市场数据 波动率热力图 组合分析工具

AJG 深度分析报告

Arthur J. Gallagher & Co. | 分类： Equity Mega Cap | 年化股息率： 1.19% ($2.60) | 最后更新: 2026-04-26 | 数据区间: 1984-06-01 → 2026-04-01 (503 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 1.64% 1.46% 1.43% 1.99% 2.35% 2.53% 210.37 220.50 205.49 225.75
周度 3.54% 3.52% 3.49% 4.70% 5.18% 5.56% 204.52 226.82 194.20 238.87
月度 7.11% 7.24% 7.04% 10.27% 10.77% 11.58% 193.38 239.88 173.63 267.17
季度 11.88% 12.23% 10.68% 16.66% 18.66% 20.05% 178.71 259.57 148.29 312.83
Annual — — — — 37.33% 40.10% 148.29 312.83 102.09 454.37
Option Time Horizon — — — — 14.22% 15.28% 186.83 248.30 162.06 286.25
Calculation Notes: Computed at 2026-04-26T02:45 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $215.38  |  Strike (K): $220.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $10.6000 (Bid $10.0000 / Ask $11.2000)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 1.19%  |  Binomial IV (Annual): 37.33% (CRR binomial tree, American, n=20 steps)  |  BS IV: 37.68% (European Black-Scholes)  |  Yahoo IV (Annual): 40.10% → 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
2026-03-06 $0.7000
2025-12-05 $0.6500
2025-09-05 $0.6500
2025-06-06 $0.6500
2025-03-07 $0.6500
2024-12-06 $0.6000
2024-09-06 $0.6000
2024-06-07 $0.6000
2024-02-29 $0.6000
2023-11-30 $0.5500
2023-08-31 $0.5500
2023-06-01 $0.5500
2023-03-02 $0.5500
2022-12-01 $0.5100
2022-09-01 $0.5100
2022-06-02 $0.5100
2022-03-03 $0.5100
2021-12-02 $0.4800
2021-09-02 $0.4800
2021-06-03 $0.4800
2021-03-04 $0.4800
2020-12-03 $0.4500
2020-09-03 $0.4500
2020-06-04 $0.4500
2020-03-05 $0.4500
2019-12-05 $0.4300
2019-09-05 $0.4300
2019-06-06 $0.4300
2019-02-28 $0.4300
2018-12-06 $0.4100
2018-09-06 $0.4100
2018-05-31 $0.4100
2018-03-01 $0.4100
2017-11-30 $0.3900
2017-08-30 $0.3900
2017-05-31 $0.3900
2017-03-01 $0.3900
2016-11-30 $0.3800
2016-08-31 $0.3800
2016-06-01 $0.3800
2016-03-02 $0.3800
2015-12-02 $0.3700
2015-09-02 $0.3700
2015-06-03 $0.3700
2015-03-02 $0.3700
2014-12-03 $0.3600
2014-09-03 $0.3600
2014-06-04 $0.3600
2014-02-28 $0.3600
2013-12-02 $0.3500
2013-08-30 $0.3500
2013-05-31 $0.3500
2013-02-28 $0.3500
2012-11-29 $0.3400
2012-09-26 $0.3400
2012-06-27 $0.3400
2012-03-28 $0.3400
2011-12-28 $0.3300
2011-09-28 $0.3300
2011-06-28 $0.3300
2011-03-29 $0.3300
2010-12-29 $0.3200
2010-09-28 $0.3200
2010-06-28 $0.3200
2010-03-29 $0.3200
2009-12-29 $0.3200
2009-09-28 $0.3200
2009-06-26 $0.3200
2009-03-27 $0.3200
2008-12-29 $0.3200
2008-09-26 $0.3200
2008-06-26 $0.3200
2008-03-27 $0.3200
2007-12-27 $0.3100
2007-09-26 $0.3100
2007-06-27 $0.3100
2007-03-28 $0.3100
2006-12-27 $0.3000
2006-09-27 $0.3000
2006-06-28 $0.3000
2006-03-29 $0.3000
2005-12-28 $0.2800
2005-09-28 $0.2800
2005-06-28 $0.2800
2005-03-29 $0.2800
2004-12-29 $0.2500
2004-09-28 $0.2500
2004-06-28 $0.2500
2004-03-29 $0.2500
2003-12-29 $0.1800
2003-09-26 $0.1800
2003-06-26 $0.1800
2003-03-27 $0.1800
2002-12-27 $0.1500
2002-09-26 $0.1500
2002-06-26 $0.1500
2002-03-26 $0.1300
2001-12-27 $0.1300
2001-09-26 $0.1300
2001-06-27 $0.1300
