12 $0.0576
1996-06-10 $0.0576
1996-03-13 $0.0576
1995-06-14 $0.0235
1994-12-12 $0.1707
1994-07-05 $0.0235
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.60. Further, an Excess Kurtosis of 11.27 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -7.62%450.65%0.65%
-7.62% to -5.70%771.11%1.76%
-5.70% to -3.78%2223.20%4.96%
-3.78% to -1.86%75610.89%15.85%
-1.86% to 0.06%246235.48%51.33%
0.06% to 1.98%230033.15%84.48%
1.98% to 3.90%72410.43%94.91%
3.90% to 5.82%2293.30%98.21%
5.82% to 7.74%600.86%99.08%
Greater than 7.74%640.92%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.50%2.62% 79.22%68.27%
±2σ -5.06%5.18% 95.03%95.45%
±3σ -7.62%7.74% 98.43%99.73%
Descriptive Statistics
Mean0.060%
Standard Error0.031%
Median0.000%
Mode0.000%
Standard Deviation2.559%
Sample Variance6.548%
Kurtosis11.27
Skewness0.60
Range57.136%
Minimum-25.134%
Maximum32.002%
Count6939
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.799% 3428 49.40% 0.889%
Negative -1.740% 3305 47.63% -0.829%
Zero 0.000% 206 2.97% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 1.95%
20 1 Month 3.10%
60 1 Quarter 2.73%
250 1 Year 2.71%
750 3 Years 2.86%
1,250 5 Years 2.79%
2,500 10 Years 3.10%
5,000 20 Years 3.44%
12,500 50 Years 3.35%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.66. Further, an Excess Kurtosis of 27.87 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -3.98%00.00%0.00%
-3.98% to -2.18%00.00%0.00%
-2.18% to -0.37%00.00%0.00%
-0.37% to 1.43%98214.15%14.15%
1.43% to 3.23%344649.65%63.80%
3.23% to 5.04%152822.02%85.82%
5.04% to 6.84%5347.69%93.52%
6.84% to 8.64%2283.29%96.80%
8.64% to 10.45%1101.59%98.39%
Greater than 10.45%1121.61%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.83%5.64% 85.45%68.27%
±2σ -1.57%8.04% 96.05%95.45%
±3σ -3.98%10.45% 98.39%99.73%
Descriptive Statistics
Mean3.233%
Standard Error0.029%
Median2.663%
Mode2.041%
Standard Deviation2.404%
Sample Variance5.777%
Kurtosis27.87
Skewness3.66
Range36.802%
Minimum0.040%
Maximum36.842%
Count6940
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.233% 6940 100.00% 3.233%
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 0.17. Further, an Excess Kurtosis of 10.71 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -7.30%470.68%0.68%
-7.30% to -5.47%660.95%1.63%
-5.47% to -3.65%2333.36%4.99%
-3.65% to -1.83%79711.48%16.47%
-1.83% to -0.01%229333.04%49.51%
-0.01% to 1.82%236234.03%83.54%
1.82% to 3.64%80511.60%95.14%
3.64% to 5.46%2083.00%98.14%
5.46% to 7.28%701.01%99.15%
Greater than 7.28%590.85%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.44%2.42% 77.97%68.27%
±2σ -4.87%4.85% 95.37%95.45%
±3σ -7.30%7.28% 98.47%99.73%
Descriptive Statistics
Mean-0.006%
Standard Error0.029%
Median0.000%
Mode0.000%
Standard Deviation2.430%
Sample Variance5.903%
Kurtosis10.71
Skewness0.17
Range55.114%
Minimum-26.748%
Maximum28.366%
Count6940
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.734% 3296 47.49% 0.824%
Negative -1.676% 3436 49.51% -0.830%
Zero 0.000% 208 3.00% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.15. Further, an Excess Kurtosis of 2.29 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -13.07%120.79%0.79%
-13.07% to -9.75%80.53%1.32%
-9.75% to -6.42%533.51%4.83%
-6.42% to -3.10%20313.43%18.27%
-3.10% to 0.22%53135.14%53.41%
0.22% to 3.55%43228.59%82.00%
3.55% to 6.87%17511.58%93.58%
6.87% to 10.19%573.77%97.35%
10.19% to 13.52%291.92%99.27%
Greater than 13.52%110.73%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.21%4.66% 74.59%68.27%
±2σ -8.64%9.09% 94.44%95.45%
±3σ -13.07%13.52% 98.48%99.73%
Descriptive Statistics
Mean0.224%
Standard Error0.114%
Median0.000%
Mode0.000%
Standard Deviation4.431%
Sample Variance19.635%
Kurtosis2.29
Skewness0.15
Range43.655%
Minimum-20.770%
Maximum22.885%
Count1511
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.499% 746 49.37% 1.727%
