Markets Data Volatility Heatmap Portfolio Calculator

UNH Deep Analytical Report

UnitedHealth Group Incorporated | Category: Equity Mega Cap | Ann. Div Yield: 3.17% ($8.73) | Last Updated: 2026-03-24 | Data Range: 1984-10-01 → 2026-03-01 (498 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 2.51% 2.28% 2.17% 2.34% 3.12% 3.08% 261.15 277.99 253.12 286.81
Weekly 5.50% 5.67% 5.54% 5.63% 6.88% 6.77% 251.53 288.62 234.81 309.17
Monthly 10.17% 12.87% 10.62% 12.29% 14.32% 14.09% 233.50 310.92 202.35 358.78
Quarterly 17.51% 22.56% 17.33% 21.02% 24.80% 24.41% 210.26 345.27 164.08 442.45
Annual — — — — 49.60% 48.82% 164.08 442.45 99.92 726.54
Option Time Horizon — — — — 18.72% 18.43% 223.44 324.91 185.29 391.80
Calculation Notes: Computed at 2026-03-23T16:31 UTC  |  Reference Contract: Call option expiring 2026-05-15 (52 days)  |  Spot Price (S): $269.44  |  Strike (K): $270.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $19.6500 (Bid $19.4000 / Ask $19.9000)  |  Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 3.17%  |  Binomial IV (Annual): 49.60% (CRR binomial tree, American, n=20 steps)  |  BS IV: 49.11% (European Black-Scholes)  |  Yahoo IV (Annual): 48.82% → 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
2026-03-09 $2.2100
2025-12-08 $2.2100
2025-09-15 $2.2100
2025-06-16 $2.2100
2025-03-10 $2.1000
2024-12-09 $2.1000
2024-09-16 $2.1000
2024-06-17 $2.1000
2024-03-08 $1.8800
2023-12-01 $1.8800
2023-09-08 $1.8800
2023-06-15 $1.8800
2023-03-10 $1.6500
2022-12-02 $1.6500
2022-09-09 $1.6500
2022-06-16 $1.6500
2022-03-11 $1.4500
2021-12-03 $1.4500
2021-09-10 $1.4500
2021-06-18 $1.4500
2021-03-12 $1.2500
2020-12-04 $1.2500
2020-09-11 $1.2500
2020-06-19 $1.2500
2020-03-13 $1.0800
2019-12-06 $1.0800
2019-09-13 $1.0800
2019-06-14 $1.0800
2019-03-08 $0.9000
2018-11-30 $0.9000
2018-09-06 $0.9000
2018-06-15 $0.9000
2018-03-08 $0.7500
2017-11-30 $0.7500
2017-09-07 $0.7500
2017-06-15 $0.7500
2017-03-08 $0.6250
2016-11-30 $0.6250
2016-09-07 $0.6250
2016-06-15 $0.6250
2016-03-09 $0.5000
2015-12-02 $0.5000
2015-09-09 $0.5000
2015-06-11 $0.5000
2015-03-11 $0.3750
2014-12-03 $0.3750
2014-09-10 $0.3750
2014-06-12 $0.3750
2014-03-12 $0.2800
2013-12-04 $0.2800
2013-09-11 $0.2800
2013-06-13 $0.2800
2013-03-13 $0.2120
2012-12-07 $0.2130
2012-09-12 $0.2130
2012-06-13 $0.2130
2012-03-01 $0.1630
2011-12-05 $0.1630
2011-09-02 $0.1630
2011-06-03 $0.1630
2011-03-03 $0.1250
2010-12-03 $0.1250
2010-09-10 $0.1250
2010-06-03 $0.1250
2010-04-01 $0.0300
2009-03-31 $0.0300
2008-03-31 $0.0300
2007-03-29 $0.0300
2006-03-30 $0.0300
2005-03-30 $0.0150
2004-03-30 $0.0150
2003-03-28 $0.0075
2002-03-27 $0.0075
2001-03-29 $0.0075
2000-03-30 $0.0037
1999-03-30 $0.0010
1998-03-30 $0.0037
1997-04-01 $0.0037
1996-04-01 $0.0010
1995-03-28 $0.0037
1994-03-25 $0.0037
1993-03-26 $0.0004
1992-04-10 $0.0009
1991-05-24 $0.0002
1990-08-27 $0.0002
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.11. Further, an Excess Kurtosis of 19.51 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -7.41%800.77%0.77%
-7.41% to -5.53%930.89%1.66%
-5.53% to -3.65%2632.52%4.18%
-3.65% to -1.77%108510.41%14.59%
-1.77% to 0.11%395737.95%52.54%
0.11% to 1.99%340232.63%85.17%
1.99% to 3.87%105810.15%95.32%
3.87% to 5.74%2762.65%97.97%
5.74% to 7.62%1211.16%99.13%
Greater than 7.62%910.87%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.40%2.61% 80.02%68.27%
±2σ -4.91%5.12% 95.17%95.45%
±3σ -7.41%7.62% 98.36%99.73%
Descriptive Statistics
Mean0.106%
Standard Error0.025%
Median0.000%
Mode0.000%
Standard Deviation2.506%
Sample Variance6.280%
Kurtosis19.51
Skewness-0.11
Range68.966%
