TXRH - Detail Report

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	2.27%	2.07%	2.00%	2.68%	2.24%	2.61%	163.76	171.28	160.12	175.16
Weekly	4.64%	4.81%	4.53%	6.03%	4.94%	5.74%	159.40	175.96	151.72	184.87
Monthly	8.52%	12.03%	8.76%	12.11%	10.29%	11.96%	151.10	185.62	136.33	205.73
Quarterly	15.67%	22.89%	14.95%	19.67%	17.82%	20.71%	140.14	200.14	117.27	239.17
Annual	—	—	—	—	35.63%	41.43%	117.27	239.17	82.12	341.55
Option Time Horizon	—	—	—	—	13.45%	15.64%	146.40	191.58	127.98	219.17

Calculation Notes: Computed at 2026-03-23T16:37 UTC | Reference Contract: Call option expiring 2026-05-15 (52 days) | Spot Price (S): $167.48 | Strike (K): $170.00 (first OTM call ≥ spot) | Observed Mid-Price: $8.1000 (Bid $6.7000 / Ask $9.5000) | Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury) | Dividend Yield (q): 1.59% | Binomial IV (Annual): 35.63% (CRR binomial tree, American, n=20 steps) | BS IV: 35.85% (European Black-Scholes) | Yahoo IV (Annual): 41.43% → period-scaled as σ_period = σ_annual·√h | Price bands: Upper = S·e^+σ√h, Lower = S·e^−σ√h

Historical Dividend Payouts

Ex-Dividend Date	Amount
2026-03-17	$0.7500
2025-12-02	$0.6800
2025-09-02	$0.6800
2025-06-03	$0.6800
2025-03-18	$0.6800
2024-12-10	$0.6100
2024-09-04	$0.6100
2024-06-12	$0.6100
2024-03-12	$0.6100
2023-12-05	$0.5500
2023-09-05	$0.5500
2023-06-06	$0.5500
2023-03-07	$0.5500
2022-12-06	$0.4600
2022-09-06	$0.4600
2022-06-07	$0.4600
2022-03-08	$0.4600
2021-12-07	$0.4000
2021-09-07	$0.4000
2021-05-18	$0.4000
2020-03-10	$0.3600
2019-12-10	$0.3000
2019-09-10	$0.3000
2019-06-11	$0.3000
2019-03-12	$0.3000
2018-12-18	$0.2500
2018-09-11	$0.2500
2018-06-12	$0.2500
2018-03-13	$0.2500
2017-12-12	$0.2100
2017-09-12	$0.2100
2017-06-12	$0.2100
2017-03-13	$0.2100
2016-12-12	$0.1900
2016-09-12	$0.1900
2016-06-13	$0.1900
2016-03-14	$0.1900
2015-12-14	$0.1700
2015-09-14	$0.1700
2015-06-15	$0.1700
2015-03-16	$0.1700
2014-12-15	$0.1500
2014-09-15	$0.1500
2014-06-16	$0.1500
2014-03-17	$0.1500
2013-12-09	$0.1200
2013-09-09	$0.1200
2013-06-10	$0.1200
2013-03-11	$0.1200
2012-12-10	$0.0900
2012-09-10	$0.0900
2012-06-11	$0.0900
2012-03-12	$0.0900
2011-12-12	$0.0800
2011-09-12	$0.0800
2011-06-13	$0.0800
2011-03-14	$0.0800

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.51. Further, an Excess Kurtosis of 8.57 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -6.74%	29	0.54%	0.54%
-6.74% to -5.04%	65	1.20%	1.74%
-5.04% to -3.33%	156	2.89%	4.63%
-3.33% to -1.62%	638	11.82%	16.45%
-1.62% to 0.08%	1898	35.15%	51.60%
0.08% to 1.79%	1743	32.28%	83.89%
1.79% to 3.49%	590	10.93%	94.81%
3.49% to 5.20%	181	3.35%	98.17%
5.20% to 6.91%	55	1.02%	99.19%
Greater than 6.91%	44	0.81%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.19%	2.36%	78.63%	68.27%
±2σ	-4.47%	4.63%	95.22%	95.45%
±3σ	-6.74%	6.91%	98.65%	99.73%

Descriptive Statistics

Mean	0.081%
Standard Error	0.031%
Median	0.006%
Mode	0.000%
Standard Deviation	2.275%
Sample Variance	5.177%
Kurtosis	8.57
Skewness	0.51
Range	36.004%
Minimum	-15.301%
Maximum	20.703%
Count	5399

