Markets Data Volatility Heatmap Portfolio Calculator

WEC Deep Analytical Report

WEC Energy Group, Inc. | Category: Equity Large Cap | Ann. Div Yield: 3.13% ($3.57) | Last Updated: 2026-02-22 | Data Range: 1980-03-01 → 2026-02-01 (552 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% 1.81% 1.24% 1.39% 112.93 115.76 111.54 117.21
Weekly 2.65% 2.57% 2.65% 4.09% 2.73% 3.06% 111.26 117.50 108.27 120.75
Monthly 4.73% 4.55% 4.73% 8.78% 5.68% 6.37% 108.03 121.02 102.07 128.08
Quarterly 6.93% 7.06% 7.07% 13.61% 9.83% 11.04% 103.64 126.15 93.93 139.18
Annual — — — — 19.66% 22.08% 93.93 139.18 77.17 169.42
Option Time Horizon — — — — 7.56% 8.49% 106.01 123.32 98.29 133.01
Calculation Notes: Computed at 2026-02-22T14:18 UTC  |  Reference Contract: Call option expiring 2026-04-17 (54 days)  |  Spot Price (S): $114.34  |  Strike (K): $115.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $3.1750 (Bid $2.7500 / Ask $3.6000)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 3.13%  |  Binomial IV (Annual): 19.66% (CRR binomial tree, American, n=20 steps)  |  BS IV: 19.69% (European Black-Scholes)  |  Yahoo IV (Annual): 22.08% → 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 12.60 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%1171.01%1.69%
-2.68% to -1.77%3923.39%5.08%
-1.77% to -0.85%152513.17%18.25%
-0.85% to 0.06%401734.70%52.95%
0.06% to 0.97%338129.21%82.16%
0.97% to 1.88%149712.93%95.09%
1.88% to 2.79%3923.39%98.48%
2.79% to 3.70%1060.92%99.40%
Greater than 3.70%700.60%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.16%1.27% 77.01%68.27%
±2σ -2.37%2.48% 95.26%95.45%
±3σ -3.59%3.70% 98.71%99.73%
Descriptive Statistics
Mean0.055%
Standard Error0.011%
Median0.000%
Mode0.000%
Standard Deviation1.214%
Sample Variance1.475%
Kurtosis12.60
Skewness-0.30
Range31.198%
Minimum-18.051%
Maximum13.147%
Count11576
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 0.946% 5566 48.08% 0.455%
Negative -0.925% 4997 43.17% -0.399%
Zero 0.000% 1013 8.75% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 1.97%
20 1 Month 1.94%
60 1 Quarter 1.59%
250 1 Year 1.64%
750 3 Years 1.72%
1,250 5 Years 1.81%
2,500 10 Years 1.81%
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 81.72 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%142912.34%12.34%
0.88% to 1.66%580150.11%62.45%
1.66% to 2.45%279524.14%86.59%
2.45% to 3.23%9498.20%94.79%
3.23% to 4.02%3062.64%97.43%
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%
Median1.443%
Mode1.370%
Standard Deviation1.048%
Sample Variance1.099%
Kurtosis81.72
Skewness5.79
Range25.398%
Minimum0.254%
Maximum25.652%
Count11577
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.663% 11577 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 22.40 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -3.47%650.56%0.56%
-3.47% to -2.62%970.84%1.40%
-2.62% to -1.76%4033.48%4.88%
-1.76% to -0.91%153113.22%18.10%
-0.91% to -0.06%338429.23%47.34%
-0.06% to 0.79%401434.67%82.01%
0.79% to 1.64%150813.03%95.03%
1.64% to 2.49%3823.30%98.33%
2.49% to 3.34%1181.02%99.35%
Greater than 3.34%750.65%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.20%1.07% 77.11%68.27%
±2σ -2.33%2.20% 95.70%95.45%
±3σ -3.47%3.34% 98.79%99.73%
Descriptive Statistics
Mean-0.064%
Standard Error0.011%
Median0.000%
Mode0.000%
Standard Deviation1.134%
Sample Variance1.285%
Kurtosis22.40
Skewness1.01
Range32.142%
Minimum-9.899%
Maximum22.243%
Count11577
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 0.875% 4841 41.82% 0.366%
Negative -0.883% 5637 48.69% -0.430%
Zero 0.000% 1099 9.49% 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 10.72 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%903.75%5.30%
