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%	3.09%	2.48%	2.61%	74.03	77.79	72.21	79.74
Weekly	4.75%	4.18%	4.53%	7.39%	5.46%	5.75%	71.86	80.14	68.04	84.64
Monthly	9.21%	11.00%	9.41%	15.59%	11.36%	11.97%	67.74	85.01	60.46	95.24
Quarterly	15.41%	19.28%	15.03%	27.92%	19.67%	20.74%	62.33	92.39	51.20	112.47
Annual	—	—	—	—	39.35%	41.48%	51.20	112.47	34.54	166.70
Option Time Horizon	—	—	—	—	14.85%	15.66%	65.41	88.04	56.38	102.13

Calculation Notes: Computed at 2026-03-23T16:42 UTC | Reference Contract: Call option expiring 2026-05-15 (52 days) | Spot Price (S): $75.89 | Strike (K): $77.50 (first OTM call ≥ spot) | Observed Mid-Price: $3.9500 (Bid $3.8000 / Ask $4.1000) | Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.78% | Binomial IV (Annual): 39.35% (CRR binomial tree, American, n=20 steps) | BS IV: 39.70% (European Black-Scholes) | Yahoo IV (Annual): 41.48% → 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
2026-03-06	$0.1800
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 6.84 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 -3.20%	155	4.02%	5.58%
-3.20% to -1.58%	452	11.72%	17.30%
-1.58% to 0.05%	1243	32.24%	49.53%
0.05% to 1.68%	1332	34.54%	84.08%
1.68% to 3.31%	409	10.61%	94.68%
3.31% to 4.94%	128	3.32%	98.00%
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%	2.22%	77.88%	68.27%
±2σ	-4.29%	4.39%	94.76%	95.45%
±3σ	-6.46%	6.56%	98.60%	99.73%

Descriptive Statistics

Mean	0.052%
Standard Error	0.035%
Median	0.065%
Mode	0.000%
Standard Deviation	2.171%
Sample Variance	4.714%
Kurtosis	6.84
Skewness	0.22
Range	37.266%
Minimum	-17.323%
Maximum	19.943%
Count	3856

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.528%	1975	51.22%	0.783%
Negative	-1.523%	1850	47.98%	-0.731%
Zero	0.000%	31	0.80%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	2.91%
20	1 Month	3.28%
60	1 Quarter	2.93%
250	1 Year	2.78%
750	3 Years	2.80%
1,250	5 Years	3.09%
2,500	10 Years	2.94%
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 56.40 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -2.07%	0	0.00%	0.00%
-2.07% to -0.90%	0	0.00%	0.00%
-0.90% to 0.27%	0	0.00%	0.00%
0.27% to 1.43%	655	16.98%	16.98%
1.43% to 2.60%	1745	45.24%	62.22%
2.60% to 3.77%	839	21.75%	83.98%
3.77% to 4.94%	365	9.46%	93.44%
4.94% to 6.11%	137	3.55%	96.99%
6.11% to 7.28%	65	1.69%	98.68%
Greater than 7.28%	51	1.32%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.04%	4.16%	83.07%	68.27%
±2σ	-0.51%	5.72%	96.03%	95.45%
±3σ	-2.07%	7.28%	98.68%	99.73%

Descriptive Statistics

Mean	2.602%
Standard Error	0.025%
Median	2.241%
Mode	2.102%
Standard Deviation	1.558%
Sample Variance	2.426%
Kurtosis	56.40
Skewness	4.40
Range	32.458%
Minimum	0.480%
Maximum	32.938%
Count	3857

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.602%	3857	100.00%	2.602%
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 2.50 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	0.49%	0.49%
-5.01% to -3.74%	60	1.56%	2.05%
-3.74% to -2.48%	145	3.76%	5.81%
-2.48% to -1.22%	485	12.57%	18.38%
-1.22% to 0.05%	1258	32.62%	51.00%
0.05% to 1.31%	1166	30.23%	81.23%
1.31% to 2.58%	494	12.81%	94.04%
2.58% to 3.84%	148	3.84%	97.87%
3.84% to 5.11%	61	1.58%	99.46%
Greater than 5.11%	21	0.54%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.64%	1.73%	74.88%	68.27%
±2σ	-3.32%	3.42%	94.35%	95.45%
±3σ	-5.01%	5.11%	98.96%	99.73%

