LVS - 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	3.62%	4.22%	3.09%	3.27%	2.72%	2.79%	52.80	55.76	51.39	57.29
Weekly	9.08%	14.22%	9.05%	7.72%	5.99%	6.14%	51.11	57.61	48.14	61.16
Monthly	16.89%	57.88%	21.51%	16.10%	12.47%	12.78%	47.90	61.46	42.29	69.62
Quarterly	24.95%	152.22%	38.84%	29.72%	21.59%	22.14%	43.72	67.34	35.23	83.57
Annual	—	—	—	—	43.18%	44.29%	35.23	83.57	22.88	128.70
Option Time Horizon	—	—	—	—	16.30%	16.72%	46.10	63.87	39.17	75.17

Calculation Notes: Computed at 2026-03-23T16:36 UTC | Reference Contract: Call option expiring 2026-05-15 (52 days) | Spot Price (S): $54.26 | Strike (K): $55.00 (first OTM call ≥ spot) | Observed Mid-Price: $3.2500 (Bid $3.1500 / Ask $3.3500) | Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury) | Dividend Yield (q): 1.98% | Binomial IV (Annual): 43.18% (CRR binomial tree, American, n=20 steps) | BS IV: 43.29% (European Black-Scholes) | Yahoo IV (Annual): 44.29% → 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
2026-02-09	$0.3000
2025-11-04	$0.2500
2025-08-05	$0.2500
2025-05-06	$0.2500
2025-02-10	$0.2500
2024-11-05	$0.2000
2024-08-06	$0.2000
2024-05-06	$0.2000
2024-02-05	$0.2000
2023-11-06	$0.2000
2023-08-07	$0.2000
2020-03-17	$0.7900
2019-12-16	$0.7700
2019-09-17	$0.7700
2019-06-18	$0.7700
2019-03-19	$0.7700
2018-12-17	$0.7500
2018-09-18	$0.7500
2018-06-19	$0.7500
2018-03-21	$0.7500
2017-12-20	$0.7300
2017-09-20	$0.7300
2017-06-20	$0.7300
2017-03-21	$0.7300
2016-12-19	$0.7200
2016-09-20	$0.7200
2016-06-20	$0.7200
2016-03-18	$0.7200
2015-12-18	$0.6500
2015-09-18	$0.6500
2015-06-18	$0.6500
2015-03-19	$0.6500
2014-12-16	$0.5000
2014-09-18	$0.5000
2014-06-18	$0.5000
2014-03-19	$0.5000
2013-12-18	$0.3500
2013-09-18	$0.3500
2013-06-18	$0.3500
2013-03-19	$0.3500
2012-12-18	$0.2500
2012-12-06	$2.7500
2012-09-18	$0.2500
2012-06-18	$0.2500
2012-03-16	$0.2500

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.01. Further, an Excess Kurtosis of 56.44 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -10.79%	49	0.92%	0.92%
-10.79% to -8.08%	30	0.56%	1.48%
-8.08% to -5.36%	102	1.91%	3.38%
-5.36% to -2.64%	473	8.84%	12.23%
-2.64% to 0.08%	2098	39.22%	51.45%
0.08% to 2.79%	1954	36.53%	87.98%
2.79% to 5.51%	419	7.83%	95.81%
5.51% to 8.23%	126	2.36%	98.17%
8.23% to 10.95%	52	0.97%	99.14%
Greater than 10.95%	46	0.86%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.55%	3.70%	84.18%	68.27%
±2σ	-7.17%	7.32%	95.81%	95.45%
±3σ	-10.79%	10.95%	98.22%	99.73%

Descriptive Statistics

Mean	0.076%
Standard Error	0.050%
Median	0.018%
Mode	0.000%
Standard Deviation	3.623%
Sample Variance	13.123%
Kurtosis	56.44
Skewness	2.01
Range	113.250%
Minimum	-33.250%
Maximum	80.000%
Count	5349

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.228%	2683	50.16%	1.118%
Negative	-2.108%	2644	49.43%	-1.042%
Zero	0.000%	22	0.41%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	2.92%
20	1 Month	3.12%
60	1 Quarter	3.13%
250	1 Year	3.06%
750	3 Years	2.77%
1,250	5 Years	3.27%
2,500	10 Years	3.11%
5,000	20 Years	4.06%
12,500	50 Years	4.03%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 8.29. Further, an Excess Kurtosis of 153.66 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -8.83%	0	0.00%	0.00%
-8.83% to -5.66%	0	0.00%	0.00%
-5.66% to -2.49%	0	0.00%	0.00%
-2.49% to 0.68%	5	0.09%	0.09%
0.68% to 3.85%	3757	70.22%	70.32%
3.85% to 7.02%	1129	21.10%	91.42%
7.02% to 10.19%	228	4.26%	95.68%
10.19% to 13.35%	71	1.33%	97.01%
13.35% to 16.52%	48	0.90%	97.91%
Greater than 16.52%	112	2.09%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-0.38%	8.07%	93.79%	68.27%
±2σ	-4.60%	12.30%	96.60%	95.45%
±3σ	-8.83%	16.52%	97.91%	99.73%

