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AFL 深度分析报告

Aflac Incorporated | 分类： Equity Mega Cap | 年化股息率： 2.02% ($2.32) | 最后更新: 2026-04-26 | 数据区间: 1980-03-01 → 2026-04-01 (554 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 2.25% 2.02% 1.91% 1.88% 1.35% 1.50% 113.09 116.17 111.57 117.75
周度 4.64% 5.34% 4.80% 4.35% 2.97% 3.30% 111.27 118.07 108.02 121.62
月度 8.53% 12.49% 9.15% 9.37% 6.17% 6.86% 107.76 121.92 101.31 129.68
季度 13.24% 22.17% 13.59% 14.63% 10.69% 11.88% 103.00 127.55 92.55 141.95
Annual — — — — 21.38% 23.77% 92.55 141.95 74.73 175.79
Option Time Horizon — — — — 8.15% 9.06% 105.65 124.35 97.38 134.91
Calculation Notes: Computed at 2026-04-26T02:45 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $114.62  |  Strike (K): $115.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $3.6500 (Bid $3.3000 / Ask $4.0000)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.02%  |  Binomial IV (Annual): 21.38% (CRR binomial tree, American, n=20 steps)  |  BS IV: 21.29% (European Black-Scholes)  |  Yahoo IV (Annual): 23.77% → 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
2026-02-18 $0.6100
2025-11-19 $0.5800
2025-08-20 $0.5800
2025-05-21 $0.5800
2025-02-19 $0.5800
2024-11-20 $0.5000
2024-08-21 $0.5000
2024-05-21 $0.5000
2024-02-20 $0.5000
2023-11-14 $0.4200
2023-08-22 $0.4200
2023-05-16 $0.4200
2023-02-14 $0.4200
2022-11-15 $0.4000
2022-08-23 $0.4000
2022-05-17 $0.4000
2022-02-15 $0.4000
2021-11-16 $0.3300
2021-08-17 $0.3300
2021-05-18 $0.3300
2021-02-16 $0.3300
2020-11-17 $0.2800
2020-08-18 $0.2800
2020-05-19 $0.2800
2020-02-18 $0.2800
2019-11-19 $0.2700
2019-08-20 $0.2700
2019-05-21 $0.2700
2019-02-19 $0.2700
2018-11-20 $0.2600
2018-08-21 $0.2600
2018-05-22 $0.2600
2018-02-20 $0.2600
2017-11-14 $0.2250
2017-08-21 $0.2150
2017-05-22 $0.2150
2017-02-13 $0.2150
2016-11-14 $0.2150
2016-08-22 $0.2050
2016-05-16 $0.2050
2016-02-11 $0.2050
2015-11-16 $0.2050
2015-08-17 $0.1950
2015-05-18 $0.1950
2015-02-12 $0.1950
2014-11-17 $0.1950
2014-08-18 $0.1850
2014-05-19 $0.1850
2014-02-12 $0.1850
2013-11-18 $0.1850
2013-08-19 $0.1750
2013-05-20 $0.1750
2013-02-13 $0.1750
2012-11-09 $0.1750
2012-08-13 $0.1650
2012-05-14 $0.1650
2012-02-13 $0.1650
2011-11-14 $0.1650
2011-08-15 $0.1500
2011-05-16 $0.1500
2011-02-11 $0.1500
2010-11-15 $0.1500
2010-08-16 $0.1400
2010-05-17 $0.1400
2010-02-11 $0.1400
2009-11-16 $0.1400
2009-08-17 $0.1400
2009-05-18 $0.1400
2009-02-13 $0.1400
2008-11-17 $0.1200
2008-08-18 $0.1200
2008-05-19 $0.1200
2008-02-15 $0.1200
2007-11-14 $0.1025
2007-08-15 $0.1025
2007-05-16 $0.1025
2007-02-14 $0.0925
2006-11-15 $0.0800
2006-08-16 $0.0650
2006-05-17 $0.0650
2006-02-15 $0.0650
2005-11-16 $0.0550
2005-08-17 $0.0550
2005-05-18 $0.0550
2005-02-16 $0.0550
2004-11-09 $0.0475
2004-08-11 $0.0475
2004-05-12 $0.0475
2004-02-11 $0.0475
2003-11-10 $0.0400
2003-08-12 $0.0400
2003-05-13 $0.0350
2003-02-12 $0.0350
2002-11-12 $0.0300
2002-08-13 $0.0300
2002-05-14 $0.0300
2002-02-12 $0.0250
2001-11-13 $0.0250
2001-08-14 $0.0250
2001-05-15 $0.0250
2001-02-13 $0.0213
2000-11-14 $0.0213
2000-08-15 $0.0213
2000-05-16 $0.0213
