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	2.81%	2.15%	2.13%	3.55%	2.68%	2.80%	198.10	209.01	192.86	214.69
Weekly	6.25%	7.00%	6.83%	8.49%	5.90%	6.17%	191.82	215.85	180.83	228.97
Monthly	12.58%	15.49%	14.46%	18.59%	12.28%	12.84%	179.96	230.07	159.16	260.14
Quarterly	21.52%	28.62%	24.41%	34.06%	21.28%	22.24%	164.48	251.72	132.96	311.40
Annual	—	—	—	—	42.55%	44.48%	132.96	311.40	86.88	476.56
Option Time Horizon	—	—	—	—	16.37%	17.11%	172.76	239.66	146.68	282.28

Calculation Notes: Computed at 2026-02-22T14:21 UTC | Reference Contract: Call option expiring 2026-04-17 (54 days) | Spot Price (S): $203.48 | Strike (K): $210.00 (first OTM call ≥ spot) | Observed Mid-Price: $10.9750 (Bid $10.7500 / Ask $11.2000) | Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.80% | Binomial IV (Annual): 42.55% (CRR binomial tree, American, n=20 steps) | BS IV: 43.05% (European Black-Scholes) | Yahoo IV (Annual): 44.48% → 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
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 -0.22. Further, an Excess Kurtosis of 19.92 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -8.37%	33	0.64%	0.64%
-8.37% to -6.26%	39	0.75%	1.39%
-6.26% to -4.15%	111	2.14%	3.53%
-4.15% to -2.04%	547	10.56%	14.10%
-2.04% to 0.08%	1883	36.37%	50.46%
0.08% to 2.19%	1844	35.61%	86.08%
2.19% to 4.30%	520	10.04%	96.12%
4.30% to 6.41%	121	2.34%	98.46%
6.41% to 8.52%	33	0.64%	99.09%
Greater than 8.52%	47	0.91%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.74%	2.89%	82.35%	68.27%
±2σ	-5.55%	5.71%	95.94%	95.45%
±3σ	-8.37%	8.52%	98.46%	99.73%

Descriptive Statistics

Mean	0.076%
Standard Error	0.039%
Median	0.048%
Mode	0.000%
Standard Deviation	2.815%
Sample Variance	7.923%
Kurtosis	19.92
Skewness	-0.22
Range	62.073%
Minimum	-33.556%
Maximum	28.517%
Count	5178

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.810%	2648	51.14%	0.926%
Negative	-1.756%	2505	48.38%	-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	6.56%
20	1 Month	5.78%
60	1 Quarter	3.76%
250	1 Year	3.75%
750	3 Years	3.22%
1,250	5 Years	3.55%
2,500	10 Years	3.26%
5,000	20 Years	3.43%
12,500	50 Years	3.43%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.25. Further, an Excess Kurtosis of 18.33 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 1.60%	763	14.73%	14.73%
1.60% to 3.21%	2560	49.43%	64.16%
3.21% to 4.82%	1144	22.09%	86.25%
4.82% to 6.43%	383	7.40%	93.65%
6.43% to 8.04%	157	3.03%	96.68%
8.04% to 9.65%	69	1.33%	98.01%
Greater than 9.65%	103	1.99%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.07%	5.36%	87.18%	68.27%
±2σ	-1.08%	7.50%	95.93%	95.45%
±3σ	-3.22%	9.65%	98.01%	99.73%

Descriptive Statistics

Mean	3.214%
Standard Error	0.030%
Median	2.688%
Mode	1.748%
Standard Deviation	2.145%
Sample Variance	4.601%
Kurtosis	18.33
Skewness	3.25
Range	24.960%
Minimum	0.506%
Maximum	25.466%
Count	5179

