Markets Data Volatility Heatmap Portfolio Calculator

TNL Deep Analytical Report

Travel + Leisure Co. | Category: Equity Mid Cap | Ann. Div Yield: 3.27% ($2.24) | Last Updated: 2026-03-24 | Data Range: 2006-07-01 → 2026-03-01 (237 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 2.91% 3.37% 2.67% 3.12% 1.66% 1.86% 70.45 72.83 69.29 74.05
Weekly 6.67% 8.93% 6.78% 7.30% 3.66% 4.10% 69.06 74.30 66.58 77.06
Monthly 15.64% 29.38% 13.95% 15.17% 7.61% 8.53% 66.38 77.29 61.52 83.41
Quarterly 19.57% 62.73% 22.31% 26.15% 13.18% 14.78% 62.78 81.72 55.03 93.24
Annual — — — — 26.36% 29.55% 55.03 93.24 42.28 121.36
Option Time Horizon — — — — 9.95% 11.16% 64.85 79.12 58.70 87.40
Calculation Notes: Computed at 2026-03-23T16:36 UTC  |  Reference Contract: Call option expiring 2026-05-15 (52 days)  |  Spot Price (S): $71.63  |  Strike (K): $72.50 (first OTM call ≥ spot)  |  Observed Mid-Price: $2.4750 (Bid $2.1000 / Ask $2.8500)  |  Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 3.27%  |  Binomial IV (Annual): 26.36% (CRR binomial tree, American, n=20 steps)  |  BS IV: 26.55% (European Black-Scholes)  |  Yahoo IV (Annual): 29.55% → 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
2026-03-20 $0.6000
2025-12-12 $0.5600
2025-09-12 $0.5600
2025-06-13 $0.5600
2025-03-17 $0.5600
2024-12-13 $0.5000
2024-09-13 $0.5000
2024-06-14 $0.5000
2024-03-20 $0.5000
2023-12-14 $0.4500
2023-09-14 $0.4500
2023-06-14 $0.4500
2023-03-14 $0.4500
2022-12-14 $0.4000
2022-09-14 $0.4000
2022-06-14 $0.4000
2022-03-14 $0.4000
2021-12-14 $0.3500
2021-09-14 $0.3000
2021-06-14 $0.3000
2021-03-12 $0.3000
2020-12-14 $0.3000
2020-09-14 $0.3000
2020-06-12 $0.5000
2020-03-13 $0.5000
2019-12-12 $0.4500
2019-09-12 $0.4500
2019-06-13 $0.4500
2019-03-15 $0.4500
2018-12-13 $0.4100
2018-09-13 $0.4100
2018-06-14 $0.4100
2018-03-14 $0.2980
2017-11-24 $0.2619
2017-08-23 $0.2619
2017-05-24 $0.2619
2017-03-15 $0.2619
2016-11-23 $0.2257
2016-08-24 $0.2257
2016-05-25 $0.2257
2016-03-09 $0.2257
2015-11-25 $0.1896
2015-08-26 $0.1896
2015-05-27 $0.1896
2015-03-11 $0.1896
2014-11-26 $0.1580
2014-08-19 $0.1580
2014-05-28 $0.1580
2014-03-12 $0.1580
2013-11-22 $0.1309
2013-08-20 $0.1309
2013-05-23 $0.1309
2013-03-12 $0.1309
2012-11-19 $0.1038
2012-08-21 $0.1038
2012-05-22 $0.1038
2012-03-13 $0.1038
2011-11-21 $0.0677
2011-08-23 $0.0677
2011-05-24 $0.0677
2011-03-08 $0.0677
2010-11-22 $0.0542
2010-08-24 $0.0542
2010-05-25 $0.0542
2010-03-04 $0.0542
2009-11-20 $0.0181
2009-08-25 $0.0181
2009-05-26 $0.0181
2009-02-24 $0.0181
2008-11-24 $0.0181
2008-08-26 $0.0181
2008-05-27 $0.0181
2008-03-04 $0.0181
2007-11-08 $0.0181
2007-08-09 $0.0181
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.36. Further, an Excess Kurtosis of 22.18 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.65%370.75%0.75%
-8.65% to -6.47%410.83%1.58%
-6.47% to -4.28%1202.42%4.00%
-4.28% to -2.10%4328.73%12.73%
-2.10% to 0.09%188037.99%50.72%
0.09% to 2.27%184137.20%87.92%
2.27% to 4.45%4008.08%96.00%
4.45% to 6.64%1172.36%98.36%
6.64% to 8.82%370.75%99.11%
Greater than 8.82%440.89%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.83%3.00% 83.29%68.27%
±2σ -5.74%5.91% 95.80%95.45%
±3σ -8.65%8.82% 98.36%99.73%
Descriptive Statistics
Mean0.085%
Standard Error0.041%
Median0.054%
Mode0.000%
Standard Deviation2.913%
Sample Variance8.487%
Kurtosis22.18
Skewness0.36
Range65.940%
Minimum-30.552%
Maximum35.388%
Count4949
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.804% 2537 51.26% 0.925%
Negative -1.745% 2381 48.11% -0.840%
