Markets Data Volatility Heatmap Portfolio Calculator

LZB Deep Analytical Report

La-Z-Boy Incorporated | Category: Equity Small Cap | Ann. Div Yield: 2.48% ($0.90) | 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 2.72% 2.98% 2.29% 3.00% 2.93% 4.59% 35.95 38.12 34.91 39.26
Weekly 5.95% 6.85% 5.87% 7.01% 6.45% 10.10% 34.71 39.49 32.54 42.12
Monthly 13.98% 18.99% 12.96% 15.14% 13.43% 21.03% 32.37 42.34 28.30 48.43
Quarterly 24.93% 51.28% 38.78% 25.38% 23.27% 36.43% 29.34 46.72 23.25 58.96
Annual — — — — 46.53% 72.85% 23.25 58.96 14.60 93.89
Option Time Horizon — — — — 17.90% 28.02% 30.95 44.28 25.88 52.95
Calculation Notes: Computed at 2026-02-22T14:23 UTC  |  Reference Contract: Call option expiring 2026-04-17 (54 days)  |  Spot Price (S): $37.02  |  Strike (K): $40.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $1.5000 (Bid $0.0000 / Ask $3.0000)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.48%  |  Binomial IV (Annual): 46.53% (CRR binomial tree, American, n=20 steps)  |  BS IV: 46.07% (European Black-Scholes)  |  Yahoo IV (Annual): 72.85% → 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
2025-12-04 $0.2420
2025-09-04 $0.2200
2025-06-03 $0.2200
2025-03-04 $0.2200
2024-12-05 $0.2200
2024-09-05 $0.2000
2024-06-04 $0.2000
2024-03-04 $0.2000
2023-12-08 $0.2000
2023-09-05 $0.1820
2023-06-01 $0.1820
2023-03-06 $0.1820
2022-12-09 $0.1820
2022-09-06 $0.1650
2022-06-01 $0.1650
2022-03-02 $0.1650
2021-12-01 $0.1650
2021-09-01 $0.1500
2021-05-28 $0.1500
2021-03-03 $0.1500
2020-12-01 $0.1400
2020-09-02 $0.0700
2020-03-06 $0.1400
2019-11-29 $0.1400
2019-09-05 $0.1300
2019-05-29 $0.1300
2019-03-08 $0.1300
2018-12-07 $0.1300
2018-09-06 $0.1200
2018-05-31 $0.1200
2018-03-05 $0.1200
2017-12-08 $0.1200
2017-09-07 $0.1100
2017-05-30 $0.1100
2017-03-02 $0.1100
2016-12-07 $0.1100
2016-08-31 $0.1000
2016-05-23 $0.1000
2016-02-25 $0.1000
2015-11-25 $0.1000
2015-08-27 $0.0800
2015-05-26 $0.0800
2015-02-25 $0.0800
2014-11-25 $0.0800
2014-08-27 $0.0600
2014-05-27 $0.0600
2014-02-26 $0.0600
2013-11-26 $0.0600
2013-08-28 $0.0400
2013-05-28 $0.0400
2013-02-27 $0.0400
2012-12-06 $0.0400
2008-11-24 $0.0200
2008-08-27 $0.0400
2008-05-23 $0.0400
2008-02-27 $0.0400
2007-11-21 $0.1200
2007-08-27 $0.1200
2007-05-23 $0.1200
2007-02-22 $0.1200
2006-11-21 $0.1200
2006-08-22 $0.1200
2006-05-24 $0.1200
2006-02-22 $0.1100
2005-11-28 $0.1100
2005-08-26 $0.1100
2005-05-25 $0.1100
2005-02-23 $0.1100
2004-11-23 $0.1100
2004-08-26 $0.1100
2004-05-26 $0.1100
2004-02-25 $0.1000
2003-11-25 $0.1000
2003-08-27 $0.1000
2003-05-21 $0.1000
2003-02-20 $0.1000
2002-11-21 $0.1000
2002-08-22 $0.1000
2002-05-22 $0.1000
2002-02-22 $0.0900
2001-11-21 $0.0900
2001-08-22 $0.0900
2001-05-23 $0.0900
2001-02-21 $0.0900
2000-11-22 $0.0900
2000-08-23 $0.0900
2000-05-24 $0.0800
2000-02-23 $0.0800
1999-11-17 $0.0800
1999-08-25 $0.0800
1999-05-19 $0.0800
1999-02-17 $0.0800
1998-11-25 $0.0800
1998-08-19 $0.0800
1998-05-20 $0.0700
1998-02-18 $0.0700
1997-11-19 $0.0700
1997-08-20 $0.0700
1997-05-21 $0.0700
1997-02-18 $0.0700
1996-11-20 $0.0633
1996-08-15 $0.0633
