Markets Data Volatility Heatmap Portfolio Calculator

F Deep Analytical Report

Ford Motor Company | Category: Equity Mega Cap | Ann. Div Yield: 4.35% ($0.60) | Last Updated: 2026-02-22 | Data Range: 1972-06-01 → 2026-02-01 (645 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% 3.20% 1.71% 1.75% 13.77 14.25 13.54 14.50
Weekly 5.19% 6.41% 5.04% 7.61% 3.77% 3.86% 13.49 14.55 12.99 15.11
Monthly 11.07% 14.65% 10.83% 16.66% 7.85% 8.03% 12.95 15.15 11.97 16.39
Quarterly 22.12% 31.91% 19.71% 28.34% 13.60% 13.92% 12.23 16.05 10.67 18.39
Annual — — — — 27.19% 27.83% 10.67 18.39 8.13 24.13
Option Time Horizon — — — — 10.46% 10.71% 12.62 15.55 11.37 17.27
Calculation Notes: Computed at 2026-02-22T14:24 UTC  |  Reference Contract: Call option expiring 2026-04-17 (54 days)  |  Spot Price (S): $14.01  |  Strike (K): $15.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $0.2350 (Bid $0.2200 / Ask $0.2500)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 4.35%  |  Binomial IV (Annual): 27.19% (CRR binomial tree, American, n=20 steps)  |  BS IV: 27.50% (European Black-Scholes)  |  Yahoo IV (Annual): 27.83% → 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 0.46. Further, an Excess Kurtosis of 13.60 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%1110.82%1.40%
-5.00% to -3.32%4173.08%4.47%
-3.32% to -1.63%162712.01%16.49%
-1.63% to 0.06%491336.28%52.77%
0.06% to 1.74%421531.13%83.89%
1.74% to 3.43%149011.00%94.90%
3.43% to 5.11%4433.27%98.17%
5.11% 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% 78.32%68.27%
±2σ -4.44%4.55% 95.52%95.45%
±3σ -6.69%6.80% 98.63%99.73%
Descriptive Statistics
Mean0.056%
Standard Error0.019%
Median0.000%
Mode0.000%
Standard Deviation2.248%
Sample Variance5.054%
Kurtosis13.60
Skewness0.46
Range54.518%
Minimum-25.000%
Maximum29.518%
Count13542
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.686% 6398 47.25% 0.797%
Negative -1.556% 6442 47.57% -0.740%
Zero 0.000% 702 5.18% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 2.36%
20 1 Month 2.17%
60 1 Quarter 2.02%
250 1 Year 2.63%
750 3 Years 2.73%
1,250 5 Years 3.20%
2,500 10 Years 2.89%
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 22.57. Further, an Excess Kurtosis of 1133.44 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -5.06%00.00%0.00%
-5.06% to -3.12%00.00%0.00%
-3.12% to -1.18%00.00%0.00%
-1.18% to 0.76%2281.68%1.68%
0.76% to 2.71%854163.07%64.75%
2.71% to 4.65%348225.71%90.46%
4.65% to 6.59%8486.26%96.72%
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% 93.48%68.27%
±2σ -2.47%7.88% 98.12%95.45%
±3σ -5.06%10.47% 99.16%99.73%
Descriptive Statistics
Mean2.705%
Standard Error0.022%
Median2.219%
Mode1.923%
Standard Deviation2.589%
Sample Variance6.704%
Kurtosis1133.44
Skewness22.57
Range160.278%
Minimum0.198%
Maximum160.476%
Count13543
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.705% 13543 100.00% 2.705%
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 30.87 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%4403.25%4.53%
-2.84% to -1.37%161711.94%16.47%
-1.37% to 0.09%474735.05%51.52%
0.09% to 1.56%438932.41%83.93%
1.56% to 3.02%155011.45%95.38%
3.02% to 4.49%4233.12%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% 78.90%68.27%
±2σ -3.81%4.00% 95.81%95.45%
±3σ -5.77%5.95% 98.82%99.73%
Descriptive Statistics
Mean0.091%
Standard Error0.017%
Median0.000%
Mode0.000%
Standard Deviation1.953%
Sample Variance3.814%
Kurtosis30.87
Skewness1.31
Range66.423%
Minimum-27.961%
Maximum38.462%
Count13543
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.434% 6642 49.04% 0.703%
Negative -1.377% 6027 44.50% -0.613%
Zero 0.000% 874 6.45% 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 13.63 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -15.28%150.54%0.54%
-15.28% to -11.39%210.75%1.28%
-11.39% to -7.50%883.14%4.42%
-7.50% to -3.61%33912.09%16.52%
-3.61% to 0.28%99635.53%52.05%
0.28% to 4.17%89732.00%84.05%
4.17% to 8.06%29910.67%94.72%
8.06% to 11.96%983.50%98.22%
11.96% to 15.85%250.89%99.11%
