Markets Data Volatility Heatmap Portfolio Calculator

COST Deep Analytical Report

Costco Wholesale Corporation | Category: Equity Mega Cap | Ann. Div Yield: 0.53% ($5.20) | Last Updated: 2026-03-24 | Data Range: 1986-07-01 → 2026-03-01 (477 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 1.96% 1.72% 1.77% 1.93% 1.50% 1.62% 956.00 985.14 941.76 1000.04
Weekly 4.15% 4.19% 4.12% 4.58% 3.30% 3.57% 938.91 1003.07 908.39 1036.77
Monthly 7.76% 9.31% 8.38% 10.36% 6.88% 7.42% 905.95 1039.57 845.72 1113.60
Quarterly 12.78% 15.60% 13.48% 17.82% 11.91% 12.86% 861.45 1093.26 764.69 1231.60
Annual — — — — 23.83% 25.72% 764.69 1231.60 602.56 1563.00
Option Time Horizon — — — — 8.99% 9.71% 886.98 1061.79 810.69 1161.72
Calculation Notes: Computed at 2026-03-23T16:31 UTC  |  Reference Contract: Call option expiring 2026-05-15 (52 days)  |  Spot Price (S): $970.46  |  Strike (K): $975.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $34.6500 (Bid $33.1500 / Ask $36.1500)  |  Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 0.53%  |  Binomial IV (Annual): 23.83% (CRR binomial tree, American, n=20 steps)  |  BS IV: 23.77% (European Black-Scholes)  |  Yahoo IV (Annual): 25.72% → 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 $1.3000
2025-10-31 $1.3000
2025-08-01 $1.3000
2025-05-02 $1.3000
2025-02-07 $1.1600
2024-11-01 $1.1600
2024-07-26 $1.1600
2024-04-25 $1.1600
2024-02-01 $1.0200
2023-12-27 $15.0000
2023-11-02 $1.0200
2023-08-24 $1.0200
2023-05-04 $1.0200
2023-02-02 $0.9000
2022-10-27 $0.9000
2022-07-28 $0.9000
2022-04-28 $0.9000
2022-02-03 $0.7900
2021-10-28 $0.7900
2021-07-29 $0.7900
2021-04-29 $0.7900
2021-02-04 $0.7000
2020-12-01 $10.0000
2020-10-29 $0.7000
2020-07-30 $0.7000
2020-04-30 $0.7000
2020-02-06 $0.6500
2019-10-31 $0.6500
2019-08-29 $0.6500
2019-05-09 $0.6500
2019-02-07 $0.5700
2018-11-08 $0.5700
2018-08-30 $0.5700
2018-05-10 $0.5700
2018-02-15 $0.5000
2017-11-16 $0.5000
2017-08-16 $0.5000
2017-05-10 $0.5000
2017-05-08 $7.0000
2017-02-08 $0.4500
2016-11-02 $0.4500
2016-08-10 $0.4500
2016-04-27 $0.4500
2016-02-10 $0.4000
2015-11-10 $0.4000
2015-08-12 $0.4000
2015-04-29 $0.4000
2015-02-11 $0.3550
2015-02-05 $5.0000
2014-11-12 $0.3550
2014-07-09 $0.3550
2014-05-14 $0.3550
2014-02-12 $0.3100
2013-11-13 $0.3100
2013-08-07 $0.3100
2013-05-15 $0.3100
2013-02-06 $0.2750
2012-12-06 $7.0000
2012-11-14 $0.2750
2012-08-08 $0.2750
2012-05-23 $0.2750
2012-02-08 $0.2400
2011-11-08 $0.2400
2011-08-03 $0.2400
2011-05-11 $0.2400
2011-02-09 $0.2050
2010-10-27 $0.2050
2010-08-04 $0.2050
2010-05-05 $0.2050
2010-02-10 $0.1800
2009-10-21 $0.1800
2009-08-12 $0.1800
2009-05-13 $0.1800
2009-02-11 $0.1600
2008-11-12 $0.1600
2008-08-06 $0.1600
2008-05-14 $0.1600
2008-02-13 $0.1450
2007-11-28 $0.1450
2007-07-25 $0.1450
2007-04-25 $0.1450
2007-02-12 $0.1300
2006-11-15 $0.1300
2006-07-28 $0.1300
2006-05-08 $0.1300
2006-02-07 $0.1150
2005-11-16 $0.1150
2005-08-03 $0.1150
2005-05-04 $0.1150
2005-02-04 $0.1000
2004-11-03 $0.1000
2004-07-21 $0.1000
2004-05-06 $0.1000
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.02. Further, an Excess Kurtosis of 10.36 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -5.80%640.64%0.64%
-5.80% to -4.33%850.85%1.49%
-4.33% to -2.86%3463.46%4.95%
-2.86% to -1.40%113911.39%16.34%
-1.40% to 0.07%357835.77%52.11%
0.07% to 1.53%317631.75%83.86%
1.53% to 3.00%104610.46%94.32%
3.00% to 4.47%3673.67%97.99%
4.47% to 5.93%1241.24%99.23%
Greater than 5.93%770.77%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.89%2.02% 78.06%68.27%
±2σ -3.84%3.98% 94.97%95.45%
±3σ -5.80%5.93% 98.59%99.73%
Descriptive Statistics
Mean0.068%
Standard Error0.020%
Median0.000%
