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AXP 深度分析报告

American Express Company | 分类： Equity Mega Cap | 年化股息率： 1.07% ($3.41) | 最后更新: 2026-04-26 | 数据区间: 1973-05-01 → 2026-04-01 (636 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 2.18% 1.80% 1.73% 2.43% 1.88% 1.99% 308.22 320.05 302.47 326.14
周度 4.78% 4.63% 4.67% 5.89% 4.15% 4.37% 301.32 327.38 289.08 341.24
月度 8.95% 10.04% 8.69% 12.46% 8.63% 9.10% 288.11 342.39 264.28 373.26
季度 14.54% 19.38% 14.97% 22.57% 14.95% 15.76% 270.47 364.73 232.91 423.54
Annual — — — — 29.90% 31.53% 232.91 423.54 172.72 571.15
Option Time Horizon — — — — 11.39% 12.01% 280.26 351.98 250.08 394.46
Calculation Notes: Computed at 2026-04-26T02:44 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $314.08  |  Strike (K): $320.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $12.2750 (Bid $12.0000 / Ask $12.5500)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 1.07%  |  Binomial IV (Annual): 29.90% (CRR binomial tree, American, n=20 steps)  |  BS IV: 30.21% (European Black-Scholes)  |  Yahoo IV (Annual): 31.53% → 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
2026-04-02 $0.9500
2026-01-02 $0.8200
2025-10-10 $0.8200
2025-07-03 $0.8200
2025-04-04 $0.8200
2025-01-03 $0.7000
2024-10-04 $0.7000
2024-07-05 $0.7000
2024-04-04 $0.7000
2024-01-04 $0.6000
2023-10-05 $0.6000
2023-07-06 $0.6000
2023-04-05 $0.6000
2023-01-05 $0.5200
2022-10-13 $0.5200
2022-06-30 $0.5200
2022-04-07 $0.5200
2022-01-06 $0.4300
2021-10-07 $0.4300
2021-07-01 $0.4300
2021-03-31 $0.4300
2021-01-07 $0.4300
2020-10-08 $0.4300
2020-07-01 $0.4300
2020-04-02 $0.4300
2020-01-02 $0.4300
2019-10-03 $0.4300
2019-07-03 $0.3900
2019-04-04 $0.3900
2019-01-03 $0.3900
2018-10-04 $0.3900
2018-07-05 $0.3500
2018-04-05 $0.3500
2018-01-04 $0.3500
2017-10-05 $0.3500
2017-07-05 $0.3200
2017-04-05 $0.3200
2017-01-04 $0.3200
2016-10-05 $0.3200
2016-06-29 $0.2900
2016-04-06 $0.2900
2016-01-06 $0.2900
2015-10-07 $0.2900
2015-06-30 $0.2900
2015-03-31 $0.2600
2015-01-07 $0.2600
2014-10-01 $0.2600
2014-07-09 $0.2600
2014-04-02 $0.2300
2014-01-08 $0.2300
2013-10-02 $0.2300
2013-07-02 $0.2300
2013-04-03 $0.2000
2013-01-02 $0.2000
2012-10-03 $0.2000
2012-07-03 $0.2000
2012-04-03 $0.2000
2012-01-04 $0.1800
2011-10-05 $0.1800
2011-06-29 $0.1800
2011-04-06 $0.1800
2011-01-05 $0.1800
2010-10-06 $0.1800
2010-06-30 $0.1800
2010-03-30 $0.1800
2010-01-07 $0.1800
2009-09-30 $0.1800
2009-06-30 $0.1800
2009-04-01 $0.1800
2009-01-07 $0.1800
2008-10-01 $0.1800
2008-07-09 $0.1800
2008-04-09 $0.1800
2008-01-02 $0.1800
2007-10-03 $0.1500
2007-07-03 $0.1500
2007-04-03 $0.1500
2007-01-03 $0.1500
2006-10-04 $0.1500
2006-07-05 $0.1500
2006-04-05 $0.1200
2006-01-04 $0.1200
2005-10-05 $0.1200
2005-06-29 $0.1050
2005-03-30 $0.1050
2005-01-05 $0.1050
2004-10-06 $0.1050
2004-06-30 $0.0875
2004-03-31 $0.0875
2003-12-30 $0.0875
2003-10-01 $0.0875
2003-07-01 $0.0875
2003-04-02 $0.0700
2002-12-31 $0.0700
2002-10-02 $0.0700
2002-07-02 $0.0700
2002-04-03 $0.0700
2002-01-02 $0.0700
2001-10-03 $0.0700
2001-07-03 $0.0700
2001-04-04 $0.0700
2001-01-03 $0.0700
2000-10-04 $0.0700
2000-07-05 $0.0700
2000-04-20 $0.0700
2000-01-05 $0.0656
1999-10-06 $0.0656
1999-06-30 $0.0659
1999-03-30 $0.0656
1999-01-06 $0.0656
