EXPE - Detail Report

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	2.82%	2.15%	2.14%	3.57%	3.66%	3.67%	227.97	245.31	219.77	254.46
Weekly	6.27%	7.01%	6.85%	8.57%	8.07%	8.08%	218.15	256.35	201.24	277.89
Monthly	12.54%	15.50%	14.39%	18.69%	16.79%	16.82%	199.92	279.72	169.02	330.87
Quarterly	21.37%	28.64%	24.20%	34.20%	29.09%	29.14%	176.79	316.32	132.17	423.10
Annual	—	—	—	—	58.18%	58.28%	132.17	423.10	73.87	757.00
Option Time Horizon	—	—	—	—	21.96%	22.00%	189.86	294.55	152.43	366.88

Calculation Notes: Computed at 2026-03-23T16:37 UTC | Reference Contract: Call option expiring 2026-05-15 (52 days) | Spot Price (S): $236.48 | Strike (K): $240.00 (first OTM call ≥ spot) | Observed Mid-Price: $19.5500 (Bid $18.5000 / Ask $20.6000) | Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.68% | Binomial IV (Annual): 58.18% (CRR binomial tree, American, n=20 steps) | BS IV: 58.18% (European Black-Scholes) | Yahoo IV (Annual): 58.28% → period-scaled as σ_period = σ_annual·√h | Price bands: Upper = S·e^+σ√h, Lower = S·e^−σ√h

Historical Dividend Payouts

Ex-Dividend Date	Amount
2026-03-05	$0.4800
2025-11-19	$0.4000
2025-08-28	$0.4000
2025-05-29	$0.4000
2025-03-06	$0.4000
2020-03-09	$0.3400
2019-11-18	$0.3400
2019-08-21	$0.3400
2019-05-22	$0.3200
2019-03-06	$0.3200
2018-11-14	$0.3200
2018-08-22	$0.3200
2018-05-23	$0.3000
2018-03-07	$0.3000
2017-11-15	$0.3000
2017-08-22	$0.3000
2017-05-23	$0.2800
2017-03-07	$0.2800
2016-11-15	$0.2600
2016-08-23	$0.2600
2016-05-24	$0.2400
2016-03-08	$0.2400
2015-11-17	$0.2400
2015-08-25	$0.2400
2015-05-26	$0.1800
2015-03-06	$0.1800
2014-11-18	$0.1800
2014-08-25	$0.1800
2014-05-28	$0.1500
2014-03-06	$0.1500
2013-11-19	$0.1500
2013-08-26	$0.1500
2013-05-28	$0.1300
2013-03-07	$0.1300
2012-12-13	$0.5200
2012-11-14	$0.1300
2012-08-24	$0.1300
2012-05-25	$0.0900
2012-03-08	$0.0900
2011-12-21	$15.1250
2011-11-16	$0.1400
2011-08-24	$0.1400
2011-05-25	$0.1400
2011-03-09	$0.1400
2010-11-16	$0.1400
2010-08-24	$0.1400
2010-05-25	$0.1400
2010-03-09	$0.1400

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.20. Further, an Excess Kurtosis of 19.71 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -8.39%	33	0.63%	0.63%
-8.39% to -6.27%	40	0.77%	1.40%
-6.27% to -4.15%	109	2.10%	3.50%
-4.15% to -2.04%	550	10.58%	14.08%
-2.04% to 0.08%	1898	36.51%	50.59%
0.08% to 2.20%	1845	35.49%	86.07%
2.20% to 4.31%	522	10.04%	96.11%
4.31% to 6.43%	120	2.31%	98.42%
6.43% to 8.54%	35	0.67%	99.10%
Greater than 8.54%	47	0.90%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.74%	2.90%	82.34%	68.27%
±2σ	-5.57%	5.72%	95.98%	95.45%
±3σ	-8.39%	8.55%	98.46%	99.73%

Descriptive Statistics

Mean	0.079%
Standard Error	0.039%
Median	0.048%
Mode	0.000%
Standard Deviation	2.822%
Sample Variance	7.965%
Kurtosis	19.71
Skewness	-0.20
Range	62.073%
Minimum	-33.556%
Maximum	28.517%
Count	5199

