Markets Data Volatility Heatmap Portfolio Calculator

HD Deep Analytical Report

The Home Depot, Inc. | Category: Equity Mega Cap | Ann. Div Yield: 2.43% ($9.20) | Last Updated: 2026-02-22 | Data Range: 1981-10-01 → 2026-02-01 (533 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 2.31% 2.25% 1.83% 2.11% 1.59% 1.71% 376.24 388.36 370.32 394.56
Weekly 5.14% 4.89% 4.79% 4.87% 3.49% 3.76% 369.14 395.82 356.48 409.88
Monthly 9.03% 10.69% 9.02% 11.09% 7.26% 7.82% 355.47 411.05 330.56 442.02
Quarterly 17.13% 19.91% 15.62% 18.54% 12.58% 13.54% 337.06 433.50 297.21 491.62
Annual — — — — 25.16% 27.09% 297.21 491.62 231.09 632.29
Option Time Horizon — — — — 9.68% 10.42% 346.99 421.10 314.98 463.89
Calculation Notes: Computed at 2026-02-22T14:17 UTC  |  Reference Contract: Call option expiring 2026-04-17 (54 days)  |  Spot Price (S): $382.25  |  Strike (K): $385.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $13.7750 (Bid $12.8000 / Ask $14.7500)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.43%  |  Binomial IV (Annual): 25.16% (CRR binomial tree, American, n=20 steps)  |  BS IV: 25.19% (European Black-Scholes)  |  Yahoo IV (Annual): 27.09% → 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
2025-12-04 $2.3000
2025-09-04 $2.3000
2025-06-05 $2.3000
2025-03-13 $2.3000
2024-11-27 $2.2500
2024-08-29 $2.2500
2024-05-30 $2.2500
2024-03-06 $2.2500
2023-11-29 $2.0900
2023-08-30 $2.0900
2023-05-31 $2.0900
2023-03-08 $2.0900
2022-11-30 $1.9000
2022-08-31 $1.9000
2022-06-01 $1.9000
2022-03-09 $1.9000
2021-12-01 $1.6500
2021-09-01 $1.6500
2021-06-02 $1.6500
2021-03-10 $1.6500
2020-12-02 $1.5000
2020-09-02 $1.5000
2020-06-03 $1.5000
2020-03-11 $1.5000
2019-12-04 $1.3600
2019-09-04 $1.3600
2019-06-05 $1.3600
2019-03-13 $1.3600
2018-11-28 $1.0300
2018-08-29 $1.0300
2018-05-30 $1.0300
2018-03-07 $1.0300
2017-11-29 $0.8900
2017-08-29 $0.8900
2017-05-30 $0.8900
2017-03-07 $0.8900
2016-11-29 $0.6900
2016-08-30 $0.6900
2016-05-31 $0.6900
2016-03-08 $0.6900
2015-12-01 $0.5900
2015-09-01 $0.5900
2015-06-02 $0.5900
2015-03-10 $0.5900
2014-12-02 $0.4700
2014-09-02 $0.4700
2014-06-03 $0.4700
2014-03-11 $0.4700
2013-12-03 $0.3900
2013-09-03 $0.3900
2013-06-04 $0.3900
2013-03-12 $0.3900
2012-11-27 $0.2900
2012-08-28 $0.2900
2012-05-29 $0.2900
2012-03-06 $0.2900
2011-11-29 $0.2900
2011-08-30 $0.2500
2011-06-14 $0.2500
2011-03-08 $0.2500
2010-11-30 $0.2360
2010-08-31 $0.2360
2010-06-01 $0.2360
2010-03-09 $0.2360
2009-12-01 $0.2250
2009-09-01 $0.2250
2009-06-09 $0.2250
2009-03-10 $0.2250
2008-12-02 $0.2250
2008-09-02 $0.2250
2008-06-03 $0.2250
2008-03-11 $0.2250
2007-11-27 $0.2250
2007-08-28 $0.2250
2007-06-05 $0.2250
2007-03-06 $0.2250
2006-11-28 $0.2250
2006-09-05 $0.1500
2006-06-06 $0.1500
2006-03-07 $0.1500
2005-11-29 $0.1000
2005-08-30 $0.1000
2005-06-07 $0.1000
2005-03-08 $0.1000
2004-11-30 $0.0850
2004-08-31 $0.0850
2004-06-08 $0.0850
2004-03-09 $0.0700
2003-12-02 $0.0700
2003-09-02 $0.0700
2003-06-10 $0.0600
2003-03-11 $0.0600
2002-12-03 $0.0600
2002-09-03 $0.0500
2002-06-11 $0.0500
2002-03-12 $0.0500
2001-11-28 $0.0500
2001-11-27 $0.0500
2001-08-28 $0.0400
2001-06-12 $0.0400
