Markets Data Volatility Heatmap Portfolio Calculator

ETD Deep Analytical Report

Ethan Allen Interiors Inc. | Category: Equity Micro Cap | Ann. Div Yield: 6.68% ($1.56) | Last Updated: 2026-02-22 | Data Range: 1993-03-01 → 2026-02-01 (396 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 2.61% 2.20% 2.33% 3.01% 3.02% 3.89% 22.90 24.32 22.22 25.07
Weekly 5.72% 5.28% 5.56% 6.92% 6.65% 8.57% 22.08 25.22 20.66 26.96
Monthly 11.00% 10.32% 10.94% 14.77% 13.85% 17.83% 20.55 27.11 17.89 31.13
Quarterly 17.33% 17.77% 16.39% 22.53% 23.99% 30.88% 18.57 30.00 14.61 38.13
Annual — — — — 47.98% 61.77% 14.61 38.13 9.04 61.61
Option Time Horizon — — — — 22.74% 29.28% 18.80 29.63 14.98 37.19
Calculation Notes: Computed at 2026-02-22T14:23 UTC  |  Reference Contract: Call option expiring 2026-05-15 (82 days)  |  Spot Price (S): $23.60  |  Strike (K): $25.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $1.5250 (Bid $0.8500 / Ask $2.2000)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 6.68%  |  Binomial IV (Annual): 47.98% (CRR binomial tree, American, n=20 steps)  |  BS IV: 48.81% (European Black-Scholes)  |  Yahoo IV (Annual): 61.77% → 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
2026-02-11 $0.3900
2025-11-12 $0.3900
2025-08-13 $0.6400
2025-05-15 $0.3900
2025-02-11 $0.3900
2024-11-12 $0.3900
2024-08-13 $0.7900
2024-05-06 $0.3900
2024-02-05 $0.3600
2023-11-06 $0.3600
2023-08-14 $0.8600
2023-05-08 $0.3600
2023-02-06 $0.3200
2022-12-06 $0.3200
2022-08-15 $0.8200
2022-05-09 $0.3200
2022-02-07 $0.2900
2021-12-13 $0.2900
2021-08-16 $1.0000
2021-05-10 $1.0000
2021-04-07 $0.2500
2021-01-06 $0.2500
2020-10-07 $0.2100
2020-04-08 $0.2100
2020-01-08 $0.2100
2019-10-09 $0.2100
2019-07-09 $0.1900
2019-04-10 $0.1900
2019-01-09 $1.1900
2018-10-09 $0.1900
2018-07-09 $0.1900
2018-04-10 $0.1900
2018-01-09 $0.5000
2017-10-06 $0.1900
2017-07-07 $0.1900
2017-04-07 $0.1900
2017-01-06 $0.1900
2016-10-05 $0.1700
2016-07-06 $0.1700
2016-04-07 $0.1700
2016-01-07 $0.1400
2015-10-06 $0.1400
2015-07-07 $0.1400
2015-04-08 $0.1200
2015-01-07 $0.1200
2014-10-07 $0.1200
2014-07-07 $0.1000
2014-04-08 $0.1000
2014-01-07 $0.1000
2013-10-08 $0.1000
2013-07-08 $0.0900
2013-04-08 $0.0900
2012-12-04 $0.5000
2012-10-05 $0.0900
2012-07-06 $0.0900
2012-04-05 $0.0700
2012-01-06 $0.0700
2011-10-05 $0.0700
2011-07-07 $0.0700
2011-04-06 $0.0500
2011-01-06 $0.0500
2010-10-06 $0.0500
2010-07-07 $0.0500
2010-04-07 $0.0500
2010-01-07 $0.0500
2009-10-07 $0.0500
2009-07-08 $0.0500
2009-04-09 $0.1000
2009-01-07 $0.2500
2008-10-08 $0.2500
2008-07-08 $0.2200
2008-04-08 $0.2200
2008-01-08 $0.2200
2007-10-05 $0.2200
2007-07-06 $0.2000
2007-04-05 $0.2000
2007-01-08 $0.2000
2006-10-05 $0.2000
2006-07-06 $0.1800
2006-04-06 $0.1800
2006-01-06 $0.1800
2005-10-06 $0.1800
2005-07-07 $0.1500
2005-04-07 $0.1500
2005-01-06 $0.1500
2004-10-06 $0.1500
2004-07-07 $0.1000
2004-05-06 $3.0000
2004-04-07 $0.1000
2004-01-07 $0.1000
2003-10-08 $0.1000
2003-07-08 $0.0700
2003-04-08 $0.0600
