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%	2.76%	2.12%	2.15%	2.22%	134.52	140.44	131.65	143.50
Weekly	6.35%	6.85%	6.35%	4.89%	4.74%	4.89%	131.08	144.13	125.01	151.13
Monthly	11.44%	13.87%	10.91%	10.60%	9.87%	10.19%	124.53	151.71	112.82	167.46
Quarterly	19.34%	25.49%	18.18%	17.56%	17.10%	17.64%	115.84	163.09	97.63	193.50
Annual	—	—	—	—	34.20%	35.29%	97.63	193.50	69.35	272.41
Option Time Horizon	—	—	—	—	12.91%	13.32%	120.80	156.39	106.17	177.94

Calculation Notes: Computed at 2026-03-23T16:33 UTC | Reference Contract: Call option expiring 2026-05-15 (52 days) | Spot Price (S): $137.45 | Strike (K): $140.00 (first OTM call ≥ spot) | Observed Mid-Price: $6.1000 (Bid $5.9000 / Ask $6.3000) | Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury) | Dividend Yield (q): 2.30% | Binomial IV (Annual): 34.20% (CRR binomial tree, American, n=20 steps) | BS IV: 34.51% (European Black-Scholes) | Yahoo IV (Annual): 35.29% → 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
2026-03-13	$0.8200
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 6.83 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	0.80%	0.80%
-8.68% to -6.48%	90	1.05%	1.85%
-6.48% to -4.28%	250	2.91%	4.76%
-4.28% to -2.09%	835	9.72%	14.48%
-2.09% to 0.11%	3275	38.13%	52.61%
0.11% to 2.31%	2873	33.45%	86.06%
2.31% to 4.50%	733	8.53%	94.60%
4.50% to 6.70%	235	2.74%	97.33%
6.70% to 8.90%	123	1.43%	98.77%
Greater than 8.90%	106	1.23%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.82%	3.04%	80.72%	68.27%
±2σ	-5.75%	5.97%	94.12%	95.45%
±3σ	-8.68%	8.90%	97.96%	99.73%

Descriptive Statistics

Mean	0.110%
Standard Error	0.032%
Median	0.000%
Mode	0.000%
Standard Deviation	2.929%
Sample Variance	8.577%
Kurtosis	6.83
Skewness	0.41
Range	47.770%
Minimum	-23.022%
Maximum	24.748%
Count	8589

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.037%	4261	49.61%	1.011%
Negative	-1.898%	4077	47.47%	-0.901%
Zero	0.000%	251	2.92%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	2.53%
20	1 Month	2.48%
60	1 Quarter	2.66%
250	1 Year	2.69%
750	3 Years	2.21%
1,250	5 Years	2.12%
2,500	10 Years	2.20%
5,000	20 Years	2.43%
12,500	50 Years	3.69%

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 11.73 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -5.14%	0	0.00%	0.00%
-5.14% to -2.95%	0	0.00%	0.00%
-2.95% to -0.75%	0	0.00%	0.00%
-0.75% to 1.45%	1158	13.48%	13.48%
1.45% to 3.64%	4570	53.20%	66.68%
3.64% to 5.83%	1528	17.79%	84.47%
5.83% to 8.03%	668	7.78%	92.25%
8.03% to 10.23%	346	4.03%	96.27%
10.23% to 12.42%	134	1.56%	97.83%
Greater than 12.42%	186	2.17%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.71%	6.57%	87.52%	68.27%
±2σ	-2.21%	9.49%	95.27%	95.45%
±3σ	-5.14%	12.42%	97.83%	99.73%

Descriptive Statistics

Mean	3.640%
Standard Error	0.032%
Median	2.671%
Mode	3.704%
Standard Deviation	2.927%
Sample Variance	8.566%
Kurtosis	11.73
Skewness	2.69
Range	35.087%
Minimum	0.490%
Maximum	35.577%
Count	8590

