MET - Detail Report

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	2.45%	2.35%	2.01%	2.26%	2.43%	2.63%	67.60	70.98	65.98	72.73
Weekly	5.03%	6.24%	4.96%	5.27%	5.36%	5.79%	65.66	73.08	62.23	77.10
Monthly	8.40%	16.03%	9.17%	10.89%	11.15%	12.05%	61.96	77.44	55.42	86.58
Quarterly	12.05%	28.37%	12.31%	18.14%	19.32%	20.87%	57.10	84.03	47.07	101.94
Annual	—	—	—	—	38.63%	41.74%	47.07	101.94	31.99	150.01
Option Time Horizon	—	—	—	—	14.58%	15.75%	59.87	80.15	51.75	92.73

Calculation Notes: Computed at 2026-03-23T16:34 UTC | Reference Contract: Call option expiring 2026-05-15 (52 days) | Spot Price (S): $69.27 | Strike (K): $70.00 (first OTM call ≥ spot) | Observed Mid-Price: $3.7000 (Bid $3.3000 / Ask $4.1000) | Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury) | Dividend Yield (q): 3.28% | Binomial IV (Annual): 38.63% (CRR binomial tree, American, n=20 steps) | BS IV: 38.68% (European Black-Scholes) | Yahoo IV (Annual): 41.74% → period-scaled as σ_period = σ_annual·√h | Price bands: Upper = S·e^+σ√h, Lower = S·e^−σ√h

Historical Dividend Payouts

Ex-Dividend Date	Amount
2026-02-03	$0.5680
2025-11-04	$0.5680
2025-08-05	$0.5680
2025-05-06	$0.5680
2025-02-04	$0.5450
2024-11-05	$0.5450
2024-08-06	$0.5450
2024-05-06	$0.5450
2024-02-05	$0.5200
2023-11-08	$0.5200
2023-08-07	$0.5200
2023-05-08	$0.5200
2023-02-06	$0.5000
2022-11-07	$0.5000
2022-08-08	$0.5000
2022-05-09	$0.5000
2022-02-07	$0.4800
2021-11-08	$0.4800
2021-08-09	$0.4800
2021-05-10	$0.4800
2021-02-04	$0.4600
2020-11-02	$0.4600
2020-08-03	$0.4600
2020-05-07	$0.4600
2020-02-03	$0.4400
2019-11-04	$0.4400
2019-08-05	$0.4400
2019-05-06	$0.4400
2019-02-04	$0.4200
2018-11-05	$0.4200
2018-08-03	$0.4200
2018-05-04	$0.4200
2018-02-02	$0.4000
2017-11-03	$0.4000
2017-08-03	$0.3565
2017-05-04	$0.3565
2017-02-02	$0.3565
2016-11-03	$0.3565
2016-08-04	$0.3565
2016-05-05	$0.3565
2016-02-03	$0.3342
2015-11-04	$0.3342
2015-08-05	$0.3342
2015-05-07	$0.3342
2015-02-04	$0.3119
2014-11-05	$0.3119
2014-08-06	$0.3119
2014-05-07	$0.3119
2014-02-04	$0.2451
2013-11-06	$0.2451
2013-08-07	$0.2451
2013-05-07	$0.2451
2013-02-04	$0.1649
2012-11-07	$0.6595
2011-11-07	$0.6595
2010-11-05	$0.6595
2009-11-05	$0.6595
2008-11-06	$0.6595
2007-11-02	$0.6595
2006-11-02	$0.5258
2005-11-03	$0.4635
2004-11-03	$0.4100
2003-11-05	$0.2050
2002-11-06	$0.1872
2001-11-02	$0.1783
2000-11-03	$0.1783

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.44. Further, an Excess Kurtosis of 21.79 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -7.29%	58	0.89%	0.89%
-7.29% to -5.46%	37	0.57%	1.46%
-5.46% to -3.62%	159	2.44%	3.89%
-3.62% to -1.78%	598	9.16%	13.05%
-1.78% to 0.06%	2433	37.27%	50.32%
0.06% to 1.90%	2435	37.30%	87.62%
1.90% to 3.74%	562	8.61%	96.23%
3.74% to 5.58%	147	2.25%	98.48%
5.58% to 7.42%	50	0.77%	99.25%
Greater than 7.42%	49	0.75%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.39%	2.52%	83.69%	68.27%
±2σ	-4.84%	4.97%	95.96%	95.45%
±3σ	-7.29%	7.42%	98.36%	99.73%

Descriptive Statistics

Mean	0.064%
Standard Error	0.030%
Median	0.055%
Mode	0.000%
Standard Deviation	2.453%
Sample Variance	6.017%
Kurtosis	21.79
Skewness	0.44
Range	54.770%
Minimum	-26.770%
Maximum	28.000%
Count	6528