2003-01-08 $0.0600
2002-10-08 $0.0600
2002-07-08 $0.0600
2002-04-08 $0.0400
2002-01-08 $0.0400
2001-10-05 $0.0400
2001-07-06 $0.0400
2001-04-06 $0.0400
2001-01-08 $0.0400
2000-10-05 $0.0400
2000-07-06 $0.0400
2000-04-06 $0.0400
2000-01-05 $0.0400
1999-10-06 $0.0400
1999-07-07 $0.0400
1999-04-07 $0.0267
1999-01-05 $0.0267
1998-10-07 $0.0267
1998-07-08 $0.0267
1998-04-07 $0.0200
1998-01-07 $0.0200
1997-10-08 $0.0200
1997-07-08 $0.0200
1997-04-08 $0.0133
1997-01-08 $0.0133
1996-10-08 $0.0133
1996-07-08 $0.0133
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.72. Further, an Excess Kurtosis of 7.80 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -7.77%510.62%0.62%
-7.77% to -5.81%690.83%1.45%
-5.81% to -3.85%2603.14%4.59%
-3.85% to -1.90%100112.09%16.68%
-1.90% to 0.06%298336.02%52.70%
0.06% to 2.02%261431.57%84.27%
2.02% to 3.97%86310.42%94.69%
3.97% to 5.93%2503.02%97.71%
5.93% to 7.89%1051.27%98.97%
Greater than 7.89%851.03%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.55%2.67% 78.14%68.27%
±2σ -5.16%5.28% 95.06%95.45%
±3σ -7.77%7.89% 98.36%99.73%
Descriptive Statistics
Mean0.061%
Standard Error0.029%
Median0.000%
Mode0.000%
Standard Deviation2.609%
Sample Variance6.805%
Kurtosis7.80
Skewness0.72
Range43.367%
Minimum-17.365%
Maximum26.002%
Count8281
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.931% 3970 47.94% 0.926%
Negative -1.762% 4066 49.10% -0.865%
Zero 0.000% 245 2.96% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 2.77%
20 1 Month 3.11%
60 1 Quarter 2.66%
250 1 Year 2.80%
750 3 Years 2.72%
1,250 5 Years 3.01%
2,500 10 Years 3.16%
5,000 20 Years 3.61%
12,500 50 Years 3.35%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.86. Further, an Excess Kurtosis of 14.39 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -3.36%00.00%0.00%
-3.36% to -1.71%00.00%0.00%
-1.71% to -0.06%00.00%0.00%
-0.06% to 1.59%130015.70%15.70%
1.59% to 3.24%400348.33%64.03%
3.24% to 4.89%177621.44%85.47%
4.89% to 6.54%6387.70%93.18%
6.54% to 8.20%2873.47%96.64%
8.20% to 9.85%1251.51%98.15%
Greater than 9.85%1531.85%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.04%5.44% 84.94%68.27%
±2σ -1.16%7.64% 95.75%95.45%
±3σ -3.36%9.85% 98.15%99.73%
Descriptive Statistics
Mean3.243%
Standard Error0.024%
Median2.661%
Mode2.083%
Standard Deviation2.201%
Sample Variance4.844%
Kurtosis14.39
Skewness2.86
Range26.171%
Minimum0.364%
Maximum26.535%
Count8282
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.243% 8282 100.00% 3.243%
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 -0.01. Further, an Excess Kurtosis of 5.79 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.94%590.71%0.71%
-6.94% to -5.20%961.16%1.87%
-5.20% to -3.46%2883.48%5.35%
-3.46% to -1.71%95311.51%16.86%
-1.71% to 0.03%279633.76%50.62%
0.03% to 1.78%268432.41%83.02%
1.78% to 3.52%97511.77%94.80%
3.52% to 5.27%2903.50%98.30%
5.27% to 7.01%901.09%99.38%
Greater than 7.01%510.62%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.29%2.36% 76.89%68.27%
