Markets Data Volatility Heatmap Portfolio Calculator

WEN Deep Analytical Report

The Wendy's Company | Category: Equity Small Cap | Ann. Div Yield: 9.45% ($0.67) | Last Updated: 2026-03-24 | Data Range: 1980-05-01 → 2026-03-01 (551 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% 2.68% 2.62% 3.57% 3.40% 6.86 7.36 6.62 7.63
Weekly 6.11% 8.65% 7.23% 5.79% 7.85% 7.48% 6.57 7.69 6.07 8.31
Monthly 11.57% 20.14% 14.07% 12.26% 16.34% 15.56% 6.03 8.37 5.12 9.85
Quarterly 21.99% 35.61% 24.81% 21.34% 28.30% 26.95% 5.35 9.43 4.03 12.51
Annual — — — — 56.60% 53.91% 4.03 12.51 2.29 22.04
Option Time Horizon — — — — 21.36% 20.35% 5.74 8.80 4.63 10.89
Calculation Notes: Computed at 2026-03-23T16:36 UTC  |  Reference Contract: Call option expiring 2026-05-15 (52 days)  |  Spot Price (S): $7.11  |  Strike (K): $8.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $0.2750 (Bid $0.2500 / Ask $0.3000)  |  Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 9.45%  |  Binomial IV (Annual): 56.60% (CRR binomial tree, American, n=20 steps)  |  BS IV: 57.01% (European Black-Scholes)  |  Yahoo IV (Annual): 53.91% → 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
2026-03-02 $0.1400
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%3593.15%4.50%
-4.52% to -2.23%9728.54%13.04%
-2.23% to 0.07%521945.83%58.87%
0.07% to 2.37%325328.57%87.43%
2.37% to 4.66%8497.46%94.89%
4.66% to 6.96%3683.23%98.12%
6.96% to 9.25%1040.91%99.03%
Greater than 9.25%1100.97%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.99%3.13% 81.07%68.27%
±2σ -6.05%6.19% 95.45%95.45%
±3σ -9.11%9.25% 98.46%99.73%
Descriptive Statistics
Mean0.071%
Standard Error0.029%
Median0.000%
Mode0.000%
Standard Deviation3.061%
Sample Variance9.367%
Kurtosis69.79
Skewness3.00
Range115.524%
Minimum-28.857%
Maximum86.667%
Count11388
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.246% 4756 41.76% 0.938%
Negative -1.994% 4953 43.49% -0.867%
Zero 0.000% 1679 14.74% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 2.95%
20 1 Month 3.97%
60 1 Quarter 4.24%
250 1 Year 3.58%
750 3 Years 2.70%
1,250 5 Years 2.62%
2,500 10 Years 2.68%
5,000 20 Years 3.07%
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 85.02 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -5.96%00.00%0.00%
-5.96% to -3.57%00.00%0.00%
-3.57% to -1.18%00.00%0.00%
-1.18% to 1.21%10609.31%9.31%
1.21% to 3.60%638256.04%65.34%
3.60% to 5.99%242721.31%86.65%
5.99% to 8.38%8517.47%94.13%
8.38% to 10.76%3332.92%97.05%
10.76% to 13.15%1581.39%98.44%
Greater than 13.15%1781.56%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.41%6.78% 89.81%68.27%
±2σ -2.78%9.97% 96.10%95.45%
±3σ -5.96%13.15% 98.44%99.73%
Descriptive Statistics
Mean3.596%
Standard Error0.030%
Median2.685%
Mode5.000%
Standard Deviation3.186%
Sample Variance10.149%
Kurtosis85.02
Skewness5.67
Range86.468%
Minimum0.199%
Maximum86.667%
Count11389
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.596% 11389 100.00% 3.596%
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%1.99%
-6.05% to -4.04%4163.65%5.65%
-4.04% to -2.02%8957.86%13.50%
-2.02% to -0.01%316427.78%41.29%
-0.01% to 2.00%512144.96%86.25%
2.00% to 4.02%9918.70%94.95%
4.02% to 6.03%3873.40%98.35%
6.03% to 8.04%1050.92%99.27%
Greater than 8.04%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%8.04% 98.31%99.73%
Descriptive Statistics
Mean-0.009%
Standard Error0.025%
Median0.000%
Mode0.000%
Standard Deviation2.684%
Sample Variance7.205%
Kurtosis16.81
Skewness-0.60
Range77.353%
Minimum-46.429%
Maximum30.924%
Count11389
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.917% 4929 43.28% 0.830%
Negative -2.030% 4702 41.28% -0.838%
Zero 0.000% 1758 15.44% 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 18.92 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -18.02%110.46%0.46%
