Markets Data Volatility Heatmap Portfolio Calculator

XEL Deep Analytical Report

Xcel Energy Inc. | Category: Equity Mega Cap | Ann. Div Yield: 2.97% ($2.28) | Last Updated: 2026-03-24 | Data Range: 1973-02-01 → 2026-03-01 (638 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 1.40% 1.36% 1.27% 1.92% 1.55% 1.64% 75.78 78.18 74.62 79.40
Weekly 3.25% 4.40% 4.03% 4.34% 3.42% 3.61% 74.38 79.65 71.88 82.42
Monthly 5.94% 10.75% 7.85% 9.09% 7.12% 7.52% 71.68 82.65 66.75 88.75
Quarterly 9.80% 28.73% 19.85% 15.41% 12.33% 13.02% 68.04 87.07 60.15 98.50
Annual — — — — 24.66% 26.04% 60.15 98.50 47.00 126.05
Option Time Horizon — — — — 9.31% 9.83% 70.13 84.48 63.89 92.72
Calculation Notes: Computed at 2026-03-23T16:33 UTC  |  Reference Contract: Call option expiring 2026-05-15 (52 days)  |  Spot Price (S): $76.97  |  Strike (K): $80.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $1.6500 (Bid $1.4500 / Ask $1.8500)  |  Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.97%  |  Binomial IV (Annual): 24.66% (CRR binomial tree, American, n=20 steps)  |  BS IV: 24.51% (European Black-Scholes)  |  Yahoo IV (Annual): 26.04% → 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
2026-03-13 $0.5930
2025-12-29 $0.5700
2025-09-15 $0.5700
2025-06-13 $0.5700
2025-03-14 $0.5700
2025-01-06 $0.5480
2024-09-13 $0.5480
2024-06-14 $0.5480
2024-03-14 $0.5480
2023-12-27 $0.5200
2023-09-14 $0.5200
2023-06-14 $0.5200
2023-03-14 $0.5200
2022-12-28 $0.4880
2022-09-14 $0.4880
2022-06-14 $0.4880
2022-03-14 $0.4880
2021-12-21 $0.4580
2021-09-14 $0.4580
2021-06-14 $0.4580
2021-03-12 $0.4580
2020-12-22 $0.4300
2020-09-14 $0.4300
2020-06-12 $0.4300
2020-03-12 $0.4300
2019-12-24 $0.4050
2019-09-12 $0.4050
2019-06-13 $0.4050
2019-03-14 $0.4050
2018-12-27 $0.3800
2018-09-13 $0.3800
2018-06-14 $0.3800
2018-03-14 $0.3800
2017-12-27 $0.3600
2017-09-14 $0.3600
2017-06-13 $0.3600
2017-03-13 $0.3600
2016-12-22 $0.3400
2016-09-13 $0.3400
2016-06-14 $0.3400
2016-03-11 $0.3400
2015-12-22 $0.3200
2015-09-15 $0.3200
2015-06-16 $0.3200
2015-03-13 $0.3200
2014-12-23 $0.3000
2014-09-16 $0.3000
2014-06-17 $0.3000
2014-03-18 $0.3000
2013-12-24 $0.2800
2013-09-17 $0.2800
2013-06-18 $0.2800
2013-03-19 $0.2700
2012-12-24 $0.2700
2012-09-18 $0.2700
2012-06-19 $0.2700
2012-03-20 $0.2600
2011-12-22 $0.2600
2011-09-20 $0.2600
2011-06-21 $0.2600
2011-03-22 $0.2530
2010-12-21 $0.2530
2010-09-21 $0.2530
2010-06-22 $0.2530
2010-03-23 $0.2450
2009-12-22 $0.2450
2009-09-22 $0.2450
2009-06-23 $0.2450
2009-03-24 $0.2380
2008-12-24 $0.2380
2008-09-23 $0.2380
2008-06-24 $0.2380
2008-03-25 $0.2300
2007-12-24 $0.2300
2007-09-25 $0.2300
2007-06-26 $0.2300
2007-03-27 $0.2230
2006-12-26 $0.2230
2006-09-26 $0.2230
2006-06-27 $0.2230
2006-03-28 $0.2150
2005-12-29 $0.2150
2005-09-27 $0.2150
2005-06-28 $0.2150
2005-03-29 $0.2080
2004-12-30 $0.2080
2004-09-29 $0.2080
2004-06-30 $0.2080
2004-03-31 $0.1880
2003-12-30 $0.1880
2003-12-11 $0.1880
2003-07-02 $0.1880
2003-06-05 $0.1880
2002-12-31 $0.1880
2002-10-03 $0.1880
2002-07-03 $0.3750
2002-04-04 $0.3750
2001-12-28 $0.3750
2001-09-28 $0.3750
2001-07-05 $0.3750
2001-03-29 $0.3750
2000-12-28 $0.3750
2000-10-04 $0.2180
2000-08-21 $0.1590
2000-07-11 $0.3680
2000-04-11 $0.3630