Descriptive Statistics

Mean	0.049%
Standard Error	0.027%
Median	0.017%
Mode	0.000%
Standard Deviation	1.686%
Sample Variance	2.842%
Kurtosis	2.50
Skewness	0.01
Range	21.280%
Minimum	-9.197%
Maximum	12.083%
Count	3857

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.288%	1929	50.01%	0.644%
Negative	-1.208%	1901	49.29%	-0.595%
Zero	0.000%	27	0.70%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.04. 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 -14.00%	7	0.88%	0.88%
-14.00% to -10.44%	7	0.88%	1.75%
-10.44% to -6.87%	32	4.00%	5.75%
-6.87% to -3.31%	98	12.25%	18.00%
-3.31% to 0.25%	271	33.88%	51.88%
0.25% to 3.81%	226	28.25%	80.12%
3.81% to 7.37%	107	13.38%	93.50%
7.37% to 10.94%	37	4.62%	98.12%
10.94% to 14.50%	10	1.25%	99.38%
Greater than 14.50%	5	0.62%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.50%	5.00%	75.12%	68.27%
±2σ	-9.25%	9.75%	95.25%	95.45%
±3σ	-14.00%	14.50%	98.50%	99.73%

Descriptive Statistics

Mean	0.250%
Standard Error	0.168%
Median	0.040%
Mode	-3.721%
Standard Deviation	4.749%
Sample Variance	22.557%
Kurtosis	2.05
Skewness	0.04
Range	41.597%
Minimum	-20.461%
Maximum	21.136%
Count	800

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.715%	404	50.50%	1.876%
Negative	-3.295%	395	49.38%	-1.627%
Zero	0.000%	1	0.12%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	8.29%
12	1 Quarter	6.80%
52	1 Year	6.53%
156	3 Years	6.63%
260	5 Years	7.39%
520	10 Years	7.08%
1,040	20 Years	6.79%
2,600	50 Years	6.79%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.08. Further, an Excess Kurtosis of 19.85 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -5.61%	0	0.00%	0.00%
-5.61% to -2.47%	0	0.00%	0.00%
-2.47% to 0.67%	0	0.00%	0.00%
0.67% to 3.81%	152	18.98%	18.98%
3.81% to 6.95%	340	42.45%	61.42%
6.95% to 10.09%	179	22.35%	83.77%
10.09% to 13.23%	85	10.61%	94.38%
13.23% to 16.36%	24	3.00%	97.38%
16.36% to 19.50%	8	1.00%	98.38%
Greater than 19.50%	13	1.62%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.76%	11.13%	82.90%	68.27%
±2σ	-1.42%	15.32%	96.63%	95.45%
±3σ	-5.61%	19.50%	98.38%	99.73%

Descriptive Statistics

Mean	6.949%
Standard Error	0.148%
Median	5.972%
Mode	4.856%
Standard Deviation	4.185%
Sample Variance	17.513%
Kurtosis	19.85
Skewness	3.08
Range	49.466%
Minimum	1.127%
Maximum	50.593%
Count	801

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	6.949%	801	100.00%	6.949%
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 3.71 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -13.41%	2	0.25%	0.25%
-13.41% to -10.02%	4	0.50%	0.75%
-10.02% to -6.62%	39	4.87%	5.62%
-6.62% to -3.23%	123	15.36%	20.97%
-3.23% to 0.16%	239	29.84%	50.81%
0.16% to 3.56%	262	32.71%	83.52%
3.56% to 6.95%	83	10.36%	93.88%
6.95% to 10.35%	31	3.87%	97.75%
10.35% to 13.74%	10	1.25%	99.00%
Greater than 13.74%	8	1.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.36%	4.69%	73.53%	68.27%
±2σ	-8.89%	9.22%	95.13%	95.45%
±3σ	-13.41%	13.74%	98.75%	99.73%

