SABR - Detail Report

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	3.97%	3.64%	3.28%	6.06%	5.93%	5.81%	1.39	1.57	1.31	1.66
Weekly	9.04%	11.58%	9.42%	14.52%	13.05%	12.78%	1.29	1.68	1.14	1.91
Monthly	15.37%	30.67%	19.20%	30.00%	27.16%	26.61%	1.12	1.94	0.86	2.54
Quarterly	22.43%	85.49%	35.62%	50.26%	47.04%	46.09%	0.92	2.36	0.58	3.78
Annual	—	—	—	—	94.09%	92.19%	0.58	3.78	0.22	9.68
Option Time Horizon	—	—	—	—	35.51%	34.80%	1.03	2.10	0.72	3.00

Calculation Notes: Computed at 2026-03-23T16:37 UTC | Reference Contract: Call option expiring 2026-05-15 (52 days) | Spot Price (S): $1.48 | Strike (K): $1.50 (first OTM call ≥ spot) | Observed Mid-Price: $0.2000 (Bid $0.1500 / Ask $0.2500) | Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.00% | Binomial IV (Annual): 94.09% (CRR binomial tree, American, n=20 steps) | BS IV: 93.79% (European Black-Scholes) | Yahoo IV (Annual): 92.19% → period-scaled as σ_period = σ_annual·√h | Price bands: Upper = S·e^+σ√h, Lower = S·e^−σ√h

Historical Dividend Payouts

Ex-Dividend Date	Amount
2020-03-19	$0.1400
2019-12-19	$0.1400
2019-09-19	$0.1400
2019-06-20	$0.1400
2019-03-20	$0.1400
2018-12-20	$0.1400
2018-09-20	$0.1400
2018-06-20	$0.1400
2018-03-20	$0.1400
2017-12-20	$0.1400
2017-09-20	$0.1400
2017-06-19	$0.1400
2017-03-17	$0.1400
2016-12-19	$0.1300
2016-09-19	$0.1300
2016-06-17	$0.1300
2016-03-17	$0.1300
2015-12-17	$0.0900
2015-09-17	$0.0900
2015-06-17	$0.0900
2015-03-12	$0.0900
2014-12-11	$0.0900
2014-08-27	$0.0900

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.85. Further, an Excess Kurtosis of 18.41 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -11.92%	24	0.80%	0.80%
-11.92% to -8.94%	22	0.73%	1.53%
-8.94% to -5.96%	80	2.67%	4.20%
-5.96% to -2.98%	228	7.60%	11.80%
-2.98% to 0.00%	1202	40.08%	51.88%
0.00% to 2.98%	1096	36.55%	88.43%
2.98% to 5.96%	219	7.30%	95.73%
5.96% to 8.94%	73	2.43%	98.17%
8.94% to 11.92%	26	0.87%	99.03%
Greater than 11.92%	29	0.97%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.97%	3.98%	84.16%	68.27%
±2σ	-7.94%	7.95%	95.23%	95.45%
±3σ	-11.92%	11.92%	98.23%	99.73%

Descriptive Statistics

Mean	0.003%
Standard Error	0.073%
Median	0.000%
Mode	0.000%
Standard Deviation	3.973%
Sample Variance	15.786%
Kurtosis	18.41
Skewness	0.85
Range	75.780%
Minimum	-35.667%
Maximum	40.113%
Count	2999

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.431%	1443	48.12%	1.170%
Negative	-2.366%	1479	49.32%	-1.167%
Zero	0.000%	77	2.57%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	9.43%
20	1 Month	13.81%
60	1 Quarter	10.13%
250	1 Year	6.91%
750	3 Years	6.28%
1,250	5 Years	6.06%
2,500	10 Years	4.84%
5,000	20 Years	4.49%
12,500	50 Years	4.49%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.40. Further, an Excess Kurtosis of 20.52 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -6.57%	0	0.00%	0.00%
-6.57% to -3.83%	0	0.00%	0.00%
-3.83% to -1.10%	0	0.00%	0.00%
-1.10% to 1.63%	452	15.07%	15.07%
1.63% to 4.36%	1431	47.70%	62.77%
4.36% to 7.09%	692	23.07%	85.83%
7.09% to 9.82%	251	8.37%	94.20%
9.82% to 12.55%	94	3.13%	97.33%
12.55% to 15.28%	23	0.77%	98.10%
Greater than 15.28%	57	1.90%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.72%	8.00%	89.63%	68.27%
±2σ	-2.92%	11.64%	96.57%	95.45%
±3σ	-6.57%	15.28%	98.10%	99.73%