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.642%	2700	50.01%	0.821%
Negative	-1.514%	2640	48.90%	-0.740%
Zero	0.000%	59	1.09%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	2.73%
20	1 Month	2.65%
60	1 Quarter	2.68%
250	1 Year	2.52%
750	3 Years	2.29%
1,250	5 Years	2.68%
2,500	10 Years	2.86%
5,000	20 Years	3.06%
12,500	50 Years	3.10%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.01. Further, an Excess Kurtosis of 35.64 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -3.18%	0	0.00%	0.00%
-3.18% to -1.63%	0	0.00%	0.00%
-1.63% to -0.08%	0	0.00%	0.00%
-0.08% to 1.47%	743	13.76%	13.76%
1.47% to 3.02%	2722	50.41%	64.17%
3.02% to 4.57%	1181	21.87%	86.04%
4.57% to 6.12%	417	7.72%	93.76%
6.12% to 7.67%	164	3.04%	96.80%
7.67% to 9.22%	82	1.52%	98.31%
Greater than 9.22%	91	1.69%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.96%	5.09%	87.93%	68.27%
±2σ	-1.11%	7.15%	96.00%	95.45%
±3σ	-3.18%	9.22%	98.31%	99.73%

Descriptive Statistics

Mean	3.021%
Standard Error	0.028%
Median	2.479%
Mode	1.542%
Standard Deviation	2.066%
Sample Variance	4.268%
Kurtosis	35.64
Skewness	4.01
Range	37.776%
Minimum	0.594%
Maximum	38.370%
Count	5400

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.021%	5400	100.00%	3.021%
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 0.07. Further, an Excess Kurtosis of 5.21 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -6.02%	35	0.65%	0.65%
-6.02% to -4.51%	66	1.22%	1.87%
-4.51% to -3.01%	195	3.61%	5.48%
-3.01% to -1.51%	650	12.04%	17.52%
-1.51% to -0.00%	1760	32.59%	50.11%
-0.00% to 1.50%	1746	32.33%	82.44%
1.50% to 3.01%	648	12.00%	94.44%
3.01% to 4.51%	201	3.72%	98.17%
4.51% to 6.01%	69	1.28%	99.44%
Greater than 6.01%	30	0.56%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.01%	2.00%	76.96%	68.27%
±2σ	-4.01%	4.01%	94.67%	95.45%
±3σ	-6.02%	6.01%	98.80%	99.73%

Descriptive Statistics

Mean	-0.002%
Standard Error	0.027%
Median	-0.013%
Mode	0.000%
Standard Deviation	2.005%
Sample Variance	4.021%
Kurtosis	5.21
Skewness	0.07
Range	32.771%
Minimum	-15.231%
Maximum	17.540%
Count	5400

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.462%	2635	48.80%	0.713%
Negative	-1.428%	2706	50.11%	-0.716%
Zero	0.000%	59	1.09%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.28. Further, an Excess Kurtosis of 4.71 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -13.55%	8	0.71%	0.71%
-13.55% to -10.07%	8	0.71%	1.43%
-10.07% to -6.59%	40	3.57%	5.00%
-6.59% to -3.11%	138	12.33%	17.34%
-3.11% to 0.37%	380	33.96%	51.30%
0.37% to 3.85%	353	31.55%	82.84%
3.85% to 7.33%	129	11.53%	94.37%
7.33% to 10.80%	36	3.22%	97.59%
10.80% to 14.28%	16	1.43%	99.02%
Greater than 14.28%	11	0.98%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.27%	5.01%	76.59%	68.27%
±2σ	-8.91%	9.64%	94.91%	95.45%
±3σ	-13.55%	14.28%	98.30%	99.73%

Descriptive Statistics

Mean	0.367%
Standard Error	0.139%
Median	0.264%
Mode	-2.224%
Standard Deviation	4.639%
Sample Variance	21.524%
Kurtosis	4.71
Skewness	0.28
Range	57.850%
Minimum	-24.971%
Maximum	32.879%
Count	1119

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.480%	590	52.73%	1.835%
Negative	-3.123%	526	47.01%	-1.468%
Zero	0.000%	3	0.27%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	5.71%
12	1 Quarter	6.48%
52	1 Year	5.87%
156	3 Years	5.20%
260	5 Years	6.03%
520	10 Years	6.45%
1,040	20 Years	6.89%
2,600	50 Years	6.97%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.39. Further, an Excess Kurtosis of 20.94 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -7.21%	0	0.00%	0.00%
-7.21% to -3.60%	0	0.00%	0.00%
-3.60% to 0.00%	0	0.00%	0.00%
0.00% to 3.61%	153	13.66%	13.66%
3.61% to 7.21%	558	49.82%	63.48%
7.21% to 10.82%	251	22.41%	85.89%
10.82% to 14.42%	89	7.95%	93.84%
14.42% to 18.02%	32	2.86%	96.70%
18.02% to 21.63%	17	1.52%	98.21%
Greater than 21.63%	20	1.79%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.41%	12.02%	86.88%	68.27%
±2σ	-2.40%	16.82%	95.98%	95.45%
±3σ	-7.21%	21.63%	98.21%	99.73%

