Markets Data Volatility Heatmap Portfolio Calculator

HOFT Deep Analytical Report

Hooker Furnishings Corporation | Category: Equity Micro Cap | Ann. Div Yield: 8.39% ($0.92) | Last Updated: 2026-03-24 | Data Range: 2002-06-01 → 2026-03-01 (286 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 2.84% 2.62% 2.63% 4.08% 11.38% 11.10% 10.55 13.24 9.41 14.84
Weekly 6.16% 5.94% 6.19% 9.18% 25.06% 24.43% 9.20 15.19 7.16 19.51
Monthly 12.54% 12.36% 13.33% 19.48% 52.16% 50.86% 7.02 19.91 4.16 33.55
Quarterly 21.09% 22.81% 21.56% 37.03% 90.35% 88.09% 4.79 29.17 1.94 72.00
Annual — — — — 180.69% 176.17% 1.94 72.00 0.32 438.64
Option Time Horizon — — — — 68.20% 66.50% 5.98 23.38 3.02 46.24
Calculation Notes: Computed at 2026-03-23T16:40 UTC  |  Reference Contract: Call option expiring 2026-05-15 (52 days)  |  Spot Price (S): $11.82  |  Strike (K): $17.50 (first OTM call ≥ spot)  |  Observed Mid-Price: $1.6500 (Bid $0.0000 / Ask $3.3000)  |  Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 8.39%  |  Binomial IV (Annual): 180.69% (CRR binomial tree, American, n=20 steps)  |  BS IV: 181.91% (European Black-Scholes)  |  Yahoo IV (Annual): 176.17% → 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
2026-03-16 $0.1150
2025-12-19 $0.1150
2025-09-19 $0.2300
2025-06-16 $0.2300
2025-03-17 $0.2300
2024-12-13 $0.2300
2024-09-13 $0.2300
2024-06-14 $0.2300
2024-03-15 $0.2300
2023-12-14 $0.2300
2023-09-15 $0.2200
2023-06-15 $0.2200
2023-03-16 $0.2200
2022-12-15 $0.2200
2022-09-16 $0.2000
2022-06-16 $0.2000
2022-03-16 $0.2000
2021-12-16 $0.2000
2021-09-15 $0.1800
2021-06-15 $0.1800
2021-03-16 $0.1800
2020-12-15 $0.1800
2020-09-17 $0.1600
2020-06-15 $0.1600
2020-03-16 $0.1600
2019-12-13 $0.1600
2019-09-13 $0.1500
2019-06-14 $0.1500
2019-03-15 $0.1500
2018-12-14 $0.1500
2018-09-13 $0.1400
2018-06-14 $0.1400
2018-03-16 $0.1400
2017-12-15 $0.1400
2017-09-14 $0.1200
2017-06-14 $0.1200
2017-03-15 $0.1200
2016-12-13 $0.1200
2016-09-14 $0.1000
2016-06-14 $0.1000
2016-03-11 $0.1000
2015-12-11 $0.1000
2015-09-11 $0.1000
2015-06-11 $0.1000
2015-03-18 $0.1000
2014-12-11 $0.1000
2014-09-11 $0.1000
2014-06-12 $0.1000
2014-03-13 $0.1000
2013-12-10 $0.1000
2013-09-11 $0.1000
2013-06-12 $0.1000
2013-03-26 $0.1000
2012-12-13 $0.1000
2012-11-14 $0.1000
2012-08-15 $0.1000
2012-05-09 $0.1000
2012-02-08 $0.1000
2011-11-08 $0.1000
2011-08-10 $0.1000
2011-05-11 $0.1000
2011-02-09 $0.1000
2010-11-09 $0.1000
2010-08-13 $0.1000
2010-05-12 $0.1000
2010-02-10 $0.1000
2009-11-10 $0.1000
2009-08-12 $0.1000
2009-05-13 $0.1000
2009-02-11 $0.1000
2008-11-13 $0.1000
2008-08-13 $0.1000
2008-05-14 $0.1000
2008-02-12 $0.1000
2007-11-13 $0.1000
2007-08-13 $0.1000
2007-05-15 $0.1000
2007-02-14 $0.1000
2006-11-13 $0.0800
2006-08-14 $0.0800
2006-05-15 $0.0800
2006-02-10 $0.0700
2005-11-10 $0.0700
2005-08-12 $0.0700
2005-05-12 $0.0700
2005-02-11 $0.0700
2004-11-10 $0.0600
2004-08-12 $0.0600
2004-05-12 $0.0600
2004-02-11 $0.0600
2003-11-12 $0.0550
2003-08-13 $0.0550
2003-05-13 $0.0550
2003-02-12 $0.0500
2002-11-13 $0.0500
2002-08-13 $0.0500
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.14. Further, an Excess Kurtosis of 8.02 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.45%460.77%0.77%
-8.45% to -6.32%500.84%1.62%
-6.32% to -4.20%1793.01%4.63%
-4.20% to -2.07%68411.51%16.14%
-2.07% to 0.06%206134.68%50.82%
0.06% to 2.19%198933.47%84.28%
2.19% to 4.31%63410.67%94.95%
4.31% to 6.44%1883.16%98.12%
6.44% to 8.57%611.03%99.14%
Greater than 8.57%510.86%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.78%2.90% 78.61%68.27%
±2σ -5.61%5.73% 95.24%95.45%
±3σ -8.45%8.57% 98.37%99.73%
Descriptive Statistics
