American Express Company Stock Daily Return from 2005 (January) - 2013 (June)

Media
Std Dev
Skewness
Kurtosis

Monthly
Annually
0.052% 12.970%
2.412% 38.141%
0.011
7.678

AXP Daily Return Distribution 1995- June 2013

40.0%
35.0%
30.0%
25.0%
20.0%
15.0%
10.0%
5.0%

Methodology: As shown by Dr. Colby Wright, PhD - Marriott School - Brigham Young University

18.8%

17.2%

15.6%

14.0%

12.4%

10.8%

9.3%

7.7%

6.1%

4.5%

2.9%

1.3%

-0.3%

-1.9%

-3.4%

-5.0%

-6.6%

-8.2%

-9.8%

-11.4%

-13.0%

-14.6%

-16.2%

-17.7%

0.0%
-19.3%

68 95 99 Return
Lower
UP
68%
-25%
51%
95%
-63%
89%
99%
-101%
127%
Daily Histogram
Bin #
Value
Count
%
1 -19.3319%
0.0215%
1
2 -17.74%
0.0000%
3 -16.16%
0.0215%
1
4 -14.57%
0.0215%
1
5 -12.98%
0.0430%
2
6 -11.39%
0.1074%
5
7
0.1504%
-9.80%
7
8
0.2793%
-8.21%
13
9
0.4082%
-6.63%
19
10
1.0311%
-5.04%
48
11
3.5446%
-3.45%
165
12
9.0226%
-1.86%
420
13
-0.27%
1,247 26.7884%
14
1.31%
1,681 36.1117%
15
2.90%
660 14.1783%
16
5.0483%
4.49%
235
17
1.9979%
6.08%
93
18
0.5156%
7.67%
24
19
0.3437%
9.26%
16
20 10.84%
0.1074%
5
21 12.43%
0.1074%
5
22 14.02%
0.0644%
3
23 15.61%
0.0000%
24 17.20%
0.0430%
2
25 18.7848%
0.0430%
2
4,655
100.00%