Markets Data Volatility Heatmap Portfolio Calculator

MAR Deep Analytical Report

Marriott International, Inc. | Category: Equity Mega Cap | Ann. Div Yield: 0.83% ($2.64) | Last Updated: 2026-03-24 | Data Range: 1998-03-01 → 2026-03-01 (337 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 2.15% 1.96% 1.88% 2.50% 2.33% 2.48% 322.30 337.66 314.88 345.61
Weekly 4.58% 5.08% 4.49% 5.88% 5.12% 5.47% 313.41 347.24 297.75 365.49
Monthly 8.76% 12.75% 8.88% 12.73% 10.67% 11.39% 296.51 367.03 266.51 408.34
Quarterly 14.18% 24.91% 14.61% 21.20% 18.48% 19.72% 274.24 396.84 227.97 477.37
Annual — — — — 36.95% 39.45% 227.97 477.37 157.54 690.78
Option Time Horizon — — — — 13.95% 14.89% 286.94 379.27 249.59 436.03
Calculation Notes: Computed at 2026-03-23T16:36 UTC  |  Reference Contract: Call option expiring 2026-05-15 (52 days)  |  Spot Price (S): $329.89  |  Strike (K): $330.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $18.7000 (Bid $17.5000 / Ask $19.9000)  |  Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 0.83%  |  Binomial IV (Annual): 36.95% (CRR binomial tree, American, n=20 steps)  |  BS IV: 36.51% (European Black-Scholes)  |  Yahoo IV (Annual): 39.45% → 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
2026-02-26 $0.6700
2025-11-20 $0.6700
2025-08-21 $0.6700
2025-05-23 $0.6700
2025-02-27 $0.6300
2024-11-21 $0.6300
2024-08-16 $0.6300
2024-05-23 $0.6300
2024-02-21 $0.5200
2023-11-21 $0.5200
2023-08-16 $0.5200
2023-05-25 $0.5200
2023-02-23 $0.4000
2022-11-22 $0.4000
2022-08-17 $0.3000
2022-05-13 $0.3000
2020-02-27 $0.4800
2019-11-20 $0.4800
2019-08-21 $0.4800
2019-05-23 $0.4800
2019-02-28 $0.4100
2018-11-20 $0.4100
2018-08-22 $0.4100
2018-05-17 $0.4100
2018-02-22 $0.3300
2017-11-21 $0.3300
2017-08-22 $0.3300
2017-05-17 $0.3300
2017-02-22 $0.3000
2016-11-21 $0.3000
2016-09-21 $0.3000
2016-05-18 $0.3000
2016-02-23 $0.2500
2015-11-17 $0.2500
2015-08-18 $0.2500
2015-05-20 $0.2500
2015-02-25 $0.2000
2014-11-18 $0.2000
2014-08-19 $0.2000
2014-05-21 $0.2000
2014-02-26 $0.1700
2013-11-19 $0.1700
2013-08-20 $0.1700
2013-05-22 $0.1700
2013-02-27 $0.1300
2012-11-20 $0.1300
2012-08-21 $0.1300
2012-05-16 $0.1300
2012-02-22 $0.1000
2011-11-25 $0.1000
2011-08-16 $0.0943
2011-05-18 $0.0943
2011-02-23 $0.0829
2010-11-16 $0.0829
2010-08-17 $0.0377
2010-05-19 $0.0377
2010-02-17 $0.0377
2009-03-30 $0.0820
2008-11-26 $0.0820
2008-09-09 $0.0820
2008-06-24 $0.0820
2008-04-01 $0.0699
2007-12-04 $0.0699
2007-09-04 $0.0699
2007-06-19 $0.0699
2007-03-28 $0.0587
2006-12-05 $0.0587
2006-08-30 $0.0587
2006-06-20 $0.0587
2006-03-29 $0.0489
2005-12-13 $0.0489
2005-09-06 $0.0489
2005-06-21 $0.0489
2005-03-29 $0.0396
2004-12-14 $0.0396
2004-09-07 $0.0396
2004-06-22 $0.0396
2004-03-30 $0.0350
2003-12-22 $0.0350
2003-09-29 $0.0350
2003-06-23 $0.0350
2003-03-31 $0.0326
2002-12-23 $0.0326
2002-09-23 $0.0326
2002-06-25 $0.0326
2002-04-02 $0.0303
2001-12-26 $0.0303
2001-09-26 $0.0303
2001-06-27 $0.0303
2001-03-28 $0.0280
2000-12-27 $0.0280
2000-09-21 $0.0280
2000-06-22 $0.0280
2000-03-29 $0.0256
1999-12-29 $0.0256
1999-09-22 $0.0256
1999-06-23 $0.0261
1999-04-01 $0.0233
1998-12-24 $0.0233
1998-09-23 $0.0233
1998-06-24 $0.0233
1998-04-16 $0.0210
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.20. Further, an Excess Kurtosis of 7.48 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.37%520.74%0.74%
-6.37% to -4.76%851.21%1.95%
-4.76% to -3.15%2363.35%5.30%
-3.15% to -1.54%75210.68%15.98%
-1.54% to 0.07%244934.78%50.75%
0.07% to 1.68%233633.17%83.93%
1.68% to 3.29%76710.89%94.82%
3.29% to 4.90%2333.31%98.13%
4.90% to 6.51%791.12%99.25%
Greater than 6.51%530.75%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.08%2.21% 77.90%68.27%