2001-03-06 $0.0400
2000-11-28 $0.0400
2000-08-29 $0.0400
2000-06-13 $0.0400
2000-03-07 $0.0400
1999-11-30 $0.0400
1999-08-31 $0.0267
1999-06-08 $0.0267
1999-03-02 $0.0200
1998-12-01 $0.0200
1998-09-01 $0.0200
1998-06-09 $0.0200
1998-03-03 $0.0167
1997-12-02 $0.0167
1997-09-09 $0.0167
1997-06-10 $0.0167
1997-03-11 $0.0133
1996-12-03 $0.0133
1996-09-10 $0.0133
1996-06-07 $0.0133
1996-03-06 $0.0111
1995-12-06 $0.0111
1995-09-07 $0.0111
1995-06-08 $0.0111
1995-02-22 $0.0089
1994-12-01 $0.0089
1994-09-02 $0.0089
1994-06-06 $0.0089
1994-03-03 $0.0067
1993-11-24 $0.0067
1993-08-31 $0.0067
1993-06-10 $0.0067
1993-03-04 $0.0050
1992-11-30 $0.0050
1992-08-27 $0.0050
1992-05-22 $0.0050
1992-03-03 $0.0033
1991-11-26 $0.0033
1991-08-28 $0.0033
1991-07-03 $0.0033
1991-03-07 $0.0022
1990-11-26 $0.0022
1990-08-23 $0.0022
1990-07-16 $0.0022
1990-02-22 $0.0015
1989-11-22 $0.0015
1989-08-25 $0.0015
1989-07-11 $0.0015
1989-03-10 $0.0010
1988-12-07 $0.0010
1988-08-30 $0.0010
1988-06-01 $0.0010
1988-03-15 $0.0007
1987-11-19 $0.0007
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.86. Further, an Excess Kurtosis of 41.07 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.81%470.44%0.44%
-6.81% to -5.08%900.83%1.27%
-5.08% to -3.34%2802.59%3.86%
-3.34% to -1.61%114310.58%14.45%
-1.61% to 0.12%412938.24%52.68%
0.12% to 1.85%356032.97%85.65%
1.85% to 3.58%10789.98%95.63%
3.58% to 5.31%2962.74%98.37%
5.31% to 7.05%900.83%99.20%
Greater than 7.05%860.80%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.19%2.43% 81.60%68.27%
±2σ -4.50%4.74% 95.97%95.45%
±3σ -6.81%7.05% 98.77%99.73%
Descriptive Statistics
Mean0.119%
Standard Error0.022%
Median0.000%
Mode0.000%
Standard Deviation2.309%
Sample Variance5.332%
Kurtosis41.07
Skewness1.86
Range69.396%
Minimum-28.736%
Maximum40.660%
Count10799
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.589% 5367 49.70% 0.790%
Negative -1.447% 5002 46.32% -0.670%
Zero 0.000% 430 3.98% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 2.13%
20 1 Month 2.18%
60 1 Quarter 2.25%
250 1 Year 2.15%
750 3 Years 1.94%
1,250 5 Years 2.11%
2,500 10 Years 1.99%
5,000 20 Years 2.18%
12,500 50 Years 2.74%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 6.14. Further, an Excess Kurtosis of 62.11 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -4.17%00.00%0.00%
-4.17% to -2.49%00.00%0.00%
-2.49% to -0.80%00.00%0.00%
-0.80% to 0.89%5054.68%4.68%
0.89% to 2.58%663561.44%66.11%
2.58% to 4.26%241522.36%88.47%
4.26% to 5.95%7737.16%95.63%
5.95% to 7.64%2402.22%97.85%
7.64% to 9.33%1040.96%98.81%
Greater than 9.33%1281.19%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.33%4.83% 91.72%68.27%
±2σ -1.92%7.08% 97.34%95.45%
±3σ -4.17%9.33% 98.82%99.73%
Descriptive Statistics
Mean2.576%
Standard Error0.022%
Median2.016%
Mode2.326%
Standard Deviation2.250%
Sample Variance5.061%
Kurtosis62.11
Skewness6.14
Range34.346%
Minimum0.269%
Maximum34.615%
Count10800
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.576% 10800 100.00% 2.576%
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 0.81. Further, an Excess Kurtosis of 12.46 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -5.47%650.60%0.60%
