JV Jason Voss, CFA (not verified) 27th August 2012 | 1:26pm Hi M, Here are the probability percentages of these events occurring if stock returns were normally distributed: SIGMA/PROBABILITY OF OCCURRENCE 1 68.270% 2 95.450% 3 99.730% 4 99.994% 5 99.999% 6-10 increasingly asymptotic to 100% Hope that helps. With smiles, Jason A. Voss, CFA Reply
Hi M,
Here are the probability percentages of these events occurring if stock returns were normally distributed:
SIGMA/PROBABILITY OF OCCURRENCE
1 68.270%
2 95.450%
3 99.730%
4 99.994%
5 99.999%
6-10 increasingly asymptotic to 100%
Hope that helps.
With smiles,
Jason A. Voss, CFA