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AEP 深度分析报告

American Electric Power Company, Inc. | 分类： Equity Mega Cap | 年化股息率： 2.77% ($3.74) | 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 1.31% 1.28% 1.19% 1.86% 1.35% 1.44% 132.92 136.56 131.14 138.42
周度 2.95% 3.23% 2.97% 4.18% 2.97% 3.17% 130.78 138.80 126.95 142.99
月度 5.52% 6.79% 5.58% 8.68% 6.19% 6.60% 126.64 143.34 119.03 152.49
季度 8.48% 12.93% 8.53% 14.86% 10.73% 11.44% 121.03 149.98 108.72 166.97
Annual — — — — 21.45% 22.88% 108.72 166.97 87.73 206.92
Option Time Horizon — — — — 8.17% 8.72% 124.15 146.21 114.41 158.66
Calculation Notes: Computed at 2026-04-26T02:45 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $134.73  |  Strike (K): $135.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $4.3000 (Bid $4.0000 / Ask $4.6000)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.77%  |  Binomial IV (Annual): 21.45% (CRR binomial tree, American, n=20 steps)  |  BS IV: 21.30% (European Black-Scholes)  |  Yahoo IV (Annual): 22.88% → 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
2026-02-10 $0.9500
2025-11-10 $0.9500
2025-08-08 $0.9300
2025-05-09 $0.9300
2025-02-10 $0.9300
2024-11-08 $0.9300
2024-08-09 $0.8800
2024-05-09 $0.8800
2024-02-08 $0.8800
2023-11-09 $0.8800
2023-08-09 $0.8300
2023-05-09 $0.8300
2023-02-09 $0.8300
2022-11-09 $0.8300
2022-08-09 $0.7800
2022-05-09 $0.7800
2022-02-09 $0.7800
2021-11-09 $0.7800
2021-08-09 $0.7400
2021-05-07 $0.7400
2021-02-09 $0.7400
2020-11-09 $0.7400
2020-08-07 $0.7000
2020-05-07 $0.7000
2020-02-07 $0.7000
2019-11-07 $0.7000
2019-08-08 $0.6700
2019-05-09 $0.6700
2019-02-07 $0.6700
2018-11-08 $0.6700
2018-08-09 $0.6200
2018-05-09 $0.6200
2018-02-08 $0.6200
2017-11-09 $0.6200
2017-08-08 $0.5900
2017-05-08 $0.5900
2017-02-08 $0.5900
2016-11-08 $0.5900
2016-08-08 $0.5600
2016-05-06 $0.5600
2016-02-08 $0.5600
2015-11-06 $0.5600
2015-08-06 $0.5300
2015-05-06 $0.5300
2015-02-06 $0.5300
2014-11-06 $0.5300
2014-08-06 $0.5000
2014-05-07 $0.5000
2014-02-06 $0.5000
2013-11-06 $0.5000
2013-08-07 $0.4900
2013-05-08 $0.4900
2013-02-06 $0.4700
2012-11-07 $0.4700
2012-08-08 $0.4700
2012-05-08 $0.4700
2012-02-08 $0.4700
2011-11-08 $0.4700
2011-08-08 $0.4600
2011-05-06 $0.4600
2011-02-08 $0.4600
2010-11-08 $0.4600
2010-08-06 $0.4200
2010-05-06 $0.4200
2010-02-08 $0.4100
2009-11-06 $0.4100
2009-08-06 $0.4100
2009-05-06 $0.4100
2009-02-06 $0.4100
2008-11-06 $0.4100
2008-08-06 $0.4100
2008-05-07 $0.4100
2008-02-06 $0.4100
2007-11-07 $0.4100
2007-08-08 $0.3900
2007-05-08 $0.3900
2007-02-07 $0.3900
2006-11-08 $0.3900
2006-08-08 $0.3700
2006-05-08 $0.3700
2006-02-08 $0.3700
2005-11-08 $0.3700
2005-08-08 $0.3500
2005-05-06 $0.3500
2005-02-08 $0.3500
2004-11-08 $0.3500
2004-08-06 $0.3500
2004-05-06 $0.3500
2004-02-06 $0.3500
2003-11-06 $0.3500
2003-08-06 $0.3500
2003-05-07 $0.3500
