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: 1.09% ($1.17) | 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 1.43% 1.18% 1.21% 1.92% 1.86% 2.04% 108.17 112.27 106.18 114.37
Weekly 3.13% 3.09% 3.11% 4.64% 4.09% 4.48% 105.79 114.80 101.55 119.59
Monthly 5.54% 6.65% 5.62% 9.77% 8.51% 9.33% 101.21 119.99 92.95 130.64
Quarterly 8.88% 11.82% 8.76% 17.17% 14.74% 16.16% 95.10 127.70 82.07 147.98
Annual — — — — 29.48% 32.31% 82.07 147.98 61.12 198.71
Option Time Horizon — — — — 11.13% 12.20% 98.60 123.17 88.22 137.66
Calculation Notes: Computed at 2026-03-23T16:44 UTC  |  Reference Contract: Call option expiring 2026-05-15 (52 days)  |  Spot Price (S): $110.20  |  Strike (K): $111.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $4.7000 (Bid $4.3000 / Ask $5.1000)  |  Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 1.09%  |  Binomial IV (Annual): 29.48% (CRR binomial tree, American, n=20 steps)  |  BS IV: 29.47% (European Black-Scholes)  |  Yahoo IV (Annual): 32.31% → 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 6.15 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%831.21%1.91%
-3.17% to -2.10%2583.77%5.68%
-2.10% to -1.03%76511.16%16.84%
-1.03% to 0.05%216131.54%48.38%
0.05% to 1.12%241935.30%83.68%
1.12% to 2.19%78211.41%95.10%
2.19% to 3.26%2203.21%98.31%
3.26% to 4.33%660.96%99.27%
Greater than 4.33%500.73%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.38%1.48% 77.19%68.27%
±2σ -2.81%2.90% 94.72%95.45%
±3σ -4.24%4.33% 98.57%99.73%
Descriptive Statistics
Mean0.046%
Standard Error0.017%
Median0.090%
Mode0.000%
Standard Deviation1.429%
Sample Variance2.042%
Kurtosis6.15
Skewness-0.17
Range23.557%
Minimum-12.669%
Maximum10.888%
Count6852
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 0.985% 3625 52.90% 0.521%
Negative -1.030% 3162 46.15% -0.475%
Zero 0.000% 65 0.95% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 2.19%
20 1 Month 2.03%
60 1 Quarter 1.74%
250 1 Year 1.82%
750 3 Years 1.68%
1,250 5 Years 1.92%
2,500 10 Years 1.67%
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 21.54 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%93113.59%13.59%
0.70% to 1.59%354051.66%65.24%
1.59% to 2.47%140720.53%85.77%
2.47% to 3.36%5708.32%94.09%
3.36% to 4.25%2042.98%97.07%
4.25% to 5.13%861.25%98.32%
Greater than 5.13%1151.68%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.41%2.77% 88.44%68.27%
±2σ -0.78%3.95% 96.31%95.45%
±3σ -1.96%5.13% 98.32%99.73%
Descriptive Statistics
Mean1.587%
Standard Error0.014%
Median1.269%
Mode0.728%
Standard Deviation1.182%
Sample Variance1.398%
Kurtosis21.54
Skewness3.51
Range15.912%
Minimum0.201%
Maximum16.113%
Count6853
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.587% 6853 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 7.85 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 -2.71%670.98%1.63%
-2.71% to -1.81%2042.98%4.61%
-1.81% to -0.90%77111.25%15.86%
-0.90% to 0.01%256537.43%53.29%
0.01% to 0.91%205329.96%83.25%
0.91% to 1.82%74710.90%94.15%
1.82% to 2.73%2723.97%98.12%
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 -1.20%1.21% 78.26%68.27%
±2σ -2.41%2.42% 94.95%95.45%
±3σ -3.62%3.63% 98.63%99.73%
Descriptive Statistics
Mean0.005%
Standard Error0.015%
Median-0.055%
Mode0.000%
Standard Deviation1.209%
Sample Variance1.461%
Kurtosis7.85
Skewness0.23
Range21.170%
Minimum-9.972%
Maximum11.198%
Count6853
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 0.898% 3201 46.71% 0.419%
Negative -0.793% 3584 52.30% -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 3.65 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -9.16%100.70%0.70%
-9.16% to -6.81%221.55%2.25%
-6.81% to -4.47%604.22%6.47%
-4.47% to -2.12%1399.78%16.26%
-2.12% to 0.22%44931.60%47.85%
0.22% to 2.57%52236.73%84.59%
2.57% to 4.91%1399.78%94.37%
4.91% to 7.25%543.80%98.17%
7.25% to 9.60%140.99%99.16%
