Markets Data Volatility Heatmap Portfolio Calculator

RCL Deep Analytical Report

Royal Caribbean Cruises Ltd. | Category: Equity Mega Cap | Ann. Div Yield: 1.33% ($3.50) | Last Updated: 2026-03-24 | Data Range: 1993-04-01 → 2026-03-01 (396 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 3.02% 2.73% 2.43% 3.96% 3.56% 3.54% 266.83 286.50 257.50 296.88
Weekly 6.67% 7.70% 6.90% 9.59% 7.83% 7.80% 255.66 299.01 236.41 323.37
Monthly 14.28% 25.00% 17.42% 21.50% 16.30% 16.23% 234.90 325.44 199.57 383.06
Quarterly 24.89% 55.18% 30.63% 41.26% 28.23% 28.12% 208.48 366.69 157.20 486.31
Annual — — — — 56.47% 56.23% 157.20 486.31 89.37 855.37
Option Time Horizon — — — — 21.31% 21.22% 223.42 342.17 180.53 423.46
Calculation Notes: Computed at 2026-03-23T16:42 UTC  |  Reference Contract: Call option expiring 2026-05-15 (52 days)  |  Spot Price (S): $276.49  |  Strike (K): $280.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $22.2500 (Bid $20.9000 / Ask $23.6000)  |  Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 1.33%  |  Binomial IV (Annual): 56.47% (CRR binomial tree, American, n=20 steps)  |  BS IV: 56.40% (European Black-Scholes)  |  Yahoo IV (Annual): 56.23% → 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
2026-03-06 $1.5000
2025-12-26 $1.0000
2025-09-25 $1.0000
2025-06-04 $0.7500
2025-03-07 $0.7500
2024-12-27 $0.5500
2024-09-20 $0.4000
2020-03-05 $0.7800
2019-12-19 $0.7800
2019-09-19 $0.7800
2019-06-03 $0.7000
2019-03-06 $0.7000
2018-12-19 $0.7000
2018-09-20 $0.7000
2018-06-01 $0.6000
2018-03-06 $0.6000
2017-12-20 $0.6000
2017-09-21 $0.6000
2017-05-31 $0.4800
2017-03-03 $0.4800
2016-12-19 $0.4800
2016-09-27 $0.4800
2016-05-26 $0.3750
2016-02-18 $0.3750
2015-12-17 $0.3750
2015-09-16 $0.3750
2015-05-15 $0.3000
2015-02-13 $0.3000
2014-12-18 $0.3000
2014-09-18 $0.3000
2014-05-16 $0.2500
2014-02-13 $0.2500
2013-12-12 $0.2500
2013-09-20 $0.2500
2013-05-17 $0.1200
2013-02-19 $0.1200
2012-12-13 $0.1200
2012-09-21 $0.1200
2012-05-18 $0.1000
2012-02-27 $0.1000
2011-12-20 $0.1000
2011-08-10 $0.1000
2008-09-11 $0.1500
2008-06-04 $0.1500
2008-03-13 $0.1500
2007-12-26 $0.1500
2007-09-26 $0.1500
2007-06-15 $0.1500
2007-02-27 $0.1500
2006-12-20 $0.1500
2006-09-27 $0.1500
2006-06-07 $0.1500
2006-02-27 $0.1500
2005-12-14 $0.1500
2005-09-22 $0.1500
2005-06-08 $0.1300
2005-02-25 $0.1300
2004-12-21 $0.1300
2004-09-09 $0.1300
2004-05-27 $0.1300
2004-02-26 $0.1300
2003-12-17 $0.1300
2003-09-24 $0.1300
2003-06-02 $0.1300
2003-02-27 $0.1300
2002-12-11 $0.1300
2002-09-13 $0.1300
2002-06-03 $0.1300
2002-03-14 $0.1300
2001-12-13 $0.1300
2001-09-17 $0.1300
2001-06-04 $0.1300
2001-02-27 $0.1300
2000-12-15 $0.1300
2000-09-14 $0.1300
2000-06-05 $0.1100
2000-02-28 $0.1100
1999-12-01 $0.1100
1999-09-09 $0.1100
1999-05-28 $0.0900
1999-04-28 $0.0910
1999-02-25 $0.0900
1998-12-16 $0.0900
1998-08-28 $0.0900
1998-05-29 $0.0750
1998-02-26 $0.0750
1997-12-17 $0.0750
1997-08-28 $0.0750
1997-05-29 $0.0700
1997-03-06 $0.0700
1996-11-27 $0.0700
1996-09-12 $0.0700
1996-05-28 $0.0650
1996-02-28 $0.0650
1995-11-29 $0.0650
1995-08-30 $0.0575
1995-05-25 $0.0550
1995-02-23 $0.0550
1994-11-25 $0.0550
1994-08-26 $0.0550
1994-05-25 $0.0450
1994-02-23 $0.0450
1993-11-24 $0.0450
1993-08-26 $0.0900
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.06. Further, an Excess Kurtosis of 14.31 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.98%640.77%0.77%
-8.98% to -6.71%851.03%1.80%
-6.71% to -4.44%2032.45%4.25%
-4.44% to -2.17%7959.60%13.86%
-2.17% to 0.09%317738.38%52.24%
0.09% to 2.36%279433.76%86.00%
2.36% to 4.63%7769.38%95.37%
4.63% to 6.89%2102.54%97.91%
6.89% to 9.16%941.14%99.05%
