Markets Data Volatility Heatmap Portfolio Calculator

PNW Deep Analytical Report

Pinnacle West Capital Corporation | Category: Equity Large Cap | Ann. Div Yield: 3.64% ($3.58) | Last Updated: 2026-02-22 | Data Range: 1973-02-01 → 2026-02-01 (637 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 1.70% 1.31% 1.34% 1.92% 1.37% 1.55% 97.00 99.70 95.68 101.07
Weekly 3.65% 3.88% 3.38% 4.36% 3.01% 3.41% 95.42 101.35 92.59 104.45
Monthly 7.92% 8.58% 7.27% 9.31% 6.28% 7.09% 92.36 104.71 86.74 111.49
Quarterly 10.33% 14.64% 10.88% 15.13% 10.87% 12.28% 88.21 109.63 79.13 122.22
Annual — — — — 21.74% 24.56% 79.13 122.22 63.67 151.90
Option Time Horizon — — — — 8.36% 9.45% 90.45 106.92 83.20 116.24
Calculation Notes: Computed at 2026-02-22T14:18 UTC  |  Reference Contract: Call option expiring 2026-04-17 (54 days)  |  Spot Price (S): $98.34  |  Strike (K): $100.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $2.5750 (Bid $2.1500 / Ask $3.0000)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 3.64%  |  Binomial IV (Annual): 21.74% (CRR binomial tree, American, n=20 steps)  |  BS IV: 22.01% (European Black-Scholes)  |  Yahoo IV (Annual): 24.56% → 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
2026-02-02 $0.9100
2025-11-03 $0.9100
2025-08-01 $0.8950
2025-05-05 $0.8950
2025-02-03 $0.8950
2024-11-04 $0.8950
2024-08-01 $0.8800
2024-04-30 $0.8800
2024-01-31 $0.8800
2023-10-31 $0.8800
2023-07-31 $0.8650
2023-04-28 $0.8650
2023-01-31 $0.8650
2022-10-31 $0.8650
2022-07-29 $0.8500
2022-04-29 $0.8500
2022-01-31 $0.8500
2021-11-15 $0.8500
2021-07-30 $0.8300
2021-04-30 $0.8300
2021-01-29 $0.8300
2020-10-30 $0.8300
2020-07-31 $0.7830
2020-05-01 $0.7830
2020-01-31 $0.7830
2019-11-01 $0.7830
2019-07-31 $0.7380
2019-04-30 $0.7380
2019-01-31 $0.7380
2018-10-31 $0.7380
2018-07-31 $0.6950
2018-04-30 $0.6950
2018-01-31 $0.6950
2017-10-31 $0.6950
2017-07-28 $0.6550
2017-04-27 $0.6550
2017-01-30 $0.6550
2016-10-28 $0.6550
2016-07-28 $0.6250
2016-04-28 $0.6250
2016-01-28 $0.6250
2015-10-29 $0.6250
2015-07-30 $0.5950
2015-04-30 $0.5950
2015-01-29 $0.5950
2014-10-30 $0.5950
2014-07-30 $0.5680
2014-05-01 $0.5680
2014-01-30 $0.5680
2013-10-31 $0.5680
2013-07-30 $0.5450
2013-04-29 $0.5450
2013-01-30 $0.5450
2012-10-31 $0.5450
2012-07-30 $0.5250
2012-04-27 $0.5250
2012-01-30 $0.5250
2011-10-28 $0.5250
2011-07-28 $0.5250
2011-04-28 $0.5250
2011-01-28 $0.5250
2010-10-28 $0.5250
2010-07-29 $0.5250
2010-04-29 $0.5250
2010-01-28 $0.5250
2009-10-29 $0.5250
2009-07-30 $0.5250
2009-04-29 $0.5250
2009-01-29 $0.5250
2008-10-30 $0.5250
2008-07-30 $0.5250
2008-04-29 $0.5250
2008-01-30 $0.5250
2007-10-30 $0.5250
2007-07-30 $0.5250
2007-04-27 $0.5250
2007-01-30 $0.5250
2006-10-30 $0.5250
2006-07-28 $0.5000
2006-04-27 $0.5000
2006-01-30 $0.5000
2005-10-28 $0.5000
2005-07-28 $0.4750
2005-04-28 $0.4750
2005-01-28 $0.4750
2004-10-28 $0.4750
2004-07-29 $0.4500
2004-04-29 $0.4500
2004-01-29 $0.4500
2003-10-30 $0.4500
2003-07-30 $0.4250
2003-04-29 $0.4250
2003-01-30 $0.4250
2002-10-30 $0.4250
2002-07-30 $0.4000
2002-04-29 $0.4000
2002-01-30 $0.4000
2001-10-30 $0.4000
