Markets Data Volatility Heatmap Portfolio Calculator

XOM Deep Analytical Report

Exxon Mobil Corporation | Category: Equity Mega Cap | Ann. Div Yield: 2.65% ($4.00) | Last Updated: 2026-02-22 | Data Range: 1962-01-01 → 2026-02-01 (770 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 1.45% 1.17% 1.23% 2.37% 1.89% 1.95% 144.52 150.10 141.81 152.97
Weekly 3.08% 2.85% 3.06% 5.51% 4.17% 4.30% 141.27 153.55 135.50 160.09
Monthly 5.51% 5.74% 5.42% 11.42% 8.68% 8.94% 135.04 160.64 123.81 175.20
Quarterly 8.57% 9.89% 8.00% 18.96% 15.03% 15.49% 126.72 171.17 109.03 198.94
Annual — — — — 30.07% 30.98% 109.03 198.94 80.72 268.73
Option Time Horizon — — — — 11.57% 11.92% 131.19 165.34 116.87 185.61
Calculation Notes: Computed at 2026-02-22T14:17 UTC  |  Reference Contract: Call option expiring 2026-04-17 (54 days)  |  Spot Price (S): $147.28  |  Strike (K): $150.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $5.7250 (Bid $5.6000 / Ask $5.8500)  |  Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.65%  |  Binomial IV (Annual): 30.07% (CRR binomial tree, American, n=20 steps)  |  BS IV: 30.37% (European Black-Scholes)  |  Yahoo IV (Annual): 30.98% → 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
2026-02-12 $1.0300
2025-11-14 $1.0300
2025-08-15 $0.9900
2025-05-15 $0.9900
2025-02-12 $0.9900
2024-11-14 $0.9900
2024-08-15 $0.9500
2024-05-14 $0.9500
2024-02-13 $0.9500
2023-11-14 $0.9500
2023-08-15 $0.9100
2023-05-15 $0.9100
2023-02-13 $0.9100
2022-11-14 $0.9100
2022-08-11 $0.8800
2022-05-12 $0.8800
2022-02-09 $0.8800
2021-11-10 $0.8800
2021-08-12 $0.8700
2021-05-12 $0.8700
2021-02-09 $0.8700
2020-11-10 $0.8700
2020-08-12 $0.8700
2020-05-12 $0.8700
2020-02-10 $0.8700
2019-11-08 $0.8700
2019-08-12 $0.8700
2019-05-10 $0.8700
2019-02-08 $0.8200
2018-11-09 $0.8200
2018-08-10 $0.8200
2018-05-11 $0.8200
2018-02-09 $0.7700
2017-11-10 $0.7700
2017-08-10 $0.7700
2017-05-10 $0.7700
2017-02-08 $0.7500
2016-11-08 $0.7500
2016-08-10 $0.7500
2016-05-11 $0.7500
2016-02-09 $0.7300
2015-11-09 $0.7300
2015-08-11 $0.7300
2015-05-11 $0.7300
2015-02-06 $0.6900
2014-11-07 $0.6900
2014-08-11 $0.6900
2014-05-09 $0.6900
2014-02-06 $0.6300
2013-11-07 $0.6300
2013-08-09 $0.6300
2013-05-09 $0.6300
2013-02-07 $0.5700
2012-11-07 $0.5700
2012-08-09 $0.5700
2012-05-10 $0.5700
2012-02-08 $0.4700
2011-11-08 $0.4700
2011-08-10 $0.4700
2011-05-11 $0.4700
2011-02-08 $0.4400
2010-11-09 $0.4400
2010-08-11 $0.4400
2010-05-11 $0.4400
2010-02-08 $0.4200
2009-11-09 $0.4200
2009-08-11 $0.4200
2009-05-11 $0.4200
2009-02-06 $0.4000
2008-11-07 $0.4000
2008-08-11 $0.4000
2008-05-09 $0.4000
2008-02-07 $0.3500
2007-11-07 $0.3500
2007-08-09 $0.3500
2007-05-10 $0.3500
2007-02-07 $0.3200
2006-11-09 $0.3200
2006-08-10 $0.3200
2006-05-10 $0.3200
2006-02-08 $0.3200
2005-11-08 $0.2900
2005-08-10 $0.2900
2005-05-11 $0.2900
2005-02-08 $0.2700
2004-11-09 $0.2700
2004-08-11 $0.2700
2004-05-11 $0.2700
2004-02-09 $0.2500
