市场数据 波动率热力图 组合分析工具

BAC 深度分析报告

Bank of America Corporation | 分类： Equity Mega Cap | 年化股息率： 2.10% ($1.10) | 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 2.37% 2.10% 1.91% 2.42% 1.53% 1.61% 51.26 52.85 50.48 53.66
周度 5.42% 6.28% 5.29% 5.71% 3.36% 3.54% 50.33 53.83 48.67 55.67
月度 10.45% 16.82% 11.37% 12.35% 7.00% 7.37% 48.53 55.82 45.25 59.87
季度 17.19% 38.92% 25.56% 22.62% 12.12% 12.77% 46.11 58.75 40.85 66.32
Annual — — — — 24.23% 25.54% 40.85 66.32 32.06 84.51
Option Time Horizon — — — — 9.23% 9.73% 47.46 57.09 43.27 62.61
Calculation Notes: Computed at 2026-04-26T02:44 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $52.05  |  Strike (K): $52.50 (first OTM call ≥ spot)  |  Observed Mid-价格: $1.7650 (Bid $1.7000 / Ask $1.8300)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.10%  |  Binomial IV (Annual): 24.23% (CRR binomial tree, American, n=20 steps)  |  BS IV: 24.33% (European Black-Scholes)  |  Yahoo IV (Annual): 25.54% → 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
2026-03-06 $0.2800
2025-12-05 $0.2800
2025-09-05 $0.2800
2025-06-06 $0.2600
2025-03-07 $0.2600
2024-12-06 $0.2600
2024-09-06 $0.2600
2024-06-07 $0.2400
2024-02-29 $0.2400
2023-11-30 $0.2400
2023-08-31 $0.2400
2023-06-01 $0.2200
2023-03-02 $0.2200
2022-12-01 $0.2200
2022-09-01 $0.2200
2022-06-02 $0.2100
2022-03-03 $0.2100
2021-12-02 $0.2100
2021-09-02 $0.2100
2021-06-03 $0.1800
2021-03-04 $0.1800
2020-12-03 $0.1800
2020-09-03 $0.1800
2020-06-04 $0.1800
2020-03-05 $0.1800
2019-12-05 $0.1800
2019-09-05 $0.1800
2019-06-06 $0.1500
2019-02-28 $0.1500
2018-12-06 $0.1500
2018-09-06 $0.1500
2018-05-31 $0.1200
2018-03-01 $0.1200
2017-11-30 $0.1200
2017-08-30 $0.1200
2017-05-31 $0.0750
2017-03-01 $0.0750
2016-11-30 $0.0750
2016-08-31 $0.0750
2016-06-01 $0.0500
2016-03-02 $0.0500
2015-12-02 $0.0500
2015-09-02 $0.0500
2015-06-03 $0.0500
2015-03-04 $0.0500
2014-12-03 $0.0500
2014-09-03 $0.0500
2014-06-20 $0.0100
2014-03-05 $0.0100
2013-12-04 $0.0100
2013-09-04 $0.0100
2013-06-05 $0.0100
2013-02-27 $0.0100
2012-12-05 $0.0100
2012-09-05 $0.0100
2012-05-30 $0.0100
2012-02-29 $0.0100
2011-11-30 $0.0100
2011-08-31 $0.0100
2011-06-01 $0.0100
2011-03-02 $0.0100
2010-12-01 $0.0100
2010-09-01 $0.0100
2010-06-02 $0.0100
2010-03-03 $0.0100
2009-12-02 $0.0100
2009-09-02 $0.0100
2009-06-03 $0.0100
2009-03-04 $0.0100
2008-12-03 $0.3200
2008-09-03 $0.6400
2008-06-04 $0.6400
2008-03-05 $0.6400
2007-12-05 $0.6400
2007-09-05 $0.6400
2007-05-30 $0.5600
2007-02-28 $0.5600
2006-11-29 $0.5600
2006-08-30 $0.5600
2006-05-31 $0.5000
2006-03-01 $0.5000
2005-11-30 $0.5000
2005-08-31 $0.5000
2005-06-01 $0.4500
2005-03-02 $0.4500
2004-12-01 $0.4500
2004-09-01 $0.4500
2004-06-02 $0.4000
2004-03-03 $0.4000
2003-12-03 $0.4000
2003-09-03 $0.4000
2003-06-04 $0.3200
2003-03-05 $0.3200
2002-12-04 $0.3200
2002-09-04 $0.3000
2002-06-05 $0.3000
2002-02-27 $0.3000
2001-12-05 $0.3000
2001-09-05 $0.2800
2001-05-30 $0.2800
2001-02-28 $0.2800
2000-11-29 $0.2800
2000-08-30 $0.2500
2000-05-31 $0.2500
2000-03-01 $0.2500
1999-12-01 $0.2500
1999-09-01 $0.2250
1999-06-02 $0.2250
