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%	2.64%	2.84%	146.72	154.67	142.90	158.80
Weekly	3.88%	3.62%	4.00%	6.28%	5.81%	6.24%	142.14	159.65	134.12	169.20
Monthly	7.61%	6.29%	7.93%	14.10%	12.09%	12.99%	133.48	170.00	118.28	191.86
Quarterly	13.58%	12.73%	14.29%	26.67%	20.95%	22.50%	122.17	185.74	99.08	229.02
Annual	—	—	—	—	41.89%	45.01%	99.08	229.02	65.17	348.19
Option Time Horizon	—	—	—	—	16.11%	17.31%	128.22	176.98	109.14	207.92

Calculation Notes: Computed at 2026-02-22T14:21 UTC | Reference Contract: Call option expiring 2026-04-17 (54 days) | Spot Price (S): $150.64 | Strike (K): $155.00 (first OTM call ≥ spot) | Observed Mid-Price: $8.0750 (Bid $7.5500 / Ask $8.6000) | Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury) | Dividend Yield (q): 1.55% | Binomial IV (Annual): 41.89% (CRR binomial tree, American, n=20 steps) | BS IV: 42.36% (European Black-Scholes) | Yahoo IV (Annual): 45.01% → 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 -1.47. Further, an Excess Kurtosis of 35.31 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -5.43%	25	0.61%	0.61%
-5.43% to -4.05%	29	0.71%	1.32%
-4.05% to -2.68%	112	2.74%	4.06%
-2.68% to -1.31%	449	10.98%	15.04%
-1.31% to 0.07%	1466	35.84%	50.88%
0.07% to 1.44%	1388	33.94%	84.82%
1.44% to 2.81%	453	11.08%	95.89%
2.81% to 4.19%	112	2.74%	98.63%
4.19% to 5.56%	32	0.78%	99.41%
Greater than 5.56%	24	0.59%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.76%	1.90%	80.61%	68.27%
±2σ	-3.59%	3.73%	96.11%	95.45%
±3σ	-5.43%	5.56%	98.80%	99.73%

Descriptive Statistics

Mean	0.067%
Standard Error	0.029%
Median	0.044%
Mode	0.000%
Standard Deviation	1.831%
Sample Variance	3.351%
Kurtosis	35.31
Skewness	-1.47
Range	47.995%
Minimum	-32.146%
Maximum	15.849%
Count	4090

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.235%	2089	51.08%	0.631%
Negative	-1.164%	1980	48.41%	-0.564%
Zero	0.000%	21	0.51%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	3.82%
20	1 Month	3.09%
60	1 Quarter	3.23%
250	1 Year	3.06%
750	3 Years	2.91%
1,250	5 Years	2.65%
2,500	10 Years	2.39%
5,000	20 Years	2.33%
12,500	50 Years	2.33%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.95. Further, an Excess Kurtosis of 16.61 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%	663	16.21%	16.21%
1.26% to 2.22%	1916	46.83%	63.04%
2.22% to 3.18%	889	21.73%	84.77%
3.18% to 4.14%	352	8.60%	93.38%
4.14% to 5.10%	138	3.37%	96.75%
5.10% to 6.07%	59	1.44%	98.19%
Greater than 6.07%	74	1.81%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.94%	3.50%	83.84%	68.27%
±2σ	-0.34%	4.78%	95.67%	95.45%
±3σ	-1.62%	6.06%	98.19%	99.73%

Descriptive Statistics

Mean	2.222%
Standard Error	0.020%
Median	1.888%
Mode	1.639%
Standard Deviation	1.281%
Sample Variance	1.641%
Kurtosis	16.61
Skewness	2.95
Range	14.976%
Minimum	0.500%
Maximum	15.476%
Count	4091

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.222%	4091	100.00%	2.222%
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 5.57 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%	1.74%
-3.35% to -2.24%	143	3.50%	5.23%
-2.24% to -1.12%	510	12.47%	17.70%
-1.12% to -0.01%	1355	33.12%	50.82%
-0.01% to 1.10%	1292	31.58%	82.40%
1.10% to 2.22%	494	12.08%	94.48%
2.22% to 3.33%	157	3.84%	98.31%
3.33% to 4.45%	39	0.95%	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%	76.02%	68.27%
±2σ	-2.98%	2.96%	94.99%	95.45%
±3σ	-4.46%	4.45%	98.70%	99.73%

