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%	2.82%	3.43%	3.06%	3.27%	63.82	67.84	61.90	69.95
Weekly	7.06%	8.40%	6.92%	8.06%	6.73%	7.20%	61.52	70.38	57.51	75.28
Monthly	12.59%	19.71%	13.78%	17.72%	14.01%	14.99%	57.20	75.70	49.72	87.08
Quarterly	21.09%	37.52%	25.70%	33.11%	24.27%	25.96%	51.62	83.87	40.50	106.91
Annual	—	—	—	—	48.54%	51.93%	40.50	106.91	24.92	173.72
Option Time Horizon	—	—	—	—	18.32%	19.60%	54.78	79.03	45.61	94.92

Calculation Notes: Computed at 2026-03-23T16:42 UTC | Reference Contract: Call option expiring 2026-05-15 (52 days) | Spot Price (S): $65.80 | Strike (K): $67.50 (first OTM call ≥ spot) | Observed Mid-Price: $4.2000 (Bid $3.9000 / Ask $4.5000) | Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury) | Dividend Yield (q): 1.12% | Binomial IV (Annual): 48.54% (CRR binomial tree, American, n=20 steps) | BS IV: 48.96% (European Black-Scholes) | Yahoo IV (Annual): 51.93% → 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
2026-02-26	$0.1880
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 9.30 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	0.84%	0.84%
-9.58% to -7.17%	46	0.97%	1.81%
-7.17% to -4.75%	128	2.69%	4.50%
-4.75% to -2.34%	491	10.33%	14.84%
-2.34% to 0.08%	1694	35.66%	50.49%
0.08% to 2.49%	1657	34.88%	85.37%
2.49% to 4.91%	486	10.23%	95.60%
4.91% to 7.32%	119	2.50%	98.11%
7.32% to 9.74%	39	0.82%	98.93%
Greater than 9.74%	51	1.07%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.14%	3.30%	80.72%	68.27%
±2σ	-6.36%	6.52%	95.24%	95.45%
±3σ	-9.58%	9.74%	98.08%	99.73%

Descriptive Statistics

Mean	0.079%
Standard Error	0.047%
Median	0.069%
Mode	0.000%
Standard Deviation	3.220%
Sample Variance	10.370%
Kurtosis	9.30
Skewness	0.34
Range	52.544%
Minimum	-25.992%
Maximum	26.552%
Count	4751

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.150%	2416	50.85%	1.093%
Negative	-2.102%	2292	48.24%	-1.014%
Zero	0.000%	43	0.91%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	4.48%
20	1 Month	4.84%
60	1 Quarter	3.98%
250	1 Year	3.94%
750	3 Years	3.28%
1,250	5 Years	3.43%
2,500	10 Years	3.31%
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 28.38 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -5.86%	0	0.00%	0.00%
-5.86% to -3.41%	0	0.00%	0.00%
-3.41% to -0.96%	0	0.00%	0.00%
-0.96% to 1.49%	379	7.98%	7.98%
1.49% to 3.94%	2867	60.33%	68.31%
3.94% to 6.39%	913	19.21%	87.52%
6.39% to 8.84%	288	6.06%	93.58%
8.84% to 11.29%	130	2.74%	96.32%
11.29% to 13.74%	74	1.56%	97.87%
Greater than 13.74%	101	2.13%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.67%	7.21%	89.98%	68.27%
±2σ	-2.59%	10.47%	95.60%	95.45%
±3σ	-5.86%	13.74%	97.87%	99.73%

Descriptive Statistics

Mean	3.939%
Standard Error	0.047%
Median	3.018%
Mode	1.925%
Standard Deviation	3.266%
Sample Variance	10.664%
Kurtosis	28.38
Skewness	3.91
Range	55.325%
Minimum	0.644%
Maximum	55.969%
Count	4752

