AAP 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	2.38%	1.86%	1.89%	3.69%	3.91%	3.94%	55.95	60.50	53.80	62.91
周度	5.09%	5.21%	5.29%	8.80%	8.61%	8.68%	53.38	63.41	48.98	69.11
月度	10.13%	11.01%	10.93%	20.00%	17.92%	18.08%	48.64	69.60	40.66	83.25
季度	18.91%	20.23%	20.30%	37.00%	31.03%	31.31%	42.66	79.35	31.28	108.23
Annual	—	—	—	—	62.07%	62.62%	31.28	108.23	16.81	201.32
Option Time Horizon	—	—	—	—	23.65%	23.86%	45.93	73.70	36.25	93.37

Calculation Notes: Computed at 2026-04-26T02:47 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $58.18 | Strike (K): $60.00 (first OTM call ≥ spot) | Observed Mid-价格: $4.8000 (Bid $4.6000 / Ask $5.0000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 1.72% | Binomial IV (Annual): 62.07% (CRR binomial tree, American, n=20 steps) | BS IV: 62.56% (European Black-Scholes) | Yahoo IV (Annual): 62.62% → 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
2026-04-10	$0.2500
2026-01-09	$0.2500
2025-10-10	$0.2500
2025-07-11	$0.2500
2025-04-11	$0.2500
2025-01-10	$0.2500
2024-10-11	$0.2500
2024-07-12	$0.2500
2024-04-11	$0.2500
2024-01-11	$0.2500
2023-10-12	$0.2500
2023-07-13	$0.2500
2023-04-13	$1.5000
2022-12-15	$1.5000
2022-09-15	$1.5000
2022-06-16	$1.5000
2022-03-17	$1.5000
2021-12-16	$1.0000
2021-09-16	$1.0000
2021-06-17	$1.0000
2021-03-18	$0.2500
2020-12-17	$0.2500
2020-09-17	$0.2500
2020-06-18	$0.2500
2020-03-19	$0.2500
2019-12-19	$0.0600
2019-09-19	$0.0600
2019-06-20	$0.0600
2019-03-21	$0.0600
2018-12-20	$0.0600
2018-09-20	$0.0600
2018-06-21	$0.0600
2018-03-22	$0.0600
2017-12-21	$0.0600
2017-09-21	$0.0600
2017-06-21	$0.0600
2017-03-22	$0.0600
2016-12-21	$0.0600
2016-09-21	$0.0600
2016-06-15	$0.0600
2016-03-16	$0.0600
2015-12-22	$0.0600
2015-09-16	$0.0600
2015-06-17	$0.0600
2015-03-18	$0.0600
2014-12-23	$0.0600
2014-09-17	$0.0600
2014-06-16	$0.0600
2014-03-19	$0.0600
2013-12-18	$0.0600
2013-09-18	$0.0600
2013-06-19	$0.0600
2013-03-20	$0.0600
2012-12-19	$0.0600
2012-09-19	$0.0600
2012-06-20	$0.0600
2012-03-21	$0.0600
2011-12-21	$0.0600
2011-09-21	$0.0600
2011-06-22	$0.0600
2011-03-23	$0.0600
2010-12-21	$0.0600
2010-09-22	$0.0600
2010-06-23	$0.0600
2010-03-24	$0.0600
2009-12-22	$0.0600
2009-09-23	$0.0600
2009-06-24	$0.0600
2009-03-25	$0.0600
2008-12-23	$0.0600
2008-09-17	$0.0600
2008-06-18	$0.0600
2008-03-18	$0.0600
2007-12-19	$0.0600
2007-09-19	$0.0600
2007-06-20	$0.0600
2007-03-21	$0.0600
2006-12-20	$0.0600
2006-09-20	$0.0600
2006-06-21	$0.0600
2006-03-22	$0.0600

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 1.63. Further, an Excess 峰度 of 69.22 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -7.08%	36	0.59%	0.59%
-7.08% to -5.29%	43	0.70%	1.29%
-5.29% to -3.51%	155	2.53%	3.81%
-3.51% to -1.73%	626	10.20%	14.01%
-1.73% to 0.05%	2271	37.00%	51.01%
0.05% to 1.84%	2138	34.83%	85.84%
1.84% to 3.62%	628	10.23%	96.07%
3.62% to 5.40%	155	2.53%	98.60%
5.40% to 7.18%	43	0.70%	99.30%
Greater than 7.18%	43	0.70%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.32%	2.43%	82.01%	68.27%
±2σ	-4.70%	4.81%	96.17%	95.45%
±3σ	-7.08%	7.18%	98.71%	99.73%

Descriptive Statistics

均值	0.054%
Standard Error	0.030%
中位数	0.027%
Mode	0.000%
Standard Deviation	2.377%
Sample Variance	5.652%
峰度	69.22
偏度	1.63
Range	92.078%
Minimum	-35.036%
Maximum	57.042%
Count	6138