Descriptive Statistics

Mean	-0.009%
Standard Error	0.023%
Median	-0.032%
Mode	0.000%
Standard Deviation	1.485%
Sample Variance	2.204%
Kurtosis	5.57
Skewness	0.34
Range	23.229%
Minimum	-10.762%
Maximum	12.467%
Count	4091

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.083%	1993	48.72%	0.528%
Negative	-1.054%	2082	50.89%	-0.536%
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 -0.70. Further, an Excess Kurtosis of 10.35 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -11.31%	6	0.71%	0.71%
-11.31% to -8.40%	6	0.71%	1.41%
-8.40% to -5.50%	16	1.88%	3.30%
-5.50% to -2.59%	115	13.55%	16.84%
-2.59% to 0.32%	301	35.45%	52.30%
0.32% to 3.22%	259	30.51%	82.80%
3.22% to 6.13%	105	12.37%	95.17%
6.13% to 9.03%	24	2.83%	98.00%
9.03% to 11.94%	9	1.06%	99.06%
Greater than 11.94%	8	0.94%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.56%	4.19%	79.62%	68.27%
±2σ	-7.43%	8.06%	95.88%	95.45%
±3σ	-11.31%	11.94%	98.35%	99.73%

Descriptive Statistics

Mean	0.315%
Standard Error	0.133%
Median	0.145%
Mode	-0.662%
Standard Deviation	3.875%
Sample Variance	15.019%
Kurtosis	10.35
Skewness	-0.70
Range	50.739%
Minimum	-33.272%
Maximum	17.467%
Count	849

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.825%	449	52.89%	1.494%
Negative	-2.515%	398	46.88%	-1.179%
Zero	0.000%	2	0.24%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	6.08%
12	1 Quarter	7.47%
52	1 Year	7.25%
156	3 Years	6.93%
260	5 Years	6.28%
520	10 Years	5.57%
1,040	20 Years	5.38%
2,600	50 Years	5.38%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.65. Further, an Excess Kurtosis of 40.55 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -5.36%	0	0.00%	0.00%
-5.36% to -2.64%	0	0.00%	0.00%
-2.64% to 0.07%	0	0.00%	0.00%
0.07% to 2.79%	98	11.53%	11.53%
2.79% to 5.51%	443	52.12%	63.65%
5.51% to 8.22%	198	23.29%	86.94%
8.22% to 10.94%	61	7.18%	94.12%
10.94% to 13.66%	28	3.29%	97.41%
13.66% to 16.37%	9	1.06%	98.47%
Greater than 16.37%	13	1.53%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.89%	9.13%	89.53%	68.27%
±2σ	-1.74%	12.75%	96.94%	95.45%
±3σ	-5.36%	16.37%	98.47%	99.73%

Descriptive Statistics

Mean	5.508%
Standard Error	0.124%
Median	4.684%
Mode	2.378%
Standard Deviation	3.622%
Sample Variance	13.120%
Kurtosis	40.55
Skewness	4.65
Range	50.197%
Minimum	1.496%
Maximum	51.693%
Count	850

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	5.508%	850	100.00%	5.508%
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 2.83. Further, an Excess Kurtosis of 33.07 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -12.09%	4	0.47%	0.47%
-12.09% to -9.09%	9	1.06%	1.53%
-9.09% to -6.09%	16	1.88%	3.41%
-6.09% to -3.09%	101	11.88%	15.29%
-3.09% to -0.09%	312	36.71%	52.00%
-0.09% to 2.92%	282	33.18%	85.18%
2.92% to 5.92%	101	11.88%	97.06%
5.92% to 8.92%	15	1.76%	98.82%
8.92% to 11.92%	4	0.47%	99.29%
Greater than 11.92%	6	0.71%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.09%	3.92%	81.41%	68.27%
±2σ	-8.09%	7.92%	96.47%	95.45%
±3σ	-12.09%	11.92%	98.82%	99.73%

