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ATO 深度分析报告

Atmos Energy Corporation | 分类： Equity Large Cap | 年化股息率： 1.92% ($3.61) | 最后更新: 2026-04-26 | 数据区间: 1983-12-01 → 2026-04-01 (509 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 1.45% 1.19% 1.34% 1.77% 1.21% 1.38% 183.22 187.71 181.02 189.99
周度 3.03% 2.78% 2.98% 4.03% 2.66% 3.04% 180.58 190.45 175.84 195.59
月度 5.66% 5.25% 5.67% 8.43% 5.54% 6.33% 175.45 196.02 166.00 207.18
季度 8.15% 7.82% 7.87% 14.62% 9.60% 10.97% 168.48 204.13 153.06 224.69
Annual — — — — 19.19% 21.93% 153.06 224.69 126.33 272.24
Option Time Horizon — — — — 7.31% 8.36% 172.37 199.52 160.21 214.66
Calculation Notes: Computed at 2026-04-26T02:45 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $185.45  |  Strike (K): $190.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $3.7000 (Bid $3.1000 / Ask $4.3000)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 1.92%  |  Binomial IV (Annual): 19.19% (CRR binomial tree, American, n=20 steps)  |  BS IV: 19.32% (European Black-Scholes)  |  Yahoo IV (Annual): 21.93% → 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
2026-02-23 $1.0000
2025-11-24 $1.0000
2025-08-25 $0.8700
2025-05-27 $0.8700
2025-02-25 $0.8700
2024-11-25 $0.8700
2024-08-26 $0.8050
2024-05-24 $0.8050
2024-02-23 $0.8050
2023-11-24 $0.8050
2023-08-18 $0.7400
2023-05-19 $0.7400
2023-02-16 $0.7400
2022-11-25 $0.7400
2022-08-19 $0.6800
2022-05-20 $0.6800
2022-02-17 $0.6800
2021-11-26 $0.6800
2021-08-20 $0.6250
2021-05-21 $0.6250
2021-02-19 $0.6250
2020-11-27 $0.6250
2020-08-21 $0.5750
2020-05-22 $0.5750
2020-02-21 $0.5750
2019-11-22 $0.5750
2019-08-23 $0.5250
2019-05-24 $0.5250
2019-02-22 $0.5250
2018-11-23 $0.5250
2018-08-24 $0.4850
2018-05-18 $0.4850
2018-02-23 $0.4850
2017-11-24 $0.4850
2017-08-17 $0.4500
2017-05-18 $0.4500
2017-02-23 $0.4500
2016-11-23 $0.4500
2016-08-18 $0.4200
2016-05-19 $0.4200
2016-02-18 $0.4200
2015-11-19 $0.4200
2015-08-20 $0.3900
2015-05-21 $0.3900
2015-02-19 $0.3900
2014-11-20 $0.3900
2014-08-21 $0.3700
2014-05-22 $0.3700
2014-02-20 $0.3700
2013-11-21 $0.3700
2013-08-22 $0.3500
2013-05-16 $0.3500
2013-02-28 $0.3500
2012-11-21 $0.3500
2012-08-23 $0.3450
2012-05-23 $0.3450
2012-02-23 $0.3450
2011-11-22 $0.3450
2011-08-23 $0.3400
2011-05-23 $0.3400
2011-02-23 $0.3400
2010-11-23 $0.3400
2010-08-23 $0.3350
2010-05-21 $0.3350
2010-02-23 $0.3350
2009-11-23 $0.3350
2009-08-21 $0.3300
2009-05-21 $0.3300
2009-02-23 $0.3300
2008-11-21 $0.3300
2008-08-21 $0.3250
2008-05-22 $0.3250
2008-02-21 $0.3250
2007-11-21 $0.3250
2007-08-23 $0.3200
2007-05-23 $0.3200
2007-02-22 $0.3200
2006-11-22 $0.3200
2006-08-23 $0.3150
2006-05-23 $0.3150
2006-02-23 $0.3150
2005-11-22 $0.3150
2005-08-23 $0.3100
2005-05-23 $0.3100
2005-02-23 $0.3100
2004-11-22 $0.3100
2004-08-23 $0.3050
2004-05-21 $0.3050
2004-02-23 $0.3050
2003-11-21 $0.3050
2003-08-21 $0.3000
2003-05-22 $0.3000
2003-02-21 $0.3000
2002-11-21 $0.3000
2002-08-22 $0.2950
2002-05-23 $0.2950
2002-02-21 $0.2950
2001-11-21 $0.2950
2001-08-22 $0.2900