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.214%	5179	100.00%	3.214%
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 0.39. Further, an Excess Kurtosis of 6.66 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -6.41%	40	0.77%	0.77%
-6.41% to -4.81%	42	0.81%	1.58%
-4.81% to -3.21%	184	3.55%	5.14%
-3.21% to -1.61%	613	11.84%	16.97%
-1.61% to -0.01%	1724	33.29%	50.26%
-0.01% to 1.59%	1734	33.48%	83.74%
1.59% to 3.19%	558	10.77%	94.52%
3.19% to 4.80%	185	3.57%	98.09%
4.80% to 6.40%	60	1.16%	99.25%
Greater than 6.40%	39	0.75%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.14%	2.13%	77.79%	68.27%
±2σ	-4.28%	4.26%	95.15%	95.45%
±3σ	-6.41%	6.40%	98.47%	99.73%

Descriptive Statistics

Mean	-0.007%
Standard Error	0.030%
Median	-0.016%
Mode	0.000%
Standard Deviation	2.135%
Sample Variance	4.557%
Kurtosis	6.66
Skewness	0.39
Range	34.030%
Minimum	-15.803%
Maximum	18.227%
Count	5179

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.513%	2544	49.12%	0.743%
Negative	-1.493%	2604	50.28%	-0.751%
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 7.83 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -18.38%	9	0.84%	0.84%
-18.38% to -13.70%	11	1.02%	1.86%
-13.70% to -9.01%	31	2.89%	4.75%
-9.01% to -4.32%	116	10.80%	15.55%
-4.32% to 0.37%	368	34.26%	49.81%
0.37% to 5.06%	383	35.66%	85.47%
5.06% to 9.75%	105	9.78%	95.25%
9.75% to 14.43%	29	2.70%	97.95%
14.43% to 19.12%	13	1.21%	99.16%
Greater than 19.12%	9	0.84%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.88%	6.62%	80.07%	68.27%
±2σ	-12.13%	12.87%	94.41%	95.45%
±3σ	-18.38%	19.12%	98.32%	99.73%

Descriptive Statistics

Mean	0.369%
Standard Error	0.191%
Median	0.393%
Mode	0.000%
Standard Deviation	6.251%
Sample Variance	39.078%
Kurtosis	7.83
Skewness	0.29
Range	83.815%
Minimum	-36.616%
Maximum	47.199%
Count	1074

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.352%	567	52.79%	2.298%
Negative	-4.134%	501	46.65%	-1.928%
Zero	0.000%	6	0.56%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	13.96%
12	1 Quarter	8.34%
52	1 Year	9.00%
156	3 Years	7.76%
260	5 Years	8.49%
520	10 Years	7.79%
1,040	20 Years	8.07%
2,600	50 Years	8.08%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.03. Further, an Excess Kurtosis of 50.31 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 -7.22%	0	0.00%	0.00%
-7.22% to -1.97%	0	0.00%	0.00%
-1.97% to 3.28%	76	7.07%	7.07%
3.28% to 8.53%	648	60.28%	67.35%
8.53% to 13.78%	214	19.91%	87.26%
13.78% to 19.03%	70	6.51%	93.77%
19.03% to 24.29%	36	3.35%	97.12%
24.29% to 29.54%	12	1.12%	98.23%
Greater than 29.54%	19	1.77%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.53%	15.53%	89.95%	68.27%
±2σ	-5.47%	22.54%	96.56%	95.45%
±3σ	-12.47%	29.54%	98.23%	99.73%

Descriptive Statistics

Mean	8.531%
Standard Error	0.214%
Median	6.577%
Mode	5.084%
Standard Deviation	7.002%
Sample Variance	49.024%
Kurtosis	50.31
Skewness	5.03
Range	108.564%
Minimum	1.700%
Maximum	110.264%
Count	1075

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	8.531%	1075	100.00%	8.531%
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 3.10. Further, an Excess Kurtosis of 32.63 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -20.34%	3	0.28%	0.28%
-20.34% to -15.22%	7	0.65%	0.93%
-15.22% to -10.10%	25	2.33%	3.26%
-10.10% to -4.98%	101	9.40%	12.65%
-4.98% to 0.14%	456	42.42%	55.07%
0.14% to 5.27%	350	32.56%	87.63%
5.27% to 10.39%	86	8.00%	95.63%
10.39% to 15.51%	24	2.23%	97.86%
15.51% to 20.64%	13	1.21%	99.07%
Greater than 20.64%	10	0.93%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.69%	6.97%	83.81%	68.27%
±2σ	-13.52%	13.80%	95.63%	95.45%
±3σ	-20.35%	20.64%	98.79%	99.73%

