Markets Data Volatility Heatmap Portfolio Calculator

COST Deep Analytical Report

Costco Wholesale Corporation | Category: Equity Mega Cap | Ann. Div Yield: 0.51% ($5.06) | Last Updated: 2026-02-22 | Data Range: 1986-07-01 → 2026-02-01 (476 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% 1.94% 1.62% 1.75% 969.45 1001.35 953.88 1017.69
Weekly 4.16% 4.19% 4.13% 4.61% 3.56% 3.86% 950.78 1021.02 917.49 1058.06
Monthly 7.76% 9.31% 8.38% 10.52% 7.42% 8.04% 914.82 1061.14 849.41 1142.86
Quarterly 12.78% 15.60% 13.48% 17.82% 12.85% 13.92% 866.47 1120.36 761.99 1273.98
Annual — — — — 25.70% 27.84% 761.99 1273.98 589.30 1647.29
Option Time Horizon — — — — 9.88% 10.71% 892.54 1087.64 808.53 1200.64
Calculation Notes: Computed at 2026-02-22T14:17 UTC  |  Reference Contract: Call option expiring 2026-04-17 (54 days)  |  Spot Price (S): $985.27  |  Strike (K): $990.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $38.6750 (Bid $37.1000 / Ask $40.2500)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 0.51%  |  Binomial IV (Annual): 25.70% (CRR binomial tree, American, n=20 steps)  |  BS IV: 25.62% (European Black-Scholes)  |  Yahoo IV (Annual): 27.84% → 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 10.35 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%840.84%1.48%
-4.33% to -2.87%3453.46%4.94%
-2.87% to -1.40%113611.38%16.32%
-1.40% to 0.07%357035.77%52.09%
0.07% to 1.54%317031.76%83.85%
1.54% to 3.00%104610.48%94.33%
3.00% to 4.47%3653.66%97.99%
4.47% to 5.94%1251.25%99.24%
Greater than 5.94%760.76%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.89%2.02% 78.05%68.27%
±2σ -3.85%3.98% 95.01%95.45%
±3σ -5.80%5.94% 98.60%99.73%
Descriptive Statistics
Mean0.068%
Standard Error0.020%
Median0.000%
Mode0.000%
Standard Deviation1.957%
Sample Variance3.829%
Kurtosis10.35
Skewness-0.02
Range42.877%
Minimum-23.497%
Maximum19.380%
Count9981
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.427% 4920 49.29% 0.703%
Negative -1.349% 4699 47.08% -0.635%
Zero 0.000% 362 3.63% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 2.06%
20 1 Month 2.16%
60 1 Quarter 1.93%
250 1 Year 1.95%
750 3 Years 1.76%
1,250 5 Years 1.94%
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 16.12 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -2.66%00.00%0.00%
-2.66% to -1.37%00.00%0.00%
-1.37% to -0.08%00.00%0.00%
-0.08% to 1.21%179718.00%18.00%
1.21% to 2.50%450245.10%63.10%
2.50% to 3.79%205920.63%83.73%
3.79% to 5.08%9259.27%93.00%
5.08% to 6.37%3683.69%96.68%
6.37% to 7.66%1531.53%98.22%
Greater than 7.66%1781.78%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.78%4.22% 83.75%68.27%
±2σ -0.94%5.94% 95.78%95.45%
±3σ -2.66%7.66% 98.22%99.73%
Descriptive Statistics
Mean2.503%
Standard Error0.017%
Median2.041%
Mode2.564%
Standard Deviation1.720%
Sample Variance2.960%
Kurtosis16.12
Skewness2.75
Range28.303%
Minimum0.372%
Maximum28.675%
Count9982
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.503% 9982 100.00% 2.503%
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 0.03. Further, an Excess Kurtosis of 5.46 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -5.34%640.64%0.64%
-5.34% to -4.01%1351.35%1.99%
-4.01% to -2.68%3513.52%5.51%
-2.68% to -1.36%113011.32%16.83%
-1.36% to -0.03%313931.45%48.28%
-0.03% to 1.30%347034.76%83.04%
1.30% to 2.62%114411.46%94.50%
2.62% to 3.95%3663.67%98.17%
3.95% to 5.28%1081.08%99.25%
Greater than 5.28%750.75%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.80%1.74% 77.09%68.27%
±2σ -3.57%3.51% 94.40%95.45%
±3σ -5.34%5.28% 98.61%99.73%
Descriptive Statistics