2001-05-23 $0.2900
2001-02-22 $0.2900
2000-11-20 $0.2900
2000-08-23 $0.2850
2000-05-23 $0.2850
2000-02-23 $0.2850
1999-11-22 $0.2850
1999-08-23 $0.2750
1999-05-21 $0.2750
1999-02-23 $0.2750
1998-11-23 $0.2750
1998-08-21 $0.2650
1998-05-21 $0.2650
1998-02-23 $0.2650
1997-11-21 $0.2650
1997-05-22 $0.2500
1997-02-21 $0.2500
1996-11-21 $0.2500
1996-08-22 $0.2400
1996-05-23 $0.2400
1996-02-22 $0.2400
1995-11-22 $0.2400
1995-08-23 $0.2300
1995-05-19 $0.2300
1995-02-21 $0.2300
1994-11-18 $0.2300
1994-08-19 $0.2200
1994-05-19 $0.2200
1994-02-18 $0.2200
1993-11-18 $0.2200
1993-08-19 $0.2133
1993-05-19 $0.2133
1993-02-19 $0.2133
1992-11-19 $0.2133
1992-08-19 $0.2067
1992-05-19 $0.2067
1992-02-19 $0.2067
1991-11-19 $0.2067
1991-08-20 $0.2000
1991-05-20 $0.2000
1991-02-19 $0.2000
1990-11-19 $0.2000
1990-08-20 $0.1933
1990-05-21 $0.1933
1990-02-20 $0.1933
1989-11-17 $0.1933
1989-08-21 $0.1867
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.08. Further, an Excess 峰度 of 10.42 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.30%570.54%0.54%
-4.30% to -3.21%1381.32%1.86%
-3.21% to -2.12%3463.31%5.17%
-2.12% to -1.03%116211.11%16.28%
-1.03% to 0.06%393337.60%53.88%
0.06% to 1.15%309629.60%83.47%
1.15% to 2.24%120911.56%95.03%
2.24% to 3.33%3333.18%98.21%
3.33% to 4.42%1040.99%99.21%
Greater than 4.42%830.79%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.40%1.51% 76.99%68.27%
±2σ -2.85%2.96% 94.96%95.45%
±3σ -4.30%4.42% 98.66%99.73%
Descriptive Statistics
均值0.058%
Standard Error0.014%
中位数0.000%
Mode0.000%
Standard Deviation1.453%
Sample Variance2.110%
峰度10.42
偏度-0.08
Range35.008%
Minimum-19.626%
Maximum15.382%
Count10461
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.112% 4944 47.26% 0.526%
负向 -1.102% 4434 42.39% -0.467%
Zero 0.000% 1083 10.35% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 1.99%
20 1 Month 1.72%
60 1 Quarter 1.71%
250 1 Year 1.57%
750 3 Years 1.64%
1,250 5 Years 1.77%
2,500 10 Years 1.80%
5,000 20 Years 1.83%
12,500 50 Years 1.95%
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 3.54. Further, an Excess 峰度 of 27.96 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -1.71%00.00%0.00%
-1.71% to -0.82%00.00%0.00%
-0.82% to 0.08%00.00%0.00%
0.08% to 0.97%173316.56%16.56%
0.97% to 1.87%492847.10%63.67%
1.87% to 2.76%222021.22%84.89%
2.76% to 3.66%9068.66%93.55%
3.66% to 4.55%3633.47%97.02%
4.55% to 5.45%1491.42%98.44%
Greater than 5.45%1631.56%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.67%3.06% 84.88%68.27%
±2σ -0.52%4.26% 96.19%95.45%
±3σ -1.71%5.45% 98.44%99.73%
Descriptive Statistics
均值1.868%
Standard Error0.012%
中位数1.585%
Mode1.667%
Standard Deviation1.194%
Sample Variance1.426%
峰度27.96
偏度3.54
Range21.869%
Minimum0.224%
Maximum22.093%
Count10462
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.868% 10462 100.00% 1.868%
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 0.79. Further, an Excess 峰度 of 14.74 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.02%750.72%0.72%