Mode0.000%
Standard Deviation1.955%
Sample Variance3.823%
Kurtosis10.36
Skewness-0.02
Range42.877%
Minimum-23.497%
Maximum19.380%
Count10002
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.426% 4928 49.27% 0.703%
Negative -1.347% 4712 47.11% -0.635%
Zero 0.000% 362 3.62% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 1.66%
20 1 Month 1.86%
60 1 Quarter 1.97%
250 1 Year 1.88%
750 3 Years 1.75%
1,250 5 Years 1.93%
2,500 10 Years 1.81%
5,000 20 Years 1.89%
12,500 50 Years 2.57%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.75. Further, an Excess Kurtosis of 16.15 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -2.65%00.00%0.00%
-2.65% to -1.37%00.00%0.00%
-1.37% to -0.08%00.00%0.00%
-0.08% to 1.21%180118.00%18.00%
1.21% to 2.50%451545.14%63.14%
2.50% to 3.79%206220.61%83.75%
3.79% to 5.08%9259.25%93.00%
5.08% to 6.37%3683.68%96.68%
6.37% to 7.66%1531.53%98.21%
Greater than 7.66%1791.79%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.78%4.22% 83.78%68.27%
±2σ -0.94%5.94% 95.76%95.45%
±3σ -2.66%7.66% 98.21%99.73%
Descriptive Statistics
Mean2.502%
Standard Error0.017%
Median2.041%
Mode2.564%
Standard Deviation1.719%
Sample Variance2.956%
Kurtosis16.15
Skewness2.75
Range28.303%
Minimum0.372%
Maximum28.675%
Count10003
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.502% 10003 100.00% 2.502%
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 0.02. Further, an Excess Kurtosis of 5.47 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -5.33%650.65%0.65%
-5.33% to -4.01%1341.34%1.99%
-4.01% to -2.68%3533.53%5.52%
-2.68% to -1.36%113511.35%16.86%
-1.36% to -0.03%314131.40%48.27%
-0.03% to 1.30%348034.79%83.06%
1.30% to 2.62%114411.44%94.49%
2.62% to 3.95%3683.68%98.17%
3.95% to 5.27%1081.08%99.25%
Greater than 5.27%750.75%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.80%1.74% 77.12%68.27%
±2σ -3.57%3.51% 94.40%95.45%
±3σ -5.33%5.27% 98.60%99.73%
Descriptive Statistics
Mean-0.030%
Standard Error0.018%
Median0.000%
Mode0.000%
Standard Deviation1.768%
Sample Variance3.127%
Kurtosis5.47
Skewness0.02
Range29.393%
Minimum-15.714%
Maximum13.679%
Count10003
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.279% 4708 47.07% 0.602%
Negative -1.294% 4885 48.84% -0.632%
Zero 0.000% 410 4.10% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.25. Further, an Excess Kurtosis of 4.07 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -12.13%160.77%0.77%
-12.13% to -9.02%231.11%1.88%
-9.02% to -5.90%753.62%5.50%
-5.90% to -2.79%25212.17%17.67%
-2.79% to 0.33%65131.43%49.11%
0.33% to 3.44%71034.28%83.39%
3.44% to 6.56%22911.06%94.45%
6.56% to 9.67%783.77%98.21%
9.67% to 12.79%211.01%99.23%
Greater than 12.79%160.77%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.83%4.48% 76.29%68.27%
±2σ -7.98%8.63% 94.59%95.45%
±3σ -12.13%12.79% 98.45%99.73%
Descriptive Statistics
Mean0.327%
Standard Error0.091%
Median0.401%
Mode0.000%
Standard Deviation4.153%
Sample Variance17.245%
Kurtosis4.07
Skewness-0.25
Range50.063%
Minimum-28.406%
Maximum21.657%
Count2071
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.046% 1121 54.13% 1.649%
Negative -2.999% 913 44.09% -1.322%
Zero 0.000% 37 1.79% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 4.13%
12 1 Quarter 4.66%
52 1 Year 4.35%
156 3 Years 4.14%
260 5 Years 4.58%
520 10 Years 4.28%
1,040 20 Years 4.34%
2,600 50 Years 5.91%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.87. Further, an Excess Kurtosis of 38.00 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.45%00.00%0.00%
-6.45% to -3.30%00.00%0.00%
-3.30% to -0.16%00.00%0.00%
-0.16% to 2.98%36217.47%17.47%
2.98% to 6.12%90543.68%61.15%