1996-05-16 $0.0633
1996-02-09 $0.0633
1995-11-15 $0.0633
1995-08-15 $0.0633
1995-05-15 $0.0567
1995-02-07 $0.0567
1994-11-10 $0.0567
1994-08-11 $0.0567
1994-05-11 $0.0567
1994-02-07 $0.0567
1993-11-10 $0.0567
1993-08-11 $0.0500
1993-05-12 $0.0500
1993-02-08 $0.0500
1992-11-10 $0.0500
1992-08-11 $0.0500
1992-05-12 $0.0500
1992-02-10 $0.0500
1991-11-12 $0.0500
1991-08-12 $0.0467
1991-05-13 $0.0467
1991-02-04 $0.0467
1990-11-13 $0.0467
1990-08-13 $0.0467
1990-05-14 $0.0467
1990-02-05 $0.0467
1989-11-13 $0.0467
1989-08-14 $0.0467
1989-05-12 $0.0400
1989-02-06 $0.0400
1988-11-14 $0.0400
1988-08-15 $0.0400
1988-05-13 $0.0333
1988-02-05 $0.0333
1987-11-13 $0.0333
1987-08-13 $0.0333
1987-05-13 $0.0333
1987-02-05 $0.0333
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.67. Further, an Excess Kurtosis of 22.00 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.10%1060.82%0.82%
-8.10% to -6.06%900.70%1.52%
-6.06% to -4.02%3042.36%3.88%
-4.02% to -1.98%12449.64%13.52%
-1.98% to 0.06%580244.98%58.50%
0.06% to 2.10%366428.41%86.91%
2.10% to 4.14%11468.88%95.79%
4.14% to 6.18%2972.30%98.09%
6.18% to 8.23%1230.95%99.05%
Greater than 8.23%1230.95%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.66%2.78% 83.25%68.27%
±2σ -5.38%5.50% 95.47%95.45%
±3σ -8.10%8.23% 98.22%99.73%
Descriptive Statistics
Mean0.063%
Standard Error0.024%
Median0.000%
Mode0.000%
Standard Deviation2.721%
Sample Variance7.405%
Kurtosis22.00
Skewness0.67
Range75.153%
Minimum-36.162%
Maximum38.991%
Count12899
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.011% 5403 41.89% 0.842%
Negative -1.915% 5245 40.66% -0.779%
Zero 0.000% 2251 17.45% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 6.39%
20 1 Month 3.66%
60 1 Quarter 2.94%
250 1 Year 2.99%
750 3 Years 2.80%
1,250 5 Years 3.00%
2,500 10 Years 3.02%
5,000 20 Years 3.98%
12,500 50 Years 3.47%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.93. Further, an Excess Kurtosis of 37.02 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -5.57%00.00%0.00%
-5.57% to -3.33%00.00%0.00%
-3.33% to -1.09%00.00%0.00%
-1.09% to 1.15%184114.27%14.27%
1.15% to 3.39%637749.43%63.71%
3.39% to 5.63%275721.37%85.08%
5.63% to 7.86%10398.05%93.13%
7.86% to 10.10%5073.93%97.06%
10.10% to 12.34%1941.50%98.57%
Greater than 12.34%1851.43%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.40%6.37% 87.77%68.27%
±2σ -2.58%9.36% 95.91%95.45%
±3σ -5.57%12.34% 98.57%99.73%
Descriptive Statistics
Mean3.387%
Standard Error0.026%
Median2.545%
Mode4.000%
Standard Deviation2.985%
Sample Variance8.908%
Kurtosis37.02
Skewness3.93
Range65.516%
Minimum0.167%
Maximum65.683%
Count12900
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.387% 12900 100.00% 3.387%
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 0.71. Further, an Excess Kurtosis of 18.94 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.76%1070.83%0.83%
-6.76% to -5.04%1200.93%1.76%
-5.04% to -3.32%2722.11%3.87%
-3.32% to -1.60%11999.29%13.16%
-1.60% to 0.12%610547.33%60.49%
0.12% to 1.84%331525.70%86.19%
1.84% to 3.56%12039.33%95.51%
