DG - 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	1.83%	1.28%	1.49%	2.65%	2.44%	2.57%	121.29	127.37	118.36	130.52
Weekly	3.89%	3.64%	4.01%	6.29%	5.38%	5.66%	117.78	131.16	111.61	138.41
Monthly	7.75%	6.36%	8.12%	14.23%	11.20%	11.78%	111.12	139.02	99.34	155.50
Quarterly	13.74%	12.58%	14.43%	27.48%	19.40%	20.41%	102.37	150.91	84.31	183.22
Annual	—	—	—	—	38.81%	40.82%	84.31	183.22	57.20	270.09
Option Time Horizon	—	—	—	—	14.65%	15.41%	107.36	143.90	92.73	166.60

Calculation Notes: Computed at 2026-03-23T16:38 UTC | Reference Contract: Call option expiring 2026-05-15 (52 days) | Spot Price (S): $124.29 | Strike (K): $125.00 (first OTM call ≥ spot) | Observed Mid-Price: $7.0250 (Bid $6.6000 / Ask $7.4500) | Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury) | Dividend Yield (q): 1.90% | Binomial IV (Annual): 38.81% (CRR binomial tree, American, n=20 steps) | BS IV: 38.63% (European Black-Scholes) | Yahoo IV (Annual): 40.82% → 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
2026-01-06	$0.5900
2025-10-07	$0.5900
2025-07-08	$0.5900
2025-04-08	$0.5900
2025-01-07	$0.5900
2024-10-08	$0.5900
2024-07-09	$0.5900
2024-04-08	$0.5900
2024-01-08	$0.5900
2023-10-06	$0.5900
2023-07-10	$0.5900
2023-04-10	$0.5900
2022-12-30	$0.5500
2022-10-03	$0.5500
2022-07-01	$0.5500
2022-04-04	$0.5500
2022-01-03	$0.4200
2021-10-04	$0.4200
2021-07-02	$0.4200
2021-04-05	$0.4200
2021-01-04	$0.3600
2020-10-05	$0.3600
2020-07-06	$0.3600
2020-04-06	$0.3600
2020-01-06	$0.3200
2019-10-07	$0.3200
2019-07-08	$0.3200
2019-04-08	$0.3200
2019-01-07	$0.2900
2018-10-05	$0.2900
2018-07-09	$0.2900
2018-04-09	$0.2900
2018-01-08	$0.2600
2017-10-06	$0.2600
2017-07-07	$0.2600
2017-04-07	$0.2600
2016-12-19	$0.2500
2016-09-12	$0.2500
2016-06-13	$0.2500
2016-03-24	$0.2500
2015-12-21	$0.2200
2015-09-14	$0.2200
2015-06-15	$0.2200
2015-04-06	$0.2200

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Left Skewed (Extreme Negative Tail Risk) with a Skewness factor of -1.46. Further, an Excess Kurtosis of 34.95 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -5.44%	25	0.61%	0.61%
-5.44% to -4.06%	30	0.73%	1.34%
-4.06% to -2.69%	114	2.77%	4.11%
-2.69% to -1.31%	450	10.95%	15.06%
-1.31% to 0.06%	1466	35.66%	50.72%
0.06% to 1.44%	1401	34.08%	84.80%
1.44% to 2.81%	456	11.09%	95.89%
2.81% to 4.19%	113	2.75%	98.64%
4.19% to 5.56%	32	0.78%	99.42%
Greater than 5.56%	24	0.58%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.77%	1.90%	80.56%	68.27%
±2σ	-3.60%	3.73%	96.11%	95.45%
±3σ	-5.44%	5.56%	98.83%	99.73%

Descriptive Statistics

Mean	0.062%
Standard Error	0.029%
Median	0.043%
Mode	0.000%
Standard Deviation	1.833%
Sample Variance	3.359%
Kurtosis	34.95
Skewness	-1.46
Range	47.995%
Minimum	-32.146%
Maximum	15.849%
Count	4111

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.233%	2098	51.03%	0.629%
Negative	-1.171%	1992	48.45%	-0.567%
Zero	0.000%	21	0.51%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	2.85%
20	1 Month	3.44%
60	1 Quarter	3.12%
250	1 Year	2.98%
750	3 Years	2.95%
1,250	5 Years	2.65%
2,500	10 Years	2.40%
5,000	20 Years	2.34%
12,500	50 Years	2.34%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.94. Further, an Excess Kurtosis of 16.47 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -1.62%	0	0.00%	0.00%
-1.62% to -0.66%	0	0.00%	0.00%
-0.66% to 0.30%	0	0.00%	0.00%
0.30% to 1.26%	669	16.27%	16.27%
1.26% to 2.23%	1919	46.67%	62.94%
2.23% to 3.19%	894	21.74%	84.68%
3.19% to 4.15%	360	8.75%	93.43%
4.15% to 5.12%	138	3.36%	96.79%
5.12% to 6.08%	57	1.39%	98.18%
Greater than 6.08%	75	1.82%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.94%	3.51%	83.78%	68.27%
±2σ	-0.34%	4.79%	95.72%	95.45%
±3σ	-1.63%	6.08%	98.18%	99.73%

