ABBV 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	1.66%	1.32%	1.42%	2.08%	2.15%	2.16%	194.49	203.03	190.35	207.43
周度	3.70%	3.30%	3.66%	4.78%	4.73%	4.76%	189.53	208.33	180.78	218.42
月度	7.20%	6.46%	7.12%	10.54%	9.84%	9.90%	180.08	219.27	163.20	241.95
季度	11.20%	10.10%	10.61%	17.91%	17.05%	17.15%	167.56	235.65	141.29	279.47
Annual	—	—	—	—	34.10%	34.29%	141.29	279.47	100.46	393.04
Option Time Horizon	—	—	—	—	13.00%	13.07%	174.49	226.29	153.23	257.69

Calculation Notes: Computed at 2026-04-26T02:44 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $198.71 | Strike (K): $200.00 (first OTM call ≥ spot) | Observed Mid-价格: $9.6750 (Bid $9.5000 / Ask $9.8500) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 3.31% | Binomial IV (Annual): 34.10% (CRR binomial tree, American, n=20 steps) | BS IV: 34.02% (European Black-Scholes) | Yahoo IV (Annual): 34.29% → 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
2026-04-15	$1.7300
2026-01-16	$1.7300
2025-10-15	$1.6400
2025-07-15	$1.6400
2025-04-15	$1.6400
2025-01-15	$1.6400
2024-10-15	$1.5500
2024-07-15	$1.5500
2024-04-12	$1.5500
2024-01-12	$1.5500
2023-10-12	$1.4800
2023-07-13	$1.4800
2023-04-13	$1.4800
2023-01-12	$1.4800
2022-10-13	$1.4100
2022-07-14	$1.4100
2022-04-13	$1.4100
2022-01-13	$1.4100
2021-10-14	$1.3000
2021-07-14	$1.3000
2021-04-14	$1.3000
2021-01-14	$1.3000
2020-10-14	$1.1800
2020-07-14	$1.1800
2020-04-14	$1.1800
2020-01-14	$1.1800
2019-10-11	$1.0700
2019-07-12	$1.0700
2019-04-12	$1.0700
2019-01-14	$1.0700
2018-10-12	$0.9600
2018-07-12	$0.9600
2018-04-12	$0.9600
2018-01-11	$0.7100
2017-10-12	$0.6400
2017-07-12	$0.6400
2017-04-11	$0.6400
2017-01-11	$0.6400
2016-10-12	$0.5700
2016-07-13	$0.5700
2016-04-13	$0.5700
2016-01-13	$0.5700
2015-10-13	$0.5100
2015-07-13	$0.5100
2015-04-13	$0.5100
2015-01-13	$0.4900
2014-10-10	$0.4200
2014-07-11	$0.4200
2014-04-11	$0.4200
2014-01-13	$0.4000
2013-10-10	$0.4000
2013-07-11	$0.4000
2013-04-11	$0.4000
2013-01-11	$0.4000

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Left Skewed (负向 Asymmetry) with a 偏度 factor of -0.66. Further, an Excess 峰度 of 9.99 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -4.89%	28	0.84%	0.84%
-4.89% to -3.65%	38	1.14%	1.97%
-3.65% to -2.41%	101	3.02%	4.99%
-2.41% to -1.16%	364	10.88%	15.86%
-1.16% to 0.08%	1105	33.01%	48.88%
0.08% to 1.32%	1167	34.87%	83.75%
1.32% to 2.57%	383	11.44%	95.19%
2.57% to 3.81%	114	3.41%	98.60%
3.81% to 5.05%	28	0.84%	99.43%
Greater than 5.05%	19	0.57%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.58%	1.74%	77.83%	68.27%
±2σ	-3.23%	3.40%	95.34%	95.45%
±3σ	-4.89%	5.06%	98.60%	99.73%

Descriptive Statistics

均值	0.081%
Standard Error	0.029%
中位数	0.123%
Mode	0.000%
Standard Deviation	1.658%
Sample Variance	2.750%
峰度	9.99
偏度	-0.66
Range	30.019%
Minimum	-16.252%
Maximum	13.767%
Count	3347

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.142%	1800	53.78%	0.614%
负向	-1.166%	1530	45.71%	-0.533%
Zero	0.000%	17	0.51%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	2.27%
20	1 Month	2.48%
60	1 Quarter	2.68%
250	1 Year	2.33%
750	3 Years	2.11%
1,250	5 Years	2.08%
2,500	10 Years	2.21%
5,000	20 Years	2.27%
12,500	50 Years	2.27%