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.640%	8590	100.00%	3.640%
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 7.40 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -8.19%	68	0.79%	0.79%
-8.19% to -6.12%	125	1.46%	2.25%
-6.12% to -4.05%	242	2.82%	5.06%
-4.05% to -1.97%	781	9.09%	14.16%
-1.97% to 0.10%	3288	38.28%	52.43%
0.10% to 2.17%	2889	33.63%	86.07%
2.17% to 4.25%	727	8.46%	94.53%
4.25% to 6.32%	259	3.02%	97.54%
6.32% to 8.39%	119	1.39%	98.93%
Greater than 8.39%	92	1.07%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.66%	2.86%	80.78%	68.27%
±2σ	-5.43%	5.63%	93.98%	95.45%
±3σ	-8.19%	8.39%	98.14%	99.73%

Descriptive Statistics

Mean	0.100%
Standard Error	0.030%
Median	0.000%
Mode	0.000%
Standard Deviation	2.764%
Sample Variance	7.642%
Kurtosis	7.40
Skewness	0.50
Range	47.764%
Minimum	-17.857%
Maximum	29.907%
Count	8590

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.919%	4254	49.52%	0.950%
Negative	-1.788%	4086	47.57%	-0.850%
Zero	0.000%	250	2.91%	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 4.62 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -18.55%	9	0.51%	0.51%
-18.55% to -13.78%	26	1.46%	1.96%
-13.78% to -9.02%	55	3.09%	5.05%
-9.02% to -4.25%	184	10.33%	15.38%
-4.25% to 0.51%	646	36.25%	51.63%
0.51% to 5.28%	613	34.40%	86.03%
5.28% to 10.04%	138	7.74%	93.77%
10.04% to 14.81%	67	3.76%	97.53%
14.81% to 19.57%	19	1.07%	98.60%
Greater than 19.57%	25	1.40%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.84%	6.87%	79.63%	68.27%
±2σ	-12.20%	13.22%	94.05%	95.45%
±3σ	-18.55%	19.58%	98.09%	99.73%

Descriptive Statistics

Mean	0.513%
Standard Error	0.151%
Median	0.280%
Mode	0.000%
Standard Deviation	6.354%
Sample Variance	40.377%
Kurtosis	4.62
Skewness	0.45
Range	74.649%
Minimum	-34.439%
Maximum	40.210%
Count	1782

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.572%	945	53.03%	2.425%
Negative	-4.179%	815	45.73%	-1.911%
Zero	0.000%	22	1.24%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	5.39%
12	1 Quarter	6.22%
52	1 Year	5.88%
156	3 Years	5.19%
260	5 Years	4.89%
520	10 Years	5.11%
1,040	20 Years	5.60%
2,600	50 Years	8.39%

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 8.64 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -11.68%	0	0.00%	0.00%
-11.68% to -6.55%	0	0.00%	0.00%
-6.55% to -1.41%	0	0.00%	0.00%
-1.41% to 3.72%	285	15.98%	15.98%
3.72% to 8.86%	898	50.36%	66.35%
8.86% to 13.99%	309	17.33%	83.68%
13.99% to 19.13%	144	8.08%	91.76%
19.13% to 24.26%	72	4.04%	95.79%
24.26% to 29.39%	40	2.24%	98.04%
Greater than 29.39%	35	1.96%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.01%	15.70%	86.20%	68.27%
±2σ	-4.84%	22.55%	94.73%	95.45%
±3σ	-11.68%	29.39%	98.04%	99.73%

Descriptive Statistics

Mean	8.857%
Standard Error	0.162%
Median	6.575%
Mode	11.111%
Standard Deviation	6.846%
Sample Variance	46.869%
Kurtosis	8.64
Skewness	2.36
Range	66.873%
Minimum	0.966%
Maximum	67.839%
Count	1783

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	8.857%	1783	100.00%	8.857%
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 7.80 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -19.03%	11	0.62%	0.62%
-19.03% to -14.27%	22	1.23%	1.85%
-14.27% to -9.51%	63	3.53%	5.38%
-9.51% to -4.75%	170	9.53%	14.92%
-4.75% to 0.01%	689	38.64%	53.56%
0.01% to 4.77%	570	31.97%	85.53%
4.77% to 9.53%	164	9.20%	94.73%
9.53% to 14.29%	47	2.64%	97.36%
14.29% to 19.05%	24	1.35%	98.71%
Greater than 19.05%	23	1.29%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.34%	6.35%	79.75%	68.27%
±2σ	-12.68%	12.70%	94.05%	95.45%
±3σ	-19.03%	19.05%	98.09%	99.73%

