AMAT 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	3.03%	2.35%	2.59%	3.58%	3.76%	3.79%	401.64	433.03	386.82	449.63
周度	6.70%	5.88%	6.67%	8.67%	8.28%	8.34%	383.90	453.05	353.39	492.16
月度	13.27%	13.54%	13.09%	18.46%	17.24%	17.36%	351.00	495.50	295.42	588.72
季度	24.67%	24.44%	23.11%	31.68%	29.86%	30.07%	309.39	562.15	229.53	757.74
Annual	—	—	—	—	59.72%	60.14%	229.53	757.74	126.32	1376.79
Option Time Horizon	—	—	—	—	22.76%	22.92%	332.16	523.60	264.56	657.40

Calculation Notes: Computed at 2026-04-26T02:44 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $417.04 | Strike (K): $420.00 (first OTM call ≥ spot) | Observed Mid-价格: $37.0750 (Bid $36.0500 / Ask $38.1000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.46% | Binomial IV (Annual): 59.72% (CRR binomial tree, American, n=20 steps) | BS IV: 59.35% (European Black-Scholes) | Yahoo IV (Annual): 60.14% → 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
2026-02-19	$0.4600
2025-11-20	$0.4600
2025-08-21	$0.4600
2025-05-22	$0.4600
2025-02-20	$0.4000
2024-11-21	$0.4000
2024-08-22	$0.4000
2024-05-22	$0.4000
2024-02-21	$0.3200
2023-11-22	$0.3200
2023-08-23	$0.3200
2023-05-24	$0.3200
2023-02-22	$0.2600
2022-11-23	$0.2600
2022-08-24	$0.2600
2022-05-25	$0.2600
2022-02-22	$0.2400
2021-11-24	$0.2400
2021-08-25	$0.2400
2021-05-26	$0.2400
2021-02-24	$0.2200
2020-11-18	$0.2200
2020-08-19	$0.2200
2020-05-20	$0.2200
2020-02-18	$0.2100
2019-11-20	$0.2100
2019-08-21	$0.2100
2019-05-22	$0.2100
2019-02-20	$0.2000
2018-11-21	$0.2000
2018-08-22	$0.2000
2018-05-23	$0.2000
2018-02-20	$0.1000
2017-11-22	$0.1000
2017-08-22	$0.1000
2017-05-23	$0.1000
2017-02-17	$0.1000
2016-11-22	$0.1000
2016-08-23	$0.1000
2016-05-24	$0.1000
2016-02-23	$0.1000
2015-11-17	$0.1000
2015-08-18	$0.1000
2015-05-19	$0.1000
2015-02-13	$0.1000
2014-11-18	$0.1000
2014-08-19	$0.1000
2014-05-20	$0.1000
2014-02-14	$0.1000
2013-11-19	$0.1000
2013-08-20	$0.1000
2013-05-21	$0.1000
2013-02-15	$0.0900
2012-11-19	$0.0900
2012-08-21	$0.0900
2012-05-22	$0.0900
2012-02-21	$0.0800
2011-11-21	$0.0800
2011-08-29	$0.0800
2011-05-27	$0.0800
2011-02-28	$0.0700
2010-11-22	$0.0700
2010-08-23	$0.0700
2010-05-24	$0.0700
2010-02-22	$0.0600
2009-11-09	$0.0600
2009-08-11	$0.0600
2009-05-12	$0.0600
2009-02-10	$0.0600
2008-11-10	$0.0600
2008-08-12	$0.0600
2008-05-13	$0.0600
2008-02-12	$0.0600
2007-11-13	$0.0600
2007-08-14	$0.0600
2007-05-15	$0.0600
2007-02-13	$0.0500
2006-11-14	$0.0500
2006-08-15	$0.0500
2006-05-16	$0.0500
2006-02-14	$0.0300
2005-11-15	$0.0300
2005-08-15	$0.0300
2005-05-16	$0.0300

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.29. Further, an Excess 峰度 of 3.98 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%	59	0.51%	0.51%
-8.98% to -6.71%	138	1.20%	1.71%
-6.71% to -4.43%	454	3.93%	5.64%
-4.43% to -2.15%	1410	12.21%	17.85%
-2.15% to 0.12%	4077	35.32%	53.17%
0.12% to 2.40%	3353	29.05%	82.22%
2.40% to 4.67%	1368	11.85%	94.07%
4.67% to 6.95%	436	3.78%	97.84%
6.95% to 9.22%	166	1.44%	99.28%
Greater than 9.22%	83	0.72%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.91%	3.15%	75.75%	68.27%
±2σ	-5.95%	6.19%	94.50%	95.45%
±3σ	-8.98%	9.22%	98.77%	99.73%