±2σ -4.62%4.69% 94.78%95.45%
±3σ -6.94%7.01% 98.67%99.73%
Descriptive Statistics
Mean0.034%
Standard Error0.026%
Median0.000%
Mode0.000%
Standard Deviation2.326%
Sample Variance5.411%
Kurtosis5.79
Skewness-0.01
Range41.135%
Minimum-19.396%
Maximum21.739%
Count8282
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.675% 4109 49.61% 0.831%
Negative -1.691% 3906 47.16% -0.798%
Zero 0.000% 267 3.22% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.66. Further, an Excess Kurtosis of 4.16 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -16.87%120.70%0.70%
-16.87% to -12.58%170.99%1.69%
-12.58% to -8.29%603.49%5.18%
-8.29% to -4.00%21112.28%17.46%
-4.00% to 0.29%59534.63%52.10%
0.29% to 4.58%53431.08%83.18%
4.58% to 8.87%19811.53%94.70%
8.87% to 13.16%563.26%97.96%
13.16% to 17.45%130.76%98.72%
Greater than 17.45%221.28%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.43%6.01% 78.35%68.27%
±2σ -11.15%11.73% 95.17%95.45%
±3σ -16.87%17.45% 98.02%99.73%
Descriptive Statistics
Mean0.290%
Standard Error0.138%
Median0.078%
Mode0.000%
Standard Deviation5.719%
Sample Variance32.707%
Kurtosis4.16
Skewness0.66
Range53.942%
Minimum-22.156%
Maximum31.786%
Count1718
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.293% 866 50.41% 2.164%
Negative -3.869% 832 48.43% -1.874%
Zero 0.000% 20 1.16% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 6.84%
12 1 Quarter 5.55%
52 1 Year 6.17%
156 3 Years 6.32%
260 5 Years 6.92%
520 10 Years 7.19%
1,040 20 Years 8.25%
2,600 50 Years 7.94%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.27. Further, an Excess Kurtosis of 7.32 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -7.56%00.00%0.00%
-7.56% to -3.60%00.00%0.00%
-3.60% to 0.35%00.00%0.00%
0.35% to 4.31%29517.16%17.16%
4.31% to 8.27%80046.54%63.70%
8.27% to 12.23%35220.48%84.18%
12.23% to 16.18%1468.49%92.67%
16.18% to 20.14%623.61%96.28%
20.14% to 24.10%241.40%97.67%
Greater than 24.10%402.33%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 2.99%13.55% 84.64%68.27%
±2σ -2.29%18.82% 95.17%95.45%
±3σ -7.56%24.10% 97.67%99.73%
Descriptive Statistics
Mean8.268%
Standard Error0.127%
Median6.792%
Mode4.348%
Standard Deviation5.277%
Sample Variance27.850%
Kurtosis7.32
Skewness2.27
Range42.247%
Minimum1.020%
Maximum43.267%
Count1719
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.268% 1719 100.00% 8.268%
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 0.23. Further, an Excess Kurtosis of 3.51 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -16.54%160.93%0.93%
-16.54% to -12.37%140.81%1.75%
-12.37% to -8.21%492.85%4.60%
-8.21% to -4.04%22613.15%17.74%
-4.04% to 0.13%58934.26%52.01%
0.13% to 4.29%52330.42%82.43%
4.29% to 8.46%20511.93%94.36%
8.46% to 12.63%633.66%98.02%
12.63% to 16.80%150.87%98.89%
Greater than 16.80%191.11%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.43%5.68% 78.53%68.27%
±2σ -10.98%11.24% 95.06%95.45%
±3σ -16.54%16.80% 97.96%99.73%
Descriptive Statistics
Mean0.128%
Standard Error0.134%
