AAPL 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	2.76%	2.23%	2.27%	2.29%	1.66%	1.76%	266.59	275.60	262.20	280.22
周度	6.06%	6.10%	6.41%	5.54%	3.66%	3.88%	261.32	281.16	251.94	291.63
月度	12.52%	13.17%	13.88%	11.86%	7.61%	8.08%	251.19	292.51	232.77	315.65
季度	21.78%	27.78%	23.19%	21.09%	13.19%	13.99%	237.57	309.27	208.21	352.88
Annual	—	—	—	—	26.38%	27.97%	208.21	352.88	159.94	459.39
Option Time Horizon	—	—	—	—	10.05%	10.66%	245.14	299.72	221.70	331.41

Calculation Notes: Computed at 2026-04-26T02:43 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $271.06 | Strike (K): $275.00 (first OTM call ≥ spot) | Observed Mid-价格: $9.7500 (Bid $9.6500 / Ask $9.8500) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.38% | Binomial IV (Annual): 26.38% (CRR binomial tree, American, n=20 steps) | BS IV: 26.62% (European Black-Scholes) | Yahoo IV (Annual): 27.97% → 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
2026-02-09	$0.2600
2025-11-10	$0.2600
2025-08-11	$0.2600
2025-05-12	$0.2600
2025-02-10	$0.2500
2024-11-08	$0.2500
2024-08-12	$0.2500
2024-05-10	$0.2500
2024-02-09	$0.2400
2023-11-10	$0.2400
2023-08-11	$0.2400
2023-05-12	$0.2400
2023-02-10	$0.2300
2022-11-04	$0.2300
2022-08-05	$0.2300
2022-05-06	$0.2300
2022-02-04	$0.2200
2021-11-05	$0.2200
2021-08-06	$0.2200
2021-05-07	$0.2200
2021-02-05	$0.2050
2020-11-06	$0.2050
2020-08-07	$0.2050
2020-05-08	$0.2050
2020-02-07	$0.1925
2019-11-07	$0.1925
2019-08-09	$0.1925
2019-05-10	$0.1925
2019-02-08	$0.1825
2018-11-08	$0.1825
2018-08-10	$0.1825
2018-05-11	$0.1825
2018-02-09	$0.1575
2017-11-10	$0.1575
2017-08-10	$0.1575
2017-05-11	$0.1575
2017-02-09	$0.1425
2016-11-03	$0.1425
2016-08-04	$0.1425
2016-05-05	$0.1425
2016-02-04	$0.1300
2015-11-05	$0.1300
2015-08-06	$0.1300
2015-05-07	$0.1300
2015-02-05	$0.1175
2014-11-06	$0.1175
2014-08-07	$0.1175
2014-05-08	$0.1175
2014-02-06	$0.1089
2013-11-06	$0.1089
2013-08-08	$0.1089
2013-05-09	$0.1089
2013-02-07	$0.0946
2012-11-07	$0.0946
2012-08-09	$0.0946
1995-11-21	$0.0011
1995-08-16	$0.0011
1995-05-26	$0.0011
1995-02-13	$0.0011
1994-11-18	$0.0011
1994-08-15	$0.0011
1994-05-27	$0.0011
1994-02-07	$0.0011
1993-11-19	$0.0011
1993-08-16	$0.0011
1993-05-28	$0.0011
1993-02-12	$0.0011
1992-11-30	$0.0011
1992-08-17	$0.0011
1992-06-01	$0.0011
1992-02-14	$0.0011
1991-11-18	$0.0011
1991-08-19	$0.0011
1991-05-20	$0.0011
1991-02-15	$0.0011
1990-11-16	$0.0011
1990-08-20	$0.0010
1990-05-21	$0.0010
1990-02-16	$0.0010
1989-11-17	$0.0010
1989-08-21	$0.0009
1989-05-22	$0.0009
1989-02-17	$0.0009
1988-11-21	$0.0009
1988-08-15	$0.0007
1988-05-16	$0.0007
1988-02-12	$0.0007
1987-11-17	$0.0007
1987-08-10	$0.0005
1987-05-11	$0.0005

