Markets Data Volatility Heatmap Portfolio Calculator

PNW Deep Analytical Report

Pinnacle West Capital Corporation | Category: Equity Large Cap | Ann. Div Yield: 3.70% ($3.60) | Last Updated: 2026-03-24 | Data Range: 1973-02-01 → 2026-03-01 (638 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% 1.70% 1.85% 96.17 99.49 94.55 101.20
Weekly 3.65% 3.88% 3.38% 4.35% 3.74% 4.07% 94.23 101.55 90.77 105.41
Monthly 7.92% 8.57% 7.26% 9.15% 7.78% 8.48% 90.50 105.73 83.72 114.29
Quarterly 10.33% 14.63% 10.88% 15.31% 13.48% 14.69% 85.49 111.93 74.71 128.08
Annual — — — — 26.95% 29.38% 74.71 128.08 57.06 167.69
Option Time Horizon — — — — 10.17% 11.09% 88.36 108.29 79.81 119.89
Calculation Notes: Computed at 2026-03-23T16:34 UTC  |  Reference Contract: Call option expiring 2026-05-15 (52 days)  |  Spot Price (S): $97.82  |  Strike (K): $95.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $5.5000 (Bid $5.1000 / Ask $5.9000)  |  Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 3.70%  |  Binomial IV (Annual): 26.95% (CRR binomial tree, American, n=20 steps)  |  BS IV: 27.27% (European Black-Scholes)  |  Yahoo IV (Annual): 29.38% → 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
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 628.09 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%1.26%
-3.78% to -2.51%2882.16%3.42%
-2.51% to -1.24%134010.03%13.45%
-1.24% to 0.04%554241.47%54.92%
0.04% to 1.31%425931.87%86.79%
1.31% to 2.58%135910.17%96.95%
2.58% to 3.85%2812.10%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% 83.84%68.27%
±2σ -3.35%3.43% 96.91%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 Variance2.875%
Kurtosis628.09
Skewness11.52
Range113.954%
Minimum-23.256%
Maximum90.698%
Count13364
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.132% 6100 45.65% 0.517%
Negative -1.140% 5631 42.14% -0.480%
Zero 0.000% 1633 12.22% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 1.75%
20 1 Month 1.99%
60 1 Quarter 1.90%
250 1 Year 1.71%
750 3 Years 1.76%
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 4.93. Further, an Excess Kurtosis of 53.81 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -2.05%00.00%0.00%
-2.05% to -1.07%00.00%0.00%
-1.07% to -0.09%00.00%0.00%
-0.09% to 0.90%167012.50%12.50%
0.90% to 1.88%688751.53%64.03%
1.88% to 2.86%307423.00%87.03%
2.86% to 3.85%9947.44%94.46%
3.85% to 4.83%3882.90%97.37%
4.83% to 5.81%1541.15%98.52%
Greater than 5.81%1981.48%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.57%3.19% 88.48%68.27%
±2σ -0.74%4.50% 96.58%95.45%
±3σ -2.05%5.81% 98.52%99.73%
Descriptive Statistics
Mean1.880%
Standard Error0.011%
Median1.562%
Mode1.282%
Standard Deviation1.311%
Sample Variance1.720%
Kurtosis53.81
Skewness4.93
Range30.082%
Minimum0.310%
Maximum30.392%
Count13365
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.880% 13365 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 17.52 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%4123.08%4.55%
-2.02% to -1.01%163612.24%16.79%
-1.01% to -0.01%364727.29%44.08%
-0.01% to 0.99%526739.41%83.49%
0.99% to 2.00%154311.55%95.03%
2.00% to 3.00%4333.24%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% 78.26%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%
Kurtosis17.52
Skewness0.06
Range41.374%
Minimum-21.374%
Maximum20.000%
Count13365
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.062% 5617 42.03% 0.446%
Negative -1.036% 5893 44.09% -0.457%
