Markets Data Volatility Heatmap Portfolio Calculator

MAR Deep Analytical Report

Marriott International, Inc. | Category: Equity Mega Cap | Ann. Div Yield: 0.75% ($2.64) | Last Updated: 2026-02-22 | Data Range: 1998-03-01 → 2026-02-01 (336 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% 1.89% 2.51% 1.64% 1.82% 342.27 353.68 336.71 359.53
Weekly 4.59% 5.08% 4.50% 5.87% 3.61% 4.01% 335.60 360.71 323.70 373.97
Monthly 8.78% 12.77% 8.90% 12.78% 7.51% 8.34% 322.75 375.07 299.40 404.33
Quarterly 14.19% 24.91% 14.62% 21.15% 13.01% 14.45% 305.48 396.28 268.21 451.34
Annual — — — — 26.02% 28.90% 268.21 451.34 206.76 585.48
Option Time Horizon — — — — 10.01% 11.12% 314.79 384.56 284.81 425.04
Calculation Notes: Computed at 2026-02-22T14:20 UTC  |  Reference Contract: Call option expiring 2026-04-17 (54 days)  |  Spot Price (S): $347.93  |  Strike (K): $350.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $13.6000 (Bid $12.6000 / Ask $14.6000)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 0.75%  |  Binomial IV (Annual): 26.02% (CRR binomial tree, American, n=20 steps)  |  BS IV: 25.99% (European Black-Scholes)  |  Yahoo IV (Annual): 28.90% → 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
2025-11-20 $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 7.49 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%2363.36%5.31%
-3.15% to -1.54%74710.64%15.95%
-1.54% to 0.07%244334.80%50.75%
0.07% to 1.68%232933.17%83.92%
1.68% to 3.29%76510.90%94.82%
3.29% to 4.90%2323.30%98.12%
4.90% to 6.51%791.13%99.25%
Greater than 6.51%530.75%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.08%2.21% 77.92%68.27%
±2σ -4.22%4.36% 94.67%95.45%
±3σ -6.37%6.51% 98.50%99.73%
Descriptive Statistics
Mean0.069%
Standard Error0.026%
Median0.045%
Mode0.000%
Standard Deviation2.146%
Sample Variance4.607%
Kurtosis7.49
Skewness0.20
Range40.535%
Minimum-21.053%
Maximum19.482%
Count7021
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.508% 3582 51.02% 0.769%
Negative -1.453% 3382 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 2.17%
20 1 Month 2.70%
60 1 Quarter 2.34%
250 1 Year 2.47%
750 3 Years 2.16%
1,250 5 Years 2.51%
2,500 10 Years 2.58%
5,000 20 Years 2.71%
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 62.95 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%82611.76%11.76%
1.12% to 2.59%367452.32%64.08%
2.59% to 4.06%152721.75%85.83%
4.06% to 5.53%5768.20%94.03%
5.53% to 7.00%2253.20%97.24%
7.00% to 8.47%861.22%98.46%
Greater than 8.47%1081.54%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.63%4.55% 88.76%68.27%
±2σ -1.33%6.51% 96.71%95.45%
±3σ -3.29%8.47% 98.46%99.73%
Descriptive Statistics
Mean2.591%
Standard Error0.023%
Median2.079%
Mode1.613%
Standard Deviation1.961%
Sample Variance3.847%
Kurtosis62.95
Skewness5.10
Range43.919%
Minimum0.325%
Maximum44.244%
Count7022
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.591% 7022 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 6.83 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -5.70%480.68%0.68%
-5.70% to -4.29%731.04%1.72%
-4.29% to -2.87%2413.43%5.16%
-2.87% to -1.46%78211.14%16.29%
-1.46% to -0.04%239334.08%50.37%
-0.04% to 1.37%236233.64%84.01%
1.37% to 2.78%73310.44%94.45%
2.78% to 4.20%2573.66%98.11%
4.20% to 5.61%831.18%99.29%
Greater than 5.61%500.71%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.93%1.84% 77.90%68.27%
±2σ -3.81%3.73% 94.89%95.45%
±3σ -5.70%5.61% 98.60%99.73%
Descriptive Statistics
Mean-0.044%
Standard Error0.022%
Median-0.056%
Mode0.000%
Standard Deviation1.885%
Sample Variance3.552%
Kurtosis6.83
Skewness0.23
Range29.426%
Minimum-13.105%
Maximum16.321%
Count7022
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.320% 3349 47.69% 0.630%
Negative -1.310% 3606 51.35% -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 3.40 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -13.43%100.69%0.69%
-13.43% to -9.99%151.03%1.72%
-9.99% to -6.55%644.40%6.11%
