Markets Data Volatility Heatmap Portfolio Calculator

MCK Deep Analytical Report

McKesson Corporation | Category: Equity Mega Cap | Ann. Div Yield: 0.35% ($3.06) | Last Updated: 2026-03-24 | Data Range: 1994-11-01 → 2026-03-01 (377 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 1.99% 1.63% 1.63% 2.14% 2.05% 2.21% 865.70 901.89 848.15 920.55
Weekly 4.20% 4.67% 4.51% 4.85% 4.51% 4.86% 844.66 924.36 807.43 966.98
Monthly 8.41% 9.45% 9.42% 10.56% 9.38% 10.12% 804.46 970.55 732.40 1066.04
Quarterly 15.12% 17.23% 18.02% 19.14% 16.25% 17.53% 751.05 1039.57 638.37 1223.06
Annual — — — — 32.51% 35.06% 638.37 1223.06 461.20 1692.90
Option Time Horizon — — — — 12.27% 13.23% 781.57 998.97 691.32 1129.38
Calculation Notes: Computed at 2026-03-23T16:43 UTC  |  Reference Contract: Call option expiring 2026-05-15 (52 days)  |  Spot Price (S): $883.61  |  Strike (K): $900.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $38.1500 (Bid $36.1000 / Ask $40.2000)  |  Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 0.35%  |  Binomial IV (Annual): 32.51% (CRR binomial tree, American, n=20 steps)  |  BS IV: 32.82% (European Black-Scholes)  |  Yahoo IV (Annual): 35.06% → 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
2026-03-02 $0.8200
2025-12-01 $0.8200
2025-09-02 $0.8200
2025-06-02 $0.7100
2025-03-03 $0.7100
2024-12-02 $0.7100
2024-08-30 $0.7100
2024-06-03 $0.6200
2024-02-29 $0.6200
2023-11-30 $0.6200
2023-08-31 $0.6200
2023-05-31 $0.5400
2023-02-28 $0.5400
2022-11-30 $0.5400
2022-08-31 $0.5400
2022-05-31 $0.4700
2022-02-28 $0.4700
2021-11-30 $0.4700
2021-08-31 $0.4700
2021-05-28 $0.4200
2021-03-01 $0.4200
2020-11-30 $0.4200
2020-08-31 $0.4200
2020-05-29 $0.4100
2020-02-28 $0.4100
2019-11-29 $0.4100
2019-08-30 $0.4100
2019-05-31 $0.3900
2019-02-28 $0.3900
2018-11-30 $0.3900
2018-08-31 $0.3900
2018-05-31 $0.3400
2018-02-28 $0.3400
2017-11-30 $0.3400
2017-08-30 $0.3400
2017-06-01 $0.2800
2017-02-27 $0.2800
2016-11-29 $0.2800
2016-08-30 $0.2800
2016-06-02 $0.2800
2016-02-26 $0.2800
2015-11-27 $0.2800
2015-08-28 $0.2800
2015-06-04 $0.2400
2015-02-26 $0.2400
2014-11-26 $0.2400
2014-08-28 $0.2400
2014-06-05 $0.2400
2014-02-27 $0.2400
2013-11-27 $0.2400
2013-08-29 $0.2400
2013-06-05 $0.2000
2013-02-27 $0.2000
2012-11-29 $0.2000
2012-08-30 $0.2000
2012-06-06 $0.2000
2012-02-28 $0.2000
2011-11-29 $0.2000
2011-08-30 $0.2000
2011-06-08 $0.2000
2011-02-25 $0.1800
2010-11-29 $0.1800
2010-08-30 $0.1800
2010-06-08 $0.1800
2010-02-25 $0.1200
2009-11-27 $0.1200
2009-08-28 $0.1200
2009-06-08 $0.1200
2009-02-26 $0.1200
2008-11-26 $0.1200
2008-08-28 $0.1200
2008-06-04 $0.1200
2008-02-28 $0.0600
2007-11-29 $0.0600
2007-08-29 $0.0600
2007-06-06 $0.0600
2007-02-27 $0.0600
2006-11-29 $0.0600
2006-08-30 $0.0600
2006-06-07 $0.0600
2006-02-27 $0.0600
2005-11-29 $0.0600
2005-08-30 $0.0600
2005-06-08 $0.0600
2005-02-25 $0.0600
2004-11-29 $0.0600
2004-08-30 $0.0600
2004-06-07 $0.0600
2004-02-26 $0.0600
2003-11-26 $0.0600
2003-08-27 $0.0600
2003-06-05 $0.0600
2003-02-27 $0.0600
2002-11-27 $0.0600
2002-08-28 $0.0600
2002-06-06 $0.0600
