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AON 深度分析报告

Aon plc | 分类： Equity Mega Cap | 年化股息率： 0.90% ($2.91) | 最后更新: 2026-04-26 | 数据区间: 1980-06-01 → 2026-04-01 (551 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 1.73% 1.49% 1.51% 1.98% 1.86% 2.04% 315.21 327.18 309.40 333.33
周度 3.86% 4.01% 3.91% 4.61% 4.10% 4.48% 308.24 334.58 295.85 348.59
月度 7.38% 8.63% 7.51% 10.22% 8.54% 9.33% 294.86 349.76 270.74 380.92
季度 11.58% 12.96% 11.56% 17.33% 14.78% 16.17% 277.00 372.31 238.93 431.63
Annual — — — — 29.57% 32.34% 238.93 431.63 177.77 580.14
Option Time Horizon — — — — 11.27% 12.32% 286.92 359.44 256.34 402.31
Calculation Notes: Computed at 2026-04-26T02:45 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $321.14  |  Strike (K): $330.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $11.3000 (Bid $10.5000 / Ask $12.1000)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 0.90%  |  Binomial IV (Annual): 29.57% (CRR binomial tree, American, n=20 steps)  |  BS IV: 29.93% (European Black-Scholes)  |  Yahoo IV (Annual): 32.34% → 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
2025-08-01 $0.7450
2025-05-01 $0.7450
2025-02-03 $0.6750
2024-11-01 $0.6750
2024-08-01 $0.6750
2024-04-30 $0.6750
2024-01-31 $0.6150
2023-10-31 $0.6150
2023-07-31 $0.6150
2023-04-28 $0.6150
2023-01-31 $0.5600
2022-10-31 $0.5600
2022-07-29 $0.5600
2022-04-29 $0.5600
2022-01-31 $0.5100
2021-10-29 $0.5100
2021-07-30 $0.5100
2021-04-30 $0.5100
2021-01-29 $0.4600
2020-10-30 $0.4600
2020-07-31 $0.4400
2020-04-30 $0.4400
2020-01-31 $0.4400
2019-10-31 $0.4400
2019-07-31 $0.4400
2019-04-30 $0.4400
2019-01-31 $0.4000
2018-10-31 $0.4000
2018-08-09 $0.4000
2018-07-31 $0.4000
2018-04-30 $0.4000
2018-01-31 $0.3600
2017-10-31 $0.3600
2017-07-28 $0.3600
2017-04-27 $0.3600
2017-01-30 $0.3300
2016-10-28 $0.3300
2016-07-28 $0.3300
2016-04-28 $0.3300
2016-01-28 $0.3000
2015-10-29 $0.3000
2015-07-30 $0.3000
2015-04-29 $0.3000
2015-01-29 $0.2500
2014-10-30 $0.2500
2014-07-30 $0.2500
2014-04-29 $0.2500
2014-01-30 $0.1750
2013-10-30 $0.1750
2013-07-30 $0.1750
2013-04-29 $0.1750
2013-01-30 $0.1580
2012-10-31 $0.1580
2012-07-30 $0.1580
2012-04-27 $0.1580
2012-01-30 $0.1500
2011-10-28 $0.1500
2011-07-28 $0.1500
2011-04-28 $0.1500
2011-01-28 $0.1500
2010-10-28 $0.1500
2010-07-29 $0.1500
2010-04-29 $0.1500
2010-01-28 $0.1500
2009-10-29 $0.1500
2009-07-30 $0.1500
2009-04-29 $0.1500
2009-01-29 $0.1500
2008-10-30 $0.1500
2008-07-30 $0.1500
2008-04-29 $0.1500
2008-01-30 $0.1500
2007-10-30 $0.1500
2007-07-30 $0.1500
2007-04-27 $0.1500
2007-01-30 $0.1500
2006-10-30 $0.1500
2006-07-28 $0.1500
2006-04-28 $0.1500
2006-01-30 $0.1500
2005-10-28 $0.1500
2005-07-29 $0.1500
2005-04-29 $0.1500
2005-02-01 $0.1500
2004-10-29 $0.1500
2004-07-30 $0.1500
2004-04-30 $0.1500
2004-02-06 $0.1500
2003-10-31 $0.1500
2003-08-01 $0.1500
2003-04-29 $0.1500
2003-02-10 $0.1500
2002-11-06 $0.1500
2002-07-30 $0.2250
2002-04-30 $0.2250
2002-02-08 $0.2250
2001-10-30 $0.2250
2001-07-31 $0.2250
2001-05-01 $0.2250
2001-02-06 $0.2200
2000-10-31 $0.2200
2000-07-28 $0.2200
