Markets Data Volatility Heatmap Portfolio Calculator

CLF Deep Analytical Report

Cleveland-Cliffs Inc. | Category: Equity Mid Cap | Last Updated: 2026-03-24 | Data Range: 1973-02-01 → 2026-03-01 (638 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 3.20% 3.13% 2.74% 5.01% 4.79% 4.77% 7.68 8.45 7.32 8.86
Weekly 7.17% 8.21% 7.18% 12.04% 10.54% 10.51% 7.25 8.95 6.52 9.95
Monthly 14.29% 19.06% 15.05% 25.42% 21.95% 21.88% 6.47 10.03 5.19 12.49
Quarterly 28.00% 48.19% 32.40% 46.60% 38.01% 37.89% 5.51 11.78 3.77 17.23
Annual — — — — 76.03% 75.78% 3.77 17.23 1.76 36.85
Option Time Horizon — — — — 28.70% 28.60% 6.05 10.73 4.54 14.30
Calculation Notes: Computed at 2026-03-23T16:35 UTC  |  Reference Contract: Call option expiring 2026-05-15 (52 days)  |  Spot Price (S): $8.06  |  Strike (K): $9.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $0.5850 (Bid $0.5600 / Ask $0.6100)  |  Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 0.00%  |  Binomial IV (Annual): 76.03% (CRR binomial tree, American, n=20 steps)  |  BS IV: 75.94% (European Black-Scholes)  |  Yahoo IV (Annual): 75.78% → 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
2020-04-02 $0.0600
2020-01-02 $0.0600
2019-10-03 $0.1000
2019-07-03 $0.0600
2019-04-04 $0.0500
2019-01-03 $0.0500
2014-11-12 $0.1500
2014-08-13 $0.1500
2014-05-21 $0.1500
2014-02-19 $0.1500
2013-11-20 $0.1500
2013-08-13 $0.1500
2013-05-15 $0.1500
2013-02-20 $0.1500
2012-11-20 $0.6250
2012-08-13 $0.6250
2012-04-25 $0.6250
2012-02-13 $0.2800
2011-11-16 $0.2800
2011-08-11 $0.2800
2011-04-27 $0.1400
2011-02-11 $0.1400
2010-11-17 $0.1400
2010-08-11 $0.1400
2010-05-12 $0.1400
2010-02-11 $0.0880
2009-11-18 $0.0880
2009-08-12 $0.0400
2009-05-20 $0.0400
2009-02-12 $0.0880
2008-11-12 $0.0880
2008-08-13 $0.0880
2008-05-21 $0.0440
2008-02-13 $0.0875
2007-11-20 $0.0625
2007-08-13 $0.0625
2007-05-16 $0.0625
2007-02-13 $0.0625
2006-11-21 $0.0625
2006-08-11 $0.0315
2006-05-17 $0.0625
2006-02-13 $0.0500
2005-11-10 $0.0500
2005-08-10 $0.0500
2005-05-18 $0.0250
2005-02-16 $0.0250
2004-11-17 $0.0250
2001-11-20 $0.0125
2001-08-14 $0.0125
2001-05-16 $0.0125
2001-02-09 $0.0125
2000-11-21 $0.0469
2000-08-10 $0.0469
2000-05-17 $0.0469
2000-02-14 $0.0469
1999-11-17 $0.0469
1999-08-11 $0.0469
1999-05-18 $0.0469
1999-02-12 $0.0469
1998-11-18 $0.0469
1998-08-11 $0.0469
1998-05-20 $0.0469
1998-02-13 $0.0406
1997-11-19 $0.0406
1997-08-08 $0.0406
1997-05-21 $0.0406
1997-02-18 $0.0406
1996-12-10 $0.0406
1996-08-16 $0.0406
1996-05-23 $0.0406
1996-02-14 $0.0406
1995-12-08 $0.0406
1995-08-16 $0.0406
1995-05-17 $0.0406
1995-02-13 $0.0406
1994-12-06 $0.0406
1994-08-15 $0.0375
1994-02-14 $0.0375
1993-12-07 $0.0375
1993-08-16 $0.0375
1993-07-14 $0.3357
1993-05-19 $0.0375
1993-02-16 $0.0375
1992-12-08 $0.0375
1992-08-17 $0.0375
1992-05-18 $0.0375
1992-02-18 $0.0344
1991-12-09 $0.0344
1991-08-16 $0.0344
1991-05-20 $0.0344
1991-02-19 $0.5250
1990-12-11 $0.0250
1990-08-17 $0.0250
1990-05-18 $0.0250
1990-02-20 $0.0250
1989-12-11 $0.0250
1989-08-21 $0.0250
1973-02-23 $0.0150
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.49. Further, an Excess Kurtosis of 11.83 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -9.52%1030.79%0.79%
-9.52% to -7.12%1090.84%1.63%
-7.12% to -4.73%3492.69%4.32%
-4.73% to -2.33%12719.80%14.12%
-2.33% to 0.07%519040.00%54.12%
0.07% to 2.47%412731.81%85.93%
2.47% to 4.86%12049.28%95.21%
4.86% to 7.26%3612.78%97.99%
7.26% to 9.66%1371.06%99.04%
Greater than 9.66%1240.96%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.13%3.27% 80.91%68.27%
±2σ -6.33%6.46% 95.07%95.45%
±3σ -9.52%9.66% 98.25%99.73%
Descriptive Statistics
Mean0.068%
Standard Error0.028%
