Markets Data Volatility Heatmap Portfolio Calculator

LAD Deep Analytical Report

Lithia Motors, Inc. | Category: Equity Mid Cap | Ann. Div Yield: 0.74% ($2.20) | Last Updated: 2026-02-22 | Data Range: 1996-12-01 → 2026-02-01 (351 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 3.56% 3.66% 3.02% 3.49% 2.45% 2.74% 286.54 300.94 279.59 308.41
Weekly 8.43% 10.04% 7.50% 8.05% 5.40% 6.04% 278.22 309.94 263.59 327.14
Monthly 14.10% 20.91% 14.05% 16.81% 11.24% 12.57% 262.43 328.58 234.53 367.67
Quarterly 35.63% 48.71% 22.63% 28.52% 19.47% 21.77% 241.70 356.76 198.95 433.43
Annual — — — — 38.93% 43.54% 198.95 433.43 134.79 639.75
Option Time Horizon — — — — 18.45% 20.64% 244.17 353.16 203.02 424.74
Calculation Notes: Computed at 2026-02-22T14:21 UTC  |  Reference Contract: Call option expiring 2026-05-15 (82 days)  |  Spot Price (S): $293.65  |  Strike (K): $300.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $19.7500 (Bid $18.0000 / Ask $21.5000)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 0.74%  |  Binomial IV (Annual): 38.93% (CRR binomial tree, American, n=20 steps)  |  BS IV: 39.19% (European Black-Scholes)  |  Yahoo IV (Annual): 43.54% → 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
2025-11-07 $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 200.25 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -10.57%380.52%0.52%
-10.57% to -7.90%580.80%1.33%
-7.90% to -5.23%1682.32%3.65%
-5.23% to -2.56%6679.21%12.86%
-2.56% to 0.11%286239.53%52.39%
0.11% to 2.78%253835.06%87.44%
2.78% to 5.45%6328.73%96.17%
5.45% to 8.11%1592.20%98.37%
8.11% to 10.78%550.76%99.13%
Greater than 10.78%630.87%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.45%3.67% 83.67%68.27%
±2σ -7.01%7.22% 96.16%95.45%
±3σ -10.57%10.78% 98.60%99.73%
Descriptive Statistics
Mean0.108%
Standard Error0.042%
Median0.000%
Mode0.000%
Standard Deviation3.558%
Sample Variance12.656%
Kurtosis200.25
Skewness5.88
Range154.129%
Minimum-31.629%
Maximum122.500%
Count7240
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.277% 3586 49.53% 1.128%
Negative -2.115% 3490 48.20% -1.020%
Zero 0.000% 164 2.27% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 3.48%
20 1 Month 3.71%
60 1 Quarter 3.02%
250 1 Year 3.31%
750 3 Years 3.26%
1,250 5 Years 3.49%
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 8.00. Further, an Excess Kurtosis of 156.03 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -7.12%00.00%0.00%
-7.12% to -4.38%00.00%0.00%
-4.38% to -1.63%00.00%0.00%
-1.63% to 1.12%2813.88%3.88%
1.12% to 3.86%458963.38%67.26%
3.86% to 6.61%158321.86%89.12%
6.61% to 9.36%4426.10%95.22%
9.36% to 12.11%1532.11%97.33%
12.11% to 14.85%751.04%98.37%
Greater than 14.85%1181.63%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.20%7.53% 91.69%68.27%
±2σ -3.46%11.19% 96.80%95.45%
±3σ -7.12%14.85% 98.37%99.73%
Descriptive Statistics
Mean3.864%
Standard Error0.043%
Median2.955%
Mode2.273%
Standard Deviation3.663%
Sample Variance13.417%
Kurtosis156.03
Skewness8.00
Range115.932%
Minimum0.068%
Maximum116.000%
Count7241
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.864% 7241 100.00% 3.864%
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 22.07 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -9.05%590.81%0.81%
-9.05% to -6.78%530.73%1.55%
-6.78% to -4.51%1842.54%4.09%
-4.51% to -2.25%76810.61%14.69%
-2.25% to 0.02%267236.90%51.60%
0.02% to 2.28%243133.57%85.17%
2.28% to 4.55%73410.14%95.30%
4.55% to 6.82%2183.01%98.32%
6.82% 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% 81.23%68.27%
±2σ -6.03%6.06% 95.50%95.45%
±3σ -9.05%9.08% 98.32%99.73%
Descriptive Statistics
Mean0.018%
Standard Error0.036%
Median0.000%
Mode0.000%
Standard Deviation3.022%
Sample Variance9.130%
Kurtosis22.07
Skewness-0.34
Range86.327%
Minimum-50.843%
Maximum35.484%
Count7241
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.041% 3516 48.56% 0.991%
Negative -1.984% 3552 49.05% -0.973%
Zero 0.000% 173 2.39% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.45. Further, an Excess Kurtosis of 97.74 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -24.75%90.59%0.59%