2000-04-28 $0.2200
2000-02-04 $0.2100
1999-10-29 $0.2100
1999-07-30 $0.2100
1999-04-30 $0.2067
1999-02-05 $0.1867
1998-10-30 $0.1867
1998-08-03 $0.1867
1998-05-01 $0.1867
1998-02-06 $0.1733
1997-10-31 $0.1733
1997-08-01 $0.1733
1997-04-29 $0.1733
1997-02-07 $0.1600
1996-10-15 $0.1600
1996-07-30 $0.1600
1996-04-30 $0.1600
1996-02-06 $0.1511
1995-10-31 $0.1511
1995-07-28 $0.1511
1995-04-26 $0.1511
1995-02-03 $0.1422
1994-10-26 $0.1422
1994-07-27 $0.1422
1994-04-28 $0.1422
1994-02-02 $0.1333
1993-10-27 $0.1333
1993-07-28 $0.1333
1993-04-28 $0.1333
1993-01-28 $0.1244
1992-10-28 $0.1244
1992-07-29 $0.1244
1992-04-29 $0.1244
1992-01-30 $0.1185
1991-10-30 $0.1185
1991-07-31 $0.1185
1991-05-01 $0.1185
1991-01-31 $0.1126
1990-10-31 $0.1126
1990-08-01 $0.1126
1990-05-02 $0.1126
1990-02-01 $0.1037
1989-11-01 $0.1037
1989-08-02 $0.1037
1989-05-03 $0.1037
1989-02-02 $0.0948
1988-11-02 $0.0948
1988-08-03 $0.0948
1988-04-27 $0.0948
1988-01-27 $0.0889
1984-07-26 $0.0770
1984-04-26 $0.0770
1984-02-03 $0.0741
1983-10-27 $0.0741
1983-07-28 $0.0741
1983-05-03 $0.0741
1983-01-28 $0.0741
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Left Skewed (负向 Asymmetry) with a 偏度 factor of -0.71. Further, an Excess 峰度 of 26.71 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.13%820.71%0.71%
-5.13% to -3.83%960.83%1.54%
-3.83% to -2.53%3202.77%4.31%
-2.53% to -1.23%127211.00%15.30%
-1.23% to 0.06%421436.43%51.74%
0.06% to 1.36%382333.05%84.79%
1.36% to 2.66%121610.51%95.31%
2.66% to 3.96%3563.08%98.38%
3.96% to 5.26%1161.00%99.39%
Greater than 5.26%710.61%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.67%1.80% 79.90%68.27%
±2σ -3.40%3.53% 95.81%95.45%
±3σ -5.13%5.26% 98.68%99.73%
Descriptive Statistics
均值0.064%
Standard Error0.016%
中位数0.000%
Mode0.000%
Standard Deviation1.731%
Sample Variance2.995%
峰度26.71
偏度-0.71
Range52.419%
Minimum-30.330%
Maximum22.089%
Count11566
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.212% 5730 49.54% 0.600%
负向 -1.186% 5228 45.20% -0.536%
Zero 0.000% 608 5.26% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 1.90%
20 1 Month 2.61%
60 1 Quarter 2.68%
250 1 Year 2.03%
750 3 Years 1.85%
1,250 5 Years 1.98%
2,500 10 Years 1.90%
5,000 20 Years 1.96%
12,500 50 Years 2.12%
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 4.31. Further, an Excess 峰度 of 40.01 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -2.45%00.00%0.00%
-2.45% to -1.33%00.00%0.00%
-1.33% to -0.21%00.00%0.00%
-0.21% to 0.91%137811.91%11.91%
0.91% to 2.03%604752.28%64.19%
2.03% to 3.15%259022.39%86.58%
3.15% to 4.27%8687.50%94.09%
4.27% to 5.39%3513.03%97.12%
5.39% to 6.50%1371.18%98.31%
Greater than 6.50%1961.69%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.54%3.52% 88.23%68.27%
±2σ -0.96%5.01% 96.39%95.45%
±3σ -2.45%6.50% 98.31%99.73%
Descriptive Statistics
均值2.029%
Standard Error0.014%
中位数1.661%
Mode1.370%
Standard Deviation1.492%
Sample Variance2.227%
峰度40.01
偏度4.31
Range31.148%
Minimum0.220%
Maximum31.368%
Count11567
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.029% 11567 100.00% 2.029%
