Markets Data Volatility Heatmap Portfolio Calculator

NYT Deep Analytical Report

The New York Times Company | Category: Equity Large Cap | Ann. Div Yield: 0.89% ($0.72) | Last Updated: 2026-03-24 | Data Range: 1973-05-01 → 2026-03-01 (635 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 2.23% 1.96% 1.98% 2.39% 2.13% 2.41% 80.18 83.68 78.49 85.48
Weekly 4.68% 4.55% 4.63% 5.68% 4.70% 5.30% 78.15 85.85 74.56 89.98
Monthly 9.29% 10.20% 9.24% 12.74% 9.78% 11.03% 74.28 90.32 67.36 99.60
Quarterly 15.45% 15.91% 15.94% 22.84% 16.94% 19.11% 69.15 97.03 58.37 114.93
Annual — — — — 33.87% 38.22% 58.37 114.93 41.60 161.27
Option Time Horizon — — — — 12.79% 14.43% 72.08 93.08 63.43 105.78
Calculation Notes: Computed at 2026-03-23T16:34 UTC  |  Reference Contract: Call option expiring 2026-05-15 (52 days)  |  Spot Price (S): $81.91  |  Strike (K): $85.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $3.0500 (Bid $2.6000 / Ask $3.5000)  |  Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 0.89%  |  Binomial IV (Annual): 33.87% (CRR binomial tree, American, n=20 steps)  |  BS IV: 34.22% (European Black-Scholes)  |  Yahoo IV (Annual): 38.22% → 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
2026-01-06 $0.1800
2025-10-08 $0.1800
2025-07-09 $0.1800
2025-04-01 $0.1800
2025-01-10 $0.1300
2024-10-09 $0.1300
2024-07-09 $0.1300
2024-04-01 $0.1300
2024-01-02 $0.1100
2023-10-06 $0.1100
2023-07-10 $0.1100
2023-04-04 $0.1100
2023-01-03 $0.0900
2022-10-06 $0.0900
2022-07-08 $0.0900
2022-04-05 $0.0900
2022-01-04 $0.0700
2021-10-07 $0.0700
2021-07-09 $0.0700
2021-04-06 $0.0700
2021-01-05 $0.0600
2020-10-06 $0.0600
2020-07-09 $0.0600
2020-04-07 $0.0600
2020-01-07 $0.0500
2019-10-01 $0.0500
2019-07-09 $0.0500
2019-04-02 $0.0500
2019-01-08 $0.0400
2018-10-02 $0.0400
2018-07-10 $0.0400
2018-04-03 $0.0400
2018-01-09 $0.0400
2017-10-03 $0.0400
2017-07-10 $0.0400
2017-04-03 $0.0400
2017-01-09 $0.0400
2016-10-03 $0.0400
2016-07-11 $0.0400
2016-04-04 $0.0400
2016-01-11 $0.0400
2015-10-05 $0.0400
2015-07-13 $0.0400
2015-04-06 $0.0400
2015-01-12 $0.0400
2014-10-06 $0.0400
2014-07-15 $0.0400
2014-04-07 $0.0400
2014-01-13 $0.0400
2013-10-07 $0.0400
2008-11-26 $0.0600
2008-08-28 $0.2300
2008-05-29 $0.2300
2008-02-28 $0.2300
2007-11-29 $0.2300
2007-08-30 $0.2300
2007-05-30 $0.2300
2007-02-27 $0.1750
2006-11-29 $0.1750
2006-08-30 $0.1750
2006-05-30 $0.1750
2006-02-27 $0.1650
2005-11-29 $0.1650
2005-08-30 $0.1650
2005-05-27 $0.1650
2005-02-25 $0.1550
2004-11-29 $0.1550
2004-08-30 $0.1550
2004-05-27 $0.1550
2004-02-26 $0.1450
2003-11-26 $0.1450
2003-08-28 $0.1450
2003-05-29 $0.1450
2003-02-27 $0.1250
2002-11-27 $0.1350
2002-08-30 $0.1350
2002-05-30 $0.1350
2002-02-27 $0.1250
2001-11-29 $0.1250
2001-08-30 $0.1250
2001-05-30 $0.1250
2001-02-27 $0.1150
2000-11-29 $0.1150
2000-08-30 $0.1150
2000-05-30 $0.1150
2000-02-28 $0.1050
1999-11-29 $0.1050
1999-08-30 $0.1050
1999-05-27 $0.1050
1999-02-25 $0.0950
1998-11-27 $0.0950
1998-08-28 $0.0950
1998-06-15 $0.0950
1998-02-27 $0.0850
1997-11-28 $0.0850
1997-08-28 $0.0800
1997-05-30 $0.0800
