Markets Data Volatility Heatmap Portfolio Calculator

SAH Deep Analytical Report

Sonic Automotive, Inc. | Category: Equity Small Cap | Ann. Div Yield: 2.26% ($1.46) | Last Updated: 2026-02-22 | Data Range: 1997-11-01 → 2026-02-01 (340 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% 3.90% 3.21% 3.88% 2.56% 2.88% 64.95 68.36 63.30 70.13
Weekly 8.51% 12.10% 8.37% 8.80% 5.63% 6.34% 62.98 70.49 59.53 74.58
Monthly 18.64% 44.71% 16.01% 18.66% 11.73% 13.21% 59.26 74.92 52.70 84.25
Quarterly 30.45% 89.94% 28.86% 28.81% 20.32% 22.88% 54.38 81.64 44.38 100.03
Annual — — — — 40.63% 45.75% 44.38 100.03 29.56 150.17
Option Time Horizon — — — — 19.26% 21.69% 54.96 80.78 45.33 97.94
Calculation Notes: Computed at 2026-02-22T14:21 UTC  |  Reference Contract: Call option expiring 2026-05-15 (82 days)  |  Spot Price (S): $66.63  |  Strike (K): $70.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $3.8500 (Bid $3.3000 / Ask $4.4000)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.26%  |  Binomial IV (Annual): 40.63% (CRR binomial tree, American, n=20 steps)  |  BS IV: 41.11% (European Black-Scholes)  |  Yahoo IV (Annual): 45.75% → 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
2025-12-15 $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 36.90 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -10.58%520.73%0.73%
-10.58% to -7.91%440.62%1.35%
-7.91% to -5.24%1662.34%3.69%
-5.24% to -2.57%6989.82%13.51%
-2.57% to 0.10%273938.55%52.06%
0.10% to 2.77%246634.71%86.77%
2.77% to 5.44%6368.95%95.72%
5.44% to 8.11%1912.69%98.41%
8.11% to 10.78%510.72%99.13%
Greater than 10.78%620.87%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.46%3.66% 83.19%68.27%
±2σ -7.02%7.22% 96.07%95.45%
±3σ -10.58%10.78% 98.40%99.73%
Descriptive Statistics
Mean0.101%
Standard Error0.042%
Median0.000%
Mode0.000%
Standard Deviation3.560%
Sample Variance12.675%
Kurtosis36.90
Skewness1.68
Range104.824%
Minimum-33.750%
Maximum71.074%
Count7105
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.342% 3507 49.36% 1.156%
Negative -2.170% 3454 48.61% -1.055%
Zero 0.000% 144 2.03% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 7.74%
20 1 Month 4.61%
60 1 Quarter 3.53%
250 1 Year 3.59%
750 3 Years 3.55%
1,250 5 Years 3.88%
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 72.35 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -7.54%00.00%0.00%
-7.54% to -4.61%00.00%0.00%
-4.61% to -1.69%00.00%0.00%
-1.69% to 1.23%2133.00%3.00%
1.23% to 4.15%458764.55%67.55%
4.15% to 7.07%159722.47%90.02%
7.07% to 10.00%3985.60%95.62%
10.00% to 12.92%1281.80%97.42%
12.92% to 15.84%700.99%98.41%
Greater than 15.84%1131.59%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.26%8.05% 92.87%68.27%
±2σ -3.64%11.94% 96.97%95.45%
±3σ -7.54%15.84% 98.41%99.73%
Descriptive Statistics
Mean4.152%
Standard Error0.046%
Median3.206%
Mode4.000%
Standard Deviation3.896%
Sample Variance15.177%
Kurtosis72.35
Skewness6.40
Range80.281%
Minimum0.275%
Maximum80.556%
Count7106
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.152% 7106 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 17.98 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -9.55%450.63%0.63%
-9.55% to -7.14%620.87%1.51%
-7.14% to -4.74%1832.58%4.08%
-4.74% to -2.34%6959.78%13.86%
-2.34% to 0.07%267537.64%51.51%
0.07% to 2.47%246234.65%86.15%
2.47% to 4.88%6769.51%95.67%
4.88% to 7.28%1922.70%98.37%
7.28% to 9.68%530.75%99.11%
Greater than 9.68%630.89%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.14%3.27% 82.13%68.27%
±2σ -6.34%6.48% 95.74%95.45%
±3σ -9.55%9.68% 98.48%99.73%
Descriptive Statistics
Mean0.068%
Standard Error0.038%
Median0.000%
Mode0.000%
Standard Deviation3.205%
Sample Variance10.270%
Kurtosis17.98
Skewness0.55
Range73.402%
