Markets Data Volatility Heatmap Portfolio Calculator

EL Deep Analytical Report

The Estée Lauder Companies Inc. | Category: Equity Mega Cap | Ann. Div Yield: 1.25% ($1.40) | Last Updated: 2026-02-22 | Data Range: 1995-11-01 → 2026-02-01 (364 months)
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 2.05% 1.56% 1.66% 3.19% 2.35% 2.43% 111.58 116.94 108.99 119.72
Weekly 4.44% 4.17% 4.30% 7.71% 5.16% 5.34% 108.48 120.28 103.02 126.66
Monthly 8.53% 8.31% 8.75% 16.60% 10.75% 11.11% 102.59 127.19 92.13 141.63
Quarterly 14.52% 13.30% 14.71% 31.82% 18.62% 19.25% 94.82 137.61 78.72 165.77
Annual — — — — 37.24% 38.50% 78.72 165.77 54.24 240.56
Option Time Horizon — — — — 14.32% 14.81% 98.99 131.82 85.78 152.12
Calculation Notes: Computed at 2026-02-22T14:18 UTC  |  Reference Contract: Call option expiring 2026-04-17 (54 days)  |  Spot Price (S): $114.23  |  Strike (K): $115.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $6.3250 (Bid $6.2000 / Ask $6.4500)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 1.25%  |  Binomial IV (Annual): 37.24% (CRR binomial tree, American, n=20 steps)  |  BS IV: 37.12% (European Black-Scholes)  |  Yahoo IV (Annual): 38.50% → period-scaled as σperiod = σannual·√h  |  Price bands: Upper = S·e+σ√h, Lower = S·e−σ√h
Historical Dividend Payouts
Ex-Dividend Date Amount
2025-11-28 $0.3500
2025-09-02 $0.3500
2025-05-30 $0.3500
2025-02-28 $0.3500
2024-11-29 $0.3500
2024-08-30 $0.6600
2024-05-31 $0.6600
2024-02-28 $0.6600
2023-11-29 $0.6600
2023-08-30 $0.6600
2023-05-30 $0.6600
2023-02-27 $0.6600
2022-11-29 $0.6600
2022-08-30 $0.6000
2022-05-27 $0.6000
2022-02-25 $0.6000
2021-11-29 $0.6000
2021-08-30 $0.5300
2021-05-27 $0.5300
2021-02-25 $0.5300
2020-11-27 $0.5300
2020-08-28 $0.4800
2020-02-27 $0.4800
2019-11-27 $0.4800
2019-08-29 $0.4300
2019-05-30 $0.4300
2019-02-27 $0.4300
2018-11-29 $0.4300
2018-08-30 $0.3800
2018-05-30 $0.3800
2018-02-27 $0.3800
2017-11-29 $0.3800
2017-08-29 $0.3400
2017-05-26 $0.3400
2017-02-24 $0.3400
2016-11-28 $0.3400
2016-08-29 $0.3000
2016-05-26 $0.3000
2016-02-25 $0.3000
2015-11-25 $0.3000
2015-08-27 $0.2400
2015-05-27 $0.2400
2015-02-25 $0.2400
2014-11-25 $0.2400
2014-08-27 $0.2000
2014-05-28 $0.2000
2014-02-26 $0.2000
2013-11-26 $0.2000
2013-08-28 $0.1800
2013-05-29 $0.1800
2013-02-26 $0.1800
2012-11-28 $0.7200
2011-11-23 $0.5250
2010-11-24 $0.3750
2009-11-25 $0.2750
2008-11-26 $0.2750
2007-12-05 $0.2750
2006-12-06 $0.2500
2005-12-07 $0.2000
2004-12-08 $0.2000
2003-12-12 $0.1500
2002-12-10 $0.1000
2002-06-12 $0.0250
2002-03-13 $0.0250
2001-12-12 $0.0250
2001-09-17 $0.0125
2001-06-13 $0.0250
2001-03-14 $0.0250
2000-12-13 $0.0250
2000-09-13 $0.0250
2000-06-14 $0.0250
2000-03-14 $0.0250
1999-12-14 $0.0250
1999-09-14 $0.0250
1999-06-14 $0.0250
1999-03-12 $0.0213
1998-12-14 $0.0213
1998-09-11 $0.0213
1998-06-11 $0.0213
1998-03-12 $0.0213
1997-12-12 $0.0213
1997-09-10 $0.0213
1997-06-10 $0.0213
1997-03-12 $0.0213
1996-12-12 $0.0213
1996-09-11 $0.0213
1996-06-12 $0.0213
1996-03-13 $0.0213
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.03. Further, an Excess Kurtosis of 11.30 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.09%550.72%0.72%
-6.09% to -4.55%680.89%1.62%
-4.55% to -3.01%2072.72%4.34%
-3.01% to -1.48%85111.18%15.51%
-1.48% to 0.06%274736.09%51.60%
0.06% to 1.60%248932.70%84.30%
1.60% to 3.13%80810.61%94.92%
3.13% to 4.67%2493.27%98.19%
4.67% to 6.21%781.02%99.21%
Greater than 6.21%600.79%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.99%2.11% 79.24%68.27%
±2σ -4.04%4.16% 95.19%95.45%
±3σ -6.09%6.21% 98.49%99.73%
Descriptive Statistics
Mean0.059%
