Markets Data Volatility Heatmap Portfolio Calculator

WEN Deep Analytical Report

The Wendy's Company | Category: Equity Small Cap | Ann. Div Yield: 8.05% ($0.67) | Last Updated: 2026-02-22 | Data Range: 1980-05-01 → 2026-02-01 (550 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 3.06% 3.19% 2.69% 2.61% 3.98% 3.84% 7.77 8.42 7.47 8.76
Weekly 6.11% 8.65% 7.24% 5.79% 8.75% 8.45% 7.41 8.83 6.79 9.64
Monthly 11.58% 20.15% 14.08% 12.28% 18.22% 17.59% 6.74 9.71 5.62 11.65
Quarterly 21.97% 35.61% 24.81% 21.34% 31.56% 30.47% 5.90 11.09 4.30 15.21
Annual — — — — 63.11% 60.94% 4.30 15.21 2.29 28.59
Option Time Horizon — — — — 20.63% 19.92% 6.58 9.94 5.35 12.22
Calculation Notes: Computed at 2026-02-22T14:21 UTC  |  Reference Contract: Call option expiring 2026-04-02 (39 days)  |  Spot Price (S): $8.09  |  Strike (K): $9.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $0.3250 (Bid $0.1500 / Ask $0.5000)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 8.05%  |  Binomial IV (Annual): 63.11% (CRR binomial tree, American, n=20 steps)  |  BS IV: 63.17% (European Black-Scholes)  |  Yahoo IV (Annual): 60.94% → 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
2025-12-01 $0.1400
2025-09-02 $0.1400
2025-06-02 $0.1400
2025-03-03 $0.2500
2024-12-02 $0.2500
2024-09-03 $0.2500
2024-06-03 $0.2500
2024-02-29 $0.2500
2023-11-30 $0.2500
2023-08-31 $0.2500
2023-05-31 $0.2500
2023-02-28 $0.2500
2022-11-30 $0.1250
2022-08-31 $0.1250
2022-05-31 $0.1250
2022-03-04 $0.1250
2021-11-30 $0.1200
2021-08-31 $0.1200
2021-05-28 $0.1000
2021-03-04 $0.0900
2020-11-30 $0.0700
2020-08-31 $0.0500
2020-05-29 $0.0500
2020-02-28 $0.1200
2019-11-29 $0.1200
2019-08-30 $0.1000
2019-05-31 $0.1000
2019-02-28 $0.1000
2018-11-30 $0.0850
2018-08-31 $0.0850
2018-05-31 $0.0850
2018-02-28 $0.0850
2017-11-30 $0.0700
2017-08-30 $0.0700
2017-05-30 $0.0700
2017-02-27 $0.0700
2016-11-29 $0.0650
2016-08-30 $0.0600
2016-05-27 $0.0600
2016-02-26 $0.0600
2015-11-27 $0.0600
2015-08-28 $0.0550
2015-05-28 $0.0550
2015-02-26 $0.0550
2014-11-26 $0.0550
2014-08-28 $0.0500
2014-05-29 $0.0500
2014-02-27 $0.0500
2013-11-27 $0.0500
2013-08-29 $0.0500
2013-05-30 $0.0400
2013-02-27 $0.0400
2012-11-29 $0.0400
2012-08-30 $0.0200
2012-05-30 $0.0200
2012-02-28 $0.0200
2011-11-29 $0.0200
2011-08-30 $0.0200
2011-05-27 $0.0200
2011-02-25 $0.0200
2010-11-29 $0.0200
2010-08-30 $0.0150
2010-05-27 $0.0150
2010-02-25 $0.0150
2009-11-27 $0.0150
2009-08-28 $0.0150
2009-05-28 $0.0150
2009-03-18 $0.0150
2008-11-26 $0.0150
2008-09-17 $0.0800
2008-05-29 $0.0800
2008-02-27 $0.0784
2007-11-29 $0.0784
2007-08-29 $0.0784
2007-05-30 $0.0784
2007-02-27 $0.0784
2006-11-29 $0.0784
2006-08-30 $0.0784
2006-05-30 $0.0784
2006-02-28 $0.0784
2005-11-30 $0.0784
2005-08-30 $0.0784
2005-06-01 $0.0637
2005-03-01 $0.0637
2004-12-01 $0.0637
2004-09-01 $0.0637
2004-06-01 $0.0637
2004-03-02 $0.0637
2003-11-28 $0.0637
2003-09-11 $0.0637
2003-09-05 $21.0784
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.00. Further, an Excess Kurtosis of 69.79 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -9.11%650.57%0.57%
-9.11% to -6.82%890.78%1.35%
-6.82% to -4.52%3583.15%4.50%
-4.52% to -2.22%9688.52%13.02%
-2.22% to 0.07%521245.85%58.87%
0.07% to 2.37%324928.58%87.45%
2.37% to 4.67%8447.43%94.88%
4.67% to 6.96%3683.24%98.12%
6.96% to 9.26%1040.91%99.03%
Greater than 9.26%1100.97%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.99%3.13% 81.09%68.27%
±2σ -6.05%6.20% 95.44%95.45%
±3σ -9.11%9.26% 98.46%99.73%
Descriptive Statistics
Mean0.072%
Standard Error0.029%
Median0.000%
Mode0.000%
Standard Deviation3.062%
Sample Variance9.374%
Kurtosis69.79
Skewness3.00
