Markets Data Volatility Heatmap Portfolio Calculator

XLK Deep Analytical Report

State Street Technology Select Sector SPDR ETF | Category: Equity Large Cap | Ann. Div Yield: 0.82% ($1.10) | Last Updated: 2026-03-24 | Data Range: 1998-12-01 → 2026-03-01 (328 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 1.63% 1.37% 1.35% 1.96% 2.13% 2.41% 133.86 139.68 131.04 142.68
Weekly 3.43% 3.42% 3.37% 4.77% 4.68% 5.31% 130.48 143.30 124.51 150.17
Monthly 6.55% 7.18% 6.80% 10.20% 9.75% 11.05% 124.04 150.75 112.51 166.18
Quarterly 9.95% 12.98% 10.46% 17.77% 16.89% 19.13% 115.49 161.90 97.54 191.69
Annual — — — — 33.78% 38.27% 97.54 191.69 69.58 268.71
Option Time Horizon — — — — 12.75% 14.44% 120.37 155.33 105.96 176.46
Calculation Notes: Computed at 2026-03-23T16:43 UTC  |  Reference Contract: Call option expiring 2026-05-15 (52 days)  |  Spot Price (S): $136.74  |  Strike (K): $137.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $7.0250 (Bid $6.1500 / Ask $7.9000)  |  Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 0.82%  |  Binomial IV (Annual): 33.78% (CRR binomial tree, American, n=20 steps)  |  BS IV: 33.47% (European Black-Scholes)  |  Yahoo IV (Annual): 38.27% → 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
2025-12-22 $0.2190
2025-09-22 $0.1790
2025-06-23 $0.1990
2025-03-24 $0.1875
2024-12-23 $0.1930
2024-09-23 $0.1995
2024-06-24 $0.2000
2024-03-18 $0.1695
2023-12-18 $0.2110
2023-09-18 $0.1800
2023-06-20 $0.1810
2023-03-20 $0.1580
2022-12-19 $0.1825
2022-09-19 $0.1585
2022-06-21 $0.1615
2022-03-21 $0.1430
2021-12-20 $0.1585
2021-09-20 $0.1365
2021-06-21 $0.1300
2021-03-22 $0.1365
2020-12-21 $0.1490
2020-09-21 $0.1235
2020-06-22 $0.1405
2020-03-23 $0.1855
2019-12-20 $0.1475
2019-09-20 $0.1265
2019-06-21 $0.1390
2019-03-15 $0.1165
2018-12-21 $0.1325
2018-09-21 $0.1270
2018-06-15 $0.1275
2018-03-16 $0.1090
2017-12-15 $0.1190
2017-09-15 $0.1045
2017-06-16 $0.1115
2017-03-17 $0.1025
2016-12-16 $0.1080
2016-09-16 $0.0980
2016-06-17 $0.1055
2016-03-18 $0.1100
2015-12-18 $0.1080
2015-09-18 $0.0915
2015-06-19 $0.0965
2015-03-20 $0.0865
2014-12-19 $0.1080
2014-09-19 $0.0870
2014-06-20 $0.0880
2014-03-21 $0.0785
2013-12-20 $0.0855
2013-09-20 $0.0790
2013-06-21 $0.0775
2013-03-15 $0.0620
2012-12-21 $0.0840
2012-09-21 $0.0650
2012-06-15 $0.0545
2012-03-16 $0.0480
2011-12-16 $0.0545
2011-09-16 $0.0470
2011-06-17 $0.0490
2011-03-18 $0.0420
2010-12-17 $0.0450
2010-09-17 $0.0405
2010-06-18 $0.0395
2010-03-19 $0.0365
2009-12-18 $0.0395
2009-09-18 $0.0385
2009-06-19 $0.0405
2009-03-20 $0.0385
2008-12-19 $0.0405
2008-09-19 $0.0355
2008-06-20 $0.0345
2008-03-20 $0.0030
2007-12-21 $0.0615
2007-09-21 $0.0265
2007-06-15 $0.0090
2006-12-15 $0.0675
2006-09-15 $0.0220
2005-12-16 $0.0740
2004-12-17 $0.2090
2003-12-19 $0.0705
2002-12-20 $0.0205
1999-12-17 $0.0005
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.30. Further, an Excess Kurtosis of 7.48 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -4.85%480.70%0.70%
-4.85% to -3.62%1021.49%2.19%
-3.62% to -2.40%2713.96%6.14%
-2.40% to -1.18%71310.41%16.55%
-1.18% to 0.05%213231.12%47.66%
0.05% to 1.27%250736.59%84.25%
1.27% to 2.50%74610.89%95.14%
2.50% to 3.72%2073.02%98.16%
3.72% to 4.95%741.08%99.24%
Greater than 4.95%520.76%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.58%1.68% 78.33%68.27%
±2σ -3.22%3.31% 94.56%95.45%
±3σ -4.85%4.95% 98.54%99.73%
Descriptive Statistics
Mean0.049%
Standard Error0.020%
Median0.110%
Mode0.000%
Standard Deviation1.633%
Sample Variance2.666%
Kurtosis7.48
Skewness0.30
Range29.916%
Minimum-13.814%
