Markets Data Volatility Heatmap Portfolio Calculator

LNT Deep Analytical Report

Alliant Energy Corporation | Category: Equity Large Cap | Ann. Div Yield: 2.95% ($2.03) | Last Updated: 2026-03-24 | Data Range: 1973-05-01 → 2026-03-01 (635 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 1.29% 1.08% 1.17% 1.85% 1.44% 1.61% 71.31 73.39 70.29 74.45
Weekly 2.80% 2.71% 2.82% 4.22% 3.16% 3.55% 70.09 74.66 67.91 77.06
Monthly 5.19% 5.22% 5.24% 8.70% 6.58% 7.38% 67.73 77.26 63.42 82.52
Quarterly 8.08% 9.05% 8.46% 13.63% 11.40% 12.79% 64.54 81.08 57.59 90.87
Annual — — — — 22.81% 25.57% 57.59 90.87 45.84 114.15
Option Time Horizon — — — — 8.18% 9.18% 66.66 78.51 61.42 85.20
Calculation Notes: Computed at 2026-03-01T12:13 UTC  |  Reference Contract: Call option expiring 2026-04-17 (47 days)  |  Spot Price (S): $72.34  |  Strike (K): $72.50 (first OTM call ≥ spot)  |  Observed Mid-Price: $2.3000 (Bid $2.0000 / Ask $2.6000)  |  Risk-Free Rate (r): 3.74% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.84%  |  Binomial IV (Annual): 22.81% (CRR binomial tree, American, n=20 steps)  |  BS IV: 22.65% (European Black-Scholes)  |  Yahoo IV (Annual): 25.57% → 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
2026-01-30 $0.5350
2025-10-31 $0.5070
2025-07-31 $0.5070
2025-04-30 $0.5070
2025-01-31 $0.5070
2024-10-31 $0.4800
2024-07-31 $0.4800
2024-04-29 $0.4800
2024-01-30 $0.4800
2023-10-30 $0.4530
2023-07-28 $0.4530
2023-04-27 $0.4530
2023-01-30 $0.4530
2022-10-28 $0.4280
2022-07-28 $0.4280
2022-04-28 $0.4280
2022-01-28 $0.4280
2021-10-29 $0.4030
2021-07-29 $0.4030
2021-04-29 $0.4030
2021-01-28 $0.4030
2020-10-29 $0.3800
2020-07-30 $0.3800
2020-04-29 $0.3800
2020-01-30 $0.3800
2019-10-30 $0.3550
2019-07-30 $0.3550
2019-04-29 $0.3550
2019-01-30 $0.3550
2018-10-30 $0.3350
2018-07-30 $0.3350
2018-04-27 $0.3350
2018-01-30 $0.3360
2017-10-30 $0.3150
2017-07-27 $0.3150
2017-04-26 $0.3150
2017-01-27 $0.3150
2016-10-27 $0.2940
2016-07-27 $0.2940
2016-04-27 $0.2940
2016-01-27 $0.2940
2015-10-28 $0.2750
2015-07-29 $0.2750
2015-04-28 $0.2750
2015-01-28 $0.2750
2014-10-29 $0.2550
2014-07-29 $0.2550
2014-04-28 $0.2550
2014-01-29 $0.2550
2013-10-29 $0.2350
2013-07-29 $0.2350
2013-04-26 $0.2350
2013-01-29 $0.2350
2012-10-31 $0.2250
2012-07-27 $0.2250
2012-04-26 $0.2250
2012-01-27 $0.2250
2011-10-27 $0.2125
2011-07-27 $0.2125
2011-04-27 $0.2125
2011-01-27 $0.2125
2010-10-27 $0.1975
2010-07-28 $0.1975
2010-04-28 $0.1975
2010-01-27 $0.1975
2009-10-28 $0.1875
2009-07-29 $0.1875
2009-04-28 $0.1875
2009-01-28 $0.1875
2008-10-29 $0.1750
2008-07-29 $0.1750
2008-04-28 $0.1750
2008-01-29 $0.1750
2007-10-29 $0.1590
2007-07-27 $0.1590
2007-04-26 $0.1590
2007-01-29 $0.1590
2006-10-27 $0.1440
2006-07-27 $0.1440
2006-04-26 $0.1440
2006-01-27 $0.1440
2005-10-27 $0.1315
2005-07-27 $0.1315
2005-04-27 $0.1315
2005-01-27 $0.1315
2004-10-27 $0.1315
2004-07-28 $0.1250
2004-04-28 $0.1250
2004-01-28 $0.1250
2003-10-29 $0.1250
2003-07-29 $0.1250
2003-04-28 $0.1250
2003-01-29 $0.1250
2002-10-29 $0.2500
2002-07-29 $0.2500
2002-04-26 $0.2500
2002-01-29 $0.2500
2001-10-29 $0.2500
2001-07-27 $0.2500
