INTU - 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	2.87%	2.78%	2.52%	2.83%	3.52%	3.57%	367.38	394.19	354.67	408.32
Weekly	6.07%	7.07%	6.05%	6.81%	7.75%	7.86%	352.16	411.23	325.89	444.37
Monthly	11.88%	14.74%	10.91%	14.17%	16.14%	16.37%	323.84	447.20	275.58	525.51
Quarterly	21.52%	29.94%	17.74%	23.86%	27.95%	28.35%	287.75	503.27	217.58	665.57
Annual	—	—	—	—	55.90%	56.71%	217.58	665.57	124.41	1164.07
Option Time Horizon	—	—	—	—	21.50%	21.81%	306.92	471.84	247.54	585.03

Calculation Notes: Computed at 2026-02-22T14:17 UTC | Reference Contract: Call option expiring 2026-04-17 (54 days) | Spot Price (S): $380.55 | Strike (K): $390.00 (first OTM call ≥ spot) | Observed Mid-Price: $29.2500 (Bid $28.7000 / Ask $29.8000) | Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury) | Dividend Yield (q): 1.13% | Binomial IV (Annual): 55.90% (CRR binomial tree, American, n=20 steps) | BS IV: 56.25% (European Black-Scholes) | Yahoo IV (Annual): 56.71% → 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
2026-01-09	$1.2000
2025-10-09	$1.2000
2025-07-10	$1.0400
2025-04-10	$1.0400
2025-01-10	$1.0400
2024-10-10	$1.0400
2024-07-10	$0.9000
2024-04-09	$0.9000
2024-01-09	$0.9000
2023-10-05	$0.9000
2023-07-07	$0.7800
2023-04-06	$0.7800
2023-01-09	$0.7800
2022-10-06	$0.7800
2022-07-08	$0.6800
2022-04-08	$0.6800
2022-01-07	$0.6800
2021-10-07	$0.6800
2021-07-09	$0.5900
2021-04-09	$0.5900
2021-01-08	$0.5900
2020-10-08	$0.5900
2020-07-09	$0.5300
2020-04-09	$0.5300
2020-01-09	$0.5300
2019-10-09	$0.5300
2019-07-09	$0.4700
2019-04-09	$0.4700
2019-01-09	$0.4700
2018-10-09	$0.4700
2018-07-09	$0.3900
2018-04-09	$0.3900
2018-01-09	$0.3900
2017-10-06	$0.3900
2017-07-06	$0.3400
2017-04-06	$0.3400
2017-01-06	$0.3400
2016-10-05	$0.3400
2016-07-08	$0.3000
2016-04-07	$0.3000
2016-01-07	$0.3000
2015-10-07	$0.3000
2015-07-08	$0.2500
2015-04-08	$0.2500
2015-01-07	$0.2500
2014-10-08	$0.2500
2014-07-08	$0.1900
2014-04-08	$0.1900
2014-01-08	$0.1900
2013-10-08	$0.1900
2013-07-08	$0.1700
2013-04-08	$0.1700
2013-01-08	$0.1700
2012-10-05	$0.1700
2012-07-06	$0.1500
2012-04-05	$0.1500
2012-01-06	$0.1500
2011-10-05	$0.1500

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.62. Further, an Excess Kurtosis of 13.77 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -8.49%	58	0.70%	0.70%
-8.49% to -6.34%	90	1.09%	1.79%
-6.34% to -4.20%	235	2.83%	4.62%
-4.20% to -2.05%	783	9.44%	14.06%
-2.05% to 0.10%	3088	37.25%	51.31%
0.10% to 2.25%	2940	35.46%	86.77%
2.25% to 4.40%	702	8.47%	95.24%
4.40% to 6.55%	213	2.57%	97.80%
6.55% to 8.70%	98	1.18%	98.99%
Greater than 8.70%	84	1.01%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.76%	2.97%	81.14%	68.27%
±2σ	-5.63%	5.83%	94.75%	95.45%
±3σ	-8.49%	8.70%	98.29%	99.73%

Descriptive Statistics

Mean	0.102%
Standard Error	0.031%
Median	0.051%
Mode	0.000%
Standard Deviation	2.865%
Sample Variance	8.206%
Kurtosis	13.77
Skewness	0.62
Range	63.518%
Minimum	-29.438%
Maximum	34.080%
Count	8291

