Markets Data Volatility Heatmap Portfolio Calculator

GE Deep Analytical Report

GE Aerospace | Category: Equity Mega Cap | Ann. Div Yield: 0.50% ($1.44) | Last Updated: 2026-03-24 | Data Range: 1962-01-01 → 2026-03-01 (771 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 1.74% 1.48% 1.48% 2.65% 2.61% 2.70% 287.14 302.50 279.76 310.49
Weekly 3.89% 3.80% 3.83% 6.30% 5.74% 5.94% 278.29 312.12 262.78 330.54
Monthly 7.53% 8.52% 7.63% 13.77% 11.94% 12.37% 261.55 332.10 232.11 374.21
Quarterly 12.63% 14.98% 13.24% 25.89% 20.68% 21.42% 239.66 362.43 194.89 445.70
Annual — — — — 41.36% 42.84% 194.89 445.70 128.87 674.02
Option Time Horizon — — — — 15.61% 16.17% 252.12 344.52 215.68 402.73
Calculation Notes: Computed at 2026-03-23T16:32 UTC  |  Reference Contract: Call option expiring 2026-05-15 (52 days)  |  Spot Price (S): $294.72  |  Strike (K): $300.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $16.6750 (Bid $16.3500 / Ask $17.0000)  |  Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 0.50%  |  Binomial IV (Annual): 41.36% (CRR binomial tree, American, n=20 steps)  |  BS IV: 41.62% (European Black-Scholes)  |  Yahoo IV (Annual): 42.84% → 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
2026-03-09 $0.4700
2025-12-29 $0.3600
2025-09-29 $0.3600
2025-07-07 $0.3600
2025-03-10 $0.3600
2024-12-27 $0.2800
2024-09-26 $0.2800
2024-07-11 $0.2800
2024-04-12 $0.2800
2023-12-27 $0.0638
2023-09-25 $0.0638
2023-07-10 $0.0638
2023-03-06 $0.0638
2022-12-14 $0.0498
2022-09-26 $0.0498
2022-06-27 $0.0498
2022-03-07 $0.0498
2021-12-20 $0.0498
2021-09-24 $0.0498
2021-06-25 $0.0498
2021-03-05 $0.0498
2020-12-18 $0.0498
2020-09-25 $0.0498
2020-06-26 $0.0498
2020-03-06 $0.0498
2019-12-20 $0.0498
2019-09-13 $0.0498
2019-06-28 $0.0498
2019-03-08 $0.0498
2018-12-19 $0.0479
2018-09-14 $0.5751
2018-06-15 $0.5751
2018-02-23 $0.5751
2017-12-26 $0.5751
2017-09-15 $1.1502
2017-06-15 $1.1502
2017-02-23 $1.1502
2016-12-22 $1.1502
2016-09-15 $1.1023
2016-06-16 $1.1023
2016-02-25 $1.1023
2015-12-17 $1.1023
2015-09-17 $1.1023
2015-06-18 $1.1023
2015-02-19 $1.1023
2014-12-18 $1.1023
2014-09-18 $1.0543
2014-06-19 $1.0543
2014-02-20 $1.0543
2013-12-19 $1.0543
2013-09-19 $0.9106
2013-06-20 $0.9106
2013-02-21 $0.9106
2012-12-20 $0.9106
2012-09-20 $0.8147
2012-06-21 $0.8147
2012-06-15 $0.2636
2012-02-23 $0.8147
2011-12-22 $0.8147
2011-09-15 $0.7189
2011-06-16 $0.7189
2011-02-24 $0.6709
2010-12-22 $0.6709
2010-09-16 $0.5751
2010-06-17 $0.4792
2010-02-25 $0.4792
2009-12-23 $0.4792
2009-09-17 $0.4792
2009-06-18 $0.4792
2009-02-19 $1.4857
2008-12-24 $1.4857
2008-09-18 $1.4857
2008-06-19 $1.4857
2008-02-21 $1.4857
2007-12-20 $1.4857
2007-09-20 $1.3419
2007-06-21 $1.3419
2007-02-22 $1.3419
2006-12-21 $1.3419
2006-09-21 $1.1981
2006-06-22 $1.1981
2006-02-23 $1.1981
2005-12-22 $1.1981
2005-09-22 $1.0543
2005-06-23 $1.0543
2005-02-24 $1.0543
2004-12-22 $1.0543
2004-09-23 $0.9585
2004-06-24 $0.9585
2004-02-26 $0.9585
