CNXC Deep Analytical Report

Concentrix Corporation | Category: Equity Small Cap | Ann. Div Yield: 4.19% ($1.36) | Last Updated: 2026-02-22 | Data Range: 2020-12-01 → 2026-02-01 (63 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 2.92% 2.44% 2.58% 3.73% 4.40% 4.39% 31.43 34.33 30.08 35.87
Weekly 6.01% 5.93% 6.59% 8.70% 9.70% 9.67% 29.81 36.19 27.06 39.88
Monthly 11.38% 9.95% 12.21% 18.33% 20.18% 20.12% 26.85 40.20 21.94 49.19
Quarterly 22.16% 17.14% 26.44% 31.32% 34.96% 34.85% 23.16 46.60 16.33 66.10
Annual 69.92% 69.70% 16.33 66.10 8.11 132.99
Option Time Horizon 26.89% 26.81% 25.10 42.99 19.18 56.25
Calculation Notes: Computed at 2026-02-22T12:57 UTC  |  Reference Contract: Call option expiring 2026-04-17 (54 days)  |  Spot Price (S): $32.85  |  Strike (K): $35.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $2.6750 (Bid $2.4000 / Ask $2.9500)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 4.19%  |  Binomial IV (Annual): 69.92% (CRR binomial tree, American, n=20 steps)  |  BS IV: 70.85% (European Black-Scholes)  |  Yahoo IV (Annual): 69.70% → 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
2026-01-30 $0.3600
2025-10-24 $0.3600
2025-07-25 $0.3330
2025-04-25 $0.3330
2025-01-31 $0.3330
2024-10-25 $0.3330
2024-07-26 $0.3030
2024-04-25 $0.3030
2024-02-02 $0.3030
2023-10-26 $0.3030
2023-07-27 $0.2750
2023-04-27 $0.2750
2023-01-27 $0.2750
2022-10-27 $0.2750
2022-07-28 $0.2500
2022-04-28 $0.2500
2022-01-27 $0.2500
2021-10-21 $0.2500
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.73. Further, an Excess Kurtosis of 37.66 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.79%110.84%0.84%
-8.79% to -6.60%70.53%1.37%
-6.60% to -4.42%312.37%3.74%
-4.42% to -2.23%15411.76%15.50%
-2.23% to -0.04%44533.97%49.47%
-0.04% to 2.15%46635.57%85.04%
2.15% to 4.33%14511.07%96.11%
4.33% to 6.52%362.75%98.85%
6.52% to 8.71%120.92%99.77%
Greater than 8.71%30.23%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.96%2.88% 79.62%68.27%
±2σ -5.87%5.79% 96.18%95.45%
±3σ -8.79%8.71% 98.93%99.73%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.66. Further, an Excess Kurtosis of 63.44 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -3.59%00.00%0.00%
-3.59% to -1.76%00.00%0.00%
-1.76% to 0.07%00.00%0.00%
0.07% to 1.90%1309.92%9.92%
1.90% to 3.73%69753.17%63.08%
3.73% to 5.56%33925.86%88.94%
5.56% to 7.39%785.95%94.89%
7.39% to 9.22%312.36%97.25%
9.22% to 11.05%120.92%98.17%
Greater than 11.05%241.83%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.29%6.17% 90.24%68.27%
±2σ -1.15%8.61% 96.72%95.45%
±3σ -3.59%11.05% 98.17%99.73%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.44. Further, an Excess Kurtosis of 12.01 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -7.69%80.61%0.61%
-7.69% to -5.76%110.84%1.45%
-5.76% to -3.83%352.67%4.12%
-3.83% to -1.89%15111.52%15.64%
-1.89% to 0.04%46235.24%50.88%
0.04% to 1.97%43433.10%83.98%
1.97% to 3.90%14611.14%95.12%
3.90% to 5.83%413.13%98.25%
5.83% to 7.77%100.76%99.01%
Greater than 7.77%130.99%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.54%2.62% 79.71%68.27%
±2σ -5.11%5.19% 95.19%95.45%
±3σ -7.69%7.77% 98.40%99.73%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.32. Further, an Excess Kurtosis of 2.26 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -18.28%31.10%1.10%
-18.28% to -13.77%51.84%2.94%
-13.77% to -9.26%82.94%5.88%
-9.26% to -4.76%3813.97%19.85%
-4.76% to -0.25%7627.94%47.79%
-0.25% to 4.26%8832.35%80.15%
4.26% to 8.77%4115.07%95.22%
8.77% to 13.27%93.31%98.53%
13.27% to 17.78%20.74%99.26%
Greater than 17.78%20.74%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.26%5.76% 77.21%68.27%
±2σ -12.27%11.77% 94.12%95.45%
±3σ -18.28%17.78% 98.16%99.73%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.04. Further, an Excess Kurtosis of 13.15 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.38%00.00%0.00%
-8.38% to -3.93%00.00%0.00%
-3.93% to 0.52%00.00%0.00%
0.52% to 4.97%3512.82%12.82%
4.97% to 9.42%14653.48%66.30%
9.42% to 13.87%5821.25%87.55%
13.87% to 18.32%196.96%94.51%
18.32% to 22.77%41.47%95.97%
22.77% to 27.22%51.83%97.80%