2002-02-27 $0.0600
2001-11-29 $0.0600
2001-08-29 $0.0600
2001-05-31 $0.0600
2001-02-27 $0.0600
2000-11-29 $0.0600
2000-08-30 $0.0600
2000-05-30 $0.0600
2000-02-28 $0.0600
1999-11-29 $0.0600
1999-08-30 $0.0600
1999-05-27 $0.0600
1999-02-25 $0.0600
1998-11-27 $0.1250
1998-08-28 $0.1250
1998-05-28 $0.1250
1998-02-26 $0.1250
1997-11-26 $0.1250
1997-08-28 $0.1250
1997-05-29 $0.1250
1997-02-27 $0.1250
1996-11-27 $0.1250
1996-08-29 $0.1250
1996-05-30 $0.1250
1996-02-28 $0.1250
1995-11-29 $0.1250
1995-08-30 $0.1250
1995-05-25 $0.0625
1995-02-23 $0.0625
1994-12-09 $0.1250
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Left Skewed (Extreme Negative Tail Risk) with a Skewness factor of -1.80. Further, an Excess Kurtosis of 50.16 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -5.91%520.66%0.66%
-5.91% to -4.41%710.90%1.56%
-4.41% to -2.92%2062.61%4.17%
-2.92% to -1.42%83910.63%14.80%
-1.42% to 0.07%276635.05%49.85%
0.07% to 1.57%280135.50%85.35%
1.57% to 3.07%81810.37%95.72%
3.07% to 4.56%2002.53%98.25%
4.56% to 6.06%660.84%99.09%
Greater than 6.06%720.91%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.92%2.07% 80.90%68.27%
±2σ -3.91%4.06% 95.63%95.45%
±3σ -5.91%6.06% 98.43%99.73%
Descriptive Statistics
Mean0.075%
Standard Error0.022%
Median0.079%
Mode0.000%
Standard Deviation1.994%
Sample Variance3.977%
Kurtosis50.16
Skewness-1.80
Range64.050%
Minimum-47.529%
Maximum16.521%
Count7891
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.321% 4085 51.77% 0.684%
Negative -1.302% 3694 46.81% -0.610%
Zero 0.000% 112 1.42% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 3.09%
20 1 Month 2.51%
60 1 Quarter 2.62%
250 1 Year 2.35%
750 3 Years 2.06%
1,250 5 Years 2.14%
2,500 10 Years 2.38%
5,000 20 Years 2.29%
12,500 50 Years 2.45%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.41. Further, an Excess Kurtosis of 22.30 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -2.54%00.00%0.00%
-2.54% to -1.32%00.00%0.00%
-1.32% to -0.10%00.00%0.00%
-0.10% to 1.12%109813.91%13.91%
1.12% to 2.34%399750.65%64.56%
2.34% to 3.56%167721.25%85.81%
3.56% to 4.78%6227.88%93.69%
4.78% to 6.00%2443.09%96.78%
6.00% to 7.22%1181.50%98.28%
Greater than 7.22%1361.72%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.71%3.97% 86.91%68.27%
±2σ -0.92%5.59% 96.00%95.45%
±3σ -2.54%7.22% 98.28%99.73%
Descriptive Statistics
Mean2.339%
Standard Error0.018%
Median1.915%
Mode1.189%
Standard Deviation1.628%
Sample Variance2.652%
Kurtosis22.30
Skewness3.41
Range26.102%
Minimum0.244%
Maximum26.346%
Count7892
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.339% 7892 100.00% 2.339%
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 0.49. Further, an Excess Kurtosis of 8.32 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -4.93%610.77%0.77%
-4.93% to -3.70%670.85%1.62%
-3.70% to -2.48%2493.16%4.78%
-2.48% to -1.25%96512.23%17.00%
-1.25% to -0.03%264533.51%50.52%
-0.03% to 1.20%257732.65%83.17%
1.20% to 2.42%90311.44%94.61%
2.42% to 3.65%2683.40%98.01%
3.65% to 4.87%971.23%99.24%
