MU - 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	3.80%	3.08%	3.35%	4.05%	4.60%	4.61%	408.91	448.34	390.52	469.45
Weekly	8.55%	7.98%	8.57%	9.95%	10.13%	10.16%	386.92	473.82	349.64	524.34
Monthly	17.23%	20.29%	17.94%	21.90%	21.09%	21.14%	346.76	528.70	280.82	652.83
Quarterly	34.43%	39.94%	34.26%	42.23%	36.53%	36.62%	297.15	616.96	206.22	889.00
Annual	—	—	—	—	73.06%	73.25%	206.22	889.00	99.32	1845.82
Option Time Horizon	—	—	—	—	28.10%	28.17%	323.28	567.10	244.08	751.10

Calculation Notes: Computed at 2026-02-22T14:18 UTC | Reference Contract: Call option expiring 2026-04-17 (54 days) | Spot Price (S): $428.17 | Strike (K): $430.00 (first OTM call ≥ spot) | Observed Mid-Price: $47.6000 (Bid $46.8500 / Ask $48.3500) | Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.11% | Binomial IV (Annual): 73.06% (CRR binomial tree, American, n=20 steps) | BS IV: 72.38% (European Black-Scholes) | Yahoo IV (Annual): 73.25% → 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
2025-12-29	$0.1150
2025-10-03	$0.1150
2025-07-07	$0.1150
2025-03-31	$0.1150
2024-12-30	$0.1150
2024-10-07	$0.1150
2024-07-08	$0.1150
2024-03-28	$0.1150
2023-12-29	$0.1150
2023-10-06	$0.1150
2023-07-07	$0.1150
2023-04-06	$0.1150
2022-12-30	$0.1150
2022-10-07	$0.1150
2022-07-08	$0.1150
2022-04-08	$0.1000
2021-12-31	$0.1000
2021-09-30	$0.1000
1996-05-07	$0.0250
1995-12-26	$0.0250
1995-11-08	$0.0250
1995-08-09	$0.0250
1995-05-30	$0.0250
1995-03-30	$0.0250
1994-12-29	$0.0125
1994-09-26	$0.0125
1994-07-19	$0.0125
1994-04-26	$0.0125
1993-11-26	$0.0050
1992-11-27	$0.0050
1991-11-22	$0.0050

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.13. Further, an Excess Kurtosis of 3.49 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -11.27%	66	0.63%	0.63%
-11.27% to -8.42%	97	0.92%	1.55%
-8.42% to -5.57%	356	3.39%	4.94%
-5.57% to -2.72%	1415	13.46%	18.40%
-2.72% to 0.13%	3599	34.24%	52.65%
0.13% to 2.98%	3097	29.47%	82.11%
2.98% to 5.83%	1258	11.97%	94.08%
5.83% to 8.68%	397	3.78%	97.86%
8.68% to 11.52%	140	1.33%	99.19%
Greater than 11.52%	85	0.81%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.67%	3.93%	75.59%	68.27%
±2σ	-7.47%	7.72%	94.63%	95.45%
±3σ	-11.27%	11.52%	98.56%	99.73%

Descriptive Statistics

Mean	0.127%
Standard Error	0.037%
Median	0.000%
Mode	0.000%
Standard Deviation	3.799%
Sample Variance	14.435%
Kurtosis	3.49
Skewness	0.13
Range	48.972%
Minimum	-25.243%
Maximum	23.729%
Count	10510

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.955%	5089	48.42%	1.431%
Negative	-2.715%	5046	48.01%	-1.303%
Zero	0.000%	375	3.57%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	5.35%
20	1 Month	6.85%
60	1 Quarter	5.96%
250	1 Year	5.21%
750	3 Years	4.19%
1,250	5 Years	4.05%
2,500	10 Years	3.97%
5,000	20 Years	4.31%
12,500	50 Years	4.98%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.62. Further, an Excess Kurtosis of 12.75 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -4.44%	0	0.00%	0.00%
-4.44% to -2.13%	0	0.00%	0.00%
-2.13% to 0.17%	0	0.00%	0.00%
0.17% to 2.48%	1840	17.51%	17.51%
2.48% to 4.79%	4775	45.43%	62.93%
4.79% to 7.10%	2214	21.06%	84.00%
7.10% to 9.40%	961	9.14%	93.14%
9.40% to 11.71%	373	3.55%	96.69%
11.71% to 14.02%	155	1.47%	98.16%
Greater than 14.02%	193	1.84%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.71%	7.87%	83.29%	68.27%
±2σ	-1.36%	10.94%	95.84%	95.45%
±3σ	-4.44%	14.02%	98.16%	99.73%