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.818%	2658	51.12%	0.929%
Negative	-1.757%	2516	48.39%	-0.850%
Zero	0.000%	25	0.48%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	4.38%
20	1 Month	5.31%
60	1 Quarter	4.75%
250	1 Year	3.88%
750	3 Years	3.27%
1,250	5 Years	3.57%
2,500	10 Years	3.29%
5,000	20 Years	3.44%
12,500	50 Years	3.44%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.23. Further, an Excess Kurtosis of 18.17 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -3.22%	0	0.00%	0.00%
-3.22% to -1.61%	0	0.00%	0.00%
-1.61% to 0.00%	0	0.00%	0.00%
0.00% to 1.61%	771	14.83%	14.83%
1.61% to 3.22%	2562	49.27%	64.10%
3.22% to 4.83%	1146	22.04%	86.13%
4.83% to 6.44%	393	7.56%	93.69%
6.44% to 8.05%	155	2.98%	96.67%
8.05% to 9.66%	70	1.35%	98.02%
Greater than 9.66%	103	1.98%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.08%	5.37%	86.96%	68.27%
±2σ	-1.07%	7.51%	95.94%	95.45%
±3σ	-3.22%	9.66%	98.02%	99.73%

Descriptive Statistics

Mean	3.221%
Standard Error	0.030%
Median	2.694%
Mode	1.748%
Standard Deviation	2.146%
Sample Variance	4.606%
Kurtosis	18.17
Skewness	3.23
Range	24.960%
Minimum	0.506%
Maximum	25.466%
Count	5200

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.221%	5200	100.00%	3.221%
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 0.38. Further, an Excess Kurtosis of 6.58 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -6.43%	40	0.77%	0.77%
-6.43% to -4.83%	43	0.83%	1.60%
-4.83% to -3.22%	185	3.56%	5.15%
-3.22% to -1.62%	613	11.79%	16.94%
-1.62% to -0.01%	1726	33.19%	50.13%
-0.01% to 1.59%	1749	33.63%	83.77%
1.59% to 3.20%	558	10.73%	94.50%
3.20% to 4.80%	186	3.58%	98.08%
4.80% to 6.41%	62	1.19%	99.27%
Greater than 6.41%	38	0.73%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.15%	2.13%	77.75%	68.27%
±2σ	-4.29%	4.27%	95.17%	95.45%
±3σ	-6.43%	6.41%	98.50%	99.73%

Descriptive Statistics

Mean	-0.012%
Standard Error	0.030%
Median	-0.017%
Mode	0.000%
Standard Deviation	2.140%
Sample Variance	4.579%
Kurtosis	6.58
Skewness	0.38
Range	34.030%
Minimum	-15.803%
Maximum	18.227%
Count	5200

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.514%	2552	49.08%	0.743%
Negative	-1.500%	2617	50.33%	-0.755%
Zero	0.000%	31	0.60%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.29. Further, an Excess Kurtosis of 7.67 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -18.44%	9	0.83%	0.83%
-18.44% to -13.73%	11	1.02%	1.86%
-13.73% to -9.03%	31	2.88%	4.73%
-9.03% to -4.32%	115	10.67%	15.40%
-4.32% to 0.38%	371	34.42%	49.81%
0.38% to 5.09%	385	35.71%	85.53%
5.09% to 9.79%	103	9.55%	95.08%
9.79% to 14.50%	32	2.97%	98.05%
14.50% to 19.21%	12	1.11%	99.17%
Greater than 19.21%	9	0.83%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.89%	6.66%	79.87%	68.27%
±2σ	-12.16%	12.93%	94.34%	95.45%
±3σ	-18.44%	19.21%	98.33%	99.73%

Descriptive Statistics

Mean	0.384%
Standard Error	0.191%
Median	0.404%
Mode	0.000%
Standard Deviation	6.274%
Sample Variance	39.368%
Kurtosis	7.67
Skewness	0.29
Range	83.815%
Minimum	-36.616%
Maximum	47.199%
Count	1078

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.380%	570	52.88%	2.316%
Negative	-4.148%	502	46.57%	-1.932%
Zero	0.000%	6	0.56%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	13.26%
12	1 Quarter	11.36%
52	1 Year	9.39%
156	3 Years	7.88%
260	5 Years	8.57%
520	10 Years	7.84%
1,040	20 Years	8.09%
2,600	50 Years	8.10%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.00. Further, an Excess Kurtosis of 49.89 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -12.47%	0	0.00%	0.00%
-12.47% to -7.21%	0	0.00%	0.00%
-7.21% to -1.96%	0	0.00%	0.00%
-1.96% to 3.30%	79	7.32%	7.32%
3.30% to 8.55%	647	59.96%	67.28%
8.55% to 13.81%	213	19.74%	87.03%
13.81% to 19.06%	73	6.77%	93.79%
19.06% to 24.32%	36	3.34%	97.13%
24.32% to 29.57%	13	1.20%	98.33%
Greater than 29.57%	18	1.67%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.54%	15.56%	89.90%	68.27%
±2σ	-5.46%	22.57%	96.48%	95.45%
±3σ	-12.47%	29.57%	98.33%	99.73%

