Markets Data Volatility Heatmap Portfolio Calculator

LZB Deep Analytical Report

La-Z-Boy Incorporated | Category: Equity Small Cap | Ann. Div Yield: 2.86% ($0.90) | Last Updated: 2026-03-24 | Data Range: 1973-05-01 → 2026-03-01 (635 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% 2.98% 2.06% 2.31% 34.99 36.46 34.28 37.22
Weekly 5.95% 6.85% 5.87% 6.97% 4.54% 5.08% 34.13 37.38 32.62 39.12
Monthly 13.98% 18.97% 12.95% 15.07% 9.45% 10.57% 32.50 39.26 29.57 43.15
Quarterly 24.95% 51.27% 38.79% 25.52% 16.38% 18.31% 30.32 42.08 25.74 49.56
Annual — — — — 32.75% 36.62% 25.74 49.56 18.55 68.77
Option Time Horizon — — — — 11.75% 13.14% 31.76 40.17 28.24 45.18
Calculation Notes: Computed at 2026-03-01T12:17 UTC  |  Reference Contract: Call option expiring 2026-04-17 (47 days)  |  Spot Price (S): $35.72  |  Strike (K): $40.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $0.4000 (Bid $0.2500 / Ask $0.5500)  |  Risk-Free Rate (r): 3.74% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.47%  |  Binomial IV (Annual): 32.75% (CRR binomial tree, American, n=20 steps)  |  BS IV: 32.59% (European Black-Scholes)  |  Yahoo IV (Annual): 36.62% → 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
2026-03-03 $0.2420
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 21.99 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%3052.36%3.88%
-4.02% to -1.98%12489.66%13.54%
-1.98% to 0.06%581344.99%58.53%
0.06% to 2.10%366628.37%86.90%
2.10% to 4.14%11488.89%95.79%
4.14% to 6.18%2982.31%98.10%
6.18% to 8.22%1230.95%99.05%
Greater than 8.22%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% 95.48%95.45%
±3σ -8.10%8.22% 98.23%99.73%
Descriptive Statistics
Mean0.062%
Standard Error0.024%
Median0.000%
Mode0.000%
Standard Deviation2.720%
Sample Variance7.400%
Kurtosis21.99
Skewness0.67
Range75.153%
Minimum-36.162%
Maximum38.991%
Count12920
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.011% 5409 41.87% 0.842%
Negative -1.914% 5260 40.71% -0.779%
Zero 0.000% 2251 17.42% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 3.24%
20 1 Month 2.88%
60 1 Quarter 3.07%
250 1 Year 2.97%
750 3 Years 2.80%
1,250 5 Years 2.98%
2,500 10 Years 3.02%
5,000 20 Years 3.98%
12,500 50 Years 3.45%
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 37.08 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -5.56%00.00%0.00%
-5.56% to -3.32%00.00%0.00%
-3.32% to -1.09%00.00%0.00%
-1.09% to 1.15%184214.26%14.26%
1.15% to 3.39%639349.48%63.73%
3.39% to 5.62%276021.36%85.09%
5.62% to 7.86%10408.05%93.14%
7.86% to 10.10%5073.92%97.07%
10.10% to 12.33%1941.50%98.57%
Greater than 12.33%1851.43%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.40%6.37% 87.76%68.27%
±2σ -2.58%9.35% 95.91%95.45%
±3σ -5.56%12.33% 98.57%99.73%
Descriptive Statistics
Mean3.386%
Standard Error0.026%
Median2.546%
Mode4.000%
Standard Deviation2.982%
Sample Variance8.895%
Kurtosis37.08
Skewness3.93
Range65.516%
Minimum0.167%
Maximum65.683%
Count12921
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.386% 12921 100.00% 3.386%
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 -6.75%1070.83%0.83%
-6.75% to -5.03%1200.93%1.76%
-5.03% to -3.31%2722.11%3.86%
-3.31% to -1.60%12059.33%13.19%
-1.60% to 0.12%610947.28%60.47%
0.12% to 1.84%332325.72%86.19%
1.84% to 3.56%12069.33%95.52%
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% 82.32%68.27%
±2σ -4.46%4.71% 95.28%95.45%
±3σ -6.75%7.00% 98.21%99.73%
Descriptive Statistics
Mean0.123%
Standard Error0.020%
Median0.000%
Mode0.000%
Standard Deviation2.292%
Sample Variance5.252%
Kurtosis18.94
Skewness0.71
Range51.940%
Minimum-24.092%
Maximum27.848%
Count12921
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.816% 5228 40.46% 0.735%
Negative -1.649% 4792 37.09% -0.612%
Zero 0.000% 2901 22.45% 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%1.59%
-13.09% to -8.63%722.61%4.20%
-8.63% to -4.17%29410.66%14.86%
-4.17% to 0.29%109139.54%54.40%
