Markets Data Volatility Heatmap Portfolio Calculator

LKFN Deep Analytical Report

Lakeland Financial Corporation | Category: Equity Small Cap | Ann. Div Yield: 3.34% ($2.02) | Last Updated: 2026-02-22 | Data Range: 1997-08-01 → 2026-02-01 (343 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 2.29% 2.15% 2.12% 2.96% 4.16% 4.00% 57.78 62.79 55.43 65.45
Weekly 4.20% 4.37% 4.12% 6.72% 9.15% 8.82% 54.96 66.00 50.16 72.32
Monthly 7.23% 7.75% 7.24% 13.29% 19.04% 18.35% 49.79 72.87 41.15 88.15
Quarterly 11.25% 12.65% 11.28% 22.34% 32.99% 31.79% 43.31 83.77 31.14 116.50
Annual — — — — 65.97% 63.57% 31.14 116.50 16.10 225.33
Option Time Horizon — — — — 17.61% 16.97% 50.51 71.83 42.35 85.65
Calculation Notes: Computed at 2026-02-22T04:22 UTC  |  Reference Contract: Call option expiring 2026-03-20 (26 days)  |  Spot Price (S): $60.23  |  Strike (K): $45.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $15.4000 (Bid $13.0000 / Ask $17.8000)  |  Risk-Free Rate (r): 3.60% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 3.34%  |  Binomial IV (Annual): 65.97% (CRR binomial tree, American, n=20 steps)  |  BS IV: 66.87% (European Black-Scholes)  |  Yahoo IV (Annual): 63.57% → 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
2026-01-23 $0.5200
2025-10-24 $0.5000
2025-07-25 $0.5000
2025-04-25 $0.5000
2025-01-24 $0.5000
2024-10-25 $0.4800
2024-07-25 $0.4800
2024-04-24 $0.4800
2024-01-24 $0.4800
2023-10-24 $0.4600
2023-07-24 $0.4600
2023-04-24 $0.4600
2023-01-24 $0.4600
2022-10-24 $0.4000
2022-07-22 $0.4000
2022-04-22 $0.4000
2022-01-24 $0.4000
2021-10-22 $0.3400
2021-07-22 $0.3400
2021-04-22 $0.3400
2021-01-22 $0.3400
2020-10-22 $0.3000
2020-07-23 $0.3000
2020-04-23 $0.3000
2020-01-23 $0.3000
2019-10-24 $0.3000
2019-07-24 $0.3000
2019-04-24 $0.3000
2019-01-24 $0.2600
2018-10-24 $0.2600
2018-07-24 $0.2600
2018-04-24 $0.2600
2018-01-24 $0.2200
2017-10-24 $0.2200
2017-07-21 $0.2200
2017-04-21 $0.2200
2017-01-23 $0.1900
2016-10-21 $0.1900
2016-07-21 $0.1867
2016-04-21 $0.1867
2016-01-21 $0.1633
2015-10-21 $0.1633
2015-07-22 $0.1633
2015-04-22 $0.1633
2015-01-21 $0.1400
2014-10-22 $0.1400
2014-07-23 $0.1400
2014-04-23 $0.1400
2014-01-22 $0.1267
2013-10-23 $0.1267
2013-07-23 $0.1267
2013-04-23 $0.1267
2012-12-14 $0.1133
2012-10-23 $0.1133
2012-07-23 $0.1133
2012-04-23 $0.1133
2012-01-23 $0.1033
2011-10-21 $0.1033
2011-07-21 $0.1033
2011-04-20 $0.1033
2011-01-21 $0.1033
2010-10-21 $0.1033
2010-07-21 $0.1033
2010-04-21 $0.1033
2010-01-21 $0.1033
2009-10-21 $0.1033
2009-07-22 $0.1033
2009-04-22 $0.1033
2009-01-21 $0.1033
2008-10-22 $0.1033
2008-07-23 $0.1033
2008-04-23 $0.1033
2008-01-23 $0.0933
2007-10-23 $0.0933
2007-07-23 $0.0933
2007-04-23 $0.0933
2007-01-23 $0.0833
2006-10-23 $0.0833
2006-07-21 $0.0833
2006-04-19 $0.0833
2006-01-06 $0.0767
2005-10-05 $0.0767
2005-07-06 $0.0767
2005-04-06 $0.0767
2005-01-06 $0.0700
2004-10-06 $0.0700
2004-07-07 $0.0700
2004-04-06 $0.0700
2004-01-07 $0.0633
2003-10-08 $0.0633
2003-07-08 $0.0633
2003-04-08 $0.0633
2003-01-08 $0.0567
2002-10-08 $0.0567
2002-07-08 $0.0567
2002-04-08 $0.0567
2002-01-08 $0.0500
2001-10-05 $0.0500
2001-07-06 $0.0500
2001-04-06 $0.0500
2001-01-08 $0.0433
2000-10-05 $0.0433
2000-07-06 $0.0433
2000-04-06 $0.0433
2000-01-06 $0.0300
1999-10-06 $0.0300
1999-07-07 $0.0300
1999-04-07 $0.0300
1999-01-06 $0.0300
1998-10-07 $0.0300
1998-07-08 $0.0300
1998-01-07 $0.0250
1997-10-08 $0.0250
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.67. Further, an Excess Kurtosis of 9.94 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.80%440.66%0.66%
-6.80% to -5.08%721.09%1.75%
-5.08% to -3.37%1993.00%4.76%
-3.37% to -1.65%73911.16%15.91%
-1.65% to 0.07%235835.60%51.52%
0.07% to 1.78%221333.41%84.93%
