Markets Data Volatility Heatmap Portfolio Calculator

STLD Deep Analytical Report

Steel Dynamics, Inc. | Category: Equity Large Cap | Ann. Div Yield: 1.05% ($2.00) | Last Updated: 2026-02-22 | Data Range: 1996-11-01 → 2026-02-01 (352 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 2.97% 2.48% 2.69% 3.51% 2.75% 2.99% 188.15 198.77 183.06 204.31
Weekly 6.33% 6.34% 6.32% 8.16% 6.04% 6.58% 182.05 205.44 171.37 218.24
Monthly 12.28% 15.08% 12.55% 17.24% 12.58% 13.70% 170.53 219.32 150.37 248.72
Quarterly 19.17% 37.09% 23.05% 28.75% 21.79% 23.72% 155.52 240.48 125.07 299.03
Annual — — — — 43.58% 47.45% 125.07 299.03 80.89 462.37
Option Time Horizon — — — — 20.66% 22.49% 157.30 237.77 127.94 292.32
Calculation Notes: Computed at 2026-02-22T14:23 UTC  |  Reference Contract: Call option expiring 2026-05-15 (82 days)  |  Spot Price (S): $193.39  |  Strike (K): $195.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $15.6000 (Bid $14.5000 / Ask $16.7000)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 1.05%  |  Binomial IV (Annual): 43.58% (CRR binomial tree, American, n=20 steps)  |  BS IV: 43.39% (European Black-Scholes)  |  Yahoo IV (Annual): 47.45% → 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
2025-12-31 $0.5000
2025-09-30 $0.5000
2025-06-30 $0.5000
2025-03-31 $0.5000
2024-12-31 $0.4600
2024-09-30 $0.4600
2024-06-28 $0.4600
2024-03-27 $0.4600
2023-12-28 $0.4250
2023-09-28 $0.4250
2023-06-29 $0.4250
2023-03-30 $0.4250
2022-12-29 $0.3400
2022-09-29 $0.3400
2022-06-29 $0.3400
2022-03-30 $0.3400
2021-12-30 $0.2600
2021-09-29 $0.2600
2021-06-29 $0.2600
2021-03-30 $0.2600
2020-12-30 $0.2500
2020-09-29 $0.2500
2020-06-29 $0.2500
2020-03-30 $0.2500
2019-12-30 $0.2400
2019-09-27 $0.2400
2019-06-27 $0.2400
2019-03-28 $0.2400
2018-12-28 $0.1880
2018-09-27 $0.1880
2018-06-28 $0.1880
2018-03-28 $0.1880
2017-12-28 $0.1550
2017-09-28 $0.1550
2017-06-28 $0.1550
2017-03-29 $0.1550
2016-12-28 $0.1400
2016-09-28 $0.1400
2016-06-28 $0.1400
2016-03-29 $0.1400
2015-12-29 $0.1380
2015-09-28 $0.1380
2015-06-26 $0.1380
2015-03-27 $0.1380
2014-12-29 $0.1150
2014-09-26 $0.1150
2014-06-26 $0.1150
2014-03-27 $0.1150
2013-12-27 $0.1100
2013-09-26 $0.1100
2013-06-26 $0.1100
2013-03-26 $0.1100
2012-12-27 $0.1000
2012-09-26 $0.1000
2012-06-27 $0.1000
2012-03-28 $0.1000
2011-12-28 $0.1000
2011-09-28 $0.1000
2011-06-28 $0.1000
2011-03-29 $0.1000
2010-12-29 $0.0750
2010-09-28 $0.0750
2010-06-28 $0.0750
2010-03-29 $0.0750
2009-12-29 $0.0750
2009-09-28 $0.0750
2009-06-26 $0.0750
2009-03-27 $0.1000
2008-12-29 $0.1000
2008-09-26 $0.1000
2008-06-26 $0.1000
2008-03-27 $0.0500
2007-12-27 $0.0750
2007-09-26 $0.0750
2007-06-27 $0.0750
2007-03-28 $0.0750
2006-12-28 $0.0750
2006-09-27 $0.0750
2006-06-28 $0.0500
2006-03-29 $0.0500
2005-12-28 $0.0250
2005-09-28 $0.0250
2005-06-28 $0.0250
2005-03-29 $0.0250
2004-12-29 $0.0250
2004-09-28 $0.0187
2004-07-22 $0.0187
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.19. Further, an Excess Kurtosis of 5.67 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.80%550.75%0.75%
-8.80% to -6.58%690.94%1.69%
-6.58% to -4.35%2423.29%4.98%
-4.35% to -2.12%87611.91%16.89%
-2.12% to 0.10%254834.64%51.53%
0.10% to 2.33%230031.27%82.80%
2.33% to 4.55%86911.82%94.62%
4.55% to 6.78%2723.70%98.31%
6.78% to 9.01%650.88%99.20%
Greater than 9.01%590.80%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.87%3.07% 77.19%68.27%
±2σ -5.83%6.04% 95.20%95.45%
±3σ -8.80%9.01% 98.45%99.73%
Descriptive Statistics
Mean0.101%
Standard Error0.035%
Median0.000%
Mode0.000%
Standard Deviation2.968%
Sample Variance8.808%
Kurtosis5.67
Skewness0.19