Mean-0.030%
Standard Error0.018%
Median0.000%
Mode0.000%
Standard Deviation1.769%
Sample Variance3.130%
Kurtosis5.46
Skewness0.03
Range29.393%
Minimum-15.714%
Maximum13.679%
Count9982
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.280% 4696 47.05% 0.602%
Negative -1.294% 4876 48.85% -0.632%
Zero 0.000% 410 4.11% 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 4.06 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -12.14%160.77%0.77%
-12.14% to -9.02%231.11%1.89%
-9.02% to -5.91%753.63%5.52%
-5.91% to -2.79%25112.14%17.66%
-2.79% to 0.33%64931.40%49.06%
0.33% to 3.44%70934.30%83.36%
3.44% to 6.56%22911.08%94.44%
6.56% to 9.68%783.77%98.21%
9.68% to 12.80%211.02%99.23%
Greater than 12.80%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%8.64% 94.58%95.45%
±3σ -12.14%12.80% 98.45%99.73%
Descriptive Statistics
Mean0.328%
Standard Error0.091%
Median0.405%
Mode0.000%
Standard Deviation4.156%
Sample Variance17.272%
Kurtosis4.06
Skewness-0.25
Range50.063%
Minimum-28.406%
Maximum21.657%
Count2067
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.050% 1119 54.14% 1.651%
Negative -3.002% 911 44.07% -1.323%
Zero 0.000% 37 1.79% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 5.03%
12 1 Quarter 4.58%
52 1 Year 4.58%
156 3 Years 4.15%
260 5 Years 4.61%
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 37.95 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 -3.31%00.00%0.00%
-3.31% to -0.16%00.00%0.00%
-0.16% to 2.98%36117.46%17.46%
2.98% to 6.13%90243.62%61.07%
6.13% to 9.27%49323.84%84.91%
9.27% to 12.42%1778.56%93.47%
12.42% to 15.56%723.48%96.95%
15.56% to 18.71%351.69%98.65%
Greater than 18.71%281.35%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.93%10.32% 84.14%68.27%
±2σ -2.26%14.51% 96.18%95.45%
±3σ -6.45%18.71% 98.65%99.73%
Descriptive Statistics
Mean6.127%
Standard Error0.092%
Median5.147%
Mode6.250%
Standard Deviation4.193%
Sample Variance17.577%
Kurtosis37.95
Skewness3.87
Range69.690%
Minimum0.912%
Maximum70.602%
Count2068
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 6.127% 2068 100.00% 6.127%
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 8.22 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -12.48%70.34%0.34%
-12.48% to -9.38%241.16%1.50%
-9.38% to -6.29%703.38%4.88%
-6.29% to -3.19%25712.43%17.31%
-3.19% to -0.10%73035.30%52.61%
-0.10% to 2.99%62029.98%82.59%
2.99% to 6.09%24411.80%94.39%
6.09% to 9.18%703.38%97.78%
9.18% to 12.28%261.26%99.03%
Greater than 12.28%200.97%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.23%4.03% 77.22%68.27%
±2σ -8.35%8.15% 94.87%95.45%
±3σ -12.48%12.28% 98.69%99.73%
Descriptive Statistics
Mean-0.100%
Standard Error0.091%
Median-0.338%
Mode0.000%
Standard Deviation4.126%
Sample Variance17.025%
Kurtosis8.22
Skewness1.12
Range55.915%
Minimum-16.846%
Maximum39.069%
Count2068
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.121% 932 45.07% 1.407%
Negative -2.821% 1104 53.38% -1.506%
Zero 0.000% 32 1.55% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Left Skewed (Negative Asymmetry) with a Skewness factor of -0.66. Further, an Excess Kurtosis of 2.96 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -21.92%30.63%0.63%
-21.92% to -16.10%40.84%1.47%
-16.10% to -10.28%265.47%6.95%
-10.28% to -4.45%6012.63%19.58%
-4.45% to 1.37%14330.11%49.68%
1.37% to 7.19%14330.11%79.79%
7.19% to 13.02%6814.32%94.11%
13.02% to 18.84%234.84%98.95%
18.84% to 24.66%51.05%100.00%
Greater than 24.66%00.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.40%9.13% 73.26%68.27%
±2σ -14.16%16.90% 96.21%95.45%
±3σ -21.92%24.66% 99.37%99.73%
