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	2.46%	2.35%	2.01%	2.25%	1.65%	1.73%	77.80	80.42	76.53	81.76
Weekly	5.04%	6.25%	4.97%	5.24%	3.64%	3.81%	76.27	82.03	73.54	85.08
Monthly	8.39%	16.05%	9.17%	10.82%	7.58%	7.93%	73.33	85.33	67.97	92.05
Quarterly	11.97%	28.43%	12.23%	17.67%	13.13%	13.73%	69.37	90.20	60.83	102.85
Annual	—	—	—	—	26.26%	27.45%	60.83	102.85	46.78	133.74
Option Time Horizon	—	—	—	—	10.10%	10.56%	71.50	87.51	64.63	96.81

Calculation Notes: Computed at 2026-02-22T14:19 UTC | Reference Contract: Call option expiring 2026-04-17 (54 days) | Spot Price (S): $79.10 | Strike (K): $80.00 (first OTM call ≥ spot) | Observed Mid-Price: $2.8250 (Bid $2.7000 / Ask $2.9500) | Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury) | Dividend Yield (q): 2.88% | Binomial IV (Annual): 26.26% (CRR binomial tree, American, n=20 steps) | BS IV: 26.42% (European Black-Scholes) | Yahoo IV (Annual): 27.45% → 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 -7.30%	58	0.89%	0.89%
-7.30% to -5.46%	37	0.57%	1.46%
-5.46% to -3.62%	157	2.41%	3.87%
-3.62% to -1.77%	600	9.22%	13.09%
-1.77% to 0.07%	2428	37.31%	50.41%
0.07% to 1.91%	2420	37.19%	87.60%
1.91% to 3.75%	561	8.62%	96.22%
3.75% to 5.59%	147	2.26%	98.48%
5.59% to 7.43%	50	0.77%	99.25%
Greater than 7.43%	49	0.75%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.39%	2.52%	83.66%	68.27%
±2σ	-4.84%	4.98%	95.97%	95.45%
±3σ	-7.30%	7.43%	98.36%	99.73%

Descriptive Statistics

Mean	0.066%
Standard Error	0.030%
Median	0.056%
Mode	0.000%
Standard Deviation	2.455%
Sample Variance	6.026%
Kurtosis	21.79
Skewness	0.44
Range	54.770%
Minimum	-26.770%
Maximum	28.000%
Count	6507

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.529%	3339	51.31%	0.785%
Negative	-1.502%	3112	47.83%	-0.718%
Zero	0.000%	56	0.86%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	2.09%
20	1 Month	2.66%
60	1 Quarter	2.10%
250	1 Year	2.35%
750	3 Years	2.17%
1,250	5 Years	2.25%
2,500	10 Years	2.37%
5,000	20 Years	2.80%
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 34.98 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -4.43%	0	0.00%	0.00%
-4.43% to -2.67%	0	0.00%	0.00%
-2.67% to -0.91%	0	0.00%	0.00%
-0.91% to 0.85%	181	2.78%	2.78%
0.85% to 2.62%	4254	65.37%	68.15%
2.62% to 4.38%	1414	21.73%	89.87%
4.38% to 6.14%	363	5.58%	95.45%
6.14% to 7.91%	125	1.92%	97.37%
7.91% to 9.67%	45	0.69%	98.06%
Greater than 9.67%	126	1.94%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.27%	4.97%	92.55%	68.27%
±2σ	-2.08%	7.32%	96.87%	95.45%
±3σ	-4.44%	9.67%	98.06%	99.73%

Descriptive Statistics

Mean	2.618%
Standard Error	0.029%
Median	2.008%
Mode	1.289%
Standard Deviation	2.351%
Sample Variance	5.527%
Kurtosis	34.98
Skewness	4.92
Range	31.005%
Minimum	0.439%
Maximum	31.444%
Count	6508

