Markets Data Volatility Heatmap Portfolio Calculator

SAH Deep Analytical Report

Sonic Automotive, Inc. | Category: Equity Small Cap | Ann. Div Yield: 2.43% ($1.46) | Last Updated: 2026-03-24 | Data Range: 1997-11-01 → 2026-03-01 (341 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 3.56% 3.89% 3.20% 3.87% 2.86% 3.03% 62.24 65.91 60.49 67.82
Weekly 8.50% 12.08% 8.36% 8.74% 6.30% 6.68% 60.14 68.21 56.47 72.65
Monthly 18.60% 44.66% 15.98% 18.44% 13.11% 13.90% 56.18 73.02 49.27 83.26
Quarterly 30.45% 89.94% 28.85% 28.81% 22.71% 24.07% 51.04 80.38 40.67 100.88
Annual — — — — 45.42% 48.15% 40.67 100.88 25.82 158.88
Option Time Horizon — — — — 17.15% 18.17% 53.96 76.03 45.46 90.25
Calculation Notes: Computed at 2026-03-23T16:37 UTC  |  Reference Contract: Call option expiring 2026-05-15 (52 days)  |  Spot Price (S): $64.05  |  Strike (K): $65.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $4.0000 (Bid $3.7000 / Ask $4.3000)  |  Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.43%  |  Binomial IV (Annual): 45.42% (CRR binomial tree, American, n=20 steps)  |  BS IV: 45.55% (European Black-Scholes)  |  Yahoo IV (Annual): 48.15% → 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
2026-03-13 $0.3800
2025-12-15 $0.3800
2025-09-15 $0.3800
2025-06-13 $0.3500
2025-03-14 $0.3500
2024-12-13 $0.3500
2024-09-13 $0.3000
2024-06-14 $0.3000
2024-03-14 $0.3000
2023-12-14 $0.3000
2023-09-14 $0.2900
2023-06-14 $0.2900
2023-03-14 $0.2800
2022-12-14 $0.2800
2022-09-14 $0.2500
2022-06-14 $0.2500
2022-03-14 $0.2500
2021-12-14 $0.1200
2021-09-14 $0.1200
2021-06-14 $0.1200
2021-03-12 $0.1000
2020-12-14 $0.1000
2020-09-14 $0.1000
2020-06-12 $0.1000
2020-03-12 $0.1000
2019-12-12 $0.1000
2019-09-12 $0.1000
2019-06-13 $0.1000
2019-03-14 $0.1000
2018-12-13 $0.0600
2018-09-13 $0.0600
2018-06-14 $0.0600
2018-03-14 $0.0600
2017-12-14 $0.0500
2017-09-14 $0.0500
2017-06-13 $0.0500
2017-03-13 $0.0500
2016-12-13 $0.0500
2016-09-13 $0.0500
2016-06-13 $0.0500
2016-03-11 $0.0500
2015-12-11 $0.0380
2015-09-11 $0.0250
2015-06-11 $0.0250
2015-03-11 $0.0250
2014-12-11 $0.0250
2014-09-11 $0.0250
2014-06-11 $0.0250
2014-03-12 $0.0250
2013-12-11 $0.0250
2013-09-11 $0.0250
2013-06-12 $0.0250
2013-03-13 $0.0250
2012-12-12 $0.0250
2012-09-12 $0.0250
2012-06-13 $0.0250
2012-03-13 $0.0250
2011-12-13 $0.0250
2011-09-13 $0.0250
2011-06-13 $0.0250
2011-03-11 $0.0250
2010-12-13 $0.0250
2008-12-11 $0.1200
2008-09-11 $0.1200
2008-06-11 $0.1200
2008-03-12 $0.1200
2007-12-12 $0.1200
2007-09-12 $0.1200
2007-06-13 $0.1200
2007-03-13 $0.1200
2006-12-13 $0.1200
2006-09-13 $0.1200
2006-06-13 $0.1200
2006-03-13 $0.1200
2005-12-13 $0.1200
2005-09-13 $0.1200
2005-06-13 $0.1200
2005-03-11 $0.1200
2004-12-13 $0.1200
2004-09-13 $0.1200
2004-06-14 $0.1000
2004-03-11 $0.1000
2003-12-11 $0.1000
2003-09-11 $0.1000
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.68. Further, an Excess Kurtosis of 36.92 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -10.57%530.74%0.74%
-10.57% to -7.90%430.60%1.35%
-7.90% to -5.24%1672.34%3.69%
-5.24% to -2.57%6999.81%13.50%
-2.57% to 0.10%275038.59%52.09%
0.10% to 2.77%247134.68%86.77%
2.77% to 5.43%6388.95%95.72%
5.43% to 8.10%1912.68%98.40%
8.10% to 10.77%510.72%99.12%
Greater than 10.77%630.88%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.46%3.66% 83.20%68.27%
±2σ -7.01%7.21% 96.07%95.45%
±3σ -10.57%10.77% 98.37%99.73%
Descriptive Statistics
Mean0.100%
Standard Error0.042%
Median0.000%
Mode0.000%
Standard Deviation3.557%
Sample Variance12.654%
Kurtosis36.92
Skewness1.68
Range104.824%
Minimum-33.750%
Maximum71.074%
Count7126