-6.55% to -3.11%16411.26%17.38%
-3.11% to 0.33%45831.46%48.83%
0.33% to 3.77%50834.89%83.72%
3.77% to 7.21%15710.78%94.51%
7.21% to 10.65%463.16%97.66%
10.65% to 14.09%191.30%98.97%
Greater than 14.09%151.03%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.25%4.92% 77.40%68.27%
±2σ -8.84%9.50% 94.37%95.45%
±3σ -13.43%14.09% 98.28%99.73%
Descriptive Statistics
Mean0.331%
Standard Error0.120%
Median0.412%
Mode0.000%
Standard Deviation4.586%
Sample Variance21.028%
Kurtosis3.40
Skewness0.22
Range48.394%
Minimum-21.053%
Maximum27.341%
Count1456
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.315% 788 54.12% 1.794%
Negative -3.224% 661 45.40% -1.464%
Zero 0.000% 7 0.48% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 6.12%
12 1 Quarter 5.48%
52 1 Year 5.81%
156 3 Years 5.12%
260 5 Years 5.87%
520 10 Years 6.08%
1,040 20 Years 6.34%
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 63.61 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.67%00.00%0.00%
-8.67% to -4.86%00.00%0.00%
-4.86% to -1.05%00.00%0.00%
-1.05% to 2.76%17211.81%11.81%
2.76% to 6.58%76552.51%64.31%
6.58% to 10.39%33322.86%87.17%
10.39% to 14.20%1117.62%94.78%
14.20% to 18.01%302.06%96.84%
18.01% to 21.82%241.65%98.49%
Greater than 21.82%221.51%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.49%11.66% 89.84%68.27%
±2σ -3.59%16.74% 96.57%95.45%
±3σ -8.67%21.82% 98.49%99.73%
Descriptive Statistics
Mean6.575%
Standard Error0.133%
Median5.266%
Mode5.882%
Standard Deviation5.083%
Sample Variance25.837%
Kurtosis63.61
Skewness5.36
Range91.374%
Minimum1.087%
Maximum92.461%
Count1457
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 6.575% 1457 100.00% 6.575%
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 -13.56%80.55%0.55%
-13.56% to -10.19%211.44%1.99%
-10.19% to -6.82%412.81%4.80%
-6.82% to -3.45%17011.67%16.47%
-3.45% to -0.07%54337.27%53.74%
-0.07% to 3.30%42629.24%82.98%
3.30% to 6.67%15810.84%93.82%
6.67% to 10.04%573.91%97.74%
10.04% to 13.41%181.24%98.97%
Greater than 13.41%151.03%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.57%4.42% 77.90%68.27%
±2σ -9.07%8.92% 94.10%95.45%
±3σ -13.56%13.41% 98.42%99.73%
Descriptive Statistics
Mean-0.075%
Standard Error0.118%
Median-0.329%
Mode0.000%
Standard Deviation4.496%
Sample Variance20.212%
Kurtosis3.56
Skewness0.50
Range46.253%
Minimum-20.321%
Maximum25.932%
Count1457
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.433% 658 45.16% 1.550%
Negative -2.980% 795 54.56% -1.626%
Zero 0.000% 4 0.28% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.31. Further, an Excess Kurtosis of 3.27 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -24.97%10.30%0.30%
-24.97% to -18.38%51.49%1.79%
-18.38% to -11.80%72.09%3.88%
-11.80% to -5.22%5416.12%20.00%
-5.22% to 1.37%11434.03%54.03%
1.37% to 7.95%8826.27%80.30%
7.95% to 14.54%4613.73%94.03%
14.54% to 21.12%133.88%97.91%
21.12% to 27.70%51.49%99.40%
Greater than 27.70%20.60%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.41%10.15% 73.13%68.27%
±2σ -16.19%18.92% 95.82%95.45%
±3σ -24.97%27.70% 99.10%99.73%
Descriptive Statistics
Mean1.368%
Standard Error0.480%
Median0.636%
Mode-20.008%
Standard Deviation8.778%
Sample Variance77.059%
Kurtosis3.27
Skewness0.31
Range83.679%
Minimum-39.669%
Maximum44.010%
Count335
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.182% 184 54.92% 3.945%
Negative -5.718% 151 45.08% -2.577%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 12.14%
12 1 Year 11.88%
36 3 Years 11.04%
60 5 Years 12.78%
120 10 Years 13.74%
240 20 Years 13.69%
600 50 Years 13.56%
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 61.36 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -23.25%00.00%0.00%
-23.25% to -13.68%00.00%0.00%
-13.68% to -4.10%00.00%0.00%
-4.10% to 5.48%175.06%5.06%
5.48% to 15.05%20661.31%66.37%
15.05% to 24.63%8625.60%91.96%
24.63% to 34.21%113.27%95.24%
34.21% to 43.79%72.08%97.32%
43.79% to 53.37%41.19%98.51%
