Markets Data Volatility Heatmap Portfolio Calculator

CLF Deep Analytical Report

Cleveland-Cliffs Inc. | Category: Equity Mid Cap | Last Updated: 2026-02-22 | Data Range: 1973-02-01 → 2026-02-01 (637 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% 5.03% 4.02% 4.11% 10.23 11.09 9.83 11.54
Weekly 7.17% 8.21% 7.17% 12.09% 8.86% 9.05% 9.75 11.64 8.92 12.71
Monthly 14.27% 19.05% 15.02% 25.73% 18.44% 18.83% 8.86 12.81 7.37 15.40
Quarterly 27.88% 48.09% 32.14% 45.78% 31.93% 32.62% 7.74 14.66 5.62 20.17
Annual — — — — 63.86% 65.23% 5.62 20.17 2.97 38.20
Option Time Horizon — — — — 24.56% 25.09% 8.33 13.62 6.52 17.41
Calculation Notes: Computed at 2026-02-22T14:19 UTC  |  Reference Contract: Call option expiring 2026-04-17 (54 days)  |  Spot Price (S): $10.65  |  Strike (K): $11.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $0.9250 (Bid $0.9100 / Ask $0.9400)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 0.00%  |  Binomial IV (Annual): 63.86% (CRR binomial tree, American, n=20 steps)  |  BS IV: 64.37% (European Black-Scholes)  |  Yahoo IV (Annual): 65.23% → 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 11.85 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -9.52%1030.80%0.80%
-9.52% to -7.12%1080.83%1.63%
-7.12% to -4.72%3492.69%4.32%
-4.72% to -2.33%12669.77%14.10%
-2.33% to 0.07%518240.00%54.10%
0.07% to 2.47%412231.82%85.92%
2.47% to 4.86%12039.29%95.21%
4.86% to 7.26%3602.78%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% 80.92%68.27%
±2σ -6.32%6.46% 95.07%95.45%
±3σ -9.52%9.66% 98.25%99.73%
Descriptive Statistics
Mean0.070%
Standard Error0.028%
Median0.000%
Mode0.000%
Standard Deviation3.196%
Sample Variance10.216%
Kurtosis11.85
Skewness0.49
Range66.715%
Minimum-27.301%
Maximum39.414%
Count12954
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.281% 5987 46.22% 1.054%
Negative -2.121% 6008 46.38% -0.984%
Zero 0.000% 959 7.40% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 6.03%
20 1 Month 7.79%
60 1 Quarter 5.50%
250 1 Year 6.36%
750 3 Years 4.65%
1,250 5 Years 5.03%
2,500 10 Years 5.45%
5,000 20 Years 5.69%
12,500 50 Years 3.64%
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 17.69 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 -3.68%00.00%0.00%
-3.68% to -1.33%00.00%0.00%
-1.33% to 1.02%223217.23%17.23%
1.02% to 3.37%591145.63%62.86%
3.37% to 5.72%288422.26%85.12%
5.72% to 8.08%11098.56%93.68%
8.08% to 10.43%3973.06%96.74%
10.43% to 12.78%1901.47%98.21%
Greater than 12.78%2321.79%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.24%6.51% 88.27%68.27%
±2σ -2.90%9.64% 95.88%95.45%
±3σ -6.03%12.78% 98.21%99.73%
Descriptive Statistics
Mean3.374%
Standard Error0.028%
Median2.553%
Mode1.205%
Standard Deviation3.135%
Sample Variance9.826%
Kurtosis17.69
Skewness3.08
Range42.713%
Minimum0.125%
Maximum42.838%
Count12955
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.374% 12955 100.00% 3.374%
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 11.05 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 -6.10%1230.95%1.74%
-6.10% to -4.05%3882.99%4.73%
-4.05% to -1.99%133010.27%15.00%
-1.99% to 0.07%503538.87%53.86%
0.07% to 2.12%409331.59%85.46%
2.12% to 4.18%12679.78%95.24%
4.18% to 6.24%3632.80%98.04%
6.24% to 8.29%1240.96%99.00%
Greater than 8.29%1301.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.68%2.81% 80.19%68.27%
±2σ -5.42%5.55% 95.04%95.45%
±3σ -8.16%8.29% 98.21%99.73%
Descriptive Statistics
Mean0.066%
Standard Error0.024%
Median0.000%
Mode0.000%
Standard Deviation2.742%
Sample Variance7.518%
Kurtosis11.05
Skewness0.74
Range53.273%
Minimum-19.620%
Maximum33.653%
Count12955
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.977% 6008 46.38% 0.917%
Negative -1.930% 5715 44.11% -0.851%
Zero 0.000% 1232 9.51% 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 8.26 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -21.15%200.72%0.72%
-21.15% to -15.78%341.23%1.95%
-15.78% to -10.40%782.82%4.78%
-10.40% to -5.03%2769.99%14.76%
-5.03% to 0.35%102036.90%51.66%
0.35% to 5.72%91833.21%84.88%
5.72% to 11.10%28410.27%95.15%
11.10% to 16.47%742.68%97.83%
16.47% to 21.85%301.09%98.91%