1998-10-07 $0.0656
1998-06-30 $0.0656
1998-04-07 $0.0656
1997-12-30 $0.0656
1997-10-01 $0.0656
1997-07-01 $0.0656
1997-04-02 $0.0656
1996-12-31 $0.0656
1996-10-09 $0.0656
1996-07-02 $0.0656
1996-04-02 $0.0656
1996-01-03 $0.0656
1995-10-11 $0.0656
1995-07-05 $0.0656
1995-04-03 $0.0656
1994-12-30 $0.0656
1994-10-03 $0.0656
1994-07-01 $0.0656
1994-04-04 $0.0644
1994-01-03 $0.0644
1993-10-04 $0.0644
1993-07-02 $0.0644
1993-03-29 $0.0644
1993-01-04 $0.0644
1992-09-28 $0.0644
1992-06-26 $0.0644
1992-03-30 $0.0644
1991-12-27 $0.0644
1991-09-30 $0.0644
1991-06-28 $0.0592
1991-04-01 $0.0592
1990-12-28 $0.0592
1990-10-01 $0.0592
1990-06-29 $0.0592
1990-04-02 $0.0592
1989-12-29 $0.0592
1989-10-02 $0.0541
1989-06-30 $0.0541
1989-04-03 $0.0541
1988-12-30 $0.0541
1988-10-03 $0.0489
1988-07-01 $0.0489
1988-04-04 $0.0489
1988-01-04 $0.0489
1987-12-31 $0.0489
1987-10-05 $0.0489
1987-09-29 $0.0875
1987-06-26 $0.0489
1987-03-30 $0.0489
1986-12-26 $0.0463
1986-09-29 $0.0438
1986-06-27 $0.0438
1986-03-27 $0.0438
1985-12-27 $0.0438
1985-09-30 $0.0438
1985-06-28 $0.0412
1985-03-29 $0.0412
1984-12-28 $0.0412
1984-10-01 $0.0412
1984-06-29 $0.0412
1984-04-02 $0.0412
1983-12-30 $0.0412
1983-10-03 $0.0412
1983-07-01 $0.0412
1983-04-04 $0.0386
1983-01-03 $0.0386
1982-10-04 $0.0354
1982-07-02 $0.0354
1982-01-04 $0.0354
1981-10-05 $0.0322
1981-06-29 $0.0322
1981-03-30 $0.0322
1980-12-26 $0.0322
1980-09-29 $0.0322
1980-06-27 $0.0322
1980-03-28 $0.0322
1979-12-28 $0.0290
1979-10-01 $0.0290
1979-06-29 $0.0290
1979-04-02 $0.0290
1978-12-29 $0.0257
1978-10-02 $0.0257
1978-06-30 $0.0257
1978-04-03 $0.0225
1977-12-30 $0.0225
1977-10-03 $0.0225
1977-07-01 $0.0193
1977-04-01 $0.0193
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.28. Further, an Excess 峰度 of 9.99 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -6.49%920.69%0.69%
-6.49% to -4.85%1160.87%1.56%
-4.85% to -3.21%4463.34%4.90%
-3.21% to -1.57%151811.37%16.26%
-1.57% to 0.07%480035.94%52.21%
0.07% to 1.70%424431.78%83.98%
1.70% to 3.34%145010.86%94.84%
3.34% to 4.98%4363.26%98.11%
4.98% to 6.62%1461.09%99.20%
Greater than 6.62%1070.80%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.12%2.25% 78.35%68.27%
±2σ -4.30%4.43% 95.23%95.45%
±3σ -6.49%6.62% 98.51%99.73%
Descriptive Statistics
均值0.065%
Standard Error0.019%
中位数0.000%
Mode0.000%
Standard Deviation2.184%
Sample Variance4.771%
峰度9.99
偏度0.28
Range48.112%
Minimum-26.230%
Maximum21.882%
Count13355
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.595% 6487 48.57% 0.775%
负向 -1.507% 6287 47.08% -0.709%
Zero 0.000% 581 4.35% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 2.78%
20 1 Month 2.72%
60 1 Quarter 2.88%
250 1 Year 2.31%
750 3 Years 2.20%
1,250 5 Years 2.43%
2,500 10 Years 2.30%
5,000 20 Years 2.55%
12,500 50 Years 2.64%
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 4.56. Further, an Excess 峰度 of 49.02 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -3.00%00.00%0.00%
-3.00% to -1.65%00.00%0.00%
-1.65% to -0.29%00.00%0.00%
-0.29% to 1.06%158011.83%11.83%
1.06% to 2.41%698352.28%64.11%
2.41% to 3.77%300922.53%86.64%
3.77% to 5.12%10007.49%94.13%
5.12% to 6.47%3942.95%97.08%
6.47% to 7.83%1671.25%98.33%
