AAL 资产分析 - DOR 信号与波动率

Quick 总览

Timeframe	C-C DoR σ (Historical)	H-L DoR σ (Historical)	O-C DoR σ (Historical)	5Y ATRP (Avg)	Binomial IV (Period)	Yahoo IV (Period)	1σ 低er (68.27%)	1σ Upper	2σ 低er (95.45%)	2σ Upper
日度	4.07%	4.20%	3.60%	4.04%	3.24%	3.30%	11.71	12.50	11.34	12.91
周度	9.18%	11.44%	8.91%	9.55%	7.14%	7.26%	11.27	13.00	10.49	13.96
月度	18.28%	32.36%	19.77%	20.66%	14.86%	15.11%	10.43	14.04	8.99	16.29
季度	26.84%	74.97%	30.59%	37.59%	25.74%	26.17%	9.35	15.65	7.23	20.25
Annual	—	—	—	—	51.49%	52.34%	7.23	20.25	4.32	33.88
Option Time Horizon	—	—	—	—	19.62%	19.95%	9.94	14.72	8.17	17.91

Calculation Notes: Computed at 2026-04-26T02:48 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $12.10 | Strike (K): $13.00 (first OTM call ≥ spot) | Observed Mid-价格: $0.6200 (Bid $0.6000 / Ask $0.6400) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.00% | Binomial IV (Annual): 51.49% (CRR binomial tree, American, n=20 steps) | BS IV: 51.60% (European Black-Scholes) | Yahoo IV (Annual): 52.34% → period-scaled as σ_period = σ_annual·√h | 价格 bands: Upper = S·e^+σ√h, 低er = S·e^−σ√h

Historical Dividend Payouts

Ex-Dividend Date	Amount
2020-02-04	$0.1000
2019-11-05	$0.1000
2019-08-06	$0.1000
2019-05-07	$0.1000
2019-02-05	$0.1000
2018-11-05	$0.1000
2018-08-06	$0.1000
2018-05-07	$0.1000
2018-02-05	$0.1000
2017-11-10	$0.1000
2017-08-10	$0.1000
2017-05-12	$0.1000
2017-02-09	$0.1000
2016-11-03	$0.1000
2016-08-03	$0.1000
2016-05-02	$0.1000
2016-02-08	$0.1000
2015-11-03	$0.1000
2015-08-06	$0.1000
2015-04-30	$0.1000
2015-02-05	$0.1000
2014-10-30	$0.1000
2014-07-31	$0.1000

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals 高ly Right Skewed (Extreme 正向 Tail Risk) with a 偏度 factor of 1.15. Further, an Excess 峰度 of 16.97 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -12.13%	43	0.83%	0.83%
-12.13% to -9.08%	50	0.97%	1.80%
-9.08% to -6.03%	126	2.43%	4.23%
-6.03% to -2.98%	556	10.74%	14.98%
-2.98% to 0.07%	1874	36.21%	51.19%
0.07% to 3.12%	1801	34.80%	85.99%
3.12% to 6.17%	480	9.28%	95.27%
6.17% to 9.23%	143	2.76%	98.03%
9.23% to 12.28%	47	0.91%	98.94%
Greater than 12.28%	55	1.06%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.99%	4.14%	81.16%	68.27%
±2σ	-8.06%	8.21%	95.11%	95.45%
±3σ	-12.13%	12.28%	98.11%	99.73%

Descriptive Statistics

均值	0.073%
Standard Error	0.057%
中位数	0.000%
Mode	0.000%
Standard Deviation	4.068%
Sample Variance	16.550%
峰度	16.97
偏度	1.15
Range	89.096%
Minimum	-30.360%
Maximum	58.736%
Count	5175

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.744%	2559	49.45%	1.357%
负向	-2.589%	2566	49.59%	-1.284%
Zero	0.000%	50	0.97%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	4.97%
20	1 Month	5.06%
60	1 Quarter	5.04%
250	1 Year	4.15%
750	3 Years	3.78%
1,250	5 Years	4.04%
2,500	10 Years	4.11%
5,000	20 Years	4.99%
12,500	50 Years	4.96%