6.12% to 9.27%49223.75%84.89%
9.27% to 12.41%1788.59%93.48%
12.41% to 15.55%713.43%96.91%
15.55% to 18.69%361.74%98.65%
Greater than 18.69%281.35%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.93%10.31% 84.27%68.27%
±2σ -2.26%14.50% 96.19%95.45%
±3σ -6.45%18.69% 98.65%99.73%
Descriptive Statistics
Mean6.124%
Standard Error0.092%
Median5.145%
Mode6.250%
Standard Deviation4.190%
Sample Variance17.552%
Kurtosis38.00
Skewness3.87
Range69.690%
Minimum0.912%
Maximum70.602%
Count2072
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 6.124% 2072 100.00% 6.124%
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 1.12. Further, an Excess Kurtosis of 8.23 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -12.47%70.34%0.34%
-12.47% to -9.38%241.16%1.50%
-9.38% to -6.28%713.43%4.92%
-6.28% to -3.19%25612.36%17.28%
-3.19% to -0.10%73335.38%52.65%
-0.10% to 2.99%62029.92%82.58%
2.99% to 6.09%24511.82%94.40%
6.09% to 9.18%703.38%97.78%
9.18% to 12.27%261.25%99.03%
Greater than 12.27%200.97%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.22%4.02% 77.08%68.27%
±2σ -8.35%8.15% 94.84%95.45%
±3σ -12.47%12.27% 98.70%99.73%
Descriptive Statistics
Mean-0.099%
Standard Error0.091%
Median-0.334%
Mode0.000%
Standard Deviation4.123%
Sample Variance16.999%
Kurtosis8.23
Skewness1.12
Range55.915%
Minimum-16.846%
Maximum39.069%
Count2072
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.122% 933 45.03% 1.406%
Negative -2.816% 1107 53.43% -1.505%
Zero 0.000% 32 1.54% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Left Skewed (Negative Asymmetry) with a Skewness factor of -0.65. Further, an Excess Kurtosis of 2.95 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -21.93%30.63%0.63%
-21.93% to -16.10%40.84%1.47%
-16.10% to -10.28%265.46%6.93%
-10.28% to -4.46%5912.39%19.33%
-4.46% to 1.36%14430.25%49.58%
1.36% to 7.18%14330.04%79.62%
7.18% to 13.01%6914.50%94.12%
13.01% to 18.83%234.83%98.95%
18.83% to 24.65%51.05%100.00%
Greater than 24.65%00.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.40%9.13% 73.32%68.27%
±2σ -14.16%16.89% 96.22%95.45%
±3σ -21.93%24.65% 99.37%99.73%
Descriptive Statistics
Mean1.363%
Standard Error0.356%
Median1.394%
Mode0.000%
Standard Deviation7.763%
Sample Variance60.265%
Kurtosis2.95
Skewness-0.65
Range63.339%
Minimum-40.925%
Maximum22.414%
Count476
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 6.303% 277 58.19% 3.668%
Negative -5.597% 196 41.18% -2.305%
Zero 0.000% 3 0.63% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 10.86%
12 1 Year 9.01%
36 3 Years 9.40%
60 5 Years 10.36%
120 10 Years 9.64%
240 20 Years 9.39%
600 50 Years 12.37%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.18. Further, an Excess Kurtosis of 51.64 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -14.41%00.00%0.00%
-14.41% to -7.43%00.00%0.00%
-7.43% to -0.45%00.00%0.00%
-0.45% to 6.53%5511.53%11.53%
6.53% to 13.51%24250.73%62.26%
13.51% to 20.49%11524.11%86.37%
20.49% to 27.47%377.76%94.13%
27.47% to 34.45%224.61%98.74%
34.45% to 41.43%10.21%98.95%
Greater than 41.43%51.05%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 4.20%22.82% 88.05%68.27%
±2σ -5.11%32.12% 97.48%95.45%
±3σ -14.41%41.43% 98.95%99.73%
Descriptive Statistics
Mean13.509%
Standard Error0.426%
Median11.285%
Mode7.320%
Standard Deviation9.308%
Sample Variance86.643%
Kurtosis51.64
Skewness5.18
Range123.979%
Minimum3.491%
Maximum127.470%
Count477
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 13.509% 477 100.00% 13.509%
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 2.29. Further, an Excess Kurtosis of 14.72 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -25.75%00.00%0.00%
