Comm Float Majors Volatility Analysis
Comm Float Majors Volatility Analysis
Descriptive Statistics
Mean 0.915%
Median 0.782%
Mode 0.000%
Standard Deviation 0.698%
Sample Variance 0.005%
Kurtosis 40.35
Skewness 4.58
Range 10.01%
Minimum 0.00%
Maximum 10.01%
Sum 18.50
Count 2022
Histogram Data
Cumulative Probabilities Intervals Text Count Probabilities
0.45% 0.0015 < 0.15% 38 1.88%
0.69% 0.003 0.30% to 0.15% 146 7.22%
0.74% 0.0045 0.45% to 0.30% 182 9.01%
1.34% 0.006 0.60% to 0.45% 265 13.11%
2.47% 0.0075 0.75% to 0.60% 314 15.54%
4.30% 0.009 0.90% to 0.75% 279 13.81%
6.58% 0.0105 1.05% to 0.90% 219 10.84%
11.28% 0.012 1.20% to 1.05% 163 8.07%
17.37% 0.0135 1.35% to 1.20% 127 6.28%
28.75% 0.015 1.50% to 1.35% 71 3.51%
50.32% 0.0165 1.65% to 1.50% 40 1.98%
68.58% 0.018 1.80% to 1.65% 47 2.33%
80.11% 0.0195 1.95% to 1.80% 27 1.34%
88.17% 0.021 2.10% to 1.95% 17 0.84%
92.83% 0.0225 2.25% to 2.10% 16 0.79%
96.24% 0.024 2.40% to 2.25% 12 0.59%
98.07% 0.0255 2.55% to 2.40% 14 0.69%
98.57% 0.027 2.70% to 2.55% 7 0.35%
99.06% 0.0285 2.85% to 2.70% 5 0.25%
99.46% 0.03 3.00% to 2.85% 4 0.20%
99.51% 0.0315 3.15% to 3.00% 6 0.30%
100.00% > 3.15% 23 1.14%
450
400
350
300
500
450
400
350
300
250
200
150
100
50
0
< -2% - - - - - - - - - 0.00% 0.20% 0.40% 0.60% 0.80% 1.00% 1.20%
1.80% 1.60% 1.40% 1.20% 1.00% 0.80% 0.60% 0.40% 0.20% to - to to to to to to
to - to - to - to - to - to - to - to - to - 0.20% 0.00% 0.20% 0.40% 0.60% 0.80% 1.00%
2.00% 1.80% 1.60% 1.40% 1.20% 1.00% 0.80% 0.60% 0.40%
300
250
200
150
100
50
0
< 0.30 0.45 0.60 0.75 0.90 1.05 1.20 1.35 1.50 1.65 1.80 1.95 2.10 2.25 2.40 2.55 2.70 2.85 3.0
0.15 % to % to % to % to % to % to % to % to % to % to % to % to % to % to % to % to % to % to % t
% 0.15 0.30 0.45 0.60 0.75 0.90 1.05 1.20 1.35 1.50 1.65 1.80 1.95 2.10 2.25 2.40 2.55 2.70 2.8
% % % % % % % % % % % % % % % % % % %
Cumulative Probabilities
1.88%
9.10%
18.11%
31.22%
46.76%
60.56%
71.40%
79.47%
85.75%
89.26%
91.24%
93.57%
94.90%
95.74%
96.54%
97.13%
97.82%
98.17%
98.42%
98.61%
98.91%
100.05%
togram
Count
nt
Count
Descriptive Statistics
Mean 1.468%
Median 1.131%
Mode 0.000%
Standard Deviation 1.368%
Sample Variance 0.019%
Kurtosis 31.17
Skewness 4.24
Range 18.49%
Minimum 0.00%
Maximum 18.49%
Sum 29.70
Count 2023
Histogram Data
Cumulative Probabilities Intervals Text Count Probabilities