-3.71% to -1.72%29712.39%17.69%
-1.72% to 0.27%75231.37%49.06%
0.27% to 2.25%78832.87%81.94%
2.25% to 4.24%31513.14%95.08%
4.24% to 6.23%873.63%98.71%
6.23% to 8.22%150.63%99.33%
Greater than 8.22%160.67%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.38%2.92% 75.93%68.27%
±2σ -5.03%5.57% 95.45%95.45%
±3σ -7.68%8.22% 98.75%99.73%
Descriptive Statistics
Mean0.266%
Standard Error0.054%
Median0.330%
Mode0.000%
Standard Deviation2.650%
Sample Variance7.022%
Kurtosis10.72
Skewness0.29
Range53.134%
Minimum-23.511%
Maximum29.623%
Count2397
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.044% 1281 53.44% 1.092%
Negative -1.905% 1040 43.39% -0.827%
Zero 0.000% 76 3.17% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 4.06%
12 1 Quarter 3.41%
52 1 Year 3.63%
156 3 Years 3.90%
260 5 Years 4.09%
520 10 Years 4.09%
1,040 20 Years 3.93%
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 121.26 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 0.09%00.00%0.00%
0.09% to 2.02%26110.88%10.88%
2.02% to 3.95%123351.42%62.30%
3.95% to 5.88%60525.23%87.53%
5.88% to 7.81%1897.88%95.41%
7.81% to 9.74%602.50%97.91%
9.74% to 11.67%230.96%98.87%
Greater than 11.67%271.13%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.38%6.52% 89.37%68.27%
±2σ -1.19%9.10% 97.46%95.45%
±3σ -3.76%11.67% 98.87%99.73%
Descriptive Statistics
Mean3.952%
Standard Error0.053%
Median3.424%
Mode2.463%
Standard Deviation2.572%
Sample Variance6.617%
Kurtosis121.26
Skewness7.38
Range60.184%
Minimum0.866%
Maximum61.050%
Count2398
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.952% 2398 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 15.54 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%743.09%4.34%
-4.13% to -2.14%34814.51%18.85%
-2.14% to -0.15%78332.65%51.50%
-0.15% to 1.83%73830.78%82.28%
1.83% to 3.82%29712.39%94.66%
3.82% to 5.81%813.38%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% 95.58%95.45%
±3σ -8.10%7.79% 98.87%99.73%
Descriptive Statistics
Mean-0.153%
Standard Error0.054%
Median-0.266%
Mode0.000%
Standard Deviation2.649%
Sample Variance7.016%
Kurtosis15.54
Skewness1.01
Range55.715%
Minimum-21.352%
Maximum34.363%
Count2398
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.985% 1053 43.91% 0.872%
Negative -1.954% 1258 52.46% -1.025%
Zero 0.000% 87 3.63% 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 0.93 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -13.07%30.54%0.54%
-13.07% to -9.52%40.73%1.27%
-9.52% to -5.98%285.08%6.35%
-5.98% to -2.43%8214.88%21.23%
-2.43% to 1.11%15828.68%49.91%
1.11% to 4.66%16129.22%79.13%
4.66% to 8.21%8114.70%93.83%
8.21% to 11.75%264.72%98.55%
11.75% to 15.30%40.73%99.27%
Greater than 15.30%40.73%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.61%5.84% 70.78%68.27%
±2σ -8.34%10.57% 95.28%95.45%
±3σ -13.07%15.30% 98.73%99.73%
Descriptive Statistics
Mean1.114%
Standard Error0.201%
Median1.189%
Mode0.000%
Standard Deviation4.728%
Sample Variance22.355%
Kurtosis0.93
Skewness0.03
Range37.541%
Minimum-17.296%
Maximum20.245%
Count551
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.098% 330 59.89% 2.454%
Negative -3.451% 214 38.84% -1.340%
Zero 0.000% 7 1.27% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 7.55%
12 1 Year 7.04%
36 3 Years 8.05%
60 5 Years 8.78%
120 10 Years 8.71%
240 20 Years 8.16%
600 50 Years 8.13%
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 34.59 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -5.13%00.00%0.00%
-5.13% to -1.71%00.00%0.00%
-1.71% to 1.71%00.00%0.00%
1.71% to 5.12%8916.12%16.12%
5.12% to 8.54%24844.93%61.05%
8.54% to 11.95%14225.72%86.78%
11.95% to 15.37%437.79%94.57%