Descriptive Statistics

Mean	7.211%
Standard Error	0.144%
Median	5.893%
Mode	1.828%
Standard Deviation	4.806%
Sample Variance	23.096%
Kurtosis	20.94
Skewness	3.39
Range	55.887%
Minimum	1.807%
Maximum	57.694%
Count	1120

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	7.211%	1120	100.00%	7.211%
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 6.38 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -13.62%	4	0.36%	0.36%
-13.62% to -10.22%	15	1.34%	1.70%
-10.22% to -6.83%	31	2.77%	4.46%
-6.83% to -3.43%	159	14.20%	18.66%
-3.43% to -0.04%	357	31.87%	50.54%
-0.04% to 3.36%	367	32.77%	83.30%
3.36% to 6.75%	126	11.25%	94.55%
6.75% to 10.15%	45	4.02%	98.57%
10.15% to 13.54%	7	0.62%	99.20%
Greater than 13.54%	9	0.80%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.57%	4.49%	76.96%	68.27%
±2σ	-9.09%	9.02%	95.27%	95.45%
±3σ	-13.62%	13.54%	98.84%	99.73%

Descriptive Statistics

Mean	-0.039%
Standard Error	0.135%
Median	-0.079%
Mode	0.000%
Standard Deviation	4.527%
Sample Variance	20.498%
Kurtosis	6.38
Skewness	0.72
Range	55.430%
Minimum	-23.426%
Maximum	32.004%
Count	1120

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.236%	548	48.93%	1.583%
Negative	-3.199%	568	50.71%	-1.622%
Zero	0.000%	4	0.36%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.02. Further, an Excess Kurtosis of 1.36 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -24.06%	1	0.39%	0.39%
-24.06% to -17.67%	5	1.95%	2.33%
-17.67% to -11.27%	11	4.28%	6.61%
-11.27% to -4.88%	41	15.95%	22.57%
-4.88% to 1.51%	59	22.96%	45.53%
1.51% to 7.91%	84	32.68%	78.21%
7.91% to 14.30%	40	15.56%	93.77%
14.30% to 20.69%	15	5.84%	99.61%
20.69% to 27.09%	0	0.00%	99.61%
Greater than 27.09%	1	0.39%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.01%	10.04%	71.21%	68.27%
±2σ	-15.53%	18.56%	95.33%	95.45%
±3σ	-24.06%	27.08%	99.22%	99.73%

Descriptive Statistics

Mean	1.513%
Standard Error	0.532%
Median	2.042%
Mode	-25.984%
Standard Deviation	8.524%
Sample Variance	72.660%
Kurtosis	1.36
Skewness	0.02
Range	64.624%
Minimum	-25.984%
Maximum	38.640%
Count	257

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	6.873%	154	59.92%	4.118%
Negative	-6.565%	102	39.69%	-2.606%
Zero	0.000%	1	0.39%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	13.11%
12	1 Year	11.61%
36	3 Years	10.91%
60	5 Years	12.11%
120	10 Years	13.68%
240	20 Years	14.32%
600	50 Years	14.44%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.69. Further, an Excess Kurtosis of 50.05 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -20.02%	0	0.00%	0.00%
-20.02% to -11.00%	0	0.00%	0.00%
-11.00% to -1.99%	0	0.00%	0.00%
-1.99% to 7.03%	17	6.59%	6.59%
7.03% to 16.05%	146	56.59%	63.18%
16.05% to 25.07%	67	25.97%	89.15%
25.07% to 34.09%	19	7.36%	96.51%
34.09% to 43.11%	4	1.55%	98.06%
43.11% to 52.13%	1	0.39%	98.45%
Greater than 52.13%	4	1.55%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	4.03%	28.08%	92.25%	68.27%
±2σ	-8.00%	40.11%	98.06%	95.45%
±3σ	-20.02%	52.13%	98.45%	99.73%

Descriptive Statistics

Mean	16.054%
Standard Error	0.749%
Median	13.477%
Mode	4.438%
Standard Deviation	12.026%
Sample Variance	144.623%
Kurtosis	50.05
Skewness	5.69
Range	137.192%
Minimum	4.438%
Maximum	141.630%
Count	258

