DAL - Detail Report

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	3.22%	3.27%	2.83%	3.41%	2.93%	3.14%	67.43	71.51	65.48	73.64
Weekly	7.07%	8.41%	6.93%	8.03%	6.46%	6.91%	65.10	74.07	61.03	79.01
Monthly	12.62%	19.76%	13.81%	17.72%	13.44%	14.39%	60.70	79.43	53.07	90.86
Quarterly	21.08%	37.67%	25.71%	32.32%	23.29%	24.93%	55.01	87.65	43.59	110.63
Annual	—	—	—	—	46.57%	49.85%	43.59	110.63	27.36	176.26
Option Time Horizon	—	—	—	—	17.91%	19.18%	58.05	83.06	48.53	99.36

Calculation Notes: Computed at 2026-02-22T14:24 UTC | Reference Contract: Call option expiring 2026-04-17 (54 days) | Spot Price (S): $69.44 | Strike (K): $70.00 (first OTM call ≥ spot) | Observed Mid-Price: $4.8000 (Bid $4.5000 / Ask $5.1000) | Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury) | Dividend Yield (q): 1.06% | Binomial IV (Annual): 46.57% (CRR binomial tree, American, n=20 steps) | BS IV: 46.41% (European Black-Scholes) | Yahoo IV (Annual): 49.85% → period-scaled as σ_period = σ_annual·√h | Price bands: Upper = S·e^+σ√h, Lower = S·e^−σ√h

Historical Dividend Payouts

Ex-Dividend Date	Amount
2025-10-16	$0.1880
2025-07-31	$0.1880
2025-05-13	$0.1500
2025-02-27	$0.1500
2024-10-10	$0.1500
2024-07-30	$0.1500
2024-05-13	$0.1000
2024-02-23	$0.1000
2023-10-11	$0.1000
2023-07-14	$0.1000
2020-02-19	$0.4030
2019-10-23	$0.4030
2019-07-24	$0.4030
2019-05-01	$0.3500
2019-02-28	$0.3500
2018-11-06	$0.3500
2018-07-25	$0.3500
2018-05-10	$0.3050
2018-02-22	$0.3050
2017-11-16	$0.3050
2017-08-21	$0.3050
2017-05-17	$0.2030
2017-02-22	$0.2030
2016-11-08	$0.2030
2016-08-10	$0.2030
2016-05-09	$0.1350
2016-02-12	$0.1350
2015-11-04	$0.1350
2015-08-05	$0.1350
2015-05-06	$0.0900
2015-02-18	$0.0900
2014-11-05	$0.0900
2014-08-06	$0.0900
2014-05-07	$0.0600
2014-02-19	$0.0600
2013-11-04	$0.0600
2013-08-07	$0.0600

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.34. Further, an Excess Kurtosis of 9.34 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -9.58%	40	0.85%	0.85%
-9.58% to -7.17%	46	0.97%	1.82%
-7.17% to -4.75%	127	2.68%	4.50%
-4.75% to -2.34%	487	10.30%	14.80%
-2.34% to 0.08%	1689	35.71%	50.51%
0.08% to 2.50%	1652	34.93%	85.43%
2.50% to 4.91%	481	10.17%	95.60%
4.91% to 7.33%	118	2.49%	98.10%
7.33% to 9.74%	39	0.82%	98.92%
Greater than 9.74%	51	1.08%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.14%	3.30%	80.80%	68.27%
±2σ	-6.36%	6.52%	95.26%	95.45%
±3σ	-9.58%	9.74%	98.08%	99.73%

Descriptive Statistics

Mean	0.080%
Standard Error	0.047%
Median	0.071%
Mode	0.000%
Standard Deviation	3.221%
Sample Variance	10.372%
Kurtosis	9.34
Skewness	0.34
Range	52.544%
Minimum	-25.992%
Maximum	26.552%
Count	4730

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.147%	2407	50.89%	1.093%
Negative	-2.100%	2280	48.20%	-1.012%
Zero	0.000%	43	0.91%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	4.42%
20	1 Month	4.00%
60	1 Quarter	3.26%
250	1 Year	3.97%
750	3 Years	3.24%
1,250	5 Years	3.41%
2,500	10 Years	3.29%
5,000	20 Years	4.09%
12,500	50 Years	4.09%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.91. Further, an Excess Kurtosis of 28.34 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -5.87%	0	0.00%	0.00%
-5.87% to -3.42%	0	0.00%	0.00%
-3.42% to -0.97%	0	0.00%	0.00%
-0.97% to 1.49%	372	7.86%	7.86%
1.49% to 3.94%	2861	60.47%	68.34%
3.94% to 6.39%	908	19.19%	87.53%
6.39% to 8.85%	286	6.05%	93.57%
8.85% to 11.30%	129	2.73%	96.30%
11.30% to 13.75%	74	1.56%	97.87%
Greater than 13.75%	101	2.13%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.67%	7.21%	90.00%	68.27%
±2σ	-2.60%	10.48%	95.60%	95.45%
±3σ	-5.87%	13.75%	97.87%	99.73%

