Markets Data Volatility Heatmap Portfolio Calculator

EL Deep Analytical Report

The Estée Lauder Companies Inc. | Category: Equity Large Cap | Ann. Div Yield: 1.63% ($1.40) | Last Updated: 2026-03-24 | Data Range: 1995-11-01 → 2026-03-01 (365 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% 1.67% 3.23% 3.76% 3.76% 85.25 91.90 82.10 95.42
Weekly 4.45% 4.19% 4.31% 7.83% 8.27% 8.27% 81.49 96.14 75.02 104.43
Monthly 8.58% 8.32% 8.81% 16.89% 17.21% 17.21% 74.51 105.14 62.73 124.88
Quarterly 14.71% 13.38% 14.99% 32.11% 29.81% 29.81% 65.69 119.25 48.76 160.68
Annual — — — — 59.63% 59.62% 48.76 160.68 26.86 291.70
Option Time Horizon — — — — 22.51% 22.50% 70.67 110.85 56.43 138.83
Calculation Notes: Computed at 2026-03-23T16:33 UTC  |  Reference Contract: Call option expiring 2026-05-15 (52 days)  |  Spot Price (S): $88.51  |  Strike (K): $95.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $5.5250 (Bid $4.9000 / Ask $6.1500)  |  Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 1.63%  |  Binomial IV (Annual): 59.63% (CRR binomial tree, American, n=20 steps)  |  BS IV: 60.12% (European Black-Scholes)  |  Yahoo IV (Annual): 59.62% → 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
2026-02-27 $0.3500
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 -0.05. Further, an Excess Kurtosis of 11.21 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.11%570.75%0.75%
-6.11% to -4.57%660.86%1.61%
-4.57% to -3.02%2102.75%4.36%
-3.02% to -1.48%84911.12%15.49%
-1.48% to 0.06%275136.04%51.53%
0.06% to 1.60%250132.77%84.29%
1.60% to 3.14%81110.62%94.92%
3.14% to 4.68%2503.28%98.19%
4.68% to 6.22%791.03%99.23%
Greater than 6.22%590.77%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.00%2.11% 79.21%68.27%
±2σ -4.05%4.16% 95.17%95.45%
±3σ -6.11%6.22% 98.48%99.73%
Descriptive Statistics
Mean0.056%
Standard Error0.024%
Median0.000%
Mode0.000%
Standard Deviation2.054%
Sample Variance4.217%
Kurtosis11.21
Skewness-0.05
Range39.366%
Minimum-20.895%
Maximum18.471%
Count7633
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.437% 3789 49.64% 0.713%
Negative -1.338% 3748 49.10% -0.657%
Zero 0.000% 96 1.26% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 3.93%
20 1 Month 4.62%
60 1 Quarter 4.14%
250 1 Year 3.91%
750 3 Years 3.50%
1,250 5 Years 3.23%
2,500 10 Years 2.67%
5,000 20 Years 2.51%
12,500 50 Years 2.56%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.75. Further, an Excess Kurtosis of 13.30 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%130717.12%17.12%
1.22% to 2.40%351946.10%63.22%
2.40% to 3.57%162121.23%84.45%
3.57% to 4.74%6728.80%93.25%
4.74% to 5.91%2503.27%96.53%
5.91% to 7.08%1321.73%98.26%
Greater than 7.08%1331.74%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.83%3.96% 84.57%68.27%
±2σ -0.73%5.52% 95.86%95.45%
±3σ -2.29%7.08% 98.26%99.73%
Descriptive Statistics
Mean2.396%
Standard Error0.018%
Median2.000%
Mode1.818%
Standard Deviation1.562%
Sample Variance2.439%
Kurtosis13.30
Skewness2.75
Range17.426%
Minimum0.250%
Maximum17.676%
Count7634
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.396% 7634 100.00% 2.396%
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 -0.05. Further, an Excess Kurtosis of 5.15 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%2653.47%5.53%
-2.51% to -1.26%87711.49%17.02%
-1.26% to -0.02%247332.39%49.41%
-0.02% to 1.23%253833.25%82.66%
1.23% to 2.48%92912.17%94.83%
2.48% to 3.73%2713.55%98.38%
3.73% to 4.98%670.88%99.25%
Greater than 4.98%570.75%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.68%1.65% 76.93%68.27%
±2σ -3.35%3.31% 94.81%95.45%
±3σ -5.01%4.98% 98.53%99.73%
Descriptive Statistics
Mean-0.016%
Standard Error0.019%
Median0.000%
Mode0.000%
Standard Deviation1.665%
Sample Variance2.774%
Kurtosis5.15
Skewness-0.05
Range25.006%
Minimum-13.194%
Maximum11.812%
Count7634
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.179% 3752 49.15% 0.579%
Negative -1.203% 3782 49.54% -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 0.17. Further, an Excess Kurtosis of 3.88 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -13.07%90.57%0.57%
-13.07% to -9.73%221.39%1.96%