1999-03-03 $0.2250
1998-12-02 $0.2250
1998-09-02 $0.1900
1998-06-03 $0.1900
1998-03-04 $0.1900
1997-12-03 $0.1900
1997-09-03 $0.1650
1997-06-04 $0.1650
1997-03-05 $0.1650
1996-12-04 $0.1650
1996-09-04 $0.1450
1996-06-05 $0.1450
1996-02-28 $0.1450
1995-11-29 $0.1450
1995-08-30 $0.1250
1995-05-26 $0.1250
1995-02-27 $0.1250
1994-11-28 $0.1250
1994-08-29 $0.1150
1994-05-27 $0.1150
1994-02-28 $0.1150
1993-11-29 $0.1050
1993-08-30 $0.1050
1993-05-28 $0.1000
1993-03-01 $0.1000
1992-11-30 $0.1000
1992-08-31 $0.0925
1992-06-01 $0.0925
1992-03-02 $0.0925
1991-12-02 $0.0925
1991-08-30 $0.0925
1991-06-03 $0.0925
1991-03-04 $0.0925
1990-12-03 $0.0925
1990-08-31 $0.0875
1990-05-25 $0.0875
1990-02-26 $0.0875
1989-11-27 $0.0750
1989-08-28 $0.0750
1989-05-26 $0.0625
1989-02-27 $0.0625
1988-11-28 $0.0625
1988-08-29 $0.0575
1988-05-27 $0.0575
1988-02-29 $0.0575
1987-11-30 $0.0575
1987-08-31 $0.0525
1987-06-01 $0.0525
1987-03-02 $0.0525
1986-12-01 $0.0525
1986-08-29 $0.0475
1986-06-02 $0.0475
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Right Skewed (正向 Asymmetry) with a 偏度 factor of 0.65. Further, an Excess 峰度 of 25.92 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -7.04%920.69%0.69%
-7.04% to -5.27%1050.79%1.48%
-5.27% to -3.49%3172.38%3.86%
-3.49% to -1.72%12699.52%13.38%
-1.72% to 0.06%546040.97%54.35%
0.06% to 1.83%428732.17%86.52%
1.83% to 3.60%12599.45%95.96%
3.60% to 5.38%3252.44%98.40%
5.38% to 7.15%1110.83%99.23%
Greater than 7.15%1020.77%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.31%2.42% 82.61%68.27%
±2σ -4.68%4.79% 95.84%95.45%
±3σ -7.04%7.15% 98.54%99.73%
Descriptive Statistics
均值0.055%
Standard Error0.020%
中位数0.000%
Mode0.000%
Standard Deviation2.366%
Sample Variance5.597%
峰度25.92
偏度0.65
Range64.238%
Minimum-28.969%
Maximum35.269%
Count13327
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.636% 6149 46.14% 0.755%
负向 -1.570% 5940 44.57% -0.700%
Zero 0.000% 1238 9.29% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 1.82%
20 1 Month 2.29%
60 1 Quarter 2.65%
250 1 Year 2.09%
750 3 Years 2.23%
1,250 5 Years 2.42%
2,500 10 Years 2.46%
5,000 20 Years 3.02%
12,500 50 Years 2.70%
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 6.30. Further, an Excess 峰度 of 86.35 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -3.75%00.00%0.00%
-3.75% to -2.18%00.00%0.00%
-2.18% to -0.60%00.00%0.00%
-0.60% to 0.97%12139.10%9.10%
0.97% to 2.55%706853.03%62.13%
2.55% to 4.12%362427.19%89.32%
4.12% to 5.70%8606.45%95.78%
5.70% to 7.27%2631.97%97.75%
7.27% to 8.85%1140.86%98.60%
Greater than 8.85%1861.40%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.45%4.65% 92.29%68.27%
±2σ -1.65%6.75% 97.33%95.45%
±3σ -3.75%8.85% 98.60%99.73%
Descriptive Statistics
均值2.546%
Standard Error0.018%
中位数2.058%
Mode3.158%
Standard Deviation2.100%
Sample Variance4.408%
峰度86.35
偏度6.30
Range61.381%
Minimum0.279%
Maximum61.660%
Count13328
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.546% 13328 100.00% 2.546%
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 1.13. Further, an Excess 峰度 of 24.59 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.66%880.66%0.66%