3.56% to 5.28%3412.64%98.16%
5.28% to 7.00%1140.88%99.04%
Greater than 7.00%1240.96%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.17%2.42% 82.33%68.27%
±2σ -4.46%4.71% 95.27%95.45%
±3σ -6.76%7.00% 98.21%99.73%
Descriptive Statistics
Mean0.123%
Standard Error0.020%
Median0.000%
Mode0.000%
Standard Deviation2.293%
Sample Variance5.257%
Kurtosis18.94
Skewness0.71
Range51.940%
Minimum-24.092%
Maximum27.848%
Count12900
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.817% 5217 40.44% 0.735%
Negative -1.650% 4782 37.07% -0.612%
Zero 0.000% 2901 22.49% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.93. Further, an Excess Kurtosis of 10.85 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -17.55%190.69%0.69%
-17.55% to -13.09%250.91%1.60%
-13.09% to -8.63%722.61%4.21%
-8.63% to -4.17%29410.67%14.88%
-4.17% to 0.30%108839.49%54.37%
0.30% to 4.76%85831.14%85.52%
4.76% to 9.22%2659.62%95.14%
9.22% to 13.69%762.76%97.89%
13.69% to 18.15%260.94%98.84%
Greater than 18.15%321.16%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.65%6.25% 81.05%68.27%
±2σ -11.60%12.20% 95.32%95.45%
±3σ -17.55%18.15% 98.15%99.73%
Descriptive Statistics
Mean0.297%
Standard Error0.113%
Median0.000%
Mode0.000%
Standard Deviation5.950%
Sample Variance35.400%
Kurtosis10.85
Skewness0.93
Range91.853%
Minimum-34.500%
Maximum57.353%
Count2755
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.360% 1302 47.26% 2.061%
Negative -3.862% 1258 45.66% -1.763%
Zero 0.000% 195 7.08% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 8.77%
12 1 Quarter 6.44%
52 1 Year 7.18%
156 3 Years 6.64%
260 5 Years 7.01%
520 10 Years 7.04%
1,040 20 Years 9.20%
2,600 50 Years 7.34%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.55. Further, an Excess Kurtosis of 20.02 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -12.68%00.00%0.00%
-12.68% to -7.54%00.00%0.00%
-7.54% to -2.40%00.00%0.00%
-2.40% to 2.75%37213.50%13.50%
2.75% to 7.89%140851.09%64.59%
7.89% to 13.03%63923.19%87.77%
13.03% to 18.17%1846.68%94.45%
18.17% to 23.31%712.58%97.02%
23.31% to 28.45%250.91%97.93%
Greater than 28.45%572.07%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.03%14.74% 89.51%68.27%
±2σ -5.82%21.59% 96.30%95.45%
±3σ -12.68%28.45% 97.93%99.73%
Descriptive Statistics
Mean7.886%
Standard Error0.131%
Median6.233%
Mode10.000%
Standard Deviation6.854%
Sample Variance46.983%
Kurtosis20.02
Skewness3.55
Range82.185%
Minimum0.472%
Maximum82.657%
Count2756
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.886% 2756 100.00% 7.886%
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 1.18. Further, an Excess Kurtosis of 12.23 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -17.41%200.73%0.73%
-17.41% to -13.01%270.98%1.71%
-13.01% to -8.61%662.39%4.10%
-8.61% to -4.21%28310.27%14.37%
-4.21% to 0.19%109639.77%54.14%
0.19% to 4.59%88432.08%86.21%
4.59% to 9.00%2589.36%95.57%
9.00% to 13.40%672.43%98.00%
13.40% to 17.80%250.91%98.91%
Greater than 17.80%301.09%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.68%6.06% 81.71%68.27%
±2σ -11.55%11.93% 95.39%95.45%