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.523%	3107	50.62%	0.771%
负向	-1.468%	2998	48.84%	-0.717%
Zero	0.000%	33	0.54%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	3.68%
20	1 Month	3.91%
60	1 Quarter	4.85%
250	1 Year	4.90%
750	3 Years	4.37%
1,250	5 Years	3.69%
2,500	10 Years	3.27%
5,000	20 Years	2.95%
12,500	50 Years	2.86%

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 3.75. Further, an Excess 峰度 of 29.53 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -2.84%	0	0.00%	0.00%
-2.84% to -1.45%	0	0.00%	0.00%
-1.45% to -0.06%	0	0.00%	0.00%
-0.06% to 1.34%	841	13.70%	13.70%
1.34% to 2.73%	3097	50.45%	64.15%
2.73% to 4.12%	1332	21.70%	85.84%
4.12% to 5.51%	494	8.05%	93.89%
5.51% to 6.91%	176	2.87%	96.76%
6.91% to 8.30%	99	1.61%	98.37%
Greater than 8.30%	100	1.63%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.87%	4.59%	87.28%	68.27%
±2σ	-0.98%	6.44%	96.09%	95.45%
±3σ	-2.84%	8.30%	98.37%	99.73%

Descriptive Statistics

均值	2.729%
Standard Error	0.024%
中位数	2.253%
Mode	1.972%
Standard Deviation	1.857%
Sample Variance	3.447%
峰度	29.53
偏度	3.75
Range	33.976%
Minimum	0.225%
Maximum	34.201%
Count	6139

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.729%	6139	100.00%	2.729%
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 0.34. Further, an Excess 峰度 of 7.48 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -5.65%	43	0.70%	0.70%
-5.65% to -4.23%	68	1.11%	1.81%
-4.23% to -2.81%	184	3.00%	4.81%
-2.81% to -1.40%	765	12.46%	17.27%
-1.40% to 0.02%	2027	33.02%	50.29%
0.02% to 1.43%	2019	32.89%	83.17%
1.43% to 2.85%	731	11.91%	95.08%
2.85% to 4.27%	190	3.09%	98.18%
4.27% to 5.68%	68	1.11%	99.28%
Greater than 5.68%	44	0.72%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.87%	1.91%	77.24%	68.27%
±2σ	-3.76%	3.79%	95.03%	95.45%
±3σ	-5.65%	5.68%	98.58%	99.73%

Descriptive Statistics

均值	0.018%
Standard Error	0.024%
中位数	0.000%
Mode	0.000%
Standard Deviation	1.888%
Sample Variance	3.563%
峰度	7.48
偏度	0.34
Range	30.141%
Minimum	-12.790%
Maximum	17.351%
Count	6139

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.337%	3069	49.99%	0.668%
负向	-1.319%	3028	49.32%	-0.651%
Zero	0.000%	42	0.68%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.19. Further, an Excess 峰度 of 9.38 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -15.01%	14	1.10%	1.10%
-15.01% to -11.19%	9	0.71%	1.81%
-11.19% to -7.37%	32	2.51%	4.32%
-7.37% to -3.56%	141	11.08%	15.40%
-3.56% to 0.26%	440	34.56%	49.96%
0.26% to 4.08%	436	34.25%	84.21%
4.08% to 7.89%	143	11.23%	95.44%
7.89% to 11.71%	36	2.83%	98.27%
11.71% to 15.52%	13	1.02%	99.29%
Greater than 15.52%	9	0.71%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.83%	5.35%	79.50%	68.27%
±2σ	-9.92%	10.44%	94.58%	95.45%
±3σ	-15.00%	15.52%	98.19%	99.73%

Descriptive Statistics

均值	0.259%
Standard Error	0.143%
中位数	0.279%
Mode	0.000%
Standard Deviation	5.088%
Sample Variance	25.888%
峰度	9.38
偏度	-0.19
Range	83.081%
Minimum	-41.516%
Maximum	41.565%
Count	1273

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.498%	680	53.42%	1.869%
负向	-3.473%	590	46.35%	-1.610%
Zero	0.000%	3	0.24%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	8.34%
12	1 Quarter	10.80%
52	1 Year	11.93%
156	3 Years	10.44%
260	5 Years	8.80%
520	10 Years	7.72%
1,040	20 Years	6.89%
2,600	50 Years	6.75%

