GILD - 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	2.93%	2.93%	2.77%	2.11%	1.72%	1.81%	148.81	154.03	146.27	156.71
Weekly	6.36%	6.85%	6.35%	4.89%	3.80%	3.98%	145.76	157.26	140.33	163.34
Monthly	11.45%	13.88%	10.92%	10.59%	7.90%	8.28%	139.90	163.85	129.27	177.32
Quarterly	19.32%	25.51%	18.18%	17.44%	13.68%	14.33%	132.04	173.60	115.15	199.06
Annual	—	—	—	—	27.37%	28.67%	115.15	199.06	87.58	261.73
Option Time Horizon	—	—	—	—	10.53%	11.03%	136.27	168.21	122.66	186.88

Calculation Notes: Computed at 2026-02-22T14:18 UTC | Reference Contract: Call option expiring 2026-04-17 (54 days) | Spot Price (S): $151.40 | Strike (K): $155.00 (first OTM call ≥ spot) | Observed Mid-Price: $5.0000 (Bid $4.8500 / Ask $5.1500) | Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury) | Dividend Yield (q): 2.09% | Binomial IV (Annual): 27.37% (CRR binomial tree, American, n=20 steps) | BS IV: 27.71% (European Black-Scholes) | Yahoo IV (Annual): 28.67% → 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
2025-12-15	$0.7900
2025-09-15	$0.7900
2025-06-13	$0.7900
2025-03-14	$0.7900
2024-12-13	$0.7700
2024-09-13	$0.7700
2024-06-14	$0.7700
2024-03-14	$0.7700
2023-12-14	$0.7500
2023-09-14	$0.7500
2023-06-14	$0.7500
2023-03-14	$0.7500
2022-12-14	$0.7300
2022-09-14	$0.7300
2022-06-14	$0.7300
2022-03-14	$0.7300
2021-12-14	$0.7100
2021-09-14	$0.7100
2021-06-14	$0.7100
2021-03-12	$0.7100
2020-12-14	$0.6800
2020-09-14	$0.6800
2020-06-11	$0.6800
2020-03-12	$0.6800
2019-12-12	$0.6300
2019-09-12	$0.6300
2019-06-13	$0.6300
2019-03-14	$0.6300
2018-12-13	$0.5700
2018-09-13	$0.5700
2018-06-14	$0.5700
2018-03-15	$0.5700
2017-12-14	$0.5200
2017-09-14	$0.5200
2017-06-14	$0.5200
2017-03-14	$0.5200
2016-12-13	$0.4700
2016-09-14	$0.4700
2016-06-14	$0.4700
2016-03-14	$0.4300
2015-12-14	$0.4300
2015-09-14	$0.4300
2015-06-12	$0.4300

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.41. Further, an Excess Kurtosis of 6.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -8.68%	69	0.81%	0.81%
-8.68% to -6.48%	89	1.04%	1.84%
-6.48% to -4.29%	251	2.93%	4.77%
-4.29% to -2.09%	832	9.71%	14.48%
-2.09% to 0.11%	3265	38.11%	52.59%
0.11% to 2.31%	2867	33.46%	86.05%
2.31% to 4.51%	731	8.53%	94.58%
4.51% to 6.71%	235	2.74%	97.33%
6.71% to 8.90%	124	1.45%	98.77%
Greater than 8.90%	105	1.23%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.82%	3.04%	80.67%	68.27%
±2σ	-5.75%	5.97%	94.11%	95.45%
±3σ	-8.68%	8.90%	97.97%	99.73%

Descriptive Statistics

Mean	0.111%
Standard Error	0.032%
Median	0.000%
Mode	0.000%
Standard Deviation	2.931%
Sample Variance	8.592%
Kurtosis	6.82
Skewness	0.41
Range	47.770%
Minimum	-23.022%
Maximum	24.748%
Count	8568

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.039%	4253	49.64%	1.012%
Negative	-1.900%	4064	47.43%	-0.901%
Zero	0.000%	251	2.93%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	2.25%
20	1 Month	2.82%
60	1 Quarter	2.59%
250	1 Year	2.69%
750	3 Years	2.20%
1,250	5 Years	2.11%
2,500	10 Years	2.20%
5,000	20 Years	2.44%
12,500	50 Years	3.70%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.69. Further, an Excess Kurtosis of 11.70 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -5.15%	0	0.00%	0.00%
-5.15% to -2.95%	0	0.00%	0.00%
-2.95% to -0.75%	0	0.00%	0.00%
-0.75% to 1.45%	1158	13.51%	13.51%
1.45% to 3.64%	4554	53.15%	66.66%
3.64% to 5.84%	1524	17.79%	84.44%
5.84% to 8.04%	668	7.80%	92.24%
8.04% to 10.24%	346	4.04%	96.28%
10.24% to 12.43%	134	1.56%	97.84%
Greater than 12.43%	185	2.16%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.71%	6.57%	87.49%	68.27%
±2σ	-2.22%	9.50%	95.29%	95.45%
±3σ	-5.15%	12.43%	97.84%	99.73%