0.29% to 4.75%85931.13%85.54%
4.75% to 9.21%2659.60%95.14%
9.21% to 13.68%762.75%97.90%
13.68% to 18.14%260.94%98.84%
Greater than 18.14%321.16%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.66%6.24% 81.04%68.27%
±2σ -11.60%12.19% 95.32%95.45%
±3σ -17.55%18.14% 98.15%99.73%
Descriptive Statistics
Mean0.293%
Standard Error0.113%
Median0.000%
Mode0.000%
Standard Deviation5.948%
Sample Variance35.379%
Kurtosis10.85
Skewness0.93
Range91.853%
Minimum-34.500%
Maximum57.353%
Count2759
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.356% 1303 47.23% 2.057%
Negative -3.861% 1261 45.70% -1.765%
Zero 0.000% 195 7.07% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 6.57%
12 1 Quarter 6.96%
52 1 Year 7.08%
156 3 Years 6.61%
260 5 Years 6.97%
520 10 Years 7.05%
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 20.06 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -12.66%00.00%0.00%
-12.66% to -7.53%00.00%0.00%
-7.53% to -2.39%00.00%0.00%
-2.39% to 2.75%37213.48%13.48%
2.75% to 7.88%141151.12%64.60%
7.88% to 13.02%64023.19%87.79%
13.02% to 18.16%1846.67%94.46%
18.16% to 23.30%712.57%97.03%
23.30% to 28.43%250.91%97.93%
Greater than 28.43%572.07%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.04%14.73% 89.49%68.27%
±2σ -5.81%21.59% 96.30%95.45%
±3σ -12.66%28.43% 97.93%99.73%
Descriptive Statistics
Mean7.885%
Standard Error0.130%
Median6.233%
Mode10.000%
Standard Deviation6.850%
Sample Variance46.920%
Kurtosis20.06
Skewness3.55
Range82.185%
Minimum0.472%
Maximum82.657%
Count2760
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.885% 2760 100.00% 7.885%
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 12.22 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -17.41%200.72%0.72%
-17.41% to -13.01%270.98%1.70%
-13.01% to -8.61%662.39%4.09%
-8.61% to -4.21%28310.25%14.35%
-4.21% to 0.20%109739.75%54.09%
0.20% to 4.60%88732.14%86.23%
4.60% to 9.00%2579.31%95.54%
9.00% to 13.40%682.46%98.01%
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 -5.67%6.06% 81.70%68.27%
±2σ -11.54%11.93% 95.40%95.45%
±3σ -17.41%17.80% 98.19%99.73%
Descriptive Statistics
Mean0.195%
Standard Error0.112%
Median0.000%
Mode0.000%
Standard Deviation5.868%
Sample Variance34.429%
Kurtosis12.22
Skewness1.18
Range84.121%
Minimum-33.645%
Maximum50.476%
Count2760
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.177% 1292 46.81% 1.955%
Negative -3.863% 1258 45.58% -1.761%
Zero 0.000% 210 7.61% 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 30.60 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 -30.07%40.63%0.95%
-30.07% to -19.58%142.21%3.15%
-19.58% to -9.10%7411.67%14.83%
-9.10% to 1.38%24538.64%53.47%
1.38% to 11.87%21133.28%86.75%
11.87% to 22.35%599.31%96.06%
22.35% to 32.84%162.52%98.58%
32.84% to 43.32%40.63%99.21%
Greater than 43.32%50.79%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -12.59%15.36% 82.49%68.27%
±2σ -26.57%29.34% 97.00%95.45%
±3σ -40.55%43.32% 98.90%99.73%
Descriptive Statistics
Mean1.384%
Standard Error0.555%
Median0.481%
Mode0.000%
Standard Deviation13.979%
Sample Variance195.400%
Kurtosis30.60
Skewness3.16
Range207.706%
Minimum-55.300%
Maximum152.406%
Count634
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.785% 329 51.89% 5.078%
Negative -8.130% 288 45.43% -3.693%
Zero 0.000% 17 2.68% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 13.93%
12 1 Year 15.01%
36 3 Years 14.37%
60 5 Years 15.07%
120 10 Years 15.61%
240 20 Years 20.81%
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 39.74 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -37.77%00.00%0.00%
-37.77% to -23.54%00.00%0.00%
-23.54% to -9.31%00.00%0.00%
-9.31% to 4.92%233.62%3.62%
4.92% to 19.15%40864.25%67.87%
19.15% to 33.38%15424.25%92.13%
33.38% to 47.61%203.15%95.28%
47.61% to 61.84%162.52%97.80%
61.84% to 76.07%40.63%98.43%
Greater than 76.07%101.57%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.18%38.12% 93.39%68.27%
±2σ -18.79%57.10% 97.32%95.45%
