KSS - 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	2.84%	2.33%	2.37%	5.14%	4.71%	4.55%	12.36	13.58	11.79	14.23
Weekly	6.12%	6.12%	6.13%	12.18%	10.36%	10.01%	11.68	14.37	10.53	15.94
Monthly	11.49%	16.44%	13.61%	27.35%	21.57%	20.83%	10.44	16.07	8.42	19.94
Quarterly	20.58%	37.52%	22.79%	50.49%	37.36%	36.08%	8.92	18.82	6.14	27.35
Annual	—	—	—	—	74.72%	72.17%	6.14	27.35	2.91	57.74
Option Time Horizon	—	—	—	—	28.20%	27.24%	9.77	17.18	7.37	22.77

Calculation Notes: Computed at 2026-03-23T16:34 UTC | Reference Contract: Call option expiring 2026-05-15 (52 days) | Spot Price (S): $12.95 | Strike (K): $13.00 (first OTM call ≥ spot) | Observed Mid-Price: $1.4100 (Bid $1.1800 / Ask $1.6400) | Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury) | Dividend Yield (q): 4.02% | Binomial IV (Annual): 74.72% (CRR binomial tree, American, n=20 steps) | BS IV: 74.08% (European Black-Scholes) | Yahoo IV (Annual): 72.17% → 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
2026-03-18	$0.1250
2025-12-10	$0.1250
2025-09-10	$0.1250
2025-06-11	$0.1250
2025-03-21	$0.1250
2024-12-11	$0.5000
2024-09-11	$0.5000
2024-06-12	$0.5000
2024-03-19	$0.5000
2023-12-05	$0.5000
2023-09-05	$0.5000
2023-06-06	$0.5000
2023-03-14	$0.5000
2022-12-06	$0.5000
2022-09-06	$0.5000
2022-06-07	$0.5000
2022-03-15	$0.5000
2021-12-07	$0.2500
2021-09-07	$0.2500
2021-06-08	$0.2500
2021-03-16	$0.2500
2020-03-17	$0.7040
2019-12-10	$0.6700
2019-09-10	$0.6700
2019-06-11	$0.6700
2019-03-19	$0.6700
2018-12-11	$0.6100
2018-09-11	$0.6100
2018-06-12	$0.6100
2018-03-13	$0.6100
2017-12-05	$0.5500
2017-09-01	$0.5500
2017-06-05	$0.5500
2017-03-06	$0.5500
2016-12-05	$0.5000
2016-09-02	$0.5000
2016-06-06	$0.5000
2016-03-07	$0.5000
2015-12-07	$0.4500
2015-09-04	$0.4500
2015-06-08	$0.4500
2015-03-09	$0.4500
2014-12-08	$0.3900
2014-09-08	$0.3900
2014-06-09	$0.3900
2014-03-10	$0.3900
2013-12-09	$0.3500
2013-09-09	$0.3500
2013-06-10	$0.3500
2013-03-11	$0.3500
2012-12-03	$0.3200
2012-08-31	$0.3200
2012-06-04	$0.3200
2012-03-05	$0.3200
2011-12-05	$0.2500
2011-09-02	$0.2500
2011-06-06	$0.2500
2011-03-07	$0.2500

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.98. Further, an Excess Kurtosis of 20.99 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -8.45%	54	0.63%	0.63%
-8.45% to -6.32%	67	0.79%	1.42%
-6.32% to -4.19%	234	2.75%	4.17%
-4.19% to -2.06%	950	11.15%	15.32%
-2.06% to 0.07%	3087	36.25%	51.57%
0.07% to 2.20%	2825	33.17%	84.74%
2.20% to 4.33%	897	10.53%	95.27%
4.33% to 6.46%	251	2.95%	98.22%
6.46% to 8.59%	85	1.00%	99.21%
Greater than 8.59%	67	0.79%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.77%	2.91%	79.85%	68.27%
±2σ	-5.61%	5.75%	95.55%	95.45%
±3σ	-8.45%	8.59%	98.58%	99.73%

Descriptive Statistics

Mean	0.071%
Standard Error	0.031%
Median	0.000%
Mode	0.000%
Standard Deviation	2.841%
Sample Variance	8.073%
Kurtosis	20.99
Skewness	0.98
Range	66.596%
Minimum	-24.066%
Maximum	42.530%
Count	8517

