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%	2.86%	2.80%	2.96%	442.41	467.86	430.21	481.13
Weekly	6.08%	7.08%	6.06%	6.93%	6.16%	6.52%	427.79	483.85	402.25	514.58
Monthly	11.85%	14.75%	10.85%	14.42%	12.82%	13.57%	400.23	517.17	352.09	587.88
Quarterly	21.41%	29.95%	17.53%	24.13%	22.20%	23.50%	364.39	568.04	291.85	709.22
Annual	—	—	—	—	44.40%	47.01%	291.85	709.22	187.22	1105.58
Option Time Horizon	—	—	—	—	16.76%	17.74%	384.77	537.96	325.40	636.10

Calculation Notes: Computed at 2026-03-23T16:32 UTC | Reference Contract: Call option expiring 2026-05-15 (52 days) | Spot Price (S): $454.96 | Strike (K): $460.00 (first OTM call ≥ spot) | Observed Mid-Price: $28.8500 (Bid $27.2000 / Ask $30.5000) | Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.98% | Binomial IV (Annual): 44.40% (CRR binomial tree, American, n=20 steps) | BS IV: 44.39% (European Black-Scholes) | Yahoo IV (Annual): 47.01% → 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 13.72 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	1.08%	1.78%
-6.34% to -4.19%	237	2.85%	4.63%
-4.19% to -2.04%	786	9.46%	14.09%
-2.04% to 0.10%	3098	37.27%	51.36%
0.10% to 2.25%	2941	35.38%	86.74%
2.25% to 4.40%	706	8.49%	95.24%
4.40% to 6.55%	214	2.57%	97.81%
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%	81.03%	68.27%
±2σ	-5.63%	5.83%	94.74%	95.45%
±3σ	-8.49%	8.70%	98.29%	99.73%

Descriptive Statistics

Mean	0.104%
Standard Error	0.031%
Median	0.054%
Mode	0.000%
Standard Deviation	2.865%
Sample Variance	8.210%
Kurtosis	13.72
Skewness	0.62
Range	63.518%
Minimum	-29.438%
Maximum	34.080%
Count	8312

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.878%	4247	51.09%	0.960%
Negative	-1.816%	3915	47.10%	-0.855%
Zero	0.000%	150	1.80%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	4.39%
20	1 Month	5.00%
60	1 Quarter	4.49%
250	1 Year	2.88%
750	3 Years	2.57%
1,250	5 Years	2.86%
2,500	10 Years	2.55%
5,000	20 Years	2.44%
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 29.94 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -5.01%	0	0.00%	0.00%
-5.01% to -2.92%	0	0.00%	0.00%
-2.92% to -0.84%	0	0.00%	0.00%
-0.84% to 1.25%	992	11.93%	11.93%
1.25% to 3.33%	4537	54.58%	66.51%
3.33% to 5.42%	1512	18.19%	84.70%
5.42% to 7.50%	672	8.08%	92.78%
7.50% to 9.59%	298	3.58%	96.37%
9.59% to 11.67%	150	1.80%	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%	87.78%	68.27%
±2σ	-2.23%	8.89%	95.46%	95.45%
±3σ	-5.01%	11.67%	98.17%	99.73%

Descriptive Statistics

Mean	3.331%
Standard Error	0.030%
Median	2.429%
Mode	3.030%
Standard Deviation	2.780%
Sample Variance	7.726%
Kurtosis	29.94
Skewness	3.56
Range	52.433%
Minimum	0.393%
Maximum	52.826%
Count	8313

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.331%	8313	100.00%	3.331%
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 19.62 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -7.57%	77	0.93%	0.93%
-7.57% to -5.67%	89	1.07%	2.00%
-5.67% to -3.78%	208	2.50%	4.50%
-3.78% to -1.89%	770	9.26%	13.76%
-1.89% to 0.01%	3249	39.08%	52.84%
0.01% to 1.90%	2711	32.61%	85.46%
1.90% to 3.79%	763	9.18%	94.63%
3.79% to 5.69%	281	3.38%	98.02%
5.69% to 7.58%	87	1.05%	99.06%
Greater than 7.58%	78	0.94%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.52%	2.53%	80.15%	68.27%
±2σ	-5.04%	5.06%	94.73%	95.45%
±3σ	-7.57%	7.58%	98.14%	99.73%

