Markets Data Volatility Heatmap Portfolio Calculator

TXN Deep Analytical Report

Texas Instruments Incorporated | Category: Equity Mega Cap | Ann. Div Yield: 2.94% ($5.50) | Last Updated: 2026-03-24 | Data Range: 1972-06-01 → 2026-03-01 (646 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 2.36% 1.93% 2.02% 2.51% 2.61% 2.65% 184.52 194.43 179.76 199.57
Weekly 5.21% 4.87% 5.16% 5.87% 5.75% 5.84% 178.82 200.63 168.82 212.51
Monthly 10.26% 10.22% 10.23% 12.18% 11.98% 12.15% 168.03 213.51 149.07 240.67
Quarterly 17.34% 17.06% 15.81% 21.77% 20.74% 21.05% 153.93 233.07 125.09 286.80
Annual — — — — 41.49% 42.10% 125.09 286.80 82.62 434.26
Option Time Horizon — — — — 15.66% 15.89% 161.96 221.52 138.48 259.07
Calculation Notes: Computed at 2026-03-23T16:32 UTC  |  Reference Contract: Call option expiring 2026-05-15 (52 days)  |  Spot Price (S): $189.41  |  Strike (K): $190.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $11.5000 (Bid $11.0500 / Ask $11.9500)  |  Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.94%  |  Binomial IV (Annual): 41.49% (CRR binomial tree, American, n=20 steps)  |  BS IV: 41.15% (European Black-Scholes)  |  Yahoo IV (Annual): 42.10% → 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
2026-01-30 $1.4200
2025-10-31 $1.4200
2025-07-31 $1.3600
2025-04-30 $1.3600
2025-01-31 $1.3600
2024-10-31 $1.3600
2024-07-31 $1.3000
2024-05-07 $1.3000
2024-01-30 $1.3000
2023-10-30 $1.3000
2023-07-28 $1.2400
2023-05-05 $1.2400
2023-01-30 $1.2400
2022-10-28 $1.2400
2022-07-29 $1.1500
2022-05-06 $1.1500
2022-01-28 $1.1500
2021-10-29 $1.1500
2021-07-23 $1.0200
2021-04-30 $1.0200
2021-01-29 $1.0200
2020-10-29 $1.0200
2020-07-30 $0.9000
2020-05-01 $0.9000
2020-01-30 $0.9000
2019-10-30 $0.9000
2019-07-30 $0.7700
2019-05-03 $0.7700
2019-01-30 $0.7700
2018-10-30 $0.7700
2018-07-30 $0.6200
2018-05-04 $0.6200
2018-01-30 $0.6200
2017-10-30 $0.6200
2017-07-27 $0.5000
2017-04-27 $0.5000
2017-01-27 $0.5000
2016-11-03 $0.5000
2016-07-28 $0.3800
2016-04-28 $0.3800
2016-01-28 $0.3800
2015-10-28 $0.3800
2015-07-29 $0.3400
2015-04-28 $0.3400
2015-01-28 $0.3400
2014-10-29 $0.3400
2014-07-29 $0.3000
2014-04-28 $0.3000
2014-01-29 $0.3000
2013-10-29 $0.3000
2013-07-29 $0.2800
2013-04-26 $0.2800
2013-01-29 $0.2100
2012-10-31 $0.2100
2012-07-27 $0.1700
2012-04-26 $0.1700
2012-01-27 $0.1700
2011-10-27 $0.1700
2011-07-28 $0.1300
2011-04-28 $0.1300
2011-01-27 $0.1300
2010-10-28 $0.1300
2010-07-28 $0.1200
2010-04-28 $0.1200
2010-01-28 $0.1200
2009-10-28 $0.1200
2009-07-29 $0.1100
2009-04-28 $0.1100
2009-01-28 $0.1100
2008-10-29 $0.1100
2008-07-29 $0.1000
2008-04-28 $0.1000
2008-01-29 $0.1000
2007-10-29 $0.1000
2007-07-27 $0.0800
2007-04-26 $0.0800
2007-01-29 $0.0400
2006-10-27 $0.0400
2006-07-27 $0.0300
2006-04-27 $0.0300
2006-01-27 $0.0300
2005-10-27 $0.0300
2005-07-28 $0.0250
2005-04-28 $0.0250
2005-01-27 $0.0250
2004-10-28 $0.0250
2004-07-28 $0.0230
2004-04-28 $0.0210
2004-01-28 $0.0210
2003-10-29 $0.0210
2003-07-29 $0.0210
2003-04-28 $0.0230
2003-01-29 $0.0210
2002-10-29 $0.0210
2002-07-29 $0.0210
2002-04-26 $0.0230
2002-01-29 $0.0220
2001-10-29 $0.0210
2001-07-27 $0.0230
2001-04-26 $0.0210
2001-01-29 $0.0210
2000-10-27 $0.0210
2000-07-27 $0.0210
2000-04-27 $0.0215
2000-01-27 $0.0215
1999-10-28 $0.0215
1999-07-28 $0.0213
1999-04-29 $0.0213
1999-01-28 $0.0213
1998-10-28 $0.0213
1998-07-29 $0.0213
1998-04-28 $0.0213