Greater than 7.83%2231.67%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.61%4.22% 89.32%68.27%
±2σ -1.20%6.02% 96.35%95.45%
±3σ -3.00%7.82% 98.33%99.73%
Descriptive Statistics
均值2.413%
Standard Error0.016%
中位数1.941%
Mode1.754%
Standard Deviation1.804%
Sample Variance3.255%
峰度49.02
偏度4.56
Range40.713%
Minimum0.251%
Maximum40.964%
Count13356
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.413% 13356 100.00% 2.413%
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 0.39. Further, an Excess 峰度 of 11.63 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.15%920.69%0.69%
-5.15% to -3.85%1451.09%1.77%
-3.85% to -2.56%4423.31%5.08%
-2.56% to -1.26%148911.15%16.23%
-1.26% to 0.04%502737.64%53.87%
0.04% to 1.34%396329.67%83.54%
1.34% to 2.64%155411.64%95.18%
2.64% to 3.94%3952.96%98.14%
3.94% to 5.24%1501.12%99.26%
Greater than 5.24%990.74%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.69%1.77% 78.65%68.27%
±2σ -3.42%3.50% 95.04%95.45%
±3σ -5.15%5.24% 98.57%99.73%
Descriptive Statistics
均值0.042%
Standard Error0.015%
中位数0.000%
Mode0.000%
Standard Deviation1.731%
Sample Variance2.995%
峰度11.63
偏度0.39
Range41.271%
Minimum-13.493%
Maximum27.778%
Count13356
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.295% 6248 46.78% 0.606%
负向 -1.270% 5933 44.42% -0.564%
Zero 0.000% 1175 8.80% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.25. Further, an Excess 峰度 of 5.51 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -14.02%160.58%0.58%
-14.02% to -10.44%311.12%1.70%
-10.44% to -6.85%973.51%5.21%
-6.85% to -3.27%33111.98%17.19%
-3.27% to 0.32%91233.00%50.18%
0.32% to 3.90%89832.49%82.67%
3.90% to 7.49%33111.98%94.65%
7.49% to 11.07%933.36%98.01%
11.07% to 14.66%331.19%99.20%
Greater than 14.66%220.80%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.46%5.10% 76.99%68.27%
±2σ -9.24%9.88% 94.86%95.45%
±3σ -14.02%14.66% 98.63%99.73%
Descriptive Statistics
均值0.317%
Standard Error0.091%
中位数0.304%
Mode0.000%
Standard Deviation4.780%
Sample Variance22.850%
峰度5.51
偏度0.25
Range71.130%
Minimum-36.170%
Maximum34.960%
Count2764
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 3.511% 1451 52.50% 1.843%
负向 -3.356% 1257 45.48% -1.526%
Zero 0.000% 56 2.03% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 6.25%
12 1 Quarter 6.61%
52 1 Year 5.54%
156 3 Years 5.31%
260 5 Years 5.89%
520 10 Years 5.50%
1,040 20 Years 6.01%
2,600 50 Years 6.20%
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 3.85. Further, an Excess 峰度 of 29.52 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -7.41%00.00%0.00%
-7.41% to -3.94%00.00%0.00%
-3.94% to -0.47%00.00%0.00%
-0.47% to 3.01%39914.43%14.43%
3.01% to 6.48%137949.87%64.30%
6.48% to 9.95%59521.52%85.82%
9.95% to 13.42%2298.28%94.10%
13.42% to 16.89%853.07%97.18%
16.89% to 20.36%361.30%98.48%
Greater than 20.36%421.52%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.85%11.11% 87.41%68.27%
±2σ -2.78%15.74% 96.42%95.45%
±3σ -7.41%20.36% 98.48%99.73%
Descriptive Statistics
均值6.478%
Standard Error0.088%
中位数5.372%
Mode5.000%
Standard Deviation4.629%
Sample Variance21.425%
峰度29.52
偏度3.85
Range69.538%
Minimum1.050%
Maximum70.588%
Count2765
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 6.478% 2765 100.00% 6.478%