±2σ -4.22%4.36% 94.69%95.45%
±3σ -6.37%6.51% 98.51%99.73%
Descriptive Statistics
Mean0.068%
Standard Error0.026%
Median0.044%
Mode0.000%
Standard Deviation2.146%
Sample Variance4.604%
Kurtosis7.48
Skewness0.20
Range40.535%
Minimum-21.053%
Maximum19.482%
Count7042
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.507% 3593 51.02% 0.769%
Negative -1.454% 3392 48.17% -0.700%
Zero 0.000% 57 0.81% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 2.74%
20 1 Month 3.05%
60 1 Quarter 2.65%
250 1 Year 2.47%
750 3 Years 2.17%
1,250 5 Years 2.50%
2,500 10 Years 2.59%
5,000 20 Years 2.72%
12,500 50 Years 2.72%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.10. Further, an Excess Kurtosis of 63.03 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -3.29%00.00%0.00%
-3.29% to -1.82%00.00%0.00%
-1.82% to -0.35%00.00%0.00%
-0.35% to 1.12%83511.86%11.86%
1.12% to 2.59%368052.25%64.11%
2.59% to 4.06%153021.72%85.83%
4.06% to 5.53%5788.21%94.04%
5.53% to 7.00%2263.21%97.25%
7.00% to 8.47%861.22%98.47%
Greater than 8.47%1081.53%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.63%4.55% 88.77%68.27%
±2σ -1.33%6.51% 96.69%95.45%
±3σ -3.29%8.47% 98.47%99.73%
Descriptive Statistics
Mean2.591%
Standard Error0.023%
Median2.079%
Mode1.613%
Standard Deviation1.959%
Sample Variance3.839%
Kurtosis63.03
Skewness5.10
Range43.919%
Minimum0.325%
Maximum44.244%
Count7043
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.591% 7043 100.00% 2.591%
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 0.23. Further, an Excess Kurtosis of 6.84 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -5.69%490.70%0.70%
-5.69% to -4.28%721.02%1.72%
-4.28% to -2.87%2453.48%5.20%
-2.87% to -1.46%78211.10%16.30%
-1.46% to -0.04%239934.06%50.36%
-0.04% to 1.37%236933.64%84.00%
1.37% to 2.78%73610.45%94.45%
2.78% to 4.19%2573.65%98.10%
4.19% to 5.61%841.19%99.29%
Greater than 5.61%500.71%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.93%1.84% 77.86%68.27%
±2σ -3.81%3.72% 94.85%95.45%
±3σ -5.69%5.61% 98.59%99.73%
Descriptive Statistics
Mean-0.044%
Standard Error0.022%
Median-0.055%
Mode0.000%
Standard Deviation1.883%
Sample Variance3.548%
Kurtosis6.84
Skewness0.23
Range29.426%
Minimum-13.105%
Maximum16.321%
Count7043
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.318% 3360 47.71% 0.629%
Negative -1.310% 3616 51.34% -0.673%
Zero 0.000% 67 0.95% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.22. Further, an Excess Kurtosis of 3.41 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -13.42%110.75%0.75%
-13.42% to -9.98%140.96%1.71%
-9.98% to -6.55%644.38%6.10%
-6.55% to -3.11%16611.37%17.47%
-3.11% to 0.33%45831.37%48.84%
0.33% to 3.76%50934.86%83.70%
3.76% to 7.20%15810.82%94.52%
7.20% to 10.64%463.15%97.67%
10.64% to 14.07%191.30%98.97%
Greater than 14.07%151.03%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.26%4.91% 77.53%68.27%
±2σ -8.84%9.49% 94.38%95.45%
±3σ -13.42%14.07% 98.22%99.73%
Descriptive Statistics
Mean0.326%
Standard Error0.120%
Median0.406%
Mode0.000%
Standard Deviation4.582%
Sample Variance20.994%
Kurtosis3.41
Skewness0.22
Range48.394%
Minimum-21.053%
Maximum27.341%
Count1460
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.314% 789 54.04% 1.791%
Negative -3.221% 664 45.48% -1.465%
Zero 0.000% 7 0.48% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 6.96%
12 1 Quarter 6.08%
52 1 Year 5.83%
156 3 Years 5.12%
260 5 Years 5.88%
520 10 Years 6.09%
1,040 20 Years 6.35%
2,600 50 Years 6.35%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.36. Further, an Excess Kurtosis of 63.74 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.65%00.00%0.00%
