Markets Data Volatility Heatmap Portfolio Calculator

NUE Deep Analytical Report

Nucor Corporation | Category: Equity Large Cap | Ann. Div Yield: 1.39% ($2.21) | Last Updated: 2026-03-24 | Data Range: 1980-03-01 → 2026-03-01 (553 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% 3.34% 2.56% 2.67% 156.71 164.94 152.74 169.22
Weekly 4.91% 4.37% 4.85% 7.95% 5.64% 5.88% 151.96 170.09 143.63 179.96
Monthly 9.97% 8.56% 9.82% 17.81% 11.73% 12.23% 142.97 180.79 127.14 203.30
Quarterly 16.78% 15.06% 15.40% 31.37% 20.32% 21.19% 131.20 197.00 107.07 241.40
Annual — — — — 40.65% 42.38% 107.07 241.40 71.31 362.48
Option Time Horizon — — — — 15.34% 16.00% 137.90 187.43 118.29 218.51
Calculation Notes: Computed at 2026-03-23T16:41 UTC  |  Reference Contract: Call option expiring 2026-05-15 (52 days)  |  Spot Price (S): $160.77  |  Strike (K): $165.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $8.3000 (Bid $8.0000 / Ask $8.6000)  |  Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 1.39%  |  Binomial IV (Annual): 40.65% (CRR binomial tree, American, n=20 steps)  |  BS IV: 41.09% (European Black-Scholes)  |  Yahoo IV (Annual): 42.38% → 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 7.25 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.72%810.70%0.70%
-6.72% to -5.02%1040.90%1.60%
-5.02% to -3.32%3883.35%4.94%
-3.32% to -1.62%141712.23%17.17%
-1.62% to 0.08%405434.98%52.15%
0.08% to 1.78%346229.87%82.03%
1.78% to 3.48%144312.45%94.48%
3.48% to 5.18%4453.84%98.32%
5.18% to 6.88%1181.02%99.34%
Greater than 6.88%770.66%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.19%2.34% 76.31%68.27%
±2σ -4.46%4.61% 95.21%95.45%
±3σ -6.72%6.88% 98.64%99.73%
Descriptive Statistics
Mean0.078%
Standard Error0.021%
Median0.000%
Mode0.000%
Standard Deviation2.267%
Sample Variance5.141%
Kurtosis7.25
Skewness0.02
Range47.597%
Minimum-19.825%
Maximum27.772%
Count11589
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.724% 5646 48.72% 0.840%
Negative -1.597% 5526 47.68% -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 3.18%
20 1 Month 2.99%
60 1 Quarter 2.94%
250 1 Year 3.12%
750 3 Years 2.85%
1,250 5 Years 3.34%
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 24.12 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 0.02%00.00%0.00%
0.02% to 1.35%197117.01%17.01%
1.35% to 2.69%512744.24%61.24%
2.69% to 4.03%278224.00%85.25%
4.03% to 5.36%10078.69%93.93%
5.36% to 6.70%3803.28%97.21%
6.70% to 8.04%1471.27%98.48%
Greater than 8.04%1761.52%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.91%4.47% 83.52%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%
Median2.293%
Mode1.449%
Standard Deviation1.782%
Sample Variance3.174%
Kurtosis24.12
Skewness3.36
Range26.843%
Minimum0.145%
Maximum26.988%
Count11590
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.689% 11590 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 -5.98%580.50%0.50%
-5.98% to -4.49%1080.93%1.43%
-4.49% to -2.99%4453.84%5.27%
-2.99% to -1.49%149812.92%18.20%
-1.49% to 0.01%390033.65%51.85%
0.01% to 1.50%358430.92%82.77%
1.50% to 3.00%139812.06%94.83%
3.00% to 4.50%3943.40%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% 95.33%95.45%
±3σ -5.98%6.00% 98.79%99.73%
Descriptive Statistics
Mean0.007%
Standard Error0.019%
Median0.000%
Mode0.000%
Standard Deviation1.997%
Sample Variance3.989%
Kurtosis8.57
Skewness0.72
Range38.339%
Minimum-14.533%
Maximum23.806%
Count11590
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.470% 5581 48.15% 0.708%
Negative -1.470% 5528 47.70% -0.701%
Zero 0.000% 481 4.15% 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 -10.68%311.29%1.71%
-10.68% to -6.99%984.08%5.79%
-6.99% to -3.31%32013.33%19.12%
-3.31% to 0.38%75731.53%50.65%
0.38% to 4.06%72530.20%80.84%
4.06% to 7.74%31413.08%93.92%
7.74% to 11.43%994.12%98.04%
11.43% to 15.11%291.21%99.25%
Greater than 15.11%180.75%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.54%5.29% 73.55%68.27%