Greater than 4.87%600.76%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.66%1.61% 77.89%68.27%
±2σ -3.29%3.24% 94.99%95.45%
±3σ -4.93%4.87% 98.47%99.73%
Descriptive Statistics
Mean-0.027%
Standard Error0.018%
Median-0.045%
Mode0.000%
Standard Deviation1.633%
Sample Variance2.668%
Kurtosis8.32
Skewness0.49
Range30.923%
Minimum-10.733%
Maximum20.190%
Count7892
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.184% 3698 46.86% 0.555%
Negative -1.137% 4038 51.17% -0.582%
Zero 0.000% 156 1.98% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Left Skewed (Negative Asymmetry) with a Skewness factor of -0.78. Further, an Excess Kurtosis of 11.63 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -12.24%100.61%0.61%
-12.24% to -9.09%150.92%1.53%
-9.09% to -5.94%623.79%5.32%
-5.94% to -2.80%18211.12%16.44%
-2.80% to 0.35%53832.89%49.33%
0.35% to 3.50%56034.23%83.56%
3.50% to 6.65%18311.19%94.74%
6.65% to 9.79%493.00%97.74%
9.79% to 12.94%271.65%99.39%
Greater than 12.94%100.61%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.85%4.55% 77.44%68.27%
±2σ -8.04%8.75% 94.56%95.45%
±3σ -12.24%12.94% 98.78%99.73%
Descriptive Statistics
Mean0.352%
Standard Error0.104%
Median0.414%
Mode0.000%
Standard Deviation4.197%
Sample Variance17.616%
Kurtosis11.63
Skewness-0.78
Range65.711%
Minimum-46.471%
Maximum19.240%
Count1636
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.001% 895 54.71% 1.642%
Negative -2.872% 735 44.93% -1.290%
Zero 0.000% 6 0.37% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 6.64%
12 1 Quarter 6.48%
52 1 Year 5.30%
156 3 Years 4.74%
260 5 Years 4.85%
520 10 Years 5.53%
1,040 20 Years 5.23%
2,600 50 Years 5.77%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 7.55. Further, an Excess Kurtosis of 131.22 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.05%00.00%0.00%
-8.05% to -4.55%00.00%0.00%
-4.55% to -1.05%00.00%0.00%
-1.05% to 2.45%1348.19%8.19%
2.45% to 5.95%93056.81%65.00%
5.95% to 9.45%37522.91%87.90%
9.45% to 12.95%996.05%93.95%
12.95% to 16.45%573.48%97.43%
16.45% to 19.95%160.98%98.41%
Greater than 19.95%261.59%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.28%10.62% 90.90%68.27%
±2σ -3.39%15.29% 96.76%95.45%
±3σ -8.05%19.95% 98.41%99.73%
Descriptive Statistics
Mean5.950%
Standard Error0.115%
Median4.862%
Mode2.861%
Standard Deviation4.668%
Sample Variance21.786%
Kurtosis131.22
Skewness7.55
Range104.206%
Minimum1.263%
Maximum105.469%
Count1637
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.950% 1637 100.00% 5.950%
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 5.25. Further, an Excess Kurtosis of 97.95 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -13.66%20.12%0.12%
-13.66% to -10.27%191.16%1.28%
-10.27% to -6.89%352.14%3.42%
-6.89% to -3.51%19511.91%15.33%
-3.51% to -0.12%61637.63%52.96%
-0.12% to 3.26%54233.11%86.07%
3.26% to 6.64%1499.10%95.17%
6.64% to 10.03%523.18%98.35%
10.03% to 13.41%191.16%99.51%
Greater than 13.41%80.49%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.63%4.39% 81.80%68.27%
±2σ -9.14%8.90% 95.97%95.45%
±3σ -13.66%13.41% 99.39%99.73%