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.875%	4234	51.07%	0.958%
Negative	-1.815%	3907	47.12%	-0.855%
Zero	0.000%	150	1.81%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	4.64%
20	1 Month	5.13%
60	1 Quarter	3.54%
250	1 Year	2.74%
750	3 Years	2.52%
1,250	5 Years	2.83%
2,500	10 Years	2.52%
5,000	20 Years	2.43%
12,500	50 Years	3.42%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.56. Further, an Excess Kurtosis of 29.99 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -5.02%	0	0.00%	0.00%
-5.02% to -2.93%	0	0.00%	0.00%
-2.93% to -0.84%	0	0.00%	0.00%
-0.84% to 1.24%	984	11.87%	11.87%
1.24% to 3.33%	4537	54.72%	66.58%
3.33% to 5.41%	1506	18.16%	84.74%
5.41% to 7.50%	663	8.00%	92.74%
7.50% to 9.58%	300	3.62%	96.36%
9.58% to 11.67%	150	1.81%	98.17%
Greater than 11.67%	152	1.83%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.55%	6.11%	87.80%	68.27%
±2σ	-2.24%	8.89%	95.45%	95.45%
±3σ	-5.02%	11.67%	98.17%	99.73%

Descriptive Statistics

Mean	3.327%
Standard Error	0.031%
Median	2.423%
Mode	3.030%
Standard Deviation	2.781%
Sample Variance	7.732%
Kurtosis	29.99
Skewness	3.56
Range	52.433%
Minimum	0.393%
Maximum	52.826%
Count	8292

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.327%	8292	100.00%	3.327%
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 19.74 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -7.56%	78	0.94%	0.94%
-7.56% to -5.66%	86	1.04%	1.98%
-5.66% to -3.77%	207	2.50%	4.47%
-3.77% to -1.88%	772	9.31%	13.78%
-1.88% to 0.01%	3240	39.07%	52.86%
0.01% to 1.90%	2704	32.61%	85.47%
1.90% to 3.79%	761	9.18%	94.65%
3.79% to 5.68%	279	3.36%	98.01%
5.68% to 7.58%	86	1.04%	99.05%
Greater than 7.58%	79	0.95%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.51%	2.53%	80.20%	68.27%
±2σ	-5.03%	5.05%	94.73%	95.45%
±3σ	-7.56%	7.58%	98.09%	99.73%

Descriptive Statistics

Mean	0.010%
Standard Error	0.028%
Median	-0.056%
Mode	0.000%
Standard Deviation	2.522%
Sample Variance	6.362%
Kurtosis	19.74
Skewness	0.89
Range	66.529%
Minimum	-21.036%
Maximum	45.493%
Count	8292

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.737%	3917	47.24%	0.821%
Negative	-1.581%	4250	51.25%	-0.810%
Zero	0.000%	125	1.51%	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 8.16 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -17.72%	11	0.64%	0.64%
-17.72% to -13.17%	21	1.22%	1.86%
-13.17% to -8.62%	60	3.49%	5.35%
-8.62% to -4.07%	161	9.37%	14.72%
-4.07% to 0.48%	643	37.41%	52.12%
0.48% to 5.03%	571	33.22%	85.34%
5.03% to 9.58%	162	9.42%	94.76%
9.58% to 14.12%	51	2.97%	97.73%
14.12% to 18.67%	20	1.16%	98.89%
Greater than 18.67%	19	1.11%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.59%	6.54%	79.99%	68.27%
±2σ	-11.65%	12.61%	94.42%	95.45%
±3σ	-17.72%	18.67%	98.25%	99.73%

Descriptive Statistics

Mean	0.478%
Standard Error	0.146%
Median	0.298%
Mode	0.000%
Standard Deviation	6.065%
Sample Variance	36.779%
Kurtosis	8.16
Skewness	0.72
Range	84.437%
Minimum	-30.051%
Maximum	54.386%
Count	1719

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.258%	911	53.00%	2.257%
Negative	-3.860%	792	46.07%	-1.778%
Zero	0.000%	16	0.93%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	12.49%
12	1 Quarter	8.97%
52	1 Year	6.82%
156	3 Years	5.99%
260	5 Years	6.81%
520	10 Years	5.98%
1,040	20 Years	5.62%
2,600	50 Years	7.94%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.95. Further, an Excess Kurtosis of 14.29 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -12.81%	0	0.00%	0.00%
-12.81% to -7.51%	0	0.00%	0.00%
-7.51% to -2.20%	0	0.00%	0.00%
-2.20% to 3.10%	219	12.73%	12.73%
3.10% to 8.41%	919	53.43%	66.16%
8.41% to 13.71%	313	18.20%	84.36%
13.71% to 19.02%	154	8.95%	93.31%
19.02% to 24.32%	52	3.02%	96.34%
24.32% to 29.63%	31	1.80%	98.14%
Greater than 29.63%	32	1.86%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.34%	15.48%	86.80%	68.27%
±2σ	-5.74%	22.56%	96.05%	95.45%
±3σ	-12.81%	29.63%	98.14%	99.73%