Descriptive Statistics

Mean	-0.085%
Standard Error	0.137%
Median	-0.181%
Mode	-4.910%
Standard Deviation	4.001%
Sample Variance	16.007%
Kurtosis	33.07
Skewness	2.83
Range	65.507%
Minimum	-15.658%
Maximum	49.849%
Count	850

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.678%	400	47.06%	1.260%
Negative	-2.541%	450	52.94%	-1.345%
Zero	0.000%	0	0.00%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.47. Further, an Excess Kurtosis of 1.87 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -21.48%	3	1.54%	1.54%
-21.48% to -15.78%	1	0.51%	2.05%
-15.78% to -10.07%	4	2.05%	4.10%
-10.07% to -4.37%	32	16.41%	20.51%
-4.37% to 1.34%	57	29.23%	49.74%
1.34% to 7.04%	58	29.74%	79.49%
7.04% to 12.75%	29	14.87%	94.36%
12.75% to 18.45%	9	4.62%	98.97%
18.45% to 24.16%	2	1.03%	100.00%
Greater than 24.16%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.27%	8.94%	72.31%	68.27%
±2σ	-13.87%	16.55%	95.90%	95.45%
±3σ	-21.48%	24.16%	98.46%	99.73%

Descriptive Statistics

Mean	1.338%
Standard Error	0.545%
Median	1.363%
Mode	7.398%
Standard Deviation	7.606%
Sample Variance	57.855%
Kurtosis	1.87
Skewness	-0.47
Range	52.344%
Minimum	-31.082%
Maximum	21.262%
Count	195

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	6.359%	111	56.92%	3.620%
Negative	-5.298%	84	43.08%	-2.282%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	18.03%
12	1 Year	15.94%
36	3 Years	15.72%
60	5 Years	14.10%
120	10 Years	12.43%
240	20 Years	11.88%
600	50 Years	11.88%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.35. Further, an Excess Kurtosis of 9.97 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -6.23%	0	0.00%	0.00%
-6.23% to -1.52%	0	0.00%	0.00%
-1.52% to 3.20%	0	0.00%	0.00%
3.20% to 7.91%	35	17.86%	17.86%
7.91% to 12.62%	82	41.84%	59.69%
12.62% to 17.34%	47	23.98%	83.67%
17.34% to 22.05%	20	10.20%	93.88%
22.05% to 26.77%	5	2.55%	96.43%
26.77% to 31.48%	2	1.02%	97.45%
Greater than 31.48%	5	2.55%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	6.34%	18.91%	80.61%	68.27%
±2σ	0.05%	25.20%	95.92%	95.45%
±3σ	-6.23%	31.48%	97.45%	99.73%

Descriptive Statistics

Mean	12.625%
Standard Error	0.449%
Median	11.240%
Mode	13.395%
Standard Deviation	6.286%
Sample Variance	39.520%
Kurtosis	9.97
Skewness	2.35
Range	49.935%
Minimum	3.645%
Maximum	53.580%
Count	196

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	12.625%	196	100.00%	12.625%
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 1.55. Further, an Excess Kurtosis of 6.99 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -24.50%	0	0.00%	0.00%
-24.50% to -18.55%	0	0.00%	0.00%
-18.55% to -12.60%	9	4.59%	4.59%
-12.60% to -6.65%	27	13.78%	18.37%
-6.65% to -0.70%	68	34.69%	53.06%
-0.70% to 5.25%	55	28.06%	81.12%
5.25% to 11.20%	29	14.80%	95.92%
11.20% to 17.15%	4	2.04%	97.96%
17.15% to 23.10%	1	0.51%	98.47%
Greater than 23.10%	3	1.53%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.64%	7.23%	74.49%	68.27%
±2σ	-16.57%	15.17%	97.45%	95.45%
±3σ	-24.50%	23.10%	98.47%	99.73%