Greater than 53.37%51.49%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 2.29%27.82% 93.45%68.27%
±2σ -10.48%40.59% 97.32%95.45%
±3σ -23.26%53.37% 98.51%99.73%
Descriptive Statistics
Mean15.055%
Standard Error0.697%
Median12.426%
Mode8.662%
Standard Deviation12.770%
Sample Variance163.061%
Kurtosis61.36
Skewness6.24
Range162.648%
Minimum3.117%
Maximum165.765%
Count336
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 15.055% 336 100.00% 15.055%
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 8.80 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -27.23%10.30%0.30%
-27.23% to -20.56%20.60%0.89%
-20.56% to -13.88%113.27%4.17%
-13.88% to -7.21%4914.58%18.75%
-7.21% to -0.53%11133.04%51.79%
-0.53% to 6.15%9929.46%81.25%
6.15% to 12.82%4814.29%95.54%
12.82% to 19.50%82.38%97.92%
19.50% to 26.17%41.19%99.11%
Greater than 26.17%30.89%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -9.43%8.37% 76.19%68.27%
±2σ -18.33%17.27% 95.54%95.45%
±3σ -27.23%26.17% 98.81%99.73%
Descriptive Statistics
Mean-0.530%
Standard Error0.486%
Median-0.760%
Mode-3.125%
Standard Deviation8.901%
Sample Variance79.234%
Kurtosis8.80
Skewness1.24
Range95.877%
Minimum-31.367%
Maximum64.510%
Count336
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 6.447% 153 45.54% 2.936%
Negative -6.364% 183 54.46% -3.466%
Zero 0.000% 0 0.00% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.05. Further, an Excess Kurtosis of 0.51 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -38.50%00.00%0.00%
-38.50% to -27.86%21.79%1.79%
-27.86% to -17.21%65.36%7.14%
-17.21% to -6.57%1715.18%22.32%
-6.57% to 4.08%3127.68%50.00%
4.08% to 14.72%3127.68%77.68%
14.72% to 25.36%1916.96%94.64%
25.36% to 36.01%43.57%98.21%
36.01% to 46.65%21.79%100.00%
Greater than 46.65%00.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -10.12%18.27% 74.11%68.27%
±2σ -24.31%32.46% 96.43%95.45%
±3σ -38.50%46.65% 100.00%99.73%
Descriptive Statistics
Mean4.075%
Standard Error1.341%
Median3.939%
Mode-34.810%
Standard Deviation14.193%
Sample Variance201.430%
Kurtosis0.51
Skewness-0.05
Range80.011%
Minimum-34.810%
Maximum45.201%
Count112
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 13.124% 67 59.82% 7.851%
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 18.18%
12 3 Years 20.72%
20 5 Years 21.15%
40 10 Years 23.56%
80 20 Years 23.69%
200 50 Years 23.45%
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 34.66 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -46.30%00.00%0.00%
-46.30% to -27.62%00.00%0.00%
-27.62% to -8.93%00.00%0.00%
-8.93% to 9.75%21.77%1.77%
9.75% to 28.43%7768.14%69.91%
28.43% to 47.11%2320.35%90.27%
47.11% 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 3.52%53.34% 92.92%68.27%
±2σ -21.39%78.25% 95.58%95.45%
±3σ -46.30%103.16% 99.12%99.73%
Descriptive Statistics
Mean28.431%
Standard Error2.343%
Median22.368%
Mode7.712%
Standard Deviation24.910%
Sample Variance620.525%
Kurtosis34.66
Skewness5.06
Range216.536%
Minimum7.712%
Maximum224.248%
Count113
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 28.431% 113 100.00% 28.431%
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 1.20. Further, an Excess Kurtosis of 2.83 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -45.51%00.00%0.00%
-45.51% to -34.54%00.00%0.00%
-34.54% to -23.57%21.77%1.77%
-23.57% to -12.61%2421.24%23.01%
-12.61% to -1.64%3430.09%53.10%
-1.64% to 9.33%3631.86%84.96%
9.33% to 20.30%97.96%92.92%
20.30% to 31.27%43.54%96.46%
31.27% 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 -16.26%12.99% 77.88%68.27%
±2σ -30.89%27.61% 94.69%95.45%
±3σ -45.51%42.24% 98.23%99.73%
Descriptive Statistics
Mean-1.636%
Standard Error1.376%
Median-3.125%
Mode-32.385%
Standard Deviation14.625%
Sample Variance213.901%
Kurtosis2.83
Skewness1.20
Range88.202%
Minimum-32.385%
Maximum55.817%
Count113
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 11.481% 47 41.59% 4.775%
Negative -10.977% 66 58.41% -6.411%
Zero 0.000% 0 0.00% 0.000%