1997-12-29 $0.0213
1997-09-26 $0.0213
1997-06-26 $0.0213
1997-03-26 $0.0213
1996-12-27 $0.0213
1996-09-26 $0.0213
1996-07-01 $0.0213
1996-04-01 $0.0213
1995-12-27 $0.0213
1995-10-02 $0.0213
1995-06-26 $0.0213
1995-03-30 $0.0156
1994-12-21 $0.0156
1994-09-29 $0.0156
1994-06-23 $0.0156
1994-03-30 $0.0112
1993-12-22 $0.0112
1993-09-23 $0.0112
1993-06-24 $0.0112
1993-03-25 $0.0112
1992-12-21 $0.0112
1992-09-25 $0.0112
1992-06-25 $0.0112
1992-03-26 $0.0112
1991-12-23 $0.0112
1991-09-27 $0.0112
1991-06-27 $0.0112
1991-03-20 $0.0112
1990-12-24 $0.0112
1990-09-26 $0.0112
1990-06-20 $0.0112
1990-03-21 $0.0112
1989-12-22 $0.0112
1989-09-20 $0.0112
1989-06-26 $0.0112
1989-03-22 $0.0112
1988-12-22 $0.0112
1988-09-21 $0.0112
1988-06-24 $0.0112
1988-03-23 $0.0112
1987-12-24 $0.0112
1987-09-23 $0.0112
1987-06-24 $0.0112
1987-03-25 $0.0104
1986-12-24 $0.0104
1986-10-01 $0.0104
1986-07-02 $0.0104
1986-04-02 $0.0104
1985-12-24 $0.0104
1985-10-01 $0.0104
1985-06-25 $0.0104
1985-03-26 $0.0104
1984-12-26 $0.0104
1984-10-02 $0.0104
1984-06-19 $0.0104
1984-03-27 $0.0104
1983-12-27 $0.0104
1983-09-27 $0.0104
1983-06-28 $0.0104
1983-03-29 $0.0104
1982-12-28 $0.0104
1982-09-28 $0.0104
1982-06-22 $0.0104
1982-03-30 $0.0104
1981-12-28 $0.0104
1981-09-29 $0.0104
1981-06-26 $0.0104
1981-03-24 $0.0104
1980-12-26 $0.0104
1980-09-30 $0.0104
1980-07-01 $0.0104
1980-03-25 $0.0104
1979-12-27 $0.0104
1979-10-02 $0.0104
1979-06-26 $0.0104
1979-03-27 $0.0104
1978-12-27 $0.0104
1978-10-03 $0.0088
1978-06-27 $0.0088
1978-03-31 $0.0088
1977-12-27 $0.0088
1977-09-30 $0.0069
1977-06-28 $0.0069
1977-03-29 $0.0069
1976-12-28 $0.0069
1976-09-29 $0.0052
1976-06-28 $0.0052
1976-03-30 $0.0052
1975-12-29 $0.0052
1975-10-03 $0.0052
1975-06-30 $0.0052
1975-04-01 $0.0052
1974-12-30 $0.0052
1974-10-01 $0.0052
1974-07-01 $0.0052
1974-04-02 $0.0052
1973-12-31 $0.0035
1973-10-02 $0.0035
1973-07-02 $0.0029
1973-04-03 $0.0029
1973-01-02 $0.0022
1972-10-03 $0.0022
1972-07-03 $0.0022
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.16. Further, an Excess Kurtosis of 7.19 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -7.02%900.66%0.66%
-7.02% to -5.25%1260.93%1.59%
-5.25% to -3.48%4553.36%4.95%
-3.48% to -1.70%165212.19%17.14%
-1.70% to 0.07%472734.87%52.01%
0.07% to 1.84%425531.39%83.40%
1.84% to 3.62%148210.93%94.33%
3.62% to 5.39%4893.61%97.94%
5.39% to 7.16%1621.20%99.14%
Greater than 7.16%1170.86%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.29%2.43% 77.03%68.27%
±2σ -4.66%4.80% 94.81%95.45%
±3σ -7.02%7.16% 98.47%99.73%
Descriptive Statistics
Mean0.069%
Standard Error0.020%
Median0.000%
Mode0.000%
Standard Deviation2.364%
Sample Variance5.587%
Kurtosis7.19
Skewness0.16
Range51.206%
Minimum-27.138%
Maximum24.068%
Count13555
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.766% 6620 48.84% 0.862%
Negative -1.681% 6395 47.18% -0.793%
Zero 0.000% 540 3.98% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 2.74%
20 1 Month 3.04%
60 1 Quarter 3.01%
250 1 Year 3.02%
750 3 Years 2.53%
1,250 5 Years 2.51%
2,500 10 Years 2.38%
5,000 20 Years 2.48%
12,500 50 Years 2.98%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.09. Further, an Excess Kurtosis of 24.34 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -2.98%00.00%0.00%
-2.98% to -1.54%00.00%0.00%
-1.54% to -0.09%00.00%0.00%
-0.09% to 1.35%234317.28%17.28%
