Markets Data Volatility Heatmap Portfolio Calculator

NYT Deep Analytical Report

The New York Times Company | Category: Equity Large Cap | Ann. Div Yield: 0.95% ($0.72) | Last Updated: 2026-02-22 | Data Range: 1973-05-01 → 2026-02-01 (634 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% 2.40% 1.57% 1.76% 76.78 79.22 75.58 80.48
Weekly 4.68% 4.55% 4.63% 5.71% 3.45% 3.87% 75.34 80.73 72.78 83.57
Monthly 9.29% 10.20% 9.25% 12.89% 7.19% 8.05% 72.58 83.80 67.54 90.05
Quarterly 15.44% 15.89% 15.93% 22.54% 12.45% 13.95% 68.86 88.33 60.79 100.05
Annual — — — — 24.91% 27.89% 60.79 100.05 47.39 128.35
Option Time Horizon — — — — 9.58% 10.73% 70.86 85.83 64.39 94.46
Calculation Notes: Computed at 2026-02-22T14:19 UTC  |  Reference Contract: Call option expiring 2026-04-17 (54 days)  |  Spot Price (S): $77.99  |  Strike (K): $80.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $2.2750 (Bid $2.0500 / Ask $2.5000)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 0.95%  |  Binomial IV (Annual): 24.91% (CRR binomial tree, American, n=20 steps)  |  BS IV: 25.19% (European Black-Scholes)  |  Yahoo IV (Annual): 27.89% → 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 -6.64%940.73%0.73%
-6.64% to -4.96%1180.91%1.64%
-4.96% to -3.29%3862.99%4.63%
-3.29% to -1.61%148611.50%16.13%
-1.61% to 0.06%493838.23%54.36%
0.06% to 1.74%383829.71%84.07%
1.74% to 3.41%138610.73%94.80%
3.41% to 5.09%4013.10%97.90%
5.09% to 6.76%1481.15%99.05%
Greater than 6.76%1230.95%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.17%2.29% 78.61%68.27%
±2σ -4.40%4.53% 94.92%95.45%
±3σ -6.64%6.76% 98.32%99.73%
Descriptive Statistics
Mean0.062%
Standard Error0.020%
Median0.000%
Mode0.000%
Standard Deviation2.233%
Sample Variance4.985%
Kurtosis8.55
Skewness0.52
Range46.317%
Minimum-21.972%
Maximum24.345%
Count12918
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.700% 5961 46.15% 0.784%
Negative -1.574% 5932 45.92% -0.723%
Zero 0.000% 1025 7.93% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 2.64%
20 1 Month 3.22%
60 1 Quarter 2.14%
250 1 Year 2.06%
750 3 Years 2.04%
1,250 5 Years 2.40%
2,500 10 Years 2.56%
5,000 20 Years 3.22%
12,500 50 Years 2.75%
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 18.91 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -3.20%00.00%0.00%
-3.20% to -1.73%00.00%0.00%
-1.73% to -0.26%00.00%0.00%
-0.26% to 1.21%194115.02%15.02%
1.21% to 2.68%633249.01%64.04%
2.68% to 4.15%279021.60%85.63%
4.15% to 5.62%9997.73%93.37%
5.62% to 7.09%4233.27%96.64%
7.09% to 8.56%2151.66%98.30%
Greater than 8.56%2191.70%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.72%4.64% 86.39%68.27%
±2σ -1.24%6.60% 95.86%95.45%
±3σ -3.20%8.56% 98.30%99.73%
Descriptive Statistics
Mean2.680%
Standard Error0.017%
Median2.174%
Mode1.111%
Standard Deviation1.959%
Sample Variance3.839%
Kurtosis18.91
Skewness3.19
Range27.294%
Minimum0.157%
Maximum27.451%
Count12919
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.680% 12919 100.00% 2.680%
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%1601.24%2.07%
-4.48% to -3.00%4343.36%5.43%
-3.00% to -1.51%142911.06%16.49%
-1.51% to -0.02%371028.72%45.20%
-0.02% to 1.47%498038.55%83.75%
1.47% to 2.96%145811.29%95.04%
2.96% to 4.44%4163.22%98.26%
4.44% to 5.93%1230.95%99.21%
Greater than 5.93%1020.79%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.00%1.96% 77.51%68.27%
±2σ -3.99%3.95% 94.88%95.45%
±3σ -5.97%5.93% 98.38%99.73%
Descriptive Statistics
Mean-0.020%
Standard Error0.017%
Median0.000%
Mode0.000%
Standard Deviation1.984%
Sample Variance3.937%
Kurtosis6.63
Skewness-0.07
Range38.892%
Minimum-18.675%
Maximum20.217%
Count12919
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.467% 5883 45.54% 0.668%
Negative -1.522% 5842 45.22% -0.688%
Zero 0.000% 1194 9.24% 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 -13.77%180.65%0.65%
-13.77% to -10.26%220.80%1.45%
-10.26% to -6.74%923.34%4.79%