Descriptive Statistics

均值	0.121%
Standard Error	0.028%
中位数	0.000%
Mode	0.000%
Standard Deviation	3.034%
Sample Variance	9.207%
峰度	3.98
偏度	0.29
Range	47.407%
Minimum	-21.774%
Maximum	25.633%
Count	11544

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.367%	5563	48.19%	1.141%
负向	-2.206%	5335	46.21%	-1.019%
Zero	0.000%	646	5.60%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	3.00%
20	1 Month	3.81%
60	1 Quarter	4.63%
250	1 Year	3.63%
750	3 Years	3.41%
1,250	5 Years	3.58%
2,500	10 Years	3.36%
5,000	20 Years	3.14%
12,500	50 Years	3.87%

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

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -3.44%	0	0.00%	0.00%
-3.44% to -1.68%	0	0.00%	0.00%
-1.68% to 0.08%	0	0.00%	0.00%
0.08% to 1.84%	2331	20.19%	20.19%
1.84% to 3.60%	4878	42.25%	62.44%
3.60% to 5.36%	2399	20.78%	83.22%
5.36% to 7.12%	1052	9.11%	92.33%
7.12% to 8.88%	476	4.12%	96.46%
8.88% to 10.64%	202	1.75%	98.21%
Greater than 10.64%	207	1.79%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.25%	5.95%	81.19%	68.27%
±2σ	-1.10%	8.30%	95.51%	95.45%
±3σ	-3.44%	10.64%	98.21%	99.73%

Descriptive Statistics

均值	3.600%
Standard Error	0.022%
中位数	2.985%
Mode	2.500%
Standard Deviation	2.348%
Sample Variance	5.511%
峰度	8.04
偏度	2.15
Range	27.367%
Minimum	0.357%
Maximum	27.724%
Count	11545

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.600%	11545	100.00%	3.600%
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 0.09. Further, an Excess 峰度 of 3.81 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -7.66%	84	0.73%	0.73%
-7.66% to -5.72%	147	1.27%	2.00%
-5.72% to -3.78%	420	3.64%	5.64%
-3.78% to -1.84%	1359	11.77%	17.41%
-1.84% to 0.10%	4214	36.50%	53.91%
0.10% to 2.04%	3330	28.84%	82.75%
2.04% to 3.98%	1327	11.49%	94.25%
3.98% to 5.92%	417	3.61%	97.86%
5.92% to 7.86%	156	1.35%	99.21%
Greater than 7.86%	91	0.79%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.49%	2.69%	76.30%	68.27%
±2σ	-5.08%	5.27%	94.23%	95.45%
±3σ	-7.66%	7.86%	98.48%	99.73%

Descriptive Statistics

均值	0.098%
Standard Error	0.024%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.587%
Sample Variance	6.695%
峰度	3.81
偏度	0.09
Range	42.935%
Minimum	-21.285%
Maximum	21.650%
Count	11545

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.025%	5439	47.11%	0.954%
负向	-1.961%	5040	43.66%	-0.856%
Zero	0.000%	1066	9.23%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.07. Further, an Excess 峰度 of 2.77 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -19.50%	12	0.50%	0.50%
-19.50% to -14.48%	28	1.16%	1.66%
-14.48% to -9.46%	100	4.16%	5.82%
-9.46% to -4.43%	330	13.72%	19.54%
-4.43% to 0.59%	750	31.19%	50.73%
0.59% to 5.61%	746	31.02%	81.75%
5.61% to 10.63%	299	12.43%	94.18%
10.63% to 15.66%	90	3.74%	97.92%
15.66% to 20.68%	32	1.33%	99.25%
Greater than 20.68%	18	0.75%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.11%	7.29%	73.22%	68.27%
±2σ	-12.81%	13.98%	94.84%	95.45%
±3σ	-19.50%	20.68%	98.75%	99.73%

Descriptive Statistics

均值	0.588%
Standard Error	0.137%
中位数	0.463%
Mode	0.000%
Standard Deviation	6.697%
Sample Variance	44.849%
峰度	2.77
偏度	0.07
Range	81.252%
Minimum	-48.947%
Maximum	32.305%
Count	2405

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.228%	1274	52.97%	2.769%
负向	-4.849%	1082	44.99%	-2.182%
Zero	0.000%	49	2.04%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	10.37%
12	1 Quarter	11.66%
52	1 Year	9.00%
156	3 Years	8.38%
260	5 Years	8.67%
520	10 Years	8.13%
1,040	20 Years	7.33%
2,600	50 Years	9.28%

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 2.22. Further, an Excess 峰度 of 11.03 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -7.98%	0	0.00%	0.00%
-7.98% to -3.57%	0	0.00%	0.00%
-3.57% to 0.84%	0	0.00%	0.00%
0.84% to 5.25%	502	20.86%	20.86%
5.25% to 9.66%	969	40.27%	61.14%
9.66% to 14.07%	523	21.74%	82.88%
14.07% to 18.49%	235	9.77%	92.64%
18.49% to 22.90%	97	4.03%	96.67%
22.90% to 27.31%	37	1.54%	98.21%
Greater than 27.31%	43	1.79%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	3.78%	15.54%	79.38%	68.27%
±2σ	-2.10%	21.43%	95.72%	95.45%
±3σ	-7.98%	27.31%	98.21%	99.73%

