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%	3.35%	2.62%	3.39%	2.50%	2.66%	35.88	37.72	35.00	38.67
Weekly	7.43%	9.35%	6.99%	7.97%	5.49%	5.86%	34.82	38.87	32.96	41.06
Monthly	17.54%	27.11%	15.10%	17.09%	11.44%	12.21%	32.81	41.25	29.27	46.24
Quarterly	21.35%	58.48%	23.42%	27.44%	19.81%	21.14%	30.18	44.85	24.76	54.67
Annual	—	—	—	—	39.61%	42.29%	24.76	54.67	16.66	81.25
Option Time Horizon	—	—	—	—	15.24%	16.26%	31.59	42.85	27.13	49.90

Calculation Notes: Computed at 2026-02-22T14:20 UTC | Reference Contract: Call option expiring 2026-04-17 (54 days) | Spot Price (S): $36.79 | Strike (K): $37.00 (first OTM call ≥ spot) | Observed Mid-Price: $2.2200 (Bid $2.1300 / Ask $2.3100) | Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.00% | Binomial IV (Annual): 39.61% (CRR binomial tree, American, n=20 steps) | BS IV: 39.42% (European Black-Scholes) | Yahoo IV (Annual): 42.29% → 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 0.97. Further, an Excess Kurtosis of 22.28 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	0.79%	0.79%
-9.17% to -6.86%	63	0.68%	1.47%
-6.86% to -4.55%	215	2.32%	3.78%
-4.55% to -2.24%	981	10.57%	14.35%
-2.24% to 0.08%	3636	39.17%	53.52%
0.08% to 2.39%	2998	32.30%	85.81%
2.39% to 4.70%	905	9.75%	95.56%
4.70% to 7.01%	241	2.60%	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%	82.00%	68.27%
±2σ	-6.09%	6.24%	95.66%	95.45%
±3σ	-9.17%	9.33%	98.38%	99.73%

Descriptive Statistics

Mean	0.076%
Standard Error	0.032%
Median	0.000%
Mode	0.000%
Standard Deviation	3.083%
Sample Variance	9.505%
Kurtosis	22.28
Skewness	0.97
Range	81.703%
Minimum	-33.614%
Maximum	48.089%
Count	9283

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.148%	4392	47.31%	1.016%
Negative	-1.986%	4396	47.35%	-0.940%
Zero	0.000%	495	5.33%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	4.64%
20	1 Month	4.56%
60	1 Quarter	3.42%
250	1 Year	3.46%
750	3 Years	3.04%
1,250	5 Years	3.39%
2,500	10 Years	3.43%
5,000	20 Years	4.12%
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 32.92 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -6.41%	0	0.00%	0.00%
-6.41% to -3.90%	0	0.00%	0.00%
-3.90% to -1.39%	0	0.00%	0.00%
-1.39% to 1.12%	591	6.37%	6.37%
1.12% to 3.63%	5780	62.26%	68.62%
3.63% to 6.14%	1860	20.03%	88.66%
6.14% to 8.65%	486	5.23%	93.89%
8.65% to 11.16%	249	2.68%	96.57%
11.16% to 13.67%	123	1.32%	97.90%
Greater than 13.67%	195	2.10%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.28%	6.98%	91.10%	68.27%
±2σ	-3.06%	10.32%	95.90%	95.45%
±3σ	-6.41%	13.67%	97.90%	99.73%

Descriptive Statistics

Mean	3.630%
Standard Error	0.035%
Median	2.724%
Mode	1.053%
Standard Deviation	3.347%
Sample Variance	11.201%
Kurtosis	32.92
Skewness	4.40
Range	52.828%
Minimum	0.223%
Maximum	53.051%
Count	9284

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.630%	9284	100.00%	3.630%
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 13.06 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	2.73%	4.32%
-3.79% to -1.83%	1040	11.20%	15.52%
-1.83% to 0.14%	3455	37.21%	52.74%
0.14% to 2.10%	3029	32.63%	85.36%
2.10% to 4.07%	937	10.09%	95.45%
4.07% to 6.03%	256	2.76%	98.21%
6.03% to 8.00%	79	0.85%	99.06%
Greater than 8.00%	87	0.94%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.48%	2.76%	80.70%	68.27%
±2σ	-5.10%	5.38%	95.49%	95.45%
±3σ	-7.72%	8.00%	98.47%	99.73%

Descriptive Statistics

Mean	0.139%
Standard Error	0.027%
Median	0.000%
Mode	0.000%
Standard Deviation	2.620%
Sample Variance	6.865%
Kurtosis	13.06
Skewness	0.74
Range	55.231%
Minimum	-26.882%
Maximum	28.349%
Count	9284