Descriptive Statistics

Mean	3.848%
Standard Error	0.058%
Median	2.810%
Mode	2.673%
Standard Deviation	4.225%
Sample Variance	17.852%
Kurtosis	153.66
Skewness	8.29
Range	125.154%
Minimum	0.566%
Maximum	125.720%
Count	5350

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.848%	5350	100.00%	3.848%
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 1.50. Further, an Excess Kurtosis of 27.78 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -9.11%	36	0.67%	0.67%
-9.11% to -6.79%	37	0.69%	1.36%
-6.79% to -4.46%	121	2.26%	3.63%
-4.46% to -2.14%	481	8.99%	12.62%
-2.14% to 0.18%	2145	40.09%	52.71%
0.18% to 2.50%	1874	35.03%	87.74%
2.50% to 4.82%	450	8.41%	96.15%
4.82% to 7.14%	118	2.21%	98.36%
7.14% to 9.46%	29	0.54%	98.90%
Greater than 9.46%	59	1.10%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.92%	3.27%	84.19%	68.27%
±2σ	-6.01%	6.36%	96.21%	95.45%
±3σ	-9.11%	9.46%	98.22%	99.73%

Descriptive Statistics

Mean	0.176%
Standard Error	0.042%
Median	0.079%
Mode	0.000%
Standard Deviation	3.094%
Sample Variance	9.575%
Kurtosis	27.78
Skewness	1.50
Range	84.674%
Minimum	-41.190%
Maximum	43.484%
Count	5350

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.974%	2758	51.55%	1.018%
Negative	-1.751%	2571	48.06%	-0.841%
Zero	0.000%	21	0.39%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.02. Further, an Excess Kurtosis of 62.95 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -26.82%	7	0.63%	0.63%
-26.82% to -20.01%	5	0.45%	1.08%
-20.01% to -13.20%	16	1.44%	2.52%
-13.20% to -6.39%	106	9.56%	12.08%
-6.39% to 0.42%	448	40.40%	52.48%
0.42% to 7.23%	405	36.52%	89.00%
7.23% to 14.04%	85	7.66%	96.66%
14.04% to 20.85%	24	2.16%	98.83%
20.85% to 27.66%	4	0.36%	99.19%
Greater than 27.66%	9	0.81%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.66%	9.50%	86.56%	68.27%
±2σ	-17.74%	18.58%	96.57%	95.45%
±3σ	-26.82%	27.66%	98.56%	99.73%

Descriptive Statistics

Mean	0.422%
Standard Error	0.273%
Median	0.096%
Mode	-0.734%
Standard Deviation	9.080%
Sample Variance	82.452%
Kurtosis	62.95
Skewness	4.02
Range	195.623%
Minimum	-52.692%
Maximum	142.931%
Count	1109

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	5.416%	567	51.13%	2.769%
Negative	-4.828%	539	48.60%	-2.347%
Zero	0.000%	3	0.27%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	6.29%
12	1 Quarter	7.38%
52	1 Year	7.57%
156	3 Years	6.68%
260	5 Years	7.72%
520	10 Years	7.28%
1,040	20 Years	9.68%
2,600	50 Years	9.62%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 9.92. Further, an Excess Kurtosis of 153.18 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -32.17%	0	0.00%	0.00%
-32.17% to -21.50%	0	0.00%	0.00%
-21.50% to -10.83%	0	0.00%	0.00%
-10.83% to -0.16%	0	0.00%	0.00%
-0.16% to 10.51%	806	72.61%	72.61%
10.51% to 21.17%	215	19.37%	91.98%
21.17% to 31.84%	53	4.77%	96.76%
31.84% to 42.51%	13	1.17%	97.93%
42.51% to 53.18%	11	0.99%	98.92%
Greater than 53.18%	12	1.08%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.72%	24.73%	94.32%	68.27%
±2σ	-17.95%	38.95%	97.30%	95.45%
±3σ	-32.17%	53.18%	98.92%	99.73%

