Stock Trading and Other Things

What type of probability distribution does the stock market follow?

I am trying to figure this one out...it's not normal distribution since all values should gravitate around the mean..which is not the case in the stock market(and related markets). I tried to approximate as well the CDF of Levy distribution...and I might be doing something wrong - but I am getting infinity there...
One thing is clear though: the probability is continuous.

thanks...

Public Comments

1. Sorry but your question does not really make sense.
Maybe you could detail it further.