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	3.63%	4.23%	3.10%	3.28%	2.17%	2.33%	56.76	59.28	55.54	60.59
Weekly	9.10%	14.25%	9.07%	7.74%	4.78%	5.12%	55.30	60.85	52.72	63.83
Monthly	16.93%	57.99%	21.56%	16.16%	9.96%	10.66%	52.51	64.08	47.53	70.79
Quarterly	24.96%	152.24%	38.86%	29.61%	17.25%	18.47%	48.82	68.93	41.09	81.91
Annual	—	—	—	—	34.49%	36.94%	41.09	81.91	29.10	115.64
Option Time Horizon	—	—	—	—	13.27%	14.21%	50.80	66.24	44.49	75.64

Calculation Notes: Computed at 2026-02-22T14:20 UTC | Reference Contract: Call option expiring 2026-04-17 (54 days) | Spot Price (S): $58.01 | Strike (K): $60.00 (first OTM call ≥ spot) | Observed Mid-Price: $2.3200 (Bid $2.1700 / Ask $2.4700) | Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury) | Dividend Yield (q): 1.81% | Binomial IV (Annual): 34.49% (CRR binomial tree, American, n=20 steps) | BS IV: 34.90% (European Black-Scholes) | Yahoo IV (Annual): 36.94% → 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 56.29 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -10.81%	48	0.90%	0.90%
-10.81% to -8.09%	31	0.58%	1.48%
-8.09% to -5.37%	102	1.91%	3.40%
-5.37% to -2.64%	469	8.80%	12.20%
-2.64% to 0.08%	2093	39.28%	51.48%
0.08% to 2.80%	1945	36.51%	87.99%
2.80% to 5.52%	416	7.81%	95.80%
5.52% to 8.24%	127	2.38%	98.18%
8.24% to 10.96%	51	0.96%	99.14%
Greater than 10.96%	46	0.86%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.55%	3.71%	84.14%	68.27%
±2σ	-7.18%	7.33%	95.85%	95.45%
±3σ	-10.81%	10.96%	98.24%	99.73%

Descriptive Statistics

Mean	0.077%
Standard Error	0.050%
Median	0.018%
Mode	0.000%
Standard Deviation	3.628%
Sample Variance	13.164%
Kurtosis	56.29
Skewness	2.01
Range	113.250%
Minimum	-33.250%
Maximum	80.000%
Count	5328

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.234%	2672	50.15%	1.120%
Negative	-2.109%	2635	49.46%	-1.043%
Zero	0.000%	21	0.39%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	2.67%
20	1 Month	3.85%
60	1 Quarter	2.77%
250	1 Year	3.07%
750	3 Years	2.76%
1,250	5 Years	3.28%
2,500	10 Years	3.10%
5,000	20 Years	4.07%
12,500	50 Years	4.04%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 8.27. Further, an Excess Kurtosis of 153.15 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -8.85%	0	0.00%	0.00%
-8.85% to -5.67%	0	0.00%	0.00%
-5.67% to -2.50%	0	0.00%	0.00%
-2.50% to 0.68%	5	0.09%	0.09%
0.68% to 3.85%	3743	70.24%	70.33%
3.85% to 7.03%	1123	21.07%	91.41%
7.03% to 10.20%	227	4.26%	95.67%
10.20% to 13.38%	71	1.33%	97.00%
13.38% to 16.55%	48	0.90%	97.90%
Greater than 16.55%	112	2.10%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-0.38%	8.08%	93.77%	68.27%
±2σ	-4.61%	12.32%	96.58%	95.45%
±3σ	-8.85%	16.55%	97.90%	99.73%

Descriptive Statistics

Mean	3.852%
Standard Error	0.058%
Median	2.812%
Mode	2.673%
Standard Deviation	4.233%
Sample Variance	17.915%
Kurtosis	153.15
Skewness	8.27
Range	125.154%
Minimum	0.566%
Maximum	125.720%
Count	5329

