Markets Data Volatility Heatmap Portfolio Calculator

CF Deep Analytical Report

CF Industries Holdings, Inc. | Category: Equity Large Cap | Ann. Div Yield: 2.01% ($2.00) | Last Updated: 2026-02-22 | Data Range: 2005-08-01 → 2026-02-01 (247 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 2.80% 2.40% 2.48% 3.40% 2.50% 2.71% 94.78 99.64 92.45 102.15
Weekly 6.03% 6.46% 6.21% 7.64% 5.50% 5.97% 91.98 102.67 87.07 108.47
Monthly 11.61% 14.59% 11.84% 16.17% 11.44% 12.43% 86.68 108.96 77.31 122.16
Quarterly 20.95% 40.13% 25.53% 27.54% 19.81% 21.53% 79.71 118.47 65.39 144.44
Annual — — — — 39.63% 43.05% 65.39 144.44 43.99 214.67
Option Time Horizon — — — — 18.78% 20.41% 80.54 117.26 66.75 141.49
Calculation Notes: Computed at 2026-02-22T12:57 UTC  |  Reference Contract: Call option expiring 2026-05-15 (82 days)  |  Spot Price (S): $97.18  |  Strike (K): $97.50 (first OTM call ≥ spot)  |  Observed Mid-Price: $7.2000 (Bid $6.6000 / Ask $7.8000)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.01%  |  Binomial IV (Annual): 39.63% (CRR binomial tree, American, n=20 steps)  |  BS IV: 39.28% (European Black-Scholes)  |  Yahoo IV (Annual): 43.05% → 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 $0.5000
2025-11-14 $0.5000
2025-08-15 $0.5000
2025-05-15 $0.5000
2025-02-14 $0.5000
2024-11-15 $0.5000
2024-08-15 $0.5000
2024-05-14 $0.5000
2024-02-14 $0.5000
2023-11-14 $0.4000
2023-08-14 $0.4000
2023-05-12 $0.4000
2023-02-14 $0.4000
2022-11-14 $0.4000
2022-08-12 $0.4000
2022-05-13 $0.4000
2022-02-14 $0.3000
2021-11-12 $0.3000
2021-08-13 $0.3000
2021-05-14 $0.3000
2021-02-12 $0.3000
2020-11-13 $0.3000
2020-08-14 $0.3000
2020-05-14 $0.3000
2020-02-13 $0.3000
2019-11-14 $0.3000
2019-08-14 $0.3000
2019-05-14 $0.3000
2019-02-14 $0.3000
2018-11-14 $0.3000
2018-08-14 $0.3000
2018-05-14 $0.3000
2018-02-15 $0.3000
2017-11-14 $0.3000
2017-08-11 $0.3000
2017-05-11 $0.3000
2017-02-15 $0.3000
2016-11-10 $0.3000
2016-08-11 $0.3000
2016-05-11 $0.3000
2016-02-10 $0.3000
2015-11-12 $0.3000
2015-08-12 $0.3000
2015-05-13 $0.3000
2015-02-12 $0.3000
2014-11-12 $0.3000
2014-08-14 $0.3000
2014-05-14 $0.2000
2014-02-12 $0.2000
2013-11-13 $0.2000
2013-08-14 $0.0800
2013-05-15 $0.0800
2013-02-14 $0.0800
2012-11-14 $0.0800
2012-08-10 $0.0800
2012-05-11 $0.0800
2012-02-10 $0.0800
2011-11-09 $0.0800
2011-08-11 $0.0800
2011-05-12 $0.0200
2011-02-10 $0.0200
2010-11-10 $0.0200
2010-08-11 $0.0200
2010-05-12 $0.0200
2010-02-18 $0.0200
2009-11-12 $0.0200
2009-08-12 $0.0200
2009-05-12 $0.0200
2009-02-12 $0.0200
2008-11-12 $0.0200
2008-08-13 $0.0200
2008-05-13 $0.0200
2008-02-20 $0.0200
2007-11-13 $0.0040
2007-08-13 $0.0040
2007-05-10 $0.0040
2007-02-15 $0.0040
2006-11-09 $0.0040
2006-08-10 $0.0040
2006-05-11 $0.0040
2006-03-02 $0.0040
2005-11-09 $0.0040
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.40. Further, an Excess Kurtosis of 8.63 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.30%450.87%0.87%
-8.30% to -6.19%571.10%1.98%
-6.19% to -4.09%1412.73%4.71%
-4.09% to -1.99%62512.11%16.81%
-1.99% to 0.11%171233.16%49.97%
0.11% to 2.21%171133.14%83.11%
2.21% to 4.32%60811.78%94.89%
4.32% to 6.42%1763.41%98.30%
6.42% to 8.52%490.95%99.24%
Greater than 8.52%390.76%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.69%2.92% 76.87%68.27%
±2σ -5.49%5.72% 95.14%95.45%
±3σ -8.30%8.52% 98.37%99.73%
Descriptive Statistics
Mean0.113%
Standard Error0.039%
Median0.116%
Mode0.000%
Standard Deviation2.803%
Sample Variance7.859%
Kurtosis8.63
Skewness-0.40
Range54.258%
Minimum-34.567%
Maximum19.691%
Count5163
