Markets Data Volatility Heatmap Portfolio Calculator

NUE Deep Analytical Report

Nucor Corporation | Category: Equity Mega Cap | Ann. Div Yield: 1.23% ($2.21) | Last Updated: 2026-02-22 | Data Range: 1980-03-01 → 2026-02-01 (552 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 2.27% 1.78% 2.00% 3.36% 2.09% 2.32% 176.29 183.80 172.66 187.68
Weekly 4.91% 4.37% 4.85% 8.03% 4.59% 5.11% 171.93 188.47 164.22 197.32
Monthly 9.96% 8.57% 9.82% 18.18% 9.56% 10.64% 163.60 198.06 148.69 217.93
Quarterly 16.75% 15.12% 15.38% 30.80% 16.55% 18.42% 152.55 212.42 129.28 250.65
Annual — — — — 33.11% 36.85% 129.28 250.65 92.84 349.02
Option Time Horizon — — — — 12.73% 14.17% 158.49 204.46 139.54 232.22
Calculation Notes: Computed at 2026-02-22T14:23 UTC  |  Reference Contract: Call option expiring 2026-04-17 (54 days)  |  Spot Price (S): $180.01  |  Strike (K): $185.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $7.3500 (Bid $6.6000 / Ask $8.1000)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 1.23%  |  Binomial IV (Annual): 33.11% (CRR binomial tree, American, n=20 steps)  |  BS IV: 33.51% (European Black-Scholes)  |  Yahoo IV (Annual): 36.85% → 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
2025-12-31 $0.5600
2025-09-30 $0.5500
2025-06-30 $0.5500
2025-03-31 $0.5500
2024-12-31 $0.5500
2024-09-27 $0.5400
2024-06-28 $0.5400
2024-03-27 $0.5400
2023-12-28 $0.5400
2023-09-28 $0.5100
2023-06-29 $0.5100
2023-03-30 $0.5100
2022-12-29 $0.5100
2022-09-29 $0.5000
2022-06-29 $0.5000
2022-03-30 $0.5000
2021-12-30 $0.5000
2021-09-29 $0.4050
2021-06-29 $0.4050
2021-03-30 $0.4050
2020-12-30 $0.4050
2020-09-29 $0.4030
2020-06-29 $0.4030
2020-03-30 $0.4030
2019-12-30 $0.4030
2019-09-26 $0.4000
2019-06-27 $0.4000
2019-03-28 $0.4000
2018-12-28 $0.4000
2018-09-27 $0.3800
2018-06-28 $0.3800
2018-03-28 $0.3800
2017-12-28 $0.3800
2017-09-28 $0.3780
2017-06-28 $0.3780
2017-03-29 $0.3780
2016-12-28 $0.3780
2016-09-28 $0.3750
2016-06-28 $0.3750
2016-03-29 $0.3750
2015-12-29 $0.3750
2015-09-28 $0.3730
2015-06-26 $0.3730
2015-03-27 $0.3720
2014-12-29 $0.3720
2014-09-26 $0.3700
2014-06-26 $0.3700
2014-03-27 $0.3700
2013-12-27 $0.3700
2013-09-25 $0.3680
2013-06-26 $0.3670
2013-03-26 $0.3670
2012-12-27 $0.3670
2012-09-26 $0.3650
2012-06-27 $0.3650
2012-03-28 $0.3650
2011-12-28 $0.3650
2011-09-28 $0.3630
2011-06-28 $0.3630
2011-03-29 $0.3630
2010-12-29 $0.3630
2010-09-28 $0.3600
2010-06-28 $0.3600
2010-03-29 $0.3600
2009-12-29 $0.3600
2009-09-28 $0.3500
2009-06-26 $0.3500
2009-03-27 $0.3500
2008-12-29 $0.3500
2008-09-26 $0.5200
2008-06-26 $0.5200
2008-03-26 $0.5200
2007-12-27 $0.6100
2007-09-26 $0.6100
2007-06-27 $0.6100
2007-03-28 $0.6100
2006-12-27 $0.6000
2006-09-27 $0.6000
2006-06-28 $0.6000
2006-03-29 $0.2500
2005-12-28 $0.3250
2005-09-28 $0.2000
2005-06-28 $0.1250
2005-03-29 $0.1250
2004-12-29 $0.0650
2004-09-28 $0.0650
2004-06-28 $0.0525
2004-03-29 $0.0525
2003-12-29 $0.0500
2003-09-26 $0.0500
2003-06-26 $0.0500
2003-03-27 $0.0500
2002-12-27 $0.0475
2002-09-25 $0.0475
2002-06-26 $0.0475
2002-03-26 $0.0475
2001-12-26 $0.0425
2001-09-26 $0.0425
2001-06-27 $0.0425
2001-03-28 $0.0425
2000-12-27 $0.0375
2000-09-27 $0.0375
2000-06-28 $0.0375