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.618%	6508	100.00%	2.618%
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 18.40 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 -4.49%	47	0.72%	1.41%
-4.49% to -2.98%	151	2.32%	3.73%
-2.98% to -1.47%	626	9.62%	13.35%
-1.47% to 0.03%	2478	38.08%	51.43%
0.03% to 1.54%	2287	35.14%	86.57%
1.54% to 3.05%	601	9.23%	95.81%
3.05% to 4.55%	160	2.46%	98.26%
4.55% to 6.06%	58	0.89%	99.15%
Greater than 6.06%	55	0.85%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.98%	2.04%	82.54%	68.27%
±2σ	-3.98%	4.05%	95.73%	95.45%
±3σ	-5.99%	6.06%	98.46%	99.73%

Descriptive Statistics

Mean	0.033%
Standard Error	0.025%
Median	0.000%
Mode	0.000%
Standard Deviation	2.009%
Sample Variance	4.037%
Kurtosis	18.40
Skewness	0.45
Range	40.851%
Minimum	-16.580%
Maximum	24.271%
Count	6508

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.311%	3208	49.29%	0.646%
Negative	-1.233%	3240	49.78%	-0.614%
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 0.87. Further, an Excess Kurtosis of 17.80 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 -11.04%	15	1.11%	2.07%
-11.04% to -7.26%	28	2.07%	4.15%
-7.26% to -3.48%	128	9.48%	13.63%
-3.48% to 0.30%	484	35.85%	49.48%
0.30% to 4.08%	491	36.37%	85.85%
4.08% to 7.86%	138	10.22%	96.07%
7.86% to 11.64%	27	2.00%	98.07%
11.64% to 15.41%	17	1.26%	99.33%
Greater than 15.41%	9	0.67%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.74%	5.34%	82.81%	68.27%
±2σ	-9.78%	10.38%	95.41%	95.45%
±3σ	-14.81%	15.41%	98.37%	99.73%

Descriptive Statistics

Mean	0.300%
Standard Error	0.137%
Median	0.332%
Mode	0.000%
Standard Deviation	5.038%
Sample Variance	25.383%
Kurtosis	17.80
Skewness	0.87
Range	86.466%
Minimum	-32.860%
Maximum	53.606%
Count	1350

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.218%	734	54.37%	1.750%
Negative	-3.198%	612	45.33%	-1.450%
Zero	0.000%	4	0.30%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	5.62%
12	1 Quarter	4.77%
52	1 Year	5.31%
156	3 Years	5.08%
260	5 Years	5.24%
520	10 Years	5.54%
1,040	20 Years	6.48%
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 4.89. Further, an Excess Kurtosis of 34.22 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -12.09%	0	0.00%	0.00%
-12.09% to -7.41%	0	0.00%	0.00%
-7.41% to -2.72%	0	0.00%	0.00%
-2.72% to 1.97%	29	2.15%	2.15%
1.97% to 6.65%	895	66.25%	68.39%
6.65% to 11.34%	294	21.76%	90.16%
11.34% to 16.02%	69	5.11%	95.26%
16.02% to 20.71%	27	2.00%	97.26%
20.71% to 25.40%	10	0.74%	98.00%
Greater than 25.40%	27	2.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.40%	12.90%	92.52%	68.27%
±2σ	-5.84%	19.15%	96.82%	95.45%
±3σ	-12.09%	25.40%	98.00%	99.73%

Descriptive Statistics

Mean	6.652%
Standard Error	0.170%
Median	5.090%
Mode	2.457%
Standard Deviation	6.248%
Sample Variance	39.033%
Kurtosis	34.22
Skewness	4.89
Range	74.726%
Minimum	1.167%
Maximum	75.893%
Count	1351

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	6.652%	1351	100.00%	6.652%
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 1.71. Further, an Excess Kurtosis of 15.10 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -14.85%	6	0.44%	0.44%
-14.85% to -11.12%	13	0.96%	1.41%
-11.12% to -7.39%	23	1.70%	3.11%
-7.39% to -3.67%	149	11.03%	14.14%
-3.67% to 0.06%	544	40.27%	54.40%
0.06% to 3.79%	440	32.57%	86.97%
3.79% to 7.52%	116	8.59%	95.56%
7.52% to 11.25%	32	2.37%	97.93%
11.25% to 14.97%	11	0.81%	98.74%
Greater than 14.97%	17	1.26%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.91%	5.03%	83.35%	68.27%
±2σ	-9.88%	10.00%	95.78%	95.45%
±3σ	-14.85%	14.97%	98.30%	99.73%