Descriptive Statistics

Mean	2.227%
Standard Error	0.020%
Median	1.893%
Mode	1.639%
Standard Deviation	1.284%
Sample Variance	1.647%
Kurtosis	16.47
Skewness	2.94
Range	14.976%
Minimum	0.500%
Maximum	15.476%
Count	4112

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.227%	4112	100.00%	2.227%
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 0.34. Further, an Excess Kurtosis of 5.51 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -4.46%	23	0.56%	0.56%
-4.46% to -3.35%	48	1.17%	1.73%
-3.35% to -2.24%	144	3.50%	5.23%
-2.24% to -1.12%	514	12.50%	17.73%
-1.12% to -0.01%	1362	33.12%	50.85%
-0.01% to 1.11%	1295	31.49%	82.34%
1.11% to 2.22%	497	12.09%	94.43%
2.22% to 3.34%	159	3.87%	98.30%
3.34% to 4.45%	40	0.97%	99.27%
Greater than 4.45%	30	0.73%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.49%	1.48%	75.95%	68.27%
±2σ	-2.98%	2.96%	94.94%	95.45%
±3σ	-4.46%	4.45%	98.71%	99.73%

Descriptive Statistics

Mean	-0.007%
Standard Error	0.023%
Median	-0.032%
Mode	0.000%
Standard Deviation	1.486%
Sample Variance	2.209%
Kurtosis	5.51
Skewness	0.34
Range	23.229%
Minimum	-10.762%
Maximum	12.467%
Count	4112

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.086%	2004	48.73%	0.529%
Negative	-1.055%	2092	50.88%	-0.537%
Zero	0.000%	16	0.39%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Left Skewed (Negative Asymmetry) with a Skewness factor of -0.69. Further, an Excess Kurtosis of 10.15 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -11.37%	6	0.70%	0.70%
-11.37% to -8.45%	6	0.70%	1.41%
-8.45% to -5.54%	18	2.11%	3.52%
-5.54% to -2.62%	113	13.25%	16.76%
-2.62% to 0.29%	304	35.64%	52.40%
0.29% to 3.21%	260	30.48%	82.88%
3.21% to 6.12%	105	12.31%	95.19%
6.12% to 9.04%	24	2.81%	98.01%
9.04% to 11.95%	9	1.06%	99.06%
Greater than 11.95%	8	0.94%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.60%	4.18%	79.48%	68.27%
±2σ	-7.48%	8.07%	95.90%	95.45%
±3σ	-11.37%	11.95%	98.36%	99.73%

Descriptive Statistics

Mean	0.292%
Standard Error	0.133%
Median	0.141%
Mode	-0.662%
Standard Deviation	3.887%
Sample Variance	15.109%
Kurtosis	10.15
Skewness	-0.69
Range	50.739%
Minimum	-33.272%
Maximum	17.467%
Count	853

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.825%	449	52.64%	1.487%
Negative	-2.535%	402	47.13%	-1.195%
Zero	0.000%	2	0.23%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	9.36%
12	1 Quarter	7.04%
52	1 Year	7.05%
156	3 Years	7.06%
260	5 Years	6.29%
520	10 Years	5.60%
1,040	20 Years	5.39%
2,600	50 Years	5.39%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.58. Further, an Excess Kurtosis of 39.58 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -5.38%	0	0.00%	0.00%
-5.38% to -2.65%	0	0.00%	0.00%
-2.65% to 0.07%	0	0.00%	0.00%
0.07% to 2.80%	98	11.48%	11.48%
2.80% to 5.53%	450	52.69%	64.17%
5.53% to 8.26%	197	23.07%	87.24%
8.26% to 10.99%	58	6.79%	94.03%
10.99% to 13.71%	29	3.40%	97.42%
13.71% to 16.44%	10	1.17%	98.59%
Greater than 16.44%	12	1.41%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.89%	9.17%	89.23%	68.27%
±2σ	-1.75%	12.81%	96.84%	95.45%
±3σ	-5.38%	16.44%	98.59%	99.73%