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.36. Further, an Excess 峰度 of 18.65 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -8.18%	58	0.51%	0.51%
-8.18% to -6.11%	119	1.04%	1.55%
-6.11% to -4.04%	388	3.40%	4.95%
-4.04% to -1.96%	1335	11.71%	16.66%
-1.96% to 0.11%	3991	35.00%	51.66%
0.11% to 2.18%	3686	32.32%	83.98%
2.18% to 4.25%	1218	10.68%	94.66%
4.25% to 6.32%	392	3.44%	98.10%
6.32% to 8.39%	126	1.10%	99.20%
Greater than 8.39%	91	0.80%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.65%	2.87%	78.09%	68.27%
±2σ	-5.42%	5.63%	94.92%	95.45%
±3σ	-8.18%	8.39%	98.69%	99.73%

Descriptive Statistics

均值	0.108%
Standard Error	0.026%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.762%
Sample Variance	7.626%
峰度	18.65
偏度	-0.36
Range	85.097%
Minimum	-51.869%
Maximum	33.228%
Count	11404

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.998%	5696	49.95%	0.998%
负向	-1.900%	5341	46.83%	-0.890%
Zero	0.000%	367	3.22%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	2.01%
20	1 Month	2.37%
60	1 Quarter	2.36%
250	1 Year	2.12%
750	3 Years	2.12%
1,250	5 Years	2.29%
2,500	10 Years	2.26%
5,000	20 Years	2.48%
12,500	50 Years	3.39%

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 2.71. Further, an Excess 峰度 of 17.89 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -3.55%	0	0.00%	0.00%
-3.55% to -1.88%	0	0.00%	0.00%
-1.88% to -0.21%	0	0.00%	0.00%
-0.21% to 1.46%	2226	19.52%	19.52%
1.46% to 3.13%	4794	42.03%	61.55%
3.13% to 4.81%	2490	21.83%	83.38%
4.81% to 6.48%	1086	9.52%	92.91%
6.48% to 8.15%	438	3.84%	96.75%
8.15% to 9.82%	186	1.63%	98.38%
Greater than 9.82%	185	1.62%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.90%	5.36%	81.10%	68.27%
±2σ	-1.32%	7.59%	95.87%	95.45%
±3σ	-3.55%	9.82%	98.38%	99.73%

Descriptive Statistics

均值	3.134%
Standard Error	0.021%
中位数	2.592%
Mode	3.448%
Standard Deviation	2.229%
Sample Variance	4.970%
峰度	17.89
偏度	2.71
Range	35.569%
Minimum	0.347%
Maximum	35.916%
Count	11405

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.134%	11405	100.00%	3.134%
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 Fairly Symmetrical with a 偏度 factor of 0.36. Further, an Excess 峰度 of 7.95 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -6.75%	71	0.62%	0.62%
-6.75% to -5.05%	146	1.28%	1.90%
-5.05% to -3.35%	414	3.63%	5.53%
-3.35% to -1.65%	1276	11.19%	16.72%
-1.65% to 0.05%	4171	36.57%	53.29%
0.05% to 1.75%	3414	29.93%	83.23%
1.75% to 3.45%	1266	11.10%	94.33%
3.45% to 5.15%	416	3.65%	97.97%
5.15% to 6.85%	149	1.31%	99.28%
Greater than 6.85%	82	0.72%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.22%	2.31%	76.81%	68.27%
±2σ	-4.48%	4.58%	94.45%	95.45%
±3σ	-6.75%	6.85%	98.66%	99.73%

Descriptive Statistics

均值	0.049%
Standard Error	0.021%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.266%
Sample Variance	5.136%
峰度	7.95
偏度	0.36
Range	48.346%
Minimum	-16.154%
Maximum	32.192%
Count	11405

