Markets Data Volatility Heatmap Portfolio Calculator

HOFT Deep Analytical Report

Hooker Furnishings Corporation | Category: Equity Micro Cap | Ann. Div Yield: 6.29% ($0.92) | Last Updated: 2026-02-22 | Data Range: 2002-06-01 → 2026-02-01 (285 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 2.83% 2.62% 2.63% 4.07% 6.79% 6.66% 13.65 15.64 12.76 16.73
Weekly 6.15% 5.93% 6.18% 9.16% 14.94% 14.67% 12.58 16.96 10.84 19.70
Monthly 12.53% 12.35% 13.31% 19.35% 31.10% 30.53% 10.71 19.94 7.84 27.21
Quarterly 21.05% 22.85% 21.56% 36.32% 53.86% 52.88% 8.53 25.04 4.98 42.90
Annual — — — — 107.72% 105.76% 4.98 42.90 1.69 125.97
Option Time Horizon — — — — 51.06% 50.13% 8.77 24.34 5.26 40.56
Calculation Notes: Computed at 2026-02-22T14:23 UTC  |  Reference Contract: Call option expiring 2026-05-15 (82 days)  |  Spot Price (S): $14.61  |  Strike (K): $17.50 (first OTM call ≥ spot)  |  Observed Mid-Price: $1.9500 (Bid $0.0000 / Ask $3.9000)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 6.29%  |  Binomial IV (Annual): 107.72% (CRR binomial tree, American, n=20 steps)  |  BS IV: 108.44% (European Black-Scholes)  |  Yahoo IV (Annual): 105.76% → 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
2025-12-19 $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 8.06 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.44%460.78%0.78%
-8.44% to -6.31%500.84%1.62%
-6.31% to -4.19%1772.99%4.61%
-4.19% to -2.06%68411.55%16.16%
-2.06% to 0.06%205434.68%50.84%
0.06% to 2.19%198233.47%84.31%
2.19% to 4.31%63010.64%94.95%
4.31% to 6.44%1883.17%98.13%
6.44% to 8.56%601.01%99.14%
Greater than 8.56%510.86%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.77%2.90% 78.66%68.27%
±2σ -5.61%5.73% 95.27%95.45%
±3σ -8.44%8.56% 98.36%99.73%
Descriptive Statistics
Mean0.062%
Standard Error0.037%
Median0.000%
Mode0.000%
Standard Deviation2.834%
Sample Variance8.030%
Kurtosis8.06
Skewness0.14
Range49.319%
Minimum-24.359%
Maximum24.960%
Count5922
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.971% 2959 49.97% 0.985%
Negative -1.924% 2840 47.96% -0.923%
Zero 0.000% 123 2.08% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 4.80%
20 1 Month 5.82%
60 1 Quarter 5.78%
250 1 Year 5.64%
750 3 Years 4.43%
1,250 5 Years 4.07%
2,500 10 Years 3.88%
5,000 20 Years 3.98%
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 2.94. Further, an Excess Kurtosis of 16.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -3.94%00.00%0.00%
-3.94% to -1.97%00.00%0.00%
-1.97% to -0.01%00.00%0.00%
-0.01% to 1.95%100216.92%16.92%
1.95% to 3.92%270745.70%62.62%
3.92% to 5.88%134222.66%85.28%
5.88% to 7.84%4888.24%93.52%
7.84% to 9.80%1943.28%96.79%
9.80% to 11.77%831.40%98.19%
Greater than 11.77%1071.81%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.30%6.53% 84.37%68.27%
±2σ -1.32%9.15% 96.03%95.45%
±3σ -3.94%11.77% 98.19%99.73%
Descriptive Statistics
Mean3.916%
Standard Error0.034%
Median3.290%
Mode2.740%
Standard Deviation2.617%
Sample Variance6.850%
Kurtosis16.82
Skewness2.94
Range37.549%
Minimum0.056%
Maximum37.605%
Count5923
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.916% 5923 100.00% 3.916%
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 7.15 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 -5.89%580.98%1.67%
-5.89% to -3.92%2073.49%5.17%
-3.92% to -1.95%67211.35%16.51%
-1.95% to 0.03%206734.90%51.41%
0.03% to 2.00%187331.62%83.03%
2.00% to 3.97%70111.84%94.87%
3.97% to 5.95%1953.29%98.16%
5.95% to 7.92%580.98%99.14%
Greater than 7.92%510.86%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.60%2.66% 77.04%68.27%
±2σ -5.24%5.29% 95.26%95.45%
±3σ -7.87%7.92% 98.45%99.73%
Descriptive Statistics
Mean0.026%
Standard Error0.034%
Median0.000%
Mode0.000%
Standard Deviation2.631%
Sample Variance6.923%
Kurtosis7.15
Skewness0.37
Range39.646%
Minimum-16.591%
Maximum23.055%
Count5923
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.897% 2878 48.59% 0.922%
Negative -1.820% 2915 49.22% -0.896%
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 4.34 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -18.17%70.57%0.57%
-18.17% to -13.56%171.38%1.94%
