ALLY 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	2.38%	1.98%	1.92%	3.30%	1.83%	1.92%	43.38	44.99	42.59	45.82
周度	5.18%	5.51%	5.22%	7.79%	4.02%	4.23%	42.44	45.99	40.76	47.88
月度	9.58%	14.40%	10.77%	15.99%	8.38%	8.80%	40.63	48.04	37.37	52.24
季度	18.39%	31.85%	20.40%	28.22%	14.51%	15.23%	38.21	51.08	33.05	59.05
Annual	—	—	—	—	29.02%	30.47%	33.05	59.05	24.73	78.93
Option Time Horizon	—	—	—	—	11.06%	11.61%	39.56	49.35	35.42	55.11

Calculation Notes: Computed at 2026-04-26T02:49 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $44.18 | Strike (K): $45.00 (first OTM call ≥ spot) | Observed Mid-价格: $1.6250 (Bid $1.5500 / Ask $1.7000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 2.67% | Binomial IV (Annual): 29.02% (CRR binomial tree, American, n=20 steps) | BS IV: 29.32% (European Black-Scholes) | Yahoo IV (Annual): 30.47% → 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
2026-02-02	$0.3000
2025-10-31	$0.3000
2025-08-01	$0.3000
2025-05-01	$0.3000
2025-01-31	$0.3000
2024-11-01	$0.3000
2024-08-01	$0.3000
2024-04-30	$0.3000
2024-01-31	$0.3000
2023-10-31	$0.3000
2023-07-31	$0.3000
2023-04-28	$0.3000
2023-01-31	$0.3000
2022-10-31	$0.3000
2022-07-29	$0.3000
2022-04-29	$0.3000
2022-01-31	$0.3000
2021-10-29	$0.2500
2021-07-30	$0.2500
2021-04-29	$0.1900
2021-01-29	$0.1900
2020-10-29	$0.1900
2020-07-30	$0.1900
2020-04-30	$0.1900
2020-01-30	$0.1900
2019-10-31	$0.1700
2019-07-31	$0.1700
2019-04-30	$0.1700
2019-01-31	$0.1700
2018-10-31	$0.1500
2018-07-31	$0.1500
2018-04-30	$0.1300
2018-01-31	$0.1300
2017-10-31	$0.1200
2017-07-28	$0.1200
2017-04-27	$0.0800
2017-01-30	$0.0800
2016-10-28	$0.0800
2016-07-28	$0.0800

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

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -7.08%	23	0.76%	0.76%
-7.08% to -5.30%	21	0.69%	1.45%
-5.30% to -3.51%	101	3.33%	4.78%
-3.51% to -1.73%	327	10.79%	15.57%
-1.73% to 0.06%	1024	33.78%	49.36%
0.06% to 1.84%	1081	35.66%	85.02%
1.84% to 3.62%	325	10.72%	95.74%
3.62% to 5.41%	73	2.41%	98.15%
5.41% to 7.19%	35	1.15%	99.31%
Greater than 7.19%	21	0.69%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.32%	2.43%	80.17%	68.27%
±2σ	-4.70%	4.81%	95.51%	95.45%
±3σ	-7.08%	7.19%	98.55%	99.73%

Descriptive Statistics

均值	0.055%
Standard Error	0.043%
中位数	0.080%
Mode	0.000%
Standard Deviation	2.378%
Sample Variance	5.656%
峰度	13.03
偏度	-0.17
Range	43.219%
Minimum	-23.211%
Maximum	20.008%
Count	3031

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.576%	1570	51.80%	0.816%
负向	-1.611%	1432	47.24%	-0.761%
Zero	0.000%	29	0.96%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	2.99%
20	1 Month	3.09%
60	1 Quarter	3.34%
250	1 Year	2.80%
750	3 Years	3.04%
1,250	5 Years	3.30%
2,500	10 Years	3.11%
5,000	20 Years	3.01%
12,500	50 Years	3.01%

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 7.00. Further, an Excess 峰度 of 124.80 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -3.14%	0	0.00%	0.00%
-3.14% to -1.66%	0	0.00%	0.00%
-1.66% to -0.17%	0	0.00%	0.00%
-0.17% to 1.32%	330	10.88%	10.88%
1.32% to 2.81%	1609	53.07%	63.95%
2.81% to 4.29%	703	23.19%	87.14%
4.29% to 5.78%	224	7.39%	94.53%
5.78% to 7.27%	86	2.84%	97.36%
7.27% to 8.76%	43	1.42%	98.78%
Greater than 8.76%	37	1.22%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.82%	4.79%	89.22%	68.27%
±2σ	-1.16%	6.77%	96.70%	95.45%
±3σ	-3.14%	8.76%	98.78%	99.73%

