市场数据 波动率热力图 组合分析工具

BA 深度分析报告

The Boeing Company | 分类： Equity Mega Cap | 最后更新: 2026-04-26 | 数据区间: 1962-01-01 → 2026-04-01 (772 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 2.14% 1.65% 1.80% 3.10% 2.11% 2.24% 227.58 237.41 222.82 242.48
周度 4.87% 4.37% 4.82% 7.52% 4.65% 4.93% 221.87 243.51 211.78 255.11
月度 9.70% 11.47% 9.88% 15.92% 9.69% 10.26% 210.98 256.08 191.50 282.13
季度 18.25% 22.68% 18.51% 28.86% 16.78% 17.77% 196.54 274.90 166.18 325.12
Annual — — — — 33.56% 35.54% 166.18 325.12 118.81 454.75
Option Time Horizon — — — — 12.79% 13.54% 204.54 264.14 179.99 300.17
Calculation Notes: Computed at 2026-04-26T02:44 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $232.44  |  Strike (K): $235.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $11.2750 (Bid $11.0500 / Ask $11.5000)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 0.00%  |  Binomial IV (Annual): 33.56% (CRR binomial tree, American, n=20 steps)  |  BS IV: 33.65% (European Black-Scholes)  |  Yahoo IV (Annual): 35.54% → 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
2020-02-13 $2.0550
2019-11-07 $2.0550
2019-08-08 $2.0550
2019-05-09 $2.0550
2019-02-07 $2.0550
2018-11-08 $1.7100
2018-08-09 $1.7100
2018-05-10 $1.7100
2018-02-08 $1.7100
2017-11-09 $1.4200
2017-08-09 $1.4200
2017-05-10 $1.4200
2017-02-08 $1.4200
2016-11-08 $1.0900
2016-08-10 $1.0900
2016-05-11 $1.0900
2016-02-10 $1.0900
2015-11-04 $0.9100
2015-08-05 $0.9100
2015-05-06 $0.9100
2015-02-11 $0.9100
2014-11-05 $0.7300
2014-08-06 $0.7300
2014-05-07 $0.7300
2014-02-12 $0.7300
2013-11-06 $0.4850
2013-08-07 $0.4850
2013-05-08 $0.4850
2013-02-13 $0.4850
2012-11-07 $0.4400
2012-08-15 $0.4400
2012-05-09 $0.4400
2012-02-08 $0.4400
2011-11-08 $0.4200
2011-08-10 $0.4200
2011-05-11 $0.4200
2011-02-09 $0.4200
2010-11-03 $0.4200
2010-08-04 $0.4200
2010-05-05 $0.4200
2010-02-03 $0.4200
2009-11-04 $0.4200
2009-08-05 $0.4200
2009-05-06 $0.4200
2009-02-04 $0.4200
2008-11-05 $0.4000
2008-08-06 $0.4000
2008-05-07 $0.4000
2008-02-06 $0.4000
2007-11-07 $0.3500
2007-08-08 $0.3500
2007-05-09 $0.3500
2007-02-07 $0.3500
2006-11-08 $0.3000
2006-08-09 $0.3000
2006-05-10 $0.3000
2006-02-08 $0.3000
2005-11-08 $0.2500
2005-08-10 $0.2500
2005-05-11 $0.2500
2005-02-09 $0.2500
2004-11-09 $0.2000
2004-08-11 $0.2000
2004-05-19 $0.2000
2004-02-11 $0.1700
2003-11-12 $0.1700
2003-08-13 $0.1700
2003-05-14 $0.1700
2003-02-05 $0.1700
2002-11-13 $0.1700
2002-08-14 $0.1700
2002-05-15 $0.1700
2002-02-06 $0.1700
2001-11-14 $0.1700
2001-08-15 $0.1700
2001-05-09 $0.1700
2001-02-07 $0.1700
2000-11-08 $0.1400
2000-08-09 $0.1400
2000-05-10 $0.1400
2000-02-09 $0.1400
1999-11-09 $0.1400
1999-08-11 $0.1400
1999-05-12 $0.1400
1999-02-08 $0.1400
1998-11-10 $0.1400
1998-08-12 $0.1400
1998-05-13 $0.1400
1998-02-11 $0.1400
1997-11-12 $0.1400
1997-08-13 $0.1400
1997-05-14 $0.1400
1997-02-12 $0.1400
1996-11-13 $0.1400
1996-08-14 $0.1400
1996-05-15 $0.1400
1996-02-07 $0.1250
1995-11-08 $0.1250
1995-08-09 $0.1250
1995-05-08 $0.1250
1995-02-06 $0.1250
1994-11-04 $0.1250
1994-08-08 $0.1250