2001-04-26 $0.2500
2001-01-29 $0.2500
2000-10-27 $0.2500
2000-07-27 $0.2500
2000-04-26 $0.2500
2000-01-27 $0.2500
1999-10-27 $0.2500
1999-07-28 $0.2500
1999-04-28 $0.2500
1999-01-27 $0.2500
1998-10-28 $0.2500
1998-07-29 $0.2500
1998-04-30 $0.0715
1998-04-22 $0.1790
1998-01-22 $0.2500
1997-10-29 $0.2500
1997-07-31 $0.2500
1997-04-28 $0.2500
1997-01-29 $0.2500
1996-10-30 $0.2460
1996-08-01 $0.2460
1996-04-26 $0.2460
1996-01-31 $0.2460
1995-10-27 $0.2425
1995-07-27 $0.2425
1995-04-24 $0.2425
1995-01-25 $0.2425
1994-10-25 $0.2400
1994-07-25 $0.2400
1994-04-25 $0.2400
1994-01-25 $0.2400
1993-10-25 $0.2375
1993-07-26 $0.2375
1993-04-26 $0.2375
1993-01-25 $0.2375
1992-10-26 $0.2325
1992-07-27 $0.2325
1992-04-24 $0.2325
1992-01-27 $0.2325
1991-10-25 $0.2250
1991-07-25 $0.2250
1991-04-24 $0.2250
1991-01-25 $0.2250
1990-10-25 $0.2175
1990-07-25 $0.2175
1990-04-24 $0.2175
1990-01-25 $0.2175
1989-10-25 $0.2100
1989-07-25 $0.2100
1989-04-24 $0.2100
1989-01-25 $0.2100
1988-10-25 $0.2025
1988-07-25 $0.2025
1988-01-25 $0.2025
1987-10-26 $0.1950
1987-07-27 $0.1950
1987-04-24 $0.1900
1987-01-26 $0.1900
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.33. Further, an Excess Kurtosis of 15.41 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -3.84%1050.79%0.79%
-3.84% to -2.87%1501.13%1.91%
-2.87% to -1.90%4323.24%5.16%
-1.90% to -0.93%143410.77%15.93%
-0.93% to 0.04%521739.18%55.11%
0.04% to 1.01%368127.64%82.75%
1.01% to 1.99%163912.31%95.06%
1.99% to 2.96%4553.42%98.48%
2.96% to 3.93%1280.96%99.44%
Greater than 3.93%750.56%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.25%1.34% 77.35%68.27%
±2σ -2.55%2.63% 95.36%95.45%
±3σ -3.84%3.93% 98.65%99.73%
Descriptive Statistics
Mean0.043%
Standard Error0.011%
Median0.000%
Mode0.000%
Standard Deviation1.295%
Sample Variance1.677%
Kurtosis15.41
Skewness-0.33
Range38.408%
Minimum-23.381%
Maximum15.027%
Count13316
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.014% 6061 45.52% 0.462%
Negative -1.015% 5492 41.24% -0.419%
Zero 0.000% 1763 13.24% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 2.21%
20 1 Month 1.81%
60 1 Quarter 1.68%
250 1 Year 1.66%
750 3 Years 1.71%
1,250 5 Years 1.85%
2,500 10 Years 1.85%
5,000 20 Years 1.87%
12,500 50 Years 1.80%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.98. Further, an Excess Kurtosis of 36.30 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -1.47%00.00%0.00%
-1.47% to -0.66%00.00%0.00%
-0.66% to 0.14%00.00%0.00%
0.14% to 0.95%226216.99%16.99%
0.95% to 1.76%567642.62%59.61%
1.76% to 2.57%358026.88%86.49%
2.57% to 3.38%10818.12%94.61%
3.38% to 4.19%3632.73%97.33%
4.19% to 5.00%1591.19%98.53%
Greater than 5.00%1961.47%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.68%2.84% 85.05%68.27%
±2σ -0.39%3.92% 96.70%95.45%
±3σ -1.47%5.00% 98.53%99.73%
Descriptive Statistics
Mean1.762%
Standard Error0.009%
Median1.546%
Mode2.326%
Standard Deviation1.078%
Sample Variance1.161%
Kurtosis36.30
Skewness3.98
Range22.587%
Minimum0.227%
Maximum22.814%
Count13317
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.762% 13317 100.00% 1.762%