1.35% to 2.80%624246.05%63.33%
2.80% to 4.24%289321.34%84.67%
4.24% to 5.68%11388.39%93.07%
5.68% to 7.13%4753.50%96.57%
7.13% to 8.57%2261.67%98.24%
Greater than 8.57%2391.76%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.87%4.72% 84.06%68.27%
±2σ -1.06%6.65% 95.60%95.45%
±3σ -2.98%8.57% 98.24%99.73%
Descriptive Statistics
Mean2.796%
Standard Error0.017%
Median2.292%
Mode1.637%
Standard Deviation1.926%
Sample Variance3.709%
Kurtosis24.34
Skewness3.09
Range41.450%
Minimum0.217%
Maximum41.667%
Count13556
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.796% 13556 100.00% 2.796%
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 0.60. Further, an Excess Kurtosis of 13.88 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.04%830.61%0.61%
-6.04% to -4.53%1591.17%1.79%
-4.53% to -3.02%5043.72%5.50%
-3.02% to -1.50%156611.55%17.06%
-1.50% to 0.01%483535.67%52.72%
0.01% to 1.52%407930.09%82.81%
1.52% to 3.04%157211.60%94.41%
3.04% to 4.55%5183.82%98.23%
4.55% to 6.07%1421.05%99.28%
Greater than 6.07%980.72%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.01%2.03% 76.97%68.27%
±2σ -4.02%4.05% 94.88%95.45%
±3σ -6.04%6.07% 98.66%99.73%
Descriptive Statistics
Mean0.012%
Standard Error0.017%
Median0.000%
Mode0.000%
Standard Deviation2.018%
Sample Variance4.072%
Kurtosis13.88
Skewness0.60
Range53.130%
Minimum-14.354%
Maximum38.776%
Count13556
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.506% 6420 47.36% 0.713%
Negative -1.463% 6495 47.91% -0.701%
Zero 0.000% 641 4.73% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.15. Further, an Excess Kurtosis of 3.95 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -15.29%160.57%0.57%
-15.29% to -11.38%240.86%1.43%
-11.38% to -7.47%1083.85%5.27%
-7.47% to -3.57%37413.32%18.60%
-3.57% to 0.34%90232.13%50.73%
0.34% to 4.24%85530.46%81.19%
4.24% to 8.15%36613.04%94.23%
8.15% to 12.05%1053.74%97.97%
12.05% to 15.96%401.43%99.39%
Greater than 15.96%170.61%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.87%5.54% 74.53%68.27%
±2σ -10.08%10.75% 94.98%95.45%
±3σ -15.29%15.96% 98.82%99.73%
Descriptive Statistics
Mean0.335%
Standard Error0.098%
Median0.268%
Mode0.000%
Standard Deviation5.207%
Sample Variance27.114%
Kurtosis3.95
Skewness0.15
Range71.436%
Minimum-34.884%
Maximum36.552%
Count2807
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.001% 1448 51.59% 2.064%
Negative -3.698% 1312 46.74% -1.728%
Zero 0.000% 47 1.67% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 7.32%
12 1 Quarter 7.32%
52 1 Year 7.34%
156 3 Years 5.99%
260 5 Years 5.87%
520 10 Years 5.50%
1,040 20 Years 5.61%
2,600 50 Years 7.16%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.76. Further, an Excess Kurtosis of 14.32 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -7.22%00.00%0.00%
-7.22% to -3.57%00.00%0.00%
-3.57% to 0.08%00.00%0.00%
0.08% to 3.73%49017.45%17.45%
3.73% to 7.38%129145.98%63.43%
7.38% to 11.04%60621.58%85.01%
11.04% to 14.69%2288.12%93.13%
14.69% to 18.34%933.31%96.44%
18.34% to 21.99%451.60%98.04%
Greater than 21.99%551.96%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 2.52%12.25% 84.01%68.27%
±2σ -2.35%17.12% 95.66%95.45%
±3σ -7.22%21.99% 98.04%99.73%
Descriptive Statistics
Mean7.385%
Standard Error0.092%
Median6.157%
Mode5.882%
Standard Deviation4.868%
Sample Variance23.696%
Kurtosis14.32
Skewness2.76
Range57.775%
Minimum1.079%