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.852%	5329	100.00%	3.852%
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 27.71 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -9.12%	36	0.68%	0.68%
-9.12% to -6.80%	36	0.68%	1.35%
-6.80% to -4.47%	122	2.29%	3.64%
-4.47% to -2.15%	478	8.97%	12.61%
-2.15% to 0.18%	2138	40.12%	52.73%
0.18% to 2.50%	1865	35.00%	87.73%
2.50% to 4.82%	449	8.43%	96.15%
4.82% to 7.15%	118	2.21%	98.37%
7.15% to 9.47%	28	0.53%	98.89%
Greater than 9.47%	59	1.11%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.92%	3.28%	84.20%	68.27%
±2σ	-6.02%	6.37%	96.19%	95.45%
±3σ	-9.12%	9.47%	98.22%	99.73%

Descriptive Statistics

Mean	0.176%
Standard Error	0.042%
Median	0.078%
Mode	0.000%
Standard Deviation	3.099%
Sample Variance	9.605%
Kurtosis	27.71
Skewness	1.50
Range	84.674%
Minimum	-41.190%
Maximum	43.484%
Count	5329

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.978%	2746	51.53%	1.019%
Negative	-1.754%	2562	48.08%	-0.843%
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 4.01. Further, an Excess Kurtosis of 62.75 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -26.86%	7	0.63%	0.63%
-26.86% to -20.03%	5	0.45%	1.09%
-20.03% to -13.21%	16	1.45%	2.53%
-13.21% to -6.39%	106	9.59%	12.13%
-6.39% to 0.43%	445	40.27%	52.40%
0.43% to 7.25%	404	36.56%	88.96%
7.25% to 14.07%	85	7.69%	96.65%
14.07% to 20.89%	24	2.17%	98.82%
20.89% to 27.71%	4	0.36%	99.19%
Greater than 27.71%	9	0.81%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.67%	9.53%	86.52%	68.27%
±2σ	-17.76%	18.62%	96.56%	95.45%
±3σ	-26.86%	27.72%	98.55%	99.73%

Descriptive Statistics

Mean	0.430%
Standard Error	0.274%
Median	0.114%
Mode	-0.734%
Standard Deviation	9.095%
Sample Variance	82.722%
Kurtosis	62.75
Skewness	4.01
Range	195.623%
Minimum	-52.692%
Maximum	142.931%
Count	1105

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	5.424%	566	51.22%	2.778%
Negative	-4.842%	536	48.51%	-2.349%
Zero	0.000%	3	0.27%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	9.15%
12	1 Quarter	6.54%
52	1 Year	7.63%
156	3 Years	6.71%
260	5 Years	7.74%
520	10 Years	7.29%
1,040	20 Years	9.69%
2,600	50 Years	9.63%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 9.91. Further, an Excess Kurtosis of 152.68 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -32.23%	0	0.00%	0.00%
-32.23% to -21.54%	0	0.00%	0.00%
-21.54% to -10.86%	0	0.00%	0.00%
-10.86% to -0.17%	0	0.00%	0.00%
-0.17% to 10.52%	803	72.60%	72.60%
10.52% to 21.20%	215	19.44%	92.04%
21.20% to 31.89%	52	4.70%	96.75%
31.89% to 42.58%	13	1.18%	97.92%
42.58% to 53.26%	11	0.99%	98.92%
Greater than 53.26%	12	1.08%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.73%	24.77%	94.39%	68.27%
±2σ	-17.98%	39.02%	97.29%	95.45%
±3σ	-32.23%	53.26%	98.92%	99.73%

Descriptive Statistics

Mean	10.517%
Standard Error	0.428%
Median	7.425%
Mode	4.907%
Standard Deviation	14.249%
Sample Variance	203.038%
Kurtosis	152.68
Skewness	9.91
Range	287.959%
Minimum	1.161%
Maximum	289.120%
Count	1106

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	10.517%	1106	100.00%	10.517%
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 37.62 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -26.72%	7	0.63%	0.63%
-26.72% to -19.91%	2	0.18%	0.81%
-19.91% to -13.11%	18	1.63%	2.44%
-13.11% to -6.31%	93	8.41%	10.85%
-6.31% to 0.50%	485	43.85%	54.70%
0.50% to 7.30%	386	34.90%	89.60%
7.30% to 14.10%	82	7.41%	97.02%
14.10% to 20.91%	17	1.54%	98.55%
20.91% to 27.71%	5	0.45%	99.01%
Greater than 27.71%	11	0.99%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.57%	9.57%	87.43%	68.27%
±2σ	-17.64%	18.64%	96.93%	95.45%
±3σ	-26.72%	27.71%	98.37%	99.73%