Descriptive Statistics

Mean	0.008%
Standard Error	0.028%
Median	-0.056%
Mode	0.000%
Standard Deviation	2.525%
Sample Variance	6.374%
Kurtosis	19.62
Skewness	0.88
Range	66.529%
Minimum	-21.036%
Maximum	45.493%
Count	8313

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.738%	3925	47.22%	0.821%
Negative	-1.586%	4263	51.28%	-0.813%
Zero	0.000%	125	1.50%	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 8.04 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -17.76%	11	0.64%	0.64%
-17.76% to -13.20%	21	1.22%	1.86%
-13.20% to -8.63%	61	3.54%	5.40%
-8.63% to -4.07%	161	9.34%	14.74%
-4.07% to 0.49%	646	37.49%	52.23%
0.49% to 5.05%	571	33.14%	85.37%
5.05% to 9.61%	161	9.34%	94.72%
9.61% to 14.17%	51	2.96%	97.68%
14.17% to 18.73%	21	1.22%	98.90%
Greater than 18.73%	19	1.10%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.59%	6.57%	79.98%	68.27%
±2σ	-11.67%	12.65%	94.37%	95.45%
±3σ	-17.76%	18.73%	98.26%	99.73%

Descriptive Statistics

Mean	0.489%
Standard Error	0.147%
Median	0.298%
Mode	0.000%
Standard Deviation	6.082%
Sample Variance	36.997%
Kurtosis	8.04
Skewness	0.72
Range	84.437%
Minimum	-30.051%
Maximum	54.386%
Count	1723

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.278%	914	53.05%	2.269%
Negative	-3.868%	793	46.02%	-1.780%
Zero	0.000%	16	0.93%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	13.79%
12	1 Quarter	12.49%
52	1 Year	7.36%
156	3 Years	6.20%
260	5 Years	6.93%
520	10 Years	6.07%
1,040	20 Years	5.67%
2,600	50 Years	7.96%

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 14.19 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 -7.50%	0	0.00%	0.00%
-7.50% to -2.19%	0	0.00%	0.00%
-2.19% to 3.12%	221	12.82%	12.82%
3.12% to 8.43%	920	53.36%	66.18%
8.43% to 13.74%	311	18.04%	84.22%
13.74% to 19.04%	156	9.05%	93.27%
19.04% to 24.35%	53	3.07%	96.35%
24.35% to 29.66%	31	1.80%	98.14%
Greater than 29.66%	32	1.86%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.35%	15.50%	86.77%	68.27%
±2σ	-5.73%	22.58%	96.11%	95.45%
±3σ	-12.81%	29.66%	98.14%	99.73%

Descriptive Statistics

Mean	8.427%
Standard Error	0.170%
Median	6.079%
Mode	2.842%
Standard Deviation	7.078%
Sample Variance	50.097%
Kurtosis	14.19
Skewness	2.94
Range	71.185%
Minimum	1.168%
Maximum	72.353%
Count	1724

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	8.427%	1724	100.00%	8.427%
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 0.97. Further, an Excess Kurtosis of 7.57 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -18.19%	8	0.46%	0.46%
-18.19% to -13.64%	15	0.87%	1.33%
-13.64% to -9.10%	51	2.96%	4.29%
-9.10% to -4.55%	180	10.44%	14.73%
-4.55% to -0.01%	671	38.92%	53.65%
-0.01% to 4.54%	556	32.25%	85.90%
4.54% to 9.09%	143	8.29%	94.20%
9.09% to 13.63%	53	3.07%	97.27%
13.63% to 18.18%	25	1.45%	98.72%
Greater than 18.18%	22	1.28%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.07%	6.06%	79.58%	68.27%
±2σ	-12.13%	12.12%	94.37%	95.45%
±3σ	-18.19%	18.18%	98.26%	99.73%