2001-03-28 $0.1300
2000-12-27 $0.1150
2000-09-27 $0.1150
2000-06-28 $0.1150
2000-03-29 $0.1150
1999-12-29 $0.1000
1999-09-28 $0.1000
1999-06-28 $0.1000
1999-03-29 $0.1000
1998-12-29 $0.0875
1998-09-28 $0.0875
1998-06-26 $0.0875
1998-03-27 $0.0875
1997-12-29 $0.0775
1997-09-26 $0.0775
1997-06-26 $0.0775
1997-03-26 $0.0775
1996-12-27 $0.0725
1996-09-26 $0.0725
1996-06-26 $0.0725
1996-03-27 $0.0725
1995-12-27 $0.0625
1995-09-27 $0.0625
1995-06-28 $0.0625
1995-03-27 $0.0625
1994-12-23 $0.0550
1994-09-26 $0.0550
1994-06-24 $0.0550
1994-03-25 $0.0550
1993-12-27 $0.0450
1993-09-24 $0.0450
1993-06-24 $0.0450
1993-03-25 $0.0450
1992-12-24 $0.0400
1992-09-24 $0.0400
1992-06-24 $0.0400
1992-03-25 $0.0400
1991-12-24 $0.0400
1991-09-24 $0.0400
1991-06-24 $0.0400
1991-03-22 $0.0400
1990-12-24 $0.0375
1990-09-24 $0.0375
1990-06-25 $0.0375
1990-03-26 $0.0375
1989-12-22 $0.0325
1989-09-25 $0.0325
1989-06-26 $0.0325
1989-03-27 $0.0325
1988-12-23 $0.0300
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 15.10 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.84%700.71%0.71%
-4.84% to -3.61%1011.02%1.73%
-3.61% to -2.38%3043.08%4.81%
-2.38% to -1.16%106210.75%15.56%
-1.16% to 0.07%361536.59%52.15%
0.07% to 1.30%323432.74%84.89%
1.30% to 2.53%101910.31%95.20%
2.53% to 3.76%2942.98%98.18%
3.76% to 4.99%1021.03%99.21%
Greater than 4.99%780.79%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.56%1.71% 79.63%68.27%
±2σ -3.20%3.35% 94.98%95.45%
±3σ -4.84%4.99% 98.50%99.73%
Descriptive Statistics
均值0.073%
Standard Error0.016%
中位数0.000%
Mode0.000%
Standard Deviation1.638%
Sample Variance2.683%
峰度15.10
偏度0.17
Range42.536%
Minimum-22.348%
Maximum20.188%
Count9879
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.162% 4907 49.67% 0.577%
负向 -1.157% 4310 43.63% -0.505%
Zero 0.000% 662 6.70% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 1.95%
20 1 Month 2.58%
60 1 Quarter 3.21%
250 1 Year 2.37%
750 3 Years 1.95%
1,250 5 Years 1.99%
2,500 10 Years 1.87%
5,000 20 Years 1.89%
12,500 50 Years 2.01%
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 3.98. Further, an Excess 峰度 of 33.88 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -2.49%00.00%0.00%
-2.49% to -1.40%00.00%0.00%
-1.40% to -0.30%00.00%0.00%
-0.30% to 0.80%130813.24%13.24%
0.80% to 1.89%512751.89%65.13%
1.89% to 2.99%210221.28%86.41%
2.99% to 4.08%7297.38%93.79%
4.08% to 5.18%2932.97%96.75%
5.18% to 6.28%1481.50%98.25%
Greater than 6.28%1731.75%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.43%3.35% 87.10%68.27%
±2σ -1.03%4.81% 95.91%95.45%
±3σ -2.49%6.28% 98.26%99.73%
Descriptive Statistics
均值1.892%
Standard Error0.015%
中位数1.507%
Mode1.449%
Standard Deviation1.461%
Sample Variance2.133%
峰度33.88
偏度3.98
Range27.917%
Minimum0.146%
Maximum28.063%
Count9880
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.892% 9880 100.00% 1.892%
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 0.11. Further, an Excess 峰度 of 9.08 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.33%820.83%0.83%