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.341% 3516 49.34% 1.155%
Negative -2.169% 3466 48.64% -1.055%
Zero 0.000% 144 2.02% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 4.50%
20 1 Month 4.02%
60 1 Quarter 3.97%
250 1 Year 3.65%
750 3 Years 3.56%
1,250 5 Years 3.87%
2,500 10 Years 4.09%
5,000 20 Years 4.33%
12,500 50 Years 4.21%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 6.40. Further, an Excess Kurtosis of 72.52 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -7.52%00.00%0.00%
-7.52% to -4.60%00.00%0.00%
-4.60% to -1.68%00.00%0.00%
-1.68% to 1.23%2173.04%3.04%
1.23% to 4.15%459864.52%67.56%
4.15% to 7.07%160022.45%90.01%
7.07% to 9.99%4015.63%95.64%
9.99% to 12.91%1281.80%97.43%
12.91% to 15.82%700.98%98.41%
Greater than 15.82%1131.59%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.26%8.04% 92.87%68.27%
±2σ -3.63%11.93% 96.98%95.45%
±3σ -7.52%15.82% 98.41%99.73%
Descriptive Statistics
Mean4.152%
Standard Error0.046%
Median3.208%
Mode4.000%
Standard Deviation3.891%
Sample Variance15.138%
Kurtosis72.52
Skewness6.40
Range80.281%
Minimum0.275%
Maximum80.556%
Count7127
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.152% 7127 100.00% 4.152%
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 0.55. Further, an Excess Kurtosis of 18.00 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -9.54%450.63%0.63%
-9.54% to -7.14%630.88%1.52%
-7.14% to -4.74%1832.57%4.08%
-4.74% to -2.33%6989.79%13.88%
-2.33% to 0.07%268437.66%51.54%
0.07% to 2.47%246834.63%86.17%
2.47% to 4.87%6769.49%95.65%
4.87% to 7.27%1932.71%98.36%
7.27% to 9.67%540.76%99.12%
Greater than 9.67%630.88%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.13%3.27% 82.11%68.27%
±2σ -6.34%6.47% 95.75%95.45%
±3σ -9.54%9.67% 98.48%99.73%
Descriptive Statistics
Mean0.068%
Standard Error0.038%
Median0.000%
Mode0.000%
Standard Deviation3.202%
Sample Variance10.251%
Kurtosis18.00
Skewness0.55
Range73.402%
Minimum-39.130%
Maximum34.272%
Count7127
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.124% 3511 49.26% 1.046%
Negative -2.032% 3433 48.17% -0.979%
Zero 0.000% 183 2.57% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.90. Further, an Excess Kurtosis of 41.22 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -24.97%70.47%0.47%
-24.97% to -18.60%90.61%1.08%
-18.60% to -12.23%352.37%3.45%
-12.23% to -5.85%1469.87%13.32%
-5.85% to 0.52%58939.82%53.14%
0.52% to 6.89%49933.74%86.88%
6.89% to 13.27%1328.92%95.81%
13.27% to 19.64%362.43%98.24%
19.64% to 26.01%161.08%99.32%
Greater than 26.01%100.68%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.98%9.02% 84.11%68.27%
±2σ -16.48%17.52% 96.28%95.45%
±3σ -24.97%26.01% 98.85%99.73%
Descriptive Statistics
Mean0.520%
Standard Error0.221%
Median0.121%
Mode0.000%
Standard Deviation8.498%
Sample Variance72.209%
Kurtosis41.22
Skewness2.90
Range176.238%
Minimum-50.000%
Maximum126.238%
Count1479
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.565% 752 50.84% 2.830%
Negative -4.791% 713 48.21% -2.310%
Zero 0.000% 14 0.95% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 7.86%
12 1 Quarter 8.08%
52 1 Year 7.95%
156 3 Years 8.09%
260 5 Years 8.74%
520 10 Years 9.39%
1,040 20 Years 10.10%
2,600 50 Years 9.98%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 8.27. Further, an Excess Kurtosis of 104.24 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -25.51%00.00%0.00%
-25.51% to -16.45%00.00%0.00%
-16.45% to -7.39%00.00%0.00%
-7.39% to 1.67%00.00%0.00%
1.67% to 10.73%102269.05%69.05%
10.73% to 19.79%34123.04%92.09%
19.79% to 28.85%644.32%96.42%
28.85% to 37.91%271.82%98.24%
