Markets Data Volatility Heatmap Portfolio Calculator

XEL Deep Analytical Report

Xcel Energy Inc. | Category: Equity Mega Cap | Ann. Div Yield: 2.82% ($2.28) | Last Updated: 2026-02-22 | Data Range: 1973-02-01 → 2026-02-01 (637 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% 1.93% 1.28% 1.44% 80.51 82.60 79.49 83.66
Weekly 3.25% 4.40% 4.03% 4.35% 2.81% 3.17% 79.29 83.88 77.09 86.27
Monthly 5.94% 10.76% 7.84% 9.17% 5.86% 6.59% 76.91 86.47 72.54 91.68
Quarterly 9.80% 28.73% 19.85% 15.29% 10.14% 11.42% 73.68 90.26 66.58 99.89
Annual — — — — 20.29% 22.84% 66.58 99.89 54.35 122.35
Option Time Horizon — — — — 9.61% 10.83% 74.07 89.78 67.28 98.84
Calculation Notes: Computed at 2026-02-22T14:18 UTC  |  Reference Contract: Call option expiring 2026-05-15 (82 days)  |  Spot Price (S): $81.55  |  Strike (K): $85.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $1.7750 (Bid $1.4000 / Ask $2.1500)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.82%  |  Binomial IV (Annual): 20.29% (CRR binomial tree, American, n=20 steps)  |  BS IV: 20.09% (European Black-Scholes)  |  Yahoo IV (Annual): 22.84% → 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
2025-12-29 $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 67.80 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 -2.05%3412.55%4.10%
-2.05% to -1.01%141710.62%14.71%
-1.01% to 0.04%514538.55%53.26%
0.04% to 1.09%422631.66%84.93%
1.09% to 2.14%151411.34%96.27%
2.14% to 3.19%3372.52%98.79%
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 -1.35%1.44% 81.23%68.27%
±2σ -2.75%2.84% 96.20%95.45%
±3σ -4.15%4.24% 98.85%99.73%
Descriptive Statistics
Mean0.043%
Standard Error0.012%
Median0.000%
Mode0.000%
Standard Deviation1.398%
Sample Variance1.955%
Kurtosis67.80
Skewness-1.45
Range60.233%
Minimum-36.767%
Maximum23.466%
Count13347
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 0.986% 6313 47.30% 0.466%
Negative -0.999% 5660 42.41% -0.424%
Zero 0.000% 1374 10.29% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 2.34%
20 1 Month 2.10%
60 1 Quarter 1.84%
250 1 Year 1.92%
750 3 Years 1.90%
1,250 5 Years 1.93%
2,500 10 Years 1.85%
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 172.36 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -2.38%00.00%0.00%
-2.38% to -1.36%00.00%0.00%
-1.36% to -0.34%00.00%0.00%
-0.34% to 0.68%10517.87%7.87%
0.68% to 1.70%756556.68%64.55%
1.70% to 2.72%324724.33%88.87%
2.72% to 3.74%8766.56%95.44%
3.74% to 4.76%3022.26%97.70%
4.76% to 5.78%1230.92%98.62%
Greater than 5.78%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 -2.38%5.78% 98.62%99.73%
Descriptive Statistics
Mean1.700%
Standard Error0.012%
Median1.404%
Mode1.562%
Standard Deviation1.359%
Sample Variance1.846%
Kurtosis172.36
Skewness8.50
Range47.211%
Minimum0.250%
Maximum47.461%
Count13348
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.700% 13348 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 75.38 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%1.24%
-2.89% to -1.94%3662.74%3.98%
-1.94% to -0.98%154711.59%15.57%
-0.98% to -0.02%409130.65%46.22%
-0.02% to 0.93%518138.81%85.03%
0.93% to 1.89%143210.73%95.76%
1.89% to 2.85%3592.69%98.45%
2.85% to 3.80%1170.88%99.33%
Greater than 3.80%900.67%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.30%1.25% 80.83%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 Variance1.626%
Kurtosis75.38
Skewness2.54
Range51.830%
Minimum-18.438%
Maximum33.392%
Count13348
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 0.940% 5643 42.28% 0.397%
Negative -0.909% 6191 46.38% -0.422%
Zero 0.000% 1514 11.34% 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 94.81 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%622.24%3.33%
-4.66% to -2.22%29610.71%14.03%
-2.22% to 0.21%98835.73%49.76%
0.21% to 2.65%99736.06%85.82%
2.65% to 5.09%31111.25%97.07%
5.09% to 7.53%521.88%98.95%
