Markets Data Volatility Heatmap Portfolio Calculator

MGPI Deep Analytical Report

MGP Ingredients, Inc. | Category: Equity Micro Cap | Ann. Div Yield: 1.88% ($0.48) | Last Updated: 2026-02-22 | Data Range: 1988-10-01 → 2026-02-01 (449 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 3.38% 3.73% 3.31% 3.49% 2.32% 4.69% 25.34 26.54 24.75 27.16
Weekly 7.04% 8.44% 7.29% 7.93% 5.11% 10.32% 24.64 27.29 23.41 28.72
Monthly 14.89% 18.69% 15.20% 15.93% 10.63% 21.48% 23.31 28.84 20.96 32.08
Quarterly 30.67% 44.36% 34.48% 26.62% 18.42% 37.21% 21.57 31.17 17.94 37.48
Annual — — — — 36.84% 74.41% 17.94 37.48 12.41 54.17
Option Time Horizon — — — — 9.83% 19.86% 23.50 28.61 21.30 31.56
Calculation Notes: Computed at 2026-02-22T04:22 UTC  |  Reference Contract: Call option expiring 2026-03-20 (26 days)  |  Spot Price (S): $25.93  |  Strike (K): $25.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $1.5500 (Bid $0.5500 / Ask $2.5500)  |  Risk-Free Rate (r): 3.60% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 1.88%  |  Binomial IV (Annual): 36.84% (CRR binomial tree, American, n=20 steps)  |  BS IV: 36.89% (European Black-Scholes)  |  Yahoo IV (Annual): 74.41% → 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
2025-11-14 $0.1200
2025-08-15 $0.1200
2025-05-16 $0.1200
2025-03-14 $0.1200
2024-11-15 $0.1200
2024-08-16 $0.1200
2024-05-16 $0.1200
2024-03-14 $0.1200
2023-11-16 $0.1200
2023-08-17 $0.1200
2023-05-18 $0.1200
2023-03-09 $0.1200
2022-11-17 $0.1200
2022-08-18 $0.1200
2022-05-19 $0.1200
2022-03-10 $0.1200
2021-11-18 $0.1200
2021-08-19 $0.1200
2021-05-20 $0.1200
2021-03-11 $0.1200
2020-11-19 $0.1200
2020-08-20 $0.1200
2020-05-21 $0.1200
2020-03-12 $0.1200
2019-11-13 $0.1000
2019-08-13 $0.1000
2019-05-14 $0.1000
2019-03-12 $0.1000
2018-11-14 $0.0800
2018-08-15 $0.0800
2018-05-15 $0.0800
2018-03-08 $0.0800
2017-11-13 $0.0400
2017-08-16 $0.8900
2017-05-11 $0.0400
2017-02-27 $0.0400
2016-11-09 $0.0200
2016-08-11 $0.0200
2016-03-17 $0.0800
2015-03-24 $0.0600
2014-03-13 $0.0500
2013-03-14 $0.0500
2012-03-20 $0.0500
2011-09-13 $0.0500
2010-09-13 $0.0500
2008-03-27 $0.1000
2007-09-14 $0.1500
2007-03-29 $0.1000
2006-09-15 $0.2000
2005-09-16 $0.1500
2004-10-05 $0.1500
2003-10-08 $0.0750
2002-10-08 $0.0750
2001-10-09 $0.0750
2000-10-10 $0.0500
1995-07-12 $0.0625
1995-04-03 $0.0625
1995-01-09 $0.0625
1994-10-21 $0.0625
1994-07-01 $0.0625
1994-04-04 $0.0625
1994-01-10 $0.0625
1993-10-22 $0.0625
1993-07-01 $0.0625
1993-04-02 $0.0625
1993-01-07 $0.0625
1992-10-23 $0.0625
1992-07-17 $0.0625
1992-04-06 $0.0583
1992-01-07 $0.0583
1991-07-08 $0.0583
1991-04-05 $0.0583
1991-01-08 $0.0583
1990-07-09 $0.0583
1990-04-06 $0.0583
1990-01-08 $0.0583
1989-10-17 $0.0500
1989-07-10 $0.0500
1989-04-10 $0.0500
1989-01-09 $0.0500
1988-12-16 $0.0333
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.79. Further, an Excess Kurtosis of 16.65 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -10.07%630.72%0.72%
-10.07% to -7.53%570.66%1.38%
-7.53% to -5.00%2602.99%4.37%
-5.00% to -2.46%93510.75%15.11%
-2.46% to 0.08%338438.90%54.01%
0.08% to 2.62%276031.72%85.74%
2.62% to 5.16%8619.90%95.63%
5.16% to 7.70%2042.34%97.98%
7.70% to 10.23%901.03%99.01%
Greater than 10.23%860.99%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.30%3.46% 80.77%68.27%
±2σ -6.69%6.85% 95.59%95.45%
±3σ -10.07%10.23% 98.29%99.73%
Descriptive Statistics
Mean0.081%
Standard Error0.036%
Median0.000%
Mode0.000%
Standard Deviation3.384%
Sample Variance11.452%
Kurtosis16.65
Skewness0.79
Range74.266%
Minimum-34.266%
Maximum40.000%
Count8700