Descriptive Statistics

Mean	4.789%
Standard Error	0.030%
Median	3.968%
Mode	4.348%
Standard Deviation	3.076%
Sample Variance	9.460%
Kurtosis	12.75
Skewness	2.62
Range	42.121%
Minimum	0.472%
Maximum	42.593%
Count	10511

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.789%	10511	100.00%	4.789%
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 0.44. Further, an Excess Kurtosis of 5.64 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -9.92%	61	0.58%	0.58%
-9.92% to -7.40%	121	1.15%	1.73%
-7.40% to -4.89%	404	3.84%	5.58%
-4.89% to -2.38%	1256	11.95%	17.52%
-2.38% to 0.14%	3576	34.02%	51.55%
0.14% to 2.65%	3261	31.02%	82.57%
2.65% to 5.17%	1247	11.86%	94.43%
5.17% to 7.68%	395	3.76%	98.19%
7.68% to 10.20%	115	1.09%	99.29%
Greater than 10.20%	75	0.71%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.21%	3.49%	76.48%	68.27%
±2σ	-6.56%	6.84%	94.63%	95.45%
±3σ	-9.92%	10.19%	98.71%	99.73%

Descriptive Statistics

Mean	0.139%
Standard Error	0.033%
Median	0.000%
Mode	0.000%
Standard Deviation	3.352%
Sample Variance	11.239%
Kurtosis	5.64
Skewness	0.44
Range	51.607%
Minimum	-19.139%
Maximum	32.468%
Count	10511

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.530%	5241	49.86%	1.262%
Negative	-2.436%	4844	46.09%	-1.123%
Zero	0.000%	426	4.05%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.25. Further, an Excess Kurtosis of 2.67 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -25.03%	7	0.32%	0.32%
-25.03% to -18.61%	30	1.38%	1.70%
-18.61% to -12.20%	85	3.90%	5.60%
-12.20% to -5.79%	278	12.77%	18.37%
-5.79% to 0.63%	714	32.80%	51.17%
0.63% to 7.04%	648	29.77%	80.94%
7.04% to 13.46%	277	12.72%	93.66%
13.46% to 19.87%	102	4.69%	98.35%
19.87% to 26.29%	22	1.01%	99.36%
Greater than 26.29%	14	0.64%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.92%	9.18%	74.97%	68.27%
±2σ	-16.48%	17.74%	94.86%	95.45%
±3σ	-25.03%	26.29%	99.04%	99.73%

Descriptive Statistics

Mean	0.630%
Standard Error	0.183%
Median	0.295%
Mode	0.000%
Standard Deviation	8.553%
Sample Variance	73.152%
Kurtosis	2.67
Skewness	0.25
Range	92.153%
Minimum	-38.961%
Maximum	53.192%
Count	2177

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	6.835%	1107	50.85%	3.476%
Negative	-5.992%	1034	47.50%	-2.846%
Zero	0.000%	36	1.65%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	15.61%
12	1 Quarter	14.01%
52	1 Year	12.96%
156	3 Years	10.53%
260	5 Years	9.95%
520	10 Years	9.64%
1,040	20 Years	10.27%
2,600	50 Years	11.98%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.46. Further, an Excess Kurtosis of 10.54 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -11.15%	0	0.00%	0.00%
-11.15% to -5.16%	0	0.00%	0.00%
-5.16% to 0.82%	0	0.00%	0.00%
0.82% to 6.81%	414	19.01%	19.01%
6.81% to 12.79%	924	42.42%	61.43%
12.79% to 18.78%	512	23.51%	84.94%
18.78% to 24.76%	169	7.76%	92.70%
24.76% to 30.75%	81	3.72%	96.42%
30.75% to 36.73%	38	1.74%	98.16%
Greater than 36.73%	40	1.84%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	4.81%	20.77%	83.06%	68.27%
±2σ	-3.17%	28.75%	95.50%	95.45%
±3σ	-11.15%	36.73%	98.16%	99.73%

Descriptive Statistics

Mean	12.791%
Standard Error	0.171%
Median	10.776%
Mode	12.500%
Standard Deviation	7.980%
Sample Variance	63.685%
Kurtosis	10.54
Skewness	2.46
Range	79.760%
Minimum	0.885%
Maximum	80.645%
Count	2178

