Markets Data Volatility Heatmap Portfolio Calculator

ES Deep Analytical Report

Eversource Energy | Category: Equity Large Cap | Ann. Div Yield: 4.51% ($3.01) | Last Updated: 2026-03-24 | Data Range: 1973-02-01 → 2026-03-01 (638 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 1.48% 1.26% 1.35% 2.14% 1.63% 1.69% 66.41 68.60 65.34 69.73
Weekly 3.09% 2.99% 3.07% 4.91% 3.58% 3.73% 65.12 69.95 62.83 72.50
Monthly 5.89% 6.17% 5.97% 10.52% 7.45% 7.77% 62.65 72.72 58.15 78.34
Quarterly 9.76% 11.00% 10.55% 17.19% 12.91% 13.45% 59.32 76.79 52.14 87.37
Annual — — — — 25.81% 26.91% 52.14 87.37 40.28 113.10
Option Time Horizon — — — — 9.74% 10.16% 61.23 74.40 55.54 82.02
Calculation Notes: Computed at 2026-03-23T16:33 UTC  |  Reference Contract: Call option expiring 2026-05-15 (52 days)  |  Spot Price (S): $67.50  |  Strike (K): $70.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $1.5750 (Bid $1.4000 / Ask $1.7500)  |  Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 4.51%  |  Binomial IV (Annual): 25.81% (CRR binomial tree, American, n=20 steps)  |  BS IV: 25.90% (European Black-Scholes)  |  Yahoo IV (Annual): 26.91% → 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
2026-03-05 $0.7880
2025-12-17 $0.7530
2025-09-22 $0.7530
2025-05-15 $0.7530
2025-03-04 $0.7530
2024-12-18 $0.7150
2024-09-23 $0.7150
2024-05-15 $0.7150
2024-03-04 $0.7150
2023-12-15 $0.6750
2023-09-22 $0.6750
2023-05-17 $0.6750
2023-03-01 $0.6750
2022-12-15 $0.6380
2022-09-23 $0.6380
2022-05-18 $0.6380
2022-03-02 $0.6380
2021-12-16 $0.6030
2021-09-15 $0.6030
2021-05-19 $0.6030
2021-03-03 $0.6030
2020-12-21 $0.5680
2020-09-16 $0.5680
2020-05-19 $0.5680
2020-03-03 $0.5680
2019-12-19 $0.5350
2019-09-19 $0.5350
2019-05-22 $0.5350
2019-03-04 $0.5350
2018-12-17 $0.5050
2018-09-20 $0.5050
2018-05-23 $0.5050
2018-03-05 $0.5050
2017-12-15 $0.4750
2017-09-18 $0.4750
2017-05-26 $0.4750
2017-02-28 $0.4750
2016-12-14 $0.4450
2016-09-15 $0.4450
2016-05-26 $0.4450
2016-02-29 $0.4450
2015-12-10 $0.4180
2015-09-10 $0.4180
2015-05-27 $0.4180
2015-02-26 $0.4180
2014-12-11 $0.3930
2014-09-11 $0.3930
2014-05-28 $0.3930
2014-02-27 $0.3930
2013-12-11 $0.3680
2013-09-12 $0.3680
2013-05-29 $0.3670
2013-02-27 $0.3670
2012-11-28 $0.3430
2012-08-29 $0.3430
2012-05-30 $0.3430
2012-02-28 $0.2940
2011-12-27 $0.2750
2011-08-30 $0.2750
2011-05-27 $0.2750
2011-02-25 $0.2750
2010-11-29 $0.2560
2010-08-30 $0.2560
2010-05-27 $0.2560
2010-02-25 $0.2560
2009-11-27 $0.2380
2009-08-28 $0.2380
2009-05-28 $0.2380
2009-02-25 $0.2380
2008-11-26 $0.2130
2008-08-27 $0.2130
2008-05-28 $0.2000
2008-02-27 $0.2000
2007-11-28 $0.2000
2007-08-29 $0.2000
2007-05-30 $0.1880
2007-02-27 $0.1880
2006-11-29 $0.1880
2006-08-30 $0.1880
2006-05-30 $0.1750
2006-02-27 $0.1750
2005-11-29 $0.1750
2005-08-30 $0.1750
2005-05-27 $0.1630
2005-02-25 $0.1630
2004-11-29 $0.1630
2004-08-30 $0.1630
2004-05-27 $0.1500
2004-02-26 $0.1500
2003-11-26 $0.1500
2003-08-27 $0.1500
2003-05-28 $0.1380
2003-02-26 $0.1380
2002-11-26 $0.1380
2002-08-28 $0.1380
2002-05-29 $0.1250
2002-02-27 $0.1250
2001-11-28 $0.1250
2001-08-29 $0.1250
2001-05-30 $0.1000
2001-02-27 $0.1000
2000-11-29 $0.1000