2003-02-06 $0.6000
2002-11-06 $0.6000
2002-08-07 $0.6000
2002-05-08 $0.6000
2002-02-06 $0.6000
2001-11-07 $0.6000
2001-08-08 $0.6000
2001-05-08 $0.6000
2001-02-07 $0.6000
2000-11-08 $0.6000
2000-08-08 $0.6000
2000-05-08 $0.6000
2000-02-08 $0.6000
1999-11-08 $0.6000
1999-08-06 $0.6000
1999-05-06 $0.6000
1999-02-08 $0.6000
1998-11-06 $0.6000
1998-08-06 $0.6000
1998-05-06 $0.6000
1998-02-06 $0.6000
1997-11-06 $0.6000
1997-08-06 $0.6000
1997-05-07 $0.6000
1997-02-06 $0.6000
1996-11-06 $0.6000
1996-08-07 $0.6000
1996-05-08 $0.6000
1996-02-08 $0.6000
1995-11-08 $0.6000
1995-08-08 $0.6000
1995-05-04 $0.6000
1995-02-06 $0.6000
1994-11-04 $0.6000
1994-08-04 $0.6000
1994-05-04 $0.6000
1994-02-04 $0.6000
1993-11-04 $0.6000
1993-08-04 $0.6000
1993-05-04 $0.6000
1993-02-04 $0.6000
1992-11-04 $0.6000
1992-08-04 $0.6000
1992-05-04 $0.6000
1992-02-04 $0.6000
1991-11-04 $0.6000
1991-08-05 $0.6000
1991-05-06 $0.6000
1991-02-04 $0.6000
1990-11-05 $0.6000
1990-08-06 $0.6000
1990-05-04 $0.6000
1990-02-05 $0.6000
1989-08-04 $0.6000
1989-05-04 $0.5800
1989-02-06 $0.5800
1988-11-04 $0.5920
1988-08-04 $0.5920
1988-05-04 $0.5650
1988-02-04 $0.5650
1987-11-04 $0.5650
1987-08-04 $0.6450
1987-05-05 $0.5650
1987-02-04 $0.5650
1986-11-04 $0.5650
1986-08-05 $0.5650
1986-05-05 $0.5650
1986-02-04 $0.5650
1985-11-05 $0.5650
1985-08-05 $0.5650
1985-05-06 $0.5650
1985-02-05 $0.5650
1984-11-02 $0.5650
1984-08-06 $0.5650
1984-05-04 $0.5650
1984-02-06 $0.5650
1983-11-03 $0.5650
1983-08-04 $0.5650
1983-05-04 $0.5650
1983-02-04 $0.5650
1982-11-04 $0.5650
1982-08-04 $0.5650
1982-05-04 $0.5650
1982-02-04 $0.5650
1981-11-04 $0.5650
1981-08-04 $0.5650
1981-05-05 $0.5650
1981-02-04 $0.5650
1980-08-05 $0.5550
1980-05-05 $0.5550
1980-02-05 $0.5550
1979-11-02 $0.5550
1979-08-06 $0.5450
1979-05-04 $0.5450
1979-02-05 $0.5450
1978-10-31 $0.5450
1978-08-04 $0.5300
1978-05-04 $0.5300
1978-02-06 $0.5300
1977-11-03 $0.5300
1977-08-04 $0.5150
1977-05-04 $0.5150
1977-02-04 $0.5150
1976-11-04 $0.5150
1976-08-04 $0.5000
1976-05-04 $0.5000
1976-02-03 $0.5000
1975-11-03 $0.5000
1975-08-05 $0.5000
1975-05-05 $0.5000
1975-02-04 $0.5000
1974-11-04 $0.5000
1974-05-06 $0.5000
1974-02-04 $0.4750
1973-11-02 $0.4750
1973-08-06 $0.4750
1973-05-04 $0.4500
1973-02-05 $0.4500
1972-11-03 $0.4500
1972-08-04 $0.4350
1972-05-04 $0.4350
1972-02-04 $0.4450
1971-11-04 $0.4250
1971-08-04 $0.4250
1971-05-05 $0.4250
1971-02-04 $0.4250
1970-11-04 $0.4250
1970-08-04 $0.4100
1970-05-05 $0.4100
1970-02-04 $0.4100
1969-11-03 $0.0410
1969-08-05 $0.0400
1969-05-05 $0.0400
1969-02-04 $0.0400
1968-08-06 $0.0380
1968-05-06 $0.0380
1968-02-06 $0.0380
1967-11-06 $0.0380
1967-08-07 $0.0360
1967-06-14 $0.0330
1967-05-05 $0.0360
1967-02-07 $0.0360
1966-12-06 $0.0360
1966-11-04 $0.0360
1966-08-05 $0.0330
1966-05-05 $0.0330
1966-02-07 $0.0330
1965-11-05 $0.0330
1965-08-05 $0.0310