-18.02% to -13.44%200.84%1.30%
-13.44% to -8.86%522.17%3.47%
-8.86% to -4.28%28611.95%15.42%
-4.28% to 0.30%99441.54%56.96%
0.30% to 4.88%70029.25%86.21%
4.88% to 9.46%2138.90%95.11%
9.46% to 14.03%572.38%97.49%
14.03% to 18.61%301.25%98.75%
Greater than 18.61%301.25%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.81%6.40% 82.41%68.27%
±2σ -11.91%12.51% 95.70%95.45%
±3σ -18.02%18.61% 98.29%99.73%
Descriptive Statistics
Mean0.297%
Standard Error0.125%
Median0.000%
Mode0.000%
Standard Deviation6.105%
Sample Variance37.265%
Kurtosis18.92
Skewness2.05
Range107.113%
Minimum-33.780%
Maximum73.333%
Count2393
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.611% 1072 44.80% 2.066%
Negative -3.738% 1132 47.30% -1.768%
Zero 0.000% 189 7.90% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 7.50%
12 1 Quarter 8.55%
52 1 Year 7.72%
156 3 Years 5.92%
260 5 Years 5.79%
520 10 Years 5.91%
1,040 20 Years 6.80%
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 232.44 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -17.55%00.00%0.00%
-17.55% to -11.06%00.00%0.00%
-11.06% to -4.57%00.00%0.00%
-4.57% to 1.91%210.88%0.88%
1.91% to 8.40%159466.58%67.46%
8.40% to 14.88%51421.47%88.93%
14.88% to 21.37%1646.85%95.78%
21.37% to 27.86%461.92%97.70%
27.86% to 34.34%251.04%98.75%
Greater than 34.34%301.25%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -0.25%17.05% 92.52%68.27%
±2σ -8.90%25.70% 97.16%95.45%
±3σ -17.55%34.34% 98.75%99.73%
Descriptive Statistics
Mean8.399%
Standard Error0.177%
Median6.284%
Mode7.692%
Standard Deviation8.648%
Sample Variance74.788%
Kurtosis232.44
Skewness10.61
Range240.399%
Minimum0.599%
Maximum240.998%
Count2394
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.399% 2394 100.00% 8.399%
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 12.17. Further, an Excess Kurtosis of 374.45 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -21.61%90.38%0.38%
-21.61% to -16.18%170.71%1.09%
-16.18% to -10.76%381.59%2.67%
-10.76% to -5.34%1988.27%10.94%
-5.34% to 0.09%100742.06%53.01%
0.09% to 5.51%89637.43%90.43%
5.51% to 10.94%1727.18%97.62%
10.94% to 16.36%291.21%98.83%
16.36% to 21.78%170.71%99.54%
Greater than 21.78%110.46%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.15%7.32% 88.14%68.27%
±2σ -14.38%14.55% 97.33%95.45%
±3σ -21.61%21.78% 99.16%99.73%
Descriptive Statistics
Mean0.087%
Standard Error0.148%
Median0.000%
Mode0.000%
Standard Deviation7.232%
Sample Variance52.305%
Kurtosis374.45
Skewness12.17
Range264.473%
Minimum-42.308%
Maximum222.165%
Count2394
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.073% 1135 47.41% 1.931%
Negative -4.141% 1066 44.53% -1.844%
Zero 0.000% 193 8.06% 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 14.16 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -33.60%30.55%0.55%
-33.60% to -24.93%40.73%1.27%
-24.93% to -16.25%122.18%3.45%
-16.25% to -7.57%6612.00%15.45%
-7.57% to 1.11%22841.45%56.91%
1.11% to 9.79%15227.64%84.55%
9.79% to 18.47%5610.18%94.73%
18.47% to 27.15%162.91%97.64%
27.15% to 35.83%91.64%99.27%
Greater than 35.83%40.73%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -10.46%12.68% 80.18%68.27%
±2σ -22.03%24.26% 95.45%95.45%
±3σ -33.60%35.83% 98.73%99.73%
Descriptive Statistics
Mean1.112%
Standard Error0.493%
Median0.000%
Mode0.000%
Standard Deviation11.572%
Sample Variance133.909%
Kurtosis14.16
Skewness1.91
Range141.307%
Minimum-38.182%
Maximum103.125%
Count550
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.002% 266 48.36% 4.354%
Negative -7.047% 253 46.00% -3.242%
Zero 0.000% 31 5.64% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 15.40%
12 1 Year 15.95%
36 3 Years 12.43%
60 5 Years 12.26%