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 1.24. Further, an Excess 峰度 of 13.79 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -13.96%100.36%0.36%
-13.96% to -10.46%270.98%1.34%
-10.46% to -6.95%873.15%4.48%
-6.95% to -3.45%35012.66%17.14%
-3.45% to 0.06%101036.53%53.67%
0.06% to 3.56%82929.98%83.65%
3.56% to 7.07%30310.96%94.61%
7.07% to 10.57%873.15%97.76%
10.57% to 14.08%391.41%99.17%
Greater than 14.08%230.83%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.62%4.73% 77.43%68.27%
±2σ -9.29%9.40% 94.72%95.45%
±3σ -13.96%14.08% 98.81%99.73%
Descriptive Statistics
均值0.058%
Standard Error0.089%
中位数-0.112%
Mode0.000%
Standard Deviation4.673%
Sample Variance21.834%
峰度13.79
偏度1.24
Range87.211%
Minimum-26.100%
Maximum61.111%
Count2765
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 3.526% 1290 46.66% 1.645%
负向 -3.118% 1408 50.92% -1.588%
Zero 0.000% 67 2.42% 0.000%
收盘-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 1.26. Further, an Excess 峰度 of 15.07 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -25.57%60.94%0.94%
-25.57% to -18.86%50.79%1.73%
-18.86% to -12.14%274.25%5.98%
-12.14% to -5.43%7011.02%17.01%
-5.43% to 1.28%20832.76%49.76%
1.28% to 7.99%20432.13%81.89%
7.99% to 14.70%9014.17%96.06%
14.70% to 21.41%192.99%99.06%
21.41% to 28.13%30.47%99.53%
Greater than 28.13%30.47%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -7.67%10.23% 78.11%68.27%
±2σ -16.62%19.18% 95.75%95.45%
±3σ -25.57%28.13% 98.58%99.73%
Descriptive Statistics
均值1.280%
Standard Error0.355%
中位数1.281%
Mode0.000%
Standard Deviation8.949%
Sample Variance80.092%
峰度15.07
偏度1.26
Range119.915%
Minimum-32.406%
Maximum87.509%
Count635
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 6.596% 365 57.48% 3.791%
负向 -5.995% 266 41.89% -2.511%
Zero 0.000% 4 0.63% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 13.40%
12 1 Year 12.14%
36 3 Years 11.67%
60 5 Years 12.46%
120 10 Years 11.88%
240 20 Years 12.68%
600 50 Years 13.04%
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 3.53. Further, an Excess 峰度 of 19.76 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -15.51%00.00%0.00%
-15.51% to -7.98%00.00%0.00%
-7.98% to -0.45%00.00%0.00%
-0.45% to 7.08%8713.68%13.68%
7.08% to 14.61%31048.74%62.42%
14.61% to 22.14%15925.00%87.42%
22.14% to 29.67%457.08%94.50%
29.67% to 37.20%172.67%97.17%
37.20% to 44.73%81.26%98.43%
Greater than 44.73%101.57%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 4.57%24.65% 88.68%68.27%
±2σ -5.47%34.69% 96.38%95.45%
±3σ -15.51%44.73% 98.43%99.73%
Descriptive Statistics
均值14.611%
Standard Error0.398%
中位数12.482%
Mode7.595%
Standard Deviation10.040%
Sample Variance100.806%
峰度19.76
偏度3.53
Range98.804%
Minimum2.496%
Maximum101.300%
Count636
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 14.611% 636 100.00% 14.611%
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 0.94. Further, an Excess 峰度 of 5.40 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -26.36%20.31%0.31%
-26.36% to -19.84%10.16%0.47%
-19.84% to -13.32%203.14%3.62%
-13.32% to -6.81%10716.82%20.44%
-6.81% to -0.29%21433.65%54.09%
-0.29% to 6.23%18729.40%83.49%
6.23% to 12.75%6410.06%93.55%
12.75% to 19.27%243.77%97.33%
19.27% to 25.79%81.26%98.58%
