Markets Data Volatility Heatmap Portfolio Calculator

QCOM Deep Analytical Report

QUALCOMM Incorporated | Category: Equity Mega Cap | Ann. Div Yield: 2.49% ($3.52) | Last Updated: 2026-02-22 | Data Range: 1991-12-01 → 2026-02-01 (411 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 3.04% 2.64% 2.59% 3.09% 1.97% 2.01% 140.10 145.72 137.37 148.61
Weekly 6.60% 6.93% 6.29% 7.26% 4.33% 4.43% 136.82 149.20 131.03 155.81
Monthly 14.02% 14.82% 13.02% 15.89% 9.01% 9.21% 130.56 156.36 119.31 171.11
Quarterly 28.68% 34.73% 20.92% 27.89% 15.61% 15.95% 122.23 167.02 104.56 195.25
Annual — — — — 31.23% 31.91% 104.56 195.25 76.51 266.81
Option Time Horizon — — — — 12.01% 12.27% 126.71 161.11 112.37 181.68
Calculation Notes: Computed at 2026-02-22T14:17 UTC  |  Reference Contract: Call option expiring 2026-04-17 (54 days)  |  Spot Price (S): $142.88  |  Strike (K): $145.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $6.0250 (Bid $5.9500 / Ask $6.1000)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.49%  |  Binomial IV (Annual): 31.23% (CRR binomial tree, American, n=20 steps)  |  BS IV: 31.45% (European Black-Scholes)  |  Yahoo IV (Annual): 31.91% → 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
2025-12-04 $0.8900
2025-09-04 $0.8900
2025-06-05 $0.8900
2025-03-06 $0.8500
2024-12-05 $0.8500
2024-09-05 $0.8500
2024-05-30 $0.8500
2024-02-28 $0.8000
2023-11-29 $0.8000
2023-08-30 $0.8000
2023-05-31 $0.8000
2023-03-01 $0.7500
2022-11-30 $0.7500
2022-08-31 $0.7500
2022-06-01 $0.7500
2022-03-02 $0.6800
2021-12-01 $0.6800
2021-09-01 $0.6800
2021-06-02 $0.6800
2021-03-03 $0.6500
2020-12-02 $0.6500
2020-09-02 $0.6500
2020-06-03 $0.6500
2020-03-04 $0.6200
2019-12-04 $0.6200
2019-09-11 $0.6200
2019-06-05 $0.6200
2019-03-06 $0.6200
2018-12-06 $0.6200
2018-09-04 $0.6200
2018-05-29 $0.6200
2018-02-27 $0.5700
2017-11-28 $0.5700
2017-08-28 $0.5700
2017-05-26 $0.5700
2017-02-27 $0.5300
2016-11-28 $0.5300
2016-08-29 $0.5300
2016-05-27 $0.5300
2016-02-29 $0.4800
2015-11-27 $0.4800
2015-08-31 $0.4800
2015-06-01 $0.4800
2015-03-02 $0.4200
2014-11-26 $0.4200
2014-08-29 $0.4200
2014-06-02 $0.4200
2014-03-03 $0.3500
2013-11-27 $0.3500
2013-08-30 $0.3500
2013-06-03 $0.3500
2013-03-06 $0.2500
2012-12-05 $0.2500
2012-09-05 $0.2500
2012-05-30 $0.2500
2012-02-29 $0.2150
2011-11-21 $0.2150
2011-08-24 $0.2150
2011-05-25 $0.2150
2011-02-23 $0.1900
2010-11-22 $0.1900
2010-08-25 $0.1900
2010-05-26 $0.1900
2010-02-24 $0.1700
2009-11-23 $0.1700
2009-08-26 $0.1700
2009-05-27 $0.1700
2009-02-25 $0.1600
2008-12-09 $0.1600
2008-08-27 $0.1600
2008-05-28 $0.1600
2008-02-27 $0.1400
2007-12-05 $0.1400
2007-08-29 $0.1400
2007-05-30 $0.1400
2007-02-28 $0.1200
2006-12-05 $0.1200
2006-08-23 $0.1200
2006-05-24 $0.1200
2006-02-22 $0.0900
2005-12-05 $0.0900
2005-08-24 $0.0900
2005-05-25 $0.0900
2005-02-23 $0.0700
2004-12-06 $0.0700
2004-08-25 $0.0700
2004-05-26 $0.0500
2004-02-25 $0.0350
2003-11-25 $0.0350
2003-08-27 $0.0350
2003-05-28 $0.0250
2003-03-12 $0.0250
1998-09-24 $0.0703
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.90. Further, an Excess Kurtosis of 9.91 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.99%550.64%0.64%
-8.99% to -6.71%861.00%1.64%
-6.71% to -4.44%2813.27%4.90%
-4.44% to -2.16%92110.70%15.61%
-2.16% to 0.12%317536.89%52.50%
0.12% to 2.39%280832.63%85.13%
2.39% to 4.67%8159.47%94.60%
4.67% to 6.95%2613.03%97.63%
6.95% to 9.22%1101.28%98.91%
Greater than 9.22%941.09%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.92%3.15% 79.13%68.27%
±2σ -5.95%6.19% 94.57%95.45%
±3σ -8.99%9.22% 98.28%99.73%
Descriptive Statistics
Mean0.116%
Standard Error0.033%
Median0.000%