1997-02-28 $0.0750
1996-11-29 $0.0750
1996-08-29 $0.0700
1996-05-31 $0.0700
1996-03-01 $0.0700
1995-11-29 $0.0700
1995-08-31 $0.0700
1995-05-31 $0.0700
1995-03-01 $0.0700
1994-11-25 $0.0700
1994-08-30 $0.0700
1994-05-27 $0.0700
1994-02-25 $0.0700
1993-11-24 $0.0700
1993-08-30 $0.0700
1993-05-27 $0.0700
1993-02-25 $0.0700
1992-11-30 $0.0700
1992-08-31 $0.0700
1992-05-29 $0.0700
1992-02-27 $0.0700
1991-12-02 $0.0700
1991-08-30 $0.0700
1991-05-31 $0.0700
1991-02-28 $0.0700
1990-11-30 $0.0700
1990-08-30 $0.0700
1990-05-31 $0.0650
1990-02-28 $0.0650
1989-11-30 $0.0650
1989-08-30 $0.0650
1989-05-31 $0.0600
1989-02-28 $0.0600
1988-11-30 $0.0600
1988-08-30 $0.0600
1988-05-31 $0.0550
1988-03-01 $0.0550
1987-11-30 $0.0550
1987-09-01 $0.0220
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.52. Further, an Excess Kurtosis of 8.55 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.63%940.73%0.73%
-6.63% to -4.96%1180.91%1.64%
-4.96% to -3.29%3872.99%4.63%
-3.29% to -1.61%149211.53%16.16%
-1.61% to 0.06%493838.16%54.32%
0.06% to 1.74%384929.75%84.07%
1.74% to 3.41%138910.73%94.81%
3.41% to 5.08%4003.09%97.90%
5.08% to 6.76%1491.15%99.05%
Greater than 6.76%1230.95%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.17%2.29% 78.62%68.27%
±2σ -4.40%4.53% 94.92%95.45%
±3σ -6.63%6.76% 98.32%99.73%
Descriptive Statistics
Mean0.062%
Standard Error0.020%
Median0.000%
Mode0.000%
Standard Deviation2.232%
Sample Variance4.980%
Kurtosis8.55
Skewness0.52
Range46.317%
Minimum-21.972%
Maximum24.345%
Count12939
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.699% 5975 46.18% 0.785%
Negative -1.574% 5939 45.90% -0.722%
Zero 0.000% 1025 7.92% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 2.30%
20 1 Month 2.36%
60 1 Quarter 2.43%
250 1 Year 2.09%
750 3 Years 2.04%
1,250 5 Years 2.39%
2,500 10 Years 2.56%
5,000 20 Years 3.22%
12,500 50 Years 2.74%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.19. Further, an Excess Kurtosis of 18.92 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -3.19%00.00%0.00%
-3.19% to -1.73%00.00%0.00%
-1.73% to -0.26%00.00%0.00%
-0.26% to 1.21%193814.98%14.98%
1.21% to 2.68%633648.96%63.94%
2.68% to 4.15%280721.69%85.63%
4.15% to 5.62%10007.73%93.36%
5.62% to 7.08%4243.28%96.64%
7.08% to 8.55%2151.66%98.30%
Greater than 8.55%2201.70%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.72%4.64% 86.38%68.27%
±2σ -1.24%6.59% 95.86%95.45%
±3σ -3.19%8.55% 98.30%99.73%
Descriptive Statistics
Mean2.679%
Standard Error0.017%
Median2.174%
Mode1.111%
Standard Deviation1.958%
Sample Variance3.835%
Kurtosis18.92
Skewness3.19
Range27.294%
Minimum0.157%
Maximum27.451%
Count12940
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.679% 12940 100.00% 2.679%
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 -0.07. Further, an Excess Kurtosis of 6.63 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -5.97%1070.83%0.83%
-5.97% to -4.48%1611.24%2.07%
-4.48% to -3.00%4333.35%5.42%
-3.00% to -1.51%143211.07%16.48%
-1.51% to -0.02%371728.72%45.21%
-0.02% to 1.47%498638.53%83.74%
