Markets Data Volatility Heatmap Portfolio Calculator

XLY Deep Analytical Report

State Street Consumer Discretionary Select Sector SPDR ETF | Category: Equity Large Cap | Ann. Div Yield: 1.01% ($1.17) | Last Updated: 2026-02-22 | Data Range: 1998-12-01 → 2026-02-01 (327 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 1.43% 1.18% 1.21% 1.93% — 3.04% 114.94 120.02 112.48 122.64
Weekly 3.13% 3.10% 3.11% 4.66% — 6.70% 111.99 123.18 106.78 129.18
Monthly 5.53% 6.67% 5.62% 9.83% — 13.94% 106.37 129.69 96.33 143.20
Quarterly 8.82% 11.86% 8.70% 16.87% — 24.15% 98.92 139.45 83.32 165.56
Annual — — — — — 48.30% 83.32 165.56 59.11 233.38
Option Time Horizon — — — — — 18.58% 102.92 134.03 90.19 152.95
Calculation Notes: Computed at 2026-02-22T14:25 UTC  |  Reference Contract: Call option expiring 2026-04-17 (54 days)  |  Spot Price (S): $117.45  |  Strike (K): $117.50 (first OTM call ≥ spot)  |  Observed Mid-Price: $6.3750 (Bid $4.0000 / Ask $8.7500)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 1.01%  |  Binomial IV (Annual): 0.00% (CRR binomial tree, American, n=20 steps)  |  BS IV: 34.33% (European Black-Scholes)  |  Yahoo IV (Annual): 48.30% → 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 $0.2410
2025-09-22 $0.2125
2025-06-23 $0.2235
2025-03-24 $0.2710
2024-12-23 $0.2165
2024-09-23 $0.2025
2024-06-24 $0.1960
2024-03-18 $0.1935
2023-12-18 $0.1600
2023-09-18 $0.1525
2023-06-20 $0.1670
2023-03-20 $0.2150
2022-12-19 $0.1830
2022-09-19 $0.1650
2022-06-21 $0.1570
2022-03-21 $0.1395
2021-12-20 $0.1460
2021-09-20 $0.1375
2021-06-21 $0.1275
2021-03-22 $0.1320
2020-12-21 $0.1480
2020-09-21 $0.1530
2020-06-22 $0.1480
2020-03-23 $0.2120
2019-12-20 $0.2050
2019-09-20 $0.2020
2019-06-21 $0.2070
2019-03-15 $0.1875
2018-12-21 $0.1880
2018-09-21 $0.1755
2018-06-15 $0.1470
2018-03-16 $0.1550
2017-12-15 $0.1660
2017-09-15 $0.1590
2017-06-16 $0.1375
2017-03-17 $0.1305
2016-12-16 $0.2460
2016-09-16 $0.1500
2016-06-17 $0.1385
2016-03-18 $0.1605
2015-12-18 $0.1625
2015-09-18 $0.1445
2015-06-19 $0.1235
2015-03-20 $0.1275
2014-12-19 $0.1465
2014-09-19 $0.1145
2014-06-20 $0.1060
2014-03-21 $0.1040
2013-12-20 $0.1310
2013-09-20 $0.0900
2013-06-21 $0.0880
2013-03-15 $0.0790
2012-12-21 $0.1530
2012-09-21 $0.0830
2012-06-15 $0.0760
2012-03-16 $0.0685
2011-12-16 $0.1100
2011-09-16 $0.0640
2011-06-17 $0.0665
2011-03-18 $0.0630
2010-12-17 $0.1100
2010-09-17 $0.0525
2010-06-18 $0.0525
2010-03-19 $0.0310
2009-12-18 $0.0805
2009-09-18 $0.0450
2009-06-19 $0.0490
2009-03-20 $0.0510
2008-12-19 $0.0810
2008-09-19 $0.0525
2008-06-20 $0.0560
2008-03-20 $0.0200
2007-12-21 $0.1175
2007-09-21 $0.0365
2007-06-15 $0.0350
2007-03-16 $0.0340
2006-12-15 $0.0690
2006-09-15 $0.0330
2006-06-16 $0.0355
2006-03-17 $0.0035
2005-12-16 $0.0855
2005-09-16 $0.0295
2005-06-17 $0.0245
2005-03-18 $0.0240
2004-12-17 $0.0540
2004-09-17 $0.0230
2004-06-18 $0.0210
2004-03-19 $0.0210
2003-12-19 $0.0420
2003-09-19 $0.0190
2003-06-20 $0.0190
2003-03-21 $0.0170
2002-12-20 $0.0265
2002-09-20 $0.0150
2002-06-21 $0.0255
2002-03-15 $0.0190
2001-12-21 $0.0220
2001-09-21 $0.0315
2001-06-15 $0.0295
2001-03-16 $0.0265
2000-12-15 $0.0305
2000-09-15 $0.0330
2000-06-16 $0.0250
2000-03-17 $0.0275
1999-12-17 $0.0190
1999-09-17 $0.0185
1999-06-18 $0.0190
1999-03-19 $0.0160
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.17. Further, an Excess Kurtosis of 6.16 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -4.24%480.70%0.70%
-4.24% to -3.17%831.22%1.92%
-3.17% to -2.10%2563.75%5.67%
-2.10% to -1.02%76111.14%16.81%
-1.02% to 0.05%215831.59%48.40%
0.05% to 1.12%241335.32%83.72%
1.12% to 2.19%77611.36%95.08%
2.19% to 3.26%2203.22%98.30%
