AEO 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	3.44%	2.84%	3.00%	4.46%	4.30%	4.32%	17.16	18.70	16.43	19.52
周度	7.50%	7.25%	7.47%	10.26%	9.47%	9.51%	16.29	19.69	14.82	21.64
月度	16.01%	18.52%	19.22%	21.62%	19.71%	19.80%	14.71	21.81	12.08	26.56
季度	32.32%	34.78%	29.33%	39.30%	34.13%	34.30%	12.73	25.20	9.05	35.44
Annual	—	—	—	—	68.26%	68.60%	9.05	35.44	4.57	70.15
Option Time Horizon	—	—	—	—	26.01%	26.14%	13.81	23.23	10.65	30.13

Calculation Notes: Computed at 2026-04-26T02:48 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $17.91 | Strike (K): $19.00 (first OTM call ≥ spot) | Observed Mid-价格: $1.4400 (Bid $1.4200 / Ask $1.4600) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 2.75% | Binomial IV (Annual): 68.26% (CRR binomial tree, American, n=20 steps) | BS IV: 69.11% (European Black-Scholes) | Yahoo IV (Annual): 68.60% → 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	$0.1250
2026-01-09	$0.1250
2025-10-10	$0.1250
2025-07-11	$0.1250
2025-04-11	$0.1250
2025-01-10	$0.1250
2024-10-11	$0.1250
2024-07-12	$0.1250
2024-04-11	$0.1250
2024-01-04	$0.1250
2023-10-12	$0.1000
2023-07-06	$0.1000
2023-04-05	$0.1000
2022-07-07	$0.1800
2022-03-10	$0.1800
2021-12-09	$0.1800
2021-10-07	$0.1800
2021-07-08	$0.1800
2021-03-11	$0.1380
2020-12-15	$0.1380
2020-01-02	$0.1380
2019-10-10	$0.1380
2019-07-11	$0.1380
2019-04-11	$0.1380
2018-12-13	$0.1380
2018-10-11	$0.1380
2018-07-12	$0.1380
2018-04-12	$0.1380
2017-12-14	$0.1250
2017-10-05	$0.1250
2017-07-05	$0.1250
2017-04-05	$0.1250
2016-12-14	$0.1250
2016-10-05	$0.1250
2016-07-01	$0.1250
2016-04-06	$0.1250
2015-12-16	$0.1250
2015-10-05	$0.1250
2015-07-01	$0.1250
2015-04-06	$0.1250
2014-12-17	$0.1250
2014-09-29	$0.1250
2014-06-30	$0.1250
2014-03-31	$0.1250
2013-12-18	$0.1250
2013-09-30	$0.1250
2013-06-27	$0.1250
2012-12-17	$0.2200
2012-09-24	$1.6100
2012-06-25	$0.1100
2012-03-22	$0.1100
2011-12-19	$0.1100
2011-09-22	$0.1100
2011-07-06	$0.1100
2011-03-24	$0.1100
2010-12-09	$0.6100
2010-09-23	$0.1100
2010-06-24	$0.1100
2010-03-25	$0.1000
2009-12-23	$0.1000
2009-10-07	$0.1000
2009-07-01	$0.1000
2009-03-26	$0.1000
2008-12-24	$0.1000
2008-09-25	$0.1000
2008-07-08	$0.1000
2008-03-26	$0.1000
2007-12-26	$0.1000
2007-09-26	$0.1000
2007-06-28	$0.1000
2007-03-28	$0.0750
2006-12-19	$0.0500
2006-09-20	$0.0753
2006-06-22	$0.0753
2006-03-22	$0.0500
2005-12-21	$0.0500
2005-09-21	$0.0500
2005-06-23	$0.0500
2005-03-22	$0.0333
2004-12-21	$0.0200
2004-09-22	$0.0200