1.47% to 2.95%145911.28%95.02%
2.95% to 4.44%4203.25%98.26%
4.44% to 5.93%1220.94%99.20%
Greater than 5.93%1030.80%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.00%1.96% 77.52%68.27%
±2σ -3.99%3.95% 94.87%95.45%
±3σ -5.97%5.93% 98.38%99.73%
Descriptive Statistics
Mean-0.021%
Standard Error0.017%
Median0.000%
Mode0.000%
Standard Deviation1.983%
Sample Variance3.933%
Kurtosis6.63
Skewness-0.07
Range38.892%
Minimum-18.675%
Maximum20.217%
Count12940
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.466% 5890 45.52% 0.667%
Negative -1.521% 5856 45.26% -0.688%
Zero 0.000% 1194 9.23% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.22. Further, an Excess Kurtosis of 3.80 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -13.76%180.65%0.65%
-13.76% to -10.25%220.80%1.45%
-10.25% to -6.74%933.37%4.82%
-6.74% to -3.23%37013.42%18.24%
-3.23% to 0.29%93533.91%52.16%
0.29% to 3.80%84630.69%82.84%
3.80% to 7.31%29810.81%93.65%
7.31% to 10.82%1154.17%97.82%
10.82% to 14.34%381.38%99.20%
Greater than 14.34%220.80%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.40%4.97% 76.06%68.27%
±2σ -9.08%9.65% 94.78%95.45%
±3σ -13.76%14.33% 98.55%99.73%
Descriptive Statistics
Mean0.286%
Standard Error0.089%
Median0.000%
Mode0.000%
Standard Deviation4.683%
Sample Variance21.927%
Kurtosis3.80
Skewness0.22
Range54.103%
Minimum-27.294%
Maximum26.809%
Count2757
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.688% 1361 49.37% 1.821%
Negative -3.290% 1286 46.65% -1.535%
Zero 0.000% 110 3.99% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 5.94%
12 1 Quarter 6.31%
52 1 Year 4.92%
156 3 Years 4.88%
260 5 Years 5.68%
520 10 Years 5.96%
1,040 20 Years 7.38%
2,600 50 Years 6.38%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.68. Further, an Excess Kurtosis of 12.33 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.94%00.00%0.00%
-6.94% to -3.53%00.00%0.00%
-3.53% to -0.12%00.00%0.00%
-0.12% to 3.29%46716.93%16.93%
3.29% to 6.70%127946.37%63.31%
6.70% to 10.12%58721.28%84.59%
10.12% to 13.53%2458.88%93.47%
13.53% to 16.94%893.23%96.70%
16.94% to 20.35%351.27%97.97%
Greater than 20.35%562.03%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 2.16%11.25% 84.70%68.27%
±2σ -2.39%15.80% 95.54%95.45%
±3σ -6.94%20.35% 97.97%99.73%
Descriptive Statistics
Mean6.704%
Standard Error0.087%
Median5.511%
Mode4.348%
Standard Deviation4.548%
Sample Variance20.682%
Kurtosis12.33
Skewness2.68
Range51.946%
Minimum0.424%
Maximum52.370%
Count2758
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 6.704% 2758 100.00% 6.704%
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 6.86 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -13.96%160.58%0.58%
-13.96% to -10.48%260.94%1.52%
-10.48% to -7.01%1134.10%5.62%
-7.01% to -3.53%31411.39%17.01%
-3.53% to -0.06%91933.32%50.33%
-0.06% to 3.42%90232.70%83.03%
3.42% to 6.89%32111.64%94.67%
6.89% to 10.37%973.52%98.19%
10.37% to 13.84%291.05%99.24%
Greater than 13.84%210.76%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.69%4.57% 76.61%68.27%
±2σ -9.32%9.21% 95.36%95.45%