Descriptive Statistics

Mean	0.164%
Standard Error	0.160%
Median	0.044%
Mode	-3.237%
Standard Deviation	4.526%
Sample Variance	20.489%
Kurtosis	3.71
Skewness	0.85
Range	41.596%
Minimum	-14.014%
Maximum	27.582%
Count	801

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.443%	404	50.44%	1.737%
Negative	-3.172%	397	49.56%	-1.572%
Zero	0.000%	0	0.00%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.13. 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 -26.61%	1	0.54%	0.54%
-26.61% to -19.70%	0	0.00%	0.54%
-19.70% to -12.80%	11	5.98%	6.52%
-12.80% to -5.89%	28	15.22%	21.74%
-5.89% to 1.01%	54	29.35%	51.09%
1.01% to 7.92%	50	27.17%	78.26%
7.92% to 14.82%	26	14.13%	92.39%
14.82% to 21.73%	11	5.98%	98.37%
21.73% to 28.63%	3	1.63%	100.00%
Greater than 28.63%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.19%	10.22%	70.65%	68.27%
±2σ	-17.40%	19.43%	96.20%	95.45%
±3σ	-26.61%	28.63%	99.46%	99.73%

Descriptive Statistics

Mean	1.013%
Standard Error	0.679%
Median	0.481%
Mode	-31.038%
Standard Deviation	9.207%
Sample Variance	84.767%
Kurtosis	0.55
Skewness	0.13
Range	59.135%
Minimum	-31.038%
Maximum	28.097%
Count	184

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	7.817%	96	52.17%	4.078%
Negative	-6.409%	88	47.83%	-3.065%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	11.15%
12	1 Year	13.01%
36	3 Years	14.00%
60	5 Years	15.59%
120	10 Years	15.49%
240	20 Years	14.74%
600	50 Years	14.74%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.75. Further, an Excess Kurtosis of 52.54 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -16.78%	0	0.00%	0.00%
-16.78% to -8.53%	0	0.00%	0.00%
-8.53% to -0.28%	0	0.00%	0.00%
-0.28% to 7.96%	17	9.19%	9.19%
7.96% to 16.21%	105	56.76%	65.95%
16.21% to 24.46%	40	21.62%	87.57%
24.46% to 32.71%	15	8.11%	95.68%
32.71% to 40.96%	5	2.70%	98.38%
40.96% to 49.21%	2	1.08%	99.46%
Greater than 49.21%	1	0.54%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	5.22%	27.21%	90.81%	68.27%
±2σ	-5.78%	38.21%	97.30%	95.45%
±3σ	-16.78%	49.21%	99.46%	99.73%

Descriptive Statistics

Mean	16.214%
Standard Error	0.809%
Median	13.836%
Mode	5.998%
Standard Deviation	10.998%
Sample Variance	120.963%
Kurtosis	52.54
Skewness	5.75
Range	119.403%
Minimum	5.998%
Maximum	125.401%
Count	185

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	16.214%	185	100.00%	16.214%
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 0.71. 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 -28.02%	0	0.00%	0.00%
-28.02% to -20.96%	1	0.54%	0.54%
-20.96% to -13.91%	9	4.86%	5.41%
-13.91% to -6.85%	27	14.59%	20.00%
-6.85% to 0.20%	61	32.97%	52.97%
0.20% to 7.26%	50	27.03%	80.00%
7.26% to 14.32%	25	13.51%	93.51%
14.32% to 21.37%	10	5.41%	98.92%
21.37% to 28.43%	1	0.54%	99.46%
Greater than 28.43%	1	0.54%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.20%	9.61%	70.81%	68.27%
±2σ	-18.61%	19.02%	96.22%	95.45%
±3σ	-28.02%	28.43%	99.46%	99.73%