Zero 0.000% 1855 13.88% 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 90.40 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 -8.02%170.61%1.23%
-8.02% to -5.29%772.78%4.01%
-5.29% to -2.56%28710.36%14.37%
-2.56% to 0.18%99936.08%50.45%
0.18% to 2.91%98135.43%85.88%
2.91% to 5.64%29310.58%96.46%
5.64% to 8.38%642.31%98.77%
8.38% to 11.11%190.69%99.46%
Greater than 11.11%150.54%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.47%3.82% 81.94%68.27%
±2σ -7.11%7.47% 96.32%95.45%
±3σ -10.76%11.11% 98.84%99.73%
Descriptive Statistics
Mean0.177%
Standard Error0.069%
Median0.130%
Mode0.000%
Standard Deviation3.645%
Sample Variance13.286%
Kurtosis90.40
Skewness3.63
Range109.018%
Minimum-28.583%
Maximum80.435%
Count2769
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.426% 1413 51.03% 1.238%
Negative -2.411% 1218 43.99% -1.061%
Zero 0.000% 138 4.98% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 4.64%
12 1 Quarter 4.46%
52 1 Year 3.78%
156 3 Years 4.01%
260 5 Years 4.35%
520 10 Years 4.32%
1,040 20 Years 4.21%
2,600 50 Years 4.43%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 12.14. Further, an Excess Kurtosis of 309.74 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 -1.24%00.00%0.00%
-1.24% to 1.67%1103.97%3.97%
1.67% to 4.58%169261.08%65.05%
4.58% to 7.49%67424.33%89.39%
7.49% to 10.40%1876.75%96.14%
10.40% to 13.31%511.84%97.98%
13.31% 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% 92.45%68.27%
±2σ -3.18%12.34% 97.44%95.45%
±3σ -7.07%16.23% 98.81%99.73%
Descriptive Statistics
Mean4.580%
Standard Error0.074%
Median3.774%
Mode3.226%
Standard Deviation3.882%
Sample Variance15.070%
Kurtosis309.74
Skewness12.14
Range120.812%
Minimum0.617%
Maximum121.429%
Count2770
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.580% 2770 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 24.51 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%32911.88%15.23%
-2.55% to -0.02%97635.23%50.47%
-0.02% to 2.52%96934.98%85.45%
2.52% to 5.05%2649.53%94.98%
5.05% to 7.58%873.14%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% 81.01%68.27%
±2σ -6.77%6.74% 95.85%95.45%
±3σ -10.15%10.11% 98.74%99.73%
Descriptive Statistics
Mean-0.018%
Standard Error0.064%
Median-0.072%
Mode0.000%
Standard Deviation3.377%
Sample Variance11.405%
Kurtosis24.51
Skewness0.86
Range83.690%
Minimum-42.169%
Maximum41.521%
Count2770
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.497% 1221 44.08% 1.101%
Negative -2.212% 1401 50.58% -1.119%
Zero 0.000% 148 5.34% 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 63.20 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -22.96%30.47%0.47%
-22.96% to -17.03%30.47%0.94%
-17.03% to -11.09%111.73%2.67%
-11.09% to -5.15%7010.99%13.66%
-5.15% to 0.78%24037.68%51.33%
0.78% to 6.72%22635.48%86.81%
6.72% to 12.65%6510.20%97.02%
12.65% to 18.59%132.04%99.06%
18.59% to 24.53%30.47%99.53%
Greater than 24.53%30.47%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.13%8.70% 82.89%68.27%
±2σ -15.05%16.61% 97.33%95.45%
±3σ -22.96%24.53% 99.06%99.73%
Descriptive Statistics
Mean0.782%
Standard Error0.314%
Median0.665%
Mode0.000%
Standard Deviation7.915%
Sample Variance62.644%
Kurtosis63.20
Skewness3.98
Range155.148%
Minimum-43.243%
Maximum111.905%
Count637
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.150% 349 54.79% 2.822%
Negative -4.640% 280 43.96% -2.040%
Zero 0.000% 8 1.26% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 9.07%
12 1 Year 7.27%
36 3 Years 8.23%
60 5 Years 9.15%
120 10 Years 9.20%
240 20 Years 8.83%