高-to-低收益

Gram-Charlier Analysis: Data reveals 高ly Right Skewed (Extreme 正向 Tail Risk) with a 偏度 factor of 4.23. Further, an Excess 峰度 of 29.15 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -7.77%	0	0.00%	0.00%
-7.77% to -4.62%	0	0.00%	0.00%
-4.62% to -1.47%	0	0.00%	0.00%
-1.47% to 1.68%	283	5.47%	5.47%
1.68% to 4.84%	3233	62.46%	67.93%
4.84% to 7.99%	1051	20.31%	88.23%
7.99% to 11.14%	290	5.60%	93.84%
11.14% to 14.29%	157	3.03%	96.87%
14.29% to 17.45%	65	1.26%	98.13%
Greater than 17.45%	97	1.87%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.63%	9.04%	90.55%	68.27%
±2σ	-3.57%	13.24%	95.92%	95.45%
±3σ	-7.77%	17.45%	98.13%	99.73%

Descriptive Statistics

均值	4.836%
Standard Error	0.058%
中位数	3.678%
Mode	2.844%
Standard Deviation	4.203%
Sample Variance	17.664%
峰度	29.15
偏度	4.23
Range	61.550%
Minimum	0.593%
Maximum	62.143%
Count	5176

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.836%	5176	100.00%	4.836%
负向	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

开盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Right Skewed (正向 Asymmetry) with a 偏度 factor of 0.67. Further, an Excess 峰度 of 12.49 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -10.57%	28	0.54%	0.54%
-10.57% to -7.87%	50	0.97%	1.51%
-7.87% to -5.17%	139	2.69%	4.19%
-5.17% to -2.47%	548	10.59%	14.78%
-2.47% to 0.23%	1929	37.27%	52.05%
0.23% to 2.93%	1756	33.93%	85.97%
2.93% to 5.63%	486	9.39%	95.36%
5.63% to 8.33%	127	2.45%	97.82%
8.33% to 11.04%	54	1.04%	98.86%
Greater than 11.04%	59	1.14%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.37%	3.83%	80.87%	68.27%
±2σ	-6.97%	7.43%	95.17%	95.45%
±3σ	-10.57%	11.04%	98.32%	99.73%

Descriptive Statistics

均值	0.232%
Standard Error	0.050%
中位数	0.118%
Mode	0.000%
Standard Deviation	3.601%
Sample Variance	12.964%
峰度	12.49
偏度	0.67
Range	74.551%
Minimum	-31.148%
Maximum	43.403%
Count	5176

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.510%	2672	51.62%	1.296%
负向	-2.265%	2431	46.97%	-1.064%
Zero	0.000%	73	1.41%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals 高ly Right Skewed (Extreme 正向 Tail Risk) with a 偏度 factor of 1.40. Further, an Excess 峰度 of 11.29 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -27.20%	6	0.56%	0.56%
-27.20% to -20.31%	10	0.93%	1.49%
-20.31% to -13.42%	30	2.80%	4.29%
-13.42% to -6.53%	119	11.09%	15.38%
-6.53% to 0.35%	402	37.47%	52.84%
0.35% to 7.24%	354	32.99%	85.83%
7.24% to 14.13%	103	9.60%	95.43%
14.13% to 21.02%	27	2.52%	97.95%
21.02% to 27.91%	9	0.84%	98.79%
Greater than 27.91%	13	1.21%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.83%	9.54%	80.89%	68.27%
±2σ	-18.01%	18.72%	95.34%	95.45%
±3σ	-27.20%	27.91%	98.23%	99.73%

Descriptive Statistics

均值	0.354%
Standard Error	0.280%
中位数	-0.209%
Mode	0.000%
Standard Deviation	9.184%
Sample Variance	84.342%
峰度	11.29
偏度	1.40
Range	125.626%
Minimum	-42.818%
Maximum	82.808%
Count	1073