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 4.36. Further, an Excess 峰度 of 34.71 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -8.62%	0	0.00%	0.00%
-8.62% to -4.71%	0	0.00%	0.00%
-4.71% to -0.80%	0	0.00%	0.00%
-0.80% to 3.10%	140	10.99%	10.99%
3.10% to 7.01%	688	54.00%	64.99%
7.01% to 10.92%	288	22.61%	87.60%
10.92% to 14.82%	87	6.83%	94.43%
14.82% to 18.73%	35	2.75%	97.17%
18.73% to 22.64%	11	0.86%	98.04%
Greater than 22.64%	25	1.96%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.80%	12.22%	89.80%	68.27%
±2σ	-3.41%	17.43%	96.47%	95.45%
±3σ	-8.62%	22.64%	98.04%	99.73%

Descriptive Statistics

均值	7.010%
Standard Error	0.146%
中位数	5.710%
Mode	4.707%
Standard Deviation	5.209%
Sample Variance	27.138%
峰度	34.71
偏度	4.36
Range	70.307%
Minimum	1.398%
Maximum	71.705%
Count	1274

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.010%	1274	100.00%	7.010%
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 2.71. Further, an Excess 峰度 of 30.85 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -15.78%	2	0.16%	0.16%
-15.78% to -11.81%	10	0.78%	0.94%
-11.81% to -7.85%	34	2.67%	3.61%
-7.85% to -3.88%	144	11.30%	14.91%
-3.88% to 0.09%	496	38.93%	53.85%
0.09% to 4.05%	400	31.40%	85.24%
4.05% to 8.02%	134	10.52%	95.76%
8.02% to 11.98%	31	2.43%	98.19%
11.98% to 15.95%	7	0.55%	98.74%
Greater than 15.95%	16	1.26%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.20%	5.37%	80.69%	68.27%
±2σ	-10.49%	10.66%	96.08%	95.45%
±3σ	-15.78%	15.95%	98.59%	99.73%

Descriptive Statistics

均值	0.086%
Standard Error	0.148%
中位数	-0.216%
Mode	0.000%
Standard Deviation	5.288%
Sample Variance	27.958%
峰度	30.85
偏度	2.71
Range	100.678%
Minimum	-29.402%
Maximum	71.276%
Count	1274

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.700%	603	47.33%	1.751%
负向	-3.176%	668	52.43%	-1.665%
Zero	0.000%	3	0.23%	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 2.56 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -29.34%	2	0.68%	0.68%
-29.34% to -21.74%	5	1.71%	2.39%
-21.74% to -14.14%	11	3.75%	6.14%
-14.14% to -6.54%	24	8.19%	14.33%
-6.54% to 1.06%	106	36.18%	50.51%
1.06% to 8.66%	88	30.03%	80.55%
8.66% to 16.26%	41	13.99%	94.54%
16.26% to 23.86%	12	4.10%	98.63%
23.86% to 31.46%	3	1.02%	99.66%
Greater than 31.46%	1	0.34%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.07%	11.20%	77.13%	68.27%
±2σ	-19.21%	21.33%	94.20%	95.45%
±3σ	-29.34%	31.46%	98.98%	99.73%

Descriptive Statistics

均值	1.063%
Standard Error	0.592%
中位数	1.023%
Mode	3.818%
Standard Deviation	10.134%
Sample Variance	102.692%
峰度	2.56
偏度	-0.06
Range	88.419%
Minimum	-41.934%
Maximum	46.485%
Count	293

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.714%	161	54.95%	4.239%
负向	-7.048%	132	45.05%	-3.175%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	23.28%
12	1 Year	28.90%
36	3 Years	23.82%
60	5 Years	20.00%
120	10 Years	17.51%
240	20 Years	14.95%
600	50 Years	14.70%

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 3.12. Further, an Excess 峰度 of 14.15 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -16.73%	0	0.00%	0.00%
-16.73% to -8.47%	0	0.00%	0.00%
-8.47% to -0.22%	0	0.00%	0.00%
-0.22% to 8.04%	37	12.59%	12.59%
8.04% to 16.30%	154	52.38%	64.97%
16.30% to 24.55%	64	21.77%	86.73%
24.55% to 32.81%	20	6.80%	93.54%
32.81% to 41.07%	12	4.08%	97.62%
41.07% to 49.33%	1	0.34%	97.96%
Greater than 49.33%	6	2.04%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	5.29%	27.31%	89.46%	68.27%
±2σ	-5.72%	38.32%	96.26%	95.45%
±3σ	-16.73%	49.33%	97.96%	99.73%

Descriptive Statistics

均值	16.298%
Standard Error	0.642%
中位数	12.904%
Mode	11.030%
Standard Deviation	11.009%
Sample Variance	121.190%
峰度	14.15
偏度	3.12
Range	88.693%
Minimum	3.863%
Maximum	92.556%
Count	294

