Markets Data Volatility Heatmap Portfolio Calculator

LAD Deep Analytical Report

Lithia Motors, Inc. | Category: Equity Mid Cap | Ann. Div Yield: 0.91% ($2.20) | Last Updated: 2026-03-24 | Data Range: 1996-12-01 → 2026-03-01 (352 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 3.55% 3.66% 3.02% 3.47% 2.61% 2.89% 247.04 260.30 240.66 267.19
Weekly 8.42% 10.03% 7.49% 8.02% 5.76% 6.35% 239.40 268.60 226.00 284.52
Monthly 14.11% 20.88% 14.05% 16.83% 11.98% 13.22% 224.94 285.86 199.54 322.25
Quarterly 35.70% 48.64% 22.75% 29.34% 20.75% 22.91% 206.05 312.07 167.44 384.05
Annual — — — — 41.51% 45.81% 167.44 384.05 110.56 581.63
Option Time Horizon — — — — 15.67% 17.29% 216.81 296.59 185.37 346.89
Calculation Notes: Computed at 2026-03-23T16:37 UTC  |  Reference Contract: Call option expiring 2026-05-15 (52 days)  |  Spot Price (S): $253.58  |  Strike (K): $260.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $13.6000 (Bid $12.2000 / Ask $15.0000)  |  Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 0.91%  |  Binomial IV (Annual): 41.51% (CRR binomial tree, American, n=20 steps)  |  BS IV: 41.93% (European Black-Scholes)  |  Yahoo IV (Annual): 45.81% → 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
2026-03-06 $0.5500
2025-11-07 $0.5500
2025-08-08 $0.5500
2025-05-09 $0.5500
2025-03-07 $0.5300
2024-11-08 $0.5300
2024-08-09 $0.5300
2024-05-09 $0.5300
2024-03-07 $0.5000
2023-11-09 $0.5000
2023-08-10 $0.5000
2023-05-11 $0.5000
2023-03-09 $0.4200
2022-11-09 $0.4200
2022-08-11 $0.4200
2022-05-12 $0.4200
2022-03-10 $0.3500
2021-11-10 $0.3500
2021-08-12 $0.3500
2021-05-06 $0.3500
2021-03-11 $0.3100
2020-11-12 $0.3100
2020-08-13 $0.3100
2020-05-07 $0.3000
2020-03-12 $0.3000
2019-11-07 $0.3000
2019-08-08 $0.3000
2019-05-09 $0.3000
2019-03-07 $0.2900
2018-11-08 $0.2900
2018-08-14 $0.2900
2018-05-10 $0.2900
2018-03-08 $0.2700
2017-11-09 $0.2700
2017-08-09 $0.2700
2017-05-10 $0.2700
2017-03-08 $0.2500
2016-11-08 $0.2500
2016-08-10 $0.2500
2016-05-11 $0.2500
2016-03-09 $0.2000
2015-11-04 $0.2000
2015-08-05 $0.2000
2015-05-13 $0.2000
2015-03-11 $0.1600
2014-11-19 $0.1600
2014-08-06 $0.1600
2014-05-07 $0.1600
2014-03-05 $0.1300
2013-11-06 $0.1300
2013-08-07 $0.1300
2013-05-08 $0.1300
2012-12-13 $0.1000
2012-11-07 $0.1000
2012-08-08 $0.1000
2012-05-09 $0.1000
2012-03-07 $0.0700
2011-11-08 $0.0700
2011-08-09 $0.0700
2011-05-09 $0.0700
2011-03-09 $0.0500
2010-11-09 $0.0500
2010-08-11 $0.0500
2010-05-12 $0.0500
2008-10-10 $0.0500
2008-07-11 $0.1400
2008-04-11 $0.1400
2008-01-14 $0.1400
2007-10-11 $0.1400
2007-07-12 $0.1400
2007-04-12 $0.1400
2007-01-11 $0.1400
2006-10-18 $0.1400
2006-07-19 $0.1400
2006-04-19 $0.1200
2006-02-15 $0.1200
2005-11-02 $0.1200
2005-08-03 $0.1200
2005-05-04 $0.0800
2005-02-24 $0.0800
2004-10-28 $0.0800
2004-07-29 $0.0800
2004-05-05 $0.0700
2004-03-03 $0.0700
2003-11-05 $0.0700
2003-08-06 $0.0700
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.88. Further, an Excess Kurtosis of 200.53 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -10.56%380.52%0.52%
-10.56% to -7.89%580.80%1.32%
-7.89% to -5.22%1682.31%3.64%
-5.22% to -2.56%6709.23%12.86%
-2.56% to 0.11%287239.55%52.42%
0.11% to 2.77%254535.05%87.47%
2.77% to 5.44%6328.70%96.17%
5.44% to 8.10%1602.20%98.37%
8.10% to 10.77%550.76%99.13%
Greater than 10.77%630.87%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.45%3.66% 83.69%68.27%
±2σ -7.00%7.21% 96.17%95.45%
±3σ -10.56%10.77% 98.61%99.73%
Descriptive Statistics
Mean0.106%
Standard Error0.042%
Median0.000%
Mode0.000%
Standard Deviation3.554%
Sample Variance12.630%
Kurtosis200.53
Skewness5.88
Range154.129%