2001-07-30 $0.3750
2001-04-27 $0.3750
2001-01-30 $0.3750
2000-10-30 $0.3750
2000-07-28 $0.3500
2000-04-27 $0.3500
2000-01-28 $0.3500
1999-10-28 $0.3500
1999-07-29 $0.3250
1999-04-29 $0.3250
1999-01-28 $0.3250
1998-10-29 $0.3250
1998-07-30 $0.3000
1998-04-29 $0.3000
1998-01-29 $0.3000
1997-10-30 $0.3000
1997-07-30 $0.2750
1997-04-30 $0.2750
1997-01-30 $0.2750
1996-10-30 $0.2750
1996-07-30 $0.2500
1996-04-29 $0.2500
1996-01-30 $0.2500
1995-10-30 $0.2500
1995-07-28 $0.2250
1995-04-25 $0.2250
1995-01-26 $0.2250
1994-10-26 $0.2250
1994-07-26 $0.2000
1994-04-26 $0.2000
1994-01-26 $0.2000
1993-10-26 $0.2000
1989-07-26 $0.4000
1989-04-25 $0.4000
1989-01-26 $0.4000
1988-10-26 $0.7000
1988-07-26 $0.7000
1988-04-26 $0.7000
1988-01-26 $0.7000
1987-10-27 $0.7000
1987-07-28 $0.7000
1987-04-28 $0.7000
1973-04-25 $0.2900
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 11.52. Further, an Excess Kurtosis of 627.87 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -5.05%640.48%0.48%
-5.05% to -3.78%1050.79%1.27%
-3.78% to -2.51%2872.15%3.42%
-2.51% to -1.24%133910.04%13.45%
-1.24% to 0.04%553441.47%54.93%
0.04% to 1.31%425031.85%86.78%
1.31% to 2.58%135710.17%96.95%
2.58% to 3.85%2812.11%99.06%
3.85% to 5.12%730.55%99.60%
Greater than 5.12%530.40%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.66%1.73% 83.82%68.27%
±2σ -3.35%3.43% 96.90%95.45%
±3σ -5.05%5.12% 99.12%99.73%
Descriptive Statistics
Mean0.037%
Standard Error0.015%
Median0.000%
Mode0.000%
Standard Deviation1.696%
Sample Variance2.878%
Kurtosis627.87
Skewness11.52
Range113.954%
Minimum-23.256%
Maximum90.698%
Count13343
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.133% 6089 45.63% 0.517%
Negative -1.140% 5621 42.13% -0.480%
Zero 0.000% 1633 12.24% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 2.20%
20 1 Month 2.13%
60 1 Quarter 1.68%
250 1 Year 1.69%
750 3 Years 1.79%
1,250 5 Years 1.92%
2,500 10 Years 1.90%
5,000 20 Years 1.85%
12,500 50 Years 1.92%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.92. Further, an Excess Kurtosis of 53.78 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -2.06%00.00%0.00%
-2.06% to -1.07%00.00%0.00%
-1.07% to -0.09%00.00%0.00%
-0.09% to 0.90%166512.48%12.48%
0.90% to 1.88%688151.57%64.04%
1.88% to 2.86%306722.98%87.03%
2.86% to 3.85%10047.52%94.55%
3.85% to 4.83%3752.81%97.36%
4.83% to 5.82%1571.18%98.54%
Greater than 5.82%1951.46%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.57%3.19% 88.49%68.27%
±2σ -0.74%4.50% 96.58%95.45%
±3σ -2.06%5.82% 98.54%99.73%
Descriptive Statistics
Mean1.880%
Standard Error0.011%
Median1.562%
Mode1.282%
Standard Deviation1.312%
Sample Variance1.722%
Kurtosis53.78
Skewness4.92
Range30.082%
Minimum0.310%
Maximum30.392%
Count13344
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.880% 13344 100.00% 1.880%
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 0.06. Further, an Excess Kurtosis of 17.53 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -4.03%740.55%0.55%
-4.03% to -3.02%1220.91%1.47%
-3.02% to -2.02%4113.08%4.55%
-2.02% to -1.01%163312.24%16.79%