2000-08-30 $0.1000
2000-05-30 $0.1000
2000-03-02 $0.1000
1999-11-29 $0.1000
1997-02-26 $0.2500
1996-11-26 $0.2500
1996-08-28 $0.2500
1996-05-29 $0.4400
1996-02-28 $0.4400
1995-11-29 $0.4400
1995-08-30 $0.4400
1995-05-25 $0.4400
1995-02-23 $0.4400
1994-11-25 $0.4400
1994-08-26 $0.4400
1994-05-25 $0.4400
1994-02-23 $0.4400
1993-11-24 $0.4400
1993-08-26 $0.4400
1993-05-25 $0.4400
1993-02-23 $0.4400
1992-11-24 $0.4400
1992-08-26 $0.4400
1992-05-26 $0.4400
1992-02-24 $0.4400
1991-11-22 $0.4400
1991-08-26 $0.4400
1991-05-24 $0.4400
1991-02-25 $0.4400
1990-11-26 $0.4400
1990-08-27 $0.4400
1990-05-25 $0.4400
1990-02-23 $0.4400
1989-11-27 $0.4400
1989-08-28 $0.4400
1989-05-25 $0.4400
1989-02-23 $0.4400
1988-11-25 $0.4400
1988-08-26 $0.4400
1988-05-25 $0.4400
1988-02-24 $0.4400
1987-11-24 $0.4400
1987-08-26 $0.4400
1987-05-26 $0.4400
1987-02-23 $0.4400
1986-11-24 $0.4200
1986-08-25 $0.4200
1986-05-23 $0.4200
1986-02-24 $0.4200
1985-11-22 $0.3950
1985-08-26 $0.3950
1985-05-24 $0.3950
1985-02-25 $0.3950
1984-11-26 $0.3700
1973-02-23 $0.2540
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.01. Further, an Excess Kurtosis of 9.43 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -4.41%880.66%0.66%
-4.41% to -3.30%1391.04%1.70%
-3.30% to -2.19%4273.19%4.89%
-2.19% to -1.07%175213.10%17.98%
-1.07% to 0.04%515138.50%56.48%
0.04% to 1.15%347125.94%82.43%
1.15% to 2.26%172912.92%95.35%
2.26% to 3.37%4233.16%98.51%
3.37% to 4.48%1050.78%99.30%
Greater than 4.48%940.70%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.45%1.52% 79.21%68.27%
±2σ -2.93%3.00% 95.58%95.45%
±3σ -4.41%4.48% 98.64%99.73%
Descriptive Statistics
Mean0.036%
Standard Error0.013%
Median0.000%
Mode0.000%
Standard Deviation1.481%
Sample Variance2.194%
Kurtosis9.43
Skewness-0.01
Range28.176%
Minimum-13.376%
Maximum14.800%
Count13379
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.181% 5875 43.91% 0.519%
Negative -1.197% 5394 40.32% -0.483%
Zero 0.000% 2110 15.77% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 3.17%
20 1 Month 2.46%
60 1 Quarter 2.36%
250 1 Year 2.25%
750 3 Years 2.19%
1,250 5 Years 2.14%
2,500 10 Years 1.99%
5,000 20 Years 1.94%
12,500 50 Years 2.02%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.35. Further, an Excess Kurtosis of 23.32 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -1.77%00.00%0.00%
-1.77% to -0.82%00.00%0.00%
-0.82% to 0.12%10.01%0.01%
0.12% to 1.07%210115.70%15.71%
1.07% to 2.01%614545.93%61.64%
2.01% to 2.96%318823.83%85.46%
2.96% to 3.90%11308.45%93.91%
3.90% to 4.85%4243.17%97.08%
4.85% to 5.79%1691.26%98.34%
Greater than 5.79%2221.66%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.75%3.27% 84.97%68.27%
±2σ -0.51%4.53% 96.40%95.45%
±3σ -1.77%5.79% 98.34%99.73%
Descriptive Statistics
Mean2.013%
Standard Error0.011%
Median1.709%
Mode1.389%
Standard Deviation1.260%
Sample Variance1.588%
Kurtosis23.32
Skewness3.35
Range19.414%
Minimum0.096%
Maximum19.510%
Count13380
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.013% 13380 100.00% 2.013%
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 0.19. Further, an Excess Kurtosis of 8.21 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -4.09%1000.75%0.75%