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.997% 2679 51.89% 1.036%
Negative -1.932% 2467 47.78% -0.923%
Zero 0.000% 17 0.33% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 4.82%
20 1 Month 3.52%
60 1 Quarter 3.03%
250 1 Year 2.95%
750 3 Years 2.83%
1,250 5 Years 3.40%
2,500 10 Years 3.54%
5,000 20 Years 3.78%
12,500 50 Years 3.76%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.54. Further, an Excess Kurtosis of 28.64 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -3.56%00.00%0.00%
-3.56% to -1.77%00.00%0.00%
-1.77% to 0.03%00.00%0.00%
0.03% to 1.83%78115.12%15.12%
1.83% to 3.63%247847.99%63.11%
3.63% to 5.42%120623.35%86.46%
5.42% to 7.22%3536.84%93.30%
7.22% to 9.02%1713.31%96.61%
9.02% to 10.82%761.47%98.08%
Greater than 10.82%991.92%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.23%6.02% 86.75%68.27%
±2σ -1.17%8.42% 95.86%95.45%
±3σ -3.56%10.82% 98.08%99.73%
Descriptive Statistics
Mean3.626%
Standard Error0.033%
Median3.026%
Mode2.174%
Standard Deviation2.397%
Sample Variance5.745%
Kurtosis28.64
Skewness3.54
Range44.053%
Minimum0.644%
Maximum44.697%
Count5164
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.626% 5164 100.00% 3.626%
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 0.70. Further, an Excess Kurtosis of 11.17 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -7.41%380.74%0.74%
-7.41% to -5.55%440.85%1.59%
-5.55% to -3.69%1753.39%4.98%
-3.69% to -1.83%62712.14%17.12%
-1.83% to 0.03%177834.43%51.55%
0.03% to 1.89%162231.41%82.96%
1.89% to 3.75%60311.68%94.64%
3.75% to 5.61%1803.49%98.12%
5.61% to 7.47%541.05%99.17%
Greater than 7.47%430.83%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.45%2.51% 78.06%68.27%
±2σ -4.93%4.99% 95.22%95.45%
±3σ -7.41%7.47% 98.43%99.73%
Descriptive Statistics
Mean0.027%
Standard Error0.035%
Median-0.039%
Mode0.000%
Standard Deviation2.480%
Sample Variance6.151%
Kurtosis11.17
Skewness0.70
Range50.728%
Minimum-16.262%
Maximum34.466%
Count5164
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.796% 2525 48.90% 0.878%
Negative -1.677% 2621 50.76% -0.851%
Zero 0.000% 18 0.35% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.11. Further, an Excess Kurtosis of 4.80 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -17.55%100.93%0.93%
-17.55% to -13.03%100.93%1.87%
-13.03% to -8.51%312.89%4.76%
-8.51% to -3.99%13412.51%17.27%
-3.99% to 0.53%34732.40%49.67%
0.53% to 5.05%35933.52%83.19%
5.05% to 9.57%12211.39%94.58%
9.57% to 14.09%373.45%98.04%
14.09% to 18.61%131.21%99.25%
Greater than 18.61%80.75%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.50%6.56% 77.40%68.27%
±2σ -11.52%12.59% 95.05%95.45%
±3σ -17.55%18.61% 98.32%99.73%
Descriptive Statistics
Mean0.531%
Standard Error0.184%
Median0.539%
Mode1.484%
Standard Deviation6.028%
Sample Variance36.334%
Kurtosis4.80
Skewness-0.11
Range74.062%
Minimum-35.565%
Maximum38.497%
Count1071
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.350% 597 55.74% 2.425%
Negative -4.296% 472 44.07% -1.893%
Zero 0.000% 2 0.19% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 8.14%
12 1 Quarter 6.73%
52 1 Year 6.50%
156 3 Years 6.43%
260 5 Years 7.64%
520 10 Years 8.07%
1,040 20 Years 8.70%
2,600 50 Years 8.66%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.51. Further, an Excess Kurtosis of 42.03 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -10.26%00.00%0.00%
-10.26% to -5.41%00.00%0.00%
-5.41% to -0.57%00.00%0.00%
-0.57% to 4.27%13512.59%12.59%
4.27% to 9.11%55551.77%64.37%
9.11% to 13.96%24122.48%86.85%
13.96% to 18.80%837.74%94.59%
