GM - 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	2.17%	1.56%	1.69%	3.11%	1.95%	2.15%	79.94	83.11	78.40	84.74
Weekly	4.75%	4.19%	4.53%	7.40%	4.28%	4.73%	78.09	85.08	74.82	88.80
Monthly	9.21%	11.02%	9.42%	15.79%	8.92%	9.85%	74.56	89.11	68.20	97.42
Quarterly	15.35%	19.41%	14.97%	27.49%	15.45%	17.06%	69.84	95.12	59.85	111.01
Annual	—	—	—	—	30.89%	34.12%	59.85	111.01	43.94	151.19
Option Time Horizon	—	—	—	—	10.10%	11.15%	73.68	90.17	66.60	99.75

Calculation Notes: Computed at 2026-02-22T14:24 UTC | Reference Contract: Call option expiring 2026-04-02 (39 days) | Spot Price (S): $81.51 | Strike (K): $85.00 (first OTM call ≥ spot) | Observed Mid-Price: $1.9600 (Bid $1.6600 / Ask $2.2600) | Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.70% | Binomial IV (Annual): 30.89% (CRR binomial tree, American, n=20 steps) | BS IV: 30.69% (European Black-Scholes) | Yahoo IV (Annual): 34.12% → 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
2025-12-05	$0.1500
2025-09-05	$0.1500
2025-06-06	$0.1500
2025-03-07	$0.1200
2024-12-06	$0.1200
2024-09-06	$0.1200
2024-06-07	$0.1200
2024-02-29	$0.1200
2023-11-30	$0.0900
2023-08-31	$0.0900
2023-06-01	$0.0900
2023-03-02	$0.0900
2022-12-01	$0.0900
2022-08-30	$0.0900
2020-03-05	$0.3800
2019-12-05	$0.3800
2019-09-05	$0.3800
2019-06-06	$0.3800
2019-03-07	$0.3800
2018-12-06	$0.3800
2018-09-06	$0.3800
2018-06-07	$0.3800
2018-03-08	$0.3800
2017-12-07	$0.3800
2017-09-07	$0.3800
2017-06-07	$0.3800
2017-03-08	$0.3800
2016-12-05	$0.3800
2016-09-07	$0.3800
2016-06-08	$0.3800
2016-03-09	$0.3800
2015-12-16	$0.3600
2015-09-10	$0.3600
2015-06-08	$0.3600
2015-03-09	$0.3000
2014-12-08	$0.3000
2014-09-08	$0.3000
2014-06-06	$0.3000
2014-03-14	$0.3000

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.22. Further, an Excess Kurtosis of 6.85 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -6.46%	17	0.44%	0.44%
-6.46% to -4.83%	43	1.12%	1.56%
-4.83% to -3.21%	155	4.04%	5.61%
-3.21% to -1.58%	447	11.66%	17.26%
-1.58% to 0.05%	1238	32.28%	49.54%
0.05% to 1.68%	1324	34.52%	84.07%
1.68% to 3.31%	409	10.66%	94.73%
3.31% to 4.94%	125	3.26%	97.99%
4.94% to 6.57%	40	1.04%	99.04%
Greater than 6.57%	37	0.96%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.12%	2.23%	77.86%	68.27%
±2σ	-4.29%	4.40%	94.73%	95.45%
±3σ	-6.46%	6.57%	98.59%	99.73%

Descriptive Statistics

Mean	0.054%
Standard Error	0.035%
Median	0.068%
Mode	0.000%
Standard Deviation	2.173%
Sample Variance	4.722%
Kurtosis	6.85
Skewness	0.22
Range	37.266%
Minimum	-17.323%
Maximum	19.943%
Count	3835

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.528%	1967	51.29%	0.784%
Negative	-1.523%	1837	47.90%	-0.730%
Zero	0.000%	31	0.81%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	2.48%
20	1 Month	3.04%
60	1 Quarter	2.46%
250	1 Year	2.85%
750	3 Years	2.81%
1,250	5 Years	3.11%
2,500	10 Years	2.93%
5,000	20 Years	2.82%
12,500	50 Years	2.82%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.40. Further, an Excess Kurtosis of 56.32 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -2.08%	0	0.00%	0.00%
-2.08% to -0.91%	0	0.00%	0.00%
-0.91% to 0.26%	0	0.00%	0.00%
0.26% to 1.43%	652	17.00%	17.00%
1.43% to 2.60%	1736	45.26%	62.25%
2.60% to 3.77%	834	21.74%	83.99%
3.77% to 4.94%	361	9.41%	93.40%
4.94% to 6.11%	138	3.60%	97.00%
6.11% to 7.28%	64	1.67%	98.67%
Greater than 7.28%	51	1.33%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.04%	4.16%	83.13%	68.27%
±2σ	-0.52%	5.72%	96.01%	95.45%
±3σ	-2.08%	7.28%	98.67%	99.73%