Descriptive Statistics

均值	9.663%
Standard Error	0.120%
中位数	8.205%
Mode	6.667%
Standard Deviation	5.882%
Sample Variance	34.603%
峰度	11.03
偏度	2.22
Range	75.989%
Minimum	1.094%
Maximum	77.083%
Count	2406

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	9.663%	2406	100.00%	9.663%
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 8.48 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -19.94%	6	0.25%	0.25%
-19.94% to -14.94%	26	1.08%	1.33%
-14.94% to -9.94%	81	3.37%	4.70%
-9.94% to -4.93%	323	13.42%	18.12%
-4.93% to 0.07%	847	35.20%	53.33%
0.07% to 5.07%	699	29.05%	82.38%
5.07% to 10.08%	278	11.55%	93.93%
10.08% to 15.08%	93	3.87%	97.80%
15.08% to 20.08%	30	1.25%	99.04%
Greater than 20.08%	23	0.96%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.60%	6.74%	75.10%	68.27%
±2σ	-13.27%	13.41%	95.05%	95.45%
±3σ	-19.94%	20.08%	98.79%	99.73%

Descriptive Statistics

均值	0.070%
Standard Error	0.136%
中位数	-0.232%
Mode	0.000%
Standard Deviation	6.671%
Sample Variance	44.507%
峰度	8.48
偏度	1.08
Range	99.477%
Minimum	-24.219%
Maximum	75.258%
Count	2406

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.212%	1130	46.97%	2.448%
负向	-4.682%	1222	50.79%	-2.378%
Zero	0.000%	54	2.24%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.40. Further, an Excess 峰度 of 0.75 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -37.37%	1	0.18%	0.18%
-37.37% to -27.42%	3	0.54%	0.72%
-27.42% to -17.47%	24	4.34%	5.06%
-17.47% to -7.51%	89	16.09%	21.16%
-7.51% to 2.44%	178	32.19%	53.35%
2.44% to 12.39%	145	26.22%	79.57%
12.39% to 22.35%	73	13.20%	92.77%
22.35% to 32.30%	23	4.16%	96.93%
32.30% to 42.25%	14	2.53%	99.46%
Greater than 42.25%	3	0.54%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-10.83%	15.71%	72.88%	68.27%
±2σ	-24.10%	28.98%	94.21%	95.45%
±3σ	-37.37%	42.25%	99.28%	99.73%

Descriptive Statistics

均值	2.440%
Standard Error	0.564%
中位数	1.571%
Mode	0.000%
Standard Deviation	13.271%
Sample Variance	176.112%
峰度	0.75
偏度	0.40
Range	95.031%
Minimum	-47.008%
Maximum	48.023%
Count	553

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	11.986%	296	53.53%	6.416%
负向	-8.656%	254	45.93%	-3.976%
Zero	0.000%	3	0.54%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	25.07%
12	1 Year	22.20%
36	3 Years	18.83%
60	5 Years	18.46%
120	10 Years	17.65%
240	20 Years	15.77%
600	50 Years	20.08%

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 4.78. Further, an Excess 峰度 of 51.33 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -18.05%	0	0.00%	0.00%
-18.05% to -7.89%	0	0.00%	0.00%
-7.89% to 2.26%	0	0.00%	0.00%
2.26% to 12.41%	86	15.52%	15.52%
12.41% to 22.56%	242	43.68%	59.21%
22.56% to 32.71%	149	26.90%	86.10%
32.71% to 42.87%	44	7.94%	94.04%
42.87% to 53.02%	20	3.61%	97.65%
53.02% to 63.17%	7	1.26%	98.92%
Greater than 63.17%	6	1.08%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	9.03%	36.10%	84.12%	68.27%
±2σ	-4.51%	49.63%	96.57%	95.45%
±3σ	-18.05%	63.17%	98.92%	99.73%

Descriptive Statistics

均值	22.561%
Standard Error	0.575%
中位数	19.470%
Mode	19.048%
Standard Deviation	13.536%
Sample Variance	183.234%
峰度	51.33
偏度	4.78
Range	191.772%
Minimum	6.006%
Maximum	197.778%
Count	554

