MGM - 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	3.08%	3.34%	2.62%	3.39%	3.00%	3.27%	36.24	38.48	35.16	39.65
Weekly	7.42%	9.34%	6.99%	7.95%	6.61%	7.20%	34.95	39.89	32.72	42.61
Monthly	17.52%	27.09%	15.09%	16.96%	13.75%	15.00%	32.54	42.85	28.36	49.16
Quarterly	21.36%	58.48%	23.43%	27.44%	23.82%	25.98%	29.43	47.38	23.19	60.13
Annual	—	—	—	—	47.64%	51.95%	23.19	60.13	14.40	96.82
Option Time Horizon	—	—	—	—	17.98%	19.61%	31.19	44.70	26.06	53.50

Calculation Notes: Computed at 2026-03-23T16:36 UTC | Reference Contract: Call option expiring 2026-05-15 (52 days) | Spot Price (S): $37.34 | Strike (K): $38.00 (first OTM call ≥ spot) | Observed Mid-Price: $2.4800 (Bid $2.2800 / Ask $2.6800) | Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.00% | Binomial IV (Annual): 47.64% (CRR binomial tree, American, n=20 steps) | BS IV: 47.85% (European Black-Scholes) | Yahoo IV (Annual): 51.95% → 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
2022-12-08	$0.0030
2022-09-08	$0.0030
2022-06-09	$0.0030
2022-03-09	$0.0030
2021-12-09	$0.0030
2021-09-09	$0.0030
2021-06-09	$0.0030
2021-03-09	$0.0030
2020-12-09	$0.0030
2020-09-09	$0.0030
2020-06-09	$0.0030
2020-03-09	$0.1500
2019-12-09	$0.1300
2019-09-09	$0.1300
2019-06-07	$0.1300
2019-03-07	$0.1300
2018-12-07	$0.1200
2018-09-07	$0.1200
2018-06-07	$0.1200
2018-03-08	$0.1200
2017-12-08	$0.1100
2017-09-08	$0.1100
2017-06-07	$0.1100
2017-03-08	$0.1100
2001-02-08	$0.0500
2000-02-08	$0.0250

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.96. Further, an Excess Kurtosis of 22.21 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -9.17%	73	0.78%	0.78%
-9.17% to -6.86%	64	0.69%	1.47%
-6.86% to -4.55%	216	2.32%	3.79%
-4.55% to -2.24%	983	10.57%	14.36%
-2.24% to 0.08%	3641	39.13%	53.49%
0.08% to 2.39%	3006	32.31%	85.80%
2.39% to 4.70%	907	9.75%	95.55%
4.70% to 7.01%	243	2.61%	98.16%
7.01% to 9.32%	94	1.01%	99.17%
Greater than 9.32%	77	0.83%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.01%	3.16%	81.96%	68.27%
±2σ	-6.09%	6.24%	95.66%	95.45%
±3σ	-9.17%	9.33%	98.39%	99.73%

Descriptive Statistics

Mean	0.076%
Standard Error	0.032%
Median	0.000%
Mode	0.000%
Standard Deviation	3.083%
Sample Variance	9.507%
Kurtosis	22.21
Skewness	0.96
Range	81.703%
Minimum	-33.614%
Maximum	48.089%
Count	9304

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.148%	4405	47.34%	1.017%
Negative	-1.988%	4404	47.33%	-0.941%
Zero	0.000%	495	5.32%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	4.88%
20	1 Month	4.55%
60	1 Quarter	4.12%
250	1 Year	3.53%
750	3 Years	3.08%
1,250	5 Years	3.39%
2,500	10 Years	3.44%
5,000	20 Years	4.13%
12,500	50 Years	3.80%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.40. Further, an Excess Kurtosis of 32.94 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -6.40%	0	0.00%	0.00%
-6.40% to -3.89%	0	0.00%	0.00%
-3.89% to -1.39%	0	0.00%	0.00%
-1.39% to 1.12%	593	6.37%	6.37%
1.12% to 3.63%	5786	62.18%	68.55%
3.63% to 6.14%	1870	20.10%	88.65%
6.14% to 8.65%	489	5.26%	93.91%
8.65% to 11.15%	248	2.67%	96.57%
11.15% to 13.66%	124	1.33%	97.90%
Greater than 13.66%	195	2.10%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.29%	6.97%	91.08%	68.27%
±2σ	-3.06%	10.32%	95.91%	95.45%
±3σ	-6.40%	13.66%	97.90%	99.73%