Median0.000%
Mode0.000%
Standard Deviation3.197%
Sample Variance10.220%
Kurtosis11.83
Skewness0.49
Range66.715%
Minimum-27.301%
Maximum39.414%
Count12975
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.282% 5993 46.19% 1.054%
Negative -2.124% 6022 46.41% -0.986%
Zero 0.000% 960 7.40% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 5.04%
20 1 Month 5.56%
60 1 Quarter 5.93%
250 1 Year 6.21%
750 3 Years 4.67%
1,250 5 Years 5.01%
2,500 10 Years 5.40%
5,000 20 Years 5.70%
12,500 50 Years 3.65%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.08. Further, an Excess Kurtosis of 17.67 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.03%00.00%0.00%
-6.03% to -3.67%00.00%0.00%
-3.67% to -1.32%00.00%0.00%
-1.32% to 1.03%223617.23%17.23%
1.03% to 3.38%591345.57%62.80%
3.38% to 5.73%289322.30%85.10%
5.73% to 8.08%11148.59%93.68%
8.08% to 10.43%3983.07%96.75%
10.43% to 12.78%1901.46%98.21%
Greater than 12.78%2321.79%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.24%6.51% 88.26%68.27%
±2σ -2.89%9.64% 95.88%95.45%
±3σ -6.02%12.78% 98.21%99.73%
Descriptive Statistics
Mean3.377%
Standard Error0.028%
Median2.559%
Mode1.205%
Standard Deviation3.134%
Sample Variance9.820%
Kurtosis17.67
Skewness3.08
Range42.713%
Minimum0.125%
Maximum42.838%
Count12976
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.377% 12976 100.00% 3.377%
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 0.74. Further, an Excess Kurtosis of 11.01 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.16%1020.79%0.79%
-8.16% to -6.11%1240.96%1.74%
-6.11% to -4.05%3882.99%4.73%
-4.05% to -1.99%133310.27%15.00%
-1.99% to 0.07%504038.84%53.85%
0.07% to 2.12%410231.61%85.46%
2.12% to 4.18%12679.76%95.22%
4.18% to 6.24%3662.82%98.04%
6.24% to 8.30%1240.96%99.00%
Greater than 8.30%1301.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.68%2.81% 80.14%68.27%
±2σ -5.42%5.55% 95.04%95.45%
±3σ -8.16%8.30% 98.21%99.73%
Descriptive Statistics
Mean0.067%
Standard Error0.024%
Median0.000%
Mode0.000%
Standard Deviation2.743%
Sample Variance7.523%
Kurtosis11.01
Skewness0.74
Range53.273%
Minimum-19.620%
Maximum33.653%
Count12976
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.978% 6022 46.41% 0.918%
Negative -1.931% 5721 44.09% -0.851%
Zero 0.000% 1233 9.50% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.59. Further, an Excess Kurtosis of 8.22 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -21.18%200.72%0.72%
-21.18% to -15.80%341.23%1.95%
-15.80% to -10.42%792.85%4.80%
-10.42% to -5.04%27710.01%14.81%
-5.04% to 0.34%101636.71%51.52%
0.34% to 5.72%92333.35%84.86%
5.72% to 11.10%28510.30%95.16%
11.10% to 16.48%742.67%97.83%
16.48% to 21.86%301.08%98.92%
Greater than 21.86%301.08%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.84%7.51% 79.77%68.27%
±2σ -14.01%14.69% 94.62%95.45%
±3σ -21.18%21.86% 98.19%99.73%
Descriptive Statistics
Mean0.338%
Standard Error0.136%
Median0.176%
Mode0.000%
Standard Deviation7.174%
Sample Variance51.463%
Kurtosis8.22
Skewness0.59
Range106.321%
Minimum-42.803%
Maximum63.518%
Count2768
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.055% 1407 50.83% 2.570%
Negative -4.814% 1283 46.35% -2.231%
Zero 0.000% 78 2.82% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 14.33%
12 1 Quarter 14.42%
52 1 Year 14.91%
156 3 Years 11.09%
260 5 Years 12.04%
520 10 Years 12.79%
1,040 20 Years 13.41%
2,600 50 Years 8.93%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.06. Further, an Excess Kurtosis of 15.58 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -15.52%00.00%0.00%
-15.52% to -9.36%00.00%0.00%
-9.36% to -3.20%00.00%0.00%