2003-12-29 $0.9585
2003-09-25 $0.9106
2003-06-26 $0.9106
2003-02-26 $0.9106
2002-12-27 $0.9106
2002-09-25 $0.8626
2002-06-26 $0.8626
2002-02-27 $0.8626
2001-12-27 $0.8626
2001-09-26 $0.7668
2001-07-05 $0.7668
2001-03-05 $0.7668
2000-12-27 $0.7668
2000-09-29 $0.6566
2000-07-05 $0.6566
2000-03-06 $0.6550
1999-12-22 $0.6550
1999-09-28 $0.5591
1999-07-06 $0.5591
1999-03-04 $0.5591
1998-12-29 $0.5591
1998-09-28 $0.4792
1998-07-06 $0.4792
1998-03-05 $0.4792
1997-12-29 $0.4792
1997-09-26 $0.4153
1997-07-02 $0.4153
1997-03-04 $0.4153
1996-12-27 $0.4153
1996-09-26 $0.3674
1996-07-01 $0.3674
1996-03-04 $0.3674
1995-12-27 $0.3674
1995-09-27 $0.3275
1995-06-30 $0.3275
1995-03-01 $0.3275
1994-12-23 $0.3275
1994-09-26 $0.2875
1994-06-28 $0.2875
1994-03-02 $0.2875
1993-12-27 $0.2875
1993-09-20 $0.2516
1993-06-02 $0.2516
1993-03-03 $0.2516
1992-12-01 $0.2516
1992-09-21 $0.2356
1992-06-02 $0.2197
1992-03-03 $0.2197
1991-12-03 $0.2197
1991-09-20 $0.2037
1991-05-31 $0.2037
1991-02-28 $0.2037
1990-12-03 $0.2037
1990-09-20 $0.1877
1990-05-31 $0.1877
1990-02-28 $0.1877
1989-12-04 $0.1877
1989-09-21 $0.1637
1989-06-06 $0.1637
1989-03-01 $0.1637
1988-12-02 $0.1398
1988-09-21 $0.1398
1988-06-07 $0.1398
1988-03-02 $0.1398
1987-12-01 $0.1398
1987-09-23 $0.1318
1987-06-08 $0.1318
1987-03-02 $0.1258
1986-12-02 $0.1258
1986-09-23 $0.1158
1986-06-02 $0.1158
1986-02-28 $0.1158
1985-12-02 $0.1158
1985-09-24 $0.1098
1985-05-31 $0.1098
1985-02-28 $0.1098
1984-11-30 $0.1098
1984-09-25 $0.0998
1984-06-01 $0.0998
1984-03-01 $0.0998
1983-11-30 $0.0998
1983-09-27 $0.0949
1983-06-09 $0.0949
1983-03-02 $0.0849
1982-11-30 $0.0849
1982-09-28 $0.0849
1982-06-03 $0.0849
1982-03-03 $0.0799
1981-12-01 $0.0799
1981-09-15 $0.0799
1981-06-04 $0.0799
1981-03-02 $0.0749
1980-12-02 $0.0749
1980-09-16 $0.0749
1980-05-30 $0.0749
1980-02-29 $0.0699
1979-11-30 $0.0699
1979-09-18 $0.0699
1979-05-31 $0.0699
1979-02-28 $0.0649
1978-11-30 $0.0649
1978-09-12 $0.0649
1978-06-01 $0.0649
1978-01-03 $0.0549
1977-11-30 $0.0549
1977-09-20 $0.0549
1977-06-02 $0.0549
1977-03-03 $0.0449
1976-12-15 $0.0449
1976-09-14 $0.0449
1976-06-10 $0.0399
1976-03-03 $0.0399
1975-12-02 $0.0399
1975-09-16 $0.0399
1975-06-05 $0.0399
1975-02-28 $0.0399
1974-12-03 $0.0399
1974-09-17 $0.0399
1974-06-06 $0.0399
1974-02-28 $0.0399
1973-11-30 $0.0399
1973-08-16 $0.0399
1973-06-07 $0.0349
1973-02-28 $0.0349
1972-11-30 $0.0349
1972-09-19 $0.0349
1972-06-08 $0.0349
1972-03-01 $0.0349
1971-12-02 $0.0349
1971-09-21 $0.0349
1971-06-17 $0.0349
1971-03-03 $0.0324
1970-12-07 $0.0324
1970-09-21 $0.0324
1970-06-11 $0.0324
1970-03-03 $0.0324
1969-12-04 $0.0324
1969-09-15 $0.0324
1969-06-05 $0.0324
1969-02-28 $0.0324
1968-12-05 $0.0324
1968-05-29 $0.0324
1968-02-29 $0.0324
1967-12-05 $0.0324
1967-07-26 $0.0082
1967-06-06 $0.0324
1967-03-07 $0.0324
1966-12-06 $0.0324
1966-09-13 $0.0324
1966-06-07 $0.0324
1966-03-08 $0.0324
1965-12-07 $0.0324
1965-09-21 $0.0324
1965-06-15 $0.0275