Descriptive Statistics

均值	2.807%
Standard Error	0.036%
中位数	2.341%
Mode	1.216%
Standard Deviation	1.983%
Sample Variance	3.933%
峰度	124.80
偏度	7.00
Range	50.561%
Minimum	0.124%
Maximum	50.685%
Count	3032

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.807%	3032	100.00%	2.807%
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 11.28 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -5.70%	18	0.59%	0.59%
-5.70% to -4.27%	25	0.82%	1.42%
-4.27% to -2.83%	86	2.84%	4.25%
-2.83% to -1.39%	408	13.46%	17.71%
-1.39% to 0.05%	1052	34.70%	52.41%
0.05% to 1.49%	937	30.90%	83.31%
1.49% to 2.92%	327	10.78%	94.10%
2.92% to 4.36%	120	3.96%	98.05%
4.36% to 5.80%	35	1.15%	99.21%
Greater than 5.80%	24	0.79%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.87%	1.96%	76.62%	68.27%
±2σ	-3.79%	3.88%	95.32%	95.45%
±3σ	-5.70%	5.80%	98.61%	99.73%

Descriptive Statistics

均值	0.047%
Standard Error	0.035%
中位数	-0.030%
Mode	0.000%
Standard Deviation	1.917%
Sample Variance	3.674%
峰度	11.28
偏度	0.96
Range	34.465%
Minimum	-11.207%
Maximum	23.258%
Count	3032

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.430%	1473	48.58%	0.695%
负向	-1.291%	1522	50.20%	-0.648%
Zero	0.000%	37	1.22%	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 5.09 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -15.28%	8	1.27%	1.27%
-15.28% to -11.40%	4	0.63%	1.90%
-11.40% to -7.51%	18	2.85%	4.75%
-7.51% to -3.62%	81	12.84%	17.59%
-3.62% to 0.27%	199	31.54%	49.13%
0.27% to 4.15%	217	34.39%	83.52%
4.15% to 8.04%	66	10.46%	93.98%
8.04% to 11.93%	28	4.44%	98.42%
11.93% to 15.81%	6	0.95%	99.37%
Greater than 15.81%	4	0.63%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.92%	5.45%	80.35%	68.27%
±2σ	-10.10%	10.63%	95.72%	95.45%
±3σ	-15.28%	15.81%	98.10%	99.73%

Descriptive Statistics

均值	0.265%
Standard Error	0.206%
中位数	0.332%
Mode	0.000%
Standard Deviation	5.183%
Sample Variance	26.861%
峰度	5.09
偏度	-0.16
Range	52.773%
Minimum	-24.612%
Maximum	28.161%
Count	631

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.584%	340	53.88%	1.931%
负向	-3.651%	288	45.64%	-1.666%
Zero	0.000%	3	0.47%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	7.96%
12	1 Quarter	8.28%
52	1 Year	6.77%
156	3 Years	7.28%
260	5 Years	7.79%
520	10 Years	7.32%
1,040	20 Years	7.05%
2,600	50 Years	7.05%

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 4.30. Further, an Excess 峰度 of 33.14 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -9.26%	0	0.00%	0.00%
-9.26% to -5.12%	0	0.00%	0.00%
-5.12% to -0.99%	0	0.00%	0.00%
-0.99% to 3.14%	70	11.08%	11.08%
3.14% to 7.28%	342	54.11%	65.19%
7.28% to 11.41%	142	22.47%	87.66%
11.41% to 15.55%	46	7.28%	94.94%
15.55% to 19.68%	11	1.74%	96.68%
19.68% to 23.82%	8	1.27%	97.94%
Greater than 23.82%	13	2.06%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.77%	12.79%	90.98%	68.27%
±2σ	-3.75%	18.30%	96.20%	95.45%
±3σ	-9.26%	23.82%	97.94%	99.73%

Descriptive Statistics

均值	7.279%
Standard Error	0.219%
中位数	5.989%
Mode	3.312%
Standard Deviation	5.513%
Sample Variance	30.388%
峰度	33.14
偏度	4.30
Range	69.543%
Minimum	0.124%
Maximum	69.667%
Count	632