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.883%	4562	49.14%	0.925%
Negative	-1.762%	4144	44.64%	-0.786%
Zero	0.000%	578	6.23%	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 55.54 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -21.90%	16	0.81%	0.81%
-21.90% to -16.33%	12	0.61%	1.42%
-16.33% to -10.76%	42	2.14%	3.56%
-10.76% to -5.18%	198	10.07%	13.63%
-5.18% to 0.39%	773	39.32%	52.95%
0.39% to 5.96%	655	33.32%	86.27%
5.96% to 11.54%	188	9.56%	95.83%
11.54% to 17.11%	57	2.90%	98.73%
17.11% to 22.68%	12	0.61%	99.34%
Greater than 22.68%	13	0.66%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.04%	7.82%	82.66%	68.27%
±2σ	-14.47%	15.25%	96.19%	95.45%
±3σ	-21.90%	22.68%	98.52%	99.73%

Descriptive Statistics

Mean	0.389%
Standard Error	0.168%
Median	0.000%
Mode	0.000%
Standard Deviation	7.431%
Sample Variance	55.223%
Kurtosis	55.54
Skewness	3.38
Range	173.090%
Minimum	-42.673%
Maximum	130.417%
Count	1966

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	5.044%	976	49.64%	2.504%
Negative	-4.491%	926	47.10%	-2.115%
Zero	0.000%	64	3.25%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	11.69%
12	1 Quarter	7.43%
52	1 Year	8.07%
156	3 Years	7.25%
260	5 Years	7.97%
520	10 Years	8.08%
1,040	20 Years	9.76%
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 7.47. Further, an Excess Kurtosis of 100.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -18.59%	0	0.00%	0.00%
-18.59% to -11.59%	0	0.00%	0.00%
-11.59% to -4.57%	0	0.00%	0.00%
-4.57% to 2.44%	40	2.03%	2.03%
2.44% to 9.45%	1281	65.12%	67.16%
9.45% to 16.46%	460	23.39%	90.54%
16.46% to 23.47%	106	5.39%	95.93%
23.47% to 30.48%	31	1.58%	97.51%
30.48% to 37.49%	20	1.02%	98.53%
Greater than 37.49%	29	1.47%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.10%	18.79%	93.04%	68.27%
±2σ	-9.25%	28.14%	97.05%	95.45%
±3σ	-18.59%	37.49%	98.53%	99.73%

Descriptive Statistics

Mean	9.446%
Standard Error	0.211%
Median	7.170%
Mode	6.667%
Standard Deviation	9.347%
Sample Variance	87.368%
Kurtosis	100.82
Skewness	7.47
Range	192.943%
Minimum	0.917%
Maximum	193.860%
Count	1967

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	9.446%	1967	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 19.57 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -20.66%	9	0.46%	0.46%
-20.66% to -15.42%	10	0.51%	0.97%
-15.42% to -10.17%	51	2.59%	3.56%
-10.17% to -4.93%	236	12.00%	15.56%
-4.93% to 0.32%	758	38.54%	54.09%
0.32% to 5.56%	633	32.18%	86.27%
5.56% to 10.81%	182	9.25%	95.53%
10.81% to 16.05%	45	2.29%	97.81%
16.05% to 21.30%	23	1.17%	98.98%
Greater than 21.30%	20	1.02%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.68%	7.31%	81.49%	68.27%
±2σ	-13.67%	14.30%	95.63%	95.45%
±3σ	-20.66%	21.29%	98.53%	99.73%

Descriptive Statistics

Mean	0.316%
Standard Error	0.158%
Median	0.000%
Mode	0.000%
Standard Deviation	6.993%
Sample Variance	48.905%
Kurtosis	19.57
Skewness	1.65
Range	138.195%
Minimum	-53.707%
Maximum	84.488%
Count	1967

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	5.027%	935	47.53%	2.390%
Negative	-4.239%	962	48.91%	-2.073%
Zero	0.000%	70	3.56%	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 103.24 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -50.92%	2	0.44%	0.44%
-50.92% to -37.76%	2	0.44%	0.88%
-37.76% to -24.60%	4	0.88%	1.77%
-24.60% to -11.45%	48	10.60%	12.36%
-11.45% to 1.71%	191	42.16%	54.53%
1.71% to 14.87%	158	34.88%	89.40%
14.87% to 28.02%	36	7.95%	97.35%
28.02% to 41.18%	9	1.99%	99.34%
41.18% to 54.34%	2	0.44%	99.78%
Greater than 54.34%	1	0.22%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-15.83%	19.25%	86.09%	68.27%
±2σ	-33.37%	36.79%	97.35%	95.45%
±3σ	-50.92%	54.34%	99.34%	99.73%