-9.73% to -6.40%623.92%5.87%
-6.40% to -3.06%16710.55%16.42%
-3.06% to 0.27%53934.05%50.47%
0.27% to 3.60%52933.42%83.89%
3.60% to 6.94%15910.04%93.94%
6.94% to 10.27%583.66%97.60%
10.27% to 13.61%271.71%99.31%
Greater than 13.61%110.69%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.18%4.71% 76.63%68.27%
±2σ -8.62%9.16% 93.68%95.45%
±3σ -13.07%13.61% 98.74%99.73%
Descriptive Statistics
Mean0.269%
Standard Error0.112%
Median0.245%
Mode0.000%
Standard Deviation4.446%
Sample Variance19.764%
Kurtosis3.88
Skewness0.17
Range55.881%
Minimum-25.101%
Maximum30.780%
Count1583
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.232% 831 52.49% 1.697%
Negative -3.029% 746 47.13% -1.427%
Zero 0.000% 6 0.38% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 13.18%
12 1 Quarter 10.89%
52 1 Year 9.53%
156 3 Years 8.61%
260 5 Years 7.83%
520 10 Years 6.44%
1,040 20 Years 6.01%
2,600 50 Years 6.11%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.57. Further, an Excess Kurtosis of 11.54 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.29%00.00%0.00%
-6.29% to -3.15%00.00%0.00%
-3.15% to -0.01%00.00%0.00%
-0.01% to 3.13%28117.74%17.74%
3.13% to 6.27%72845.96%63.70%
6.27% to 9.41%32120.27%83.96%
9.41% to 12.55%1388.71%92.68%
12.55% to 15.69%623.91%96.59%
15.69% to 18.83%271.70%98.30%
Greater than 18.83%271.70%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 2.08%10.46% 83.65%68.27%
±2σ -2.10%14.65% 95.77%95.45%
±3σ -6.29%18.83% 98.30%99.73%
Descriptive Statistics
Mean6.272%
Standard Error0.105%
Median5.183%
Mode2.368%
Standard Deviation4.187%
Sample Variance17.530%
Kurtosis11.54
Skewness2.57
Range40.171%
Minimum1.124%
Maximum41.295%
Count1584
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 6.272% 1584 100.00% 6.272%
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 5.60 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -12.98%50.32%0.32%
-12.98% to -9.75%181.14%1.45%
-9.75% to -6.51%654.10%5.56%
-6.51% to -3.28%17210.86%16.41%
-3.28% to -0.04%55334.91%51.33%
-0.04% to 3.19%51932.77%84.09%
3.19% to 6.43%1489.34%93.43%
6.43% to 9.66%704.42%97.85%
9.66% to 12.90%211.33%99.18%
Greater than 12.90%130.82%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.35%4.27% 77.40%68.27%
±2σ -8.67%8.58% 94.38%95.45%
±3σ -12.98%12.90% 98.86%99.73%
Descriptive Statistics
Mean-0.042%
Standard Error0.108%
Median-0.157%
Mode0.000%
Standard Deviation4.313%
Sample Variance18.605%
Kurtosis5.60
Skewness0.65
Range57.478%
Minimum-24.295%
Maximum33.183%
Count1584
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.083% 760 47.98% 1.479%
Negative -2.947% 818 51.64% -1.522%
Zero 0.000% 6 0.38% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.11. Further, an Excess Kurtosis of 0.76 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -24.66%30.82%0.82%
-24.66% to -18.22%20.55%1.37%
-18.22% to -11.78%195.22%6.59%
-11.78% to -5.35%5013.74%20.33%
-5.35% to 1.09%10629.12%49.45%
1.09% to 7.53%10528.85%78.30%
7.53% to 13.96%5515.11%93.41%
13.96% to 20.40%174.67%98.08%
20.40% to 26.84%61.65%99.73%
Greater than 26.84%10.27%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.49%9.67% 70.05%68.27%
±2σ -16.08%18.25% 95.88%95.45%
±3σ -24.66%26.84% 98.90%99.73%
Descriptive Statistics
Mean1.089%
Standard Error0.450%
Median1.219%
Mode-1.077%
Standard Deviation8.582%
Sample Variance73.643%
Kurtosis0.76
Skewness-0.11
Range58.773%
Minimum-30.846%
Maximum27.927%
Count364
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 6.745% 208 57.14% 3.854%
Negative -6.453% 156 42.86% -2.766%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 21.95%
12 1 Year 20.02%
36 3 Years 19.04%
60 5 Years 16.89%
120 10 Years 13.88%
240 20 Years 12.93%
600 50 Years 13.30%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.89. Further, an Excess Kurtosis of 5.62 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -10.47%00.00%0.00%
-10.47% to -4.22%00.00%0.00%
-4.22% to 2.02%00.00%0.00%
2.02% to 8.27%7921.64%21.64%
8.27% to 14.51%14439.45%61.10%
14.51% to 20.75%7520.55%81.64%
20.75% to 27.00%4111.23%92.88%
27.00% to 33.24%143.84%96.71%
33.24% to 39.48%51.37%98.08%