-6.74% to -3.23%37113.48%18.27%
-3.23% to 0.28%93333.89%52.16%
0.28% to 3.80%84430.66%82.82%
3.80% to 7.31%29810.82%93.64%
7.31% to 10.82%1154.18%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 -9.09%9.65% 94.77%95.45%
±3σ -13.77%14.34% 98.55%99.73%
Descriptive Statistics
Mean0.284%
Standard Error0.089%
Median0.000%
Mode0.000%
Standard Deviation4.685%
Sample Variance21.953%
Kurtosis3.80
Skewness0.22
Range54.103%
Minimum-27.294%
Maximum26.809%
Count2753
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.691% 1358 49.33% 1.821%
Negative -3.292% 1285 46.68% -1.537%
Zero 0.000% 110 4.00% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 9.54%
12 1 Quarter 5.71%
52 1 Year 4.86%
156 3 Years 4.90%
260 5 Years 5.71%
520 10 Years 5.94%
1,040 20 Years 7.37%
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 2.67. Further, an Excess Kurtosis of 12.32 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.95%00.00%0.00%
-6.95% to -3.53%00.00%0.00%
-3.53% to -0.12%00.00%0.00%
-0.12% to 3.29%46716.96%16.96%
3.29% to 6.71%127746.37%63.33%
6.71% to 10.12%58521.24%84.57%
10.12% to 13.53%2458.90%93.46%
13.53% to 16.94%893.23%96.70%
16.94% to 20.36%361.31%98.00%
Greater than 20.36%552.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 2.16%11.25% 84.68%68.27%
±2σ -2.39%15.80% 95.53%95.45%
±3σ -6.94%20.35% 98.00%99.73%
Descriptive Statistics
Mean6.705%
Standard Error0.087%
Median5.512%
Mode4.348%
Standard Deviation4.550%
Sample Variance20.703%
Kurtosis12.32
Skewness2.67
Range51.946%
Minimum0.424%
Maximum52.370%
Count2754
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 6.705% 2754 100.00% 6.705%
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 6.85 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 -10.49%250.91%1.49%
-10.49% to -7.01%1144.14%5.63%
-7.01% to -3.53%31411.40%17.03%
-3.53% to -0.06%91633.26%50.29%
-0.06% to 3.42%90132.72%83.01%
3.42% to 6.89%32111.66%94.66%
6.89% to 10.37%973.52%98.18%
10.37% to 13.85%291.05%99.24%
Greater than 13.85%210.76%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.69%4.58% 76.58%68.27%
±2σ -9.33%9.21% 95.35%95.45%
±3σ -13.96%13.85% 98.66%99.73%
Descriptive Statistics
Mean-0.057%
Standard Error0.088%
Median-0.114%
Mode0.000%
Standard Deviation4.635%
Sample Variance21.485%
Kurtosis6.85
Skewness0.74
Range62.748%
Minimum-20.792%
Maximum41.956%
Count2754
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.536% 1257 45.64% 1.614%
Negative -3.315% 1388 50.40% -1.671%
Zero 0.000% 109 3.96% 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 1.88 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -26.69%40.63%0.63%
-26.69% to -19.72%30.47%1.11%
-19.72% to -12.74%233.63%4.74%
-12.74% to -5.78%9715.32%20.06%
-5.78% to 1.20%21634.12%54.19%
1.20% to 8.17%16125.43%79.62%
8.17% to 15.14%8313.11%92.73%
15.14% to 22.11%355.53%98.26%
22.11% to 29.08%81.26%99.53%
Greater than 29.08%30.47%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -8.10%10.49% 74.57%68.27%
±2σ -17.39%19.78% 94.63%95.45%
±3σ -26.69%29.08% 98.89%99.73%
Descriptive Statistics
Mean1.196%
Standard Error0.369%
Median0.521%
Mode0.000%
Standard Deviation9.294%
Sample Variance86.374%
Kurtosis1.88
Skewness0.37
Range78.641%
Minimum-32.196%
Maximum46.445%
Count633
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.923% 326 51.50% 4.080%
Negative -6.231% 293 46.29% -2.884%
Zero 0.000% 14 2.21% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 15.11%
12 1 Year 12.21%
36 3 Years 10.97%
60 5 Years 12.89%
120 10 Years 13.35%
240 20 Years 16.02%
600 50 Years 13.80%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.33. Further, an Excess Kurtosis of 19.67 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -15.15%00.00%0.00%
-15.15% to -7.50%00.00%0.00%
-7.50% to 0.15%00.00%0.00%
0.15% to 7.79%9014.20%14.20%
7.79% to 15.44%31349.37%63.56%
15.44% to 23.09%14322.56%86.12%
23.09% to 30.74%477.41%93.53%
30.74% to 38.39%223.47%97.00%
38.39% to 46.04%60.95%97.95%