Descriptive Statistics

Mean	0.205%
Standard Error	0.692%
Median	-0.086%
Mode	-22.128%
Standard Deviation	9.407%
Sample Variance	88.496%
Kurtosis	2.52
Skewness	0.71
Range	69.000%
Minimum	-22.128%
Maximum	46.872%
Count	185

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	7.493%	91	49.19%	3.686%
Negative	-6.850%	94	50.81%	-3.481%
Zero	0.000%	0	0.00%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.50. Further, an Excess Kurtosis of 0.83 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -43.42%	0	0.00%	0.00%
-43.42% to -31.86%	1	1.64%	1.64%
-31.86% to -20.30%	2	3.28%	4.92%
-20.30% to -8.75%	9	14.75%	19.67%
-8.75% to 2.81%	22	36.07%	55.74%
2.81% to 14.37%	14	22.95%	78.69%
14.37% to 25.93%	8	13.11%	91.80%
25.93% to 37.49%	2	3.28%	95.08%
37.49% to 49.05%	3	4.92%	100.00%
Greater than 49.05%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-12.60%	18.23%	75.41%	68.27%
±2σ	-28.01%	33.64%	91.80%	95.45%
±3σ	-43.42%	49.05%	100.00%	99.73%

Descriptive Statistics

Mean	2.813%
Standard Error	1.973%
Median	0.401%
Mode	-32.429%
Standard Deviation	15.412%
Sample Variance	237.543%
Kurtosis	0.83
Skewness	0.50
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	-8.877%	30	49.18%	-4.366%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	26.29%
12	3 Years	28.06%
20	5 Years	27.92%
40	10 Years	27.69%
80	20 Years	25.85%
200	50 Years	25.85%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.16. Further, an Excess Kurtosis of 23.91 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -27.43%	0	0.00%	0.00%
-27.43% to -12.97%	0	0.00%	0.00%
-12.97% to 1.49%	0	0.00%	0.00%
1.49% to 15.95%	7	11.29%	11.29%
15.95% to 30.41%	35	56.45%	67.74%
30.41% to 44.87%	12	19.35%	87.10%
44.87% to 59.33%	6	9.68%	96.77%
59.33% to 73.79%	1	1.61%	98.39%
73.79% to 88.25%	0	0.00%	98.39%
Greater than 88.25%	1	1.61%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	11.13%	49.69%	88.71%	68.27%
±2σ	-8.15%	68.97%	98.39%	95.45%
±3σ	-27.43%	88.25%	98.39%	99.73%

Descriptive Statistics

Mean	30.413%
Standard Error	2.449%
Median	25.997%
Mode	10.932%
Standard Deviation	19.280%
Sample Variance	371.702%
Kurtosis	23.91
Skewness	4.16
Range	138.824%
Minimum	10.932%
Maximum	149.756%
Count	62

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	30.413%	62	100.00%	30.413%
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 1.78 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -45.02%	0	0.00%	0.00%
-45.02% to -33.75%	0	0.00%	0.00%
-33.75% to -22.47%	4	6.45%	6.45%
-22.47% to -11.20%	10	16.13%	22.58%
-11.20% to 0.07%	16	25.81%	48.39%
0.07% to 11.35%	20	32.26%	80.65%
11.35% to 22.62%	9	14.52%	95.16%
22.62% to 33.90%	0	0.00%	95.16%
33.90% to 45.17%	2	3.23%	98.39%
Greater than 45.17%	1	1.61%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-14.96%	15.11%	77.42%	68.27%
±2σ	-29.99%	30.14%	93.55%	95.45%
±3σ	-45.02%	45.17%	98.39%	99.73%

Descriptive Statistics

Mean	0.075%
Standard Error	1.909%
Median	0.569%
Mode	-30.702%
Standard Deviation	15.033%
Sample Variance	225.983%
Kurtosis	1.78
Skewness	0.72
Range	81.263%
Minimum	-30.702%
Maximum	50.561%
Count	62

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	10.769%	32	51.61%	5.558%
Negative	-11.332%	30	48.39%	-5.483%
Zero	0.000%	0	0.00%	0.000%

GM Deep Analytical Report