Descriptive Statistics

Mean	0.497%
Standard Error	0.273%
Median	-0.051%
Mode	-10.112%
Standard Deviation	9.071%
Sample Variance	82.275%
Kurtosis	37.62
Skewness	3.50
Range	162.579%
Minimum	-55.855%
Maximum	106.724%
Count	1106

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	5.623%	548	49.55%	2.786%
Negative	-4.537%	558	50.45%	-2.289%
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 2.86. Further, an Excess Kurtosis of 31.05 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -49.21%	3	1.18%	1.18%
-49.21% to -36.51%	0	0.00%	1.18%
-36.51% to -23.82%	3	1.18%	2.36%
-23.82% to -11.12%	27	10.63%	12.99%
-11.12% to 1.57%	107	42.13%	55.12%
1.57% to 14.27%	79	31.10%	86.22%
14.27% to 26.97%	25	9.84%	96.06%
26.97% to 39.66%	8	3.15%	99.21%
39.66% to 52.36%	0	0.00%	99.21%
Greater than 52.36%	2	0.79%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-15.35%	18.50%	83.07%	68.27%
±2σ	-32.28%	35.43%	98.03%	95.45%
±3σ	-49.21%	52.36%	98.03%	99.73%

Descriptive Statistics

Mean	1.575%
Standard Error	1.062%
Median	0.388%
Mode	-16.778%
Standard Deviation	16.928%
Sample Variance	286.557%
Kurtosis	31.05
Skewness	2.86
Range	223.367%
Minimum	-63.566%
Maximum	159.801%
Count	254

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	11.325%	134	52.76%	5.975%
Negative	-9.313%	120	47.24%	-4.400%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	13.98%
12	1 Year	16.71%
36	3 Years	14.56%
60	5 Years	16.16%
120	10 Years	15.36%
240	20 Years	20.48%
600	50 Years	20.41%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 9.96. Further, an Excess Kurtosis of 113.25 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -146.47%	0	0.00%	0.00%
-146.47% to -102.98%	0	0.00%	0.00%
-102.98% to -59.49%	0	0.00%	0.00%
-59.49% to -16.00%	0	0.00%	0.00%
-16.00% to 27.49%	201	78.82%	78.82%
27.49% to 70.98%	44	17.25%	96.08%
70.98% to 114.47%	4	1.57%	97.65%
114.47% to 157.96%	3	1.18%	98.82%
157.96% to 201.45%	1	0.39%	99.22%
Greater than 201.45%	2	0.78%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-30.50%	85.47%	97.65%	68.27%
±2σ	-88.49%	143.46%	98.82%	95.45%
±3σ	-146.47%	201.45%	99.22%	99.73%

Descriptive Statistics

Mean	27.488%
Standard Error	3.631%
Median	17.696%
Mode	9.153%
Standard Deviation	57.987%
Sample Variance	3362.529%
Kurtosis	113.25
Skewness	9.96
Range	751.567%
Minimum	4.914%
Maximum	756.481%
Count	255

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	27.488%	255	100.00%	27.488%
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 5.44. Further, an Excess Kurtosis of 44.98 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -62.82%	0	0.00%	0.00%
-62.82% to -46.65%	1	0.39%	0.39%
-46.65% to -30.48%	1	0.39%	0.78%
-30.48% to -14.31%	21	8.24%	9.02%
-14.31% to 1.85%	127	49.80%	58.82%
1.85% to 18.02%	83	32.55%	91.37%
18.02% to 34.19%	16	6.27%	97.65%
34.19% to 50.36%	3	1.18%	98.82%
50.36% to 66.53%	0	0.00%	98.82%
Greater than 66.53%	3	1.18%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-19.70%	23.41%	91.37%	68.27%
±2σ	-41.26%	44.97%	98.04%	95.45%
±3σ	-62.82%	66.53%	98.82%	99.73%