2003-11-07 $0.2500
2003-08-11 $0.2500
2003-05-09 $0.2500
2003-02-06 $0.2300
2002-11-07 $0.2300
2002-08-09 $0.2300
2002-05-09 $0.2300
2002-02-07 $0.2300
2001-11-07 $0.2300
2001-08-09 $0.2300
2001-06-18 $0.0100
2001-05-10 $0.2200
2001-02-07 $0.2200
2000-11-09 $0.2200
2000-08-10 $0.2200
2000-05-11 $0.2200
2000-02-09 $0.2200
1999-11-09 $0.2200
1999-08-11 $0.2050
1999-05-10 $0.2050
1999-02-08 $0.2050
1998-11-09 $0.2050
1998-08-11 $0.2050
1998-05-11 $0.2050
1998-02-06 $0.2050
1997-11-07 $0.2050
1997-08-11 $0.2050
1997-05-09 $0.2050
1997-02-06 $0.1975
1996-11-07 $0.1975
1996-08-09 $0.1975
1996-05-09 $0.1975
1996-02-08 $0.1875
1995-11-09 $0.1875
1995-08-10 $0.1875
1995-05-09 $0.1875
1995-02-06 $0.1875
1994-11-07 $0.1875
1994-08-09 $0.1800
1994-05-09 $0.1800
1994-02-04 $0.1800
1993-11-05 $0.1800
1993-08-09 $0.1800
1993-05-07 $0.1800
1993-02-04 $0.1800
1992-11-05 $0.1800
1992-08-07 $0.1800
1992-05-07 $0.1800
1992-02-05 $0.1675
1991-11-05 $0.1675
1991-08-07 $0.1675
1991-05-07 $0.1675
1991-02-05 $0.1675
1990-11-05 $0.1675
1990-08-07 $0.1500
1990-05-08 $0.1500
1990-02-06 $0.1500
1989-11-07 $0.1500
1989-08-08 $0.1500
1989-05-09 $0.1375
1989-02-06 $0.1375
1988-11-07 $0.1375
1988-08-09 $0.1375
1988-05-09 $0.1375
1988-02-05 $0.1250
1987-11-05 $0.1250
1987-08-07 $0.1250
1987-05-07 $0.1125
1987-02-04 $0.1125
1986-11-05 $0.1125
1986-08-07 $0.1125
1986-05-07 $0.1125
1986-02-04 $0.1125
1985-11-05 $0.1125
1985-08-07 $0.1062
1985-05-07 $0.1062
1985-02-04 $0.1062
1984-11-02 $0.1062
1984-08-07 $0.1062
1984-05-08 $0.1062
1984-02-06 $0.1000
1983-11-04 $0.1000
1983-08-09 $0.1000
1983-05-09 $0.0938
1983-02-04 $0.0938
1982-11-05 $0.0938
1982-08-09 $0.0938
1982-05-07 $0.0938
1982-02-03 $0.1875
1981-11-05 $0.0938
1981-08-07 $0.0938
1981-05-11 $0.0938
1981-02-03 $0.0938
1980-11-05 $0.0938
1980-08-07 $0.0875
1980-05-07 $0.0813
1980-02-04 $0.0750
1979-11-02 $0.0688
1979-08-07 $0.0625
1979-05-08 $0.0563
1979-02-05 $0.0563
1978-11-06 $0.0531
1978-08-08 $0.0531
1978-05-09 $0.0500
1978-02-03 $0.0500
1977-11-04 $0.0469
1977-08-09 $0.0469
1977-05-09 $0.0469
1977-02-04 $0.0469
1976-11-05 $0.0437
1976-08-09 $0.0437
1976-05-10 $0.0437
1976-02-04 $0.0391
1975-11-05 $0.0391
1975-08-06 $0.0391
1975-05-05 $0.0391
1975-03-31 $0.0391
1975-02-05 $0.0391
1974-11-04 $0.0484
1974-08-06 $0.0391
1974-05-06 $0.0344
1974-02-04 $0.0344
1973-11-02 $0.0391
1973-08-02 $0.0344
1973-05-03 $0.0297
1973-02-05 $0.0297
1972-11-02 $0.0297
1972-08-04 $0.0297
1972-05-04 $0.0297
1972-02-04 $0.0297
1971-11-05 $0.0328
1971-08-05 $0.0297
1971-05-06 $0.0281
1971-02-08 $0.0281
1970-11-04 $0.0328
1970-08-06 $0.0281
1970-05-07 $0.0281
1969-11-05 $0.0328
1969-08-06 $0.0281
1969-05-02 $0.0281
1969-02-06 $0.0281
1968-11-07 $0.0328
1968-08-02 $0.0281
1968-05-03 $0.0266
1968-02-05 $0.0266
1967-11-03 $0.0328
1967-05-08 $0.0250
1966-11-04 $0.0281
1966-08-08 $0.0250
1966-05-09 $0.0250
1966-02-03 $0.0250
1965-11-03 $0.0281
1965-08-04 $0.0234
1965-05-05 $0.0234