Descriptive Statistics

Mean	10.505%
Standard Error	0.427%
Median	7.425%
Mode	4.907%
Standard Deviation	14.225%
Sample Variance	202.364%
Kurtosis	153.18
Skewness	9.92
Range	287.959%
Minimum	1.161%
Maximum	289.120%
Count	1110

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	10.505%	1110	100.00%	10.505%
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 3.50. Further, an Excess Kurtosis of 37.75 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -26.66%	7	0.63%	0.63%
-26.66% to -19.87%	2	0.18%	0.81%
-19.87% to -13.08%	18	1.62%	2.43%
-13.08% to -6.29%	93	8.38%	10.81%
-6.29% to 0.50%	488	43.96%	54.77%
0.50% to 7.29%	387	34.86%	89.64%
7.29% to 14.08%	82	7.39%	97.03%
14.08% to 20.88%	17	1.53%	98.56%
20.88% to 27.67%	5	0.45%	99.01%
Greater than 27.67%	11	0.99%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.55%	9.56%	87.48%	68.27%
±2σ	-17.61%	18.61%	96.94%	95.45%
±3σ	-26.66%	27.67%	98.38%	99.73%

Descriptive Statistics

Mean	0.502%
Standard Error	0.272%
Median	-0.042%
Mode	-10.112%
Standard Deviation	9.055%
Sample Variance	81.991%
Kurtosis	37.75
Skewness	3.50
Range	162.579%
Minimum	-55.855%
Maximum	106.724%
Count	1110

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	5.596%	552	49.73%	2.783%
Negative	-4.538%	558	50.27%	-2.281%
Zero	0.000%	0	0.00%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.88. Further, an Excess Kurtosis of 31.21 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -49.14%	3	1.18%	1.18%
-49.14% to -36.47%	0	0.00%	1.18%
-36.47% to -23.80%	3	1.18%	2.35%
-23.80% to -11.13%	27	10.59%	12.94%
-11.13% to 1.54%	108	42.35%	55.29%
1.54% to 14.21%	77	30.20%	85.49%
14.21% to 26.88%	27	10.59%	96.08%
26.88% to 39.55%	8	3.14%	99.22%
39.55% to 52.22%	0	0.00%	99.22%
Greater than 52.22%	2	0.78%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-15.35%	18.44%	83.14%	68.27%
±2σ	-32.25%	35.33%	98.04%	95.45%
±3σ	-49.14%	52.22%	98.04%	99.73%

Descriptive Statistics

Mean	1.542%
Standard Error	1.058%
Median	0.323%
Mode	-16.778%
Standard Deviation	16.894%
Sample Variance	285.412%
Kurtosis	31.21
Skewness	2.88
Range	223.367%
Minimum	-63.566%
Maximum	159.801%
Count	255

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	11.307%	134	52.55%	5.942%
Negative	-9.272%	121	47.45%	-4.400%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	14.38%
12	1 Year	15.70%
36	3 Years	14.40%
60	5 Years	16.10%
120	10 Years	15.33%
240	20 Years	20.46%
600	50 Years	20.37%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 9.98. Further, an Excess Kurtosis of 113.67 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -146.23%	0	0.00%	0.00%
-146.23% to -102.81%	0	0.00%	0.00%
-102.81% to -59.40%	0	0.00%	0.00%
-59.40% to -15.99%	0	0.00%	0.00%
-15.99% to 27.42%	201	78.52%	78.52%
27.42% to 70.83%	45	17.58%	96.09%
70.83% to 114.25%	4	1.56%	97.66%
114.25% to 157.66%	3	1.17%	98.83%
157.66% to 201.07%	1	0.39%	99.22%
Greater than 201.07%	2	0.78%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-30.46%	85.31%	97.27%	68.27%
±2σ	-88.34%	143.19%	98.83%	95.45%
±3σ	-146.23%	201.07%	99.22%	99.73%

Descriptive Statistics

Mean	27.423%
Standard Error	3.618%
Median	17.653%
Mode	9.153%
Standard Deviation	57.883%
Sample Variance	3350.440%
Kurtosis	113.67
Skewness	9.98
Range	751.567%
Minimum	4.914%
Maximum	756.481%
Count	256

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	27.423%	256	100.00%	27.423%
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 5.45. Further, an Excess Kurtosis of 45.18 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -62.67%	0	0.00%	0.00%
-62.67% to -46.54%	1	0.39%	0.39%
-46.54% to -30.40%	1	0.39%	0.78%
-30.40% to -14.27%	21	8.20%	8.98%
-14.27% to 1.86%	127	49.61%	58.59%
1.86% to 18.00%	83	32.42%	91.02%
18.00% to 34.13%	17	6.64%	97.66%
34.13% to 50.27%	3	1.17%	98.83%
50.27% to 66.40%	0	0.00%	98.83%
Greater than 66.40%	3	1.17%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-19.65%	23.38%	91.41%	68.27%
±2σ	-41.16%	44.89%	98.05%	95.45%
±3σ	-62.67%	66.40%	98.83%	99.73%