1.78% to 3.50%66710.07%95.00%
3.50% to 5.22%2033.07%98.07%
5.22% to 6.93%640.97%99.03%
Greater than 6.93%640.97%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.22%2.36% 79.45%68.27%
±2σ -4.51%4.65% 94.99%95.45%
±3σ -6.80%6.93% 98.37%99.73%
Descriptive Statistics
Mean0.067%
Standard Error0.028%
Median0.012%
Mode0.000%
Standard Deviation2.289%
Sample Variance5.239%
Kurtosis9.94
Skewness0.67
Range42.009%
Minimum-16.789%
Maximum25.220%
Count6623
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.583% 3314 50.04% 0.792%
Negative -1.521% 3156 47.65% -0.725%
Zero 0.000% 153 2.31% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 2.76%
20 1 Month 3.32%
60 1 Quarter 2.71%
250 1 Year 2.91%
750 3 Years 3.11%
1,250 5 Years 2.96%
2,500 10 Years 2.74%
5,000 20 Years 2.95%
12,500 50 Years 2.93%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.40. Further, an Excess Kurtosis of 44.27 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -3.63%00.00%0.00%
-3.63% to -2.02%00.00%0.00%
-2.02% to -0.41%00.00%0.00%
-0.41% to 1.20%78911.91%11.91%
1.20% to 2.81%348252.57%64.48%
2.81% to 4.42%148222.37%86.85%
4.42% to 6.03%4827.28%94.13%
6.03% to 7.64%1872.82%96.95%
7.64% to 9.25%901.36%98.31%
Greater than 9.25%1121.69%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.66%4.96% 87.86%68.27%
±2σ -1.48%7.10% 96.29%95.45%
±3σ -3.63%9.25% 98.31%99.73%
Descriptive Statistics
Mean2.809%
Standard Error0.026%
Median2.277%
Mode2.041%
Standard Deviation2.146%
Sample Variance4.605%
Kurtosis44.27
Skewness4.40
Range45.714%
Minimum0.033%
Maximum45.747%
Count6624
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.809% 6624 100.00% 2.809%
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 0.14. Further, an Excess Kurtosis of 13.05 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.39%490.74%0.74%
-6.39% to -4.80%711.07%1.81%
-4.80% to -3.21%1882.84%4.65%
-3.21% to -1.61%67310.16%14.81%
-1.61% to -0.02%234035.33%50.14%
-0.02% to 1.57%224433.88%84.01%
1.57% to 3.17%74011.17%95.18%
3.17% to 4.76%2063.11%98.29%
4.76% to 6.35%630.95%99.25%
Greater than 6.35%500.75%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.14%2.10% 79.74%68.27%
±2σ -4.27%4.23% 95.26%95.45%
±3σ -6.39%6.35% 98.51%99.73%
Descriptive Statistics
Mean-0.019%
Standard Error0.026%
Median-0.023%
Mode0.000%
Standard Deviation2.124%
Sample Variance4.511%
Kurtosis13.05
Skewness0.14
Range48.693%
Minimum-22.951%
Maximum25.742%
Count6624
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.462% 3156 47.65% 0.697%
Negative -1.425% 3327 50.23% -0.716%
Zero 0.000% 141 2.13% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.53. Further, an Excess Kurtosis of 4.62 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -12.32%70.48%0.48%
-12.32% to -9.18%171.16%1.64%
-9.18% to -6.03%543.68%5.32%
-6.03% to -2.88%19213.09%18.40%
-2.88% to 0.28%48232.86%51.26%
0.28% to 3.42%45931.29%82.55%
3.42% to 6.58%17912.20%94.75%
6.58% to 9.72%443.00%97.75%
9.72% to 12.88%171.16%98.91%
Greater than 12.88%161.09%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.93%4.48% 76.82%68.27%
±2σ -8.12%8.68% 94.14%95.45%
±3σ -12.33%12.88% 98.43%99.73%
Descriptive Statistics
Mean0.275%
Standard Error0.110%
Median0.170%
Mode0.000%
Standard Deviation4.200%
Sample Variance17.640%
Kurtosis4.62
Skewness0.53
Range50.489%
Minimum-17.509%
Maximum32.980%
Count1467
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.165% 760 51.81% 1.640%
Negative -2.941% 681 46.42% -1.365%
Zero 0.000% 26 1.77% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 5.97%
12 1 Quarter 5.12%
52 1 Year 6.36%
156 3 Years 7.14%
260 5 Years 6.72%
520 10 Years 6.21%
1,040 20 Years 6.39%