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 3.91. Further, an Excess 峰度 of 31.55 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -1.79%	0	0.00%	0.00%
-1.79% to -0.80%	0	0.00%	0.00%
-0.80% to 0.19%	0	0.00%	0.00%
0.19% to 1.18%	489	14.61%	14.61%
1.18% to 2.17%	1649	49.25%	63.86%
2.17% to 3.17%	725	21.65%	85.51%
3.17% to 4.16%	288	8.60%	94.12%
4.16% to 5.15%	100	2.99%	97.10%
5.15% to 6.14%	42	1.25%	98.36%
Greater than 6.14%	55	1.64%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.85%	3.50%	87.34%	68.27%
±2σ	-0.47%	4.82%	96.33%	95.45%
±3σ	-1.79%	6.14%	98.36%	99.73%

Descriptive Statistics

均值	2.175%
Standard Error	0.023%
中位数	1.858%
Mode	1.275%
Standard Deviation	1.322%
Sample Variance	1.748%
峰度	31.55
偏度	3.91
Range	19.864%
Minimum	0.518%
Maximum	20.382%
Count	3348

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.175%	3348	100.00%	2.175%
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 0.53. Further, an Excess 峰度 of 4.39 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -4.29%	16	0.48%	0.48%
-4.29% to -3.23%	28	0.84%	1.31%
-3.23% to -2.17%	134	4.00%	5.32%
-2.17% to -1.10%	435	12.99%	18.31%
-1.10% to -0.04%	1112	33.21%	51.52%
-0.04% to 1.03%	1051	31.39%	82.92%
1.03% to 2.10%	377	11.26%	94.18%
2.10% to 3.16%	119	3.55%	97.73%
3.16% to 4.22%	41	1.22%	98.95%
Greater than 4.22%	35	1.05%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.45%	1.39%	76.88%	68.27%
±2σ	-2.88%	2.80%	94.92%	95.45%
±3σ	-4.29%	4.22%	98.51%	99.73%

Descriptive Statistics

均值	-0.035%
Standard Error	0.025%
中位数	-0.077%
Mode	0.000%
Standard Deviation	1.420%
Sample Variance	2.016%
峰度	4.39
偏度	0.53
Range	19.173%
Minimum	-7.551%
Maximum	11.622%
Count	3348

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.059%	1559	46.56%	0.493%
负向	-0.997%	1773	52.96%	-0.528%
Zero	0.000%	16	0.48%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.21. Further, an Excess 峰度 of 4.19 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -10.70%	7	1.01%	1.01%
-10.70% to -7.93%	6	0.86%	1.87%
-7.93% to -5.15%	23	3.31%	5.19%
-5.15% to -2.38%	77	11.10%	16.28%
-2.38% to 0.40%	225	32.42%	48.70%
0.40% to 3.17%	231	33.29%	81.99%
3.17% to 5.95%	91	13.11%	95.10%
5.95% to 8.72%	24	3.46%	98.56%
8.72% to 11.50%	4	0.58%	99.14%
Greater than 11.50%	6	0.86%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.30%	4.10%	75.94%	68.27%
±2σ	-7.00%	7.80%	95.39%	95.45%
±3σ	-10.70%	11.50%	98.13%	99.73%

Descriptive Statistics

均值	0.397%
Standard Error	0.140%
中位数	0.459%
Mode	-3.709%
Standard Deviation	3.700%
Sample Variance	13.689%
峰度	4.19
偏度	0.21
Range	37.141%
Minimum	-14.951%
Maximum	22.190%
Count	694

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.689%	394	56.77%	1.527%
负向	-2.614%	300	43.23%	-1.130%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	5.54%
12	1 Quarter	6.53%
52	1 Year	5.14%
156	3 Years	4.92%
260	5 Years	4.78%
520	10 Years	5.09%
1,040	20 Years	5.24%
2,600	50 Years	5.24%

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 11.43 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -4.51%	0	0.00%	0.00%
-4.51% to -2.04%	0	0.00%	0.00%
-2.04% to 0.44%	0	0.00%	0.00%
0.44% to 2.91%	112	16.12%	16.12%
2.91% to 5.38%	315	45.32%	61.44%
5.38% to 7.86%	169	24.32%	85.76%
7.86% to 10.33%	54	7.77%	93.53%
10.33% to 12.80%	22	3.17%	96.69%
12.80% to 15.27%	10	1.44%	98.13%
Greater than 15.27%	13	1.87%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.09%	8.68%	84.60%	68.27%
±2σ	-1.21%	11.98%	96.12%	95.45%
±3σ	-4.51%	15.27%	98.13%	99.73%