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.695%	5419	47.51%	0.805%
负向	-1.632%	5286	46.35%	-0.756%
Zero	0.000%	700	6.14%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.22. Further, an Excess 峰度 of 5.40 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -17.66%	16	0.68%	0.68%
-17.66% to -13.11%	20	0.84%	1.52%
-13.11% to -8.57%	86	3.63%	5.15%
-8.57% to -4.02%	305	12.89%	18.04%
-4.02% to 0.53%	754	31.85%	49.89%
0.53% to 5.07%	749	31.64%	81.54%
5.07% to 9.62%	301	12.72%	94.25%
9.62% to 14.16%	91	3.84%	98.10%
14.16% to 18.71%	30	1.27%	99.37%
Greater than 18.71%	15	0.63%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.54%	6.59%	76.00%	68.27%
±2σ	-11.60%	12.65%	95.40%	95.45%
±3σ	-17.66%	18.71%	98.69%	99.73%

Descriptive Statistics

均值	0.525%
Standard Error	0.125%
中位数	0.548%
Mode	0.000%
Standard Deviation	6.062%
Sample Variance	36.749%
峰度	5.40
偏度	-0.22
Range	93.066%
Minimum	-54.673%
Maximum	38.393%
Count	2367

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.620%	1260	53.23%	2.459%
负向	-4.251%	1077	45.50%	-1.934%
Zero	0.000%	30	1.27%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	5.78%
12	1 Quarter	5.53%
52	1 Year	4.96%
156	3 Years	5.09%
260	5 Years	5.54%
520	10 Years	5.51%
1,040	20 Years	6.06%
2,600	50 Years	8.18%

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 5.45. Further, an Excess 峰度 of 80.13 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -9.80%	0	0.00%	0.00%
-9.80% to -5.22%	0	0.00%	0.00%
-5.22% to -0.65%	0	0.00%	0.00%
-0.65% to 3.93%	367	15.50%	15.50%
3.93% to 8.51%	1094	46.20%	61.70%
8.51% to 13.08%	572	24.16%	85.85%
13.08% to 17.66%	196	8.28%	94.13%
17.66% to 22.24%	76	3.21%	97.34%
22.24% to 26.82%	25	1.06%	98.40%
Greater than 26.82%	38	1.60%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.40%	14.61%	87.33%	68.27%
±2σ	-3.70%	20.71%	96.49%	95.45%
±3σ	-9.80%	26.82%	98.40%	99.73%

Descriptive Statistics

均值	8.507%
Standard Error	0.125%
中位数	7.184%
Mode	9.091%
Standard Deviation	6.103%
Sample Variance	37.249%
峰度	80.13
偏度	5.45
Range	131.673%
Minimum	1.306%
Maximum	132.979%
Count	2368

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.507%	2368	100.00%	8.507%
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 3.59. Further, an Excess 峰度 of 56.04 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -19.20%	3	0.13%	0.13%
-19.20% to -14.40%	17	0.72%	0.84%
-14.40% to -9.59%	73	3.08%	3.93%
-9.59% to -4.79%	320	13.51%	17.44%
-4.79% to 0.02%	860	36.32%	53.76%
0.02% to 4.82%	729	30.79%	84.54%
4.82% to 9.63%	251	10.60%	95.14%
9.63% to 14.43%	74	3.12%	98.27%
14.43% to 19.23%	19	0.80%	99.07%
Greater than 19.23%	22	0.93%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.39%	6.42%	78.93%	68.27%
±2σ	-12.79%	12.83%	96.24%	95.45%
±3σ	-19.20%	19.23%	98.94%	99.73%

Descriptive Statistics

均值	0.017%
Standard Error	0.132%
中位数	-0.354%
Mode	0.000%
Standard Deviation	6.406%
Sample Variance	41.035%
峰度	56.04
偏度	3.59
Range	143.716%
Minimum	-23.871%
Maximum	119.845%
Count	2368

