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AA 深度分析报告

Alcoa Corporation | 分类： Equity Large Cap | 年化股息率： 0.46% ($0.30) | 最后更新: 2026-04-26 | 数据区间: 1962-01-01 → 2026-04-01 (772 个月)
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 2.36% 1.94% 1.99% 4.93% 3.59% 3.67% 63.68 68.42 61.44 70.92
周度 5.32% 5.14% 5.30% 11.81% 7.90% 8.07% 60.99 71.44 56.36 77.31
月度 10.55% 12.85% 11.71% 24.12% 16.45% 16.81% 56.00 77.81 47.50 91.73
季度 18.26% 26.50% 20.63% 45.33% 28.49% 29.11% 49.64 87.77 37.34 116.71
Annual — — — — 56.99% 58.23% 37.34 116.71 21.12 206.34
Option Time Horizon — — — — 21.72% 22.19% 53.13 82.02 42.76 101.91
Calculation Notes: Computed at 2026-04-26T02:46 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $66.01  |  Strike (K): $70.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $4.2750 (Bid $4.1500 / Ask $4.4000)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 0.46%  |  Binomial IV (Annual): 56.99% (CRR binomial tree, American, n=20 steps)  |  BS IV: 57.63% (European Black-Scholes)  |  Yahoo IV (Annual): 58.23% → period-scaled as σperiod = σannual·√h  |  价格 bands: Upper = S·e+σ√h, 低er = S·e−σ√h
Historical Dividend Payouts
Ex-Dividend Date Amount
2026-03-10 $0.1000
2025-11-04 $0.1000
2025-08-12 $0.1000
2025-05-20 $0.1000
2025-03-04 $0.1000
2024-10-29 $0.1000
2024-08-12 $0.1000
2024-05-20 $0.1000
2024-03-04 $0.1000
2023-10-30 $0.1000
2023-08-07 $0.1000
2023-05-15 $0.1000
2023-03-06 $0.1000
2022-10-31 $0.1000
2022-08-08 $0.1000
2022-05-16 $0.1000
2022-03-07 $0.1000
2021-10-28 $0.1000
2016-11-02 $0.0900
2016-08-03 $0.0721
2016-05-04 $0.0721
2016-02-03 $0.0721
2015-11-04 $0.0721
2015-08-05 $0.0721
2015-05-07 $0.0721
2015-02-04 $0.0721
2014-11-05 $0.0721
2014-08-06 $0.0721
2014-05-08 $0.0721
2014-02-05 $0.0721
2013-11-06 $0.0721
2013-08-07 $0.0721
2013-05-09 $0.0721
2013-02-06 $0.0721
2012-10-31 $0.0721
2012-08-01 $0.0721
2012-05-10 $0.0721
2012-02-01 $0.0721
2011-11-02 $0.0721
2011-08-03 $0.0721
2011-05-12 $0.0721
2011-02-02 $0.0721
2010-11-03 $0.0721
2010-08-04 $0.0721
2010-05-05 $0.0721
2010-02-03 $0.0721
2009-11-04 $0.0721
2009-08-05 $0.0721
2009-05-06 $0.0721
2009-02-04 $0.4085
2008-11-05 $0.4085
2008-08-06 $0.4085
2008-04-30 $0.4085
2008-02-06 $0.4085
2007-10-31 $0.4085
2007-08-01 $0.4085
2007-05-02 $0.4085
2007-01-31 $0.4085
2006-12-21 $0.3604
2006-11-01 $0.3604
2006-08-02 $0.3604
2006-05-03 $0.3604
2006-02-01 $0.3604
2005-11-02 $0.3604
2005-08-03 $0.3604
2005-05-04 $0.3604
2005-02-02 $0.3604
2004-11-03 $0.3604
2004-08-04 $0.3604
2004-05-06 $0.3604
2004-02-04 $0.3604
2003-11-05 $0.3604
2003-08-06 $0.3604
2003-04-30 $0.3604
2003-02-05 $0.3604
2002-11-06 $0.3604
2002-07-31 $0.3604
2002-05-01 $0.3604
2002-02-06 $0.3604
2001-10-31 $0.3604
2001-08-01 $0.3604
2001-05-02 $0.3604
2001-01-31 $0.3604
2000-11-01 $0.3004
2000-08-02 $0.3004
2000-05-03 $0.3004
2000-02-02 $0.3004
1999-11-03 $0.2415
1999-08-04 $0.2403
1999-05-05 $0.2427
1999-02-04 $0.2427
1998-11-04 $0.1502
1998-08-05 $0.1502
1998-05-06 $0.1502
1998-02-04 $0.2253
1997-11-05 $0.1502
1997-08-06 $0.1502
1997-04-30 $0.1502
1997-02-05 $0.1352
1996-10-30 $0.2001
1996-07-31 $0.1352
1996-05-01 $0.1352
1996-01-31 $0.1352
1995-11-01 $0.1352
1995-08-02 $0.1352
1995-05-01 $0.1352
1995-01-30 $0.1352
1994-10-31 $0.1202
1994-08-01 $0.1202
1994-05-02 $0.1202
1994-01-31 $0.1202
1993-11-01 $0.1202
1993-08-02 $0.1202
1993-05-03 $0.1202
1993-02-01 $0.1202
1992-11-02 $0.1202