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.963%	4200	49.31%	0.968%
Negative	-1.843%	4145	48.67%	-0.897%
Zero	0.000%	172	2.02%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	6.81%
20	1 Month	6.57%
60	1 Quarter	5.75%
250	1 Year	6.77%
750	3 Years	5.37%
1,250	5 Years	5.14%
2,500	10 Years	4.65%
5,000	20 Years	3.76%
12,500	50 Years	3.43%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.64. Further, an Excess Kurtosis of 106.93 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -3.72%	0	0.00%	0.00%
-3.72% to -1.97%	0	0.00%	0.00%
-1.97% to -0.23%	0	0.00%	0.00%
-0.23% to 1.52%	1261	14.80%	14.80%
1.52% to 3.27%	4083	47.93%	62.74%
3.27% to 5.01%	1952	22.92%	85.65%
5.01% to 6.76%	708	8.31%	93.97%
6.76% to 8.51%	263	3.09%	97.05%
8.51% to 10.25%	135	1.58%	98.64%
Greater than 10.25%	116	1.36%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.94%	5.60%	86.87%	68.27%
±2σ	-1.39%	7.92%	96.53%	95.45%
±3σ	-3.72%	10.25%	98.64%	99.73%

Descriptive Statistics

Mean	3.266%
Standard Error	0.025%
Median	2.719%
Mode	2.564%
Standard Deviation	2.329%
Sample Variance	5.422%
Kurtosis	106.93
Skewness	5.64
Range	72.674%
Minimum	0.244%
Maximum	72.918%
Count	8518

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.266%	8518	100.00%	3.266%
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 0.79. Further, an Excess Kurtosis of 14.35 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -7.08%	53	0.62%	0.62%
-7.08% to -5.30%	75	0.88%	1.50%
-5.30% to -3.52%	303	3.56%	5.06%
-3.52% to -1.74%	992	11.65%	16.71%
-1.74% to 0.04%	2943	34.55%	51.26%
0.04% to 1.82%	2743	32.20%	83.46%
1.82% to 3.60%	970	11.39%	94.85%
3.60% to 5.38%	286	3.36%	98.20%
5.38% to 7.16%	91	1.07%	99.27%
Greater than 7.16%	62	0.73%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.33%	2.42%	77.64%	68.27%
±2σ	-4.71%	4.79%	95.22%	95.45%
±3σ	-7.08%	7.16%	98.65%	99.73%

Descriptive Statistics

Mean	0.042%
Standard Error	0.026%
Median	0.000%
Mode	0.000%
Standard Deviation	2.374%
Sample Variance	5.636%
Kurtosis	14.35
Skewness	0.79
Range	58.732%
Minimum	-21.005%
Maximum	37.727%
Count	8518

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.710%	4193	49.23%	0.842%
Negative	-1.647%	4138	48.58%	-0.800%
Zero	0.000%	187	2.19%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.57. Further, an Excess Kurtosis of 7.74 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -18.03%	8	0.45%	0.45%
-18.03% to -13.44%	21	1.19%	1.64%
-13.44% to -8.85%	64	3.63%	5.27%
-8.85% to -4.26%	210	11.90%	17.17%
-4.26% to 0.33%	591	33.48%	50.65%
0.33% to 4.92%	592	33.54%	84.19%
4.92% to 9.51%	189	10.71%	94.90%
9.51% to 14.10%	55	3.12%	98.02%
14.10% to 18.69%	19	1.08%	99.09%
Greater than 18.69%	16	0.91%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.79%	6.45%	78.07%	68.27%
±2σ	-11.91%	12.57%	95.30%	95.45%
±3σ	-18.03%	18.69%	98.64%	99.73%

Descriptive Statistics

Mean	0.331%
Standard Error	0.146%
Median	0.294%
Mode	0.000%
Standard Deviation	6.121%
Sample Variance	37.470%
Kurtosis	7.74
Skewness	0.57
Range	92.755%
Minimum	-39.354%
Maximum	53.401%
Count	1765

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.404%	917	51.95%	2.288%
Negative	-4.107%	841	47.65%	-1.957%
Zero	0.000%	7	0.40%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	18.21%
12	1 Quarter	13.57%
52	1 Year	16.29%
156	3 Years	12.88%
260	5 Years	12.18%
520	10 Years	11.05%
1,040	20 Years	8.75%
2,600	50 Years	8.17%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.60. Further, an Excess Kurtosis of 24.88 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -9.86%	0	0.00%	0.00%
-9.86% to -5.26%	0	0.00%	0.00%
-5.26% to -0.67%	0	0.00%	0.00%
-0.67% to 3.92%	238	13.48%	13.48%
3.92% to 8.52%	890	50.40%	63.87%
8.52% to 13.11%	374	21.18%	85.05%
13.11% to 17.70%	154	8.72%	93.77%
17.70% to 22.30%	54	3.06%	96.83%
22.30% to 26.89%	24	1.36%	98.19%
Greater than 26.89%	32	1.81%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.39%	14.64%	87.37%	68.27%
±2σ	-3.73%	20.77%	96.15%	95.45%
±3σ	-9.86%	26.89%	98.19%	99.73%

