DBI - 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	3.91%	3.64%	3.26%	5.90%	5.54%	5.55%	6.74	7.53	6.37	7.95
Weekly	8.09%	10.18%	8.06%	13.74%	12.20%	12.22%	6.30	8.04	5.58	9.09
Monthly	15.99%	32.59%	18.06%	28.87%	25.40%	25.43%	5.52	9.18	4.28	11.83
Quarterly	28.59%	60.94%	25.12%	50.32%	43.99%	44.04%	4.59	11.05	2.95	17.16
Annual	—	—	—	—	87.99%	88.09%	2.95	17.16	1.23	41.38
Option Time Horizon	—	—	—	—	31.57%	31.61%	5.19	9.76	3.79	13.39

Calculation Notes: Computed at 2026-03-01T12:18 UTC | Reference Contract: Call option expiring 2026-04-17 (47 days) | Spot Price (S): $7.12 | Strike (K): $7.50 (first OTM call ≥ spot) | Observed Mid-Price: $0.7500 (Bid $0.6500 / Ask $0.8500) | Risk-Free Rate (r): 3.74% (1-Month CMT, US Treasury) | Dividend Yield (q): 2.68% | Binomial IV (Annual): 87.99% (CRR binomial tree, American, n=20 steps) | BS IV: 88.92% (European Black-Scholes) | Yahoo IV (Annual): 88.09% → 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
2025-12-05	$0.0500
2025-10-03	$0.0500
2025-06-05	$0.0500
2025-03-28	$0.0500
2024-12-06	$0.0500
2024-10-04	$0.0500
2024-06-05	$0.0500
2024-03-27	$0.0500
2023-11-29	$0.0500
2023-10-02	$0.0500
2023-06-26	$0.0500
2023-03-30	$0.0500
2022-12-12	$0.0500
2022-09-21	$0.0500
2022-06-21	$0.0500
2022-04-21	$0.0500
2020-03-27	$0.1000
2019-12-19	$0.2500
2019-09-19	$0.2500
2019-06-18	$0.2500
2019-03-29	$0.2500
2018-12-20	$0.2500
2018-09-21	$0.2500
2018-06-20	$0.2500
2018-03-22	$0.2500
2017-12-14	$0.2000
2017-09-18	$0.2000
2017-06-13	$0.2000
2017-03-15	$0.2000
2016-12-14	$0.2000
2016-09-14	$0.2000
2016-06-14	$0.2000
2016-03-30	$0.2000
2015-12-16	$0.2000
2015-09-16	$0.2000
2015-06-17	$0.2000
2015-03-18	$0.2000
2014-12-17	$0.1880
2014-09-17	$0.1880
2014-06-18	$0.1880
2014-04-02	$0.1880
2013-12-17	$0.1250
2013-09-18	$0.1250
2013-06-14	$0.1250
2012-12-13	$0.1800
2012-10-12	$1.0000
2012-09-14	$0.0900
2012-06-15	$0.0900
2012-03-16	$0.0750
2011-12-15	$0.0750
2011-09-16	$1.0750

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.15. Further, an Excess Kurtosis of 56.47 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -11.65%	29	0.56%	0.56%
-11.65% to -8.72%	35	0.67%	1.23%
-8.72% to -5.79%	141	2.70%	3.93%
-5.79% to -2.86%	512	9.82%	13.75%
-2.86% to 0.07%	1931	37.03%	50.79%
0.07% to 3.00%	1862	35.71%	86.50%
3.00% to 5.93%	471	9.03%	95.53%
5.93% to 8.86%	136	2.61%	98.14%
8.86% to 11.79%	57	1.09%	99.23%
Greater than 11.79%	40	0.77%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.84%	3.97%	82.05%	68.27%
±2σ	-7.74%	7.88%	95.49%	95.45%
±3σ	-11.65%	11.79%	98.68%	99.73%

Descriptive Statistics

Mean	0.068%
Standard Error	0.054%
Median	0.000%
Mode	0.000%
Standard Deviation	3.906%
Sample Variance	15.254%
Kurtosis	56.47
Skewness	2.15
Range	125.072%
Minimum	-39.899%
Maximum	85.173%
Count	5214