Descriptive Statistics

Mean	3.644%
Standard Error	0.032%
Median	2.674%
Mode	3.704%
Standard Deviation	2.930%
Sample Variance	8.582%
Kurtosis	11.70
Skewness	2.69
Range	35.087%
Minimum	0.490%
Maximum	35.577%
Count	8569

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.644%	8569	100.00%	3.644%
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 0.50. Further, an Excess Kurtosis of 7.39 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -8.20%	67	0.78%	0.78%
-8.20% to -6.13%	125	1.46%	2.24%
-6.13% to -4.05%	242	2.82%	5.06%
-4.05% to -1.98%	778	9.08%	14.14%
-1.98% to 0.10%	3284	38.32%	52.47%
0.10% to 2.17%	2877	33.57%	86.04%
2.17% to 4.25%	728	8.50%	94.54%
4.25% to 6.33%	258	3.01%	97.55%
6.33% to 8.40%	119	1.39%	98.94%
Greater than 8.40%	91	1.06%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.67%	2.87%	80.79%	68.27%
±2σ	-5.43%	5.63%	94.00%	95.45%
±3σ	-8.20%	8.40%	98.16%	99.73%

Descriptive Statistics

Mean	0.099%
Standard Error	0.030%
Median	0.000%
Mode	0.000%
Standard Deviation	2.767%
Sample Variance	7.656%
Kurtosis	7.39
Skewness	0.50
Range	47.764%
Minimum	-17.857%
Maximum	29.907%
Count	8569

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.921%	4241	49.49%	0.951%
Negative	-1.789%	4078	47.59%	-0.851%
Zero	0.000%	250	2.92%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.45. Further, an Excess Kurtosis of 4.61 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -18.56%	9	0.51%	0.51%
-18.56% to -13.79%	26	1.46%	1.97%
-13.79% to -9.02%	55	3.09%	5.06%
-9.02% to -4.25%	184	10.35%	15.41%
-4.25% to 0.52%	642	36.11%	51.52%
0.52% to 5.29%	615	34.59%	86.11%
5.29% to 10.06%	137	7.71%	93.81%
10.06% to 14.83%	66	3.71%	97.53%
14.83% to 19.60%	19	1.07%	98.59%
Greater than 19.60%	25	1.41%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.84%	6.88%	79.64%	68.27%
±2σ	-12.20%	13.24%	94.04%	95.45%
±3σ	-18.56%	19.60%	98.09%	99.73%

Descriptive Statistics

Mean	0.520%
Standard Error	0.151%
Median	0.297%
Mode	0.000%
Standard Deviation	6.359%
Sample Variance	40.440%
Kurtosis	4.61
Skewness	0.45
Range	74.649%
Minimum	-34.439%
Maximum	40.210%
Count	1778

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.572%	945	53.15%	2.430%
Negative	-4.188%	811	45.61%	-1.910%
Zero	0.000%	22	1.24%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	5.73%
12	1 Quarter	5.81%
52	1 Year	5.96%
156	3 Years	5.14%
260	5 Years	4.89%
520	10 Years	5.10%
1,040	20 Years	5.59%
2,600	50 Years	8.40%

High-to-Low 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 8.61 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -11.69%	0	0.00%	0.00%
-11.69% to -6.55%	0	0.00%	0.00%
-6.55% to -1.41%	0	0.00%	0.00%
-1.41% to 3.73%	285	16.02%	16.02%
3.73% to 8.86%	895	50.31%	66.33%
8.86% to 14.00%	309	17.37%	83.70%
14.00% to 19.14%	143	8.04%	91.74%
19.14% to 24.28%	73	4.10%	95.84%
24.28% to 29.42%	39	2.19%	98.03%
Greater than 29.42%	35	1.97%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.01%	15.72%	86.12%	68.27%
±2σ	-4.84%	22.57%	94.72%	95.45%
±3σ	-11.69%	29.42%	98.03%	99.73%

Descriptive Statistics

Mean	8.864%
Standard Error	0.162%
Median	6.575%
Mode	11.111%
Standard Deviation	6.852%
Sample Variance	46.951%
Kurtosis	8.61
Skewness	2.36
Range	66.873%
Minimum	0.966%
Maximum	67.839%
Count	1779