Zero 0.000% 31 0.63% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 3.57%
20 1 Month 3.76%
60 1 Quarter 3.27%
250 1 Year 3.00%
750 3 Years 2.78%
1,250 5 Years 3.12%
2,500 10 Years 3.10%
5,000 20 Years 3.28%
12,500 50 Years 3.28%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 7.24. Further, an Excess Kurtosis of 96.21 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.95%00.00%0.00%
-6.95% to -4.42%00.00%0.00%
-4.42% to -1.90%00.00%0.00%
-1.90% to 0.63%140.28%0.28%
0.63% to 3.15%340368.75%69.03%
3.15% to 5.68%106621.54%90.57%
5.68% to 8.20%2424.89%95.45%
8.20% to 10.73%992.00%97.45%
10.73% to 13.25%450.91%98.36%
Greater than 13.25%811.64%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -0.21%6.52% 92.89%68.27%
±2σ -3.58%9.88% 96.87%95.45%
±3σ -6.95%13.25% 98.36%99.73%
Descriptive Statistics
Mean3.153%
Standard Error0.048%
Median2.295%
Mode1.232%
Standard Deviation3.366%
Sample Variance11.328%
Kurtosis96.21
Skewness7.24
Range76.640%
Minimum0.434%
Maximum77.074%
Count4950
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.153% 4950 100.00% 3.153%
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 3.04. Further, an Excess Kurtosis of 61.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -7.99%330.67%0.67%
-7.99% to -5.99%350.71%1.37%
-5.99% to -3.98%1002.02%3.39%
-3.98% to -1.98%4098.26%11.66%
-1.98% to 0.02%201240.65%52.30%
0.02% to 2.03%176135.58%87.88%
2.03% to 4.03%4078.22%96.10%
4.03% to 6.04%1232.48%98.59%
6.04% to 8.04%330.67%99.25%
Greater than 8.04%370.75%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.65%2.70% 84.69%68.27%
±2σ -5.32%5.37% 96.34%95.45%
±3σ -7.99%8.04% 98.59%99.73%
Descriptive Statistics
Mean0.023%
Standard Error0.038%
Median-0.059%
Mode0.000%
Standard Deviation2.672%
Sample Variance7.138%
Kurtosis61.82
Skewness3.04
Range71.726%
Minimum-21.008%
Maximum50.718%
Count4950
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.639% 2376 48.00% 0.787%
Negative -1.487% 2543 51.37% -0.764%
Zero 0.000% 31 0.63% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.12. Further, an Excess Kurtosis of 15.22 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -19.58%100.97%0.97%
-19.58% to -14.58%100.97%1.95%
-14.58% to -9.58%201.95%3.90%
-9.58% to -4.58%959.26%13.16%
-4.58% to 0.42%36635.67%48.83%
0.42% to 5.43%39238.21%87.04%
5.43% to 10.43%949.16%96.20%
10.43% to 15.43%212.05%98.25%
15.43% to 20.43%70.68%98.93%
Greater than 20.43%111.07%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.24%7.09% 83.82%68.27%
±2σ -12.91%13.76% 95.52%95.45%
±3σ -19.58%20.43% 97.95%99.73%
Descriptive Statistics
Mean0.424%
Standard Error0.208%
Median0.578%
Mode-5.000%
Standard Deviation6.669%
Sample Variance44.475%
Kurtosis15.22
Skewness1.12
Range98.007%
Minimum-35.652%
Maximum62.355%
Count1026
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.156% 563 54.87% 2.281%
Negative -4.132% 461 44.93% -1.857%
Zero 0.000% 2 0.20% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 8.30%
12 1 Quarter 7.09%
52 1 Year 7.14%
156 3 Years 6.46%
260 5 Years 7.30%
520 10 Years 7.27%
1,040 20 Years 7.75%
2,600 50 Years 7.75%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.12. Further, an Excess Kurtosis of 37.61 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -18.51%00.00%0.00%
-18.51% to -11.81%00.00%0.00%
-11.81% to -5.12%00.00%0.00%
-5.12% to 1.58%50.49%0.49%
1.58% to 8.28%71369.43%69.91%
8.28% to 14.97%21621.03%90.94%
14.97% to 21.67%474.58%95.52%
21.67% to 28.37%121.17%96.69%
28.37% to 35.06%100.97%97.66%