15.37% to 18.78%152.72%97.28%
18.78% to 22.20%61.09%98.37%
Greater than 22.20%91.63%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 3.98%13.09% 85.51%68.27%
±2σ -0.57%17.64% 95.83%95.45%
±3σ -5.13%22.20% 98.37%99.73%
Descriptive Statistics
Mean8.536%
Standard Error0.194%
Median7.613%
Mode6.573%
Standard Deviation4.554%
Sample Variance20.737%
Kurtosis34.59
Skewness4.04
Range58.148%
Minimum2.902%
Maximum61.050%
Count552
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.536% 552 100.00% 8.536%
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 1.03 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%0.91%
-11.29% to -7.75%244.35%5.25%
-7.75% to -4.20%8916.12%21.38%
-4.20% to -0.66%17631.88%53.26%
-0.66% to 2.89%14726.63%79.89%
2.89% to 6.43%6411.59%91.49%
6.43% to 9.98%376.70%98.19%
9.98% 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%4.07% 71.56%68.27%
±2σ -10.11%8.80% 95.47%95.45%
±3σ -14.84%13.53% 99.28%99.73%
Descriptive Statistics
Mean-0.656%
Standard Error0.201%
Median-1.081%
Mode0.000%
Standard Deviation4.727%
Sample Variance22.347%
Kurtosis1.03
Skewness0.39
Range36.789%
Minimum-16.837%
Maximum19.952%
Count552
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.786% 225 40.76% 1.543%
Negative -3.771% 322 58.33% -2.200%
Zero 0.000% 5 0.91% 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 -17.62%00.00%0.00%
-17.62% to -12.42%21.09%1.09%
-12.42% to -7.22%137.07%8.15%
-7.22% to -2.03%2815.22%23.37%
-2.03% to 3.17%3921.20%44.57%
3.17% to 8.37%6032.61%77.17%
8.37% to 13.56%3016.30%93.48%
13.56% to 18.76%126.52%100.00%
18.76% 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 -3.76%10.10% 66.30%68.27%
±2σ -10.69%17.03% 95.11%95.45%
±3σ -17.62%23.95% 100.00%99.73%
Descriptive Statistics
Mean3.168%
Standard Error0.511%
Median3.825%
Mode-14.473%
Standard Deviation6.929%
Sample Variance48.015%
Kurtosis-0.31
Skewness-0.26
Range32.861%
Minimum-14.473%
Maximum18.388%
Count184
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 6.730% 130 70.65% 4.755%
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 9.32%
12 3 Years 11.79%
20 5 Years 13.61%
40 10 Years 14.12%
80 20 Years 13.87%
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 9.30 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.07%00.00%0.00%
-6.07% to -0.78%00.00%0.00%
-0.78% to 4.52%00.00%0.00%
4.52% to 9.82%3619.46%19.46%
9.82% to 15.11%7942.70%62.16%
15.11% to 20.41%3217.30%79.46%
20.41% to 25.71%2614.05%93.51%
25.71% to 31.00%63.24%96.76%
31.00% to 36.30%42.16%98.92%
Greater than 36.30%21.08%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 8.05%22.18% 76.76%68.27%
±2σ 0.99%29.24% 96.76%95.45%
±3σ -6.07%36.30% 98.92%99.73%
Descriptive Statistics
Mean15.114%
Standard Error0.519%
Median13.503%
Mode12.500%
Standard Deviation7.062%
Sample Variance49.865%
Kurtosis9.30
Skewness2.14
Range55.913%
Minimum5.137%
Maximum61.050%
Count185
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 15.114% 185 100.00% 15.114%
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 -23.29%00.00%0.00%
-23.29% to -17.99%10.54%0.54%
-17.99% to -12.69%73.78%4.32%
-12.69% to -7.38%3116.76%21.08%
-7.38% to -2.08%6736.22%57.30%
-2.08% to 3.22%3921.08%78.38%
3.22% to 8.52%2312.43%90.81%
8.52% to 13.82%137.03%97.84%
13.82% to 19.12%42.16%100.00%
Greater than 19.12%00.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -9.15%4.98% 67.57%68.27%
±2σ -16.22%12.05% 94.05%95.45%
±3σ -23.29%19.12% 100.00%99.73%
Descriptive Statistics
Mean-2.083%
Standard Error0.520%
Median-3.178%
Mode0.000%
Standard Deviation7.068%
Sample Variance49.962%
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 -6.013% 125 67.57% -4.063%
Zero 0.000% 2 1.08% 0.000%