Markets Data Volatility Heatmap Portfolio Calculator

WTW Deep Analytical Report

Willis Towers Watson Public Limited Company | Category: Equity Large Cap | Last Updated: 2026-02-22 | Data Range: 2001-06-01 → 2026-02-01 (297 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 1.65% 1.61% 1.49% 2.01% 3.66% 1.99% 290.96 313.07 280.49 324.75
Weekly 3.56% 3.74% 3.54% 4.55% 8.06% 4.38% 278.43 327.15 256.87 354.62
Monthly 6.24% 7.05% 6.17% 9.57% 16.78% 9.11% 255.18 356.96 215.75 422.19
Quarterly 10.45% 11.18% 9.92% 15.13% 29.07% 15.78% 225.68 403.62 168.75 539.78
Annual — — — — 58.14% 31.55% 168.75 539.78 94.35 965.40
Option Time Horizon — — — — 22.36% 12.14% 241.33 377.44 192.98 472.02
Calculation Notes: Computed at 2026-02-22T14:19 UTC  |  Reference Contract: Call option expiring 2026-04-17 (54 days)  |  Spot Price (S): $301.81  |  Strike (K): $310.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $9.9500 (Bid $8.7000 / Ask $11.2000)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 122.00%  |  Binomial IV (Annual): 58.14% (CRR binomial tree, American, n=20 steps)  |  BS IV: 70.46% (European Black-Scholes)  |  Yahoo IV (Annual): 31.55% → 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
2025-12-31 $0.9200
2025-09-30 $0.9200
2025-06-30 $0.9200
2025-03-31 $0.9200
2024-12-31 $0.8800
2024-09-30 $0.8800
2024-06-28 $0.8800
2024-03-27 $0.8800
2023-12-28 $0.8400
2023-09-28 $0.8400
2023-06-29 $0.8400
2023-03-30 $0.8400
2022-12-29 $0.8200
2022-09-29 $0.8200
2022-06-29 $0.8200
2022-03-30 $0.8200
2021-12-30 $0.8000
2021-09-29 $0.8000
2021-05-27 $0.7100
2021-03-30 $0.7100
2020-12-30 $0.7100
2020-09-29 $0.6800
2020-06-29 $0.6800
2020-03-30 $0.6800
2019-12-30 $0.6500
2019-09-27 $0.6500
2019-06-27 $0.6500
2019-03-28 $0.6500
2018-12-28 $0.6000
2018-09-27 $0.6000
2018-06-28 $0.6000
2018-03-28 $0.6000
2017-12-28 $0.5300
2017-09-28 $0.5300
2017-06-28 $0.5300
2017-03-29 $0.5300
2016-12-28 $0.4800
2016-09-28 $0.4800
2016-06-28 $0.4800
2016-03-29 $0.4800
2015-11-16 $0.8212
2015-09-28 $0.8212
2015-06-26 $0.8212
2015-03-27 $0.8212
2014-12-29 $0.7947
2014-09-26 $0.7947
2014-06-26 $0.7947
2014-03-27 $0.7947
2013-12-27 $0.7417
2013-09-26 $0.7417
2013-06-26 $0.7417
2013-03-26 $0.7417
2012-12-27 $0.7152
2012-09-26 $0.7152
2012-06-27 $0.7152
2012-03-28 $0.7152
2011-12-28 $0.6887
2011-09-28 $0.6887
2011-06-28 $0.6887
2011-03-29 $0.6887
2010-12-29 $0.6887
2010-09-28 $0.6887
2010-06-28 $0.6887
2010-03-29 $0.6887
2009-12-28 $0.6887
2009-09-28 $0.6887
2009-06-26 $0.6887
2009-03-27 $0.6887
2008-12-29 $0.6887
2008-09-26 $0.6887
2008-06-26 $0.6887
2008-03-27 $0.6887
2007-12-27 $0.6623
2007-09-26 $0.6623
2007-06-27 $0.6623
2007-03-28 $0.6623
2006-12-27 $0.6225
2006-09-27 $0.6225
2006-06-28 $0.6225
2006-03-29 $0.6225
2005-12-28 $0.5695
2005-09-28 $0.5695
2005-06-28 $0.5695
2005-03-29 $0.5695
2004-12-29 $0.4980
2004-09-28 $0.4980
2004-06-28 $0.4980
2004-03-29 $0.4980
2003-12-29 $0.4318
2003-09-26 $0.4318
2003-06-26 $0.3311
2003-03-27 $0.3311
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.07. Further, an Excess Kurtosis of 13.50 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -4.88%550.89%0.89%
-4.88% to -3.65%450.72%1.61%
-3.65% to -2.42%1612.59%4.20%
-2.42% to -1.18%6109.83%14.03%
-1.18% to 0.05%226536.49%50.52%
0.05% to 1.29%219235.31%85.82%
1.29% to 2.52%5989.63%95.46%
2.52% to 3.75%1642.64%98.10%
3.75% to 4.99%661.06%99.16%
Greater than 4.99%520.84%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.59%1.70% 81.60%68.27%
±2σ -3.24%3.34% 95.41%95.45%
±3σ -4.88%4.99% 98.28%99.73%
Descriptive Statistics
Mean0.053%
Standard Error0.021%
