Surveillance v31 (build 30/Nov/2024)Generated 2025-01-14 23:50:03
iShares Russell 2000 ETF [IWM] Analysis from last 260 days as of 2024-09-20Global variation in the last 260 days: Varying from 194.74 (2024-01-10) to 221.57 (2024-09-20) delta=26.8pts
var_global=27pts => sigma(std dev)=2.7pts => daily var=0.1pts per day
Normal distribution (Gauss's Law):
Avg±1σ (68.2%) : -2.6pts < daily var < 2.8pts
Avg±2σ (95.4%) : -5.4pts < daily var < 5.6pts
Avg±3σ (99.7%) : -8.1pts < daily var < 8.3pts
MC simu - disabled