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.389% 4064 46.71% 1.116%
Negative -2.299% 3918 45.03% -1.035%
Zero 0.000% 718 8.25% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 3.22%
20 1 Month 3.00%
60 1 Quarter 3.34%
250 1 Year 3.77%
750 3 Years 3.40%
1,250 5 Years 3.49%
2,500 10 Years 3.70%
5,000 20 Years 4.79%
12,500 50 Years 4.40%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.68. Further, an Excess Kurtosis of 42.47 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.87%00.00%0.00%
-6.87% to -4.07%00.00%0.00%
-4.07% to -1.27%00.00%0.00%
-1.27% to 1.53%90010.34%10.34%
1.53% to 4.33%478254.96%65.30%
4.33% to 7.12%195222.43%87.74%
7.12% to 9.92%5946.83%94.56%
9.92% to 12.72%2242.57%97.14%
12.72% to 15.52%1051.21%98.35%
Greater than 15.52%1441.65%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.59%8.06% 89.84%68.27%
±2σ -3.14%11.79% 96.47%95.45%
±3σ -6.87%15.52% 98.35%99.73%
Descriptive Statistics
Mean4.325%
Standard Error0.040%
Median3.435%
Mode4.348%
Standard Deviation3.731%
Sample Variance13.922%
Kurtosis42.47
Skewness4.68
Range69.815%
Minimum0.071%
Maximum69.886%
Count8701
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.325% 8701 100.00% 4.325%
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 1.32. Further, an Excess Kurtosis of 23.97 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -9.86%480.55%0.55%
-9.86% to -7.38%780.90%1.45%
-7.38% to -4.91%2302.64%4.09%
-4.91% to -2.43%95410.96%15.06%
-2.43% to 0.05%351240.36%55.42%
0.05% to 2.53%255429.35%84.77%
2.53% to 5.01%91110.47%95.24%
5.01% to 7.49%2562.94%98.18%
7.49% to 9.97%800.92%99.10%
Greater than 9.97%780.90%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.25%3.36% 80.11%68.27%
±2σ -6.56%6.67% 95.59%95.45%
±3σ -9.86%9.97% 98.55%99.73%
Descriptive Statistics
Mean0.054%
Standard Error0.035%
Median0.000%
Mode0.000%
Standard Deviation3.306%
Sample Variance10.932%
Kurtosis23.97
Skewness1.32
Range82.938%
Minimum-28.814%
Maximum54.124%
Count8701
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.438% 3902 44.84% 1.093%
Negative -2.211% 4090 47.01% -1.039%
Zero 0.000% 709 8.15% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.77. Further, an Excess Kurtosis of 10.16 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -20.75%140.72%0.72%
-20.75% to -15.48%231.18%1.90%
-15.48% to -10.20%512.62%4.52%
-10.20% to -4.92%20110.33%14.85%
-4.92% to 0.35%74238.13%52.98%
0.35% to 5.63%62732.22%85.20%
5.63% to 10.90%20110.33%95.53%
10.90% to 16.18%462.36%97.89%
16.18% to 21.46%180.92%98.82%
Greater than 21.46%231.18%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.68%7.39% 80.94%68.27%
±2σ -13.72%14.42% 95.07%95.45%
±3σ -20.75%21.46% 98.10%99.73%
Descriptive Statistics
Mean0.351%
Standard Error0.159%
Median0.000%
Mode0.000%
Standard Deviation7.035%
Sample Variance49.494%
Kurtosis10.16
Skewness0.77
Range108.741%
Minimum-51.049%
Maximum57.692%
Count1946
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.075% 946 48.61% 2.467%
Negative -4.492% 917 47.12% -2.117%
Zero 0.000% 83 4.26% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 5.50%
12 1 Quarter 7.73%
52 1 Year 8.44%
156 3 Years 7.73%
260 5 Years 7.93%
520 10 Years 8.44%
1,040 20 Years 10.71%
2,600 50 Years 9.17%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.03. Further, an Excess Kurtosis of 27.76 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -15.59%00.00%0.00%
-15.59% to -9.26%00.00%0.00%
-9.26% to -2.93%00.00%0.00%
-2.93% to 3.40%1819.30%9.30%
3.40% to 9.73%110856.91%66.20%
9.73% to 16.06%42021.57%87.78%
16.06% to 22.39%1246.37%94.14%
22.39% to 28.71%512.62%96.76%