-4.02% to -3.01%980.94%1.65%
-3.01% to -2.01%3473.32%4.97%
-2.01% to -1.01%126812.12%17.09%
-1.01% to -0.01%295328.23%45.32%
-0.01% to 1.00%399238.16%83.47%
1.00% to 2.00%116411.13%94.60%
2.00% to 3.00%3823.65%98.25%
3.00% to 4.00%1191.14%99.39%
Greater than 4.00%640.61%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.34%1.33% 76.55%68.27%
±2σ -2.68%2.67% 95.21%95.45%
±3σ -4.02%4.00% 98.67%99.73%
Descriptive Statistics
均值-0.006%
Standard Error0.013%
中位数0.000%
Mode0.000%
Standard Deviation1.337%
Sample Variance1.788%
峰度14.74
偏度0.79
Range33.093%
Minimum-11.000%
Maximum22.093%
Count10462
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.048% 4526 43.26% 0.453%
负向 -1.015% 4741 45.32% -0.460%
Zero 0.000% 1195 11.42% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.24. Further, an Excess 峰度 of 6.98 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -8.81%100.45%0.45%
-8.81% to -6.54%261.18%1.63%
-6.54% to -4.27%873.94%5.57%
-4.27% to -2.00%26612.05%17.63%
-2.00% to 0.27%73633.35%50.97%
0.27% to 2.54%70131.76%82.74%
2.54% to 4.81%26612.05%94.79%
4.81% to 7.08%793.58%98.37%
7.08% to 9.35%210.95%99.32%
Greater than 9.35%150.68%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.75%3.30% 77.39%68.27%
±2σ -5.78%6.32% 95.15%95.45%
±3σ -8.81%9.35% 98.87%99.73%
Descriptive Statistics
均值0.272%
Standard Error0.064%
中位数0.198%
Mode0.000%
Standard Deviation3.026%
Sample Variance9.155%
峰度6.98
偏度0.24
Range49.545%
Minimum-21.818%
Maximum27.727%
Count2207
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.317% 1155 52.33% 1.213%
负向 -2.200% 943 42.73% -0.940%
Zero 0.000% 109 4.94% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 3.45%
12 1 Quarter 3.85%
52 1 Year 3.56%
156 3 Years 3.73%
260 5 Years 4.03%
520 10 Years 4.06%
1,040 20 Years 4.11%
2,600 50 Years 4.33%
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 4.38. Further, an Excess 峰度 of 40.88 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -3.93%00.00%0.00%
-3.93% to -1.85%00.00%0.00%
-1.85% to 0.24%00.00%0.00%
0.24% to 2.32%31014.04%14.04%
2.32% to 4.40%106648.28%62.32%
4.40% to 6.49%52123.60%85.91%
6.49% to 8.57%1838.29%94.20%
8.57% to 10.65%632.85%97.06%
10.65% to 12.74%341.54%98.60%
Greater than 12.74%311.40%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.62%7.18% 86.59%68.27%
±2σ -1.15%9.96% 96.74%95.45%
±3σ -3.93%12.74% 98.60%99.73%
Descriptive Statistics
均值4.403%
Standard Error0.059%
中位数3.774%
Mode3.846%
Standard Deviation2.778%
Sample Variance7.718%
峰度40.88
偏度4.38
Range42.805%
Minimum0.538%
Maximum43.343%
Count2208
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.403% 2208 100.00% 4.403%
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 0.79. Further, an Excess 峰度 of 7.73 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -9.01%120.54%0.54%
-9.01% to -6.77%160.72%1.27%
-6.77% to -4.54%813.67%4.94%
-4.54% to -2.31%28612.95%17.89%
-2.31% to -0.07%71732.47%50.36%
-0.07% to 2.16%70631.97%82.34%
2.16% to 4.39%25911.73%94.07%
4.39% to 6.63%894.03%98.10%
