ANF 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	3.53%	2.59%	2.84%	4.87%	4.33%	4.41%	83.41	90.95	79.88	94.97
周度	8.00%	7.25%	8.16%	11.63%	9.52%	9.70%	79.19	95.80	72.00	105.37
月度	15.43%	16.25%	16.41%	25.93%	19.82%	20.20%	71.44	106.20	58.59	129.48
季度	29.88%	28.83%	31.07%	50.36%	34.33%	34.99%	61.79	122.78	43.83	173.08
Annual	—	—	—	—	68.67%	69.97%	43.83	173.08	22.06	343.92
Option Time Horizon	—	—	—	—	26.17%	26.66%	67.05	113.15	51.61	146.99

Calculation Notes: Computed at 2026-04-26T02:48 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $87.10 | Strike (K): $90.00 (first OTM call ≥ spot) | Observed Mid-价格: $8.1000 (Bid $7.7000 / Ask $8.5000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.00% | Binomial IV (Annual): 68.67% (CRR binomial tree, American, n=20 steps) | BS IV: 69.18% (European Black-Scholes) | Yahoo IV (Annual): 69.97% → 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
2020-03-05	$0.2000
2019-12-05	$0.2000
2019-09-05	$0.2000
2019-06-06	$0.2000
2019-03-07	$0.2000
2018-12-06	$0.2000
2018-09-06	$0.2000
2018-06-07	$0.2000
2018-03-08	$0.2000
2017-11-30	$0.2000
2017-08-30	$0.2000
2017-05-31	$0.2000
2017-03-01	$0.2000
2016-11-30	$0.2000
2016-08-31	$0.2000
2016-06-01	$0.2000
2016-03-02	$0.2000
2015-11-27	$0.2000
2015-08-28	$0.2000
2015-05-29	$0.2000
2015-02-27	$0.2000
2014-11-28	$0.2000
2014-08-28	$0.2000
2014-06-03	$0.2000
2014-03-04	$0.2000
2013-11-27	$0.2000
2013-08-29	$0.2000
2013-05-30	$0.2000
2013-02-28	$0.2000
2012-11-21	$0.1750
2012-08-23	$0.1750
2012-05-24	$0.1750
2012-02-23	$0.1750
2011-11-23	$0.1750
2011-08-25	$0.1750
2011-05-25	$0.1750
2011-02-23	$0.1750
2010-11-23	$0.1750
2010-08-25	$0.1750
2010-05-26	$0.1750
2010-02-24	$0.1750
2009-11-24	$0.1750
2009-08-26	$0.1750
2009-05-27	$0.1750
2009-02-25	$0.1750
2008-11-25	$0.1750
2008-08-27	$0.1750
2008-05-28	$0.1750
2008-02-27	$0.1750
2007-11-30	$0.1750
2007-08-30	$0.1750
2007-06-01	$0.1750
2007-03-02	$0.1750
2006-11-24	$0.1750
2006-08-25	$0.1750
2006-05-25	$0.1750
2006-02-24	$0.1750
2005-11-25	$0.1750
2005-08-26	$0.1750
2005-05-27	$0.1250
2005-02-25	$0.1250
2004-11-26	$0.1250
2004-08-27	$0.1250
2004-05-27	$0.1250
2004-03-05	$0.1250

收盘-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 10.68 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -10.49%	56	0.75%	0.75%
-10.49% to -7.84%	55	0.74%	1.49%
-7.84% to -5.20%	221	2.97%	4.46%
-5.20% to -2.55%	845	11.36%	15.82%
-2.55% to 0.10%	2589	34.80%	50.62%
0.10% to 2.74%	2495	33.53%	84.15%
2.74% to 5.39%	838	11.26%	95.42%
5.39% to 8.04%	216	2.90%	98.32%
8.04% to 10.68%	62	0.83%	99.15%
Greater than 10.68%	63	0.85%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.43%	3.62%	80.07%	68.27%
±2σ	-6.96%	7.15%	95.59%	95.45%
±3σ	-10.49%	10.68%	98.40%	99.73%

Descriptive Statistics

均值	0.095%
Standard Error	0.041%
中位数	0.056%
Mode	0.000%
Standard Deviation	3.529%
Sample Variance	12.451%
峰度	10.68
偏度	0.39
Range	66.122%
Minimum	-28.582%
Maximum	37.540%
Count	7440

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.444%	3769	50.66%	1.238%
负向	-2.374%	3583	48.16%	-1.143%
Zero	0.000%	88	1.18%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	4.82%
20	1 Month	4.68%
60	1 Quarter	4.94%
250	1 Year	4.73%
750	3 Years	4.67%
1,250	5 Years	4.87%
2,500	10 Years	4.85%
5,000	20 Years	4.34%
12,500	50 Years	4.43%