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	8.864%	1779	100.00%	8.864%
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 0.91. Further, an Excess Kurtosis of 7.79 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -19.05%	11	0.62%	0.62%
-19.05% to -14.29%	22	1.24%	1.85%
-14.29% to -9.52%	63	3.54%	5.40%
-9.52% to -4.76%	170	9.56%	14.95%
-4.76% to 0.00%	688	38.67%	53.63%
0.00% to 4.76%	566	31.82%	85.44%
4.76% to 9.53%	165	9.27%	94.72%
9.53% to 14.29%	49	2.75%	97.47%
14.29% to 19.05%	22	1.24%	98.71%
Greater than 19.05%	23	1.29%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.35%	6.35%	79.76%	68.27%
±2σ	-12.70%	12.70%	94.10%	95.45%
±3σ	-19.05%	19.05%	98.09%	99.73%

Descriptive Statistics

Mean	0.002%
Standard Error	0.151%
Median	-0.212%
Mode	0.000%
Standard Deviation	6.351%
Sample Variance	40.334%
Kurtosis	7.79
Skewness	0.91
Range	81.909%
Minimum	-28.346%
Maximum	53.563%
Count	1779

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.570%	825	46.37%	2.119%
Negative	-4.081%	923	51.88%	-2.117%
Zero	0.000%	31	1.74%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.92. Further, an Excess Kurtosis of 3.72 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -32.30%	0	0.00%	0.00%
-32.30% to -23.71%	6	1.47%	1.47%
-23.71% to -15.13%	15	3.67%	5.13%
-15.13% to -6.54%	49	11.98%	17.11%
-6.54% to 2.05%	151	36.92%	54.03%
2.05% to 10.64%	120	29.34%	83.37%
10.64% to 19.23%	44	10.76%	94.13%
19.23% to 27.82%	13	3.18%	97.31%
27.82% to 36.40%	5	1.22%	98.53%
Greater than 36.40%	6	1.47%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.40%	13.50%	77.75%	68.27%
±2σ	-20.85%	24.95%	94.38%	95.45%
±3σ	-32.30%	36.40%	98.53%	99.73%

Descriptive Statistics

Mean	2.050%
Standard Error	0.566%
Median	1.099%
Mode	1.281%
Standard Deviation	11.451%
Sample Variance	131.118%
Kurtosis	3.72
Skewness	0.92
Range	91.078%
Minimum	-27.660%
Maximum	63.418%
Count	409

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	9.424%	224	54.77%	5.161%
Negative	-6.916%	184	44.99%	-3.111%
Zero	0.000%	1	0.24%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	13.42%
12	1 Year	12.35%
36	3 Years	10.96%
60	5 Years	10.59%
120	10 Years	10.83%
240	20 Years	11.81%
600	50 Years	17.72%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.72. Further, an Excess Kurtosis of 2.99 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -21.81%	0	0.00%	0.00%
-21.81% to -11.40%	0	0.00%	0.00%
-11.40% to -0.99%	0	0.00%	0.00%
-0.99% to 9.42%	83	20.24%	20.24%
9.42% to 19.83%	185	45.12%	65.37%
19.83% to 30.24%	66	16.10%	81.46%
30.24% to 40.65%	43	10.49%	91.95%
40.65% to 51.06%	14	3.41%	95.37%
51.06% to 61.47%	10	2.44%	97.80%
Greater than 61.47%	9	2.20%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	5.95%	33.71%	84.15%	68.27%
±2σ	-7.93%	47.59%	93.66%	95.45%
±3σ	-21.81%	61.47%	97.80%	99.73%

Descriptive Statistics

Mean	19.828%
Standard Error	0.685%
Median	14.892%
Mode	6.444%
Standard Deviation	13.879%
Sample Variance	192.636%
Kurtosis	2.99
Skewness	1.72
Range	75.510%
Minimum	4.378%
Maximum	79.888%
Count	410

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	19.828%	410	100.00%	19.828%
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 0.46. Further, an Excess Kurtosis of 2.25 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -33.48%	2	0.49%	0.49%
-33.48% to -25.29%	5	1.22%	1.71%
-25.29% to -17.10%	12	2.93%	4.63%
-17.10% to -8.91%	52	12.68%	17.32%
-8.91% to -0.73%	138	33.66%	50.98%
-0.73% to 7.46%	136	33.17%	84.15%
7.46% to 15.65%	38	9.27%	93.41%
15.65% to 23.84%	17	4.15%	97.56%
23.84% to 32.02%	6	1.46%	99.02%
Greater than 32.02%	4	0.98%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.64%	10.19%	77.56%	68.27%
±2σ	-22.56%	21.11%	93.41%	95.45%
±3σ	-33.48%	32.02%	98.54%	99.73%