1999-12-31 $0.3630
1999-09-29 $0.3630
1999-07-06 $0.3630
1999-04-05 $0.3580
1998-12-30 $0.3580
1998-09-29 $0.3580
1998-07-07 $0.3580
1998-04-06 $0.3525
1997-12-30 $0.3525
1997-09-29 $0.3525
1997-07-07 $0.3525
1997-04-07 $0.3450
1996-12-31 $0.3450
1996-09-27 $0.3450
1996-07-09 $0.3450
1996-04-08 $0.3375
1995-12-28 $0.3375
1995-09-28 $0.3375
1995-07-11 $0.3375
1995-04-03 $0.3300
1994-12-30 $0.3300
1994-09-27 $0.3300
1994-07-01 $0.3300
1994-04-04 $0.3225
1993-12-29 $0.3225
1993-09-27 $0.3225
1993-07-01 $0.3225
1993-04-02 $0.3150
1992-12-28 $0.3150
1992-09-25 $0.3150
1992-07-02 $0.3150
1992-04-02 $0.3025
1991-12-26 $0.3025
1991-09-25 $0.3025
1991-07-05 $0.3025
1991-04-02 $0.2900
1990-12-26 $0.2900
1990-09-25 $0.2900
1990-07-03 $0.2900
1990-04-03 $0.2775
1989-12-26 $0.2775
1989-09-26 $0.2775
1989-07-03 $0.2775
1989-03-28 $0.2650
1988-12-28 $0.2650
1988-09-27 $0.2650
1988-06-28 $0.2650
1988-03-28 $0.2525
1987-12-28 $0.2525
1987-09-29 $0.2525
1987-06-25 $0.2525
1987-03-31 $0.2375
1986-12-26 $0.2375
1986-09-30 $0.2375
1986-06-26 $0.2375
1986-03-26 $0.2200
1985-12-26 $0.2200
1985-09-26 $0.2200
1973-03-26 $0.1148
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Left Skewed (Extreme Negative Tail Risk) with a Skewness factor of -1.45. Further, an Excess Kurtosis of 67.75 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -4.15%870.65%0.65%
-4.15% to -3.10%1190.89%1.54%
-3.10% to -2.06%3412.55%4.09%
-2.06% to -1.01%142010.62%14.71%
-1.01% to 0.04%515238.54%53.25%
0.04% to 1.09%423131.65%84.90%
1.09% to 2.14%151711.35%96.25%
2.14% to 3.19%3402.54%98.80%
3.19% to 4.24%950.71%99.51%
Greater than 4.24%660.49%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.36%1.44% 81.23%68.27%
±2σ -2.75%2.84% 96.20%95.45%
±3σ -4.15%4.24% 98.86%99.73%
Descriptive Statistics
Mean0.042%
Standard Error0.012%
Median0.000%
Mode0.000%
Standard Deviation1.398%
Sample Variance1.954%
Kurtosis67.75
Skewness-1.45
Range60.233%
Minimum-36.767%
Maximum23.466%
Count13368
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 0.986% 6319 47.27% 0.466%
Negative -0.998% 5675 42.45% -0.424%
Zero 0.000% 1374 10.28% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 2.32%
20 1 Month 1.87%
60 1 Quarter 1.87%
250 1 Year 1.91%
750 3 Years 1.88%
1,250 5 Years 1.92%
2,500 10 Years 1.86%
5,000 20 Years 1.80%
12,500 50 Years 1.76%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 8.50. Further, an Excess Kurtosis of 172.43 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -2.37%00.00%0.00%
-2.37% to -1.36%00.00%0.00%
-1.36% to -0.34%00.00%0.00%
-0.34% to 0.68%10527.87%7.87%
0.68% to 1.70%757356.65%64.51%
1.70% to 2.72%325524.35%88.86%
2.72% to 3.74%8786.57%95.43%
3.74% to 4.76%3032.27%97.70%
4.76% to 5.77%1240.93%98.62%
Greater than 5.77%1841.38%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.34%3.06% 91.50%68.27%
±2σ -1.02%4.42% 97.14%95.45%
±3σ -2.37%5.77% 98.62%99.73%
Descriptive Statistics
Mean1.700%
Standard Error0.012%
Median1.404%
Mode1.562%
Standard Deviation1.358%
Sample Variance1.844%
Kurtosis172.43
Skewness8.50
Range47.211%
Minimum0.250%
Maximum47.461%
Count13369
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.700% 13369 100.00% 1.700%