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.08. Further, an Excess 峰度 of 8.30 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -10.23%	63	0.78%	0.78%
-10.23% to -7.65%	88	1.09%	1.87%
-7.65% to -5.06%	213	2.64%	4.52%
-5.06% to -2.48%	940	11.66%	16.18%
-2.48% to 0.10%	2826	35.07%	51.25%
0.10% to 2.69%	2611	32.40%	83.65%
2.69% to 5.27%	906	11.24%	94.89%
5.27% to 7.86%	251	3.11%	98.00%
7.86% to 10.44%	93	1.15%	99.16%
Greater than 10.44%	68	0.84%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.34%	3.55%	78.55%	68.27%
±2σ	-6.78%	7.00%	94.89%	95.45%
±3σ	-10.23%	10.44%	98.37%	99.73%

Descriptive Statistics

均值	0.105%
Standard Error	0.038%
中位数	0.000%
Mode	0.000%
Standard Deviation	3.445%
Sample Variance	11.866%
峰度	8.30
偏度	0.08
Range	70.459%
Minimum	-32.500%
Maximum	37.959%
Count	8059

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.482%	4013	49.80%	1.236%
负向	-2.373%	3841	47.66%	-1.131%
Zero	0.000%	205	2.54%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	4.64%
20	1 Month	4.63%
60	1 Quarter	4.94%
250	1 Year	5.01%
750	3 Years	4.27%
1,250	5 Years	4.46%
2,500	10 Years	4.26%
5,000	20 Years	3.98%
12,500	50 Years	4.57%

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 2.62. Further, an Excess 峰度 of 12.51 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -4.09%	0	0.00%	0.00%
-4.09% to -1.97%	0	0.00%	0.00%
-1.97% to 0.16%	0	0.00%	0.00%
0.16% to 2.29%	1423	17.66%	17.66%
2.29% to 4.42%	3709	46.02%	63.67%
4.42% to 6.54%	1685	20.91%	84.58%
6.54% to 8.67%	654	8.11%	92.69%
8.67% to 10.80%	291	3.61%	96.30%
10.80% to 12.92%	145	1.80%	98.10%
Greater than 12.92%	153	1.90%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.58%	7.25%	84.32%	68.27%
±2σ	-1.26%	10.09%	95.27%	95.45%
±3σ	-4.09%	12.92%	98.10%	99.73%

Descriptive Statistics

均值	4.415%
Standard Error	0.032%
中位数	3.638%
Mode	3.390%
Standard Deviation	2.836%
Sample Variance	8.043%
峰度	12.51
偏度	2.62
Range	37.565%
Minimum	0.463%
Maximum	38.028%
Count	8060

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.415%	8060	100.00%	4.415%
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 0.30. Further, an Excess 峰度 of 5.32 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -8.98%	56	0.69%	0.69%
-8.98% to -6.72%	87	1.08%	1.77%
-6.72% to -4.47%	280	3.47%	5.25%
-4.47% to -2.21%	992	12.31%	17.56%
-2.21% to 0.04%	2710	33.62%	51.18%
0.04% to 2.29%	2564	31.81%	82.99%
2.29% to 4.55%	925	11.48%	94.47%
4.55% to 6.80%	294	3.65%	98.11%
6.80% to 9.05%	81	1.00%	99.12%
Greater than 9.05%	71	0.88%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.97%	3.04%	77.11%	68.27%
±2σ	-5.97%	6.05%	94.73%	95.45%
±3σ	-8.98%	9.05%	98.42%	99.73%

Descriptive Statistics

均值	0.039%
Standard Error	0.033%
中位数	0.000%
Mode	0.000%
Standard Deviation	3.005%
Sample Variance	9.032%
峰度	5.32
偏度	0.30
Range	48.314%
Minimum	-17.647%
Maximum	30.667%
Count	8060

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.207%	3943	48.92%	1.080%
负向	-2.165%	3876	48.09%	-1.041%
Zero	0.000%	241	2.99%	0.000%

