Markets Data Volatility Heatmap Portfolio Calculator

ES Deep Analytical Report

Eversource Energy | Category: Equity Large Cap | Ann. Div Yield: 4.09% ($3.01) | Last Updated: 2026-02-22 | Data Range: 1973-02-01 → 2026-02-01 (637 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% 1.30% 1.46% 72.61 74.52 71.68 75.49
Weekly 3.09% 2.99% 3.07% 4.90% 2.85% 3.21% 71.49 75.69 69.48 77.88
Monthly 5.88% 6.17% 5.94% 10.49% 5.94% 6.67% 69.32 78.06 65.32 82.84
Quarterly 9.76% 11.01% 10.56% 17.06% 10.29% 11.56% 66.37 81.53 59.88 90.37
Annual — — — — 20.58% 23.12% 59.88 90.37 48.74 111.01
Option Time Horizon — — — — 7.91% 8.89% 67.96 79.62 62.79 86.18
Calculation Notes: Computed at 2026-02-22T14:18 UTC  |  Reference Contract: Call option expiring 2026-04-17 (54 days)  |  Spot Price (S): $73.56  |  Strike (K): $75.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $1.7000 (Bid $1.4000 / Ask $2.0000)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 4.09%  |  Binomial IV (Annual): 20.58% (CRR binomial tree, American, n=20 steps)  |  BS IV: 20.86% (European Black-Scholes)  |  Yahoo IV (Annual): 23.12% → 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
2025-12-17 $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 9.45 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 -3.29%1371.03%1.68%
-3.29% to -2.19%4273.20%4.88%
-2.19% to -1.07%176613.22%18.10%
-1.07% to 0.04%513438.43%56.54%
0.04% to 1.15%345825.89%82.42%
1.15% to 2.26%172612.92%95.34%
2.26% to 3.37%4243.17%98.52%
3.37% to 4.48%1040.78%99.30%
Greater than 4.48%940.70%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.44%1.52% 79.23%68.27%
±2σ -2.93%3.00% 95.58%95.45%
±3σ -4.41%4.48% 98.64%99.73%
Descriptive Statistics
Mean0.037%
Standard Error0.013%
Median0.000%
Mode0.000%
Standard Deviation1.481%
Sample Variance2.193%
Kurtosis9.45
Skewness-0.01
Range28.176%
Minimum-13.376%
Maximum14.800%
Count13358
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.182% 5864 43.90% 0.519%
Negative -1.196% 5384 40.30% -0.482%
Zero 0.000% 2110 15.80% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 3.33%
20 1 Month 2.57%
60 1 Quarter 2.16%
250 1 Year 2.23%
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 3.36. Further, an Excess Kurtosis of 23.35 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%209715.70%15.70%
1.07% to 2.01%613845.95%61.65%
2.01% to 2.96%318223.82%85.47%
2.96% to 3.90%11288.44%93.91%
3.90% to 4.85%4243.17%97.09%
4.85% to 5.79%1671.25%98.34%
Greater than 5.79%2221.66%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.75%3.27% 85.00%68.27%
±2σ -0.51%4.53% 96.41%95.45%
±3σ -1.77%5.79% 98.34%99.73%
Descriptive Statistics
Mean2.012%
Standard Error0.011%
Median1.709%
Mode1.389%
Standard Deviation1.260%
Sample Variance1.588%
Kurtosis23.35
Skewness3.36
Range19.414%
Minimum0.096%
Maximum19.510%
Count13359
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.012% 13359 100.00% 2.012%
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 0.18. Further, an Excess Kurtosis of 8.23 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%1010.76%1.50%
-3.08% to -2.06%4293.21%4.72%
-2.06% to -1.05%186213.94%18.65%
-1.05% to -0.04%327424.51%43.16%
-0.04% to 0.97%505237.82%80.98%
0.97% to 1.98%186713.98%94.95%
1.98% to 3.00%4513.38%98.33%
3.00% to 4.01%1310.98%99.31%
Greater than 4.01%920.69%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.39%1.31% 77.16%68.27%
±2σ -2.74%2.66% 95.27%95.45%
±3σ -4.09%4.01% 98.56%99.73%
Descriptive Statistics
Mean-0.040%
Standard Error0.012%
Median0.000%
Mode0.000%
Standard Deviation1.349%
Sample Variance1.821%
Kurtosis8.23
Skewness0.18
Range26.309%
Minimum-11.688%
Maximum14.621%
Count13359
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.111% 5327 39.88% 0.443%
Negative -1.108% 5827 43.62% -0.483%
Zero 0.000% 2205 16.51% 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 9.55 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -9.10%230.83%0.83%