Descriptive Statistics

Mean	3.939%
Standard Error	0.048%
Median	3.015%
Mode	1.925%
Standard Deviation	3.271%
Sample Variance	10.696%
Kurtosis	28.34
Skewness	3.91
Range	55.325%
Minimum	0.644%
Maximum	55.969%
Count	4731

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.939%	4731	100.00%	3.939%
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 0.93. Further, an Excess Kurtosis of 11.36 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -8.36%	29	0.61%	0.61%
-8.36% to -6.24%	50	1.06%	1.67%
-6.24% to -4.12%	120	2.54%	4.21%
-4.12% to -2.00%	516	10.91%	15.11%
-2.00% to 0.12%	1758	37.16%	52.27%
0.12% to 2.23%	1586	33.52%	85.80%
2.23% to 4.35%	443	9.36%	95.16%
4.35% to 6.47%	128	2.71%	97.87%
6.47% to 8.59%	51	1.08%	98.94%
Greater than 8.59%	50	1.06%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.71%	2.94%	80.89%	68.27%
±2σ	-5.54%	5.77%	95.08%	95.45%
±3σ	-8.36%	8.59%	98.33%	99.73%

Descriptive Statistics

Mean	0.115%
Standard Error	0.041%
Median	0.017%
Mode	0.000%
Standard Deviation	2.826%
Sample Variance	7.987%
Kurtosis	11.36
Skewness	0.93
Range	50.282%
Minimum	-19.459%
Maximum	30.823%
Count	4731

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.968%	2367	50.03%	0.985%
Negative	-1.769%	2326	49.16%	-0.870%
Zero	0.000%	38	0.80%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.81. Further, an Excess Kurtosis of 8.50 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -20.81%	8	0.82%	0.82%
-20.81% to -15.51%	10	1.02%	1.83%
-15.51% to -10.21%	30	3.06%	4.89%
-10.21% to -4.91%	102	10.40%	15.29%
-4.91% to 0.39%	347	35.37%	50.66%
0.39% to 5.68%	343	34.96%	85.63%
5.68% to 10.98%	94	9.58%	95.21%
10.98% to 16.28%	31	3.16%	98.37%
16.28% to 21.58%	6	0.61%	98.98%
Greater than 21.58%	10	1.02%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.68%	7.45%	80.53%	68.27%
±2σ	-13.75%	14.52%	95.11%	95.45%
±3σ	-20.81%	21.58%	98.17%	99.73%

Descriptive Statistics

Mean	0.385%
Standard Error	0.226%
Median	0.246%
Mode	-1.056%
Standard Deviation	7.065%
Sample Variance	49.919%
Kurtosis	8.50
Skewness	0.81
Range	88.342%
Minimum	-37.950%
Maximum	50.392%
Count	981

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.942%	502	51.17%	2.529%
Negative	-4.419%	476	48.52%	-2.144%
Zero	0.000%	3	0.31%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	9.12%
12	1 Quarter	6.94%
52	1 Year	9.28%
156	3 Years	7.62%
260	5 Years	8.03%
520	10 Years	7.72%
1,040	20 Years	9.38%
2,600	50 Years	9.38%

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 21.58 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -15.26%	0	0.00%	0.00%
-15.26% to -8.95%	0	0.00%	0.00%
-8.95% to -2.64%	0	0.00%	0.00%
-2.64% to 3.67%	73	7.43%	7.43%
3.67% to 9.98%	611	62.22%	69.65%
9.98% to 16.29%	185	18.84%	88.49%
16.29% to 22.59%	52	5.30%	93.79%
22.59% to 28.90%	24	2.44%	96.23%
28.90% to 35.21%	16	1.63%	97.86%
Greater than 35.21%	21	2.14%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.57%	18.39%	90.53%	68.27%
±2σ	-6.84%	26.80%	95.01%	95.45%
±3σ	-15.26%	35.21%	97.86%	99.73%

Descriptive Statistics

Mean	9.977%
Standard Error	0.268%
Median	7.584%
Mode	8.488%
Standard Deviation	8.411%
Sample Variance	70.737%
Kurtosis	21.58
Skewness	3.71
Range	93.120%
Minimum	1.592%
Maximum	94.712%
Count	982