Maximum58.854%
Count2808
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.385% 2808 100.00% 7.385%
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 1.04. Further, an Excess Kurtosis of 9.07 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -15.44%100.36%0.36%
-15.44% to -11.57%291.03%1.39%
-11.57% to -7.70%1043.70%5.09%
-7.70% to -3.84%37513.35%18.45%
-3.84% to 0.03%96534.37%52.81%
0.03% to 3.90%84330.02%82.83%
3.90% to 7.77%32411.54%94.37%
7.77% to 11.63%1043.70%98.08%
11.63% to 15.50%301.07%99.15%
Greater than 15.50%240.85%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.12%5.19% 75.78%68.27%
±2σ -10.28%10.35% 95.23%95.45%
±3σ -15.44%15.50% 98.79%99.73%
Descriptive Statistics
Mean0.032%
Standard Error0.097%
Median-0.142%
Mode0.000%
Standard Deviation5.157%
Sample Variance26.596%
Kurtosis9.07
Skewness1.04
Range78.945%
Minimum-23.333%
Maximum55.612%
Count2808
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.905% 1329 47.33% 1.848%
Negative -3.572% 1428 50.85% -1.817%
Zero 0.000% 51 1.82% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.33. Further, an Excess Kurtosis of 1.58 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -29.39%20.31%0.31%
-29.39% to -21.69%71.09%1.40%
-21.69% to -14.00%233.57%4.96%
-14.00% to -6.31%10416.12%21.09%
-6.31% to 1.39%20131.16%52.25%
1.39% to 9.08%18027.91%80.16%
9.08% to 16.77%8813.64%93.80%
16.77% to 24.46%264.03%97.83%
24.46% to 32.16%101.55%99.38%
Greater than 32.16%40.62%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -8.87%11.64% 72.71%68.27%
±2σ -19.13%21.90% 94.73%95.45%
±3σ -29.39%32.16% 99.07%99.73%
Descriptive Statistics
Mean1.386%
Standard Error0.404%
Median0.920%
Mode0.000%
Standard Deviation10.257%
Sample Variance105.213%
Kurtosis1.58
Skewness0.33
Range89.126%
Minimum-34.950%
Maximum54.176%
Count645
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.411% 353 54.73% 4.603%
Negative -7.205% 288 44.65% -3.217%
Zero 0.000% 4 0.62% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 17.11%
12 1 Year 16.36%
36 3 Years 12.77%
60 5 Years 12.18%
120 10 Years 11.54%
240 20 Years 11.55%
600 50 Years 15.38%
High-to-Low 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 18.76 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -13.71%00.00%0.00%
-13.71% to -6.04%00.00%0.00%
-6.04% to 1.62%00.00%0.00%
1.62% to 9.29%12719.66%19.66%
9.29% to 16.95%27342.26%61.92%
16.95% to 24.62%14322.14%84.06%
24.62% to 32.28%588.98%93.03%
32.28% to 39.95%264.02%97.06%
39.95% to 47.62%121.86%98.92%
Greater than 47.62%71.08%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 6.73%27.17% 82.35%68.27%
±2σ -3.49%37.39% 95.51%95.45%
±3σ -13.71%47.62% 98.92%99.73%
Descriptive Statistics
Mean16.953%
Standard Error0.402%
Median14.395%
Mode7.091%
Standard Deviation10.221%
Sample Variance104.465%
Kurtosis18.76
Skewness2.89
Range117.858%
Minimum3.521%
Maximum121.379%
Count646
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 16.953% 646 100.00% 16.953%
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 0.72. Further, an Excess Kurtosis of 2.69 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -30.81%10.15%0.15%
-30.81% to -23.14%60.93%1.08%
-23.14% to -15.47%274.18%5.26%
-15.47% to -7.80%9414.55%19.81%
-7.80% to -0.13%21633.44%53.25%
-0.13% to 7.54%18027.86%81.11%
7.54% to 15.21%7912.23%93.34%
15.21% to 22.88%294.49%97.83%
22.88% to 30.55%81.24%99.07%