Descriptive Statistics

Mean	1.865%
Standard Error	1.345%
Median	0.015%
Mode	-59.335%
Standard Deviation	21.512%
Sample Variance	462.776%
Kurtosis	45.18
Skewness	5.45
Range	266.879%
Minimum	-59.335%
Maximum	207.544%
Count	256

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	12.600%	128	50.00%	6.300%
Negative	-8.870%	128	50.00%	-4.435%
Zero	0.000%	0	0.00%	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 1.23 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -70.74%	0	0.00%	0.00%
-70.74% to -52.03%	2	2.35%	2.35%
-52.03% to -33.32%	3	3.53%	5.88%
-33.32% to -14.61%	9	10.59%	16.47%
-14.61% to 4.10%	35	41.18%	57.65%
4.10% to 22.81%	19	22.35%	80.00%
22.81% to 41.52%	9	10.59%	90.59%
41.52% to 60.23%	5	5.88%	96.47%
60.23% to 78.94%	3	3.53%	100.00%
Greater than 78.94%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-20.85%	29.05%	78.82%	68.27%
±2σ	-45.80%	54.00%	92.94%	95.45%
±3σ	-70.74%	78.94%	100.00%	99.73%

Descriptive Statistics

Mean	4.101%
Standard Error	2.706%
Median	2.481%
Mode	-68.827%
Standard Deviation	24.948%
Sample Variance	622.392%
Kurtosis	1.23
Skewness	0.17
Range	139.639%
Minimum	-68.827%
Maximum	70.812%
Count	85

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	18.742%	50	58.82%	11.025%
Negative	-16.814%	35	41.18%	-6.923%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	29.49%
12	3 Years	27.77%
20	5 Years	29.72%
40	10 Years	26.89%
80	20 Years	35.14%
200	50 Years	35.15%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 6.63. Further, an Excess Kurtosis of 48.62 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -392.35%	0	0.00%	0.00%
-392.35% to -278.19%	0	0.00%	0.00%
-278.19% to -164.02%	0	0.00%	0.00%
-164.02% to -49.85%	0	0.00%	0.00%
-49.85% to 64.31%	75	87.21%	87.21%
64.31% to 178.48%	8	9.30%	96.51%
178.48% to 292.65%	0	0.00%	96.51%
292.65% to 406.82%	0	0.00%	96.51%
406.82% to 520.98%	1	1.16%	97.67%
Greater than 520.98%	2	2.33%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-87.91%	216.54%	96.51%	68.27%
±2σ	-240.13%	368.76%	96.51%	95.45%
±3σ	-392.35%	520.98%	97.67%	99.73%

Descriptive Statistics

Mean	64.315%
Standard Error	16.415%
Median	31.972%
Mode	11.376%
Standard Deviation	152.223%
Sample Variance	23171.893%
Kurtosis	48.62
Skewness	6.63
Range	1258.300%
Minimum	11.376%
Maximum	1269.676%
Count	86

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	64.315%	86	100.00%	64.315%
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 4.05. Further, an Excess Kurtosis of 21.03 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -112.05%	0	0.00%	0.00%
-112.05% to -82.92%	0	0.00%	0.00%
-82.92% to -53.79%	0	0.00%	0.00%
-53.79% to -24.66%	9	10.47%	10.47%
-24.66% to 4.46%	46	53.49%	63.95%
4.46% to 33.59%	23	26.74%	90.70%
33.59% to 62.72%	6	6.98%	97.67%
62.72% to 91.85%	0	0.00%	97.67%
91.85% to 120.98%	0	0.00%	97.67%
Greater than 120.98%	2	2.33%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-34.37%	43.30%	87.21%	68.27%
±2σ	-73.21%	82.14%	97.67%	95.45%
±3σ	-112.05%	120.98%	97.67%	99.73%

Descriptive Statistics

Mean	4.465%
Standard Error	4.188%
Median	-2.013%
Mode	-40.061%
Standard Deviation	38.839%
Sample Variance	1508.478%
Kurtosis	21.03
Skewness	4.05
Range	269.518%
Minimum	-40.061%
Maximum	229.457%
Count	86

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	27.468%	38	44.19%	12.137%
Negative	-13.746%	48	55.81%	-7.672%
Zero	0.000%	0	0.00%	0.000%

LVS Deep Analytical Report