Negative -3.096% 734 48.58% -1.504%
Zero 0.000% 31 2.05% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 6.49%
12 1 Quarter 6.25%
52 1 Year 6.01%
156 3 Years 6.36%
260 5 Years 6.10%
520 10 Years 6.72%
1,040 20 Years 7.32%
2,600 50 Years 7.00%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.82. Further, an Excess Kurtosis of 13.41 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.74%00.00%0.00%
-6.74% to -3.25%00.00%0.00%
-3.25% to 0.24%00.00%0.00%
0.24% to 3.73%22514.88%14.88%
3.73% to 7.23%74649.34%64.22%
7.23% to 10.72%31720.97%85.19%
10.72% to 14.21%1238.13%93.32%
14.21% to 17.70%523.44%96.76%
17.70% to 21.20%221.46%98.21%
Greater than 21.20%271.79%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 2.57%11.88% 84.79%68.27%
±2σ -2.09%16.54% 95.97%95.45%
±3σ -6.74%21.20% 98.21%99.73%
Descriptive Statistics
Mean7.227%
Standard Error0.120%
Median6.076%
Mode5.556%
Standard Deviation4.657%
Sample Variance21.686%
Kurtosis13.41
Skewness2.82
Range46.383%
Minimum0.328%
Maximum46.711%
Count1512
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.227% 1512 100.00% 7.227%
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 0.44. Further, an Excess Kurtosis of 3.55 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -13.37%60.40%0.40%
-13.37% to -10.04%191.26%1.65%
-10.04% to -6.71%573.77%5.42%
-6.71% to -3.38%18912.50%17.92%
-3.38% to -0.05%48532.08%50.00%
-0.05% to 3.28%48031.75%81.75%
3.28% to 6.61%19612.96%94.71%
6.61% to 9.94%523.44%98.15%
9.94% to 13.27%161.06%99.21%
Greater than 13.27%120.79%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.49%4.39% 74.87%68.27%
±2σ -8.93%8.83% 94.58%95.45%
±3σ -13.37%13.27% 98.81%99.73%
Descriptive Statistics
Mean-0.051%
Standard Error0.114%
Median-0.055%
Mode0.000%
Standard Deviation4.441%
Sample Variance19.719%
Kurtosis3.55
Skewness0.44
Range47.151%
Minimum-21.266%
Maximum25.885%
Count1512
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.313% 720 47.62% 1.578%
Negative -3.231% 762 50.40% -1.628%
Zero 0.000% 30 1.98% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.02. Further, an Excess Kurtosis of 2.74 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -24.85%10.29%0.29%
-24.85% to -18.42%61.72%2.01%
-18.42% to -11.98%92.59%4.60%
-11.98% to -5.55%5014.37%18.97%
-5.55% to 0.88%11131.90%50.86%
0.88% to 7.32%10730.75%81.61%
7.32% to 13.75%4412.64%94.25%
13.75% to 20.19%113.16%97.41%
20.19% to 26.62%61.72%99.14%
Greater than 26.62%30.86%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.70%9.46% 76.15%68.27%
±2σ -16.27%18.04% 93.68%95.45%
±3σ -24.85%26.62% 98.85%99.73%
Descriptive Statistics
Mean0.884%
Standard Error0.460%
Median0.652%
Mode0.000%
Standard Deviation8.579%
Sample Variance73.604%
Kurtosis2.74
Skewness-0.02
Range72.428%
Minimum-41.189%
Maximum31.239%
Count348
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 6.388% 193 55.46% 3.543%
Negative -6.086% 152 43.68% -2.658%
Zero 0.000% 3 0.86% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 13.39%
12 1 Year 11.40%
36 3 Years 12.72%
60 5 Years 11.96%
120 10 Years 13.60%
240 20 Years 14.34%
600 50 Years 13.74%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.94. Further, an Excess Kurtosis of 12.69 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -13.88%00.00%0.00%
-13.88% to -6.63%00.00%0.00%
-6.63% to 0.62%00.00%0.00%
0.62% to 7.86%4713.47%13.47%
7.86% to 15.11%18553.01%66.48%
15.11% to 22.36%7320.92%87.39%
22.36% to 29.60%216.02%93.41%
29.60% to 36.85%133.72%97.13%
36.85% to 44.10%30.86%97.99%
Greater than 44.10%72.01%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 5.45%24.77% 84.81%68.27%
±2σ -4.21%34.44% 96.56%95.45%
±3σ -13.88%44.10% 97.99%99.73%
Descriptive Statistics
Mean15.111%
Standard Error0.517%
Median12.648%
Mode4.202%
Standard Deviation9.662%
Sample Variance93.349%
Kurtosis12.69
Skewness2.94
Range74.932%
Minimum1.429%
Maximum76.361%
