Markets Data Volatility Heatmap Portfolio Calculator

UNH Deep Analytical Report

UnitedHealth Group Incorporated | Category: Equity Mega Cap | Ann. Div Yield: 3.01% ($8.73) | Last Updated: 2026-02-22 | Data Range: 1984-10-01 → 2026-02-01 (497 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% 2.33% 2.27% 2.28% 283.49 296.66 277.13 303.47
Weekly 5.50% 5.67% 5.54% 5.61% 5.00% 5.02% 275.86 304.86 262.41 320.49
Monthly 10.17% 12.88% 10.63% 12.38% 10.40% 10.45% 261.35 321.80 235.52 357.08
Quarterly 17.49% 22.56% 17.32% 21.00% 18.02% 18.10% 242.18 347.26 202.25 415.83
Annual — — — — 36.04% 36.21% 202.25 415.83 141.05 596.26
Option Time Horizon — — — — 13.86% 13.93% 252.46 333.12 219.78 382.65
Calculation Notes: Computed at 2026-02-22T14:17 UTC  |  Reference Contract: Call option expiring 2026-04-17 (54 days)  |  Spot Price (S): $290.00  |  Strike (K): $290.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $15.9000 (Bid $15.5500 / Ask $16.2500)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 3.01%  |  Binomial IV (Annual): 36.04% (CRR binomial tree, American, n=20 steps)  |  BS IV: 35.59% (European Black-Scholes)  |  Yahoo IV (Annual): 36.21% → 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
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%2632.53%4.19%
-3.65% to -1.77%108010.38%14.57%
-1.77% to 0.11%395538.01%52.58%
0.11% to 1.99%339132.59%85.17%
1.99% to 3.87%105710.16%95.33%
3.87% to 5.75%2752.64%97.97%
5.75% to 7.63%1201.15%99.13%
Greater than 7.63%910.87%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.40%2.61% 80.04%68.27%
±2σ -4.91%5.12% 95.16%95.45%
±3σ -7.41%7.63% 98.36%99.73%
Descriptive Statistics
Mean0.107%
Standard Error0.025%
Median0.000%
Mode0.000%
Standard Deviation2.507%
Sample Variance6.286%
Kurtosis19.51
Skewness-0.11
Range68.966%
Minimum-34.211%
Maximum34.755%
Count10405
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.741% 5146 49.46% 0.861%
Negative -1.664% 4714 45.30% -0.754%
Zero 0.000% 545 5.24% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 1.94%
20 1 Month 3.88%
60 1 Quarter 2.97%
250 1 Year 3.30%
750 3 Years 2.48%
1,250 5 Years 2.33%
2,500 10 Years 2.24%
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 4.61. Further, an Excess Kurtosis of 51.62 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%119011.44%11.44%
1.21% to 2.92%561853.99%65.42%
2.92% to 4.63%222321.36%86.79%
4.63% to 6.34%7307.02%93.80%
6.34% to 8.05%3062.94%96.74%
8.05% to 9.76%1601.54%98.28%
Greater than 9.76%1791.72%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.64%5.20% 89.40%68.27%
±2σ -1.64%7.48% 96.11%95.45%
±3σ -3.92%9.76% 98.29%99.73%
Descriptive Statistics
Mean2.916%
Standard Error0.022%
Median2.306%
Mode2.857%
Standard Deviation2.280%
Sample Variance5.197%
Kurtosis51.62
Skewness4.61
Range56.372%
Minimum0.149%
Maximum56.521%
Count10406
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.916% 10406 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 25.25 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.52%730.70%0.70%
-6.52% to -4.89%1141.10%1.80%
-4.89% to -3.26%2852.74%4.54%
-3.26% to -1.63%112310.79%15.33%
-1.63% to 0.00%403238.75%54.07%
0.00% to 1.63%321430.89%84.96%
1.63% to 3.26%108510.43%95.39%
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% 79.64%68.27%
±2σ -4.34%4.35% 95.04%95.45%
±3σ -6.52%6.52% 98.48%99.73%
Descriptive Statistics
Mean0.001%
Standard Error0.021%
Median0.000%
Mode0.000%
Standard Deviation2.173%
Sample Variance4.723%
Kurtosis25.25
Skewness0.98
Range66.754%
Minimum-22.754%
Maximum44.000%
Count10406
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.548% 4779 45.92% 0.711%
Negative -1.485% 4973 47.79% -0.710%
Zero 0.000% 654 6.29% 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%562.60%4.73%
-7.73% to -3.61%22910.62%15.35%
-3.61% to 0.52%76035.23%50.58%
0.52% to 4.64%71433.10%83.68%
4.64% to 8.77%23310.80%94.48%
8.77% to 12.90%753.48%97.96%