-4.09% to -3.08%980.73%1.48%
-3.08% to -2.06%4313.22%4.70%
-2.06% to -1.05%184813.81%18.51%
-1.05% to -0.04%329924.66%43.17%
-0.04% to 0.97%505737.80%80.96%
0.97% to 1.99%187013.98%94.94%
1.99% to 3.00%4523.38%98.32%
3.00% to 4.01%1320.99%99.30%
Greater than 4.01%930.70%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.39%1.31% 77.17%68.27%
±2σ -2.74%2.66% 95.31%95.45%
±3σ -4.09%4.01% 98.56%99.73%
Descriptive Statistics
Mean-0.040%
Standard Error0.012%
Median0.000%
Mode0.000%
Standard Deviation1.350%
Sample Variance1.822%
Kurtosis8.21
Skewness0.19
Range26.309%
Minimum-11.688%
Maximum14.621%
Count13380
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.112% 5337 39.89% 0.444%
Negative -1.108% 5838 43.63% -0.483%
Zero 0.000% 2205 16.48% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.19. Further, an Excess Kurtosis of 9.52 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -9.11%220.79%0.79%
-9.11% to -6.79%331.19%1.99%
-6.79% to -4.47%933.36%5.34%
-4.47% to -2.15%30410.98%16.32%
-2.15% to 0.17%98335.50%51.82%
0.17% to 2.49%84730.59%82.41%
2.49% to 4.81%36313.11%95.52%
4.81% to 7.13%802.89%98.41%
7.13% to 9.45%301.08%99.49%
Greater than 9.45%140.51%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.92%3.26% 78.08%68.27%
±2σ -6.02%6.36% 94.91%95.45%
±3σ -9.11%9.45% 98.70%99.73%
Descriptive Statistics
Mean0.170%
Standard Error0.059%
Median0.000%
Mode0.000%
Standard Deviation3.093%
Sample Variance9.567%
Kurtosis9.52
Skewness0.19
Range53.791%
Minimum-19.370%
Maximum34.421%
Count2769
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.361% 1363 49.22% 1.162%
Negative -2.339% 1175 42.43% -0.993%
Zero 0.000% 231 8.34% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 5.54%
12 1 Quarter 5.36%
52 1 Year 5.12%
156 3 Years 5.04%
260 5 Years 4.91%
520 10 Years 4.54%
1,040 20 Years 4.37%
2,600 50 Years 4.45%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.18. Further, an Excess Kurtosis of 35.76 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -4.33%00.00%0.00%
-4.33% to -2.09%00.00%0.00%
-2.09% to 0.15%00.00%0.00%
0.15% to 2.39%37313.47%13.47%
2.39% to 4.63%138449.96%63.43%
4.63% to 6.87%62022.38%85.81%
6.87% to 9.11%2368.52%94.33%
9.11% to 11.35%853.07%97.40%
11.35% to 13.59%331.19%98.59%
Greater than 13.59%391.41%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.65%7.62% 87.80%68.27%
±2σ -1.34%10.61% 96.68%95.45%
±3σ -4.33%13.59% 98.59%99.73%
Descriptive Statistics
Mean4.633%
Standard Error0.057%
Median3.946%
Mode4.167%
Standard Deviation2.987%
Sample Variance8.921%
Kurtosis35.76
Skewness4.18
Range47.921%
Minimum0.637%
Maximum48.558%
Count2770
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.633% 2770 100.00% 4.633%
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 0.84. Further, an Excess Kurtosis of 8.42 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -9.22%120.43%0.43%
-9.22% to -6.92%240.87%1.30%
-6.92% to -4.62%792.85%4.15%
-4.62% to -2.32%37013.36%17.51%
-2.32% to -0.01%85030.69%48.19%
-0.01% to 2.29%97935.34%83.54%
2.29% to 4.59%30310.94%94.48%
4.59% to 6.89%903.25%97.73%