±2σ -9.45%10.20% 94.42%95.45%
±3σ -14.36%15.11% 98.83%99.73%
Descriptive Statistics
Mean0.375%
Standard Error0.100%
Median0.274%
Mode0.000%
Standard Deviation4.912%
Sample Variance24.125%
Kurtosis2.28
Skewness0.09
Range56.764%
Minimum-25.272%
Maximum31.492%
Count2401
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.863% 1255 52.27% 2.019%
Negative -3.518% 1122 46.73% -1.644%
Zero 0.000% 24 1.00% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 6.71%
12 1 Quarter 6.93%
52 1 Year 7.18%
156 3 Years 6.60%
260 5 Years 7.95%
520 10 Years 7.19%
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 17.23 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -5.98%00.00%0.00%
-5.98% to -2.70%00.00%0.00%
-2.70% to 0.57%00.00%0.00%
0.57% to 3.85%41517.28%17.28%
3.85% to 7.13%108145.00%62.28%
7.13% to 10.40%53722.36%84.64%
10.40% to 13.68%2158.95%93.59%
13.68% to 16.96%753.12%96.71%
16.96% to 20.23%371.54%98.25%
Greater than 20.23%421.75%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 2.76%11.50% 83.60%68.27%
±2σ -1.61%15.87% 95.88%95.45%
±3σ -5.98%20.23% 98.25%99.73%
Descriptive Statistics
Mean7.128%
Standard Error0.089%
Median6.076%
Mode3.704%
Standard Deviation4.369%
Sample Variance19.087%
Kurtosis17.23
Skewness2.94
Range55.342%
Minimum0.733%
Maximum56.075%
Count2402
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.128% 2402 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 -14.63%50.21%0.21%
-14.63% to -11.00%241.00%1.21%
-11.00% to -7.36%974.04%5.25%
-7.36% to -3.73%34214.24%19.48%
-3.73% to -0.09%78132.51%52.00%
-0.09% to 3.55%72330.10%82.10%
3.55% to 7.18%28811.99%94.09%
7.18% to 10.82%903.75%97.84%
10.82% to 14.45%301.25%99.08%
Greater than 14.45%220.92%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.94%4.76% 74.44%68.27%
±2σ -9.79%9.61% 94.84%95.45%
±3σ -14.63%14.45% 98.88%99.73%
Descriptive Statistics
Mean-0.090%
Standard Error0.099%
Median-0.262%
Mode0.000%
Standard Deviation4.848%
Sample Variance23.500%
Kurtosis3.42
Skewness0.63
Range54.786%
Minimum-20.241%
Maximum34.545%
Count2402
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.748% 1116 46.46% 1.741%
Negative -3.500% 1257 52.33% -1.832%
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 0.54 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -28.30%10.18%0.18%
-28.30% to -20.82%40.72%0.91%
-20.82% to -13.35%325.80%6.70%
-13.35% to -5.87%7914.31%21.01%
-5.87% to 1.60%17531.70%52.72%
1.60% to 9.08%15027.17%79.89%
9.08% to 16.55%7012.68%92.57%
16.55% to 24.03%264.71%97.28%
24.03% to 31.50%132.36%99.64%
Greater than 31.50%20.36%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -8.36%11.57% 70.11%68.27%
±2σ -18.33%21.54% 95.11%95.45%
±3σ -28.30%31.51% 99.46%99.73%
Descriptive Statistics
Mean1.604%
Standard Error0.424%
Median1.002%
Mode0.000%
Standard Deviation9.967%
Sample Variance99.334%
Kurtosis0.54
Skewness0.28
Range65.649%
Minimum-30.769%
Maximum34.880%
Count552
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.239% 310 56.16% 4.627%
Negative -6.982% 239 43.30% -3.023%
Zero 0.000% 3 0.54% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 13.81%
12 1 Year 14.44%
36 3 Years 14.15%
60 5 Years 17.81%
120 10 Years 16.10%
240 20 Years 15.43%
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 6.89 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -9.14%00.00%0.00%
-9.14% to -2.72%00.00%0.00%
-2.72% to 3.70%10.18%0.18%
3.70% to 10.12%10318.63%18.81%
10.12% to 16.54%23141.77%60.58%
16.54% to 22.96%12823.15%83.73%
22.96% to 29.38%458.14%91.86%
29.38% to 35.80%285.06%96.93%
35.80% to 42.22%91.63%98.55%
Greater than 42.22%81.45%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 7.98%25.10% 81.37%68.27%
±2σ -0.58%33.66% 95.84%95.45%
±3σ -9.14%42.22% 98.55%99.73%
Descriptive Statistics
Mean16.536%
Standard Error0.364%
Median14.508%
Mode7.566%
Standard Deviation8.560%
Sample Variance73.272%
Kurtosis6.89
Skewness2.08