1965-02-03 $0.0234
1964-11-04 $0.0266
1964-08-05 $0.0234
1964-05-06 $0.0219
1964-02-05 $0.0219
1963-11-06 $0.0250
1963-08-07 $0.0203
1963-05-08 $0.0203
1963-02-06 $0.0203
1962-11-07 $0.0219
1962-08-08 $0.0187
1962-05-09 $0.0187
1962-02-07 $0.0187
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.01. Further, an Excess Kurtosis of 13.06 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -4.29%1020.63%0.63%
-4.29% to -3.20%1590.99%1.62%
-3.20% to -2.11%5703.53%5.15%
-2.11% to -1.03%194512.05%17.20%
-1.03% to 0.06%556634.49%51.69%
0.06% to 1.14%495330.69%82.37%
1.14% to 2.23%201412.48%94.85%
2.23% to 3.31%5743.56%98.41%
3.31% to 4.40%1641.02%99.42%
Greater than 4.40%930.58%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.39%1.50% 77.28%68.27%
±2σ -2.84%2.95% 95.29%95.45%
±3σ -4.29%4.40% 98.80%99.73%
Descriptive Statistics
Mean0.056%
Standard Error0.011%
Median0.000%
Mode0.000%
Standard Deviation1.447%
Sample Variance2.094%
Kurtosis13.06
Skewness0.01
Range41.339%
Minimum-23.429%
Maximum17.910%
Count16140
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.095% 7904 48.97% 0.536%
Negative -1.050% 7376 45.70% -0.480%
Zero 0.000% 860 5.33% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 2.63%
20 1 Month 2.58%
60 1 Quarter 2.17%
250 1 Year 2.15%
750 3 Years 2.06%
1,250 5 Years 2.37%
2,500 10 Years 2.23%
5,000 20 Years 2.11%
12,500 50 Years 2.00%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 6.08. Further, an Excess Kurtosis of 129.60 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -1.75%00.00%0.00%
-1.75% to -0.87%00.00%0.00%
-0.87% to 0.01%00.00%0.00%
0.01% to 0.88%242515.02%15.02%
0.88% to 1.76%764547.36%62.39%
1.76% to 2.64%377523.39%85.78%
2.64% to 3.52%13538.38%94.16%
3.52% to 4.39%5393.34%97.50%
4.39% to 5.27%1831.13%98.63%
Greater than 5.27%2211.37%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 0.59%2.93% 85.97%68.27%
±2σ -0.58%4.10% 96.78%95.45%
±3σ -1.75%5.27% 98.63%99.73%
Descriptive Statistics
Mean1.761%
Standard Error0.009%
Median1.491%
Mode1.408%
Standard Deviation1.170%
Sample Variance1.368%
Kurtosis129.60
Skewness6.08
Range43.991%
Minimum0.139%
Maximum44.130%
Count16141
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.761% 16141 100.00% 1.761%
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 0.35. Further, an Excess Kurtosis of 9.74 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -3.71%810.50%0.50%
-3.71% to -2.79%1781.10%1.60%
-2.79% to -1.87%6133.80%5.40%
-1.87% to -0.95%206312.78%18.18%
-0.95% to -0.03%482229.87%48.06%
-0.03% to 0.89%550334.09%82.15%
0.89% to 1.81%200412.42%94.57%
1.81% to 2.73%5913.66%98.23%
2.73% to 3.65%1761.09%99.32%
Greater than 3.65%1100.68%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.26%1.20% 76.14%68.27%
±2σ -2.48%2.42% 95.14%95.45%
±3σ -3.71%3.65% 98.82%99.73%
Descriptive Statistics
Mean-0.031%
Standard Error0.010%
Median0.000%
Mode0.000%
Standard Deviation1.226%
