Markets Data Volatility Heatmap Portfolio Calculator

QCOM Deep Analytical Report

QUALCOMM Incorporated | Category: Equity Mega Cap | Ann. Div Yield: 2.71% ($3.52) | Last Updated: 2026-03-24 | Data Range: 1991-12-01 → 2026-03-01 (412 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 3.03% 2.63% 2.59% 3.08% 2.72% 2.75% 124.53 131.50 121.19 135.13
Weekly 6.59% 6.92% 6.29% 7.23% 6.00% 6.05% 120.52 135.88 113.51 144.27
Monthly 14.01% 14.81% 13.01% 15.85% 12.48% 12.60% 112.95 144.98 99.70 164.26
Quarterly 28.72% 34.71% 20.98% 28.04% 21.62% 21.82% 103.09 158.85 83.05 197.19
Annual — — — — 43.24% 43.63% 83.05 197.19 53.90 303.85
Option Time Horizon — — — — 16.32% 16.47% 108.70 150.66 92.33 177.36
Calculation Notes: Computed at 2026-03-23T16:32 UTC  |  Reference Contract: Call option expiring 2026-05-15 (52 days)  |  Spot Price (S): $127.97  |  Strike (K): $130.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $7.5000 (Bid $7.3500 / Ask $7.6500)  |  Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.71%  |  Binomial IV (Annual): 43.24% (CRR binomial tree, American, n=20 steps)  |  BS IV: 43.42% (European Black-Scholes)  |  Yahoo IV (Annual): 43.63% → 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
2026-03-05 $0.8900
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 9.93 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.98%550.64%0.64%
-8.98% to -6.71%861.00%1.63%
-6.71% to -4.44%2813.26%4.89%
-4.44% to -2.16%92310.70%15.59%
-2.16% to 0.11%318136.87%52.46%
0.11% to 2.39%281932.68%85.14%
2.39% to 4.66%8169.46%94.60%
4.66% to 6.94%2623.04%97.64%
6.94% to 9.21%1101.28%98.91%
Greater than 9.21%941.09%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.92%3.15% 79.18%68.27%
±2σ -5.95%6.18% 94.56%95.45%
±3σ -8.98%9.21% 98.27%99.73%
Descriptive Statistics
Mean0.114%
Standard Error0.033%
Median0.000%
Mode0.000%
Standard Deviation3.033%
Sample Variance9.198%
Kurtosis9.93
Skewness0.90
Range55.559%
Minimum-16.848%
Maximum38.711%
Count8627
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.148% 4300 49.84% 1.071%
Negative -1.964% 4202 48.71% -0.957%
Zero 0.000% 125 1.45% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 3.01%
20 1 Month 3.04%
60 1 Quarter 2.95%
250 1 Year 3.00%
750 3 Years 2.89%
1,250 5 Years 3.08%
2,500 10 Years 2.86%
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 10.29 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%150717.47%17.47%
1.59% to 3.56%402546.65%64.12%
3.56% to 5.54%172219.96%84.08%
5.54% to 7.52%7098.22%92.29%
7.52% to 9.49%3564.13%96.42%
9.49% to 11.47%1471.70%98.12%
Greater than 11.47%1621.88%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.93%6.20% 85.08%68.27%
±2σ -1.71%8.83% 95.46%95.45%
±3σ -4.34%11.47% 98.13%99.73%
Descriptive Statistics
Mean3.564%
Standard Error0.028%
Median2.816%
Mode4.000%
Standard Deviation2.635%
Sample Variance6.942%
Kurtosis10.29
Skewness2.49
Range29.835%
Minimum0.387%
Maximum30.222%
Count8628
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.564% 8628 100.00% 3.564%
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 5.17 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 -5.78%1161.34%2.17%
-5.78% to -3.84%2593.00%5.17%
-3.84% to -1.90%88910.30%15.47%
-1.90% to 0.04%311636.11%51.59%
0.04% to 1.99%277932.21%83.80%
1.99% to 3.93%90410.48%94.27%
3.93% to 5.87%3123.62%97.89%
5.87% to 7.81%1171.36%99.25%
Greater than 7.81%650.75%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.55%2.63% 78.48%68.27%
±2σ -5.14%5.22% 94.01%95.45%
±3σ -7.73%7.81% 98.42%99.73%
Descriptive Statistics
Mean0.044%
Standard Error0.028%
Median0.000%
Mode0.000%
Standard Deviation2.590%
Sample Variance6.708%
Kurtosis5.17
Skewness-0.04
Range37.305%
Minimum-18.439%
Maximum18.866%
Count8628
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.841% 4245 49.20% 0.906%
Negative -1.758% 4229 49.02% -0.862%
Zero 0.000% 154 1.78% 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 8.40 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -19.24%70.39%0.39%
-19.24% to -14.30%191.06%1.45%