Greater than 27.22%62.20%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 3.48%15.35% 87.55%68.27%
±2σ -2.45%21.29% 95.24%95.45%
±3σ -8.38%27.22% 97.80%99.73%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.58. Further, an Excess Kurtosis of 4.62 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -19.30%10.37%0.37%
-19.30% to -14.36%20.73%1.10%
-14.36% to -9.42%72.56%3.66%
-9.42% to -4.48%3312.09%15.75%
-4.48% to 0.46%10638.83%54.58%
0.46% to 5.41%7627.84%82.42%
5.41% to 10.35%3312.09%94.51%
10.35% to 15.29%62.20%96.70%
15.29% to 20.23%51.83%98.53%
Greater than 20.23%41.47%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.12%7.05% 79.49%68.27%
±2σ -12.71%13.64% 94.51%95.45%
±3σ -19.30%20.23% 98.17%99.73%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.07. Further, an Excess Kurtosis of 0.03 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -35.13%00.00%0.00%
-35.13% to -26.59%11.61%1.61%
-26.59% to -18.06%23.23%4.84%
-18.06% to -9.52%1117.74%22.58%
-9.52% to -0.99%1829.03%51.61%
-0.99% to 7.55%1625.81%77.42%
7.55% to 16.08%1016.13%93.55%
16.08% to 24.62%46.45%100.00%
24.62% to 33.15%00.00%100.00%
Greater than 33.15%00.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -12.37%10.39% 70.97%68.27%
±2σ -23.75%21.77% 95.16%95.45%
±3σ -35.13%33.15% 100.00%99.73%
High-to-Low 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 3.47 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.57%00.00%0.00%
-8.57% to -1.11%00.00%0.00%
-1.11% to 6.35%00.00%0.00%
6.35% to 13.80%1726.98%26.98%
13.80% to 21.26%1930.16%57.14%
21.26% to 28.72%1828.57%85.71%
28.72% to 36.18%57.94%93.65%
36.18% to 43.64%11.59%95.24%
43.64% to 51.10%11.59%96.83%
Greater than 51.10%23.17%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 11.32%31.21% 79.37%68.27%
±2σ 1.37%41.15% 95.24%95.45%
±3σ -8.57%51.10% 96.83%99.73%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.59. Further, an Excess Kurtosis of 0.93 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -34.59%00.00%0.00%
-34.59% to -25.43%00.00%0.00%
-25.43% to -16.27%57.94%7.94%
-16.27% to -7.11%1015.87%23.81%
-7.11% to 2.05%1930.16%53.97%
2.05% to 11.21%1422.22%76.19%
11.21% to 20.36%1117.46%93.65%
20.36% to 29.52%34.76%98.41%
29.52% to 38.68%00.00%98.41%
Greater than 38.68%11.59%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -10.17%14.26% 71.43%68.27%
±2σ -22.38%26.47% 98.41%95.45%
±3σ -34.59%38.68% 98.41%99.73%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.24. Further, an Excess Kurtosis of -0.27 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -69.17%00.00%0.00%
-69.17% to -52.55%00.00%0.00%
-52.55% to -35.92%29.52%9.52%
-35.92% to -19.30%314.29%23.81%
-19.30% to -2.68%628.57%52.38%
-2.68% to 13.94%523.81%76.19%
13.94% to 30.57%419.05%95.24%
30.57% to 47.19%14.76%100.00%
47.19% to 63.81%00.00%100.00%
Greater than 63.81%00.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -24.84%19.49% 71.43%68.27%
±2σ -47.01%41.65% 95.24%95.45%
±3σ -69.17%63.81% 100.00%99.73%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.59. Further, an Excess Kurtosis of -0.14 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -10.48%00.00%0.00%
-10.48% to 2.38%00.00%0.00%
2.38% to 15.24%00.00%0.00%
15.24% to 28.10%627.27%27.27%
28.10% to 40.96%627.27%54.55%
40.96% to 53.82%313.64%68.18%
53.82% to 66.68%522.73%90.91%
66.68% to 79.53%14.55%95.45%
79.53% to 92.39%14.55%100.00%
Greater than 92.39%00.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 23.81%58.10% 68.18%68.27%
±2σ 6.67%75.25% 95.45%95.45%
±3σ -10.48%92.39% 100.00%99.73%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.83. Further, an Excess Kurtosis of 0.22 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -72.59%00.00%0.00%
-72.59% to -52.76%00.00%0.00%
-52.76% to -32.93%00.00%0.00%
-32.93% to -13.10%627.27%27.27%
-13.10% to 6.73%522.73%50.00%
6.73% to 26.56%731.82%81.82%
26.56% to 46.39%29.09%90.91%
46.39% to 66.22%29.09%100.00%
66.22% to 86.06%00.00%100.00%
Greater than 86.06%00.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -19.71%33.17% 72.73%68.27%
±2σ -46.15%59.61% 90.91%95.45%
±3σ -72.59%86.05% 100.00%99.73%