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.527%	3347	51.27%	0.783%
Negative	-1.502%	3125	47.87%	-0.719%
Zero	0.000%	56	0.86%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	2.20%
20	1 Month	3.06%
60	1 Quarter	2.67%
250	1 Year	2.40%
750	3 Years	2.15%
1,250	5 Years	2.26%
2,500	10 Years	2.37%
5,000	20 Years	2.81%
12,500	50 Years	2.78%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.92. Further, an Excess Kurtosis of 35.01 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -4.42%	0	0.00%	0.00%
-4.42% to -2.66%	0	0.00%	0.00%
-2.66% to -0.90%	0	0.00%	0.00%
-0.90% to 0.86%	185	2.83%	2.83%
0.86% to 2.62%	4262	65.28%	68.11%
2.62% to 4.38%	1419	21.73%	89.85%
4.38% to 6.14%	365	5.59%	95.44%
6.14% to 7.90%	127	1.95%	97.38%
7.90% to 9.66%	45	0.69%	98.07%
Greater than 9.66%	126	1.93%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.27%	4.97%	92.54%	68.27%
±2σ	-2.08%	7.31%	96.86%	95.45%
±3σ	-4.42%	9.66%	98.07%	99.73%

Descriptive Statistics

Mean	2.619%
Standard Error	0.029%
Median	2.011%
Mode	1.289%
Standard Deviation	2.348%
Sample Variance	5.515%
Kurtosis	35.01
Skewness	4.92
Range	31.005%
Minimum	0.439%
Maximum	31.444%
Count	6529

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.619%	6529	100.00%	2.619%
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 0.45. Further, an Excess Kurtosis of 18.39 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -5.99%	45	0.69%	0.69%
-5.99% to -4.48%	47	0.72%	1.41%
-4.48% to -2.98%	151	2.31%	3.72%
-2.98% to -1.47%	627	9.60%	13.33%
-1.47% to 0.03%	2491	38.15%	51.48%
0.03% to 1.54%	2291	35.09%	86.57%
1.54% to 3.05%	602	9.22%	95.79%
3.05% to 4.55%	161	2.47%	98.25%
4.55% to 6.06%	59	0.90%	99.16%
Greater than 6.06%	55	0.84%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.97%	2.04%	82.54%	68.27%
±2σ	-3.98%	4.05%	95.71%	95.45%
±3σ	-5.99%	6.06%	98.47%	99.73%

Descriptive Statistics

Mean	0.034%
Standard Error	0.025%
Median	0.000%
Mode	0.000%
Standard Deviation	2.008%
Sample Variance	4.032%
Kurtosis	18.39
Skewness	0.45
Range	40.851%
Minimum	-16.580%
Maximum	24.271%
Count	6529

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.312%	3218	49.29%	0.647%
Negative	-1.231%	3251	49.79%	-0.613%
Zero	0.000%	60	0.92%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.88. Further, an Excess Kurtosis of 17.83 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -14.81%	13	0.96%	0.96%
-14.81% to -11.03%	15	1.11%	2.07%
-11.03% to -7.26%	28	2.07%	4.14%
-7.26% to -3.48%	128	9.45%	13.59%
-3.48% to 0.29%	485	35.82%	49.41%
0.29% to 4.07%	494	36.48%	85.89%
4.07% to 7.84%	138	10.19%	96.09%
7.84% to 11.61%	27	1.99%	98.08%
11.61% to 15.39%	17	1.26%	99.34%
Greater than 15.39%	9	0.66%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.74%	5.32%	82.87%	68.27%
±2σ	-9.78%	10.36%	95.42%	95.45%
±3σ	-14.81%	15.39%	98.38%	99.73%

Descriptive Statistics

Mean	0.290%
Standard Error	0.137%
Median	0.321%
Mode	0.000%
Standard Deviation	5.033%
Sample Variance	25.332%
Kurtosis	17.83
Skewness	0.88
Range	86.466%
Minimum	-32.860%
Maximum	53.606%
Count	1354

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.216%	734	54.21%	1.743%
Negative	-3.195%	616	45.49%	-1.454%
Zero	0.000%	4	0.29%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	6.50%
12	1 Quarter	5.79%
52	1 Year	5.37%
156	3 Years	4.99%
260	5 Years	5.27%
520	10 Years	5.54%
1,040	20 Years	6.49%
2,600	50 Years	6.37%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.90. Further, an Excess Kurtosis of 34.32 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -12.06%	0	0.00%	0.00%
-12.06% to -7.38%	0	0.00%	0.00%
-7.38% to -2.70%	0	0.00%	0.00%
-2.70% to 1.98%	29	2.14%	2.14%
1.98% to 6.66%	896	66.13%	68.27%
6.66% to 11.33%	297	21.92%	90.18%
11.33% to 16.01%	69	5.09%	95.28%
16.01% to 20.69%	27	1.99%	97.27%
20.69% to 25.37%	10	0.74%	98.01%
Greater than 25.37%	27	1.99%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.42%	12.89%	92.55%	68.27%
±2σ	-5.82%	19.13%	96.83%	95.45%
±3σ	-12.06%	25.37%	98.01%	99.73%