Descriptive Statistics

Mean	2.600%
Standard Error	0.025%
Median	2.238%
Mode	2.102%
Standard Deviation	1.560%
Sample Variance	2.435%
Kurtosis	56.32
Skewness	4.40
Range	32.458%
Minimum	0.480%
Maximum	32.938%
Count	3836

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.600%	3836	100.00%	2.600%
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 0.01. Further, an Excess Kurtosis of 2.51 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -5.01%	19	0.50%	0.50%
-5.01% to -3.75%	60	1.56%	2.06%
-3.75% to -2.48%	143	3.73%	5.79%
-2.48% to -1.22%	481	12.54%	18.33%
-1.22% to 0.05%	1251	32.61%	50.94%
0.05% to 1.31%	1163	30.32%	81.26%
1.31% to 2.58%	489	12.75%	94.00%
2.58% to 3.85%	149	3.88%	97.89%
3.85% to 5.11%	60	1.56%	99.45%
Greater than 5.11%	21	0.55%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.64%	1.74%	74.90%	68.27%
±2σ	-3.33%	3.42%	94.34%	95.45%
±3σ	-5.01%	5.11%	98.96%	99.73%

Descriptive Statistics

Mean	0.049%
Standard Error	0.027%
Median	0.022%
Mode	0.000%
Standard Deviation	1.688%
Sample Variance	2.848%
Kurtosis	2.51
Skewness	0.01
Range	21.280%
Minimum	-9.197%
Maximum	12.083%
Count	3836

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.287%	1921	50.08%	0.645%
Negative	-1.209%	1889	49.24%	-0.595%
Zero	0.000%	26	0.68%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.03. Further, an Excess Kurtosis of 2.05 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -14.01%	7	0.88%	0.88%
-14.01% to -10.44%	7	0.88%	1.76%
-10.44% to -6.87%	32	4.02%	5.78%
-6.87% to -3.31%	97	12.19%	17.96%
-3.31% to 0.26%	269	33.79%	51.76%
0.26% to 3.83%	227	28.52%	80.28%
3.83% to 7.39%	105	13.19%	93.47%
7.39% to 10.96%	37	4.65%	98.12%
10.96% to 14.53%	10	1.26%	99.37%
Greater than 14.53%	5	0.63%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.50%	5.01%	75.00%	68.27%
±2σ	-9.25%	9.77%	95.23%	95.45%
±3σ	-14.01%	14.53%	98.49%	99.73%

Descriptive Statistics

Mean	0.260%
Standard Error	0.169%
Median	0.070%
Mode	-3.721%
Standard Deviation	4.755%
Sample Variance	22.610%
Kurtosis	2.05
Skewness	0.03
Range	41.597%
Minimum	-20.461%
Maximum	21.136%
Count	796

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.707%	404	50.75%	1.881%
Negative	-3.302%	391	49.12%	-1.622%
Zero	0.000%	1	0.13%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	6.71%
12	1 Quarter	5.60%
52	1 Year	6.53%
156	3 Years	6.65%
260	5 Years	7.40%
520	10 Years	7.05%
1,040	20 Years	6.78%
2,600	50 Years	6.78%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.09. Further, an Excess Kurtosis of 19.84 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -5.64%	0	0.00%	0.00%
-5.64% to -2.49%	0	0.00%	0.00%
-2.49% to 0.65%	0	0.00%	0.00%
0.65% to 3.79%	150	18.82%	18.82%
3.79% to 6.94%	341	42.79%	61.61%
6.94% to 10.08%	178	22.33%	83.94%
10.08% to 13.23%	83	10.41%	94.35%
13.23% to 16.37%	24	3.01%	97.37%
16.37% to 19.51%	8	1.00%	98.37%
Greater than 19.51%	13	1.63%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.75%	11.13%	82.94%	68.27%
±2σ	-1.45%	15.32%	96.61%	95.45%
±3σ	-5.64%	19.51%	98.37%	99.73%

Descriptive Statistics

Mean	6.938%
Standard Error	0.148%
Median	5.946%
Mode	4.856%
Standard Deviation	4.192%
Sample Variance	17.572%
Kurtosis	19.84
Skewness	3.09
Range	49.466%
Minimum	1.127%
Maximum	50.593%
Count	797