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.939%	4752	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 11.35 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	1.05%	1.66%
-6.24% to -4.12%	121	2.55%	4.21%
-4.12% to -2.00%	521	10.96%	15.17%
-2.00% to 0.11%	1759	37.02%	52.19%
0.11% to 2.23%	1596	33.59%	85.77%
2.23% to 4.35%	447	9.41%	95.18%
4.35% to 6.47%	127	2.67%	97.85%
6.47% to 8.59%	52	1.09%	98.95%
Greater than 8.59%	50	1.05%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.71%	2.94%	80.87%	68.27%
±2σ	-5.53%	5.76%	95.08%	95.45%
±3σ	-8.36%	8.58%	98.34%	99.73%

Descriptive Statistics

Mean	0.113%
Standard Error	0.041%
Median	0.017%
Mode	0.000%
Standard Deviation	2.824%
Sample Variance	7.974%
Kurtosis	11.35
Skewness	0.93
Range	50.282%
Minimum	-19.459%
Maximum	30.823%
Count	4752

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.966%	2378	50.04%	0.984%
Negative	-1.771%	2336	49.16%	-0.871%
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 0.82. Further, an Excess Kurtosis of 8.49 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -20.80%	8	0.81%	0.81%
-20.80% to -15.51%	10	1.02%	1.83%
-15.51% to -10.21%	30	3.05%	4.87%
-10.21% to -4.92%	103	10.46%	15.33%
-4.92% to 0.38%	349	35.43%	50.76%
0.38% to 5.67%	343	34.82%	85.58%
5.67% to 10.97%	95	9.64%	95.23%
10.97% to 16.26%	31	3.15%	98.38%
16.26% to 21.56%	6	0.61%	98.98%
Greater than 21.56%	10	1.02%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.68%	7.44%	80.51%	68.27%
±2σ	-13.74%	14.50%	95.13%	95.45%
±3σ	-20.80%	21.56%	98.17%	99.73%

Descriptive Statistics

Mean	0.378%
Standard Error	0.225%
Median	0.184%
Mode	-1.056%
Standard Deviation	7.060%
Sample Variance	49.840%
Kurtosis	8.49
Skewness	0.82
Range	88.342%
Minimum	-37.950%
Maximum	50.392%
Count	985

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.947%	503	51.07%	2.526%
Negative	-4.417%	479	48.63%	-2.148%
Zero	0.000%	3	0.30%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	12.06%
12	1 Quarter	9.10%
52	1 Year	9.21%
156	3 Years	7.70%
260	5 Years	8.06%
520	10 Years	7.77%
1,040	20 Years	9.39%
2,600	50 Years	9.39%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.70. Further, an Excess Kurtosis of 21.56 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -15.22%	0	0.00%	0.00%
-15.22% to -8.92%	0	0.00%	0.00%
-8.92% to -2.62%	0	0.00%	0.00%
-2.62% to 3.69%	74	7.51%	7.51%
3.69% to 9.99%	613	62.17%	69.68%
9.99% to 16.29%	185	18.76%	88.44%
16.29% to 22.59%	53	5.38%	93.81%
22.59% to 28.89%	24	2.43%	96.25%
28.89% to 35.19%	16	1.62%	97.87%
Greater than 35.19%	21	2.13%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.59%	18.39%	90.57%	68.27%
±2σ	-6.82%	26.79%	95.03%	95.45%
±3σ	-15.22%	35.19%	97.87%	99.73%

Descriptive Statistics

Mean	9.988%
Standard Error	0.268%
Median	7.592%
Mode	8.488%
Standard Deviation	8.402%
Sample Variance	70.590%
Kurtosis	21.56
Skewness	3.70
Range	93.120%
Minimum	1.592%
Maximum	94.712%
Count	986

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	9.988%	986	100.00%	9.988%
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 10.74 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -20.44%	6	0.61%	0.61%
-20.44% to -15.25%	4	0.41%	1.01%
-15.25% to -10.05%	28	2.84%	3.85%
-10.05% to -4.86%	116	11.76%	15.62%
-4.86% to 0.33%	370	37.53%	53.14%
0.33% to 5.53%	331	33.57%	86.71%
5.53% to 10.72%	73	7.40%	94.12%
10.72% to 15.91%	35	3.55%	97.67%
15.91% to 21.11%	8	0.81%	98.48%
Greater than 21.11%	15	1.52%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.59%	7.26%	81.54%	68.27%
±2σ	-13.52%	14.18%	95.33%	95.45%
±3σ	-20.44%	21.11%	97.87%	99.73%