Greater than 9.60%120.84%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.90%3.35% 76.99%68.27%
±2σ -6.03%6.47% 94.16%95.45%
±3σ -9.16%9.60% 98.45%99.73%
Descriptive Statistics
Mean0.221%
Standard Error0.083%
Median0.294%
Mode0.000%
Standard Deviation3.126%
Sample Variance9.769%
Kurtosis3.65
Skewness0.01
Range33.844%
Minimum-16.839%
Maximum17.005%
Count1421
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.189% 789 55.52% 1.215%
Negative -2.264% 624 43.91% -0.994%
Zero 0.000% 8 0.56% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 4.73%
12 1 Quarter 4.01%
52 1 Year 4.31%
156 3 Years 3.94%
260 5 Years 4.64%
520 10 Years 4.04%
1,040 20 Years 4.12%
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 13.71 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -5.01%00.00%0.00%
-5.01% to -2.69%00.00%0.00%
-2.69% to -0.37%00.00%0.00%
-0.37% to 1.95%23016.17%16.17%
1.95% to 4.27%69348.73%64.91%
4.27% to 6.59%29020.39%85.30%
6.59% to 8.91%1148.02%93.32%
8.91% to 11.23%483.38%96.69%
11.23% to 13.55%201.41%98.10%
Greater than 13.55%271.90%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.18%7.37% 87.27%68.27%
±2σ -1.92%10.46% 95.64%95.45%
±3σ -5.01%13.55% 98.10%99.73%
Descriptive Statistics
Mean4.272%
Standard Error0.082%
Median3.386%
Mode1.447%
Standard Deviation3.094%
Sample Variance9.571%
Kurtosis13.71
Skewness2.90
Range30.395%
Minimum0.807%
Maximum31.202%
Count1422
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.272% 1422 100.00% 4.272%
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 0.73. 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 -9.36%80.56%0.56%
-9.36% to -7.03%130.91%1.48%
-7.03% to -4.70%483.38%4.85%
-4.70% to -2.37%15610.97%15.82%
-2.37% to -0.04%54238.12%53.94%
-0.04% to 2.29%42029.54%83.47%
2.29% to 4.62%15010.55%94.02%
4.62% to 6.95%493.45%97.47%
6.95% to 9.27%211.48%98.95%
Greater than 9.27%151.05%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.15%3.06% 77.92%68.27%
±2σ -6.26%6.17% 94.37%95.45%
±3σ -9.36%9.27% 98.38%99.73%
Descriptive Statistics
Mean-0.044%
Standard Error0.082%
Median-0.258%
Mode-1.353%
Standard Deviation3.106%
Sample Variance9.650%
Kurtosis5.39
Skewness0.73
Range39.131%
Minimum-14.651%
Maximum24.480%
Count1422
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.366% 636 44.73% 1.058%
Negative -2.002% 783 55.06% -1.102%
Zero 0.000% 3 0.21% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.00. Further, an Excess Kurtosis of 0.96 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -15.72%10.31%0.31%
-15.72% to -11.56%51.53%1.83%
-11.56% to -7.41%195.81%7.65%
-7.41% to -3.25%3911.93%19.57%
-3.25% to 0.90%9829.97%49.54%
0.90% to 5.05%10130.89%80.43%
5.05% to 9.21%4313.15%93.58%
9.21% to 13.36%164.89%98.47%
13.36% 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 -4.64%6.44% 73.09%68.27%
±2σ -10.18%11.98% 93.58%95.45%
±3σ -15.72%17.52% 98.78%99.73%
Descriptive Statistics
Mean0.900%
Standard Error0.306%
Median1.099%
Mode-0.197%
Standard Deviation5.539%
Sample Variance30.683%
Kurtosis0.96
Skewness0.00
Range36.517%
Minimum-17.634%
Maximum18.883%
Count327
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.384% 191 58.41% 2.561%
Negative -3.993% 136 41.59% -1.661%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 7.39%
12 1 Year 8.02%
36 3 Years 8.26%
60 5 Years 9.77%
120 10 Years 8.79%
240 20 Years 8.78%
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 2.98. Further, an Excess Kurtosis of 13.62 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -10.40%00.00%0.00%
-10.40% to -5.41%00.00%0.00%
-5.41% to -0.42%00.00%0.00%
-0.42% to 4.57%4914.94%14.94%
4.57% to 9.56%16048.78%63.72%
9.56% to 14.55%7121.65%85.37%
14.55% to 19.55%309.15%94.51%
19.55% to 24.54%82.44%96.95%
24.54% to 29.53%30.91%97.87%
Greater than 29.53%72.13%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 2.91%16.22% 85.67%68.27%
±2σ -3.74%22.87% 96.04%95.45%