Mode0.000%
Standard Deviation3.035%
Sample Variance9.214%
Kurtosis9.91
Skewness0.90
Range55.559%
Minimum-16.848%
Maximum38.711%
Count8606
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.149% 4294 49.90% 1.072%
Negative -1.966% 4187 48.65% -0.956%
Zero 0.000% 125 1.45% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 2.75%
20 1 Month 3.19%
60 1 Quarter 2.67%
250 1 Year 3.02%
750 3 Years 2.89%
1,250 5 Years 3.09%
2,500 10 Years 2.85%
5,000 20 Years 2.72%
12,500 50 Years 3.72%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.49. Further, an Excess Kurtosis of 10.27 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -4.34%00.00%0.00%
-4.34% to -2.37%00.00%0.00%
-2.37% to -0.39%00.00%0.00%
-0.39% to 1.59%150617.50%17.50%
1.59% to 3.57%401046.59%64.09%
3.57% to 5.54%171719.95%84.04%
5.54% to 7.52%7118.26%92.30%
7.52% to 9.50%3554.12%96.42%
9.50% to 11.48%1491.73%98.15%
Greater than 11.48%1591.85%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.93%6.20% 85.07%68.27%
±2σ -1.71%8.84% 95.47%95.45%
±3σ -4.34%11.48% 98.15%99.73%
Descriptive Statistics
Mean3.566%
Standard Error0.028%
Median2.815%
Mode4.000%
Standard Deviation2.637%
Sample Variance6.956%
Kurtosis10.27
Skewness2.49
Range29.835%
Minimum0.387%
Maximum30.222%
Count8607
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.566% 8607 100.00% 3.566%
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 -0.04. Further, an Excess Kurtosis of 5.16 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -7.73%710.82%0.82%
-7.73% to -5.79%1141.32%2.15%
-5.79% to -3.84%2613.03%5.18%
-3.84% to -1.90%88610.29%15.48%
-1.90% to 0.04%311136.14%51.62%
0.04% to 1.99%277032.18%83.80%
1.99% to 3.93%90210.48%94.28%
3.93% to 5.88%3103.60%97.89%
5.88% to 7.82%1191.38%99.27%
Greater than 7.82%630.73%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.55%2.64% 78.51%68.27%
±2σ -5.14%5.23% 94.00%95.45%
±3σ -7.73%7.82% 98.44%99.73%
Descriptive Statistics
Mean0.044%
Standard Error0.028%
Median0.000%
Mode0.000%
Standard Deviation2.592%
Sample Variance6.718%
Kurtosis5.16
Skewness-0.04
Range37.305%
Minimum-18.439%
Maximum18.866%
Count8607
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.843% 4232 49.17% 0.906%
Negative -1.759% 4221 49.04% -0.863%
Zero 0.000% 154 1.79% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.14. Further, an Excess Kurtosis of 8.38 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -19.25%70.39%0.39%
-19.25% to -14.30%191.07%1.46%
-14.30% to -9.35%603.36%4.82%
-9.35% to -4.40%20611.55%16.37%
-4.40% to 0.55%63435.54%51.91%
0.55% to 5.50%58032.51%84.42%
5.50% to 10.45%18810.54%94.96%
10.45% to 15.40%482.69%97.65%
15.40% to 20.35%191.07%98.71%
Greater than 20.35%231.29%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.05%7.15% 78.59%68.27%
±2σ -12.65%13.75% 94.79%95.45%
±3σ -19.25%20.35% 98.32%99.73%
Descriptive Statistics
Mean0.550%
Standard Error0.156%
Median0.359%
Mode0.000%
Standard Deviation6.600%
Sample Variance43.566%
Kurtosis8.38
Skewness1.14
Range89.088%
Minimum-25.798%
Maximum63.290%
Count1784
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.699% 955 53.53% 2.515%
Negative -4.303% 815 45.68% -1.966%
Zero 0.000% 14 0.79% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 6.40%
12 1 Quarter 5.53%
52 1 Year 7.00%
156 3 Years 6.73%
260 5 Years 7.26%
520 10 Years 6.72%
1,040 20 Years 6.32%
2,600 50 Years 8.69%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.78. Further, an Excess Kurtosis of 14.52 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -11.63%00.00%0.00%
-11.63% to -6.44%00.00%0.00%
-6.44% to -1.24%00.00%0.00%
-1.24% to 3.95%32218.04%18.04%
3.95% to 9.15%81645.71%63.75%