2000-03-29 $0.0375
1999-12-29 $0.0325
1999-09-28 $0.0325
1999-06-28 $0.0325
1999-03-29 $0.0325
1998-12-29 $0.0300
1998-09-28 $0.0300
1998-06-26 $0.0300
1998-03-27 $0.0300
1997-12-29 $0.0250
1997-09-26 $0.0250
1997-06-26 $0.0250
1997-03-26 $0.0250
1996-12-27 $0.0200
1996-09-26 $0.0200
1996-06-26 $0.0200
1996-03-27 $0.0200
1995-12-27 $0.0175
1995-09-27 $0.0175
1995-06-28 $0.0175
1995-03-27 $0.0175
1994-12-23 $0.0112
1994-09-26 $0.0112
1994-06-24 $0.0112
1994-03-25 $0.0112
1993-12-27 $0.0100
1993-09-24 $0.0100
1993-06-24 $0.0100
1993-03-25 $0.0100
1992-12-24 $0.0088
1992-09-24 $0.0088
1992-06-24 $0.0088
1992-03-25 $0.0088
1991-12-24 $0.0081
1991-09-24 $0.0081
1991-06-24 $0.0081
1991-03-22 $0.0081
1990-12-24 $0.0075
1990-09-24 $0.0075
1990-06-25 $0.0075
1990-03-26 $0.0075
1989-12-22 $0.0069
1989-09-25 $0.0069
1989-06-26 $0.0069
1989-03-27 $0.0069
1988-12-23 $0.0063
1988-09-26 $0.0063
1988-06-24 $0.0063
1988-03-25 $0.0063
1987-12-24 $0.0056
1987-09-24 $0.0056
1987-06-24 $0.0056
1987-03-25 $0.0056
1986-12-24 $0.0050
1986-09-24 $0.0050
1986-06-24 $0.0050
1986-03-24 $0.0046
1985-12-24 $0.0042
1985-09-24 $0.0042
1985-06-24 $0.0042
1985-03-25 $0.0042
1984-12-24 $0.0037
1984-09-24 $0.0037
1984-06-25 $0.0037
1984-03-26 $0.0037
1983-12-23 $0.0033
1983-09-26 $0.0033
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.02. Further, an Excess Kurtosis of 7.24 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.73%810.70%0.70%
-6.73% to -5.03%1040.90%1.60%
-5.03% to -3.32%3863.34%4.94%
-3.32% to -1.62%141312.21%17.15%
-1.62% to 0.08%404834.99%52.14%
0.08% to 1.78%345929.90%82.05%
1.78% to 3.48%143912.44%94.48%
3.48% to 5.18%4443.84%98.32%
5.18% to 6.89%1181.02%99.34%
Greater than 6.89%760.66%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.19%2.35% 76.30%68.27%
±2σ -4.46%4.62% 95.23%95.45%
±3σ -6.73%6.89% 98.64%99.73%
Descriptive Statistics
Mean0.080%
Standard Error0.021%
Median0.000%
Mode0.000%
Standard Deviation2.269%
Sample Variance5.147%
Kurtosis7.24
Skewness0.02
Range47.597%
Minimum-19.825%
Maximum27.772%
Count11568
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.726% 5637 48.73% 0.841%
Negative -1.597% 5514 47.67% -0.761%
Zero 0.000% 417 3.60% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 3.43%
20 1 Month 3.31%
60 1 Quarter 2.73%
250 1 Year 3.18%
750 3 Years 2.88%
1,250 5 Years 3.36%
2,500 10 Years 3.04%
5,000 20 Years 3.17%
12,500 50 Years 2.84%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.36. Further, an Excess Kurtosis of 24.10 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -2.66%00.00%0.00%
-2.66% to -1.32%00.00%0.00%
-1.32% to 0.01%00.00%0.00%
0.01% to 1.35%197117.04%17.04%
1.35% to 2.69%511444.20%61.24%
2.69% to 4.03%277824.01%85.25%
4.03% to 5.36%10058.69%93.94%
5.36% to 6.70%3793.28%97.22%
6.70% to 8.04%1461.26%98.48%
Greater than 8.04%1761.52%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.91%4.47% 83.50%68.27%
±2σ -0.88%6.25% 96.45%95.45%
±3σ -2.66%8.04% 98.48%99.73%
Descriptive Statistics
Mean2.689%
Standard Error0.017%
Median2.292%
Mode1.449%
Standard Deviation1.783%
Sample Variance3.179%
Kurtosis24.10
Skewness3.36
Range26.843%
Minimum0.145%
Maximum26.988%
Count11569