1992-08-03 $0.1202
1992-04-27 $0.1202
1992-02-03 $0.1337
1991-10-28 $0.1202
1991-07-29 $0.1202
1991-04-29 $0.1337
1991-01-28 $0.1742
1990-10-29 $0.1202
1990-07-30 $0.2253
1990-04-30 $0.1202
1990-01-29 $0.5407
1989-10-30 $0.1202
1989-07-31 $0.1202
1989-05-01 $0.1202
1989-01-30 $0.4566
1988-10-31 $0.1051
1988-08-01 $0.1051
1988-05-02 $0.0901
1988-02-01 $0.0901
1987-11-17 $0.0511
1987-08-03 $0.0901
1987-04-27 $0.0901
1987-02-03 $0.0901
1986-11-03 $0.0901
1986-07-28 $0.0901
1986-04-28 $0.0901
1986-02-03 $0.0901
1985-10-28 $0.0901
1985-07-29 $0.0901
1985-04-29 $0.0901
1985-01-28 $0.0901
1984-10-29 $0.0901
1984-07-30 $0.0901
1984-04-30 $0.0901
1984-01-30 $0.0901
1983-10-31 $0.0901
1983-08-01 $0.0901
1983-05-02 $0.0901
1983-01-31 $0.0901
1982-10-29 $0.0901
1982-08-02 $0.1352
1982-05-03 $0.1352
1982-02-01 $0.1352
1981-10-30 $0.1352
1981-08-03 $0.1352
1981-05-04 $0.1352
1981-02-02 $0.0676
1980-10-31 $0.1202
1980-07-28 $0.1202
1980-04-28 $0.1202
1980-01-28 $0.1202
1979-10-29 $0.1051
1979-07-30 $0.1051
1979-04-30 $0.0901
1979-01-29 $0.0901
1978-10-30 $0.0751
1978-07-31 $0.0751
1978-05-01 $0.0676
1978-01-30 $0.0676
1977-10-31 $0.0676
1977-08-01 $0.0676
1977-05-02 $0.0676
1977-01-31 $0.0526
1976-11-05 $0.0526
1976-08-09 $0.0526
1976-05-10 $0.0503
1976-02-02 $0.0503
1975-11-07 $0.0503
1975-08-11 $0.0503
1975-05-12 $0.0503
1975-02-07 $0.0503
1974-11-08 $0.0503
1974-08-05 $0.0503
1974-05-06 $0.0503
1974-02-08 $0.0503
1973-11-02 $0.0486
1973-08-06 $0.0486
1973-05-07 $0.0486
1973-01-29 $0.0451
1972-11-03 $0.0451
1972-08-07 $0.0451
1972-05-08 $0.0451
1972-01-31 $0.0451
1971-11-08 $0.0451
1971-08-09 $0.0451
1971-05-10 $0.0451
1971-02-01 $0.0451
1970-11-06 $0.0451
1970-08-10 $0.0451
1970-05-11 $0.0451
1970-02-02 $0.0451
1969-11-07 $0.0451
1969-08-11 $0.0451
1969-05-12 $0.0451
1969-02-03 $0.0451
1968-11-08 $0.0451
1968-08-12 $0.0451
1968-05-13 $0.0451
1968-02-06 $0.0451
1967-11-06 $0.0451
1967-08-08 $0.0451
1967-05-09 $0.0451
1967-02-07 $0.0401
1966-11-04 $0.0401
1966-08-09 $0.0401
1966-05-10 $0.0401
1966-02-08 $0.0350
1965-11-08 $0.0350
1965-08-10 $0.0350
1965-05-10 $0.0350
1965-02-02 $0.0350
1964-11-09 $0.0300
1964-08-11 $0.0300
1964-05-12 $0.0300
1964-02-04 $0.0300
1963-11-12 $0.0300
1963-08-13 $0.0300
1963-05-14 $0.0300
1963-02-05 $0.0300
1962-11-13 $0.0300
1962-08-14 $0.0300
1962-05-15 $0.0300
1962-02-06 $0.0300
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.15. Further, an Excess 峰度 of 8.55 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -7.03%1110.69%0.69%
-7.03% to -5.26%1430.88%1.57%
-5.26% to -3.49%5093.15%4.72%
-3.49% to -1.72%187311.57%16.29%
-1.72% to 0.05%588336.36%52.64%
0.05% to 1.82%495830.64%83.28%
1.82% to 3.59%182511.28%94.56%
3.59% to 5.36%5543.42%97.99%
5.36% to 7.13%1931.19%99.18%
Greater than 7.13%1330.82%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.31%2.41% 77.93%68.27%
±2σ -4.67%4.77% 95.04%95.45%
±3σ -7.03%7.13% 98.49%99.73%
Descriptive Statistics
均值0.051%
Standard Error0.019%
中位数0.000%
Mode0.000%
Standard Deviation2.361%
Sample Variance5.576%
峰度8.55
偏度0.15
Range52.326%
Minimum-24.107%
Maximum28.219%
Count16182
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.767% 7684 47.48% 0.839%
负向 -1.642% 7760 47.95% -0.787%
Zero 0.000% 738 4.56% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 3.38%
20 1 Month 4.88%
60 1 Quarter 5.84%
250 1 Year 4.62%
750 3 Years 4.48%
1,250 5 Years 4.93%