Range115.524%
Minimum-28.857%
Maximum86.667%
Count11367
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.248% 4748 41.77% 0.939%
Negative -1.994% 4940 43.46% -0.867%
Zero 0.000% 1679 14.77% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 10.36%
20 1 Month 5.52%
60 1 Quarter 4.13%
250 1 Year 3.49%
750 3 Years 2.67%
1,250 5 Years 2.61%
2,500 10 Years 2.66%
5,000 20 Years 3.06%
12,500 50 Years 3.68%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.67. Further, an Excess Kurtosis of 84.89 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -5.97%00.00%0.00%
-5.97% to -3.58%00.00%0.00%
-3.58% to -1.19%00.00%0.00%
-1.19% to 1.20%10499.23%9.23%
1.20% to 3.60%638256.14%65.37%
3.60% to 5.99%241821.27%86.64%
5.99% to 8.38%8507.48%94.12%
8.38% to 10.77%3332.93%97.04%
10.77% to 13.16%1581.39%98.43%
Greater than 13.16%1781.57%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.41%6.78% 89.80%68.27%
±2σ -2.78%9.97% 96.09%95.45%
±3σ -5.97%13.16% 98.43%99.73%
Descriptive Statistics
Mean3.595%
Standard Error0.030%
Median2.679%
Mode5.000%
Standard Deviation3.188%
Sample Variance10.166%
Kurtosis84.89
Skewness5.67
Range86.468%
Minimum0.199%
Maximum86.667%
Count11368
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.595% 11368 100.00% 3.595%
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 Left Skewed (Negative Asymmetry) with a Skewness factor of -0.60. Further, an Excess Kurtosis of 16.81 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.06%1090.96%0.96%
-8.06% to -6.05%1181.04%2.00%
-6.05% to -4.04%4163.66%5.66%
-4.04% to -2.02%8917.84%13.49%
-2.02% to -0.01%315827.78%41.27%
-0.01% to 2.00%511544.99%86.27%
2.00% to 4.02%9878.68%94.95%
4.02% to 6.03%3863.40%98.35%
6.03% to 8.05%1050.92%99.27%
Greater than 8.05%830.73%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.69%2.68% 80.04%68.27%
±2σ -5.38%5.36% 95.07%95.45%
±3σ -8.06%8.05% 98.31%99.73%
Descriptive Statistics
Mean-0.009%
Standard Error0.025%
Median0.000%
Mode0.000%
Standard Deviation2.685%
Sample Variance7.211%
Kurtosis16.81
Skewness-0.60
Range77.353%
Minimum-46.429%
Maximum30.924%
Count11368
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.917% 4918 43.26% 0.829%
Negative -2.031% 4692 41.27% -0.838%
Zero 0.000% 1758 15.46% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.05. Further, an Excess Kurtosis of 18.88 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -18.03%110.46%0.46%
-18.03% to -13.44%190.80%1.26%
-13.44% to -8.86%532.22%3.47%
-8.86% to -4.28%28611.97%15.45%
-4.28% to 0.30%99241.52%56.97%
0.30% to 4.89%69829.22%86.19%
4.89% to 9.47%2138.92%95.10%
9.47% to 14.05%572.39%97.49%
14.05% to 18.63%301.26%98.74%
Greater than 18.63%301.26%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.81%6.41% 82.34%68.27%
±2σ -11.92%12.52% 95.69%95.45%
±3σ -18.03%18.63% 98.28%99.73%
Descriptive Statistics
Mean0.303%
Standard Error0.125%
Median0.000%
Mode0.000%
Standard Deviation6.110%
Sample Variance37.331%
Kurtosis18.88
Skewness2.05
Range107.113%
Minimum-33.780%
Maximum73.333%
Count2389
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.619% 1071 44.83% 2.071%
Negative -3.740% 1129 47.26% -1.767%
Zero 0.000% 189 7.91% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 12.31%
12 1 Quarter 8.09%
52 1 Year 7.63%
156 3 Years 5.86%
260 5 Years 5.79%
520 10 Years 5.89%
1,040 20 Years 6.78%
2,600 50 Years 7.95%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 10.61. Further, an Excess Kurtosis of 232.06 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -17.57%00.00%0.00%
-17.57% to -11.07%00.00%0.00%
-11.07% to -4.58%00.00%0.00%
-4.58% to 1.91%180.75%0.75%
1.91% to 8.40%159466.69%67.45%
