Markets Data Volatility Heatmap Portfolio Calculator

WEC Deep Analytical Report

WEC Energy Group, Inc. | Category: Equity Large Cap | Ann. Div Yield: 3.18% ($3.57) | Last Updated: 2026-03-24 | Data Range: 1980-03-01 → 2026-03-01 (553 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 1.21% 1.05% 1.13% 1.80% 1.35% 1.43% 110.87 113.91 109.38 115.46
Weekly 2.65% 2.57% 2.65% 4.06% 2.98% 3.16% 109.08 115.78 105.88 119.28
Monthly 4.73% 4.55% 4.73% 8.57% 6.20% 6.58% 105.62 119.57 99.27 127.23
Quarterly 6.93% 7.06% 7.07% 13.66% 10.75% 11.39% 100.93 125.13 90.65 139.32
Annual — — — — 21.49% 22.78% 90.65 139.32 73.12 172.73
Option Time Horizon — — — — 8.11% 8.60% 103.62 121.88 95.55 132.17
Calculation Notes: Computed at 2026-03-23T16:33 UTC  |  Reference Contract: Call option expiring 2026-05-15 (52 days)  |  Spot Price (S): $112.38  |  Strike (K): $115.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $2.5750 (Bid $2.3500 / Ask $2.8000)  |  Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 3.18%  |  Binomial IV (Annual): 21.49% (CRR binomial tree, American, n=20 steps)  |  BS IV: 21.72% (European Black-Scholes)  |  Yahoo IV (Annual): 22.78% → 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
2026-02-13 $0.9530
2025-11-14 $0.8930
2025-08-14 $0.8930
2025-05-14 $0.8930
2025-02-14 $0.8930
2024-11-14 $0.8350
2024-08-14 $0.8350
2024-05-13 $0.8350
2024-02-13 $0.8350
2023-11-13 $0.7800
2023-08-11 $0.7800
2023-05-11 $0.7800
2023-02-13 $0.7800
2022-11-10 $0.7280
2022-08-11 $0.7280
2022-05-12 $0.7280
2022-02-11 $0.7280
2021-11-10 $0.6780
2021-08-12 $0.6780
2021-05-13 $0.6780
2021-02-11 $0.6780
2020-11-12 $0.6330
2020-08-13 $0.6330
2020-05-13 $0.6330
2020-02-13 $0.6330
2019-11-13 $0.5900
2019-08-13 $0.5900
2019-05-13 $0.5900
2019-02-13 $0.5900
2018-11-13 $0.5530
2018-08-13 $0.5530
2018-05-11 $0.5530
2018-02-13 $0.5530
2017-11-13 $0.5200
2017-08-10 $0.5200
2017-05-10 $0.5200
2017-02-10 $0.5200
2016-11-09 $0.4950
2016-08-10 $0.4950
2016-05-11 $0.4950
2016-02-10 $0.4950
2015-11-10 $0.4580
2015-08-12 $0.2340
2015-06-30 $0.2070
2015-05-12 $0.4230
2015-02-11 $0.4220
2014-11-12 $0.3900
2014-08-12 $0.3900
2014-05-12 $0.3900
2014-02-12 $0.3900
2013-11-12 $0.3830
2013-08-12 $0.3830
2013-05-10 $0.3400
2013-02-12 $0.3400
2012-11-09 $0.3000
2012-08-10 $0.3000
2012-05-10 $0.3000
2012-02-10 $0.3000
2011-11-09 $0.2600
2011-08-10 $0.2600
2011-05-11 $0.2600
2011-02-10 $0.2600
2010-11-09 $0.2000
2010-08-11 $0.2000
2010-05-12 $0.2000
2010-02-10 $0.2000
2009-11-10 $0.1690
2009-08-12 $0.1690
2009-05-12 $0.1690
2009-02-11 $0.1690
2008-11-12 $0.1350
2008-08-12 $0.1350
2008-05-12 $0.1350
2008-02-12 $0.1350
2007-11-09 $0.1250
2007-08-10 $0.1250
2007-05-10 $0.1250
2007-02-12 $0.1250
2006-11-10 $0.1150
2006-08-10 $0.1150
2006-05-10 $0.1150
2006-02-10 $0.1150
2005-11-08 $0.1100
2005-08-10 $0.1100
2005-05-11 $0.1100
2005-02-09 $0.1100
2004-11-09 $0.1050
2004-08-11 $0.1050
2004-05-12 $0.1050
2004-02-11 $0.1000
2003-11-12 $0.1000
2003-08-12 $0.1000
2003-05-12 $0.1000
2003-02-12 $0.1000
2002-11-12 $0.1000
2002-08-12 $0.1000
2002-05-10 $0.1000
2002-02-12 $0.1000
2001-11-09 $0.1000
2001-08-10 $0.1000
2001-05-10 $0.1000