0.84% 0.0015 < 0.15% 21 1.04%
1.09% 0.003 0.30% to 0.15% 102 5.04%
1.48% 0.0045 0.45% to 0.30% 109 5.39%
2.23% 0.006 0.60% to 0.45% 128 6.33%
3.02% 0.0075 0.75% to 0.60% 179 8.85%
4.15% 0.009 0.90% to 0.75% 186 9.20%
5.64% 0.0105 1.05% to 0.90% 191 9.45%
8.61% 0.012 1.20% to 1.05% 176 8.70%
13.11% 0.0135 1.35% to 1.20% 134 6.63%
24.58% 0.015 1.50% to 1.35% 137 6.78%
47.73% 0.0165 1.65% to 1.50% 120 5.93%
72.01% 0.018 1.80% to 1.65% 68 3.36%
84.52% 0.0195 1.95% to 1.80% 59 2.92%
91.74% 0.021 2.10% to 1.95% 52 2.57%
95.40% 0.0225 2.25% to 2.10% 51 2.52%
96.88% 0.024 2.40% to 2.25% 32 1.58%
97.77% 0.0255 2.55% to 2.40% 28 1.38%
98.66% 0.027 2.70% to 2.55% 34 1.68%
98.96% 0.0285 2.85% to 2.70% 31 1.53%
99.21% 0.03 3.00% to 2.85% 26 1.29%
99.41% 0.0315 3.15% to 3.00% 16 0.79%
100.00% > 3.15% 143 7.07%
500
400
600
500
400
300
200
100
0
< -4% - - - - - - - - - 0.00% 0.40% 0.80% 1.20% 1.60% 2.00% 2.40%
3.60% 3.20% 2.80% 2.40% 2.00% 1.60% 1.20% 0.80% 0.40% to - to to to to to to
to - to - to - to - to - to - to - to - to - 0.40% 0.00% 0.40% 0.80% 1.20% 1.60% 2.00%
4.00% 3.60% 3.20% 2.80% 2.40% 2.00% 1.60% 1.20% 0.80%
200
150
100
50
0
< 0.30 0.45 0.60 0.75 0.90 1.05 1.20 1.35 1.50 1.65 1.80 1.95 2.10 2.25 2.40 2.55 2.70 2.85 3
0.15 % to % to % to % to % to % to % to % to % to % to % to % to % to % to % to % to % to % to
% 0.15 0.30 0.45 0.60 0.75 0.90 1.05 1.20 1.35 1.50 1.65 1.80 1.95 2.10 2.25 2.40 2.55 2.70 2
% % % % % % % % % % % % % % % % % %
Cumulative Probabilities
1.04%
6.08%
11.47%
17.80%
26.66%
35.86%
45.30%
54.01%
60.63%
67.41%
73.34%
76.71%
79.62%
82.20%
84.72%
86.30%
87.69%
89.37%
90.90%
92.19%
92.98%
100.05%
togram
Count
nt
Count
Descriptive Statistics
Mean 0.775%
Median 0.689%
Mode 0.000%
Standard Deviation 0.470%
Sample Variance 0.002%
Kurtosis 17.50
Skewness 2.78
Range 6.26%
Minimum 0.00%
Maximum 6.26%
Sum 15.67
Count 2023
Histogram Data
Cumulative Probabilities Intervals Text Count Probabilities
1.83% 0.0015 < 0.15% 30 1.48%
2.72% 0.003 0.30% to 0.15% 173 8.56%
4.06% 0.0045 0.45% to 0.30% 210 10.39%
5.98% 0.006 0.60% to 0.45% 349 17.26%
7.81% 0.0075 0.75% to 0.60% 392 19.39%
11.03% 0.009 0.90% to 0.75% 296 14.64%
14.69% 0.0105 1.05% to 0.90% 193 9.55%
19.83% 0.012 1.20% to 1.05% 125 6.18%
28.44% 0.0135 1.35% to 1.20% 81 4.01%
39.81% 0.015 1.50% to 1.35% 56 2.77%
51.34% 0.0165 1.65% to 1.50% 36 1.78%