1994-05-09 $0.1250
1994-02-07 $0.1250
1993-11-05 $0.1250
1993-08-09 $0.1250
1993-05-10 $0.1250
1993-02-08 $0.1250
1992-11-06 $0.1250
1992-08-10 $0.1250
1992-05-11 $0.1250
1992-02-10 $0.1250
1991-11-08 $0.1250
1991-08-12 $0.1250
1991-05-13 $0.1250
1991-02-11 $0.1250
1990-11-09 $0.1250
1990-08-13 $0.1250
1990-05-14 $0.1250
1990-02-12 $0.1000
1989-11-13 $0.1000
1989-08-14 $0.1000
1989-05-08 $0.1000
1989-02-06 $0.0889
1988-11-04 $0.0889
1988-05-09 $0.0889
1988-02-05 $0.0778
1987-11-03 $0.0778
1987-08-04 $0.0778
1987-05-04 $0.0778
1987-02-04 $0.0778
1986-11-05 $0.0667
1986-08-05 $0.0667
1986-05-06 $0.0667
1986-02-04 $0.0667
1985-11-04 $0.0600
1985-08-06 $0.0600
1985-05-06 $0.0400
1985-02-05 $0.0519
1984-11-02 $0.0519
1984-08-06 $0.0519
1984-05-07 $0.0519
1984-02-06 $0.0519
1983-11-03 $0.0519
1983-08-08 $0.0519
1983-05-09 $0.0519
1983-02-07 $0.0519
1982-11-04 $0.0519
1982-08-09 $0.0519
1982-05-10 $0.0519
1982-02-05 $0.0519
1981-11-05 $0.0519
1981-08-07 $0.0519
1981-05-08 $0.0519
1981-02-06 $0.0519
1980-11-06 $0.0741
1980-08-08 $0.0444
1980-05-09 $0.0444
1980-02-08 $0.0444
1979-08-10 $0.0247
1979-05-14 $0.0247
1979-02-09 $0.0247
1978-08-11 $0.0198
1978-05-05 $0.0198
1977-11-10 $0.0165
1977-08-05 $0.0165
1977-05-06 $0.0115
1977-02-14 $0.0115
1976-11-05 $0.0165
1976-08-06 $0.0082
1976-05-07 $0.0082
1976-02-06 $0.0082
1975-11-06 $0.0132
1975-08-08 $0.0066
1975-05-09 $0.0066
1975-02-06 $0.0066
1974-11-07 $0.0099
1974-07-26 $0.0049
1974-05-10 $0.0049
1974-02-01 $0.0049
1973-11-01 $0.0033
1973-08-03 $0.0033
1973-05-04 $0.0033
1973-02-02 $0.0033
1972-11-02 $0.0033
1972-08-04 $0.0033
1972-04-28 $0.0033
1972-02-04 $0.0033
1971-10-28 $0.0033
1971-07-30 $0.0033
1971-04-30 $0.0033
1971-01-29 $0.0033
1970-10-29 $0.0033
1970-07-31 $0.0033
1970-05-01 $0.0033
1969-10-30 $0.0099
1969-05-02 $0.0099
1969-02-03 $0.0099
1968-10-31 $0.0099
1968-08-05 $0.0099
1968-05-03 $0.0099
1968-02-05 $0.0099
1967-11-03 $0.0099
1967-08-10 $0.0099
1967-05-09 $0.0099
1967-02-06 $0.0099
1966-11-04 $0.0099
1966-08-29 $0.0099
1966-08-02 $0.0099
1966-04-28 $0.0082
1966-02-07 $0.0082
1965-11-01 $0.0165
1965-08-04 $0.0082
1965-05-11 $0.0082
1965-02-08 $0.0082
1964-11-12 $0.0082
1964-08-05 $0.0082
1964-05-12 $0.0082
1964-02-07 $0.0082
1963-11-08 $0.0082
1963-08-12 $0.0082
1963-05-14 $0.0082
1963-02-06 $0.0082
1962-11-05 $0.0082
1962-08-13 $0.0082
1962-05-08 $0.0082
1962-02-05 $0.0082
收盘-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 8.97 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -6.36%950.59%0.59%
-6.36% to -4.75%1641.01%1.60%
-4.75% to -3.15%5223.23%4.83%
-3.15% to -1.54%199712.34%17.17%
-1.54% to 0.07%578135.72%52.89%
0.07% to 1.67%490030.28%83.17%
1.67% to 3.28%184611.41%94.58%
3.28% to 4.89%5553.43%98.01%
4.89% to 6.49%2011.24%99.25%
Greater than 6.49%1210.75%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.07%2.21% 77.43%68.27%
±2σ -4.22%4.35% 94.99%95.45%
±3σ -6.36%6.49% 98.67%99.73%
Descriptive Statistics
均值0.067%
Standard Error0.017%
中位数0.000%
Mode0.000%
Standard Deviation2.142%