收盘-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 3.95 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -21.98%	14	0.84%	0.84%
-21.98% to -16.36%	15	0.90%	1.74%
-16.36% to -10.74%	51	3.05%	4.79%
-10.74% to -5.12%	207	12.39%	17.18%
-5.12% to 0.50%	574	34.35%	51.53%
0.50% to 6.12%	526	31.48%	83.00%
6.12% to 11.74%	188	11.25%	94.25%
11.74% to 17.37%	60	3.59%	97.85%
17.37% to 22.99%	23	1.38%	99.22%
Greater than 22.99%	13	0.78%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.99%	8.00%	76.78%	68.27%
±2σ	-14.49%	15.49%	94.73%	95.45%
±3σ	-21.98%	22.99%	98.38%	99.73%

Descriptive Statistics

均值	0.502%
Standard Error	0.183%
中位数	0.216%
Mode	0.000%
Standard Deviation	7.495%
Sample Variance	56.169%
峰度	3.95
偏度	0.34
Range	81.337%
Minimum	-33.858%
Maximum	47.479%
Count	1671

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.600%	868	51.95%	2.909%
负向	-5.085%	791	47.34%	-2.407%
Zero	0.000%	12	0.72%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	11.63%
12	1 Quarter	11.84%
52	1 Year	12.23%
156	3 Years	10.12%
260	5 Years	10.26%
520	10 Years	9.69%
1,040	20 Years	9.03%
2,600	50 Years	10.59%

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 2.15. Further, an Excess 峰度 of 6.83 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -10.50%	0	0.00%	0.00%
-10.50% to -5.07%	0	0.00%	0.00%
-5.07% to 0.37%	0	0.00%	0.00%
0.37% to 5.81%	326	19.50%	19.50%
5.81% to 11.25%	731	43.72%	63.22%
11.25% to 16.69%	339	20.28%	83.49%
16.69% to 22.13%	151	9.03%	92.52%
22.13% to 27.56%	64	3.83%	96.35%
27.56% to 33.00%	25	1.50%	97.85%
Greater than 33.00%	36	2.15%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	4.00%	18.50%	82.06%	68.27%
±2σ	-3.25%	25.75%	95.33%	95.45%
±3σ	-10.50%	33.00%	97.85%	99.73%

Descriptive Statistics

均值	11.249%
Standard Error	0.177%
中位数	9.165%
Mode	11.111%
Standard Deviation	7.251%
Sample Variance	52.583%
峰度	6.83
偏度	2.15
Range	59.690%
Minimum	1.848%
Maximum	61.538%
Count	1672

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	11.249%	1672	100.00%	11.249%
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 0.98. Further, an Excess 峰度 of 5.59 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -22.28%	7	0.42%	0.42%
-22.28% to -16.67%	14	0.84%	1.26%
-16.67% to -11.07%	58	3.47%	4.72%
-11.07% to -5.47%	212	12.68%	17.40%
-5.47% to 0.14%	591	35.35%	52.75%
0.14% to 5.74%	530	31.70%	84.45%
5.74% to 11.34%	171	10.23%	94.68%
11.34% to 16.95%	52	3.11%	97.79%
16.95% to 22.55%	15	0.90%	98.68%
Greater than 22.55%	22	1.32%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.33%	7.61%	78.11%	68.27%
±2σ	-14.81%	15.08%	95.04%	95.45%
±3σ	-22.28%	22.55%	98.27%	99.73%

Descriptive Statistics

均值	0.136%
Standard Error	0.183%
中位数	-0.166%
Mode	0.000%
Standard Deviation	7.471%
Sample Variance	55.810%
峰度	5.59
偏度	0.98
Range	81.624%
Minimum	-31.624%
Maximum	50.000%
Count	1672