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.643%	524	48.84%	3.244%
负向	-5.690%	545	50.79%	-2.890%
Zero	0.000%	4	0.37%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	12.51%
12	1 Quarter	12.79%
52	1 Year	9.72%
156	3 Years	8.94%
260	5 Years	9.55%
520	10 Years	9.89%
1,040	20 Years	11.86%
2,600	50 Years	11.82%

高-to-低收益

Gram-Charlier Analysis: Data reveals 高ly Right Skewed (Extreme 正向 Tail Risk) with a 偏度 factor of 3.80. Further, an Excess 峰度 of 19.99 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -21.48%	0	0.00%	0.00%
-21.48% to -12.90%	0	0.00%	0.00%
-12.90% to -4.32%	0	0.00%	0.00%
-4.32% to 4.26%	56	5.21%	5.21%
4.26% to 12.84%	693	64.53%	69.74%
12.84% to 21.43%	209	19.46%	89.20%
21.43% to 30.00%	57	5.31%	94.51%
30.00% to 38.59%	16	1.49%	96.00%
38.59% to 47.17%	17	1.58%	97.58%
Greater than 47.17%	26	2.42%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.40%	24.29%	91.06%	68.27%
±2σ	-10.04%	35.73%	95.81%	95.45%
±3σ	-21.48%	47.17%	97.58%	99.73%

Descriptive Statistics

均值	12.844%
Standard Error	0.349%
中位数	9.668%
Mode	8.451%
Standard Deviation	11.441%
Sample Variance	130.900%
峰度	19.99
偏度	3.80
Range	105.514%
Minimum	2.326%
Maximum	107.840%
Count	1074

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	12.844%	1074	100.00%	12.844%
负向	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

开盘-to-收盘收益

Gram-Charlier Analysis: Data reveals 高ly Right Skewed (Extreme 正向 Tail Risk) with a 偏度 factor of 1.15. Further, an Excess 峰度 of 7.86 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -26.02%	7	0.65%	0.65%
-26.02% to -19.34%	7	0.65%	1.30%
-19.34% to -12.65%	27	2.51%	3.82%
-12.65% to -5.97%	129	12.01%	15.83%
-5.97% to 0.72%	402	37.43%	53.26%
0.72% to 7.40%	338	31.47%	84.73%
7.40% to 14.09%	107	9.96%	94.69%
14.09% to 20.77%	29	2.70%	97.39%
20.77% to 27.46%	11	1.02%	98.42%
Greater than 27.46%	17	1.58%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.20%	9.63%	82.12%	68.27%
±2σ	-17.11%	18.55%	94.97%	95.45%
±3σ	-26.02%	27.46%	97.77%	99.73%

Descriptive Statistics

均值	0.718%
Standard Error	0.272%
中位数	0.264%
Mode	-2.282%
Standard Deviation	8.914%
Sample Variance	79.459%
峰度	7.86
偏度	1.15
Range	113.248%
Minimum	-43.870%
Maximum	69.378%
Count	1074

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.553%	551	51.30%	3.362%
负向	-5.461%	520	48.42%	-2.644%
Zero	0.000%	3	0.28%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals 高ly Right Skewed (Extreme 正向 Tail Risk) with a 偏度 factor of 1.05. Further, an Excess 峰度 of 5.09 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -53.45%	1	0.40%	0.40%
-53.45% to -39.74%	2	0.81%	1.21%
-39.74% to -26.03%	12	4.86%	6.07%
-26.03% to -12.32%	28	11.34%	17.41%
-12.32% to 1.39%	90	36.44%	53.85%
1.39% to 15.10%	72	29.15%	83.00%
15.10% to 28.80%	29	11.74%	94.74%
28.80% to 42.51%	8	3.24%	97.98%
42.51% to 56.22%	1	0.40%	98.38%
Greater than 56.22%	4	1.62%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-16.89%	19.67%	79.35%	68.27%
±2σ	-35.17%	37.94%	95.14%	95.45%
±3σ	-53.45%	56.22%	97.98%	99.73%