-24.75% to -18.43%50.33%0.92%
-18.43% to -12.11%281.84%2.76%
-12.11% to -5.78%1519.92%12.68%
-5.78% to 0.54%58538.44%51.12%
0.54% to 6.86%57837.98%89.09%
6.86% to 13.18%1107.23%96.32%
13.18% to 19.51%332.17%98.49%
19.51% to 25.83%140.92%99.41%
Greater than 25.83%90.59%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.89%8.97% 84.23%68.27%
±2σ -16.32%17.40% 96.58%95.45%
±3σ -24.75%25.83% 98.82%99.73%
Descriptive Statistics
Mean0.538%
Standard Error0.216%
Median0.428%
Mode0.000%
Standard Deviation8.430%
Sample Variance71.057%
Kurtosis97.74
Skewness5.45
Range201.226%
Minimum-38.000%
Maximum163.226%
Count1522
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.176% 804 52.83% 2.734%
Negative -4.747% 704 46.26% -2.196%
Zero 0.000% 14 0.92% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 6.65%
12 1 Quarter 5.95%
52 1 Year 7.22%
156 3 Years 7.45%
260 5 Years 8.05%
520 10 Years 8.10%
1,040 20 Years 10.07%
2,600 50 Years 9.37%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 7.86. Further, an Excess Kurtosis of 119.50 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -20.15%00.00%0.00%
-20.15% to -12.61%00.00%0.00%
-12.61% to -5.08%00.00%0.00%
-5.08% to 2.45%221.44%1.44%
2.45% to 9.98%102467.24%68.68%
9.98% to 17.51%32321.21%89.89%
17.51% to 25.04%815.32%95.21%
25.04% to 32.57%382.50%97.70%
32.57% to 40.11%70.46%98.16%
Greater than 40.11%281.84%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -0.06%20.02% 92.45%68.27%
±2σ -10.10%30.06% 97.11%95.45%
±3σ -20.15%40.11% 98.16%99.73%
Descriptive Statistics
Mean9.980%
Standard Error0.257%
Median7.463%
Mode7.143%
Standard Deviation10.042%
Sample Variance100.845%
Kurtosis119.50
Skewness7.86
Range210.822%
Minimum1.053%
Maximum211.875%
Count1523
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.980% 1523 100.00% 9.980%
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 13.02 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -22.39%90.59%0.59%
-22.39% to -16.77%130.85%1.44%
-16.77% to -11.15%382.50%3.94%
-11.15% to -5.53%16410.77%14.71%
-5.53% to 0.09%60639.79%54.50%
0.09% to 5.71%48631.91%86.41%
5.71% to 11.33%1308.54%94.94%
11.33% to 16.95%513.35%98.29%
16.95% to 22.57%120.79%99.08%
Greater than 22.57%140.92%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.41%7.58% 81.42%68.27%
±2σ -14.90%15.08% 95.73%95.45%
±3σ -22.39%22.57% 98.49%99.73%
Descriptive Statistics
Mean0.090%
Standard Error0.192%
Median-0.306%
Mode0.000%
Standard Deviation7.495%
Sample Variance56.175%
Kurtosis13.02
Skewness0.93
Range122.204%
Minimum-58.333%
Maximum63.871%
Count1523
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.340% 699 45.90% 2.451%
Negative -4.466% 805 52.86% -2.361%
Zero 0.000% 19 1.25% 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 5.56 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -40.34%10.29%0.29%
-40.34% to -29.76%41.14%1.43%
-29.76% to -19.18%82.29%3.71%
-19.18% to -8.61%4914.00%17.71%
-8.61% to 1.97%12535.71%53.43%
1.97% to 12.54%10429.71%83.14%
12.54% to 23.12%4011.43%94.57%
23.12% to 33.70%123.43%98.00%
33.70% to 44.27%41.14%99.14%
Greater than 44.27%30.86%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -12.13%16.07% 76.00%68.27%
±2σ -26.24%30.17% 95.71%95.45%
±3σ -40.34%44.27% 98.86%99.73%
Descriptive Statistics
Mean1.968%
Standard Error0.754%
Median1.068%
Mode-5.611%
Standard Deviation14.102%
Sample Variance198.866%
Kurtosis5.56
Skewness1.00
Range135.203%
Minimum-46.504%
Maximum88.699%
Count350
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 11.204% 189 54.00% 6.050%
Negative -8.931% 160 45.71% -4.083%
Zero 0.000% 1 0.29% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 13.48%
12 1 Year 15.11%
36 3 Years 16.33%
60 5 Years 16.81%
120 10 Years 17.43%
240 20 Years 21.05%
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 32.87 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -39.47%00.00%0.00%
-39.47% to -23.79%00.00%0.00%
-23.79% to -8.11%00.00%0.00%
-8.11% to 7.57%102.85%2.85%
7.57% to 23.25%22363.53%66.38%
23.25% to 38.93%8423.93%90.31%
38.93% to 54.61%164.56%94.87%
54.61% to 70.29%61.71%96.58%
70.29% to 85.97%41.14%97.72%