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.689% 11569 100.00% 2.689%
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 0.72. Further, an Excess Kurtosis of 8.57 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -5.99%580.50%0.50%
-5.99% to -4.49%1080.93%1.43%
-4.49% to -2.99%4443.84%5.27%
-2.99% to -1.49%149612.93%18.20%
-1.49% to 0.01%389533.67%51.87%
0.01% to 1.50%357430.89%82.76%
1.50% to 3.00%139612.07%94.83%
3.00% to 4.50%3933.40%98.23%
4.50% to 6.00%1231.06%99.29%
Greater than 6.00%820.71%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.99%2.00% 76.04%68.27%
±2σ -3.99%4.00% 95.32%95.45%
±3σ -5.99%6.00% 98.79%99.73%
Descriptive Statistics
Mean0.006%
Standard Error0.019%
Median0.000%
Mode0.000%
Standard Deviation1.998%
Sample Variance3.991%
Kurtosis8.57
Skewness0.72
Range38.339%
Minimum-14.533%
Maximum23.806%
Count11569
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.470% 5568 48.13% 0.707%
Negative -1.470% 5520 47.71% -0.701%
Zero 0.000% 481 4.16% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.09. Further, an Excess Kurtosis of 2.28 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -14.36%100.42%0.42%
-14.36% to -10.67%311.29%1.71%
-10.67% to -6.99%984.09%5.80%
-6.99% to -3.31%31813.27%19.07%
-3.31% to 0.38%75731.58%50.65%
0.38% to 4.07%72430.20%80.85%
4.07% to 7.75%31313.06%93.91%
7.75% to 11.43%994.13%98.04%
11.43% to 15.12%291.21%99.25%
Greater than 15.12%180.75%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.53%5.29% 73.55%68.27%
±2σ -9.45%10.21% 94.45%95.45%
±3σ -14.36%15.12% 98.83%99.73%
Descriptive Statistics
Mean0.380%
Standard Error0.100%
Median0.294%
Mode0.000%
Standard Deviation4.913%
Sample Variance24.137%
Kurtosis2.28
Skewness0.09
Range56.764%
Minimum-25.272%
Maximum31.492%
Count2397
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.866% 1254 52.31% 2.022%
Negative -3.517% 1119 46.68% -1.642%
Zero 0.000% 24 1.00% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 8.09%
12 1 Quarter 6.33%
52 1 Year 7.21%
156 3 Years 6.70%
260 5 Years 8.03%
520 10 Years 7.18%
1,040 20 Years 7.32%
2,600 50 Years 6.90%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.94. Further, an Excess Kurtosis of 17.21 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -5.99%00.00%0.00%
-5.99% to -2.71%00.00%0.00%
-2.71% to 0.57%00.00%0.00%
0.57% to 3.85%41517.31%17.31%
3.85% to 7.13%107844.95%62.26%
7.13% to 10.41%53622.35%84.61%
10.41% to 13.69%2158.97%93.58%
13.69% to 16.96%753.13%96.71%
16.96% to 20.24%371.54%98.25%
Greater than 20.24%421.75%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 2.76%11.50% 83.65%68.27%
±2σ -1.62%15.87% 95.87%95.45%
±3σ -5.99%20.24% 98.25%99.73%
Descriptive Statistics
Mean7.128%
Standard Error0.089%
Median6.076%
Mode3.704%
Standard Deviation4.372%
Sample Variance19.113%
Kurtosis17.21
Skewness2.94
Range55.342%
Minimum0.733%
Maximum56.075%
Count2398
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.128% 2398 100.00% 7.128%
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 0.63. Further, an Excess Kurtosis of 3.42 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -14.64%50.21%0.21%
-14.64% to -11.01%241.00%1.21%
-11.01% to -7.37%964.00%5.21%
