Exercise

# Return distributions

In order to analyze the probability of outliers in returns, it is helpful to visualize the historical returns of a stock using a **histogram**.

You can use the histogram to show the historical density or frequency of a given range of returns. Note the outliers on the left tail of the return distribution are what you often want to avoid, as they represent large negative daily returns. Outliers on the right hand side of the distribution are normally particularly good events for the stock such as a positive earnings surprise.

`StockPrices`

from the previous exercise is available in your workspace, and `matplotlib.pyplot`

is imported as `plt`

.

Instructions 1/3

**undefined XP**

Convert the `'Returns'`

column from decimal to percentage returns and assign it to `percent_return`

.