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.492%	2604	49.94%	1.245%
Negative	-2.400%	2557	49.04%	-1.177%
Zero	0.000%	53	1.02%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	6.65%
20	1 Month	6.69%
60	1 Quarter	7.02%
250	1 Year	7.67%
750	3 Years	6.34%
1,250	5 Years	5.90%
2,500	10 Years	5.41%
5,000	20 Years	4.64%
12,500	50 Years	4.59%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 8.34. Further, an Excess Kurtosis of 168.85 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -6.47%	0	0.00%	0.00%
-6.47% to -3.74%	0	0.00%	0.00%
-3.74% to -1.01%	0	0.00%	0.00%
-1.01% to 1.72%	509	9.76%	9.76%
1.72% to 4.45%	2834	54.34%	64.10%
4.45% to 7.19%	1191	22.84%	86.94%
7.19% to 9.92%	429	8.23%	95.17%
9.92% to 12.65%	124	2.38%	97.55%
12.65% to 15.38%	61	1.17%	98.72%
Greater than 15.38%	67	1.28%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.81%	8.10%	90.34%	68.27%
±2σ	-2.83%	11.74%	96.87%	95.45%
±3σ	-6.47%	15.38%	98.72%	99.73%

Descriptive Statistics

Mean	4.454%
Standard Error	0.050%
Median	3.629%
Mode	3.182%
Standard Deviation	3.643%
Sample Variance	13.268%
Kurtosis	168.85
Skewness	8.34
Range	105.273%
Minimum	0.609%
Maximum	105.882%
Count	5215

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.454%	5215	100.00%	4.454%
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 0.39. Further, an Excess Kurtosis of 22.88 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -9.69%	31	0.59%	0.59%
-9.69% to -7.25%	55	1.05%	1.65%
-7.25% to -4.80%	164	3.14%	4.79%
-4.80% to -2.36%	566	10.85%	15.65%
-2.36% to 0.09%	1841	35.30%	50.95%
0.09% to 2.53%	1730	33.17%	84.12%
2.53% to 4.98%	570	10.93%	95.05%
4.98% to 7.42%	159	3.05%	98.10%
7.42% to 9.87%	65	1.25%	99.35%
Greater than 9.87%	34	0.65%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.17%	3.35%	79.02%	68.27%
±2σ	-6.43%	6.61%	94.98%	95.45%
±3σ	-9.69%	9.87%	98.75%	99.73%

Descriptive Statistics

Mean	0.089%
Standard Error	0.045%
Median	0.039%
Mode	0.000%
Standard Deviation	3.260%
Sample Variance	10.627%
Kurtosis	22.88
Skewness	0.39
Range	89.604%
Minimum	-45.486%
Maximum	44.118%
Count	5215

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.246%	2625	50.34%	1.131%
Negative	-2.140%	2539	48.69%	-1.042%
Zero	0.000%	51	0.98%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.84. Further, an Excess Kurtosis of 12.44 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -23.99%	6	0.56%	0.56%
-23.99% to -17.92%	10	0.93%	1.48%
-17.92% to -11.85%	34	3.15%	4.63%
-11.85% to -5.78%	124	11.47%	16.10%
-5.78% to 0.29%	371	34.32%	50.42%
0.29% to 6.36%	381	35.25%	85.66%
6.36% to 12.43%	98	9.07%	94.73%
12.43% to 18.49%	36	3.33%	98.06%
18.49% to 24.56%	11	1.02%	99.07%
Greater than 24.56%	10	0.93%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.81%	8.38%	79.37%	68.27%
±2σ	-15.90%	16.47%	95.37%	95.45%
±3σ	-23.99%	24.56%	98.52%	99.73%

Descriptive Statistics

Mean	0.287%
Standard Error	0.246%
Median	0.198%
Mode	0.000%
Standard Deviation	8.092%
Sample Variance	65.489%
Kurtosis	12.44
Skewness	0.84
Range	129.529%
Minimum	-52.209%
Maximum	77.320%
Count	1081

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	5.554%	550	50.88%	2.826%
Negative	-5.218%	526	48.66%	-2.539%
Zero	0.000%	5	0.46%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	15.09%
12	1 Quarter	15.13%
52	1 Year	18.52%
156	3 Years	15.00%
260	5 Years	13.74%
520	10 Years	12.61%
1,040	20 Years	10.78%
2,600	50 Years	10.67%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 7.02. Further, an Excess Kurtosis of 90.52 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -19.18%	0	0.00%	0.00%
-19.18% to -11.55%	0	0.00%	0.00%
-11.55% to -3.92%	0	0.00%	0.00%
-3.92% to 3.71%	62	5.73%	5.73%
3.71% to 11.34%	642	59.33%	65.06%
11.34% to 18.97%	249	23.01%	88.08%
18.97% to 26.60%	80	7.39%	95.47%
26.60% to 34.24%	25	2.31%	97.78%
34.24% to 41.87%	7	0.65%	98.43%
Greater than 41.87%	17	1.57%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.17%	21.52%	91.96%	68.27%
±2σ	-9.01%	31.69%	97.32%	95.45%
±3σ	-19.18%	41.87%	98.43%	99.73%