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 0.19. Further, an Excess Kurtosis of 7.87 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -3.53%780.59%0.59%
-3.53% to -2.65%1240.93%1.52%
-2.65% to -1.77%4503.38%4.90%
-1.77% to -0.90%167312.56%17.46%
-0.90% to -0.02%354126.59%44.05%
-0.02% to 0.86%520539.09%83.13%
0.86% to 1.74%150011.26%94.40%
1.74% to 2.61%5143.86%98.26%
2.61% to 3.49%1320.99%99.25%
Greater than 3.49%1000.75%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.19%1.15% 75.81%68.27%
±2σ -2.36%2.32% 95.14%95.45%
±3σ -3.53%3.49% 98.66%99.73%
Descriptive Statistics
Mean-0.019%
Standard Error0.010%
Median0.000%
Mode0.000%
Standard Deviation1.169%
Sample Variance1.367%
Kurtosis7.87
Skewness0.19
Range23.361%
Minimum-10.847%
Maximum12.514%
Count13317
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 0.967% 5415 40.66% 0.393%
Negative -0.934% 5881 44.16% -0.412%
Zero 0.000% 2021 15.18% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.07. Further, an Excess Kurtosis of 8.80 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.20%210.76%0.76%
-8.20% to -6.10%281.01%1.78%
-6.10% to -4.00%1023.70%5.47%
-4.00% to -1.90%32511.78%17.25%
-1.90% to 0.21%88932.22%49.47%
0.21% to 2.31%90332.73%82.20%
2.31% to 4.41%35612.90%95.11%
4.41% to 6.51%993.59%98.70%
6.51% to 8.62%240.87%99.57%
Greater than 8.62%120.43%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.60%3.01% 76.44%68.27%
±2σ -5.40%5.81% 95.47%95.45%
±3σ -8.20%8.61% 98.80%99.73%
Descriptive Statistics
Mean0.206%
Standard Error0.053%
Median0.236%
Mode0.000%
Standard Deviation2.803%
Sample Variance7.856%
Kurtosis8.80
Skewness-0.07
Range52.477%
Minimum-26.020%
Maximum26.457%
Count2759
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.113% 1441 52.23% 1.104%
Negative -2.074% 1194 43.28% -0.898%
Zero 0.000% 124 4.49% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 4.26%
12 1 Quarter 3.99%
52 1 Year 3.81%
156 3 Years 3.99%
260 5 Years 4.22%
520 10 Years 4.20%
1,040 20 Years 4.26%
2,600 50 Years 4.02%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.39. Further, an Excess Kurtosis of 58.87 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -4.02%00.00%0.00%
-4.02% to -1.99%00.00%0.00%
-1.99% to 0.05%00.00%0.00%
0.05% to 2.08%30010.87%10.87%
2.08% to 4.12%144452.32%63.19%
4.12% to 6.15%66123.95%87.14%
6.15% to 8.19%2197.93%95.07%
8.19% to 10.22%612.21%97.28%
10.22% to 12.26%381.38%98.66%
Greater than 12.26%371.34%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.41%6.83% 89.28%68.27%
±2σ -1.31%9.54% 96.70%95.45%
±3σ -4.02%12.26% 98.66%99.73%
Descriptive Statistics
Mean4.118%
Standard Error0.052%
Median3.505%
Mode2.222%
Standard Deviation2.713%
Sample Variance7.359%
Kurtosis58.87
Skewness5.39
Range47.929%
Minimum0.873%
Maximum48.802%
Count2760
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.118% 2760 100.00% 4.118%
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 13.59 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.53%120.43%0.43%
-8.53% to -6.42%120.43%0.87%
-6.42% to -4.30%953.44%4.31%
-4.30% to -2.19%36713.30%17.61%
-2.19% to -0.07%90032.61%50.22%
-0.07% to 2.04%92233.41%83.62%