18.80% to 23.64%252.33%96.92%
23.64% to 28.48%161.49%98.41%
Greater than 28.48%171.59%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 2.66%15.57% 88.15%68.27%
±2σ -3.80%22.02% 96.27%95.45%
±3σ -10.26%28.48% 98.41%99.73%
Descriptive Statistics
Mean9.113%
Standard Error0.197%
Median7.495%
Mode3.815%
Standard Deviation6.456%
Sample Variance41.677%
Kurtosis42.03
Skewness4.51
Range97.070%
Minimum1.678%
Maximum98.748%
Count1072
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.113% 1072 100.00% 9.113%
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 1.67. Further, an Excess Kurtosis of 11.91 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -18.68%30.28%0.28%
-18.68% to -14.02%80.75%1.03%
-14.02% to -9.37%343.17%4.20%
-9.37% to -4.71%13312.41%16.60%
-4.71% to -0.05%39837.13%53.73%
-0.05% to 4.61%32230.04%83.77%
4.61% to 9.26%11811.01%94.78%
9.26% to 13.92%343.17%97.95%
13.92% to 18.58%100.93%98.88%
Greater than 18.58%121.12%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.26%6.16% 79.10%68.27%
±2σ -12.47%12.37% 95.06%95.45%
±3σ -18.68%18.58% 98.60%99.73%
Descriptive Statistics
Mean-0.052%
Standard Error0.190%
Median-0.456%
Mode-12.896%
Standard Deviation6.210%
Sample Variance38.562%
Kurtosis11.91
Skewness1.67
Range80.324%
Minimum-22.595%
Maximum57.729%
Count1072
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.621% 488 45.52% 2.104%
Negative -3.964% 583 54.38% -2.156%
Zero 0.000% 1 0.09% 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 1.17 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -32.62%10.41%0.41%
-32.62% to -23.91%41.63%2.03%
-23.91% to -15.21%83.25%5.28%
-15.21% to -6.50%3915.85%21.14%
-6.50% to 2.21%7028.46%49.59%
2.21% to 10.91%7530.49%80.08%
10.91% to 19.62%3213.01%93.09%
19.62% to 28.33%124.88%97.97%
28.33% to 37.03%41.63%99.59%
Greater than 37.03%10.41%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -9.40%13.81% 74.39%68.27%
±2σ -21.01%25.42% 93.50%95.45%
±3σ -32.62%37.03% 99.19%99.73%
Descriptive Statistics
Mean2.206%
Standard Error0.740%
Median2.238%
Mode4.793%
Standard Deviation11.609%
Sample Variance134.777%
Kurtosis1.17
Skewness0.02
Range77.122%
Minimum-39.987%
Maximum37.135%
Count246
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.501% 144 58.54% 5.562%
Negative -8.093% 102 41.46% -3.356%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 16.66%
12 1 Year 14.52%
36 3 Years 14.16%
60 5 Years 16.17%
120 10 Years 17.34%
240 20 Years 18.65%
600 50 Years 18.59%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.12. Further, an Excess Kurtosis of 27.12 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -22.65%00.00%0.00%
-22.65% to -11.70%00.00%0.00%
-11.70% to -0.76%00.00%0.00%
-0.76% to 10.18%2510.12%10.12%
10.18% to 21.12%13153.04%63.16%
21.12% to 32.07%6325.51%88.66%
32.07% to 43.01%156.07%94.74%
43.01% to 53.95%72.83%97.57%
53.95% to 64.89%20.81%98.38%
Greater than 64.89%41.62%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 6.53%35.71% 90.69%68.27%
±2σ -8.06%50.30% 96.36%95.45%
±3σ -22.65%64.89% 98.38%99.73%
Descriptive Statistics
Mean21.123%
Standard Error0.928%
Median17.404%
Mode16.460%
Standard Deviation14.590%
Sample Variance212.876%
Kurtosis27.12
Skewness4.12
Range142.818%
Minimum5.472%
Maximum148.290%
Count247
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 21.123% 247 100.00% 21.123%
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 1.20. Further, an Excess Kurtosis of 4.15 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -35.96%00.00%0.00%
-35.96% to -27.08%10.40%0.40%
-27.08% to -18.20%93.64%4.05%