Maximum16.102%
Count6852
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.079% 3696 53.94% 0.582%
Negative -1.187% 3079 44.94% -0.533%
Zero 0.000% 77 1.12% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 2.23%
20 1 Month 2.31%
60 1 Quarter 2.09%
250 1 Year 2.02%
750 3 Years 1.82%
1,250 5 Years 1.96%
2,500 10 Years 1.79%
5,000 20 Years 1.73%
12,500 50 Years 1.99%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.51. Further, an Excess Kurtosis of 29.87 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -2.28%00.00%0.00%
-2.28% to -1.26%00.00%0.00%
-1.26% to -0.23%00.00%0.00%
-0.23% to 0.80%108415.82%15.82%
0.80% to 1.82%331748.40%64.22%
1.82% to 2.85%139720.39%84.61%
2.85% to 3.87%5748.38%92.98%
3.87% to 4.90%2613.81%96.79%
4.90% to 5.92%1071.56%98.35%
Greater than 5.92%1131.65%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.45%3.19% 86.46%68.27%
±2σ -0.91%4.55% 95.75%95.45%
±3σ -2.28%5.92% 98.35%99.73%
Descriptive Statistics
Mean1.820%
Standard Error0.017%
Median1.443%
Mode0.952%
Standard Deviation1.367%
Sample Variance1.868%
Kurtosis29.87
Skewness3.51
Range26.220%
Minimum0.249%
Maximum26.469%
Count6853
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.820% 6853 100.00% 1.820%
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 -0.05. Further, an Excess Kurtosis of 6.21 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -4.02%520.76%0.76%
-4.02% to -3.01%620.90%1.66%
-3.01% to -2.00%1882.74%4.41%
-2.00% to -0.98%77511.31%15.72%
-0.98% to 0.03%257637.59%53.31%
0.03% to 1.04%203329.67%82.97%
1.04% to 2.05%74310.84%93.81%
2.05% to 3.06%2553.72%97.53%
3.06% to 4.07%1101.61%99.14%
Greater than 4.07%590.86%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.32%1.38% 77.63%68.27%
±2σ -2.67%2.73% 94.54%95.45%
±3σ -4.02%4.07% 98.38%99.73%
Descriptive Statistics
Mean0.027%
Standard Error0.016%
Median-0.045%
Mode0.000%
Standard Deviation1.349%
Sample Variance1.821%
Kurtosis6.21
Skewness-0.05
Range21.770%
Minimum-13.686%
Maximum8.084%
Count6853
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.018% 3228 47.10% 0.480%
Negative -0.879% 3531 51.52% -0.453%
Zero 0.000% 94 1.37% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.09. Further, an Excess Kurtosis of 2.21 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -10.05%140.99%0.99%
-10.05% to -7.48%201.41%2.39%
-7.48% to -4.91%563.94%6.33%
-4.91% to -2.34%16811.82%18.16%
-2.34% to 0.23%41529.20%47.36%
0.23% to 2.80%50735.68%83.04%
2.80% to 5.37%16511.61%94.65%
5.37% to 7.94%443.10%97.75%
7.94% to 10.51%211.48%99.23%
Greater than 10.51%110.77%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.20%3.66% 75.65%68.27%
±2σ -6.62%7.08% 93.67%95.45%
±3σ -10.05%10.51% 98.24%99.73%
Descriptive Statistics
Mean0.229%
Standard Error0.091%
Median0.393%
Mode0.000%
Standard Deviation3.427%
Sample Variance11.747%
Kurtosis2.21
Skewness-0.09
Range30.579%
Minimum-14.244%
Maximum16.335%
Count1421
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.389% 807 56.79% 1.357%
Negative -2.632% 609 42.86% -1.128%
Zero 0.000% 5 0.35% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 4.34%
12 1 Quarter 4.10%
52 1 Year 4.84%
156 3 Years 4.42%
260 5 Years 4.77%
520 10 Years 4.30%
1,040 20 Years 4.11%
2,600 50 Years 4.71%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.45. Further, an Excess Kurtosis of 9.97 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -5.47%00.00%0.00%
-5.47% to -2.90%00.00%0.00%
-2.90% to -0.33%00.00%0.00%
-0.33% to 2.24%25718.07%18.07%
2.24% to 4.80%66046.41%64.49%
4.80% to 7.37%26618.71%83.19%
7.37% to 9.94%1389.70%92.90%