-5.66% to -4.22%1000.75%1.41%
-4.22% to -2.79%3212.41%3.82%
-2.79% to -1.35%136110.21%14.03%
-1.35% to 0.08%570642.81%56.84%
0.08% to 1.51%394129.57%86.41%
1.51% to 2.95%12259.19%95.60%
2.95% to 4.38%3532.65%98.25%
4.38% to 5.82%1331.00%99.25%
Greater than 5.82%1000.75%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.83%1.99% 81.68%68.27%
±2σ -3.74%3.90% 95.76%95.45%
±3σ -5.66%5.81% 98.59%99.73%
Descriptive Statistics
均值0.079%
Standard Error0.017%
中位数0.000%
Mode0.000%
Standard Deviation1.912%
Sample Variance3.656%
峰度24.59
偏度1.13
Range44.753%
Minimum-17.694%
Maximum27.059%
Count13328
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.422% 5883 44.14% 0.628%
负向 -1.301% 5623 42.19% -0.549%
Zero 0.000% 1822 13.67% 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 0.84. Further, an Excess 峰度 of 16.22 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -15.97%260.94%0.94%
-15.97% to -11.91%240.87%1.81%
-11.91% to -7.85%722.60%4.41%
-7.85% to -3.79%2729.84%14.25%
-3.79% to 0.27%101236.61%50.87%
0.27% to 4.33%97935.42%86.29%
4.33% to 8.40%2589.33%95.62%
8.40% to 12.46%722.60%98.23%
12.46% to 16.52%250.90%99.13%
Greater than 16.52%240.87%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.14%5.69% 81.37%68.27%
±2σ -10.56%11.10% 95.30%95.45%
±3σ -15.97%16.52% 98.19%99.73%
Descriptive Statistics
均值0.274%
Standard Error0.103%
中位数0.203%
Mode0.000%
Standard Deviation5.415%
Sample Variance29.327%
峰度16.22
偏度0.84
Range101.983%
Minimum-37.183%
Maximum64.800%
Count2764
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 3.675% 1421 51.41% 1.889%
负向 -3.551% 1257 45.48% -1.615%
Zero 0.000% 86 3.11% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 5.92%
12 1 Quarter 6.23%
52 1 Year 5.01%
156 3 Years 5.25%
260 5 Years 5.71%
520 10 Years 5.84%
1,040 20 Years 7.27%
2,600 50 Years 6.34%
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 5.96. Further, an Excess 峰度 of 58.26 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -12.12%00.00%0.00%
-12.12% to -7.40%00.00%0.00%
-7.40% to -2.69%00.00%0.00%
-2.69% to 2.02%953.44%3.44%
2.02% to 6.73%179064.74%68.17%
6.73% to 11.45%58020.98%89.15%
11.45% to 16.16%1796.47%95.62%
16.16% to 20.87%531.92%97.54%
20.87% to 25.58%240.87%98.41%
Greater than 25.58%441.59%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.45%13.02% 92.44%68.27%
±2σ -5.83%19.30% 96.89%95.45%
±3σ -12.12%25.58% 98.41%99.73%
Descriptive Statistics
均值6.734%
Standard Error0.119%
中位数5.155%
Mode5.000%
Standard Deviation6.283%
Sample Variance39.470%
峰度58.26
偏度5.96
Range104.990%
Minimum0.939%
Maximum105.929%
Count2765
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 6.734% 2765 100.00% 6.734%
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 1.34. Further, an Excess 峰度 of 14.19 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -15.69%130.47%0.47%
-15.69% to -11.72%200.72%1.19%
-11.72% to -7.76%662.39%3.58%
-7.76% to -3.79%30210.92%14.50%
-3.79% to 0.17%110940.11%54.61%
0.17% to 4.13%87531.65%86.26%
4.13% to 8.10%2428.75%95.01%