Range41.133%
Minimum-18.311%
Maximum22.822%
Count7355
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.188% 3667 49.86% 1.091%
Negative -2.054% 3545 48.20% -0.990%
Zero 0.000% 143 1.94% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 3.80%
20 1 Month 4.00%
60 1 Quarter 3.04%
250 1 Year 3.22%
750 3 Years 3.09%
1,250 5 Years 3.51%
2,500 10 Years 3.43%
5,000 20 Years 3.88%
12,500 50 Years 4.02%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.82. Further, an Excess Kurtosis of 13.27 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -3.52%00.00%0.00%
-3.52% to -1.66%00.00%0.00%
-1.66% to 0.20%00.00%0.00%
0.20% to 2.05%118216.07%16.07%
2.05% to 3.91%352247.88%63.95%
3.91% to 5.76%157021.34%85.29%
5.76% to 7.62%5887.99%93.28%
7.62% to 9.48%2383.24%96.52%
9.48% to 11.33%1151.56%98.08%
Greater than 11.33%1411.92%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.43%6.38% 85.59%68.27%
±2σ -1.04%8.86% 95.79%95.45%
±3σ -3.52%11.33% 98.08%99.73%
Descriptive Statistics
Mean3.908%
Standard Error0.029%
Median3.268%
Mode2.326%
Standard Deviation2.475%
Sample Variance6.126%
Kurtosis13.27
Skewness2.82
Range27.859%
Minimum0.389%
Maximum28.248%
Count7356
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.908% 7356 100.00% 3.908%
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 0.45. Further, an Excess Kurtosis of 5.66 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.01%380.52%0.52%
-8.01% to -6.00%851.16%1.67%
-6.00% to -3.98%2603.53%5.21%
-3.98% to -1.97%91012.37%17.58%
-1.97% to 0.04%249033.85%51.43%
0.04% to 2.06%233331.72%83.14%
2.06% to 4.07%84111.43%94.58%
4.07% to 6.09%2553.47%98.04%
6.09% to 8.10%761.03%99.08%
Greater than 8.10%680.92%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.64%2.73% 76.58%68.27%
±2σ -5.33%5.42% 94.96%95.45%
±3σ -8.01%8.10% 98.56%99.73%
Descriptive Statistics
Mean0.044%
Standard Error0.031%
Median0.000%
Mode0.000%
Standard Deviation2.686%
Sample Variance7.216%
Kurtosis5.66
Skewness0.45
Range39.272%
Minimum-17.990%
Maximum21.282%
Count7356
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.979% 3603 48.98% 0.969%
Negative -1.894% 3594 48.86% -0.925%
Zero 0.000% 159 2.16% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.34. Further, an Excess Kurtosis of 3.78 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -18.51%60.39%0.39%
-18.51% to -13.76%161.05%1.44%
-13.76% to -9.02%664.33%5.77%
-9.02% to -4.27%19612.84%18.61%
-4.27% to 0.48%49832.63%51.25%
0.48% to 5.22%46530.47%81.72%
5.22% to 9.97%19012.45%94.17%
9.97% to 14.71%603.93%98.10%
14.71% to 19.46%181.18%99.28%
Greater than 19.46%110.72%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.85%6.80% 74.44%68.27%
±2σ -12.18%13.13% 95.35%95.45%
±3σ -18.51%19.46% 98.89%99.73%
Descriptive Statistics
Mean0.476%
Standard Error0.162%
Median0.282%
Mode0.000%
Standard Deviation6.328%
Sample Variance40.048%
Kurtosis3.78
Skewness0.34
Range77.874%
Minimum-30.884%
Maximum46.990%
Count1526
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.897% 798 52.29% 2.561%
Negative -4.425% 719 47.12% -2.085%
Zero 0.000% 9 0.59% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 8.76%
12 1 Quarter 6.55%
52 1 Year 7.09%
156 3 Years 7.09%
260 5 Years 8.16%
520 10 Years 7.89%
1,040 20 Years 8.92%
2,600 50 Years 9.22%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.48. Further, an Excess Kurtosis of 22.23 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -9.30%00.00%0.00%
-9.30% to -4.54%00.00%0.00%
-4.54% to 0.21%00.00%0.00%
0.21% to 4.97%20713.56%13.56%
4.97% to 9.73%78051.08%64.64%
9.73% to 14.49%32621.35%85.99%
14.49% to 19.25%1288.38%94.37%