Descriptive Statistics

Mean	3.631%
Standard Error	0.035%
Median	2.727%
Mode	1.053%
Standard Deviation	3.344%
Sample Variance	11.183%
Kurtosis	32.94
Skewness	4.40
Range	52.828%
Minimum	0.223%
Maximum	53.051%
Count	9305

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.631%	9305	100.00%	3.631%
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 Right Skewed (Positive Asymmetry) with a Skewness factor of 0.74. Further, an Excess Kurtosis of 13.03 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -7.72%	55	0.59%	0.59%
-7.72% to -5.76%	93	1.00%	1.59%
-5.76% to -3.79%	253	2.72%	4.31%
-3.79% to -1.83%	1049	11.27%	15.58%
-1.83% to 0.14%	3457	37.15%	52.74%
0.14% to 2.10%	3034	32.61%	85.34%
2.10% to 4.07%	940	10.10%	95.44%
4.07% to 6.03%	257	2.76%	98.21%
6.03% to 8.00%	80	0.86%	99.07%
Greater than 8.00%	87	0.93%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.48%	2.76%	80.66%	68.27%
±2σ	-5.10%	5.38%	95.49%	95.45%
±3σ	-7.72%	8.00%	98.47%	99.73%

Descriptive Statistics

Mean	0.138%
Standard Error	0.027%
Median	0.000%
Mode	0.000%
Standard Deviation	2.620%
Sample Variance	6.866%
Kurtosis	13.03
Skewness	0.74
Range	55.231%
Minimum	-26.882%
Maximum	28.349%
Count	9305

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.884%	4570	49.11%	0.925%
Negative	-1.763%	4156	44.66%	-0.787%
Zero	0.000%	579	6.22%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.38. Further, an Excess Kurtosis of 55.69 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -21.88%	16	0.81%	0.81%
-21.88% to -16.31%	12	0.61%	1.42%
-16.31% to -10.75%	42	2.13%	3.55%
-10.75% to -5.18%	198	10.05%	13.60%
-5.18% to 0.39%	775	39.34%	52.94%
0.39% to 5.96%	658	33.40%	86.35%
5.96% to 11.52%	187	9.49%	95.84%
11.52% to 17.09%	56	2.84%	98.68%
17.09% to 22.66%	13	0.66%	99.34%
Greater than 22.66%	13	0.66%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.03%	7.81%	82.64%	68.27%
±2σ	-14.46%	15.23%	96.19%	95.45%
±3σ	-21.88%	22.66%	98.53%	99.73%

Descriptive Statistics

Mean	0.389%
Standard Error	0.167%
Median	0.000%
Mode	0.000%
Standard Deviation	7.423%
Sample Variance	55.098%
Kurtosis	55.69
Skewness	3.38
Range	173.090%
Minimum	-42.673%
Maximum	130.417%
Count	1970

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	5.030%	979	49.70%	2.500%
Negative	-4.486%	927	47.06%	-2.111%
Zero	0.000%	64	3.25%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	9.07%
12	1 Quarter	8.65%
52	1 Year	8.14%
156	3 Years	7.27%
260	5 Years	7.95%
520	10 Years	8.09%
1,040	20 Years	9.78%
2,600	50 Years	8.96%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 7.48. Further, an Excess Kurtosis of 101.02 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -18.57%	0	0.00%	0.00%
-18.57% to -11.56%	0	0.00%	0.00%
-11.56% to -4.56%	0	0.00%	0.00%
-4.56% to 2.44%	41	2.08%	2.08%
2.44% to 9.45%	1282	65.04%	67.12%
9.45% to 16.45%	462	23.44%	90.56%
16.45% to 23.45%	105	5.33%	95.89%
23.45% to 30.46%	32	1.62%	97.51%
30.46% to 37.46%	20	1.01%	98.53%
Greater than 37.46%	29	1.47%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.11%	18.78%	93.05%	68.27%
±2σ	-9.23%	28.12%	97.06%	95.45%
±3σ	-18.57%	37.46%	98.53%	99.73%

Descriptive Statistics

Mean	9.446%
Standard Error	0.210%
Median	7.194%
Mode	6.667%
Standard Deviation	9.338%
Sample Variance	87.197%
Kurtosis	101.02
Skewness	7.48
Range	192.943%
Minimum	0.917%
Maximum	193.860%
Count	1971

