Markets Data Volatility Heatmap Portfolio Calculator

PKG Deep Analytical Report

Packaging Corporation of America | Category: Equity Large Cap | Ann. Div Yield: 2.09% ($5.00) | Last Updated: 2026-02-22 | Data Range: 2000-01-01 → 2026-02-01 (314 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 1.98% 1.69% 1.71% 2.14% 1.61% 1.83% 233.43 241.05 229.71 244.96
Weekly 4.05% 3.98% 3.96% 4.93% 3.54% 4.03% 228.96 245.75 221.00 254.60
Monthly 7.86% 8.06% 7.86% 10.82% 7.37% 8.39% 220.37 255.34 204.72 274.86
Quarterly 11.67% 13.04% 11.65% 18.42% 12.76% 14.54% 208.80 269.49 183.79 306.16
Annual — — — — 25.52% 29.07% 183.79 306.16 142.40 395.14
Option Time Horizon — — — — 9.81% 11.18% 215.04 261.67 194.93 288.65
Calculation Notes: Computed at 2026-02-22T13:02 UTC  |  Reference Contract: Call option expiring 2026-04-17 (54 days)  |  Spot Price (S): $237.21  |  Strike (K): $240.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $8.3000 (Bid $7.2000 / Ask $9.4000)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.09%  |  Binomial IV (Annual): 25.52% (CRR binomial tree, American, n=20 steps)  |  BS IV: 25.69% (European Black-Scholes)  |  Yahoo IV (Annual): 29.07% → 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
2025-12-15 $1.2500
2025-09-15 $1.2500
2025-06-13 $1.2500
2025-03-14 $1.2500
2024-12-20 $1.2500
2024-09-16 $1.2500
2024-06-14 $1.2500
2024-03-14 $1.2500
2023-12-15 $1.2500
2023-09-22 $1.2500
2023-06-14 $1.2500
2023-03-14 $1.2500
2022-12-16 $1.2500
2022-09-30 $1.2500
2022-06-14 $1.2500
2022-03-14 $1.0000
2021-12-17 $1.0000
2021-09-14 $1.0000
2021-06-14 $1.0000
2021-03-12 $1.0000
2020-12-18 $1.0000
2020-09-14 $0.7900
2020-06-12 $0.7900
2020-03-12 $0.7900
2019-12-19 $0.7900
2019-09-12 $0.7900
2019-06-13 $0.7900
2019-03-14 $0.7900
2018-12-14 $0.7900
2018-09-13 $0.7900
2018-06-14 $0.7900
2018-03-14 $0.6300
2017-12-22 $0.6300
2017-09-14 $0.6300
2017-06-13 $0.6300
2017-03-13 $0.6300
2016-12-21 $0.6300
2016-09-13 $0.6300
2016-06-13 $0.5500
2016-03-11 $0.5500
2015-12-23 $0.5500
2015-09-11 $0.5500
2015-06-11 $0.5500
2015-03-11 $0.5500
2014-12-17 $0.4000
2014-09-11 $0.4000
2014-06-11 $0.4000
2014-03-12 $0.4000
2013-12-19 $0.4000
2013-09-11 $0.4000
2013-06-12 $0.4000
2013-03-13 $0.3130
2012-12-13 $0.2500
2012-09-13 $0.2500
2012-06-13 $0.2500
2012-03-13 $0.2500
2011-12-15 $0.2000
2011-09-13 $0.2000
2011-06-13 $0.2000
2011-03-11 $0.2000
2010-12-13 $0.1500
2010-09-13 $0.1500
2010-06-11 $0.1500
2010-03-11 $0.1500
2009-12-11 $0.1500
2009-09-11 $0.1500
2009-06-11 $0.1500
2009-03-11 $0.1500
2008-12-11 $0.3000
2008-09-11 $0.3000
2008-06-11 $0.3000
2008-03-12 $0.3000
2007-12-12 $0.3000
2007-09-12 $0.2500
2007-06-13 $0.2500
2007-03-13 $0.2500
2006-12-13 $0.2500
2006-09-13 $0.2500
2006-06-13 $0.2500
2006-03-13 $0.2500
2005-12-13 $0.2500
2005-09-13 $0.2500
2005-06-13 $0.2500
2005-03-11 $0.2500
2004-12-13 $0.1500
2004-09-13 $0.1500
2004-06-14 $0.1500
2004-03-11 $0.1500
2003-12-11 $0.1500
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.28. Further, an Excess Kurtosis of 9.19 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -5.87%430.66%0.66%
-5.87% to -4.39%731.11%1.77%
-4.39% to -2.90%1942.96%4.73%
-2.90% to -1.41%72911.12%15.85%
-1.41% to 0.08%227734.74%50.60%
0.08% to 1.56%220833.69%84.28%
1.56% to 3.05%71810.96%95.24%
3.05% to 4.54%1872.85%98.09%
4.54% to 6.03%640.98%99.07%
Greater than 6.03%610.93%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.91%2.06% 79.36%68.27%
±2σ -3.89%4.04% 94.90%95.45%
±3σ -5.87%6.02% 98.41%99.73%
Descriptive Statistics
Mean0.076%
Standard Error0.024%
Median0.054%
Mode0.000%