Descriptive Statistics

Mean	4.358%
Standard Error	0.066%
Median	3.443%
Mode	4.000%
Standard Deviation	3.641%
Sample Variance	13.259%
Kurtosis	20.52
Skewness	3.40
Range	47.975%
Minimum	0.548%
Maximum	48.523%
Count	3000

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.358%	3000	100.00%	4.358%
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 0.91. Further, an Excess Kurtosis of 12.97 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -9.69%	21	0.70%	0.70%
-9.69% to -7.23%	31	1.03%	1.73%
-7.23% to -4.76%	83	2.77%	4.50%
-4.76% to -2.30%	272	9.07%	13.57%
-2.30% to 0.16%	1182	39.40%	52.97%
0.16% to 2.62%	1002	33.40%	86.37%
2.62% to 5.09%	253	8.43%	94.80%
5.09% to 7.55%	90	3.00%	97.80%
7.55% to 10.01%	39	1.30%	99.10%
Greater than 10.01%	27	0.90%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.12%	3.45%	81.60%	68.27%
±2σ	-6.41%	6.73%	94.57%	95.45%
±3σ	-9.69%	10.01%	98.40%	99.73%

Descriptive Statistics

Mean	0.162%
Standard Error	0.060%
Median	0.039%
Mode	0.000%
Standard Deviation	3.284%
Sample Variance	10.785%
Kurtosis	12.97
Skewness	0.91
Range	55.998%
Minimum	-22.490%
Maximum	33.508%
Count	3000

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.223%	1503	50.10%	1.114%
Negative	-2.001%	1427	47.57%	-0.952%
Zero	0.000%	70	2.33%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.55. Further, an Excess Kurtosis of 18.38 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -27.10%	8	1.29%	1.29%
-27.10% to -20.32%	4	0.64%	1.93%
-20.32% to -13.54%	13	2.09%	4.02%
-13.54% to -6.75%	56	9.00%	13.02%
-6.75% to 0.03%	223	35.85%	48.87%
0.03% to 6.81%	243	39.07%	87.94%
6.81% to 13.60%	53	8.52%	96.46%
13.60% to 20.38%	13	2.09%	98.55%
20.38% to 27.16%	4	0.64%	99.20%
Greater than 27.16%	5	0.80%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.01%	9.08%	83.60%	68.27%
±2σ	-18.06%	18.12%	95.50%	95.45%
±3σ	-27.10%	27.16%	97.91%	99.73%

Descriptive Statistics

Mean	0.031%
Standard Error	0.363%
Median	0.169%
Mode	0.000%
Standard Deviation	9.044%
Sample Variance	81.792%
Kurtosis	18.38
Skewness	1.55
Range	120.638%
Minimum	-41.749%
Maximum	78.889%
Count	622

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	5.327%	318	51.12%	2.723%
Negative	-5.602%	299	48.07%	-2.693%
Zero	0.000%	5	0.80%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	43.59%
12	1 Quarter	27.61%
52	1 Year	17.16%
156	3 Years	15.06%
260	5 Years	14.52%
520	10 Years	11.46%
1,040	20 Years	10.59%
2,600	50 Years	10.59%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.18. Further, an Excess Kurtosis of 28.72 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -23.18%	0	0.00%	0.00%
-23.18% to -14.49%	0	0.00%	0.00%
-14.49% to -5.81%	0	0.00%	0.00%
-5.81% to 2.88%	40	6.42%	6.42%
2.88% to 11.57%	363	58.27%	64.69%
11.57% to 20.25%	151	24.24%	88.92%
20.25% to 28.94%	33	5.30%	94.22%
28.94% to 37.63%	13	2.09%	96.31%
37.63% to 46.31%	11	1.77%	98.07%
Greater than 46.31%	12	1.93%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-0.02%	23.15%	90.85%	68.27%
±2σ	-11.60%	34.73%	95.99%	95.45%
±3σ	-23.18%	46.31%	98.07%	99.73%

Descriptive Statistics

Mean	11.567%
Standard Error	0.464%
Median	8.321%
Mode	3.322%
Standard Deviation	11.582%
Sample Variance	134.146%
Kurtosis	28.72
Skewness	4.18
Range	130.956%
Minimum	1.468%
Maximum	132.424%
Count	623