Descriptive Statistics

均值	5.383%
Standard Error	0.125%
中位数	4.535%
Mode	1.980%
Standard Deviation	3.297%
Sample Variance	10.869%
峰度	11.43
偏度	2.71
Range	28.217%
Minimum	1.243%
Maximum	29.460%
Count	695

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.383%	695	100.00%	5.383%
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 0.65. Further, an Excess 峰度 of 4.45 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -11.14%	4	0.58%	0.58%
-11.14% to -8.39%	5	0.72%	1.29%
-8.39% to -5.64%	21	3.02%	4.32%
-5.64% to -2.90%	92	13.24%	17.55%
-2.90% to -0.15%	252	36.26%	53.81%
-0.15% to 2.60%	213	30.65%	84.46%
2.60% to 5.34%	67	9.64%	94.10%
5.34% to 8.09%	24	3.45%	97.55%
8.09% to 10.84%	10	1.44%	98.99%
Greater than 10.84%	7	1.01%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.81%	3.51%	76.69%	68.27%
±2σ	-7.47%	7.17%	94.53%	95.45%
±3σ	-11.14%	10.84%	98.42%	99.73%

Descriptive Statistics

均值	-0.151%
Standard Error	0.139%
中位数	-0.410%
Mode	-4.816%
Standard Deviation	3.662%
Sample Variance	13.413%
峰度	4.45
偏度	0.65
Range	36.681%
Minimum	-17.939%
Maximum	18.742%
Count	695

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.787%	305	43.88%	1.223%
负向	-2.461%	388	55.83%	-1.374%
Zero	0.000%	2	0.29%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.09. Further, an Excess 峰度 of 0.27 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -19.96%	0	0.00%	0.00%
-19.96% to -14.55%	2	1.26%	1.26%
-14.55% to -9.15%	8	5.03%	6.29%
-9.15% to -3.75%	24	15.09%	21.38%
-3.75% to 1.65%	47	29.56%	50.94%
1.65% to 7.05%	41	25.79%	76.73%
7.05% to 12.45%	28	17.61%	94.34%
12.45% to 17.85%	6	3.77%	98.11%
17.85% to 23.26%	3	1.89%	100.00%
Greater than 23.26%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.55%	8.85%	65.41%	68.27%
±2σ	-12.75%	16.05%	94.97%	95.45%
±3σ	-19.96%	23.26%	100.00%	99.73%

Descriptive Statistics

均值	1.650%
Standard Error	0.571%
中位数	1.429%
Mode	-3.240%
Standard Deviation	7.202%
Sample Variance	51.872%
峰度	0.27
偏度	0.09
Range	41.176%
Minimum	-18.285%
Maximum	22.891%
Count	159

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.067%	97	61.01%	3.701%
负向	-5.345%	61	38.37%	-2.051%
Zero	0.000%	1	0.63%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	13.19%
12	1 Year	10.97%
36	3 Years	10.68%
60	5 Years	10.54%
120	10 Years	11.35%
240	20 Years	11.55%
600	50 Years	11.55%

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 1.93. Further, an Excess 峰度 of 5.71 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -6.97%	0	0.00%	0.00%
-6.97% to -2.12%	0	0.00%	0.00%
-2.12% to 2.72%	0	0.00%	0.00%
2.72% to 7.57%	33	20.62%	20.62%
7.57% to 12.41%	61	38.12%	58.75%
12.41% to 17.26%	41	25.62%	84.38%
17.26% to 22.10%	14	8.75%	93.12%
22.10% to 26.95%	5	3.12%	96.25%
26.95% to 31.79%	3	1.88%	98.12%
Greater than 31.79%	3	1.88%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	5.95%	18.87%	80.00%	68.27%
±2σ	-0.51%	25.33%	95.00%	95.45%
±3σ	-6.97%	31.79%	98.12%	99.73%

Descriptive Statistics

均值	12.412%
Standard Error	0.511%
中位数	11.407%
Mode	3.913%
Standard Deviation	6.460%
Sample Variance	41.734%
峰度	5.71
偏度	1.93
Range	42.946%
Minimum	3.913%
Maximum	46.859%
Count	160

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	12.412%	160	100.00%	12.412%
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 0.37. Further, an Excess 峰度 of 0.48 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -22.14%	0	0.00%	0.00%
-22.14% to -16.79%	2	1.25%	1.25%
-16.79% to -11.45%	8	5.00%	6.25%
-11.45% to -6.11%	27	16.88%	23.12%
-6.11% to -0.77%	45	28.12%	51.25%
-0.77% to 4.58%	43	26.88%	78.12%
4.58% to 9.92%	22	13.75%	91.88%
9.92% to 15.26%	11	6.88%	98.75%
15.26% to 20.60%	0	0.00%	98.75%
Greater than 20.60%	2	1.25%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.89%	6.36%	68.75%	68.27%
±2σ	-15.01%	13.48%	96.88%	95.45%
±3σ	-22.13%	20.60%	98.75%	99.73%