Minimum-34.211%
Maximum34.755%
Count10426
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.740% 5156 49.45% 0.860%
Negative -1.664% 4725 45.32% -0.754%
Zero 0.000% 545 5.23% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 2.52%
20 1 Month 2.86%
60 1 Quarter 3.12%
250 1 Year 3.33%
750 3 Years 2.51%
1,250 5 Years 2.34%
2,500 10 Years 2.25%
5,000 20 Years 2.50%
12,500 50 Years 3.05%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.62. Further, an Excess Kurtosis of 51.71 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -3.92%00.00%0.00%
-3.92% to -2.21%00.00%0.00%
-2.21% to -0.50%00.00%0.00%
-0.50% to 1.21%120011.51%11.51%
1.21% to 2.92%561953.89%65.40%
2.92% to 4.62%222721.36%86.76%
4.62% to 6.33%7367.06%93.81%
6.33% to 8.04%3062.93%96.75%
8.04% to 9.75%1601.53%98.28%
Greater than 9.75%1791.72%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.64%5.19% 89.40%68.27%
±2σ -1.64%7.47% 96.11%95.45%
±3σ -3.92%9.75% 98.28%99.73%
Descriptive Statistics
Mean2.916%
Standard Error0.022%
Median2.308%
Mode2.857%
Standard Deviation2.278%
Sample Variance5.188%
Kurtosis51.71
Skewness4.62
Range56.372%
Minimum0.149%
Maximum56.521%
Count10427
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.916% 10427 100.00% 2.916%
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 0.98. Further, an Excess Kurtosis of 25.24 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.51%730.70%0.70%
-6.51% to -4.88%1141.09%1.79%
-4.88% to -3.26%2872.75%4.55%
-3.26% to -1.63%112510.79%15.34%
-1.63% to 0.00%403738.72%54.05%
0.00% to 1.63%322130.89%84.94%
1.63% to 3.26%109010.45%95.40%
3.26% to 4.89%2782.67%98.06%
4.89% to 6.52%1171.12%99.18%
Greater than 6.52%850.82%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.17%2.17% 79.61%68.27%
±2σ -4.34%4.35% 95.04%95.45%
±3σ -6.51%6.52% 98.48%99.73%
Descriptive Statistics
Mean0.002%
Standard Error0.021%
Median0.000%
Mode0.000%
Standard Deviation2.172%
Sample Variance4.720%
Kurtosis25.24
Skewness0.98
Range66.754%
Minimum-22.754%
Maximum44.000%
Count10427
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.548% 4791 45.95% 0.711%
Negative -1.485% 4982 47.78% -0.710%
Zero 0.000% 654 6.27% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.32. Further, an Excess Kurtosis of 5.55 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -15.98%190.88%0.88%
-15.98% to -11.86%271.25%2.13%
-11.86% to -7.73%562.59%4.72%
-7.73% to -3.61%23010.64%15.36%
-3.61% to 0.52%76135.22%50.58%
0.52% to 4.64%71533.09%83.66%
4.64% to 8.76%23410.83%94.49%
8.76% to 12.89%753.47%97.96%
12.89% to 17.01%301.39%99.35%
Greater than 17.01%140.65%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.98%6.01% 78.57%68.27%
±2σ -10.48%11.51% 93.94%95.45%
±3σ -15.98%17.01% 98.47%99.73%
Descriptive Statistics
Mean0.515%
Standard Error0.118%
Median0.444%
Mode0.000%
Standard Deviation5.499%
Sample Variance30.240%
Kurtosis5.55
Skewness-0.32
Range69.713%
Minimum-39.524%
Maximum30.189%
Count2161
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.956% 1173 54.28% 2.147%
Negative -3.720% 948 43.87% -1.632%
Zero 0.000% 40 1.85% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 6.10%
12 1 Quarter 7.83%
52 1 Year 8.55%
156 3 Years 6.20%
260 5 Years 5.63%
520 10 Years 5.30%
1,040 20 Years 5.81%
2,600 50 Years 7.19%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.50. Further, an Excess Kurtosis of 21.88 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -9.54%00.00%0.00%
-9.54% to -5.29%00.00%0.00%
-5.29% to -1.04%00.00%0.00%
-1.04% to 3.21%27112.53%12.53%
3.21% to 7.46%113052.27%64.80%
7.46% to 11.71%46421.46%86.26%
11.71% to 15.96%1607.40%93.66%