Descriptive Statistics

Mean	5.530%
Standard Error	0.124%
Median	4.688%
Mode	2.378%
Standard Deviation	3.638%
Sample Variance	13.232%
Kurtosis	39.58
Skewness	4.58
Range	50.197%
Minimum	1.496%
Maximum	51.693%
Count	854

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	5.530%	854	100.00%	5.530%
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 2.80. Further, an Excess Kurtosis of 32.50 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -12.10%	4	0.47%	0.47%
-12.10% to -9.09%	9	1.05%	1.52%
-9.09% to -6.08%	16	1.87%	3.40%
-6.08% to -3.07%	102	11.94%	15.34%
-3.07% to -0.06%	316	37.00%	52.34%
-0.06% to 2.94%	281	32.90%	85.25%
2.94% to 5.95%	100	11.71%	96.96%
5.95% to 8.96%	16	1.87%	98.83%
8.96% to 11.97%	4	0.47%	99.30%
Greater than 11.97%	6	0.70%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.08%	3.95%	81.50%	68.27%
±2σ	-8.09%	7.96%	96.37%	95.45%
±3σ	-12.10%	11.97%	98.83%	99.73%

Descriptive Statistics

Mean	-0.064%
Standard Error	0.137%
Median	-0.176%
Mode	-4.910%
Standard Deviation	4.011%
Sample Variance	16.092%
Kurtosis	32.50
Skewness	2.80
Range	65.507%
Minimum	-15.658%
Maximum	49.849%
Count	854

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.695%	404	47.31%	1.275%
Negative	-2.541%	450	52.69%	-1.339%
Zero	0.000%	0	0.00%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Left Skewed (Negative Asymmetry) with a Skewness factor of -0.52. Further, an Excess Kurtosis of 1.77 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -22.01%	3	1.53%	1.53%
-22.01% to -16.20%	2	1.02%	2.55%
-16.20% to -10.38%	4	2.04%	4.59%
-10.38% to -4.57%	28	14.29%	18.88%
-4.57% to 1.25%	61	31.12%	50.00%
1.25% to 7.06%	57	29.08%	79.08%
7.06% to 12.88%	30	15.31%	94.39%
12.88% to 18.69%	10	5.10%	99.49%
18.69% to 24.51%	1	0.51%	100.00%
Greater than 24.51%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.51%	9.00%	73.47%	68.27%
±2σ	-14.26%	16.76%	95.41%	95.45%
±3σ	-22.01%	24.51%	98.47%	99.73%

Descriptive Statistics

Mean	1.248%
Standard Error	0.554%
Median	1.223%
Mode	7.398%
Standard Deviation	7.754%
Sample Variance	60.123%
Kurtosis	1.77
Skewness	-0.52
Range	52.344%
Minimum	-31.082%
Maximum	21.262%
Count	196

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	6.395%	111	56.63%	3.622%
Negative	-5.472%	85	43.37%	-2.373%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	16.52%
12	1 Year	15.88%
36	3 Years	16.13%
60	5 Years	14.23%
120	10 Years	12.48%
240	20 Years	11.94%
600	50 Years	11.94%

High-to-Low 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 9.37 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -6.36%	0	0.00%	0.00%
-6.36% to -1.59%	0	0.00%	0.00%
-1.59% to 3.18%	0	0.00%	0.00%
3.18% to 7.95%	36	18.27%	18.27%
7.95% to 12.71%	81	41.12%	59.39%
12.71% to 17.48%	49	24.87%	84.26%
17.48% to 22.25%	18	9.14%	93.40%
22.25% to 27.02%	5	2.54%	95.94%
27.02% to 31.79%	3	1.52%	97.46%
Greater than 31.79%	5	2.54%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	6.36%	19.07%	81.22%	68.27%
±2σ	-0.00%	25.43%	95.43%	95.45%
±3σ	-6.36%	31.79%	97.46%	99.73%

Descriptive Statistics

Mean	12.714%
Standard Error	0.453%
Median	11.251%
Mode	13.395%
Standard Deviation	6.358%
Sample Variance	40.428%
Kurtosis	9.37
Skewness	2.29
Range	49.935%
Minimum	3.645%
Maximum	53.580%
Count	197

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	12.714%	197	100.00%	12.714%
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 1.53. Further, an Excess Kurtosis of 6.42 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -24.94%	0	0.00%	0.00%
-24.94% to -18.86%	0	0.00%	0.00%
-18.86% to -12.77%	9	4.57%	4.57%
-12.77% to -6.68%	27	13.71%	18.27%
-6.68% to -0.60%	69	35.03%	53.30%
-0.60% to 5.49%	57	28.93%	82.23%
5.49% to 11.58%	27	13.71%	95.94%
11.58% to 17.66%	3	1.52%	97.46%
17.66% to 23.75%	1	0.51%	97.97%
Greater than 23.75%	4	2.03%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.71%	7.52%	75.13%	68.27%
±2σ	-16.83%	15.64%	96.95%	95.45%
±3σ	-24.94%	23.75%	97.97%	99.73%