-5.47% to -4.10%1301.20%1.81%
-4.10% to -2.73%3393.14%4.94%
-2.73% to -1.36%123711.45%16.40%
-1.36% to 0.01%398336.88%53.28%
0.01% to 1.38%327330.31%83.58%
1.38% to 2.75%121111.21%94.80%
2.75% to 4.12%3653.38%98.18%
4.12% to 5.50%1211.12%99.30%
Greater than 5.50%760.70%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.82%1.84% 78.00%68.27%
±2σ -3.64%3.67% 94.77%95.45%
±3σ -5.47%5.50% 98.69%99.73%
Descriptive Statistics
Mean0.012%
Standard Error0.018%
Median0.000%
Mode0.000%
Standard Deviation1.828%
Sample Variance3.342%
Kurtosis12.46
Skewness0.81
Range38.453%
Minimum-12.766%
Maximum25.687%
Count10800
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.346% 5052 46.78% 0.630%
Negative -1.282% 5200 48.15% -0.617%
Zero 0.000% 548 5.07% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.77. Further, an Excess Kurtosis of 9.09 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -14.86%140.61%0.61%
-14.86% to -11.00%210.92%1.53%
-11.00% to -7.14%632.76%4.30%
-7.14% to -3.29%26511.62%15.91%
-3.29% to 0.57%82536.17%52.08%
0.57% to 4.43%76033.32%85.40%
4.43% to 8.28%2259.86%95.27%
8.28% to 12.14%602.63%97.90%
12.14% to 16.00%251.10%98.99%
Greater than 16.00%231.01%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.57%5.71% 80.27%68.27%
±2σ -9.71%10.86% 94.83%95.45%
±3σ -14.86%16.00% 98.38%99.73%
Descriptive Statistics
Mean0.571%
Standard Error0.108%
Median0.369%
Mode0.000%
Standard Deviation5.142%
Sample Variance26.439%
Kurtosis9.09
Skewness0.77
Range76.411%
Minimum-35.751%
Maximum40.660%
Count2281
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.747% 1228 53.84% 2.017%
Negative -3.312% 996 43.66% -1.446%
Zero 0.000% 57 2.50% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 4.40%
12 1 Quarter 4.82%
52 1 Year 4.83%
156 3 Years 4.46%
260 5 Years 4.87%
520 10 Years 4.60%
1,040 20 Years 5.02%
2,600 50 Years 6.48%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.68. Further, an Excess Kurtosis of 24.93 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.15%00.00%0.00%
-8.15% to -4.48%00.00%0.00%
-4.48% to -0.81%00.00%0.00%
-0.81% to 2.85%28112.31%12.31%
2.85% to 6.52%120352.72%65.03%
6.52% to 10.19%49021.47%86.50%
10.19% to 13.85%1677.32%93.82%
13.85% to 17.52%672.94%96.76%
17.52% to 21.19%351.53%98.29%
Greater than 21.19%391.71%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.63%11.41% 88.56%68.27%
±2σ -3.26%16.30% 96.19%95.45%
±3σ -8.15%21.19% 98.29%99.73%
Descriptive Statistics
Mean6.520%
Standard Error0.102%
Median5.192%
Mode6.977%
Standard Deviation4.889%
Sample Variance23.904%
Kurtosis24.93
Skewness3.68
Range68.478%
Minimum1.014%
Maximum69.492%
Count2282
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 6.520% 2282 100.00% 6.520%
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 14.98 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -14.36%80.35%0.35%
-14.36% to -10.77%220.96%1.31%
-10.77% to -7.18%622.72%4.03%
-7.18% to -3.59%26611.66%15.69%
-3.59% to 0.00%87938.52%54.21%
0.00% to 3.59%68329.93%84.14%
3.59% to 7.18%24610.78%94.92%
7.18% to 10.77%662.89%97.81%
10.77% to 14.36%301.31%99.12%