15.96% to 20.21%642.96%96.62%
20.21% to 24.46%341.57%98.20%
Greater than 24.46%391.80%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.79%13.13% 87.93%68.27%
±2σ -3.88%18.79% 96.11%95.45%
±3σ -9.54%24.46% 98.20%99.73%
Descriptive Statistics
Mean7.459%
Standard Error0.122%
Median5.929%
Mode6.250%
Standard Deviation5.667%
Sample Variance32.118%
Kurtosis21.88
Skewness3.50
Range67.913%
Minimum1.053%
Maximum68.966%
Count2162
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.459% 2162 100.00% 7.459%
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 1.94. Further, an Excess Kurtosis of 16.41 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -16.75%70.32%0.32%
-16.75% to -12.60%170.79%1.11%
-12.60% to -8.44%753.47%4.58%
-8.44% to -4.29%24811.47%16.05%
-4.29% to -0.13%78236.17%52.22%
-0.13% to 4.02%73934.18%86.40%
4.02% to 8.18%1888.70%95.10%
8.18% to 12.34%522.41%97.50%
12.34% to 16.49%311.43%98.94%
Greater than 16.49%231.06%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.67%5.41% 80.94%68.27%
±2σ -11.21%10.95% 94.91%95.45%
±3σ -16.76%16.49% 98.61%99.73%
Descriptive Statistics
Mean-0.132%
Standard Error0.119%
Median-0.358%
Mode0.000%
Standard Deviation5.541%
Sample Variance30.702%
Kurtosis16.41
Skewness1.94
Range86.738%
Minimum-21.569%
Maximum65.169%
Count2162
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.963% 957 44.27% 1.754%
Negative -3.533% 1154 53.38% -1.886%
Zero 0.000% 51 2.36% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.17. Further, an Excess Kurtosis of 4.97 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -28.41%61.21%1.21%
-28.41% to -20.79%71.41%2.62%
-20.79% to -13.16%81.61%4.23%
-13.16% to -5.53%6412.88%17.10%
-5.53% to 2.10%15731.59%48.69%
2.10% to 9.73%16733.60%82.29%
9.73% to 17.35%6613.28%95.57%
17.35% to 24.98%163.22%98.79%
24.98% to 32.61%30.60%99.40%
Greater than 32.61%30.60%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -8.07%12.27% 77.46%68.27%
±2σ -18.24%22.44% 94.16%95.45%
±3σ -28.41%32.61% 98.19%99.73%
Descriptive Statistics
Mean2.098%
Standard Error0.456%
Median2.413%
Mode0.000%
Standard Deviation10.171%
Sample Variance103.454%
Kurtosis4.97
Skewness0.17
Range103.174%
Minimum-36.508%
Maximum66.666%
Count497
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.763% 306 61.57% 4.780%
Negative -7.090% 188 37.83% -2.682%
Zero 0.000% 3 0.60% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 14.07%
12 1 Year 19.83%
36 3 Years 14.02%
60 5 Years 12.29%
120 10 Years 11.55%
240 20 Years 12.57%
600 50 Years 15.65%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.92. Further, an Excess Kurtosis of 13.04 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -21.08%00.00%0.00%
-21.08% to -11.42%00.00%0.00%
-11.42% to -1.77%00.00%0.00%
-1.77% to 7.89%7014.06%14.06%
7.89% to 17.54%25250.60%64.66%
17.54% to 27.20%10621.29%85.94%
27.20% to 36.85%418.23%94.18%
36.85% to 46.51%112.21%96.39%
46.51% to 56.17%61.20%97.59%
Greater than 56.17%122.41%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 4.67%30.42% 87.95%68.27%
±2σ -8.20%43.29% 95.78%95.45%
±3σ -21.08%56.17% 97.59%99.73%
Descriptive Statistics
Mean17.544%
Standard Error0.577%
Median13.879%
Mode5.501%
Standard Deviation12.874%
Sample Variance165.747%
Kurtosis13.04
Skewness2.92
Range113.687%
Minimum3.704%
Maximum117.391%
Count498
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 17.544% 498 100.00% 17.544%
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 1.66. Further, an Excess Kurtosis of 6.90 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -32.76%10.20%0.20%
-32.76% to -24.79%20.40%0.60%