-4.33% to -3.25%1091.10%1.93%
-3.25% to -2.18%2762.79%4.73%
-2.18% to -1.10%105110.64%15.36%
-1.10% to -0.03%315231.90%47.27%
-0.03% to 1.05%362636.70%83.97%
1.05% to 2.12%107710.90%94.87%
2.12% to 3.20%3193.23%98.10%
3.20% to 4.28%1021.03%99.13%
Greater than 4.28%860.87%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.46%1.41% 79.14%68.27%
±2σ -2.90%2.84% 94.70%95.45%
±3σ -4.33%4.27% 98.30%99.73%
Descriptive Statistics
均值-0.027%
Standard Error0.014%
中位数0.000%
Mode0.000%
Standard Deviation1.434%
Sample Variance2.056%
峰度9.08
偏度0.11
Range29.038%
Minimum-15.271%
Maximum13.767%
Count9880
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.058% 4348 44.01% 0.466%
负向 -1.033% 4708 47.65% -0.492%
Zero 0.000% 824 8.34% 0.000%
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 7.16 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -10.29%140.64%0.64%
-10.29% to -7.64%221.01%1.66%
-7.64% to -4.98%723.31%4.97%
-4.98% to -2.32%22710.44%15.40%
-2.32% to 0.33%78035.86%51.26%
0.33% to 2.99%71332.78%84.05%
2.99% to 5.65%24511.26%95.31%
5.65% to 8.30%482.21%97.52%
8.30% to 10.96%331.52%99.03%
Greater than 10.96%210.97%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.21%3.88% 78.44%68.27%
±2σ -6.75%7.42% 94.85%95.45%
±3σ -10.29%10.96% 98.39%99.73%
Descriptive Statistics
均值0.334%
Standard Error0.076%
中位数0.226%
Mode0.000%
Standard Deviation3.542%
Sample Variance12.543%
峰度7.16
偏度0.17
Range49.703%
Minimum-25.510%
Maximum24.193%
Count2175
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.587% 1154 53.06% 1.373%
负向 -2.425% 932 42.85% -1.039%
Zero 0.000% 89 4.09% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 4.89%
12 1 Quarter 7.58%
52 1 Year 5.63%
156 3 Years 4.66%
260 5 Years 4.70%
520 10 Years 4.32%
1,040 20 Years 4.31%
2,600 50 Years 4.51%
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 3.58. Further, an Excess 峰度 of 22.39 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -6.00%00.00%0.00%
-6.00% to -3.36%00.00%0.00%
-3.36% to -0.71%00.00%0.00%
-0.71% to 1.93%26512.18%12.18%
1.93% to 4.57%115753.17%65.35%
4.57% to 7.21%46021.14%86.49%
7.21% to 9.86%1557.12%93.61%
9.86% to 12.50%663.03%96.65%
12.50% to 15.14%331.52%98.16%
Greater than 15.14%401.84%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.05%8.09% 88.51%68.27%
±2σ -2.48%11.62% 95.82%95.45%
±3σ -6.00%15.14% 98.16%99.73%
Descriptive Statistics
均值4.571%
Standard Error0.076%
中位数3.657%
Mode2.410%
Standard Deviation3.524%
Sample Variance12.415%
峰度22.39
偏度3.58
Range43.264%
Minimum0.515%
Maximum43.779%
Count2176
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.571% 2176 100.00% 4.571%
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 1.08. Further, an Excess 峰度 of 11.96 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -10.59%120.55%0.55%
-10.59% to -7.97%251.15%1.70%
-7.97% to -5.35%522.39%4.09%
-5.35% to -2.74%25711.81%15.90%
-2.74% to -0.12%74234.10%50.00%
-0.12% to 2.49%76235.02%85.02%
2.49% to 5.11%2079.51%94.53%
5.11% to 7.72%803.68%98.21%
7.72% to 10.34%210.97%99.17%