Minimum-39.130%
Maximum34.272%
Count7106
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.125% 3503 49.30% 1.048%
Negative -2.035% 3420 48.13% -0.979%
Zero 0.000% 183 2.58% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.89. Further, an Excess Kurtosis of 41.05 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -25.01%70.47%0.47%
-25.01% to -18.63%90.61%1.08%
-18.63% to -12.24%352.37%3.46%
-12.24% to -5.86%1469.90%13.36%
-5.86% to 0.52%58939.93%53.29%
0.52% to 6.91%49533.56%86.85%
6.91% to 13.29%1359.15%96.00%
13.29% to 19.68%332.24%98.24%
19.68% to 26.06%161.08%99.32%
Greater than 26.06%100.68%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.99%9.04% 84.07%68.27%
±2σ -16.50%17.55% 96.27%95.45%
±3σ -25.01%26.06% 98.85%99.73%
Descriptive Statistics
Mean0.524%
Standard Error0.222%
Median0.127%
Mode0.000%
Standard Deviation8.512%
Sample Variance72.446%
Kurtosis41.05
Skewness2.89
Range176.238%
Minimum-50.000%
Maximum126.238%
Count1475
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.582% 750 50.85% 2.838%
Negative -4.800% 711 48.20% -2.314%
Zero 0.000% 14 0.95% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 10.49%
12 1 Quarter 7.39%
52 1 Year 8.03%
156 3 Years 8.14%
260 5 Years 8.80%
520 10 Years 9.38%
1,040 20 Years 10.09%
2,600 50 Years 9.99%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 8.26. Further, an Excess Kurtosis of 103.98 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -25.55%00.00%0.00%
-25.55% to -16.48%00.00%0.00%
-16.48% to -7.41%00.00%0.00%
-7.41% to 1.66%00.00%0.00%
1.66% to 10.74%101969.04%69.04%
10.74% to 19.81%34023.04%92.07%
19.81% to 28.88%644.34%96.41%
28.88% to 37.95%271.83%98.24%
37.95% to 47.02%80.54%98.78%
Greater than 47.02%181.22%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.36%22.83% 94.58%68.27%
±2σ -13.46%34.93% 97.63%95.45%
±3σ -25.55%47.02% 98.78%99.73%
Descriptive Statistics
Mean10.736%
Standard Error0.315%
Median8.018%
Mode6.250%
Standard Deviation12.096%
Sample Variance146.313%
Kurtosis103.98
Skewness8.26
Range217.415%
Minimum2.029%
Maximum219.444%
Count1476
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 10.736% 1476 100.00% 10.736%
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 2.91. Further, an Excess Kurtosis of 33.49 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -24.84%70.47%0.47%
-24.84% to -18.57%90.61%1.08%
-18.57% to -12.29%322.17%3.25%
-12.29% to -6.01%1409.49%12.74%
-6.01% to 0.27%59640.38%53.12%
0.27% to 6.54%51134.62%87.74%
6.54% to 12.82%1268.54%96.27%
12.82% to 19.10%352.37%98.64%
19.10% to 25.38%60.41%99.05%
Greater than 25.38%140.95%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -8.10%8.64% 84.82%68.27%
±2σ -16.47%17.01% 96.34%95.45%
±3σ -24.84%25.38% 98.58%99.73%
Descriptive Statistics
Mean0.266%
Standard Error0.218%
Median-0.062%
Mode0.000%
Standard Deviation8.370%
Sample Variance70.055%
Kurtosis33.49
Skewness2.91
Range154.270%
Minimum-52.954%
Maximum101.316%
Count1476
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.387% 718 48.65% 2.621%
Negative -4.672% 744 50.41% -2.355%
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 5.17. Further, an Excess Kurtosis of 58.49 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -53.75%00.00%0.00%
-53.75% to -39.77%20.59%0.59%
-39.77% to -25.80%41.18%1.77%
-25.80% to -11.82%3510.32%12.09%
-11.82% to 2.15%14843.66%55.75%
2.15% to 16.13%10731.56%87.32%
16.13% to 30.11%339.73%97.05%
30.11% to 44.08%61.77%98.82%
44.08% to 58.06%10.29%99.12%
Greater than 58.06%30.88%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -16.48%20.79% 85.25%68.27%
±2σ -35.12%39.43% 97.35%95.45%
±3σ -53.75%58.06% 99.12%99.73%
Descriptive Statistics
Mean2.155%
Standard Error1.012%
Median0.642%
Mode-52.349%