Standard Error0.023%
Median0.000%
Mode0.000%
Standard Deviation2.049%
Sample Variance4.198%
Kurtosis11.30
Skewness-0.03
Range39.366%
Minimum-20.895%
Maximum18.471%
Count7612
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.436% 3781 49.67% 0.713%
Negative -1.333% 3735 49.07% -0.654%
Zero 0.000% 96 1.26% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 2.84%
20 1 Month 4.95%
60 1 Quarter 3.61%
250 1 Year 3.85%
750 3 Years 3.44%
1,250 5 Years 3.19%
2,500 10 Years 2.65%
5,000 20 Years 2.50%
12,500 50 Years 2.55%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.77. Further, an Excess Kurtosis of 13.43 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -2.29%00.00%0.00%
-2.29% to -1.12%00.00%0.00%
-1.12% to 0.05%00.00%0.00%
0.05% to 1.22%129717.04%17.04%
1.22% to 2.39%351246.13%63.17%
2.39% to 3.56%162721.37%84.54%
3.56% to 4.73%6658.74%93.27%
4.73% to 5.90%2483.26%96.53%
5.90% to 7.07%1301.71%98.24%
Greater than 7.07%1341.76%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.83%3.95% 84.68%68.27%
±2σ -0.73%5.51% 95.86%95.45%
±3σ -2.29%7.07% 98.24%99.73%
Descriptive Statistics
Mean2.391%
Standard Error0.018%
Median1.993%
Mode1.818%
Standard Deviation1.560%
Sample Variance2.433%
Kurtosis13.43
Skewness2.77
Range17.426%
Minimum0.250%
Maximum17.676%
Count7613
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.391% 7613 100.00% 2.391%
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 -0.06. Further, an Excess Kurtosis of 5.17 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -5.01%550.72%0.72%
-5.01% to -3.76%1021.34%2.06%
-3.76% to -2.51%2643.47%5.53%
-2.51% to -1.26%87111.44%16.97%
-1.26% to -0.02%246732.41%49.38%
-0.02% to 1.23%253233.26%82.63%
1.23% to 2.48%92712.18%94.81%
2.48% to 3.72%2723.57%98.38%
3.72% to 4.97%670.88%99.26%
Greater than 4.97%560.74%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.68%1.65% 76.96%68.27%
±2σ -3.34%3.31% 94.81%95.45%
±3σ -5.01%4.97% 98.54%99.73%
Descriptive Statistics
Mean-0.018%
Standard Error0.019%
Median0.000%
Mode0.000%
Standard Deviation1.663%
Sample Variance2.765%
Kurtosis5.17
Skewness-0.06
Range25.006%
Minimum-13.194%
Maximum11.812%
Count7613
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.176% 3740 49.13% 0.578%
Negative -1.202% 3773 49.56% -0.596%
Zero 0.000% 100 1.31% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.18. Further, an Excess Kurtosis of 3.91 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -13.03%100.63%0.63%
-13.03% to -9.70%211.33%1.96%
-9.70% to -6.37%613.86%5.83%
-6.37% to -3.04%16510.45%16.28%
-3.04% to 0.28%54634.58%50.85%
0.28% to 3.61%52133.00%83.85%
3.61% to 6.94%15910.07%93.92%
6.94% to 10.27%583.67%97.59%
10.27% to 13.60%271.71%99.30%
Greater than 13.60%110.70%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.15%4.72% 76.69%68.27%
±2σ -8.59%9.16% 93.67%95.45%
±3σ -13.03%13.60% 98.67%99.73%
Descriptive Statistics
Mean0.285%
Standard Error0.112%
Median0.246%
Mode0.000%
Standard Deviation4.437%
Sample Variance19.683%
Kurtosis3.91
Skewness0.18
Range55.881%
Minimum-25.101%
Maximum30.780%
Count1579
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.237% 830 52.56% 1.702%
Negative -3.010% 743 47.05% -1.416%
Zero 0.000% 6 0.38% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 12.43%
12 1 Quarter 9.14%
52 1 Year 9.17%
156 3 Years 8.41%
260 5 Years 7.71%
520 10 Years 6.36%
1,040 20 Years 5.97%
2,600 50 Years 6.09%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.60. Further, an Excess Kurtosis of 11.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.25%00.00%0.00%
-6.25% to -3.13%00.00%0.00%
-3.13% to -0.00%00.00%0.00%