Greater than 39.48%71.92%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 6.18%22.83% 79.18%68.27%
±2σ -2.14%31.16% 95.62%95.45%
±3σ -10.47%39.48% 98.08%99.73%
Descriptive Statistics
Mean14.509%
Standard Error0.436%
Median12.212%
Mode8.248%
Standard Deviation8.325%
Sample Variance69.299%
Kurtosis5.62
Skewness1.89
Range57.294%
Minimum4.057%
Maximum61.351%
Count365
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 14.509% 365 100.00% 14.509%
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 2.65 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -26.68%00.00%0.00%
-26.68% to -20.07%20.55%0.55%
-20.07% to -13.46%143.84%4.38%
-13.46% to -6.86%5715.62%20.00%
-6.86% to -0.25%12534.25%54.25%
-0.25% to 6.36%10027.40%81.64%
6.36% to 12.97%4111.23%92.88%
12.97% to 19.57%195.21%98.08%
19.57% to 26.18%30.82%98.90%
Greater than 26.18%41.10%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -9.06%8.56% 71.51%68.27%
±2σ -17.87%17.37% 95.89%95.45%
±3σ -26.68%26.18% 98.90%99.73%
Descriptive Statistics
Mean-0.248%
Standard Error0.461%
Median-1.100%
Mode-5.424%
Standard Deviation8.809%
Sample Variance77.594%
Kurtosis2.65
Skewness0.90
Range65.786%
Minimum-22.212%
Maximum43.574%
Count365
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.300% 158 43.29% 3.160%
Negative -6.039% 206 56.44% -3.408%
Zero 0.000% 1 0.27% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.05. Further, an Excess Kurtosis of 1.00 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -40.88%00.00%0.00%
-40.88% to -29.85%21.65%1.65%
-29.85% to -18.82%75.79%7.44%
-18.82% to -7.79%1310.74%18.18%
-7.79% to 3.23%3831.40%49.59%
3.23% to 14.26%3932.23%81.82%
14.26% to 25.29%1613.22%95.04%
25.29% to 36.32%43.31%98.35%
36.32% to 47.35%10.83%99.17%
Greater than 47.35%10.83%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -11.47%17.94% 71.07%68.27%
±2σ -26.18%32.65% 92.56%95.45%
±3σ -40.88%47.35% 99.17%99.73%
Descriptive Statistics
Mean3.235%
Standard Error1.337%
Median3.682%
Mode-31.733%
Standard Deviation14.706%
Sample Variance216.267%
Kurtosis1.00
Skewness0.05
Range88.201%
Minimum-31.733%
Maximum56.468%
Count121
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 12.097% 74 61.16% 7.398%
Negative -10.717% 47 38.84% -4.163%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 39.54%
12 3 Years 36.95%
20 5 Years 32.11%
40 10 Years 26.22%
80 20 Years 23.57%
200 50 Years 23.20%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.34. Further, an Excess Kurtosis of 1.88 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -13.45%00.00%0.00%
-13.45% to -3.42%00.00%0.00%
-3.42% to 6.62%00.00%0.00%
6.62% to 16.65%3226.23%26.23%
16.65% to 26.69%4536.89%63.11%
26.69% to 36.73%2117.21%80.33%
36.73% to 46.76%1310.66%90.98%
46.76% to 56.80%64.92%95.90%
56.80% to 66.83%21.64%97.54%
Greater than 66.83%32.46%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 13.31%40.07% 75.41%68.27%
±2σ -0.07%53.45% 95.08%95.45%
±3σ -13.45%66.83% 97.54%99.73%
Descriptive Statistics
Mean26.690%
Standard Error1.211%
Median22.691%
Mode8.168%
Standard Deviation13.381%
Sample Variance179.057%
Kurtosis1.88
Skewness1.34
Range65.421%
Minimum8.168%
Maximum73.589%
Count122
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 26.690% 122 100.00% 26.690%
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 0.98. Further, an Excess Kurtosis of 1.11 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -45.90%00.00%0.00%
-45.90% to -34.66%10.82%0.82%
-34.66% to -23.41%21.64%2.46%
-23.41% to -12.16%2117.21%19.67%
-12.16% to -0.92%4536.89%56.56%
-0.92% to 10.33%3226.23%82.79%
10.33% to 21.58%97.38%90.16%
21.58% to 32.82%54.10%94.26%
32.82% to 44.07%64.92%99.18%
Greater than 44.07%10.82%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -15.91%14.08% 72.13%68.27%
±2σ -30.91%29.07% 92.62%95.45%
±3σ -45.90%44.07% 99.18%99.73%
Descriptive Statistics
Mean-0.916%
Standard Error1.358%
Median-2.338%
Mode-36.630%
Standard Deviation14.995%
Sample Variance224.843%
Kurtosis1.11
Skewness0.98
Range81.190%
Minimum-36.630%
Maximum44.560%
Count122
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 13.480% 47 38.52% 5.193%
Negative -10.072% 74 60.66% -6.109%
Zero 0.000% 1 0.82% 0.000%