1965-05-05 $0.0310
1965-02-05 $0.0310
1964-11-06 $0.0310
1964-08-05 $0.0290
1964-05-06 $0.0290
1964-02-05 $0.0290
1963-05-07 $0.0270
1963-02-05 $0.0270
1962-11-07 $0.0270
1962-08-07 $0.0245
1962-05-07 $0.0245
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.17. Further, an Excess 峰度 of 17.63 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -3.88%1090.67%0.67%
-3.88% to -2.90%1490.92%1.59%
-2.90% to -1.92%4953.06%4.65%
-1.92% to -0.94%187111.56%16.21%
-0.94% to 0.04%630738.97%55.18%
0.04% to 1.02%459428.39%83.57%
1.02% to 2.00%189511.71%95.28%
2.00% to 2.98%5113.16%98.44%
2.98% to 3.96%1490.92%99.36%
Greater than 3.96%1040.64%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.27%1.35% 77.89%68.27%
±2σ -2.58%2.66% 95.56%95.45%
±3σ -3.88%3.96% 98.68%99.73%
Descriptive Statistics
均值0.040%
Standard Error0.010%
中位数0.000%
Mode0.000%
Standard Deviation1.308%
Sample Variance1.710%
峰度17.63
偏度0.17
Range42.627%
Minimum-22.785%
Maximum19.842%
Count16184
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.022% 7337 45.34% 0.463%
负向 -1.002% 6840 42.26% -0.423%
Zero 0.000% 2007 12.40% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 1.86%
20 1 Month 1.78%
60 1 Quarter 1.95%
250 1 Year 1.67%
750 3 Years 1.80%
1,250 5 Years 1.86%
2,500 10 Years 1.81%
5,000 20 Years 1.84%
12,500 50 Years 1.81%
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 9.76. Further, an Excess 峰度 of 257.03 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -2.09%00.00%0.00%
-2.09% to -1.13%00.00%0.00%
-1.13% to -0.16%00.00%0.00%
-0.16% to 0.80%13628.42%8.42%
0.80% to 1.76%893255.19%63.60%
1.76% to 2.73%399424.68%88.28%
2.73% to 3.69%11887.34%95.62%
3.69% to 4.65%3392.09%97.71%
4.65% to 5.62%1621.00%98.71%
Greater than 5.62%2081.29%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.48%3.05% 90.65%68.27%
±2σ -0.81%4.33% 97.29%95.45%
±3σ -2.09%5.62% 98.71%99.73%
Descriptive Statistics
均值1.763%
Standard Error0.010%
中位数1.487%
Mode1.429%
Standard Deviation1.285%
Sample Variance1.650%
峰度257.03
偏度9.76
Range50.540%
Minimum0.174%
Maximum50.714%
Count16185
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.763% 16185 100.00% 1.763%
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 0.66. Further, an Excess 峰度 of 22.64 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -3.59%1020.63%0.63%
-3.59% to -2.69%1220.75%1.38%
-2.69% to -1.80%5203.21%4.60%
-1.80% to -0.91%196012.11%16.71%
-0.91% to -0.01%445327.51%44.22%
-0.01% to 0.88%635139.24%83.46%
0.88% to 1.77%190211.75%95.21%
1.77% to 2.67%5113.16%98.37%
2.67% to 3.56%1450.90%99.26%
Greater than 3.56%1190.74%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.20%1.18% 77.78%68.27%
±2σ -2.40%2.37% 95.84%95.45%
±3σ -3.59%3.56% 98.63%99.73%
Descriptive Statistics
均值-0.013%
Standard Error0.009%
中位数0.000%
Mode0.000%
Standard Deviation1.191%
Sample Variance1.418%