1965-03-09 $0.0275
1964-12-08 $0.0275
1964-09-15 $0.0275
1964-06-16 $0.0275
1964-03-10 $0.0275
1963-12-10 $0.0275
1963-09-12 $0.0250
1963-06-18 $0.0250
1963-03-12 $0.0250
1962-12-18 $0.0250
1962-09-18 $0.0250
1962-06-12 $0.0250
1962-03-13 $0.0250
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.15. Further, an Excess Kurtosis of 8.28 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -5.15%1250.77%0.77%
-5.15% to -3.85%1530.95%1.72%
-3.85% to -2.55%4742.93%4.65%
-2.55% to -1.25%189311.71%16.37%
-1.25% to 0.05%573835.51%51.87%
0.05% to 1.35%512431.71%83.58%
1.35% to 2.66%183911.38%94.96%
2.66% to 3.96%5273.26%98.22%
3.96% to 5.26%1480.92%99.13%
Greater than 5.26%1400.87%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.68%1.79% 78.60%68.27%
±2σ -3.42%3.52% 95.20%95.45%
±3σ -5.15%5.26% 98.36%99.73%
Descriptive Statistics
Mean0.053%
Standard Error0.014%
Median0.000%
Mode0.000%
Standard Deviation1.735%
Sample Variance3.010%
Kurtosis8.28
Skewness0.15
Range37.191%
Minimum-17.488%
Maximum19.703%
Count16161
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.282% 7852 48.59% 0.623%
Negative -1.213% 7588 46.95% -0.570%
Zero 0.000% 721 4.46% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 3.42%
20 1 Month 3.54%
60 1 Quarter 3.10%
250 1 Year 2.78%
750 3 Years 2.48%
1,250 5 Years 2.65%
2,500 10 Years 2.87%
5,000 20 Years 2.62%
12,500 50 Years 2.31%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.88. Further, an Excess Kurtosis of 30.38 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -2.35%00.00%0.00%
-2.35% to -1.24%00.00%0.00%
-1.24% to -0.13%00.00%0.00%
-0.13% to 0.98%225213.93%13.93%
0.98% to 2.10%800949.55%63.49%
2.10% to 3.21%368822.82%86.31%
3.21% to 4.32%12587.78%94.09%
4.32% to 5.43%4913.04%97.13%
5.43% to 6.54%2041.26%98.39%
Greater than 6.54%2601.61%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.61%3.58% 87.95%68.27%
±2σ -0.87%5.06% 96.42%95.45%
±3σ -2.35%6.54% 98.39%99.73%
Descriptive Statistics
Mean2.095%
Standard Error0.012%
Median1.732%
Mode2.083%
Standard Deviation1.482%
Sample Variance2.196%
Kurtosis30.38
Skewness3.88
Range28.735%
Minimum0.297%
Maximum29.032%
Count16162
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.095% 16162 100.00% 2.095%
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 0.18. Further, an Excess Kurtosis of 6.22 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -4.42%980.61%0.61%
-4.42% to -3.31%1641.01%1.62%
-3.31% to -2.20%5733.55%5.17%
-2.20% to -1.09%195812.11%17.28%
-1.09% to 0.01%572335.41%52.69%
0.01% to 1.12%493430.53%83.22%
1.12% to 2.23%187111.58%94.80%
2.23% to 3.33%5193.21%98.01%
3.33% to 4.44%1931.19%99.20%
Greater than 4.44%1290.80%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.46%1.49% 77.40%68.27%
±2σ -2.94%2.96% 95.08%95.45%
±3σ -4.42%4.44% 98.60%99.73%
Descriptive Statistics
Mean0.013%
Standard Error0.012%
Median0.000%
Mode0.000%
Standard Deviation1.476%
Sample Variance2.178%
Kurtosis6.22