Standard Deviation18.635%
Sample Variance347.245%
Kurtosis58.49
Skewness5.17
Range274.849%
Minimum-52.349%
Maximum222.500%
Count339
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 12.428% 178 52.51% 6.526%
Negative -9.203% 161 47.49% -4.371%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 14.44%
12 1 Year 18.03%
36 3 Years 17.61%
60 5 Years 18.66%
120 10 Years 20.28%
240 20 Years 21.74%
600 50 Years 21.77%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 9.98. Further, an Excess Kurtosis of 123.11 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -107.00%00.00%0.00%
-107.00% to -73.46%00.00%0.00%
-73.46% to -39.93%00.00%0.00%
-39.93% to -6.39%00.00%0.00%
-6.39% to 27.14%25675.29%75.29%
27.14% to 60.68%7020.59%95.88%
60.68% to 94.21%61.76%97.65%
94.21% to 127.75%30.88%98.53%
127.75% to 161.28%10.29%98.82%
Greater than 161.28%41.18%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -17.57%71.86% 96.76%68.27%
±2σ -62.28%116.57% 98.53%95.45%
±3σ -107.00%161.28% 98.82%99.73%
Descriptive Statistics
Mean27.143%
Standard Error2.425%
Median18.910%
Mode16.667%
Standard Deviation44.714%
Sample Variance1999.350%
Kurtosis123.11
Skewness9.98
Range646.952%
Minimum5.826%
Maximum652.778%
Count340
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 27.143% 340 100.00% 27.143%
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 12.33 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -47.41%10.29%0.29%
-47.41% to -35.40%20.59%0.88%
-35.40% to -23.40%82.35%3.24%
-23.40% to -11.39%4412.94%16.18%
-11.39% to 0.61%12937.94%54.12%
0.61% to 12.62%10932.06%86.18%
12.62% to 24.62%308.82%95.00%
24.62% to 36.63%113.24%98.24%
36.63% to 48.63%20.59%98.82%
Greater than 48.63%41.18%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -15.39%16.62% 82.06%68.27%
±2σ -31.40%32.63% 96.76%95.45%
±3σ -47.41%48.63% 98.53%99.73%
Descriptive Statistics
Mean0.613%
Standard Error0.868%
Median-0.236%
Mode-5.909%
Standard Deviation16.007%
Sample Variance256.210%
Kurtosis12.33
Skewness1.64
Range185.951%
Minimum-74.806%
Maximum111.145%
Count340
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 11.478% 165 48.53% 5.570%
Negative -9.744% 173 50.88% -4.958%
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 7.45 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -85.19%00.00%0.00%
-85.19% to -62.36%00.00%0.00%
-62.36% to -39.52%43.54%3.54%
-39.52% to -16.68%108.85%12.39%
-16.68% to 6.16%4943.36%55.75%
6.16% to 28.99%3530.97%86.73%
28.99% to 51.83%87.08%93.81%
51.83% to 74.67%32.65%96.46%
74.67% to 97.51%21.77%98.23%
Greater than 97.51%21.77%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -24.29%36.61% 82.30%68.27%
±2σ -54.74%67.06% 93.81%95.45%
±3σ -85.19%97.51% 98.23%99.73%
Descriptive Statistics
Mean6.157%
Standard Error2.865%
Median1.820%
Mode-59.214%
Standard Deviation30.450%
Sample Variance927.217%
Kurtosis7.45
Skewness1.99
Range213.401%
Minimum-59.214%
Maximum154.187%
Count113
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 23.141% 62 54.87% 12.697%
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 8.25 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -85.07%00.00%0.00%
-85.07% to -63.42%00.00%0.00%
-63.42% to -41.78%54.39%4.39%
-41.78% to -20.14%108.77%13.16%
-20.14% to 1.51%5245.61%58.77%
1.51% to 23.15%3429.82%88.60%
23.15% to 44.80%76.14%94.74%
44.80% to 66.44%21.75%96.49%
66.44% 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 -27.35%30.37% 82.46%68.27%
±2σ -56.21%59.22% 94.74%95.45%
±3σ -85.07%88.08% 96.49%99.73%
Descriptive Statistics
Mean1.508%
Standard Error2.703%
Median-1.613%
Mode-60.659%
Standard Deviation28.858%
Sample Variance832.806%
Kurtosis8.25
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 -15.541% 61 53.51% -8.316%
Zero 0.000% 0 0.00% 0.000%