Markets Data Volatility Heatmap Portfolio Calculator

LNT Deep Analytical Report

Alliant Energy Corporation | Category: Equity Large Cap | Ann. Div Yield: 2.90% ($2.03) | Last Updated: 2026-02-22 | Data Range: 1973-05-01 → 2026-02-01 (634 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% 1.86% 1.22% 1.40% 70.15 71.88 69.29 72.77
Weekly 2.80% 2.71% 2.82% 4.26% 2.69% 3.09% 69.12 72.95 67.29 74.94
Monthly 5.19% 5.22% 5.24% 8.90% 5.61% 6.43% 67.14 75.11 63.48 79.44
Quarterly 8.09% 9.06% 8.47% 13.55% 9.71% 11.13% 64.44 78.25 58.47 86.24
Annual — — — — 19.43% 22.27% 58.47 86.24 48.15 104.73
Option Time Horizon — — — — 7.47% 8.56% 65.90 76.52 61.15 82.46
Calculation Notes: Computed at 2026-02-22T14:18 UTC  |  Reference Contract: Call option expiring 2026-04-17 (54 days)  |  Spot Price (S): $71.01  |  Strike (K): $72.50 (first OTM call ≥ spot)  |  Observed Mid-Price: $1.5250 (Bid $1.2500 / Ask $1.8000)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.90%  |  Binomial IV (Annual): 19.43% (CRR binomial tree, American, n=20 steps)  |  BS IV: 19.64% (European Black-Scholes)  |  Yahoo IV (Annual): 22.27% → 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 15.42 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%1491.12%1.91%
-2.87% to -1.90%4323.25%5.16%
-1.90% to -0.93%143210.77%15.93%
-0.93% to 0.04%520939.18%55.11%
0.04% to 1.01%367627.65%82.76%
1.01% to 1.99%163412.29%95.05%
1.99% to 2.96%4553.42%98.47%
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% 77.34%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 Variance1.678%
Kurtosis15.42
Skewness-0.33
Range38.408%
Minimum-23.381%
Maximum15.027%
Count13295
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.014% 6051 45.51% 0.462%
Negative -1.015% 5481 41.23% -0.418%
Zero 0.000% 1763 13.26% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 2.12%
20 1 Month 1.85%
60 1 Quarter 1.51%
250 1 Year 1.66%
750 3 Years 1.74%
1,250 5 Years 1.86%
2,500 10 Years 1.84%
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 36.32 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%226117.01%17.01%
0.95% to 1.76%566342.59%59.60%
1.76% to 2.57%357626.90%86.49%
2.57% to 3.38%10798.12%94.61%
3.38% to 4.19%3632.73%97.34%
4.19% to 5.00%1591.20%98.53%
Greater than 5.00%1951.47%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.68%2.84% 85.03%68.27%
±2σ -0.39%3.92% 96.71%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 Variance1.162%
Kurtosis36.32
Skewness3.98
Range22.587%
Minimum0.227%
Maximum22.814%
Count13296
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.762% 13296 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 7.88 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%4493.38%4.90%
-1.77% to -0.90%167112.57%17.46%
-0.90% to -0.02%353426.58%44.04%
-0.02% to 0.86%519639.08%83.12%
0.86% to 1.74%150111.29%94.41%
1.74% to 2.61%5123.85%98.26%
2.61% to 3.49%1310.99%99.25%
Greater than 3.49%1000.75%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.19%1.15% 75.80%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 Deviation1.170%
Sample Variance1.368%
Kurtosis7.88
Skewness0.19
Range23.361%
Minimum-10.847%
Maximum12.514%
Count13296
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 0.968% 5404 40.64% 0.393%
Negative -0.935% 5871 44.16% -0.413%
Zero 0.000% 2021 15.20% 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 8.81 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%281.02%1.78%
-6.10% to -4.00%1013.67%5.44%
-4.00% to -1.90%32611.83%17.28%
-1.90% to 0.21%88832.23%49.51%
0.21% to 2.31%90032.67%82.18%
