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%	4.36%	4.38%	221.57	241.78	212.11	252.56
Weekly	7.84%	7.58%	7.84%	9.09%	9.61%	9.64%	210.25	254.79	190.99	280.49
Monthly	15.87%	18.69%	15.13%	19.08%	20.00%	20.06%	189.50	282.70	155.15	345.29
Quarterly	28.24%	34.74%	26.12%	35.50%	34.64%	34.74%	163.69	327.27	115.77	462.75
Annual	—	—	—	—	69.28%	69.49%	115.77	462.75	57.90	925.18
Option Time Horizon	—	—	—	—	26.15%	26.23%	178.20	300.63	137.19	390.48

Calculation Notes: Computed at 2026-03-23T16:33 UTC | Reference Contract: Call option expiring 2026-05-15 (52 days) | Spot Price (S): $231.45 | Strike (K): $240.00 (first OTM call ≥ spot) | Observed Mid-Price: $21.1250 (Bid $19.7500 / Ask $22.5000) | Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.43% | Binomial IV (Annual): 69.28% (CRR binomial tree, American, n=20 steps) | BS IV: 69.88% (European Black-Scholes) | Yahoo IV (Annual): 69.49% → 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
2026-03-04	$0.2600
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 6.57 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%	376	3.57%	5.19%
-5.14% to -2.50%	1240	11.79%	16.98%
-2.50% to 0.13%	3831	36.42%	53.40%
0.13% to 2.76%	3225	30.66%	84.07%
2.76% to 5.40%	1094	10.40%	94.47%
5.40% to 8.03%	367	3.49%	97.96%
8.03% to 10.66%	116	1.10%	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%	77.50%	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	6.57
Skewness	0.51
Range	62.046%
Minimum	-23.810%
Maximum	38.236%
Count	10518

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.638%	5066	48.16%	1.271%
Negative	-2.503%	4798	45.62%	-1.142%
Zero	0.000%	654	6.22%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	5.75%
20	1 Month	5.33%
60	1 Quarter	5.16%
250	1 Year	4.21%
750	3 Years	3.61%
1,250	5 Years	3.72%
2,500	10 Years	3.45%
5,000	20 Years	3.39%
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 10.55 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -4.40%	0	0.00%	0.00%
-4.40% to -2.23%	0	0.00%	0.00%
-2.23% to -0.07%	0	0.00%	0.00%
-0.07% to 2.10%	2004	19.05%	19.05%
2.10% to 4.27%	4640	44.11%	63.16%
4.27% to 6.44%	2140	20.34%	83.51%
6.44% to 8.61%	950	9.03%	92.54%
8.61% to 10.78%	418	3.97%	96.51%
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%	82.79%	68.27%
±2σ	-1.51%	10.06%	95.35%	95.45%
±3σ	-4.40%	12.95%	98.46%	99.73%

Descriptive Statistics

Mean	4.272%
Standard Error	0.028%
Median	3.453%
Mode	3.704%
Standard Deviation	2.892%
Sample Variance	8.363%
Kurtosis	10.55
Skewness	2.41
Range	32.810%
Minimum	0.523%
Maximum	33.333%
Count	10519

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.272%	10519	100.00%	4.272%
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 0.28. 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%	114	1.08%	1.83%
-6.91% to -4.59%	344	3.27%	5.11%
-4.59% to -2.28%	1225	11.65%	16.75%
-2.28% to 0.04%	3975	37.79%	54.54%
0.04% to 2.36%	2994	28.46%	83.00%
2.36% to 4.67%	1182	11.24%	94.24%
4.67% to 6.99%	389	3.70%	97.94%
6.99% to 9.31%	135	1.28%	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%	77.14%	68.27%
±2σ	-6.14%	6.22%	94.56%	95.45%
±3σ	-9.23%	9.31%	98.47%	99.73%

Descriptive Statistics

Mean	0.039%
Standard Error	0.030%
Median	0.000%
Mode	0.000%
Standard Deviation	3.089%
Sample Variance	9.544%
Kurtosis	5.62
Skewness	0.28
Range	53.032%
Minimum	-21.782%
Maximum	31.250%
Count	10519

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.358%	4819	45.81%	1.080%
Negative	-2.221%	4932	46.89%	-1.041%
Zero	0.000%	768	7.30%	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%	1.37%
-17.02% to -11.13%	81	3.71%	5.08%
-11.13% to -5.25%	279	12.77%	17.85%
-5.25% to 0.63%	746	34.14%	51.99%
0.63% to 6.51%	675	30.89%	82.88%
6.51% to 12.40%	257	11.76%	94.65%
12.40% to 18.28%	75	3.43%	98.08%
18.28% to 24.16%	16	0.73%	98.81%
Greater than 24.16%	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%	16.32%	95.24%	95.45%
±3σ	-22.90%	24.16%	98.44%	99.73%

Descriptive Statistics

Mean	0.632%
Standard Error	0.168%
Median	0.348%
Mode	0.000%
Standard Deviation	7.844%
Sample Variance	61.524%
Kurtosis	4.75
Skewness	0.47
Range	108.204%
Minimum	-52.941%
Maximum	55.263%
Count	2185