Descriptive Statistics

均值	1.388%
Standard Error	1.163%
中位数	0.077%
Mode	8.358%
Standard Deviation	18.278%
Sample Variance	334.097%
峰度	5.09
偏度	1.05
Range	156.300%
Minimum	-53.900%
Maximum	102.400%
Count	247

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	13.887%	126	51.01%	7.084%
负向	-11.627%	121	48.99%	-5.696%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	23.62%
12	1 Year	21.38%
36	3 Years	19.76%
60	5 Years	20.66%
120	10 Years	21.52%
240	20 Years	26.21%
600	50 Years	26.23%

高-to-低收益

Gram-Charlier Analysis: Data reveals 高ly Right Skewed (Extreme 正向 Tail Risk) with a 偏度 factor of 4.60. Further, an Excess 峰度 of 28.40 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -64.80%	0	0.00%	0.00%
-64.80% to -40.53%	0	0.00%	0.00%
-40.53% to -16.26%	0	0.00%	0.00%
-16.26% to 8.01%	1	0.40%	0.40%
8.01% to 32.27%	176	70.97%	71.37%
32.27% to 56.54%	48	19.35%	90.73%
56.54% to 80.81%	9	3.63%	94.35%
80.81% to 105.08%	4	1.61%	95.97%
105.08% to 129.35%	6	2.42%	98.39%
Greater than 129.35%	4	1.61%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-0.08%	64.63%	92.74%	68.27%
±2σ	-32.44%	96.99%	95.16%	95.45%
±3σ	-64.80%	129.35%	98.39%	99.73%

Descriptive Statistics

均值	32.275%
Standard Error	2.055%
中位数	22.747%
Mode	15.000%
Standard Deviation	32.358%
Sample Variance	1047.056%
峰度	28.40
偏度	4.60
Range	292.925%
Minimum	7.075%
Maximum	300.000%
Count	248

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	32.275%	248	100.00%	32.275%
负向	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

开盘-to-收盘收益

Gram-Charlier Analysis: Data reveals 高ly Right Skewed (Extreme 正向 Tail Risk) with a 偏度 factor of 1.81. Further, an Excess 峰度 of 7.57 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -57.17%	0	0.00%	0.00%
-57.17% to -42.34%	1	0.40%	0.40%
-42.34% to -27.51%	5	2.02%	2.42%
-27.51% to -12.68%	36	14.52%	16.94%
-12.68% to 2.15%	102	41.13%	58.06%
2.15% to 16.98%	73	29.44%	87.50%
16.98% to 31.80%	16	6.45%	93.95%
31.80% to 46.63%	7	2.82%	96.77%
46.63% to 61.46%	4	1.61%	98.39%
Greater than 61.46%	4	1.61%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-17.62%	21.92%	83.47%	68.27%
±2σ	-37.40%	41.69%	93.95%	95.45%
±3σ	-57.17%	61.46%	98.39%	99.73%

Descriptive Statistics

均值	2.147%
Standard Error	1.256%
中位数	0.130%
Mode	6.452%
Standard Deviation	19.772%
Sample Variance	390.943%
峰度	7.57
偏度	1.81
Range	169.817%
Minimum	-51.383%
Maximum	118.434%
Count	248

