LRCX - Detail Report

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	3.51%	2.89%	3.09%	3.72%	3.69%	3.76%	236.04	254.14	227.48	263.70
Weekly	7.85%	7.58%	7.85%	9.07%	8.13%	8.27%	225.79	265.67	208.16	288.17
Monthly	15.89%	18.71%	15.15%	18.97%	16.93%	17.21%	206.78	290.09	174.59	343.59
Quarterly	28.23%	34.79%	26.12%	35.06%	29.32%	29.81%	182.69	328.35	136.27	440.21
Annual	—	—	—	—	58.63%	59.63%	136.27	440.21	75.81	791.21
Option Time Horizon	—	—	—	—	22.55%	22.93%	195.47	306.88	156.01	384.51

Calculation Notes: Computed at 2026-02-22T14:18 UTC | Reference Contract: Call option expiring 2026-04-17 (54 days) | Spot Price (S): $244.92 | Strike (K): $250.00 (first OTM call ≥ spot) | Observed Mid-Price: $20.3500 (Bid $19.4500 / Ask $21.2500) | Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.41% | Binomial IV (Annual): 58.63% (CRR binomial tree, American, n=20 steps) | BS IV: 58.84% (European Black-Scholes) | Yahoo IV (Annual): 59.63% → period-scaled as σ_period = σ_annual·√h | Price bands: Upper = S·e^+σ√h, Lower = S·e^−σ√h

Historical Dividend Payouts

Ex-Dividend Date	Amount
2025-12-03	$0.2600
2025-09-24	$0.2600
2025-06-18	$0.2300
2025-03-05	$0.2300
2024-12-11	$0.2300
2024-09-17	$0.2300
2024-06-18	$0.2000
2024-03-12	$0.2000
2023-12-12	$0.2000
2023-09-12	$0.2000
2023-06-13	$0.1725
2023-03-14	$0.1725
2022-12-13	$0.1725
2022-09-13	$0.1725
2022-06-14	$0.1500
2022-03-15	$0.1500
2021-12-14	$0.1500
2021-09-27	$0.1500
2021-06-15	$0.1300
2021-03-16	$0.1300
2020-12-08	$0.1300
2020-09-29	$0.1300
2020-06-16	$0.1150
2020-03-24	$0.1150
2019-12-10	$0.1150
2019-09-30	$0.1150
2019-06-11	$0.1100
2019-03-19	$0.1100
2018-12-04	$0.1100
2018-09-11	$0.1100
2018-06-05	$0.1100
2018-03-06	$0.0500
2017-12-05	$0.0500
2017-09-12	$0.0450
2017-06-05	$0.0450
2017-03-06	$0.0450
2016-12-12	$0.0450
2016-09-12	$0.0300
2016-06-06	$0.0300
2016-03-07	$0.0300
2015-12-07	$0.0300
2015-09-04	$0.0300
2015-06-08	$0.0300
2015-03-09	$0.0180
2014-12-08	$0.0180
2014-09-08	$0.0180
2014-06-09	$0.0180

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.51. Further, an Excess Kurtosis of 6.58 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -10.40%	63	0.60%	0.60%
-10.40% to -7.77%	107	1.02%	1.62%
-7.77% to -5.14%	374	3.56%	5.18%
-5.14% to -2.50%	1237	11.78%	16.97%
-2.50% to 0.13%	3826	36.45%	53.42%
0.13% to 2.76%	3218	30.66%	84.07%
2.76% to 5.40%	1091	10.39%	94.47%
5.40% to 8.03%	366	3.49%	97.95%
8.03% to 10.66%	116	1.11%	99.06%
Greater than 10.66%	99	0.94%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.38%	3.64%	77.52%	68.27%
±2σ	-6.89%	7.15%	94.77%	95.45%
±3σ	-10.40%	10.66%	98.46%	99.73%

Descriptive Statistics

Mean	0.129%
Standard Error	0.034%
Median	0.000%
Mode	0.000%
Standard Deviation	3.511%
Sample Variance	12.327%
Kurtosis	6.58
Skewness	0.51
Range	62.046%
Minimum	-23.810%
Maximum	38.236%
Count	10497