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	9.977%	982	100.00%	9.977%
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 10.72 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -20.48%	6	0.61%	0.61%
-20.48% to -15.28%	4	0.41%	1.02%
-15.28% to -10.08%	28	2.85%	3.87%
-10.08% to -4.87%	116	11.81%	15.68%
-4.87% to 0.33%	367	37.37%	53.05%
0.33% to 5.53%	330	33.60%	86.66%
5.53% to 10.73%	73	7.43%	94.09%
10.73% to 15.93%	36	3.67%	97.76%
15.93% to 21.13%	7	0.71%	98.47%
Greater than 21.13%	15	1.53%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.61%	7.26%	81.57%	68.27%
±2σ	-13.54%	14.20%	95.32%	95.45%
±3σ	-20.48%	21.13%	97.86%	99.73%

Descriptive Statistics

Mean	0.327%
Standard Error	0.221%
Median	0.039%
Mode	0.000%
Standard Deviation	6.935%
Sample Variance	48.092%
Kurtosis	10.72
Skewness	1.39
Range	92.929%
Minimum	-29.878%
Maximum	63.051%
Count	982

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.808%	495	50.41%	2.424%
Negative	-4.261%	483	49.19%	-2.096%
Zero	0.000%	4	0.41%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.01. Further, an Excess Kurtosis of 1.57 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -36.40%	2	0.89%	0.89%
-36.40% to -26.93%	5	2.22%	3.11%
-26.93% to -17.47%	5	2.22%	5.33%
-17.47% to -8.01%	31	13.78%	19.11%
-8.01% to 1.45%	72	32.00%	51.11%
1.45% to 10.91%	65	28.89%	80.00%
10.91% to 20.37%	34	15.11%	95.11%
20.37% to 29.83%	4	1.78%	96.89%
29.83% to 39.29%	6	2.67%	99.56%
Greater than 39.29%	1	0.44%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.17%	14.06%	77.78%	68.27%
±2σ	-23.78%	26.68%	93.33%	95.45%
±3σ	-36.40%	39.29%	98.67%	99.73%

Descriptive Statistics

Mean	1.449%
Standard Error	0.841%
Median	1.353%
Mode	-39.791%
Standard Deviation	12.615%
Sample Variance	159.128%
Kurtosis	1.57
Skewness	-0.01
Range	87.174%
Minimum	-39.791%
Maximum	47.383%
Count	225

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	10.212%	121	53.78%	5.492%
Negative	-8.746%	104	46.22%	-4.043%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	14.30%
12	1 Year	19.17%
36	3 Years	17.17%
60	5 Years	17.72%
120	10 Years	16.88%
240	20 Years	20.15%
600	50 Years	20.15%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.58. Further, an Excess Kurtosis of 17.09 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -35.52%	0	0.00%	0.00%
-35.52% to -20.70%	0	0.00%	0.00%
-20.70% to -5.89%	0	0.00%	0.00%
-5.89% to 8.93%	6	2.65%	2.65%
8.93% to 23.75%	155	68.58%	71.24%
23.75% to 38.57%	37	16.37%	87.61%
38.57% to 53.38%	15	6.64%	94.25%
53.38% to 68.20%	6	2.65%	96.90%
68.20% to 83.02%	0	0.00%	96.90%
Greater than 83.02%	7	3.10%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	3.99%	43.51%	89.82%	68.27%
±2σ	-15.77%	63.26%	96.02%	95.45%
±3σ	-35.52%	83.02%	96.90%	99.73%

Descriptive Statistics

Mean	23.749%
Standard Error	1.314%
Median	17.730%
Mode	12.141%
Standard Deviation	19.757%
Sample Variance	390.343%
Kurtosis	17.09
Skewness	3.58
Range	156.213%
Minimum	5.410%
Maximum	161.623%
Count	226

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	23.749%	226	100.00%	23.749%
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 1.42. Further, an Excess Kurtosis of 4.40 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -40.83%	0	0.00%	0.00%
-40.83% to -30.47%	0	0.00%	0.00%
-30.47% to -20.11%	8	3.54%	3.54%
-20.11% to -9.75%	35	15.49%	19.03%
-9.75% to 0.61%	83	36.73%	55.75%
0.61% to 10.97%	69	30.53%	86.28%
10.97% to 21.33%	17	7.52%	93.81%
21.33% to 31.69%	6	2.65%	96.46%
31.69% to 42.05%	4	1.77%	98.23%
Greater than 42.05%	4	1.77%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-13.21%	14.42%	79.20%	68.27%
±2σ	-27.02%	28.24%	95.58%	95.45%
±3σ	-40.83%	42.05%	98.23%	99.73%