-7.37% to -3.73%34114.22%19.43%
-3.73% to -0.09%78232.61%52.04%
-0.09% to 3.54%72230.11%82.15%
3.54% to 7.18%28611.93%94.08%
7.18% to 10.82%903.75%97.83%
10.82% to 14.46%301.25%99.08%
Greater than 14.46%220.92%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.94%4.76% 74.48%68.27%
±2σ -9.79%9.61% 94.91%95.45%
±3σ -14.64%14.46% 98.92%99.73%
Descriptive Statistics
Mean-0.094%
Standard Error0.099%
Median-0.266%
Mode0.000%
Standard Deviation4.850%
Sample Variance23.522%
Kurtosis3.42
Skewness0.63
Range54.786%
Minimum-20.241%
Maximum34.545%
Count2398
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.749% 1113 46.41% 1.740%
Negative -3.502% 1256 52.38% -1.834%
Zero 0.000% 29 1.21% 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 0.55 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -28.27%10.18%0.18%
-28.27% to -20.79%50.91%1.09%
-20.79% to -13.32%315.63%6.72%
-13.32% to -5.85%7814.16%20.87%
-5.85% to 1.63%17631.94%52.81%
1.63% to 9.10%14927.04%79.85%
9.10% to 16.57%7012.70%92.56%
16.57% to 24.05%264.72%97.28%
24.05% to 31.52%132.36%99.64%
Greater than 31.52%20.36%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -8.34%11.59% 70.24%68.27%
±2σ -18.30%21.55% 95.28%95.45%
±3σ -28.27%31.52% 99.46%99.73%
Descriptive Statistics
Mean1.627%
Standard Error0.425%
Median1.108%
Mode0.000%
Standard Deviation9.964%
Sample Variance99.291%
Kurtosis0.55
Skewness0.28
Range65.649%
Minimum-30.769%
Maximum34.880%
Count551
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.217% 311 56.44% 4.638%
Negative -7.000% 237 43.01% -3.011%
Zero 0.000% 3 0.54% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 11.25%
12 1 Year 14.49%
36 3 Years 14.36%
60 5 Years 18.18%
120 10 Years 16.16%
240 20 Years 15.48%
600 50 Years 15.10%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.08. Further, an Excess Kurtosis of 6.87 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -9.17%00.00%0.00%
-9.17% to -2.75%00.00%0.00%
-2.75% to 3.68%10.18%0.18%
3.68% to 10.11%10318.66%18.84%
10.11% to 16.53%23141.85%60.69%
16.53% to 22.96%12723.01%83.70%
22.96% to 29.39%458.15%91.85%
29.39% to 35.81%285.07%96.92%
35.81% to 42.24%91.63%98.55%
Greater than 42.24%81.45%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 7.96%25.10% 81.52%68.27%
±2σ -0.61%33.67% 95.83%95.45%
±3σ -9.17%42.24% 98.55%99.73%
Descriptive Statistics
Mean16.533%
Standard Error0.365%
Median14.503%
Mode7.566%
Standard Deviation8.569%
Sample Variance73.424%
Kurtosis6.87
Skewness2.08
Range64.931%
Minimum2.866%
Maximum67.797%
Count552
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 16.533% 552 100.00% 16.533%
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 0.47. Further, an Excess Kurtosis of 0.96 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -29.85%00.00%0.00%
-29.85% to -22.49%50.91%0.91%
-22.49% to -15.12%274.89%5.80%
-15.12% to -7.76%9216.67%22.46%
-7.76% to -0.39%16630.07%52.54%
-0.39% to 6.98%15027.17%79.71%
6.98% to 14.34%6712.14%91.85%
14.34% to 21.71%356.34%98.19%
21.71% to 29.07%71.27%99.46%
Greater than 29.07%30.54%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -10.21%9.43% 70.11%68.27%
±2σ -20.03%19.25% 94.75%95.45%
±3σ -29.85%29.07% 99.46%99.73%