2000-02-15 $0.0187
1999-11-16 $0.0187
1999-08-17 $0.0187
1999-05-18 $0.0187
1999-02-16 $0.0163
1998-11-17 $0.0163
1998-08-18 $0.0163
1998-05-19 $0.0163
1998-02-17 $0.0144
1997-11-18 $0.0144
1997-08-19 $0.0144
1997-05-20 $0.0144
1997-02-18 $0.0125
1996-11-13 $0.0125
1996-08-14 $0.0125
1996-05-15 $0.0125
1996-02-14 $0.0108
1995-11-15 $0.0108
1995-08-16 $0.0108
1995-05-15 $0.0108
1995-02-13 $0.0096
1994-11-14 $0.0096
1994-08-15 $0.0096
1994-05-16 $0.0096
1994-02-14 $0.0083
1993-11-05 $0.0083
1993-08-09 $0.0083
1993-05-10 $0.0083
1993-02-08 $0.0073
1992-11-06 $0.0073
1992-08-10 $0.0073
1992-05-11 $0.0073
1992-02-10 $0.0067
1991-11-08 $0.0067
1991-08-12 $0.0060
1991-05-13 $0.0060
1991-02-11 $0.0060
1990-11-09 $0.0060
1990-08-13 $0.0053
1990-05-14 $0.0053
1990-02-12 $0.0053
1989-11-13 $0.0053
1989-08-14 $0.0047
1989-05-15 $0.0047
1989-02-13 $0.0047
1988-11-14 $0.0047
1988-08-08 $0.0040
1988-05-09 $0.0040
1988-02-08 $0.0040
1987-11-09 $0.0040
1987-08-10 $0.0037
1987-05-11 $0.0037
1987-02-09 $0.0037
1986-11-10 $0.0037
1986-08-11 $0.0033
1986-05-09 $0.0033
1986-02-04 $0.0025
1985-11-08 $0.0030
1985-08-09 $0.0030
1985-05-09 $0.0020
1985-02-08 $0.0027
1984-10-22 $0.0027
1984-08-09 $0.0023
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.48. Further, an Excess 峰度 of 34.03 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -6.65%720.62%0.62%
-6.65% to -4.96%780.67%1.29%
-4.96% to -3.28%3002.59%3.88%
-3.28% to -1.59%116210.02%13.90%
-1.59% to 0.09%456439.37%53.27%
0.09% to 1.78%385333.24%86.51%
1.78% to 3.46%10549.09%95.60%
3.46% to 5.15%2982.57%98.17%
5.15% to 6.83%1251.08%99.25%
Greater than 6.83%870.75%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.16%2.34% 82.02%68.27%
±2σ -4.40%4.58% 95.64%95.45%
±3σ -6.65%6.83% 98.63%99.73%
Descriptive Statistics
均值0.091%
Standard Error0.021%
中位数0.000%
Mode0.000%
Standard Deviation2.247%
Sample Variance5.050%
峰度34.03
偏度0.48
Range79.911%
Minimum-36.862%
Maximum43.049%
Count11593
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.537% 5632 48.58% 0.747%
负向 -1.459% 5209 44.93% -0.656%
Zero 0.000% 752 6.49% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 1.50%
20 1 Month 1.82%
60 1 Quarter 1.99%
250 1 Year 1.72%
750 3 Years 1.74%
1,250 5 Years 1.88%
2,500 10 Years 1.90%
5,000 20 Years 2.33%
12,500 50 Years 2.55%
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 5.59. Further, an Excess 峰度 of 67.91 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -3.63%00.00%0.00%
-3.63% to -2.12%00.00%0.00%
-2.12% to -0.60%00.00%0.00%
-0.60% to 0.91%9868.50%8.50%
0.91% to 2.42%657956.74%65.25%
2.42% to 3.93%258522.30%87.55%
3.93% to 5.45%8687.49%95.03%
5.45% to 6.96%2732.35%97.39%
6.96% to 8.47%1181.02%98.40%
Greater than 8.47%1851.60%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.40%4.44% 90.77%68.27%
±2σ -1.61%6.46% 96.73%95.45%
±3σ -3.63%8.47% 98.40%99.73%
Descriptive Statistics
均值2.421%
Standard Error0.019%
中位数1.882%
Mode1.613%
Standard Deviation2.017%
Sample Variance4.068%
峰度67.91
偏度5.59
Range51.449%
Minimum0.272%
Maximum51.721%
Count11594
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.421% 11594 100.00% 2.421%