120 10 Years 12.64%
240 20 Years 14.03%
600 50 Years 16.72%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.77. Further, an Excess Kurtosis of 46.20 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -41.05%00.00%0.00%
-41.05% to -25.95%00.00%0.00%
-25.95% to -10.84%00.00%0.00%
-10.84% to 4.26%20.36%0.36%
4.26% to 19.36%37167.33%67.70%
19.36% to 34.46%13324.14%91.83%
34.46% to 49.56%234.17%96.01%
49.56% to 64.66%91.63%97.64%
64.66% to 79.76%50.91%98.55%
Greater than 79.76%81.45%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -0.78%39.49% 93.28%68.27%
±2σ -20.91%59.63% 97.28%95.45%
±3σ -41.05%79.76% 98.55%99.73%
Descriptive Statistics
Mean19.359%
Standard Error0.858%
Median14.286%
Mode20.000%
Standard Deviation20.135%
Sample Variance405.415%
Kurtosis46.20
Skewness5.77
Range237.989%
Minimum3.009%
Maximum240.998%
Count551
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 19.359% 551 100.00% 19.359%
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 6.30. Further, an Excess Kurtosis of 90.92 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -41.74%10.18%0.18%
-41.74% to -31.19%30.54%0.73%
-31.19% to -20.64%112.00%2.72%
-20.64% to -10.08%498.89%11.62%
-10.08% to 0.47%23843.19%54.81%
0.47% to 11.02%19134.66%89.47%
11.02% to 21.58%437.80%97.28%
21.58% to 32.13%81.45%98.73%
32.13% to 42.68%20.36%99.09%
Greater than 42.68%50.91%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -13.60%14.54% 86.93%68.27%
±2σ -27.67%28.61% 97.28%95.45%
±3σ -41.74%42.68% 98.91%99.73%
Descriptive Statistics
Mean0.469%
Standard Error0.599%
Median0.000%
Mode0.000%
Standard Deviation14.071%
Sample Variance197.990%
Kurtosis90.92
Skewness6.30
Range261.097%
Minimum-50.769%
Maximum210.328%
Count551
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 8.856% 258 46.82% 4.147%
Negative -7.590% 267 48.46% -3.678%
Zero 0.000% 26 4.72% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.00. Further, an Excess Kurtosis of 10.10 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -62.43%00.00%0.00%
-62.43% to -45.94%10.55%0.55%
-45.94% to -29.45%52.73%3.28%
-29.45% to -12.95%2513.66%16.94%
-12.95% to 3.54%6736.61%53.55%
3.54% to 20.03%5831.69%85.25%
20.03% to 36.53%158.20%93.44%
36.53% to 53.02%94.92%98.36%
53.02% to 69.51%10.55%98.91%
Greater than 69.51%21.09%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -18.45%25.53% 80.33%68.27%
±2σ -40.44%47.52% 96.72%95.45%
±3σ -62.43%69.51% 98.91%99.73%
Descriptive Statistics
Mean3.540%
Standard Error1.626%
Median1.877%
Mode0.000%
Standard Deviation21.991%
Sample Variance483.603%
Kurtosis10.10
Skewness2.00
Range187.758%
Minimum-57.971%
Maximum129.787%
Count183
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 17.021% 99 54.10% 9.208%
Negative -13.131% 79 43.17% -5.669%
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%
Median28.201%
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 3.20. Further, an Excess Kurtosis of 20.56 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -72.73%00.00%0.00%
-72.73% to -54.12%21.09%1.09%
-54.12% to -35.51%10.54%1.63%
-35.51% to -16.90%2413.04%14.67%
-16.90% to 1.70%8144.02%58.70%
1.70% to 20.31%5328.80%87.50%
20.31% to 38.92%168.70%96.20%
38.92% to 57.53%42.17%98.37%
57.53% to 76.13%10.54%98.91%
Greater than 76.13%21.09%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -23.11%26.51% 83.15%68.27%
±2σ -47.92%51.32% 96.74%95.45%
±3σ -72.73%76.13% 98.91%99.73%
Descriptive Statistics
Mean1.704%
Standard Error1.829%
Median-1.463%
Mode0.000%
Standard Deviation24.810%
Sample Variance615.524%
Kurtosis20.56
Skewness3.20
Range242.661%
Minimum-56.481%
Maximum186.180%
Count184
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 18.906% 83 45.11% 8.528%
Negative -12.946% 97 52.72% -6.825%
Zero 0.000% 4 2.17% 0.000%