Markets Data Volatility Heatmap Portfolio Calculator

F Deep Analytical Report

Ford Motor Company | Category: Equity Mega Cap | Ann. Div Yield: 5.21% ($0.60) | Last Updated: 2026-03-24 | Data Range: 1972-06-01 → 2026-03-01 (646 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 2.25% 2.59% 1.95% 3.18% 2.51% 2.47% 11.55 12.14 11.26 12.45
Weekly 5.19% 6.41% 5.04% 7.61% 5.52% 5.44% 11.20 12.51 10.60 13.22
Monthly 11.08% 14.64% 10.85% 16.76% 11.48% 11.33% 10.56 13.28 9.41 14.90
Quarterly 22.15% 31.86% 19.73% 29.27% 19.89% 19.63% 9.70 14.45 7.95 17.62
Annual — — — — 39.78% 39.26% 7.95 17.62 5.34 26.24
Option Time Horizon — — — — 15.02% 14.82% 10.19 13.76 8.77 15.99
Calculation Notes: Computed at 2026-03-23T16:42 UTC  |  Reference Contract: Call option expiring 2026-05-15 (52 days)  |  Spot Price (S): $11.84  |  Strike (K): $12.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $0.6250 (Bid $0.6100 / Ask $0.6400)  |  Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 5.21%  |  Binomial IV (Annual): 39.78% (CRR binomial tree, American, n=20 steps)  |  BS IV: 40.03% (European Black-Scholes)  |  Yahoo IV (Annual): 39.26% → 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
2026-02-13 $0.1500
2025-11-07 $0.1500
2025-08-11 $0.1500
2025-05-12 $0.1500
2025-02-18 $0.3000
2024-11-07 $0.1500
2024-08-07 $0.1500
2024-05-07 $0.1500
2024-02-15 $0.3300
2023-10-31 $0.1500
2023-07-24 $0.1500
2023-04-25 $0.1500
2023-02-10 $0.8000
2022-11-14 $0.1500
2022-08-10 $0.1500
2022-04-25 $0.1000
2022-01-28 $0.1000
2021-11-18 $0.1000
2020-01-29 $0.1500
2019-10-21 $0.1500
2019-07-22 $0.1500
2019-04-23 $0.1500
2019-01-30 $0.1500
2018-10-22 $0.1500
2018-07-20 $0.1500
2018-04-19 $0.1500
2018-01-29 $0.2800
2017-10-20 $0.1500
2017-07-20 $0.1500
2017-04-18 $0.1500
2017-01-18 $0.2000
2016-10-25 $0.1500
2016-07-26 $0.1500
2016-04-27 $0.1500
2016-01-27 $0.4000
2015-10-28 $0.1500
2015-07-29 $0.1500
2015-04-29 $0.1500
2015-01-28 $0.1500
2014-10-29 $0.1250
2014-07-30 $0.1250
2014-04-30 $0.1250
2014-01-29 $0.1250
2013-10-30 $0.1000
2013-07-31 $0.1000
2013-05-01 $0.1000
2013-01-28 $0.1000
2012-10-31 $0.0500
2012-08-01 $0.0500
2012-04-30 $0.0500
2012-01-27 $0.0500
2006-07-31 $0.0500
2006-04-28 $0.1000
2006-01-26 $0.1000
2005-10-28 $0.1000
2005-07-29 $0.1000
2005-04-28 $0.1000
2005-01-26 $0.1000
2004-10-28 $0.1000
2004-07-28 $0.1000
2004-04-28 $0.1000
2004-01-28 $0.1000
2003-10-29 $0.1000
2003-07-30 $0.1000
2003-04-30 $0.1000
2003-01-29 $0.1000
2002-10-30 $0.1000
2002-07-31 $0.1000
2002-05-01 $0.1000
2002-01-28 $0.1000
2001-10-31 $0.1500
2001-08-01 $0.3000
2001-04-30 $0.3000
2001-01-26 $0.3000
2000-10-30 $0.3000
2000-07-24 $0.2860
2000-04-28 $0.2748
2000-01-28 $0.2748
1999-10-28 $0.2748
1999-07-29 $0.2528
1999-04-29 $0.2528
1999-01-27 $0.2528
1998-10-28 $0.2528
1998-07-29 $0.2308
1998-04-29 $0.2308
1998-01-28 $0.1533
1997-10-29 $0.1533
1997-07-30 $0.1533
1997-04-30 $0.1533
1997-01-28 $0.1405
1996-10-30 $0.1405
1996-07-31 $0.1405
1996-04-30 $0.1277
1996-01-29 $0.1277
1995-10-30 $0.1277
1995-07-31 $0.1131
1995-04-26 $0.1131
1995-01-24 $0.0949
1994-10-26 $0.0949
1994-07-27 $0.0821
1994-04-26 $0.0821
1994-01-24 $0.0730
1993-10-26 $0.0730
1993-07-27 $0.0730
1993-04-26 $0.0730
1993-01-25 $0.0730
1992-10-26 $0.0730
1992-07-27 $0.0730