Descriptive Statistics

Mean	0.008%
Standard Error	0.150%
Median	-0.207%
Mode	0.000%
Standard Deviation	6.346%
Sample Variance	40.273%
Kurtosis	7.80
Skewness	0.91
Range	81.909%
Minimum	-28.346%
Maximum	53.563%
Count	1783

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.566%	828	46.44%	2.120%
Negative	-4.076%	924	51.82%	-2.112%
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 3.73 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -32.31%	0	0.00%	0.00%
-32.31% to -23.73%	6	1.46%	1.46%
-23.73% to -15.14%	15	3.66%	5.12%
-15.14% to -6.56%	50	12.20%	17.32%
-6.56% to 2.02%	151	36.83%	54.15%
2.02% to 10.61%	120	29.27%	83.41%
10.61% to 19.19%	44	10.73%	94.15%
19.19% to 27.77%	13	3.17%	97.32%
27.77% to 36.35%	5	1.22%	98.54%
Greater than 36.35%	6	1.46%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.42%	13.47%	77.56%	68.27%
±2σ	-20.87%	24.91%	94.39%	95.45%
±3σ	-32.31%	36.35%	98.54%	99.73%

Descriptive Statistics

Mean	2.022%
Standard Error	0.565%
Median	1.026%
Mode	1.281%
Standard Deviation	11.444%
Sample Variance	130.966%
Kurtosis	3.73
Skewness	0.92
Range	91.078%
Minimum	-27.660%
Maximum	63.418%
Count	410

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	9.414%	224	54.63%	5.143%
Negative	-6.917%	185	45.12%	-3.121%
Zero	0.000%	1	0.24%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	14.19%
12	1 Year	12.05%
36	3 Years	11.00%
60	5 Years	10.60%
120	10 Years	10.84%
240	20 Years	11.81%
600	50 Years	17.70%

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 3.00 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -21.80%	0	0.00%	0.00%
-21.80% to -11.40%	0	0.00%	0.00%
-11.40% to -1.00%	0	0.00%	0.00%
-1.00% to 9.40%	82	19.95%	19.95%
9.40% to 19.80%	187	45.50%	65.45%
19.80% to 30.21%	66	16.06%	81.51%
30.21% to 40.61%	43	10.46%	91.97%
40.61% to 51.01%	13	3.16%	95.13%
51.01% to 61.41%	11	2.68%	97.81%
Greater than 61.41%	9	2.19%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	5.94%	33.67%	84.18%	68.27%
±2σ	-7.93%	47.55%	93.67%	95.45%
±3σ	-21.80%	61.41%	97.81%	99.73%

Descriptive Statistics

Mean	19.805%
Standard Error	0.684%
Median	14.890%
Mode	6.444%
Standard Deviation	13.870%
Sample Variance	192.379%
Kurtosis	3.00
Skewness	1.72
Range	75.510%
Minimum	4.378%
Maximum	79.888%
Count	411

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	19.805%	411	100.00%	19.805%
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 -33.43%	2	0.49%	0.49%
-33.43% to -25.25%	5	1.22%	1.70%
-25.25% to -17.07%	13	3.16%	4.87%
-17.07% to -8.88%	52	12.65%	17.52%
-8.88% to -0.70%	138	33.58%	51.09%
-0.70% to 7.48%	135	32.85%	83.94%
7.48% to 15.66%	39	9.49%	93.43%
15.66% to 23.85%	17	4.14%	97.57%
23.85% to 32.03%	6	1.46%	99.03%
Greater than 32.03%	4	0.97%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.61%	10.21%	77.62%	68.27%
±2σ	-22.52%	21.12%	93.43%	95.45%
±3σ	-33.43%	32.03%	98.54%	99.73%