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 2.54. Further, an Excess Kurtosis of 75.35 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -3.85%650.49%0.49%
-3.85% to -2.89%1000.75%1.23%
-2.89% to -1.94%3662.74%3.97%
-1.94% to -0.98%154911.59%15.56%
-0.98% to -0.02%409730.65%46.20%
-0.02% to 0.93%519138.83%85.03%
0.93% to 1.89%143410.73%95.76%
1.89% to 2.85%3592.69%98.44%
2.85% to 3.80%1180.88%99.33%
Greater than 3.80%900.67%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.30%1.25% 80.84%68.27%
±2σ -2.57%2.53% 96.32%95.45%
±3σ -3.85%3.80% 98.84%99.73%
Descriptive Statistics
Mean-0.024%
Standard Error0.011%
Median0.000%
Mode0.000%
Standard Deviation1.275%
Sample Variance1.625%
Kurtosis75.35
Skewness2.54
Range51.830%
Minimum-18.438%
Maximum33.392%
Count13369
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 0.940% 5656 42.31% 0.398%
Negative -0.909% 6199 46.37% -0.421%
Zero 0.000% 1514 11.32% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.47. Further, an Excess Kurtosis of 94.67 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -9.54%110.40%0.40%
-9.54% to -7.10%190.69%1.08%
-7.10% to -4.66%632.28%3.36%
-4.66% to -2.23%29510.65%14.01%
-2.23% to 0.21%99135.79%49.80%
0.21% to 2.65%99736.01%85.81%
2.65% to 5.09%31211.27%97.07%
5.09% to 7.52%521.88%98.95%
7.52% to 9.96%150.54%99.49%
Greater than 9.96%140.51%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.04%3.46% 83.32%68.27%
±2σ -6.29%6.71% 97.15%95.45%
±3σ -9.54%9.96% 99.10%99.73%
Descriptive Statistics
Mean0.212%
Standard Error0.062%
Median0.226%
Mode0.000%
Standard Deviation3.250%
Sample Variance10.565%
Kurtosis94.67
Skewness0.47
Range122.004%
Minimum-59.427%
Maximum62.577%
Count2769
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.131% 1445 52.19% 1.112%
Negative -2.032% 1226 44.28% -0.900%
Zero 0.000% 98 3.54% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 4.18%
12 1 Quarter 4.14%
52 1 Year 4.25%
156 3 Years 4.31%
260 5 Years 4.34%
520 10 Years 4.16%
1,040 20 Years 3.96%
2,600 50 Years 3.97%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 22.99. Further, an Excess Kurtosis of 841.06 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -9.09%00.00%0.00%
-9.09% to -5.79%00.00%0.00%
-5.79% to -2.49%00.00%0.00%
-2.49% to 0.81%10.04%0.04%
0.81% to 4.10%180665.20%65.23%
4.10% to 7.40%76727.69%92.92%
7.40% to 10.70%1254.51%97.44%
10.70% to 14.00%361.30%98.74%
14.00% to 17.30%140.51%99.24%
Greater than 17.30%210.76%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -0.29%8.50% 95.23%68.27%
±2σ -4.69%12.90% 98.63%95.45%
±3σ -9.09%17.30% 99.24%99.73%
Descriptive Statistics
Mean4.104%
Standard Error0.084%
Median3.383%
Mode2.500%
Standard Deviation4.398%
Sample Variance19.342%
Kurtosis841.06
Skewness22.99
Range174.971%
Minimum0.420%
Maximum175.391%
Count2770
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.104% 2770 100.00% 4.104%
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 18.54. Further, an Excess Kurtosis of 681.31 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -12.12%70.25%0.25%
-12.12% to -9.10%50.18%0.43%
-9.10% to -6.08%260.94%1.37%
-6.08% to -3.06%2288.23%9.60%
-3.06% to -0.04%115041.52%51.12%
-0.04% to 2.99%108639.21%90.32%
2.99% to 6.01%2057.40%97.73%