Sample Variance1.503%
Kurtosis9.74
Skewness0.35
Range30.596%
Minimum-11.193%
Maximum19.403%
Count16141
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 0.935% 7303 45.24% 0.423%
Negative -0.938% 7809 48.38% -0.454%
Zero 0.000% 1029 6.38% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.16. Further, an Excess Kurtosis of 7.23 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.98%210.63%0.63%
-8.98% to -6.67%280.84%1.46%
-6.67% to -4.36%1053.14%4.60%
-4.36% to -2.04%46313.84%18.44%
-2.04% to 0.27%108932.55%50.99%
0.27% to 2.58%102530.63%81.62%
2.58% to 4.90%43112.88%94.50%
4.90% to 7.21%1263.77%98.27%
7.21% to 9.52%401.20%99.46%
Greater than 9.52%180.54%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.81%3.35% 75.61%68.27%
±2σ -5.90%6.44% 95.46%95.45%
±3σ -8.98%9.52% 98.83%99.73%
Descriptive Statistics
Mean0.270%
Standard Error0.053%
Median0.216%
Mode0.000%
Standard Deviation3.084%
Sample Variance9.510%
Kurtosis7.23
Skewness-0.16
Range52.604%
Minimum-29.843%
Maximum22.761%
Count3346
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.340% 1773 52.99% 1.240%
Negative -2.162% 1501 44.86% -0.970%
Zero 0.000% 72 2.15% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 6.66%
12 1 Quarter 5.23%
52 1 Year 5.04%
156 3 Years 4.76%
260 5 Years 5.51%
520 10 Years 5.21%
1,040 20 Years 4.81%
2,600 50 Years 4.52%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.22. Further, an Excess Kurtosis of 64.44 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -4.15%00.00%0.00%
-4.15% to -2.00%00.00%0.00%
-2.00% to 0.14%00.00%0.00%
0.14% to 2.28%50014.94%14.94%
2.28% to 4.42%156546.76%61.70%
4.42% to 6.56%81624.38%86.08%
6.56% to 8.70%2878.57%94.65%
8.70% to 10.84%1002.99%97.64%
10.84% to 12.98%330.99%98.63%
Greater than 12.98%461.37%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 1.56%7.27% 87.24%68.27%
±2σ -1.29%10.13% 96.95%95.45%
±3σ -4.15%12.98% 98.63%99.73%
Descriptive Statistics
Mean4.419%
Standard Error0.049%
Median3.814%
Mode3.125%
Standard Deviation2.855%
Sample Variance8.152%
Kurtosis64.44
Skewness5.22
Range58.876%
Minimum0.638%
Maximum59.514%
Count3347
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.419% 3347 100.00% 4.419%
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 1.84. Further, an Excess Kurtosis of 22.06 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -9.27%80.24%0.24%
-9.27% to -6.97%351.05%1.28%
-6.97% to -4.67%1143.41%4.69%
-4.67% to -2.37%46513.89%18.58%
-2.37% to -0.08%107632.15%50.73%
-0.08% to 2.22%107832.21%82.94%
2.22% to 4.52%41312.34%95.28%
4.52% to 6.82%1083.23%98.51%
6.82% to 9.11%230.69%99.19%
Greater than 9.11%270.81%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.14%2.99% 76.55%68.27%
±2σ -6.20%6.05% 95.97%95.45%
±3σ -9.27%9.11% 98.95%99.73%
Descriptive Statistics
Mean-0.076%
Standard Error0.053%
Median-0.153%
Mode0.000%
Standard Deviation3.063%
Sample Variance9.383%
Kurtosis22.06
Skewness1.84