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	16.054%	258	100.00%	16.054%
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 0.76. Further, an Excess Kurtosis of 2.01 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -26.87%	1	0.39%	0.39%
-26.87% to -20.30%	0	0.00%	0.39%
-20.30% to -13.73%	12	4.65%	5.04%
-13.73% to -7.16%	44	17.05%	22.09%
-7.16% to -0.59%	91	35.27%	57.36%
-0.59% to 5.98%	57	22.09%	79.46%
5.98% to 12.55%	35	13.57%	93.02%
12.55% to 19.12%	12	4.65%	97.67%
19.12% to 25.69%	3	1.16%	98.84%
Greater than 25.69%	3	1.16%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.35%	8.17%	74.03%	68.27%
±2σ	-18.11%	16.93%	97.29%	95.45%
±3σ	-26.87%	25.69%	98.45%	99.73%

Descriptive Statistics

Mean	-0.589%
Standard Error	0.545%
Median	-1.954%
Mode	-2.064%
Standard Deviation	8.761%
Sample Variance	76.751%
Kurtosis	2.01
Skewness	0.76
Range	66.708%
Minimum	-28.258%
Maximum	38.450%
Count	258

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	7.355%	108	41.86%	3.079%
Negative	-6.308%	150	58.14%	-3.667%
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 0.51. Further, an Excess Kurtosis of 0.47 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -42.39%	0	0.00%	0.00%
-42.39% to -30.64%	0	0.00%	0.00%
-30.64% to -18.88%	5	5.81%	5.81%
-18.88% to -7.13%	13	15.12%	20.93%
-7.13% to 4.62%	27	31.40%	52.33%
4.62% to 16.37%	24	27.91%	80.23%
16.37% to 28.12%	10	11.63%	91.86%
28.12% to 39.87%	4	4.65%	96.51%
39.87% to 51.62%	3	3.49%	100.00%
Greater than 51.62%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.05%	20.29%	70.93%	68.27%
±2σ	-26.72%	35.95%	94.19%	95.45%
±3σ	-42.39%	51.62%	100.00%	99.73%

Descriptive Statistics

Mean	4.618%
Standard Error	1.690%
Median	2.715%
Mode	-28.344%
Standard Deviation	15.668%
Sample Variance	245.491%
Kurtosis	0.47
Skewness	0.51
Range	77.492%
Minimum	-28.344%
Maximum	49.148%
Count	86

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	13.748%	53	61.63%	8.473%
Negative	-10.045%	33	38.37%	-3.854%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	19.14%
12	3 Years	19.84%
20	5 Years	19.67%
40	10 Years	23.38%
80	20 Years	24.79%
200	50 Years	25.22%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.55. Further, an Excess Kurtosis of 27.49 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -38.62%	0	0.00%	0.00%
-38.62% to -21.45%	0	0.00%	0.00%
-21.45% to -4.28%	0	0.00%	0.00%
-4.28% to 12.89%	2	2.30%	2.30%
12.89% to 30.06%	63	72.41%	74.71%
30.06% to 47.23%	14	16.09%	90.80%
47.23% to 64.39%	5	5.75%	96.55%
64.39% to 81.56%	1	1.15%	97.70%
81.56% to 98.73%	0	0.00%	97.70%
Greater than 98.73%	2	2.30%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	7.17%	52.95%	94.25%	68.27%
±2σ	-15.72%	75.84%	96.55%	95.45%
±3σ	-38.62%	98.73%	97.70%	99.73%

Descriptive Statistics

Mean	30.057%
Standard Error	2.454%
Median	25.291%
Mode	12.157%
Standard Deviation	22.891%
Sample Variance	523.976%
Kurtosis	27.49
Skewness	4.55
Range	176.074%
Minimum	12.157%
Maximum	188.231%
Count	87

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	30.057%	87	100.00%	30.057%
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 0.46. Further, an Excess Kurtosis of 0.47 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -46.62%	0	0.00%	0.00%
-46.62% to -35.40%	0	0.00%	0.00%
-35.40% to -24.18%	6	6.90%	6.90%
-24.18% to -12.97%	11	12.64%	19.54%
-12.97% to -1.75%	27	31.03%	50.57%
-1.75% to 9.46%	26	29.89%	80.46%
9.46% to 20.68%	11	12.64%	93.10%
20.68% to 31.89%	2	2.30%	95.40%
31.89% to 43.11%	4	4.60%	100.00%
Greater than 43.11%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-16.71%	13.20%	72.41%	68.27%
±2σ	-31.66%	28.16%	94.25%	95.45%
±3σ	-46.62%	43.11%	100.00%	99.73%

Descriptive Statistics

Mean	-1.753%
Standard Error	1.603%
Median	-2.173%
Mode	-33.480%
Standard Deviation	14.954%
Sample Variance	223.624%
Kurtosis	0.47
Skewness	0.46
Range	74.608%
Minimum	-33.480%
Maximum	41.128%
Count	87

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	11.923%	36	41.38%	4.934%
Negative	-11.406%	51	58.62%	-6.686%
Zero	0.000%	0	0.00%	0.000%

TXRH Deep Analytical Report