6.01% to 9.03%431.55%99.28%
9.03% to 12.05%100.36%99.64%
Greater than 12.05%100.36%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.06%3.99% 89.96%68.27%
±2σ -8.09%8.02% 98.34%95.45%
±3σ -12.12%12.05% 99.39%99.73%
Descriptive Statistics
Mean-0.036%
Standard Error0.077%
Median-0.161%
Mode0.000%
Standard Deviation4.029%
Sample Variance16.237%
Kurtosis681.31
Skewness18.54
Range174.494%
Minimum-25.377%
Maximum149.117%
Count2770
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.205% 1244 44.91% 0.990%
Negative -2.008% 1416 51.12% -1.026%
Zero 0.000% 110 3.97% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Left Skewed (Negative Asymmetry) with a Skewness factor of -0.99. Further, an Excess Kurtosis of 17.83 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -16.95%20.31%0.31%
-16.95% to -12.49%40.63%0.94%
-12.49% to -8.04%294.55%5.49%
-8.04% to -3.58%7812.24%17.74%
-3.58% to 0.88%19129.98%47.72%
0.88% to 5.33%22034.54%82.26%
5.33% to 9.79%9214.44%96.70%
9.79% to 14.25%142.20%98.90%
14.25% to 18.71%40.63%99.53%
Greater than 18.71%30.47%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.06%6.82% 76.45%68.27%
±2σ -11.01%12.76% 96.70%95.45%
±3σ -16.95%18.71% 99.22%99.73%
Descriptive Statistics
Mean0.878%
Standard Error0.235%
Median1.144%
Mode0.000%
Standard Deviation5.943%
Sample Variance35.315%
Kurtosis17.83
Skewness-0.99
Range96.292%
Minimum-57.499%
Maximum38.793%
Count637
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.269% 379 59.50% 2.540%
Negative -4.167% 254 39.87% -1.662%
Zero 0.000% 4 0.63% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 9.57%
12 1 Year 8.99%
36 3 Years 9.09%
60 5 Years 9.09%
120 10 Years 8.91%
240 20 Years 8.15%
600 50 Years 8.42%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 15.50. Further, an Excess Kurtosis of 313.50 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -22.95%00.00%0.00%
-22.95% to -14.89%00.00%0.00%
-14.89% to -6.83%00.00%0.00%
-6.83% to 1.23%00.00%0.00%
1.23% to 9.30%43267.71%67.71%
9.30% to 17.36%17026.65%94.36%
17.36% to 25.42%243.76%98.12%
25.42% to 33.48%60.94%99.06%
33.48% to 41.54%10.16%99.22%
Greater than 41.54%50.78%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.45%20.05% 96.39%68.27%
±2σ -12.20%30.79% 98.59%95.45%
±3σ -22.95%41.54% 99.22%99.73%
Descriptive Statistics
Mean9.296%
Standard Error0.426%
Median7.742%
Mode4.167%
Standard Deviation10.749%
Sample Variance115.542%
Kurtosis313.50
Skewness15.50
Range233.791%
Minimum2.147%
Maximum235.938%
Count638
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.296% 638 100.00% 9.296%
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 9.89. Further, an Excess Kurtosis of 180.55 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -23.69%20.31%0.31%
-23.69% to -17.80%00.00%0.31%
-17.80% to -11.91%40.63%0.94%
-11.91% to -6.03%7111.13%12.07%
-6.03% to -0.14%27743.42%55.49%
-0.14% to 5.74%20932.76%88.24%
5.74% to 11.63%609.40%97.65%
11.63% to 17.52%111.72%99.37%
17.52% to 23.40%20.31%99.69%
Greater than 23.40%20.31%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.99%7.71% 87.62%68.27%
±2σ -15.84%15.55% 98.59%95.45%
±3σ -23.69%23.40% 99.37%99.73%
Descriptive Statistics
Mean-0.142%
Standard Error0.311%
Median-0.853%