1992-04-27 $0.0730
1992-01-27 $0.0730
1991-10-28 $0.0730
1991-07-29 $0.0730
1991-04-26 $0.0730
1991-01-24 $0.1369
1990-10-26 $0.1369
1990-07-27 $0.1369
1990-04-26 $0.1369
1990-01-24 $0.1369
1989-10-26 $0.1369
1989-07-27 $0.1369
1989-04-26 $0.1369
1989-01-24 $0.1369
1988-10-26 $0.1095
1988-07-27 $0.1095
1988-04-26 $0.1095
1988-01-25 $0.0912
1987-10-27 $0.0912
1987-07-28 $0.0684
1987-04-27 $0.0684
1987-01-26 $0.0593
1986-10-27 $0.0593
1986-07-29 $0.0502
1986-04-28 $0.0502
1986-01-24 $0.0426
1985-10-28 $0.0426
1985-07-30 $0.0365
1985-04-26 $0.0365
1985-01-24 $0.0304
1984-11-26 $0.0304
1984-10-26 $0.0243
1984-07-27 $0.0243
1984-04-26 $0.0243
1984-01-25 $0.0182
1983-10-26 $0.0182
1983-07-27 $0.0122
1981-10-26 $0.0122
1981-07-27 $0.0122
1981-04-27 $0.0122
1981-01-26 $0.0122
1980-10-27 $0.0122
1980-07-28 $0.0122
1980-04-28 $0.0406
1980-01-25 $0.0406
1979-10-26 $0.0406
1979-07-27 $0.0406
1979-04-26 $0.0406
1979-01-24 $0.0365
1978-10-25 $0.0365
1978-07-25 $0.0365
1978-04-25 $0.0365
1978-01-23 $0.0324
1977-10-25 $0.0324
1977-07-27 $0.0324
1977-04-26 $0.0324
1977-01-25 $0.0260
1976-10-26 $0.0260
1976-07-27 $0.0260
1976-04-23 $0.0195
1976-01-23 $0.0195
1975-10-24 $0.0195
1975-07-25 $0.0195
1975-04-24 $0.0195
1975-01-24 $0.0260
1974-10-25 $0.0260
1974-07-25 $0.0260
1974-04-24 $0.0260
1974-01-25 $0.0260
1973-10-23 $0.0260
1973-07-24 $0.0324
1973-04-24 $0.0227
1973-01-23 $0.0227
1972-10-25 $0.0219
1972-07-25 $0.0219
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.45. Further, an Excess Kurtosis of 13.57 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.69%780.58%0.58%
-6.69% to -5.00%1120.83%1.40%
-5.00% to -3.32%4183.08%4.48%
-3.32% to -1.63%162712.00%16.48%
-1.63% to 0.06%492436.30%52.78%
0.06% to 1.74%422031.11%83.90%
1.74% to 3.43%149211.00%94.90%
3.43% to 5.12%4443.27%98.17%
5.12% to 6.80%1401.03%99.20%
Greater than 6.80%1080.80%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.19%2.30% 78.30%68.27%
±2σ -4.44%4.55% 95.52%95.45%
±3σ -6.69%6.80% 98.63%99.73%
Descriptive Statistics
Mean0.055%
Standard Error0.019%
Median0.000%
Mode0.000%
Standard Deviation2.249%
Sample Variance5.056%
Kurtosis13.57
Skewness0.45
Range54.518%
Minimum-25.000%
Maximum29.518%
Count13563
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.686% 6406 47.23% 0.796%
Negative -1.557% 6455 47.59% -0.741%
Zero 0.000% 702 5.18% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 2.95%
20 1 Month 3.51%
60 1 Quarter 2.59%
250 1 Year 2.65%
750 3 Years 2.71%
1,250 5 Years 3.18%
2,500 10 Years 2.90%
5,000 20 Years 3.26%
12,500 50 Years 2.91%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 22.58. Further, an Excess Kurtosis of 1134.63 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -5.05%00.00%0.00%
-5.05% to -3.12%00.00%0.00%
-3.12% to -1.18%00.00%0.00%
-1.18% to 0.77%2351.73%1.73%
0.77% to 2.71%854563.00%64.73%
2.71% to 4.65%349025.73%90.46%
4.65% to 6.59%8506.27%96.73%
6.59% to 8.53%2371.75%98.47%
8.53% to 10.47%930.69%99.16%
Greater than 10.47%1140.84%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.12%5.29% 93.47%68.27%
±2σ -2.47%7.88% 98.12%95.45%
±3σ -5.06%10.47% 99.16%99.73%
Descriptive Statistics
Mean2.706%
Standard Error0.022%
Median2.222%
Mode1.923%
Standard Deviation2.587%
Sample Variance6.695%