2.04% to 4.16%30110.91%94.53%
4.16% to 6.28%963.48%98.01%
6.28% to 8.39%281.01%99.02%
Greater than 8.39%270.98%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.89%2.75% 77.17%68.27%
±2σ -5.71%5.57% 95.65%95.45%
±3σ -8.53%8.39% 98.59%99.73%
Descriptive Statistics
Mean-0.071%
Standard Error0.054%
Median-0.102%
Mode0.000%
Standard Deviation2.821%
Sample Variance7.957%
Kurtosis13.59
Skewness1.19
Range54.151%
Minimum-18.924%
Maximum35.227%
Count2760
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.184% 1205 43.66% 0.954%
Negative -2.021% 1400 50.73% -1.025%
Zero 0.000% 155 5.62% 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 1.01 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -14.71%20.32%0.32%
-14.71% to -10.82%40.63%0.95%
-10.82% to -6.93%365.68%6.62%
-6.93% to -3.03%9114.35%20.98%
-3.03% to 0.86%18028.39%49.37%
0.86% to 4.75%18929.81%79.18%
4.75% to 8.65%9915.62%94.79%
8.65% to 12.54%243.79%98.58%
12.54% to 16.43%60.95%99.53%
Greater than 16.43%30.47%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.33%6.05% 69.40%68.27%
±2σ -9.52%11.24% 96.06%95.45%
±3σ -14.71%16.43% 99.21%99.73%
Descriptive Statistics
Mean0.861%
Standard Error0.206%
Median0.942%
Mode0.000%
Standard Deviation5.191%
Sample Variance26.947%
Kurtosis1.01
Skewness-0.17
Range41.533%
Minimum-23.515%
Maximum18.018%
Count634
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.419% 357 56.31% 2.488%
Negative -3.923% 263 41.48% -1.627%
Zero 0.000% 14 2.21% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 8.24%
12 1 Year 7.57%
36 3 Years 8.11%
60 5 Years 8.70%
120 10 Years 8.75%
240 20 Years 8.80%
600 50 Years 8.39%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.00. Further, an Excess Kurtosis of 27.26 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.76%00.00%0.00%
-6.76% to -2.85%00.00%0.00%
-2.85% to 1.07%00.00%0.00%
1.07% to 4.98%8212.91%12.91%
4.98% to 8.90%32050.39%63.31%
8.90% to 12.82%14923.46%86.77%
12.82% to 16.73%497.72%94.49%
16.73% to 20.65%223.46%97.95%
20.65% to 24.56%30.47%98.43%
Greater than 24.56%101.57%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 3.68%14.12% 88.50%68.27%
±2σ -1.54%19.34% 97.01%95.45%
±3σ -6.76%24.56% 98.43%99.73%
Descriptive Statistics
Mean8.900%
Standard Error0.207%
Median7.770%
Mode5.000%
Standard Deviation5.221%
Sample Variance27.263%
Kurtosis27.26
Skewness4.00
Range55.051%
Minimum2.564%
Maximum57.615%
Count635
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.900% 635 100.00% 8.900%
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 0.78. Further, an Excess Kurtosis of 3.05 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -15.98%00.00%0.00%
-15.98% to -12.05%60.94%0.94%
-12.05% to -8.12%182.83%3.78%
-8.12% to -4.20%11818.58%22.36%
-4.20% to -0.27%19130.08%52.44%
-0.27% to 3.66%17327.24%79.69%
3.66% to 7.59%8613.54%93.23%
7.59% to 11.52%365.67%98.90%
11.52% to 15.45%30.47%99.37%
Greater than 15.45%40.63%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.50%4.97% 70.39%68.27%
±2σ -10.74%10.21% 96.54%95.45%
±3σ -15.98%15.45% 99.37%99.73%
Descriptive Statistics
Mean-0.266%
Standard Error0.208%