-0.00% to 3.12%27817.59%17.59%
3.12% to 6.25%73046.20%63.80%
6.25% to 9.38%31620.00%83.80%
9.38% to 12.50%1428.99%92.78%
12.50% to 15.63%613.86%96.65%
15.63% to 18.75%261.65%98.29%
Greater than 18.75%271.71%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 2.08%10.42% 83.67%68.27%
±2σ -2.08%14.59% 95.76%95.45%
±3σ -6.25%18.76% 98.29%99.73%
Descriptive Statistics
Mean6.251%
Standard Error0.105%
Median5.177%
Mode2.368%
Standard Deviation4.168%
Sample Variance17.375%
Kurtosis11.82
Skewness2.60
Range40.171%
Minimum1.124%
Maximum41.295%
Count1580
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 6.251% 1580 100.00% 6.251%
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 0.65. Further, an Excess Kurtosis of 5.65 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -12.97%50.32%0.32%
-12.97% to -9.74%191.20%1.52%
-9.74% to -6.51%644.05%5.57%
-6.51% to -3.28%17310.95%16.52%
-3.28% to -0.06%54934.75%51.27%
-0.06% to 3.17%52132.97%84.24%
3.17% to 6.40%1459.18%93.42%
6.40% to 9.62%714.49%97.91%
9.62% to 12.85%211.33%99.24%
Greater than 12.85%120.76%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.36%4.25% 77.34%68.27%
±2σ -8.66%8.55% 94.43%95.45%
±3σ -12.97%12.85% 98.92%99.73%
Descriptive Statistics
Mean-0.057%
Standard Error0.108%
Median-0.174%
Mode0.000%
Standard Deviation4.303%
Sample Variance18.517%
Kurtosis5.65
Skewness0.65
Range57.478%
Minimum-24.295%
Maximum33.183%
Count1580
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.069% 756 47.85% 1.468%
Negative -2.948% 818 51.77% -1.526%
Zero 0.000% 6 0.38% 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 0.80 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -24.42%30.83%0.83%
-24.42% to -18.03%10.28%1.10%
-18.03% to -11.63%205.51%6.61%
-11.63% to -5.24%4913.50%20.11%
-5.24% to 1.15%10729.48%49.59%
1.15% to 7.55%10428.65%78.24%
7.55% to 13.94%5515.15%93.39%
13.94% to 20.34%174.68%98.07%
20.34% to 26.73%51.38%99.45%
Greater than 26.73%20.55%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.37%9.68% 70.25%68.27%
±2σ -15.90%18.21% 96.14%95.45%
±3σ -24.42%26.73% 98.62%99.73%
Descriptive Statistics
Mean1.154%
Standard Error0.447%
Median1.270%
Mode-1.077%
Standard Deviation8.526%
Sample Variance72.689%
Kurtosis0.80
Skewness-0.10
Range58.773%
Minimum-30.846%
Maximum27.927%
Count363
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 6.745% 208 57.30% 3.865%
Negative -6.348% 155 42.70% -2.711%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 20.21%
12 1 Year 19.25%
36 3 Years 18.63%
60 5 Years 16.60%
120 10 Years 13.72%
240 20 Years 12.85%
600 50 Years 13.27%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.90. Further, an Excess Kurtosis of 5.73 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -10.45%00.00%0.00%
-10.45% to -4.22%00.00%0.00%
-4.22% to 2.01%00.00%0.00%
2.01% to 8.24%7620.88%20.88%
8.24% to 14.47%14740.38%61.26%
14.47% to 20.71%7420.33%81.59%
20.71% to 26.94%4211.54%93.13%
26.94% to 33.17%133.57%96.70%
33.17% to 39.40%51.37%98.08%
Greater than 39.40%71.92%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 6.17%22.78% 79.40%68.27%
±2σ -2.14%31.09% 95.60%95.45%
±3σ -10.45%39.40% 98.08%99.73%
Descriptive Statistics
Mean14.474%
Standard Error0.436%
Median12.194%
Mode8.248%
Standard Deviation8.309%
Sample Variance69.041%
Kurtosis5.73
Skewness1.90
Range57.294%
Minimum4.057%
Maximum61.351%
Count364
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 14.474% 364 100.00% 14.474%
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 0.90. Further, an Excess Kurtosis of 2.76 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -26.57%00.00%0.00%