19.25% to 24.01%372.42%96.79%
24.01% to 28.77%201.31%98.10%
Greater than 28.77%291.90%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 3.39%16.08% 86.71%68.27%
±2σ -2.96%22.42% 95.94%95.45%
±3σ -9.30%28.77% 98.10%99.73%
Descriptive Statistics
Mean9.732%
Standard Error0.162%
Median8.071%
Mode7.692%
Standard Deviation6.345%
Sample Variance40.256%
Kurtosis22.23
Skewness3.48
Range77.177%
Minimum2.094%
Maximum79.271%
Count1527
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.732% 1527 100.00% 9.732%
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 0.75. Further, an Excess Kurtosis of 4.58 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -18.90%50.33%0.33%
-18.90% to -14.16%150.98%1.31%
-14.16% to -9.43%523.41%4.72%
-9.43% to -4.69%21013.75%18.47%
-4.69% to 0.05%52134.12%52.59%
0.05% to 4.79%45629.86%82.45%
4.79% to 9.52%17011.13%93.58%
9.52% to 14.26%654.26%97.84%
14.26% to 19.00%181.18%99.02%
Greater than 19.00%150.98%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.27%6.36% 76.36%68.27%
±2σ -12.58%12.68% 95.15%95.45%
±3σ -18.90%19.00% 98.69%99.73%
Descriptive Statistics
Mean0.048%
Standard Error0.162%
Median-0.243%
Mode0.000%
Standard Deviation6.316%
Sample Variance39.895%
Kurtosis4.58
Skewness0.75
Range78.178%
Minimum-30.070%
Maximum48.108%
Count1527
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.853% 727 47.61% 2.311%
Negative -4.379% 789 51.67% -2.263%
Zero 0.000% 11 0.72% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.09. Further, an Excess Kurtosis of 0.50 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -34.88%00.00%0.00%
-34.88% to -25.68%61.71%1.71%
-25.68% to -16.47%164.56%6.27%
-16.47% to -7.26%4813.68%19.94%
-7.26% to 1.95%10229.06%49.00%
1.95% to 11.16%11231.91%80.91%
11.16% to 20.37%3911.11%92.02%
20.37% to 29.58%226.27%98.29%
29.58% to 38.79%41.14%99.43%
Greater than 38.79%20.57%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -10.33%14.23% 71.23%68.27%
±2σ -22.61%26.51% 94.87%95.45%
±3σ -34.88%38.79% 99.43%99.73%
Descriptive Statistics
Mean1.953%
Standard Error0.655%
Median2.120%
Mode-10.553%
Standard Deviation12.279%
Sample Variance150.784%
Kurtosis0.50
Skewness0.09
Range72.327%
Minimum-30.838%
Maximum41.489%
Count351
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 10.057% 201 57.27% 5.759%
Negative -8.966% 149 42.45% -3.806%
Zero 0.000% 1 0.28% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 12.33%
12 1 Year 13.87%
36 3 Years 14.44%
60 5 Years 17.24%
120 10 Years 17.16%
240 20 Years 18.69%
600 50 Years 19.35%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.43. Further, an Excess Kurtosis of 29.70 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -23.19%00.00%0.00%
-23.19% to -11.87%00.00%0.00%
-11.87% to -0.56%00.00%0.00%
-0.56% to 10.75%329.09%9.09%
10.75% to 22.06%19555.40%64.49%
22.06% to 33.38%8323.58%88.07%
33.38% to 44.69%298.24%96.31%
44.69% to 56.00%41.14%97.44%
56.00% to 67.31%30.85%98.30%
Greater than 67.31%61.70%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 6.98%37.15% 90.91%68.27%
±2σ -8.10%52.23% 96.88%95.45%
±3σ -23.19%67.31% 98.30%99.73%
Descriptive Statistics
Mean22.063%
Standard Error0.804%
Median18.368%
Mode16.968%
Standard Deviation15.083%
Sample Variance227.504%
Kurtosis29.70
Skewness4.43
Range142.127%
Minimum5.749%
Maximum147.876%
Count352
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 22.063% 352 100.00% 22.063%
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 0.74. Further, an Excess Kurtosis of 1.22 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -37.68%00.00%0.00%
-37.68% to -28.26%30.85%0.85%