Greater than 21.85%301.09%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.82%7.51% 79.88%68.27%
±2σ -13.99%14.68% 94.65%95.45%
±3σ -21.15%21.85% 98.19%99.73%
Descriptive Statistics
Mean0.348%
Standard Error0.136%
Median0.179%
Mode0.000%
Standard Deviation7.167%
Sample Variance51.369%
Kurtosis8.26
Skewness0.59
Range106.321%
Minimum-42.803%
Maximum63.518%
Count2764
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.053% 1406 50.87% 2.570%
Negative -4.800% 1280 46.31% -2.223%
Zero 0.000% 78 2.82% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 17.60%
12 1 Quarter 12.43%
52 1 Year 15.06%
156 3 Years 11.03%
260 5 Years 12.09%
520 10 Years 12.92%
1,040 20 Years 13.39%
2,600 50 Years 8.91%
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 15.63 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -15.53%00.00%0.00%
-15.53% to -9.37%00.00%0.00%
-9.37% to -3.21%00.00%0.00%
-3.21% to 2.95%41314.94%14.94%
2.95% to 9.11%138249.98%64.92%
9.11% to 15.27%57920.94%85.86%
15.27% to 21.43%2017.27%93.13%
21.43% to 27.59%903.25%96.38%
27.59% to 33.75%521.88%98.26%
Greater than 33.75%481.74%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.89%17.32% 88.39%68.27%
±2σ -7.32%25.54% 95.62%95.45%
±3σ -15.53%33.75% 98.26%99.73%
Descriptive Statistics
Mean9.108%
Standard Error0.156%
Median6.821%
Mode2.564%
Standard Deviation8.214%
Sample Variance67.463%
Kurtosis15.63
Skewness3.06
Range83.006%
Minimum0.271%
Maximum83.277%
Count2765
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.108% 2765 100.00% 9.108%
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 1.45. Further, an Excess Kurtosis of 11.50 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -21.29%130.47%0.47%
-21.29% to -15.92%210.76%1.23%
-15.92% to -10.54%812.93%4.16%
-10.54% to -5.16%31111.25%15.41%
-5.16% to 0.22%107438.84%54.25%
0.22% to 5.59%88431.97%86.22%
5.59% to 10.97%2388.61%94.83%
10.97% to 16.35%812.93%97.76%
16.35% to 21.73%250.90%98.66%
Greater than 21.73%371.34%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.95%7.39% 80.33%68.27%
±2σ -14.12%14.56% 95.12%95.45%
±3σ -21.29%21.73% 98.19%99.73%
Descriptive Statistics
Mean0.217%
Standard Error0.136%
Median-0.181%
Mode0.000%
Standard Deviation7.170%
Sample Variance51.415%
Kurtosis11.50
Skewness1.45
Range104.907%
Minimum-37.026%
Maximum67.881%
Count2765
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.321% 1280 46.29% 2.463%
Negative -4.454% 1394 50.42% -2.246%
Zero 0.000% 91 3.29% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.48. Further, an Excess Kurtosis of 2.54 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -41.40%30.47%0.47%
-41.40% to -30.70%91.42%1.89%
-30.70% to -20.00%233.62%5.50%
-20.00% to -9.29%8112.74%18.24%
-9.29% to 1.41%21133.18%51.42%
1.41% to 12.11%19931.29%82.70%
12.11% to 22.81%6710.53%93.24%
22.81% to 33.51%304.72%97.96%
33.51% to 44.21%91.42%99.37%
Greater than 44.21%40.63%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -12.86%15.68% 75.31%68.27%
±2σ -27.13%29.94% 93.08%95.45%
±3σ -41.40%44.21% 98.90%99.73%
Descriptive Statistics
Mean1.407%
Standard Error0.566%
Median1.182%
Mode0.000%
Standard Deviation14.268%
Sample Variance203.564%
Kurtosis2.54
Skewness0.48
Range124.685%
Minimum-49.018%
Maximum75.667%
Count636
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 10.831% 342 53.77% 5.824%
Negative -9.687% 290 45.60% -4.417%
Zero 0.000% 4 0.63% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 26.38%
12 1 Year 32.06%
36 3 Years 23.22%
60 5 Years 25.73%
120 10 Years 28.93%
240 20 Years 29.18%
600 50 Years 19.88%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.84. Further, an Excess Kurtosis of 12.30 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -34.66%00.00%0.00%
-34.66% to -20.37%00.00%0.00%
-20.37% to -6.09%00.00%0.00%
-6.09% to 8.19%9314.60%14.60%
8.19% to 22.48%31849.92%64.52%
22.48% to 36.76%13521.19%85.71%
36.76% to 51.05%518.01%93.72%
51.05% to 65.33%223.45%97.17%
65.33% to 79.61%60.94%98.12%
Greater than 79.61%121.88%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 3.43%41.52% 88.07%68.27%
±2σ -15.61%60.57% 96.08%95.45%
±3σ -34.66%79.61% 98.12%99.73%