Greater than 10.34%180.83%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.61%3.36% 79.00%68.27%
±2σ -7.10%6.85% 95.04%95.45%
±3σ -10.59%10.34% 98.62%99.73%
Descriptive Statistics
均值-0.124%
Standard Error0.075%
中位数-0.121%
Mode0.000%
Standard Deviation3.487%
Sample Variance12.162%
峰度11.96
偏度1.08
Range53.671%
Minimum-19.481%
Maximum34.190%
Count2176
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.494% 966 44.39% 1.107%
负向 -2.380% 1126 51.75% -1.232%
Zero 0.000% 84 3.86% 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 2.84 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -19.89%10.20%0.20%
-19.89% to -14.56%81.59%1.79%
-14.56% to -9.24%183.59%5.38%
-9.24% to -3.91%6613.15%18.53%
-3.91% to 1.42%15330.48%49.00%
1.42% to 6.75%16833.47%82.47%
6.75% to 12.08%6112.15%94.62%
12.08% to 17.41%163.19%97.81%
17.41% to 22.74%71.39%99.20%
Greater than 22.74%40.80%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.68%8.53% 76.49%68.27%
±2σ -12.79%15.63% 94.22%95.45%
±3σ -19.89%22.74% 99.00%99.73%
Descriptive Statistics
均值1.422%
Standard Error0.317%
中位数1.655%
Mode0.000%
Standard Deviation7.105%
Sample Variance50.477%
峰度2.84
偏度0.19
Range64.904%
Minimum-32.669%
Maximum32.235%
Count502
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.724% 296 58.96% 3.375%
负向 -4.876% 201 40.04% -1.952%
Zero 0.000% 5 1.00% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 15.12%
12 1 Year 12.94%
36 3 Years 10.40%
60 5 Years 10.27%
120 10 Years 9.49%
240 20 Years 9.33%
600 50 Years 10.15%
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 3.07. Further, an Excess 峰度 of 14.63 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -10.91%00.00%0.00%
-10.91% to -5.48%00.00%0.00%
-5.48% to -0.05%00.00%0.00%
-0.05% to 5.38%7214.31%14.31%
5.38% to 10.82%25149.90%64.21%
10.82% to 16.25%10921.67%85.88%
16.25% to 21.68%377.36%93.24%
21.68% to 27.11%183.58%96.82%
27.11% to 32.55%81.59%98.41%
Greater than 32.55%81.59%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 3.57%18.06% 87.87%68.27%
±2σ -3.67%25.30% 96.02%95.45%
±3σ -10.91%32.55% 98.41%99.73%
Descriptive Statistics
均值10.817%
Standard Error0.323%
中位数8.854%
Mode8.456%
Standard Deviation7.243%
Sample Variance52.462%
峰度14.63
偏度3.07
Range60.929%
Minimum2.383%
Maximum63.312%
Count503
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 10.817% 503 100.00% 10.817%
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 0.81. Further, an Excess 峰度 of 5.03 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -21.76%20.40%0.40%
-21.76% to -16.48%40.80%1.19%
-16.48% to -11.20%163.18%4.37%
-11.20% to -5.93%6813.52%17.89%
-5.93% to -0.65%17134.00%51.89%
-0.65% to 4.63%14929.62%81.51%
4.63% to 9.91%6512.92%94.43%
9.91% to 15.19%132.58%97.02%
15.19% to 20.46%112.19%99.20%
Greater than 20.46%40.80%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -7.68%6.39% 77.34%68.27%
±2σ -14.72%13.43% 94.43%95.45%
±3σ -21.76%20.46% 98.81%99.73%
Descriptive Statistics
均值-0.648%
Standard Error0.314%
中位数-1.111%
Mode0.000%