2001-02-12 $0.1000
2000-11-10 $0.1000
2000-08-10 $0.1950
2000-05-10 $0.1950
2000-02-10 $0.1950
1999-11-09 $0.1950
1999-08-10 $0.1950
1999-05-10 $0.1950
1999-02-10 $0.1950
1998-11-09 $0.1950
1998-08-10 $0.1950
1998-05-08 $0.1950
1998-02-10 $0.1925
1997-11-10 $0.1925
1997-08-11 $0.1925
1997-05-09 $0.1925
1997-02-11 $0.1900
1996-11-08 $0.1900
1996-08-09 $0.1900
1996-05-09 $0.1900
1996-02-09 $0.1840
1995-11-06 $0.1840
1995-08-04 $0.1840
1995-05-02 $0.1840
1995-02-02 $0.1760
1994-11-02 $0.1760
1994-08-02 $0.1760
1994-05-03 $0.1760
1994-02-02 $0.1700
1993-11-02 $0.1700
1993-08-03 $0.1700
1993-05-04 $0.1685
1993-02-02 $0.1625
1992-11-03 $0.1625
1992-08-04 $0.1625
1992-05-01 $0.1623
1992-02-03 $0.1550
1991-11-01 $0.1550
1991-08-01 $0.1550
1991-05-01 $0.1550
1991-02-01 $0.1467
1990-11-01 $0.1467
1990-08-01 $0.1467
1990-05-01 $0.1467
1990-02-01 $0.1383
1989-11-01 $0.1383
1989-08-01 $0.1383
1989-05-01 $0.1383
1989-02-01 $0.1283
1988-11-03 $0.1283
1988-08-02 $0.1283
1988-05-03 $0.1283
1988-02-02 $0.1200
1987-11-02 $0.1200
1987-08-03 $0.1200
1987-05-01 $0.1200
1987-02-02 $0.1117
1986-11-03 $0.1117
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.30. Further, an Excess Kurtosis of 12.58 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -3.59%790.68%0.68%
-3.59% to -2.68%1181.02%1.70%
-2.68% to -1.77%3923.38%5.08%
-1.77% to -0.85%152913.18%18.26%
-0.85% to 0.06%402434.70%52.96%
0.06% to 0.97%338529.19%82.15%
0.97% to 1.88%150112.94%95.09%
1.88% to 2.79%3933.39%98.48%
2.79% to 3.70%1060.91%99.40%
Greater than 3.70%700.60%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.16%1.27% 77.00%68.27%
±2σ -2.37%2.48% 95.26%95.45%
±3σ -3.59%3.70% 98.72%99.73%
Descriptive Statistics
Mean0.055%
Standard Error0.011%
Median0.000%
Mode0.000%
Standard Deviation1.214%
Sample Variance1.474%
Kurtosis12.58
Skewness-0.30
Range31.198%
Minimum-18.051%
Maximum13.147%
Count11597
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 0.945% 5575 48.07% 0.454%
Negative -0.925% 5009 43.19% -0.400%
Zero 0.000% 1013 8.73% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 2.02%
20 1 Month 1.78%
60 1 Quarter 1.71%
250 1 Year 1.62%
750 3 Years 1.70%
1,250 5 Years 1.80%
2,500 10 Years 1.82%
5,000 20 Years 1.77%
12,500 50 Years 1.72%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.79. Further, an Excess Kurtosis of 81.77 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -1.48%00.00%0.00%
-1.48% to -0.69%00.00%0.00%
-0.69% to 0.09%00.00%0.00%
0.09% to 0.88%143112.34%12.34%
0.88% to 1.66%581150.10%62.44%
1.66% to 2.45%280124.15%86.59%
2.45% to 3.23%9518.20%94.79%
3.23% to 4.02%3072.65%97.44%
4.02% to 4.81%1411.22%98.65%
Greater than 4.81%1561.35%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.61%2.71% 86.96%68.27%
±2σ -0.43%3.76% 96.91%95.45%
±3σ -1.48%4.81% 98.65%99.73%
Descriptive Statistics
Mean1.663%
Standard Error0.010%
Median1.444%
Mode1.370%
Standard Deviation1.048%
Sample Variance1.097%
Kurtosis81.77
Skewness5.79
Range25.398%
Minimum0.254%
Maximum25.652%
Count11598
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.663% 11598 100.00% 1.663%