Descriptive Statistics

Mean	-0.596%
Standard Error	0.578%
Median	-1.434%
Mode	-2.558%
Standard Deviation	8.116%
Sample Variance	65.869%
Kurtosis	6.42
Skewness	1.53
Range	64.289%
Minimum	-17.790%
Maximum	46.499%
Count	197

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	6.138%	86	43.66%	2.680%
Negative	-5.815%	111	56.34%	-3.276%
Zero	0.000%	0	0.00%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.10. Further, an Excess Kurtosis of 1.49 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -37.46%	0	0.00%	0.00%
-37.46% to -27.15%	2	3.08%	3.08%
-27.15% to -16.85%	2	3.08%	6.15%
-16.85% to -6.54%	6	9.23%	15.38%
-6.54% to 3.77%	19	29.23%	44.62%
3.77% to 14.07%	26	40.00%	84.62%
14.07% to 24.38%	6	9.23%	93.85%
24.38% to 34.68%	3	4.62%	98.46%
34.68% to 44.99%	0	0.00%	98.46%
Greater than 44.99%	1	1.54%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.97%	17.51%	78.46%	68.27%
±2σ	-23.72%	31.25%	92.31%	95.45%
±3σ	-37.46%	44.99%	98.46%	99.73%

Descriptive Statistics

Mean	3.766%
Standard Error	1.704%
Median	5.689%
Mode	-33.047%
Standard Deviation	13.741%
Sample Variance	188.822%
Kurtosis	1.49
Skewness	-0.10
Range	79.045%
Minimum	-33.047%
Maximum	45.998%
Count	65

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	11.670%	41	63.08%	7.361%
Negative	-9.738%	24	36.92%	-3.596%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	34.78%
12	3 Years	32.38%
20	5 Years	27.48%
40	10 Years	23.84%
80	20 Years	22.03%
200	50 Years	22.03%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.67. Further, an Excess Kurtosis of 2.93 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -12.89%	0	0.00%	0.00%
-12.89% to -3.46%	0	0.00%	0.00%
-3.46% to 5.98%	0	0.00%	0.00%
5.98% to 15.41%	13	19.70%	19.70%
15.41% to 24.85%	28	42.42%	62.12%
24.85% to 34.28%	13	19.70%	81.82%
34.28% to 43.72%	7	10.61%	92.42%
43.72% to 53.15%	2	3.03%	95.45%
53.15% to 62.59%	0	0.00%	95.45%
Greater than 62.59%	3	4.55%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	12.27%	37.43%	80.30%	68.27%
±2σ	-0.31%	50.01%	95.45%	95.45%
±3σ	-12.89%	62.59%	95.45%	99.73%

Descriptive Statistics

Mean	24.848%
Standard Error	1.548%
Median	20.889%
Mode	7.543%
Standard Deviation	12.580%
Sample Variance	158.244%
Kurtosis	2.93
Skewness	1.67
Range	61.079%
Minimum	7.543%
Maximum	68.622%
Count	66

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	24.848%	66	100.00%	24.848%
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 1.44. Further, an Excess Kurtosis of 3.45 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -44.84%	0	0.00%	0.00%
-44.84% to -34.02%	0	0.00%	0.00%
-34.02% to -23.20%	2	3.03%	3.03%
-23.20% to -12.37%	6	9.09%	12.12%
-12.37% to -1.55%	33	50.00%	62.12%
-1.55% to 9.27%	17	25.76%	87.88%
9.27% to 20.10%	4	6.06%	93.94%
20.10% to 30.92%	0	0.00%	93.94%
30.92% to 41.74%	2	3.03%	96.97%
Greater than 41.74%	2	3.03%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-15.98%	12.88%	78.79%	68.27%
±2σ	-30.41%	27.31%	92.42%	95.45%
±3σ	-44.84%	41.74%	96.97%	99.73%

Descriptive Statistics

Mean	-1.549%
Standard Error	1.776%
Median	-4.982%
Mode	-31.444%
Standard Deviation	14.431%
Sample Variance	208.258%
Kurtosis	3.45
Skewness	1.44
Range	83.306%
Minimum	-31.444%
Maximum	51.862%
Count	66

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	12.066%	25	37.88%	4.570%
Negative	-9.850%	41	62.12%	-6.119%
Zero	0.000%	0	0.00%	0.000%

DG Deep Analytical Report