Descriptive Statistics

Mean	11.342%
Standard Error	0.309%
Median	9.012%
Mode	4.060%
Standard Deviation	10.175%
Sample Variance	103.521%
Kurtosis	90.52
Skewness	7.02
Range	171.821%
Minimum	1.665%
Maximum	173.486%
Count	1082

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	11.342%	1082	100.00%	11.342%
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 3.21. Further, an Excess Kurtosis of 43.53 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -23.76%	5	0.46%	0.46%
-23.76% to -17.71%	4	0.37%	0.83%
-17.71% to -11.66%	35	3.23%	4.07%
-11.66% to -5.61%	110	10.17%	14.23%
-5.61% to 0.43%	442	40.85%	55.08%
0.43% to 6.48%	320	29.57%	84.66%
6.48% to 12.53%	117	10.81%	95.47%
12.53% to 18.58%	30	2.77%	98.24%
18.58% to 24.63%	11	1.02%	99.26%
Greater than 24.63%	8	0.74%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.63%	8.50%	81.15%	68.27%
±2σ	-15.69%	16.56%	95.84%	95.45%
±3σ	-23.76%	24.63%	98.80%	99.73%

Descriptive Statistics

Mean	0.435%
Standard Error	0.245%
Median	-0.126%
Mode	0.000%
Standard Deviation	8.065%
Sample Variance	65.050%
Kurtosis	43.53
Skewness	3.21
Range	149.430%
Minimum	-31.447%
Maximum	117.983%
Count	1082

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	5.761%	526	48.61%	2.801%
Negative	-4.638%	552	51.02%	-2.366%
Zero	0.000%	4	0.37%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.96. Further, an Excess Kurtosis of 5.44 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -46.90%	1	0.40%	0.40%
-46.90% to -34.90%	1	0.40%	0.80%
-34.90% to -22.90%	11	4.42%	5.22%
-22.90% to -10.91%	30	12.05%	17.27%
-10.91% to 1.09%	90	36.14%	53.41%
1.09% to 13.09%	75	30.12%	83.53%
13.09% to 25.08%	32	12.85%	96.39%
25.08% to 37.08%	4	1.61%	97.99%
37.08% to 49.07%	1	0.40%	98.39%
Greater than 49.07%	4	1.61%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-14.91%	17.08%	75.90%	68.27%
±2σ	-30.90%	33.08%	95.98%	95.45%
±3σ	-46.90%	49.07%	97.99%	99.73%

Descriptive Statistics

Mean	1.089%
Standard Error	1.014%
Median	-0.064%
Mode	0.000%
Standard Deviation	15.995%
Sample Variance	255.831%
Kurtosis	5.44
Skewness	0.96
Range	145.016%
Minimum	-62.568%
Maximum	82.448%
Count	249

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	12.492%	121	48.59%	6.070%
Negative	-9.845%	126	50.60%	-4.982%
Zero	0.000%	2	0.80%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	27.84%
12	1 Year	43.20%
36	3 Years	33.05%
60	5 Years	28.87%
120	10 Years	27.20%
240	20 Years	23.00%
600	50 Years	22.79%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 9.74. Further, an Excess Kurtosis of 124.77 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -70.19%	0	0.00%	0.00%
-70.19% to -45.74%	0	0.00%	0.00%
-45.74% to -21.30%	0	0.00%	0.00%
-21.30% to 3.14%	0	0.00%	0.00%
3.14% to 27.59%	163	65.20%	65.20%
27.59% to 52.03%	67	26.80%	92.00%
52.03% to 76.47%	12	4.80%	96.80%
76.47% to 100.92%	5	2.00%	98.80%
100.92% to 125.36%	2	0.80%	99.60%
Greater than 125.36%	1	0.40%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.00%	60.18%	94.40%	68.27%
±2σ	-37.60%	92.77%	98.00%	95.45%
±3σ	-70.19%	125.36%	99.60%	99.73%

Descriptive Statistics

Mean	27.587%
Standard Error	2.061%
Median	21.503%
Mode	15.682%
Standard Deviation	32.592%
Sample Variance	1062.229%
Kurtosis	124.77
Skewness	9.74
Range	454.610%
Minimum	5.005%
Maximum	459.615%
Count	250

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	27.587%	250	100.00%	27.587%
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 3.47. Further, an Excess Kurtosis of 30.83 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -52.53%	0	0.00%	0.00%
-52.53% to -38.98%	2	0.80%	0.80%
-38.98% to -25.43%	6	2.40%	3.20%
-25.43% to -11.89%	33	13.20%	16.40%
-11.89% to 1.66%	98	39.20%	55.60%
1.66% to 15.21%	72	28.80%	84.40%
15.21% to 28.76%	28	11.20%	95.60%
28.76% to 42.31%	8	3.20%	98.80%
42.31% to 55.85%	2	0.80%	99.60%
Greater than 55.85%	1	0.40%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-16.40%	19.73%	81.20%	68.27%
±2σ	-34.47%	37.79%	96.40%	95.45%
±3σ	-52.53%	55.85%	99.60%	99.73%