Descriptive Statistics

Mean	0.333%
Standard Error	0.221%
Median	0.039%
Mode	0.000%
Standard Deviation	6.925%
Sample Variance	47.949%
Kurtosis	10.74
Skewness	1.39
Range	92.929%
Minimum	-29.878%
Maximum	63.051%
Count	986

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.811%	497	50.41%	2.425%
Negative	-4.253%	485	49.19%	-2.092%
Zero	0.000%	4	0.41%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.00. Further, an Excess Kurtosis of 1.59 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -36.34%	2	0.88%	0.88%
-36.34% to -26.90%	5	2.21%	3.10%
-26.90% to -17.46%	5	2.21%	5.31%
-17.46% to -8.02%	31	13.72%	19.03%
-8.02% to 1.42%	73	32.30%	51.33%
1.42% to 10.86%	65	28.76%	80.09%
10.86% to 20.30%	34	15.04%	95.13%
20.30% to 29.73%	4	1.77%	96.90%
29.73% to 39.17%	6	2.65%	99.56%
Greater than 39.17%	1	0.44%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.17%	14.00%	77.88%	68.27%
±2σ	-23.75%	26.59%	93.36%	95.45%
±3σ	-36.34%	39.17%	98.67%	99.73%

Descriptive Statistics

Mean	1.417%
Standard Error	0.837%
Median	1.114%
Mode	-39.791%
Standard Deviation	12.585%
Sample Variance	158.377%
Kurtosis	1.59
Skewness	0.00
Range	87.174%
Minimum	-39.791%
Maximum	47.383%
Count	226

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	10.252%	120	53.10%	5.444%
Negative	-8.585%	106	46.90%	-4.027%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	15.69%
12	1 Year	17.99%
36	3 Years	17.03%
60	5 Years	17.72%
120	10 Years	16.96%
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 3.59. Further, an Excess Kurtosis of 17.19 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -35.40%	0	0.00%	0.00%
-35.40% to -20.61%	0	0.00%	0.00%
-20.61% to -5.83%	0	0.00%	0.00%
-5.83% to 8.96%	6	2.64%	2.64%
8.96% to 23.74%	156	68.72%	71.37%
23.74% to 38.52%	37	16.30%	87.67%
38.52% to 53.31%	15	6.61%	94.27%
53.31% to 68.09%	6	2.64%	96.92%
68.09% to 82.88%	0	0.00%	96.92%
Greater than 82.88%	7	3.08%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	4.03%	43.45%	89.87%	68.27%
±2σ	-15.68%	63.16%	96.04%	95.45%
±3σ	-35.39%	82.88%	96.92%	99.73%

Descriptive Statistics

Mean	23.741%
Standard Error	1.308%
Median	17.848%
Mode	12.141%
Standard Deviation	19.712%
Sample Variance	388.574%
Kurtosis	17.19
Skewness	3.59
Range	156.213%
Minimum	5.410%
Maximum	161.623%
Count	227

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	23.741%	227	100.00%	23.741%
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 4.43 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -40.74%	0	0.00%	0.00%
-40.74% to -30.40%	1	0.44%	0.44%
-30.40% to -20.06%	7	3.08%	3.52%
-20.06% to -9.73%	35	15.42%	18.94%
-9.73% to 0.61%	83	36.56%	55.51%
0.61% to 10.95%	70	30.84%	86.34%
10.95% to 21.29%	17	7.49%	93.83%
21.29% to 31.63%	6	2.64%	96.48%
31.63% to 41.96%	4	1.76%	98.24%
Greater than 41.96%	4	1.76%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-13.17%	14.40%	79.30%	68.27%
±2σ	-26.96%	28.18%	95.15%	95.45%
±3σ	-40.74%	41.96%	98.24%	99.73%