±3σ -13.96%13.84% 98.66%99.73%
Descriptive Statistics
Mean-0.059%
Standard Error0.088%
Median-0.119%
Mode0.000%
Standard Deviation4.633%
Sample Variance21.461%
Kurtosis6.86
Skewness0.74
Range62.748%
Minimum-20.792%
Maximum41.956%
Count2758
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.534% 1258 45.61% 1.612%
Negative -3.313% 1391 50.44% -1.671%
Zero 0.000% 109 3.95% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.37. Further, an Excess Kurtosis of 1.89 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -26.66%40.63%0.63%
-26.66% to -19.70%30.47%1.10%
-19.70% to -12.73%233.63%4.73%
-12.73% to -5.76%9815.46%20.19%
-5.76% to 1.20%21533.91%54.10%
1.20% to 8.17%16125.39%79.50%
8.17% to 15.14%8413.25%92.74%
15.14% to 22.10%355.52%98.26%
22.10% to 29.07%81.26%99.53%
Greater than 29.07%30.47%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -8.09%10.49% 74.61%68.27%
±2σ -17.38%19.78% 94.64%95.45%
±3σ -26.66%29.07% 98.90%99.73%
Descriptive Statistics
Mean1.203%
Standard Error0.369%
Median0.532%
Mode0.000%
Standard Deviation9.289%
Sample Variance86.291%
Kurtosis1.89
Skewness0.37
Range78.641%
Minimum-32.196%
Maximum46.445%
Count634
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.915% 327 51.58% 4.082%
Negative -6.231% 293 46.22% -2.880%
Zero 0.000% 14 2.21% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 14.15%
12 1 Year 12.24%
36 3 Years 10.94%
60 5 Years 12.74%
120 10 Years 13.37%
240 20 Years 16.00%
600 50 Years 13.79%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.32. Further, an Excess Kurtosis of 19.60 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -15.18%00.00%0.00%
-15.18% to -7.53%00.00%0.00%
-7.53% to 0.13%00.00%0.00%
0.13% to 7.78%9114.33%14.33%
7.78% to 15.43%31148.98%63.31%
15.43% to 23.09%14522.83%86.14%
23.09% to 30.74%477.40%93.54%
30.74% to 38.39%223.46%97.01%
38.39% to 46.05%60.94%97.95%
Greater than 46.05%132.05%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 5.23%25.64% 85.35%68.27%
±2σ -4.98%35.84% 96.38%95.45%
±3σ -15.18%46.05% 97.95%99.73%
Descriptive Statistics
Mean15.433%
Standard Error0.405%
Median13.104%
Mode10.000%
Standard Deviation10.204%
Sample Variance104.131%
Kurtosis19.60
Skewness3.32
Range109.775%
Minimum3.356%
Maximum113.131%
Count635
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 15.433% 635 100.00% 15.433%
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 0.69. Further, an Excess Kurtosis of 2.74 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -27.98%20.31%0.31%
-27.98% to -21.04%30.47%0.79%
-21.04% to -14.11%325.04%5.83%
-14.11% to -7.18%9514.96%20.79%
-7.18% to -0.24%18929.76%50.55%
-0.24% to 6.69%19831.18%81.73%
6.69% to 13.62%8012.60%94.33%
13.62% to 20.56%192.99%97.32%
20.56% to 27.49%111.73%99.06%
Greater than 27.49%60.94%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -9.49%9.00% 75.28%68.27%
±2σ -18.73%18.25% 94.80%95.45%
±3σ -27.98%27.49% 98.74%99.73%
Descriptive Statistics
Mean-0.242%
Standard Error0.367%
Median-0.369%
Mode0.000%
Standard Deviation9.245%
Sample Variance85.462%
Kurtosis2.74
Skewness0.69