-3.20% to 2.96%41414.95%14.95%
2.96% to 9.12%138249.91%64.86%
9.12% to 15.28%58020.95%85.81%
15.28% to 21.44%2047.37%93.17%
21.44% to 27.60%893.21%96.39%
27.60% to 33.76%521.88%98.27%
Greater than 33.76%481.73%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.90%17.33% 88.37%68.27%
±2σ -7.31%25.55% 95.63%95.45%
±3σ -15.52%33.76% 98.27%99.73%
Descriptive Statistics
Mean9.118%
Standard Error0.156%
Median6.827%
Mode2.564%
Standard Deviation8.214%
Sample Variance67.476%
Kurtosis15.58
Skewness3.06
Range83.006%
Minimum0.271%
Maximum83.277%
Count2769
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.118% 2769 100.00% 9.118%
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 1.44. Further, an Excess Kurtosis of 11.43 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -21.30%130.47%0.47%
-21.30% to -15.92%210.76%1.23%
-15.92% to -10.54%812.93%4.15%
-10.54% to -5.16%31311.30%15.46%
-5.16% to 0.23%107438.79%54.24%
0.23% to 5.61%88431.92%86.17%
5.61% to 10.99%2398.63%94.80%
10.99% to 16.38%822.96%97.76%
16.38% to 21.76%250.90%98.66%
Greater than 21.76%371.34%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.95%7.40% 80.25%68.27%
±2σ -14.13%14.58% 95.09%95.45%
±3σ -21.30%21.76% 98.19%99.73%
Descriptive Statistics
Mean0.227%
Standard Error0.136%
Median-0.177%
Mode0.000%
Standard Deviation7.177%
Sample Variance51.511%
Kurtosis11.43
Skewness1.44
Range104.907%
Minimum-37.026%
Maximum67.881%
Count2769
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.336% 1283 46.33% 2.472%
Negative -4.456% 1395 50.38% -2.245%
Zero 0.000% 91 3.29% 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 2.51 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -41.52%30.47%0.47%
-41.52% to -30.80%91.41%1.88%
-30.80% to -20.07%233.61%5.49%
-20.07% to -9.36%8112.72%18.21%
-9.36% to 1.37%21133.12%51.33%
1.37% to 12.09%20031.40%82.73%
12.09% to 22.81%6710.52%93.25%
22.81% to 33.53%304.71%97.96%
33.53% to 44.25%91.41%99.37%
Greater than 44.25%40.63%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -12.93%15.66% 75.67%68.27%
±2σ -27.22%29.95% 93.09%95.45%
±3σ -41.52%44.25% 98.90%99.73%
Descriptive Statistics
Mean1.366%
Standard Error0.566%
Median1.173%
Mode0.000%
Standard Deviation14.294%
Sample Variance204.314%
Kurtosis2.51
Skewness0.47
Range124.685%
Minimum-49.018%
Maximum75.667%
Count637
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 10.831% 342 53.69% 5.815%
Negative -9.738% 291 45.68% -4.449%
Zero 0.000% 4 0.63% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 33.39%
12 1 Year 32.52%
36 3 Years 23.47%
60 5 Years 25.42%
120 10 Years 28.57%
240 20 Years 29.26%
600 50 Years 19.92%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.83. Further, an Excess Kurtosis of 12.22 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -34.65%00.00%0.00%
-34.65% to -20.36%00.00%0.00%
-20.36% to -6.07%00.00%0.00%
-6.07% to 8.22%9815.36%15.36%
8.22% to 22.52%31349.06%64.42%
22.52% to 36.81%13521.16%85.58%
36.81% to 51.10%528.15%93.73%
51.10% to 65.40%223.45%97.18%
65.40% to 79.69%60.94%98.12%
Greater than 79.69%121.88%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 3.46%41.58% 87.93%68.27%
±2σ -15.60%60.63% 96.08%95.45%
±3σ -34.65%79.69% 98.12%99.73%
Descriptive Statistics
Mean22.518%
Standard Error0.754%
Median16.843%
Mode12.500%
Standard Deviation19.057%
Sample Variance363.182%
Kurtosis12.22
Skewness2.83
Range155.554%
Minimum3.077%
Maximum158.631%
Count638
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 22.518% 638 100.00% 22.518%
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 1.39. Further, an Excess Kurtosis of 5.74 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -44.17%10.16%0.16%