Mean0.059%
Standard Error0.037%
Median0.000%
Mode0.000%
Standard Deviation2.836%
Sample Variance8.040%
Kurtosis8.02
Skewness0.14
Range49.319%
Minimum-24.359%
Maximum24.960%
Count5943
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.971% 2967 49.92% 0.984%
Negative -1.928% 2852 47.99% -0.925%
Zero 0.000% 124 2.09% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 6.85%
20 1 Month 5.71%
60 1 Quarter 5.30%
250 1 Year 5.75%
750 3 Years 4.49%
1,250 5 Years 4.08%
2,500 10 Years 3.88%
5,000 20 Years 3.99%
12,500 50 Years 3.97%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.93. Further, an Excess Kurtosis of 16.73 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -3.93%00.00%0.00%
-3.93% to -1.97%00.00%0.00%
-1.97% to -0.00%00.00%0.00%
-0.00% to 1.96%101117.01%17.01%
1.96% to 3.92%271145.61%62.62%
3.92% to 5.88%134622.64%85.26%
5.88% to 7.85%4928.28%93.54%
7.85% to 9.81%1943.26%96.80%
9.81% to 11.77%831.40%98.20%
Greater than 11.77%1071.80%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.31%6.54% 84.15%68.27%
±2σ -1.31%9.16% 96.03%95.45%
±3σ -3.93%11.77% 98.20%99.73%
Descriptive Statistics
Mean3.922%
Standard Error0.034%
Median3.298%
Mode2.740%
Standard Deviation2.617%
Sample Variance6.850%
Kurtosis16.73
Skewness2.93
Range37.549%
Minimum0.056%
Maximum37.605%
Count5944
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.922% 5944 100.00% 3.922%
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 0.37. Further, an Excess Kurtosis of 7.11 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -7.87%410.69%0.69%
-7.87% to -5.90%580.98%1.67%
-5.90% to -3.92%2083.50%5.16%
-3.92% to -1.95%67511.36%16.52%
-1.95% to 0.03%207434.89%51.41%
0.03% to 2.00%188131.65%83.06%
2.00% to 3.98%70211.81%94.87%
3.98% to 5.96%1953.28%98.15%
5.96% to 7.93%580.98%99.13%
Greater than 7.93%520.87%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.60%2.66% 77.10%68.27%
±2σ -5.24%5.30% 95.26%95.45%
±3σ -7.87%7.93% 98.44%99.73%
Descriptive Statistics
Mean0.029%
Standard Error0.034%
Median0.000%
Mode0.000%
Standard Deviation2.634%
Sample Variance6.939%
Kurtosis7.11
Skewness0.37
Range39.646%
Minimum-16.591%
Maximum23.055%
Count5944
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.902% 2888 48.59% 0.924%
Negative -1.819% 2926 49.23% -0.895%
Zero 0.000% 130 2.19% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.30. Further, an Excess Kurtosis of 4.31 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -18.20%70.57%0.57%
-18.20% to -13.58%171.37%1.94%
-13.58% to -8.96%383.07%5.01%
-8.96% to -4.34%14811.95%16.96%
-4.34% to 0.27%42134.01%50.97%
0.27% to 4.89%40232.47%83.44%
4.89% to 9.51%14611.79%95.23%
9.51% to 14.13%322.58%97.82%
14.13% to 18.74%110.89%98.71%
Greater than 18.74%161.29%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.88%6.43% 78.03%68.27%
±2σ -12.04%12.59% 94.26%95.45%
±3σ -18.20%18.74% 98.14%99.73%
Descriptive Statistics
Mean0.273%
Standard Error0.175%
Median0.182%
Mode0.000%
Standard Deviation6.157%
Sample Variance37.907%
Kurtosis4.31
Skewness0.30
Range69.264%
Minimum-33.884%
Maximum35.380%
Count1238
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.453% 637 51.45% 2.291%
Negative -4.185% 597 48.22% -2.018%
Zero 0.000% 4 0.32% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 11.59%
12 1 Quarter 11.01%
52 1 Year 12.51%
156 3 Years 10.07%
260 5 Years 9.18%
520 10 Years 8.82%
1,040 20 Years 8.90%
2,600 50 Years 8.83%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.56. Further, an Excess Kurtosis of 10.77 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.49%00.00%0.00%
-8.49% to -4.04%00.00%0.00%
-4.04% to 0.41%10.08%0.08%