7.53% 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% 83.36%68.27%
±2σ -6.29%6.71% 97.14%95.45%
±3σ -9.54%9.96% 99.10%99.73%
Descriptive Statistics
Mean0.215%
Standard Error0.062%
Median0.237%
Mode0.000%
Standard Deviation3.250%
Sample Variance10.565%
Kurtosis94.81
Skewness0.47
Range122.004%
Minimum-59.427%
Maximum62.577%
Count2765
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.132% 1443 52.19% 1.113%
Negative -2.029% 1224 44.27% -0.898%
Zero 0.000% 98 3.54% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 4.59%
12 1 Quarter 3.88%
52 1 Year 4.26%
156 3 Years 4.34%
260 5 Years 4.35%
520 10 Years 4.15%
1,040 20 Years 3.95%
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 840.59 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -9.10%00.00%0.00%
-9.10% to -5.80%00.00%0.00%
-5.80% to -2.50%00.00%0.00%
-2.50% to 0.80%10.04%0.04%
0.80% to 4.10%180465.22%65.26%
4.10% to 7.40%76627.69%92.95%
7.40% to 10.70%1244.48%97.43%
10.70% to 14.00%361.30%98.73%
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 -0.30%8.50% 95.23%68.27%
±2σ -4.70%12.90% 98.63%95.45%
±3σ -9.10%17.30% 99.24%99.73%
Descriptive Statistics
Mean4.104%
Standard Error0.084%
Median3.383%
Mode2.500%
Standard Deviation4.400%
Sample Variance19.361%
Kurtosis840.59
Skewness22.99
Range174.971%
Minimum0.420%
Maximum175.391%
Count2766
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.104% 2766 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 18.56. Further, an Excess Kurtosis of 681.84 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -12.13%70.25%0.25%
-12.13% to -9.11%50.18%0.43%
-9.11% to -6.08%260.94%1.37%
-6.08% to -3.06%2288.24%9.62%
-3.06% to -0.04%114741.47%51.08%
-0.04% to 2.98%108639.26%90.35%
2.98% to 6.01%2057.41%97.76%
6.01% to 9.03%421.52%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 -4.07%3.99% 90.02%68.27%
±2σ -8.10%8.02% 98.34%95.45%
±3σ -12.13%12.05% 99.39%99.73%
Descriptive Statistics
Mean-0.038%
Standard Error0.077%
Median-0.160%
Mode0.000%
Standard Deviation4.030%
Sample Variance16.242%
Kurtosis681.84
Skewness18.56
Range174.494%
Minimum-25.377%
Maximum149.117%
Count2766
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.202% 1242 44.90% 0.989%
Negative -2.009% 1414 51.12% -1.027%
Zero 0.000% 110 3.98% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Left Skewed (Extreme Negative Tail Risk) with a Skewness factor of -1.00. Further, an Excess Kurtosis of 17.95 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -16.92%20.31%0.31%
-16.92% to -12.47%40.63%0.94%
-12.47% to -8.02%294.56%5.50%
-8.02% to -3.56%7712.11%17.61%
-3.56% to 0.89%19330.35%47.96%
0.89% to 5.34%21834.28%82.23%
5.34% to 9.79%9214.47%96.70%
9.79% to 14.24%142.20%98.90%
14.24% to 18.70%40.63%99.53%
Greater than 18.70%30.47%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.05%6.82% 76.57%68.27%
±2σ -10.98%12.76% 96.70%95.45%
±3σ -16.92%18.70% 99.21%99.73%
Descriptive Statistics
Mean0.888%
Standard Error0.235%
Median1.151%
Mode0.000%
Standard Deviation5.936%
Sample Variance35.240%
Kurtosis17.95
Skewness-1.00
Range96.292%
Minimum-57.499%
Maximum38.793%
Count636
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.264% 379 59.59% 2.541%
Negative -4.157% 253 39.78% -1.654%
Zero 0.000% 4 0.63% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 9.50%
12 1 Year 8.62%
36 3 Years 8.99%
60 5 Years 9.17%
120 10 Years 8.88%
240 20 Years 8.12%
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 313.19 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -22.98%00.00%0.00%
-22.98% to -14.91%00.00%0.00%
-14.91% to -6.84%00.00%0.00%
-6.84% to 1.22%00.00%0.00%
1.22% to 9.29%43167.66%67.66%
9.29% to 17.36%17026.69%94.35%
17.36% to 25.42%243.77%98.12%
25.42% to 33.49%60.94%99.06%
33.49% to 41.56%10.16%99.22%
Greater than 41.56%50.78%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.47%20.05% 96.39%68.27%
