Markets Data Volatility Heatmap Portfolio Calculator

GE Deep Analytical Report

GE Aerospace | Category: Equity Mega Cap | Ann. Div Yield: 0.43% ($1.44) | Last Updated: 2026-02-22 | Data Range: 1962-01-01 → 2026-02-01 (770 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 1.73% 1.48% 1.48% 2.67% 1.82% 2.05% 337.04 349.51 330.97 355.92
Weekly 3.89% 3.80% 3.83% 6.33% 4.00% 4.51% 329.76 357.23 316.83 371.81
Monthly 7.52% 8.51% 7.61% 13.75% 8.33% 9.38% 315.80 373.02 290.57 405.41
Quarterly 12.64% 14.99% 13.25% 25.52% 14.42% 16.25% 297.12 396.47 257.22 457.98
Annual — — — — 28.85% 32.49% 257.22 457.98 192.76 611.11
Option Time Horizon — — — — 11.09% 12.50% 307.18 383.49 274.92 428.49
Calculation Notes: Computed at 2026-02-22T14:17 UTC  |  Reference Contract: Call option expiring 2026-04-17 (54 days)  |  Spot Price (S): $343.22  |  Strike (K): $350.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $13.0500 (Bid $11.8500 / Ask $14.2500)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 0.43%  |  Binomial IV (Annual): 28.85% (CRR binomial tree, American, n=20 steps)  |  BS IV: 29.17% (European Black-Scholes)  |  Yahoo IV (Annual): 32.49% → 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
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 0.16. Further, an Excess Kurtosis of 8.30 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%4742.94%4.66%
-2.55% to -1.25%189311.73%16.39%
-1.25% to 0.05%572835.49%51.88%
0.05% to 1.35%511831.71%83.59%
1.35% to 2.65%183411.36%94.95%
2.65% to 3.96%5273.27%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% 78.59%68.27%
±2σ -3.41%3.52% 95.20%95.45%
±3σ -5.15%5.26% 98.36%99.73%
Descriptive Statistics
Mean0.054%
Standard Error0.014%
Median0.000%
Mode0.000%
Standard Deviation1.734%
Sample Variance3.008%
Kurtosis8.30
Skewness0.16
Range37.191%
Minimum-17.488%
Maximum19.703%
Count16140
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.282% 7845 48.61% 0.623%
Negative -1.212% 7574 46.93% -0.569%
Zero 0.000% 721 4.47% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 3.40%
20 1 Month 3.05%
60 1 Quarter 2.78%
250 1 Year 2.73%
750 3 Years 2.47%
1,250 5 Years 2.67%
2,500 10 Years 2.85%
5,000 20 Years 2.61%
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 30.46 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%223913.87%13.87%
0.98% to 2.09%800949.62%63.49%
2.09% to 3.21%369122.87%86.36%
3.21% to 4.32%12497.74%94.10%
4.32% to 5.43%4913.04%97.14%
5.43% to 6.54%2031.26%98.40%
Greater than 6.54%2591.60%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.61%3.58% 88.01%68.27%
±2σ -0.87%5.06% 96.43%95.45%
±3σ -2.35%6.54% 98.40%99.73%
Descriptive Statistics
Mean2.094%
Standard Error0.012%
Median1.730%
Mode2.083%
Standard Deviation1.482%
Sample Variance2.195%
Kurtosis30.46
Skewness3.88
Range28.735%
Minimum0.297%
Maximum29.032%
Count16141
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.094% 16141 100.00% 2.094%
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 6.23 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%1641.02%1.62%
-3.31% to -2.20%5723.54%5.17%
-2.20% to -1.09%195612.12%17.29%
-1.09% to 0.01%571835.43%52.71%
0.01% to 1.12%492630.52%83.23%
1.12% to 2.23%186911.58%94.81%
2.23% to 3.33%5173.20%98.01%
3.33% to 4.44%1921.19%99.20%
Greater than 4.44%1290.80%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.46%1.49% 77.41%68.27%
±2σ -2.94%2.96% 95.08%95.45%
±3σ -4.42%4.44% 98.59%99.73%
Descriptive Statistics
Mean0.013%
Standard Error0.012%
Median0.000%
Mode0.000%
Standard Deviation1.476%
Sample Variance2.178%
Kurtosis6.23
Skewness0.18
Range25.595%
Minimum-13.023%
Maximum12.572%
Count16141
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.104% 7636 47.31% 0.522%
Negative -1.074% 7661 47.46% -0.510%
Zero 0.000% 844 5.23% 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 6.13 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -11.39%290.87%0.87%
-11.39% to -8.48%270.81%1.67%
-8.48% to -5.56%1053.14%4.81%
-5.56% to -2.65%39611.84%16.65%
-2.65% to 0.27%118135.30%51.94%
0.27% to 3.18%101530.33%82.28%