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 3.26. Further, an Excess 峰度 of 23.63 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -3.56%	0	0.00%	0.00%
-3.56% to -1.62%	0	0.00%	0.00%
-1.62% to 0.32%	0	0.00%	0.00%
0.32% to 2.26%	1247	16.76%	16.76%
2.26% to 4.20%	3385	45.49%	62.25%
4.20% to 6.14%	1690	22.71%	84.96%
6.14% to 8.08%	640	8.60%	93.56%
8.08% to 10.02%	241	3.24%	96.80%
10.02% to 11.96%	121	1.63%	98.43%
Greater than 11.96%	117	1.57%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.61%	6.79%	84.12%	68.27%
±2σ	-0.98%	9.38%	96.02%	95.45%
±3σ	-3.56%	11.96%	98.43%	99.73%

Descriptive Statistics

均值	4.201%
Standard Error	0.030%
中位数	3.580%
Mode	2.564%
Standard Deviation	2.588%
Sample Variance	6.698%
峰度	23.63
偏度	3.26
Range	44.271%
Minimum	0.649%
Maximum	44.920%
Count	7441

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.201%	7441	100.00%	4.201%
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 0.31. Further, an Excess 峰度 of 4.93 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -8.46%	44	0.59%	0.59%
-8.46% to -6.33%	71	0.95%	1.55%
-6.33% to -4.20%	288	3.87%	5.42%
-4.20% to -2.07%	969	13.02%	18.44%
-2.07% to 0.06%	2401	32.27%	50.71%
0.06% to 2.19%	2314	31.10%	81.80%
2.19% to 4.32%	945	12.70%	94.50%
4.32% to 6.45%	266	3.57%	98.08%
6.45% to 8.57%	100	1.34%	99.42%
Greater than 8.57%	43	0.58%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.78%	2.90%	75.69%	68.27%
±2σ	-5.62%	5.74%	95.14%	95.45%
±3σ	-8.46%	8.57%	98.83%	99.73%

Descriptive Statistics

均值	0.059%
Standard Error	0.033%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.838%
Sample Variance	8.053%
峰度	4.93
偏度	0.31
Range	43.216%
Minimum	-19.701%
Maximum	23.515%
Count	7441

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.119%	3718	49.97%	1.059%
负向	-2.041%	3645	48.98%	-1.000%
Zero	0.000%	78	1.05%	0.000%

收盘-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 4.19 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -23.53%	11	0.71%	0.71%
-23.53% to -17.53%	23	1.49%	2.20%
-17.53% to -11.53%	41	2.66%	4.86%
-11.53% to -5.53%	183	11.86%	16.72%
-5.53% to 0.47%	534	34.61%	51.33%
0.47% to 6.48%	484	31.37%	82.70%
6.48% to 12.48%	176	11.41%	94.10%
12.48% to 18.48%	62	4.02%	98.12%
18.48% to 24.48%	20	1.30%	99.42%
Greater than 24.48%	9	0.58%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.53%	8.48%	77.25%	68.27%
±2σ	-15.53%	16.48%	94.56%	95.45%
±3σ	-23.53%	24.48%	98.70%	99.73%

Descriptive Statistics

均值	0.475%
Standard Error	0.204%
中位数	0.253%
Mode	0.000%
Standard Deviation	8.002%
Sample Variance	64.039%
峰度	4.19
偏度	0.23
Range	93.207%
Minimum	-37.895%
Maximum	55.312%
Count	1543

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.962%	798	51.72%	3.083%
负向	-5.454%	738	47.83%	-2.609%
Zero	0.000%	7	0.45%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	11.42%
12	1 Quarter	10.92%
52	1 Year	12.19%
156	3 Years	11.47%
260	5 Years	11.63%
520	10 Years	11.55%
1,040	20 Years	10.28%
2,600	50 Years	10.66%

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 2.41. Further, an Excess 峰度 of 9.43 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -10.41%	0	0.00%	0.00%
-10.41% to -4.97%	0	0.00%	0.00%
-4.97% to 0.46%	0	0.00%	0.00%
0.46% to 5.89%	292	18.91%	18.91%
5.89% to 11.33%	681	44.11%	63.02%
11.33% to 16.76%	334	21.63%	84.65%
16.76% to 22.20%	119	7.71%	92.36%
22.20% to 27.63%	60	3.89%	96.24%
27.63% to 33.06%	27	1.75%	97.99%
Greater than 33.06%	31	2.01%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	4.08%	18.57%	83.23%	68.27%
±2σ	-3.16%	25.82%	94.95%	95.45%
±3σ	-10.41%	33.06%	97.99%	99.73%