±3σ -17.41%17.80% 98.19%99.73%
Descriptive Statistics
Mean0.192%
Standard Error0.112%
Median0.000%
Mode0.000%
Standard Deviation5.869%
Sample Variance34.449%
Kurtosis12.23
Skewness1.18
Range84.121%
Minimum-33.645%
Maximum50.476%
Count2756
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.180% 1289 46.77% 1.955%
Negative -3.865% 1257 45.61% -1.763%
Zero 0.000% 210 7.62% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.16. Further, an Excess Kurtosis of 30.58 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -40.55%20.32%0.32%
-40.55% to -30.06%40.63%0.95%
-30.06% to -19.57%142.21%3.16%
-19.57% to -9.09%7511.85%15.01%
-9.09% to 1.40%24438.55%53.55%
1.40% to 11.89%21033.18%86.73%
11.89% to 22.38%599.32%96.05%
22.38% to 32.87%162.53%98.58%
32.87% to 43.36%40.63%99.21%
Greater than 43.36%50.79%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -12.58%15.39% 82.62%68.27%
±2σ -26.57%29.37% 97.00%95.45%
±3σ -40.55%43.36% 98.89%99.73%
Descriptive Statistics
Mean1.404%
Standard Error0.556%
Median0.568%
Mode0.000%
Standard Deviation13.985%
Sample Variance195.576%
Kurtosis30.58
Skewness3.16
Range207.706%
Minimum-55.300%
Maximum152.406%
Count633
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.760% 330 52.13% 5.088%
Negative -8.154% 286 45.18% -3.684%
Zero 0.000% 17 2.69% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 13.03%
12 1 Year 15.44%
36 3 Years 14.45%
60 5 Years 15.14%
120 10 Years 15.60%
240 20 Years 20.82%
600 50 Years 16.32%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.41. Further, an Excess Kurtosis of 39.68 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -37.80%00.00%0.00%
-37.80% to -23.56%00.00%0.00%
-23.56% to -9.32%00.00%0.00%
-9.32% to 4.92%233.63%3.63%
4.92% to 19.16%40764.20%67.82%
19.16% to 33.40%15424.29%92.11%
33.40% to 47.64%203.15%95.27%
47.64% to 61.88%162.52%97.79%
61.88% to 76.12%40.63%98.42%
Greater than 76.12%101.58%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.17%38.15% 93.38%68.27%
±2σ -18.81%57.13% 97.32%95.45%
±3σ -37.80%76.12% 98.42%99.73%
Descriptive Statistics
Mean19.159%
Standard Error0.754%
Median15.236%
Mode14.286%
Standard Deviation18.987%
Sample Variance360.505%
Kurtosis39.68
Skewness5.41
Range205.663%
Minimum1.705%
Maximum207.368%
Count634
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 19.159% 634 100.00% 19.159%
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 1.88. Further, an Excess Kurtosis of 16.40 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -38.33%30.47%0.47%
-38.33% to -28.61%30.47%0.95%
-28.61% to -18.89%91.42%2.37%
-18.89% to -9.17%8613.56%15.93%
-9.17% to 0.55%24338.33%54.26%
0.55% to 10.27%19029.97%84.23%
10.27% to 19.99%7712.15%96.37%
19.99% to 29.70%71.10%97.48%
29.70% to 39.42%81.26%98.74%
Greater than 39.42%81.26%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -12.41%13.51% 81.39%68.27%
±2σ -25.37%26.46% 95.74%95.45%
±3σ -38.33%39.42% 98.26%99.73%
Descriptive Statistics
Mean0.547%
Standard Error0.515%
Median0.000%
Mode0.000%
Standard Deviation12.959%
Sample Variance167.936%
Kurtosis16.40
Skewness1.88