37.91% to 46.97%80.54%98.78%
Greater than 46.97%181.22%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.35%22.81% 94.59%68.27%
±2σ -13.43%34.89% 97.64%95.45%
±3σ -25.51%46.97% 98.78%99.73%
Descriptive Statistics
Mean10.729%
Standard Error0.314%
Median8.018%
Mode6.250%
Standard Deviation12.081%
Sample Variance145.952%
Kurtosis104.24
Skewness8.27
Range217.415%
Minimum2.029%
Maximum219.444%
Count1480
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 10.729% 1480 100.00% 10.729%
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 2.92. Further, an Excess Kurtosis of 33.63 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -24.80%70.47%0.47%
-24.80% to -18.54%90.61%1.08%
-18.54% to -12.27%322.16%3.24%
-12.27% to -6.00%1399.39%12.64%
-6.00% to 0.27%59940.47%53.11%
0.27% to 6.53%51334.66%87.77%
6.53% to 12.80%1268.51%96.28%
12.80% to 19.07%342.30%98.58%
19.07% to 25.33%70.47%99.05%
Greater than 25.33%140.95%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -8.09%8.62% 84.86%68.27%
±2σ -16.45%16.98% 96.35%95.45%
±3σ -24.80%25.33% 98.58%99.73%
Descriptive Statistics
Mean0.266%
Standard Error0.217%
Median-0.062%
Mode0.000%
Standard Deviation8.356%
Sample Variance69.831%
Kurtosis33.63
Skewness2.92
Range154.270%
Minimum-52.954%
Maximum101.316%
Count1480
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.377% 720 48.65% 2.616%
Negative -4.660% 746 50.41% -2.349%
Zero 0.000% 14 0.95% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.19. Further, an Excess Kurtosis of 58.77 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -53.67%00.00%0.00%
-53.67% to -39.72%20.59%0.59%
-39.72% to -25.77%41.18%1.76%
-25.77% to -11.82%3510.29%12.06%
-11.82% to 2.13%14743.24%55.29%
2.13% to 16.09%10932.06%87.35%
16.09% to 30.04%339.71%97.06%
30.04% to 43.99%61.76%98.82%
43.99% to 57.94%10.29%99.12%
Greater than 57.94%30.88%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -16.47%20.74% 85.29%68.27%
±2σ -35.07%39.34% 97.35%95.45%
±3σ -53.67%57.94% 99.12%99.73%
Descriptive Statistics
Mean2.135%
Standard Error1.009%
Median0.643%
Mode-52.349%
Standard Deviation18.601%
Sample Variance345.993%
Kurtosis58.77
Skewness5.19
Range274.849%
Minimum-52.349%
Maximum222.500%
Count340
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 12.332% 179 52.65% 6.492%
Negative -9.203% 161 47.35% -4.358%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 14.22%
12 1 Year 17.03%
36 3 Years 17.36%
60 5 Years 18.44%
120 10 Years 20.27%
240 20 Years 21.75%
600 50 Years 21.74%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 9.99. Further, an Excess Kurtosis of 123.43 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -106.87%00.00%0.00%
-106.87% to -73.38%00.00%0.00%
-73.38% to -39.89%00.00%0.00%
-39.89% to -6.39%00.00%0.00%
-6.39% to 27.10%25675.07%75.07%
27.10% to 60.59%7120.82%95.89%
60.59% to 94.08%61.76%97.65%
94.08% to 127.57%30.88%98.53%
127.57% to 161.06%10.29%98.83%
Greater than 161.06%41.17%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -17.56%71.75% 96.77%68.27%
±2σ -62.21%116.41% 98.53%95.45%
±3σ -106.87%161.06% 98.83%99.73%
Descriptive Statistics
Mean27.097%
Standard Error2.418%
Median18.852%
Mode16.667%
Standard Deviation44.656%
Sample Variance1994.196%
Kurtosis123.43
Skewness9.99
Range646.952%
Minimum5.826%
Maximum652.778%
Count341
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 27.097% 341 100.00% 27.097%
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 1.64. Further, an Excess Kurtosis of 12.40 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -47.31%10.29%0.29%
-47.31% to -35.33%20.59%0.88%