Descriptive Statistics
Mean22.478%
Standard Error0.755%
Median16.824%
Mode12.500%
Standard Deviation19.045%
Sample Variance362.720%
Kurtosis12.30
Skewness2.84
Range155.554%
Minimum3.077%
Maximum158.631%
Count637
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 22.478% 637 100.00% 22.478%
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 1.40. Further, an Excess Kurtosis of 5.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -44.11%10.16%0.16%
-44.11% to -32.85%20.31%0.47%
-32.85% to -21.58%274.24%4.71%
-21.58% to -10.31%8012.56%17.27%
-10.31% to 0.95%25039.25%56.51%
0.95% to 12.22%18028.26%84.77%
12.22% to 23.48%568.79%93.56%
23.48% to 34.75%213.30%96.86%
34.75% to 46.01%101.57%98.43%
Greater than 46.01%101.57%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -14.07%15.97% 77.24%68.27%
±2σ -29.09%30.99% 94.66%95.45%
±3σ -44.11%46.01% 98.27%99.73%
Descriptive Statistics
Mean0.951%
Standard Error0.595%
Median-0.804%
Mode0.000%
Standard Deviation15.021%
Sample Variance225.619%
Kurtosis5.82
Skewness1.40
Range143.971%
Minimum-46.490%
Maximum97.481%
Count637
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 12.136% 296 46.47% 5.639%
Negative -8.889% 336 52.75% -4.689%
Zero 0.000% 5 0.79% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.62. Further, an Excess Kurtosis of 19.00 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -79.19%00.00%0.00%
-79.19% to -58.27%10.47%0.47%
-58.27% to -37.36%52.36%2.83%
-37.36% to -16.45%2813.21%16.04%
-16.45% to 4.46%8339.15%55.19%
4.46% to 25.38%6430.19%85.38%
25.38% to 46.29%188.49%93.87%
46.29% to 67.20%104.72%98.58%
67.20% to 88.12%20.94%99.53%
Greater than 88.12%10.47%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -23.42%32.35% 79.72%68.27%
±2σ -51.30%60.23% 97.17%95.45%
±3σ -79.19%88.12% 99.53%99.73%
Descriptive Statistics
Mean4.464%
Standard Error1.915%
Median1.050%
Mode-19.531%
Standard Deviation27.884%
Sample Variance777.526%
Kurtosis19.00
Skewness2.62
Range302.408%
Minimum-75.079%
Maximum227.329%
Count212
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 21.867% 110 51.89% 11.346%
Negative -14.592% 100 47.17% -6.883%
Zero 0.000% 2 0.94% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 57.53%
12 3 Years 41.71%
20 5 Years 45.78%
40 10 Years 51.64%
80 20 Years 53.31%
200 50 Years 36.69%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.74. Further, an Excess Kurtosis of 20.56 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -96.87%00.00%0.00%
-96.87% to -60.80%00.00%0.00%
-60.80% to -24.73%00.00%0.00%
-24.73% to 11.33%62.82%2.82%
11.33% to 47.40%14065.73%68.54%
47.40% to 83.46%3918.31%86.85%
83.46% to 119.53%167.51%94.37%
119.53% to 155.59%31.41%95.77%
155.59% to 191.66%41.88%97.65%
Greater than 191.66%52.35%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -0.69%95.48% 91.55%68.27%
±2σ -48.78%143.57% 95.31%95.45%
±3σ -96.87%191.66% 97.65%99.73%
Descriptive Statistics
Mean47.397%
Standard Error3.295%
Median32.692%
Mode18.919%
Standard Deviation48.088%
Sample Variance2312.432%
Kurtosis20.56
Skewness3.74
Range413.016%
Minimum6.928%
Maximum419.944%
Count213
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 47.397% 213 100.00% 47.397%
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 4.61. Further, an Excess Kurtosis of 38.95 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -93.59%00.00%0.00%
-93.59% to -69.48%00.00%0.00%
-69.48% to -45.38%10.47%0.47%
-45.38% to -21.28%2411.27%11.74%
-21.28% to 2.82%10247.89%59.62%
2.82% to 26.93%6229.11%88.73%
26.93% to 51.03%157.04%95.77%
51.03% to 75.13%41.88%97.65%
75.13% to 99.23%31.41%99.06%
Greater than 99.23%20.94%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -29.31%34.96% 86.38%68.27%
±2σ -61.45%67.10% 96.71%95.45%
±3σ -93.59%99.23% 99.06%99.73%
Descriptive Statistics
Mean2.824%
Standard Error2.202%
Median-0.279%
Mode0.000%
Standard Deviation32.137%
Sample Variance1032.819%
Kurtosis38.95
Skewness4.61
Range376.249%
Minimum-68.691%
Maximum307.558%
Count213
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 22.106% 102 47.89% 10.586%
Negative -15.450% 107 50.23% -7.761%
Zero 0.000% 4 1.88% 0.000%