Greater than 30.55%60.93%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -10.36%10.10% 73.53%68.27%
±2σ -20.58%20.32% 95.98%95.45%
±3σ -30.81%30.55% 98.92%99.73%
Descriptive Statistics
Mean-0.130%
Standard Error0.402%
Median-0.802%
Mode0.000%
Standard Deviation10.227%
Sample Variance104.583%
Kurtosis2.69
Skewness0.72
Range90.998%
Minimum-35.214%
Maximum55.784%
Count646
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.229% 295 45.67% 3.758%
Negative -7.280% 345 53.41% -3.888%
Zero 0.000% 6 0.93% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.80. Further, an Excess Kurtosis of 1.19 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -48.03%00.00%0.00%
-48.03% to -35.03%00.00%0.00%
-35.03% to -22.02%94.19%4.19%
-22.02% to -9.01%4119.07%23.26%
-9.01% to 4.00%6630.70%53.95%
4.00% to 17.00%6228.84%82.79%
17.00% to 30.01%2310.70%93.49%
30.01% to 43.02%52.33%95.81%
43.02% to 56.02%73.26%99.07%
Greater than 56.02%20.93%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -13.35%21.34% 73.02%68.27%
±2σ -30.69%38.68% 94.42%95.45%
±3σ -48.03%56.02% 99.07%99.73%
Descriptive Statistics
Mean3.996%
Standard Error1.183%
Median2.993%
Mode-32.083%
Standard Deviation17.343%
Sample Variance300.776%
Kurtosis1.19
Skewness0.80
Range95.372%
Minimum-32.083%
Maximum63.289%
Count215
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 14.661% 127 59.07% 8.660%
Negative -11.395% 88 40.93% -4.664%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 33.08%
12 3 Years 25.54%
20 5 Years 21.77%
40 10 Years 20.99%
80 20 Years 20.54%
200 50 Years 27.04%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.90. Further, an Excess Kurtosis of 5.28 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -19.78%00.00%0.00%
-19.78% to -6.99%00.00%0.00%
-6.99% to 5.81%00.00%0.00%
5.81% to 18.60%3918.06%18.06%
18.60% to 31.40%9543.98%62.04%
31.40% to 44.19%4822.22%84.26%
44.19% to 56.99%188.33%92.59%
56.99% to 69.78%73.24%95.83%
69.78% to 82.58%52.31%98.15%
Greater than 82.58%41.85%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 14.34%48.46% 78.70%68.27%
±2σ -2.72%65.52% 94.91%95.45%
±3σ -19.78%82.58% 98.15%99.73%
Descriptive Statistics
Mean31.399%
Standard Error1.161%
Median27.238%
Mode8.628%
Standard Deviation17.060%
Sample Variance291.044%
Kurtosis5.28
Skewness1.90
Range112.751%
Minimum8.628%
Maximum121.379%
Count216
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 31.399% 216 100.00% 31.399%
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 0.28. Further, an Excess Kurtosis of 0.28 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -48.31%00.00%0.00%
-48.31% to -36.46%10.46%0.46%
-36.46% to -24.60%125.56%6.02%
-24.60% to -12.74%2812.96%18.98%
-12.74% to -0.89%7635.19%54.17%
-0.89% to 10.97%5324.54%78.70%
10.97% to 22.82%2812.96%91.67%
22.82% to 34.68%146.48%98.15%
34.68% to 46.54%31.39%99.54%
Greater than 46.54%10.46%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -16.70%14.92% 71.76%68.27%
±2σ -32.51%30.73% 93.52%95.45%
±3σ -48.31%46.54% 99.54%99.73%
Descriptive Statistics
Mean-0.888%
Standard Error1.076%
Median-2.413%
Mode0.000%
Standard Deviation15.809%
Sample Variance249.919%
Kurtosis0.28
Skewness0.28
Range85.766%
Minimum-38.596%
Maximum47.170%
Count216
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 13.940% 89 41.20% 5.744%
Negative -11.647% 123 56.94% -6.632%
Zero 0.000% 4 1.85% 0.000%