Descriptive Statistics

Mean	8.517%
Standard Error	0.146%
Median	6.920%
Mode	6.667%
Standard Deviation	6.124%
Sample Variance	37.498%
Kurtosis	24.88
Skewness	3.60
Range	79.669%
Minimum	1.449%
Maximum	81.118%
Count	1766

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	8.517%	1766	100.00%	8.517%
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 1.84. Further, an Excess Kurtosis of 17.60 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -18.25%	6	0.34%	0.34%
-18.25% to -13.65%	14	0.79%	1.13%
-13.65% to -9.05%	54	3.06%	4.19%
-9.05% to -4.45%	208	11.78%	15.97%
-4.45% to 0.14%	653	36.98%	52.94%
0.14% to 4.74%	556	31.48%	84.43%
4.74% to 9.34%	179	10.14%	94.56%
9.34% to 13.94%	62	3.51%	98.07%
13.94% to 18.53%	18	1.02%	99.09%
Greater than 18.53%	16	0.91%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.99%	6.27%	78.71%	68.27%
±2σ	-12.12%	12.40%	95.30%	95.45%
±3σ	-18.25%	18.53%	98.75%	99.73%

Descriptive Statistics

Mean	0.144%
Standard Error	0.146%
Median	-0.268%
Mode	0.000%
Standard Deviation	6.130%
Sample Variance	37.573%
Kurtosis	17.60
Skewness	1.84
Range	99.485%
Minimum	-26.882%
Maximum	72.603%
Count	1766

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.523%	840	47.56%	2.151%
Negative	-3.882%	913	51.70%	-2.007%
Zero	0.000%	13	0.74%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.17. 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 -33.17%	1	0.25%	0.25%
-33.17% to -24.55%	3	0.74%	0.99%
-24.55% to -15.93%	17	4.19%	5.17%
-15.93% to -7.32%	51	12.56%	17.73%
-7.32% to 1.30%	139	34.24%	51.97%
1.30% to 9.92%	117	28.82%	80.79%
9.92% to 18.54%	53	13.05%	93.84%
18.54% to 27.16%	18	4.43%	98.28%
27.16% to 35.77%	4	0.99%	99.26%
Greater than 35.77%	3	0.74%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-10.19%	12.79%	74.38%	68.27%
±2σ	-21.68%	24.28%	95.81%	95.45%
±3σ	-33.17%	35.77%	99.01%	99.73%

Descriptive Statistics

Mean	1.302%
Standard Error	0.570%
Median	0.689%
Mode	0.000%
Standard Deviation	11.491%
Sample Variance	132.047%
Kurtosis	3.46
Skewness	0.17
Range	112.598%
Minimum	-61.353%
Maximum	51.245%
Count	406

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	9.439%	212	52.22%	4.929%
Negative	-7.708%	191	47.04%	-3.626%
Zero	0.000%	3	0.74%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	27.48%
12	1 Year	44.25%
36	3 Years	29.39%
60	5 Years	27.35%
120	10 Years	24.81%
240	20 Years	18.88%
600	50 Years	17.65%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 6.13. Further, an Excess Kurtosis of 58.45 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -29.50%	0	0.00%	0.00%
-29.50% to -17.18%	0	0.00%	0.00%
-17.18% to -4.85%	0	0.00%	0.00%
-4.85% to 7.48%	21	5.16%	5.16%
7.48% to 19.81%	246	60.44%	65.60%
19.81% to 32.13%	96	23.59%	89.19%
32.13% to 44.46%	28	6.88%	96.07%
44.46% to 56.79%	7	1.72%	97.79%
56.79% to 69.12%	4	0.98%	98.77%
Greater than 69.12%	5	1.23%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	3.37%	36.24%	92.63%	68.27%
±2σ	-13.07%	52.68%	97.30%	95.45%
±3σ	-29.51%	69.12%	98.77%	99.73%

Descriptive Statistics

Mean	19.806%
Standard Error	0.815%
Median	16.087%
Mode	7.261%
Standard Deviation	16.437%
Sample Variance	270.180%
Kurtosis	58.45
Skewness	6.13
Range	206.478%
Minimum	5.584%
Maximum	212.062%
Count	407

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	19.806%	407	100.00%	19.806%
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 4.86. Further, an Excess Kurtosis of 57.34 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -40.52%	0	0.00%	0.00%
-40.52% to -30.32%	3	0.74%	0.74%
-30.32% to -20.11%	5	1.23%	1.97%
-20.11% to -9.90%	59	14.50%	16.46%
-9.90% to 0.31%	147	36.12%	52.58%
0.31% to 10.52%	141	34.64%	87.22%
10.52% to 20.72%	36	8.85%	96.07%
20.72% to 30.93%	12	2.95%	99.02%
30.93% to 41.14%	0	0.00%	99.02%
Greater than 41.14%	4	0.98%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-13.30%	13.92%	83.54%	68.27%
±2σ	-26.91%	27.53%	97.79%	95.45%
±3σ	-40.52%	41.14%	99.02%	99.73%