6.89% to 9.20%401.44%99.17%
Greater than 9.20%230.83%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.08%3.06% 77.76%68.27%
±2σ -6.15%6.13% 94.91%95.45%
±3σ -9.22%9.20% 98.74%99.73%
Descriptive Statistics
Mean-0.014%
Standard Error0.058%
Median0.000%
Mode0.000%
Standard Deviation3.070%
Sample Variance9.427%
Kurtosis8.42
Skewness0.84
Range49.008%
Minimum-22.654%
Maximum26.354%
Count2770
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.443% 1204 43.47% 1.062%
Negative -2.233% 1335 48.20% -1.076%
Zero 0.000% 231 8.34% 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 2.34 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -16.98%40.63%0.63%
-16.98% to -12.56%50.78%1.41%
-12.56% to -8.13%325.02%6.44%
-8.13% to -3.71%8713.66%20.09%
-3.71% to 0.71%17427.32%47.41%
0.71% to 5.13%21734.07%81.48%
5.13% to 9.55%8012.56%94.03%
9.55% to 13.97%314.87%98.90%
13.97% to 18.39%50.78%99.69%
Greater than 18.39%20.31%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.19%6.60% 73.16%68.27%
±2σ -11.08%12.49% 94.66%95.45%
±3σ -16.98%18.39% 99.06%99.73%
Descriptive Statistics
Mean0.706%
Standard Error0.234%
Median1.064%
Mode0.000%
Standard Deviation5.894%
Sample Variance34.739%
Kurtosis2.34
Skewness-0.06
Range58.064%
Minimum-24.731%
Maximum33.333%
Count637
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.601% 359 56.36% 2.593%
Negative -4.715% 255 40.03% -1.887%
Zero 0.000% 23 3.61% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 12.06%
12 1 Year 11.01%
36 3 Years 10.75%
60 5 Years 10.52%
120 10 Years 9.70%
240 20 Years 9.05%
600 50 Years 9.27%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.06. Further, an Excess Kurtosis of 15.38 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.46%00.00%0.00%
-8.46% to -3.83%00.00%0.00%
-3.83% to 0.80%00.00%0.00%
0.80% to 5.43%8413.17%13.17%
5.43% to 10.06%33552.51%65.67%
10.06% to 14.69%12820.06%85.74%
14.69% to 19.32%538.31%94.04%
19.32% to 23.95%172.66%96.71%
23.95% to 28.58%81.25%97.96%
Greater than 28.58%132.04%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 3.89%16.24% 85.89%68.27%
±2σ -2.28%22.41% 95.92%95.45%
±3σ -8.46%28.58% 97.96%99.73%
Descriptive Statistics
Mean10.063%
Standard Error0.244%
Median8.333%
Mode7.143%
Standard Deviation6.173%
Sample Variance38.106%
Kurtosis15.38
Skewness3.06
Range60.294%
Minimum2.698%
Maximum62.992%
Count638
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 10.063% 638 100.00% 10.063%
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 0.66. Further, an Excess Kurtosis of 2.71 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -17.99%10.16%0.16%
-17.99% to -13.51%30.47%0.63%
-13.51% to -9.04%284.39%5.02%
-9.04% to -4.56%8813.79%18.81%
-4.56% to -0.09%21834.17%52.98%
-0.09% to 4.38%17827.90%80.88%
4.38% to 8.86%7812.23%93.10%
8.86% to 13.33%325.02%98.12%
13.33% to 17.81%71.10%99.22%
Greater than 17.81%50.78%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.06%5.88% 73.67%68.27%
±2σ -12.02%11.84% 95.14%95.45%
±3σ -17.99%17.81% 99.06%99.73%
Descriptive Statistics
Mean-0.090%
Standard Error0.236%
Median-0.603%
Mode0.000%
Standard Deviation5.966%