Skewness0.18
Range25.595%
Minimum-13.023%
Maximum12.572%
Count16162
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.104% 7649 47.33% 0.522%
Negative -1.074% 7669 47.45% -0.510%
Zero 0.000% 844 5.22% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.09. Further, an Excess Kurtosis of 6.12 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -11.40%290.87%0.87%
-11.40% to -8.48%270.81%1.67%
-8.48% to -5.57%1073.19%4.87%
-5.57% to -2.65%39611.82%16.69%
-2.65% to 0.26%118035.22%51.91%
0.26% to 3.18%101730.36%82.27%
3.18% to 6.09%40612.12%94.39%
6.09% to 9.01%1293.85%98.24%
9.01% to 11.92%381.13%99.37%
Greater than 11.92%210.63%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.62%4.15% 76.81%68.27%
±2σ -7.51%8.04% 94.69%95.45%
±3σ -11.40%11.92% 98.51%99.73%
Descriptive Statistics
Mean0.262%
Standard Error0.067%
Median0.144%
Mode0.000%
Standard Deviation3.887%
Sample Variance15.112%
Kurtosis6.12
Skewness0.09
Range58.783%
Minimum-28.419%
Maximum30.364%
Count3350
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.927% 1713 51.13% 1.497%
Negative -2.637% 1569 46.84% -1.235%
Zero 0.000% 68 2.03% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 8.42%
12 1 Quarter 7.50%
52 1 Year 6.76%
156 3 Years 5.84%
260 5 Years 6.30%
520 10 Years 6.89%
1,040 20 Years 6.19%
2,600 50 Years 5.41%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.46. Further, an Excess Kurtosis of 21.00 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.03%00.00%0.00%
-6.03% to -3.18%00.00%0.00%
-3.18% to -0.33%00.00%0.00%
-0.33% to 2.53%45313.52%13.52%
2.53% to 5.38%170350.82%64.34%
5.38% to 8.23%75022.38%86.72%
8.23% to 11.08%2507.46%94.18%
11.08% to 13.94%802.39%96.57%
13.94% to 16.79%511.52%98.09%
Greater than 16.79%641.91%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.58%9.18% 88.39%68.27%
±2σ -2.23%12.98% 96.06%95.45%
±3σ -6.03%16.79% 98.12%99.73%
Descriptive Statistics
Mean5.378%
Standard Error0.066%
Median4.418%
Mode2.381%
Standard Deviation3.803%
Sample Variance14.461%
Kurtosis21.00
Skewness3.46
Range52.842%
Minimum0.706%
Maximum53.548%
Count3351
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.378% 3351 100.00% 5.378%
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 1.19. Further, an Excess Kurtosis of 10.81 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -11.49%120.36%0.36%
-11.49% to -8.62%320.95%1.31%
-8.62% to -5.74%1063.16%4.48%
-5.74% to -2.86%45713.64%18.11%
-2.86% to 0.01%114134.05%52.16%
0.01% to 2.89%106131.66%83.83%
2.89% to 5.76%36410.86%94.69%
5.76% to 8.64%1073.19%97.88%
8.64% to 11.51%351.04%98.93%
Greater than 11.51%361.07%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.82%3.85% 77.44%68.27%
±2σ -7.66%7.68% 95.14%95.45%
±3σ -11.49%11.51% 98.57%99.73%
Descriptive Statistics
Mean0.011%
Standard Error0.066%
Median-0.061%
Mode0.000%
Standard Deviation3.834%
Sample Variance14.699%
Kurtosis10.81
Skewness1.19
Range60.231%
Minimum-18.440%
Maximum41.791%