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.279%	632	100.00%	7.279%
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 1.63. Further, an Excess 峰度 of 9.73 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -15.53%	2	0.32%	0.32%
-15.53% to -11.62%	3	0.47%	0.79%
-11.62% to -7.70%	25	3.96%	4.75%
-7.70% to -3.79%	77	12.18%	16.93%
-3.79% to 0.12%	229	36.23%	53.16%
0.12% to 4.04%	201	31.80%	84.97%
4.04% to 7.95%	65	10.28%	95.25%
7.95% to 11.87%	15	2.37%	97.63%
11.87% to 15.78%	7	1.11%	98.73%
Greater than 15.78%	8	1.27%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.09%	5.34%	80.54%	68.27%
±2σ	-10.31%	10.56%	95.73%	95.45%
±3σ	-15.53%	15.78%	98.42%	99.73%

Descriptive Statistics

均值	0.124%
Standard Error	0.208%
中位数	-0.147%
Mode	0.000%
Standard Deviation	5.218%
Sample Variance	27.227%
峰度	9.73
偏度	1.63
Range	57.002%
Minimum	-20.830%
Maximum	36.172%
Count	632

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.783%	301	47.63%	1.802%
负向	-3.232%	328	51.90%	-1.677%
Zero	0.000%	3	0.47%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Left Skewed (负向 Asymmetry) with a 偏度 factor of -0.55. Further, an Excess 峰度 of 2.99 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -27.70%	1	0.68%	0.68%
-27.70% to -20.51%	3	2.04%	2.72%
-20.51% to -13.33%	6	4.08%	6.80%
-13.33% to -6.15%	17	11.56%	18.37%
-6.15% to 1.03%	46	31.29%	49.66%
1.03% to 8.22%	43	29.25%	78.91%
8.22% to 15.40%	26	17.69%	96.60%
15.40% to 22.58%	4	2.72%	99.32%
22.58% to 29.77%	0	0.00%	99.32%
Greater than 29.77%	1	0.68%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.54%	10.61%	74.83%	68.27%
±2σ	-18.12%	20.19%	95.24%	95.45%
±3σ	-27.70%	29.77%	98.64%	99.73%

Descriptive Statistics

均值	1.035%
Standard Error	0.790%
中位数	1.099%
Mode	-42.441%
Standard Deviation	9.577%
Sample Variance	91.717%
峰度	2.99
偏度	-0.55
Range	76.598%
Minimum	-42.441%
Maximum	34.157%
Count	147

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.312%	83	56.46%	4.129%
负向	-7.107%	64	43.54%	-3.094%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	15.02%
12	1 Year	14.24%
36	3 Years	15.21%
60	5 Years	15.99%
120	10 Years	15.46%
240	20 Years	14.64%
600	50 Years	14.64%

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 6.46. Further, an Excess 峰度 of 58.64 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -26.90%	0	0.00%	0.00%
-26.90% to -16.10%	0	0.00%	0.00%
-16.10% to -5.30%	0	0.00%	0.00%
-5.30% to 5.50%	8	5.41%	5.41%
5.50% to 16.31%	85	57.43%	62.84%
16.31% to 27.11%	43	29.05%	91.89%
27.11% to 37.91%	6	4.05%	95.95%
37.91% to 48.71%	3	2.03%	97.97%
48.71% to 59.52%	2	1.35%	99.32%
Greater than 59.52%	1	0.68%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.90%	30.71%	91.89%	68.27%
±2σ	-12.50%	45.11%	97.97%	95.45%
±3σ	-26.90%	59.52%	99.32%	99.73%

Descriptive Statistics

均值	16.306%
Standard Error	1.184%
中位数	13.093%
Mode	18.587%
Standard Deviation	14.403%
Sample Variance	207.456%
峰度	58.64
偏度	6.46
Range	154.817%
Minimum	0.124%
Maximum	154.941%
Count	148

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	16.306%	148	100.00%	16.306%
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 2.58. Further, an Excess 峰度 of 15.37 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -32.15%	0	0.00%	0.00%
-32.15% to -24.07%	1	0.68%	0.68%
-24.07% to -15.99%	3	2.03%	2.70%
-15.99% to -7.91%	22	14.86%	17.57%
-7.91% to 0.17%	56	37.84%	55.41%
0.17% to 8.25%	48	32.43%	87.84%
8.25% to 16.32%	10	6.76%	94.59%
16.32% to 24.40%	4	2.70%	97.30%
24.40% to 32.48%	3	2.03%	99.32%
Greater than 32.48%	1	0.68%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-10.60%	10.94%	83.11%	68.27%
±2σ	-21.37%	21.71%	96.62%	95.45%
±3σ	-32.15%	32.48%	99.32%	99.73%