-1.01% to -0.01%364027.28%44.06%
-0.01% to 0.99%526039.42%83.48%
0.99% to 2.00%154111.55%95.03%
2.00% to 3.00%4323.24%98.27%
3.00% to 4.01%1290.97%99.24%
Greater than 4.01%1020.76%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.35%1.33% 78.24%68.27%
±2σ -2.69%2.67% 95.59%95.45%
±3σ -4.03%4.01% 98.68%99.73%
Descriptive Statistics
Mean-0.011%
Standard Error0.012%
Median0.000%
Mode0.000%
Standard Deviation1.339%
Sample Variance1.793%
Kurtosis17.53
Skewness0.06
Range41.374%
Minimum-21.374%
Maximum20.000%
Count13344
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.062% 5607 42.02% 0.446%
Negative -1.037% 5882 44.08% -0.457%
Zero 0.000% 1855 13.90% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.63. Further, an Excess Kurtosis of 90.41 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -10.76%170.61%0.61%
-10.76% to -8.03%170.61%1.23%
-8.03% to -5.29%772.78%4.01%
-5.29% to -2.56%28610.34%14.36%
-2.56% to 0.18%100036.17%50.52%
0.18% to 2.91%97735.33%85.86%
2.91% to 5.65%29310.60%96.46%
5.65% to 8.38%642.31%98.77%
8.38% to 11.12%190.69%99.46%
Greater than 11.12%150.54%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.47%3.82% 81.95%68.27%
±2σ -7.11%7.47% 96.31%95.45%
±3σ -10.76%11.12% 98.84%99.73%
Descriptive Statistics
Mean0.178%
Standard Error0.069%
Median0.121%
Mode0.000%
Standard Deviation3.646%
Sample Variance13.294%
Kurtosis90.41
Skewness3.63
Range109.018%
Minimum-28.583%
Maximum80.435%
Count2765
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.430% 1409 50.96% 1.238%
Negative -2.407% 1218 44.05% -1.060%
Zero 0.000% 138 4.99% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 4.93%
12 1 Quarter 3.83%
52 1 Year 3.74%
156 3 Years 4.05%
260 5 Years 4.36%
520 10 Years 4.31%
1,040 20 Years 4.20%
2,600 50 Years 4.42%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 12.13. Further, an Excess Kurtosis of 309.37 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -7.07%00.00%0.00%
-7.07% to -4.16%00.00%0.00%
-4.16% to -1.25%00.00%0.00%
-1.25% to 1.67%1083.90%3.90%
1.67% to 4.58%169161.14%65.04%
4.58% to 7.49%67324.33%89.37%
7.49% to 10.41%1876.76%96.13%
10.41% to 13.32%511.84%97.98%
13.32% to 16.23%230.83%98.81%
Greater than 16.23%331.19%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.70%8.46% 92.44%68.27%
±2σ -3.19%12.35% 97.43%95.45%
±3σ -7.07%16.23% 98.81%99.73%
Descriptive Statistics
Mean4.580%
Standard Error0.074%
Median3.767%
Mode3.226%
Standard Deviation3.884%
Sample Variance15.089%
Kurtosis309.37
Skewness12.13
Range120.812%
Minimum0.617%
Maximum121.429%
Count2766
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.580% 2766 100.00% 4.580%
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 0.86. Further, an Excess Kurtosis of 24.54 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -10.15%120.43%0.43%
-10.15% to -7.62%240.87%1.30%
-7.62% to -5.08%572.06%3.36%
-5.08% to -2.55%32911.89%15.26%
-2.55% to -0.02%97335.18%50.43%
-0.02% to 2.52%96935.03%85.47%
2.52% to 5.05%2649.54%95.01%
5.05% to 7.58%863.11%98.12%
7.58% to 10.11%291.05%99.17%
Greater than 10.11%230.83%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.39%3.36% 81.02%68.27%