6.63% to 8.86%301.36%99.46%
Greater than 8.86%120.54%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.05%2.91% 76.68%68.27%
±2σ -6.03%5.88% 95.29%95.45%
±3σ -9.01%8.86% 98.91%99.73%
Descriptive Statistics
均值-0.072%
Standard Error0.063%
中位数-0.093%
Mode0.000%
Standard Deviation2.978%
Sample Variance8.869%
峰度7.73
偏度0.79
Range46.989%
Minimum-19.082%
Maximum27.907%
Count2208
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.349% 956 43.30% 1.017%
负向 -2.130% 1129 51.13% -1.089%
Zero 0.000% 123 5.57% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.18. Further, an Excess 峰度 of 2.70 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -15.83%30.59%0.59%
-15.83% to -11.58%30.59%1.18%
-11.58% to -7.34%254.92%6.10%
-7.34% to -3.10%7113.98%20.08%
-3.10% to 1.15%14628.74%48.82%
1.15% to 5.39%16332.09%80.91%
5.39% to 9.63%6512.80%93.70%
9.63% to 13.88%254.92%98.62%
13.88% to 18.12%61.18%99.80%
Greater than 18.12%10.20%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.51%6.81% 73.03%68.27%
±2σ -10.17%12.46% 95.67%95.45%
±3σ -15.83%18.12% 99.21%99.73%
Descriptive Statistics
均值1.148%
Standard Error0.251%
中位数1.288%
Mode0.000%
Standard Deviation5.658%
Sample Variance32.013%
峰度2.70
偏度-0.18
Range57.147%
Minimum-30.204%
Maximum26.943%
Count508
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.648% 300 59.05% 2.745%
负向 -4.075% 199 39.17% -1.596%
Zero 0.000% 9 1.77% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 8.63%
12 1 Year 7.38%
36 3 Years 7.74%
60 5 Years 8.43%
120 10 Years 8.40%
240 20 Years 8.50%
600 50 Years 9.11%
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 2.80. Further, an Excess 峰度 of 13.50 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -6.17%00.00%0.00%
-6.17% to -2.23%00.00%0.00%
-2.23% to 1.71%00.00%0.00%
1.71% to 5.65%9117.88%17.88%
5.65% to 9.59%22343.81%61.69%
9.59% to 13.53%12223.97%85.66%
13.53% to 17.47%428.25%93.91%
17.47% to 21.41%152.95%96.86%
21.41% to 25.35%91.77%98.62%
Greater than 25.35%71.38%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 4.34%14.84% 82.71%68.27%
±2σ -0.92%20.10% 96.27%95.45%
±3σ -6.17%25.35% 98.62%99.73%
Descriptive Statistics
均值9.591%
Standard Error0.233%
中位数8.403%
Mode5.882%
Standard Deviation5.253%
Sample Variance27.592%
峰度13.50
偏度2.80
Range44.152%
Minimum2.555%
Maximum46.707%
Count509
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 9.591% 509 100.00% 9.591%
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 1.18. Further, an Excess 峰度 of 7.49 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -17.45%10.20%0.20%
-17.45% to -13.19%30.59%0.79%
-13.19% to -8.94%203.93%4.72%
-8.94% to -4.69%7614.93%19.65%
-4.69% to -0.44%17033.40%53.05%
-0.44% to 3.82%14127.70%80.75%
3.82% to 8.07%6412.57%93.32%
8.07% to 12.32%265.11%98.43%
12.32% to 16.57%50.98%99.41%
Greater than 16.57%30.59%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -6.11%5.23% 73.87%68.27%
±2σ -11.78%10.90% 96.07%95.45%
±3σ -17.45%16.57% 99.21%99.73%
Descriptive Statistics
均值-0.436%
Standard Error0.251%