2,500 10 Years 4.67%
5,000 20 Years 4.12%
12,500 50 Years 3.16%
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 3.20. Further, an Excess 峰度 of 25.38 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -3.12%00.00%0.00%
-3.12% to -1.67%00.00%0.00%
-1.67% to -0.21%00.00%0.00%
-0.21% to 1.25%295118.24%18.24%
1.25% to 2.70%710543.90%62.14%
2.70% to 4.16%363222.44%84.58%
4.16% to 5.62%14298.83%93.41%
5.62% to 7.07%5543.42%96.84%
7.07% to 8.53%2281.41%98.25%
Greater than 8.53%2841.75%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.76%4.65% 83.50%68.27%
±2σ -1.18%6.59% 95.93%95.45%
±3σ -3.12%8.53% 98.25%99.73%
Descriptive Statistics
均值2.704%
Standard Error0.015%
中位数2.239%
Mode1.370%
Standard Deviation1.942%
Sample Variance3.773%
峰度25.38
偏度3.20
Range40.661%
Minimum0.148%
Maximum40.809%
Count16183
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.704% 16183 100.00% 2.704%
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 0.50. Further, an Excess 峰度 of 7.03 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.91%1040.64%0.64%
-5.91% to -4.42%1761.09%1.73%
-4.42% to -2.93%5903.65%5.38%
-2.93% to -1.44%193911.98%17.36%
-1.44% to 0.05%562234.74%52.10%
0.05% to 1.54%503231.09%83.19%
1.54% to 3.03%188911.67%94.86%
3.03% to 4.52%5343.30%98.16%
4.52% to 6.01%1741.08%99.24%
Greater than 6.01%1230.76%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.94%2.03% 76.69%68.27%
±2σ -3.93%4.02% 95.08%95.45%
±3σ -5.91%6.01% 98.60%99.73%
Descriptive Statistics
均值0.047%
Standard Error0.016%
中位数0.000%
Mode0.000%
Standard Deviation1.987%
Sample Variance3.947%
峰度7.03
偏度0.50
Range38.836%
Minimum-14.424%
Maximum24.412%
Count16183
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.493% 7777 48.06% 0.717%
负向 -1.463% 7411 45.80% -0.670%
Zero 0.000% 995 6.15% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.03. Further, an Excess 峰度 of 4.05 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -15.70%230.69%0.69%
-15.70% to -11.71%330.98%1.67%
-11.71% to -7.72%1093.25%4.92%
-7.72% to -3.73%42512.67%17.59%
-3.73% to 0.26%112933.65%51.24%
0.26% to 4.25%101530.25%81.49%
4.25% to 8.24%43613.00%94.49%
8.24% to 12.23%1223.64%98.12%
12.23% to 16.22%391.16%99.28%
Greater than 16.22%240.72%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.06%5.58% 75.68%68.27%
±2σ -10.38%10.90% 94.75%95.45%
±3σ -15.70%16.22% 98.60%99.73%
Descriptive Statistics
均值0.256%
Standard Error0.092%
中位数0.096%
Mode0.000%
Standard Deviation5.320%
Sample Variance28.301%
峰度4.05
偏度0.03
Range73.484%
Minimum-36.708%
Maximum36.776%
Count3355
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.078% 1689 50.34% 2.053%
负向 -3.746% 1609 47.96% -1.797%
Zero 0.000% 57 1.70% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 11.53%
12 1 Quarter 13.62%
52 1 Year 10.97%
156 3 Years 10.78%
260 5 Years 11.81%
520 10 Years 11.13%
1,040 20 Years 9.81%
2,600 50 Years 7.61%
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 3.48. Further, an Excess 峰度 of 25.01 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -8.08%00.00%0.00%
-8.08% to -4.22%00.00%0.00%
-4.22% to -0.37%00.00%0.00%
-0.37% to 3.49%51515.35%15.35%
3.49% to 7.34%163048.57%63.92%
7.34% to 11.19%71321.25%85.16%
11.19% to 15.05%2968.82%93.98%
15.05% to 18.90%992.95%96.93%
18.90% to 22.76%441.31%98.24%
Greater than 22.76%591.76%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 2.20%12.48% 86.05%68.27%
±2σ -2.94%17.62% 96.04%95.45%