Descriptive Statistics

均值	11.328%
Standard Error	0.184%
中位数	9.421%
Mode	6.298%
Standard Deviation	7.245%
Sample Variance	52.497%
峰度	9.43
偏度	2.41
Range	69.597%
Minimum	2.333%
Maximum	71.930%
Count	1544

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	11.328%	1544	100.00%	11.328%
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 1.33. Further, an Excess 峰度 of 7.38 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -24.20%	4	0.26%	0.26%
-24.20% to -18.08%	15	0.97%	1.23%
-18.08% to -11.95%	52	3.37%	4.60%
-11.95% to -5.83%	202	13.08%	17.68%
-5.83% to 0.29%	544	35.23%	52.91%
0.29% to 6.41%	486	31.48%	84.39%
6.41% to 12.53%	159	10.30%	94.69%
12.53% to 18.65%	44	2.85%	97.54%
18.65% to 24.77%	20	1.30%	98.83%
Greater than 24.77%	18	1.17%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.87%	8.45%	78.63%	68.27%
±2σ	-16.04%	16.61%	95.40%	95.45%
±3σ	-24.20%	24.78%	98.58%	99.73%

Descriptive Statistics

均值	0.289%
Standard Error	0.208%
中位数	-0.201%
Mode	0.000%
Standard Deviation	8.162%
Sample Variance	66.617%
峰度	7.38
偏度	1.33
Range	91.388%
Minimum	-28.676%
Maximum	62.712%
Count	1544

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.086%	755	48.90%	2.976%
负向	-5.305%	782	50.65%	-2.687%
Zero	0.000%	7	0.45%	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 0.61 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -44.45%	0	0.00%	0.00%
-44.45% to -32.88%	4	1.13%	1.13%
-32.88% to -21.30%	16	4.51%	5.63%
-21.30% to -9.72%	54	15.21%	20.85%
-9.72% to 1.85%	112	31.55%	52.39%
1.85% to 13.43%	96	27.04%	79.44%
13.43% to 25.00%	48	13.52%	92.96%
25.00% to 36.58%	18	5.07%	98.03%
36.58% to 48.15%	5	1.41%	99.44%
Greater than 48.15%	2	0.56%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-13.58%	17.29%	71.83%	68.27%
±2σ	-29.02%	32.72%	94.08%	95.45%
±3σ	-44.45%	48.15%	99.44%	99.73%

Descriptive Statistics

均值	1.852%
Standard Error	0.819%
中位数	1.292%
Mode	-10.204%
Standard Deviation	15.434%
Sample Variance	238.223%
峰度	0.61
偏度	0.22
Range	92.788%
Minimum	-42.121%
Maximum	50.667%
Count	355

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	12.882%	189	53.24%	6.858%
负向	-10.770%	165	46.48%	-5.006%
Zero	0.000%	1	0.28%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	18.90%
12	1 Year	27.31%
36	3 Years	26.62%
60	5 Years	25.93%
120	10 Years	26.08%
240	20 Years	22.65%
600	50 Years	23.51%

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 2.04. Further, an Excess 峰度 of 5.65 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -21.48%	0	0.00%	0.00%
-21.48% to -9.29%	0	0.00%	0.00%
-9.29% to 2.90%	0	0.00%	0.00%
2.90% to 15.09%	64	17.98%	17.98%
15.09% to 27.28%	166	46.63%	64.61%
27.28% to 39.47%	67	18.82%	83.43%
39.47% to 51.66%	30	8.43%	91.85%
51.66% to 63.85%	14	3.93%	95.79%
63.85% to 76.04%	8	2.25%	98.03%
Greater than 76.04%	7	1.97%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	11.03%	43.54%	82.02%	68.27%
±2σ	-5.23%	59.79%	95.22%	95.45%
±3σ	-21.48%	76.04%	98.03%	99.73%

Descriptive Statistics

均值	27.282%
Standard Error	0.861%
中位数	22.700%
Mode	25.797%
Standard Deviation	16.254%
Sample Variance	264.179%
峰度	5.65
偏度	2.04
Range	112.936%
Minimum	6.464%
Maximum	119.400%
Count	356

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	27.282%	356	100.00%	27.282%
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 1.10. Further, an Excess 峰度 of 2.73 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -48.52%	0	0.00%	0.00%
-48.52% to -36.22%	0	0.00%	0.00%
-36.22% to -23.91%	15	4.21%	4.21%
-23.91% to -11.60%	55	15.45%	19.66%
-11.60% to 0.70%	132	37.08%	56.74%
0.70% to 13.01%	93	26.12%	82.87%
13.01% to 25.32%	37	10.39%	93.26%
25.32% to 37.62%	14	3.93%	97.19%
37.62% to 49.93%	6	1.69%	98.88%
Greater than 49.93%	4	1.12%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-15.70%	17.11%	74.44%	68.27%
±2σ	-32.11%	33.52%	95.22%	95.45%
±3σ	-48.52%	49.93%	98.88%	99.73%