Minimum-31.629%
Maximum122.500%
Count7261
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.276% 3591 49.46% 1.126%
Negative -2.112% 3506 48.28% -1.020%
Zero 0.000% 164 2.26% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 3.39%
20 1 Month 3.33%
60 1 Quarter 3.23%
250 1 Year 3.30%
750 3 Years 3.24%
1,250 5 Years 3.47%
2,500 10 Years 3.48%
5,000 20 Years 4.28%
12,500 50 Years 3.95%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 8.01. Further, an Excess Kurtosis of 156.41 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -7.11%00.00%0.00%
-7.11% to -4.37%00.00%0.00%
-4.37% to -1.62%00.00%0.00%
-1.62% to 1.12%2813.87%3.87%
1.12% to 3.86%460663.43%67.30%
3.86% to 6.61%158721.85%89.15%
6.61% to 9.35%4396.05%95.19%
9.35% to 12.09%1562.15%97.34%
12.09% to 14.84%751.03%98.38%
Greater than 14.84%1181.62%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.20%7.52% 91.71%68.27%
±2σ -3.45%11.18% 96.81%95.45%
±3σ -7.11%14.84% 98.38%99.73%
Descriptive Statistics
Mean3.862%
Standard Error0.043%
Median2.955%
Mode2.273%
Standard Deviation3.658%
Sample Variance13.381%
Kurtosis156.41
Skewness8.01
Range115.932%
Minimum0.068%
Maximum116.000%
Count7262
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.862% 7262 100.00% 3.862%
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 -0.34. Further, an Excess Kurtosis of 22.10 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -9.04%600.83%0.83%
-9.04% to -6.77%530.73%1.56%
-6.77% to -4.51%1832.52%4.08%
-4.51% to -2.25%77310.64%14.72%
-2.25% to 0.02%267436.82%51.54%
0.02% to 2.28%244133.61%85.16%
2.28% to 4.55%73810.16%95.32%
4.55% to 6.81%2183.00%98.32%
6.81% to 9.08%590.81%99.13%
Greater than 9.08%630.87%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.00%3.04% 81.24%68.27%
±2σ -6.02%6.06% 95.50%95.45%
±3σ -9.04%9.08% 98.31%99.73%
Descriptive Statistics
Mean0.019%
Standard Error0.035%
Median0.000%
Mode0.000%
Standard Deviation3.019%
Sample Variance9.112%
Kurtosis22.10
Skewness-0.34
Range86.327%
Minimum-50.843%
Maximum35.484%
Count7262
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.038% 3530 48.61% 0.991%
Negative -1.983% 3559 49.01% -0.972%
Zero 0.000% 173 2.38% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.46. Further, an Excess Kurtosis of 97.87 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -24.74%90.59%0.59%
-24.74% to -18.42%50.33%0.92%
-18.42% to -12.11%281.83%2.75%
-12.11% to -5.79%1519.90%12.65%
-5.79% to 0.53%58838.53%51.18%
0.53% to 6.84%57637.75%88.93%
6.84% to 13.16%1137.40%96.33%
13.16% to 19.48%332.16%98.49%
19.48% to 25.79%140.92%99.41%
Greater than 25.79%90.59%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.89%8.95% 84.27%68.27%
±2σ -16.32%17.37% 96.59%95.45%
±3σ -24.74%25.79% 98.82%99.73%
Descriptive Statistics
Mean0.528%
Standard Error0.216%
Median0.423%
Mode0.000%
Standard Deviation8.422%
Sample Variance70.929%
Kurtosis97.87
Skewness5.46
Range201.226%
Minimum-38.000%
Maximum163.226%
Count1526
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.170% 805 52.75% 2.727%
Negative -4.748% 707 46.33% -2.200%
Zero 0.000% 14 0.92% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 7.51%
12 1 Quarter 6.81%
52 1 Year 7.16%
156 3 Years 7.41%
260 5 Years 8.02%
520 10 Years 8.11%
1,040 20 Years 10.08%
2,600 50 Years 9.36%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 7.87. Further, an Excess Kurtosis of 119.83 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -20.11%00.00%0.00%
-20.11% to -12.59%00.00%0.00%
-12.59% to -5.07%00.00%0.00%
-5.07% to 2.46%221.44%1.44%
2.46% to 9.98%102767.26%68.70%
9.98% to 17.50%32421.22%89.91%