Kurtosis1134.63
Skewness22.58
Range160.278%
Minimum0.198%
Maximum160.476%
Count13564
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.706% 13564 100.00% 2.706%
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 1.31. Further, an Excess Kurtosis of 30.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -5.77%710.52%0.52%
-5.77% to -4.30%1030.76%1.28%
-4.30% to -2.84%4413.25%4.53%
-2.84% to -1.37%162311.97%16.50%
-1.37% to 0.09%474634.99%51.49%
0.09% to 1.56%440232.45%83.94%
1.56% to 3.02%155111.43%95.38%
3.02% to 4.49%4243.13%98.50%
4.49% to 5.95%1140.84%99.34%
Greater than 5.95%890.66%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.86%2.04% 78.87%68.27%
±2σ -3.81%4.00% 95.81%95.45%
±3σ -5.77%5.95% 98.82%99.73%
Descriptive Statistics
Mean0.092%
Standard Error0.017%
Median0.000%
Mode0.000%
Standard Deviation1.953%
Sample Variance3.814%
Kurtosis30.82
Skewness1.31
Range66.423%
Minimum-27.961%
Maximum38.462%
Count13564
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.434% 6657 49.08% 0.704%
Negative -1.377% 6033 44.48% -0.612%
Zero 0.000% 874 6.44% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.14. Further, an Excess Kurtosis of 13.61 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -15.29%150.53%0.53%
-15.29% to -11.40%210.75%1.28%
-11.40% to -7.51%893.17%4.45%
-7.51% to -3.62%34012.11%16.57%
-3.62% to 0.28%99235.34%51.91%
0.28% to 4.17%90032.06%83.97%
4.17% to 8.06%30210.76%94.73%
8.06% to 11.95%983.49%98.22%
11.95% to 15.84%250.89%99.11%
Greater than 15.84%250.89%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.91%5.46% 79.12%68.27%
±2σ -10.10%10.65% 95.58%95.45%
±3σ -15.29%15.84% 98.57%99.73%
Descriptive Statistics
Mean0.275%
Standard Error0.098%
Median0.000%
Mode0.000%
Standard Deviation5.188%
Sample Variance26.920%
Kurtosis13.61
Skewness1.14
Range98.691%
Minimum-35.230%
Maximum63.461%
Count2807
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.854% 1399 49.84% 1.921%
Negative -3.424% 1349 48.06% -1.646%
Zero 0.000% 59 2.10% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 9.09%
12 1 Quarter 6.29%
52 1 Year 6.04%
156 3 Years 6.44%
260 5 Years 7.61%
520 10 Years 6.95%
1,040 20 Years 7.81%
2,600 50 Years 6.92%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 11.70. Further, an Excess Kurtosis of 269.01 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -12.12%00.00%0.00%
-12.12% to -7.32%00.00%0.00%
-7.32% to -2.51%00.00%0.00%
-2.51% to 2.29%873.10%3.10%
2.29% to 7.10%175362.43%65.53%
7.10% to 11.90%69724.82%90.35%
11.90% to 16.71%1706.05%96.40%
16.71% to 21.52%451.60%98.01%
21.52% to 26.32%240.85%98.86%
Greater than 26.32%321.14%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.69%13.51% 93.55%68.27%
±2σ -5.72%19.91% 97.54%95.45%
±3σ -12.12%26.32% 98.86%99.73%
Descriptive Statistics
Mean7.099%
Standard Error0.121%
Median5.762%
Mode5.000%
Standard Deviation6.408%
Sample Variance41.064%
Kurtosis269.01
Skewness11.70
Range189.618%
Minimum1.339%
Maximum190.957%
Count2808
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.099% 2808 100.00% 7.099%
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 0.92. Further, an Excess Kurtosis of 11.86 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -14.91%140.50%0.50%
-14.91% to -11.14%210.75%1.25%