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 6.79. Further, an Excess Kurtosis of 73.27 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -15.24%00.00%0.00%
-15.24% to -8.81%00.00%0.00%
-8.81% to -2.38%00.00%0.00%
-2.38% to 4.05%284.39%4.39%
4.05% to 10.48%38360.03%64.42%
10.48% to 16.91%16726.18%90.60%
16.91% to 23.34%335.17%95.77%
23.34% to 29.77%152.35%98.12%
29.77% to 36.20%20.31%98.43%
Greater than 36.20%101.57%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.90%19.05% 92.32%68.27%
±2σ -6.67%27.63% 97.65%95.45%
±3σ -15.24%36.20% 98.43%99.73%
Descriptive Statistics
Mean10.479%
Standard Error0.339%
Median8.694%
Mode16.667%
Standard Deviation8.574%
Sample Variance73.520%
Kurtosis73.27
Skewness6.79
Range124.252%
Minimum2.577%
Maximum126.829%
Count638
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 10.479% 638 100.00% 10.479%
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 Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.66. 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 -21.84%20.31%0.31%
-21.84% to -16.39%30.47%0.78%
-16.39% to -10.95%152.35%3.13%
-10.95% to -5.50%8212.85%15.99%
-5.50% to -0.05%22735.58%51.57%
-0.05% to 5.40%21032.92%84.48%
5.40% to 10.85%7211.29%95.77%
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 -7.31%7.22% 79.94%68.27%
±2σ -14.58%14.48% 96.87%95.45%
±3σ -21.84%21.75% 98.75%99.73%
Descriptive Statistics
Mean-0.048%
Standard Error0.288%
Median-0.411%
Mode0.000%
Standard Deviation7.265%
Sample Variance52.778%
Kurtosis24.12
Skewness1.66
Range128.999%
Minimum-52.809%
Maximum76.190%
Count638
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.131% 293 45.92% 2.356%
Negative -4.662% 329 51.57% -2.404%
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 9.79%6430.19%79.25%
9.79% 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 -18.61%22.70% 94.34%95.45%
±3σ -28.93%33.03% 98.58%99.73%
Descriptive Statistics
Mean2.049%
Standard Error0.709%
Median2.473%
Mode7.895%
Standard Deviation10.327%
Sample Variance106.649%
Kurtosis2.84
Skewness0.05
Range87.415%
Minimum-37.931%
Maximum49.484%
Count212
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.101% 131 61.79% 5.006%
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 10.74%
12 3 Years 13.06%
20 5 Years 15.31%
40 10 Years 15.31%
80 20 Years 15.34%
200 50 Years 16.93%
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 29.18 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -24.48%00.00%0.00%
-24.48% to -13.51%00.00%0.00%
-13.51% to -2.54%00.00%0.00%
-2.54% to 8.43%125.63%5.63%
8.43% to 19.40%13261.97%67.61%
19.40% to 30.37%4621.60%89.20%
30.37% to 41.34%115.16%94.37%
41.34% to 52.31%41.88%96.24%
52.31% to 63.28%52.35%98.59%
Greater than 63.28%31.41%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 4.77%34.03% 92.96%68.27%
±2σ -9.86%48.65% 96.24%95.45%
±3σ -24.48%63.28% 98.59%99.73%
Descriptive Statistics
Mean19.399%
Standard Error1.002%
Median15.837%
Mode14.286%
Standard Deviation14.627%
Sample Variance213.948%
Kurtosis29.18
Skewness4.43
Range139.839%
Minimum5.161%
Maximum145.000%
Count213
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 19.399% 213 100.00% 19.399%
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 -0.27%7836.62%56.81%
-0.27% 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-0.274%
Standard Error0.746%
Median-1.976%
Mode0.000%
Standard Deviation10.881%
Sample Variance118.393%
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 -7.039% 124 58.22% -4.098%
Zero 0.000% 2 0.94% 0.000%