2.31% to 4.41%35612.92%95.10%
4.41% to 6.51%993.59%98.69%
6.51% to 8.62%240.87%99.56%
Greater than 8.62%120.44%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.60%3.01% 76.41%68.27%
±2σ -5.40%5.81% 95.46%95.45%
±3σ -8.20%8.62% 98.80%99.73%
Descriptive Statistics
Mean0.207%
Standard Error0.053%
Median0.233%
Mode0.000%
Standard Deviation2.803%
Sample Variance7.856%
Kurtosis8.81
Skewness-0.07
Range52.477%
Minimum-26.020%
Maximum26.457%
Count2755
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.115% 1438 52.20% 1.104%
Negative -2.071% 1193 43.30% -0.897%
Zero 0.000% 124 4.50% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 4.57%
12 1 Quarter 3.44%
52 1 Year 3.81%
156 3 Years 4.03%
260 5 Years 4.26%
520 10 Years 4.19%
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 58.88 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%30010.89%10.89%
2.08% to 4.12%144152.29%63.17%
4.12% to 6.15%66123.98%87.16%
6.15% to 8.19%2187.91%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 1.40%6.83% 89.30%68.27%
±2σ -1.31%9.55% 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 Deviation2.714%
Sample Variance7.364%
Kurtosis58.88
Skewness5.39
Range47.929%
Minimum0.873%
Maximum48.802%
Count2756
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.118% 2756 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 13.62 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.53%120.44%0.44%
-8.53% to -6.42%120.44%0.87%
-6.42% to -4.30%953.45%4.32%
-4.30% to -2.19%36613.28%17.60%
-2.19% to -0.07%89732.55%50.15%
-0.07% to 2.04%92333.49%83.64%
2.04% to 4.16%30110.92%94.56%
4.16% to 6.27%953.45%98.00%
6.27% to 8.39%281.02%99.02%
Greater than 8.39%270.98%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.89%2.75% 77.18%68.27%
±2σ -5.71%5.57% 95.68%95.45%
±3σ -8.53%8.39% 98.58%99.73%
Descriptive Statistics
Mean-0.072%
Standard Error0.054%
Median-0.094%
Mode0.000%
Standard Deviation2.820%
Sample Variance7.955%
Kurtosis13.62
Skewness1.19
Range54.151%
Minimum-18.924%
Maximum35.227%
Count2756
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.180% 1205 43.72% 0.953%
Negative -2.024% 1396 50.65% -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 -0.18. Further, an Excess Kurtosis of 1.02 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -14.70%20.32%0.32%
-14.70% to -10.81%40.63%0.95%
-10.81% to -6.92%375.85%6.79%
-6.92% to -3.02%8914.06%20.85%
-3.02% to 0.86%18028.44%49.29%
0.86% to 4.75%18929.86%79.15%
4.75% to 8.65%10015.80%94.94%
8.65% to 12.54%233.63%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 -4.32%6.05% 69.35%68.27%
±2σ -9.51%11.24% 96.05%95.45%
±3σ -14.70%16.43% 99.21%99.73%
Descriptive Statistics
Mean0.865%
Standard Error0.206%
Median0.946%
Mode0.000%
Standard Deviation5.187%
Sample Variance26.902%
Kurtosis1.02
Skewness-0.18
Range41.533%
Minimum-23.515%
Maximum18.018%
Count633
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.413% 357 56.40% 2.489%
Negative -3.923% 262 41.39% -1.624%
Zero 0.000% 14 2.21% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 8.21%
12 1 Year 7.57%
36 3 Years 8.14%
60 5 Years 8.90%
120 10 Years 8.78%
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 27.22 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 -2.85%00.00%0.00%
-2.85% to 1.06%00.00%0.00%
1.06% to 4.98%8212.93%12.93%
4.98% to 8.90%31950.32%63.25%
8.90% to 12.82%14923.50%86.75%
12.82% to 16.74%497.73%94.48%
16.74% to 20.66%223.47%97.95%
20.66% to 24.58%30.47%98.42%
Greater than 24.58%101.58%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 3.68%14.13% 88.49%68.27%