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 1.01. Further, an Excess Kurtosis of 22.38 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -3.46%650.56%0.56%
-3.46% to -2.61%970.84%1.40%
-2.61% to -1.76%4073.51%4.91%
-1.76% to -0.91%153113.20%18.11%
-0.91% to -0.06%338929.22%47.33%
-0.06% to 0.79%402234.68%82.01%
0.79% to 1.64%151113.03%95.03%
1.64% to 2.48%3803.28%98.31%
2.48% to 3.33%1211.04%99.35%
Greater than 3.33%750.65%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.20%1.07% 77.13%68.27%
±2σ -2.33%2.20% 95.70%95.45%
±3σ -3.46%3.33% 98.79%99.73%
Descriptive Statistics
Mean-0.064%
Standard Error0.011%
Median0.000%
Mode0.000%
Standard Deviation1.133%
Sample Variance1.285%
Kurtosis22.38
Skewness1.01
Range32.142%
Minimum-9.899%
Maximum22.243%
Count11598
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 0.875% 4852 41.84% 0.366%
Negative -0.883% 5647 48.69% -0.430%
Zero 0.000% 1099 9.48% 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 10.71 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -7.68%140.58%0.58%
-7.68% to -5.70%230.96%1.54%
-5.70% to -3.71%913.79%5.33%
-3.71% to -1.72%29712.37%17.70%
-1.72% to 0.27%75331.36%49.06%
0.27% to 2.25%79032.90%81.97%
2.25% to 4.24%31513.12%95.09%
4.24% to 6.23%873.62%98.71%
6.23% to 8.21%150.62%99.33%
Greater than 8.21%160.67%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.38%2.92% 75.93%68.27%
±2σ -5.04%5.56% 95.46%95.45%
±3σ -7.68%8.21% 98.75%99.73%
Descriptive Statistics
Mean0.265%
Standard Error0.054%
Median0.330%
Mode0.000%
Standard Deviation2.650%
Sample Variance7.021%
Kurtosis10.71
Skewness0.28
Range53.134%
Minimum-23.511%
Maximum29.623%
Count2401
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.041% 1284 53.48% 1.091%
Negative -1.907% 1041 43.36% -0.827%
Zero 0.000% 76 3.17% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 4.09%
12 1 Quarter 3.75%
52 1 Year 3.62%
156 3 Years 3.87%
260 5 Years 4.06%
520 10 Years 4.10%
1,040 20 Years 3.94%
2,600 50 Years 3.88%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 7.38. Further, an Excess Kurtosis of 121.38 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -3.76%00.00%0.00%
-3.76% to -1.83%00.00%0.00%
-1.83% to 0.10%00.00%0.00%
0.10% to 2.02%26110.87%10.87%
2.02% to 3.95%123551.42%62.28%
3.95% to 5.88%60725.27%87.55%
5.88% to 7.81%1897.87%95.42%
7.81% to 9.74%602.50%97.92%
9.74% to 11.66%230.96%98.88%
Greater than 11.66%271.12%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.38%6.52% 89.38%68.27%
±2σ -1.19%9.09% 97.46%95.45%
±3σ -3.76%11.67% 98.88%99.73%
Descriptive Statistics
Mean3.952%
Standard Error0.052%
Median3.424%
Mode2.463%
Standard Deviation2.571%
Sample Variance6.608%
Kurtosis121.38
Skewness7.38
Range60.184%
Minimum0.866%
Maximum61.050%
Count2402
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.952% 2402 100.00% 3.952%
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 Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.01. Further, an Excess Kurtosis of 15.50 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.10%110.46%0.46%
-8.10% to -6.11%190.79%1.25%
-6.11% to -4.13%743.08%4.33%
-4.13% to -2.14%34914.53%18.86%
-2.14% to -0.15%78532.68%51.54%