Greater than 35.06%242.34%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -0.65%17.20% 93.09%68.27%
±2σ -9.58%26.13% 96.20%95.45%
±3σ -18.51%35.06% 97.66%99.73%
Descriptive Statistics
Mean8.276%
Standard Error0.279%
Median5.959%
Mode5.171%
Standard Deviation8.929%
Sample Variance79.721%
Kurtosis37.61
Skewness5.12
Range105.326%
Minimum1.341%
Maximum106.667%
Count1027
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.276% 1027 100.00% 8.276%
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 1.93. Further, an Excess Kurtosis of 15.93 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -20.15%90.88%0.88%
-20.15% to -15.07%20.19%1.07%
-15.07% to -9.98%191.85%2.92%
-9.98% to -4.90%1029.93%12.85%
-4.90% to 0.18%42941.77%54.63%
0.18% to 5.27%34433.50%88.12%
5.27% to 10.35%797.69%95.81%
10.35% to 15.44%201.95%97.76%
15.44% to 20.52%80.78%98.54%
Greater than 20.52%151.46%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.59%6.96% 85.10%68.27%
±2σ -13.37%13.74% 95.72%95.45%
±3σ -20.15%20.52% 97.66%99.73%
Descriptive Statistics
Mean0.184%
Standard Error0.212%
Median-0.292%
Mode-3.560%
Standard Deviation6.779%
Sample Variance45.949%
Kurtosis15.93
Skewness1.93
Range95.160%
Minimum-36.980%
Maximum58.180%
Count1027
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.505% 485 47.23% 2.127%
Negative -3.689% 541 52.68% -1.943%
Zero 0.000% 1 0.10% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.80. Further, an Excess Kurtosis of 69.07 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -45.11%10.42%0.42%
-45.11% to -33.38%31.27%1.69%
-33.38% to -21.64%10.42%2.12%
-21.64% to -9.91%177.20%9.32%
-9.91% to 1.82%9640.68%50.00%
1.82% to 13.55%10243.22%93.22%
13.55% to 25.29%114.66%97.88%
25.29% to 37.02%31.27%99.15%
37.02% to 48.75%10.42%99.58%
Greater than 48.75%10.42%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -13.82%17.46% 90.25%68.27%
±2σ -29.47%33.11% 97.03%95.45%
±3σ -45.11%48.75% 99.15%99.73%
Descriptive Statistics
Mean1.821%
Standard Error1.018%
Median1.838%
Mode-47.868%
Standard Deviation15.644%
Sample Variance244.723%
Kurtosis69.07
Skewness5.80
Range225.963%
Minimum-47.868%
Maximum178.095%
Count236
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.610% 138 58.48% 5.035%
Negative -7.817% 97 41.10% -3.213%
Zero 0.000% 1 0.42% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 12.93%
12 1 Year 14.74%
36 3 Years 13.70%
60 5 Years 15.17%
120 10 Years 15.82%
240 20 Years 16.68%
600 50 Years 16.68%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.96. Further, an Excess Kurtosis of 39.65 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -67.94%00.00%0.00%
-67.94% to -45.90%00.00%0.00%
-45.90% to -23.86%00.00%0.00%
-23.86% to -1.83%00.00%0.00%
-1.83% to 20.21%18176.37%76.37%
20.21% to 42.24%4318.14%94.51%
42.24% to 64.28%52.11%96.62%
64.28% to 86.31%31.27%97.89%
86.31% to 108.35%10.42%98.31%
Greater than 108.35%41.69%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -9.17%49.59% 95.36%68.27%
±2σ -38.55%78.97% 97.89%95.45%
±3σ -67.94%108.35% 98.31%99.73%
Descriptive Statistics
Mean20.207%
Standard Error1.908%
Median13.626%
Mode10.655%
Standard Deviation29.381%
Sample Variance863.224%
Kurtosis39.65
Skewness5.96
Range257.397%
Minimum3.779%
Maximum261.176%
Count237
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 20.207% 237 100.00% 20.207%
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 2.43. Further, an Excess Kurtosis of 16.33 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -41.49%10.42%0.42%
-41.49% to -31.03%00.00%0.42%
-31.03% to -20.56%62.53%2.95%
-20.56% to -10.10%156.33%9.28%