-13.56% to -8.94%383.08%5.02%
-8.94% to -4.33%14511.75%16.77%
-4.33% to 0.29%42534.44%51.22%
0.29% to 4.91%39932.33%83.55%
4.91% to 9.52%14411.67%95.22%
9.52% to 14.14%322.59%97.81%
14.14% to 18.75%110.89%98.70%
Greater than 18.75%161.30%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.86%6.44% 78.04%68.27%
±2σ -12.02%12.60% 94.25%95.45%
±3σ -18.17%18.75% 98.14%99.73%
Descriptive Statistics
Mean0.290%
Standard Error0.175%
Median0.188%
Mode0.000%
Standard Deviation6.154%
Sample Variance37.867%
Kurtosis4.34
Skewness0.30
Range69.264%
Minimum-33.884%
Maximum35.380%
Count1234
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.457% 636 51.54% 2.297%
Negative -4.169% 594 48.14% -2.007%
Zero 0.000% 4 0.32% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 11.88%
12 1 Quarter 11.95%
52 1 Year 12.43%
156 3 Years 9.98%
260 5 Years 9.16%
520 10 Years 8.80%
1,040 20 Years 8.90%
2,600 50 Years 8.82%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.57. Further, an Excess Kurtosis of 10.88 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 4.86%20216.36%16.44%
4.86% to 9.31%58547.37%63.81%
9.31% to 13.76%26721.62%85.43%
13.76% to 18.20%897.21%92.63%
18.20% to 22.65%443.56%96.19%
22.65% to 27.10%221.78%97.98%
Greater than 27.10%252.02%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 3.38%15.24% 84.29%68.27%
±2σ -2.56%21.17% 95.22%95.45%
±3σ -8.49%27.10% 97.98%99.73%
Descriptive Statistics
Mean9.307%
Standard Error0.169%
Median7.748%
Mode5.333%
Standard Deviation5.932%
Sample Variance35.185%
Kurtosis10.88
Skewness2.57
Range58.401%
Minimum0.401%
Maximum58.802%
Count1235
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.307% 1235 100.00% 9.307%
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 0.89. Further, an Excess Kurtosis of 6.17 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -18.37%60.49%0.49%
-18.37% to -13.73%141.13%1.62%
-13.73% to -9.09%352.83%4.45%
-9.09% to -4.45%14912.06%16.52%
-4.45% to 0.19%44135.71%52.23%
0.19% to 4.83%39331.82%84.05%
4.83% to 9.46%13110.61%94.66%
9.46% to 14.10%342.75%97.41%
14.10% to 18.74%161.30%98.70%
Greater than 18.74%161.30%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.00%6.37% 78.46%68.27%
±2σ -12.18%12.56% 94.41%95.45%
±3σ -18.37%18.74% 98.22%99.73%
Descriptive Statistics
Mean0.187%
Standard Error0.176%
Median0.000%
Mode0.000%
Standard Deviation6.185%
Sample Variance38.248%
Kurtosis6.17
Skewness0.89
Range73.554%
Minimum-25.486%
Maximum48.068%
Count1235
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.576% 605 48.99% 2.242%
Negative -4.119% 616 49.88% -2.055%
Zero 0.000% 14 1.13% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.20. Further, an Excess Kurtosis of 1.65 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -36.33%10.35%0.35%
-36.33% to -26.94%31.06%1.41%
-26.94% to -17.54%113.87%5.28%
-17.54% to -8.15%4415.49%20.77%
-8.15% to 1.25%8128.52%49.30%
1.25% to 10.64%9633.80%83.10%
10.64% to 20.03%279.51%92.61%
20.03% to 29.43%144.93%97.54%
29.43% to 38.82%31.06%98.59%
Greater than 38.82%41.41%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -11.28%13.77% 73.59%68.27%
±2σ -23.80%26.30% 94.72%95.45%
±3σ -36.33%38.82% 98.24%99.73%
Descriptive Statistics
Mean1.245%
Standard Error0.743%
Median1.410%
Mode0.000%
Standard Deviation12.525%
Sample Variance156.875%
Kurtosis1.65
Skewness0.20
Range95.951%
Minimum-48.676%
Maximum47.275%
Count284
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.790% 154 54.23% 5.309%
Negative -9.016% 128 45.07% -4.064%
Zero 0.000% 2 0.70% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 25.13%
12 1 Year 24.52%
36 3 Years 21.71%
60 5 Years 19.35%
120 10 Years 19.01%
240 20 Years 18.59%
600 50 Years 18.65%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.74. Further, an Excess Kurtosis of 13.24 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -16.15%00.00%0.00%
-16.15% to -6.89%00.00%0.00%
-6.89% to 2.37%00.00%0.00%
2.37% to 11.63%4917.19%17.19%
11.63% to 20.90%12844.91%62.11%
20.90% to 30.16%6924.21%86.32%
30.16% to 39.42%217.37%93.68%
39.42% to 48.68%82.81%96.49%
48.68% to 57.95%72.46%98.95%
Greater than 57.95%31.05%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 8.55%33.25% 83.86%68.27%