9.94% to 12.51%473.31%96.20%
12.51% to 15.08%241.69%97.89%
Greater than 15.08%302.11%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.38%8.23% 84.46%68.27%
±2σ -2.04%11.65% 95.22%95.45%
±3σ -5.47%15.08% 97.89%99.73%
Descriptive Statistics
Mean4.805%
Standard Error0.091%
Median3.864%
Mode1.654%
Standard Deviation3.424%
Sample Variance11.727%
Kurtosis9.97
Skewness2.45
Range35.295%
Minimum0.784%
Maximum36.079%
Count1422
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.805% 1422 100.00% 4.805%
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 0.67. Further, an Excess Kurtosis of 2.52 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -10.10%50.35%0.35%
-10.10% to -7.57%191.34%1.69%
-7.57% to -5.04%463.23%4.92%
-5.04% to -2.52%17712.45%17.37%
-2.52% to 0.01%53137.34%54.71%
0.01% to 2.54%38927.36%82.07%
2.54% to 5.07%15610.97%93.04%
5.07% to 7.60%574.01%97.05%
7.60% to 10.13%241.69%98.73%
Greater than 10.13%181.27%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.36%3.38% 76.16%68.27%
±2σ -6.73%6.75% 93.81%95.45%
±3σ -10.10%10.13% 98.38%99.73%
Descriptive Statistics
Mean0.013%
Standard Error0.089%
Median-0.237%
Mode0.000%
Standard Deviation3.371%
Sample Variance11.365%
Kurtosis2.52
Skewness0.67
Range28.748%
Minimum-10.666%
Maximum18.082%
Count1422
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.679% 644 45.29% 1.213%
Negative -2.217% 770 54.15% -1.200%
Zero 0.000% 8 0.56% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.34. Further, an Excess Kurtosis of 1.34 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -18.68%20.61%0.61%
-18.68% to -13.77%41.22%1.83%
-13.77% to -8.86%175.20%7.03%
-8.86% to -3.95%4012.23%19.27%
-3.95% to 0.96%9228.13%47.40%
0.96% to 5.87%10732.72%80.12%
5.87% to 10.78%4914.98%95.11%
10.78% to 15.69%113.36%98.47%
15.69% to 20.60%41.22%99.69%
Greater than 20.60%10.31%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.59%7.51% 73.39%68.27%
±2σ -12.14%14.05% 94.19%95.45%
±3σ -18.68%20.60% 99.08%99.73%
Descriptive Statistics
Mean0.959%
Standard Error0.362%
Median1.573%
Mode-0.838%
Standard Deviation6.548%
Sample Variance42.875%
Kurtosis1.34
Skewness-0.34
Range49.674%
Minimum-24.906%
Maximum24.768%
Count327
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.059% 194 59.33% 3.001%
Negative -5.023% 133 40.67% -2.043%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 6.24%
12 1 Year 9.35%
36 3 Years 9.38%
60 5 Years 10.20%
120 10 Years 9.36%
240 20 Years 8.82%
600 50 Years 10.04%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.94. Further, an Excess Kurtosis of 4.47 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -10.75%00.00%0.00%
-10.75% to -5.37%00.00%0.00%
-5.37% to 0.02%00.00%0.00%
0.02% to 5.41%5717.38%17.38%
5.41% to 10.80%15848.17%65.55%
10.80% to 16.19%5817.68%83.23%
16.19% to 21.57%298.84%92.07%
21.57% to 26.96%123.66%95.73%
26.96% to 32.35%41.22%96.95%
Greater than 32.35%103.05%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 3.61%17.98% 84.76%68.27%
±2σ -3.57%25.17% 94.82%95.45%
±3σ -10.75%32.35% 96.95%99.73%
Descriptive Statistics
Mean10.799%
Standard Error0.397%
Median8.444%
Mode5.440%
Standard Deviation7.184%
Sample Variance51.608%
Kurtosis4.47
Skewness1.94
Range43.949%
Minimum2.504%
Maximum46.453%
Count328
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 10.799% 328 100.00% 10.799%
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 0.95. Further, an Excess Kurtosis of 2.50 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -20.65%00.00%0.00%
-20.65% to -15.55%20.61%0.61%
-15.55% to -10.45%103.05%3.66%