-35.33% to -23.34%82.35%3.23%
-23.34% to -11.36%4412.90%16.13%
-11.36% to 0.62%13038.12%54.25%
0.62% to 12.60%10931.96%86.22%
12.60% to 24.58%308.80%95.01%
24.58% to 36.56%113.23%98.24%
36.56% to 48.55%20.59%98.83%
Greater than 48.55%41.17%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -15.36%16.60% 82.11%68.27%
±2σ -31.33%32.57% 96.77%95.45%
±3σ -47.31%48.55% 98.53%99.73%
Descriptive Statistics
Mean0.619%
Standard Error0.865%
Median-0.245%
Mode-5.909%
Standard Deviation15.976%
Sample Variance255.233%
Kurtosis12.40
Skewness1.64
Range185.951%
Minimum-74.806%
Maximum111.145%
Count341
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 11.478% 165 48.39% 5.554%
Negative -9.672% 174 51.03% -4.935%
Zero 0.000% 2 0.59% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.99. Further, an Excess Kurtosis of 7.46 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -85.22%00.00%0.00%
-85.22% to -62.39%00.00%0.00%
-62.39% to -39.55%43.54%3.54%
-39.55% to -16.72%108.85%12.39%
-16.72% to 6.12%4943.36%55.75%
6.12% to 28.95%3530.97%86.73%
28.95% to 51.79%87.08%93.81%
51.79% to 74.62%32.65%96.46%
74.62% to 97.46%21.77%98.23%
Greater than 97.46%21.77%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -24.33%36.56% 82.30%68.27%
±2σ -54.78%67.01% 93.81%95.45%
±3σ -85.22%97.46% 98.23%99.73%
Descriptive Statistics
Mean6.116%
Standard Error2.864%
Median1.820%
Mode-59.214%
Standard Deviation30.447%
Sample Variance926.996%
Kurtosis7.46
Skewness1.99
Range213.401%
Minimum-59.214%
Maximum154.187%
Count113
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 23.066% 62 54.87% 12.656%
Negative -14.490% 51 45.13% -6.540%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 29.36%
12 3 Years 28.47%
20 5 Years 28.81%
40 10 Years 33.70%
80 20 Years 36.18%
200 50 Years 37.68%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.40. Further, an Excess Kurtosis of 32.32 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -212.90%00.00%0.00%
-212.90% to -145.44%00.00%0.00%
-145.44% to -77.99%00.00%0.00%
-77.99% to -10.54%00.00%0.00%
-10.54% to 56.92%8978.07%78.07%
56.92% to 124.37%1714.91%92.98%
124.37% to 191.82%43.51%96.49%
191.82% to 259.28%00.00%96.49%
259.28% to 326.73%21.75%98.25%
Greater than 326.73%21.75%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -33.02%146.86% 95.61%68.27%
±2σ -122.96%236.79% 96.49%95.45%
±3σ -212.90%326.73% 98.25%99.73%
Descriptive Statistics
Mean56.918%
Standard Error8.423%
Median35.291%
Mode13.643%
Standard Deviation89.938%
Sample Variance8088.891%
Kurtosis32.32
Skewness5.40
Range639.135%
Minimum13.643%
Maximum652.778%
Count114
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 56.918% 114 100.00% 56.918%
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 2.01. Further, an Excess Kurtosis of 8.26 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -85.00%00.00%0.00%
-85.00% to -63.36%00.00%0.00%
-63.36% to -41.73%54.39%4.39%
-41.73% to -20.09%108.77%13.16%
-20.09% to 1.54%5245.61%58.77%
1.54% to 23.18%3429.82%88.60%
23.18% to 44.81%76.14%94.74%
44.81% to 66.45%21.75%96.49%
66.45% to 88.08%00.00%96.49%
Greater than 88.08%43.51%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -27.30%30.39% 82.46%68.27%
±2σ -56.15%59.24% 94.74%95.45%
±3σ -85.00%88.08% 96.49%99.73%
Descriptive Statistics
Mean1.543%
Standard Error2.702%
Median-1.613%
Mode-60.659%
Standard Deviation28.847%
Sample Variance832.143%
Kurtosis8.26
Skewness2.01
Range213.368%
Minimum-60.659%
Maximum152.709%
Count114
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 21.131% 53 46.49% 9.824%
Negative -15.477% 61 53.51% -8.282%
Zero 0.000% 0 0.00% 0.000%