Range74.843%
Minimum-29.773%
Maximum45.070%
Count635
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 6.953% 301 47.40% 3.296%
Negative -6.912% 325 51.18% -3.538%
Zero 0.000% 9 1.42% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.30. Further, an Excess Kurtosis of 1.18 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -42.84%10.47%0.47%
-42.84% to -31.25%20.95%1.42%
-31.25% to -19.67%52.37%3.79%
-19.67% to -8.08%3918.48%22.27%
-8.08% to 3.51%6932.70%54.98%
3.51% to 15.10%5325.12%80.09%
15.10% to 26.68%2813.27%93.36%
26.68% to 38.27%104.74%98.10%
38.27% to 49.85%31.42%99.53%
Greater than 49.85%10.47%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -11.94%18.96% 71.09%68.27%
±2σ -27.39%34.41% 95.73%95.45%
±3σ -42.84%49.86% 99.05%99.73%
Descriptive Statistics
Mean3.508%
Standard Error1.064%
Median1.792%
Mode0.000%
Standard Deviation15.449%
Sample Variance238.656%
Kurtosis1.18
Skewness0.30
Range111.990%
Minimum-49.882%
Maximum62.108%
Count211
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 13.861% 117 55.45% 7.686%
Negative -9.582% 92 43.60% -4.178%
Zero 0.000% 2 0.95% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 23.94%
12 3 Years 20.54%
20 5 Years 22.84%
40 10 Years 25.03%
80 20 Years 28.32%
200 50 Years 24.33%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.35. Further, an Excess Kurtosis of 7.90 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -19.17%00.00%0.00%
-19.17% to -7.24%00.00%0.00%
-7.24% to 4.70%00.00%0.00%
4.70% to 16.63%3717.45%17.45%
16.63% to 28.56%9343.87%61.32%
28.56% to 40.49%5325.00%86.32%
40.49% to 52.42%146.60%92.92%
52.42% to 64.35%83.77%96.70%
64.35% to 76.28%20.94%97.64%
Greater than 76.28%52.36%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 12.65%44.46% 82.55%68.27%
±2σ -3.26%60.37% 95.28%95.45%
±3σ -19.17%76.28% 97.64%99.73%
Descriptive Statistics
Mean28.557%
Standard Error1.093%
Median24.608%
Mode16.667%
Standard Deviation15.908%
Sample Variance253.078%
Kurtosis7.90
Skewness2.35
Range107.916%
Minimum8.273%
Maximum116.189%
Count212
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 28.557% 212 100.00% 28.557%
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 1.60. Further, an Excess Kurtosis of 7.80 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -48.58%00.00%0.00%
-48.58% to -36.62%10.47%0.47%
-36.62% to -24.67%62.83%3.30%
-24.67% to -12.71%3616.98%20.28%
-12.71% to -0.76%6832.08%52.36%
-0.76% to 11.19%6128.77%81.13%
11.19% to 23.15%2813.21%94.34%
23.15% to 35.10%83.77%98.11%
35.10% to 47.06%10.47%98.58%
Greater than 47.06%31.42%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -16.70%15.18% 74.06%68.27%
±2σ -32.64%31.12% 97.64%95.45%
±3σ -48.58%47.06% 98.58%99.73%
Descriptive Statistics
Mean-0.760%
Standard Error1.095%
Median-1.308%
Mode-14.286%
Standard Deviation15.939%
Sample Variance254.044%
Kurtosis7.80
Skewness1.60
Range138.204%
Minimum-38.003%
Maximum100.201%
Count212
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 11.830% 96 45.28% 5.357%
Negative -11.276% 115 54.24% -6.117%
Zero 0.000% 1 0.47% 0.000%