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	12.791%	2178	100.00%	12.791%
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 1.01. Further, an Excess Kurtosis of 5.17 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -25.46%	7	0.32%	0.32%
-25.46% to -19.03%	13	0.60%	0.92%
-19.03% to -12.60%	87	3.99%	4.91%
-12.60% to -6.17%	312	14.33%	19.24%
-6.17% to 0.26%	743	34.11%	53.35%
0.26% to 6.69%	652	29.94%	83.29%
6.69% to 13.12%	232	10.65%	93.94%
13.12% to 19.55%	79	3.63%	97.57%
19.55% to 25.98%	26	1.19%	98.76%
Greater than 25.98%	27	1.24%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.31%	8.83%	75.94%	68.27%
±2σ	-16.89%	17.41%	95.09%	95.45%
±3σ	-25.46%	25.98%	98.44%	99.73%

Descriptive Statistics

Mean	0.259%
Standard Error	0.184%
Median	-0.098%
Mode	0.000%
Standard Deviation	8.574%
Sample Variance	73.507%
Kurtosis	5.17
Skewness	1.01
Range	98.552%
Minimum	-34.722%
Maximum	63.830%
Count	2178

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	6.702%	1042	47.84%	3.206%
Negative	-5.825%	1102	50.60%	-2.947%
Zero	0.000%	34	1.56%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.61. Further, an Excess Kurtosis of 2.60 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -49.23%	2	0.40%	0.40%
-49.23% to -36.30%	3	0.60%	1.00%
-36.30% to -23.38%	21	4.20%	5.20%
-23.38% to -10.45%	80	16.00%	21.20%
-10.45% to 2.47%	154	30.80%	52.00%
2.47% to 15.40%	146	29.20%	81.20%
15.40% to 28.32%	62	12.40%	93.60%
28.32% to 41.25%	24	4.80%	98.40%
41.25% to 54.17%	3	0.60%	99.00%
Greater than 54.17%	5	1.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-14.76%	19.71%	72.20%	68.27%
±2σ	-31.99%	36.94%	95.80%	95.45%
±3σ	-49.22%	54.17%	98.60%	99.73%

Descriptive Statistics

Mean	2.474%
Standard Error	0.771%
Median	1.430%
Mode	0.000%
Standard Deviation	17.233%
Sample Variance	296.993%
Kurtosis	2.60
Skewness	0.61
Range	148.785%
Minimum	-51.563%
Maximum	97.222%
Count	500

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	14.499%	267	53.40%	7.742%
Negative	-11.552%	228	45.60%	-5.268%
Zero	0.000%	5	1.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	36.63%
12	1 Year	32.26%
36	3 Years	24.44%
60	5 Years	21.90%
120	10 Years	21.25%
240	20 Years	21.96%
600	50 Years	25.76%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.08. Further, an Excess Kurtosis of 28.96 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -30.32%	0	0.00%	0.00%
-30.32% to -15.10%	0	0.00%	0.00%
-15.10% to 0.12%	0	0.00%	0.00%
0.12% to 15.34%	76	15.17%	15.17%
15.34% to 30.56%	228	45.51%	60.68%
30.56% to 45.77%	132	26.35%	87.03%
45.77% to 60.99%	38	7.58%	94.61%
60.99% to 76.21%	16	3.19%	97.80%
76.21% to 91.43%	4	0.80%	98.60%
Greater than 91.43%	7	1.40%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	10.27%	50.85%	88.82%	68.27%
±2σ	-10.03%	71.14%	96.61%	95.45%
±3σ	-30.32%	91.43%	98.60%	99.73%

Descriptive Statistics

Mean	30.556%
Standard Error	0.907%
Median	25.472%
Mode	33.333%
Standard Deviation	20.291%
Sample Variance	411.714%
Kurtosis	28.96
Skewness	4.08
Range	217.097%
Minimum	8.060%
Maximum	225.157%
Count	501

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	30.556%	501	100.00%	30.556%
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 4.99 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -53.16%	0	0.00%	0.00%
-53.16% to -39.70%	3	0.60%	0.60%
-39.70% to -26.24%	12	2.40%	2.99%
-26.24% to -12.78%	84	16.77%	19.76%
-12.78% to 0.68%	174	34.73%	54.49%
0.68% to 14.13%	139	27.74%	82.24%
14.13% to 27.59%	55	10.98%	93.21%
27.59% to 41.05%	24	4.79%	98.00%
41.05% to 54.51%	3	0.60%	98.60%
Greater than 54.51%	7	1.40%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-17.27%	18.62%	75.25%	68.27%
±2σ	-35.21%	36.56%	95.81%	95.45%
±3σ	-53.16%	54.51%	98.60%	99.73%