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	6.938%	797	100.00%	6.938%
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 0.85. Further, an Excess Kurtosis of 3.70 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -13.44%	2	0.25%	0.25%
-13.44% to -10.04%	4	0.50%	0.75%
-10.04% to -6.64%	39	4.89%	5.65%
-6.64% to -3.24%	120	15.06%	20.70%
-3.24% to 0.16%	242	30.36%	51.07%
0.16% to 3.56%	258	32.37%	83.44%
3.56% to 6.96%	83	10.41%	93.85%
6.96% to 10.36%	31	3.89%	97.74%
10.36% to 13.76%	10	1.25%	99.00%
Greater than 13.76%	8	1.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.38%	4.69%	73.53%	68.27%
±2σ	-8.91%	9.23%	95.11%	95.45%
±3σ	-13.44%	13.76%	98.75%	99.73%

Descriptive Statistics

Mean	0.158%
Standard Error	0.161%
Median	0.024%
Mode	-3.237%
Standard Deviation	4.534%
Sample Variance	20.560%
Kurtosis	3.70
Skewness	0.85
Range	41.596%
Minimum	-14.014%
Maximum	27.582%
Count	797

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.457%	400	50.19%	1.735%
Negative	-3.166%	397	49.81%	-1.577%
Zero	0.000%	0	0.00%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.12. Further, an Excess Kurtosis of 0.55 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -26.59%	1	0.55%	0.55%
-26.59% to -19.68%	0	0.00%	0.55%
-19.68% to -12.76%	11	6.01%	6.56%
-12.76% to -5.85%	27	14.75%	21.31%
-5.85% to 1.06%	55	30.05%	51.37%
1.06% to 7.97%	49	26.78%	78.14%
7.97% to 14.88%	26	14.21%	92.35%
14.88% to 21.79%	11	6.01%	98.36%
21.79% to 28.70%	3	1.64%	100.00%
Greater than 28.70%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.16%	10.27%	70.49%	68.27%
±2σ	-17.37%	19.48%	96.17%	95.45%
±3σ	-26.59%	28.70%	99.45%	99.73%

Descriptive Statistics

Mean	1.057%
Standard Error	0.681%
Median	0.628%
Mode	-31.038%
Standard Deviation	9.214%
Sample Variance	84.896%
Kurtosis	0.55
Skewness	0.12
Range	59.135%
Minimum	-31.038%
Maximum	28.097%
Count	183

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	7.817%	96	52.46%	4.101%
Negative	-6.402%	87	47.54%	-3.044%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	12.74%
12	1 Year	13.57%
36	3 Years	14.30%
60	5 Years	15.79%
120	10 Years	15.49%
240	20 Years	14.76%
600	50 Years	14.76%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.74. Further, an Excess Kurtosis of 52.29 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -16.84%	0	0.00%	0.00%
-16.84% to -8.57%	0	0.00%	0.00%
-8.57% to -0.30%	0	0.00%	0.00%
-0.30% to 7.97%	17	9.24%	9.24%
7.97% to 16.24%	104	56.52%	65.76%
16.24% to 24.50%	41	22.28%	88.04%
24.50% to 32.77%	14	7.61%	95.65%
32.77% to 41.04%	5	2.72%	98.37%
41.04% to 49.31%	2	1.09%	99.46%
Greater than 49.31%	1	0.54%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	5.21%	27.26%	91.30%	68.27%
±2σ	-5.81%	38.28%	97.28%	95.45%
±3σ	-16.83%	49.31%	99.46%	99.73%

Descriptive Statistics

Mean	16.237%
Standard Error	0.813%
Median	13.886%
Mode	5.998%
Standard Deviation	11.024%
Sample Variance	121.521%
Kurtosis	52.29
Skewness	5.74
Range	119.403%
Minimum	5.998%
Maximum	125.401%
Count	184

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	16.237%	184	100.00%	16.237%
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 0.72. 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 -28.09%	0	0.00%	0.00%
-28.09% to -21.02%	1	0.54%	0.54%
-21.02% to -13.96%	8	4.35%	4.89%
-13.96% to -6.89%	28	15.22%	20.11%
-6.89% to 0.17%	60	32.61%	52.72%
0.17% to 7.24%	50	27.17%	79.89%
7.24% to 14.31%	25	13.59%	93.48%
14.31% to 21.37%	10	5.43%	98.91%
21.37% to 28.44%	1	0.54%	99.46%
Greater than 28.44%	1	0.54%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.25%	9.60%	70.65%	68.27%
±2σ	-18.67%	19.02%	96.20%	95.45%
±3σ	-28.09%	28.44%	99.46%	99.73%