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 0.41. Further, an Excess 峰度 of 10.90 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.59%720.62%0.62%
-4.59% to -3.45%1211.05%1.67%
-3.45% to -2.32%3783.27%4.94%
-2.32% to -1.19%134011.58%16.52%
-1.19% to -0.05%361731.27%47.79%
-0.05% to 1.08%416235.98%83.77%
1.08% to 2.21%132411.45%95.22%
2.21% to 3.35%3523.04%98.26%
3.35% to 4.48%1080.93%99.20%
Greater than 4.48%930.80%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.56%1.46% 78.26%68.27%
±2σ -3.08%2.97% 95.28%95.45%
±3σ -4.59%4.48% 98.57%99.73%
Descriptive Statistics
均值-0.054%
Standard Error0.014%
中位数0.000%
Mode0.000%
Standard Deviation1.511%
Sample Variance2.284%
峰度10.90
偏度0.41
Range36.645%
Minimum-17.577%
Maximum19.068%
Count11567
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.091% 5191 44.88% 0.490%
负向 -1.108% 5672 49.04% -0.543%
Zero 0.000% 704 6.09% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.12. Further, an Excess 峰度 of 6.86 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -11.28%180.75%0.75%
-11.28% to -8.38%241.00%1.75%
-8.38% to -5.48%763.17%4.93%
-5.48% to -2.58%27811.61%16.53%
-2.58% to 0.31%79533.19%49.73%
0.31% to 3.21%81934.20%83.92%
3.21% to 6.11%25710.73%94.66%
6.11% to 9.01%843.51%98.16%
9.01% to 11.90%251.04%99.21%
Greater than 11.90%190.79%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.55%4.18% 79.04%68.27%
±2σ -7.41%8.04% 95.20%95.45%
±3σ -11.28%11.90% 98.46%99.73%
Descriptive Statistics
均值0.313%
Standard Error0.079%
中位数0.330%
Mode0.000%
Standard Deviation3.863%
Sample Variance14.925%
峰度6.86
偏度-0.12
Range51.656%
Minimum-27.638%
Maximum24.018%
Count2395
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.775% 1285 53.65% 1.489%
负向 -2.636% 1068 44.59% -1.175%
Zero 0.000% 42 1.75% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 5.30%
12 1 Quarter 6.22%
52 1 Year 4.65%
156 3 Years 4.34%
260 5 Years 4.61%
520 10 Years 4.37%
1,040 20 Years 4.45%
2,600 50 Years 5.05%
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 4.92. Further, an Excess 峰度 of 44.71 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -6.82%00.00%0.00%
-6.82% to -3.81%00.00%0.00%
-3.81% to -0.81%00.00%0.00%
-0.81% to 2.20%2098.72%8.72%
2.20% to 5.20%135056.34%65.07%
5.20% to 8.21%54122.58%87.65%
8.21% to 11.21%1737.22%94.87%
11.21% to 14.22%612.55%97.41%
14.22% to 17.22%220.92%98.33%
Greater than 17.22%401.67%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.20%9.21% 90.86%68.27%
±2σ -2.81%13.21% 96.83%95.45%
±3σ -6.82%17.22% 98.33%99.73%
Descriptive Statistics
均值5.203%
Standard Error0.082%
中位数4.196%
Mode5.000%
Standard Deviation4.006%
Sample Variance16.048%
峰度44.71
偏度4.92
Range63.896%
Minimum0.690%
Maximum64.586%
Count2396
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.203% 2396 100.00% 5.203%
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 1.35. Further, an Excess 峰度 of 12.79 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -11.86%140.58%0.58%
-11.86% to -8.93%140.58%1.17%
-8.93% to -6.00%793.30%4.47%
-6.00% to -3.07%28711.98%16.44%
-3.07% to -0.14%84535.27%51.71%