峰度22.64
偏度0.66
Range38.843%
Minimum-13.066%
Maximum25.777%
Count16185
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 0.953% 6756 41.74% 0.398%
负向 -0.928% 7170 44.30% -0.411%
Zero 0.000% 2259 13.96% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.25. Further, an Excess 峰度 of 11.06 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -8.65%270.80%0.80%
-8.65% to -6.44%240.72%1.52%
-6.44% to -4.23%1073.19%4.71%
-4.23% to -2.02%38711.54%16.24%
-2.02% to 0.19%116434.69%50.94%
0.19% to 2.40%108832.43%83.37%
2.40% to 4.62%40512.07%95.44%
4.62% to 6.83%922.74%98.18%
6.83% to 9.04%330.98%99.17%
Greater than 9.04%280.83%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.75%3.14% 78.48%68.27%
±2σ -5.70%6.09% 95.59%95.45%
±3σ -8.65%9.04% 98.36%99.73%
Descriptive Statistics
均值0.194%
Standard Error0.051%
中位数0.056%
Mode0.000%
Standard Deviation2.948%
Sample Variance8.691%
峰度11.06
偏度0.25
Range58.180%
Minimum-28.751%
Maximum29.429%
Count3355
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.212% 1688 50.31% 1.113%
负向 -2.099% 1468 43.76% -0.918%
Zero 0.000% 199 5.93% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 3.28%
12 1 Quarter 4.25%
52 1 Year 3.76%
156 3 Years 4.14%
260 5 Years 4.18%
520 10 Years 4.10%
1,040 20 Years 4.14%
2,600 50 Years 4.10%
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 7.00. Further, an Excess 峰度 of 90.40 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.46%00.00%0.00%
-5.46% to -3.04%00.00%0.00%
-3.04% to -0.62%00.00%0.00%
-0.62% to 1.80%2226.62%6.62%
1.80% to 4.22%197058.70%65.32%
4.22% to 6.64%79123.57%88.89%
6.64% to 9.07%2296.82%95.71%
9.07% to 11.49%732.18%97.88%
11.49% to 13.91%300.89%98.78%
Greater than 13.91%411.22%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.00%7.45% 91.57%68.27%
±2σ -2.23%10.68% 97.38%95.45%
±3σ -5.46%13.91% 98.78%99.73%
Descriptive Statistics
均值4.224%
Standard Error0.056%
中位数3.556%
Mode4.167%
Standard Deviation3.228%
Sample Variance10.419%
峰度90.40
偏度7.00
Range61.938%
Minimum0.314%
Maximum62.252%
Count3356
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.224% 3356 100.00% 4.224%
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 1.11. Further, an Excess 峰度 of 16.88 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -8.92%210.63%0.63%
-8.92% to -6.69%280.83%1.46%
-6.69% to -4.46%782.32%3.78%
-4.46% to -2.23%45813.65%17.43%
-2.23% to -0.00%103430.81%48.24%
-0.00% to 2.23%120435.88%84.12%
2.23% to 4.46%36810.97%95.08%
4.46% to 6.69%1063.16%98.24%
6.69% to 8.92%310.92%99.17%
Greater than 8.92%280.83%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.98%2.97% 78.64%68.27%
±2σ -5.95%5.95% 95.74%95.45%
±3σ -8.92%8.92% 98.54%99.73%
Descriptive Statistics
均值-0.002%
Standard Error0.051%
中位数0.000%
Mode0.000%
Standard Deviation2.974%
Sample Variance8.843%
峰度16.88
偏度1.11
Range63.168%
Minimum-22.814%