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	22.561%	554	100.00%	22.561%
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 0.89. Further, an Excess 峰度 of 4.16 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -39.67%	0	0.00%	0.00%
-39.67% to -29.86%	3	0.54%	0.54%
-29.86% to -20.04%	25	4.51%	5.05%
-20.04% to -10.22%	89	16.06%	21.12%
-10.22% to -0.41%	171	30.87%	51.99%
-0.41% to 9.41%	160	28.88%	80.87%
9.41% to 19.23%	69	12.45%	93.32%
19.23% to 29.04%	27	4.87%	98.19%
29.04% to 38.86%	6	1.08%	99.28%
Greater than 38.86%	4	0.72%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-13.50%	12.68%	74.37%	68.27%
±2σ	-26.58%	25.77%	95.49%	95.45%
±3σ	-39.67%	38.86%	99.28%	99.73%

Descriptive Statistics

均值	-0.406%
Standard Error	0.556%
中位数	-1.075%
Mode	0.000%
Standard Deviation	13.089%
Sample Variance	171.311%
峰度	4.16
偏度	0.89
Range	120.855%
Minimum	-32.146%
Maximum	88.709%
Count	554

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	10.215%	259	46.75%	4.776%
负向	-9.831%	292	52.71%	-5.182%
Zero	0.000%	3	0.54%	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 0.64. Further, an Excess 峰度 of 0.70 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -66.43%	0	0.00%	0.00%
-66.43% to -47.93%	1	0.54%	0.54%
-47.93% to -29.43%	7	3.80%	4.35%
-29.43% to -10.93%	33	17.93%	22.28%
-10.93% to 7.57%	60	32.61%	54.89%
7.57% to 26.08%	46	25.00%	79.89%
26.08% to 44.58%	21	11.41%	91.30%
44.58% to 63.08%	9	4.89%	96.20%
63.08% to 81.58%	5	2.72%	98.91%
Greater than 81.58%	2	1.09%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-17.09%	32.24%	74.46%	68.27%
±2σ	-41.76%	56.91%	94.57%	95.45%
±3σ	-66.43%	81.58%	98.91%	99.73%

Descriptive Statistics

均值	7.574%
Standard Error	1.819%
中位数	5.476%
Mode	-4.545%
Standard Deviation	24.669%
Sample Variance	608.583%
峰度	0.70
偏度	0.64
Range	136.401%
Minimum	-49.640%
Maximum	86.761%
Count	184

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	22.545%	109	59.24%	13.355%
负向	-14.185%	75	40.76%	-5.782%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	46.45%
12	3 Years	34.73%
20	5 Years	31.68%
40	10 Years	32.47%
80	20 Years	27.98%
200	50 Years	35.88%

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 2.03. Further, an Excess 峰度 of 8.08 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -29.83%	0	0.00%	0.00%
-29.83% to -11.50%	0	0.00%	0.00%
-11.50% to 6.83%	0	0.00%	0.00%
6.83% to 25.16%	41	22.16%	22.16%
25.16% to 43.50%	72	38.92%	61.08%
43.50% to 61.83%	40	21.62%	82.70%
61.83% to 80.16%	17	9.19%	91.89%
80.16% to 98.50%	10	5.41%	97.30%
98.50% to 116.83%	3	1.62%	98.92%
Greater than 116.83%	2	1.08%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	19.05%	67.94%	78.38%	68.27%
±2σ	-5.39%	92.39%	96.76%	95.45%
±3σ	-29.83%	116.83%	98.92%	99.73%

Descriptive Statistics

均值	43.498%
Standard Error	1.797%
中位数	37.842%
Mode	24.211%
Standard Deviation	24.444%
Sample Variance	597.501%
峰度	8.08
偏度	2.03
Range	187.534%
Minimum	10.244%
Maximum	197.778%
Count	185

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	43.498%	185	100.00%	43.498%
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 0.97. Further, an Excess 峰度 of 1.94 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -71.03%	0	0.00%	0.00%
-71.03% to -53.69%	0	0.00%	0.00%
-53.69% to -36.36%	8	4.32%	4.32%
-36.36% to -19.02%	32	17.30%	21.62%
-19.02% to -1.69%	61	32.97%	54.59%
-1.69% to 15.65%	51	27.57%	82.16%
15.65% to 32.98%	16	8.65%	90.81%
32.98% to 50.32%	12	6.49%	97.30%
50.32% to 67.66%	3	1.62%	98.92%
Greater than 67.66%	2	1.08%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-24.80%	21.43%	75.14%	68.27%
±2σ	-47.91%	44.54%	95.68%	95.45%
±3σ	-71.03%	67.66%	98.92%	99.73%

Descriptive Statistics

均值	-1.686%
Standard Error	1.699%
中位数	-4.615%
Mode	4.762%
Standard Deviation	23.114%
Sample Variance	534.276%
峰度	1.94
偏度	0.97
Range	143.472%
Minimum	-46.329%
Maximum	97.143%
Count	185

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	18.991%	77	41.62%	7.904%
负向	-16.427%	108	58.38%	-9.590%
Zero	0.000%	0	0.00%	0.000%

AMAT 深度分析报告