3.18% to 6.10%40512.10%94.38%
6.10% to 9.01%1293.86%98.24%
9.01% to 11.93%381.14%99.37%
Greater than 11.93%210.63%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.62%4.15% 76.87%68.27%
±2σ -7.51%8.04% 94.68%95.45%
±3σ -11.39%11.93% 98.51%99.73%
Descriptive Statistics
Mean0.266%
Standard Error0.067%
Median0.146%
Mode0.000%
Standard Deviation3.887%
Sample Variance15.109%
Kurtosis6.13
Skewness0.09
Range58.783%
Minimum-28.419%
Maximum30.364%
Count3346
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.928% 1712 51.17% 1.498%
Negative -2.633% 1566 46.80% -1.232%
Zero 0.000% 68 2.03% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 7.00%
12 1 Quarter 6.75%
52 1 Year 6.68%
156 3 Years 5.80%
260 5 Years 6.33%
520 10 Years 6.85%
1,040 20 Years 6.17%
2,600 50 Years 5.40%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.47. Further, an Excess Kurtosis of 21.05 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 2.52%45013.44%13.44%
2.52% to 5.37%170550.94%64.39%
5.37% to 8.23%75022.41%86.79%
8.23% to 11.08%2477.38%94.17%
11.08% to 13.93%802.39%96.56%
13.93% to 16.78%511.52%98.09%
Greater than 16.78%641.91%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.57%9.18% 88.53%68.27%
±2σ -2.23%12.98% 96.06%95.45%
±3σ -6.03%16.78% 98.09%99.73%
Descriptive Statistics
Mean5.374%
Standard Error0.066%
Median4.412%
Mode2.381%
Standard Deviation3.802%
Sample Variance14.459%
Kurtosis21.05
Skewness3.47
Range52.842%
Minimum0.706%
Maximum53.548%
Count3347
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.374% 3347 100.00% 5.374%
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 1.20. Further, an Excess Kurtosis of 10.84 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -11.50%120.36%0.36%
-11.50% to -8.62%320.96%1.31%
-8.62% to -5.75%1053.14%4.45%
-5.75% to -2.87%45813.68%18.14%
-2.87% to 0.01%114034.06%52.20%
0.01% to 2.88%106131.70%83.90%
2.88% to 5.76%36210.82%94.71%
5.76% to 8.63%1063.17%97.88%
8.63% to 11.51%351.05%98.92%
Greater than 11.51%361.08%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.83%3.84% 77.50%68.27%
±2σ -7.66%7.67% 95.13%95.45%
±3σ -11.50%11.51% 98.57%99.73%
Descriptive Statistics
Mean0.006%
Standard Error0.066%
Median-0.063%
Mode0.000%
Standard Deviation3.834%
Sample Variance14.697%
Kurtosis10.84
Skewness1.20
Range60.231%
Minimum-18.440%
Maximum41.791%
Count3347
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.779% 1600 47.80% 1.328%
Negative -2.632% 1681 50.22% -1.322%
Zero 0.000% 66 1.97% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.22. Further, an Excess Kurtosis of 2.16 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -21.45%60.78%0.78%
-21.45% to -15.81%60.78%1.56%
-15.81% to -10.17%314.03%5.59%
-10.17% to -4.53%9712.61%18.21%
-4.53% to 1.10%27135.24%53.45%
1.10% to 6.74%21828.35%81.79%
6.74% to 12.38%9211.96%93.76%
12.38% to 18.02%324.16%97.92%
18.02% to 23.66%111.43%99.35%
Greater than 23.66%50.65%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.41%8.62% 74.51%68.27%
±2σ -13.93%16.14% 95.19%95.45%
±3σ -21.45%23.66% 98.57%99.73%
Descriptive Statistics
Mean1.104%
Standard Error0.271%
Median0.544%
Mode0.000%
Standard Deviation7.517%
Sample Variance56.506%
Kurtosis2.16
Skewness0.22
Range64.979%
Minimum-27.782%
Maximum37.197%
Count769
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 6.238% 411 53.45% 3.334%
Negative -4.885% 351 45.64% -2.230%
Zero 0.000% 7 0.91% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 13.65%
12 1 Year 13.57%
36 3 Years 12.62%
60 5 Years 13.75%
120 10 Years 15.00%
240 20 Years 13.55%
600 50 Years 11.64%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.97. Further, an Excess Kurtosis of 26.46 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -13.35%00.00%0.00%
-13.35% to -6.96%00.00%0.00%
-6.96% to -0.58%00.00%0.00%
-0.58% to 5.80%8410.91%10.91%
5.80% to 12.19%41954.42%65.32%
12.19% to 18.57%16721.69%87.01%
18.57% to 24.96%547.01%94.03%
24.96% to 31.34%243.12%97.14%
31.34% to 37.72%91.17%98.31%
Greater than 37.72%131.69%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 3.68%20.70% 90.39%68.27%