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 1.17. Further, an Excess 峰度 of 33.21 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.77%750.65%0.65%
-5.77% to -4.34%1401.21%1.85%
-4.34% to -2.91%3362.90%4.75%
-2.91% to -1.47%117710.15%14.90%
-1.47% to -0.04%374232.28%47.18%
-0.04% to 1.39%437137.70%84.88%
1.39% to 2.83%121210.45%95.33%
2.83% to 4.26%3703.19%98.53%
4.26% to 5.69%940.81%99.34%
Greater than 5.69%770.66%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.95%1.87% 80.96%68.27%
±2σ -3.86%3.78% 95.51%95.45%
±3σ -5.77%5.69% 98.69%99.73%
Descriptive Statistics
均值-0.041%
Standard Error0.018%
中位数0.000%
Mode0.000%
Standard Deviation1.911%
Sample Variance3.654%
峰度33.21
偏度1.17
Range64.134%
Minimum-23.479%
Maximum40.655%
Count11594
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.335% 5150 44.42% 0.593%
负向 -1.321% 5567 48.02% -0.634%
Zero 0.000% 877 7.56% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.22. Further, an Excess 峰度 of 15.98 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -13.49%160.67%0.67%
-13.49% to -10.01%150.62%1.29%
-10.01% to -6.53%702.91%4.20%
-6.53% to -3.05%25310.52%14.71%
-3.05% to 0.43%90637.66%52.37%
0.43% to 3.90%78532.63%85.00%
3.90% to 7.38%24310.10%95.10%
7.38% to 10.86%743.08%98.17%
10.86% to 14.34%220.91%99.09%
Greater than 14.34%220.91%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.21%5.07% 80.42%68.27%
±2σ -8.85%9.70% 95.97%95.45%
±3σ -13.49%14.34% 98.42%99.73%
Descriptive Statistics
均值0.426%
Standard Error0.095%
中位数0.227%
Mode0.000%
Standard Deviation4.639%
Sample Variance21.520%
峰度15.98
偏度0.22
Range95.497%
Minimum-50.704%
Maximum44.793%
Count2406
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 3.323% 1254 52.12% 1.732%
负向 -2.946% 1067 44.35% -1.306%
Zero 0.000% 85 3.53% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 3.61%
12 1 Quarter 4.13%
52 1 Year 3.71%
156 3 Years 3.95%
260 5 Years 4.35%
520 10 Years 4.36%
1,040 20 Years 5.33%
2,600 50 Years 5.96%
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 5.79. Further, an Excess 峰度 of 65.73 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -9.85%00.00%0.00%
-9.85% to -5.85%00.00%0.00%
-5.85% to -1.84%00.00%0.00%
-1.84% to 2.16%1877.77%7.77%
2.16% to 6.17%137657.17%64.94%
6.17% to 10.17%57223.76%88.70%
10.17% to 14.17%1686.98%95.68%
14.17% to 18.18%471.95%97.63%
18.18% to 22.18%140.58%98.21%
Greater than 22.18%431.79%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.83%11.50% 91.48%68.27%
±2σ -4.51%16.84% 97.09%95.45%
±3σ -9.85%22.18% 98.21%99.73%
Descriptive Statistics
均值6.165%
Standard Error0.109%
中位数4.918%
Mode5.882%
Standard Deviation5.339%
Sample Variance28.505%
峰度65.73
偏度5.79
Range103.077%
Minimum0.799%
Maximum103.876%
Count2407
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 6.165% 2407 100.00% 6.165%
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 4.49. Further, an Excess 峰度 of 86.16 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -14.54%100.42%0.42%
-14.54% to -10.94%180.75%1.16%
-10.94% to -7.34%592.45%3.61%
-7.34% to -3.74%25210.47%14.08%
