Markets Data Volatility Heatmap Portfolio Calculator

TXN Deep Analytical Report

Texas Instruments Incorporated | Category: Equity Mega Cap | Ann. Div Yield: 2.52% ($5.50) | Last Updated: 2026-02-22 | Data Range: 1972-06-01 → 2026-02-01 (645 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% 2.52% 2.19% 2.24% 214.96 224.60 210.30 229.59
Weekly 5.21% 4.87% 5.16% 5.87% 4.83% 4.93% 209.37 230.60 199.50 242.01
Monthly 10.26% 10.23% 10.23% 12.19% 10.05% 10.25% 198.71 242.97 179.71 268.67
Quarterly 17.31% 17.13% 15.78% 21.07% 17.41% 17.76% 184.61 261.53 155.11 311.28
Annual — — — — 34.83% 35.52% 155.11 311.28 109.49 440.96
Option Time Horizon — — — — 13.40% 13.66% 192.18 251.23 168.09 287.24
Calculation Notes: Computed at 2026-02-22T14:17 UTC  |  Reference Contract: Call option expiring 2026-04-17 (54 days)  |  Spot Price (S): $219.73  |  Strike (K): $220.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $11.6250 (Bid $11.3000 / Ask $11.9500)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.52%  |  Binomial IV (Annual): 34.83% (CRR binomial tree, American, n=20 steps)  |  BS IV: 34.46% (European Black-Scholes)  |  Yahoo IV (Annual): 35.52% → 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%1.60%
-5.25% to -3.48%4543.35%4.95%
-3.48% to -1.70%165012.19%17.14%
-1.70% to 0.07%472434.90%52.05%
0.07% to 1.84%424331.35%83.40%
1.84% to 3.62%147910.93%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%2.44% 76.98%68.27%
±2σ -4.66%4.80% 94.79%95.45%
±3σ -7.02%7.16% 98.47%99.73%
Descriptive Statistics
Mean0.071%
Standard Error0.020%
Median0.000%
Mode0.000%
Standard Deviation2.364%
Sample Variance5.590%
Kurtosis7.19
Skewness0.16
Range51.206%
Minimum-27.138%
Maximum24.068%
Count13534
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.767% 6611 48.85% 0.863%
Negative -1.681% 6383 47.16% -0.793%
Zero 0.000% 540 3.99% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 2.60%
20 1 Month 3.36%
60 1 Quarter 2.86%
250 1 Year 3.01%
750 3 Years 2.51%
1,250 5 Years 2.52%
2,500 10 Years 2.36%
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 24.32 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 -0.10%00.00%0.00%
-0.10% to 1.35%233317.24%17.24%
1.35% to 2.80%623746.08%63.32%
2.80% to 4.24%289021.35%84.67%
4.24% to 5.69%11388.41%93.08%
5.69% to 7.13%4733.49%96.57%
7.13% to 8.58%2251.66%98.23%
Greater than 8.58%2391.77%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.87%4.72% 84.07%68.27%
±2σ -1.06%6.65% 95.60%95.45%
±3σ -2.99%8.58% 98.23%99.73%
Descriptive Statistics
Mean2.796%
Standard Error0.017%
Median2.292%
Mode1.637%
Standard Deviation1.927%
Sample Variance3.712%
Kurtosis24.32
Skewness3.09
Range41.450%
Minimum0.217%
Maximum41.667%
Count13535
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.796% 13535 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 13.87 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.05%830.61%0.61%
-6.05% to -4.53%1591.17%1.79%
-4.53% to -3.02%5003.69%5.48%
-3.02% to -1.50%156411.56%17.04%
-1.50% to 0.01%483335.71%52.74%
0.01% to 1.52%407130.08%82.82%
1.52% to 3.04%156811.58%94.41%
3.04% to 4.55%5173.82%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% 76.95%68.27%
±2σ -4.03%4.05% 94.89%95.45%
±3σ -6.05%6.07% 98.66%99.73%
Descriptive Statistics
Mean0.011%
Standard Error0.017%
Median0.000%
Mode0.000%
Standard Deviation2.019%
Sample Variance4.075%
Kurtosis13.87
Skewness0.60
Range53.130%
Minimum-14.354%
Maximum38.776%
Count13535
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.506% 6406 47.33% 0.713%
Negative -1.464% 6488 47.94% -0.702%
Zero 0.000% 641 4.74% 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 -15.28%160.57%0.57%
-15.28% to -11.38%240.86%1.43%
-11.38% to -7.47%1093.89%5.32%
-7.47% to -3.56%37213.27%18.59%
-3.56% to 0.34%90032.11%50.70%
0.34% to 4.25%85430.47%81.16%
4.25% to 8.15%36613.06%94.22%
8.15% to 12.06%1053.75%97.97%
12.06% 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%5.55% 74.53%68.27%