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	5.943%	1144	52.36%	3.112%
Negative	-5.478%	989	45.26%	-2.480%
Zero	0.000%	52	2.38%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	11.54%
12	1 Quarter	12.08%
52	1 Year	10.43%
156	3 Years	8.88%
260	5 Years	9.09%
520	10 Years	8.36%
1,040	20 Years	7.96%
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 18.60 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -11.63%	0	0.00%	0.00%
-11.63% to -5.95%	0	0.00%	0.00%
-5.95% to -0.26%	0	0.00%	0.00%
-0.26% to 5.42%	401	18.34%	18.34%
5.42% to 11.10%	949	43.41%	61.76%
11.10% to 16.79%	504	23.06%	84.81%
16.79% to 22.47%	188	8.60%	93.41%
22.47% to 28.15%	74	3.39%	96.80%
28.15% to 33.83%	33	1.51%	98.31%
Greater than 33.83%	37	1.69%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	3.53%	18.68%	83.81%	68.27%
±2σ	-4.05%	26.26%	95.65%	95.45%
±3σ	-11.63%	33.83%	98.31%	99.73%

Descriptive Statistics

Mean	11.103%
Standard Error	0.162%
Median	9.231%
Mode	11.111%
Standard Deviation	7.577%
Sample Variance	57.407%
Kurtosis	18.60
Skewness	2.97
Range	101.604%
Minimum	1.521%
Maximum	103.125%
Count	2186

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	11.103%	2186	100.00%	11.103%
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 16.98 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -23.46%	7	0.32%	0.32%
-23.46% to -17.58%	23	1.05%	1.37%
-17.58% to -11.70%	65	2.97%	4.35%
-11.70% to -5.82%	282	12.90%	17.25%
-5.82% to 0.06%	801	36.64%	53.89%
0.06% to 5.94%	643	29.41%	83.30%
5.94% to 11.82%	236	10.80%	94.10%
11.82% to 17.71%	84	3.84%	97.94%
17.71% to 23.59%	28	1.28%	99.22%
Greater than 23.59%	17	0.78%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.78%	7.90%	77.08%	68.27%
±2σ	-15.62%	15.75%	95.52%	95.45%
±3σ	-23.46%	23.59%	98.90%	99.73%

Descriptive Statistics

Mean	0.062%
Standard Error	0.168%
Median	-0.198%
Mode	0.000%
Standard Deviation	7.842%
Sample Variance	61.504%
Kurtosis	16.98
Skewness	1.62
Range	136.176%
Minimum	-33.051%
Maximum	103.125%
Count	2186

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	5.967%	1011	46.25%	2.760%
Negative	-5.260%	1121	51.28%	-2.697%
Zero	0.000%	54	2.47%	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 6.73 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -45.01%	0	0.00%	0.00%
-45.01% to -33.10%	6	1.20%	1.20%
-33.10% to -21.19%	17	3.39%	4.58%
-21.19% to -9.29%	69	13.75%	18.33%
-9.29% to 2.62%	179	35.66%	53.98%
2.62% to 14.52%	149	29.68%	83.67%
14.52% to 26.43%	56	11.16%	94.82%
26.43% to 38.33%	13	2.59%	97.41%
38.33% to 50.24%	8	1.59%	99.00%
Greater than 50.24%	5	1.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-13.26%	18.49%	76.89%	68.27%
±2σ	-29.13%	34.37%	94.82%	95.45%
±3σ	-45.01%	50.24%	99.00%	99.73%

Descriptive Statistics

Mean	2.617%
Standard Error	0.708%
Median	1.562%
Mode	0.000%
Standard Deviation	15.874%
Sample Variance	251.970%
Kurtosis	6.73
Skewness	1.25
Range	155.669%
Minimum	-40.230%
Maximum	115.439%
Count	502

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	12.933%	272	54.18%	7.007%
Negative	-9.883%	223	44.42%	-4.390%
Zero	0.000%	7	1.39%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	29.17%
12	1 Year	24.09%
36	3 Years	19.42%
60	5 Years	19.08%
120	10 Years	17.97%
240	20 Years	16.77%
600	50 Years	22.50%

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 24.90 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -30.05%	0	0.00%	0.00%
-30.05% to -16.04%	0	0.00%	0.00%
-16.04% to -2.02%	0	0.00%	0.00%
-2.02% to 11.99%	52	10.34%	10.34%
11.99% to 26.01%	284	56.46%	66.80%
26.01% to 40.03%	105	20.87%	87.67%
40.03% to 54.04%	25	4.97%	92.64%
54.04% to 68.06%	21	4.17%	96.82%
68.06% to 82.07%	7	1.39%	98.21%
Greater than 82.07%	9	1.79%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	7.32%	44.70%	88.87%	68.27%
±2σ	-11.37%	63.39%	95.23%	95.45%
±3σ	-30.05%	82.07%	98.21%	99.73%