Greater than 15.85%250.89%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.91%5.47% 79.17%68.27%
±2σ -10.09%10.66% 95.58%95.45%
±3σ -15.28%15.85% 98.57%99.73%
Descriptive Statistics
Mean0.282%
Standard Error0.098%
Median0.000%
Mode0.000%
Standard Deviation5.188%
Sample Variance26.916%
Kurtosis13.63
Skewness1.14
Range98.691%
Minimum-35.230%
Maximum63.461%
Count2803
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.856% 1398 49.88% 1.923%
Negative -3.419% 1346 48.02% -1.642%
Zero 0.000% 59 2.10% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 4.51%
12 1 Quarter 4.53%
52 1 Year 5.84%
156 3 Years 6.45%
260 5 Years 7.61%
520 10 Years 6.92%
1,040 20 Years 7.80%
2,600 50 Years 6.91%
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 268.84 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -12.14%00.00%0.00%
-12.14% to -7.33%00.00%0.00%
-7.33% to -2.52%00.00%0.00%
-2.52% to 2.29%853.03%3.03%
2.29% to 7.10%175462.55%65.58%
7.10% to 11.90%69524.79%90.37%
11.90% to 16.71%1696.03%96.40%
16.71% to 21.52%451.60%98.00%
21.52% to 26.33%240.86%98.86%
Greater than 26.33%321.14%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.68%13.51% 93.54%68.27%
±2σ -5.73%19.92% 97.54%95.45%
±3σ -12.14%26.33% 98.86%99.73%
Descriptive Statistics
Mean7.096%
Standard Error0.121%
Median5.756%
Mode5.000%
Standard Deviation6.412%
Sample Variance41.108%
Kurtosis268.84
Skewness11.70
Range189.618%
Minimum1.339%
Maximum190.957%
Count2804
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.096% 2804 100.00% 7.096%
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 0.93. Further, an Excess Kurtosis of 11.87 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -14.92%140.50%0.50%
-14.92% to -11.14%210.75%1.25%
-11.14% to -7.37%883.14%4.39%
-7.37% to -3.59%34412.27%16.65%
-3.59% to 0.18%97834.88%51.53%
0.18% to 3.96%92933.13%84.66%
3.96% to 7.74%28610.20%94.86%
7.74% to 11.51%923.28%98.15%
11.51% to 15.29%281.00%99.14%
Greater than 15.29%240.86%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.85%5.22% 79.32%68.27%
±2σ -9.88%10.26% 95.26%95.45%
±3σ -14.92%15.29% 98.64%99.73%
Descriptive Statistics
Mean0.185%
Standard Error0.095%
Median0.000%
Mode0.000%
Standard Deviation5.035%
Sample Variance25.355%
Kurtosis11.87
Skewness0.93
Range92.302%
Minimum-33.725%
Maximum58.577%
Count2804
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.686% 1382 49.29% 1.817%
Negative -3.365% 1360 48.50% -1.632%
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 2.36. Further, an Excess Kurtosis of 27.35 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -31.98%10.16%0.16%
-31.98% to -23.68%30.47%0.62%
-23.68% to -15.38%213.26%3.88%
-15.38% to -7.08%8613.35%17.24%
-7.08% to 1.23%22334.63%51.86%
1.23% to 9.53%21132.76%84.63%
9.53% to 17.83%6810.56%95.19%
17.83% to 26.13%203.11%98.29%
26.13% to 34.43%71.09%99.38%
Greater than 34.43%40.62%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -9.84%12.29% 78.26%68.27%
±2σ -20.91%23.36% 96.43%95.45%
±3σ -31.98%34.43% 99.22%99.73%
Descriptive Statistics
Mean1.226%
Standard Error0.436%
Median0.796%
Mode3.022%
Standard Deviation11.068%
Sample Variance122.500%
Kurtosis27.35
Skewness2.36
Range185.261%
Minimum-57.885%
Maximum127.376%
Count644
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.206% 343 53.26% 4.371%
Negative -6.772% 299 46.43% -3.144%
Zero 0.000% 2 0.31% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 8.49%
12 1 Year 11.54%
36 3 Years 13.84%
60 5 Years 16.66%
120 10 Years 15.07%
240 20 Years 17.15%
600 50 Years 14.93%
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 71.96 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -27.48%00.00%0.00%
-27.48% to -16.49%00.00%0.00%
-16.49% to -5.51%00.00%0.00%
-5.51% to 5.48%192.95%2.95%
5.48% to 16.47%42165.27%68.22%
16.47% to 27.45%14422.33%90.54%
27.45% to 38.44%355.43%95.97%
38.44% to 49.43%142.17%98.14%
49.43% to 60.41%50.78%98.91%
Greater than 60.41%71.09%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.82%31.12% 92.71%68.27%
±2σ -12.83%45.76% 97.98%95.45%
±3σ -27.48%60.41% 98.91%99.73%
Descriptive Statistics