Greater than 85.97%82.28%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 2.34%44.15% 92.31%68.27%
±2σ -18.57%65.06% 95.73%95.45%
±3σ -39.47%85.97% 97.72%99.73%
Descriptive Statistics
Mean23.247%
Standard Error1.116%
Median17.669%
Mode11.021%
Standard Deviation20.907%
Sample Variance437.106%
Kurtosis32.87
Skewness4.71
Range221.001%
Minimum5.143%
Maximum226.144%
Count351
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 23.247% 351 100.00% 23.247%
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 5.66 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -42.02%10.28%0.28%
-42.02% to -31.49%20.57%0.85%
-31.49% to -20.95%113.13%3.99%
-20.95% to -10.42%4913.96%17.95%
-10.42% to 0.11%12234.76%52.71%
0.11% to 10.65%11131.62%84.33%
10.65% to 21.18%3710.54%94.87%
21.18% to 31.72%102.85%97.72%
31.72% to 42.25%20.57%98.29%
Greater than 42.25%61.71%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -13.93%14.16% 76.64%68.27%
±2σ -27.98%28.21% 94.59%95.45%
±3σ -42.02%42.25% 98.01%99.73%
Descriptive Statistics
Mean0.114%
Standard Error0.750%
Median-0.681%
Mode-8.333%
Standard Deviation14.046%
Sample Variance197.289%
Kurtosis5.66
Skewness1.19
Range131.897%
Minimum-47.005%
Maximum84.892%
Count351
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 10.537% 167 47.58% 5.013%
Negative -9.346% 184 52.42% -4.899%
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 5.57. Further, an Excess Kurtosis of 45.88 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -100.31%00.00%0.00%
-100.31% to -73.58%00.00%0.00%
-73.58% to -46.86%00.00%0.00%
-46.86% to -20.13%1411.97%11.97%
-20.13% to 6.60%5143.59%55.56%
6.60% to 33.32%4437.61%93.16%
33.32% to 60.05%65.13%98.29%
60.05% to 86.78%00.00%98.29%
86.78% to 113.50%10.85%99.15%
Greater than 113.50%10.85%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -29.04%42.23% 91.45%68.27%
±2σ -64.67%77.87% 98.29%95.45%
±3σ -100.31%113.50% 99.15%99.73%
Descriptive Statistics
Mean6.597%
Standard Error3.294%
Median2.308%
Mode-46.747%
Standard Deviation35.635%
Sample Variance1269.819%
Kurtosis45.88
Skewness5.57
Range357.363%
Minimum-46.747%
Maximum310.616%
Count117
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 23.508% 64 54.70% 12.859%
Negative -13.824% 53 45.30% -6.262%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 22.28%
12 3 Years 28.80%
20 5 Years 28.52%
40 10 Years 31.67%
80 20 Years 38.96%
200 50 Years 36.76%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.41. Further, an Excess Kurtosis of 23.11 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -98.75%00.00%0.00%
-98.75% to -62.21%00.00%0.00%
-62.21% to -25.68%00.00%0.00%
-25.68% to 10.86%00.00%0.00%
10.86% to 47.39%8773.73%73.73%
47.39% to 83.93%2117.80%91.53%
83.93% to 120.46%43.39%94.92%
120.46% to 157.00%10.85%95.76%
157.00% to 193.53%32.54%98.31%
Greater than 193.53%21.69%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.32%96.11% 93.22%68.27%
±2σ -50.03%144.82% 94.92%95.45%
±3σ -98.75%193.53% 98.31%99.73%
Descriptive Statistics
Mean47.394%
Standard Error4.484%
Median33.861%
Mode38.068%
Standard Deviation48.713%
Sample Variance2372.911%
Kurtosis23.11
Skewness4.41
Range333.300%
Minimum14.286%
Maximum347.586%
Count118
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 47.394% 118 100.00% 47.394%
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 3.04 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -67.74%10.85%0.85%
-67.74% to -50.77%10.85%1.69%
-50.77% to -33.80%10.85%2.54%
-33.80% to -16.82%1916.10%18.64%
-16.82% to 0.15%4235.59%54.24%
0.15% to 17.13%3327.97%82.20%
17.13% to 34.10%1411.86%94.07%
34.10% to 51.08%43.39%97.46%
51.08% to 68.05%10.85%98.31%
Greater than 68.05%21.69%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -22.48%22.79% 78.81%68.27%
±2σ -45.11%45.42% 94.07%95.45%
±3σ -67.74%68.05% 97.46%99.73%
Descriptive Statistics
Mean0.153%
Standard Error2.083%
Median-2.671%
Mode0.000%
Standard Deviation22.632%
Sample Variance512.214%
Kurtosis3.04
Skewness0.72
Range168.119%
Minimum-75.646%
Maximum92.473%
Count118
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 18.035% 55 46.61% 8.406%
Negative -15.966% 61 51.70% -8.254%
Zero 0.000% 2 1.70% 0.000%