-3.74% to -0.14%89537.18%51.27%
-0.14% to 3.46%87336.27%87.54%
3.46% to 7.06%1998.27%95.80%
7.06% to 10.65%682.83%98.63%
10.65% to 14.25%140.58%99.21%
Greater than 14.25%190.79%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.94%4.66% 82.01%68.27%
±2σ -9.74%9.46% 96.72%95.45%
±3σ -14.54%14.25% 98.80%99.73%
Descriptive Statistics
均值-0.143%
Standard Error0.098%
中位数-0.241%
Mode0.000%
Standard Deviation4.799%
Sample Variance23.034%
峰度86.16
偏度4.49
Range129.009%
Minimum-28.907%
Maximum100.102%
Count2407
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 3.183% 1057 43.91% 1.398%
负向 -2.932% 1265 52.55% -1.541%
Zero 0.000% 85 3.53% 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 5.36 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -23.82%61.08%1.08%
-23.82% to -17.42%40.72%1.81%
-17.42% to -11.03%122.17%3.98%
-11.03% to -4.63%7213.02%17.00%
-4.63% to 1.77%18834.00%50.99%
1.77% to 8.16%17832.19%83.18%
8.16% to 14.56%6511.75%94.94%
14.56% to 20.96%142.53%97.47%
20.96% to 27.35%81.45%98.92%
Greater than 27.35%61.08%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -6.76%10.29% 78.30%68.27%
±2σ -15.29%18.82% 94.39%95.45%
±3σ -23.82%27.35% 97.83%99.73%
Descriptive Statistics
均值1.766%
Standard Error0.363%
中位数1.597%
Mode0.000%
Standard Deviation8.529%
Sample Variance72.748%
峰度5.36
偏度0.11
Range98.592%
Minimum-49.367%
Maximum49.225%
Count553
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 6.739% 323 58.41% 3.936%
负向 -5.405% 222 40.15% -2.170%
Zero 0.000% 8 1.45% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 7.59%
12 1 Year 7.50%
36 3 Years 8.49%
60 5 Years 9.37%
120 10 Years 9.33%
240 20 Years 11.33%
600 50 Years 12.66%
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 4.98. Further, an Excess 峰度 of 35.73 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -23.46%00.00%0.00%
-23.46% to -14.10%00.00%0.00%
-14.10% to -4.73%00.00%0.00%
-4.73% to 4.64%244.33%4.33%
4.64% to 14.01%34462.09%66.43%
14.01% to 23.38%13123.65%90.07%
23.38% to 32.74%346.14%96.21%
32.74% to 42.11%91.62%97.83%
42.11% to 51.48%20.36%98.19%
Greater than 51.48%101.81%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.52%26.50% 92.06%68.27%
±2σ -10.97%38.99% 97.83%95.45%
±3σ -23.46%51.48% 98.19%99.73%
Descriptive Statistics
均值14.008%
Standard Error0.531%
中位数11.178%
Mode8.333%
Standard Deviation12.491%
Sample Variance156.019%
峰度35.73
偏度4.98
Range140.232%
Minimum2.455%
Maximum142.687%
Count554
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 14.008% 554 100.00% 14.008%
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 2.88. Further, an Excess 峰度 of 28.23 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -28.21%10.18%0.18%
-28.21% to -21.34%40.72%0.90%
-21.34% to -14.48%142.53%3.43%
-14.48% to -7.62%6912.45%15.88%
-7.62% to -0.76%20436.82%52.71%
-0.76% to 6.10%18533.39%86.10%
6.10% to 12.96%5810.47%96.57%
12.96% to 19.82%71.26%97.83%
19.82% to 26.68%50.90%98.74%
Greater than 26.68%71.26%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -9.91%8.39% 81.95%68.27%
±2σ -19.06%17.53% 95.85%95.45%
±3σ -28.21%26.68% 98.56%99.73%