Standard Deviation1.983%
Sample Variance3.931%
Kurtosis9.19
Skewness0.28
Range36.610%
Minimum-16.495%
Maximum20.115%
Count6554
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.381% 3369 51.40% 0.710%
Negative -1.333% 3116 47.54% -0.634%
Zero 0.000% 69 1.05% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 2.24%
20 1 Month 2.92%
60 1 Quarter 2.43%
250 1 Year 2.37%
750 3 Years 2.04%
1,250 5 Years 2.14%
2,500 10 Years 2.27%
5,000 20 Years 2.54%
12,500 50 Years 2.59%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.44. Further, an Excess Kurtosis of 20.73 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -2.60%00.00%0.00%
-2.60% to -1.33%00.00%0.00%
-1.33% to -0.06%00.00%0.00%
-0.06% to 1.21%83712.77%12.77%
1.21% to 2.48%347352.98%65.75%
2.48% to 3.75%133820.41%86.16%
3.75% to 5.02%4897.46%93.62%
5.02% to 6.29%2023.08%96.70%
6.29% to 7.55%921.40%98.11%
Greater than 7.55%1241.89%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.79%4.17% 88.25%68.27%
±2σ -0.90%5.86% 95.90%95.45%
±3σ -2.60%7.55% 98.11%99.73%
Descriptive Statistics
Mean2.479%
Standard Error0.021%
Median2.023%
Mode1.361%
Standard Deviation1.692%
Sample Variance2.862%
Kurtosis20.73
Skewness3.44
Range23.222%
Minimum0.235%
Maximum23.457%
Count6555
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.479% 6555 100.00% 2.479%
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 0.34. Further, an Excess Kurtosis of 8.79 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -5.13%470.72%0.72%
-5.13% to -3.85%771.17%1.89%
-3.85% to -2.57%2013.07%4.96%
-2.57% to -1.29%74711.40%16.35%
-1.29% to -0.01%217533.18%49.53%
-0.01% to 1.28%223734.13%83.66%
1.28% to 2.56%72111.00%94.66%
2.56% to 3.84%2373.62%98.28%
3.84% to 5.12%661.01%99.28%
Greater than 5.12%470.72%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.71%1.71% 77.96%68.27%
±2σ -3.42%3.42% 94.74%95.45%
±3σ -5.13%5.12% 98.57%99.73%
Descriptive Statistics
Mean-0.005%
Standard Error0.021%
Median0.000%
Mode0.000%
Standard Deviation1.710%
Sample Variance2.924%
Kurtosis8.79
Skewness0.34
Range32.819%
Minimum-11.831%
Maximum20.988%
Count6555
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.191% 3230 49.27% 0.587%
Negative -1.195% 3250 49.58% -0.592%
Zero 0.000% 75 1.14% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.17. Further, an Excess Kurtosis of 3.45 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -11.81%110.81%0.81%
-11.81% to -8.77%181.32%2.13%
-8.77% to -5.73%473.46%5.59%
-5.73% to -2.69%16812.35%17.94%
-2.69% to 0.35%43031.62%49.56%
0.35% to 3.40%45133.16%82.72%
3.40% to 6.44%15711.54%94.26%
6.44% to 9.48%483.53%97.79%
9.48% to 12.52%221.62%99.41%
Greater than 12.52%80.59%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.70%4.41% 76.10%68.27%
±2σ -7.75%8.46% 94.19%95.45%
±3σ -11.81%12.52% 98.60%99.73%
Descriptive Statistics
Mean0.355%
Standard Error0.110%
Median0.403%
Mode0.000%
Standard Deviation4.055%
Sample Variance16.443%
Kurtosis3.45
Skewness0.17
Range46.119%
Minimum-19.910%
Maximum26.209%
Count1360
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.001% 744 54.71% 1.642%
Negative -2.888% 606 44.56% -1.287%
Zero 0.000% 10 0.73% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 6.29%
12 1 Quarter 5.24%
52 1 Year 5.31%
156 3 Years 4.67%
260 5 Years 4.93%
520 10 Years 5.22%
1,040 20 Years 5.82%
2,600 50 Years 5.92%
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 9.98 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -5.86%00.00%0.00%
-5.86% to -2.88%00.00%0.00%
-2.88% to 0.11%00.00%0.00%
0.11% to 3.09%20715.21%15.21%