-14.30% to -9.35%603.36%4.81%
-9.35% to -4.40%20711.58%16.39%
-4.40% to 0.54%63735.63%52.01%
0.54% to 5.49%58032.44%84.45%
5.49% to 10.44%18810.51%94.97%
10.44% to 15.38%482.68%97.65%
15.38% to 20.33%181.01%98.66%
Greater than 20.33%241.34%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.05%7.14% 78.47%68.27%
±2σ -12.65%13.73% 94.80%95.45%
±3σ -19.24%20.33% 98.27%99.73%
Descriptive Statistics
Mean0.543%
Standard Error0.156%
Median0.344%
Mode0.000%
Standard Deviation6.595%
Sample Variance43.498%
Kurtosis8.40
Skewness1.14
Range89.088%
Minimum-25.798%
Maximum63.290%
Count1788
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.703% 954 53.36% 2.509%
Negative -4.288% 820 45.86% -1.967%
Zero 0.000% 14 0.78% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 6.10%
12 1 Quarter 6.11%
52 1 Year 7.01%
156 3 Years 6.74%
260 5 Years 7.23%
520 10 Years 6.74%
1,040 20 Years 6.33%
2,600 50 Years 8.68%
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 14.56 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -11.62%00.00%0.00%
-11.62% to -6.43%00.00%0.00%
-6.43% to -1.24%00.00%0.00%
-1.24% to 3.95%32218.00%18.00%
3.95% to 9.14%82045.84%63.83%
9.14% to 14.33%35719.96%83.79%
14.33% to 19.52%1649.17%92.96%
19.52% to 24.71%754.19%97.15%
24.71% to 29.90%231.29%98.43%
Greater than 29.90%281.57%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 2.22%16.06% 85.19%68.27%
±2σ -4.70%22.98% 95.81%95.45%
±3σ -11.62%29.90% 98.43%99.73%
Descriptive Statistics
Mean9.140%
Standard Error0.164%
Median7.171%
Mode10.000%
Standard Deviation6.919%
Sample Variance47.879%
Kurtosis14.56
Skewness2.78
Range76.503%
Minimum1.139%
Maximum77.642%
Count1789
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.140% 1789 100.00% 9.140%
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 0.21. Further, an Excess Kurtosis of 4.28 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -18.85%130.73%0.73%
-18.85% to -14.13%241.34%2.07%
-14.13% to -9.42%462.57%4.64%
-9.42% to -4.71%21612.07%16.71%
-4.71% to 0.01%65636.67%53.38%
0.01% to 4.72%54430.41%83.79%
4.72% to 9.44%18010.06%93.85%
9.44% to 14.15%693.86%97.71%
14.15% to 18.86%281.57%99.27%
Greater than 18.86%130.73%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.28%6.29% 77.03%68.27%
±2σ -12.56%12.58% 94.13%95.45%
±3σ -18.85%18.86% 98.55%99.73%
Descriptive Statistics
Mean0.008%
Standard Error0.149%
Median-0.291%
Mode0.000%
Standard Deviation6.285%
Sample Variance39.505%
Kurtosis4.28
Skewness0.21
Range74.046%
Minimum-39.066%
Maximum34.980%
Count1789
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.679% 834 46.62% 2.181%
Negative -4.141% 939 52.49% -2.173%
Zero 0.000% 16 0.89% 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 -39.78%00.00%0.00%
-39.78% to -29.27%40.97%0.97%
-29.27% to -18.76%102.43%3.41%
-18.76% to -8.25%5713.87%17.27%
-8.25% to 2.25%14735.77%53.04%
2.25% to 12.76%13432.60%85.64%
12.76% to 23.27%389.25%94.89%
23.27% to 33.78%81.95%96.84%
33.78% to 44.28%61.46%98.30%
Greater than 44.28%71.70%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -11.76%16.26% 79.81%68.27%
±2σ -25.77%30.27% 95.13%95.45%
±3σ -39.78%44.28% 98.30%99.73%
Descriptive Statistics
Mean2.254%
Standard Error0.691%
Median1.298%
Mode-3.030%
Standard Deviation14.010%
Sample Variance196.288%
Kurtosis7.66
Skewness1.63
Range133.235%
Minimum-38.790%
Maximum94.445%
Count411
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 10.866% 223 54.26% 5.896%
Negative -8.048% 186 45.26% -3.642%
Zero 0.000% 2 0.49% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 14.67%
12 1 Year 15.54%
36 3 Years 15.12%
60 5 Years 15.85%
120 10 Years 15.38%
240 20 Years 13.77%
600 50 Years 18.81%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.21. Further, an Excess Kurtosis of 7.11 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 -12.13%00.00%0.00%
-12.13% to -1.01%00.00%0.00%
-1.01% to 10.10%7718.69%18.69%
10.10% to 21.21%18244.17%62.86%
21.21% to 32.32%8420.39%83.25%
32.32% to 43.43%419.95%93.20%
43.43% to 54.54%122.91%96.12%
54.54% to 65.65%92.18%98.30%