Descriptive Statistics

Mean	8.409%
Standard Error	0.171%
Median	6.068%
Mode	2.842%
Standard Deviation	7.074%
Sample Variance	50.048%
Kurtosis	14.29
Skewness	2.95
Range	71.185%
Minimum	1.168%
Maximum	72.353%
Count	1720

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	8.409%	1720	100.00%	8.409%
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 0.98. Further, an Excess Kurtosis of 7.66 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -18.15%	8	0.47%	0.47%
-18.15% to -13.61%	15	0.87%	1.34%
-13.61% to -9.07%	49	2.85%	4.19%
-9.07% to -4.53%	182	10.58%	14.77%
-4.53% to 0.00%	680	39.53%	54.30%
0.00% to 4.54%	545	31.69%	85.99%
4.54% to 9.08%	142	8.26%	94.24%
9.08% to 13.62%	52	3.02%	97.27%
13.62% to 18.15%	25	1.45%	98.72%
Greater than 18.15%	22	1.28%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.05%	6.05%	79.71%	68.27%
±2σ	-12.10%	12.10%	94.48%	95.45%
±3σ	-18.15%	18.15%	98.26%	99.73%

Descriptive Statistics

Mean	0.003%
Standard Error	0.146%
Median	-0.302%
Mode	0.000%
Standard Deviation	6.050%
Sample Variance	36.603%
Kurtosis	7.66
Skewness	0.98
Range	79.638%
Minimum	-34.848%
Maximum	44.790%
Count	1720

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.371%	786	45.70%	1.997%
Negative	-3.717%	923	53.66%	-1.995%
Zero	0.000%	11	0.64%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.43. Further, an Excess Kurtosis of 8.84 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -33.66%	1	0.25%	0.25%
-33.66% to -24.75%	5	1.27%	1.52%
-24.75% to -15.84%	10	2.53%	4.05%
-15.84% to -6.92%	46	11.65%	15.70%
-6.92% to 1.99%	142	35.95%	51.65%
1.99% to 10.90%	138	34.94%	86.58%
10.90% to 19.81%	36	9.11%	95.70%
19.81% to 28.72%	9	2.28%	97.97%
28.72% to 37.63%	4	1.01%	98.99%
Greater than 37.63%	4	1.01%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.89%	13.87%	80.00%	68.27%
±2σ	-21.78%	25.75%	95.70%	95.45%
±3σ	-33.66%	37.63%	98.73%	99.73%

Descriptive Statistics

Mean	1.986%
Standard Error	0.598%
Median	1.564%
Mode	-7.143%
Standard Deviation	11.881%
Sample Variance	141.164%
Kurtosis	8.84
Skewness	1.43
Range	110.011%
Minimum	-33.908%
Maximum	76.103%
Count	395

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	8.676%	228	57.72%	5.008%
Negative	-7.191%	166	42.02%	-3.022%
Zero	0.000%	1	0.25%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	20.12%
12	1 Year	13.99%
36	3 Years	12.90%
60	5 Years	14.17%
120	10 Years	12.77%
240	20 Years	11.85%
600	50 Years	16.63%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.59. Further, an Excess Kurtosis of 9.47 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -25.54%	0	0.00%	0.00%
-25.54% to -14.48%	0	0.00%	0.00%
-14.48% to -3.43%	0	0.00%	0.00%
-3.43% to 7.62%	50	12.63%	12.63%
7.62% to 18.67%	209	52.78%	65.40%
18.67% to 29.73%	75	18.94%	84.34%
29.73% to 40.78%	36	9.09%	93.43%
40.78% to 51.83%	10	2.53%	95.96%
51.83% to 62.88%	6	1.52%	97.47%
Greater than 62.88%	10	2.53%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	3.94%	33.41%	86.87%	68.27%
±2σ	-10.80%	48.14%	95.45%	95.45%
±3σ	-25.54%	62.88%	97.47%	99.73%

Descriptive Statistics

Mean	18.673%
Standard Error	0.741%
Median	13.884%
Mode	8.592%
Standard Deviation	14.736%
Sample Variance	217.157%
Kurtosis	9.47
Skewness	2.59
Range	115.023%
Minimum	3.487%
Maximum	118.510%
Count	396

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	18.673%	396	100.00%	18.673%
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 0.69. Further, an Excess Kurtosis of 3.74 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -33.44%	4	1.01%	1.01%
-33.44% to -25.25%	1	0.25%	1.26%
-25.25% to -17.07%	11	2.78%	4.04%
-17.07% to -8.89%	48	12.12%	16.16%
-8.89% to -0.70%	160	40.40%	56.57%
-0.70% to 7.48%	113	28.54%	85.10%
7.48% to 15.66%	33	8.33%	93.43%
15.66% to 23.85%	15	3.79%	97.22%
23.85% to 32.03%	5	1.26%	98.48%
Greater than 32.03%	6	1.52%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.62%	10.21%	78.28%	68.27%
±2σ	-22.53%	21.12%	94.70%	95.45%
±3σ	-33.44%	32.03%	97.47%	99.73%