±2σ -6.77%6.74% 95.84%95.45%
±3σ -10.15%10.11% 98.73%99.73%
Descriptive Statistics
Mean-0.018%
Standard Error0.064%
Median-0.070%
Mode0.000%
Standard Deviation3.377%
Sample Variance11.407%
Kurtosis24.54
Skewness0.86
Range83.690%
Minimum-42.169%
Maximum41.521%
Count2766
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.495% 1220 44.11% 1.100%
Negative -2.213% 1398 50.54% -1.118%
Zero 0.000% 148 5.35% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.98. Further, an Excess Kurtosis of 63.21 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -22.97%30.47%0.47%
-22.97% to -17.03%30.47%0.94%
-17.03% to -11.09%111.73%2.67%
-11.09% to -5.15%7011.01%13.68%
-5.15% to 0.78%23937.58%51.26%
0.78% to 6.72%22735.69%86.95%
6.72% to 12.66%6410.06%97.01%
12.66% to 18.60%132.04%99.06%
18.60% to 24.54%30.47%99.53%
Greater than 24.54%30.47%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.13%8.70% 82.86%68.27%
±2σ -15.05%16.62% 97.33%95.45%
±3σ -22.97%24.53% 99.06%99.73%
Descriptive Statistics
Mean0.784%
Standard Error0.314%
Median0.678%
Mode0.000%
Standard Deviation7.917%
Sample Variance62.684%
Kurtosis63.21
Skewness3.98
Range155.148%
Minimum-43.243%
Maximum111.905%
Count636
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.144% 349 54.87% 2.823%
Negative -4.647% 279 43.87% -2.039%
Zero 0.000% 8 1.26% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 8.33%
12 1 Year 7.23%
36 3 Years 8.32%
60 5 Years 9.31%
120 10 Years 9.25%
240 20 Years 8.82%
600 50 Years 9.70%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 6.78. Further, an Excess Kurtosis of 73.18 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -15.26%00.00%0.00%
-15.26% to -8.82%00.00%0.00%
-8.82% to -2.39%00.00%0.00%
-2.39% to 4.05%284.40%4.40%
4.05% to 10.48%38360.13%64.52%
10.48% to 16.92%16626.06%90.58%
16.92% to 23.35%335.18%95.76%
23.35% to 29.79%152.35%98.12%
29.79% to 36.22%20.31%98.43%
Greater than 36.22%101.57%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.90%19.06% 92.31%68.27%
±2σ -6.68%27.64% 97.80%95.45%
±3σ -15.26%36.22% 98.43%99.73%
Descriptive Statistics
Mean10.484%
Standard Error0.340%
Median8.745%
Mode16.667%
Standard Deviation8.580%
Sample Variance73.617%
Kurtosis73.18
Skewness6.78
Range124.252%
Minimum2.577%
Maximum126.829%
Count637
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 10.484% 637 100.00% 10.484%
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 1.66. Further, an Excess Kurtosis of 24.13 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -21.85%20.31%0.31%
-21.85% to -16.40%30.47%0.78%
-16.40% to -10.95%152.35%3.14%
-10.95% to -5.50%8212.87%16.01%
-5.50% to -0.05%22735.64%51.65%
-0.05% to 5.40%20932.81%84.46%
5.40% to 10.85%7211.30%95.76%
10.85% to 16.30%152.35%98.12%
16.30% to 21.75%60.94%99.06%
Greater than 21.75%60.94%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.32%7.22% 80.06%68.27%
±2σ -14.58%14.49% 96.86%95.45%
±3σ -21.85%21.75% 98.74%99.73%
Descriptive Statistics
Mean-0.049%
Standard Error0.288%
Median-0.420%
Mode0.000%
Standard Deviation7.267%