-9.10% to -6.78%311.12%1.95%
-6.78% to -4.46%943.40%5.35%
-4.46% to -2.15%30310.96%16.31%
-2.15% to 0.17%98135.48%51.79%
0.17% to 2.49%84630.60%82.39%
2.49% to 4.81%36313.13%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 -6.01%6.36% 94.94%95.45%
±3σ -9.10%9.45% 98.66%99.73%
Descriptive Statistics
Mean0.173%
Standard Error0.059%
Median0.000%
Mode0.000%
Standard Deviation3.091%
Sample Variance9.556%
Kurtosis9.55
Skewness0.19
Range53.791%
Minimum-19.370%
Maximum34.421%
Count2765
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.361% 1362 49.26% 1.163%
Negative -2.337% 1172 42.39% -0.991%
Zero 0.000% 231 8.35% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 5.98%
12 1 Quarter 4.88%
52 1 Year 5.07%
156 3 Years 5.03%
260 5 Years 4.90%
520 10 Years 4.52%
1,040 20 Years 4.36%
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 4.19. Further, an Excess Kurtosis of 35.85 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%37013.38%13.38%
2.39% to 4.63%138450.04%63.41%
4.63% to 6.87%62022.42%85.83%
6.87% to 9.11%2368.53%94.36%
9.11% to 11.35%853.07%97.43%
11.35% to 13.59%321.16%98.59%
Greater than 13.59%391.41%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.65%7.62% 87.78%68.27%
±2σ -1.34%10.60% 96.67%95.45%
±3σ -4.33%13.59% 98.59%99.73%
Descriptive Statistics
Mean4.631%
Standard Error0.057%
Median3.945%
Mode4.167%
Standard Deviation2.986%
Sample Variance8.917%
Kurtosis35.85
Skewness4.19
Range47.921%
Minimum0.637%
Maximum48.558%
Count2766
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.631% 2766 100.00% 4.631%
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 8.45 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%792.86%4.16%
-4.62% to -2.32%37013.38%17.53%
-2.32% to -0.02%84730.62%48.16%
-0.02% to 2.28%97835.36%83.51%
2.28% to 4.58%30410.99%94.50%
4.58% to 6.89%903.25%97.76%
6.89% to 9.19%391.41%99.17%
Greater than 9.19%230.83%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.08%3.05% 77.69%68.27%
±2σ -6.15%6.12% 94.90%95.45%
±3σ -9.22%9.19% 98.73%99.73%
Descriptive Statistics
Mean-0.017%
Standard Error0.058%
Median0.000%
Mode0.000%
Standard Deviation3.068%
Sample Variance9.413%
Kurtosis8.45
Skewness0.84
Range49.008%
Minimum-22.654%
Maximum26.354%
Count2766
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.442% 1201 43.42% 1.060%
Negative -2.234% 1334 48.23% -1.077%
Zero 0.000% 231 8.35% 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 2.39 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -16.91%40.63%0.63%
-16.91% to -12.50%50.79%1.42%
-12.50% to -8.10%314.87%6.29%
-8.10% to -3.69%8713.68%19.97%
-3.69% to 0.72%17527.52%47.48%
0.72% to 5.13%21633.96%81.45%
5.13% to 9.53%8012.58%94.03%
9.53% to 13.94%304.72%98.74%
13.94% to 18.35%60.94%99.69%
Greater than 18.35%20.31%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.16%6.60% 73.43%68.27%
±2σ -11.04%12.47% 94.65%95.45%
±3σ -16.91%18.35% 99.06%99.73%
Descriptive Statistics
Mean0.719%
Standard Error0.233%
Median1.065%
Mode0.000%
Standard Deviation5.877%
Sample Variance34.541%
Kurtosis2.39
Skewness-0.06
Range58.064%
Minimum-24.731%
Maximum33.333%
Count636
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.594% 359 56.45% 2.593%
Negative -4.693% 254 39.94% -1.874%
Zero 0.000% 23 3.62% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 9.41%
12 1 Year 10.51%
36 3 Years 10.55%
60 5 Years 10.49%
120 10 Years 9.67%
240 20 Years 9.01%
600 50 Years 9.26%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.07. Further, an Excess Kurtosis of 15.43 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.47%00.00%0.00%
-8.47% to -3.84%00.00%0.00%
-3.84% to 0.79%00.00%0.00%
0.79% to 5.42%8313.03%13.03%
5.42% to 10.05%33652.75%65.78%
10.05% to 14.68%12920.25%86.03%
14.68% to 19.31%507.85%93.88%
19.31% to 23.94%172.67%96.55%
23.94% to 28.57%91.41%97.96%
Greater than 28.57%132.04%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 3.88%16.23% 85.87%68.27%