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	15.098%	125	50.40%	7.610%
负向	-11.014%	123	49.60%	-5.463%
Zero	0.000%	0	0.00%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Right Skewed (正向 Asymmetry) with a 偏度 factor of 0.65. Further, an Excess 峰度 of 1.72 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -77.85%	0	0.00%	0.00%
-77.85% to -57.72%	0	0.00%	0.00%
-57.72% to -37.58%	6	7.32%	7.32%
-37.58% to -17.45%	8	9.76%	17.07%
-17.45% to 2.68%	28	34.15%	51.22%
2.68% to 22.81%	28	34.15%	85.37%
22.81% to 42.95%	5	6.10%	91.46%
42.95% to 63.08%	5	6.10%	97.56%
63.08% to 83.21%	1	1.22%	98.78%
Greater than 83.21%	1	1.22%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-24.16%	29.52%	76.83%	68.27%
±2σ	-51.01%	56.37%	96.34%	95.45%
±3σ	-77.85%	83.21%	98.78%	99.73%

Descriptive Statistics

均值	2.681%
Standard Error	2.964%
中位数	2.439%
Mode	-55.088%
Standard Deviation	26.843%
Sample Variance	720.573%
峰度	1.72
偏度	0.65
Range	155.483%
Minimum	-55.088%
Maximum	100.395%
Count	82

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	21.237%	44	53.66%	11.396%
负向	-18.806%	38	46.34%	-8.715%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	33.17%
12	3 Years	38.83%
20	5 Years	37.59%
40	10 Years	38.71%
80	20 Years	43.67%
200	50 Years	44.07%

高-to-低收益

Gram-Charlier Analysis: Data reveals 高ly Right Skewed (Extreme 正向 Tail Risk) with a 偏度 factor of 4.22. Further, an Excess 峰度 of 23.57 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -158.27%	0	0.00%	0.00%
-158.27% to -102.04%	0	0.00%	0.00%
-102.04% to -45.81%	0	0.00%	0.00%
-45.81% to 10.43%	0	0.00%	0.00%
10.43% to 66.66%	66	79.52%	79.52%
66.66% to 122.89%	8	9.64%	89.16%
122.89% to 179.12%	4	4.82%	93.98%
179.12% to 235.35%	2	2.41%	96.39%
235.35% to 291.58%	2	2.41%	98.80%
Greater than 291.58%	1	1.20%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.32%	141.63%	89.16%	68.27%
±2σ	-83.29%	216.61%	95.18%	95.45%
±3σ	-158.27%	291.58%	98.80%	99.73%

Descriptive Statistics

均值	66.656%
Standard Error	8.230%
中位数	42.451%
Mode	21.323%
Standard Deviation	74.975%
Sample Variance	5621.292%
峰度	23.57
偏度	4.22
Range	542.125%
Minimum	21.323%
Maximum	563.448%
Count	83

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	66.656%	83	100.00%	66.656%
负向	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

开盘-to-收盘收益

Gram-Charlier Analysis: Data reveals 高ly Right Skewed (Extreme 正向 Tail Risk) with a 偏度 factor of 1.49. Further, an Excess 峰度 of 3.02 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -87.02%	0	0.00%	0.00%
-87.02% to -64.08%	0	0.00%	0.00%
-64.08% to -41.13%	2	2.41%	2.41%
-41.13% to -18.18%	11	13.25%	15.66%
-18.18% to 4.76%	36	43.37%	59.04%
4.76% to 27.71%	22	26.51%	85.54%
27.71% to 50.65%	5	6.02%	91.57%
50.65% to 73.60%	4	4.82%	96.39%
73.60% to 96.54%	1	1.20%	97.59%
Greater than 96.54%	2	2.41%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-25.83%	35.36%	78.31%	68.27%
±2σ	-56.43%	65.95%	95.18%	95.45%
±3σ	-87.02%	96.54%	97.59%	99.73%

Descriptive Statistics

均值	4.761%
Standard Error	3.358%
中位数	-1.862%
Mode	-47.732%
Standard Deviation	30.594%
Sample Variance	936.008%
峰度	3.02
偏度	1.49
Range	171.962%
Minimum	-47.732%
Maximum	124.230%
Count	83

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	28.534%	38	45.78%	13.064%
负向	-15.314%	45	54.22%	-8.303%
Zero	0.000%	0	0.00%	0.000%

AAL 深度分析报告