Descriptive Statistics

Mean	0.676%
Standard Error	0.802%
Median	-1.235%
Mode	0.000%
Standard Deviation	17.944%
Sample Variance	321.979%
Kurtosis	4.99
Skewness	1.32
Range	155.748%
Minimum	-49.296%
Maximum	106.452%
Count	501

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	14.748%	233	46.51%	6.859%
Negative	-11.779%	263	52.49%	-6.183%
Zero	0.000%	5	1.00%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.13. Further, an Excess Kurtosis of 2.74 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -94.95%	0	0.00%	0.00%
-94.95% to -69.12%	0	0.00%	0.00%
-69.12% to -43.30%	10	5.99%	5.99%
-43.30% to -17.48%	20	11.98%	17.96%
-17.48% to 8.34%	65	38.92%	56.89%
8.34% to 34.17%	45	26.95%	83.83%
34.17% to 59.99%	16	9.58%	93.41%
59.99% to 85.81%	5	2.99%	96.41%
85.81% to 111.63%	4	2.40%	98.80%
Greater than 111.63%	2	1.20%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-26.09%	42.77%	76.65%	68.27%
±2σ	-60.52%	77.20%	95.21%	95.45%
±3σ	-94.95%	111.63%	98.80%	99.73%

Descriptive Statistics

Mean	8.344%
Standard Error	2.664%
Median	5.850%
Mode	-57.362%
Standard Deviation	34.430%
Sample Variance	1185.451%
Kurtosis	2.74
Skewness	1.13
Range	218.473%
Minimum	-57.362%
Maximum	161.111%
Count	167

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	29.395%	95	56.89%	16.722%
Negative	-19.433%	72	43.11%	-8.378%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	80.10%
12	3 Years	51.26%
20	5 Years	42.23%
40	10 Years	40.41%
80	20 Years	39.67%
200	50 Years	47.27%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.66. Further, an Excess Kurtosis of 3.41 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -56.81%	0	0.00%	0.00%
-56.81% to -26.86%	0	0.00%	0.00%
-26.86% to 3.10%	0	0.00%	0.00%
3.10% to 33.06%	42	25.00%	25.00%
33.06% to 63.02%	61	36.31%	61.31%
63.02% to 92.98%	35	20.83%	82.14%
92.98% to 122.94%	12	7.14%	89.29%
122.94% to 152.89%	13	7.74%	97.02%
152.89% to 182.85%	2	1.19%	98.21%
Greater than 182.85%	3	1.79%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	23.07%	102.96%	81.55%	68.27%
±2σ	-16.87%	142.91%	95.83%	95.45%
±3σ	-56.81%	182.85%	98.21%	99.73%

Descriptive Statistics

Mean	63.019%
Standard Error	3.082%
Median	51.560%
Mode	16.966%
Standard Deviation	39.944%
Sample Variance	1595.508%
Kurtosis	3.41
Skewness	1.66
Range	216.739%
Minimum	16.966%
Maximum	233.705%
Count	168

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	63.019%	168	100.00%	63.019%
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 1.39. Further, an Excess Kurtosis of 2.63 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -100.83%	0	0.00%	0.00%
-100.83% to -75.13%	0	0.00%	0.00%
-75.13% to -49.44%	4	2.38%	2.38%
-49.44% to -23.74%	29	17.26%	19.64%
-23.74% to 1.96%	66	39.29%	58.93%
1.96% to 27.65%	43	25.60%	84.52%
27.65% to 53.34%	12	7.14%	91.67%
53.34% to 79.04%	5	2.98%	94.64%
79.04% to 104.73%	5	2.98%	97.62%
Greater than 104.73%	4	2.38%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-32.30%	36.21%	77.38%	68.27%
±2σ	-66.56%	70.47%	94.05%	95.45%
±3σ	-100.83%	104.73%	97.62%	99.73%

Descriptive Statistics

Mean	1.955%
Standard Error	2.643%
Median	-5.409%
Mode	-61.702%
Standard Deviation	34.260%
Sample Variance	1173.729%
Kurtosis	2.63
Skewness	1.39
Range	196.234%
Minimum	-61.702%
Maximum	134.532%
Count	168

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	30.081%	73	43.45%	13.071%
Negative	-19.657%	95	56.55%	-11.116%
Zero	0.000%	0	0.00%	0.000%

MU Deep Analytical Report