Greater than 14.36%200.88%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.78%4.79% 80.24%68.27%
±2σ -9.57%9.57% 94.87%95.45%
±3σ -14.36%14.36% 98.77%99.73%
Descriptive Statistics
Mean0.002%
Standard Error0.100%
Median-0.196%
Mode0.000%
Standard Deviation4.786%
Sample Variance22.903%
Kurtosis14.98
Skewness1.75
Range75.935%
Minimum-20.290%
Maximum55.645%
Count2282
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.502% 1045 45.79% 1.604%
Negative -3.097% 1180 51.71% -1.601%
Zero 0.000% 57 2.50% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.15. Further, an Excess Kurtosis of 2.34 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -24.84%40.75%0.75%
-24.84% to -18.07%40.75%1.50%
-18.07% to -11.29%213.95%5.45%
-11.29% to -4.52%7413.91%19.36%
-4.52% to 2.25%17933.65%53.01%
2.25% to 9.03%14427.07%80.08%
9.03% to 15.80%7714.47%94.55%
15.80% to 22.57%203.76%98.31%
22.57% to 29.34%40.75%99.06%
Greater than 29.34%50.94%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.78%11.28% 76.50%68.27%
±2σ -15.81%20.31% 94.74%95.45%
±3σ -24.84%29.35% 98.31%99.73%
Descriptive Statistics
Mean2.252%
Standard Error0.392%
Median1.844%
Mode0.000%
Standard Deviation9.031%
Sample Variance81.564%
Kurtosis2.34
Skewness0.15
Range77.473%
Minimum-36.813%
Maximum40.660%
Count532
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.747% 313 58.84% 4.558%
Negative -5.869% 209 39.29% -2.306%
Zero 0.000% 10 1.88% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 10.04%
12 1 Year 10.12%
36 3 Years 10.15%
60 5 Years 11.09%
120 10 Years 10.29%
240 20 Years 10.90%
600 50 Years 14.07%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.74. Further, an Excess Kurtosis of 23.87 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -16.77%00.00%0.00%
-16.77% to -8.75%00.00%0.00%
-8.75% to -0.74%00.00%0.00%
-0.74% to 7.28%6412.01%12.01%
7.28% to 15.29%27852.16%64.17%
15.29% to 23.31%11521.58%85.74%
23.31% to 31.32%519.57%95.31%
31.32% to 39.34%122.25%97.56%
39.34% to 47.35%30.56%98.12%
Greater than 47.35%101.88%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 4.61%25.98% 87.05%68.27%
±2σ -6.08%36.67% 96.81%95.45%
±3σ -16.77%47.36% 98.12%99.73%
Descriptive Statistics
Mean15.294%
Standard Error0.463%
Median12.739%
Mode6.139%
Standard Deviation10.687%
Sample Variance114.209%
Kurtosis23.87
Skewness3.74
Range113.533%
Minimum2.962%
Maximum116.495%
Count533
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 15.294% 533 100.00% 15.294%
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 1.27. Further, an Excess Kurtosis of 5.68 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -28.01%00.00%0.00%
-28.01% to -21.25%50.94%0.94%
-21.25% to -14.49%142.63%3.56%
-14.49% to -7.72%8916.70%20.26%
-7.72% to -0.96%17132.08%52.35%
-0.96% to 5.80%16631.14%83.49%
5.80% to 12.56%5610.51%94.00%
12.56% to 19.32%203.75%97.75%
19.32% to 26.09%71.31%99.06%
Greater than 26.09%50.94%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -9.98%8.05% 76.74%68.27%
±2σ -18.99%17.07% 95.31%95.45%
±3σ -28.01%26.09% 99.06%99.73%
Descriptive Statistics
Mean-0.962%
Standard Error0.391%
Median-1.376%