Mean16.466%
Standard Error0.577%
Median13.251%
Mode11.111%
Standard Deviation14.649%
Sample Variance214.603%
Kurtosis71.96
Skewness7.01
Range200.959%
Minimum2.930%
Maximum203.889%
Count645
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 16.466% 645 100.00% 16.466%
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 2.04. Further, an Excess Kurtosis of 22.17 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -32.00%10.16%0.16%
-32.00% to -23.88%50.78%0.93%
-23.88% to -15.76%182.79%3.72%
-15.76% to -7.63%8012.40%16.12%
-7.63% to 0.49%23636.59%52.71%
0.49% to 8.62%20531.78%84.50%
8.62% to 16.74%6610.23%94.73%
16.74% to 24.86%213.26%97.98%
24.86% to 32.99%91.40%99.38%
Greater than 32.99%40.62%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -10.34%11.32% 77.83%68.27%
±2σ -21.17%22.16% 96.12%95.45%
±3σ -32.00%32.99% 99.22%99.73%
Descriptive Statistics
Mean0.492%
Standard Error0.427%
Median-0.293%
Mode0.000%
Standard Deviation10.832%
Sample Variance117.337%
Kurtosis22.17
Skewness2.04
Range174.086%
Minimum-57.191%
Maximum116.895%
Count645
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.040% 315 48.84% 3.926%
Negative -6.858% 323 50.08% -3.434%
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 4.24. Further, an Excess Kurtosis of 41.84 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -62.49%00.00%0.00%
-62.49% to -45.91%10.47%0.47%
-45.91% to -29.32%73.26%3.72%
-29.32% to -12.73%2210.23%13.95%
-12.73% to 3.86%7635.35%49.30%
3.86% to 20.45%8037.21%86.51%
20.45% to 37.04%2511.63%98.14%
37.04% to 53.62%20.93%99.07%
53.62% to 70.21%10.47%99.53%
Greater than 70.21%10.47%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -18.26%25.98% 85.58%68.27%
±2σ -40.38%48.09% 97.21%95.45%
±3σ -62.49%70.21% 99.53%99.73%
Descriptive Statistics
Mean3.859%
Standard Error1.508%
Median4.009%
Mode-54.375%
Standard Deviation22.118%
Sample Variance489.185%
Kurtosis41.84
Skewness4.24
Range274.161%
Minimum-54.375%
Maximum219.786%
Count215
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 15.339% 125 58.14% 8.918%
Negative -12.222% 89 41.40% -5.059%
Zero 0.000% 1 0.47% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 18.25%
12 3 Years 23.07%
20 5 Years 28.34%
40 10 Years 26.39%
80 20 Years 31.54%
200 50 Years 27.09%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.41. Further, an Excess Kurtosis of 36.81 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -63.10%00.00%0.00%
-63.10% to -39.17%00.00%0.00%
-39.17% to -15.23%00.00%0.00%
-15.23% to 8.70%10.46%0.46%
8.70% to 32.63%14667.59%68.06%
32.63% to 56.56%5123.61%91.67%
56.56% to 80.49%115.09%96.76%
80.49% to 104.42%31.39%98.15%
104.42% to 128.35%00.00%98.15%
Greater than 128.35%41.85%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.72%64.53% 93.98%68.27%
±2σ -31.19%96.44% 97.69%95.45%
±3σ -63.10%128.35% 98.15%99.73%
Descriptive Statistics
Mean32.627%
Standard Error2.171%
Median24.602%
Mode6.213%
Standard Deviation31.908%
Sample Variance1018.101%
Kurtosis36.81
Skewness5.41
Range293.120%
Minimum6.213%
Maximum299.333%
Count216
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 32.627% 216 100.00% 32.627%
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 1.66. Further, an Excess Kurtosis of 7.36 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 -43.20%00.00%0.46%
-43.20% to -28.42%20.93%1.39%
-28.42% to -13.64%3817.59%18.98%
-13.64% to 1.14%8539.35%58.33%
1.14% to 15.92%6027.78%86.11%
15.92% to 30.70%156.94%93.06%
30.70% to 45.48%73.24%96.30%
45.48% to 60.26%52.31%98.61%
Greater than 60.26%31.39%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -18.56%20.85% 79.63%68.27%
±2σ -38.27%40.55% 95.83%95.45%
±3σ -57.97%60.26% 98.15%99.73%
Descriptive Statistics
Mean1.143%
Standard Error1.341%
Median-2.648%
Mode-68.896%
Standard Deviation19.706%
Sample Variance388.332%
Kurtosis7.36
Skewness1.66
Range188.074%
Minimum-68.896%
Maximum119.178%
Count216
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 16.813% 95 43.98% 7.395%
Negative -11.159% 121 56.02% -6.251%
Zero 0.000% 0 0.00% 0.000%