Median0.038%
Mode0.000%
Standard Deviation1.645%
Sample Variance2.707%
Kurtosis13.50
Skewness-0.07
Range34.840%
Minimum-19.015%
Maximum15.825%
Count6208
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.088% 3177 51.18% 0.557%
Negative -1.055% 2968 47.81% -0.504%
Zero 0.000% 63 1.01% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 2.89%
20 1 Month 3.58%
60 1 Quarter 2.34%
250 1 Year 2.07%
750 3 Years 1.82%
1,250 5 Years 2.01%
2,500 10 Years 2.03%
5,000 20 Years 2.06%
12,500 50 Years 2.12%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.85. Further, an Excess Kurtosis of 49.24 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -2.77%00.00%0.00%
-2.77% to -1.56%00.00%0.00%
-1.56% to -0.36%00.00%0.00%
-0.36% to 0.85%5238.42%8.42%
0.85% to 2.05%360057.98%66.40%
2.05% to 3.26%130621.03%87.44%
3.26% to 4.46%4106.60%94.04%
4.46% to 5.67%1903.06%97.10%
5.67% to 6.88%751.21%98.31%
Greater than 6.88%1051.69%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.44%3.66% 90.29%68.27%
±2σ -1.16%5.27% 96.30%95.45%
±3σ -2.77%6.88% 98.31%99.73%
Descriptive Statistics
Mean2.053%
Standard Error0.020%
Median1.624%
Mode0.758%
Standard Deviation1.608%
Sample Variance2.587%
Kurtosis49.24
Skewness4.85
Range34.400%
Minimum0.267%
Maximum34.667%
Count6209
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.053% 6209 100.00% 2.053%
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 1.19. Further, an Excess Kurtosis of 19.74 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -4.51%500.81%0.81%
-4.51% to -3.40%550.89%1.69%
-3.40% to -2.28%1792.88%4.57%
-2.28% to -1.16%62710.10%14.67%
-1.16% to -0.04%221235.63%50.30%
-0.04% to 1.08%217034.95%85.25%
1.08% to 2.20%64510.39%95.64%
2.20% to 3.32%1682.71%98.34%
3.32% to 4.44%550.89%99.23%
Greater than 4.44%480.77%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.53%1.45% 80.74%68.27%
±2σ -3.02%2.94% 95.39%95.45%
±3σ -4.51%4.44% 98.42%99.73%
Descriptive Statistics
Mean-0.039%
Standard Error0.019%
Median-0.049%
Mode0.000%
Standard Deviation1.492%
Sample Variance2.226%
Kurtosis19.74
Skewness1.19
Range31.405%
Minimum-9.870%
Maximum21.535%
Count6209
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 0.996% 2923 47.08% 0.469%
Negative -0.979% 3218 51.83% -0.507%
Zero 0.000% 68 1.09% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.25. Further, an Excess Kurtosis of 6.35 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -10.43%100.78%0.78%
-10.43% to -7.76%151.16%1.94%
-7.76% to -5.09%312.41%4.35%
-5.09% to -2.42%15111.72%16.07%
-2.42% to 0.25%45835.56%51.63%
0.25% to 2.92%42032.61%84.24%
2.92% to 5.59%13810.71%94.95%
5.59% to 8.26%332.56%97.52%
8.26% to 10.93%181.40%98.91%
Greater than 10.93%141.09%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.31%3.81% 80.12%68.27%
±2σ -6.87%7.37% 94.49%95.45%
±3σ -10.43%10.93% 98.14%99.73%
Descriptive Statistics
Mean0.250%
Standard Error0.099%
Median0.186%
Mode-0.131%
Standard Deviation3.561%
Sample Variance12.679%
Kurtosis6.35
Skewness0.25
Range48.243%
Minimum-23.473%
Maximum24.770%
Count1288
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.499% 687 53.34% 1.333%
Negative -2.333% 598 46.43% -1.083%
Zero 0.000% 3 0.23% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 8.76%
12 1 Quarter 5.12%
52 1 Year 4.70%
156 3 Years 4.15%
260 5 Years 4.55%
520 10 Years 4.58%
1,040 20 Years 4.69%
2,600 50 Years 4.92%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.57. Further, an Excess Kurtosis of 22.58 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.16%00.00%0.00%
-6.16% to -3.36%00.00%0.00%
-3.36% to -0.55%00.00%0.00%