Median-0.057%
Mode0.000%
Standard Deviation5.556%
Sample Variance30.867%
Kurtosis3.51
Skewness0.23
Range54.400%
Minimum-24.797%
Maximum29.603%
Count1719
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.215% 834 48.52% 2.045%
Negative -3.819% 863 50.20% -1.917%
Zero 0.000% 22 1.28% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.31. Further, an Excess Kurtosis of 0.91 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -31.84%10.25%0.25%
-31.84% to -23.59%20.51%0.76%
-23.59% to -15.34%205.06%5.82%
-15.34% to -7.09%6215.70%21.52%
-7.09% to 1.15%12230.89%52.41%
1.15% to 9.40%10727.09%79.49%
9.40% to 17.65%5313.42%92.91%
17.65% to 25.89%225.57%98.48%
25.89% to 34.14%30.76%99.24%
Greater than 34.14%30.76%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -9.84%12.15% 71.39%68.27%
±2σ -20.84%23.14% 95.44%95.45%
±3σ -31.84%34.14% 98.99%99.73%
Descriptive Statistics
Mean1.152%
Standard Error0.553%
Median0.162%
Mode-0.169%
Standard Deviation10.996%
Sample Variance120.911%
Kurtosis0.91
Skewness0.31
Range81.673%
Minimum-35.465%
Maximum46.208%
Count395
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.561% 200 50.63% 4.841%
Negative -7.549% 193 48.86% -3.689%
Zero 0.000% 2 0.51% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 11.09%
12 1 Year 12.07%
36 3 Years 13.70%
60 5 Years 14.77%
120 10 Years 15.32%
240 20 Years 17.38%
600 50 Years 17.28%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.32. Further, an Excess Kurtosis of 8.85 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -11.91%00.00%0.00%
-11.91% to -4.17%00.00%0.00%
-4.17% to 3.57%00.00%0.00%
3.57% to 11.31%7218.18%18.18%
11.31% to 19.05%16441.41%59.60%
19.05% to 26.79%10326.01%85.61%
26.79% to 34.52%266.57%92.17%
34.52% to 42.26%174.29%96.46%
42.26% to 50.00%92.27%98.74%
Greater than 50.00%51.26%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 8.73%29.37% 81.31%68.27%
±2σ -1.59%39.68% 94.95%95.45%
±3σ -11.91%50.00% 98.74%99.73%
Descriptive Statistics
Mean19.046%
Standard Error0.519%
Median16.869%
Mode9.666%
Standard Deviation10.319%
Sample Variance106.489%
Kurtosis8.85
Skewness2.32
Range78.497%
Minimum5.457%
Maximum83.954%
Count396
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 19.046% 396 100.00% 19.046%
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 1.92 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -32.43%00.00%0.00%
-32.43% to -24.22%30.76%0.76%
-24.22% to -16.02%153.79%4.55%
-16.02% to -7.82%6817.17%21.72%
-7.82% to 0.38%11228.28%50.00%
0.38% to 8.58%12030.30%80.30%
8.58% to 16.79%5012.63%92.93%
16.79% to 24.99%164.04%96.97%
24.99% to 33.19%102.53%99.49%
Greater than 33.19%20.51%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -10.55%11.32% 73.23%68.27%
±2σ -21.49%22.25% 95.20%95.45%
±3σ -32.43%33.19% 99.49%99.73%
Descriptive Statistics
Mean0.382%
Standard Error0.550%
Median0.383%
Mode6.667%
Standard Deviation10.936%
Sample Variance119.599%
Kurtosis1.92
Skewness0.66
Range87.342%
Minimum-32.172%
Maximum55.170%