Mode0.000%
Standard Deviation7.848%
Sample Variance61.597%
Kurtosis180.55
Skewness9.89
Range171.416%
Minimum-27.019%
Maximum144.397%
Count638
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.879% 271 42.48% 2.072%
Negative -3.958% 357 55.96% -2.215%
Zero 0.000% 10 1.57% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Left Skewed (Extreme Negative Tail Risk) with a Skewness factor of -1.45. Further, an Excess Kurtosis of 17.69 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -26.73%10.47%0.47%
-26.73% to -19.38%00.00%0.47%
-19.38% to -12.03%62.83%3.30%
-12.03% to -4.69%3416.04%19.34%
-4.69% to 2.66%5726.89%46.23%
2.66% to 10.01%8439.62%85.85%
10.01% to 17.36%2310.85%96.70%
17.36% to 24.70%62.83%99.53%
24.70% to 32.05%00.00%99.53%
Greater than 32.05%10.47%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.14%12.46% 79.25%68.27%
±2σ -16.93%22.26% 97.64%95.45%
±3σ -26.73%32.05% 99.06%99.73%
Descriptive Statistics
Mean2.662%
Standard Error0.673%
Median3.468%
Mode4.196%
Standard Deviation9.797%
Sample Variance95.977%
Kurtosis17.69
Skewness-1.45
Range124.399%
Minimum-71.973%
Maximum52.426%
Count212
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.563% 138 65.09% 4.923%
Negative -6.477% 74 34.91% -2.261%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 14.12%
12 3 Years 15.04%
20 5 Years 15.41%
40 10 Years 15.03%
80 20 Years 13.85%
200 50 Years 14.65%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 12.71. Further, an Excess Kurtosis of 175.39 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -68.51%00.00%0.00%
-68.51% to -46.96%00.00%0.00%
-46.96% to -25.42%00.00%0.00%
-25.42% to -3.87%00.00%0.00%
-3.87% to 17.68%15874.18%74.18%
17.68% to 39.22%5023.47%97.65%
39.22% to 60.77%31.41%99.06%
60.77% to 82.32%10.47%99.53%
82.32% to 103.86%00.00%99.53%
Greater than 103.86%10.47%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -11.05%46.41% 98.59%68.27%
±2σ -39.78%75.13% 99.06%95.45%
±3σ -68.51%103.86% 99.53%99.73%
Descriptive Statistics
Mean17.676%
Standard Error1.969%
Median13.599%
Mode11.574%
Standard Deviation28.729%
Sample Variance825.374%
Kurtosis175.39
Skewness12.71
Range411.128%
Minimum4.302%
Maximum415.430%
Count213
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 17.676% 213 100.00% 17.676%
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 11.40. Further, an Excess Kurtosis of 153.09 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -59.67%00.00%0.00%
-59.67% to -44.78%00.00%0.00%
-44.78% to -29.90%10.47%0.47%
-29.90% to -15.01%62.82%3.29%
-15.01% to -0.12%12056.34%59.62%
-0.12% to 14.76%8138.03%97.65%
14.76% to 29.65%41.88%99.53%
29.65% to 44.53%00.00%99.53%
44.53% to 59.42%00.00%99.53%
Greater than 59.42%10.47%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -19.97%19.72% 99.06%68.27%
±2σ -39.82%39.57% 99.53%95.45%
±3σ -59.67%59.42% 99.53%99.73%
Descriptive Statistics
Mean-0.125%
Standard Error1.360%
Median-2.250%
Mode-5.594%
Standard Deviation19.848%
Sample Variance393.927%
Kurtosis153.09
Skewness11.40
Range297.873%
Minimum-32.212%
Maximum265.661%
Count213
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.328% 85 39.91% 3.722%
Negative -6.403% 128 60.09% -3.848%
Zero 0.000% 0 0.00% 0.000%