-0.55% to 2.26%13210.24%10.24%
2.26% to 5.06%71655.55%65.79%
5.06% to 7.87%27221.10%86.89%
7.87% to 10.68%836.44%93.33%
10.68% to 13.48%403.10%96.43%
13.48% to 16.29%201.55%97.98%
Greater than 16.29%262.02%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.32%8.80% 89.76%68.27%
±2σ -2.42%12.55% 95.50%95.45%
±3σ -6.16%16.29% 97.98%99.73%
Descriptive Statistics
Mean5.063%
Standard Error0.104%
Median4.006%
Mode3.623%
Standard Deviation3.742%
Sample Variance14.002%
Kurtosis22.58
Skewness3.57
Range43.532%
Minimum1.112%
Maximum44.644%
Count1289
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.063% 1289 100.00% 5.063%
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 0.76. Further, an Excess Kurtosis of 7.55 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -10.69%80.62%0.62%
-10.69% to -8.04%181.40%2.02%
-8.04% to -5.39%332.56%4.58%
-5.39% to -2.73%15211.79%16.37%
-2.73% to -0.08%45735.45%51.82%
-0.08% to 2.57%42933.28%85.10%
2.57% to 5.22%13310.32%95.42%
5.22% to 7.87%322.48%97.91%
7.87% to 10.52%100.78%98.68%
Greater than 10.52%171.32%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.62%3.45% 80.45%68.27%
±2σ -7.15%6.99% 94.72%95.45%
±3σ -10.69%10.52% 98.06%99.73%
Descriptive Statistics
Mean-0.083%
Standard Error0.098%
Median-0.176%
Mode-0.296%
Standard Deviation3.535%
Sample Variance12.496%
Kurtosis7.55
Skewness0.76
Range47.997%
Minimum-18.340%
Maximum29.657%
Count1289
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.506% 598 46.39% 1.163%
Negative -2.331% 689 53.45% -1.246%
Zero 0.000% 2 0.15% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.24. Further, an Excess Kurtosis of 0.93 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -17.72%10.34%0.34%
-17.72% to -13.04%00.00%0.34%
-13.04% to -8.36%227.43%7.77%
-8.36% to -3.69%4013.51%21.28%
-3.69% to 0.99%8528.72%50.00%
0.99% to 5.67%9030.41%80.41%
5.67% to 10.35%3812.84%93.24%
10.35% to 15.03%175.74%98.99%
15.03% to 19.70%10.34%99.32%
Greater than 19.70%20.68%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.25%7.23% 71.96%68.27%
±2σ -11.48%13.47% 95.27%95.45%
±3σ -17.72%19.70% 98.99%99.73%
Descriptive Statistics
Mean0.992%
Standard Error0.363%
Median1.033%
Mode-5.505%
Standard Deviation6.237%
Sample Variance38.901%
Kurtosis0.93
Skewness0.24
Range43.706%
Minimum-18.661%
Maximum25.045%
Count296
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.302% 164 55.41% 2.938%
Negative -4.361% 132 44.59% -1.945%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 12.49%
12 1 Year 9.64%
36 3 Years 9.01%
60 5 Years 9.57%
120 10 Years 9.70%
240 20 Years 9.78%
600 50 Years 10.27%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.59. 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 -10.11%00.00%0.00%
-10.11% to -4.82%00.00%0.00%
-4.82% to 0.47%00.00%0.00%
0.47% to 5.76%3812.79%12.79%
5.76% to 11.05%14849.83%62.63%
11.05% to 16.34%7023.57%86.20%
16.34% to 21.64%248.08%94.28%
21.64% to 26.93%93.03%97.31%
26.93% to 32.22%20.67%97.98%
Greater than 32.22%62.02%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 4.00%18.11% 87.54%68.27%
±2σ -3.06%25.16% 96.30%95.45%
±3σ -10.11%32.22% 97.98%99.73%
Descriptive Statistics
Mean11.053%
Standard Error0.409%
Median9.053%
Mode2.795%
Standard Deviation7.055%
Sample Variance49.777%
Kurtosis21.84
Skewness3.59
Range69.197%
Minimum2.795%
Maximum71.992%
Count297
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 11.053% 297 100.00% 11.053%
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 0.23. Further, an Excess Kurtosis of 0.91 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -18.93%20.67%0.67%