Descriptive Statistics

Mean	1.662%
Standard Error	1.142%
Median	0.585%
Mode	-43.418%
Standard Deviation	18.064%
Sample Variance	326.294%
Kurtosis	30.83
Skewness	3.47
Range	214.904%
Minimum	-43.418%
Maximum	171.486%
Count	250

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	12.527%	130	52.00%	6.514%
Negative	-10.108%	120	48.00%	-4.852%
Zero	0.000%	0	0.00%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.18. Further, an Excess Kurtosis of 18.87 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -83.26%	0	0.00%	0.00%
-83.26% to -61.81%	0	0.00%	0.00%
-61.81% to -40.37%	2	2.41%	2.41%
-40.37% to -18.93%	9	10.84%	13.25%
-18.93% to 2.52%	34	40.96%	54.22%
2.52% to 23.96%	26	31.33%	85.54%
23.96% to 45.41%	10	12.05%	97.59%
45.41% to 66.85%	0	0.00%	97.59%
66.85% to 88.30%	1	1.20%	98.80%
Greater than 88.30%	1	1.20%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-26.07%	31.11%	85.54%	68.27%
±2σ	-54.67%	59.70%	96.39%	95.45%
±3σ	-83.26%	88.30%	98.80%	99.73%

Descriptive Statistics

Mean	2.519%
Standard Error	3.139%
Median	0.060%
Mode	-54.717%
Standard Deviation	28.593%
Sample Variance	817.571%
Kurtosis	18.87
Skewness	3.18
Range	237.627%
Minimum	-54.717%
Maximum	182.910%
Count	83

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	19.684%	42	50.60%	9.960%
Negative	-15.066%	41	49.40%	-7.442%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	84.78%
12	3 Years	59.59%
20	5 Years	50.32%
40	10 Years	48.96%
80	20 Years	40.48%
200	50 Years	40.19%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.70. Further, an Excess Kurtosis of 40.43 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -128.32%	0	0.00%	0.00%
-128.32% to -82.62%	0	0.00%	0.00%
-82.62% to -36.92%	0	0.00%	0.00%
-36.92% to 8.78%	0	0.00%	0.00%
8.78% to 54.49%	61	72.62%	72.62%
54.49% to 100.19%	18	21.43%	94.05%
100.19% to 145.89%	2	2.38%	96.43%
145.89% to 191.59%	1	1.19%	97.62%
191.59% to 237.30%	1	1.19%	98.81%
Greater than 237.30%	1	1.19%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.45%	115.42%	94.05%	68.27%
±2σ	-67.39%	176.36%	97.62%	95.45%
±3σ	-128.32%	237.30%	98.81%	99.73%

Descriptive Statistics

Mean	54.486%
Standard Error	6.649%
Median	38.672%
Mode	15.682%
Standard Deviation	60.937%
Sample Variance	3713.377%
Kurtosis	40.43
Skewness	5.70
Range	500.087%
Minimum	15.682%
Maximum	515.769%
Count	84

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	54.486%	84	100.00%	54.486%
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 1.52. Further, an Excess Kurtosis of 6.52 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -71.66%	0	0.00%	0.00%
-71.66% to -52.81%	1	1.19%	1.19%
-52.81% to -33.97%	1	1.19%	2.38%
-33.97% to -15.12%	12	14.29%	16.67%
-15.12% to 3.72%	37	44.05%	60.71%
3.72% to 22.56%	21	25.00%	85.71%
22.56% to 41.41%	7	8.33%	94.05%
41.41% to 60.25%	3	3.57%	97.62%
60.25% to 79.09%	1	1.19%	98.81%
Greater than 79.09%	1	1.19%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-21.41%	28.84%	82.14%	68.27%
±2σ	-46.53%	53.97%	95.24%	95.45%
±3σ	-71.66%	79.09%	98.81%	99.73%

Descriptive Statistics

Mean	3.719%
Standard Error	2.741%
Median	0.307%
Mode	-63.510%
Standard Deviation	25.125%
Sample Variance	631.261%
Kurtosis	6.52
Skewness	1.52
Range	189.022%
Minimum	-63.510%
Maximum	125.512%
Count	84

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	19.812%	44	52.38%	10.378%
Negative	-13.983%	40	47.62%	-6.659%
Zero	0.000%	0	0.00%	0.000%

DBI Deep Analytical Report