-0.14% to 2.79%80133.43%85.14%
2.79% to 5.73%2349.77%94.91%
5.73% to 8.66%773.21%98.12%
8.66% to 11.59%210.88%99.00%
Greater than 11.59%241.00%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.05%3.77% 80.05%68.27%
±2σ -7.96%7.68% 95.37%95.45%
±3σ -11.86%11.59% 98.41%99.73%
Descriptive Statistics
均值-0.137%
Standard Error0.080%
中位数-0.281%
Mode0.000%
Standard Deviation3.909%
Sample Variance15.277%
峰度12.79
偏度1.35
Range58.271%
Minimum-20.797%
Maximum37.474%
Count2396
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.755% 1081 45.12% 1.243%
负向 -2.618% 1263 52.71% -1.380%
Zero 0.000% 52 2.17% 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 6.10 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -20.82%30.55%0.55%
-20.82% to -15.29%71.27%1.82%
-15.29% to -9.76%213.82%5.64%
-9.76% to -4.23%7213.09%18.73%
-4.23% to 1.30%16630.18%48.91%
1.30% to 6.83%18333.27%82.18%
6.83% to 12.36%7313.27%95.45%
12.36% to 17.90%183.27%98.73%
17.90% to 23.43%50.91%99.64%
Greater than 23.43%20.36%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -6.07%8.68% 76.91%68.27%
±2σ -13.45%16.05% 95.45%95.45%
±3σ -20.82%23.43% 99.09%99.73%
Descriptive Statistics
均值1.302%
Standard Error0.314%
中位数1.462%
Mode0.000%
Standard Deviation7.375%
Sample Variance54.391%
峰度6.10
偏度0.23
Range88.429%
Minimum-35.313%
Maximum53.116%
Count550
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.712% 326 59.27% 3.386%
负向 -5.233% 219 39.82% -2.084%
Zero 0.000% 5 0.91% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 11.44%
12 1 Year 9.20%
36 3 Years 9.84%
60 5 Years 10.22%
120 10 Years 9.64%
240 20 Years 9.51%
600 50 Years 11.05%
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 4.07. Further, an Excess 峰度 of 25.32 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -13.92%00.00%0.00%
-13.92% to -7.45%00.00%0.00%
-7.45% to -0.97%00.00%0.00%
-0.97% to 5.50%549.80%9.80%
5.50% to 11.97%31056.26%66.06%
11.97% to 18.44%12121.96%88.02%
18.44% to 24.91%376.72%94.74%
24.91% to 31.38%152.72%97.46%
31.38% to 37.85%50.91%98.37%
Greater than 37.85%91.63%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 3.34%20.59% 91.11%68.27%
±2σ -5.29%29.22% 96.55%95.45%
±3σ -13.92%37.85% 98.37%99.73%
Descriptive Statistics
均值11.967%
Standard Error0.368%
中位数9.976%
Mode12.500%
Standard Deviation8.628%
Sample Variance74.439%
峰度25.32
偏度4.07
Range85.747%
Minimum2.165%
Maximum87.912%
Count551
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 11.967% 551 100.00% 11.967%
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 1.31. Further, an Excess 峰度 of 7.57 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -23.09%10.18%0.18%
-23.09% to -17.46%20.36%0.54%
-17.46% to -11.83%162.90%3.45%
-11.83% to -6.20%8214.88%18.33%
-6.20% to -0.57%20136.48%54.81%
-0.57% to 5.06%15828.68%83.48%
5.06% to 10.69%5910.71%94.19%
10.69% to 16.32%203.63%97.82%
16.32% to 21.95%40.73%98.55%
Greater than 21.95%81.45%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -8.07%6.94% 78.77%68.27%
±2σ -15.58%14.44% 96.01%95.45%
±3σ -23.09%21.95% 98.37%99.73%
Descriptive Statistics