Descriptive Statistics

Mean	1.854%
Standard Error	1.350%
Median	-0.020%
Mode	-59.335%
Standard Deviation	21.558%
Sample Variance	464.736%
Kurtosis	44.98
Skewness	5.44
Range	266.879%
Minimum	-59.335%
Maximum	207.544%
Count	255

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	12.679%	127	49.80%	6.315%
Negative	-8.887%	128	50.20%	-4.461%
Zero	0.000%	0	0.00%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.16. Further, an Excess Kurtosis of 1.22 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -70.69%	0	0.00%	0.00%
-70.69% to -51.97%	2	2.35%	2.35%
-51.97% to -33.25%	3	3.53%	5.88%
-33.25% to -14.53%	9	10.59%	16.47%
-14.53% to 4.18%	34	40.00%	56.47%
4.18% to 22.90%	21	24.71%	81.18%
22.90% to 41.62%	8	9.41%	90.59%
41.62% to 60.34%	5	5.88%	96.47%
60.34% to 79.06%	3	3.53%	100.00%
Greater than 79.06%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-20.77%	29.14%	78.82%	68.27%
±2σ	-45.73%	54.10%	92.94%	95.45%
±3σ	-70.69%	79.06%	100.00%	99.73%

Descriptive Statistics

Mean	4.185%
Standard Error	2.707%
Median	2.481%
Mode	-68.827%
Standard Deviation	24.958%
Sample Variance	622.882%
Kurtosis	1.22
Skewness	0.16
Range	139.639%
Minimum	-68.827%
Maximum	70.812%
Count	85

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	18.884%	50	58.82%	11.108%
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	28.91%
12	3 Years	27.57%
20	5 Years	29.61%
40	10 Years	26.83%
80	20 Years	35.11%
200	50 Years	35.12%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 6.62. Further, an Excess Kurtosis of 48.60 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -392.45%	0	0.00%	0.00%
-392.45% to -278.27%	0	0.00%	0.00%
-278.27% to -164.09%	0	0.00%	0.00%
-164.09% to -49.91%	0	0.00%	0.00%
-49.91% to 64.27%	75	87.21%	87.21%
64.27% to 178.45%	8	9.30%	96.51%
178.45% to 292.63%	0	0.00%	96.51%
292.63% to 406.81%	0	0.00%	96.51%
406.81% to 520.99%	1	1.16%	97.67%
Greater than 520.99%	2	2.33%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-87.97%	216.51%	96.51%	68.27%
±2σ	-240.21%	368.75%	96.51%	95.45%
±3σ	-392.45%	520.99%	97.67%	99.73%

Descriptive Statistics

Mean	64.266%
Standard Error	16.416%
Median	31.972%
Mode	10.993%
Standard Deviation	152.240%
Sample Variance	23176.907%
Kurtosis	48.60
Skewness	6.62
Range	1258.683%
Minimum	10.993%
Maximum	1269.676%
Count	86

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	64.266%	86	100.00%	64.266%
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 21.01 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -112.18%	0	0.00%	0.00%
-112.18% to -83.03%	0	0.00%	0.00%
-83.03% to -53.89%	0	0.00%	0.00%
-53.89% to -24.75%	9	10.47%	10.47%
-24.75% to 4.39%	46	53.49%	63.95%
4.39% to 33.53%	23	26.74%	90.70%
33.53% to 62.67%	6	6.98%	97.67%
62.67% to 91.82%	0	0.00%	97.67%
91.82% to 120.96%	0	0.00%	97.67%
Greater than 120.96%	2	2.33%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-34.47%	43.25%	87.21%	68.27%
±2σ	-73.32%	82.10%	97.67%	95.45%
±3σ	-112.18%	120.96%	97.67%	99.73%

Descriptive Statistics

Mean	4.391%
Standard Error	4.190%
Median	-2.117%
Mode	-40.061%
Standard Deviation	38.856%
Sample Variance	1509.809%
Kurtosis	21.01
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	-13.878%	48	55.81%	-7.746%
Zero	0.000%	0	0.00%	0.000%

LVS Deep Analytical Report