-18.20% to -9.32%3514.17%18.22%
-9.32% to -0.44%9438.06%56.28%
-0.44% to 8.44%6626.72%83.00%
8.44% to 17.32%2811.34%94.33%
17.32% to 26.20%83.24%97.57%
26.20% to 35.08%20.81%98.38%
Greater than 35.08%41.62%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -12.28%11.40% 76.92%68.27%
±2σ -24.12%23.24% 95.14%95.45%
±3σ -35.96%35.08% 98.38%99.73%
Descriptive Statistics
Mean-0.438%
Standard Error0.753%
Median-2.153%
Mode-8.138%
Standard Deviation11.840%
Sample Variance140.182%
Kurtosis4.15
Skewness1.20
Range89.112%
Minimum-28.463%
Maximum60.649%
Count247
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.981% 102 41.30% 4.122%
Negative -7.821% 144 58.30% -4.560%
Zero 0.000% 1 0.41% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.01. Further, an Excess Kurtosis of 1.23 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -55.72%11.22%1.22%
-55.72% to -40.01%11.22%2.44%
-40.01% to -24.29%33.66%6.10%
-24.29% to -8.58%1012.20%18.29%
-8.58% to 7.13%2631.71%50.00%
7.13% to 22.84%2935.37%85.37%
22.84% to 38.55%44.88%90.24%
38.55% to 54.26%89.76%100.00%
54.26% to 69.97%00.00%100.00%
Greater than 69.97%00.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -13.82%28.08% 75.61%68.27%
±2σ -34.77%49.02% 91.46%95.45%
±3σ -55.72%69.97% 98.78%99.73%
Descriptive Statistics
Mean7.128%
Standard Error2.313%
Median7.116%
Mode-60.699%
Standard Deviation20.948%
Sample Variance438.824%
Kurtosis1.23
Skewness0.01
Range114.731%
Minimum-60.699%
Maximum54.032%
Count82
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 17.602% 55 67.07% 11.806%
Negative -14.209% 27 32.93% -4.679%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 22.86%
12 3 Years 21.87%
20 5 Years 27.54%
40 10 Years 30.23%
80 20 Years 33.31%
200 50 Years 33.07%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.58. Further, an Excess Kurtosis of 40.14 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -78.07%00.00%0.00%
-78.07% to -47.98%00.00%0.00%
-47.98% to -17.88%00.00%0.00%
-17.88% to 12.21%11.20%1.20%
12.21% to 42.31%5363.86%65.06%
42.31% to 72.40%2226.51%91.57%
72.40% to 102.50%33.61%95.18%
102.50% to 132.59%33.61%98.80%
132.59% to 162.69%00.00%98.80%
Greater than 162.69%11.20%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 2.18%82.43% 95.18%68.27%
±2σ -37.94%122.56% 98.80%95.45%
±3σ -78.07%162.69% 98.80%99.73%
Descriptive Statistics
Mean42.308%
Standard Error4.404%
Median33.710%
Mode10.245%
Standard Deviation40.126%
Sample Variance1610.066%
Kurtosis40.14
Skewness5.58
Range335.260%
Minimum10.245%
Maximum345.505%
Count83
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 42.308% 83 100.00% 42.308%
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 3.28. Further, an Excess Kurtosis of 17.87 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -77.92%00.00%0.00%
-77.92% to -58.77%00.00%0.00%
-58.77% to -39.63%00.00%0.00%
-39.63% to -20.48%1012.05%12.05%
-20.48% to -1.33%4554.22%66.27%
-1.33% to 17.81%2024.10%90.36%
17.81% to 36.96%56.02%96.39%
36.96% to 56.10%11.20%97.59%
56.10% to 75.25%11.20%98.80%
Greater than 75.25%11.20%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -26.86%24.19% 80.72%68.27%
±2σ -52.39%49.72% 97.59%95.45%
±3σ -77.92%75.25% 98.80%99.73%
Descriptive Statistics
Mean-1.335%
Standard Error2.802%
Median-5.865%
Mode-36.128%
Standard Deviation25.529%
Sample Variance651.709%
Kurtosis17.87
Skewness3.28
Range193.395%
Minimum-36.128%
Maximum157.267%
Count83
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 21.998% 28 33.73% 7.421%
Negative -13.214% 55 66.27% -8.756%
Zero 0.000% 0 0.00% 0.000%