-18.93% to -14.31%10.34%1.01%
-14.31% to -9.68%144.71%5.72%
-9.68% to -5.05%4715.82%21.55%
-5.05% to -0.43%9130.64%52.19%
-0.43% to 4.20%8428.28%80.47%
4.20% to 8.82%3311.11%91.58%
8.82% to 13.45%217.07%98.65%
13.45% to 18.08%31.01%99.66%
Greater than 18.08%10.34%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.60%5.74% 71.04%68.27%
±2σ -12.77%11.91% 95.96%95.45%
±3σ -18.93%18.08% 98.99%99.73%
Descriptive Statistics
Mean-0.428%
Standard Error0.358%
Median-0.784%
Mode-1.928%
Standard Deviation6.169%
Sample Variance38.058%
Kurtosis0.91
Skewness0.23
Range45.233%
Minimum-20.538%
Maximum24.695%
Count297
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.827% 134 45.12% 2.178%
Negative -4.749% 163 54.88% -2.606%
Zero 0.000% 0 0.00% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.38. Further, an Excess Kurtosis of 0.41 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -28.39%00.00%0.00%
-28.39% to -20.55%00.00%0.00%
-20.55% to -12.71%77.07%7.07%
-12.71% to -4.88%1515.15%22.22%
-4.88% to 2.96%3131.31%53.54%
2.96% to 10.80%2323.23%76.77%
10.80% to 18.64%1818.18%94.95%
18.64% to 26.48%22.02%96.97%
26.48% to 34.32%22.02%98.99%
Greater than 34.32%11.01%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.49%13.41% 71.72%68.27%
±2σ -17.94%23.87% 95.96%95.45%
±3σ -28.39%34.32% 98.99%99.73%
Descriptive Statistics
Mean2.963%
Standard Error1.050%
Median2.208%
Mode-20.171%
Standard Deviation10.452%
Sample Variance109.248%
Kurtosis0.41
Skewness0.38
Range55.186%
Minimum-20.171%
Maximum35.015%
Count99
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 10.147% 56 56.57% 5.740%
Negative -6.393% 43 43.43% -2.777%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 13.27%
12 3 Years 13.83%
20 5 Years 15.13%
40 10 Years 15.98%
80 20 Years 16.20%
200 50 Years 17.30%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.71. Further, an Excess Kurtosis of 10.13 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -14.24%00.00%0.00%
-14.24% to -5.85%00.00%0.00%
-5.85% to 2.54%00.00%0.00%
2.54% to 10.92%1717.00%17.00%
10.92% to 19.31%4545.00%62.00%
19.31% to 27.70%2626.00%88.00%
27.70% to 36.09%44.00%92.00%
36.09% to 44.47%44.00%96.00%
44.47% to 52.86%11.00%97.00%
Greater than 52.86%33.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 8.13%30.49% 88.00%68.27%
±2σ -3.05%41.68% 96.00%95.45%
±3σ -14.24%52.86% 97.00%99.73%
Descriptive Statistics
Mean19.311%
Standard Error1.118%
Median16.458%
Mode7.348%
Standard Deviation11.183%
Sample Variance125.061%
Kurtosis10.13
Skewness2.71
Range72.939%
Minimum7.348%
Maximum80.287%
Count100
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 19.311% 100 100.00% 19.311%
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 0.23. Further, an Excess Kurtosis of -0.06 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -31.22%00.00%0.00%
-31.22% to -23.78%11.00%1.00%
-23.78% to -16.34%33.00%4.00%
-16.34% to -8.90%2222.00%26.00%
-8.90% to -1.46%2525.00%51.00%
-1.46% to 5.98%2727.00%78.00%
5.98% to 13.42%1515.00%93.00%
13.42% to 20.86%66.00%99.00%
20.86% to 28.30%11.00%100.00%
Greater than 28.30%00.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -11.38%8.46% 71.00%68.27%
±2σ -21.30%18.38% 95.00%95.45%
±3σ -31.22%28.30% 100.00%99.73%
Descriptive Statistics
Mean-1.461%
Standard Error0.992%
Median-1.640%
Mode-25.505%
Standard Deviation9.921%
Sample Variance98.429%
Kurtosis-0.06
Skewness0.23
Range51.335%
Minimum-25.505%
Maximum25.830%
Count100
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.584% 44 44.00% 3.337%
Negative -8.568% 56 56.00% -4.798%
Zero 0.000% 0 0.00% 0.000%