12.90% to 17.02%301.39%99.35%
Greater than 17.02%140.65%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.98%6.02% 78.58%68.27%
±2σ -10.48%11.52% 93.93%95.45%
±3σ -15.98%17.02% 98.47%99.73%
Descriptive Statistics
Mean0.519%
Standard Error0.118%
Median0.446%
Mode0.000%
Standard Deviation5.501%
Sample Variance30.265%
Kurtosis5.55
Skewness-0.32
Range69.713%
Minimum-39.524%
Maximum30.189%
Count2157
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.960% 1171 54.29% 2.150%
Negative -3.717% 946 43.86% -1.630%
Zero 0.000% 40 1.85% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 10.84%
12 1 Quarter 7.57%
52 1 Year 8.49%
156 3 Years 6.14%
260 5 Years 5.61%
520 10 Years 5.27%
1,040 20 Years 5.80%
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 21.84 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -9.56%00.00%0.00%
-9.56% to -5.30%00.00%0.00%
-5.30% to -1.05%00.00%0.00%
-1.05% to 3.21%27212.60%12.60%
3.21% to 7.46%112652.18%64.78%
7.46% to 11.71%46421.50%86.28%
11.71% to 15.97%1597.37%93.65%
15.97% to 20.22%642.97%96.62%
20.22% to 24.48%341.58%98.19%
Greater than 24.48%391.81%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.79%13.13% 87.91%68.27%
±2σ -3.88%18.80% 96.11%95.45%
±3σ -9.56%24.48% 98.19%99.73%
Descriptive Statistics
Mean7.460%
Standard Error0.122%
Median5.930%
Mode6.250%
Standard Deviation5.672%
Sample Variance32.175%
Kurtosis21.84
Skewness3.50
Range67.913%
Minimum1.053%
Maximum68.966%
Count2158
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.460% 2158 100.00% 7.460%
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 16.43 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -16.76%70.32%0.32%
-16.76% to -12.61%170.79%1.11%
-12.61% to -8.45%753.48%4.59%
-8.45% to -4.29%24711.45%16.03%
-4.29% to -0.14%78236.24%52.27%
-0.14% to 4.02%73834.20%86.47%
4.02% to 8.18%1868.62%95.09%
8.18% to 12.34%522.41%97.50%
12.34% to 16.49%311.44%98.93%
Greater than 16.49%231.07%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.68%5.41% 81.00%68.27%
±2σ -11.22%10.95% 94.90%95.45%
±3σ -16.76%16.49% 98.61%99.73%
Descriptive Statistics
Mean-0.135%
Standard Error0.119%
Median-0.367%
Mode0.000%
Standard Deviation5.543%
Sample Variance30.723%
Kurtosis16.43
Skewness1.94
Range86.738%
Minimum-21.569%
Maximum65.169%
Count2158
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.964% 954 44.21% 1.752%
Negative -3.532% 1153 53.43% -1.887%
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 4.98 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -28.40%61.21%1.21%
-28.40% to -20.77%71.41%2.62%
-20.77% to -13.14%81.61%4.23%
-13.14% to -5.51%6312.70%16.94%
-5.51% to 2.12%15731.65%48.59%
2.12% to 9.74%16733.67%82.26%
9.74% to 17.37%6613.31%95.56%
17.37% to 25.00%163.23%98.79%
25.00% to 32.63%30.60%99.40%
Greater than 32.63%30.60%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -8.06%12.29% 77.42%68.27%
±2σ -18.23%22.46% 94.15%95.45%
±3σ -28.40%32.63% 98.19%99.73%
Descriptive Statistics
Mean2.115%
Standard Error0.457%
Median2.425%
Mode0.000%
Standard Deviation10.173%
Sample Variance103.497%
Kurtosis4.98
Skewness0.17
Range103.174%
Minimum-36.508%
Maximum66.666%
Count496
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.762% 306 61.69% 4.789%
Negative -7.090% 187 37.70% -2.673%
Zero 0.000% 3 0.60% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 13.65%
12 1 Year 20.18%
36 3 Years 13.93%
60 5 Years 12.38%
120 10 Years 11.56%
240 20 Years 12.57%
600 50 Years 15.67%
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 13.02 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -21.09%00.00%0.00%
-21.09% to -11.43%00.00%0.00%
-11.43% to -1.76%00.00%0.00%
-1.76% to 7.90%7014.08%14.08%
7.90% to 17.56%25150.50%64.59%
17.56% to 27.22%10621.33%85.92%
27.22% to 36.88%418.25%94.16%
36.88% to 46.54%112.21%96.38%
46.54% to 56.21%61.21%97.59%
Greater than 56.21%122.41%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 4.68%30.44% 88.13%68.27%