Greater than 65.65%71.70%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 6.39%36.02% 83.25%68.27%
±2σ -8.42%50.84% 95.87%95.45%
±3σ -23.24%65.65% 98.30%99.73%
Descriptive Statistics
Mean21.208%
Standard Error0.730%
Median16.922%
Mode16.458%
Standard Deviation14.815%
Sample Variance219.487%
Kurtosis7.11
Skewness2.21
Range105.222%
Minimum3.264%
Maximum108.486%
Count412
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 21.208% 412 100.00% 21.208%
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 0.59. 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 -39.49%20.49%0.49%
-39.49% to -29.73%61.46%1.94%
-29.73% to -19.98%122.91%4.85%
-19.98% to -10.22%4811.65%16.50%
-10.22% to -0.46%15337.14%53.64%
-0.46% to 9.30%12530.34%83.98%
9.30% to 19.05%4510.92%94.90%
19.05% to 28.81%112.67%97.57%
28.81% to 38.57%51.21%98.79%
Greater than 38.57%51.21%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -13.47%12.55% 76.94%68.27%
±2σ -26.48%25.56% 94.17%95.45%
±3σ -39.49%38.57% 98.30%99.73%
Descriptive Statistics
Mean-0.460%
Standard Error0.641%
Median-1.195%
Mode-13.559%
Standard Deviation13.010%
Sample Variance169.259%
Kurtosis3.82
Skewness0.59
Range113.563%
Minimum-48.403%
Maximum65.160%
Count412
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.650% 187 45.39% 4.380%
Negative -8.903% 224 54.37% -4.840%
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 17.31 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -79.05%00.00%0.00%
-79.05% to -57.51%00.00%0.00%
-57.51% to -35.97%10.73%0.73%
-35.97% to -14.43%2216.06%16.79%
-14.43% to 7.11%5439.42%56.20%
7.11% to 28.65%4432.12%88.32%
28.65% to 50.19%96.57%94.89%
50.19% to 71.73%42.92%97.81%
71.73% to 93.27%10.73%98.54%
Greater than 93.27%21.46%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -21.61%35.83% 83.94%68.27%
±2σ -50.33%64.55% 97.81%95.45%
±3σ -79.05%93.27% 98.54%99.73%
Descriptive Statistics
Mean7.113%
Standard Error2.454%
Median3.822%
Mode-40.115%
Standard Deviation28.720%
Sample Variance824.822%
Kurtosis17.31
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 -12.475% 62 45.26% -5.646%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 24.73%
12 3 Years 27.55%
20 5 Years 28.04%
40 10 Years 28.52%
80 20 Years 24.34%
200 50 Years 34.81%
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 21.95 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -62.70%00.00%0.00%
-62.70% to -36.67%00.00%0.00%
-36.67% to -10.63%00.00%0.00%
-10.63% to 15.40%117.97%7.97%
15.40% to 41.44%7957.25%65.22%
41.44% to 67.47%3122.46%87.68%
67.47% to 93.50%117.97%95.65%
93.50% to 119.54%32.17%97.83%
119.54% to 145.57%10.72%98.55%
Greater than 145.57%21.45%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 6.72%76.15% 90.58%68.27%
±2σ -27.99%110.86% 97.83%95.45%
±3σ -62.70%145.57% 98.55%99.73%
Descriptive Statistics
Mean41.435%
Standard Error2.955%
Median31.619%
Mode9.423%
Standard Deviation34.712%
Sample Variance1204.926%
Kurtosis21.95
Skewness3.97
Range255.457%
Minimum9.423%
Maximum264.880%
Count138
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 41.435% 138 100.00% 41.435%
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 0.25. Further, an Excess Kurtosis of 1.07 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -64.59%10.72%0.72%
-64.59% to -48.86%10.72%1.45%
-48.86% to -33.12%53.62%5.07%
-33.12% to -17.39%2115.22%20.29%
-17.39% to -1.66%4633.33%53.62%
-1.66% to 14.08%3827.54%81.16%
14.08% to 29.81%1712.32%93.48%
29.81% to 45.55%64.35%97.83%
45.55% to 61.28%21.45%99.28%
Greater than 61.28%10.72%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -22.63%19.32% 73.19%68.27%
±2σ -43.61%40.30% 94.20%95.45%
±3σ -64.59%61.28% 98.55%99.73%
Descriptive Statistics
Mean-1.655%
Standard Error1.786%
Median-4.200%
Mode8.297%
Standard Deviation20.978%
Sample Variance440.065%
Kurtosis1.07
Skewness0.25
Range135.941%
Minimum-67.125%
Maximum68.816%
Count138
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 16.872% 60 43.48% 7.336%
Negative -15.907% 78 56.52% -8.991%
Zero 0.000% 0 0.00% 0.000%