Descriptive Statistics

Mean	-0.005%
Standard Error	0.146%
Median	-0.302%
Mode	0.000%
Standard Deviation	6.062%
Sample Variance	36.752%
Kurtosis	7.57
Skewness	0.97
Range	79.638%
Minimum	-34.848%
Maximum	44.790%
Count	1724

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.374%	788	45.71%	1.999%
Negative	-3.735%	925	53.65%	-2.004%
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 1.45. Further, an Excess Kurtosis of 8.89 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -33.52%	1	0.25%	0.25%
-33.52% to -24.63%	5	1.26%	1.52%
-24.63% to -15.75%	10	2.53%	4.04%
-15.75% to -6.86%	46	11.62%	15.66%
-6.86% to 2.02%	145	36.62%	52.27%
2.02% to 10.91%	135	34.09%	86.36%
10.91% to 19.79%	37	9.34%	95.71%
19.79% to 28.68%	9	2.27%	97.98%
28.68% to 37.56%	4	1.01%	98.99%
Greater than 37.56%	4	1.01%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.82%	13.87%	80.05%	68.27%
±2σ	-21.67%	25.72%	95.71%	95.45%
±3σ	-33.52%	37.56%	98.74%	99.73%

Descriptive Statistics

Mean	2.024%
Standard Error	0.595%
Median	1.619%
Mode	-7.143%
Standard Deviation	11.847%
Sample Variance	140.361%
Kurtosis	8.89
Skewness	1.45
Range	110.011%
Minimum	-33.908%
Maximum	76.103%
Count	396

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	8.687%	229	57.83%	5.024%
Negative	-7.156%	166	41.92%	-3.000%
Zero	0.000%	1	0.25%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	25.62%
12	1 Year	15.35%
36	3 Years	13.17%
60	5 Years	14.42%
120	10 Years	12.92%
240	20 Years	11.91%
600	50 Years	16.66%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.58. Further, an Excess Kurtosis of 9.38 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -25.56%	0	0.00%	0.00%
-25.56% to -14.49%	0	0.00%	0.00%
-14.49% to -3.43%	0	0.00%	0.00%
-3.43% to 7.64%	51	12.85%	12.85%
7.64% to 18.70%	208	52.39%	65.24%
18.70% to 29.77%	76	19.14%	84.38%
29.77% to 40.83%	35	8.82%	93.20%
40.83% to 51.90%	11	2.77%	95.97%
51.90% to 62.96%	6	1.51%	97.48%
Greater than 62.96%	10	2.52%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	3.95%	33.46%	87.15%	68.27%
±2σ	-10.80%	48.21%	95.47%	95.45%
±3σ	-25.56%	62.96%	97.48%	99.73%

Descriptive Statistics

Mean	18.703%
Standard Error	0.740%
Median	13.956%
Mode	8.592%
Standard Deviation	14.753%
Sample Variance	217.653%
Kurtosis	9.38
Skewness	2.58
Range	115.023%
Minimum	3.487%
Maximum	118.510%
Count	397

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	18.703%	397	100.00%	18.703%
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 0.67. 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 -33.31%	4	1.01%	1.01%
-33.31% to -25.17%	2	0.50%	1.51%
-25.17% to -17.03%	10	2.52%	4.03%
-17.03% to -8.89%	49	12.34%	16.37%
-8.89% to -0.75%	157	39.55%	55.92%
-0.75% to 7.38%	116	29.22%	85.14%
7.38% to 15.52%	33	8.31%	93.45%
15.52% to 23.66%	15	3.78%	97.23%
23.66% to 31.80%	5	1.26%	98.49%
Greater than 31.80%	6	1.51%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.61%	10.10%	78.34%	68.27%
±2σ	-22.46%	20.95%	94.71%	95.45%
±3σ	-33.31%	31.80%	97.48%	99.73%