±3σ -8.08%22.76% 98.24%99.73%
Descriptive Statistics
均值7.340%
Standard Error0.089%
中位数6.034%
Mode4.762%
Standard Deviation5.139%
Sample Variance26.407%
峰度25.01
偏度3.48
Range79.273%
Minimum0.936%
Maximum80.209%
Count3356
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 7.340% 3356 100.00% 7.340%
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 1.13. Further, an Excess 峰度 of 9.31 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -15.80%150.45%0.45%
-15.80% to -11.82%250.74%1.19%
-11.82% to -7.84%1073.19%4.38%
-7.84% to -3.87%47414.12%18.50%
-3.87% to 0.11%110532.93%51.43%
0.11% to 4.09%105831.53%82.96%
4.09% to 8.07%40512.07%95.02%
8.07% to 12.05%992.95%97.97%
12.05% to 16.03%371.10%99.08%
Greater than 16.03%310.92%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.19%5.42% 77.56%68.27%
±2σ -10.50%10.72% 95.35%95.45%
±3σ -15.80%16.03% 98.63%99.73%
Descriptive Statistics
均值0.113%
Standard Error0.092%
中位数0.000%
Mode0.000%
Standard Deviation5.305%
Sample Variance28.144%
峰度9.31
偏度1.13
Range84.199%
Minimum-26.892%
Maximum57.307%
Count3356
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 3.941% 1643 48.96% 1.929%
负向 -3.685% 1654 49.28% -1.816%
Zero 0.000% 59 1.76% 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 3.34 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -30.59%50.65%0.65%
-30.59% to -22.67%81.04%1.69%
-22.67% to -14.76%222.85%4.54%
-14.76% to -6.84%10914.14%18.68%
-6.84% to 1.07%25032.43%51.10%
1.07% to 8.99%23630.61%81.71%
8.99% to 16.90%9512.32%94.03%
16.90% to 24.82%293.76%97.80%
24.82% to 32.73%131.69%99.48%
Greater than 32.73%40.52%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -9.48%11.63% 75.36%68.27%
±2σ -20.03%22.18% 94.94%95.45%
±3σ -30.59%32.73% 98.83%99.73%
Descriptive Statistics
均值1.074%
Standard Error0.380%
中位数0.831%
Mode0.000%
Standard Deviation10.553%
Sample Variance111.373%
峰度3.34
偏度0.06
Range109.613%
Minimum-55.588%
Maximum54.025%
Count771
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 8.352% 410 53.18% 4.441%
负向 -7.312% 355 46.04% -3.367%
Zero 0.000% 6 0.78% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 19.87%
12 1 Year 20.42%
36 3 Years 21.88%
60 5 Years 24.12%
120 10 Years 24.36%
240 20 Years 21.13%
600 50 Years 16.52%
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 4.97. Further, an Excess 峰度 of 43.79 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -21.14%00.00%0.00%
-21.14% to -11.50%00.00%0.00%
-11.50% to -1.87%00.00%0.00%
-1.87% to 7.77%536.87%6.87%
7.77% to 17.41%45859.33%66.19%
17.41% to 27.04%16721.63%87.82%
27.04% to 36.68%536.87%94.69%
36.68% to 46.31%162.07%96.76%
46.31% to 55.95%111.42%98.19%
Greater than 55.95%141.81%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 4.56%30.25% 90.67%68.27%
±2σ -8.29%43.10% 96.24%95.45%
±3σ -21.14%55.95% 98.19%99.73%
Descriptive Statistics
均值17.405%
Standard Error0.462%
中位数14.062%
Mode16.667%
Standard Deviation12.848%
Sample Variance165.079%
峰度43.79
偏度4.97
Range168.142%
Minimum3.951%
Maximum172.093%
Count772
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 17.405% 772 100.00% 17.405%
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 2.80. Further, an Excess 峰度 of 23.94 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -34.72%00.00%0.00%
-34.72% to -25.94%30.39%0.39%
-25.94% to -17.15%222.85%3.24%
-17.15% to -8.37%10813.99%17.23%
-8.37% to 0.42%28436.79%54.02%