Range60.273%
Minimum-15.497%
Maximum44.776%
Count3347
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 2.242% 1541 46.04% 1.032%
Negative -2.164% 1713 51.18% -1.108%
Zero 0.000% 93 2.78% 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 2.58 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -15.43%20.26%0.26%
-15.43% to -11.29%91.17%1.43%
-11.29% to -7.16%273.51%4.94%
-7.16% to -3.02%11514.95%19.90%
-3.02% to 1.11%24631.99%51.89%
1.11% to 5.25%21728.22%80.10%
5.25% to 9.38%11314.69%94.80%
9.38% to 13.52%243.12%97.92%
13.52% to 17.65%70.91%98.83%
Greater than 17.65%91.17%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -4.40%6.63% 74.64%68.27%
±2σ -9.92%12.14% 94.54%95.45%
±3σ -15.43%17.65% 98.57%99.73%
Descriptive Statistics
Mean1.112%
Standard Error0.199%
Median0.793%
Mode0.000%
Standard Deviation5.514%
Sample Variance30.401%
Kurtosis2.58
Skewness0.34
Range53.102%
Minimum-26.186%
Maximum26.916%
Count769
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.645% 436 56.70% 2.634%
Negative -3.600% 325 42.26% -1.521%
Zero 0.000% 8 1.04% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 13.24%
12 1 Year 11.17%
36 3 Years 9.42%
60 5 Years 11.42%
120 10 Years 11.22%
240 20 Years 10.00%
600 50 Years 9.29%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.58. Further, an Excess Kurtosis of 40.61 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -7.66%00.00%0.00%
-7.66% to -3.36%00.00%0.00%
-3.36% to 0.95%00.00%0.00%
0.95% to 5.26%9812.73%12.73%
5.26% to 9.56%38950.52%63.25%
9.56% to 13.87%18023.38%86.62%
13.87% to 18.18%577.40%94.03%
18.18% to 22.48%283.64%97.66%
22.48% to 26.79%81.04%98.70%
Greater than 26.79%101.30%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 3.82%15.30% 87.40%68.27%
±2σ -1.92%21.05% 96.62%95.45%
±3σ -7.66%26.79% 98.70%99.73%
Descriptive Statistics
Mean9.562%
Standard Error0.207%
Median8.317%
Mode6.250%
Standard Deviation5.742%
Sample Variance32.971%
Kurtosis40.61
Skewness4.58
Range77.525%
Minimum2.316%
Maximum79.841%
Count770
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.562% 770 100.00% 9.562%
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 0.55. Further, an Excess Kurtosis of 4.16 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -16.68%40.52%0.52%
-16.68% to -12.61%91.17%1.69%
-12.61% to -8.54%222.86%4.55%
-8.54% to -4.48%13517.53%22.08%
-4.48% to -0.41%21828.31%50.39%
-0.41% to 3.66%23430.39%80.78%
3.66% to 7.72%10413.51%94.29%
7.72% to 11.79%273.51%97.79%
11.79% to 15.86%141.82%99.61%
Greater than 15.86%30.39%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.83%5.01% 74.55%68.27%
±2σ -11.26%10.44% 94.81%95.45%
±3σ -16.68%15.86% 99.09%99.73%
Descriptive Statistics
Mean-0.409%
Standard Error0.195%
Median-0.474%
Mode0.000%
Standard Deviation5.423%
Sample Variance29.413%
Kurtosis4.16
Skewness0.55
Range59.184%
Minimum-20.680%
Maximum38.504%
Count770
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.979% 351 45.58% 1.814%