-24.79% to -16.82%122.41%3.01%
-16.82% to -8.85%7214.46%17.47%
-8.85% to -0.88%19639.36%56.83%
-0.88% to 7.09%14929.92%86.75%
7.09% to 15.06%428.43%95.18%
15.06% to 23.02%91.81%96.99%
23.02% to 30.99%51.00%97.99%
Greater than 30.99%102.01%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -11.51%9.74% 80.32%68.27%
±2σ -22.13%20.37% 95.78%95.45%
±3σ -32.76%30.99% 97.79%99.73%
Descriptive Statistics
Mean-0.882%
Standard Error0.476%
Median-2.253%
Mode0.000%
Standard Deviation10.625%
Sample Variance112.897%
Kurtosis6.90
Skewness1.66
Range95.500%
Minimum-38.000%
Maximum57.500%
Count498
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.450% 191 38.35% 3.241%
Negative -6.844% 300 60.24% -4.123%
Zero 0.000% 7 1.41% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.29. Further, an Excess Kurtosis of 1.65 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -46.26%00.00%0.00%
-46.26% to -33.13%31.81%1.81%
-33.13% to -20.00%74.22%6.02%
-20.00% to -6.86%2213.25%19.28%
-6.86% to 6.27%5130.72%50.00%
6.27% to 19.40%5231.33%81.33%
19.40% to 32.54%2112.65%93.98%
32.54% to 45.67%74.22%98.19%
45.67% to 58.80%21.20%99.40%
Greater than 58.80%10.60%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -11.24%23.78% 73.49%68.27%
±2σ -28.75%41.29% 95.18%95.45%
±3σ -46.26%58.80% 99.40%99.73%
Descriptive Statistics
Mean6.270%
Standard Error1.359%
Median6.235%
Mode0.000%
Standard Deviation17.511%
Sample Variance306.644%
Kurtosis1.65
Skewness0.29
Range119.052%
Minimum-42.308%
Maximum76.744%
Count166
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 15.016% 112 67.47% 10.131%
Negative -12.326% 52 31.32% -3.861%
Zero 0.000% 2 1.21% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 32.83%
12 3 Years 24.39%
20 5 Years 21.02%
40 10 Years 19.42%
80 20 Years 21.34%
200 50 Years 27.45%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.01. Further, an Excess Kurtosis of 4.69 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -34.93%00.00%0.00%
-34.93% to -18.01%00.00%0.00%
-18.01% to -1.09%00.00%0.00%
-1.09% to 15.83%2917.37%17.37%
15.83% to 32.75%8349.70%67.07%
32.75% to 49.67%2414.37%81.44%
49.67% to 66.59%1710.18%91.62%
66.59% to 83.52%52.99%94.61%
83.52% to 100.44%74.19%98.80%
Greater than 100.44%21.20%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 10.19%55.31% 84.43%68.27%
±2σ -12.37%77.88% 94.61%95.45%
±3σ -34.93%100.44% 98.80%99.73%
Descriptive Statistics
Mean32.752%
Standard Error1.746%
Median25.538%
Mode8.159%
Standard Deviation22.562%
Sample Variance509.042%
Kurtosis4.69
Skewness2.01
Range126.624%
Minimum8.159%
Maximum134.783%
Count167
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 32.752% 167 100.00% 32.752%
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 1.34. Further, an Excess Kurtosis of 3.53 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -54.88%00.00%0.00%
-54.88% to -41.88%10.60%0.60%
-41.88% to -28.88%31.80%2.40%
-28.88% to -15.88%2716.17%18.56%
-15.88% to -2.88%6237.13%55.69%
-2.88% to 10.12%4828.74%84.43%
10.12% to 23.12%148.38%92.81%
23.12% to 36.12%74.19%97.01%
36.12% to 49.12%21.20%98.20%
Greater than 49.12%31.80%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -20.22%14.45% 74.25%68.27%
±2σ -37.55%31.79% 95.81%95.45%
±3σ -54.88%49.12% 98.20%99.73%
Descriptive Statistics
Mean-2.882%
Standard Error1.341%
Median-5.239%
Mode0.000%
Standard Deviation17.334%
Sample Variance300.466%
Kurtosis3.53
Skewness1.34
Range115.726%
Minimum-42.763%
Maximum72.963%
Count167
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 16.150% 52 31.14% 5.029%
Negative -12.009% 110 65.87% -7.910%
Zero 0.000% 5 2.99% 0.000%