Descriptive Statistics

Mean	1.710%
Standard Error	0.824%
Median	0.604%
Mode	0.000%
Standard Deviation	17.542%
Sample Variance	307.738%
Kurtosis	103.24
Skewness	6.99
Range	315.907%
Minimum	-56.250%
Maximum	259.657%
Count	453

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	11.086%	237	52.32%	5.800%
Negative	-8.698%	213	47.02%	-4.090%
Zero	0.000%	3	0.66%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	13.82%
12	1 Year	16.19%
36	3 Years	15.80%
60	5 Years	17.09%
120	10 Years	17.48%
240	20 Years	21.56%
600	50 Years	19.60%

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 77.06 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -58.40%	0	0.00%	0.00%
-58.40% to -38.06%	0	0.00%	0.00%
-38.06% to -17.73%	0	0.00%	0.00%
-17.73% to 2.61%	0	0.00%	0.00%
2.61% to 22.94%	323	71.15%	71.15%
22.94% to 43.27%	102	22.47%	93.61%
43.27% to 63.61%	16	3.52%	97.14%
63.61% to 83.94%	4	0.88%	98.02%
83.94% to 104.28%	2	0.44%	98.46%
Greater than 104.28%	7	1.54%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.17%	50.05%	94.93%	68.27%
±2σ	-31.28%	77.16%	97.80%	95.45%
±3σ	-58.39%	104.28%	98.46%	99.73%

Descriptive Statistics

Mean	22.941%
Standard Error	1.272%
Median	17.320%
Mode	14.286%
Standard Deviation	27.112%
Sample Variance	735.070%
Kurtosis	77.06
Skewness	7.76
Range	328.495%
Minimum	4.386%
Maximum	332.881%
Count	454

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	22.941%	454	100.00%	22.941%
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 19.12 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -44.69%	1	0.22%	0.22%
-44.69% to -33.36%	1	0.22%	0.44%
-33.36% to -22.04%	10	2.20%	2.64%
-22.04% to -10.71%	61	13.44%	16.08%
-10.71% to 0.62%	176	38.77%	54.85%
0.62% to 11.94%	145	31.94%	86.78%
11.94% to 23.27%	39	8.59%	95.37%
23.27% to 34.60%	13	2.86%	98.24%
34.60% to 45.92%	4	0.88%	99.12%
Greater than 45.92%	4	0.88%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-14.48%	15.72%	82.82%	68.27%
±2σ	-29.59%	30.82%	97.58%	95.45%
±3σ	-44.69%	45.92%	98.90%	99.73%

Descriptive Statistics

Mean	0.617%
Standard Error	0.709%
Median	-0.380%
Mode	0.000%
Standard Deviation	15.102%
Sample Variance	228.084%
Kurtosis	19.12
Skewness	2.50
Range	200.312%
Minimum	-70.883%
Maximum	129.429%
Count	454

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	10.907%	214	47.14%	5.141%
Negative	-8.854%	232	51.10%	-4.524%
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 0.58 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 -44.10%	2	1.32%	1.32%
-44.10% to -28.08%	6	3.97%	5.30%
-28.08% to -12.07%	31	20.53%	25.83%
-12.07% to 3.95%	38	25.17%	50.99%
3.95% to 19.97%	43	28.48%	79.47%
19.97% to 35.98%	20	13.25%	92.72%
35.98% to 52.00%	9	5.96%	98.68%
52.00% to 68.01%	1	0.66%	99.34%
Greater than 68.01%	1	0.66%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-17.40%	25.30%	72.19%	68.27%
±2σ	-38.76%	46.66%	95.36%	95.45%
±3σ	-60.11%	68.01%	99.34%	99.73%

Descriptive Statistics

Mean	3.950%
Standard Error	1.738%
Median	3.571%
Mode	-51.397%
Standard Deviation	21.354%
Sample Variance	455.990%
Kurtosis	0.58
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	18.479%	86	56.95%	10.525%
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 -69.56%	0	0.00%	0.00%
-69.56% to -51.99%	0	0.00%	0.00%
-51.99% to -34.43%	2	1.32%	1.32%
-34.43% to -16.86%	28	18.42%	19.74%
-16.86% to 0.71%	59	38.82%	58.55%
0.71% to 18.28%	38	25.00%	83.55%
18.28% to 35.85%	15	9.87%	93.42%
35.85% 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	-22.71%	24.13%	79.61%	68.27%
±2σ	-46.14%	47.56%	96.71%	95.45%
±3σ	-69.56%	70.98%	97.37%	99.73%

Descriptive Statistics

Mean	0.710%
Standard Error	1.900%
Median	-3.640%
Mode	-8.333%
Standard Deviation	23.424%
Sample Variance	548.667%
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	-14.230%	87	57.24%	-8.145%
Zero	0.000%	0	0.00%	0.000%

MGM Deep Analytical Report