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.638%	5055	48.16%	1.270%
Negative	-2.501%	4788	45.61%	-1.141%
Zero	0.000%	654	6.23%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	4.20%
20	1 Month	5.45%
60	1 Quarter	4.73%
250	1 Year	4.14%
750	3 Years	3.56%
1,250	5 Years	3.72%
2,500	10 Years	3.43%
5,000	20 Years	3.38%
12,500	50 Years	4.43%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.41. Further, an Excess Kurtosis of 10.56 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -4.41%	0	0.00%	0.00%
-4.41% to -2.24%	0	0.00%	0.00%
-2.24% to -0.07%	0	0.00%	0.00%
-0.07% to 2.10%	2002	19.07%	19.07%
2.10% to 4.27%	4630	44.10%	63.17%
4.27% to 6.44%	2137	20.36%	83.53%
6.44% to 8.61%	946	9.01%	92.54%
8.61% to 10.78%	416	3.96%	96.50%
10.78% to 12.95%	205	1.95%	98.46%
Greater than 12.95%	162	1.54%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.38%	7.16%	82.82%	68.27%
±2σ	-1.51%	10.06%	95.34%	95.45%
±3σ	-4.41%	12.95%	98.46%	99.73%

Descriptive Statistics

Mean	4.271%
Standard Error	0.028%
Median	3.450%
Mode	3.704%
Standard Deviation	2.893%
Sample Variance	8.371%
Kurtosis	10.56
Skewness	2.41
Range	32.810%
Minimum	0.523%
Maximum	33.333%
Count	10498

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.271%	10498	100.00%	4.271%
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 0.29. Further, an Excess Kurtosis of 5.62 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -9.23%	79	0.75%	0.75%
-9.23% to -6.91%	113	1.08%	1.83%
-6.91% to -4.59%	343	3.27%	5.10%
-4.59% to -2.28%	1224	11.66%	16.76%
-2.28% to 0.04%	3970	37.82%	54.57%
0.04% to 2.36%	2985	28.43%	83.01%
2.36% to 4.67%	1180	11.24%	94.25%
4.67% to 6.99%	387	3.69%	97.93%
6.99% to 9.31%	135	1.29%	99.22%
Greater than 9.31%	82	0.78%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.05%	3.13%	77.11%	68.27%
±2σ	-6.14%	6.22%	94.57%	95.45%
±3σ	-9.23%	9.31%	98.47%	99.73%

Descriptive Statistics

Mean	0.040%
Standard Error	0.030%
Median	0.000%
Mode	0.000%
Standard Deviation	3.090%
Sample Variance	9.548%
Kurtosis	5.62
Skewness	0.29
Range	53.032%
Minimum	-21.782%
Maximum	31.250%
Count	10498

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.360%	4809	45.81%	1.081%
Negative	-2.221%	4921	46.88%	-1.041%
Zero	0.000%	768	7.32%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.47. Further, an Excess Kurtosis of 4.75 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -22.90%	8	0.37%	0.37%
-22.90% to -17.02%	22	1.01%	1.38%
-17.02% to -11.13%	81	3.71%	5.09%
-11.13% to -5.25%	278	12.75%	17.84%
-5.25% to 0.64%	745	34.16%	51.99%
0.64% to 6.52%	676	30.99%	82.99%
6.52% to 12.40%	254	11.65%	94.64%
12.40% to 18.29%	75	3.44%	98.07%
18.29% to 24.17%	16	0.73%	98.81%
Greater than 24.17%	26	1.19%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.21%	8.48%	75.70%	68.27%
±2σ	-15.06%	16.33%	95.28%	95.45%
±3σ	-22.90%	24.17%	98.44%	99.73%

Descriptive Statistics

Mean	0.635%
Standard Error	0.168%
Median	0.348%
Mode	0.000%
Standard Deviation	7.846%
Sample Variance	61.566%
Kurtosis	4.75
Skewness	0.47
Range	108.204%
Minimum	-52.941%
Maximum	55.263%
Count	2181

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	5.945%	1142	52.36%	3.113%
Negative	-5.476%	987	45.25%	-2.478%
Zero	0.000%	52	2.38%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	11.72%
12	1 Quarter	10.64%
52	1 Year	10.17%
156	3 Years	8.77%
260	5 Years	9.07%
520	10 Years	8.31%
1,040	20 Years	7.94%
2,600	50 Years	10.48%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.97. Further, an Excess Kurtosis of 18.58 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -11.64%	0	0.00%	0.00%
-11.64% to -5.96%	0	0.00%	0.00%
-5.96% to -0.27%	0	0.00%	0.00%
-0.27% to 5.42%	401	18.38%	18.38%
5.42% to 11.10%	948	43.45%	61.82%
11.10% to 16.79%	501	22.96%	84.78%
16.79% to 22.47%	188	8.62%	93.40%
22.47% to 28.16%	74	3.39%	96.79%
28.16% to 33.85%	33	1.51%	98.30%
Greater than 33.85%	37	1.70%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	3.52%	18.68%	83.78%	68.27%
±2σ	-4.06%	26.27%	95.65%	95.45%
±3σ	-11.64%	33.85%	98.30%	99.73%