Descriptive Statistics

Mean	0.062%
Standard Error	0.135%
Median	-0.321%
Mode	0.000%
Standard Deviation	4.971%
Sample Variance	24.707%
Kurtosis	15.10
Skewness	1.71
Range	76.773%
Minimum	-30.934%
Maximum	45.839%
Count	1351

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.478%	622	46.04%	1.601%
Negative	-2.872%	724	53.59%	-1.539%
Zero	0.000%	5	0.37%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.43. Further, an Excess Kurtosis of 3.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -24.07%	3	0.97%	0.97%
-24.07% to -17.78%	4	1.29%	2.26%
-17.78% to -11.48%	10	3.23%	5.48%
-11.48% to -5.19%	35	11.29%	16.77%
-5.19% to 1.10%	101	32.58%	49.35%
1.10% to 7.40%	106	34.19%	83.55%
7.40% to 13.69%	33	10.65%	94.19%
13.69% to 19.98%	10	3.23%	97.42%
19.98% to 26.28%	7	2.26%	99.68%
Greater than 26.28%	1	0.32%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.29%	9.49%	79.68%	68.27%
±2σ	-15.68%	17.89%	93.23%	95.45%
±3σ	-24.07%	26.28%	98.71%	99.73%

Descriptive Statistics

Mean	1.103%
Standard Error	0.477%
Median	1.245%
Mode	2.998%
Standard Deviation	8.392%
Sample Variance	70.432%
Kurtosis	3.82
Skewness	-0.43
Range	71.333%
Minimum	-40.679%
Maximum	30.654%
Count	310

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	6.149%	178	57.42%	3.531%
Negative	-5.701%	132	42.58%	-2.428%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	9.86%
12	1 Year	10.10%
36	3 Years	10.86%
60	5 Years	10.82%
120	10 Years	11.90%
240	20 Years	13.55%
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 5.41. Further, an Excess Kurtosis of 36.25 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -33.03%	0	0.00%	0.00%
-33.03% to -20.99%	0	0.00%	0.00%
-20.99% to -8.95%	0	0.00%	0.00%
-8.95% to 3.09%	0	0.00%	0.00%
3.09% to 15.13%	231	74.28%	74.28%
15.13% to 27.17%	55	17.68%	91.96%
27.17% to 39.21%	13	4.18%	96.14%
39.21% to 51.25%	5	1.61%	97.75%
51.25% to 63.29%	1	0.32%	98.07%
Greater than 63.29%	6	1.93%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-0.92%	31.18%	94.53%	68.27%
±2σ	-16.98%	47.24%	97.43%	95.45%
±3σ	-33.03%	63.29%	98.07%	99.73%

Descriptive Statistics

Mean	15.131%
Standard Error	0.910%
Median	11.154%
Mode	8.090%
Standard Deviation	16.053%
Sample Variance	257.701%
Kurtosis	36.25
Skewness	5.41
Range	151.554%
Minimum	3.790%
Maximum	155.344%
Count	311

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	15.131%	311	100.00%	15.131%
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 1.99. Further, an Excess Kurtosis of 11.61 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -27.63%	0	0.00%	0.00%
-27.63% to -20.75%	3	0.96%	0.96%
-20.75% to -13.88%	9	2.89%	3.86%
-13.88% to -7.00%	42	13.50%	17.36%
-7.00% to -0.13%	115	36.98%	54.34%
-0.13% to 6.74%	102	32.80%	87.14%
6.74% to 13.62%	25	8.04%	95.18%
13.62% to 20.49%	7	2.25%	97.43%
20.49% to 27.37%	5	1.61%	99.04%
Greater than 27.37%	3	0.96%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.30%	9.04%	82.32%	68.27%
±2σ	-18.46%	18.20%	95.50%	95.45%
±3σ	-27.63%	27.37%	99.04%	99.73%

Descriptive Statistics

Mean	-0.130%
Standard Error	0.520%
Median	-0.794%
Mode	-3.818%
Standard Deviation	9.166%
Sample Variance	84.007%
Kurtosis	11.61
Skewness	1.99
Range	90.173%
Minimum	-26.958%
Maximum	63.215%
Count	311