±2σ -12.22%30.80% 98.59%95.45%
±3σ -22.98%41.56% 99.22%99.73%
Descriptive Statistics
Mean9.290%
Standard Error0.426%
Median7.733%
Mode4.167%
Standard Deviation10.756%
Sample Variance115.696%
Kurtosis313.19
Skewness15.50
Range233.791%
Minimum2.147%
Maximum235.938%
Count637
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.290% 637 100.00% 9.290%
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 9.93. Further, an Excess Kurtosis of 181.28 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -23.68%20.31%0.31%
-23.68% to -17.80%00.00%0.31%
-17.80% to -11.92%40.63%0.94%
-11.92% to -6.04%7111.15%12.09%
-6.04% to -0.15%27743.49%55.57%
-0.15% to 5.73%20932.81%88.38%
5.73% to 11.61%599.26%97.65%
11.61% to 17.50%111.73%99.37%
17.50% to 23.38%20.31%99.69%
Greater than 23.38%20.31%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -8.00%7.69% 87.91%68.27%
±2σ -15.84%15.54% 98.59%95.45%
±3σ -23.68%23.38% 99.37%99.73%
Descriptive Statistics
Mean-0.152%
Standard Error0.311%
Median-0.859%
Mode0.000%
Standard Deviation7.844%
Sample Variance61.531%
Kurtosis181.28
Skewness9.93
Range171.416%
Minimum-27.019%
Maximum144.397%
Count637
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.867% 270 42.39% 2.063%
Negative -3.952% 357 56.04% -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 17.67 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -26.71%10.47%0.47%
-26.71% to -19.36%00.00%0.47%
-19.36% to -12.01%62.83%3.30%
-12.01% to -4.66%3516.51%19.81%
-4.66% to 2.69%5525.94%45.75%
2.69% to 10.04%8540.09%85.85%
10.04% to 17.39%2310.85%96.70%
17.39% to 24.74%62.83%99.53%
24.74% to 32.09%00.00%99.53%
Greater than 32.09%10.47%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.11%12.49% 79.25%68.27%
±2σ -16.91%22.29% 97.64%95.45%
±3σ -26.71%32.09% 99.06%99.73%
Descriptive Statistics
Mean2.690%
Standard Error0.673%
Median3.509%
Mode4.196%
Standard Deviation9.801%
Sample Variance96.066%
Kurtosis17.67
Skewness-1.45
Range124.399%
Minimum-71.973%
Maximum52.426%
Count212
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.606% 138 65.09% 4.951%
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 13.49%
12 3 Years 14.82%
20 5 Years 15.29%
40 10 Years 14.97%
80 20 Years 13.81%
200 50 Years 14.63%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 12.70. Further, an Excess Kurtosis of 175.35 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -68.53%00.00%0.00%
-68.53% to -46.98%00.00%0.00%
-46.98% to -25.43%00.00%0.00%
-25.43% to -3.88%00.00%0.00%
-3.88% to 17.66%15773.71%73.71%
17.66% to 39.21%5123.94%97.65%
39.21% to 60.76%31.41%99.06%
60.76% to 82.31%10.47%99.53%
82.31% 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 -11.07%46.40% 98.59%68.27%
±2σ -39.80%75.13% 99.06%95.45%
±3σ -68.53%103.86% 99.53%99.73%
Descriptive Statistics
Mean17.664%
Standard Error1.969%
Median13.580%
Mode11.574%
Standard Deviation28.732%
Sample Variance825.505%
Kurtosis175.35
Skewness12.70
Range411.128%
Minimum4.302%
Maximum415.430%
Count213
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 17.664% 213 100.00% 17.664%
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 152.98 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -59.71%00.00%0.00%
-59.71% to -44.82%00.00%0.00%
-44.82% to -29.93%10.47%0.47%
-29.93% to -15.04%62.82%3.29%
-15.04% to -0.15%12056.34%59.62%
-0.15% to 14.74%8138.03%97.65%
14.74% to 29.63%41.88%99.53%
29.63% to 44.52%00.00%99.53%
44.52% to 59.41%00.00%99.53%
Greater than 59.41%10.47%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -20.00%19.70% 99.06%68.27%
±2σ -39.86%39.55% 99.53%95.45%
±3σ -59.71%59.41% 99.53%99.73%
Descriptive Statistics
Mean-0.151%
Standard Error1.360%
Median-2.456%
Mode-5.594%
Standard Deviation19.853%
Sample Variance394.146%
Kurtosis152.98
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 -6.445% 128 60.09% -3.873%
Zero 0.000% 0 0.00% 0.000%