9.15% to 14.34%35820.06%83.81%
14.34% to 19.54%1639.13%92.94%
19.54% to 24.73%754.20%97.14%
24.73% to 29.92%231.29%98.43%
Greater than 29.92%281.57%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 2.22%16.07% 85.21%68.27%
±2σ -4.71%23.00% 95.85%95.45%
±3σ -11.63%29.92% 98.43%99.73%
Descriptive Statistics
Mean9.146%
Standard Error0.164%
Median7.171%
Mode10.000%
Standard Deviation6.926%
Sample Variance47.964%
Kurtosis14.52
Skewness2.78
Range76.503%
Minimum1.139%
Maximum77.642%
Count1785
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.146% 1785 100.00% 9.146%
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 0.22. Further, an Excess Kurtosis of 4.27 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -18.87%130.73%0.73%
-18.87% to -14.15%241.34%2.07%
-14.15% to -9.43%452.52%4.59%
-9.43% to -4.72%21712.16%16.75%
-4.72% to 0.00%65736.81%53.56%
0.00% to 4.72%53930.20%83.75%
4.72% to 9.44%18010.08%93.84%
9.44% to 14.16%693.87%97.70%
14.16% to 18.88%281.57%99.27%
Greater than 18.88%130.73%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.29%6.29% 76.97%68.27%
±2σ -12.58%12.58% 94.12%95.45%
±3σ -18.87%18.88% 98.54%99.73%
Descriptive Statistics
Mean0.002%
Standard Error0.149%
Median-0.300%
Mode0.000%
Standard Deviation6.291%
Sample Variance39.576%
Kurtosis4.27
Skewness0.22
Range74.046%
Minimum-39.066%
Maximum34.980%
Count1785
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.696% 829 46.44% 2.181%
Negative -4.138% 940 52.66% -2.179%
Zero 0.000% 16 0.90% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.63. Further, an Excess Kurtosis of 7.66 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -39.76%00.00%0.00%
-39.76% to -29.25%40.98%0.98%
-29.25% to -18.74%102.44%3.41%
-18.74% to -8.23%5613.66%17.07%
-8.23% to 2.28%14936.34%53.41%
2.28% to 12.79%13332.44%85.85%
12.79% to 23.31%379.02%94.88%
23.31% to 33.82%81.95%96.83%
33.82% to 44.33%61.46%98.29%
Greater than 44.33%71.71%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -11.73%16.30% 80.00%68.27%
±2σ -25.75%30.31% 95.12%95.45%
±3σ -39.76%44.33% 98.29%99.73%
Descriptive Statistics
Mean2.284%
Standard Error0.692%
Median1.370%
Mode-3.030%
Standard Deviation14.015%
Sample Variance196.410%
Kurtosis7.66
Skewness1.63
Range133.235%
Minimum-38.790%
Maximum94.445%
Count410
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 10.866% 223 54.39% 5.910%
Negative -8.037% 185 45.12% -3.626%
Zero 0.000% 2 0.49% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 14.88%
12 1 Year 15.42%
36 3 Years 15.18%
60 5 Years 15.89%
120 10 Years 15.36%
240 20 Years 13.77%
600 50 Years 18.83%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.20. Further, an Excess Kurtosis of 7.09 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -23.24%00.00%0.00%
-23.24% to -12.12%00.00%0.00%
-12.12% to -1.00%00.00%0.00%
-1.00% to 10.12%7818.98%18.98%
10.12% to 21.23%18043.80%62.77%
21.23% to 32.35%8420.44%83.21%
32.35% to 43.47%419.98%93.19%
43.47% to 54.59%122.92%96.11%
54.59% to 65.70%92.19%98.30%
Greater than 65.70%71.70%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 6.41%36.06% 83.21%68.27%
±2σ -8.41%50.88% 95.86%95.45%
±3σ -23.24%65.70% 98.30%99.73%
Descriptive Statistics
Mean21.233%
Standard Error0.731%
Median16.948%
Mode16.458%
Standard Deviation14.824%
Sample Variance219.750%
Kurtosis7.09
Skewness2.20
Range105.222%
Minimum3.264%
Maximum108.486%
Count411
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 21.233% 411 100.00% 21.233%
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 0.60. Further, an Excess Kurtosis of 3.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -39.54%20.49%0.49%