Descriptive Statistics

Mean	-0.702%
Standard Error	0.538%
Median	-1.143%
Mode	-10.717%
Standard Deviation	10.910%
Sample Variance	119.018%
Kurtosis	2.25
Skewness	0.46
Range	85.124%
Minimum	-39.379%
Maximum	45.745%
Count	411

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	8.000%	187	45.50%	3.640%
Negative	-7.966%	224	54.50%	-4.342%
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 -52.04%	0	0.00%	0.00%
-52.04% to -37.54%	2	1.46%	1.46%
-37.54% to -23.03%	4	2.92%	4.38%
-23.03% to -8.53%	21	15.33%	19.71%
-8.53% to 5.98%	43	31.39%	51.09%
5.98% to 20.48%	41	29.93%	81.02%
20.48% to 34.99%	18	13.14%	94.16%
34.99% to 49.49%	4	2.92%	97.08%
49.49% to 64.00%	2	1.46%	98.54%
Greater than 64.00%	2	1.46%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-13.36%	25.32%	74.45%	68.27%
±2σ	-32.70%	44.66%	93.43%	95.45%
±3σ	-52.04%	64.00%	98.54%	99.73%

Descriptive Statistics

Mean	5.978%
Standard Error	1.652%
Median	4.716%
Mode	-38.158%
Standard Deviation	19.340%
Sample Variance	374.022%
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	17.098%	84	61.31%	10.483%
Negative	-11.646%	53	38.69%	-4.505%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	17.85%
12	3 Years	18.15%
20	5 Years	17.56%
40	10 Years	17.20%
80	20 Years	20.00%
200	50 Years	30.65%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.83. Further, an Excess Kurtosis of 3.63 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -40.52%	0	0.00%	0.00%
-40.52% to -21.40%	0	0.00%	0.00%
-21.40% to -2.28%	0	0.00%	0.00%
-2.28% to 16.84%	30	21.74%	21.74%
16.84% to 35.95%	62	44.93%	66.67%
35.95% to 55.07%	23	16.67%	83.33%
55.07% to 74.19%	11	7.97%	91.30%
74.19% to 93.30%	5	3.62%	94.93%
93.30% to 112.42%	5	3.62%	98.55%
Greater than 112.42%	2	1.45%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	10.46%	61.44%	86.23%	68.27%
±2σ	-15.03%	86.93%	94.20%	95.45%
±3σ	-40.52%	112.42%	98.55%	99.73%

Descriptive Statistics

Mean	35.952%
Standard Error	2.170%
Median	28.151%
Mode	23.400%
Standard Deviation	25.489%
Sample Variance	649.697%
Kurtosis	3.63
Skewness	1.83
Range	135.855%
Minimum	9.529%
Maximum	145.384%
Count	138

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	35.952%	138	100.00%	35.952%
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 1.02. Further, an Excess Kurtosis of 2.52 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -56.74%	0	0.00%	0.00%
-56.74% to -43.10%	1	0.72%	0.72%
-43.10% to -29.47%	5	3.62%	4.35%
-29.47% to -15.83%	21	15.22%	19.57%
-15.83% to -2.19%	50	36.23%	55.80%
-2.19% to 11.44%	37	26.81%	82.61%
11.44% to 25.08%	16	11.59%	94.20%
25.08% to 38.72%	3	2.17%	96.38%
38.72% to 52.35%	2	1.45%	97.83%
Greater than 52.35%	3	2.17%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-20.38%	15.99%	78.26%	68.27%
±2σ	-38.56%	34.17%	94.93%	95.45%
±3σ	-56.74%	52.35%	97.83%	99.73%

Descriptive Statistics

Mean	-2.193%
Standard Error	1.548%
Median	-5.359%
Mode	6.073%
Standard Deviation	18.182%
Sample Variance	330.588%
Kurtosis	2.52
Skewness	1.02
Range	108.613%
Minimum	-45.455%
Maximum	63.158%
Count	138

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	14.645%	55	39.85%	5.837%
Negative	-13.351%	83	60.15%	-8.030%
Zero	0.000%	0	0.00%	0.000%

GILD Deep Analytical Report