Descriptive Statistics

Mean	0.608%
Standard Error	0.919%
Median	-1.008%
Mode	-5.159%
Standard Deviation	13.814%
Sample Variance	190.833%
Kurtosis	4.40
Skewness	1.42
Range	94.332%
Minimum	-30.419%
Maximum	63.913%
Count	226

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	11.167%	105	46.46%	5.188%
Negative	-8.554%	121	53.54%	-4.580%
Zero	0.000%	0	0.00%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.09. Further, an Excess Kurtosis of 1.28 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -58.90%	0	0.00%	0.00%
-58.90% to -43.09%	2	2.67%	2.67%
-43.09% to -27.28%	3	4.00%	6.67%
-27.28% to -11.47%	9	12.00%	18.67%
-11.47% to 4.34%	23	30.67%	49.33%
4.34% to 20.15%	22	29.33%	78.67%
20.15% to 35.96%	13	17.33%	96.00%
35.96% to 51.77%	2	2.67%	98.67%
51.77% to 67.58%	0	0.00%	98.67%
Greater than 67.58%	1	1.33%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-16.74%	25.42%	80.00%	68.27%
±2σ	-37.82%	46.50%	94.67%	95.45%
±3σ	-58.90%	67.58%	98.67%	99.73%

Descriptive Statistics

Mean	4.336%
Standard Error	2.434%
Median	5.388%
Mode	-53.195%
Standard Deviation	21.080%
Sample Variance	444.372%
Kurtosis	1.28
Skewness	-0.09
Range	124.484%
Minimum	-53.195%
Maximum	71.289%
Count	75

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	17.219%	45	60.00%	10.331%
Negative	-14.989%	30	40.00%	-5.996%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	28.31%
12	3 Years	34.65%
20	5 Years	32.32%
40	10 Years	30.88%
80	20 Years	34.55%
200	50 Years	34.55%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.61. Further, an Excess Kurtosis of 7.47 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -66.90%	0	0.00%	0.00%
-66.90% to -38.65%	0	0.00%	0.00%
-38.65% to -10.39%	0	0.00%	0.00%
-10.39% to 17.86%	4	5.26%	5.26%
17.86% to 46.11%	49	64.47%	69.74%
46.11% to 74.36%	13	17.11%	86.84%
74.36% to 102.62%	4	5.26%	92.11%
102.62% to 130.87%	2	2.63%	94.74%
130.87% to 159.12%	2	2.63%	97.37%
Greater than 159.12%	2	2.63%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	8.44%	83.78%	88.16%	68.27%
±2σ	-29.23%	121.45%	93.42%	95.45%
±3σ	-66.90%	159.12%	97.37%	99.73%

Descriptive Statistics

Mean	46.112%
Standard Error	4.321%
Median	33.929%
Mode	14.558%
Standard Deviation	37.670%
Sample Variance	1419.007%
Kurtosis	7.47
Skewness	2.61
Range	199.735%
Minimum	14.558%
Maximum	214.293%
Count	76

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	46.112%	76	100.00%	46.112%
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 2.17. Further, an Excess Kurtosis of 6.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -75.68%	0	0.00%	0.00%
-75.68% to -56.40%	0	0.00%	0.00%
-56.40% to -37.11%	1	1.32%	1.32%
-37.11% to -17.83%	14	18.42%	19.74%
-17.83% to 1.45%	33	43.42%	63.16%
1.45% to 20.74%	19	25.00%	88.16%
20.74% to 40.02%	4	5.26%	93.42%
40.02% to 59.30%	2	2.63%	96.05%
59.30% to 78.59%	1	1.32%	97.37%
Greater than 78.59%	2	2.63%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-24.26%	27.16%	84.21%	68.27%
±2σ	-49.97%	52.88%	94.74%	95.45%
±3σ	-75.68%	78.59%	97.37%	99.73%

Descriptive Statistics

Mean	1.454%
Standard Error	2.949%
Median	-3.156%
Mode	-41.619%
Standard Deviation	25.711%
Sample Variance	661.076%
Kurtosis	6.82
Skewness	2.17
Range	158.524%
Minimum	-41.619%
Maximum	116.905%
Count	76

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	23.283%	30	39.47%	9.191%
Negative	-12.783%	46	60.53%	-7.737%
Zero	0.000%	0	0.00%	0.000%

DAL Deep Analytical Report