Descriptive Statistics

Mean	8.552%
Standard Error	0.213%
Median	6.590%
Mode	5.084%
Standard Deviation	7.007%
Sample Variance	49.102%
Kurtosis	49.89
Skewness	5.00
Range	108.564%
Minimum	1.700%
Maximum	110.264%
Count	1079

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	8.552%	1079	100.00%	8.552%
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 3.06. Further, an Excess Kurtosis of 32.13 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -20.42%	3	0.28%	0.28%
-20.42% to -15.28%	7	0.65%	0.93%
-15.28% to -10.14%	27	2.50%	3.43%
-10.14% to -5.01%	101	9.36%	12.79%
-5.01% to 0.13%	455	42.17%	54.96%
0.13% to 5.27%	352	32.62%	87.58%
5.27% to 10.41%	86	7.97%	95.55%
10.41% to 15.55%	26	2.41%	97.96%
15.55% to 20.68%	12	1.11%	99.07%
Greater than 20.68%	10	0.93%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.72%	6.98%	83.69%	68.27%
±2σ	-13.57%	13.83%	95.55%	95.45%
±3σ	-20.42%	20.69%	98.80%	99.73%

Descriptive Statistics

Mean	0.132%
Standard Error	0.209%
Median	-0.351%
Mode	0.000%
Standard Deviation	6.851%
Sample Variance	46.937%
Kurtosis	32.13
Skewness	3.06
Range	118.533%
Minimum	-32.581%
Maximum	85.952%
Count	1079

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.744%	496	45.97%	2.181%
Negative	-3.824%	578	53.57%	-2.048%
Zero	0.000%	5	0.46%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.10. Further, an Excess Kurtosis of 1.89 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -36.01%	2	0.81%	0.81%
-36.01% to -26.61%	4	1.61%	2.42%
-26.61% to -17.20%	10	4.03%	6.45%
-17.20% to -7.80%	29	11.69%	18.15%
-7.80% to 1.60%	78	31.45%	49.60%
1.60% to 11.01%	77	31.05%	80.65%
11.01% to 20.41%	32	12.90%	93.55%
20.41% to 29.81%	10	4.03%	97.58%
29.81% to 39.21%	4	1.61%	99.19%
Greater than 39.21%	2	0.81%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-10.93%	14.14%	77.02%	68.27%
±2σ	-23.47%	26.68%	92.34%	95.45%
±3σ	-36.01%	39.21%	98.39%	99.73%

Descriptive Statistics

Mean	1.603%
Standard Error	0.796%
Median	1.705%
Mode	-42.731%
Standard Deviation	12.537%
Sample Variance	157.177%
Kurtosis	1.89
Skewness	0.10
Range	92.621%
Minimum	-42.731%
Maximum	49.890%
Count	248

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	9.532%	141	56.85%	5.419%
Negative	-8.846%	107	43.15%	-3.817%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	24.50%
12	1 Year	19.61%
36	3 Years	17.82%
60	5 Years	18.69%
120	10 Years	17.36%
240	20 Years	17.63%
600	50 Years	17.73%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.71. Further, an Excess Kurtosis of 21.42 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -26.26%	0	0.00%	0.00%
-26.26% to -14.64%	0	0.00%	0.00%
-14.64% to -3.01%	0	0.00%	0.00%
-3.01% to 8.62%	25	10.04%	10.04%
8.62% to 20.24%	144	57.83%	67.87%
20.24% to 31.87%	48	19.28%	87.15%
31.87% to 43.49%	14	5.62%	92.77%
43.49% to 55.12%	11	4.42%	97.19%
55.12% to 66.74%	5	2.01%	99.20%
Greater than 66.74%	2	0.80%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	4.74%	35.74%	91.16%	68.27%
±2σ	-10.76%	51.24%	95.58%	95.45%
±3σ	-26.26%	66.74%	99.20%	99.73%

Descriptive Statistics

Mean	20.241%
Standard Error	0.982%
Median	15.972%
Mode	6.461%
Standard Deviation	15.501%
Sample Variance	240.281%
Kurtosis	21.42
Skewness	3.71
Range	137.584%
Minimum	5.252%
Maximum	142.836%
Count	249

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	20.241%	249	100.00%	20.241%
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 2.07. Further, an Excess Kurtosis of 9.71 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -42.81%	0	0.00%	0.00%
-42.81% to -32.02%	1	0.40%	0.40%
-32.02% to -21.23%	8	3.21%	3.61%
-21.23% to -10.43%	30	12.05%	15.66%
-10.43% to 0.36%	103	41.37%	57.03%
0.36% to 11.15%	73	29.32%	86.35%
11.15% to 21.94%	20	8.03%	94.38%
21.94% to 32.73%	6	2.41%	96.79%
32.73% to 43.53%	5	2.01%	98.80%
Greater than 43.53%	3	1.20%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-14.03%	14.75%	81.53%	68.27%
±2σ	-28.42%	29.14%	95.18%	95.45%
±3σ	-42.81%	43.53%	98.80%	99.73%