3.26% to 4.33%660.97%99.27%
Greater than 4.33%500.73%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.38%1.48% 77.27%68.27%
±2σ -2.81%2.91% 94.70%95.45%
±3σ -4.24%4.33% 98.57%99.73%
Descriptive Statistics
Mean0.047%
Standard Error0.017%
Median0.091%
Mode0.000%
Standard Deviation1.429%
Sample Variance2.042%
Kurtosis6.16
Skewness-0.17
Range23.557%
Minimum-12.669%
Maximum10.888%
Count6831
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 0.985% 3617 52.95% 0.522%
Negative -1.029% 3149 46.10% -0.474%
Zero 0.000% 65 0.95% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 1.52%
20 1 Month 1.66%
60 1 Quarter 1.46%
250 1 Year 1.86%
750 3 Years 1.68%
1,250 5 Years 1.93%
2,500 10 Years 1.66%
5,000 20 Years 1.73%
12,500 50 Years 1.75%
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 21.51 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -1.96%00.00%0.00%
-1.96% to -1.07%00.00%0.00%
-1.07% to -0.19%00.00%0.00%
-0.19% to 0.70%93113.63%13.63%
0.70% to 1.59%352951.65%65.28%
1.59% to 2.47%140020.49%85.77%
2.47% to 3.36%5698.33%94.10%
3.36% to 4.25%2032.97%97.07%
4.25% to 5.14%861.26%98.33%
Greater than 5.14%1141.67%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.40%2.77% 88.51%68.27%
±2σ -0.78%3.95% 96.30%95.45%
±3σ -1.96%5.14% 98.33%99.73%
Descriptive Statistics
Mean1.587%
Standard Error0.014%
Median1.268%
Mode0.728%
Standard Deviation1.183%
Sample Variance1.401%
Kurtosis21.51
Skewness3.51
Range15.912%
Minimum0.201%
Maximum16.113%
Count6832
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.587% 6832 100.00% 1.587%
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 7.86 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -3.62%450.66%0.66%
-3.62% to -2.72%670.98%1.64%
-2.72% to -1.81%2022.96%4.60%
-1.81% to -0.90%76811.24%15.84%
-0.90% to 0.01%255837.44%53.28%
0.01% to 0.91%204929.99%83.27%
0.91% to 1.82%74210.86%94.13%
1.82% to 2.73%2723.98%98.11%
2.73% to 3.63%801.17%99.28%
Greater than 3.63%490.72%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.21%1.21% 78.28%68.27%
±2σ -2.42%2.42% 94.96%95.45%
±3σ -3.62%3.63% 98.62%99.73%
Descriptive Statistics
Mean0.005%
Standard Error0.015%
Median-0.055%
Mode0.000%
Standard Deviation1.210%
Sample Variance1.463%
Kurtosis7.86
Skewness0.23
Range21.170%
Minimum-9.972%
Maximum11.198%
Count6832
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 0.898% 3192 46.72% 0.420%
Negative -0.793% 3572 52.28% -0.415%
Zero 0.000% 68 0.99% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.01. Further, an Excess Kurtosis of 3.64 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -9.16%100.71%0.71%
-9.16% to -6.81%221.55%2.26%
-6.81% to -4.47%604.23%6.49%
-4.47% to -2.12%1399.81%16.30%
-2.12% to 0.23%44831.62%47.92%
0.23% to 2.57%51936.63%84.54%
2.57% to 4.92%1409.88%94.42%
4.92% to 7.27%533.74%98.17%
7.27% to 9.61%140.99%99.15%
Greater than 9.61%120.85%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.90%3.35% 76.85%68.27%
±2σ -6.03%6.48% 94.21%95.45%
±3σ -9.16%9.61% 98.45%99.73%
Descriptive Statistics
Mean0.226%
Standard Error0.083%
Median0.304%
Mode0.000%
Standard Deviation3.129%
Sample Variance9.788%
Kurtosis3.64
Skewness0.01
Range33.844%
Minimum-16.839%
Maximum17.005%
Count1417
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.190% 789 55.68% 1.219%
Negative -2.270% 620 43.75% -0.993%
Zero 0.000% 8 0.56% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 3.74%
12 1 Quarter 3.28%
52 1 Year 4.36%
156 3 Years 3.94%
260 5 Years 4.66%
520 10 Years 4.02%
1,040 20 Years 4.11%
2,600 50 Years 4.21%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.90. Further, an Excess Kurtosis of 13.68 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -5.02%00.00%0.00%