均值-0.569%
Standard Error0.320%
中位数-1.098%
Mode0.000%
Standard Deviation7.506%
Sample Variance56.343%
峰度7.57
偏度1.31
Range87.058%
Minimum-34.884%
Maximum52.174%
Count551
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.956% 222 40.29% 2.400%
负向 -5.080% 322 58.44% -2.969%
Zero 0.000% 7 1.27% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.04. Further, an Excess 峰度 of 0.83 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -30.97%10.55%0.55%
-30.97% to -22.28%21.09%1.64%
-22.28% to -13.60%94.92%6.56%
-13.60% to -4.91%2513.66%20.22%
-4.91% to 3.77%5228.42%48.63%
3.77% to 12.45%5831.69%80.33%
12.45% to 21.14%2513.66%93.99%
21.14% to 29.82%63.28%97.27%
29.82% to 38.51%52.73%100.00%
Greater than 38.51%00.00%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -7.81%15.35% 72.68%68.27%
±2σ -19.39%26.93% 94.54%95.45%
±3σ -30.97%38.51% 99.45%99.73%
Descriptive Statistics
均值3.770%
Standard Error0.856%
中位数4.068%
Mode6.479%
Standard Deviation11.579%
Sample Variance134.078%
峰度0.83
偏度0.04
Range69.232%
Minimum-32.890%
Maximum36.342%
Count183
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 9.661% 124 67.76% 6.546%
负向 -8.609% 59 32.24% -2.776%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 12.51%
12 3 Years 16.12%
20 5 Years 17.33%
40 10 Years 16.47%
80 20 Years 16.25%
200 50 Years 19.46%
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 2.58. Further, an Excess 峰度 of 8.41 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -17.04%00.00%0.00%
-17.04% to -7.31%00.00%0.00%
-7.31% to 2.41%00.00%0.00%
2.41% to 12.13%2413.04%13.04%
12.13% to 21.86%9451.09%64.13%
21.86% to 31.58%4222.83%86.96%
31.58% to 41.30%105.43%92.39%
41.30% to 51.02%63.26%95.65%
51.02% to 60.75%31.63%97.28%
Greater than 60.75%52.72%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 8.89%34.82% 85.87%68.27%
±2σ -4.07%47.78% 95.11%95.45%
±3σ -17.04%60.75% 97.28%99.73%
Descriptive Statistics
均值21.856%
Standard Error0.956%
中位数19.026%
Mode20.000%
Standard Deviation12.964%
Sample Variance168.058%
峰度8.41
偏度2.58
Range81.506%
Minimum6.406%
Maximum87.912%
Count184
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 21.856% 184 100.00% 21.856%
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 1.03. Further, an Excess 峰度 of 2.68 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -36.61%00.00%0.00%
-36.61% to -27.94%00.00%0.00%
-27.94% to -19.27%73.80%3.80%
-19.27% to -10.61%3116.85%20.65%
-10.61% to -1.94%6535.33%55.98%
-1.94% to 6.73%5027.17%83.15%
6.73% to 15.40%1910.33%93.48%
15.40% to 24.06%73.80%97.28%
24.06% to 32.73%31.63%98.91%
Greater than 32.73%21.09%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -13.49%9.62% 76.09%68.27%
±2σ -25.05%21.17% 94.57%95.45%
±3σ -36.61%32.73% 98.91%99.73%
Descriptive Statistics
均值-1.938%
Standard Error0.852%
中位数-3.305%
Mode-4.972%
Standard Deviation11.556%
Sample Variance133.547%
峰度2.68
偏度1.03
Range76.842%
Minimum-26.316%
Maximum50.526%
Count184
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 10.409% 61 33.15% 3.451%
负向 -8.061% 123 66.85% -5.389%
Zero 0.000% 0 0.00% 0.000%