Descriptive Statistics

Mean	-0.754%
Standard Error	0.545%
Median	-1.661%
Mode	-5.029%
Standard Deviation	10.852%
Sample Variance	117.776%
Kurtosis	3.74
Skewness	0.67
Range	88.353%
Minimum	-40.875%
Maximum	47.478%
Count	397

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	8.396%	164	41.31%	3.468%
Negative	-7.225%	232	58.44%	-4.222%
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 1.95. Further, an Excess Kurtosis of 7.06 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -58.17%	0	0.00%	0.00%
-58.17% to -42.12%	0	0.00%	0.00%
-42.12% to -26.07%	3	2.27%	2.27%
-26.07% to -10.01%	18	13.64%	15.91%
-10.01% to 6.04%	55	41.67%	57.58%
6.04% to 22.09%	42	31.82%	89.39%
22.09% to 38.15%	8	6.06%	95.45%
38.15% to 54.20%	1	0.76%	96.21%
54.20% to 70.26%	1	0.76%	96.97%
Greater than 70.26%	4	3.03%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-15.36%	27.45%	82.58%	68.27%
±2σ	-36.77%	48.85%	95.45%	95.45%
±3σ	-58.17%	70.26%	96.97%	99.73%

Descriptive Statistics

Mean	6.041%
Standard Error	1.863%
Median	3.575%
Mode	-40.414%
Standard Deviation	21.405%
Sample Variance	458.167%
Kurtosis	7.06
Skewness	1.95
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	-10.941%	49	37.12%	-4.061%
Zero	0.000%	1	0.76%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	27.34%
12	3 Years	22.36%
20	5 Years	24.13%
40	10 Years	21.69%
80	20 Years	20.23%
200	50 Years	29.53%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.05. Further, an Excess Kurtosis of 13.20 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -54.62%	0	0.00%	0.00%
-54.62% to -32.16%	0	0.00%	0.00%
-32.16% to -9.70%	0	0.00%	0.00%
-9.70% to 12.76%	9	6.77%	6.77%
12.76% to 35.23%	79	59.40%	66.17%
35.23% to 57.69%	27	20.30%	86.47%
57.69% to 80.15%	10	7.52%	93.98%
80.15% to 102.61%	2	1.50%	95.49%
102.61% to 125.07%	4	3.01%	98.50%
Greater than 125.07%	2	1.50%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	5.28%	65.17%	89.47%	68.27%
±2σ	-24.67%	95.12%	94.74%	95.45%
±3σ	-54.62%	125.07%	98.50%	99.73%

Descriptive Statistics

Mean	35.225%
Standard Error	2.597%
Median	24.863%
Mode	14.790%
Standard Deviation	29.949%
Sample Variance	896.966%
Kurtosis	13.20
Skewness	3.05
Range	217.796%
Minimum	7.260%
Maximum	225.056%
Count	133

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	35.225%	133	100.00%	35.225%
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 3.46 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -54.80%	0	0.00%	0.00%
-54.80% to -41.65%	3	2.26%	2.26%
-41.65% to -28.51%	3	2.26%	4.51%
-28.51% to -15.36%	11	8.27%	12.78%
-15.36% to -2.21%	55	41.35%	54.14%
-2.21% to 10.93%	40	30.08%	84.21%
10.93% to 24.08%	13	9.77%	93.98%
24.08% to 37.22%	5	3.76%	97.74%
37.22% to 50.37%	1	0.75%	98.50%
Greater than 50.37%	2	1.50%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-19.74%	15.31%	78.20%	68.27%
±2σ	-37.27%	32.84%	91.73%	95.45%
±3σ	-54.80%	50.37%	98.50%	99.73%

Descriptive Statistics

Mean	-2.215%
Standard Error	1.520%
Median	-3.432%
Mode	-50.984%
Standard Deviation	17.527%
Sample Variance	307.199%
Kurtosis	3.46
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	13.777%	50	37.59%	5.179%
Negative	-11.994%	82	61.65%	-7.395%
Zero	0.000%	1	0.75%	0.000%

INTU Deep Analytical Report