Descriptive Statistics

均值	0.705%
Standard Error	0.870%
中位数	-0.819%
Mode	-1.652%
Standard Deviation	16.409%
Sample Variance	269.266%
峰度	2.73
偏度	1.10
Range	106.714%
Minimum	-33.036%
Maximum	73.678%
Count	356

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	13.524%	168	47.19%	6.382%
负向	-10.808%	187	52.53%	-5.677%
Zero	0.000%	1	0.28%	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 -0.24 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -83.33%	0	0.00%	0.00%
-83.33% to -60.92%	0	0.00%	0.00%
-60.92% to -38.50%	5	4.24%	4.24%
-38.50% to -16.09%	21	17.80%	22.03%
-16.09% to 6.32%	39	33.05%	55.08%
6.32% to 28.73%	27	22.88%	77.97%
28.73% to 51.15%	15	12.71%	90.68%
51.15% to 73.56%	10	8.47%	99.15%
73.56% to 95.97%	1	0.85%	100.00%
Greater than 95.97%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-23.56%	36.21%	66.10%	68.27%
±2σ	-53.45%	66.09%	97.46%	95.45%
±3σ	-83.33%	95.97%	100.00%	99.73%

Descriptive Statistics

均值	6.322%
Standard Error	2.751%
中位数	3.208%
Mode	-51.520%
Standard Deviation	29.884%
Sample Variance	893.037%
峰度	-0.24
偏度	0.40
Range	144.906%
Minimum	-51.520%
Maximum	93.386%
Count	118

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	26.995%	66	55.93%	15.099%
负向	-19.917%	52	44.07%	-8.777%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	53.97%
12	3 Years	54.73%
20	5 Years	50.36%
40	10 Years	51.10%
80	20 Years	42.97%
200	50 Years	43.54%

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 1.18. Further, an Excess 峰度 of 1.08 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -30.98%	0	0.00%	0.00%
-30.98% to -9.35%	0	0.00%	0.00%
-9.35% to 12.27%	0	0.00%	0.00%
12.27% to 33.89%	30	25.21%	25.21%
33.89% to 55.51%	39	32.77%	57.98%
55.51% to 77.13%	27	22.69%	80.67%
77.13% to 98.75%	11	9.24%	89.92%
98.75% to 120.37%	7	5.88%	95.80%
120.37% to 141.99%	4	3.36%	99.16%
Greater than 141.99%	1	0.84%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	26.68%	84.34%	75.63%	68.27%
±2σ	-2.15%	113.16%	94.96%	95.45%
±3σ	-30.97%	141.99%	99.16%	99.73%

Descriptive Statistics

均值	55.509%
Standard Error	2.643%
中位数	47.855%
Mode	17.987%
Standard Deviation	28.828%
Sample Variance	831.047%
峰度	1.08
偏度	1.18
Range	125.491%
Minimum	17.987%
Maximum	143.478%
Count	119

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	55.509%	119	100.00%	55.509%
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 1.06. Further, an Excess 峰度 of 1.27 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -90.63%	0	0.00%	0.00%
-90.63% to -67.33%	0	0.00%	0.00%
-67.33% to -44.02%	1	0.84%	0.84%
-44.02% to -20.72%	27	22.69%	23.53%
-20.72% to 2.59%	42	35.29%	58.82%
2.59% to 25.89%	28	23.53%	82.35%
25.89% to 49.20%	9	7.56%	89.92%
49.20% to 72.50%	8	6.72%	96.64%
72.50% to 95.81%	3	2.52%	99.16%
Greater than 95.81%	1	0.84%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-28.48%	33.66%	73.11%	68.27%
±2σ	-59.56%	64.73%	95.80%	95.45%
±3σ	-90.63%	95.81%	99.16%	99.73%

Descriptive Statistics

均值	2.588%
Standard Error	2.848%
中位数	-2.375%
Mode	0.000%
Standard Deviation	31.073%
Sample Variance	965.506%
峰度	1.27
偏度	1.06
Range	153.682%
Minimum	-46.987%
Maximum	106.695%
Count	119

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	29.561%	52	43.70%	12.917%
负向	-18.912%	65	54.62%	-10.330%
Zero	0.000%	2	1.68%	0.000%

ANF 深度分析报告