Standard Deviation7.037%
Sample Variance49.517%
峰度5.03
偏度0.81
Range71.755%
Minimum-25.000%
Maximum46.755%
Count503
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.231% 216 42.94% 2.246%
负向 -5.144% 283 56.26% -2.894%
Zero 0.000% 4 0.80% 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 0.92. Further, an Excess 峰度 of 3.10 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -31.48%00.00%0.00%
-31.48% to -22.58%21.20%1.20%
-22.58% to -13.67%52.99%4.19%
-13.67% to -4.76%2414.37%18.56%
-4.76% to 4.14%5633.53%52.10%
4.14% to 13.05%5432.34%84.43%
13.05% to 21.96%158.98%93.41%
21.96% to 30.86%63.59%97.01%
30.86% to 39.77%42.40%99.40%
Greater than 39.77%10.60%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -7.73%16.02% 76.05%68.27%
±2σ -19.61%27.90% 94.61%95.45%
±3σ -31.48%39.77% 99.40%99.73%
Descriptive Statistics
均值4.144%
Standard Error0.919%
中位数3.524%
Mode-26.852%
Standard Deviation11.876%
Sample Variance141.048%
峰度3.10
偏度0.92
Range86.852%
Minimum-26.852%
Maximum60.000%
Count167
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 10.354% 106 63.47% 6.572%
负向 -6.648% 61 36.53% -2.428%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 20.74%
12 3 Years 16.36%
20 5 Years 16.66%
40 10 Years 16.44%
80 20 Years 15.51%
200 50 Years 17.88%
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 2.18. Further, an Excess 峰度 of 5.49 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -16.89%00.00%0.00%
-16.89% to -7.72%00.00%0.00%
-7.72% to 1.45%00.00%0.00%
1.45% to 10.62%2816.67%16.67%
10.62% to 19.79%7544.64%61.31%
19.79% to 28.96%4225.00%86.31%
28.96% to 38.13%116.55%92.86%
38.13% to 47.30%42.38%95.24%
47.30% to 56.47%21.19%96.43%
Greater than 56.47%63.57%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 7.56%32.02% 87.50%68.27%
±2σ -4.67%44.25% 95.24%95.45%
±3σ -16.89%56.47% 96.43%99.73%
Descriptive Statistics
均值19.790%
Standard Error0.943%
中位数16.125%
Mode15.190%
Standard Deviation12.228%
Sample Variance149.524%
峰度5.49
偏度2.18
Range65.581%
Minimum5.848%
Maximum71.429%
Count168
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 19.790% 168 100.00% 19.790%
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 0.23. Further, an Excess 峰度 of 1.69 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -34.07%10.60%0.60%
-34.07% to -26.05%21.19%1.79%
-26.05% to -18.04%74.17%5.95%
-18.04% to -10.03%2011.90%17.86%
-10.03% to -2.02%5733.93%51.79%
-2.02% to 5.99%5029.76%81.55%
5.99% to 14.01%1911.31%92.86%
14.01% to 22.02%74.17%97.02%
22.02% to 30.03%31.79%98.81%
Greater than 30.03%21.19%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -12.70%8.66% 76.79%68.27%
±2σ -23.38%19.35% 92.86%95.45%
±3σ -34.07%30.03% 98.21%99.73%
Descriptive Statistics
均值-2.018%
Standard Error0.824%
中位数-2.417%
Mode-37.500%
Standard Deviation10.683%
Sample Variance114.132%
峰度1.69
偏度0.23
Range74.209%
Minimum-37.500%
Maximum36.709%
Count168
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 7.449% 69 41.07% 3.059%
负向 -8.616% 99 58.93% -5.077%
Zero 0.000% 0 0.00% 0.000%