Descriptive Statistics

Mean	11.101%
Standard Error	0.162%
Median	9.230%
Mode	11.111%
Standard Deviation	7.582%
Sample Variance	57.494%
Kurtosis	18.58
Skewness	2.97
Range	101.604%
Minimum	1.521%
Maximum	103.125%
Count	2182

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	11.101%	2182	100.00%	11.101%
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 1.62. Further, an Excess Kurtosis of 16.97 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -23.48%	7	0.32%	0.32%
-23.48% to -17.59%	23	1.05%	1.37%
-17.59% to -11.71%	65	2.98%	4.35%
-11.71% to -5.82%	281	12.88%	17.23%
-5.82% to 0.06%	800	36.66%	53.90%
0.06% to 5.95%	642	29.42%	83.32%
5.95% to 11.83%	235	10.77%	94.09%
11.83% to 17.72%	84	3.85%	97.94%
17.72% to 23.60%	28	1.28%	99.22%
Greater than 23.60%	17	0.78%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.79%	7.91%	77.04%	68.27%
±2σ	-15.63%	15.76%	95.51%	95.45%
±3σ	-23.48%	23.60%	98.90%	99.73%

Descriptive Statistics

Mean	0.061%
Standard Error	0.168%
Median	-0.198%
Mode	0.000%
Standard Deviation	7.847%
Sample Variance	61.570%
Kurtosis	16.97
Skewness	1.62
Range	136.176%
Minimum	-33.051%
Maximum	103.125%
Count	2182

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	5.967%	1009	46.24%	2.759%
Negative	-5.261%	1119	51.28%	-2.698%
Zero	0.000%	54	2.48%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.25. Further, an Excess Kurtosis of 6.70 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -45.03%	0	0.00%	0.00%
-45.03% to -33.12%	6	1.20%	1.20%
-33.12% to -21.20%	17	3.39%	4.59%
-21.20% to -9.29%	69	13.77%	18.36%
-9.29% to 2.63%	177	35.33%	53.69%
2.63% to 14.55%	150	29.94%	83.63%
14.55% to 26.47%	56	11.18%	94.81%
26.47% to 38.38%	13	2.59%	97.41%
38.38% to 50.30%	8	1.60%	99.00%
Greater than 50.30%	5	1.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-13.26%	18.52%	76.85%	68.27%
±2σ	-29.15%	34.41%	94.81%	95.45%
±3σ	-45.04%	50.30%	99.00%	99.73%

Descriptive Statistics

Mean	2.632%
Standard Error	0.710%
Median	1.803%
Mode	0.000%
Standard Deviation	15.889%
Sample Variance	252.460%
Kurtosis	6.70
Skewness	1.25
Range	155.669%
Minimum	-40.230%
Maximum	115.439%
Count	501

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	12.997%	271	54.09%	7.030%
Negative	-9.883%	223	44.51%	-4.399%
Zero	0.000%	7	1.40%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	26.87%
12	1 Year	23.08%
36	3 Years	19.12%
60	5 Years	18.97%
120	10 Years	17.88%
240	20 Years	16.71%
600	50 Years	22.49%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.69. Further, an Excess Kurtosis of 24.84 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -30.12%	0	0.00%	0.00%
-30.12% to -16.09%	0	0.00%	0.00%
-16.09% to -2.06%	0	0.00%	0.00%
-2.06% to 11.97%	52	10.36%	10.36%
11.97% to 26.00%	283	56.37%	66.73%
26.00% to 40.04%	105	20.92%	87.65%
40.04% to 54.07%	25	4.98%	92.63%
54.07% to 68.10%	21	4.18%	96.81%
68.10% to 82.13%	7	1.39%	98.21%
Greater than 82.13%	9	1.79%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	7.30%	44.71%	89.04%	68.27%
±2σ	-11.41%	63.42%	95.22%	95.45%
±3σ	-30.12%	82.13%	98.21%	99.73%

Descriptive Statistics

Mean	26.005%
Standard Error	0.835%
Median	21.127%
Mode	13.333%
Standard Deviation	18.708%
Sample Variance	349.999%
Kurtosis	24.84
Skewness	3.69
Range	211.295%
Minimum	5.373%
Maximum	216.668%
Count	502

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	26.005%	502	100.00%	26.005%
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 0.83. Further, an Excess Kurtosis of 2.80 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -45.65%	1	0.20%	0.20%
-45.65% to -34.29%	3	0.60%	0.80%
-34.29% to -22.93%	15	2.99%	3.78%
-22.93% to -11.57%	73	14.54%	18.33%
-11.57% to -0.21%	175	34.86%	53.19%
-0.21% to 11.15%	144	28.69%	81.87%
11.15% to 22.51%	58	11.55%	93.43%
22.51% to 33.87%	20	3.98%	97.41%
33.87% to 45.23%	4	0.80%	98.21%
Greater than 45.23%	9	1.79%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-15.36%	14.94%	76.49%	68.27%
±2σ	-30.50%	30.08%	95.62%	95.45%
±3σ	-45.65%	45.23%	98.01%	99.73%