-5.02% to -2.70%00.00%0.00%
-2.70% to -0.38%00.00%0.00%
-0.38% to 1.95%22816.08%16.08%
1.95% to 4.27%69348.87%64.95%
4.27% to 6.59%28820.31%85.26%
6.59% to 8.92%1148.04%93.30%
8.92% to 11.24%483.39%96.69%
11.24% to 13.56%211.48%98.17%
Greater than 13.56%261.83%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.17%7.37% 87.31%68.27%
±2σ -1.93%10.47% 95.63%95.45%
±3σ -5.02%13.56% 98.17%99.73%
Descriptive Statistics
Mean4.270%
Standard Error0.082%
Median3.377%
Mode1.447%
Standard Deviation3.098%
Sample Variance9.595%
Kurtosis13.68
Skewness2.90
Range30.395%
Minimum0.807%
Maximum31.202%
Count1418
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.270% 1418 100.00% 4.270%
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 0.74. Further, an Excess Kurtosis of 5.39 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -9.38%80.56%0.56%
-9.38% to -7.04%130.92%1.48%
-7.04% to -4.71%483.39%4.87%
-4.71% to -2.38%15510.93%15.80%
-2.38% to -0.05%54138.15%53.95%
-0.05% to 2.28%41929.55%83.50%
2.28% to 4.62%14910.51%94.01%
4.62% to 6.95%493.46%97.46%
6.95% to 9.28%211.48%98.94%
Greater than 9.28%151.06%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.16%3.06% 77.86%68.27%
±2σ -6.27%6.17% 94.43%95.45%
±3σ -9.38%9.28% 98.38%99.73%
Descriptive Statistics
Mean-0.048%
Standard Error0.083%
Median-0.261%
Mode-1.353%
Standard Deviation3.109%
Sample Variance9.669%
Kurtosis5.39
Skewness0.74
Range39.131%
Minimum-14.651%
Maximum24.480%
Count1418
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.368% 633 44.64% 1.057%
Negative -2.005% 782 55.15% -1.106%
Zero 0.000% 3 0.21% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.01. Further, an Excess Kurtosis of 0.98 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -15.68%10.31%0.31%
-15.68% to -11.53%61.84%2.15%
-11.53% to -7.38%185.52%7.67%
-7.38% to -3.23%3711.35%19.02%
-3.23% to 0.92%9930.37%49.39%
0.92% to 5.07%10231.29%80.67%
5.07% to 9.22%4212.88%93.56%
9.22% to 13.37%164.91%98.47%
13.37% to 17.52%20.61%99.08%
Greater than 17.52%30.92%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.61%6.46% 73.62%68.27%
±2σ -10.15%11.99% 93.56%95.45%
±3σ -15.68%17.52% 98.77%99.73%
Descriptive Statistics
Mean0.922%
Standard Error0.306%
Median1.104%
Mode-0.197%
Standard Deviation5.534%
Sample Variance30.623%
Kurtosis0.98
Skewness-0.01
Range36.517%
Minimum-17.634%
Maximum18.883%
Count326
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.384% 191 58.59% 2.569%
Negative -3.976% 135 41.41% -1.647%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 6.11%
12 1 Year 8.28%
36 3 Years 8.27%
60 5 Years 9.83%
120 10 Years 8.77%
240 20 Years 8.76%
600 50 Years 8.94%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.97. Further, an Excess Kurtosis of 13.57 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -10.43%00.00%0.00%
-10.43% to -5.43%00.00%0.00%
-5.43% to -0.43%00.00%0.00%
-0.43% to 4.56%4914.98%14.98%
4.56% to 9.56%15948.62%63.61%
9.56% to 14.56%7222.02%85.63%
14.56% to 19.56%298.87%94.50%
19.56% to 24.56%82.45%96.94%
24.56% to 29.56%30.92%97.86%
Greater than 29.56%72.14%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 2.90%16.23% 85.63%68.27%
±2σ -3.77%22.89% 96.33%95.45%
±3σ -10.43%29.56% 97.86%99.73%
Descriptive Statistics
Mean9.563%
Standard Error0.369%
Median7.569%
Mode4.509%
Standard Deviation6.665%
Sample Variance44.417%
Kurtosis13.57
Skewness2.97
Range53.765%
Minimum2.013%
Maximum55.778%
Count327
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.563% 327 100.00% 9.563%
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 0.58. Further, an Excess Kurtosis of 1.94 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -17.23%10.31%0.31%