17.50% to 25.02%815.30%95.22%
25.02% to 32.54%372.42%97.64%
32.54% to 40.06%80.52%98.17%
Greater than 40.06%281.83%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -0.05%20.01% 92.40%68.27%
±2σ -10.08%30.04% 97.12%95.45%
±3σ -20.11%40.06% 98.17%99.73%
Descriptive Statistics
Mean9.977%
Standard Error0.257%
Median7.491%
Mode7.143%
Standard Deviation10.029%
Sample Variance100.581%
Kurtosis119.83
Skewness7.87
Range210.822%
Minimum1.053%
Maximum211.875%
Count1527
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.977% 1527 100.00% 9.977%
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 0.93. Further, an Excess Kurtosis of 13.03 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -22.36%90.59%0.59%
-22.36% to -16.75%130.85%1.44%
-16.75% to -11.13%382.49%3.93%
-11.13% to -5.52%16410.74%14.67%
-5.52% to 0.10%60639.69%54.35%
0.10% to 5.71%49132.15%86.51%
5.71% to 11.33%1298.45%94.96%
11.33% to 16.95%513.34%98.30%
16.95% to 22.56%120.79%99.08%
Greater than 22.56%140.92%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.39%7.59% 81.47%68.27%
±2σ -14.88%15.08% 95.74%95.45%
±3σ -22.37%22.56% 98.49%99.73%
Descriptive Statistics
Mean0.099%
Standard Error0.192%
Median-0.305%
Mode0.000%
Standard Deviation7.488%
Sample Variance56.069%
Kurtosis13.03
Skewness0.93
Range122.204%
Minimum-58.333%
Maximum63.871%
Count1527
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.330% 703 46.04% 2.454%
Negative -4.466% 805 52.72% -2.354%
Zero 0.000% 19 1.24% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.01. Further, an Excess Kurtosis of 5.54 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -40.40%10.28%0.28%
-40.40% to -29.82%41.14%1.42%
-29.82% to -19.24%82.28%3.70%
-19.24% to -8.66%4813.68%17.38%
-8.66% to 1.92%12635.90%53.28%
1.92% to 12.50%10529.91%83.19%
12.50% to 23.08%4011.40%94.59%
23.08% to 33.66%123.42%98.01%
33.66% to 44.24%41.14%99.15%
Greater than 44.24%30.85%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -12.18%16.03% 76.07%68.27%
±2σ -26.29%30.14% 95.73%95.45%
±3σ -40.40%44.24% 98.86%99.73%
Descriptive Statistics
Mean1.923%
Standard Error0.753%
Median0.999%
Mode-5.611%
Standard Deviation14.107%
Sample Variance198.996%
Kurtosis5.54
Skewness1.01
Range135.203%
Minimum-46.504%
Maximum88.699%
Count351
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 11.204% 189 53.85% 6.033%
Negative -8.960% 161 45.87% -4.110%
Zero 0.000% 1 0.28% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 14.90%
12 1 Year 15.18%
36 3 Years 16.22%
60 5 Years 16.83%
120 10 Years 17.48%
240 20 Years 21.06%
600 50 Years 20.07%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.71. Further, an Excess Kurtosis of 32.95 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -39.39%00.00%0.00%
-39.39% to -23.73%00.00%0.00%
-23.73% to -8.07%00.00%0.00%
-8.07% to 7.59%102.84%2.84%
7.59% to 23.25%22363.35%66.19%
23.25% to 38.91%8524.15%90.34%
38.91% to 54.57%164.55%94.89%
54.57% to 70.23%61.70%96.59%
70.23% to 85.89%41.14%97.73%
Greater than 85.89%82.27%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 2.37%44.13% 92.05%68.27%
±2σ -18.51%65.01% 95.74%95.45%
±3σ -39.39%85.89% 97.73%99.73%
Descriptive Statistics
Mean23.249%
Standard Error1.113%
Median17.648%
Mode11.021%
Standard Deviation20.881%
Sample Variance435.998%
Kurtosis32.95
Skewness4.71
Range221.001%
Minimum5.143%
Maximum226.144%
Count352
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 23.249% 352 100.00% 23.249%
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 1.19. Further, an Excess Kurtosis of 5.62 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -41.98%10.28%0.28%
-41.98% to -31.45%20.57%0.85%