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.604%	1099	46.41%	2.137%
负向	-4.062%	1236	52.20%	-2.120%
Zero	0.000%	33	1.39%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.06. Further, an Excess 峰度 of 1.39 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -35.32%	2	0.37%	0.37%
-35.32% to -25.93%	8	1.47%	1.84%
-25.93% to -16.55%	17	3.12%	4.96%
-16.55% to -7.16%	82	15.07%	20.04%
-7.16% to 2.23%	165	30.33%	50.37%
2.23% to 11.62%	165	30.33%	80.70%
11.62% to 21.01%	69	12.68%	93.38%
21.01% to 30.40%	26	4.78%	98.16%
30.40% to 39.79%	9	1.65%	99.82%
Greater than 39.79%	1	0.18%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-10.29%	14.75%	72.24%	68.27%
±2σ	-22.80%	27.27%	94.49%	95.45%
±3σ	-35.32%	39.79%	99.45%	99.73%

Descriptive Statistics

均值	2.232%
Standard Error	0.537%
中位数	2.090%
Mode	-10.760%
Standard Deviation	12.518%
Sample Variance	156.702%
峰度	1.39
偏度	-0.06
Range	103.122%
Minimum	-57.744%
Maximum	45.378%
Count	544

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	10.750%	301	55.33%	5.948%
负向	-8.355%	242	44.48%	-3.717%
Zero	0.000%	1	0.18%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	9.88%
12	1 Year	10.01%
36	3 Years	10.64%
60	5 Years	11.86%
120	10 Years	12.41%
240	20 Years	13.57%
600	50 Years	18.20%

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 3.43. Further, an Excess 峰度 of 24.16 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -19.01%	0	0.00%	0.00%
-19.01% to -9.13%	0	0.00%	0.00%
-9.13% to 0.74%	0	0.00%	0.00%
0.74% to 10.62%	85	15.60%	15.60%
10.62% to 20.50%	253	46.42%	62.02%
20.50% to 30.38%	117	21.47%	83.49%
30.38% to 40.26%	52	9.54%	93.03%
40.26% to 50.14%	24	4.40%	97.43%
50.14% to 60.01%	9	1.65%	99.08%
Greater than 60.01%	5	0.92%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	7.33%	33.67%	82.20%	68.27%
±2σ	-5.84%	46.84%	96.51%	95.45%
±3σ	-19.01%	60.01%	99.08%	99.73%

Descriptive Statistics

均值	20.501%
Standard Error	0.564%
中位数	17.230%
Mode	5.990%
Standard Deviation	13.171%
Sample Variance	173.482%
峰度	24.16
偏度	3.43
Range	148.971%
Minimum	3.738%
Maximum	152.709%
Count	545

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	20.501%	545	100.00%	20.501%
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 2.53. Further, an Excess 峰度 of 19.15 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -42.07%	0	0.00%	0.00%
-42.07% to -31.66%	0	0.00%	0.00%
-31.66% to -21.24%	19	3.49%	3.49%
-21.24% to -10.83%	75	13.76%	17.25%
-10.83% to -0.42%	200	36.70%	53.94%
-0.42% to 9.99%	165	30.28%	84.22%
9.99% to 20.41%	59	10.83%	95.05%
20.41% to 30.82%	14	2.57%	97.61%
30.82% to 41.23%	6	1.10%	98.72%
Greater than 41.23%	7	1.28%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-14.30%	13.47%	77.80%	68.27%
±2σ	-28.19%	27.35%	97.06%	95.45%
±3σ	-42.07%	41.23%	98.72%	99.73%

Descriptive Statistics

均值	-0.418%
Standard Error	0.595%
中位数	-1.763%
Mode	0.000%
Standard Deviation	13.884%
Sample Variance	192.753%
峰度	19.15
偏度	2.53
Range	169.321%
Minimum	-31.214%
Maximum	138.107%
Count	545