-26.57% to -20.01%20.55%0.55%
-20.01% to -13.44%143.85%4.40%
-13.44% to -6.88%5615.38%19.78%
-6.88% to -0.32%12534.34%54.12%
-0.32% to 6.25%10127.75%81.87%
6.25% to 12.81%4111.26%93.13%
12.81% to 19.38%195.22%98.35%
19.38% to 25.94%20.55%98.90%
Greater than 25.94%41.10%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -9.07%8.44% 70.88%68.27%
±2σ -17.82%17.19% 95.60%95.45%
±3σ -26.57%25.94% 98.90%99.73%
Descriptive Statistics
Mean-0.315%
Standard Error0.459%
Median-1.100%
Mode-5.424%
Standard Deviation8.752%
Sample Variance76.596%
Kurtosis2.76
Skewness0.90
Range65.786%
Minimum-22.212%
Maximum43.574%
Count364
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.193% 157 43.13% 3.102%
Negative -6.039% 206 56.59% -3.418%
Zero 0.000% 1 0.28% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.06. Further, an Excess Kurtosis of 1.12 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -40.14%00.00%0.00%
-40.14% to -29.25%21.65%1.65%
-29.25% to -18.36%75.79%7.44%
-18.36% to -7.47%129.92%17.36%
-7.47% to 3.42%3932.23%49.59%
3.42% to 14.30%3932.23%81.82%
14.30% to 25.19%1613.22%95.04%
25.19% to 36.08%43.31%98.35%
36.08% to 46.97%10.83%99.17%
Greater than 46.97%10.83%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -11.10%17.93% 71.90%68.27%
±2σ -25.62%32.45% 91.74%95.45%
±3σ -40.14%46.97% 99.17%99.73%
Descriptive Statistics
Mean3.415%
Standard Error1.320%
Median3.682%
Mode-31.733%
Standard Deviation14.519%
Sample Variance210.809%
Kurtosis1.12
Skewness0.06
Range88.201%
Minimum-31.733%
Maximum56.468%
Count121
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 12.097% 74 61.16% 7.398%
Negative -10.255% 47 38.84% -3.983%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 38.10%
12 3 Years 36.47%
20 5 Years 31.82%
40 10 Years 26.07%
80 20 Years 23.50%
200 50 Years 23.15%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.37. Further, an Excess Kurtosis of 2.02 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -13.29%00.00%0.00%
-13.29% to -3.32%00.00%0.00%
-3.32% to 6.66%00.00%0.00%
6.66% to 16.63%3226.23%26.23%
16.63% to 26.60%4436.07%62.30%
26.60% to 36.58%2318.85%81.15%
36.58% to 46.55%129.84%90.98%
46.55% to 56.52%64.92%95.90%
56.52% to 66.49%21.64%97.54%
Greater than 66.49%32.46%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 13.30%39.90% 76.23%68.27%
±2σ 0.01%53.20% 95.08%95.45%
±3σ -13.29%66.49% 97.54%99.73%
Descriptive Statistics
Mean26.602%
Standard Error1.204%
Median22.691%
Mode8.168%
Standard Deviation13.297%
Sample Variance176.798%
Kurtosis2.02
Skewness1.37
Range65.421%
Minimum8.168%
Maximum73.589%
Count122
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 26.602% 122 100.00% 26.602%
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 1.00. Further, an Excess Kurtosis of 1.32 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -45.29%00.00%0.00%
-45.29% to -34.26%10.82%0.82%
-34.26% to -23.22%21.64%2.46%
-23.22% to -12.19%2117.21%19.67%
-12.19% to -1.15%4436.07%55.74%
-1.15% to 9.88%3427.87%83.61%
9.88% to 20.92%97.38%90.98%
20.92% to 31.96%43.28%94.26%
31.96% to 42.99%64.92%99.18%
Greater than 42.99%10.82%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -15.87%13.56% 72.95%68.27%
±2σ -30.58%28.28% 93.44%95.45%
±3σ -45.29%42.99% 99.18%99.73%
Descriptive Statistics
Mean-1.151%
Standard Error1.332%
Median-2.338%
Mode-36.630%
Standard Deviation14.714%
Sample Variance216.500%
Kurtosis1.32
Skewness1.00
Range81.190%
Minimum-36.630%
Maximum44.560%
Count122
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 12.870% 47 38.52% 4.958%
Negative -10.072% 74 60.66% -6.109%
Zero 0.000% 1 0.82% 0.000%