Descriptive Statistics

Mean	-0.703%
Standard Error	0.567%
Median	-1.474%
Mode	-2.558%
Standard Deviation	7.934%
Sample Variance	62.944%
Kurtosis	6.99
Skewness	1.55
Range	64.289%
Minimum	-17.790%
Maximum	46.499%
Count	196

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	5.931%	85	43.37%	2.572%
Negative	-5.784%	111	56.63%	-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 -0.14. Further, an Excess Kurtosis of 1.68 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -36.70%	0	0.00%	0.00%
-36.70% to -26.51%	3	4.62%	4.62%
-26.51% to -16.33%	1	1.54%	6.15%
-16.33% to -6.14%	5	7.69%	13.85%
-6.14% to 4.04%	20	30.77%	44.62%
4.04% to 14.23%	27	41.54%	86.15%
14.23% to 24.41%	5	7.69%	93.85%
24.41% to 34.60%	3	4.62%	98.46%
34.60% to 44.78%	0	0.00%	98.46%
Greater than 44.78%	1	1.54%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.54%	17.62%	80.00%	68.27%
±2σ	-23.12%	31.20%	90.77%	95.45%
±3σ	-36.70%	44.78%	98.46%	99.73%

Descriptive Statistics

Mean	4.042%
Standard Error	1.684%
Median	5.689%
Mode	-33.047%
Standard Deviation	13.580%
Sample Variance	184.423%
Kurtosis	1.68
Skewness	-0.14
Range	79.045%
Minimum	-33.047%
Maximum	45.998%
Count	65

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	11.512%	42	64.61%	7.438%
Negative	-9.600%	23	35.38%	-3.397%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	30.73%
12	3 Years	31.04%
20	5 Years	26.67%
40	10 Years	23.44%
80	20 Years	21.78%
200	50 Years	21.78%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.66. Further, an Excess Kurtosis of 2.87 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -13.64%	0	0.00%	0.00%
-13.64% to -4.09%	0	0.00%	0.00%
-4.09% to 5.45%	0	0.00%	0.00%
5.45% to 14.99%	14	21.21%	21.21%
14.99% to 24.54%	28	42.42%	63.64%
24.54% to 34.08%	12	18.18%	81.82%
34.08% to 43.63%	7	10.61%	92.42%
43.63% to 53.17%	2	3.03%	95.45%
53.17% to 62.72%	1	1.52%	96.97%
Greater than 62.72%	2	3.03%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	11.81%	37.27%	81.82%	68.27%
±2σ	-0.91%	49.99%	95.45%	95.45%
±3σ	-13.64%	62.72%	96.97%	99.73%

Descriptive Statistics

Mean	24.540%
Standard Error	1.566%
Median	20.596%
Mode	7.543%
Standard Deviation	12.726%
Sample Variance	161.943%
Kurtosis	2.87
Skewness	1.66
Range	61.079%
Minimum	7.543%
Maximum	68.622%
Count	66

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	24.540%	66	100.00%	24.540%
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 3.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -44.70%	0	0.00%	0.00%
-44.70% to -33.99%	0	0.00%	0.00%
-33.99% to -23.28%	2	3.03%	3.03%
-23.28% to -12.56%	6	9.09%	12.12%
-12.56% to -1.85%	34	51.52%	63.64%
-1.85% to 8.87%	16	24.24%	87.88%
8.87% to 19.58%	4	6.06%	93.94%
19.58% to 30.30%	0	0.00%	93.94%
30.30% to 41.01%	2	3.03%	96.97%
Greater than 41.01%	2	3.03%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-16.13%	12.44%	80.30%	68.27%
±2σ	-30.42%	26.72%	92.42%	95.45%
±3σ	-44.70%	41.01%	96.97%	99.73%

Descriptive Statistics

Mean	-1.847%
Standard Error	1.758%
Median	-4.982%
Mode	-31.444%
Standard Deviation	14.286%
Sample Variance	204.076%
Kurtosis	3.82
Skewness	1.53
Range	83.306%
Minimum	-31.444%
Maximum	51.862%
Count	66

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	11.942%	24	36.36%	4.343%
Negative	-9.726%	42	63.64%	-6.189%
Zero	0.000%	0	0.00%	0.000%

DG Deep Analytical Report