Range182.609%
Minimum-58.898%
Maximum123.711%
Count634
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.695% 298 47.00% 4.557%
Negative -8.097% 314 49.53% -4.010%
Zero 0.000% 22 3.47% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.43. Further, an Excess Kurtosis of 15.80 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -70.47%10.47%0.47%
-70.47% to -51.77%00.00%0.47%
-51.77% to -33.07%31.42%1.90%
-33.07% to -14.37%3014.22%16.11%
-14.37% to 4.33%7334.60%50.71%
4.33% to 23.02%7736.49%87.20%
23.02% to 41.72%219.95%97.16%
41.72% to 60.42%20.95%98.10%
60.42% to 79.12%20.95%99.05%
Greater than 79.12%20.95%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -20.61%29.26% 81.04%68.27%
±2σ -45.54%54.19% 97.16%95.45%
±3σ -70.47%79.12% 98.58%99.73%
Descriptive Statistics
Mean4.326%
Standard Error1.716%
Median2.154%
Mode-83.111%
Standard Deviation24.931%
Sample Variance621.558%
Kurtosis15.80
Skewness2.43
Range257.338%
Minimum-83.111%
Maximum174.227%
Count211
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 19.429% 113 53.55% 10.405%
Negative -13.089% 98 46.45% -6.079%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 24.98%
12 3 Years 25.50%
20 5 Years 25.38%
40 10 Years 27.53%
80 20 Years 36.48%
200 50 Years 29.10%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 6.59. Further, an Excess Kurtosis of 51.16 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -114.72%00.00%0.00%
-114.72% to -76.27%00.00%0.00%
-76.27% to -37.81%00.00%0.00%
-37.81% to 0.65%00.00%0.00%
0.65% to 39.11%15171.23%71.23%
39.11% to 77.56%5023.58%94.81%
77.56% to 116.02%41.89%96.70%
116.02% to 154.48%31.42%98.11%
154.48% to 192.93%00.00%98.11%
Greater than 192.93%41.89%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -12.17%90.38% 95.28%68.27%
±2σ -63.45%141.66% 97.64%95.45%
±3σ -114.72%192.93% 98.11%99.73%
Descriptive Statistics
Mean39.106%
Standard Error3.522%
Median28.212%
Mode25.000%
Standard Deviation51.276%
Sample Variance2629.216%
Kurtosis51.16
Skewness6.59
Range496.664%
Minimum7.547%
Maximum504.211%
Count212
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 39.106% 212 100.00% 39.106%
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 9.29. Further, an Excess Kurtosis of 114.79 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -113.97%00.00%0.00%
-113.97% to -84.89%00.00%0.00%
-84.89% to -55.80%20.94%0.94%
-55.80% to -26.71%115.19%6.13%
-26.71% to 2.37%10951.42%57.55%
2.37% to 31.46%7233.96%91.51%
31.46% to 60.55%157.08%98.58%
60.55% to 89.63%20.94%99.53%
89.63% to 118.72%00.00%99.53%
Greater than 118.72%10.47%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -36.41%41.15% 94.81%68.27%
±2σ -75.19%79.94% 99.06%95.45%
±3σ -113.97%118.72% 99.53%99.73%
Descriptive Statistics
Mean2.373%
Standard Error2.664%
Median-2.286%
Mode-28.571%
Standard Deviation38.782%
Sample Variance1504.075%
Kurtosis114.79
Skewness9.29
Range547.597%
Minimum-62.030%
Maximum485.567%
Count212
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 21.163% 98 46.23% 9.783%
Negative -13.902% 113 53.30% -7.410%
Zero 0.000% 1 0.47% 0.000%