3.09% to 6.08%66348.71%63.92%
6.08% to 9.06%29321.53%85.45%
9.06% to 12.04%1037.57%93.02%
12.04% to 15.03%463.38%96.40%
15.03% to 18.01%161.18%97.58%
Greater than 18.01%332.42%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 2.10%10.05% 86.63%68.27%
±2σ -1.88%14.03% 95.52%95.45%
±3σ -5.86%18.01% 97.58%99.73%
Descriptive Statistics
Mean6.076%
Standard Error0.108%
Median5.011%
Mode3.055%
Standard Deviation3.979%
Sample Variance15.831%
Kurtosis9.98
Skewness2.62
Range31.140%
Minimum1.084%
Maximum32.224%
Count1361
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 6.076% 1361 100.00% 6.076%
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 0.65. Further, an Excess Kurtosis of 3.68 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -11.96%70.51%0.51%
-11.96% to -8.99%120.88%1.40%
-8.99% to -6.03%513.75%5.14%
-6.03% to -3.06%16011.76%16.90%
-3.06% to -0.10%49036.00%52.90%
-0.10% to 2.87%41230.27%83.17%
2.87% to 5.84%14710.80%93.98%
5.84% to 8.80%473.45%97.43%
8.80% to 11.77%201.47%98.90%
Greater than 11.77%151.10%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.05%3.86% 76.78%68.27%
±2σ -8.01%7.81% 94.27%95.45%
±3σ -11.96%11.77% 98.38%99.73%
Descriptive Statistics
Mean-0.096%
Standard Error0.107%
Median-0.267%
Mode0.000%
Standard Deviation3.955%
Sample Variance15.642%
Kurtosis3.68
Skewness0.65
Range38.932%
Minimum-15.060%
Maximum23.872%
Count1361
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.030% 616 45.26% 1.371%
Negative -2.724% 733 53.86% -1.467%
Zero 0.000% 12 0.88% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.11. Further, an Excess Kurtosis of 1.78 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -22.09%20.64%0.64%
-22.09% to -16.20%41.28%1.92%
-16.20% to -10.30%134.15%6.07%
-10.30% to -4.40%4313.74%19.81%
-4.40% to 1.50%9730.99%50.80%
1.50% to 7.39%9329.71%80.51%
7.39% to 13.29%4614.70%95.21%
13.29% to 19.19%92.88%98.08%
19.19% to 25.09%30.96%99.04%
Greater than 25.09%30.96%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.37%9.36% 73.80%68.27%
±2σ -14.23%17.23% 94.89%95.45%
±3σ -22.09%25.09% 98.40%99.73%
Descriptive Statistics
Mean1.497%
Standard Error0.444%
Median1.396%
Mode-2.571%
Standard Deviation7.864%
Sample Variance61.840%
Kurtosis1.78
Skewness0.11
Range60.162%
Minimum-27.394%
Maximum32.768%
Count313
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 6.228% 187 59.74% 3.721%
Negative -5.567% 125 39.94% -2.223%
Zero 0.000% 1 0.32% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 11.68%
12 1 Year 10.76%
36 3 Years 10.47%
60 5 Years 10.82%
120 10 Years 11.25%
240 20 Years 12.39%
600 50 Years 12.53%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.05. Further, an Excess Kurtosis of 5.71 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -10.62%00.00%0.00%
-10.62% to -4.58%00.00%0.00%
-4.58% to 1.47%00.00%0.00%
1.47% to 7.51%5918.79%18.79%
7.51% to 13.55%14746.82%65.61%
13.55% to 19.59%6119.43%85.03%
19.59% to 25.63%196.05%91.08%
25.63% to 31.68%154.78%95.86%
31.68% to 37.72%82.55%98.41%
Greater than 37.72%51.59%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 5.49%21.60% 81.85%68.27%
±2σ -2.56%29.66% 94.90%95.45%
±3σ -10.62%37.72% 98.41%99.73%
Descriptive Statistics
Mean13.549%
Standard Error0.455%
Median11.620%
Mode4.955%
Standard Deviation8.056%
Sample Variance64.900%
Kurtosis5.71
Skewness2.05
Range57.040%
Minimum1.562%
Maximum58.602%
Count314
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 13.549% 314 100.00% 13.549%
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 0.70. Further, an Excess Kurtosis of 2.68 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -24.09%10.32%0.32%
