Most Recent intervals return of -1.42% ranks in the 18th percentile — below its typical range.
Central Tendency & Dispersion
Mean Return
-0.09%
Median Return
0.10%
Std Dev (Volatility)
1.63%
Observations
126
Distribution Shape
Skewness
0.34
Excess Kurtosis
6.58
Jarque-Bera
229.9 (non-normal)
Positively skewed (longer right tail). Fat-tailed — outliers more likely than normal.
Tail Risk & Expectancy
Value at Risk (95%)
-2.34%
Value at Risk (99%)
-3.49%
Expected Shortfall (CVaR 95%)
-3.53%
Expectancy / Period
-0.09%
Percentile Band
5th
25th
Median
75th
95th
-2.34%
-1.07%
0.10%
0.86%
1.82%
90% of intervals returns fall between -2.34% and 1.82%.
Key Observations
DIS posted 126 intervals returns averaging -0.09% (median 0.10%) with a 1.63% standard deviation. The distribution is positively skewed (longer right tail) with fatter-than-normal tails (elevated outlier risk), and a Jarque-Bera test classifies it as non-normal — lean on percentiles rather than σ to size risk. Positive periods occurred 53.2% of the time, giving an expectancy of -0.09% per period. In the worst 5% of periods, returns fell below -2.34%, averaging -3.53% (Expected Shortfall). The most recent move of -1.42% ranks in the 18th percentile — below its typical range.