0.42% to 9.21%24331.48%85.49%
9.21% to 17.99%769.84%95.34%
17.99% to 26.78%222.85%98.19%
26.78% to 35.56%70.91%99.09%
Greater than 35.56%70.91%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -11.29%12.13% 79.66%68.27%
±2σ -23.01%23.85% 96.76%95.45%
±3σ -34.72%35.56% 99.09%99.73%
Descriptive Statistics
均值0.421%
Standard Error0.422%
中位数-0.586%
Mode0.000%
Standard Deviation11.714%
Sample Variance137.224%
峰度23.94
偏度2.80
Range161.768%
Minimum-34.171%
Maximum127.597%
Count772
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 8.736% 367 47.54% 4.153%
负向 -7.256% 397 51.42% -3.731%
Zero 0.000% 8 1.04% 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 0.76. Further, an Excess 峰度 of 4.07 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -51.64%10.39%0.39%
-51.64% to -37.95%10.39%0.78%
-37.95% to -24.25%103.89%4.67%
-24.25% to -10.56%3915.18%19.84%
-10.56% to 3.13%8432.68%52.53%
3.13% to 16.83%7127.63%80.16%
16.83% to 30.52%3915.18%95.33%
30.52% to 44.22%62.33%97.67%
44.22% to 57.91%31.17%98.83%
Greater than 57.91%31.17%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -15.12%21.39% 73.15%68.27%
±2σ -33.38%39.65% 96.89%95.45%
±3σ -51.64%57.91% 98.44%99.73%
Descriptive Statistics
均值3.134%
Standard Error1.139%
中位数1.969%
Mode-12.131%
Standard Deviation18.259%
Sample Variance333.384%
峰度4.07
偏度0.76
Range169.299%
Minimum-65.743%
Maximum103.556%
Count257
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 15.254% 142 55.25% 8.428%
负向 -11.832% 115 44.75% -5.294%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 50.35%
12 3 Years 43.14%
20 5 Years 45.33%
40 10 Years 45.81%
80 20 Years 38.14%
200 50 Years 29.16%
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 5.05. Further, an Excess 峰度 of 37.30 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -46.43%00.00%0.00%
-46.43% to -26.55%00.00%0.00%
-26.55% to -6.67%00.00%0.00%
-6.67% to 13.21%51.94%1.94%
13.21% to 33.08%17266.67%68.60%
33.08% to 52.96%5420.93%89.53%
52.96% to 72.84%124.65%94.19%
72.84% to 92.72%103.88%98.06%
92.72% to 112.60%10.39%98.45%
Greater than 112.60%41.55%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 6.58%59.59% 92.25%68.27%
±2σ -19.93%86.09% 96.90%95.45%
±3σ -46.43%112.60% 98.45%99.73%
Descriptive Statistics
均值33.084%
Standard Error1.650%
中位数25.932%
Mode16.667%
Standard Deviation26.505%
Sample Variance702.516%
峰度37.30
偏度5.05
Range262.931%
Minimum12.069%
Maximum275.000%
Count258
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 33.084% 258 100.00% 33.084%
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 3.46. Further, an Excess 峰度 of 29.20 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -61.00%00.00%0.00%
-61.00% to -45.53%10.39%0.39%
-45.53% to -30.06%51.94%2.33%
-30.06% to -14.59%3714.34%16.67%
-14.59% to 0.88%10339.92%56.59%
0.88% to 16.34%7227.91%84.50%
16.34% to 31.81%2911.24%95.74%
31.81% to 47.28%62.33%98.06%
47.28% to 62.75%31.16%99.22%
Greater than 62.75%20.78%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -19.75%21.50% 82.17%68.27%
±2σ -40.38%42.13% 97.67%95.45%
±3σ -61.00%62.75% 99.22%99.73%
Descriptive Statistics
均值0.875%
Standard Error1.284%
中位数-1.466%
Mode-49.536%
Standard Deviation20.626%
Sample Variance425.443%
峰度29.20
偏度3.46
Range243.014%
Minimum-49.536%
Maximum193.478%
Count258
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 15.812% 118 45.74% 7.232%
负向 -11.799% 139 53.88% -6.357%
Zero 0.000% 1 0.39% 0.000%