Descriptive Statistics

均值	-0.766%
Standard Error	0.563%
中位数	-0.853%
Mode	-17.738%
Standard Deviation	7.123%
Sample Variance	50.737%
峰度	0.48
偏度	0.37
Range	40.200%
Minimum	-17.738%
Maximum	22.462%
Count	160

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.923%	65	40.62%	2.406%
负向	-5.343%	95	59.38%	-3.172%
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 0.16. Further, an Excess 峰度 of -0.37 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -28.77%	0	0.00%	0.00%
-28.77% to -20.37%	0	0.00%	0.00%
-20.37% to -11.97%	5	9.43%	9.43%
-11.97% to -3.57%	6	11.32%	20.75%
-3.57% to 4.83%	17	32.08%	52.83%
4.83% to 13.24%	14	26.42%	79.25%
13.24% to 21.64%	6	11.32%	90.57%
21.64% to 30.04%	5	9.43%	100.00%
30.04% to 38.44%	0	0.00%	100.00%
Greater than 38.44%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.37%	16.04%	64.15%	68.27%
±2σ	-17.57%	27.24%	98.11%	95.45%
±3σ	-28.77%	38.44%	100.00%	99.73%

Descriptive Statistics

均值	4.835%
Standard Error	1.539%
中位数	3.224%
Mode	-15.002%
Standard Deviation	11.202%
Sample Variance	125.475%
峰度	-0.37
偏度	0.16
Range	44.997%
Minimum	-15.002%
Maximum	29.995%
Count	53

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	10.569%	36	67.92%	7.179%
负向	-7.307%	17	32.08%	-2.344%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	18.08%
12	3 Years	18.60%
20	5 Years	17.91%
40	10 Years	20.49%
80	20 Years	20.50%
200	50 Years	20.50%

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 1.56. Further, an Excess 峰度 of 3.05 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -7.87%	0	0.00%	0.00%
-7.87% to -0.30%	0	0.00%	0.00%
-0.30% to 7.27%	0	0.00%	0.00%
7.27% to 14.85%	11	20.37%	20.37%
14.85% to 22.42%	21	38.89%	59.26%
22.42% to 29.99%	13	24.07%	83.33%
29.99% to 37.56%	4	7.41%	90.74%
37.56% to 45.13%	3	5.56%	96.30%
45.13% to 52.71%	0	0.00%	96.30%
Greater than 52.71%	2	3.70%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	12.32%	32.51%	83.33%	68.27%
±2σ	2.23%	42.61%	96.30%	95.45%
±3σ	-7.87%	52.71%	96.30%	99.73%

Descriptive Statistics

均值	22.418%
Standard Error	1.374%
中位数	20.280%
Mode	7.682%
Standard Deviation	10.096%
Sample Variance	101.923%
峰度	3.05
偏度	1.56
Range	48.769%
Minimum	7.682%
Maximum	56.451%
Count	54

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	22.418%	54	100.00%	22.418%
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 0.38. Further, an Excess 峰度 of -0.36 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -34.19%	0	0.00%	0.00%
-34.19% to -26.23%	0	0.00%	0.00%
-26.23% to -18.27%	3	5.56%	5.56%
-18.27% to -10.32%	9	16.67%	22.22%
-10.32% to -2.36%	18	33.33%	55.56%
-2.36% to 5.59%	13	24.07%	79.63%
5.59% to 13.55%	6	11.11%	90.74%
13.55% to 21.51%	5	9.26%	100.00%
21.51% to 29.46%	0	0.00%	100.00%
Greater than 29.46%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-12.97%	8.25%	64.81%	68.27%
±2σ	-23.58%	18.86%	98.15%	95.45%
±3σ	-34.19%	29.46%	100.00%	99.73%

Descriptive Statistics

均值	-2.361%
Standard Error	1.444%
中位数	-3.276%
Mode	-22.404%
Standard Deviation	10.608%
Sample Variance	112.536%
峰度	-0.36
偏度	0.38
Range	41.888%
Minimum	-22.404%
Maximum	19.484%
Count	54

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.999%	19	35.19%	3.166%
负向	-8.528%	35	64.81%	-5.527%
Zero	0.000%	0	0.00%	0.000%

ABBV 深度分析报告