±2σ -10.08%10.76% 95.04%95.45%
±3σ -15.28%15.96% 98.82%99.73%
Descriptive Statistics
Mean0.341%
Standard Error0.098%
Median0.271%
Mode0.000%
Standard Deviation5.208%
Sample Variance27.125%
Kurtosis3.95
Skewness0.15
Range71.436%
Minimum-34.884%
Maximum36.552%
Count2803
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.001% 1448 51.66% 2.067%
Negative -3.699% 1308 46.66% -1.726%
Zero 0.000% 47 1.68% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 8.39%
12 1 Quarter 6.60%
52 1 Year 7.32%
156 3 Years 5.91%
260 5 Years 5.87%
520 10 Years 5.47%
1,040 20 Years 5.61%
2,600 50 Years 7.15%
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 14.30 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -7.23%00.00%0.00%
-7.23% to -3.58%00.00%0.00%
-3.58% to 0.08%00.00%0.00%
0.08% to 3.73%48917.44%17.44%
3.73% to 7.38%129046.01%63.45%
7.38% to 11.04%60421.54%84.99%
11.04% to 14.69%2288.13%93.12%
14.69% to 18.34%933.32%96.43%
18.34% to 22.00%451.60%98.04%
Greater than 22.00%551.96%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 2.51%12.26% 84.06%68.27%
±2σ -2.36%17.13% 95.65%95.45%
±3σ -7.23%22.00% 98.04%99.73%
Descriptive Statistics
Mean7.385%
Standard Error0.092%
Median6.147%
Mode5.882%
Standard Deviation4.871%
Sample Variance23.727%
Kurtosis14.30
Skewness2.76
Range57.775%
Minimum1.079%
Maximum58.854%
Count2804
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.385% 2804 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 -15.45%100.36%0.36%
-15.45% to -11.58%291.03%1.39%
-11.58% to -7.71%1033.67%5.06%
-7.71% to -3.84%37213.27%18.33%
-3.84% to 0.03%96834.52%52.85%
0.03% to 3.90%84129.99%82.85%
3.90% to 7.77%32311.52%94.37%
7.77% to 11.63%1043.71%98.07%
11.63% to 15.50%301.07%99.14%
Greater than 15.50%240.86%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.13%5.19% 75.78%68.27%
±2σ -10.29%10.34% 95.22%95.45%
±3σ -15.45%15.50% 98.79%99.73%
Descriptive Statistics
Mean0.027%
Standard Error0.097%
Median-0.154%
Mode0.000%
Standard Deviation5.159%
Sample Variance26.613%
Kurtosis9.07
Skewness1.04
Range78.945%
Minimum-23.333%
Maximum55.612%
Count2804
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.907% 1325 47.25% 1.846%
Negative -3.572% 1428 50.93% -1.819%
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 1.59 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -29.36%20.31%0.31%
-29.36% to -21.66%71.09%1.40%
-21.66% to -13.97%243.73%5.12%
-13.97% to -6.28%10215.84%20.96%
-6.28% to 1.41%20031.06%52.02%
1.41% to 9.10%18228.26%80.28%
9.10% to 16.79%8713.51%93.79%
16.79% to 24.48%264.04%97.83%
24.48% to 32.17%101.55%99.38%
Greater than 32.17%40.62%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -8.85%11.67% 72.83%68.27%
±2σ -19.10%21.92% 94.72%95.45%
±3σ -29.36%32.17% 99.07%99.73%
Descriptive Statistics
Mean1.410%
Standard Error0.404%
Median0.936%
Mode0.000%
Standard Deviation10.255%
Sample Variance105.155%
Kurtosis1.59
Skewness0.33
Range89.126%
Minimum-34.950%
Maximum54.176%
Count644
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.393% 354 54.97% 4.614%
Negative -7.214% 286 44.41% -3.204%
Zero 0.000% 4 0.62% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 15.43%
12 1 Year 16.21%
36 3 Years 12.59%
60 5 Years 12.19%
120 10 Years 11.49%
240 20 Years 11.53%
600 50 Years 15.37%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.88. Further, an Excess Kurtosis of 18.70 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -13.74%00.00%0.00%
-13.74% to -6.07%00.00%0.00%
-6.07% to 1.60%00.00%0.00%
1.60% to 9.28%12819.84%19.84%
9.28% to 16.95%27142.02%61.86%
16.95% to 24.63%14322.17%84.03%
24.63% to 32.30%588.99%93.02%
32.30% to 39.97%264.03%97.05%
39.97% to 47.65%121.86%98.91%
Greater than 47.65%71.09%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 6.72%27.18% 82.33%68.27%
±2σ -3.51%37.42% 95.50%95.45%
±3σ -13.74%47.65% 98.91%99.73%
Descriptive Statistics
Mean16.952%
Standard Error0.403%
Median14.419%
Mode7.091%