-0.15% to 1.83%73830.72%82.26%
1.83% to 3.82%29712.36%94.63%
3.82% to 5.81%823.41%98.04%
5.81% to 7.79%311.29%99.33%
Greater than 7.79%160.67%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.80%2.50% 76.44%68.27%
±2σ -5.45%5.15% 95.55%95.45%
±3σ -8.10%7.79% 98.88%99.73%
Descriptive Statistics
Mean-0.153%
Standard Error0.054%
Median-0.267%
Mode0.000%
Standard Deviation2.649%
Sample Variance7.019%
Kurtosis15.50
Skewness1.01
Range55.715%
Minimum-21.352%
Maximum34.363%
Count2402
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.987% 1054 43.88% 0.872%
Negative -1.953% 1261 52.50% -1.025%
Zero 0.000% 87 3.62% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.03. Further, an Excess Kurtosis of 0.91 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -13.09%30.54%0.54%
-13.09% to -9.54%40.72%1.27%
-9.54% to -5.99%285.07%6.34%
-5.99% to -2.44%8214.86%21.20%
-2.44% to 1.11%15628.26%49.46%
1.11% to 4.66%16329.53%78.99%
4.66% to 8.21%8214.86%93.84%
8.21% to 11.76%264.71%98.55%
11.76% to 15.31%40.72%99.28%
Greater than 15.31%40.72%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.62%5.84% 70.47%68.27%
±2σ -8.36%10.57% 95.47%95.45%
±3σ -13.09%15.31% 98.73%99.73%
Descriptive Statistics
Mean1.109%
Standard Error0.201%
Median1.151%
Mode0.000%
Standard Deviation4.733%
Sample Variance22.397%
Kurtosis0.91
Skewness0.03
Range37.541%
Minimum-17.296%
Maximum20.245%
Count552
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.105% 330 59.78% 2.454%
Negative -3.453% 215 38.95% -1.345%
Zero 0.000% 7 1.27% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 6.70%
12 1 Year 6.95%
36 3 Years 7.89%
60 5 Years 8.57%
120 10 Years 8.67%
240 20 Years 8.16%
600 50 Years 8.12%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.04. Further, an Excess Kurtosis of 34.62 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -5.12%00.00%0.00%
-5.12% to -1.71%00.00%0.00%
-1.71% to 1.71%00.00%0.00%
1.71% to 5.12%8916.09%16.09%
5.12% to 8.53%24945.03%61.12%
8.53% to 11.94%14225.68%86.80%
11.94% to 15.36%437.78%94.58%
15.36% to 18.77%152.71%97.29%
18.77% to 22.18%61.08%98.37%
Greater than 22.18%91.63%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 3.98%13.08% 85.53%68.27%
±2σ -0.57%17.63% 95.84%95.45%
±3σ -5.12%22.18% 98.37%99.73%
Descriptive Statistics
Mean8.531%
Standard Error0.194%
Median7.612%
Mode6.573%
Standard Deviation4.551%
Sample Variance20.713%
Kurtosis34.62
Skewness4.04
Range58.148%
Minimum2.902%
Maximum61.050%
Count553
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.531% 553 100.00% 8.531%
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 0.39. Further, an Excess Kurtosis of 1.02 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -14.84%10.18%0.18%
-14.84% to -11.29%40.72%0.90%
-11.29% to -7.75%244.34%5.24%
-7.75% to -4.20%9016.27%21.52%
-4.20% to -0.65%17531.65%53.16%
-0.65% to 2.89%14726.58%79.75%
2.89% to 6.44%6511.75%91.50%
6.44% to 9.99%376.69%98.19%
9.99% to 13.53%71.27%99.46%
Greater than 13.53%30.54%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.38%4.08% 71.79%68.27%
±2σ -10.11%8.80% 95.48%95.45%
±3σ -14.84%13.53% 99.28%99.73%
Descriptive Statistics