Sample Variance52.813%
Kurtosis24.13
Skewness1.66
Range128.999%
Minimum-52.809%
Maximum76.190%
Count637
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.139% 292 45.84% 2.356%
Negative -4.656% 329 51.65% -2.405%
Zero 0.000% 16 2.51% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.05. Further, an Excess Kurtosis of 2.84 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -28.93%10.47%0.47%
-28.93% to -21.19%52.36%2.83%
-21.19% to -13.44%94.25%7.08%
-13.44% to -5.70%2712.74%19.81%
-5.70% to 2.05%6229.25%49.06%
2.05% to 9.80%6430.19%79.25%
9.80% to 17.54%3817.92%97.17%
17.54% to 25.29%31.42%98.58%
25.29% to 33.03%10.47%99.06%
Greater than 33.03%20.94%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -8.28%12.38% 75.94%68.27%
±2σ -18.60%22.71% 94.34%95.45%
±3σ -28.93%33.03% 98.58%99.73%
Descriptive Statistics
Mean2.051%
Standard Error0.709%
Median2.472%
Mode7.895%
Standard Deviation10.328%
Sample Variance106.667%
Kurtosis2.84
Skewness0.05
Range87.415%
Minimum-37.931%
Maximum49.484%
Count212
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.104% 131 61.79% 5.008%
Negative -7.836% 80 37.74% -2.957%
Zero 0.000% 1 0.47% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 9.82%
12 3 Years 12.75%
20 5 Years 15.13%
40 10 Years 15.22%
80 20 Years 15.29%
200 50 Years 16.91%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.43. Further, an Excess Kurtosis of 29.12 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -24.53%00.00%0.00%
-24.53% to -13.55%00.00%0.00%
-13.55% to -2.57%00.00%0.00%
-2.57% to 8.40%125.63%5.63%
8.40% to 19.38%13261.97%67.61%
19.38% to 30.36%4621.60%89.20%
30.36% to 41.34%115.16%94.37%
41.34% to 52.31%41.88%96.24%
52.31% to 63.29%52.35%98.59%
Greater than 63.29%31.41%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 4.75%34.02% 92.96%68.27%
±2σ -9.89%48.65% 96.24%95.45%
±3σ -24.53%63.29% 98.59%99.73%
Descriptive Statistics
Mean19.382%
Standard Error1.003%
Median15.837%
Mode14.286%
Standard Deviation14.636%
Sample Variance214.206%
Kurtosis29.12
Skewness4.43
Range139.839%
Minimum5.161%
Maximum145.000%
Count213
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 19.382% 213 100.00% 19.382%
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 1.31. Further, an Excess Kurtosis of 4.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -32.92%10.47%0.47%
-32.92% to -24.76%10.47%0.94%
-24.76% to -16.60%20.94%1.88%
-16.60% to -8.44%3918.31%20.19%
-8.44% to -0.28%7836.62%56.81%
-0.28% to 7.89%5626.29%83.10%
7.89% to 16.05%219.86%92.96%
16.05% to 24.21%73.29%96.24%
24.21% to 32.37%62.82%99.06%
Greater than 32.37%20.94%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -11.16%10.61% 78.87%68.27%
±2σ -22.04%21.49% 95.31%95.45%
±3σ -32.92%32.37% 98.59%99.73%
Descriptive Statistics
Mean-0.276%
Standard Error0.746%
Median-1.976%
Mode0.000%
Standard Deviation10.882%
Sample Variance118.414%
Kurtosis4.82
Skewness1.31
Range93.103%
Minimum-33.103%
Maximum60.000%
Count213
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.362% 87 40.84% 3.824%
Negative -7.042% 124 58.22% -4.100%
Zero 0.000% 2 0.94% 0.000%