Negative -4.175% 410 53.25% -2.223%
Zero 0.000% 9 1.17% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of 0.37. Further, an Excess Kurtosis of 1.36 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -22.44%10.39%0.39%
-22.44% to -16.02%10.39%0.78%
-16.02% to -9.59%83.11%3.89%
-9.59% to -3.17%4718.29%22.18%
-3.17% to 3.26%6625.68%47.86%
3.26% to 9.68%8533.07%80.93%
9.68% to 16.11%3112.06%93.00%
16.11% to 22.54%135.06%98.05%
22.54% to 28.96%31.17%99.22%
Greater than 28.96%20.78%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -5.31%11.83% 68.48%68.27%
±2σ -13.88%20.39% 96.11%95.45%
±3σ -22.44%28.96% 98.83%99.73%
Descriptive Statistics
Mean3.259%
Standard Error0.534%
Median3.519%
Mode1.284%
Standard Deviation8.567%
Sample Variance73.389%
Kurtosis1.36
Skewness0.37
Range64.897%
Minimum-24.119%
Maximum40.778%
Count257
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.926% 168 65.37% 5.181%
Negative -5.551% 89 34.63% -1.922%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 16.50%
12 3 Years 16.13%
20 5 Years 18.96%
40 10 Years 19.65%
80 20 Years 17.46%
200 50 Years 15.76%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.33. Further, an Excess Kurtosis of 31.96 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -12.83%00.00%0.00%
-12.83% to -5.41%00.00%0.00%
-5.41% to 2.01%00.00%0.00%
2.01% to 9.43%3112.02%12.02%
9.43% to 16.84%13552.33%64.34%
16.84% to 24.26%6625.58%89.92%
24.26% to 31.68%145.43%95.35%
31.68% to 39.10%51.94%97.29%
39.10% to 46.52%31.16%98.45%
Greater than 46.52%41.55%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ 6.95%26.74% 89.53%68.27%
±2σ -2.94%36.63% 96.51%95.45%
±3σ -12.83%46.52% 98.45%99.73%
Descriptive Statistics
Mean16.844%
Standard Error0.616%
Median14.669%
Mode16.667%
Standard Deviation9.892%
Sample Variance97.851%
Kurtosis31.96
Skewness4.33
Range104.560%
Minimum4.706%
Maximum109.266%
Count258
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 16.844% 258 100.00% 16.844%
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 0.44. Further, an Excess Kurtosis of 1.32 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -25.41%10.39%0.39%
-25.41% to -19.41%10.39%0.78%
-19.41% to -13.41%135.04%5.81%
-13.41% to -7.41%3714.34%20.16%
-7.41% to -1.41%8733.72%53.88%
-1.41% to 4.59%6224.03%77.91%
4.59% to 10.60%3915.12%93.02%
10.60% to 16.60%155.81%98.84%
16.60% to 22.60%10.39%99.22%
Greater than 22.60%20.78%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -9.41%6.59% 69.38%68.27%
±2σ -17.41%14.60% 96.51%95.45%
±3σ -25.41%22.60% 98.84%99.73%
Descriptive Statistics
Mean-1.408%
Standard Error0.498%
Median-2.062%
Mode-6.407%
Standard Deviation8.002%
Sample Variance64.033%
Kurtosis1.32
Skewness0.44
Range58.178%
Minimum-26.093%
Maximum32.085%
Count258
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 6.520% 98 37.98% 2.477%
Negative -6.303% 159 61.63% -3.884%
Zero 0.000% 1 0.39% 0.000%