-11.14% to -7.36%883.13%4.38%
-7.36% to -3.59%34512.29%16.67%
-3.59% to 0.19%98134.94%51.60%
0.19% to 3.97%92733.01%84.62%
3.97% to 7.74%28810.26%94.87%
7.74% to 11.52%923.28%98.15%
11.52% to 15.29%281.00%99.15%
Greater than 15.29%240.85%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.84%5.23% 79.31%68.27%
±2σ -9.88%10.26% 95.26%95.45%
±3σ -14.92%15.29% 98.65%99.73%
Descriptive Statistics
Mean0.190%
Standard Error0.095%
Median0.000%
Mode0.000%
Standard Deviation5.035%
Sample Variance25.348%
Kurtosis11.86
Skewness0.92
Range92.302%
Minimum-33.725%
Maximum58.577%
Count2808
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.688% 1386 49.36% 1.820%
Negative -3.365% 1360 48.43% -1.630%
Zero 0.000% 62 2.21% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.35. Further, an Excess Kurtosis of 27.20 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -32.04%10.16%0.16%
-32.04% to -23.73%30.47%0.62%
-23.73% to -15.42%223.41%4.03%
-15.42% to -7.11%8312.87%16.90%
-7.11% to 1.20%22434.73%51.63%
1.20% to 9.51%21333.02%84.65%
9.51% to 17.82%6810.54%95.19%
17.82% to 26.13%203.10%98.29%
26.13% to 34.44%71.09%99.38%
Greater than 34.44%40.62%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -9.88%12.28% 78.14%68.27%
±2σ -20.96%23.36% 96.43%95.45%
±3σ -32.04%34.44% 99.22%99.73%
Descriptive Statistics
Mean1.201%
Standard Error0.436%
Median0.784%
Mode3.022%
Standard Deviation11.080%
Sample Variance122.764%
Kurtosis27.20
Skewness2.35
Range185.261%
Minimum-57.885%
Maximum127.376%
Count645
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.207% 343 53.18% 4.364%
Negative -6.802% 300 46.51% -3.164%
Zero 0.000% 2 0.31% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 13.23%
12 1 Year 12.28%
36 3 Years 14.01%
60 5 Years 16.76%
120 10 Years 15.17%
240 20 Years 17.20%
600 50 Years 14.95%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 7.01. Further, an Excess Kurtosis of 72.06 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -27.43%00.00%0.00%
-27.43% to -16.45%00.00%0.00%
-16.45% to -5.48%00.00%0.00%
-5.48% to 5.50%192.94%2.94%
5.50% to 16.48%42165.17%68.11%
16.48% to 27.46%14522.45%90.56%
27.46% to 38.44%355.42%95.98%
38.44% to 49.41%142.17%98.14%
49.41% to 60.39%50.77%98.92%
Greater than 60.39%71.08%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.84%31.12% 92.72%68.27%
±2σ -12.79%45.75% 97.99%95.45%
±3σ -27.43%60.39% 98.92%99.73%
Descriptive Statistics
Mean16.480%
Standard Error0.576%
Median13.251%
Mode11.111%
Standard Deviation14.637%
Sample Variance214.240%
Kurtosis72.06
Skewness7.01
Range200.959%
Minimum2.930%
Maximum203.889%
Count646
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 16.480% 646 100.00% 16.480%
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 2.03. Further, an Excess Kurtosis of 22.01 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -32.02%10.15%0.15%
-32.02% to -23.88%50.77%0.93%
-23.88% to -15.75%182.79%3.72%
-15.75% to -7.62%8012.38%16.10%
-7.62% to 0.52%23836.84%52.94%
0.52% to 8.65%20331.42%84.37%
8.65% to 16.79%6710.37%94.74%
16.79% to 24.92%213.25%97.99%
24.92% to 33.05%91.39%99.38%
Greater than 33.05%40.62%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -10.33%11.36% 77.71%68.27%
±2σ -21.17%22.21% 96.13%95.45%