Greater than 9.16%790.95%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.93%3.12% 81.41%68.27%
±2σ -5.95%6.14% 95.02%95.45%
±3σ -8.98%9.16% 98.27%99.73%
Descriptive Statistics
Mean0.093%
Standard Error0.033%
Median0.000%
Mode0.000%
Standard Deviation3.023%
Sample Variance9.141%
Kurtosis14.31
Skewness0.06
Range68.540%
Minimum-39.754%
Maximum28.786%
Count8277
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.066% 4068 49.15% 1.015%
Negative -1.930% 3957 47.81% -0.923%
Zero 0.000% 252 3.04% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 4.25%
20 1 Month 5.32%
60 1 Quarter 4.55%
250 1 Year 3.86%
750 3 Years 3.38%
1,250 5 Years 3.96%
2,500 10 Years 3.82%
5,000 20 Years 3.80%
12,500 50 Years 3.45%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.96. Further, an Excess Kurtosis of 26.85 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -4.98%00.00%0.00%
-4.98% to -2.93%00.00%0.00%
-2.93% to -0.88%00.00%0.00%
-0.88% to 1.17%82810.00%10.00%
1.17% to 3.22%464056.05%66.05%
3.22% to 5.27%175721.22%87.28%
5.27% to 7.32%5546.69%93.97%
7.32% to 9.36%2382.88%96.85%
9.36% to 11.41%1041.26%98.10%
Greater than 11.41%1571.90%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.48%5.95% 89.64%68.27%
±2σ -2.25%8.68% 96.22%95.45%
±3σ -4.98%11.41% 98.10%99.73%
Descriptive Statistics
Mean3.217%
Standard Error0.030%
Median2.485%
Mode1.471%
Standard Deviation2.732%
Sample Variance7.466%
Kurtosis26.85
Skewness3.96
Range36.272%
Minimum0.351%
Maximum36.623%
Count8278
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.217% 8278 100.00% 3.217%
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 0.54. Further, an Excess Kurtosis of 8.11 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -7.24%610.74%0.74%
-7.24% to -5.42%780.94%1.68%
-5.42% to -3.60%2472.98%4.66%
-3.60% to -1.78%89810.85%15.51%
-1.78% to 0.04%303736.69%52.20%
0.04% to 1.86%271532.80%85.00%
1.86% to 3.68%8199.89%94.89%
3.68% to 5.50%2543.07%97.96%
5.50% to 7.32%931.12%99.08%
Greater than 7.32%760.92%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.38%2.47% 79.57%68.27%
±2σ -4.81%4.90% 95.05%95.45%
±3σ -7.24%7.32% 98.35%99.73%
Descriptive Statistics
Mean0.043%
Standard Error0.027%
Median0.000%
Mode0.000%
Standard Deviation2.427%
Sample Variance5.891%
Kurtosis8.11
Skewness0.54
Range39.994%
Minimum-16.679%
Maximum23.315%
Count8278
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.729% 3998 48.30% 0.835%
Negative -1.626% 4035 48.74% -0.793%
Zero 0.000% 245 2.96% 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 6.00 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -19.55%140.82%0.82%
-19.55% to -14.55%201.17%1.98%
-14.55% to -9.55%533.09%5.07%
-9.55% to -4.55%17810.37%15.44%
-4.55% to 0.45%57933.74%49.18%
0.45% to 5.45%60235.08%84.27%
5.45% to 10.45%18810.96%95.22%
10.45% to 15.45%523.03%98.25%
15.45% to 20.45%150.87%99.13%
Greater than 20.45%150.87%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.21%7.12% 79.20%68.27%
±2σ -12.88%13.79% 94.41%95.45%
±3σ -19.55%20.45% 98.31%99.73%
Descriptive Statistics
Mean0.452%
Standard Error0.161%
Median0.502%
Mode0.000%
Standard Deviation6.667%
Sample Variance44.451%
Kurtosis6.00
Skewness-0.11
Range78.005%
Minimum-39.754%
Maximum38.251%
Count1716
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.683% 919 53.55% 2.508%
Negative -4.569% 772 44.99% -2.056%
Zero 0.000% 25 1.46% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 11.98%
12 1 Quarter 11.15%
52 1 Year 9.66%
156 3 Years 8.17%
260 5 Years 9.59%
520 10 Years 9.17%
1,040 20 Years 9.11%
2,600 50 Years 8.47%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.90. Further, an Excess Kurtosis of 24.28 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -14.21%00.00%0.00%