Descriptive Statistics

Mean	0.145%
Standard Error	0.208%
Median	-0.351%
Mode	0.000%
Standard Deviation	6.830%
Sample Variance	46.654%
Kurtosis	32.63
Skewness	3.10
Range	118.533%
Minimum	-32.581%
Maximum	85.952%
Count	1075

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.728%	495	46.05%	2.177%
Negative	-3.800%	575	53.49%	-2.033%
Zero	0.000%	5	0.47%	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 1.87 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -36.20%	2	0.81%	0.81%
-36.20% to -26.76%	3	1.21%	2.02%
-26.76% to -17.32%	11	4.45%	6.48%
-17.32% to -7.89%	29	11.74%	18.22%
-7.89% to 1.55%	78	31.58%	49.80%
1.55% to 10.99%	76	30.77%	80.57%
10.99% to 20.43%	32	12.96%	93.52%
20.43% to 29.86%	10	4.05%	97.57%
29.86% to 39.30%	4	1.62%	99.19%
Greater than 39.30%	2	0.81%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.03%	14.13%	77.73%	68.27%
±2σ	-23.62%	26.72%	92.31%	95.45%
±3σ	-36.20%	39.30%	98.38%	99.73%

Descriptive Statistics

Mean	1.551%
Standard Error	0.801%
Median	1.674%
Mode	-42.731%
Standard Deviation	12.583%
Sample Variance	158.342%
Kurtosis	1.87
Skewness	0.10
Range	92.621%
Minimum	-42.731%
Maximum	49.890%
Count	247

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	9.529%	140	56.68%	5.401%
Negative	-8.888%	107	43.32%	-3.850%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	20.83%
12	1 Year	19.24%
36	3 Years	17.63%
60	5 Years	18.59%
120	10 Years	17.27%
240	20 Years	17.59%
600	50 Years	17.69%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.73. Further, an Excess Kurtosis of 21.61 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 -3.03%	0	0.00%	0.00%
-3.03% to 8.59%	25	10.08%	10.08%
8.59% to 20.20%	142	57.26%	67.34%
20.20% to 31.82%	48	19.35%	86.69%
31.82% to 43.43%	15	6.05%	92.74%
43.43% to 55.05%	11	4.44%	97.18%
55.05% to 66.66%	5	2.02%	99.19%
Greater than 66.66%	2	0.81%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	4.72%	35.69%	91.13%	68.27%
±2σ	-10.77%	51.18%	95.97%	95.45%
±3σ	-26.26%	66.66%	99.19%	99.73%

Descriptive Statistics

Mean	20.202%
Standard Error	0.983%
Median	15.920%
Mode	6.461%
Standard Deviation	15.487%
Sample Variance	239.836%
Kurtosis	21.61
Skewness	3.73
Range	137.584%
Minimum	5.252%
Maximum	142.836%
Count	248

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	20.202%	248	100.00%	20.202%
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 2.06. Further, an Excess Kurtosis of 9.54 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -42.93%	0	0.00%	0.00%
-42.93% to -32.09%	1	0.40%	0.40%
-32.09% to -21.25%	8	3.23%	3.63%
-21.25% to -10.40%	29	11.69%	15.32%
-10.40% to 0.44%	104	41.94%	57.26%
0.44% to 11.28%	73	29.44%	86.69%
11.28% to 22.12%	19	7.66%	94.35%
22.12% to 32.97%	6	2.42%	96.77%
32.97% to 43.81%	5	2.02%	98.79%
Greater than 43.81%	3	1.21%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-14.02%	14.90%	81.45%	68.27%
±2σ	-28.48%	29.35%	94.76%	95.45%
±3σ	-42.93%	43.81%	98.79%	99.73%