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	16.298%	294	100.00%	16.298%
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 1.65. Further, an Excess 峰度 of 7.74 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -32.63%	0	0.00%	0.00%
-32.63% to -24.43%	2	0.68%	0.68%
-24.43% to -16.24%	10	3.40%	4.08%
-16.24% to -8.05%	44	14.97%	19.05%
-8.05% to 0.15%	105	35.71%	54.76%
0.15% to 8.34%	99	33.67%	88.44%
8.34% to 16.54%	15	5.10%	93.54%
16.54% to 24.73%	9	3.06%	96.60%
24.73% to 32.93%	7	2.38%	98.98%
Greater than 32.93%	3	1.02%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-10.78%	11.07%	78.23%	68.27%
±2σ	-21.70%	22.00%	94.90%	95.45%
±3σ	-32.63%	32.93%	98.98%	99.73%

Descriptive Statistics

均值	0.149%
Standard Error	0.637%
中位数	-0.891%
Mode	-31.337%
Standard Deviation	10.926%
Sample Variance	119.377%
峰度	7.74
偏度	1.65
Range	103.638%
Minimum	-31.337%
Maximum	72.301%
Count	294

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.338%	134	45.58%	3.800%
负向	-6.709%	160	54.42%	-3.651%
Zero	0.000%	0	0.00%	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 0.29 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -53.39%	0	0.00%	0.00%
-53.39% to -39.21%	2	2.06%	2.06%
-39.21% to -25.03%	3	3.09%	5.15%
-25.03% to -10.85%	19	19.59%	24.74%
-10.85% to 3.33%	22	22.68%	47.42%
3.33% to 17.51%	29	29.90%	77.32%
17.51% to 31.69%	16	16.49%	93.81%
31.69% to 45.87%	5	5.15%	98.97%
45.87% to 60.05%	0	0.00%	98.97%
Greater than 60.05%	1	1.03%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-15.58%	22.23%	69.07%	68.27%
±2σ	-34.48%	41.14%	95.88%	95.45%
±3σ	-53.39%	60.05%	98.97%	99.73%

Descriptive Statistics

均值	3.328%
Standard Error	1.920%
中位数	5.031%
Mode	2.472%
Standard Deviation	18.906%
Sample Variance	357.428%
峰度	0.29
偏度	0.06
Range	106.143%
Minimum	-43.265%
Maximum	62.878%
Count	97

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	15.812%	57	58.76%	9.292%
负向	-14.461%	40	41.24%	-5.963%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	57.56%
12	3 Years	46.43%
20	5 Years	37.00%
40	10 Years	32.59%
80	20 Years	27.98%
200	50 Years	27.56%

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 2.37. Further, an Excess 峰度 of 7.11 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -27.58%	0	0.00%	0.00%
-27.58% to -12.40%	0	0.00%	0.00%
-12.40% to 2.77%	0	0.00%	0.00%
2.77% to 17.94%	17	17.35%	17.35%
17.94% to 33.11%	45	45.92%	63.27%
33.11% to 48.28%	24	24.49%	87.76%
48.28% to 63.45%	6	6.12%	93.88%
63.45% to 78.62%	1	1.02%	94.90%
78.62% to 93.80%	2	2.04%	96.94%
Greater than 93.80%	3	3.06%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	12.88%	53.34%	89.80%	68.27%
±2σ	-7.35%	73.57%	93.88%	95.45%
±3σ	-27.58%	93.80%	96.94%	99.73%

Descriptive Statistics

均值	33.110%
Standard Error	2.043%
中位数	29.643%
Mode	11.665%
Standard Deviation	20.229%
Sample Variance	409.225%
峰度	7.11
偏度	2.37
Range	115.313%
Minimum	11.665%
Maximum	126.978%
Count	98

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	33.110%	98	100.00%	33.110%
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 1.20. Further, an Excess 峰度 of 2.15 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -60.47%	0	0.00%	0.00%
-60.47% to -45.24%	0	0.00%	0.00%
-45.24% to -30.01%	1	1.02%	1.02%
-30.01% to -14.78%	22	22.45%	23.47%
-14.78% to 0.45%	35	35.71%	59.18%
0.45% to 15.68%	18	18.37%	77.55%
15.68% to 30.91%	14	14.29%	91.84%
30.91% to 46.14%	6	6.12%	97.96%
46.14% to 61.37%	0	0.00%	97.96%
Greater than 61.37%	2	2.04%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-19.86%	20.75%	73.47%	68.27%
±2σ	-40.16%	41.06%	95.92%	95.45%
±3σ	-60.46%	61.37%	97.96%	99.73%

Descriptive Statistics

均值	0.450%
Standard Error	2.051%
中位数	-4.290%
Mode	-37.988%
Standard Deviation	20.305%
Sample Variance	412.292%
峰度	2.15
偏度	1.20
Range	116.273%
Minimum	-37.988%
Maximum	78.285%
Count	98

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	18.913%	41	41.84%	7.913%
负向	-12.831%	57	58.16%	-7.463%
Zero	0.000%	0	0.00%	0.000%

AAP 深度分析报告