Range64.931%
Minimum2.866%
Maximum67.797%
Count553
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 16.536% 553 100.00% 16.536%
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 0.95 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -29.83%00.00%0.00%
-29.83% to -22.46%50.90%0.90%
-22.46% to -15.10%274.88%5.79%
-15.10% to -7.73%9216.64%22.42%
-7.73% to -0.37%16730.20%52.62%
-0.37% to 7.00%15027.12%79.75%
7.00% to 14.36%6712.12%91.86%
14.36% to 21.73%356.33%98.19%
21.73% to 29.09%71.27%99.46%
Greater than 29.09%30.54%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -10.19%9.45% 70.16%68.27%
±2σ -20.01%19.27% 94.76%95.45%
±3σ -29.83%29.10% 99.46%99.73%
Descriptive Statistics
Mean-0.368%
Standard Error0.418%
Median-1.053%
Mode0.000%
Standard Deviation9.821%
Sample Variance96.462%
Kurtosis0.95
Skewness0.47
Range71.570%
Minimum-26.385%
Maximum45.185%
Count553
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.991% 248 44.85% 3.584%
Negative -7.285% 300 54.25% -3.952%
Zero 0.000% 5 0.90% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.64. Further, an Excess Kurtosis of 0.67 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -45.71%00.00%0.00%
-45.71% to -33.13%00.00%0.00%
-33.13% to -20.54%84.35%4.35%
-20.54% to -7.96%3720.11%24.46%
-7.96% to 4.63%5529.89%54.35%
4.63% to 17.21%4625.00%79.35%
17.21% to 29.80%2413.04%92.39%
29.80% to 42.38%105.43%97.83%
42.38% to 54.97%31.63%99.46%
Greater than 54.97%10.54%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -12.15%21.41% 71.74%68.27%
±2σ -28.93%38.19% 96.20%95.45%
±3σ -45.71%54.97% 99.46%99.73%
Descriptive Statistics
Mean4.629%
Standard Error1.237%
Median2.875%
Mode-28.394%
Standard Deviation16.780%
Sample Variance281.563%
Kurtosis0.67
Skewness0.64
Range98.074%
Minimum-28.394%
Maximum69.680%
Count184
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 16.179% 103 55.98% 9.057%
Negative -10.059% 81 44.02% -4.428%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 25.95%
12 3 Years 26.20%
20 5 Years 31.37%
40 10 Years 27.88%
80 20 Years 26.34%
200 50 Years 26.49%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.20. Further, an Excess Kurtosis of 8.20 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -14.36%00.00%0.00%
-14.36% to -3.06%00.00%0.00%
-3.06% to 8.24%00.00%0.00%
8.24% to 19.54%4021.62%21.62%
19.54% to 30.84%7238.92%60.54%
30.84% to 42.13%4524.32%84.86%
42.13% to 53.43%189.73%94.59%
53.43% to 64.73%42.16%96.76%
64.73% to 76.03%21.08%97.84%
Greater than 76.03%42.16%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 15.77%45.90% 78.38%68.27%
±2σ 0.71%60.96% 96.76%95.45%
±3σ -14.36%76.03% 97.84%99.73%
Descriptive Statistics
Mean30.835%
Standard Error1.108%
Median28.242%
Mode23.750%
Standard Deviation15.064%
Sample Variance226.920%
Kurtosis8.20
Skewness2.20
Range110.114%
Minimum9.544%
Maximum119.658%
Count185
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 30.835% 185 100.00% 30.835%
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 Fairly Symmetrical with a Skewness factor of 0.26. Further, an Excess Kurtosis of -0.17 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -47.73%00.00%0.00%
-47.73% to -36.17%10.54%0.54%
-36.17% to -24.62%73.78%4.32%
-24.62% to -13.07%3217.30%21.62%
-13.07% to -1.52%5630.27%51.89%
-1.52% to 10.03%4725.41%77.30%
10.03% to 21.58%2915.68%92.97%
21.58% to 33.14%105.41%98.38%
33.14% to 44.69%31.62%100.00%
Greater than 44.69%00.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -16.92%13.88% 68.11%68.27%
±2σ -32.32%29.29% 95.14%95.45%
±3σ -47.72%44.69% 100.00%99.73%
Descriptive Statistics
Mean-1.519%
Standard Error1.132%
Median-2.083%
Mode11.688%
Standard Deviation15.402%
Sample Variance237.207%
Kurtosis-0.17
Skewness0.26
Range82.614%
Minimum-40.007%
Maximum42.607%
Count185
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 12.341% 83 44.87% 5.537%
Negative -12.925% 101 54.59% -7.056%
Zero 0.000% 1 0.54% 0.000%