8.10% to 12.06%782.82%97.83%
12.06% to 16.03%291.05%98.88%
Greater than 16.03%311.12%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.12%5.46% 81.88%68.27%
±2σ -10.40%10.74% 95.59%95.45%
±3σ -15.69%16.03% 98.41%99.73%
Descriptive Statistics
均值0.170%
Standard Error0.101%
中位数0.000%
Mode0.000%
Standard Deviation5.286%
Sample Variance27.939%
峰度14.19
偏度1.34
Range90.333%
Minimum-34.483%
Maximum55.850%
Count2765
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 3.824% 1285 46.47% 1.777%
负向 -3.232% 1375 49.73% -1.607%
Zero 0.000% 105 3.80% 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 6.20 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -30.25%60.94%0.94%
-30.25% to -22.41%71.10%2.05%
-22.41% to -14.57%162.52%4.57%
-14.57% to -6.73%7912.44%17.01%
-6.73% to 1.11%21634.02%51.02%
1.11% to 8.95%20331.97%82.99%
8.95% to 16.79%7912.44%95.43%
16.79% to 24.63%182.83%98.27%
24.63% to 32.47%60.94%99.21%
Greater than 32.47%50.79%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -9.34%11.56% 78.90%68.27%
±2σ -19.80%22.01% 95.28%95.45%
±3σ -30.25%32.47% 98.27%99.73%
Descriptive Statistics
均值1.109%
Standard Error0.415%
中位数0.965%
Mode0.000%
Standard Deviation10.452%
Sample Variance109.254%
峰度6.20
偏度0.25
Range126.400%
Minimum-53.267%
Maximum73.133%
Count635
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 7.787% 347 54.65% 4.255%
负向 -7.187% 278 43.78% -3.146%
Zero 0.000% 10 1.57% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 12.59%
12 1 Year 10.62%
36 3 Years 11.33%
60 5 Years 12.35%
120 10 Years 13.06%
240 20 Years 16.03%
600 50 Years 14.03%
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 6.44. Further, an Excess 峰度 of 55.60 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -34.19%00.00%0.00%
-34.19% to -21.58%00.00%0.00%
-21.58% to -8.96%00.00%0.00%
-8.96% to 3.65%60.94%0.94%
3.65% to 16.27%42566.82%67.77%
16.27% to 28.88%15123.74%91.51%
28.88% to 41.49%335.19%96.70%
41.49% to 54.11%71.10%97.80%
54.11% to 66.72%40.63%98.43%
Greater than 66.72%101.57%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -0.55%33.08% 94.34%68.27%
±2σ -17.37%49.90% 97.48%95.45%
±3σ -34.19%66.72% 98.43%99.73%
Descriptive Statistics
均值16.266%
Standard Error0.667%
中位数12.801%
Mode8.333%
Standard Deviation16.819%
Sample Variance282.866%
峰度55.60
偏度6.44
Range190.657%
Minimum2.610%
Maximum193.267%
Count636
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 16.266% 636 100.00% 16.266%
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 2.45. Further, an Excess 峰度 of 18.43 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -33.89%10.16%0.16%
-33.89% to -25.36%40.63%0.79%
-25.36% to -16.83%91.42%2.20%
-16.83% to -8.30%9114.31%16.51%
-8.30% to 0.23%24538.52%55.03%
0.23% to 8.76%19931.29%86.32%
8.76% to 17.29%599.28%95.60%
17.29% to 25.82%121.89%97.48%
25.82% to 34.35%81.26%98.74%
Greater than 34.35%81.26%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -11.14%11.60% 82.70%68.27%
±2σ -22.51%22.98% 96.23%95.45%
±3σ -33.89%34.35% 98.58%99.73%
Descriptive Statistics
均值0.231%
Standard Error0.451%
中位数-0.899%