Mean-0.653%
Standard Error0.201%
Median-1.075%
Mode0.000%
Standard Deviation4.729%
Sample Variance22.367%
Kurtosis1.02
Skewness0.39
Range36.789%
Minimum-16.837%
Maximum19.952%
Count553
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.785% 226 40.87% 1.547%
Negative -3.778% 322 58.23% -2.200%
Zero 0.000% 5 0.90% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.26. Further, an Excess Kurtosis of -0.31 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -17.63%00.00%0.00%
-17.63% to -12.43%21.09%1.09%
-12.43% to -7.24%137.07%8.15%
-7.24% to -2.04%2815.22%23.37%
-2.04% to 3.16%4021.74%45.11%
3.16% to 8.36%5932.07%77.17%
8.36% to 13.55%3016.30%93.48%
13.55% to 18.75%126.52%100.00%
18.75% to 23.95%00.00%100.00%
Greater than 23.95%00.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.77%10.09% 66.30%68.27%
±2σ -10.70%17.02% 95.11%95.45%
±3σ -17.63%23.95% 100.00%99.73%
Descriptive Statistics
Mean3.158%
Standard Error0.511%
Median3.779%
Mode-14.473%
Standard Deviation6.929%
Sample Variance48.013%
Kurtosis-0.31
Skewness-0.26
Range32.861%
Minimum-14.473%
Maximum18.388%
Count184
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 6.716% 130 70.65% 4.745%
Negative -5.408% 54 29.35% -1.587%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 9.58%
12 3 Years 11.88%
20 5 Years 13.66%
40 10 Years 14.14%
80 20 Years 13.88%
200 50 Years 13.87%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.14. Further, an Excess Kurtosis of 9.33 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.05%00.00%0.00%
-6.05% to -0.76%00.00%0.00%
-0.76% to 4.54%00.00%0.00%
4.54% to 9.83%3619.46%19.46%
9.83% to 15.12%7942.70%62.16%
15.12% to 20.41%3217.30%79.46%
20.41% to 25.70%2614.05%93.51%
25.70% to 31.00%63.24%96.76%
31.00% to 36.29%42.16%98.92%
Greater than 36.29%21.08%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 8.06%22.18% 77.30%68.27%
±2σ 1.01%29.23% 96.76%95.45%
±3σ -6.05%36.29% 98.92%99.73%
Descriptive Statistics
Mean15.120%
Standard Error0.519%
Median13.503%
Mode12.500%
Standard Deviation7.056%
Sample Variance49.783%
Kurtosis9.33
Skewness2.14
Range55.913%
Minimum5.137%
Maximum61.050%
Count185
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 15.120% 185 100.00% 15.120%
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 0.51. Further, an Excess Kurtosis of 0.15 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -23.28%00.00%0.00%
-23.28% to -17.98%10.54%0.54%
-17.98% to -12.68%73.78%4.32%
-12.68% to -7.37%3116.76%21.08%
-7.37% to -2.07%6635.68%56.76%
-2.07% to 3.23%4021.62%78.38%
3.23% to 8.53%2312.43%90.81%
8.53% to 13.83%137.03%97.84%
13.83% to 19.13%42.16%100.00%
Greater than 19.13%00.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -9.14%4.99% 67.57%68.27%
±2σ -16.21%12.06% 94.05%95.45%
±3σ -23.28%19.13% 100.00%99.73%
Descriptive Statistics
Mean-2.073%
Standard Error0.520%
Median-3.178%
Mode0.000%
Standard Deviation7.068%
Sample Variance49.959%
Kurtosis0.15
Skewness0.51
Range37.698%
Minimum-19.388%
Maximum18.310%
Count185
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 6.317% 58 31.35% 1.980%
Negative -5.999% 125 67.57% -4.053%
Zero 0.000% 2 1.08% 0.000%