-25.75% to -19.47%00.00%0.00%
-19.47% to -13.19%132.73%2.73%
-13.19% to -6.91%7816.35%19.08%
-6.91% to -0.63%16835.22%54.30%
-0.63% to 5.65%13828.93%83.23%
5.65% to 11.93%5311.11%94.34%
11.93% to 18.22%214.40%98.74%
18.22% to 24.50%30.63%99.37%
Greater than 24.50%30.63%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -9.00%7.75% 77.99%68.27%
±2σ -17.38%16.12% 97.27%95.45%
±3σ -25.75%24.50% 99.37%99.73%
Descriptive Statistics
Mean-0.628%
Standard Error0.383%
Median-1.274%
Mode0.000%
Standard Deviation8.375%
Sample Variance70.147%
Kurtosis14.72
Skewness2.29
Range87.998%
Minimum-18.722%
Maximum69.276%
Count477
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 6.329% 199 41.72% 2.640%
Negative -5.712% 273 57.23% -3.269%
Zero 0.000% 5 1.05% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.24. Further, an Excess Kurtosis of 1.93 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -34.35%21.26%1.26%
-34.35% to -24.76%10.63%1.89%
-24.76% to -15.17%53.14%5.03%
-15.17% to -5.58%2012.58%17.61%
-5.58% to 4.00%4930.82%48.43%
4.00% to 13.59%5836.48%84.91%
13.59% to 23.18%1610.06%94.97%
23.18% to 32.77%53.14%98.11%
32.77% to 42.35%10.63%98.74%
Greater than 42.35%21.26%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -8.78%16.79% 76.73%68.27%
±2σ -21.57%29.57% 93.08%95.45%
±3σ -34.35%42.36% 97.48%99.73%
Descriptive Statistics
Mean4.003%
Standard Error1.014%
Median4.795%
Mode0.000%
Standard Deviation12.784%
Sample Variance163.428%
Kurtosis1.93
Skewness-0.24
Range85.804%
Minimum-39.769%
Maximum46.035%
Count159
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 10.297% 109 68.55% 7.059%
Negative -10.123% 48 30.19% -3.056%
Zero 0.000% 2 1.26% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 12.80%
12 3 Years 16.56%
20 5 Years 17.82%
40 10 Years 17.01%
80 20 Years 16.11%
200 50 Years 21.39%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.00. Further, an Excess Kurtosis of 14.55 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -22.23%00.00%0.00%
-22.23% to -10.54%00.00%0.00%
-10.54% to 1.16%00.00%0.00%
1.16% to 12.86%2716.88%16.88%
12.86% to 24.55%7245.00%61.88%
24.55% to 36.25%3723.12%85.00%
36.25% to 47.95%1710.62%95.62%
47.95% to 59.64%42.50%98.12%
59.64% to 71.34%00.00%98.12%
Greater than 71.34%31.88%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 8.96%40.15% 82.50%68.27%
±2σ -6.64%55.75% 98.12%95.45%
±3σ -22.23%71.34% 98.12%99.73%
Descriptive Statistics
Mean24.553%
Standard Error1.233%
Median21.124%
Mode7.022%
Standard Deviation15.596%
Sample Variance243.220%
Kurtosis14.55
Skewness3.00
Range120.448%
Minimum7.022%
Maximum127.470%
Count160
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 24.553% 160 100.00% 24.553%
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 1.76. Further, an Excess Kurtosis of 5.98 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -42.34%00.00%0.00%
-42.34% to -32.23%00.00%0.00%
-32.23% to -22.12%53.12%3.12%
-22.12% to -12.02%1911.88%15.00%
-12.02% to -1.91%6943.12%58.13%
-1.91% to 8.20%4226.25%84.38%
8.20% to 18.31%1710.62%95.00%
18.31% to 28.41%21.25%96.25%
28.41% to 38.52%31.88%98.12%
Greater than 38.52%31.88%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -15.39%11.57% 78.75%68.27%
±2σ -28.86%25.05% 93.75%95.45%
±3σ -42.34%38.52% 98.12%99.73%
Descriptive Statistics
Mean-1.909%
Standard Error1.065%
Median-4.181%
Mode-30.166%
Standard Deviation13.477%
Sample Variance181.627%
Kurtosis5.98
Skewness1.76
Range96.193%
Minimum-30.166%
Maximum66.027%
Count160
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 11.807% 53 33.12% 3.911%
Negative -8.703% 107 66.88% -5.820%
Zero 0.000% 0 0.00% 0.000%