Greater than 25.79%91.42%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -8.98%8.40% 76.89%68.27%
±2σ -17.67%17.09% 96.23%95.45%
±3σ -26.36%25.79% 98.27%99.73%
Descriptive Statistics
均值-0.288%
Standard Error0.345%
中位数-0.914%
Mode0.000%
Standard Deviation8.691%
Sample Variance75.538%
峰度5.40
偏度0.94
Range97.882%
Minimum-47.105%
Maximum50.777%
Count636
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 6.723% 278 43.71% 2.939%
负向 -5.814% 353 55.50% -3.227%
Zero 0.000% 5 0.79% 0.000%
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 1.37 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -39.96%00.00%0.00%
-39.96% to -29.05%41.90%1.90%
-29.05% to -18.14%146.64%8.53%
-18.14% to -7.23%2210.43%18.96%
-7.23% to 3.67%6832.23%51.18%
3.67% to 14.58%6329.86%81.04%
14.58% to 25.49%2913.74%94.79%
25.49% to 36.40%73.32%98.10%
36.40% to 47.31%20.95%99.05%
Greater than 47.31%20.95%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -10.87%18.22% 75.83%68.27%
±2σ -25.41%32.77% 93.84%95.45%
±3σ -39.96%47.31% 99.05%99.73%
Descriptive Statistics
均值3.675%
Standard Error1.001%
中位数3.598%
Mode2.733%
Standard Deviation14.545%
Sample Variance211.546%
峰度1.37
偏度0.08
Range95.886%
Minimum-38.639%
Maximum57.247%
Count211
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 11.646% 135 63.98% 7.451%
负向 -10.482% 76 36.02% -3.776%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 21.73%
12 3 Years 23.32%
20 5 Years 22.57%
40 10 Years 21.55%
80 20 Years 22.03%
200 50 Years 22.57%
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 3.41. Further, an Excess 峰度 of 17.38 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -31.01%00.00%0.00%
-31.01% to -16.48%00.00%0.00%
-16.48% to -1.94%00.00%0.00%
-1.94% to 12.59%2210.38%10.38%
12.59% to 27.12%11755.19%65.57%
27.12% to 41.65%4822.64%88.21%
41.65% to 56.18%125.66%93.87%
56.18% to 70.72%52.36%96.23%
70.72% to 85.25%31.42%97.64%
Greater than 85.25%52.36%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 7.74%46.50% 90.09%68.27%
±2σ -11.63%65.87% 94.34%95.45%
±3σ -31.01%85.25% 97.64%99.73%
Descriptive Statistics
均值27.120%
Standard Error1.331%
中位数22.289%
Mode21.905%
Standard Deviation19.376%
Sample Variance375.428%
峰度17.38
偏度3.41
Range163.183%
Minimum7.981%
Maximum171.164%
Count212
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 27.120% 212 100.00% 27.120%
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 1.28. Further, an Excess 峰度 of 2.85 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -45.80%00.00%0.00%
-45.80% to -34.58%10.47%0.47%
-34.58% to -23.35%52.36%2.83%
-23.35% to -12.12%3416.04%18.87%
-12.12% to -0.90%8540.09%58.96%
-0.90% to 10.33%5525.94%84.91%
10.33% to 21.56%136.13%91.04%
21.56% to 32.78%94.25%95.28%
32.78% to 44.01%73.30%98.58%
Greater than 44.01%31.42%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -15.87%14.07% 78.30%68.27%
±2σ -30.83%29.04% 93.87%95.45%
±3σ -45.80%44.01% 98.58%99.73%
Descriptive Statistics
均值-0.896%
Standard Error1.028%
中位数-2.971%
Mode-14.286%
Standard Deviation14.969%
Sample Variance224.078%
峰度2.85
偏度1.28
Range98.410%
Minimum-35.170%
Maximum63.240%
Count212
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 13.326% 79 37.26% 4.966%
负向 -9.344% 133 62.74% -5.862%
Zero 0.000% 0 0.00% 0.000%