Mode0.000%
Standard Deviation11.373%
Sample Variance129.342%
峰度18.43
偏度2.45
Range158.617%
Minimum-47.067%
Maximum111.550%
Count636
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 8.483% 288 45.28% 3.841%
负向 -6.754% 340 53.46% -3.611%
Zero 0.000% 8 1.26% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.01. Further, an Excess 峰度 of 3.58 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -48.31%31.42%1.42%
-48.31% to -35.42%00.00%1.42%
-35.42% to -22.52%83.79%5.21%
-22.52% to -9.63%2712.80%18.01%
-9.63% to 3.26%6430.33%48.34%
3.26% to 16.16%7535.55%83.89%
16.16% to 29.05%2210.43%94.31%
29.05% to 41.95%83.79%98.10%
41.95% to 54.84%10.47%98.58%
Greater than 54.84%31.42%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -13.93%20.46% 79.62%68.27%
±2σ -31.12%37.65% 96.21%95.45%
±3σ -48.31%54.84% 97.16%99.73%
Descriptive Statistics
均值3.264%
Standard Error1.184%
中位数3.681%
Mode0.000%
Standard Deviation17.192%
Sample Variance295.571%
峰度3.58
偏度0.01
Range137.923%
Minimum-72.156%
Maximum65.767%
Count211
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 13.419% 124 58.77% 7.886%
负向 -11.610% 84 39.81% -4.622%
Zero 0.000% 3 1.42% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 19.17%
12 3 Years 21.81%
20 5 Years 22.62%
40 10 Years 23.60%
80 20 Years 27.29%
200 50 Years 24.35%
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 6.74. Further, an Excess 峰度 of 55.56 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -84.96%00.00%0.00%
-84.96% to -55.77%00.00%0.00%
-55.77% to -26.57%00.00%0.00%
-26.57% to 2.62%00.00%0.00%
2.62% to 31.81%15372.17%72.17%
31.81% to 61.01%4420.75%92.92%
61.01% to 90.20%62.83%95.75%
90.20% to 119.39%62.83%98.58%
119.39% to 148.59%10.47%99.06%
Greater than 148.59%20.94%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -7.11%70.74% 93.87%68.27%
±2σ -46.04%109.66% 97.17%95.45%
±3σ -84.96%148.59% 99.06%99.73%
Descriptive Statistics
均值31.812%
Standard Error2.673%
中位数23.017%
Mode14.286%
Standard Deviation38.925%
Sample Variance1515.174%
峰度55.56
偏度6.74
Range381.115%
Minimum6.410%
Maximum387.525%
Count212
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 31.812% 212 100.00% 31.812%
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 5.95. Further, an Excess 峰度 of 55.32 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -75.68%00.00%0.00%
-75.68% to -56.51%00.00%0.00%
-56.51% to -37.34%31.42%1.42%
-37.34% to -18.16%146.60%8.02%
-18.16% to 1.01%11252.83%60.85%
1.01% to 20.18%6430.19%91.04%
20.18% to 39.36%136.13%97.17%
39.36% to 58.53%31.42%98.58%
58.53% to 77.70%00.00%98.58%
Greater than 77.70%31.42%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -24.55%26.57% 89.15%68.27%
±2σ -50.12%52.14% 98.58%95.45%
±3σ -75.68%77.70% 98.58%99.73%
Descriptive Statistics
均值1.011%
Standard Error1.756%
中位数-2.494%
Mode0.000%
Standard Deviation25.564%
Sample Variance653.531%
峰度55.32
偏度5.95
Range304.854%
Minimum-40.568%
Maximum264.286%
Count212
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 17.187% 88 41.51% 7.134%
负向 -10.729% 121 57.08% -6.124%
Zero 0.000% 3 1.42% 0.000%