Descriptive Statistics

均值	0.168%
Standard Error	0.885%
中位数	-0.743%
Mode	-25.362%
Standard Deviation	10.771%
Sample Variance	116.023%
峰度	15.37
偏度	2.58
Range	100.137%
Minimum	-25.362%
Maximum	74.775%
Count	148

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.142%	66	44.59%	3.631%
负向	-6.250%	82	55.41%	-3.463%
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 0.14. Further, an Excess 峰度 of 0.96 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -51.84%	0	0.00%	0.00%
-51.84% to -38.04%	1	2.04%	2.04%
-38.04% to -24.25%	0	0.00%	2.04%
-24.25% to -10.45%	11	22.45%	24.49%
-10.45% to 3.34%	13	26.53%	51.02%
3.34% to 17.14%	16	32.65%	83.67%
17.14% to 30.93%	4	8.16%	91.84%
30.93% to 44.73%	3	6.12%	97.96%
44.73% to 58.52%	1	2.04%	100.00%
Greater than 58.52%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-15.05%	21.73%	69.39%	68.27%
±2σ	-33.44%	40.13%	93.88%	95.45%
±3σ	-51.84%	58.52%	100.00%	99.73%

Descriptive Statistics

均值	3.342%
Standard Error	2.628%
中位数	3.214%
Mode	-48.284%
Standard Deviation	18.393%
Sample Variance	338.300%
峰度	0.96
偏度	0.14
Range	101.137%
Minimum	-48.284%
Maximum	52.853%
Count	49

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	14.435%	30	61.22%	8.838%
负向	-14.173%	19	38.78%	-5.496%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	26.12%
12	3 Years	27.71%
20	5 Years	28.22%
40	10 Years	28.28%
80	20 Years	26.64%
200	50 Years	26.64%

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 4.84. Further, an Excess 峰度 of 28.56 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -62.94%	0	0.00%	0.00%
-62.94% to -39.06%	0	0.00%	0.00%
-39.06% to -15.17%	0	0.00%	0.00%
-15.17% to 8.72%	1	2.00%	2.00%
8.72% to 32.61%	35	70.00%	72.00%
32.61% to 56.49%	10	20.00%	92.00%
56.49% to 80.38%	2	4.00%	96.00%
80.38% to 104.27%	1	2.00%	98.00%
104.27% to 128.16%	0	0.00%	98.00%
Greater than 128.16%	1	2.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.76%	64.46%	94.00%	68.27%
±2σ	-31.09%	96.31%	98.00%	95.45%
±3σ	-62.94%	128.16%	98.00%	99.73%

Descriptive Statistics

均值	32.606%
Standard Error	4.504%
中位数	24.955%
Mode	1.258%
Standard Deviation	31.850%
Sample Variance	1014.432%
峰度	28.56
偏度	4.84
Range	224.965%
Minimum	1.258%
Maximum	226.223%
Count	50

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	32.606%	50	100.00%	32.606%
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 2.07. Further, an Excess 峰度 of 8.73 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -60.50%	0	0.00%	0.00%
-60.50% to -45.20%	0	0.00%	0.00%
-45.20% to -29.91%	1	2.00%	2.00%
-29.91% to -14.61%	5	10.00%	12.00%
-14.61% to 0.69%	23	46.00%	58.00%
0.69% to 15.98%	12	24.00%	82.00%
15.98% to 31.28%	8	16.00%	98.00%
31.28% to 46.58%	0	0.00%	98.00%
46.58% to 61.88%	0	0.00%	98.00%
Greater than 61.88%	1	2.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-19.71%	21.08%	80.00%	68.27%
±2σ	-40.10%	41.48%	98.00%	95.45%
±3σ	-60.50%	61.88%	98.00%	99.73%

Descriptive Statistics

均值	0.688%
Standard Error	2.884%
中位数	-2.431%
Mode	-34.188%
Standard Deviation	20.396%
Sample Variance	416.003%
峰度	8.73
偏度	2.07
Range	130.466%
Minimum	-34.188%
Maximum	96.278%
Count	50

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	16.748%	22	44.00%	7.369%
负向	-12.372%	27	54.00%	-6.681%
Zero	0.000%	1	2.00%	0.000%

ALLY 深度分析报告