Descriptive Statistics

Mean	0.612%
Standard Error	0.915%
Median	-0.989%
Mode	-5.159%
Standard Deviation	13.784%
Sample Variance	189.999%
Kurtosis	4.43
Skewness	1.42
Range	94.332%
Minimum	-30.419%
Maximum	63.913%
Count	227

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	11.077%	106	46.70%	5.173%
Negative	-8.556%	121	53.30%	-4.561%
Zero	0.000%	0	0.00%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.08. Further, an Excess Kurtosis of 1.27 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -59.00%	0	0.00%	0.00%
-59.00% to -43.19%	2	2.67%	2.67%
-43.19% to -27.37%	3	4.00%	6.67%
-27.37% to -11.56%	9	12.00%	18.67%
-11.56% to 4.26%	24	32.00%	50.67%
4.26% to 20.07%	21	28.00%	78.67%
20.07% to 35.89%	13	17.33%	96.00%
35.89% to 51.70%	2	2.67%	98.67%
51.70% to 67.52%	0	0.00%	98.67%
Greater than 67.52%	1	1.33%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-16.83%	25.34%	80.00%	68.27%
±2σ	-37.92%	46.43%	94.67%	95.45%
±3σ	-59.00%	67.52%	98.67%	99.73%

Descriptive Statistics

Mean	4.258%
Standard Error	2.435%
Median	3.886%
Mode	-53.195%
Standard Deviation	21.087%
Sample Variance	444.664%
Kurtosis	1.27
Skewness	-0.08
Range	124.484%
Minimum	-53.195%
Maximum	71.289%
Count	75

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	17.488%	44	58.67%	10.260%
Negative	-14.521%	31	41.33%	-6.002%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	32.29%
12	3 Years	35.98%
20	5 Years	33.11%
40	10 Years	31.28%
80	20 Years	34.76%
200	50 Years	34.76%

High-to-Low 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 7.55 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -66.14%	0	0.00%	0.00%
-66.14% to -38.00%	0	0.00%	0.00%
-38.00% to -9.86%	0	0.00%	0.00%
-9.86% to 18.27%	4	5.26%	5.26%
18.27% to 46.41%	49	64.47%	69.74%
46.41% to 74.55%	13	17.11%	86.84%
74.55% to 102.68%	4	5.26%	92.11%
102.68% to 130.82%	2	2.63%	94.74%
130.82% to 158.95%	2	2.63%	97.37%
Greater than 158.95%	2	2.63%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	8.89%	83.92%	88.16%	68.27%
±2σ	-28.62%	121.44%	93.42%	95.45%
±3σ	-66.14%	158.95%	97.37%	99.73%

Descriptive Statistics

Mean	46.409%
Standard Error	4.303%
Median	35.468%
Mode	14.558%
Standard Deviation	37.515%
Sample Variance	1407.344%
Kurtosis	7.55
Skewness	2.62
Range	199.735%
Minimum	14.558%
Maximum	214.293%
Count	76

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	46.409%	76	100.00%	46.409%
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 6.81 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -75.58%	0	0.00%	0.00%
-75.58% to -56.31%	0	0.00%	0.00%
-56.31% to -37.03%	1	1.32%	1.32%
-37.03% to -17.75%	14	18.42%	19.74%
-17.75% to 1.53%	32	42.11%	61.84%
1.53% to 20.81%	20	26.32%	88.16%
20.81% to 40.08%	4	5.26%	93.42%
40.08% to 59.36%	2	2.63%	96.05%
59.36% to 78.64%	1	1.32%	97.37%
Greater than 78.64%	2	2.63%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-24.18%	27.23%	84.21%	68.27%
±2σ	-49.88%	52.94%	94.74%	95.45%
±3σ	-75.58%	78.64%	97.37%	99.73%

Descriptive Statistics

Mean	1.528%
Standard Error	2.948%
Median	-2.005%
Mode	-41.619%
Standard Deviation	25.704%
Sample Variance	660.694%
Kurtosis	6.81
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	22.589%	31	40.79%	9.214%
Negative	-12.981%	45	59.21%	-7.686%
Zero	0.000%	0	0.00%	0.000%

DAL Deep Analytical Report