Count349
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 15.111% 349 100.00% 15.111%
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 1.81. Further, an Excess Kurtosis of 12.03 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -26.69%00.00%0.00%
-26.69% to -20.02%30.86%0.86%
-20.02% to -13.35%113.15%4.01%
-13.35% to -6.68%4412.61%16.62%
-6.68% to -0.01%12836.68%53.30%
-0.01% to 6.66%11432.66%85.96%
6.66% to 13.33%318.88%94.84%
13.33% to 20.00%72.01%96.85%
20.00% to 26.66%72.01%98.85%
Greater than 26.66%41.15%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -8.90%8.88% 79.66%68.27%
±2σ -17.80%17.77% 94.56%95.45%
±3σ -26.69%26.66% 98.85%99.73%
Descriptive Statistics
Mean-0.012%
Standard Error0.476%
Median-0.619%
Mode0.000%
Standard Deviation8.892%
Sample Variance79.064%
Kurtosis12.03
Skewness1.81
Range95.740%
Minimum-25.266%
Maximum70.474%
Count349
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 6.713% 156 44.70% 3.001%
Negative -5.652% 186 53.30% -3.012%
Zero 0.000% 7 2.01% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.47. Further, an Excess Kurtosis of 2.30 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -36.64%10.86%0.86%
-36.64% to -26.89%00.00%0.86%
-26.89% to -17.14%32.59%3.45%
-17.14% to -7.38%2017.24%20.69%
-7.38% to 2.37%3933.62%54.31%
2.37% to 12.12%3328.45%82.76%
12.12% to 21.88%1210.34%93.10%
21.88% to 31.63%43.45%96.55%
31.63% to 41.38%32.59%99.14%
Greater than 41.38%10.86%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -10.63%15.37% 77.59%68.27%
±2σ -23.64%28.38% 94.83%95.45%
±3σ -36.64%41.38% 98.28%99.73%
Descriptive Statistics
Mean2.369%
Standard Error1.207%
Median0.746%
Mode-42.363%
Standard Deviation13.004%
Sample Variance169.109%
Kurtosis2.30
Skewness0.47
Range91.309%
Minimum-42.363%
Maximum48.946%
Count116
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 10.858% 63 54.31% 5.897%
Negative -7.723% 53 45.69% -3.529%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 15.91%
12 3 Years 19.61%
20 5 Years 19.69%
40 10 Years 22.29%
80 20 Years 23.47%
200 50 Years 22.84%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.19. Further, an Excess Kurtosis of 6.01 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -19.73%00.00%0.00%
-19.73% to -8.22%00.00%0.00%
-8.22% to 3.29%00.00%0.00%
3.29% to 14.80%1512.82%12.82%
14.80% to 26.32%6353.85%66.67%
26.32% to 37.83%2319.66%86.32%
37.83% to 49.34%65.13%91.45%
49.34% to 60.85%43.42%94.87%
60.85% to 72.36%32.56%97.44%
Greater than 72.36%32.56%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 10.97%41.67% 85.47%68.27%
±2σ -4.38%57.02% 94.87%95.45%
±3σ -19.73%72.36% 97.44%99.73%
Descriptive Statistics
Mean26.317%
Standard Error1.419%
Median21.581%
Mode5.839%
Standard Deviation15.349%
Sample Variance235.587%
Kurtosis6.01
Skewness2.19
Range90.061%
Minimum5.839%
Maximum95.900%
Count117
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 26.317% 117 100.00% 26.317%
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 1.55. Further, an Excess Kurtosis of 8.15 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -39.44%00.00%0.00%
-39.44% to -29.64%10.85%0.85%
-29.64% to -19.85%43.42%4.27%
-19.85% to -10.05%1512.82%17.09%
-10.05% to -0.26%4034.19%51.28%
-0.26% to 9.54%3832.48%83.76%
9.54% to 19.33%1411.97%95.73%
19.33% to 29.12%21.71%97.44%
29.12% to 38.92%21.71%99.15%
Greater than 38.92%10.85%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -13.32%12.80% 76.92%68.27%
±2σ -26.38%25.86% 94.02%95.45%
±3σ -39.44%38.92% 99.15%99.73%
Descriptive Statistics
Mean-0.258%
Standard Error1.207%
Median-0.797%
Mode-31.495%
Standard Deviation13.059%
Sample Variance170.549%
Kurtosis8.15
Skewness1.55
Range104.778%
Minimum-31.495%
Maximum73.283%
Count117
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.449% 54 46.15% 4.361%
Negative -8.716% 62 52.99% -4.619%
Zero 0.000% 1 0.85% 0.000%