0.41% to 4.87%20316.38%16.46%
4.87% to 9.32%58747.38%63.84%
9.32% to 13.77%26721.55%85.39%
13.77% to 18.23%887.10%92.49%
18.23% to 22.68%463.71%96.21%
22.68% to 27.13%221.78%97.98%
Greater than 27.13%252.02%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 3.38%15.26% 84.10%68.27%
±2σ -2.56%21.20% 95.24%95.45%
±3σ -8.49%27.13% 97.98%99.73%
Descriptive Statistics
Mean9.319%
Standard Error0.169%
Median7.748%
Mode5.333%
Standard Deviation5.938%
Sample Variance35.257%
Kurtosis10.77
Skewness2.56
Range58.401%
Minimum0.401%
Maximum58.802%
Count1239
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.319% 1239 100.00% 9.319%
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 0.88. Further, an Excess Kurtosis of 6.11 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -18.36%60.48%0.48%
-18.36% to -13.72%141.13%1.61%
-13.72% to -9.08%352.82%4.44%
-9.08% to -4.44%14912.03%16.46%
-4.44% to 0.20%44435.84%52.30%
0.20% to 4.85%39231.64%83.94%
4.85% to 9.49%13210.65%94.59%
9.49% to 14.13%352.82%97.42%
14.13% to 18.77%161.29%98.71%
Greater than 18.77%161.29%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.99%6.39% 78.45%68.27%
±2σ -12.17%12.58% 94.43%95.45%
±3σ -18.36%18.77% 98.22%99.73%
Descriptive Statistics
Mean0.204%
Standard Error0.176%
Median0.000%
Mode0.000%
Standard Deviation6.189%
Sample Variance38.305%
Kurtosis6.11
Skewness0.88
Range73.554%
Minimum-25.486%
Maximum48.068%
Count1239
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.593% 608 49.07% 2.254%
Negative -4.116% 617 49.80% -2.050%
Zero 0.000% 14 1.13% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.21. Further, an Excess Kurtosis of 1.63 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -36.45%10.35%0.35%
-36.45% to -27.05%31.05%1.40%
-27.05% to -17.64%113.86%5.26%
-17.64% to -8.24%4515.79%21.05%
-8.24% to 1.17%8028.07%49.12%
1.17% to 10.58%9734.04%83.16%
10.58% to 19.98%279.47%92.63%
19.98% to 29.39%144.91%97.54%
29.39% to 38.80%31.05%98.60%
Greater than 38.80%41.40%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -11.37%13.71% 73.68%68.27%
±2σ -23.91%26.25% 94.74%95.45%
±3σ -36.45%38.80% 98.25%99.73%
Descriptive Statistics
Mean1.171%
Standard Error0.743%
Median1.393%
Mode0.000%
Standard Deviation12.542%
Sample Variance157.314%
Kurtosis1.63
Skewness0.21
Range95.951%
Minimum-48.676%
Maximum47.275%
Count285
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.771% 154 54.03% 5.280%
Negative -9.076% 129 45.26% -4.108%
Zero 0.000% 2 0.70% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 24.72%
12 1 Year 24.38%
36 3 Years 21.94%
60 5 Years 19.48%
120 10 Years 19.11%
240 20 Years 18.59%
600 50 Years 18.68%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.72. Further, an Excess Kurtosis of 13.08 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -16.13%00.00%0.00%
-16.13% to -6.86%00.00%0.00%
-6.86% to 2.41%00.00%0.00%
2.41% to 11.68%4917.13%17.13%
11.68% to 20.95%12945.10%62.24%
20.95% to 30.22%6823.78%86.01%
30.22% to 39.49%227.69%93.71%
39.49% to 48.76%93.15%96.85%
48.76% to 58.03%62.10%98.95%
Greater than 58.03%31.05%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 8.59%33.31% 83.57%68.27%
±2σ -3.77%45.67% 95.45%95.45%
±3σ -16.13%58.03% 98.95%99.73%
Descriptive Statistics
Mean20.950%
Standard Error0.731%
Median18.506%
Mode17.600%
Standard Deviation12.361%
Sample Variance152.796%
Kurtosis13.08
Skewness2.72
Range107.520%
Minimum3.618%
Maximum111.138%
Count286
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 20.950% 286 100.00% 20.950%
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 1.58. Further, an Excess Kurtosis of 8.24 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -39.24%00.00%0.00%