±2σ -1.55%19.35% 97.00%95.45%
±3σ -6.77%24.58% 98.42%99.73%
Descriptive Statistics
Mean8.901%
Standard Error0.208%
Median7.764%
Mode5.000%
Standard Deviation5.225%
Sample Variance27.302%
Kurtosis27.22
Skewness4.00
Range55.051%
Minimum2.564%
Maximum57.615%
Count634
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.901% 634 100.00% 8.901%
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 3.06 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%60.95%0.95%
-12.05% to -8.12%172.68%3.63%
-8.12% to -4.20%11918.77%22.40%
-4.20% to -0.27%19029.97%52.37%
-0.27% to 3.66%17327.29%79.65%
3.66% to 7.58%8613.56%93.22%
7.58% to 11.51%365.68%98.90%
11.51% to 15.44%30.47%99.37%
Greater than 15.44%40.63%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.50%4.97% 70.19%68.27%
±2σ -10.74%10.20% 96.37%95.45%
±3σ -15.98%15.44% 99.37%99.73%
Descriptive Statistics
Mean-0.269%
Standard Error0.208%
Median-0.542%
Mode0.000%
Standard Deviation5.236%
Sample Variance27.414%
Kurtosis3.06
Skewness0.78
Range47.434%
Minimum-14.136%
Maximum33.298%
Count634
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.228% 284 44.80% 1.894%
Negative -4.058% 338 53.31% -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 1.12 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 -3.52%2612.32%19.43%
-3.52% to 2.54%6128.91%48.34%
2.54% to 8.61%6229.38%77.73%
8.61% to 14.67%3315.64%93.36%
14.67% to 20.73%125.69%99.05%
20.73% to 26.80%20.95%100.00%
Greater than 26.80%00.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.54%10.63% 72.99%68.27%
±2σ -13.63%18.71% 93.84%95.45%
±3σ -21.71%26.80% 99.53%99.73%
Descriptive Statistics
Mean2.541%
Standard Error0.557%
Median2.892%
Mode1.807%
Standard Deviation8.085%
Sample Variance65.368%
Kurtosis1.12
Skewness-0.35
Range53.876%
Minimum-30.419%
Maximum23.457%
Count211
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.049% 137 64.93% 4.577%
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 10.31%
12 3 Years 12.34%
20 5 Years 13.55%
40 10 Years 14.20%
80 20 Years 14.95%
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 12.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -11.36%00.00%0.00%
-11.36% to -4.57%00.00%0.00%
-4.57% to 2.23%00.00%0.00%
2.23% to 9.02%2813.21%13.21%
9.02% to 15.81%10348.58%61.79%
15.81% to 22.60%5325.00%86.79%
22.60% 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 6.75%24.87% 88.21%68.27%
±2σ -2.30%33.92% 95.75%95.45%
±3σ -11.36%42.98% 97.17%99.73%
Descriptive Statistics
Mean15.810%
Standard Error0.622%
Median13.464%
Mode6.667%
Standard Deviation9.057%
Sample Variance82.037%
Kurtosis12.82
Skewness3.01
Range68.823%
Minimum4.571%
Maximum73.394%
Count212
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 15.810% 212 100.00% 15.810%
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 5.08 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -26.29%00.00%0.00%
-26.29% to -19.94%00.00%0.00%
-19.94% to -13.59%94.25%4.25%
-13.59% to -7.24%3717.45%21.70%
-7.24% to -0.89%6731.60%53.30%
-0.89% to 5.46%6329.72%83.02%
5.46% to 11.81%219.91%92.92%
11.81% to 18.16%83.77%96.70%
18.16% to 24.51%52.36%99.06%
Greater than 24.51%20.94%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -9.35%7.58% 75.47%68.27%
±2σ -17.82%16.04% 95.75%95.45%
±3σ -26.29%24.51% 99.06%99.73%
Descriptive Statistics
Mean-0.889%
Standard Error0.581%
Median-1.712%
Mode0.000%
Standard Deviation8.466%
Sample Variance71.675%
Kurtosis5.08
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 -6.083% 125 58.96% -3.587%
Zero 0.000% 5 2.36% 0.000%