Count396
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.656% 200 50.51% 4.372%
Negative -8.061% 196 49.49% -3.990%
Zero 0.000% 0 0.00% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.70. Further, an Excess Kurtosis of 0.85 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -48.89%00.00%0.00%
-48.89% to -35.89%00.00%0.00%
-35.89% to -22.89%75.30%5.30%
-22.89% to -9.90%2115.91%21.21%
-9.90% to 3.10%4634.85%56.06%
3.10% to 16.10%3123.48%79.55%
16.10% to 29.09%1813.64%93.18%
29.09% to 42.09%53.79%96.97%
42.09% to 55.09%32.27%99.24%
Greater than 55.09%10.76%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -14.23%20.43% 69.70%68.27%
±2σ -31.56%37.76% 94.70%95.45%
±3σ -48.89%55.09% 99.24%99.73%
Descriptive Statistics
Mean3.101%
Standard Error1.508%
Median1.048%
Mode-35.251%
Standard Deviation17.329%
Sample Variance300.282%
Kurtosis0.85
Skewness0.70
Range98.896%
Minimum-35.251%
Maximum63.645%
Count132
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 15.742% 68 51.52% 8.109%
Negative -10.329% 64 48.48% -5.008%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 17.83%
12 3 Years 22.27%
20 5 Years 22.53%
40 10 Years 25.09%
80 20 Years 28.76%
200 50 Years 28.75%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.94. Further, an Excess Kurtosis of 4.42 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -19.60%00.00%0.00%
-19.60% to -6.28%00.00%0.00%
-6.28% to 7.04%00.00%0.00%
7.04% to 20.37%2619.55%19.55%
20.37% to 33.69%5742.86%62.41%
33.69% to 47.02%3123.31%85.71%
47.02% to 60.34%96.77%92.48%
60.34% to 73.66%32.26%94.74%
73.66% to 86.99%32.26%96.99%
Greater than 86.99%43.01%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 15.93%51.46% 84.21%68.27%
±2σ -1.84%69.22% 93.98%95.45%
±3σ -19.60%86.99% 96.99%99.73%
Descriptive Statistics
Mean33.691%
Standard Error1.540%
Median28.537%
Mode9.666%
Standard Deviation17.765%
Sample Variance315.580%
Kurtosis4.42
Skewness1.94
Range97.641%
Minimum9.666%
Maximum107.307%
Count133
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 33.691% 133 100.00% 33.691%
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 0.46. Further, an Excess Kurtosis of 0.56 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -48.62%00.00%0.00%
-48.62% to -36.33%00.00%0.00%
-36.33% to -24.04%96.77%6.77%
-24.04% to -11.75%1914.29%21.05%
-11.75% to 0.55%4030.08%51.13%
0.55% to 12.84%3929.32%80.45%
12.84% to 25.13%1813.53%93.98%
25.13% to 37.42%43.01%96.99%
37.42% to 49.72%32.26%99.25%
Greater than 49.72%10.75%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -15.85%16.94% 65.41%68.27%
±2σ -32.23%33.33% 96.99%95.45%
±3σ -48.62%49.72% 99.25%99.73%
Descriptive Statistics
Mean0.545%
Standard Error1.421%
Median-0.304%
Mode-32.009%
Standard Deviation16.390%
Sample Variance268.629%
Kurtosis0.56
Skewness0.46
Range88.286%
Minimum-32.009%
Maximum56.277%
Count133
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 13.286% 66 49.62% 6.593%
Negative -12.007% 67 50.38% -6.049%
Zero 0.000% 0 0.00% 0.000%