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.574%	797	47.67%	2.657%
负向	-4.896%	861	51.49%	-2.521%
Zero	0.000%	14	0.84%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.49. Further, an Excess 峰度 of 4.78 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -45.74%	2	0.52%	0.52%
-45.74% to -33.73%	3	0.78%	1.30%
-33.73% to -21.73%	17	4.43%	5.73%
-21.73% to -9.72%	45	11.72%	17.45%
-9.72% to 2.29%	126	32.81%	50.26%
2.29% to 14.30%	129	33.59%	83.85%
14.30% to 26.30%	36	9.38%	93.23%
26.30% to 38.31%	19	4.95%	98.18%
38.31% to 50.32%	6	1.56%	99.74%
Greater than 50.32%	1	0.26%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-13.72%	18.30%	77.60%	68.27%
±2σ	-29.73%	34.31%	94.53%	95.45%
±3σ	-45.74%	50.32%	99.22%	99.73%

Descriptive Statistics

均值	2.290%
Standard Error	0.817%
中位数	2.270%
Mode	0.000%
Standard Deviation	16.010%
Sample Variance	256.318%
峰度	4.78
偏度	0.49
Range	167.607%
Minimum	-67.187%
Maximum	100.420%
Count	384

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	12.486%	212	55.21%	6.893%
负向	-10.460%	169	44.01%	-4.603%
Zero	0.000%	3	0.78%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	24.55%
12	1 Year	28.93%
36	3 Years	22.24%
60	5 Years	21.62%
120	10 Years	20.92%
240	20 Years	19.04%
600	50 Years	22.62%

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 4.29. Further, an Excess 峰度 of 34.30 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -29.23%	0	0.00%	0.00%
-29.23% to -15.34%	0	0.00%	0.00%
-15.34% to -1.45%	0	0.00%	0.00%
-1.45% to 12.44%	46	11.95%	11.95%
12.44% to 26.32%	207	53.77%	65.71%
26.32% to 40.21%	74	19.22%	84.94%
40.21% to 54.10%	35	9.09%	94.03%
54.10% to 67.99%	16	4.16%	98.18%
67.99% to 81.87%	2	0.52%	98.70%
Greater than 81.87%	5	1.30%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	7.81%	44.84%	86.75%	68.27%
±2σ	-10.71%	63.36%	97.66%	95.45%
±3σ	-29.23%	81.87%	98.70%	99.73%

Descriptive Statistics

均值	26.323%
Standard Error	0.944%
中位数	21.564%
Mode	19.701%
Standard Deviation	18.517%
Sample Variance	342.865%
峰度	34.30
偏度	4.29
Range	214.520%
Minimum	5.480%
Maximum	220.000%
Count	385

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	26.323%	385	100.00%	26.323%
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 4.08. Further, an Excess 峰度 of 36.44 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -56.85%	0	0.00%	0.00%
-56.85% to -42.44%	1	0.26%	0.26%
-42.44% to -28.02%	3	0.78%	1.04%
-28.02% to -13.60%	50	12.99%	14.03%
-13.60% to 0.82%	161	41.82%	55.84%
0.82% to 15.23%	128	33.25%	89.09%
15.23% to 29.65%	23	5.97%	95.06%
29.65% to 44.07%	14	3.64%	98.70%
44.07% to 58.49%	1	0.26%	98.96%
Greater than 58.49%	4	1.04%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-18.41%	20.04%	82.86%	68.27%
±2σ	-37.63%	39.26%	96.62%	95.45%
±3σ	-56.85%	58.49%	98.96%	99.73%

Descriptive Statistics

均值	0.817%
Standard Error	0.980%
中位数	-1.820%
Mode	-49.686%
Standard Deviation	19.223%
Sample Variance	369.505%
峰度	36.44
偏度	4.08
Range	254.448%
Minimum	-49.686%
Maximum	204.762%
Count	385