Descriptive Statistics

Mean	0.308%
Standard Error	0.675%
Median	-0.518%
Mode	-3.343%
Standard Deviation	13.611%
Sample Variance	185.246%
Kurtosis	57.34
Skewness	4.86
Range	203.407%
Minimum	-34.730%
Maximum	168.677%
Count	407

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	9.304%	195	47.91%	4.458%
Negative	-7.967%	212	52.09%	-4.150%
Zero	0.000%	0	0.00%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 1.00. Further, an Excess Kurtosis of 4.94 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -58.00%	0	0.00%	0.00%
-58.00% to -42.57%	3	2.22%	2.22%
-42.57% to -27.14%	1	0.74%	2.96%
-27.14% to -11.70%	22	16.30%	19.26%
-11.70% to 3.73%	46	34.07%	53.33%
3.73% to 19.16%	40	29.63%	82.96%
19.16% to 34.59%	16	11.85%	94.81%
34.59% to 50.02%	3	2.22%	97.04%
50.02% to 65.46%	3	2.22%	99.26%
Greater than 65.46%	1	0.74%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-16.85%	24.30%	78.52%	68.27%
±2σ	-37.42%	44.88%	94.81%	95.45%
±3σ	-58.00%	65.46%	99.26%	99.73%

Descriptive Statistics

Mean	3.729%
Standard Error	1.771%
Median	2.874%
Mode	-55.219%
Standard Deviation	20.576%
Sample Variance	423.376%
Kurtosis	4.94
Skewness	1.00
Range	162.171%
Minimum	-55.219%
Maximum	106.952%
Count	135

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	16.201%	76	56.30%	9.121%
Negative	-12.337%	59	43.70%	-5.392%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	99.61%
12	3 Years	59.10%
20	5 Years	50.49%
40	10 Years	45.98%
80	20 Years	34.31%
200	50 Years	31.88%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.76. Further, an Excess Kurtosis of 29.74 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -72.78%	0	0.00%	0.00%
-72.78% to -44.64%	0	0.00%	0.00%
-44.64% to -16.50%	0	0.00%	0.00%
-16.50% to 11.64%	4	2.94%	2.94%
11.64% to 39.77%	90	66.18%	69.12%
39.77% to 67.91%	29	21.32%	90.44%
67.91% to 96.05%	7	5.15%	95.59%
96.05% to 124.19%	2	1.47%	97.06%
124.19% to 152.33%	2	1.47%	98.53%
Greater than 152.33%	2	1.47%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.26%	77.29%	94.12%	68.27%
±2σ	-35.26%	114.81%	95.59%	95.45%
±3σ	-72.78%	152.33%	98.53%	99.73%

Descriptive Statistics

Mean	39.775%
Standard Error	3.217%
Median	30.069%
Mode	9.836%
Standard Deviation	37.519%
Sample Variance	1407.704%
Kurtosis	29.74
Skewness	4.76
Range	316.886%
Minimum	9.836%
Maximum	326.722%
Count	136

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	39.775%	136	100.00%	39.775%
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 2.40. Further, an Excess Kurtosis of 11.04 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -67.61%	0	0.00%	0.00%
-67.61% to -50.52%	1	0.74%	0.74%
-50.52% to -33.42%	3	2.21%	2.94%
-33.42% to -16.33%	19	13.97%	16.91%
-16.33% to 0.76%	56	41.18%	58.09%
0.76% to 17.86%	41	30.15%	88.24%
17.86% to 34.95%	11	8.09%	96.32%
34.95% to 52.04%	2	1.47%	97.79%
52.04% to 69.14%	0	0.00%	97.79%
Greater than 69.14%	3	2.21%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-22.03%	23.55%	82.35%	68.27%
±2σ	-44.82%	46.35%	97.06%	95.45%
±3σ	-67.61%	69.14%	97.79%	99.73%

Descriptive Statistics

Mean	0.764%
Standard Error	1.954%
Median	-2.108%
Mode	-51.248%
Standard Deviation	22.791%
Sample Variance	519.439%
Kurtosis	11.04
Skewness	2.40
Range	183.480%
Minimum	-51.248%
Maximum	132.232%
Count	136

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	17.458%	60	44.12%	7.702%
Negative	-12.581%	75	55.15%	-6.938%
Zero	0.000%	1	0.73%	0.000%

KSS Deep Analytical Report