-44.17% to -32.88%20.31%0.47%
-32.88% to -21.59%274.23%4.70%
-21.59% to -10.29%8012.54%17.24%
-10.29% to 1.00%25039.18%56.43%
1.00% to 12.29%18128.37%84.80%
12.29% to 23.58%558.62%93.42%
23.58% to 34.87%223.45%96.87%
34.87% to 46.16%101.57%98.43%
Greater than 46.16%101.57%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -14.06%16.05% 77.12%68.27%
±2σ -29.11%31.11% 94.67%95.45%
±3σ -44.17%46.16% 98.28%99.73%
Descriptive Statistics
Mean0.997%
Standard Error0.596%
Median-0.802%
Mode0.000%
Standard Deviation15.055%
Sample Variance226.652%
Kurtosis5.74
Skewness1.39
Range143.971%
Minimum-46.490%
Maximum97.481%
Count638
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 12.199% 297 46.55% 5.679%
Negative -8.889% 336 52.66% -4.681%
Zero 0.000% 5 0.78% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.58. Further, an Excess Kurtosis of 18.69 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -79.64%00.00%0.00%
-79.64% to -58.63%10.47%0.47%
-58.63% to -37.63%62.83%3.30%
-37.63% to -16.63%2712.74%16.04%
-16.63% to 4.37%8238.68%54.72%
4.37% to 25.38%6530.66%85.38%
25.38% to 46.38%188.49%93.87%
46.38% to 67.38%104.72%98.58%
67.38% to 88.38%20.94%99.53%
Greater than 88.38%10.47%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -23.63%32.38% 79.25%68.27%
±2σ -51.63%60.38% 97.17%95.45%
±3σ -79.64%88.38% 99.53%99.73%
Descriptive Statistics
Mean4.373%
Standard Error1.923%
Median1.050%
Mode-19.531%
Standard Deviation28.003%
Sample Variance784.152%
Kurtosis18.69
Skewness2.58
Range302.408%
Minimum-75.079%
Maximum227.329%
Count212
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 21.867% 110 51.89% 11.346%
Negative -14.783% 100 47.17% -6.973%
Zero 0.000% 2 0.94% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 61.65%
12 3 Years 43.08%
20 5 Years 46.60%
40 10 Years 52.06%
80 20 Years 53.51%
200 50 Years 36.77%
High-to-Low 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 20.30 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -96.98%00.00%0.00%
-96.98% to -60.83%00.00%0.00%
-60.83% to -24.69%00.00%0.00%
-24.69% to 11.46%62.82%2.82%
11.46% to 47.60%14166.20%69.01%
47.60% to 83.74%3717.37%86.38%
83.74% to 119.89%177.98%94.37%
119.89% to 156.03%31.41%95.77%
156.03% to 192.18%41.88%97.65%
Greater than 192.18%52.35%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -0.59%95.79% 91.55%68.27%
±2σ -48.78%143.98% 95.31%95.45%
±3σ -96.98%192.18% 97.65%99.73%
Descriptive Statistics
Mean47.600%
Standard Error3.302%
Median32.692%
Mode18.919%
Standard Deviation48.192%
Sample Variance2322.492%
Kurtosis20.30
Skewness3.71
Range413.016%
Minimum6.928%
Maximum419.944%
Count213
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 47.600% 213 100.00% 47.600%
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 4.52. Further, an Excess Kurtosis of 37.56 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -94.19%00.00%0.00%
-94.19% to -69.89%00.00%0.00%
-69.89% to -45.59%10.47%0.47%
-45.59% to -21.28%2411.27%11.74%
-21.28% to 3.02%10348.36%60.09%
3.02% to 27.32%6028.17%88.26%
27.32% to 51.62%157.04%95.31%
51.62% to 75.93%52.35%97.65%
75.93% to 100.23%31.41%99.06%
Greater than 100.23%20.94%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -29.38%35.42% 85.92%68.27%
±2σ -61.79%67.83% 96.71%95.45%
±3σ -94.19%100.23% 99.06%99.73%
Descriptive Statistics
Mean3.019%
Standard Error2.220%
Median-0.279%
Mode0.000%
Standard Deviation32.403%
Sample Variance1049.929%
Kurtosis37.56
Skewness4.52
Range376.249%
Minimum-68.691%
Maximum307.558%
Count213
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 22.511% 102 47.89% 10.780%
Negative -15.450% 107 50.23% -7.761%
Zero 0.000% 4 1.88% 0.000%