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	13.899%	174	45.20%	6.282%
负向	-10.018%	210	54.55%	-5.464%
Zero	0.000%	1	0.26%	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 1.34. Further, an Excess 峰度 of 3.37 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -89.64%	0	0.00%	0.00%
-89.64% to -65.40%	0	0.00%	0.00%
-65.40% to -41.16%	4	3.12%	3.12%
-41.16% to -16.91%	22	17.19%	20.31%
-16.91% to 7.33%	47	36.72%	57.03%
7.33% to 31.57%	35	27.34%	84.38%
31.57% to 55.81%	10	7.81%	92.19%
55.81% to 80.05%	6	4.69%	96.88%
80.05% to 104.29%	2	1.56%	98.44%
Greater than 104.29%	2	1.56%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-24.99%	39.65%	76.56%	68.27%
±2σ	-57.32%	71.97%	96.88%	95.45%
±3σ	-89.64%	104.29%	98.44%	99.73%

Descriptive Statistics

均值	7.328%
Standard Error	2.857%
中位数	1.302%
Mode	-53.184%
Standard Deviation	32.322%
Sample Variance	1044.689%
峰度	3.37
偏度	1.34
Range	196.934%
Minimum	-53.184%
Maximum	143.750%
Count	128

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	29.717%	66	51.56%	15.323%
负向	-16.505%	62	48.44%	-7.995%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	62.90%
12	3 Years	41.14%
20	5 Years	39.30%
40	10 Years	39.85%
80	20 Years	34.96%
200	50 Years	42.44%

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 2.13. Further, an Excess 峰度 of 6.89 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -50.79%	0	0.00%	0.00%
-50.79% to -24.70%	0	0.00%	0.00%
-24.70% to 1.39%	0	0.00%	0.00%
1.39% to 27.47%	26	20.16%	20.16%
27.47% to 53.56%	57	44.19%	64.34%
53.56% to 79.65%	24	18.60%	82.95%
79.65% to 105.74%	14	10.85%	93.80%
105.74% to 131.83%	5	3.88%	97.67%
131.83% to 157.92%	1	0.78%	98.45%
Greater than 157.92%	2	1.55%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	18.78%	88.35%	82.17%	68.27%
±2σ	-16.01%	123.13%	96.12%	95.45%
±3σ	-50.79%	157.92%	98.45%	99.73%

Descriptive Statistics

均值	53.563%
Standard Error	3.063%
中位数	42.251%
Mode	14.156%
Standard Deviation	34.785%
Sample Variance	1210.001%
峰度	6.89
偏度	2.13
Range	226.195%
Minimum	14.156%
Maximum	240.351%
Count	129

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	53.563%	129	100.00%	53.563%
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 0.96. Further, an Excess 峰度 of 1.90 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -86.08%	0	0.00%	0.00%
-86.08% to -64.08%	0	0.00%	0.00%
-64.08% to -42.09%	4	3.10%	3.10%
-42.09% to -20.09%	24	18.60%	21.71%
-20.09% to 1.91%	41	31.78%	53.49%
1.91% to 23.90%	38	29.46%	82.95%
23.90% to 45.90%	13	10.08%	93.02%
45.90% to 67.89%	4	3.10%	96.12%
67.89% to 89.89%	4	3.10%	99.22%
Greater than 89.89%	1	0.78%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-27.42%	31.23%	73.64%	68.27%
±2σ	-56.75%	60.56%	94.57%	95.45%
±3σ	-86.08%	89.89%	99.22%	99.73%

Descriptive Statistics

均值	1.905%
Standard Error	2.582%
中位数	0.511%
Mode	-58.761%
Standard Deviation	29.328%
Sample Variance	860.113%
峰度	1.90
偏度	0.96
Range	173.467%
Minimum	-58.761%
Maximum	114.706%
Count	129

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	23.108%	66	51.16%	11.823%
负向	-20.307%	63	48.84%	-9.917%
Zero	0.000%	0	0.00%	0.000%

AEO 深度分析报告