Sample Variance35.589%
Kurtosis2.71
Skewness0.66
Range57.857%
Minimum-25.000%
Maximum32.857%
Count638
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.153% 268 42.01% 2.165%
Negative -4.205% 342 53.60% -2.254%
Zero 0.000% 28 4.39% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Left Skewed (Negative Asymmetry) with a Skewness factor of -0.51. Further, an Excess Kurtosis of 1.58 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -27.18%20.94%0.94%
-27.18% to -19.86%52.36%3.30%
-19.86% to -12.54%52.36%5.66%
-12.54% to -5.22%2612.26%17.92%
-5.22% to 2.10%6229.25%47.17%
2.10% to 9.43%6329.72%76.89%
9.43% to 16.75%3918.40%95.28%
16.75% to 24.07%73.30%98.58%
24.07% to 31.39%20.94%99.53%
Greater than 31.39%10.47%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.66%11.86% 73.11%68.27%
±2σ -17.42%21.63% 95.28%95.45%
±3σ -27.18%31.39% 98.58%99.73%
Descriptive Statistics
Mean2.104%
Standard Error0.670%
Median2.596%
Mode-1.389%
Standard Deviation9.761%
Sample Variance95.279%
Kurtosis1.58
Skewness-0.51
Range69.180%
Minimum-35.847%
Maximum33.333%
Count212
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.052% 129 60.85% 4.900%
Negative -7.318% 81 38.21% -2.796%
Zero 0.000% 2 0.94% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 16.42%
12 3 Years 17.60%
20 5 Years 17.19%
40 10 Years 15.76%
80 20 Years 15.29%
200 50 Years 15.94%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.40. Further, an Excess Kurtosis of 7.50 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -14.70%00.00%0.00%
-14.70% to -6.45%00.00%0.00%
-6.45% to 1.80%00.00%0.00%
1.80% to 10.05%3616.90%16.90%
10.05% to 18.31%10046.95%63.85%
18.31% to 26.56%4722.07%85.92%
26.56% to 34.81%157.04%92.96%
34.81% to 43.06%52.35%95.31%
43.06% to 51.31%52.35%97.65%
Greater than 51.31%52.35%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 7.30%29.31% 88.26%68.27%
±2σ -3.70%40.31% 94.37%95.45%
±3σ -14.70%51.31% 97.65%99.73%
Descriptive Statistics
Mean18.307%
Standard Error0.754%
Median15.908%
Mode8.451%
Standard Deviation11.002%
Sample Variance121.042%
Kurtosis7.50
Skewness2.40
Range72.606%
Minimum6.083%
Maximum78.689%
Count213
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 18.307% 213 100.00% 18.307%
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 1.71. Further, an Excess Kurtosis of 6.09 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -31.90%00.00%0.00%
-31.90% to -23.99%10.47%0.47%
-23.99% to -16.07%31.41%1.88%
-16.07% to -8.15%4320.19%22.07%
-8.15% to -0.24%7133.33%55.40%
-0.24% to 7.68%6229.11%84.51%
7.68% to 15.59%209.39%93.90%
15.59% to 23.51%62.82%96.71%
23.51% to 31.42%31.41%98.12%
Greater than 31.42%41.88%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -10.79%10.31% 78.40%68.27%
±2σ -21.35%20.87% 96.24%95.45%
±3σ -31.90%31.42% 98.12%99.73%
Descriptive Statistics
Mean-0.239%
Standard Error0.723%
Median-1.931%
Mode0.000%
Standard Deviation10.554%
Sample Variance111.380%
Kurtosis6.09
Skewness1.71
Range82.576%
Minimum-25.000%
Maximum57.576%
Count213
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.611% 90 42.25% 3.638%
Negative -6.882% 120 56.34% -3.877%
Zero 0.000% 3 1.41% 0.000%