8.40% to 14.89%51321.46%88.91%
14.89% to 21.38%1646.86%95.77%
21.38% to 27.87%461.92%97.70%
27.87% to 34.37%251.05%98.74%
Greater than 34.37%301.26%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -0.25%17.05% 92.51%68.27%
±2σ -8.91%25.71% 97.15%95.45%
±3σ -17.56%34.36% 98.74%99.73%
Descriptive Statistics
Mean8.400%
Standard Error0.177%
Median6.281%
Mode7.692%
Standard Deviation8.655%
Sample Variance74.911%
Kurtosis232.06
Skewness10.61
Range240.399%
Minimum0.599%
Maximum240.998%
Count2390
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.400% 2390 100.00% 8.400%
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 12.16. Further, an Excess Kurtosis of 373.73 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -21.63%90.38%0.38%
-21.63% to -16.20%170.71%1.09%
-16.20% to -10.78%381.59%2.68%
-10.78% to -5.35%1998.33%11.00%
-5.35% to 0.08%100442.01%53.01%
0.08% to 5.51%89437.41%90.42%
5.51% to 10.94%1727.20%97.62%
10.94% to 16.37%291.21%98.83%
16.37% to 21.80%170.71%99.54%
Greater than 21.80%110.46%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.16%7.32% 88.08%68.27%
±2σ -14.39%14.56% 97.32%95.45%
±3σ -21.63%21.80% 99.16%99.73%
Descriptive Statistics
Mean0.083%
Standard Error0.148%
Median0.000%
Mode0.000%
Standard Deviation7.239%
Sample Variance52.401%
Kurtosis373.73
Skewness12.16
Range264.473%
Minimum-42.308%
Maximum222.165%
Count2390
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.078% 1132 47.36% 1.932%
Negative -4.148% 1065 44.56% -1.848%
Zero 0.000% 193 8.07% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.91. Further, an Excess Kurtosis of 14.14 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -33.59%30.55%0.55%
-33.59% to -24.91%40.73%1.28%
-24.91% to -16.23%122.19%3.46%
-16.23% to -7.54%6612.02%15.48%
-7.54% to 1.14%22641.17%56.65%
1.14% to 9.82%15327.87%84.52%
9.82% to 18.50%5610.20%94.72%
18.50% to 27.19%162.91%97.63%
27.19% to 35.87%91.64%99.27%
Greater than 35.87%40.73%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -10.44%12.72% 80.15%68.27%
±2σ -22.02%24.29% 95.45%95.45%
±3σ -33.59%35.87% 98.72%99.73%
Descriptive Statistics
Mean1.139%
Standard Error0.494%
Median0.000%
Mode0.000%
Standard Deviation11.577%
Sample Variance134.036%
Kurtosis14.14
Skewness1.91
Range141.307%
Minimum-38.182%
Maximum103.125%
Count549
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.983% 267 48.63% 4.369%
Negative -7.065% 251 45.72% -3.230%
Zero 0.000% 31 5.65% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 14.51%
12 1 Year 15.69%
36 3 Years 12.38%
60 5 Years 12.28%
120 10 Years 12.69%
240 20 Years 14.02%
600 50 Years 16.73%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.76. Further, an Excess Kurtosis of 46.11 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -41.08%00.00%0.00%
-41.08% to -25.97%00.00%0.00%
-25.97% to -10.86%00.00%0.00%
-10.86% to 4.26%20.36%0.36%
4.26% to 19.37%37067.27%67.64%
19.37% to 34.48%13324.18%91.82%
34.48% to 49.60%234.18%96.00%
49.60% to 64.71%91.64%97.64%
64.71% to 79.82%50.91%98.55%
Greater than 79.82%81.45%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -0.78%39.52% 93.27%68.27%
±2σ -20.93%59.67% 97.27%95.45%
±3σ -41.08%79.82% 98.55%99.73%
Descriptive Statistics
Mean19.371%
Standard Error0.859%
Median14.286%
Mode20.000%
Standard Deviation20.151%
Sample Variance406.076%
Kurtosis46.11
Skewness5.76
Range237.989%
Minimum3.009%
Maximum240.998%
Count550
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 19.371% 550 100.00% 19.371%
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 6.29. Further, an Excess Kurtosis of 90.78 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -41.80%10.18%0.18%