63.45% 0.018 1.80% to 1.65% 22 1.09%
73.29% 0.0195 1.95% to 1.80% 19 0.94%
80.32% 0.021 2.10% to 1.95% 12 0.59%
85.21% 0.0225 2.25% to 2.10% 2 0.10%
88.97% 0.024 2.40% to 2.25% 5 0.25%
92.63% 0.0255 2.55% to 2.40% 2 0.10%
94.81% 0.027 2.70% to 2.55% 3 0.15%
95.94% 0.0285 2.85% to 2.70% 2 0.10%
97.18% 0.03 3.00% to 2.85% 4 0.20%
97.77% 0.0315 3.15% to 3.00% 0 0.00%
100.00% > 3.15% 11 0.54%
250
200
300
250
200
150
100
50
0
< -1% - - - - - - - - - 0.00% 0.10% 0.20% 0.30% 0.40% 0.50% 0.60%
0.90% 0.80% 0.70% 0.60% 0.50% 0.40% 0.30% 0.20% 0.10% to - to to to to to to
to - to - to - to - to - to - to - to - to - 0.10% 0.00% 0.10% 0.20% 0.30% 0.40% 0.50%
1.00% 0.90% 0.80% 0.70% 0.60% 0.50% 0.40% 0.30% 0.20%
togram
Count
Count
Descriptive Statistics
Mean 1.165%
Median 0.966%
Mode 0.000%
Standard Deviation 0.951%
Sample Variance 0.009%
Kurtosis 21.15
Skewness 3.44
Range 10.89%
Minimum 0.00%
Maximum 10.89%
Sum 23.54
Count 2021
Histogram Data
Cumulative Probabilities Intervals Text Count Probabilities
0.54% 0.0015 < 0.15% 33 1.63%
0.99% 0.003 0.30% to 0.15% 147 7.28%
1.34% 0.0045 0.45% to 0.30% 146 7.23%
1.98% 0.006 0.60% to 0.45% 155 7.67%
2.92% 0.0075 0.75% to 0.60% 202 10.00%
3.91% 0.009 0.90% to 0.75% 235 11.63%
5.64% 0.0105 1.05% to 0.90% 210 10.40%
9.85% 0.012 1.20% to 1.05% 197 9.75%
16.24% 0.0135 1.35% to 1.20% 130 6.44%
27.23% 0.015 1.50% to 1.35% 111 5.50%
49.46% 0.0165 1.65% to 1.50% 85 4.21%
70.89% 0.018 1.80% to 1.65% 70 3.47%
82.38% 0.0195 1.95% to 1.80% 53 2.62%
90.25% 0.021 2.10% to 1.95% 41 2.03%
94.55% 0.0225 2.25% to 2.10% 35 1.73%
96.63% 0.024 2.40% to 2.25% 29 1.44%
97.62% 0.0255 2.55% to 2.40% 25 1.24%
98.56% 0.027 2.70% to 2.55% 15 0.74%
99.11% 0.0285 2.85% to 2.70% 9 0.45%
99.26% 0.03 3.00% to 2.85% 12 0.59%
99.36% 0.0315 3.15% to 3.00% 9 0.45%
100.00% > 3.15% 72 3.56%
450
400
350
300
500
450
400
350
300
250
200
150
100
50
0
< -3% - - - - - - - - - 0.00% 0.30% 0.60% 0.90% 1.20% 1.50% 1.80%
2.70% 2.40% 2.10% 1.80% 1.50% 1.20% 0.90% 0.60% 0.30% to - to to to to to to
to - to - to - to - to - to - to - to - to - 0.30% 0.00% 0.30% 0.60% 0.90% 1.20% 1.50%
3.00% 2.70% 2.40% 2.10% 1.80% 1.50% 1.20% 0.90% 0.60%
200
150
100
50
0
< 0.30 0.45 0.60 0.75 0.90 1.05 1.20 1.35 1.50 1.65 1.80 1.95 2.10 2.25 2.40 2.55 2.70 2.85 3.00
0.15 % to % to % to % to % to % to % to % to % to % to % to % to % to % to % to % to % to % to % to