2,600 50 Years 6.18%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.49. Further, an Excess Kurtosis of 22.60 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.77%00.00%0.00%
-6.77% to -3.49%00.00%0.00%
-3.49% to -0.22%00.00%0.00%
-0.22% to 3.06%21014.31%14.31%
3.06% to 6.33%72149.11%63.42%
6.33% to 9.61%33923.09%86.51%
9.61% to 12.89%1127.63%94.14%
12.89% to 16.16%422.86%97.00%
16.16% to 19.44%140.95%97.96%
Greater than 19.44%302.04%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.97%10.70% 85.97%68.27%
±2σ -2.40%15.07% 96.39%95.45%
±3σ -6.77%19.44% 97.96%99.73%
Descriptive Statistics
Mean6.334%
Standard Error0.114%
Median5.370%
Mode2.778%
Standard Deviation4.368%
Sample Variance19.083%
Kurtosis22.60
Skewness3.49
Range53.627%
Minimum0.358%
Maximum53.985%
Count1468
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 6.334% 1468 100.00% 6.334%
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 0.30. Further, an Excess Kurtosis of 4.39 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -12.43%130.89%0.89%
-12.43% to -9.34%110.75%1.63%
-9.34% to -6.25%533.61%5.25%
-6.25% to -3.16%17712.06%17.30%
-3.16% to -0.07%49333.58%50.89%
-0.07% to 3.02%45631.06%81.95%
3.02% to 6.10%18212.40%94.35%
6.10% to 9.19%573.88%98.23%
9.19% to 12.28%120.82%99.05%
Greater than 12.28%140.95%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.19%4.04% 76.50%68.27%
±2σ -8.31%8.16% 95.37%95.45%
±3σ -12.43%12.28% 98.16%99.73%
Descriptive Statistics
Mean-0.074%
Standard Error0.107%
Median-0.172%
Mode0.000%
Standard Deviation4.118%
Sample Variance16.957%
Kurtosis4.39
Skewness0.30
Range49.184%
Minimum-23.048%
Maximum26.136%
Count1468
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.075% 683 46.53% 1.431%
Negative -2.926% 755 51.43% -1.505%
Zero 0.000% 30 2.04% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.08. Further, an Excess Kurtosis of 0.55 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -20.61%10.29%0.29%
-20.61% to -15.18%41.17%1.46%
-15.18% to -9.76%164.68%6.14%
-9.76% to -4.33%5415.79%21.93%
-4.33% to 1.09%9828.65%50.58%
1.09% to 6.52%9226.90%77.49%
6.52% to 11.94%5415.79%93.27%
11.94% to 17.37%154.39%97.66%
17.37% to 22.79%72.05%99.71%
Greater than 22.79%10.29%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.14%8.33% 71.35%68.27%
±2σ -13.37%15.56% 95.03%95.45%
±3σ -20.60%22.79% 99.42%99.73%
Descriptive Statistics
Mean1.094%
Standard Error0.391%
Median0.803%
Mode-7.958%
Standard Deviation7.233%
Sample Variance52.310%
Kurtosis0.55
Skewness0.08
Range48.425%
Minimum-23.529%
Maximum24.896%
Count342
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 6.163% 187 54.68% 3.370%
Negative -5.054% 154 45.03% -2.276%
Zero 0.000% 1 0.29% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 8.84%
12 1 Year 11.76%
36 3 Years 14.08%
60 5 Years 13.29%
120 10 Years 12.93%
240 20 Years 12.79%
600 50 Years 12.32%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.30. Further, an Excess Kurtosis of 8.46 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -9.91%00.00%0.00%
-9.91% to -4.09%00.00%0.00%
-4.09% to 1.72%20.58%0.58%
1.72% to 7.53%5215.16%15.74%
7.53% to 13.35%16848.98%64.72%
13.35% to 19.16%6418.66%83.38%
19.16% to 24.97%329.33%92.71%
24.97% to 30.79%144.08%96.79%
30.79% to 36.60%51.46%98.25%
Greater than 36.60%61.75%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 5.60%21.10% 81.34%68.27%
±2σ -2.16%28.85% 95.92%95.45%
±3σ -9.91%36.60% 98.25%99.73%
Descriptive Statistics
Mean13.347%
Standard Error0.419%
Median11.489%
Mode8.045%
Standard Deviation7.751%
Sample Variance60.082%
Kurtosis8.46
Skewness2.30
Range59.697%
Minimum1.053%
Maximum60.750%
Count343
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 13.347% 343 100.00% 13.347%