28.71% to 35.04%281.44%98.20%
Greater than 35.04%351.80%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.29%18.17% 90.14%68.27%
±2σ -7.15%26.61% 96.05%95.45%
±3σ -15.59%35.04% 98.20%99.73%
Descriptive Statistics
Mean9.727%
Standard Error0.191%
Median7.533%
Mode4.348%
Standard Deviation8.439%
Sample Variance71.220%
Kurtosis27.76
Skewness4.03
Range114.058%
Minimum0.435%
Maximum114.493%
Count1947
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.727% 1947 100.00% 9.727%
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 2.24. Further, an Excess Kurtosis of 28.26 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -21.73%80.41%0.41%
-21.73% to -16.26%180.92%1.34%
-16.26% to -10.80%462.36%3.70%
-10.80% to -5.33%21410.99%14.69%
-5.33% to 0.14%77139.60%54.29%
0.14% to 5.61%62732.20%86.49%
5.61% to 11.07%1718.78%95.27%
11.07% to 16.54%502.57%97.84%
16.54% to 22.01%170.87%98.72%
Greater than 22.01%251.28%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.15%7.43% 82.74%68.27%
±2σ -14.44%14.72% 95.58%95.45%
±3σ -21.73%22.01% 98.31%99.73%
Descriptive Statistics
Mean0.138%
Standard Error0.165%
Median0.000%
Mode0.000%
Standard Deviation7.290%
Sample Variance53.141%
Kurtosis28.26
Skewness2.24
Range143.731%
Minimum-38.017%
Maximum105.714%
Count1947
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.088% 908 46.64% 2.373%
Negative -4.546% 957 49.15% -2.234%
Zero 0.000% 82 4.21% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.41. Further, an Excess Kurtosis of 11.42 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -43.16%20.45%0.45%
-43.16% to -31.99%51.12%1.56%
-31.99% to -20.82%132.90%4.46%
-20.82% to -9.66%5913.17%17.63%
-9.66% to 1.51%15735.04%52.68%
1.51% to 12.67%14131.47%84.15%
12.67% to 23.84%5111.38%95.54%
23.84% to 35.00%112.46%97.99%
35.00% to 46.17%30.67%98.66%
Greater than 46.17%61.34%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -13.38%16.39% 77.90%68.27%
±2σ -28.27%31.28% 95.31%95.45%
±3σ -43.16%46.17% 98.21%99.73%
Descriptive Statistics
Mean1.506%
Standard Error0.703%
Median1.121%
Mode0.000%
Standard Deviation14.887%
Sample Variance221.622%
Kurtosis11.42
Skewness1.41
Range171.692%
Minimum-47.368%
Maximum124.324%
Count448
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 10.739% 244 54.46% 5.849%
Negative -9.826% 198 44.20% -4.343%
Zero 0.000% 6 1.34% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 12.54%
12 1 Year 15.79%
36 3 Years 15.72%
60 5 Years 15.93%
120 10 Years 18.40%
240 20 Years 23.22%
600 50 Years 20.23%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.30. Further, an Excess Kurtosis of 16.43 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -33.08%00.00%0.00%
-33.08% to -19.06%00.00%0.00%
-19.06% to -5.05%00.00%0.00%
-5.05% to 8.97%4710.47%10.47%
8.97% to 22.98%26057.91%68.37%
22.98% to 37.00%8719.38%87.75%
37.00% to 51.02%245.35%93.10%
51.02% to 65.03%132.90%95.99%
65.03% to 79.05%81.78%97.77%
Greater than 79.05%102.23%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 4.30%41.67% 88.20%68.27%
±2σ -14.39%60.36% 95.55%95.45%
±3σ -33.08%79.05% 97.77%99.73%
Descriptive Statistics
Mean22.985%
Standard Error0.882%
Median17.890%
Mode14.286%
Standard Deviation18.688%
Sample Variance349.223%
Kurtosis16.43
Skewness3.30
Range162.202%
Minimum3.015%
Maximum165.217%
Count449
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 22.985% 449 100.00% 22.985%
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 1.73. Further, an Excess Kurtosis of 8.34 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -44.85%10.22%0.22%
-44.85% to -33.45%30.67%0.89%
-33.45% to -22.05%112.45%3.34%