Count3351
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.783% 1603 47.84% 1.331%
Negative -2.631% 1682 50.19% -1.321%
Zero 0.000% 66 1.97% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.21. Further, an Excess Kurtosis of 2.14 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -21.50%60.78%0.78%
-21.50% to -15.86%60.78%1.56%
-15.86% to -10.21%314.03%5.58%
-10.21% to -4.56%9712.60%18.18%
-4.56% to 1.08%27135.19%53.38%
1.08% to 6.73%21928.44%81.82%
6.73% to 12.38%9211.95%93.77%
12.38% to 18.02%324.16%97.92%
18.02% to 23.67%111.43%99.35%
Greater than 23.67%50.65%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.44%8.61% 74.42%68.27%
±2σ -13.97%16.14% 95.19%95.45%
±3σ -21.50%23.67% 98.57%99.73%
Descriptive Statistics
Mean1.085%
Standard Error0.271%
Median0.524%
Mode0.000%
Standard Deviation7.529%
Sample Variance56.690%
Kurtosis2.14
Skewness0.21
Range64.979%
Minimum-27.782%
Maximum37.197%
Count770
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 6.237% 411 53.38% 3.329%
Negative -4.909% 352 45.71% -2.244%
Zero 0.000% 7 0.91% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 16.11%
12 1 Year 14.20%
36 3 Years 12.79%
60 5 Years 13.77%
120 10 Years 15.09%
240 20 Years 13.61%
600 50 Years 11.66%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.96. Further, an Excess Kurtosis of 26.35 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -13.34%00.00%0.00%
-13.34% to -6.96%00.00%0.00%
-6.96% to -0.57%00.00%0.00%
-0.57% to 5.82%8511.02%11.02%
5.82% to 12.20%41954.35%65.37%
12.20% to 18.59%16621.53%86.90%
18.59% to 24.98%557.13%94.03%
24.98% to 31.36%243.11%97.15%
31.36% to 37.75%91.17%98.31%
Greater than 37.75%131.69%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 3.69%20.72% 90.27%68.27%
±2σ -4.83%29.24% 96.89%95.45%
±3σ -13.34%37.75% 98.31%99.73%
Descriptive Statistics
Mean12.204%
Standard Error0.307%
Median9.836%
Mode6.195%
Standard Deviation8.516%
Sample Variance72.527%
Kurtosis26.35
Skewness3.96
Range91.517%
Minimum1.839%
Maximum93.356%
Count771
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 12.204% 771 100.00% 12.204%
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 0.82. Further, an Excess Kurtosis of 3.93 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -23.15%20.26%0.26%
-23.15% to -17.43%91.17%1.43%
-17.43% to -11.71%253.24%4.67%
-11.71% to -5.99%10413.49%18.16%
-5.99% to -0.27%24932.30%50.45%
-0.27% to 5.45%25833.46%83.92%
5.45% to 11.17%7910.25%94.16%
11.17% to 16.89%293.76%97.92%
16.89% to 22.61%60.78%98.70%
Greater than 22.61%101.30%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.89%7.36% 76.01%68.27%
±2σ -15.52%14.99% 95.46%95.45%
±3σ -23.15%22.61% 98.44%99.73%
Descriptive Statistics
Mean-0.268%
Standard Error0.275%
Median-0.396%
Mode0.000%
Standard Deviation7.627%
Sample Variance58.170%
Kurtosis3.93
Skewness0.82
Range67.938%
Minimum-26.575%
Maximum41.363%
Count771
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.641% 359 46.56% 2.627%