中位数-0.775%
Mode0.000%
Standard Deviation5.670%
Sample Variance32.151%
峰度7.49
偏度1.18
Range64.091%
Minimum-20.816%
Maximum43.275%
Count509
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.550% 208 40.86% 1.859%
负向 -4.043% 289 56.78% -2.296%
Zero 0.000% 12 2.36% 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 0.54 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -21.13%10.59%0.59%
-21.13% to -15.02%10.59%1.18%
-15.02% to -8.90%116.51%7.69%
-8.90% to -2.79%2514.79%22.49%
-2.79% to 3.32%4325.44%47.93%
3.32% to 9.44%5029.59%77.51%
9.44% to 15.55%2917.16%94.67%
15.55% to 21.66%84.73%99.41%
21.66% to 27.77%00.00%99.41%
Greater than 27.77%10.59%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.83%11.47% 70.41%68.27%
±2σ -12.98%19.62% 95.86%95.45%
±3σ -21.13%27.77% 98.82%99.73%
Descriptive Statistics
均值3.323%
Standard Error0.627%
中位数3.769%
Mode-21.881%
Standard Deviation8.150%
Sample Variance66.429%
峰度0.54
偏度-0.07
Range54.104%
Minimum-21.881%
Maximum32.223%
Count169
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 7.527% 117 69.23% 5.211%
负向 -6.254% 51 30.18% -1.887%
Zero 0.000% 1 0.59% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 13.41%
12 3 Years 13.24%
20 5 Years 14.62%
40 10 Years 14.37%
80 20 Years 14.12%
200 50 Years 15.12%
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 2.03. Further, an Excess 峰度 of 5.96 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -7.03%00.00%0.00%
-7.03% to -1.16%00.00%0.00%
-1.16% to 4.70%10.59%0.59%
4.70% to 10.57%3218.82%19.41%
10.57% to 16.44%7242.35%61.76%
16.44% to 22.30%4023.53%85.29%
22.30% to 28.17%148.24%93.53%
28.17% to 34.03%42.35%95.88%
34.03% to 39.90%31.76%97.65%
Greater than 39.90%42.35%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 8.62%24.26% 81.18%68.27%
±2σ 0.79%32.08% 95.29%95.45%
±3σ -7.03%39.90% 97.65%99.73%
Descriptive Statistics
均值16.436%
Standard Error0.600%
中位数14.866%
Mode17.391%
Standard Deviation7.821%
Sample Variance61.166%
峰度5.96
偏度2.03
Range51.385%
Minimum4.005%
Maximum55.390%
Count170
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 16.436% 170 100.00% 16.436%
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 0.67. Further, an Excess 峰度 of 1.01 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -25.16%00.00%0.00%
-25.16% to -19.26%10.59%0.59%
-19.26% to -13.36%52.94%3.53%
-13.36% to -7.46%3319.41%22.94%
-7.46% to -1.56%5733.53%56.47%
-1.56% to 4.34%3621.18%77.65%
4.34% to 10.25%2414.12%91.76%
10.25% to 16.15%105.88%97.65%
16.15% to 22.05%31.76%99.41%
Greater than 22.05%10.59%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -9.42%6.31% 71.18%68.27%
±2σ -17.29%14.18% 95.88%95.45%
±3σ -25.16%22.05% 99.41%99.73%
Descriptive Statistics
均值-1.556%
Standard Error0.603%
中位数-2.493%
Mode-10.526%
Standard Deviation7.868%
Sample Variance61.913%
峰度1.01
偏度0.67
Range53.030%
Minimum-23.030%
Maximum30.000%
Count170
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 6.679% 62 36.47% 2.436%
负向 -6.342% 107 62.94% -3.992%
Zero 0.000% 1 0.59% 0.000%