±3σ -10.40%29.53% 97.87%99.73%
Descriptive Statistics
Mean9.564%
Standard Error0.367%
Median7.707%
Mode4.509%
Standard Deviation6.654%
Sample Variance44.275%
Kurtosis13.62
Skewness2.98
Range53.765%
Minimum2.013%
Maximum55.778%
Count328
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.564% 328 100.00% 9.564%
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 1.93 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -17.21%10.30%0.30%
-17.21% to -12.99%20.61%0.91%
-12.99% to -8.78%133.96%4.88%
-8.78% to -4.57%4714.33%19.21%
-4.57% to -0.36%11033.54%52.74%
-0.36% to 3.85%9629.27%82.01%
3.85% to 8.06%3610.98%92.99%
8.06% to 12.28%123.66%96.65%
12.28% to 16.49%92.74%99.39%
Greater than 16.49%20.61%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.97%5.26% 74.70%68.27%
±2σ -11.59%10.87% 93.60%95.45%
±3σ -17.21%16.49% 99.09%99.73%
Descriptive Statistics
Mean-0.359%
Standard Error0.310%
Median-0.800%
Mode-5.070%
Standard Deviation5.616%
Sample Variance31.544%
Kurtosis1.93
Skewness0.58
Range44.626%
Minimum-19.082%
Maximum25.544%
Count328
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.453% 140 42.68% 1.901%
Negative -3.943% 188 57.32% -2.260%
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 -0.25 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -24.04%00.00%0.00%
-24.04% to -17.38%10.92%0.92%
-17.38% to -10.72%76.42%7.34%
-10.72% to -4.06%1917.43%24.77%
-4.06% to 2.60%2220.18%44.95%
2.60% to 9.26%3733.94%78.90%
9.26% to 15.92%1513.76%92.66%
15.92% to 22.58%87.34%100.00%
22.58% to 29.24%00.00%100.00%
Greater than 29.24%00.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.28%11.48% 67.89%68.27%
±2σ -15.16%20.36% 93.58%95.45%
±3σ -24.04%29.24% 100.00%99.73%
Descriptive Statistics
Mean2.599%
Standard Error0.851%
Median3.525%
Mode-19.169%
Standard Deviation8.881%
Sample Variance78.864%
Kurtosis-0.25
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 -7.112% 38 34.86% -2.479%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 13.41%
12 3 Years 16.77%
20 5 Years 17.17%
40 10 Years 15.65%
80 20 Years 15.75%
200 50 Years 15.78%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.82. Further, an Excess Kurtosis of 11.46 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -17.65%00.00%0.00%
-17.65% to -8.79%00.00%0.00%
-8.79% to 0.08%00.00%0.00%
0.08% to 8.95%1311.82%11.82%
8.95% to 17.82%5650.91%62.73%
17.82% to 26.69%2724.55%87.27%
26.69% to 35.55%87.27%94.55%
35.55% to 44.42%10.91%95.45%
44.42% to 53.29%32.73%98.18%
Greater than 53.29%21.82%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 5.99%29.64% 86.36%68.27%
±2σ -5.83%41.47% 94.55%95.45%
±3σ -17.65%53.29% 98.18%99.73%
Descriptive Statistics
Mean17.819%
Standard Error1.127%
Median14.310%
Mode4.627%
Standard Deviation11.824%
Sample Variance139.801%
Kurtosis11.46
Skewness2.82
Range81.658%
Minimum4.627%
Maximum86.285%
Count110
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 17.819% 110 100.00% 17.819%
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 0.56. Further, an Excess Kurtosis of 0.17 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -27.70%00.00%0.00%
-27.70% to -21.13%00.00%0.00%
-21.13% to -14.57%54.55%4.55%
-14.57% to -8.00%1614.55%19.09%
-8.00% to -1.43%4137.27%56.36%
-1.43% to 5.13%2522.73%79.09%
5.13% to 11.70%1311.82%90.91%
11.70% to 18.27%76.36%97.27%
18.27% to 24.84%32.73%100.00%
Greater than 24.84%00.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -10.19%7.32% 70.91%68.27%
±2σ -18.94%16.08% 95.45%95.45%
±3σ -27.70%24.84% 100.00%99.73%
Descriptive Statistics
Mean-1.432%
Standard Error0.835%
Median-2.719%
Mode-18.978%
Standard Deviation8.756%
Sample Variance76.666%
Kurtosis0.17
Skewness0.56
Range43.478%
Minimum-18.978%
Maximum24.500%
Count110
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.887% 40 36.36% 2.868%
Negative -6.756% 70 63.64% -4.299%
Zero 0.000% 0 0.00% 0.000%