Descriptive Statistics

Mean	0.358%
Standard Error	0.912%
Median	-1.358%
Mode	-8.699%
Standard Deviation	14.390%
Sample Variance	207.062%
Kurtosis	9.71
Skewness	2.07
Range	127.146%
Minimum	-34.313%
Maximum	92.833%
Count	249

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	11.434%	108	43.37%	4.959%
Negative	-8.126%	141	56.63%	-4.602%
Zero	0.000%	0	0.00%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.00. Further, an Excess Kurtosis of -0.03 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -59.39%	0	0.00%	0.00%
-59.39% to -43.36%	1	1.20%	1.20%
-43.36% to -27.33%	5	6.02%	7.23%
-27.33% to -11.30%	13	15.66%	22.89%
-11.30% to 4.73%	21	25.30%	48.19%
4.73% to 20.75%	24	28.92%	77.11%
20.75% to 36.78%	14	16.87%	93.98%
36.78% to 52.81%	4	4.82%	98.80%
52.81% to 68.84%	1	1.20%	100.00%
Greater than 68.84%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-16.65%	26.10%	67.47%	68.27%
±2σ	-38.02%	47.47%	93.98%	95.45%
±3σ	-59.39%	68.84%	100.00%	99.73%

Descriptive Statistics

Mean	4.726%
Standard Error	2.346%
Median	9.158%
Mode	-51.405%
Standard Deviation	21.372%
Sample Variance	456.752%
Kurtosis	-0.03
Skewness	0.00
Range	107.067%
Minimum	-51.405%
Maximum	55.662%
Count	83

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	18.601%	50	60.24%	11.205%
Negative	-16.297%	33	39.76%	-6.480%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	36.24%
12	3 Years	36.23%
20	5 Years	34.20%
40	10 Years	31.48%
80	20 Years	32.12%
200	50 Years	32.32%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.23. Further, an Excess Kurtosis of 14.25 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -45.64%	0	0.00%	0.00%
-45.64% to -24.16%	0	0.00%	0.00%
-24.16% to -2.68%	0	0.00%	0.00%
-2.68% to 18.80%	7	8.33%	8.33%
18.80% to 40.28%	48	57.14%	65.48%
40.28% to 61.76%	20	23.81%	89.29%
61.76% to 83.25%	4	4.76%	94.05%
83.25% to 104.73%	1	1.19%	95.24%
104.73% to 126.21%	2	2.38%	97.62%
Greater than 126.21%	2	2.38%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	11.64%	68.92%	92.86%	68.27%
±2σ	-17.00%	97.57%	94.05%	95.45%
±3σ	-45.64%	126.21%	97.62%	99.73%

Descriptive Statistics

Mean	40.283%
Standard Error	3.125%
Median	32.956%
Mode	5.285%
Standard Deviation	28.642%
Sample Variance	820.386%
Kurtosis	14.25
Skewness	3.23
Range	200.750%
Minimum	5.285%
Maximum	206.035%
Count	84

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	40.283%	84	100.00%	40.283%
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 1.54. Further, an Excess Kurtosis of 3.79 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -71.81%	0	0.00%	0.00%
-71.81% to -53.66%	0	0.00%	0.00%
-53.66% to -35.51%	1	1.19%	1.19%
-35.51% to -17.36%	18	21.43%	22.62%
-17.36% to 0.79%	32	38.10%	60.71%
0.79% to 18.94%	18	21.43%	82.14%
18.94% to 37.09%	8	9.52%	91.67%
37.09% to 55.24%	4	4.76%	96.43%
55.24% to 73.40%	2	2.38%	98.81%
Greater than 73.40%	1	1.19%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-23.41%	24.99%	73.81%	68.27%
±2σ	-47.61%	49.20%	95.24%	95.45%
±3σ	-71.81%	73.40%	98.81%	99.73%

Descriptive Statistics

Mean	0.793%
Standard Error	2.641%
Median	-5.413%
Mode	-35.758%
Standard Deviation	24.201%
Sample Variance	585.672%
Kurtosis	3.79
Skewness	1.54
Range	142.383%
Minimum	-35.758%
Maximum	106.625%
Count	84

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	23.674%	33	39.29%	9.301%
Negative	-14.013%	51	60.71%	-8.508%
Zero	0.000%	0	0.00%	0.000%

EXPE Deep Analytical Report