Descriptive Statistics

Mean	26.010%
Standard Error	0.833%
Median	21.182%
Mode	13.333%
Standard Deviation	18.688%
Sample Variance	349.257%
Kurtosis	24.90
Skewness	3.69
Range	211.295%
Minimum	5.373%
Maximum	216.668%
Count	503

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	26.010%	503	100.00%	26.010%
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 2.81 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -45.60%	1	0.20%	0.20%
-45.60% to -34.25%	3	0.60%	0.80%
-34.25% to -22.90%	15	2.98%	3.78%
-22.90% to -11.55%	73	14.51%	18.29%
-11.55% to -0.21%	176	34.99%	53.28%
-0.21% to 11.14%	144	28.63%	81.91%
11.14% to 22.49%	58	11.53%	93.44%
22.49% to 33.84%	20	3.98%	97.42%
33.84% to 45.19%	4	0.80%	98.21%
Greater than 45.19%	9	1.79%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-15.34%	14.93%	76.54%	68.27%
±2σ	-30.47%	30.06%	95.63%	95.45%
±3σ	-45.60%	45.19%	98.01%	99.73%

Descriptive Statistics

Mean	-0.206%
Standard Error	0.675%
Median	-1.389%
Mode	0.000%
Standard Deviation	15.131%
Sample Variance	228.934%
Kurtosis	2.81
Skewness	0.83
Range	120.077%
Minimum	-52.769%
Maximum	67.308%
Count	503

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	12.347%	220	43.74%	5.400%
Negative	-10.444%	270	53.68%	-5.606%
Zero	0.000%	13	2.58%	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 -76.84%	0	0.00%	0.00%
-76.84% to -55.67%	0	0.00%	0.00%
-55.67% to -34.49%	6	3.59%	3.59%
-34.49% to -13.31%	31	18.56%	22.16%
-13.31% to 7.87%	53	31.74%	53.89%
7.87% to 29.05%	43	25.75%	79.64%
29.05% to 50.22%	26	15.57%	95.21%
50.22% to 71.40%	4	2.40%	97.60%
71.40% to 92.58%	3	1.80%	99.40%
Greater than 92.58%	1	0.60%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-20.37%	36.10%	74.25%	68.27%
±2σ	-48.61%	64.34%	95.81%	95.45%
±3σ	-76.84%	92.58%	99.40%	99.73%

Descriptive Statistics

Mean	7.867%
Standard Error	2.185%
Median	6.382%
Mode	-52.065%
Standard Deviation	28.237%
Sample Variance	797.350%
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	24.332%	100	59.88%	14.570%
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	55.31%
12	3 Years	40.05%
20	5 Years	35.50%
40	10 Years	34.68%
80	20 Years	30.15%
200	50 Years	39.89%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.91. Further, an Excess Kurtosis of 4.60 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -53.28%	0	0.00%	0.00%
-53.28% to -27.22%	0	0.00%	0.00%
-27.22% to -1.16%	0	0.00%	0.00%
-1.16% to 24.90%	32	19.05%	19.05%
24.90% to 50.95%	79	47.02%	66.07%
50.95% to 77.01%	27	16.07%	82.14%
77.01% to 103.07%	11	6.55%	88.69%
103.07% to 129.12%	14	8.33%	97.02%
129.12% to 155.18%	3	1.79%	98.81%
Greater than 155.18%	2	1.19%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	16.21%	85.70%	83.33%	68.27%
±2σ	-18.53%	120.44%	95.24%	95.45%
±3σ	-53.28%	155.18%	98.81%	99.73%

Descriptive Statistics

Mean	50.953%
Standard Error	2.681%
Median	38.273%
Mode	50.000%
Standard Deviation	34.743%
Sample Variance	1207.107%
Kurtosis	4.60
Skewness	1.91
Range	209.809%
Minimum	13.525%
Maximum	223.334%
Count	168

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	50.953%	168	100.00%	50.953%
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 -79.17%	0	0.00%	0.00%
-79.17% to -59.58%	1	0.60%	0.60%
-59.58% to -40.00%	4	2.38%	2.98%
-40.00% to -20.41%	32	19.05%	22.02%
-20.41% to -0.82%	61	36.31%	58.33%
-0.82% to 18.77%	41	24.40%	82.74%
18.77% to 38.35%	15	8.93%	91.67%
38.35% to 57.94%	8	4.76%	96.43%
57.94% to 77.53%	4	2.38%	98.81%
Greater than 77.53%	2	1.19%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-26.94%	25.30%	73.81%	68.27%
±2σ	-53.05%	51.41%	94.64%	95.45%
±3σ	-79.17%	77.53%	98.81%	99.73%

Descriptive Statistics

Mean	-0.821%
Standard Error	2.015%
Median	-5.551%
Mode	-63.518%
Standard Deviation	26.117%
Sample Variance	682.120%
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	-17.242%	100	59.52%	-10.263%
Zero	0.000%	1	0.59%	0.000%

LRCX Deep Analytical Report