-24.09% to -18.20%41.27%1.59%
-18.20% to -12.30%92.87%4.46%
-12.30% to -6.41%4714.97%19.43%
-6.41% to -0.51%10533.44%52.87%
-0.51% to 5.38%9028.66%81.53%
5.38% to 11.27%3812.10%93.63%
11.27% to 17.17%113.50%97.13%
17.17% to 23.06%72.23%99.36%
Greater than 23.06%20.64%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -8.37%7.34% 75.16%68.27%
±2σ -16.23%15.20% 94.59%95.45%
±3σ -24.09%23.06% 99.04%99.73%
Descriptive Statistics
Mean-0.514%
Standard Error0.443%
Median-1.226%
Mode-1.340%
Standard Deviation7.859%
Sample Variance61.757%
Kurtosis2.68
Skewness0.70
Range62.361%
Minimum-25.106%
Maximum37.255%
Count314
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.952% 139 44.27% 2.635%
Negative -5.649% 175 55.73% -3.148%
Zero 0.000% 0 0.00% 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 1.08 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -30.74%10.95%0.95%
-30.74% to -21.99%21.90%2.86%
-21.99% to -13.24%32.86%5.71%
-13.24% to -4.49%1211.43%17.14%
-4.49% to 4.26%3735.24%52.38%
4.26% to 13.01%2826.67%79.05%
13.01% to 21.76%1615.24%94.29%
21.76% to 30.51%54.76%99.05%
30.51% to 39.26%00.00%99.05%
Greater than 39.26%10.95%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.41%15.93% 72.38%68.27%
±2σ -19.07%27.59% 94.29%95.45%
±3σ -30.74%39.26% 98.10%99.73%
Descriptive Statistics
Mean4.260%
Standard Error1.138%
Median3.712%
Mode-33.262%
Standard Deviation11.666%
Sample Variance136.087%
Kurtosis1.08
Skewness-0.09
Range73.035%
Minimum-33.262%
Maximum39.773%
Count105
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 10.166% 71 67.62% 6.874%
Negative -8.072% 34 32.38% -2.614%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 17.08%
12 3 Years 18.03%
20 5 Years 18.42%
40 10 Years 19.38%
80 20 Years 21.43%
200 50 Years 21.15%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.87. Further, an Excess Kurtosis of 4.40 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 -5.40%00.00%0.00%
-5.40% to 4.39%10.94%0.94%
4.39% to 14.17%1312.26%13.21%
14.17% to 23.95%5652.83%66.04%
23.95% to 33.74%2119.81%85.85%
33.74% to 43.52%32.83%88.68%
43.52% to 53.30%98.49%97.17%
53.30% to 63.09%10.94%98.11%
Greater than 63.09%21.89%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 10.91%37.00% 80.19%68.27%
±2σ -2.14%50.04% 93.40%95.45%
±3σ -15.18%63.09% 98.11%99.73%
Descriptive Statistics
Mean23.954%
Standard Error1.267%
Median20.647%
Mode18.589%
Standard Deviation13.045%
Sample Variance170.168%
Kurtosis4.40
Skewness1.87
Range79.822%
Minimum1.562%
Maximum81.384%
Count106
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 23.954% 106 100.00% 23.954%
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 1.30. Further, an Excess Kurtosis of 4.24 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -37.05%00.00%0.00%
-37.05% to -28.32%00.00%0.00%
-28.32% to -19.58%43.77%3.77%
-19.58% to -10.84%1816.98%20.75%
-10.84% to -2.10%3129.25%50.00%
-2.10% to 6.63%3633.96%83.96%
6.63% to 15.37%1211.32%95.28%
15.37% to 24.11%21.89%97.17%
24.11% to 32.85%10.94%98.11%
Greater than 32.85%21.89%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -13.75%9.55% 80.19%68.27%
±2σ -25.40%21.20% 95.28%95.45%
±3σ -37.05%32.85% 98.11%99.73%
Descriptive Statistics
Mean-2.104%
Standard Error1.132%
Median-2.114%
Mode-28.101%
Standard Deviation11.650%
Sample Variance135.718%
Kurtosis4.24
Skewness1.30
Range79.260%
Minimum-28.101%
Maximum51.159%
Count106
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.413% 37 34.91% 3.286%
Negative -8.280% 69 65.09% -5.390%
Zero 0.000% 0 0.00% 0.000%