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	6.472%	140	45.02%	2.913%
Negative	-5.535%	171	54.98%	-3.043%
Zero	0.000%	0	0.00%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.02. Further, an Excess Kurtosis of 0.75 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -33.00%	1	0.96%	0.96%
-33.00% to -24.02%	1	0.96%	1.92%
-24.02% to -15.04%	4	3.85%	5.77%
-15.04% to -6.05%	16	15.38%	21.15%
-6.05% to 2.93%	30	28.85%	50.00%
2.93% to 11.91%	32	30.77%	80.77%
11.91% to 20.89%	13	12.50%	93.27%
20.89% to 29.87%	5	4.81%	98.08%
29.87% to 38.85%	2	1.92%	100.00%
Greater than 38.85%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.05%	14.90%	70.19%	68.27%
±2σ	-21.02%	26.88%	94.23%	95.45%
±3σ	-33.00%	38.85%	99.04%	99.73%

Descriptive Statistics

Mean	2.926%
Standard Error	1.174%
Median	3.107%
Mode	-34.568%
Standard Deviation	11.975%
Sample Variance	143.397%
Kurtosis	0.75
Skewness	-0.02
Range	67.960%
Minimum	-34.568%
Maximum	33.392%
Count	104

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	9.460%	68	65.39%	6.185%
Negative	-9.417%	36	34.62%	-3.260%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	11.75%
12	3 Years	16.70%
20	5 Years	17.67%
40	10 Years	19.64%
80	20 Years	22.27%
200	50 Years	21.89%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.06. Further, an Excess Kurtosis of 17.65 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -57.63%	0	0.00%	0.00%
-57.63% to -36.31%	0	0.00%	0.00%
-36.31% to -14.99%	0	0.00%	0.00%
-14.99% to 6.33%	0	0.00%	0.00%
6.33% to 27.65%	75	71.43%	71.43%
27.65% to 48.97%	24	22.86%	94.29%
48.97% to 70.28%	2	1.90%	96.19%
70.28% to 91.60%	0	0.00%	96.19%
91.60% to 112.92%	0	0.00%	96.19%
Greater than 112.92%	4	3.81%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-0.78%	56.07%	94.29%	68.27%
±2σ	-29.20%	84.50%	96.19%	95.45%
±3σ	-57.63%	112.92%	96.19%	99.73%

Descriptive Statistics

Mean	27.646%
Standard Error	2.774%
Median	21.059%
Mode	9.053%
Standard Deviation	28.425%
Sample Variance	807.968%
Kurtosis	17.65
Skewness	4.06
Range	175.644%
Minimum	9.053%
Maximum	184.697%
Count	105

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	27.646%	105	100.00%	27.646%
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 1.16. Further, an Excess Kurtosis of 3.33 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -37.65%	0	0.00%	0.00%
-37.65% to -28.48%	0	0.00%	0.00%
-28.48% to -19.30%	6	5.71%	5.71%
-19.30% to -10.13%	15	14.29%	20.00%
-10.13% to -0.95%	41	39.05%	59.05%
-0.95% to 8.22%	21	20.00%	79.05%
8.22% to 17.39%	16	15.24%	94.29%
17.39% to 26.57%	4	3.81%	98.10%
26.57% to 35.74%	0	0.00%	98.10%
Greater than 35.74%	2	1.90%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-13.19%	11.28%	71.43%	68.27%
±2σ	-25.42%	23.51%	98.10%	95.45%
±3σ	-37.65%	35.74%	98.10%	99.73%

Descriptive Statistics

Mean	-0.954%
Standard Error	1.194%
Median	-2.890%
Mode	-24.208%
Standard Deviation	12.232%
Sample Variance	149.632%
Kurtosis	3.33
Skewness	1.16
Range	77.700%
Minimum	-24.208%
Maximum	53.492%
Count	105

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	10.831%	40	38.09%	4.126%
Negative	-8.206%	65	61.91%	-5.080%
Zero	0.000%	0	0.00%	0.000%

MET Deep Analytical Report