±3σ -37.77%76.07% 98.43%99.73%
Descriptive Statistics
Mean19.151%
Standard Error0.753%
Median15.217%
Mode14.286%
Standard Deviation18.973%
Sample Variance359.983%
Kurtosis39.74
Skewness5.41
Range205.663%
Minimum1.705%
Maximum207.368%
Count635
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 19.151% 635 100.00% 19.151%
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 16.41 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -38.29%30.47%0.47%
-38.29% to -28.58%30.47%0.94%
-28.58% to -18.87%91.42%2.36%
-18.87% to -9.15%8713.70%16.06%
-9.15% to 0.56%24137.95%54.02%
0.56% to 10.27%19230.24%84.25%
10.27% to 19.99%7712.13%96.38%
19.99% to 29.70%71.10%97.48%
29.70% to 39.41%81.26%98.74%
Greater than 39.41%81.26%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -12.39%13.51% 81.26%68.27%
±2σ -25.34%26.46% 95.75%95.45%
±3σ -38.29%39.41% 98.27%99.73%
Descriptive Statistics
Mean0.561%
Standard Error0.514%
Median0.000%
Mode0.000%
Standard Deviation12.951%
Sample Variance167.726%
Kurtosis16.41
Skewness1.88
Range182.609%
Minimum-58.898%
Maximum123.711%
Count635
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.660% 300 47.24% 4.564%
Negative -8.121% 313 49.29% -4.003%
Zero 0.000% 22 3.46% 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 15.77 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -70.57%10.47%0.47%
-70.57% to -51.86%00.00%0.47%
-51.86% to -33.15%31.42%1.90%
-33.15% to -14.44%2913.74%15.64%
-14.44% to 4.27%7435.07%50.71%
4.27% to 22.98%7736.49%87.20%
22.98% to 41.70%219.95%97.16%
41.70% to 60.41%20.95%98.10%
60.41% 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 -20.67%29.22% 81.52%68.27%
±2σ -45.62%54.17% 97.16%95.45%
±3σ -70.57%79.12% 98.58%99.73%
Descriptive Statistics
Mean4.274%
Standard Error1.717%
Median2.154%
Mode-83.111%
Standard Deviation24.948%
Sample Variance622.400%
Kurtosis15.77
Skewness2.43
Range257.338%
Minimum-83.111%
Maximum174.227%
Count211
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 19.587% 112 53.08% 10.397%
Negative -13.050% 99 46.92% -6.123%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 25.65%
12 3 Years 25.72%
20 5 Years 25.52%
40 10 Years 27.60%
80 20 Years 36.51%
200 50 Years 29.11%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 6.60. Further, an Excess Kurtosis of 51.17 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -114.69%00.00%0.00%
-114.69% to -76.23%00.00%0.00%
-76.23% to -37.78%00.00%0.00%
-37.78% to 0.67%00.00%0.00%
0.67% to 39.12%15171.23%71.23%
39.12% to 77.58%5023.58%94.81%
77.58% to 116.03%41.89%96.70%
116.03% 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 -12.15%90.39% 95.28%68.27%
±2σ -63.42%141.66% 97.64%95.45%
±3σ -114.69%192.93% 98.11%99.73%
Descriptive Statistics
Mean39.124%
Standard Error3.521%
Median28.212%
Mode25.000%
Standard Deviation51.270%
Sample Variance2628.623%
Kurtosis51.17
Skewness6.60
Range496.664%
Minimum7.547%
Maximum504.211%
Count212
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 39.124% 212 100.00% 39.124%
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 9.28. Further, an Excess Kurtosis of 114.69 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -113.93%00.00%0.00%
-113.93% to -84.84%00.00%0.00%
-84.84% to -55.75%20.94%0.94%
-55.75% to -26.66%115.19%6.13%
-26.66% to 2.43%10850.94%57.08%
2.43% to 31.52%7334.43%91.51%
31.52% to 60.61%157.08%98.58%
60.61% to 89.70%20.94%99.53%
89.70% to 118.79%00.00%99.53%
Greater than 118.79%10.47%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -36.36%41.22% 94.81%68.27%
±2σ -75.14%80.00% 99.06%95.45%
±3σ -113.93%118.79% 99.53%99.73%
Descriptive Statistics
Mean2.430%
Standard Error2.664%
Median-2.287%
Mode-28.571%
Standard Deviation38.787%
Sample Variance1504.405%
Kurtosis114.69
Skewness9.28
Range547.597%
Minimum-62.030%
Maximum485.567%
Count212
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 21.063% 99 46.70% 9.836%
Negative -14.020% 112 52.83% -7.407%
Zero 0.000% 1 0.47% 0.000%