Descriptive Statistics
Mean-0.123%
Standard Error0.111%
Median-0.376%
Mode0.000%
Standard Deviation4.511%
Sample Variance20.346%
Kurtosis97.95
Skewness5.25
Range106.623%
Minimum-16.879%
Maximum89.744%
Count1637
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.013% 744 45.45% 1.369%
Negative -2.758% 886 54.12% -1.493%
Zero 0.000% 7 0.43% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Left Skewed (Negative Asymmetry) with a Skewness factor of -0.61. Further, an Excess Kurtosis of 3.70 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -23.72%41.06%1.06%
-23.72% to -17.41%20.53%1.60%
-17.41% to -11.10%102.66%4.26%
-11.10% to -4.79%5815.43%19.68%
-4.79% to 1.52%11330.05%49.73%
1.52% to 7.83%11129.52%79.26%
7.83% to 14.14%5915.69%94.95%
14.14% to 20.45%123.19%98.14%
20.45% to 26.76%61.60%99.73%
Greater than 26.76%10.27%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.89%9.93% 73.40%68.27%
±2σ -15.31%18.34% 95.48%95.45%
±3σ -23.72%26.76% 98.67%99.73%
Descriptive Statistics
Mean1.519%
Standard Error0.434%
Median1.662%
Mode1.671%
Standard Deviation8.413%
Sample Variance70.772%
Kurtosis3.70
Skewness-0.61
Range74.346%
Minimum-46.970%
Maximum27.376%
Count376
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 6.866% 217 57.71% 3.963%
Negative -5.777% 159 42.29% -2.443%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 13.15%
12 1 Year 11.40%
36 3 Years 10.74%
60 5 Years 10.56%
120 10 Years 12.16%
240 20 Years 11.34%
600 50 Years 12.77%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.46. Further, an Excess Kurtosis of 37.94 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -14.41%00.00%0.00%
-14.41% to -7.33%00.00%0.00%
-7.33% to -0.23%00.00%0.00%
-0.23% to 6.86%4913.00%13.00%
6.86% to 13.95%19551.72%64.72%
13.95% to 21.04%8221.75%86.47%
21.04% to 28.13%266.90%93.37%
28.13% to 35.22%133.45%96.82%
35.22% to 42.31%82.12%98.94%
Greater than 42.31%41.06%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 4.49%23.40% 88.59%68.27%
±2σ -4.96%32.86% 96.29%95.45%
±3σ -14.42%42.31% 98.94%99.73%
Descriptive Statistics
Mean13.947%
Standard Error0.487%
Median11.811%
Mode7.550%
Standard Deviation9.454%
Sample Variance89.382%
Kurtosis37.94
Skewness4.46
Range112.771%
Minimum3.635%
Maximum116.406%
Count377
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 13.947% 377 100.00% 13.947%
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 3.18. Further, an Excess Kurtosis of 25.95 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -28.86%00.00%0.00%
-28.86% to -21.80%10.27%0.27%
-21.80% to -14.73%92.39%2.65%
-14.73% to -7.67%5715.12%17.77%
-7.67% to -0.60%13836.60%54.38%
-0.60% to 6.46%11430.24%84.62%
6.46% to 13.53%4411.67%96.29%
13.53% to 20.60%82.12%98.41%
20.60% to 27.66%20.53%98.94%
Greater than 27.66%41.06%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -10.02%8.82% 79.58%68.27%
±2σ -19.44%18.24% 97.88%95.45%
±3σ -28.86%27.66% 98.94%99.73%
Descriptive Statistics
Mean-0.601%
Standard Error0.485%
Median-1.589%
Mode-7.343%
Standard Deviation9.421%
Sample Variance88.756%
Kurtosis25.95