Greater than 46.04%132.05%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 5.24%25.64% 85.33%68.27%
±2σ -4.95%35.84% 96.37%95.45%
±3σ -15.15%46.04% 97.95%99.73%
Descriptive Statistics
Mean15.443%
Standard Error0.405%
Median13.126%
Mode10.000%
Standard Deviation10.198%
Sample Variance104.001%
Kurtosis19.67
Skewness3.33
Range109.775%
Minimum3.356%
Maximum113.131%
Count634
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 15.443% 634 100.00% 15.443%
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 0.68. 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%20.32%0.32%
-27.98% to -21.04%30.47%0.79%
-21.04% to -14.11%325.05%5.84%
-14.11% to -7.17%9414.83%20.66%
-7.17% to -0.23%18929.81%50.47%
-0.23% to 6.70%19831.23%81.70%
6.70% to 13.64%8012.62%94.32%
13.64% to 20.58%203.15%97.48%
20.58% to 27.51%101.58%99.05%
Greater than 27.51%60.95%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -9.48%9.02% 75.24%68.27%
±2σ -18.73%18.26% 94.79%95.45%
±3σ -27.98%27.51% 98.74%99.73%
Descriptive Statistics
Mean-0.234%
Standard Error0.367%
Median-0.364%
Mode0.000%
Standard Deviation9.249%
Sample Variance85.537%
Kurtosis2.74
Skewness0.68
Range74.843%
Minimum-29.773%
Maximum45.070%
Count634
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 6.953% 301 47.48% 3.301%
Negative -6.917% 324 51.10% -3.535%
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 1.19 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 -31.26%20.95%1.42%
-31.26% to -19.68%52.37%3.79%
-19.68% to -8.10%3918.48%22.27%
-8.10% to 3.48%6932.70%54.98%
3.48% to 15.06%5325.12%80.09%
15.06% to 26.64%2813.27%93.36%
26.64% to 38.22%104.74%98.10%
38.22% to 49.80%31.42%99.53%
Greater than 49.80%10.47%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -11.96%18.92% 71.09%68.27%
±2σ -27.40%34.36% 95.73%95.45%
±3σ -42.84%49.80% 99.05%99.73%
Descriptive Statistics
Mean3.481%
Standard Error1.063%
Median1.792%
Mode0.000%
Standard Deviation15.439%
Sample Variance238.356%
Kurtosis1.19
Skewness0.30
Range111.990%
Minimum-49.882%
Maximum62.108%
Count211
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 13.813% 117 55.45% 7.659%
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 22.41%
12 3 Years 20.03%
20 5 Years 22.54%
40 10 Years 24.87%
80 20 Years 28.25%
200 50 Years 24.30%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.36. Further, an Excess Kurtosis of 7.97 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -19.15%00.00%0.00%
-19.15% to -7.23%00.00%0.00%
-7.23% to 4.69%00.00%0.00%
4.69% to 16.60%3616.98%16.98%
16.60% to 28.52%9444.34%61.32%
28.52% to 40.44%5425.47%86.79%
40.44% to 52.36%136.13%92.92%
52.36% to 64.27%83.77%96.70%
64.27% to 76.19%20.94%97.64%
Greater than 76.19%52.36%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 12.63%44.41% 82.55%68.27%
±2σ -3.26%60.30% 95.28%95.45%
±3σ -19.15%76.19% 97.64%99.73%
Descriptive Statistics
Mean28.521%
Standard Error1.091%
Median24.608%
Mode16.667%
Standard Deviation15.890%
Sample Variance252.486%
Kurtosis7.97
Skewness2.36
Range107.916%
Minimum8.273%
Maximum116.189%
Count212
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 28.521% 212 100.00% 28.521%
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 7.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -48.52%00.00%0.00%
-48.52% to -36.58%10.47%0.47%
-36.58% to -24.63%62.83%3.30%
-24.63% to -12.68%3616.98%20.28%
-12.68% to -0.74%6832.08%52.36%
-0.74% to 11.21%6128.77%81.13%
11.21% to 23.15%2813.21%94.34%
23.15% to 35.10%83.77%98.11%
35.10% to 47.05%10.47%98.58%
Greater than 47.05%31.42%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -16.67%15.19% 74.06%68.27%
±2σ -32.59%31.12% 97.64%95.45%
±3σ -48.52%47.05% 98.58%99.73%
Descriptive Statistics
Mean-0.738%
Standard Error1.094%
Median-1.308%
Mode-14.286%
Standard Deviation15.928%
Sample Variance253.710%
Kurtosis7.82
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 -11.235% 115 54.24% -6.094%
Zero 0.000% 1 0.47% 0.000%