±2σ -4.84%29.21% 96.88%95.45%
±3σ -13.35%37.72% 98.31%99.73%
Descriptive Statistics
Mean12.188%
Standard Error0.307%
Median9.835%
Mode6.195%
Standard Deviation8.512%
Sample Variance72.459%
Kurtosis26.46
Skewness3.97
Range91.517%
Minimum1.839%
Maximum93.356%
Count770
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 12.188% 770 100.00% 12.188%
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 3.98 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -23.12%20.26%0.26%
-23.12% to -17.42%91.17%1.43%
-17.42% to -11.71%253.25%4.68%
-11.71% to -6.00%10313.38%18.05%
-6.00% to -0.29%24932.34%50.39%
-0.29% to 5.42%25833.51%83.90%
5.42% to 11.13%8010.39%94.29%
11.13% to 16.84%283.64%97.92%
16.84% to 22.55%60.78%98.70%
Greater than 22.55%101.30%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.90%7.32% 75.71%68.27%
±2σ -15.51%14.94% 95.58%95.45%
±3σ -23.12%22.55% 98.44%99.73%
Descriptive Statistics
Mean-0.289%
Standard Error0.274%
Median-0.402%
Mode0.000%
Standard Deviation7.612%
Sample Variance57.938%
Kurtosis3.98
Skewness0.82
Range67.938%
Minimum-26.575%
Maximum41.363%
Count770
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.614% 358 46.49% 2.610%
Negative -5.553% 402 52.21% -2.899%
Zero 0.000% 10 1.30% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.07. Further, an Excess Kurtosis of 1.79 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -34.63%20.78%0.78%
-34.63% to -25.15%31.17%1.95%
-25.15% to -15.68%93.50%5.45%
-15.68% to -6.20%3714.40%19.84%
-6.20% to 3.28%8131.52%51.36%
3.28% to 12.76%7629.57%80.93%
12.76% to 22.24%3212.45%93.39%
22.24% to 31.71%114.28%97.67%
31.71% to 41.19%41.56%99.22%
Greater than 41.19%20.78%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -9.36%15.92% 71.21%68.27%
±2σ -21.99%28.55% 95.72%95.45%
±3σ -34.63%41.19% 98.44%99.73%
Descriptive Statistics
Mean3.280%
Standard Error0.788%
Median3.050%
Mode-45.327%
Standard Deviation12.637%
Sample Variance159.694%
Kurtosis1.79
Skewness0.07
Range98.719%
Minimum-45.327%
Maximum53.392%
Count257
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 10.309% 163 63.42% 6.538%
Negative -8.907% 94 36.58% -3.258%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 22.17%
12 3 Years 24.97%
20 5 Years 25.52%
40 10 Years 26.69%
80 20 Years 23.49%
200 50 Years 20.12%
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 15.94 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -22.68%00.00%0.00%
-22.68% to -11.44%00.00%0.00%
-11.44% to -0.20%00.00%0.00%
-0.20% to 11.04%3011.63%11.63%
11.04% to 22.28%14054.26%65.89%
22.28% to 33.52%5420.93%86.82%
33.52% to 44.77%207.75%94.57%
44.77% to 56.01%41.55%96.12%
56.01% to 67.25%51.94%98.06%
Greater than 67.25%51.94%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 7.29%37.27% 88.37%68.27%
±2σ -7.70%52.26% 94.96%95.45%
±3σ -22.68%67.25% 98.06%99.73%
Descriptive Statistics
Mean22.283%
Standard Error0.933%
Median18.258%
Mode16.667%
Standard Deviation14.989%
Sample Variance224.682%
Kurtosis15.94
Skewness3.24
Range120.206%
Minimum4.540%
Maximum124.746%
Count258
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 22.283% 258 100.00% 22.283%
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 1.75. Further, an Excess Kurtosis of 8.07 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -40.70%00.00%0.00%
-40.70% to -30.76%10.39%0.39%
-30.76% to -20.82%62.33%2.71%
-20.82% to -10.89%4316.67%19.38%
-10.89% to -0.95%9837.98%57.36%
-0.95% to 8.99%6525.19%82.56%
8.99% to 18.93%3212.40%94.96%
18.93% to 28.86%83.10%98.06%
28.86% to 38.80%20.78%98.84%
Greater than 38.80%31.16%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -14.20%12.30% 74.81%68.27%
±2σ -27.45%25.55% 96.12%95.45%
±3σ -40.70%38.80% 98.84%99.73%
Descriptive Statistics
Mean-0.950%
Standard Error0.825%
Median-2.239%
Mode-34.391%
Standard Deviation13.250%
Sample Variance175.558%
Kurtosis8.07
Skewness1.75
Range117.626%
Minimum-34.391%
Maximum83.235%
Count258
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 11.434% 95 36.82% 4.210%
Negative -8.217% 162 62.79% -5.160%
Zero 0.000% 1 0.39% 0.000%