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 0.45. Further, an Excess Kurtosis of 1.00 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -22.01%00.00%0.00%
-22.01% to -16.57%30.87%0.87%
-16.57% to -11.14%154.37%5.25%
-11.14% to -5.71%5415.74%20.99%
-5.71% to -0.28%10731.20%52.19%
-0.28% to 5.15%9427.41%79.59%
5.15% to 10.58%4914.29%93.88%
10.58% to 16.01%144.08%97.96%
16.01% to 21.44%41.17%99.13%
Greater than 21.44%30.87%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.52%6.96% 72.30%68.27%
±2σ -14.76%14.20% 94.46%95.45%
±3σ -22.01%21.44% 99.13%99.73%
Descriptive Statistics
Mean-0.283%
Standard Error0.391%
Median-0.524%
Mode0.000%
Standard Deviation7.241%
Sample Variance52.430%
Kurtosis1.00
Skewness0.45
Range47.252%
Minimum-19.441%
Maximum27.811%
Count343
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.784% 156 45.48% 2.631%
Negative -5.432% 184 53.64% -2.914%
Zero 0.000% 3 0.88% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.15. Further, an Excess Kurtosis of 0.69 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -30.65%00.00%0.00%
-30.65% to -22.21%32.63%2.63%
-22.21% to -13.77%43.51%6.14%
-13.77% to -5.33%1916.67%22.81%
-5.33% to 3.11%2219.30%42.11%
3.11% to 11.55%4337.72%79.82%
11.55% to 19.99%1614.04%93.86%
19.99% to 28.43%54.39%98.25%
28.43% to 36.87%10.88%99.12%
Greater than 36.87%10.88%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -8.14%14.36% 66.67%68.27%
±2σ -19.39%25.62% 95.61%95.45%
±3σ -30.65%36.87% 99.12%99.73%
Descriptive Statistics
Mean3.111%
Standard Error1.054%
Median4.518%
Mode-27.757%
Standard Deviation11.253%
Sample Variance126.623%
Kurtosis0.69
Skewness-0.15
Range64.741%
Minimum-27.757%
Maximum36.984%
Count114
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.286% 76 66.67% 6.191%
Negative -9.239% 38 33.33% -3.080%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 16.44%
12 3 Years 23.21%
20 5 Years 22.34%
40 10 Years 21.05%
80 20 Years 20.58%
200 50 Years 20.38%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.63. Further, an Excess Kurtosis of 12.44 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -14.66%00.00%0.00%
-14.66% to -5.17%00.00%0.00%
-5.17% to 4.31%00.00%0.00%
4.31% to 13.80%2320.00%20.00%
13.80% to 23.29%4438.26%58.26%
23.29% to 32.77%3026.09%84.35%
32.77% to 42.26%1311.30%95.65%
42.26% to 51.74%10.87%96.52%
51.74% to 61.23%32.61%99.13%
Greater than 61.23%10.87%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 10.64%35.93% 83.48%68.27%
±2σ -2.01%48.58% 96.52%95.45%
±3σ -14.66%61.23% 99.13%99.73%
Descriptive Statistics
Mean23.285%
Standard Error1.180%
Median20.351%
Mode12.500%
Standard Deviation12.649%
Sample Variance159.997%
Kurtosis12.44
Skewness2.63
Range95.308%
Minimum6.233%
Maximum101.541%
Count115
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 23.285% 115 100.00% 23.285%
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 1.05. Further, an Excess Kurtosis of 1.91 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -34.94%00.00%0.00%
-34.94% to -26.48%10.87%0.87%
-26.48% to -18.02%32.61%3.48%
-18.02% to -9.56%1815.65%19.13%
-9.56% to -1.10%4942.61%61.74%
-1.10% to 7.35%1916.52%78.26%
7.35% to 15.81%1613.91%92.17%
15.81% to 24.27%65.22%97.39%
24.27% to 32.73%00.00%97.39%
Greater than 32.73%32.61%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -12.38%10.17% 71.30%68.27%
±2σ -23.66%21.45% 96.52%95.45%
±3σ -34.93%32.73% 97.39%99.73%
Descriptive Statistics
Mean-1.104%
Standard Error1.052%
Median-3.125%
Mode-26.777%
Standard Deviation11.277%
Sample Variance127.168%
Kurtosis1.91
Skewness1.05
Range65.518%
Minimum-26.777%
Maximum38.741%
Count115
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 10.653% 41 35.65% 3.798%
Negative -7.618% 74 64.35% -4.902%
Zero 0.000% 0 0.00% 0.000%