±2σ -3.80%45.60% 95.44%95.45%
±3σ -16.15%57.95% 98.95%99.73%
Descriptive Statistics
Mean20.896%
Standard Error0.732%
Median18.492%
Mode17.600%
Standard Deviation12.350%
Sample Variance152.517%
Kurtosis13.24
Skewness2.74
Range107.520%
Minimum3.618%
Maximum111.138%
Count285
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 20.896% 285 100.00% 20.896%
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 1.60. Further, an Excess Kurtosis of 8.37 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -39.25%00.00%0.00%
-39.25% to -29.27%20.70%0.70%
-29.27% to -19.28%62.11%2.81%
-19.28% to -9.30%4014.04%16.84%
-9.30% to 0.68%10737.54%54.39%
0.68% to 10.67%7526.32%80.70%
10.67% to 20.65%3813.33%94.04%
20.65% to 30.63%93.16%97.19%
30.63% to 40.62%51.75%98.95%
Greater than 40.62%31.05%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -12.63%13.99% 76.49%68.27%
±2σ -25.94%27.31% 94.74%95.45%
±3σ -39.25%40.62% 98.95%99.73%
Descriptive Statistics
Mean0.684%
Standard Error0.788%
Median-0.937%
Mode0.000%
Standard Deviation13.311%
Sample Variance177.173%
Kurtosis8.37
Skewness1.60
Range124.467%
Minimum-30.943%
Maximum93.524%
Count285
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 10.678% 135 47.37% 5.058%
Negative -8.422% 148 51.93% -4.374%
Zero 0.000% 2 0.70% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.28. Further, an Excess Kurtosis of -0.04 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -59.61%00.00%0.00%
-59.61% to -43.82%11.05%1.05%
-43.82% to -28.04%44.21%5.26%
-28.04% to -12.25%1515.79%21.05%
-12.25% to 3.54%3031.58%52.63%
3.54% to 19.32%2627.37%80.00%
19.32% to 35.11%1111.58%91.58%
35.11% to 50.90%77.37%98.95%
50.90% to 66.69%11.05%100.00%
Greater than 66.69%00.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -17.51%24.59% 64.21%68.27%
±2σ -38.56%45.64% 95.79%95.45%
±3σ -59.61%66.69% 100.00%99.73%
Descriptive Statistics
Mean3.538%
Standard Error2.160%
Median1.985%
Mode-45.190%
Standard Deviation21.049%
Sample Variance443.048%
Kurtosis-0.04
Skewness0.28
Range107.160%
Minimum-45.190%
Maximum61.970%
Count95
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 18.691% 51 53.68% 10.034%
Negative -14.024% 44 46.32% -6.495%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 36.52%
12 3 Years 40.88%
20 5 Years 36.32%
40 10 Years 35.33%
80 20 Years 32.63%
200 50 Years 33.20%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.22. Further, an Excess Kurtosis of 6.73 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -28.26%00.00%0.00%
-28.26% to -11.13%00.00%0.00%
-11.13% to 6.01%00.00%0.00%
6.01% to 23.15%1616.67%16.67%
23.15% to 40.28%4344.79%61.46%
40.28% to 57.42%2526.04%87.50%
57.42% to 74.56%44.17%91.67%
74.56% to 91.69%55.21%96.88%
91.69% to 108.83%11.04%97.92%
Greater than 108.83%22.08%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 17.43%63.13% 81.25%68.27%
±2σ -5.41%85.98% 95.83%95.45%
±3σ -28.26%108.83% 97.92%99.73%
Descriptive Statistics
Mean40.284%
Standard Error2.332%
Median34.613%
Mode12.360%
Standard Deviation22.849%
Sample Variance522.090%
Kurtosis6.73
Skewness2.22
Range134.227%
Minimum12.360%
Maximum146.587%
Count96
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 40.284% 96 100.00% 40.284%
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 0.98 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -63.29%00.00%0.00%
-63.29% to -47.12%00.00%0.00%
-47.12% to -30.96%44.17%4.17%
-30.96% to -14.79%1818.75%22.92%
-14.79% to 1.38%3132.29%55.21%
1.38% to 17.54%2526.04%81.25%
17.54% to 33.71%1010.42%91.67%
33.71% to 49.88%55.21%96.88%
49.88% to 66.04%22.08%98.96%
Greater than 66.04%11.04%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -20.18%22.93% 66.67%68.27%
±2σ -41.74%44.49% 96.88%95.45%
±3σ -63.29%66.04% 98.96%99.73%
Descriptive Statistics
Mean1.376%
Standard Error2.200%
Median-1.011%
Mode-37.798%
Standard Deviation21.556%
Sample Variance464.640%
Kurtosis0.98
Skewness0.85
Range111.892%
Minimum-37.798%
Maximum74.094%
Count96
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 18.464% 46 47.92% 8.847%
Negative -14.345% 50 52.08% -7.471%
Zero 0.000% 0 0.00% 0.000%