-31.45% to -20.92%113.12%3.98%
-20.92% to -10.38%4913.92%17.90%
-10.38% to 0.15%12234.66%52.56%
0.15% to 10.69%11231.82%84.38%
10.69% to 21.22%3710.51%94.89%
21.22% to 31.76%102.84%97.73%
31.76% to 42.29%20.57%98.30%
Greater than 42.29%61.70%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -13.89%14.20% 76.42%68.27%
±2σ -27.94%28.24% 94.60%95.45%
±3σ -41.98%42.29% 98.01%99.73%
Descriptive Statistics
Mean0.153%
Standard Error0.749%
Median-0.570%
Mode-8.333%
Standard Deviation14.046%
Sample Variance197.283%
Kurtosis5.62
Skewness1.19
Range131.897%
Minimum-47.005%
Maximum84.892%
Count352
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 10.555% 168 47.73% 5.038%
Negative -9.346% 184 52.27% -4.885%
Zero 0.000% 0 0.00% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.55. Further, an Excess Kurtosis of 45.60 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -100.61%00.00%0.00%
-100.61% to -73.83%00.00%0.00%
-73.83% to -47.06%00.00%0.00%
-47.06% to -20.28%1411.97%11.97%
-20.28% to 6.49%5143.59%55.56%
6.49% to 33.27%4437.61%93.16%
33.27% to 60.04%65.13%98.29%
60.04% to 86.82%00.00%98.29%
86.82% to 113.59%10.85%99.15%
Greater than 113.59%10.85%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -29.21%42.19% 91.45%68.27%
±2σ -64.91%77.89% 98.29%95.45%
±3σ -100.61%113.59% 99.15%99.73%
Descriptive Statistics
Mean6.491%
Standard Error3.301%
Median2.308%
Mode-46.747%
Standard Deviation35.700%
Sample Variance1274.516%
Kurtosis45.60
Skewness5.55
Range357.363%
Minimum-46.747%
Maximum310.616%
Count117
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 23.508% 64 54.70% 12.859%
Negative -14.058% 53 45.30% -6.368%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 26.38%
12 3 Years 30.17%
20 5 Years 29.34%
40 10 Years 32.08%
80 20 Years 39.17%
200 50 Years 36.90%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.42. Further, an Excess Kurtosis of 23.19 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -98.31%00.00%0.00%
-98.31% to -61.83%00.00%0.00%
-61.83% to -25.35%00.00%0.00%
-25.35% to 11.13%00.00%0.00%
11.13% to 47.62%8773.73%73.73%
47.62% to 84.10%2117.80%91.53%
84.10% to 120.58%43.39%94.92%
120.58% to 157.06%10.85%95.76%
157.06% to 193.54%32.54%98.31%
Greater than 193.54%21.69%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.03%96.26% 93.22%68.27%
±2σ -49.67%144.90% 94.92%95.45%
±3σ -98.31%193.54% 98.31%99.73%
Descriptive Statistics
Mean47.615%
Standard Error4.478%
Median34.029%
Mode38.068%
Standard Deviation48.641%
Sample Variance2365.921%
Kurtosis23.19
Skewness4.42
Range333.300%
Minimum14.286%
Maximum347.586%
Count118
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 47.615% 118 100.00% 47.615%
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 0.70. Further, an Excess Kurtosis of 2.91 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -67.95%10.85%0.85%
-67.95% to -50.89%10.85%1.69%
-50.89% to -33.82%10.85%2.54%
-33.82% to -16.76%1916.10%18.64%
-16.76% to 0.30%4235.59%54.24%
0.30% to 17.36%3227.12%81.36%
17.36% to 34.42%1512.71%94.07%
34.42% to 51.48%43.39%97.46%
51.48% to 68.55%10.85%98.31%
Greater than 68.55%21.69%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -22.45%23.05% 77.97%68.27%
±2σ -45.20%45.80% 94.07%95.45%
±3σ -67.95%68.55% 97.46%99.73%
Descriptive Statistics
Mean0.299%
Standard Error2.094%
Median-2.671%
Mode0.000%
Standard Deviation22.749%
Sample Variance517.497%
Kurtosis2.91
Skewness0.70
Range168.119%
Minimum-75.646%
Maximum92.473%
Count118
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 18.350% 55 46.61% 8.553%
Negative -15.966% 61 51.70% -8.254%
Zero 0.000% 2 1.70% 0.000%