Negative -5.553% 402 52.14% -2.895%
Zero 0.000% 10 1.30% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.08. Further, an Excess Kurtosis of 1.80 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -34.67%20.78%0.78%
-34.67% to -25.20%20.78%1.56%
-25.20% to -15.73%103.89%5.45%
-15.73% to -6.25%3714.40%19.84%
-6.25% to 3.22%8031.13%50.97%
3.22% to 12.70%7729.96%80.93%
12.70% to 22.17%3212.45%93.39%
22.17% to 31.64%114.28%97.67%
31.64% to 41.12%41.56%99.22%
Greater than 41.12%20.78%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -9.41%15.85% 71.21%68.27%
±2σ -22.04%28.48% 95.72%95.45%
±3σ -34.67%41.12% 98.44%99.73%
Descriptive Statistics
Mean3.221%
Standard Error0.788%
Median2.970%
Mode-45.327%
Standard Deviation12.632%
Sample Variance159.578%
Kurtosis1.80
Skewness0.08
Range98.719%
Minimum-45.327%
Maximum53.392%
Count257
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 10.299% 162 63.03% 6.492%
Negative -8.849% 95 36.97% -3.271%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 24.05%
12 3 Years 25.59%
20 5 Years 25.89%
40 10 Years 26.87%
80 20 Years 23.59%
200 50 Years 20.16%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.24. Further, an Excess Kurtosis of 15.95 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -22.62%00.00%0.00%
-22.62% to -11.39%00.00%0.00%
-11.39% to -0.15%00.00%0.00%
-0.15% to 11.08%3011.63%11.63%
11.08% to 22.32%13953.88%65.50%
22.32% to 33.55%5521.32%86.82%
33.55% to 44.79%207.75%94.57%
44.79% to 56.02%41.55%96.12%
56.02% to 67.26%51.94%98.06%
Greater than 67.26%51.94%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 7.34%37.30% 88.37%68.27%
±2σ -7.64%52.28% 94.96%95.45%
±3σ -22.62%67.26% 98.06%99.73%
Descriptive Statistics
Mean22.318%
Standard Error0.933%
Median18.286%
Mode16.667%
Standard Deviation14.981%
Sample Variance224.443%
Kurtosis15.95
Skewness3.24
Range120.206%
Minimum4.540%
Maximum124.746%
Count258
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 22.318% 258 100.00% 22.318%
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 1.74. Further, an Excess Kurtosis of 8.08 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -40.61%00.00%0.00%
-40.61% to -30.68%10.39%0.39%
-30.68% to -20.75%62.33%2.71%
-20.75% to -10.82%4216.28%18.99%
-10.82% to -0.90%10038.76%57.75%
-0.90% to 9.03%6525.19%82.95%
9.03% to 18.96%3112.02%94.96%
18.96% to 28.89%83.10%98.06%
28.89% to 38.82%20.78%98.84%
Greater than 38.82%31.16%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -14.13%12.34% 74.81%68.27%
±2σ -27.37%25.58% 96.12%95.45%
±3σ -40.61%38.82% 98.84%99.73%
Descriptive Statistics
Mean-0.895%
Standard Error0.824%
Median-2.106%
Mode-34.391%
Standard Deviation13.237%
Sample Variance175.231%
Kurtosis8.08
Skewness1.74
Range117.626%
Minimum-34.391%
Maximum83.235%
Count258
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 11.348% 96 37.21% 4.222%
Negative -8.200% 161 62.40% -5.117%
Zero 0.000% 1 0.39% 0.000%