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	9.446%	1971	100.00%	9.446%
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 1.65. Further, an Excess Kurtosis of 19.63 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -20.64%	9	0.46%	0.46%
-20.64% to -15.40%	10	0.51%	0.96%
-15.40% to -10.16%	51	2.59%	3.55%
-10.16% to -4.92%	235	11.92%	15.47%
-4.92% to 0.31%	762	38.66%	54.13%
0.31% to 5.55%	634	32.17%	86.30%
5.55% to 10.79%	182	9.23%	95.54%
10.79% to 16.03%	45	2.28%	97.82%
16.03% to 21.27%	23	1.17%	98.99%
Greater than 21.27%	20	1.01%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.67%	7.30%	81.58%	68.27%
±2σ	-13.66%	14.28%	95.64%	95.45%
±3σ	-20.64%	21.27%	98.53%	99.73%

Descriptive Statistics

Mean	0.314%
Standard Error	0.157%
Median	0.000%
Mode	0.000%
Standard Deviation	6.985%
Sample Variance	48.794%
Kurtosis	19.63
Skewness	1.65
Range	138.195%
Minimum	-53.707%
Maximum	84.488%
Count	1971

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	5.027%	935	47.44%	2.385%
Negative	-4.225%	966	49.01%	-2.071%
Zero	0.000%	70	3.55%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 6.99. Further, an Excess Kurtosis of 103.47 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -50.86%	2	0.44%	0.44%
-50.86% to -37.72%	2	0.44%	0.88%
-37.72% to -24.57%	4	0.88%	1.76%
-24.57% to -11.43%	48	10.57%	12.33%
-11.43% to 1.71%	192	42.29%	54.63%
1.71% to 14.85%	156	34.36%	88.99%
14.85% to 28.00%	38	8.37%	97.36%
28.00% to 41.14%	9	1.98%	99.34%
41.14% to 54.28%	2	0.44%	99.78%
Greater than 54.28%	1	0.22%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-15.81%	19.23%	86.12%	68.27%
±2σ	-33.34%	36.76%	97.36%	95.45%
±3σ	-50.86%	54.28%	99.34%	99.73%

Descriptive Statistics

Mean	1.710%
Standard Error	0.822%
Median	0.631%
Mode	0.000%
Standard Deviation	17.523%
Sample Variance	307.066%
Kurtosis	103.47
Skewness	6.99
Range	315.907%
Minimum	-56.250%
Maximum	259.657%
Count	454

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	11.046%	238	52.42%	5.791%
Negative	-8.698%	213	46.92%	-4.081%
Zero	0.000%	3	0.66%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	14.87%
12	1 Year	15.61%
36	3 Years	15.74%
60	5 Years	16.96%
120	10 Years	17.47%
240	20 Years	21.54%
600	50 Years	19.59%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 7.76. Further, an Excess Kurtosis of 77.21 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -58.34%	0	0.00%	0.00%
-58.34% to -38.02%	0	0.00%	0.00%
-38.02% to -17.71%	0	0.00%	0.00%
-17.71% to 2.61%	0	0.00%	0.00%
2.61% to 22.92%	324	71.21%	71.21%
22.92% to 43.23%	102	22.42%	93.63%
43.23% to 63.55%	16	3.52%	97.14%
63.55% to 83.86%	4	0.88%	98.02%
83.86% to 104.18%	2	0.44%	98.46%
Greater than 104.18%	7	1.54%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.17%	50.01%	94.95%	68.27%
±2σ	-31.25%	77.09%	97.80%	95.45%
±3σ	-58.34%	104.18%	98.46%	99.73%

Descriptive Statistics

Mean	22.920%
Standard Error	1.270%
Median	17.319%
Mode	14.286%
Standard Deviation	27.086%
Sample Variance	733.649%
Kurtosis	77.21
Skewness	7.76
Range	328.495%
Minimum	4.386%
Maximum	332.881%
Count	455

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	22.920%	455	100.00%	22.920%
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 2.50. Further, an Excess Kurtosis of 19.16 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -44.66%	1	0.22%	0.22%
-44.66% to -33.34%	1	0.22%	0.44%
-33.34% to -22.03%	10	2.20%	2.64%
-22.03% to -10.71%	61	13.41%	16.04%
-10.71% to 0.60%	176	38.68%	54.73%
0.60% to 11.92%	146	32.09%	86.81%
11.92% to 23.24%	39	8.57%	95.38%
23.24% to 34.55%	13	2.86%	98.24%
34.55% to 45.87%	4	0.88%	99.12%
Greater than 45.87%	4	0.88%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-14.48%	15.69%	82.86%	68.27%
±2σ	-29.57%	30.78%	97.58%	95.45%
±3σ	-44.66%	45.87%	98.90%	99.73%