-22.05% to -10.65%5812.92%16.26%
-10.65% to 0.75%18641.43%57.68%
0.75% to 12.15%11625.84%83.52%
12.15% to 23.55%4910.91%94.43%
23.55% to 34.95%143.12%97.55%
34.95% to 46.35%51.11%98.66%
Greater than 46.35%61.34%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -14.45%15.95% 81.07%68.27%
±2σ -29.65%31.15% 95.10%95.45%
±3σ -44.85%46.35% 98.44%99.73%
Descriptive Statistics
Mean0.750%
Standard Error0.717%
Median-0.917%
Mode0.000%
Standard Deviation15.201%
Sample Variance231.081%
Kurtosis8.34
Skewness1.73
Range145.228%
Minimum-51.807%
Maximum93.421%
Count449
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 12.127% 201 44.77% 5.429%
Negative -8.790% 239 53.23% -4.679%
Zero 0.000% 9 2.00% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.47. Further, an Excess Kurtosis of 13.69 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -86.81%00.00%0.00%
-86.81% to -63.81%21.33%1.33%
-63.81% to -40.81%32.00%3.33%
-40.81% to -17.80%1711.33%14.67%
-17.80% to 5.20%6442.67%57.33%
5.20% to 28.20%4429.33%86.67%
28.20% to 51.21%128.00%94.67%
51.21% to 74.21%53.33%98.00%
74.21% to 97.21%10.67%98.67%
Greater than 97.21%21.33%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -25.47%35.87% 85.33%68.27%
±2σ -56.14%66.54% 96.00%95.45%
±3σ -86.81%97.21% 98.67%99.73%
Descriptive Statistics
Mean5.201%
Standard Error2.504%
Median1.140%
Mode-72.364%
Standard Deviation30.671%
Sample Variance940.701%
Kurtosis13.69
Skewness2.47
Range274.182%
Minimum-72.364%
Maximum201.818%
Count150
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 23.599% 79 52.67% 12.429%
Negative -15.270% 71 47.33% -7.228%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 19.96%
12 3 Years 26.37%
20 5 Years 26.62%
40 10 Years 32.00%
80 20 Years 41.89%
200 50 Years 37.44%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.82. Further, an Excess Kurtosis of 17.84 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -86.06%00.00%0.00%
-86.06% to -52.79%00.00%0.00%
-52.79% to -19.52%00.00%0.00%
-19.52% to 13.75%53.31%3.31%
13.75% to 47.02%10166.89%70.20%
47.02% to 80.29%2919.21%89.40%
80.29% to 113.56%85.30%94.70%
113.56% to 146.83%31.99%96.69%
146.83% to 180.10%10.66%97.35%
Greater than 180.10%42.65%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 2.66%91.38% 92.72%68.27%
±2σ -41.70%135.74% 96.69%95.45%
±3σ -86.06%180.10% 97.35%99.73%
Descriptive Statistics
Mean47.017%
Standard Error3.610%
Median34.841%
Mode5.085%
Standard Deviation44.360%
Sample Variance1967.770%
Kurtosis17.84
Skewness3.82
Range304.783%
Minimum5.085%
Maximum309.868%
Count151
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 47.017% 151 100.00% 47.017%
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 4.06. Further, an Excess Kurtosis of 27.32 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -100.36%00.00%0.00%
-100.36% to -74.50%00.00%0.00%
-74.50% to -48.65%21.32%1.32%
-48.65% to -22.79%138.61%9.93%
-22.79% to 3.07%7046.36%56.29%
3.07% to 28.92%5033.11%89.40%
28.92% to 54.78%106.62%96.03%
54.78% to 80.64%42.65%98.68%
80.64% to 106.49%00.00%98.68%
Greater than 106.49%21.32%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -31.41%37.54% 88.08%68.27%
±2σ -65.88%72.02% 96.69%95.45%
±3σ -100.36%106.49% 98.68%99.73%
Descriptive Statistics
Mean3.066%
Standard Error2.806%
Median-0.901%
Mode15.358%
Standard Deviation34.475%
Sample Variance1188.508%
Kurtosis27.32
Skewness4.06
Range339.070%
Minimum-68.675%
Maximum270.395%
Count151
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 23.741% 72 47.68% 11.320%
Negative -15.776% 79 52.32% -8.254%
Zero 0.000% 0 0.00% 0.000%