Median-0.541%
Mode0.000%
Standard Deviation5.238%
Sample Variance27.438%
Kurtosis3.05
Skewness0.78
Range47.434%
Minimum-14.136%
Maximum33.298%
Count635
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.226% 285 44.88% 1.897%
Negative -4.063% 338 53.23% -2.163%
Zero 0.000% 12 1.89% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.35. Further, an Excess Kurtosis of 1.13 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -21.71%10.47%0.47%
-21.71% to -15.65%20.95%1.42%
-15.65% to -9.59%125.69%7.11%
-9.59% to -3.53%2612.32%19.43%
-3.53% to 2.53%6128.91%48.34%
2.53% to 8.59%6229.38%77.73%
8.59% to 14.65%3315.64%93.36%
14.65% to 20.71%125.69%99.05%
20.71% to 26.77%20.95%100.00%
Greater than 26.77%00.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.55%10.61% 72.99%68.27%
±2σ -13.63%18.69% 93.84%95.45%
±3σ -21.71%26.77% 99.53%99.73%
Descriptive Statistics
Mean2.530%
Standard Error0.556%
Median2.892%
Mode1.807%
Standard Deviation8.079%
Sample Variance65.277%
Kurtosis1.13
Skewness-0.35
Range53.876%
Minimum-30.419%
Maximum23.457%
Count211
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.032% 137 64.93% 4.566%
Negative -5.804% 74 35.07% -2.036%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 10.75%
12 3 Years 12.49%
20 5 Years 13.63%
40 10 Years 14.24%
80 20 Years 14.97%
200 50 Years 14.42%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.01. Further, an Excess Kurtosis of 12.83 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -11.34%00.00%0.00%
-11.34% to -4.55%00.00%0.00%
-4.55% to 2.24%00.00%0.00%
2.24% to 9.03%2813.21%13.21%
9.03% to 15.82%10348.58%61.79%
15.82% to 22.61%5325.00%86.79%
22.61% to 29.40%198.96%95.75%
29.40% to 36.19%20.94%96.70%
36.19% to 42.98%10.47%97.17%
Greater than 42.98%62.83%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 6.76%24.87% 88.21%68.27%
±2σ -2.29%33.93% 95.75%95.45%
±3σ -11.34%42.98% 97.17%99.73%
Descriptive Statistics
Mean15.818%
Standard Error0.622%
Median13.463%
Mode6.667%
Standard Deviation9.054%
Sample Variance81.976%
Kurtosis12.83
Skewness3.01
Range68.823%
Minimum4.571%
Maximum73.394%
Count212
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 15.818% 212 100.00% 15.818%
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 1.35. Further, an Excess Kurtosis of 5.10 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -26.26%00.00%0.00%
-26.26% to -19.91%00.00%0.00%
-19.91% to -13.57%94.25%4.25%
-13.57% to -7.22%3717.45%21.70%
-7.22% to -0.88%6731.60%53.30%
-0.88% to 5.46%6430.19%83.49%
5.46% to 11.81%209.43%92.92%
11.81% to 18.16%83.77%96.70%
18.16% to 24.50%52.36%99.06%
Greater than 24.50%20.94%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -9.34%7.58% 75.47%68.27%
±2σ -17.80%16.04% 95.75%95.45%
±3σ -26.26%24.50% 99.06%99.73%
Descriptive Statistics
Mean-0.880%
Standard Error0.581%
Median-1.712%
Mode0.000%
Standard Deviation8.460%
Sample Variance71.572%
Kurtosis5.10
Skewness1.35
Range65.674%
Minimum-18.000%
Maximum47.674%
Count212
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 6.974% 82 38.68% 2.697%
Negative -6.067% 125 58.96% -3.577%
Zero 0.000% 5 2.36% 0.000%