-14.21% to -8.44%00.00%0.00%
-8.44% to -2.66%00.00%0.00%
-2.66% to 3.11%1508.74%8.74%
3.11% to 8.89%99958.18%66.92%
8.89% to 14.66%34620.15%87.07%
14.66% to 20.44%1267.34%94.41%
20.44% to 26.21%442.56%96.97%
26.21% to 31.99%211.22%98.19%
Greater than 31.99%311.81%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.19%16.59% 89.81%68.27%
±2σ -6.51%24.29% 96.33%95.45%
±3σ -14.21%31.99% 98.19%99.73%
Descriptive Statistics
Mean8.887%
Standard Error0.186%
Median6.746%
Mode5.000%
Standard Deviation7.700%
Sample Variance59.295%
Kurtosis24.28
Skewness3.90
Range83.258%
Minimum0.943%
Maximum84.201%
Count1717
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.887% 1717 100.00% 8.887%
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 2.30. Further, an Excess Kurtosis of 18.62 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -20.55%70.41%0.41%
-20.55% to -15.37%100.58%0.99%
-15.37% to -10.20%442.56%3.55%
-10.20% to -5.03%20011.65%15.20%
-5.03% to 0.15%68840.07%55.27%
0.15% to 5.32%52130.34%85.61%
5.32% to 10.50%1639.49%95.11%
10.50% to 15.67%432.50%97.61%
15.67% to 20.85%201.16%98.78%
Greater than 20.85%211.22%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.75%7.05% 81.48%68.27%
±2σ -13.65%13.95% 95.34%95.45%
±3σ -20.55%20.85% 98.37%99.73%
Descriptive Statistics
Mean0.149%
Standard Error0.166%
Median-0.401%
Mode0.000%
Standard Deviation6.899%
Sample Variance47.599%
Kurtosis18.62
Skewness2.30
Range95.007%
Minimum-24.566%
Maximum70.441%
Count1717
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.027% 790 46.01% 2.313%
Negative -4.106% 905 52.71% -2.164%
Zero 0.000% 22 1.28% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.26. Further, an Excess Kurtosis of 4.74 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -40.81%30.76%0.76%
-40.81% to -30.10%51.27%2.03%
-30.10% to -19.39%102.53%4.56%
-19.39% to -8.68%4912.41%16.96%
-8.68% to 2.03%12631.90%48.86%
2.03% to 12.74%14636.96%85.82%
12.74% to 23.45%338.35%94.18%
23.45% to 34.16%133.29%97.47%
34.16% to 44.88%71.77%99.24%
Greater than 44.88%30.76%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -12.25%16.31% 78.99%68.27%
±2σ -26.53%30.59% 94.43%95.45%
±3σ -40.81%44.88% 98.48%99.73%
Descriptive Statistics
Mean2.032%
Standard Error0.719%
Median2.352%
Mode-5.975%
Standard Deviation14.281%
Sample Variance203.944%
Kurtosis4.74
Skewness0.26
Range143.490%
Minimum-59.595%
Maximum83.895%
Count395
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 10.446% 231 58.48% 6.109%
Negative -9.819% 164 41.52% -4.077%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 22.40%
12 1 Year 20.33%
36 3 Years 18.72%
60 5 Years 21.50%
120 10 Years 20.64%
240 20 Years 20.31%
600 50 Years 18.92%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 6.75. Further, an Excess Kurtosis of 65.68 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -52.41%00.00%0.00%
-52.41% to -33.66%00.00%0.00%
-33.66% to -14.91%00.00%0.00%
-14.91% to 3.84%20.51%0.51%
3.84% to 22.59%27368.94%69.44%
22.59% to 41.33%8721.97%91.41%
41.33% to 60.08%164.04%95.45%
60.08% to 78.83%102.53%97.98%
78.83% to 97.58%30.76%98.74%
Greater than 97.58%51.26%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.41%47.58% 93.69%68.27%
±2σ -27.41%72.58% 97.22%95.45%
±3σ -52.41%97.58% 98.74%99.73%
Descriptive Statistics
Mean22.585%
Standard Error1.256%
Median16.361%
Mode7.531%
Standard Deviation24.999%
Sample Variance624.955%
Kurtosis65.68
Skewness6.75
Range322.313%
Minimum3.349%
Maximum325.662%
Count396
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 22.585% 396 100.00% 22.585%
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 3.52. Further, an Excess Kurtosis of 24.38 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -51.86%00.00%0.00%