-39.54% to -29.77%61.46%1.95%
-29.77% to -20.01%112.68%4.62%
-20.01% to -10.24%4911.92%16.55%
-10.24% to -0.48%15337.23%53.77%
-0.48% to 9.29%12430.17%83.94%
9.29% to 19.05%4510.95%94.89%
19.05% to 28.82%112.68%97.57%
28.82% to 38.58%51.22%98.78%
Greater than 38.58%51.22%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -13.50%12.54% 76.89%68.27%
±2σ -26.52%25.56% 94.16%95.45%
±3σ -39.54%38.58% 98.30%99.73%
Descriptive Statistics
Mean-0.480%
Standard Error0.642%
Median-1.205%
Mode-13.559%
Standard Deviation13.020%
Sample Variance169.514%
Kurtosis3.82
Skewness0.60
Range113.563%
Minimum-48.403%
Maximum65.160%
Count411
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.661% 186 45.26% 4.372%
Negative -8.903% 224 54.50% -4.852%
Zero 0.000% 1 0.24% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.10. Further, an Excess Kurtosis of 17.40 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -78.85%00.00%0.00%
-78.85% to -57.34%00.00%0.00%
-57.34% to -35.83%10.73%0.73%
-35.83% to -14.33%2115.33%16.06%
-14.33% to 7.18%5540.15%56.20%
7.18% to 28.69%4432.12%88.32%
28.69% to 50.20%96.57%94.89%
50.20% to 71.70%42.92%97.81%
71.70% to 93.21%10.73%98.54%
Greater than 93.21%21.46%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -21.49%35.86% 83.94%68.27%
±2σ -50.17%64.54% 97.81%95.45%
±3σ -78.85%93.21% 98.54%99.73%
Descriptive Statistics
Mean7.182%
Standard Error2.450%
Median3.822%
Mode-40.115%
Standard Deviation28.677%
Sample Variance822.361%
Kurtosis17.40
Skewness3.10
Range244.009%
Minimum-40.115%
Maximum203.894%
Count137
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 23.306% 75 54.74% 12.759%
Negative -12.322% 62 45.26% -5.576%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 24.00%
12 3 Years 27.30%
20 5 Years 27.89%
40 10 Years 28.45%
80 20 Years 24.31%
200 50 Years 34.79%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.97. Further, an Excess Kurtosis of 21.91 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -62.79%00.00%0.00%
-62.79% to -36.74%00.00%0.00%
-36.74% to -10.69%00.00%0.00%
-10.69% to 15.36%117.97%7.97%
15.36% to 41.41%7957.25%65.22%
41.41% to 67.45%3122.46%87.68%
67.45% to 93.50%117.97%95.65%
93.50% to 119.55%32.17%97.83%
119.55% to 145.60%10.72%98.55%
Greater than 145.60%21.45%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 6.67%76.14% 90.58%68.27%
±2σ -28.06%110.87% 97.83%95.45%
±3σ -62.79%145.60% 98.55%99.73%
Descriptive Statistics
Mean41.406%
Standard Error2.957%
Median31.619%
Mode9.423%
Standard Deviation34.732%
Sample Variance1206.295%
Kurtosis21.91
Skewness3.97
Range255.457%
Minimum9.423%
Maximum264.880%
Count138
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 41.406% 138 100.00% 41.406%
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 0.26. Further, an Excess Kurtosis of 1.11 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -64.51%10.72%0.72%
-64.51% to -48.82%10.72%1.45%
-48.82% to -33.12%53.62%5.07%
-33.12% to -17.43%2115.22%20.29%
-17.43% to -1.74%4633.33%53.62%
-1.74% to 13.95%3928.26%81.88%
13.95% to 29.64%1611.59%93.48%
29.64% to 45.34%53.62%97.10%
45.34% to 61.03%32.17%99.28%
Greater than 61.03%10.72%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -22.66%19.18% 73.19%68.27%
±2σ -43.59%40.10% 94.20%95.45%
±3σ -64.51%61.03% 98.55%99.73%
Descriptive Statistics
Mean-1.741%
Standard Error1.781%
Median-4.200%
Mode8.297%
Standard Deviation20.923%
Sample Variance437.774%
Kurtosis1.11
Skewness0.26
Range135.941%
Minimum-67.125%
Maximum68.816%
Count138
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 16.674% 60 43.48% 7.250%
Negative -15.907% 78 56.52% -8.991%
Zero 0.000% 0 0.00% 0.000%