Descriptive Statistics

Mean	0.438%
Standard Error	0.918%
Median	-1.243%
Mode	-8.699%
Standard Deviation	14.457%
Sample Variance	208.997%
Kurtosis	9.54
Skewness	2.06
Range	127.146%
Minimum	-34.313%
Maximum	92.833%
Count	248

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	11.503%	108	43.55%	5.009%
Negative	-8.098%	140	56.45%	-4.571%
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 -0.08 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -60.00%	0	0.00%	0.00%
-60.00% to -43.86%	1	1.20%	1.20%
-43.86% to -27.71%	5	6.02%	7.23%
-27.71% to -11.57%	14	16.87%	24.10%
-11.57% to 4.58%	20	24.10%	48.19%
4.58% to 20.72%	24	28.92%	77.11%
20.72% to 36.86%	14	16.87%	93.98%
36.86% to 53.01%	4	4.82%	98.80%
53.01% to 69.15%	1	1.20%	100.00%
Greater than 69.15%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-16.95%	26.10%	67.47%	68.27%
±2σ	-38.47%	47.62%	93.98%	95.45%
±3σ	-60.00%	69.15%	100.00%	99.73%

Descriptive Statistics

Mean	4.575%
Standard Error	2.363%
Median	9.158%
Mode	-51.405%
Standard Deviation	21.525%
Sample Variance	463.339%
Kurtosis	-0.08
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	-16.677%	33	39.76%	-6.631%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	35.54%
12	3 Years	36.00%
20	5 Years	34.06%
40	10 Years	31.41%
80	20 Years	32.09%
200	50 Years	32.28%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.25. Further, an Excess Kurtosis of 14.34 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -45.65%	0	0.00%	0.00%
-45.65% to -24.19%	0	0.00%	0.00%
-24.19% to -2.72%	0	0.00%	0.00%
-2.72% to 18.75%	7	8.33%	8.33%
18.75% to 40.21%	48	57.14%	65.48%
40.21% to 61.68%	20	23.81%	89.29%
61.68% to 83.14%	4	4.76%	94.05%
83.14% to 104.61%	1	1.19%	95.24%
104.61% to 126.08%	2	2.38%	97.62%
Greater than 126.08%	2	2.38%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	11.59%	68.83%	92.86%	68.27%
±2σ	-17.03%	97.46%	94.05%	95.45%
±3σ	-45.65%	126.08%	97.62%	99.73%

Descriptive Statistics

Mean	40.212%
Standard Error	3.123%
Median	32.956%
Mode	5.285%
Standard Deviation	28.622%
Sample Variance	819.222%
Kurtosis	14.34
Skewness	3.25
Range	200.750%
Minimum	5.285%
Maximum	206.035%
Count	84

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	40.212%	84	100.00%	40.212%
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 1.49. Further, an Excess Kurtosis of 3.54 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -72.20%	0	0.00%	0.00%
-72.20% to -53.90%	0	0.00%	0.00%
-53.90% to -35.59%	1	1.19%	1.19%
-35.59% to -17.29%	18	21.43%	22.62%
-17.29% to 1.01%	32	38.10%	60.71%
1.01% to 19.32%	17	20.24%	80.95%
19.32% to 37.62%	9	10.71%	91.67%
37.62% to 55.92%	4	4.76%	96.43%
55.92% to 74.23%	2	2.38%	98.81%
Greater than 74.23%	1	1.19%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-23.39%	25.42%	72.62%	68.27%
±2σ	-47.80%	49.82%	95.24%	95.45%
±3σ	-72.20%	74.23%	98.81%	99.73%

Descriptive Statistics

Mean	1.014%
Standard Error	2.663%
Median	-5.414%
Mode	-35.758%
Standard Deviation	24.405%
Sample Variance	595.625%
Kurtosis	3.54
Skewness	1.49
Range	142.383%
Minimum	-35.758%
Maximum	106.625%
Count	84

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	24.237%	33	39.29%	9.522%
Negative	-14.013%	51	60.71%	-8.508%
Zero	0.000%	0	0.00%	0.000%

EXPE Deep Analytical Report