Markets Data Volatility Heatmap Portfolio Calculator

ETD Deep Analytical Report

Ethan Allen Interiors Inc. | Category: Equity Micro Cap | Ann. Div Yield: 7.12% ($1.56) | Last Updated: 2026-03-24 | Data Range: 1993-03-01 → 2026-03-01 (397 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% 2.32% 2.99% 2.19% 2.71% 22.11 23.10 21.63 23.61
Weekly 5.71% 5.27% 5.55% 6.86% 4.81% 5.96% 21.54 23.71 20.53 24.88
Monthly 10.98% 10.32% 10.92% 14.53% 10.02% 12.40% 20.44 24.98 18.50 27.62
Quarterly 17.33% 17.70% 16.39% 22.82% 17.36% 21.48% 19.00 26.88 15.97 31.98
Annual — — — — 34.72% 42.97% 15.97 31.98 11.29 45.25
Option Time Horizon — — — — 13.10% 16.22% 19.82 25.76 17.39 29.37
Calculation Notes: Computed at 2026-03-23T16:40 UTC  |  Reference Contract: Call option expiring 2026-05-15 (52 days)  |  Spot Price (S): $22.60  |  Strike (K): $25.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $0.3750 (Bid $0.1000 / Ask $0.6500)  |  Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 7.12%  |  Binomial IV (Annual): 34.72% (CRR binomial tree, American, n=20 steps)  |  BS IV: 35.05% (European Black-Scholes)  |  Yahoo IV (Annual): 42.97% → 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 7.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -7.76%510.61%0.61%
-7.76% to -5.80%690.83%1.45%
-5.80% to -3.85%2613.14%4.59%
-3.85% to -1.89%100212.07%16.66%
-1.89% to 0.06%299236.04%52.70%
0.06% to 2.01%262031.56%84.26%
2.01% to 3.97%86710.44%94.70%
3.97% to 5.92%2493.00%97.70%
5.92% to 7.88%1061.28%98.98%
Greater than 7.88%851.02%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.55%2.67% 78.13%68.27%
±2σ -5.15%5.27% 95.07%95.45%
±3σ -7.76%7.88% 98.36%99.73%
Descriptive Statistics
Mean0.060%
Standard Error0.029%
Median0.000%
Mode0.000%
Standard Deviation2.606%
Sample Variance6.792%
Kurtosis7.82
Skewness0.72
Range43.367%
Minimum-17.365%
Maximum26.002%
Count8302
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.928% 3979 47.93% 0.924%
Negative -1.759% 4078 49.12% -0.864%
Zero 0.000% 245 2.95% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 2.38%
20 1 Month 2.44%
60 1 Quarter 2.67%
250 1 Year 2.78%
750 3 Years 2.70%
1,250 5 Years 2.99%
2,500 10 Years 3.17%
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 2.87. Further, an Excess Kurtosis of 14.42 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%129915.64%15.64%
1.59% to 3.24%401748.38%64.03%
3.24% to 4.89%178121.45%85.48%
4.89% to 6.54%6417.72%93.20%
6.54% to 8.19%2863.44%96.64%
8.19% to 9.84%1261.52%98.16%
Greater than 9.84%1531.84%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.04%5.44% 84.93%68.27%
±2σ -1.16%7.64% 95.72%95.45%
±3σ -3.36%9.84% 98.16%99.73%
Descriptive Statistics
Mean3.240%
Standard Error0.024%
Median2.659%
Mode2.083%
Standard Deviation2.199%
Sample Variance4.835%
Kurtosis14.42
Skewness2.87
Range26.171%
Minimum0.364%
Maximum26.535%
Count8303
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.240% 8303 100.00% 3.240%
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 5.80 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 -3.45%2883.47%5.34%
-3.45% to -1.71%95511.50%16.84%
-1.71% to 0.03%280633.80%50.63%
0.03% to 1.78%269132.41%83.04%
1.78% to 3.52%97611.75%94.80%
3.52% to 5.26%2903.49%98.29%
5.26% to 7.01%911.10%99.39%
Greater than 7.01%510.61%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.29%2.36% 76.89%68.27%
±2σ -4.61%4.68% 94.79%95.45%
±3σ -6.94%7.01% 98.68%99.73%
Descriptive Statistics
Mean0.034%
Standard Error0.026%
Median0.000%
Mode0.000%
Standard Deviation2.324%
Sample Variance5.401%
Kurtosis5.80
Skewness-0.01
Range41.135%
Minimum-19.396%
Maximum21.739%
Count8303
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.674% 4118 49.60% 0.830%
Negative -1.688% 3917 47.18% -0.796%
Zero 0.000% 268 3.23% 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 4.17 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -16.86%120.70%0.70%
-16.86% to -12.57%170.99%1.68%
-12.57% to -8.28%603.48%5.17%
-8.28% to -4.00%21112.25%17.42%