Descriptive Statistics

Mean	0.175%
Standard Error	0.695%
Median	-0.145%
Mode	-22.128%
Standard Deviation	9.421%
Sample Variance	88.759%
Kurtosis	2.52
Skewness	0.72
Range	69.000%
Minimum	-22.128%
Maximum	46.872%
Count	184

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	7.513%	90	48.91%	3.675%
Negative	-6.850%	94	51.09%	-3.499%
Zero	0.000%	0	0.00%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.49. Further, an Excess Kurtosis of 0.88 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -43.11%	0	0.00%	0.00%
-43.11% to -31.60%	1	1.64%	1.64%
-31.60% to -20.09%	2	3.28%	4.92%
-20.09% to -8.59%	8	13.11%	18.03%
-8.59% to 2.92%	23	37.70%	55.74%
2.92% to 14.43%	14	22.95%	78.69%
14.43% to 25.94%	8	13.11%	91.80%
25.94% to 37.45%	2	3.28%	95.08%
37.45% to 48.96%	3	4.92%	100.00%
Greater than 48.96%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-12.42%	18.27%	73.77%	68.27%
±2σ	-27.77%	33.61%	91.80%	95.45%
±3σ	-43.11%	48.96%	100.00%	99.73%

Descriptive Statistics

Mean	2.924%
Standard Error	1.965%
Median	0.401%
Mode	-32.429%
Standard Deviation	15.345%
Sample Variance	235.458%
Kurtosis	0.88
Skewness	0.49
Range	79.200%
Minimum	-32.429%
Maximum	46.771%
Count	61

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	14.125%	31	50.82%	7.178%
Negative	-8.651%	30	49.18%	-4.255%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	24.17%
12	3 Years	27.35%
20	5 Years	27.49%
40	10 Years	27.47%
80	20 Years	25.71%
200	50 Years	25.71%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.09. Further, an Excess Kurtosis of 23.36 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -28.00%	0	0.00%	0.00%
-28.00% to -13.44%	0	0.00%	0.00%
-13.44% to 1.12%	0	0.00%	0.00%
1.12% to 15.68%	7	11.29%	11.29%
15.68% to 30.23%	34	54.84%	66.13%
30.23% to 44.79%	13	20.97%	87.10%
44.79% to 59.35%	6	9.68%	96.77%
59.35% to 73.91%	1	1.61%	98.39%
73.91% to 88.47%	0	0.00%	98.39%
Greater than 88.47%	1	1.61%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	10.82%	49.65%	88.71%	68.27%
±2σ	-8.59%	69.06%	98.39%	95.45%
±3σ	-28.00%	88.47%	98.39%	99.73%

Descriptive Statistics

Mean	30.235%
Standard Error	2.465%
Median	25.998%
Mode	10.799%
Standard Deviation	19.411%
Sample Variance	376.769%
Kurtosis	23.36
Skewness	4.09
Range	138.957%
Minimum	10.799%
Maximum	149.756%
Count	62

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	30.235%	62	100.00%	30.235%
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 0.75. Further, an Excess Kurtosis of 1.88 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -44.96%	0	0.00%	0.00%
-44.96% to -33.73%	0	0.00%	0.00%
-33.73% to -22.51%	4	6.45%	6.45%
-22.51% to -11.28%	10	16.13%	22.58%
-11.28% to -0.05%	16	25.81%	48.39%
-0.05% to 11.18%	20	32.26%	80.65%
11.18% to 22.41%	9	14.52%	95.16%
22.41% to 33.63%	0	0.00%	95.16%
33.63% to 44.86%	2	3.23%	98.39%
Greater than 44.86%	1	1.61%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-15.02%	14.92%	75.81%	68.27%
±2σ	-29.99%	29.89%	93.55%	95.45%
±3σ	-44.96%	44.86%	98.39%	99.73%

Descriptive Statistics

Mean	-0.050%
Standard Error	1.901%
Median	0.568%
Mode	-30.702%
Standard Deviation	14.971%
Sample Variance	224.142%
Kurtosis	1.88
Skewness	0.75
Range	81.263%
Minimum	-30.702%
Maximum	50.561%
Count	62

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	10.526%	32	51.61%	5.433%
Negative	-11.332%	30	48.39%	-5.483%
Zero	0.000%	0	0.00%	0.000%

GM Deep Analytical Report