Descriptive Statistics

Mean	6.655%
Standard Error	0.169%
Median	5.105%
Mode	2.457%
Standard Deviation	6.238%
Sample Variance	38.917%
Kurtosis	34.32
Skewness	4.90
Range	74.726%
Minimum	1.167%
Maximum	75.893%
Count	1355

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	6.655%	1355	100.00%	6.655%
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 1.70. Further, an Excess Kurtosis of 15.11 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -14.82%	6	0.44%	0.44%
-14.82% to -11.10%	13	0.96%	1.40%
-11.10% to -7.38%	23	1.70%	3.10%
-7.38% to -3.65%	152	11.22%	14.32%
-3.65% to 0.07%	541	39.93%	54.24%
0.07% to 3.80%	444	32.77%	87.01%
3.80% to 7.52%	116	8.56%	95.57%
7.52% to 11.24%	32	2.36%	97.93%
11.24% to 14.97%	11	0.81%	98.75%
Greater than 14.97%	17	1.25%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.89%	5.04%	83.39%	68.27%
±2σ	-9.86%	10.00%	95.79%	95.45%
±3σ	-14.82%	14.97%	98.30%	99.73%

Descriptive Statistics

Mean	0.072%
Standard Error	0.135%
Median	-0.301%
Mode	0.000%
Standard Deviation	4.965%
Sample Variance	24.655%
Kurtosis	15.11
Skewness	1.70
Range	76.773%
Minimum	-30.934%
Maximum	45.839%
Count	1355

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.469%	627	46.27%	1.605%
Negative	-2.874%	723	53.36%	-1.534%
Zero	0.000%	5	0.37%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.41. Further, an Excess Kurtosis of 3.77 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -24.14%	3	0.96%	0.96%
-24.14% to -17.84%	4	1.29%	2.25%
-17.84% to -11.54%	10	3.22%	5.47%
-11.54% to -5.24%	35	11.25%	16.72%
-5.24% to 1.06%	101	32.48%	49.20%
1.06% to 7.36%	107	34.41%	83.60%
7.36% to 13.66%	33	10.61%	94.21%
13.66% to 19.96%	10	3.22%	97.43%
19.96% to 26.26%	7	2.25%	99.68%
Greater than 26.26%	1	0.32%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.34%	9.46%	79.10%	68.27%
±2σ	-15.74%	17.86%	93.25%	95.45%
±3σ	-24.14%	26.26%	98.71%	99.73%

Descriptive Statistics

Mean	1.060%
Standard Error	0.476%
Median	1.241%
Mode	2.998%
Standard Deviation	8.399%
Sample Variance	70.537%
Kurtosis	3.77
Skewness	-0.41
Range	71.333%
Minimum	-40.679%
Maximum	30.654%
Count	311

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	6.178%	177	56.91%	3.516%
Negative	-5.701%	134	43.09%	-2.456%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	10.58%
12	1 Year	10.24%
36	3 Years	10.44%
60	5 Years	10.89%
120	10 Years	11.88%
240	20 Years	13.57%
600	50 Years	13.21%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.42. Further, an Excess Kurtosis of 36.38 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -32.95%	0	0.00%	0.00%
-32.95% to -20.93%	0	0.00%	0.00%
-20.93% to -8.91%	0	0.00%	0.00%
-8.91% to 3.11%	0	0.00%	0.00%
3.11% to 15.13%	232	74.36%	74.36%
15.13% to 27.15%	54	17.31%	91.67%
27.15% to 39.17%	14	4.49%	96.15%
39.17% to 51.19%	5	1.60%	97.76%
51.19% to 63.21%	1	0.32%	98.08%
Greater than 63.21%	6	1.92%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-0.90%	31.16%	94.55%	68.27%
±2σ	-16.93%	47.18%	97.12%	95.45%
±3σ	-32.95%	63.21%	98.08%	99.73%

Descriptive Statistics

Mean	15.128%
Standard Error	0.907%
Median	11.189%
Mode	8.090%
Standard Deviation	16.027%
Sample Variance	256.870%
Kurtosis	36.38
Skewness	5.42
Range	151.554%
Minimum	3.790%
Maximum	155.344%
Count	312