Maximum40.354%
Count3356
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.213% 1533 45.68% 1.011%
负向 -2.100% 1619 48.24% -1.013%
Zero 0.000% 204 6.08% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.11. 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ProbCum. Prob
Less than -15.76%40.52%0.52%
-15.76% to -11.62%101.30%1.82%
-11.62% to -7.47%283.63%5.45%
-7.47% to -3.33%12015.56%21.01%
-3.33% to 0.81%21527.89%48.90%
0.81% to 4.95%24131.26%80.16%
4.95% to 9.10%10914.14%94.29%
9.10% to 13.24%334.28%98.57%
13.24% to 17.38%81.04%99.61%
Greater than 17.38%30.39%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.71%6.33% 71.21%68.27%
±2σ -10.23%11.86% 95.46%95.45%
±3σ -15.76%17.38% 99.09%99.73%
Descriptive Statistics
均值0.811%
Standard Error0.199%
中位数1.036%
Mode0.000%
Standard Deviation5.523%
Sample Variance30.507%
峰度1.39
偏度0.11
Range46.462%
Minimum-17.766%
Maximum28.696%
Count771
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.597% 431 55.90% 2.570%
负向 -4.134% 328 42.54% -1.759%
Zero 0.000% 12 1.56% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 8.91%
12 1 Year 7.75%
36 3 Years 8.64%
60 5 Years 8.68%
120 10 Years 8.70%
240 20 Years 8.56%
600 50 Years 8.62%
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 6.31. Further, an Excess 峰度 of 64.86 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -10.97%00.00%0.00%
-10.97% to -5.88%00.00%0.00%
-5.88% to -0.78%00.00%0.00%
-0.78% to 4.32%516.61%6.61%
4.32% to 9.41%43656.48%63.08%
9.41% to 14.51%20025.91%88.99%
14.51% to 19.60%516.61%95.60%
19.60% to 24.70%192.46%98.06%
24.70% to 29.80%50.65%98.70%
Greater than 29.80%101.30%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 2.62%16.21% 92.36%68.27%
±2σ -4.18%23.00% 97.67%95.45%
±3σ -10.97%29.80% 98.70%99.73%
Descriptive Statistics
均值9.412%
Standard Error0.245%
中位数7.851%
Mode10.526%
Standard Deviation6.795%
Sample Variance46.169%
峰度64.86
偏度6.31
Range98.667%
Minimum2.326%
Maximum100.993%
Count772
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 9.412% 772 100.00% 9.412%
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 0.39. Further, an Excess 峰度 of 0.97 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -16.76%30.39%0.39%
-16.76% to -12.57%20.26%0.65%
-12.57% to -8.39%344.40%5.05%
-8.39% to -4.20%13016.84%21.89%
-4.20% to -0.01%23730.70%52.59%
-0.01% to 4.18%19224.87%77.46%
4.18% to 8.36%12616.32%93.78%
8.36% to 12.55%303.89%97.67%
12.55% to 16.74%101.30%98.96%
Greater than 16.74%81.04%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.59%5.57% 70.47%68.27%
±2σ -11.18%11.16% 95.85%95.45%
±3σ -16.76%16.74% 98.58%99.73%
Descriptive Statistics
均值-0.011%
Standard Error0.201%
中位数-0.502%
Mode0.000%
Standard Deviation5.583%
Sample Variance31.172%
峰度0.97
偏度0.39
Range41.814%
Minimum-20.270%
Maximum21.544%
Count772
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.853% 345 44.69% 2.169%