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	10.529%	238	43.67%	4.598%
负向	-9.052%	302	55.41%	-5.016%
Zero	0.000%	5	0.92%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.45. Further, an Excess 峰度 of 1.62 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -58.61%	1	0.55%	0.55%
-58.61% to -42.27%	1	0.55%	1.10%
-42.27% to -25.93%	11	6.08%	7.18%
-25.93% to -9.59%	21	11.60%	18.78%
-9.59% to 6.75%	59	32.60%	51.38%
6.75% to 23.08%	55	30.39%	81.77%
23.08% to 39.42%	19	10.50%	92.27%
39.42% to 55.76%	9	4.97%	97.24%
55.76% to 72.10%	3	1.66%	98.90%
Greater than 72.10%	2	1.10%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-15.04%	28.53%	72.93%	68.27%
±2σ	-36.82%	50.31%	95.58%	95.45%
±3σ	-58.61%	72.10%	98.34%	99.73%

Descriptive Statistics

均值	6.746%
Standard Error	1.619%
中位数	5.308%
Mode	-61.501%
Standard Deviation	21.784%
Sample Variance	474.539%
峰度	1.62
偏度	0.45
Range	149.463%
Minimum	-61.501%
Maximum	87.962%
Count	181

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	19.059%	112	61.88%	11.793%
负向	-13.239%	69	38.12%	-5.047%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	19.32%
12	3 Years	21.44%
20	5 Years	21.09%
40	10 Years	22.41%
80	20 Years	25.09%
200	50 Years	33.10%

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 3.76. Further, an Excess 峰度 of 24.45 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -42.88%	0	0.00%	0.00%
-42.88% to -22.04%	0	0.00%	0.00%
-22.04% to -1.20%	0	0.00%	0.00%
-1.20% to 19.63%	27	14.84%	14.84%
19.63% to 40.47%	89	48.90%	63.74%
40.47% to 61.30%	45	24.73%	88.46%
61.30% to 82.14%	10	5.49%	93.96%
82.14% to 102.97%	5	2.75%	96.70%
102.97% to 123.81%	4	2.20%	98.90%
Greater than 123.81%	2	1.10%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	12.69%	68.25%	86.81%	68.27%
±2σ	-15.09%	96.03%	96.70%	95.45%
±3σ	-42.88%	123.81%	98.90%	99.73%

Descriptive Statistics

均值	40.467%
Standard Error	2.059%
中位数	33.925%
Mode	9.350%
Standard Deviation	27.781%
Sample Variance	771.810%
峰度	24.45
偏度	3.76
Range	257.078%
Minimum	9.350%
Maximum	266.428%
Count	182

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	40.467%	182	100.00%	40.467%
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 2.37. Further, an Excess 峰度 of 12.34 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -71.38%	0	0.00%	0.00%
-71.38% to -53.98%	0	0.00%	0.00%
-53.98% to -36.59%	5	2.75%	2.75%
-36.59% to -19.20%	27	14.84%	17.58%
-19.20% to -1.81%	73	40.11%	57.69%
-1.81% to 15.58%	52	28.57%	86.26%
15.58% to 32.98%	11	6.04%	92.31%
32.98% to 50.37%	10	5.49%	97.80%
50.37% to 67.76%	2	1.10%	98.90%
Greater than 67.76%	2	1.10%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-25.00%	21.38%	78.57%	68.27%
±2σ	-48.19%	44.57%	96.70%	95.45%
±3σ	-71.38%	67.76%	98.90%	99.73%

Descriptive Statistics

均值	-1.808%
Standard Error	1.719%
中位数	-4.853%
Mode	-45.320%
Standard Deviation	23.189%
Sample Variance	537.744%
峰度	12.34
偏度	2.37
Range	202.509%
Minimum	-45.320%
Maximum	157.189%
Count	182

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	18.278%	70	38.46%	7.030%
负向	-14.362%	112	61.54%	-8.838%
Zero	0.000%	0	0.00%	0.000%

AAPL 深度分析报告