Descriptive Statistics

Mean	-0.704%
Standard Error	0.548%
Median	-1.608%
Mode	-5.029%
Standard Deviation	10.911%
Sample Variance	119.060%
Kurtosis	3.74
Skewness	0.69
Range	88.353%
Minimum	-40.875%
Maximum	47.478%
Count	396

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	8.452%	164	41.41%	3.500%
Negative	-7.207%	231	58.33%	-4.204%
Zero	0.000%	1	0.25%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.92. Further, an Excess Kurtosis of 6.91 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -58.64%	0	0.00%	0.00%
-58.64% to -42.50%	0	0.00%	0.00%
-42.50% to -26.36%	3	2.27%	2.27%
-26.36% to -10.21%	19	14.39%	16.67%
-10.21% to 5.93%	53	40.15%	56.82%
5.93% to 22.07%	43	32.58%	89.39%
22.07% to 38.21%	8	6.06%	95.45%
38.21% to 54.35%	1	0.76%	96.21%
54.35% to 70.50%	1	0.76%	96.97%
Greater than 70.50%	4	3.03%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-15.59%	27.45%	81.82%	68.27%
±2σ	-37.12%	48.97%	95.45%	95.45%
±3σ	-58.64%	70.50%	96.97%	99.73%

Descriptive Statistics

Mean	5.928%
Standard Error	1.873%
Median	3.576%
Mode	-40.414%
Standard Deviation	21.523%
Sample Variance	463.234%
Kurtosis	6.91
Skewness	1.92
Range	147.496%
Minimum	-40.414%
Maximum	107.082%
Count	132

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	16.263%	82	62.12%	10.103%
Negative	-11.246%	49	37.12%	-4.175%
Zero	0.000%	1	0.76%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	26.02%
12	3 Years	21.93%
20	5 Years	23.86%
40	10 Years	21.56%
80	20 Years	20.16%
200	50 Years	29.49%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.06. Further, an Excess Kurtosis of 13.26 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -54.67%	0	0.00%	0.00%
-54.67% to -32.22%	0	0.00%	0.00%
-32.22% to -9.76%	0	0.00%	0.00%
-9.76% to 12.69%	9	6.77%	6.77%
12.69% to 35.15%	80	60.15%	66.92%
35.15% to 57.60%	26	19.55%	86.47%
57.60% to 80.06%	10	7.52%	93.98%
80.06% to 102.51%	2	1.50%	95.49%
102.51% to 124.97%	4	3.01%	98.50%
Greater than 124.97%	2	1.50%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	5.21%	65.09%	89.47%	68.27%
±2σ	-24.73%	95.03%	94.74%	95.45%
±3σ	-54.67%	124.97%	98.50%	99.73%

Descriptive Statistics

Mean	35.149%
Standard Error	2.596%
Median	24.863%
Mode	14.790%
Standard Deviation	29.940%
Sample Variance	896.388%
Kurtosis	13.26
Skewness	3.06
Range	217.796%
Minimum	7.260%
Maximum	225.056%
Count	133

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	35.149%	133	100.00%	35.149%
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 3.22 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -55.27%	0	0.00%	0.00%
-55.27% to -41.97%	3	2.26%	2.26%
-41.97% to -28.66%	2	1.50%	3.76%
-28.66% to -15.36%	12	9.02%	12.78%
-15.36% to -2.05%	57	42.86%	55.64%
-2.05% to 11.25%	37	27.82%	83.46%
11.25% to 24.55%	13	9.77%	93.23%
24.55% to 37.86%	6	4.51%	97.74%
37.86% to 51.16%	1	0.75%	98.50%
Greater than 51.16%	2	1.50%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-19.79%	15.69%	77.44%	68.27%
±2σ	-37.53%	33.42%	93.23%	95.45%
±3σ	-55.27%	51.16%	98.50%	99.73%

Descriptive Statistics

Mean	-2.054%
Standard Error	1.538%
Median	-3.432%
Mode	-50.984%
Standard Deviation	17.739%
Sample Variance	314.655%
Kurtosis	3.22
Skewness	0.72
Range	124.027%
Minimum	-50.984%
Maximum	73.043%
Count	133

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	14.207%	50	37.59%	5.341%
Negative	-11.994%	82	61.65%	-7.395%
Zero	0.000%	1	0.75%	0.000%

INTU Deep Analytical Report