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	11.567%	623	100.00%	11.567%
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 2.60. Further, an Excess Kurtosis of 18.53 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -27.35%	2	0.32%	0.32%
-27.35% to -20.29%	3	0.48%	0.80%
-20.29% to -13.22%	9	1.44%	2.25%
-13.22% to -6.16%	61	9.79%	12.04%
-6.16% to 0.90%	292	46.87%	58.91%
0.90% to 7.97%	185	29.70%	88.60%
7.97% to 15.03%	47	7.54%	96.15%
15.03% to 22.09%	8	1.28%	97.43%
22.09% to 29.16%	6	0.96%	98.39%
Greater than 29.16%	10	1.61%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.51%	10.32%	84.75%	68.27%
±2σ	-17.93%	19.74%	95.83%	95.45%
±3σ	-27.35%	29.16%	98.07%	99.73%

Descriptive Statistics

Mean	0.903%
Standard Error	0.377%
Median	0.000%
Mode	0.000%
Standard Deviation	9.418%
Sample Variance	88.705%
Kurtosis	18.53
Skewness	2.60
Range	129.304%
Minimum	-44.099%
Maximum	85.205%
Count	623

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	6.419%	310	49.76%	3.194%
Negative	-4.635%	308	49.44%	-2.291%
Zero	0.000%	5	0.80%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.27. Further, an Excess Kurtosis of 4.10 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -46.45%	1	0.70%	0.70%
-46.45% to -34.92%	3	2.10%	2.80%
-34.92% to -23.39%	5	3.50%	6.29%
-23.39% to -11.87%	12	8.39%	14.69%
-11.87% to -0.34%	48	33.57%	48.25%
-0.34% to 11.19%	51	35.66%	83.92%
11.19% to 22.71%	15	10.49%	94.41%
22.71% to 34.24%	6	4.20%	98.60%
34.24% to 45.77%	1	0.70%	99.30%
Greater than 45.77%	1	0.70%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-15.71%	15.03%	77.62%	68.27%
±2σ	-31.08%	30.40%	95.10%	95.45%
±3σ	-46.45%	45.77%	98.60%	99.73%

Descriptive Statistics

Mean	-0.339%
Standard Error	1.285%
Median	0.077%
Mode	-8.438%
Standard Deviation	15.369%
Sample Variance	236.211%
Kurtosis	4.10
Skewness	0.27
Range	127.781%
Minimum	-55.235%
Maximum	72.546%
Count	143

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	10.212%	72	50.35%	5.142%
Negative	-11.039%	71	49.65%	-5.481%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	44.00%
12	1 Year	31.98%
36	3 Years	31.39%
60	5 Years	30.00%
120	10 Years	24.38%
240	20 Years	22.46%
600	50 Years	22.46%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 6.31. Further, an Excess Kurtosis of 57.31 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -64.05%	0	0.00%	0.00%
-64.05% to -41.04%	0	0.00%	0.00%
-41.04% to -18.04%	0	0.00%	0.00%
-18.04% to 4.96%	1	0.69%	0.69%
4.96% to 27.97%	88	61.11%	61.81%
27.97% to 50.97%	38	26.39%	88.19%
50.97% to 73.98%	12	8.33%	96.53%
73.98% to 96.98%	4	2.78%	99.31%
96.98% to 119.98%	0	0.00%	99.31%
Greater than 119.98%	1	0.69%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.70%	58.64%	92.36%	68.27%
±2σ	-33.38%	89.31%	99.31%	95.45%
±3σ	-64.05%	119.98%	99.31%	99.73%

Descriptive Statistics

Mean	27.968%
Standard Error	2.556%
Median	19.429%
Mode	15.385%
Standard Deviation	30.672%
Sample Variance	940.783%
Kurtosis	57.31
Skewness	6.31
Range	315.041%
Minimum	4.959%
Maximum	320.000%
Count	144

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	27.968%	144	100.00%	27.968%
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 2.81. Further, an Excess Kurtosis of 15.22 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -54.09%	0	0.00%	0.00%
-54.09% to -39.69%	1	0.69%	0.69%
-39.69% to -25.29%	1	0.69%	1.39%
-25.29% to -10.88%	17	11.81%	13.19%
-10.88% to 3.52%	65	45.14%	58.33%
3.52% to 17.92%	42	29.17%	87.50%
17.92% to 32.32%	9	6.25%	93.75%
32.32% to 46.73%	4	2.78%	96.53%
46.73% to 61.13%	3	2.08%	98.61%
Greater than 61.13%	2	1.39%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-15.68%	22.72%	81.94%	68.27%
±2σ	-34.89%	41.92%	95.83%	95.45%
±3σ	-54.09%	61.13%	98.61%	99.73%