-8.65% to -4.84%00.00%0.00%
-4.84% to -1.04%00.00%0.00%
-1.04% to 2.77%17411.91%11.91%
2.77% to 6.58%76552.36%64.27%
6.58% to 10.39%33522.93%87.20%
10.39% to 14.19%1117.60%94.80%
14.19% to 18.00%302.05%96.85%
18.00% to 21.81%241.64%98.49%
Greater than 21.81%221.51%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.50%11.66% 89.87%68.27%
±2σ -3.58%16.73% 96.58%95.45%
±3σ -8.65%21.81% 98.49%99.73%
Descriptive Statistics
Mean6.579%
Standard Error0.133%
Median5.271%
Mode5.882%
Standard Deviation5.077%
Sample Variance25.775%
Kurtosis63.74
Skewness5.36
Range91.374%
Minimum1.087%
Maximum92.461%
Count1461
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 6.579% 1461 100.00% 6.579%
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 0.50. Further, an Excess Kurtosis of 3.56 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -13.55%80.55%0.55%
-13.55% to -10.18%211.44%1.98%
-10.18% to -6.81%412.81%4.79%
-6.81% to -3.44%17011.64%16.43%
-3.44% to -0.07%54537.30%53.73%
-0.07% to 3.30%42629.16%82.89%
3.30% to 6.67%15910.88%93.77%
6.67% to 10.03%583.97%97.74%
10.03% to 13.40%181.23%98.97%
Greater than 13.40%151.03%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.57%4.42% 77.89%68.27%
±2σ -9.06%8.91% 94.11%95.45%
±3σ -13.55%13.40% 98.43%99.73%
Descriptive Statistics
Mean-0.073%
Standard Error0.118%
Median-0.329%
Mode0.000%
Standard Deviation4.492%
Sample Variance20.178%
Kurtosis3.56
Skewness0.50
Range46.253%
Minimum-20.321%
Maximum25.932%
Count1461
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.433% 660 45.17% 1.551%
Negative -2.976% 797 54.55% -1.623%
Zero 0.000% 4 0.27% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.32. Further, an Excess Kurtosis of 3.29 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -24.95%10.30%0.30%
-24.95% to -18.37%51.49%1.79%
-18.37% to -11.80%72.08%3.87%
-11.80% to -5.23%5416.07%19.94%
-5.23% to 1.35%11534.23%54.17%
1.35% to 7.92%8826.19%80.36%
7.92% to 14.49%4513.39%93.75%
14.49% to 21.07%144.17%97.92%
21.07% to 27.64%51.49%99.40%
Greater than 27.64%20.60%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.42%10.11% 73.51%68.27%
±2σ -16.18%18.88% 95.83%95.45%
±3σ -24.94%27.64% 99.11%99.73%
Descriptive Statistics
Mean1.347%
Standard Error0.478%
Median0.589%
Mode-20.008%
Standard Deviation8.764%
Sample Variance76.806%
Kurtosis3.29
Skewness0.32
Range83.679%
Minimum-39.669%
Maximum44.010%
Count336
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.172% 184 54.76% 3.928%
Negative -5.703% 152 45.24% -2.580%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 11.40%
12 1 Year 11.01%
36 3 Years 10.91%
60 5 Years 12.73%
120 10 Years 13.73%
240 20 Years 13.70%
600 50 Years 13.55%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 6.24. Further, an Excess Kurtosis of 61.50 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -23.22%00.00%0.00%
-23.22% to -13.66%00.00%0.00%
-13.66% to -4.09%00.00%0.00%
-4.09% to 5.47%175.04%5.04%
5.47% to 15.04%20661.13%66.17%
15.04% to 24.60%8725.82%91.99%
24.60% to 34.17%113.26%95.25%
34.17% to 43.73%72.08%97.33%
43.73% to 53.30%41.19%98.52%
Greater than 53.30%51.48%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 2.28%27.79% 93.47%68.27%
±2σ -10.47%40.55% 97.33%95.45%
±3σ -23.22%53.30% 98.52%99.73%
Descriptive Statistics
Mean15.038%
Standard Error0.695%
Median12.415%
Mode8.662%
Standard Deviation12.754%
Sample Variance162.676%
Kurtosis61.50
Skewness6.24
Range162.648%
Minimum3.117%
Maximum165.765%
Count337
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 15.038% 337 100.00% 15.038%
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 1.24. Further, an Excess Kurtosis of 8.85 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -27.18%10.30%0.30%