-39.24% to -29.24%20.70%0.70%
-29.24% to -19.24%62.10%2.80%
-19.24% to -9.24%4013.99%16.78%
-9.24% to 0.76%10737.41%54.20%
0.76% to 10.76%7626.57%80.77%
10.76% to 20.75%3813.29%94.06%
20.75% to 30.75%93.15%97.20%
30.75% to 40.75%51.75%98.95%
Greater than 40.75%31.05%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -12.57%14.09% 75.87%68.27%
±2σ -25.90%27.42% 94.76%95.45%
±3σ -39.24%40.75% 98.95%99.73%
Descriptive Statistics
Mean0.757%
Standard Error0.788%
Median-0.866%
Mode0.000%
Standard Deviation13.331%
Sample Variance177.727%
Kurtosis8.24
Skewness1.58
Range124.467%
Minimum-30.943%
Maximum93.524%
Count286
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 10.745% 136 47.55% 5.109%
Negative -8.411% 148 51.75% -4.353%
Zero 0.000% 2 0.70% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.30. Further, an Excess Kurtosis of -0.05 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -59.95%00.00%0.00%
-59.95% to -44.13%11.05%1.05%
-44.13% to -28.32%33.16%4.21%
-28.32% to -12.50%1616.84%21.05%
-12.50% to 3.32%3132.63%53.68%
3.32% to 19.13%2526.32%80.00%
19.13% to 34.95%1111.58%91.58%
34.95% to 50.77%77.37%98.95%
50.77% to 66.58%11.05%100.00%
Greater than 66.58%00.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -17.77%24.41% 64.21%68.27%
±2σ -38.86%45.49% 95.79%95.45%
±3σ -59.95%66.58% 100.00%99.73%
Descriptive Statistics
Mean3.317%
Standard Error2.164%
Median0.713%
Mode-45.190%
Standard Deviation21.089%
Sample Variance444.767%
Kurtosis-0.05
Skewness0.30
Range107.160%
Minimum-45.190%
Maximum61.970%
Count95
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 18.862% 50 52.63% 9.927%
Negative -13.956% 45 47.37% -6.611%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 40.08%
12 3 Years 42.07%
20 5 Years 37.03%
40 10 Years 35.68%
80 20 Years 32.80%
200 50 Years 33.35%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.20. Further, an Excess Kurtosis of 6.71 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -27.91%00.00%0.00%
-27.91% to -10.80%00.00%0.00%
-10.80% to 6.30%00.00%0.00%
6.30% to 23.41%1717.71%17.71%
23.41% to 40.51%4243.75%61.46%
40.51% to 57.62%2526.04%87.50%
57.62% to 74.72%44.17%91.67%
74.72% to 91.83%55.21%96.88%
91.83% to 108.93%11.04%97.92%
Greater than 108.93%22.08%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 17.71%63.32% 81.25%68.27%
±2σ -5.10%86.13% 95.83%95.45%
±3σ -27.91%108.93% 97.92%99.73%
Descriptive Statistics
Mean40.512%
Standard Error2.328%
Median34.699%
Mode12.360%
Standard Deviation22.807%
Sample Variance520.137%
Kurtosis6.71
Skewness2.20
Range134.227%
Minimum12.360%
Maximum146.587%
Count96
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 40.512% 96 100.00% 40.512%
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 0.82. Further, an Excess Kurtosis of 0.93 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -63.09%00.00%0.00%
-63.09% to -46.92%00.00%0.00%
-46.92% to -30.74%44.17%4.17%
-30.74% to -14.57%1818.75%22.92%
-14.57% to 1.60%3132.29%55.21%
1.60% to 17.77%2526.04%81.25%
17.77% to 33.95%1010.42%91.67%
33.95% to 50.12%55.21%96.88%
50.12% to 66.29%22.08%98.96%
Greater than 66.29%11.04%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -19.96%23.16% 66.67%68.27%
±2σ -41.52%44.73% 96.88%95.45%
±3σ -63.09%66.29% 98.96%99.73%
Descriptive Statistics
Mean1.601%
Standard Error2.201%
Median-0.849%
Mode-37.798%
Standard Deviation21.563%
Sample Variance464.980%
Kurtosis0.93
Skewness0.82
Range111.892%
Minimum-37.798%
Maximum74.094%
Count96
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 18.348% 47 48.96% 8.983%
Negative -14.463% 49 51.04% -7.382%
Zero 0.000% 0 0.00% 0.000%