Skewness3.18
Range113.519%
Minimum-22.090%
Maximum91.429%
Count377
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 6.827% 160 42.44% 2.897%
Negative -6.105% 216 57.29% -3.498%
Zero 0.000% 1 0.27% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.43. Further, an Excess Kurtosis of 1.96 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -40.81%10.80%0.80%
-40.81% to -29.47%32.40%3.20%
-29.47% to -18.13%43.20%6.40%
-18.13% to -6.79%1310.40%16.80%
-6.79% to 4.55%3931.20%48.00%
4.55% to 15.90%3931.20%79.20%
15.90% to 27.24%2016.00%95.20%
27.24% to 38.58%32.40%97.60%
38.58% to 49.92%32.40%100.00%
Greater than 49.92%00.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -10.57%19.68% 75.20%68.27%
±2σ -25.69%34.80% 94.40%95.45%
±3σ -40.81%49.92% 99.20%99.73%
Descriptive Statistics
Mean4.555%
Standard Error1.353%
Median5.165%
Mode-53.294%
Standard Deviation15.122%
Sample Variance228.688%
Kurtosis1.96
Skewness-0.43
Range101.291%
Minimum-53.294%
Maximum47.997%
Count125
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 13.230% 78 62.40% 8.256%
Negative -9.841% 47 37.60% -3.700%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 18.79%
12 3 Years 20.03%
20 5 Years 19.14%
40 10 Years 21.05%
80 20 Years 20.00%
200 50 Years 22.66%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.12. Further, an Excess Kurtosis of 14.77 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -25.49%00.00%0.00%
-25.49% to -12.57%00.00%0.00%
-12.57% to 0.35%00.00%0.00%
0.35% to 13.28%1713.49%13.49%
13.28% to 26.20%6652.38%65.87%
26.20% to 39.12%2620.63%86.51%
39.12% to 52.04%97.14%93.65%
52.04% to 64.97%32.38%96.03%
64.97% to 77.89%32.38%98.41%
Greater than 77.89%21.59%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 8.97%43.43% 90.48%68.27%
±2σ -8.26%60.66% 95.24%95.45%
±3σ -25.49%77.89% 98.41%99.73%
Descriptive Statistics
Mean26.199%
Standard Error1.535%
Median21.860%
Mode9.247%
Standard Deviation17.230%
Sample Variance296.879%
Kurtosis14.77
Skewness3.12
Range128.448%
Minimum9.247%
Maximum137.695%
Count126
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 26.199% 126 100.00% 26.199%
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 2.93. Further, an Excess Kurtosis of 14.49 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -55.67%00.00%0.00%
-55.67% to -42.16%00.00%0.00%
-42.16% to -28.64%21.59%1.59%
-28.64% to -15.13%1411.11%12.70%
-15.13% to -1.61%6047.62%60.32%
-1.61% to 11.90%3527.78%88.10%
11.90% to 25.42%107.94%96.03%
25.42% to 38.93%10.79%96.83%
38.93% to 52.45%10.79%97.62%
Greater than 52.45%32.38%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -19.63%16.41% 84.92%68.27%
±2σ -37.65%34.43% 96.83%95.45%
±3σ -55.67%52.45% 97.62%99.73%
Descriptive Statistics
Mean-1.613%
Standard Error1.605%
Median-4.764%
Mode-5.252%
Standard Deviation18.020%
Sample Variance324.710%
Kurtosis14.49
Skewness2.93
Range145.495%
Minimum-31.388%
Maximum114.107%
Count126
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 13.508% 48 38.09% 5.146%
Negative -10.917% 78 61.91% -6.758%
Zero 0.000% 0 0.00% 0.000%