Descriptive Statistics

Mean	-0.726%
Standard Error	0.539%
Median	-1.152%
Mode	-10.717%
Standard Deviation	10.917%
Sample Variance	119.182%
Kurtosis	2.25
Skewness	0.46
Range	85.124%
Minimum	-39.379%
Maximum	45.745%
Count	410

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	8.002%	186	45.37%	3.630%
Negative	-7.973%	224	54.63%	-4.356%
Zero	0.000%	0	0.00%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.68. Further, an Excess Kurtosis of 1.99 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -51.92%	0	0.00%	0.00%
-51.92% to -37.43%	2	1.46%	1.46%
-37.43% to -22.94%	4	2.92%	4.38%
-22.94% to -8.44%	21	15.33%	19.71%
-8.44% to 6.05%	42	30.66%	50.36%
6.05% to 20.54%	42	30.66%	81.02%
20.54% to 35.03%	18	13.14%	94.16%
35.03% to 49.53%	4	2.92%	97.08%
49.53% to 64.02%	2	1.46%	98.54%
Greater than 64.02%	2	1.46%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-13.28%	25.37%	74.45%	68.27%
±2σ	-32.60%	44.70%	93.43%	95.45%
±3σ	-51.92%	64.02%	98.54%	99.73%

Descriptive Statistics

Mean	6.049%
Standard Error	1.651%
Median	5.445%
Mode	-38.158%
Standard Deviation	19.324%
Sample Variance	373.408%
Kurtosis	1.99
Skewness	0.68
Range	121.491%
Minimum	-38.158%
Maximum	83.333%
Count	137

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	16.975%	85	62.04%	10.532%
Negative	-11.810%	52	37.96%	-4.483%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	17.23%
12	3 Years	17.94%
20	5 Years	17.44%
40	10 Years	17.14%
80	20 Years	19.97%
200	50 Years	30.63%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.82. Further, an Excess Kurtosis of 3.62 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -40.59%	0	0.00%	0.00%
-40.59% to -21.46%	0	0.00%	0.00%
-21.46% to -2.33%	0	0.00%	0.00%
-2.33% to 16.80%	30	21.74%	21.74%
16.80% to 35.93%	62	44.93%	66.67%
35.93% to 55.06%	23	16.67%	83.33%
55.06% to 74.19%	11	7.97%	91.30%
74.19% to 93.32%	5	3.62%	94.93%
93.32% to 112.45%	5	3.62%	98.55%
Greater than 112.45%	2	1.45%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	10.42%	61.44%	86.23%	68.27%
±2σ	-15.09%	86.95%	94.20%	95.45%
±3σ	-40.59%	112.45%	98.55%	99.73%

Descriptive Statistics

Mean	35.931%
Standard Error	2.171%
Median	28.150%
Mode	23.400%
Standard Deviation	25.508%
Sample Variance	650.634%
Kurtosis	3.62
Skewness	1.82
Range	135.855%
Minimum	9.529%
Maximum	145.384%
Count	138

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	35.931%	138	100.00%	35.931%
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 1.03. Further, an Excess Kurtosis of 2.54 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -56.81%	0	0.00%	0.00%
-56.81% to -43.17%	1	0.72%	0.72%
-43.17% to -29.53%	5	3.62%	4.35%
-29.53% to -15.90%	21	15.22%	19.57%
-15.90% to -2.26%	51	36.96%	56.52%
-2.26% to 11.38%	36	26.09%	82.61%
11.38% to 25.01%	16	11.59%	94.20%
25.01% to 38.65%	3	2.17%	96.38%
38.65% to 52.28%	2	1.45%	97.83%
Greater than 52.28%	3	2.17%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-20.44%	15.92%	77.54%	68.27%
±2σ	-38.62%	34.10%	94.93%	95.45%
±3σ	-56.81%	52.28%	97.83%	99.73%

Descriptive Statistics

Mean	-2.261%
Standard Error	1.548%
Median	-5.538%
Mode	6.073%
Standard Deviation	18.182%
Sample Variance	330.574%
Kurtosis	2.54
Skewness	1.03
Range	108.613%
Minimum	-45.455%
Maximum	63.158%
Count	138

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	14.868%	54	39.13%	5.818%
Negative	-13.273%	84	60.87%	-8.079%
Zero	0.000%	0	0.00%	0.000%

GILD Deep Analytical Report