±3σ -32.02%33.05% 99.23%99.73%
Descriptive Statistics
Mean0.518%
Standard Error0.427%
Median-0.146%
Mode0.000%
Standard Deviation10.845%
Sample Variance117.606%
Kurtosis22.01
Skewness2.03
Range174.086%
Minimum-57.191%
Maximum116.895%
Count646
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.070% 316 48.92% 3.948%
Negative -6.860% 323 50.00% -3.430%
Zero 0.000% 7 1.08% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.22. Further, an Excess Kurtosis of 41.64 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -62.66%00.00%0.00%
-62.66% to -46.05%10.47%0.47%
-46.05% to -29.44%73.26%3.72%
-29.44% to -12.83%2310.70%14.42%
-12.83% to 3.79%7333.95%48.37%
3.79% to 20.40%8238.14%86.51%
20.40% to 37.01%2511.63%98.14%
37.01% to 53.62%20.93%99.07%
53.62% to 70.23%10.47%99.53%
Greater than 70.23%10.47%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -18.36%25.94% 85.58%68.27%
±2σ -40.51%48.08% 97.21%95.45%
±3σ -62.66%70.23% 99.53%99.73%
Descriptive Statistics
Mean3.786%
Standard Error1.511%
Median4.009%
Mode-54.375%
Standard Deviation22.149%
Sample Variance490.599%
Kurtosis41.64
Skewness4.22
Range274.161%
Minimum-54.375%
Maximum219.786%
Count215
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 15.446% 124 57.67% 8.908%
Negative -12.238% 90 41.86% -5.123%
Zero 0.000% 1 0.47% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 22.92%
12 3 Years 24.62%
20 5 Years 29.27%
40 10 Years 26.86%
80 20 Years 31.77%
200 50 Years 27.18%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.43. Further, an Excess Kurtosis of 36.99 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -62.83%00.00%0.00%
-62.83% to -38.94%00.00%0.00%
-38.94% to -15.05%00.00%0.00%
-15.05% to 8.85%00.00%0.00%
8.85% to 32.74%14768.06%68.06%
32.74% to 56.63%5123.61%91.67%
56.63% to 80.52%115.09%96.76%
80.52% to 104.42%31.39%98.15%
104.42% to 128.31%00.00%98.15%
Greater than 128.31%41.85%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.88%64.59% 93.98%68.27%
±2σ -30.98%96.45% 97.69%95.45%
±3σ -62.83%128.31% 98.15%99.73%
Descriptive Statistics
Mean32.738%
Standard Error2.168%
Median24.669%
Mode9.836%
Standard Deviation31.857%
Sample Variance1014.872%
Kurtosis36.99
Skewness5.43
Range289.497%
Minimum9.836%
Maximum299.333%
Count216
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 32.738% 216 100.00% 32.738%
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 1.65. Further, an Excess Kurtosis of 7.27 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -57.98%10.46%0.46%
-57.98% to -43.18%00.00%0.46%
-43.18% to -28.38%20.93%1.39%
-28.38% to -13.57%3918.06%19.44%
-13.57% to 1.23%8338.43%57.87%
1.23% to 16.03%6027.78%85.65%
16.03% to 30.83%167.41%93.06%
30.83% to 45.63%83.70%96.76%
45.63% to 60.43%41.85%98.61%
Greater than 60.43%31.39%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -18.51%20.96% 79.63%68.27%
±2σ -38.24%40.70% 95.83%95.45%
±3σ -57.98%60.43% 98.15%99.73%
Descriptive Statistics
Mean1.227%
Standard Error1.343%
Median-2.648%
Mode-68.896%
Standard Deviation19.735%
Sample Variance389.459%
Kurtosis7.27
Skewness1.65
Range188.074%
Minimum-68.896%
Maximum119.178%
Count216
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 16.814% 96 44.44% 7.473%
Negative -11.243% 120 55.56% -6.246%
Zero 0.000% 0 0.00% 0.000%