-10.45% to -5.35%4814.63%18.29%
-5.35% to -0.24%12638.41%56.71%
-0.24% to 4.86%8325.30%82.01%
4.86% to 9.96%329.76%91.77%
9.96% to 15.06%175.18%96.95%
15.06% to 20.16%72.13%99.09%
Greater than 20.16%30.91%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.05%6.56% 73.78%68.27%
±2σ -13.85%13.36% 94.82%95.45%
±3σ -20.65%20.16% 99.09%99.73%
Descriptive Statistics
Mean-0.245%
Standard Error0.376%
Median-1.066%
Mode-1.902%
Standard Deviation6.803%
Sample Variance46.283%
Kurtosis2.50
Skewness0.95
Range52.701%
Minimum-19.106%
Maximum33.595%
Count328
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 5.831% 134 40.85% 2.382%
Negative -4.465% 193 58.84% -2.627%
Zero 0.000% 1 0.30% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Left Skewed (Negative Asymmetry) with a Skewness factor of -0.55. Further, an Excess Kurtosis of 0.53 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -27.25%00.00%0.00%
-27.25% to -19.78%32.75%2.75%
-19.78% to -12.32%65.50%8.26%
-12.32% to -4.86%1311.93%20.18%
-4.86% to 2.61%2623.85%44.04%
2.61% to 10.07%3733.94%77.98%
10.07% to 17.53%1715.60%93.58%
17.53% to 25.00%65.50%99.08%
25.00% to 32.46%10.92%100.00%
Greater than 32.46%00.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.35%12.56% 73.39%68.27%
±2σ -17.30%22.51% 93.58%95.45%
±3σ -27.25%32.46% 100.00%99.73%
Descriptive Statistics
Mean2.606%
Standard Error0.953%
Median3.233%
Mode2.675%
Standard Deviation9.951%
Sample Variance99.013%
Kurtosis0.53
Skewness-0.55
Range50.588%
Minimum-25.248%
Maximum25.340%
Count109
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.943% 74 67.89% 5.393%
Negative -8.676% 35 32.11% -2.786%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 16.68%
12 3 Years 18.30%
20 5 Years 17.77%
40 10 Years 16.62%
80 20 Years 15.64%
200 50 Years 17.20%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.90. Further, an Excess Kurtosis of 3.85 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -19.14%00.00%0.00%
-19.14% to -9.41%00.00%0.00%
-9.41% to 0.33%00.00%0.00%
0.33% to 10.06%1715.45%15.45%
10.06% to 19.79%5852.73%68.18%
19.79% to 29.52%1917.27%85.45%
29.52% to 39.25%65.45%90.91%
39.25% to 48.98%43.64%94.55%
48.98% to 58.72%43.64%98.18%
Greater than 58.72%21.82%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 6.81%32.77% 84.55%68.27%
±2σ -6.16%45.74% 94.55%95.45%
±3σ -19.14%58.72% 98.18%99.73%
Descriptive Statistics
Mean19.789%
Standard Error1.237%
Median16.905%
Mode4.797%
Standard Deviation12.976%
Sample Variance168.366%
Kurtosis3.85
Skewness1.90
Range67.514%
Minimum4.797%
Maximum72.311%
Count110
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 19.789% 110 100.00% 19.789%
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 1.20. Further, an Excess Kurtosis of 1.95 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -32.57%00.00%0.00%
-32.57% to -24.73%00.00%0.00%
-24.73% to -16.89%21.82%1.82%
-16.89% to -9.05%2018.18%20.00%
-9.05% to -1.21%4641.82%61.82%
-1.21% to 6.63%2320.91%82.73%
6.63% to 14.47%109.09%91.82%
14.47% to 22.32%32.73%94.55%
22.32% to 30.16%43.64%98.18%
Greater than 30.16%21.82%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -11.66%9.25% 75.45%68.27%
±2σ -22.12%19.70% 94.55%95.45%
±3σ -32.57%30.16% 98.18%99.73%
Descriptive Statistics
Mean-1.208%
Standard Error0.997%
Median-3.067%
Mode-19.044%
Standard Deviation10.455%
Sample Variance109.307%
Kurtosis1.95
Skewness1.20
Range54.059%
Minimum-19.044%
Maximum35.015%
Count110
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.356% 40 36.36% 3.402%
Negative -7.245% 70 63.64% -4.610%
Zero 0.000% 0 0.00% 0.000%