Descriptive Statistics
均值-0.762%
Standard Error0.389%
中位数-1.251%
Mode0.000%
Standard Deviation9.148%
Sample Variance83.694%
峰度28.23
偏度2.88
Range135.247%
Minimum-35.549%
Maximum99.698%
Count554
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 6.448% 222 40.07% 2.584%
负向 -5.774% 321 57.94% -3.346%
Zero 0.000% 11 1.99% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.02. Further, an Excess 峰度 of 1.52 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -34.55%10.54%0.54%
-34.55% to -24.62%21.09%1.63%
-24.62% to -14.69%105.43%7.07%
-14.69% to -4.76%189.78%16.85%
-4.76% to 5.17%5932.07%48.91%
5.17% to 15.10%6032.61%81.52%
15.10% to 25.03%2211.96%93.48%
25.03% to 34.96%84.35%97.83%
34.96% to 44.89%31.63%99.46%
Greater than 44.89%10.54%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -8.07%18.41% 73.37%68.27%
±2σ -21.31%31.65% 94.57%95.45%
±3σ -34.55%44.89% 98.91%99.73%
Descriptive Statistics
均值5.172%
Standard Error0.976%
中位数5.371%
Mode-47.281%
Standard Deviation13.240%
Sample Variance175.293%
峰度1.52
偏度-0.02
Range92.648%
Minimum-47.281%
Maximum45.367%
Count184
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 11.932% 123 66.85% 7.976%
负向 -8.459% 61 33.15% -2.804%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 12.24%
12 3 Years 14.07%
20 5 Years 14.63%
40 10 Years 15.54%
80 20 Years 18.89%
200 50 Years 21.79%
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 4.14. Further, an Excess 峰度 of 22.02 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -40.81%00.00%0.00%
-40.81% to -24.18%00.00%0.00%
-24.18% to -7.56%00.00%0.00%
-7.56% to 9.07%84.32%4.32%
9.07% to 25.70%11763.24%67.57%
25.70% to 42.33%4122.16%89.73%
42.33% to 58.96%137.03%96.76%
58.96% to 75.59%00.00%96.76%
75.59% to 92.21%21.08%97.84%
Greater than 92.21%42.16%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 3.53%47.87% 92.97%68.27%
±2σ -18.64%70.04% 96.76%95.45%
±3σ -40.81%92.21% 97.84%99.73%
Descriptive Statistics
均值25.701%
Standard Error1.630%
中位数20.355%
Mode23.913%
Standard Deviation22.171%
Sample Variance491.538%
峰度22.02
偏度4.14
Range174.263%
Minimum6.900%
Maximum181.163%
Count185
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 25.701% 185 100.00% 25.701%
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 2.03. Further, an Excess 峰度 of 11.18 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -43.51%00.00%0.00%
-43.51% to -33.31%00.00%0.00%
-33.31% to -23.12%73.78%3.78%
-23.12% to -12.92%2714.59%18.38%
-12.92% to -2.73%6736.22%54.59%
-2.73% to 7.47%5730.81%85.41%
7.47% to 17.66%158.11%93.51%
17.66% to 27.86%84.32%97.84%
27.86% to 38.05%21.08%98.92%
Greater than 38.05%21.08%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -16.32%10.86% 78.38%68.27%
±2σ -29.91%24.46% 96.76%95.45%
±3σ -43.51%38.05% 98.92%99.73%
Descriptive Statistics
均值-2.729%
Standard Error0.999%
中位数-4.046%
Mode-5.714%
Standard Deviation13.593%
Sample Variance184.770%
峰度11.18
偏度2.03
Range120.259%
Minimum-30.556%
Maximum89.703%
Count185
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 10.491% 64 34.59% 3.629%
负向 -9.721% 121 65.41% -6.358%
Zero 0.000% 0 0.00% 0.000%