负向 -4.144% 406 52.59% -2.179%
Zero 0.000% 21 2.72% 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 0.38 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -23.09%10.39%0.39%
-23.09% to -16.73%31.17%1.56%
-16.73% to -10.37%124.67%6.23%
-10.37% to -4.01%4216.34%22.57%
-4.01% to 2.35%6726.07%48.64%
2.35% to 8.71%7629.57%78.21%
8.71% to 15.07%3814.79%93.00%
15.07% to 21.43%166.23%99.22%
21.43% to 27.79%10.39%99.61%
Greater than 27.79%10.39%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -6.13%10.83% 69.26%68.27%
±2σ -14.61%19.31% 96.50%95.45%
±3σ -23.09%27.79% 99.22%99.73%
Descriptive Statistics
均值2.349%
Standard Error0.529%
中位数2.694%
Mode-27.202%
Standard Deviation8.479%
Sample Variance71.897%
峰度0.38
偏度-0.19
Range55.880%
Minimum-27.202%
Maximum28.678%
Count257
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 7.540% 159 61.87% 4.665%
负向 -6.135% 97 37.74% -2.316%
Zero 0.000% 1 0.39% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 14.29%
12 3 Years 14.24%
20 5 Years 14.86%
40 10 Years 14.56%
80 20 Years 14.79%
200 50 Years 14.97%
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 5.61. Further, an Excess 峰度 of 44.65 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -21.60%00.00%0.00%
-21.60% to -11.90%00.00%0.00%
-11.90% to -2.21%00.00%0.00%
-2.21% to 7.49%62.33%2.33%
7.49% to 17.18%16764.73%67.05%
17.18% to 26.87%6224.03%91.09%
26.87% to 36.57%145.43%96.51%
36.57% to 46.26%31.16%97.67%
46.26% to 55.96%10.39%98.06%
Greater than 55.96%51.94%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 4.25%30.11% 93.02%68.27%
±2σ -8.67%43.03% 97.29%95.45%
±3σ -21.60%55.96% 98.06%99.73%
Descriptive Statistics
均值17.180%
Standard Error0.805%
中位数14.343%
Mode7.692%
Standard Deviation12.926%
Sample Variance167.085%
峰度44.65
偏度5.61
Range137.469%
Minimum6.173%
Maximum143.642%
Count258
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 17.180% 258 100.00% 17.180%
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 0.86. Further, an Excess 峰度 of 1.79 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -25.77%00.00%0.00%
-25.77% to -19.37%10.39%0.39%
-19.37% to -12.97%72.71%3.10%
-12.97% to -6.57%4718.22%21.32%
-6.57% to -0.17%8532.95%54.26%
-0.17% to 6.22%6826.36%80.62%
6.22% to 12.62%3413.18%93.80%
12.62% to 19.02%103.88%97.67%
19.02% to 25.42%20.78%98.45%
Greater than 25.42%41.55%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -8.71%8.36% 68.60%68.27%
±2σ -17.24%16.89% 95.74%95.45%
±3σ -25.77%25.42% 98.45%99.73%
Descriptive Statistics
均值-0.174%
Standard Error0.531%
中位数-1.191%
Mode0.000%
Standard Deviation8.532%
Sample Variance72.796%
峰度1.79
偏度0.86
Range60.223%
Minimum-20.934%
Maximum39.289%
Count258
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 7.242% 114 44.19% 3.200%
负向 -6.217% 140 54.26% -3.374%
Zero 0.000% 4 1.55% 0.000%