Mode0.000%
Standard Deviation9.016%
Sample Variance81.291%
Kurtosis5.68
Skewness1.27
Range83.731%
Minimum-25.470%
Maximum58.261%
Count533
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.080% 211 39.59% 2.803%
Negative -6.516% 308 57.79% -3.765%
Zero 0.000% 14 2.63% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.72. Further, an Excess Kurtosis of 2.92 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -44.42%00.00%0.00%
-44.42% to -31.57%31.69%1.69%
-31.57% to -18.73%42.25%3.93%
-18.73% to -5.88%2614.61%18.54%
-5.88% to 6.97%5933.15%51.69%
6.97% to 19.81%5128.65%80.34%
19.81% to 32.66%2212.36%92.70%
32.66% to 45.50%105.62%98.31%
45.50% to 58.35%21.12%99.44%
Greater than 58.35%10.56%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -10.16%24.09% 73.60%68.27%
±2σ -27.29%41.22% 94.94%95.45%
±3σ -44.42%58.35% 99.44%99.73%
Descriptive Statistics
Mean6.966%
Standard Error1.284%
Median6.282%
Mode-0.956%
Standard Deviation17.128%
Sample Variance293.358%
Kurtosis2.92
Skewness0.72
Range128.737%
Minimum-39.011%
Maximum89.726%
Count178
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 15.562% 117 65.73% 10.229%
Negative -9.519% 61 34.27% -3.262%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 13.09%
12 3 Years 17.85%
20 5 Years 18.54%
40 10 Years 18.35%
80 20 Years 19.45%
200 50 Years 25.62%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.33. Further, an Excess Kurtosis of 7.53 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -30.00%00.00%0.00%
-30.00% to -15.06%00.00%0.00%
-15.06% to -0.13%00.00%0.00%
-0.13% to 14.81%3117.32%17.32%
14.81% to 29.74%8849.16%66.48%
29.74% to 44.68%3117.32%83.80%
44.68% to 59.62%147.82%91.62%
59.62% to 74.55%84.47%96.09%
74.55% to 89.49%42.23%98.32%
Greater than 89.49%31.68%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 9.83%49.66% 86.03%68.27%
±2σ -10.09%69.57% 94.97%95.45%
±3σ -30.00%89.49% 98.32%99.73%
Descriptive Statistics
Mean29.744%
Standard Error1.488%
Median24.605%
Mode7.981%
Standard Deviation19.915%
Sample Variance396.591%
Kurtosis7.53
Skewness2.33
Range123.634%
Minimum7.981%
Maximum131.615%
Count179
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 29.744% 179 100.00% 29.744%
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 1.01. Further, an Excess Kurtosis of 2.89 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -50.43%00.00%0.00%
-50.43% to -38.72%21.12%1.12%
-38.72% to -27.00%42.23%3.35%
-27.00% to -15.28%3117.32%20.67%
-15.28% to -3.57%6033.52%54.19%
-3.57% to 8.15%5430.17%84.36%
8.15% to 19.87%179.50%93.85%
19.87% to 31.58%52.79%96.65%
31.58% to 43.30%31.68%98.32%
Greater than 43.30%31.68%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -19.19%12.05% 75.42%68.27%
±2σ -34.81%27.68% 94.97%95.45%
±3σ -50.43%43.30% 98.32%99.73%
Descriptive Statistics
Mean-3.567%
Standard Error1.168%
Median-4.909%
Mode-0.582%
Standard Deviation15.622%
Sample Variance244.037%
Kurtosis2.89
Skewness1.01
Range106.202%
Minimum-42.238%
Maximum63.964%
Count179
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 12.111% 62 34.64% 4.195%
Negative -11.977% 116 64.80% -7.762%
Zero 0.000% 1 0.56% 0.000%