±2σ -2.29%22.40% 95.92%95.45%
±3σ -8.47%28.57% 97.96%99.73%
Descriptive Statistics
Mean10.052%
Standard Error0.245%
Median8.333%
Mode7.143%
Standard Deviation6.173%
Sample Variance38.105%
Kurtosis15.43
Skewness3.07
Range60.294%
Minimum2.698%
Maximum62.992%
Count637
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 10.052% 637 100.00% 10.052%
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 2.77 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -17.93%10.16%0.16%
-17.93% to -13.47%30.47%0.63%
-13.47% to -9.02%274.24%4.87%
-9.02% to -4.56%8913.97%18.84%
-4.56% to -0.10%21834.22%53.06%
-0.10% to 4.35%17827.94%81.00%
4.35% to 8.81%7812.24%93.25%
8.81% to 13.26%304.71%97.96%
13.26% to 17.72%81.26%99.22%
Greater than 17.72%50.78%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.05%5.84% 73.78%68.27%
±2σ -11.99%11.78% 95.29%95.45%
±3σ -17.93%17.72% 99.06%99.73%
Descriptive Statistics
Mean-0.105%
Standard Error0.235%
Median-0.625%
Mode0.000%
Standard Deviation5.942%
Sample Variance35.308%
Kurtosis2.77
Skewness0.66
Range57.857%
Minimum-25.000%
Maximum32.857%
Count637
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.125% 267 41.91% 2.148%
Negative -4.196% 342 53.69% -2.253%
Zero 0.000% 28 4.40% 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 1.59 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -27.14%20.94%0.94%
-27.14% to -19.82%52.36%3.30%
-19.82% to -12.50%52.36%5.66%
-12.50% to -5.18%2612.26%17.92%
-5.18% to 2.14%6128.77%46.70%
2.14% to 9.46%6430.19%76.89%
9.46% to 16.79%3918.40%95.28%
16.79% to 24.11%73.30%98.58%
24.11% to 31.43%20.94%99.53%
Greater than 31.43%10.47%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.62%11.90% 72.64%68.27%
±2σ -17.38%21.67% 95.28%95.45%
±3σ -27.14%31.43% 98.58%99.73%
Descriptive Statistics
Mean2.144%
Standard Error0.670%
Median2.657%
Mode-1.389%
Standard Deviation9.761%
Sample Variance95.277%
Kurtosis1.59
Skewness-0.52
Range69.180%
Minimum-35.847%
Maximum33.333%
Count212
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.040% 130 61.32% 4.930%
Negative -7.382% 80 37.74% -2.786%
Zero 0.000% 2 0.94% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 15.81%
12 3 Years 17.40%
20 5 Years 17.06%
40 10 Years 15.70%
80 20 Years 15.26%
200 50 Years 15.93%
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 -14.73%00.00%0.00%
-14.73% to -6.47%00.00%0.00%
-6.47% to 1.78%00.00%0.00%
1.78% to 10.04%3616.90%16.90%
10.04% to 18.30%10046.95%63.85%
18.30% to 26.55%4722.07%85.92%
26.55% to 34.81%157.04%92.96%
34.81% to 43.06%52.35%95.31%
43.06% to 51.32%52.35%97.65%
Greater than 51.32%52.35%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 7.29%29.30% 88.26%68.27%
±2σ -3.72%40.31% 94.37%95.45%
±3σ -14.73%51.32% 97.65%99.73%
Descriptive Statistics
Mean18.295%
Standard Error0.754%
Median15.908%
Mode8.451%
Standard Deviation11.007%
Sample Variance121.149%
Kurtosis7.50
Skewness2.40
Range72.606%
Minimum6.083%
Maximum78.689%
Count213
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 18.295% 213 100.00% 18.295%
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 1.72. 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 -31.96%00.00%0.00%
-31.96% to -24.04%10.47%0.47%
-24.04% to -16.12%31.41%1.88%
-16.12% to -8.20%4320.19%22.07%
-8.20% to -0.28%7233.80%55.87%
-0.28% to 7.64%6128.64%84.51%
7.64% to 15.56%209.39%93.90%
15.56% to 23.48%62.82%96.71%
23.48% to 31.40%31.41%98.12%
Greater than 31.40%41.88%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -10.84%10.28% 78.40%68.27%
±2σ -21.40%20.84% 96.24%95.45%
±3σ -31.96%31.40% 98.12%99.73%
Descriptive Statistics
Mean-0.278%
Standard Error0.724%
Median-1.990%
Mode0.000%
Standard Deviation10.560%
Sample Variance111.509%
Kurtosis6.09
Skewness1.72
Range82.576%
Minimum-25.000%
Maximum57.576%
Count213
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.683% 89 41.78% 3.628%
Negative -6.875% 121 56.81% -3.906%
Zero 0.000% 3 1.41% 0.000%