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	15.128%	312	100.00%	15.128%
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 1.98. Further, an Excess Kurtosis of 11.51 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -27.59%	0	0.00%	0.00%
-27.59% to -20.72%	3	0.96%	0.96%
-20.72% to -13.84%	9	2.88%	3.85%
-13.84% to -6.96%	44	14.10%	17.95%
-6.96% to -0.09%	113	36.22%	54.17%
-0.09% to 6.79%	105	33.65%	87.82%
6.79% to 13.66%	23	7.37%	95.19%
13.66% to 20.54%	7	2.24%	97.44%
20.54% to 27.41%	5	1.60%	99.04%
Greater than 27.41%	3	0.96%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.26%	9.08%	81.73%	68.27%
±2σ	-18.42%	18.25%	95.51%	95.45%
±3σ	-27.59%	27.41%	99.04%	99.73%

Descriptive Statistics

Mean	-0.089%
Standard Error	0.519%
Median	-0.791%
Mode	-3.818%
Standard Deviation	9.168%
Sample Variance	84.056%
Kurtosis	11.51
Skewness	1.98
Range	90.173%
Minimum	-26.958%
Maximum	63.215%
Count	312

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	6.468%	142	45.51%	2.944%
Negative	-5.566%	170	54.49%	-3.033%
Zero	0.000%	0	0.00%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.01. Further, an Excess Kurtosis of 0.67 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -33.35%	1	0.96%	0.96%
-33.35% to -24.31%	1	0.96%	1.92%
-24.31% to -15.27%	4	3.85%	5.77%
-15.27% to -6.23%	17	16.35%	22.12%
-6.23% to 2.81%	27	25.96%	48.08%
2.81% to 11.85%	34	32.69%	80.77%
11.85% to 20.89%	13	12.50%	93.27%
20.89% to 29.93%	5	4.81%	98.08%
29.93% to 38.97%	2	1.92%	100.00%
Greater than 38.97%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.25%	14.86%	70.19%	68.27%
±2σ	-21.30%	26.91%	94.23%	95.45%
±3σ	-33.35%	38.97%	99.04%	99.73%

Descriptive Statistics

Mean	2.808%
Standard Error	1.182%
Median	3.107%
Mode	-34.568%
Standard Deviation	12.053%
Sample Variance	145.286%
Kurtosis	0.67
Skewness	-0.01
Range	67.960%
Minimum	-34.568%
Maximum	33.392%
Count	104

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	9.586%	67	64.42%	6.176%
Negative	-9.466%	37	35.58%	-3.368%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	14.06%
12	3 Years	17.47%
20	5 Years	18.14%
40	10 Years	19.87%
80	20 Years	22.38%
200	50 Years	21.98%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.07. Further, an Excess Kurtosis of 17.73 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -57.36%	0	0.00%	0.00%
-57.36% to -36.08%	0	0.00%	0.00%
-36.08% to -14.80%	0	0.00%	0.00%
-14.80% to 6.48%	0	0.00%	0.00%
6.48% to 27.76%	75	71.43%	71.43%
27.76% to 49.04%	24	22.86%	94.29%
49.04% to 70.32%	2	1.90%	96.19%
70.32% to 91.60%	0	0.00%	96.19%
91.60% to 112.88%	0	0.00%	96.19%
Greater than 112.88%	4	3.81%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-0.62%	56.13%	94.29%	68.27%
±2σ	-28.99%	84.51%	96.19%	95.45%
±3σ	-57.36%	112.88%	96.19%	99.73%

Descriptive Statistics

Mean	27.758%
Standard Error	2.769%
Median	21.059%
Mode	9.202%
Standard Deviation	28.374%
Sample Variance	805.076%
Kurtosis	17.73
Skewness	4.07
Range	175.495%
Minimum	9.202%
Maximum	184.697%
Count	105

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	27.758%	105	100.00%	27.758%
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 1.12. Further, an Excess Kurtosis of 3.14 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -37.76%	0	0.00%	0.00%
-37.76% to -28.52%	0	0.00%	0.00%
-28.52% to -19.29%	6	5.71%	5.71%
-19.29% to -10.06%	15	14.29%	20.00%
-10.06% to -0.82%	41	39.05%	59.05%
-0.82% to 8.41%	20	19.05%	78.10%
8.41% to 17.64%	17	16.19%	94.29%
17.64% to 26.88%	4	3.81%	98.10%
26.88% to 36.11%	0	0.00%	98.10%
Greater than 36.11%	2	1.90%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-13.13%	11.49%	69.52%	68.27%
±2σ	-25.45%	23.80%	98.10%	95.45%
±3σ	-37.76%	36.11%	98.10%	99.73%

Descriptive Statistics

Mean	-0.823%
Standard Error	1.202%
Median	-2.890%
Mode	-24.208%
Standard Deviation	12.312%
Sample Variance	151.581%
Kurtosis	3.14
Skewness	1.12
Range	77.700%
Minimum	-24.208%
Maximum	53.492%
Count	105

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	10.893%	41	39.05%	4.253%
Negative	-8.329%	64	60.95%	-5.077%
Zero	0.000%	0	0.00%	0.000%

MET Deep Analytical Report