-10.10% to 0.36%11849.79%59.07%
0.36% to 10.83%7129.96%89.03%
10.83% to 21.29%145.91%94.94%
21.29% to 31.76%72.95%97.89%
31.76% to 42.22%10.42%98.31%
Greater than 42.22%41.69%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -13.59%14.32% 87.76%68.27%
±2σ -27.54%28.27% 97.47%95.45%
±3σ -41.49%42.22% 97.89%99.73%
Descriptive Statistics
Mean0.365%
Standard Error0.906%
Median-1.320%
Mode6.625%
Standard Deviation13.953%
Sample Variance194.675%
Kurtosis16.33
Skewness2.43
Range152.358%
Minimum-64.812%
Maximum87.546%
Count237
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.685% 104 43.88% 4.250%
Negative -6.924% 133 56.12% -3.886%
Zero 0.000% 0 0.00% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.70. Further, an Excess Kurtosis of 5.41 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -54.19%11.27%1.27%
-54.19% to -39.51%11.27%2.53%
-39.51% to -24.82%11.27%3.80%
-24.82% to -10.14%1012.66%16.46%
-10.14% to 4.54%2531.65%48.10%
4.54% to 19.22%2734.18%82.28%
19.22% to 33.90%1012.66%94.94%
33.90% to 48.58%33.80%98.73%
48.58% to 63.26%00.00%98.73%
Greater than 63.26%11.27%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -15.04%24.11% 78.48%68.27%
±2σ -34.61%43.69% 94.94%95.45%
±3σ -54.19%63.26% 97.47%99.73%
Descriptive Statistics
Mean4.537%
Standard Error2.202%
Median5.275%
Mode-54.248%
Standard Deviation19.574%
Sample Variance383.139%
Kurtosis5.41
Skewness0.70
Range147.082%
Minimum-54.248%
Maximum92.834%
Count79
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 14.296% 51 64.56% 9.229%
Negative -13.239% 28 35.44% -4.692%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 28.06%
12 3 Years 25.61%
20 5 Years 26.15%
40 10 Years 28.28%
80 20 Years 29.09%
200 50 Years 29.09%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.00. Further, an Excess Kurtosis of 15.71 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -145.93%00.00%0.00%
-145.93% to -98.88%00.00%0.00%
-98.88% to -51.83%00.00%0.00%
-51.83% to -4.78%00.00%0.00%
-4.78% to 42.27%6581.25%81.25%
42.27% to 89.32%1012.50%93.75%
89.32% to 136.37%11.25%95.00%
136.37% to 183.42%00.00%95.00%
183.42% to 230.47%00.00%95.00%
Greater than 230.47%45.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -20.46%105.01% 95.00%68.27%
±2σ -83.20%167.74% 95.00%95.45%
±3σ -145.93%230.47% 95.00%99.73%
Descriptive Statistics
Mean42.272%
Standard Error7.014%
Median26.356%
Mode9.881%
Standard Deviation62.734%
Sample Variance3935.601%
Kurtosis15.71
Skewness4.00
Range343.910%
Minimum9.881%
Maximum353.791%
Count80
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 42.272% 80 100.00% 42.272%
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 2.64. Further, an Excess Kurtosis of 11.52 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -66.85%00.00%0.00%
-66.85% to -50.12%00.00%0.00%
-50.12% to -33.38%11.25%1.25%
-33.38% to -16.65%1113.75%15.00%
-16.65% to 0.08%3847.50%62.50%
0.08% to 16.82%1923.75%86.25%
16.82% to 33.55%810.00%96.25%
33.55% to 50.28%11.25%97.50%
50.28% to 67.02%00.00%97.50%
Greater than 67.02%22.50%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -22.23%22.39% 85.00%68.27%
±2σ -44.54%44.71% 96.25%95.45%
±3σ -66.85%67.02% 97.50%99.73%
Descriptive Statistics
Mean0.083%
Standard Error2.495%
Median-3.781%
Mode-49.315%
Standard Deviation22.312%
Sample Variance497.807%
Kurtosis11.52
Skewness2.64
Range165.432%
Minimum-49.315%
Maximum116.117%
Count80
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 18.450% 30 37.50% 6.919%
Negative -10.936% 50 62.50% -6.835%
Zero 0.000% 0 0.00% 0.000%