-51.86% to -38.80%10.25%0.25%
-38.80% to -25.73%92.27%2.53%
-25.73% to -12.66%389.60%12.12%
-12.66% to 0.41%18446.46%58.59%
0.41% to 13.48%12030.30%88.89%
13.48% to 26.54%297.32%96.21%
26.54% to 39.61%61.52%97.73%
39.61% to 52.68%41.01%98.74%
Greater than 52.68%51.26%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -17.02%17.83% 84.85%68.27%
±2σ -34.44%35.26% 96.46%95.45%
±3σ -51.86%52.68% 98.74%99.73%
Descriptive Statistics
Mean0.408%
Standard Error0.876%
Median-1.897%
Mode-4.746%
Standard Deviation17.424%
Sample Variance303.593%
Kurtosis24.38
Skewness3.52
Range200.321%
Minimum-46.979%
Maximum153.342%
Count396
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 12.918% 167 42.17% 5.448%
Negative -8.792% 227 57.32% -5.040%
Zero 0.000% 2 0.51% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.68. Further, an Excess Kurtosis of 4.25 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -68.66%00.00%0.00%
-68.66% to -49.99%53.79%3.79%
-49.99% to -31.32%10.76%4.55%
-31.32% to -12.66%1511.36%15.91%
-12.66% to 6.01%4534.09%50.00%
6.01% to 24.68%4231.82%81.82%
24.68% to 43.34%1813.64%95.45%
43.34% to 62.01%32.27%97.73%
62.01% to 80.68%21.52%99.24%
Greater than 80.68%10.76%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -18.88%30.90% 75.00%68.27%
±2σ -43.77%55.79% 92.42%95.45%
±3σ -68.66%80.68% 99.24%99.73%
Descriptive Statistics
Mean6.009%
Standard Error2.166%
Median6.060%
Mode-59.656%
Standard Deviation24.889%
Sample Variance619.471%
Kurtosis4.25
Skewness0.68
Range186.621%
Minimum-59.656%
Maximum126.965%
Count132
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 19.992% 80 60.61% 12.116%
Negative -15.504% 52 39.39% -6.108%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 40.51%
12 3 Years 41.93%
20 5 Years 41.26%
40 10 Years 36.77%
80 20 Years 35.70%
200 50 Years 33.71%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.95. Further, an Excess Kurtosis of 47.30 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -119.72%00.00%0.00%
-119.72% to -78.33%00.00%0.00%
-78.33% to -36.95%00.00%0.00%
-36.95% to 4.44%10.75%0.75%
4.44% to 45.82%9168.42%69.17%
45.82% to 87.21%3224.06%93.23%
87.21% to 128.59%10.75%93.98%
128.59% to 169.98%53.76%97.74%
169.98% to 211.37%10.75%98.50%
Greater than 211.37%21.50%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -9.36%101.00% 93.23%68.27%
±2σ -64.54%156.18% 96.24%95.45%
±3σ -119.72%211.37% 98.50%99.73%
Descriptive Statistics
Mean45.822%
Standard Error4.785%
Median30.241%
Mode37.885%
Standard Deviation55.181%
Sample Variance3044.976%
Kurtosis47.30
Skewness5.95
Range530.119%
Minimum4.167%
Maximum534.286%
Count133
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 45.822% 133 100.00% 45.822%
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 2.66. Further, an Excess Kurtosis of 9.33 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -90.89%00.00%0.00%
-90.89% to -67.92%00.00%0.00%
-67.92% to -44.95%10.75%0.75%
-44.95% to -21.97%1813.53%14.29%
-21.97% to 1.00%6347.37%61.65%
1.00% to 23.98%3828.57%90.23%
23.98% to 46.95%75.26%95.49%
46.95% to 69.92%00.00%95.49%
69.92% to 92.90%10.75%96.24%
Greater than 92.90%53.76%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -29.63%31.64% 88.72%68.27%
±2σ -60.26%62.27% 95.49%95.45%
±3σ -90.89%92.90% 96.24%99.73%
Descriptive Statistics
Mean1.003%
Standard Error2.656%
Median-5.435%
Mode-56.212%
Standard Deviation30.632%
Sample Variance938.296%
Kurtosis9.33
Skewness2.66
Range205.004%
Minimum-56.212%
Maximum148.792%
Count133
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 24.161% 54 40.60% 9.810%
Negative -14.827% 79 59.40% -8.807%
Zero 0.000% 0 0.00% 0.000%