-28.26% to -18.85%113.12%3.98%
-18.85% to -9.43%5716.19%20.17%
-9.43% to -0.02%12134.38%54.55%
-0.02% to 9.40%9226.14%80.68%
9.40% to 18.81%4412.50%93.18%
18.81% to 28.23%133.69%96.88%
28.23% to 37.64%61.70%98.58%
Greater than 37.64%51.42%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -12.57%12.54% 73.58%68.27%
±2σ -25.12%25.09% 94.60%95.45%
±3σ -37.68%37.64% 98.58%99.73%
Descriptive Statistics
Mean-0.018%
Standard Error0.669%
Median-1.280%
Mode-6.998%
Standard Deviation12.553%
Sample Variance157.585%
Kurtosis1.22
Skewness0.74
Range76.598%
Minimum-32.530%
Maximum44.068%
Count352
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 10.574% 158 44.89% 4.746%
Negative -8.734% 192 54.55% -4.764%
Zero 0.000% 2 0.57% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.03. Further, an Excess Kurtosis of 0.92 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -52.20%10.85%0.85%
-52.20% to -37.83%00.00%0.85%
-37.83% to -23.45%43.42%4.27%
-23.45% to -9.08%1613.68%17.95%
-9.08% to 5.30%4437.61%55.56%
5.30% to 19.67%2521.37%76.92%
19.67% to 34.05%2017.09%94.02%
34.05% to 48.42%43.42%97.44%
48.42% to 62.80%32.56%100.00%
Greater than 62.80%00.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -13.87%24.46% 70.09%68.27%
±2σ -33.04%43.63% 95.73%95.45%
±3σ -52.20%62.80% 99.15%99.73%
Descriptive Statistics
Mean5.297%
Standard Error1.772%
Median2.939%
Mode-62.191%
Standard Deviation19.166%
Sample Variance367.340%
Kurtosis0.92
Skewness0.03
Range121.237%
Minimum-62.191%
Maximum59.046%
Count117
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 16.918% 70 59.83% 10.122%
Negative -12.011% 47 40.17% -4.825%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 22.95%
12 3 Years 23.31%
20 5 Years 28.75%
40 10 Years 28.79%
80 20 Years 31.42%
200 50 Years 32.94%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 6.17. Further, an Excess Kurtosis of 49.56 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -68.57%00.00%0.00%
-68.57% to -40.76%00.00%0.00%
-40.76% to -12.94%00.00%0.00%
-12.94% to 14.87%00.00%0.00%
14.87% to 42.69%7866.10%66.10%
42.69% to 70.51%3227.12%93.22%
70.51% to 98.32%43.39%96.61%
98.32% to 126.14%10.85%97.46%
126.14% to 153.95%10.85%98.31%
Greater than 153.95%21.69%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 5.60%79.78% 95.76%68.27%
±2σ -31.49%116.87% 97.46%95.45%
±3σ -68.57%153.95% 98.31%99.73%
Descriptive Statistics
Mean42.690%
Standard Error3.414%
Median34.435%
Mode16.259%
Standard Deviation37.088%
Sample Variance1375.506%
Kurtosis49.56
Skewness6.17
Range348.318%
Minimum16.259%
Maximum364.577%
Count118
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 42.690% 118 100.00% 42.690%
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 3.42. Further, an Excess Kurtosis of 22.23 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -70.08%00.00%0.00%
-70.08% to -52.79%00.00%0.00%
-52.79% to -35.50%10.85%0.85%
-35.50% to -18.21%2117.80%18.64%
-18.21% to -0.92%4437.29%55.93%
-0.92% to 16.37%3529.66%85.59%
16.37% to 33.66%1210.17%95.76%
33.66% to 50.94%32.54%98.31%
50.94% to 68.23%10.85%99.15%
Greater than 68.23%10.85%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -23.98%22.13% 79.66%68.27%
±2σ -47.03%45.18% 98.31%95.45%
±3σ -70.08%68.23% 99.15%99.73%
Descriptive Statistics
Mean-0.923%
Standard Error2.122%
Median-2.210%
Mode-35.504%
Standard Deviation23.052%
Sample Variance531.383%
Kurtosis22.23
Skewness3.42
Range200.605%
Minimum-35.504%
Maximum165.101%
Count118
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 15.978% 51 43.22% 6.906%
Negative -13.789% 67 56.78% -7.829%
Zero 0.000% 0 0.00% 0.000%