-4.00% to 0.29%59834.73%52.15%
0.29% to 4.57%53531.07%83.22%
4.57% to 8.86%19811.50%94.72%
8.86% to 13.14%563.25%97.97%
13.14% to 17.43%130.75%98.72%
Greater than 17.43%221.28%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.43%6.00% 78.40%68.27%
±2σ -11.14%11.72% 95.18%95.45%
±3σ -16.86%17.43% 98.03%99.73%
Descriptive Statistics
Mean0.287%
Standard Error0.138%
Median0.077%
Mode0.000%
Standard Deviation5.714%
Sample Variance32.646%
Kurtosis4.17
Skewness0.66
Range53.942%
Minimum-22.156%
Maximum31.786%
Count1722
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.285% 868 50.41% 2.160%
Negative -3.867% 834 48.43% -1.873%
Zero 0.000% 20 1.16% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 4.96%
12 1 Quarter 5.65%
52 1 Year 6.09%
156 3 Years 6.28%
260 5 Years 6.86%
520 10 Years 7.20%
1,040 20 Years 8.26%
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 7.34 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%29617.18%17.18%
4.31% to 8.26%80246.55%63.73%
8.26% to 12.22%35220.43%84.16%
12.22% to 16.17%1478.53%92.69%
16.17% to 20.12%623.60%96.29%
20.12% to 24.08%241.39%97.68%
Greater than 24.08%402.32%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 2.99%13.53% 84.62%68.27%
±2σ -2.29%18.81% 95.18%95.45%
±3σ -7.56%24.08% 97.68%99.73%
Descriptive Statistics
Mean8.261%
Standard Error0.127%
Median6.788%
Mode4.348%
Standard Deviation5.273%
Sample Variance27.803%
Kurtosis7.34
Skewness2.27
Range42.247%
Minimum1.020%
Maximum43.267%
Count1723
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.261% 1723 100.00% 8.261%
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 3.52 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -16.52%160.93%0.93%
-16.52% to -12.36%140.81%1.74%
-12.36% to -8.20%492.84%4.59%
-8.20% to -4.03%22613.12%17.70%
-4.03% to 0.13%59234.36%52.06%
0.13% to 4.29%52230.30%82.36%
4.29% to 8.45%20712.01%94.37%
8.45% to 12.62%633.66%98.03%
12.62% to 16.78%150.87%98.90%
Greater than 16.78%191.10%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.42%5.68% 78.58%68.27%
±2σ -10.97%11.23% 95.07%95.45%
±3σ -16.52%16.78% 97.97%99.73%
Descriptive Statistics
Mean0.129%
Standard Error0.134%
Median-0.066%
Mode0.000%
Standard Deviation5.550%
Sample Variance30.808%
Kurtosis3.52
Skewness0.23
Range54.400%
Minimum-24.797%
Maximum29.603%
Count1723
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.215% 835 48.46% 2.043%
Negative -3.808% 866 50.26% -1.914%
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 0.92 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -31.80%10.25%0.25%
-31.80% to -23.57%20.51%0.76%
-23.57% to -15.33%205.05%5.81%
-15.33% to -7.10%6215.66%21.46%
-7.10% to 1.14%12431.31%52.78%
1.14% to 9.37%10626.77%79.55%
9.37% to 17.61%5313.38%92.93%
17.61% to 25.84%225.56%98.48%
25.84% to 34.08%30.76%99.24%
Greater than 34.08%30.76%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -9.84%12.12% 71.46%68.27%
±2σ -20.82%23.10% 95.20%95.45%
±3σ -31.80%34.08% 98.99%99.73%
Descriptive Statistics
Mean1.138%
Standard Error0.552%
Median0.123%
Mode-0.169%
Standard Deviation10.981%
Sample Variance120.587%
Kurtosis0.92
Skewness0.31
Range81.673%
Minimum-35.465%
Maximum46.208%
Count396
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.542% 200 50.51% 4.819%
Negative -7.515% 194 48.99% -3.682%
Zero 0.000% 2 0.51% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 9.76%
12 1 Year 11.87%
36 3 Years 13.54%
60 5 Years 14.53%
120 10 Years 15.27%
240 20 Years 17.37%
600 50 Years 17.26%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.31. Further, an Excess Kurtosis of 8.83 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -11.96%00.00%0.00%
-11.96% to -4.21%00.00%0.00%
-4.21% to 3.53%00.00%0.00%
3.53% to 11.27%7117.88%17.88%
11.27% to 19.02%16541.56%59.45%
19.02% to 26.76%10426.20%85.64%
26.76% to 34.50%266.55%92.19%
34.50% to 42.25%174.28%96.47%
42.25% to 49.99%92.27%98.74%
Greater than 49.99%51.26%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 8.69%29.34% 81.36%68.27%
±2σ -1.63%39.66% 94.96%95.45%
±3σ -11.96%49.99% 98.74%99.73%