±2σ -8.20%43.32% 95.77%95.45%
±3σ -21.09%56.21% 97.59%99.73%
Descriptive Statistics
Mean17.560%
Standard Error0.578%
Median13.889%
Mode5.501%
Standard Deviation12.882%
Sample Variance165.953%
Kurtosis13.02
Skewness2.92
Range113.687%
Minimum3.704%
Maximum117.391%
Count497
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 17.560% 497 100.00% 17.560%
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 1.67. Further, an Excess Kurtosis of 6.91 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -32.79%10.20%0.20%
-32.79% to -24.82%20.40%0.60%
-24.82% to -16.84%122.41%3.02%
-16.84% to -8.87%7214.49%17.51%
-8.87% to -0.90%19539.24%56.74%
-0.90% to 7.08%14929.98%86.72%
7.08% to 15.05%428.45%95.17%
15.05% to 23.02%91.81%96.98%
23.02% to 31.00%51.01%97.99%
Greater than 31.00%102.01%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -11.53%9.74% 80.08%68.27%
±2σ -22.16%20.37% 95.77%95.45%
±3σ -32.79%31.00% 97.79%99.73%
Descriptive Statistics
Mean-0.895%
Standard Error0.477%
Median-2.235%
Mode0.000%
Standard Deviation10.631%
Sample Variance113.011%
Kurtosis6.91
Skewness1.67
Range95.500%
Minimum-38.000%
Maximum57.500%
Count497
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.461% 190 38.23% 3.235%
Negative -6.841% 300 60.36% -4.129%
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 1.67 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -46.16%00.00%0.00%
-46.16% to -33.05%31.81%1.81%
-33.05% to -19.93%74.22%6.02%
-19.93% to -6.81%2213.25%19.28%
-6.81% to 6.31%5231.33%50.60%
6.31% to 19.43%5130.72%81.33%
19.43% to 32.55%2112.65%93.98%
32.55% to 45.66%74.22%98.19%
45.66% to 58.78%21.20%99.40%
Greater than 58.78%10.60%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -11.18%23.80% 73.49%68.27%
±2σ -28.67%41.29% 95.18%95.45%
±3σ -46.16%58.78% 99.40%99.73%
Descriptive Statistics
Mean6.310%
Standard Error1.358%
Median6.235%
Mode0.000%
Standard Deviation17.491%
Sample Variance305.943%
Kurtosis1.67
Skewness0.29
Range119.052%
Minimum-42.308%
Maximum76.744%
Count166
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 14.892% 113 68.07% 10.137%
Negative -12.457% 51 30.72% -3.827%
Zero 0.000% 2 1.21% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 32.74%
12 3 Years 24.36%
20 5 Years 21.00%
40 10 Years 19.41%
80 20 Years 21.33%
200 50 Years 27.44%
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 -34.94%00.00%0.00%
-34.94% to -18.02%00.00%0.00%
-18.02% to -1.10%00.00%0.00%
-1.10% 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 66.60%1710.18%91.62%
66.60% 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 -12.38%77.88% 94.61%95.45%
±3σ -34.94%100.44% 98.80%99.73%
Descriptive Statistics
Mean32.750%
Standard Error1.746%
Median25.538%
Mode8.159%
Standard Deviation22.564%
Sample Variance509.150%
Kurtosis4.69
Skewness2.01
Range126.624%
Minimum8.159%
Maximum134.783%
Count167
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 32.750% 167 100.00% 32.750%
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 1.35. Further, an Excess Kurtosis of 3.56 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -54.89%00.00%0.00%
-54.89% to -41.90%10.60%0.60%
-41.90% to -28.91%31.80%2.40%
-28.91% to -15.91%2716.17%18.56%
-15.91% to -2.92%6237.13%55.69%
-2.92% to 10.07%4828.74%84.43%
10.07% to 23.06%148.38%92.81%
23.06% to 36.05%74.19%97.01%
36.05% to 49.04%21.20%98.20%
Greater than 49.04%31.80%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -20.25%14.40% 74.25%68.27%
±2σ -37.57%31.72% 95.21%95.45%
±3σ -54.89%49.04% 98.20%99.73%
Descriptive Statistics
Mean-2.924%
Standard Error1.340%
Median-5.239%
Mode0.000%
Standard Deviation17.322%
Sample Variance300.038%
Kurtosis3.56
Skewness1.35
Range115.726%
Minimum-42.763%
Maximum72.963%
Count167
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 16.356% 51 30.54% 4.995%
Negative -11.914% 111 66.47% -7.919%
Zero 0.000% 5 2.99% 0.000%