Descriptive Statistics
Mean-0.390%
Standard Error0.418%
Median-1.058%
Mode0.000%
Standard Deviation9.821%
Sample Variance96.444%
Kurtosis0.96
Skewness0.47
Range71.570%
Minimum-26.385%
Maximum45.185%
Count552
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.982% 247 44.75% 3.572%
Negative -7.291% 300 54.35% -3.963%
Zero 0.000% 5 0.91% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.63. Further, an Excess Kurtosis of 0.69 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -45.56%00.00%0.00%
-45.56% to -32.99%00.00%0.00%
-32.99% to -20.43%84.35%4.35%
-20.43% to -7.87%3619.57%23.91%
-7.87% to 4.69%5630.43%54.35%
4.69% to 17.25%4625.00%79.35%
17.25% to 29.81%2413.04%92.39%
29.81% to 42.37%105.43%97.83%
42.37% to 54.93%31.63%99.46%
Greater than 54.93%10.54%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -12.06%21.44% 71.74%68.27%
±2σ -28.81%38.18% 96.20%95.45%
±3σ -45.56%54.93% 99.46%99.73%
Descriptive Statistics
Mean4.688%
Standard Error1.235%
Median2.875%
Mode-28.394%
Standard Deviation16.748%
Sample Variance280.496%
Kurtosis0.69
Skewness0.63
Range98.074%
Minimum-28.394%
Maximum69.680%
Count184
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 16.036% 104 56.52% 9.064%
Negative -10.064% 80 43.48% -4.376%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 23.08%
12 3 Years 25.25%
20 5 Years 30.80%
40 10 Years 27.59%
80 20 Years 26.20%
200 50 Years 26.43%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.18. Further, an Excess Kurtosis of 8.08 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -14.61%00.00%0.00%
-14.61% to -3.27%00.00%0.00%
-3.27% to 8.07%00.00%0.00%
8.07% to 19.41%4021.62%21.62%
19.41% to 30.76%7138.38%60.00%
30.76% to 42.10%4524.32%84.32%
42.10% to 53.44%1910.27%94.59%
53.44% to 64.78%42.16%96.76%
64.78% to 76.12%21.08%97.84%
Greater than 76.12%42.16%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 15.63%45.88% 77.84%68.27%
±2σ 0.51%61.00% 96.76%95.45%
±3σ -14.61%76.12% 97.84%99.73%
Descriptive Statistics
Mean30.756%
Standard Error1.112%
Median28.242%
Mode23.750%
Standard Deviation15.123%
Sample Variance228.697%
Kurtosis8.08
Skewness2.18
Range110.114%
Minimum9.544%
Maximum119.658%
Count185
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 30.756% 185 100.00% 30.756%
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 0.27. Further, an Excess Kurtosis of -0.15 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -47.72%00.00%0.00%
-47.72% to -36.19%10.54%0.54%
-36.19% to -24.65%73.78%4.32%
-24.65% to -13.12%3217.30%21.62%
-13.12% to -1.58%5630.27%51.89%
-1.58% to 9.95%4725.41%77.30%
9.95% to 21.48%2915.68%92.97%
21.48% to 33.02%105.41%98.38%
33.02% to 44.55%31.62%100.00%
Greater than 44.55%00.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -16.96%13.79% 68.11%68.27%
±2σ -32.34%29.17% 95.14%95.45%
±3σ -47.72%44.55% 100.00%99.73%
Descriptive Statistics
Mean-1.584%
Standard Error1.131%
Median-2.084%
Mode11.688%
Standard Deviation15.379%
Sample Variance236.524%
Kurtosis-0.15
Skewness0.27
Range82.614%
Minimum-40.007%
Maximum42.607%
Count185
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 12.374% 82 44.32% 5.485%
Negative -12.820% 102 55.13% -7.068%
Zero 0.000% 1 0.54% 0.000%