-17.23% to -13.02%20.61%0.92%
-13.02% to -8.80%133.98%4.89%
-8.80% to -4.59%4714.37%19.27%
-4.59% to -0.37%11033.64%52.91%
-0.37% to 3.84%9529.05%81.96%
3.84% to 8.06%3611.01%92.97%
8.06% to 12.27%123.67%96.64%
12.27% to 16.49%92.75%99.39%
Greater than 16.49%20.61%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.99%5.25% 74.62%68.27%
±2σ -11.61%10.87% 93.58%95.45%
±3σ -17.23%16.49% 99.08%99.73%
Descriptive Statistics
Mean-0.373%
Standard Error0.311%
Median-0.800%
Mode-5.070%
Standard Deviation5.620%
Sample Variance31.580%
Kurtosis1.94
Skewness0.58
Range44.626%
Minimum-19.082%
Maximum25.544%
Count327
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.455% 139 42.51% 1.894%
Negative -3.943% 188 57.49% -2.267%
Zero 0.000% 0 0.00% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.17. Further, an Excess Kurtosis of -0.20 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -23.82%00.00%0.00%
-23.82% to -17.20%10.92%0.92%
-17.20% to -10.58%76.42%7.34%
-10.58% to -3.96%1816.51%23.85%
-3.96% to 2.66%2422.02%45.87%
2.66% to 9.27%3834.86%80.73%
9.27% to 15.89%1311.93%92.66%
15.89% to 22.51%87.34%100.00%
22.51% to 29.13%00.00%100.00%
Greater than 29.13%00.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.17%11.48% 68.81%68.27%
±2σ -14.99%20.30% 93.58%95.45%
±3σ -23.82%29.13% 100.00%99.73%
Descriptive Statistics
Mean2.656%
Standard Error0.845%
Median3.525%
Mode-19.169%
Standard Deviation8.824%
Sample Variance77.863%
Kurtosis-0.20
Skewness-0.17
Range41.528%
Minimum-19.169%
Maximum22.359%
Count109
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.797% 71 65.14% 5.079%
Negative -6.950% 38 34.86% -2.423%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 11.90%
12 3 Years 16.27%
20 5 Years 16.87%
40 10 Years 15.50%
80 20 Years 15.67%
200 50 Years 15.72%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.80. Further, an Excess Kurtosis of 11.35 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -17.83%00.00%0.00%
-17.83% to -8.94%00.00%0.00%
-8.94% to -0.04%00.00%0.00%
-0.04% to 8.86%1311.82%11.82%
8.86% to 17.75%5650.91%62.73%
17.75% to 26.65%2724.55%87.27%
26.65% to 35.55%87.27%94.55%
35.55% to 44.44%10.91%95.45%
44.44% to 53.34%32.73%98.18%
Greater than 53.34%21.82%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 5.89%29.62% 87.27%68.27%
±2σ -5.97%41.48% 94.55%95.45%
±3σ -17.83%53.34% 98.18%99.73%
Descriptive Statistics
Mean17.753%
Standard Error1.131%
Median14.158%
Mode4.627%
Standard Deviation11.862%
Sample Variance140.718%
Kurtosis11.35
Skewness2.80
Range81.658%
Minimum4.627%
Maximum86.285%
Count110
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 17.753% 110 100.00% 17.753%
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 0.57. Further, an Excess Kurtosis of 0.25 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -27.59%00.00%0.00%
-27.59% to -21.07%00.00%0.00%
-21.07% to -14.54%54.55%4.55%
-14.54% to -8.02%1614.55%19.09%
-8.02% to -1.50%4036.36%55.45%
-1.50% to 5.03%2623.64%79.09%
5.03% to 11.55%1311.82%90.91%
11.55% to 18.08%76.36%97.27%
18.08% to 24.60%32.73%100.00%
Greater than 24.60%00.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -10.19%7.20% 71.82%68.27%
±2σ -18.89%15.90% 95.45%95.45%
±3σ -27.59%24.60% 100.00%99.73%
Descriptive Statistics
Mean-1.495%
Standard Error0.829%
Median-2.719%
Mode-18.978%
Standard Deviation8.699%
Sample Variance75.674%
Kurtosis0.25
Skewness0.57
Range43.478%
Minimum-18.978%
Maximum24.500%
Count110
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.712% 40 36.36% 2.804%
Negative -6.756% 70 63.64% -4.299%
Zero 0.000% 0 0.00% 0.000%