Standard Deviation10.232%
Sample Variance104.697%
Kurtosis18.70
Skewness2.88
Range117.858%
Minimum3.521%
Maximum121.379%
Count645
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 16.952% 645 100.00% 16.952%
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 0.73. Further, an Excess Kurtosis of 2.71 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -30.83%10.16%0.16%
-30.83% to -23.16%60.93%1.09%
-23.16% to -15.49%274.19%5.27%
-15.49% to -7.82%9414.57%19.84%
-7.82% to -0.15%21733.64%53.49%
-0.15% to 7.52%17927.75%81.24%
7.52% to 15.19%7812.09%93.33%
15.19% to 22.86%294.50%97.83%
22.86% to 30.53%81.24%99.07%
Greater than 30.53%60.93%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -10.38%10.07% 73.80%68.27%
±2σ -20.60%20.30% 95.97%95.45%
±3σ -30.83%30.53% 98.91%99.73%
Descriptive Statistics
Mean-0.152%
Standard Error0.403%
Median-0.849%
Mode0.000%
Standard Deviation10.226%
Sample Variance104.561%
Kurtosis2.71
Skewness0.73
Range90.998%
Minimum-35.214%
Maximum55.784%
Count645
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.243% 293 45.43% 3.744%
Negative -7.264% 346 53.64% -3.897%
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 1.21 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -47.87%00.00%0.00%
-47.87% to -34.89%00.00%0.00%
-34.89% to -21.91%104.65%4.65%
-21.91% to -8.92%3918.14%22.79%
-8.92% to 4.06%6831.63%54.42%
4.06% to 17.04%6228.84%83.26%
17.04% to 30.03%2210.23%93.49%
30.03% to 43.01%52.33%95.81%
43.01% to 55.99%73.26%99.07%
Greater than 55.99%20.93%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -13.25%21.37% 73.02%68.27%
±2σ -30.56%38.68% 94.42%95.45%
±3σ -47.87%55.99% 99.07%99.73%
Descriptive Statistics
Mean4.059%
Standard Error1.181%
Median2.993%
Mode-32.083%
Standard Deviation17.311%
Sample Variance299.654%
Kurtosis1.21
Skewness0.80
Range95.372%
Minimum-32.083%
Maximum63.289%
Count215
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 14.561% 128 59.53% 8.669%
Negative -11.392% 87 40.47% -4.610%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 29.61%
12 3 Years 24.38%
20 5 Years 21.07%
40 10 Years 20.64%
80 20 Years 20.37%
200 50 Years 26.97%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.88. Further, an Excess Kurtosis of 5.19 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -20.07%00.00%0.00%
-20.07% to -7.23%00.00%0.00%
-7.23% to 5.62%00.00%0.00%
5.62% to 18.47%3918.06%18.06%
18.47% to 31.32%9543.98%62.04%
31.32% to 44.17%4822.22%84.26%
44.17% to 57.02%188.33%92.59%
57.02% to 69.86%73.24%95.83%
69.86% to 82.71%52.31%98.15%
Greater than 82.71%41.85%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 14.19%48.45% 78.24%68.27%
±2σ -2.94%65.58% 94.91%95.45%
±3σ -20.07%82.71% 98.15%99.73%
Descriptive Statistics
Mean31.319%
Standard Error1.166%
Median27.238%
Mode7.671%
Standard Deviation17.131%
Sample Variance293.472%
Kurtosis5.19
Skewness1.88
Range113.708%
Minimum7.671%
Maximum121.379%
Count216
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 31.319% 216 100.00% 31.319%
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 0.29. Further, an Excess Kurtosis of 0.30 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -48.30%00.00%0.00%
-48.30% to -36.46%10.46%0.46%
-36.46% to -24.63%125.56%6.02%
-24.63% to -12.79%2812.96%18.98%
-12.79% to -0.96%7735.65%54.63%
-0.96% to 10.88%5123.61%78.24%
10.88% to 22.71%2913.43%91.67%
22.71% to 34.55%146.48%98.15%
34.55% to 46.38%31.39%99.54%
Greater than 46.38%10.46%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -16.74%14.82% 71.76%68.27%
±2σ -32.52%30.60% 93.52%95.45%
±3σ -48.30%46.38% 99.54%99.73%
Descriptive Statistics
Mean-0.958%
Standard Error1.074%
Median-2.413%
Mode0.000%
Standard Deviation15.780%
Sample Variance249.012%
Kurtosis0.30
Skewness0.29
Range85.766%
Minimum-38.596%
Maximum47.170%
Count216
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 13.950% 88 40.74% 5.683%
Negative -11.569% 124 57.41% -6.641%
Zero 0.000% 4 1.85% 0.000%