-41.80% to -31.24%30.55%0.73%
-31.24% to -20.68%112.00%2.73%
-20.68% to -10.11%498.91%11.64%
-10.11% to 0.45%23943.45%55.09%
0.45% to 11.01%18934.36%89.45%
11.01% to 21.58%437.82%97.27%
21.58% to 32.14%81.45%98.73%
32.14% to 42.70%20.36%99.09%
Greater than 42.70%50.91%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -13.63%14.54% 86.91%68.27%
±2σ -27.72%28.62% 97.27%95.45%
±3σ -41.80%42.70% 98.91%99.73%
Descriptive Statistics
Mean0.451%
Standard Error0.601%
Median0.000%
Mode0.000%
Standard Deviation14.084%
Sample Variance198.349%
Kurtosis90.78
Skewness6.29
Range261.097%
Minimum-50.769%
Maximum210.328%
Count550
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.901% 256 46.55% 4.143%
Negative -7.577% 268 48.73% -3.692%
Zero 0.000% 26 4.73% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.99. Further, an Excess Kurtosis of 10.12 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -62.30%00.00%0.00%
-62.30% to -45.82%10.55%0.55%
-45.82% to -29.34%52.73%3.28%
-29.34% to -12.87%2513.66%16.94%
-12.87% to 3.61%6636.07%53.01%
3.61% to 20.09%5932.24%85.25%
20.09% to 36.57%158.20%93.44%
36.57% to 53.04%94.92%98.36%
53.04% to 69.52%10.55%98.91%
Greater than 69.52%21.09%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -18.36%25.58% 80.33%68.27%
±2σ -40.33%47.55% 96.72%95.45%
±3σ -62.30%69.52% 98.91%99.73%
Descriptive Statistics
Mean3.611%
Standard Error1.624%
Median2.155%
Mode0.000%
Standard Deviation21.970%
Sample Variance482.700%
Kurtosis10.12
Skewness1.99
Range187.758%
Minimum-57.971%
Maximum129.787%
Count183
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 16.889% 100 54.65% 9.229%
Negative -13.181% 78 42.62% -5.618%
Zero 0.000% 5 2.73% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 25.25%
12 3 Years 22.61%
20 5 Years 21.34%
40 10 Years 21.50%
80 20 Years 23.82%
200 50 Years 29.43%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.64. Further, an Excess Kurtosis of 16.36 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -69.47%00.00%0.00%
-69.47% to -42.77%00.00%0.00%
-42.77% to -16.06%00.00%0.00%
-16.06% to 10.65%42.17%2.17%
10.65% to 37.35%12467.39%69.57%
37.35% to 64.06%4122.28%91.85%
64.06% to 90.77%52.72%94.57%
90.77% to 117.48%21.09%95.65%
117.48% to 144.19%21.09%96.74%
Greater than 144.19%63.26%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.74%72.97% 92.93%68.27%
±2σ -33.87%108.57% 95.65%95.45%
±3σ -69.47%144.19% 96.74%99.73%
Descriptive Statistics
Mean37.355%
Standard Error2.625%
Median28.202%
Mode24.000%
Standard Deviation35.610%
Sample Variance1268.070%
Kurtosis16.36
Skewness3.64
Range246.936%
Minimum6.426%
Maximum253.362%
Count184
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 37.355% 184 100.00% 37.355%
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 3.21. Further, an Excess Kurtosis of 20.61 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -72.79%00.00%0.00%
-72.79% to -54.19%21.09%1.09%
-54.19% to -35.58%10.54%1.63%
-35.58% to -16.98%2413.04%14.67%
-16.98% to 1.63%8244.57%59.24%
1.63% to 20.23%5127.72%86.96%
20.23% to 38.84%179.24%96.20%
38.84% to 57.44%42.17%98.37%
57.44% to 76.05%10.54%98.91%
Greater than 76.05%21.09%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -23.18%26.43% 83.15%68.27%
±2σ -47.98%51.24% 96.74%95.45%
±3σ -72.79%76.05% 98.91%99.73%
Descriptive Statistics
Mean1.628%
Standard Error1.829%
Median-1.946%
Mode0.000%
Standard Deviation24.806%
Sample Variance615.326%
Kurtosis20.61
Skewness3.21
Range242.661%
Minimum-56.481%
Maximum186.180%
Count184
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 19.016% 82 44.56% 8.474%
Negative -12.854% 98 53.26% -6.846%
Zero 0.000% 4 2.17% 0.000%