Descriptive Statistics

Mean	0.605%
Standard Error	0.707%
Median	-0.392%
Mode	0.000%
Standard Deviation	15.088%
Sample Variance	227.645%
Kurtosis	19.16
Skewness	2.50
Range	200.312%
Minimum	-70.883%
Maximum	129.429%
Count	455

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	10.907%	214	47.03%	5.130%
Negative	-8.836%	233	51.21%	-4.525%
Zero	0.000%	8	1.76%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.28. Further, an Excess Kurtosis of 0.57 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -60.11%	0	0.00%	0.00%
-60.11% to -44.09%	2	1.32%	1.32%
-44.09% to -28.07%	6	3.97%	5.30%
-28.07% to -12.06%	31	20.53%	25.83%
-12.06% to 3.96%	38	25.17%	50.99%
3.96% to 19.98%	43	28.48%	79.47%
19.98% to 36.00%	20	13.25%	92.72%
36.00% to 52.02%	9	5.96%	98.68%
52.02% to 68.04%	1	0.66%	99.34%
Greater than 68.04%	1	0.66%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-17.40%	25.32%	72.19%	68.27%
±2σ	-38.75%	46.68%	95.36%	95.45%
±3σ	-60.11%	68.04%	99.34%	99.73%

Descriptive Statistics

Mean	3.962%
Standard Error	1.738%
Median	3.571%
Mode	-51.397%
Standard Deviation	21.358%
Sample Variance	456.161%
Kurtosis	0.57
Skewness	0.28
Range	128.670%
Minimum	-51.397%
Maximum	77.273%
Count	151

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	18.501%	86	56.95%	10.537%
Negative	-15.273%	65	43.05%	-6.574%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	24.97%
12	3 Years	27.42%
20	5 Years	27.44%
40	10 Years	29.47%
80	20 Years	36.00%
200	50 Years	33.94%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.65. Further, an Excess Kurtosis of 35.86 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -128.61%	0	0.00%	0.00%
-128.61% to -84.75%	0	0.00%	0.00%
-84.75% to -40.89%	0	0.00%	0.00%
-40.89% to 2.97%	0	0.00%	0.00%
2.97% to 46.84%	115	75.66%	75.66%
46.84% to 90.70%	26	17.11%	92.76%
90.70% to 134.56%	6	3.95%	96.71%
134.56% to 178.42%	2	1.32%	98.03%
178.42% to 222.28%	0	0.00%	98.03%
Greater than 222.28%	3	1.97%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.65%	105.32%	94.74%	68.27%
±2σ	-70.13%	163.80%	98.03%	95.45%
±3σ	-128.61%	222.28%	98.03%	99.73%

Descriptive Statistics

Mean	46.835%
Standard Error	4.743%
Median	34.026%
Mode	13.761%
Standard Deviation	58.481%
Sample Variance	3420.032%
Kurtosis	35.86
Skewness	5.65
Range	458.781%
Minimum	13.761%
Maximum	472.542%
Count	152

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	46.835%	152	100.00%	46.835%
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 1.65. Further, an Excess Kurtosis of 5.03 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -69.58%	0	0.00%	0.00%
-69.58% to -52.01%	0	0.00%	0.00%
-52.01% to -34.44%	2	1.32%	1.32%
-34.44% to -16.87%	28	18.42%	19.74%
-16.87% to 0.70%	59	38.82%	58.55%
0.70% to 18.27%	38	25.00%	83.55%
18.27% to 35.84%	15	9.87%	93.42%
35.84% to 53.41%	6	3.95%	97.37%
53.41% to 70.98%	0	0.00%	97.37%
Greater than 70.98%	4	2.63%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-22.73%	24.13%	79.61%	68.27%
±2σ	-46.16%	47.55%	96.71%	95.45%
±3σ	-69.59%	70.98%	97.37%	99.73%

Descriptive Statistics

Mean	0.699%
Standard Error	1.900%
Median	-3.640%
Mode	-8.333%
Standard Deviation	23.428%
Sample Variance	548.882%
Kurtosis	5.03
Skewness	1.65
Range	159.465%
Minimum	-43.590%
Maximum	115.875%
Count	152

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	20.706%	65	42.76%	8.855%
Negative	-14.248%	87	57.24%	-8.155%
Zero	0.000%	0	0.00%	0.000%

MGM Deep Analytical Report