-27.18% to -20.51%20.59%0.89%
-20.51% to -13.85%113.26%4.15%
-13.85% to -7.19%5014.84%18.99%
-7.19% to -0.52%11032.64%51.63%
-0.52% to 6.14%10029.67%81.31%
6.14% to 12.80%4814.24%95.55%
12.80% to 19.47%82.37%97.92%
19.47% to 26.13%41.19%99.11%
Greater than 26.13%30.89%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -9.41%8.36% 76.26%68.27%
±2σ -18.29%17.25% 95.55%95.45%
±3σ -27.18%26.13% 98.81%99.73%
Descriptive Statistics
Mean-0.523%
Standard Error0.484%
Median-0.736%
Mode-3.125%
Standard Deviation8.884%
Sample Variance78.924%
Kurtosis8.85
Skewness1.24
Range95.877%
Minimum-31.367%
Maximum64.510%
Count337
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 6.406% 154 45.70% 2.927%
Negative -6.355% 183 54.30% -3.451%
Zero 0.000% 0 0.00% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.04. Further, an Excess Kurtosis of 0.52 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -38.52%00.00%0.00%
-38.52% to -27.88%21.79%1.79%
-27.88% to -17.25%65.36%7.14%
-17.25% to -6.61%1715.18%22.32%
-6.61% to 4.02%3127.68%50.00%
4.02% to 14.66%3026.79%76.79%
14.66% to 25.29%2017.86%94.64%
25.29% to 35.93%43.57%98.21%
35.93% to 46.56%21.79%100.00%
Greater than 46.56%00.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -10.16%18.20% 74.11%68.27%
±2σ -24.34%32.38% 96.43%95.45%
±3σ -38.52%46.56% 100.00%99.73%
Descriptive Statistics
Mean4.023%
Standard Error1.340%
Median3.939%
Mode-34.810%
Standard Deviation14.180%
Sample Variance201.075%
Kurtosis0.52
Skewness-0.04
Range80.011%
Minimum-34.810%
Maximum45.201%
Count112
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 13.038% 67 59.82% 7.799%
Negative -9.399% 45 40.18% -3.776%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 18.42%
12 3 Years 20.81%
20 5 Years 21.20%
40 10 Years 23.58%
80 20 Years 23.70%
200 50 Years 23.46%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.06. Further, an Excess Kurtosis of 34.68 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -46.28%00.00%0.00%
-46.28% to -27.60%00.00%0.00%
-27.60% to -8.92%00.00%0.00%
-8.92% to 9.76%21.77%1.77%
9.76% to 28.44%7768.14%69.91%
28.44% to 47.12%2320.35%90.27%
47.12% to 65.80%43.54%93.81%
65.80% to 84.48%32.65%96.46%
84.48% to 103.16%32.65%99.12%
Greater than 103.16%10.88%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 3.54%53.35% 92.92%68.27%
±2σ -21.37%78.25% 95.58%95.45%
±3σ -46.28%103.16% 99.12%99.73%
Descriptive Statistics
Mean28.441%
Standard Error2.343%
Median22.368%
Mode7.712%
Standard Deviation24.906%
Sample Variance620.316%
Kurtosis34.68
Skewness5.06
Range216.536%
Minimum7.712%
Maximum224.248%
Count113
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 28.441% 113 100.00% 28.441%
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 1.19. Further, an Excess Kurtosis of 2.84 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -45.42%00.00%0.00%
-45.42% to -34.46%00.00%0.00%
-34.46% to -23.51%21.77%1.77%
-23.51% to -12.55%2421.24%23.01%
-12.55% to -1.59%3430.09%53.10%
-1.59% to 9.37%3631.86%84.96%
9.37% to 20.32%97.96%92.92%
20.32% to 31.28%43.54%96.46%
31.28% to 42.24%21.77%98.23%
Greater than 42.24%21.77%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -16.20%13.02% 76.99%68.27%
±2σ -30.81%27.63% 94.69%95.45%
±3σ -45.42%42.24% 98.23%99.73%
Descriptive Statistics
Mean-1.591%
Standard Error1.374%
Median-3.125%
Mode-32.385%
Standard Deviation14.610%
Sample Variance213.459%
Kurtosis2.84
Skewness1.19
Range88.202%
Minimum-32.385%
Maximum55.817%
Count113
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 11.481% 47 41.59% 4.775%
Negative -10.901% 66 58.41% -6.367%
Zero 0.000% 0 0.00% 0.000%