Descriptive Statistics

Mean	3.518%
Standard Error	1.600%
Median	0.562%
Mode	-41.067%
Standard Deviation	19.203%
Sample Variance	368.769%
Kurtosis	15.22
Skewness	2.81
Range	174.794%
Minimum	-41.067%
Maximum	133.727%
Count	144

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	14.330%	76	52.78%	7.563%
Negative	-8.566%	68	47.22%	-4.045%
Zero	0.000%	0	0.00%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.07. Further, an Excess Kurtosis of 1.60 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -69.06%	0	0.00%	0.00%
-69.06% to -52.24%	1	2.08%	2.08%
-52.24% to -35.41%	3	6.25%	8.33%
-35.41% to -18.59%	4	8.33%	16.67%
-18.59% to -1.76%	16	33.33%	50.00%
-1.76% to 15.06%	14	29.17%	79.17%
15.06% to 31.89%	8	16.67%	95.83%
31.89% to 48.71%	1	2.08%	97.92%
48.71% to 65.53%	1	2.08%	100.00%
Greater than 65.53%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-24.20%	20.67%	77.08%	68.27%
±2σ	-46.63%	43.10%	95.83%	95.45%
±3σ	-69.06%	65.53%	100.00%	99.73%

Descriptive Statistics

Mean	-1.765%
Standard Error	3.238%
Median	-1.911%
Mode	-65.311%
Standard Deviation	22.433%
Sample Variance	503.226%
Kurtosis	1.60
Skewness	-0.07
Range	130.648%
Minimum	-65.311%
Maximum	65.337%
Count	48

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	14.856%	24	50.00%	7.428%
Negative	-18.387%	24	50.00%	-9.194%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	57.71%
12	3 Years	52.98%
20	5 Years	50.26%
40	10 Years	41.92%
80	20 Years	39.03%
200	50 Years	39.03%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.22. Further, an Excess Kurtosis of 31.96 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -195.35%	0	0.00%	0.00%
-195.35% to -131.23%	0	0.00%	0.00%
-131.23% to -67.11%	0	0.00%	0.00%
-67.11% to -2.99%	0	0.00%	0.00%
-2.99% to 61.13%	35	71.43%	71.43%
61.13% to 125.25%	10	20.41%	91.84%
125.25% to 189.37%	3	6.12%	97.96%
189.37% to 253.49%	0	0.00%	97.96%
253.49% to 317.61%	0	0.00%	97.96%
Greater than 317.61%	1	2.04%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-24.37%	146.62%	95.92%	68.27%
±2σ	-109.86%	232.11%	97.96%	95.45%
±3σ	-195.35%	317.60%	97.96%	99.73%

Descriptive Statistics

Mean	61.126%
Standard Error	12.213%
Median	39.400%
Mode	10.543%
Standard Deviation	85.493%
Sample Variance	7309.136%
Kurtosis	31.96
Skewness	5.22
Range	581.275%
Minimum	10.543%
Maximum	591.818%
Count	49

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	61.126%	49	100.00%	61.126%
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 3.30. Further, an Excess Kurtosis of 15.48 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -97.46%	0	0.00%	0.00%
-97.46% to -70.75%	0	0.00%	0.00%
-70.75% to -44.03%	0	0.00%	0.00%
-44.03% to -17.31%	4	8.16%	8.16%
-17.31% to 9.41%	27	55.10%	63.27%
9.41% to 36.12%	11	22.45%	85.71%
36.12% to 62.84%	4	8.16%	93.88%
62.84% to 89.56%	2	4.08%	97.96%
89.56% to 116.28%	0	0.00%	97.96%
Greater than 116.28%	1	2.04%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-26.22%	45.03%	85.71%	68.27%
±2σ	-61.84%	80.65%	97.96%	95.45%
±3σ	-97.46%	116.28%	97.96%	99.73%

Descriptive Statistics

Mean	9.406%
Standard Error	5.089%
Median	2.002%
Mode	-38.497%
Standard Deviation	35.623%
Sample Variance	1269.016%
Kurtosis	15.48
Skewness	3.30
Range	235.058%
Minimum	-38.497%
Maximum	196.561%
Count	49

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	26.263%	28	57.14%	15.007%
Negative	-13.070%	21	42.86%	-5.601%
Zero	0.000%	0	0.00%	0.000%

SABR Deep Analytical Report