% 0.15 0.30 0.45 0.60 0.75 0.90 1.05 1.20 1.35 1.50 1.65 1.80 1.95 2.10 2.25 2.40 2.55 2.70 2.85
% % % % % % % % % % % % % % % % % % %
Cumulative Probabilities
1.63%
8.91%
16.14%
23.81%
33.81%
45.45%
55.84%
65.59%
72.03%
77.52%
81.73%
85.20%
87.82%
89.85%
91.58%
93.02%
94.26%
95.00%
95.45%
96.04%
96.49%
100.05%
togram
Count
nt
Count
Descriptive Statistics
Mean 0.839%
Median 0.722%
Mode 0.000%
Standard Deviation 0.606%
Sample Variance 0.004%
Kurtosis 7.27
Skewness 1.93
Range 6.10%
Minimum 0.00%
Maximum 6.10%
Sum 16.95
Count 2020
Histogram Data
Cumulative Probabilities Intervals Text Count Probabilities
0.54% 0.0015 < 0.15% 141 6.98%
0.64% 0.003 0.30% to 0.15% 171 8.47%
0.94% 0.0045 0.45% to 0.30% 233 11.54%
1.39% 0.006 0.60% to 0.45% 241 11.94%
2.48% 0.0075 0.75% to 0.60% 268 13.27%
4.16% 0.009 0.90% to 0.75% 233 11.54%
6.54% 0.0105 1.05% to 0.90% 189 9.36%
10.80% 0.012 1.20% to 1.05% 134 6.64%
18.52% 0.0135 1.35% to 1.20% 103 5.10%
29.72% 0.015 1.50% to 1.35% 69 3.42%
51.26% 0.0165 1.65% to 1.50% 64 3.17%
70.83% 0.018 1.80% to 1.65% 43 2.13%
81.77% 0.0195 1.95% to 1.80% 41 2.03%
88.46% 0.021 2.10% to 1.95% 16 0.79%
92.62% 0.0225 2.25% to 2.10% 16 0.79%
95.05% 0.024 2.40% to 2.25% 7 0.35%
96.19% 0.0255 2.55% to 2.40% 9 0.45%
97.33% 0.027 2.70% to 2.55% 8 0.40%
98.12% 0.0285 2.85% to 2.70% 5 0.25%
98.76% 0.03 3.00% to 2.85% 8 0.40%
99.31% 0.0315 3.15% to 3.00% 3 0.15%
100.00% > 3.15% 18 0.89%
450
400
350
300
500
450
400
350
300
250
200
150
100
50
0
< -2% - - - - - - - - - 0.00% 0.20% 0.40% 0.60% 0.80% 1.00% 1.20%
1.80% 1.60% 1.40% 1.20% 1.00% 0.80% 0.60% 0.40% 0.20% to - to to to to to to
to - to - to - to - to - to - to - to - to - 0.20% 0.00% 0.20% 0.40% 0.60% 0.80% 1.00%
2.00% 1.80% 1.60% 1.40% 1.20% 1.00% 0.80% 0.60% 0.40%
250
200
150
100
50
0
< 0.30 0.45 0.60 0.75 0.90 1.05 1.20 1.35 1.50 1.65 1.80 1.95 2.10 2.25 2.40 2.55 2.70 2.85 3.
0.15 % to % to % to % to % to % to % to % to % to % to % to % to % to % to % to % to % to % to %
% 0.15 0.30 0.45 0.60 0.75 0.90 1.05 1.20 1.35 1.50 1.65 1.80 1.95 2.10 2.25 2.40 2.55 2.70 2.
% % % % % % % % % % % % % % % % % %
Cumulative Probabilities
6.98%
15.45%
26.99%
38.93%
52.20%
63.74%
73.11%
79.74%
84.84%
88.26%
91.43%
93.56%
95.59%
96.38%
97.18%
97.52%
97.97%
98.37%
98.61%
99.01%
99.16%
100.05%
togram
Count
nt
Count