Descriptive Statistics
Mean19.017%
Standard Error0.518%
Median16.844%
Mode14.462%
Standard Deviation10.324%
Sample Variance106.576%
Kurtosis8.83
Skewness2.31
Range78.497%
Minimum5.457%
Maximum83.954%
Count397
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 19.017% 397 100.00% 19.017%
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 1.94 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -32.37%00.00%0.00%
-32.37% to -24.18%30.76%0.76%
-24.18% to -15.99%164.03%4.79%
-15.99% to -7.80%6716.88%21.66%
-7.80% to 0.39%11328.46%50.13%
0.39% to 8.58%12030.23%80.35%
8.58% to 16.77%5012.59%92.95%
16.77% to 24.96%164.03%96.98%
24.96% to 33.15%102.52%99.50%
Greater than 33.15%20.50%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -10.53%11.31% 73.05%68.27%
±2σ -21.45%22.23% 95.21%95.45%
±3σ -32.37%33.15% 99.50%99.73%
Descriptive Statistics
Mean0.389%
Standard Error0.548%
Median0.285%
Mode6.667%
Standard Deviation10.921%
Sample Variance119.264%
Kurtosis1.94
Skewness0.66
Range87.342%
Minimum-32.172%
Maximum55.170%
Count397
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.614% 201 50.63% 4.361%
Negative -8.045% 196 49.37% -3.972%
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 0.71. Further, an Excess Kurtosis of 0.85 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -48.92%00.00%0.00%
-48.92% to -35.93%00.00%0.00%
-35.93% to -22.93%75.30%5.30%
-22.93% to -9.93%2115.91%21.21%
-9.93% to 3.07%4735.61%56.82%
3.07% to 16.06%3022.73%79.55%
16.06% to 29.06%1813.64%93.18%
29.06% to 42.06%53.79%96.97%
42.06% to 55.06%32.27%99.24%
Greater than 55.06%10.76%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -14.26%20.40% 69.70%68.27%
±2σ -31.59%37.73% 94.70%95.45%
±3σ -48.92%55.06% 99.24%99.73%
Descriptive Statistics
Mean3.066%
Standard Error1.508%
Median0.487%
Mode-35.251%
Standard Deviation17.330%
Sample Variance300.341%
Kurtosis0.85
Skewness0.71
Range98.896%
Minimum-35.251%
Maximum63.645%
Count132
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 15.909% 67 50.76% 8.075%
Negative -10.172% 65 49.24% -5.009%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 19.27%
12 3 Years 22.74%
20 5 Years 22.82%
40 10 Years 25.24%
80 20 Years 28.83%
200 50 Years 28.79%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.96. Further, an Excess Kurtosis of 4.48 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -19.37%00.00%0.00%
-19.37% to -6.09%00.00%0.00%
-6.09% to 7.18%00.00%0.00%
7.18% to 20.46%2619.55%19.55%
20.46% to 33.74%5742.86%62.41%
33.74% to 47.02%3123.31%85.71%
47.02% to 60.30%96.77%92.48%
60.30% to 73.58%32.26%94.74%
73.58% to 86.86%32.26%96.99%
Greater than 86.86%43.01%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 16.04%51.45% 84.96%68.27%
±2σ -1.67%69.15% 93.98%95.45%
±3σ -19.37%86.86% 96.99%99.73%
Descriptive Statistics
Mean33.742%
Standard Error1.535%
Median28.537%
Mode13.907%
Standard Deviation17.705%
Sample Variance313.479%
Kurtosis4.48
Skewness1.96
Range93.400%
Minimum13.907%
Maximum107.307%
Count133
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 33.742% 133 100.00% 33.742%
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 0.45. Further, an Excess Kurtosis of 0.56 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -48.58%00.00%0.00%
-48.58% to -36.29%00.00%0.00%
-36.29% to -24.00%96.77%6.77%
-24.00% to -11.71%1914.29%21.05%
-11.71% to 0.58%3929.32%50.38%
0.58% to 12.87%4030.08%80.45%
12.87% to 25.16%1813.53%93.98%
25.16% to 37.45%43.01%96.99%
37.45% to 49.74%32.26%99.25%
Greater than 49.74%10.75%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -15.81%16.96% 66.17%68.27%
±2σ -32.20%33.35% 96.99%95.45%
±3σ -48.58%49.74% 99.25%99.73%
Descriptive Statistics
Mean0.578%
Standard Error1.421%
Median0.158%
Mode-32.009%
Standard Deviation16.387%
Sample Variance268.521%
Kurtosis0.56
Skewness0.45
Range88.286%
Minimum-32.009%
Maximum56.277%
Count133
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 13.107% 67 50.38% 6.603%
Negative -12.139% 66 49.62% -6.024%
Zero 0.000% 0 0.00% 0.000%