Descriptive Statistics
Mean1.369%
Standard Error0.356%
Median1.400%
Mode0.000%
Standard Deviation7.764%
Sample Variance60.279%
Kurtosis2.96
Skewness-0.66
Range63.339%
Minimum-40.925%
Maximum22.414%
Count475
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 6.293% 277 58.32% 3.670%
Negative -5.606% 195 41.05% -2.301%
Zero 0.000% 3 0.63% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 11.87%
12 1 Year 9.97%
36 3 Years 9.43%
60 5 Years 10.52%
120 10 Years 9.66%
240 20 Years 9.40%
600 50 Years 12.39%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.19. Further, an Excess Kurtosis of 51.63 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 -0.44%00.00%0.00%
-0.44% to 6.54%5411.34%11.34%
6.54% to 13.52%24250.84%62.18%
13.52% to 20.51%11524.16%86.34%
20.51% to 27.49%377.77%94.12%
27.49% to 34.48%224.62%98.74%
34.48% to 41.46%10.21%98.95%
Greater than 41.46%51.05%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 4.21%22.84% 88.03%68.27%
±2σ -5.10%32.15% 97.48%95.45%
±3σ -14.41%41.46% 98.95%99.73%
Descriptive Statistics
Mean13.524%
Standard Error0.427%
Median11.337%
Mode7.320%
Standard Deviation9.312%
Sample Variance86.715%
Kurtosis51.63
Skewness5.19
Range123.979%
Minimum3.491%
Maximum127.470%
Count476
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 13.524% 476 100.00% 13.524%
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 2.30. Further, an Excess Kurtosis of 14.74 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -25.77%00.00%0.00%
-25.77% to -19.49%00.00%0.00%
-19.49% to -13.20%132.73%2.73%
-13.20% to -6.92%7816.39%19.12%
-6.92% to -0.63%16735.08%54.20%
-0.63% to 5.65%13728.78%82.98%
5.65% to 11.94%5411.34%94.33%
11.94% to 18.22%214.41%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 -9.01%7.75% 77.73%68.27%
±2σ -17.39%16.12% 97.27%95.45%
±3σ -25.77%24.50% 99.37%99.73%
Descriptive Statistics
Mean-0.633%
Standard Error0.384%
Median-1.284%
Mode0.000%
Standard Deviation8.379%
Sample Variance70.201%
Kurtosis14.74
Skewness2.30
Range87.998%
Minimum-18.722%
Maximum69.276%
Count476
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 6.341% 198 41.60% 2.638%
Negative -5.703% 273 57.35% -3.271%
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 -34.34%21.26%1.26%
-34.34% to -24.75%10.63%1.89%
-24.75% to -15.16%53.14%5.03%
-15.16% to -5.58%2012.58%17.61%
-5.58% to 4.01%4830.19%47.80%
4.01% to 13.60%5937.11%84.91%
13.60% to 23.19%1610.06%94.97%
23.19% to 32.78%53.14%98.11%
32.78% to 42.36%10.63%98.74%
Greater than 42.36%21.26%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -8.77%16.80% 77.36%68.27%
±2σ -21.56%29.58% 93.08%95.45%
±3σ -34.34%42.36% 97.48%99.73%
Descriptive Statistics
Mean4.012%
Standard Error1.014%
Median4.795%
Mode0.000%
Standard Deviation12.784%
Sample Variance163.429%
Kurtosis1.93
Skewness-0.24
Range85.804%
Minimum-39.769%
Maximum46.035%
Count159
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 10.311% 109 68.55% 7.068%
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 -42.35%00.00%0.00%
-42.35% to -32.24%00.00%0.00%
-32.24% to -22.14%53.12%3.12%
-22.14% to -12.03%1911.88%15.00%
-12.03% to -1.92%6943.12%58.13%
-1.92% to 8.19%4226.25%84.38%
8.19% to 18.30%1710.62%95.00%
18.30% 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 -15.40%11.56% 78.75%68.27%
±2σ -28.87%25.04% 93.75%95.45%
±3σ -42.35%38.52% 98.12%99.73%
Descriptive Statistics
Mean-1.918%
Standard Error1.066%
Median-4.265%
Mode-30.166%
Standard Deviation13.478%
Sample Variance181.654%
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 -8.716% 107 66.88% -5.829%
Zero 0.000% 0 0.00% 0.000%