Descriptive Statistics

Mean	-0.211%
Standard Error	0.676%
Median	-1.389%
Mode	0.000%
Standard Deviation	15.147%
Sample Variance	229.424%
Kurtosis	2.80
Skewness	0.83
Range	120.077%
Minimum	-52.769%
Maximum	67.308%
Count	502

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	12.347%	220	43.83%	5.411%
Negative	-10.492%	269	53.59%	-5.622%
Zero	0.000%	13	2.59%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.29. Further, an Excess Kurtosis of 5.26 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -76.80%	0	0.00%	0.00%
-76.80% to -55.63%	0	0.00%	0.00%
-55.63% to -34.45%	6	3.59%	3.59%
-34.45% to -13.28%	31	18.56%	22.16%
-13.28% to 7.89%	53	31.74%	53.89%
7.89% to 29.07%	43	25.75%	79.64%
29.07% to 50.24%	26	15.57%	95.21%
50.24% to 71.42%	4	2.40%	97.60%
71.42% to 92.59%	3	1.80%	99.40%
Greater than 92.59%	1	0.60%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-20.34%	36.13%	74.25%	68.27%
±2σ	-48.57%	64.36%	95.81%	95.45%
±3σ	-76.80%	92.59%	99.40%	99.73%

Descriptive Statistics

Mean	7.895%
Standard Error	2.185%
Median	6.382%
Mode	-52.065%
Standard Deviation	28.232%
Sample Variance	797.058%
Kurtosis	5.26
Skewness	1.29
Range	217.866%
Minimum	-52.065%
Maximum	165.801%
Count	167

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	24.378%	100	59.88%	14.598%
Negative	-16.960%	66	39.52%	-6.703%
Zero	0.000%	1	0.60%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	53.11%
12	3 Years	39.31%
20	5 Years	35.06%
40	10 Years	34.46%
80	20 Years	30.03%
200	50 Years	39.83%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.90. Further, an Excess Kurtosis of 4.57 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -53.50%	0	0.00%	0.00%
-53.50% to -27.40%	0	0.00%	0.00%
-27.40% to -1.31%	0	0.00%	0.00%
-1.31% to 24.79%	32	19.05%	19.05%
24.79% to 50.88%	79	47.02%	66.07%
50.88% to 76.98%	27	16.07%	82.14%
76.98% to 103.07%	11	6.55%	88.69%
103.07% to 129.17%	14	8.33%	97.02%
129.17% to 155.26%	3	1.79%	98.81%
Greater than 155.26%	2	1.19%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	16.09%	85.68%	83.33%	68.27%
±2σ	-18.70%	120.47%	95.24%	95.45%
±3σ	-53.50%	155.26%	98.81%	99.73%

Descriptive Statistics

Mean	50.883%
Standard Error	2.684%
Median	38.274%
Mode	50.000%
Standard Deviation	34.793%
Sample Variance	1210.542%
Kurtosis	4.57
Skewness	1.90
Range	209.809%
Minimum	13.525%
Maximum	223.334%
Count	168

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	50.883%	168	100.00%	50.883%
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 1.06. Further, an Excess Kurtosis of 2.08 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -79.20%	0	0.00%	0.00%
-79.20% to -59.62%	1	0.60%	0.60%
-59.62% to -40.03%	4	2.38%	2.98%
-40.03% to -20.44%	32	19.05%	22.02%
-20.44% to -0.85%	62	36.90%	58.93%
-0.85% to 18.74%	40	23.81%	82.74%
18.74% to 38.33%	15	8.93%	91.67%
38.33% to 57.92%	8	4.76%	96.43%
57.92% to 77.51%	4	2.38%	98.81%
Greater than 77.51%	2	1.19%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-26.97%	25.27%	73.81%	68.27%
±2σ	-53.09%	51.39%	94.64%	95.45%
±3σ	-79.20%	77.51%	98.81%	99.73%

Descriptive Statistics

Mean	-0.847%
Standard Error	2.015%
Median	-5.551%
Mode	-63.518%
Standard Deviation	26.119%
Sample Variance	682.210%
Kurtosis	2.08
Skewness	1.06
Range	171.973%
Minimum	-63.518%
Maximum	108.455%
Count	168

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	23.676%	67	39.88%	9.442%
Negative	-17.286%	100	59.52%	-10.289%
Zero	0.000%	1	0.59%	0.000%

LRCX Deep Analytical Report