Sample Variance4.590%
峰度8.97
偏度0.31
Range48.167%
Minimum-23.848%
Maximum24.319%
Count16182
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.637% 7716 47.68% 0.781%
负向 -1.508% 7659 47.33% -0.714%
Zero 0.000% 807 4.99% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 3.23%
20 1 Month 3.25%
60 1 Quarter 3.23%
250 1 Year 2.66%
750 3 Years 2.85%
1,250 5 Years 3.10%
2,500 10 Years 3.04%
5,000 20 Years 2.71%
12,500 50 Years 2.63%
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 3.46. Further, an Excess 峰度 of 29.35 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -2.40%00.00%0.00%
-2.40% to -1.16%00.00%0.00%
-1.16% to 0.08%00.00%0.00%
0.08% to 1.32%274116.94%16.94%
1.32% to 2.56%736545.51%62.45%
2.56% to 3.80%360022.25%84.69%
3.80% to 5.04%14208.77%93.47%
5.04% to 6.27%5613.47%96.94%
6.27% to 7.51%2361.46%98.39%
Greater than 7.51%2601.61%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.91%4.21% 84.10%68.27%
±2σ -0.75%5.86% 96.03%95.45%
±3σ -2.40%7.51% 98.39%99.73%
Descriptive Statistics
均值2.557%
Standard Error0.013%
中位数2.152%
Mode1.667%
Standard Deviation1.652%
Sample Variance2.730%
峰度29.35
偏度3.46
Range33.078%
Minimum0.216%
Maximum33.294%
Count16183
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.557% 16183 100.00% 2.557%
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 0.03. Further, an Excess 峰度 of 4.88 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.39%1100.68%0.68%
-5.39% to -4.04%1961.21%1.89%
-4.04% to -2.69%6083.76%5.65%
-2.69% to -1.34%198212.25%17.90%
-1.34% to 0.00%562134.73%52.63%
0.00% to 1.35%479929.65%82.28%
1.35% to 2.70%197312.19%94.48%
2.70% to 4.05%5913.65%98.13%
4.05% to 5.40%1931.19%99.32%
Greater than 5.40%1100.68%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.79%1.80% 76.09%68.27%
±2σ -3.59%3.60% 94.78%95.45%
±3σ -5.39%5.40% 98.64%99.73%
Descriptive Statistics
均值0.004%
Standard Error0.014%
中位数0.000%
Mode0.000%
Standard Deviation1.798%
Sample Variance3.232%
峰度4.88
偏度0.03
Range36.267%
Minimum-18.333%
Maximum17.934%
Count16183
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.359% 7667 47.38% 0.644%
负向 -1.374% 7531 46.54% -0.639%
Zero 0.000% 985 6.09% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.40. Further, an Excess 峰度 of 8.97 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -14.27%220.66%0.66%
-14.27% to -10.62%270.80%1.46%
-10.62% to -6.97%1153.43%4.89%
-6.97% to -3.32%45513.56%18.45%
-3.32% to 0.33%109932.76%51.21%
0.33% to 3.98%102430.52%81.73%
3.98% to 7.63%42512.67%94.40%
7.63% to 11.28%1333.96%98.36%
11.28% to 14.93%361.07%99.43%
Greater than 14.93%190.57%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.54%5.20% 75.41%68.27%
±2σ -9.40%10.06% 95.35%95.45%
±3σ -14.27%14.93% 98.78%99.73%
Descriptive Statistics
均值0.330%
Standard Error0.084%
中位数0.223%
Mode0.000%
Standard Deviation4.865%
Sample Variance23.671%
峰度8.97
偏度0.40
Range95.202%
Minimum-42.946%
Maximum52.256%
Count3355
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 3.709% 1731 51.59% 1.914%
负向 -3.384% 1570 46.80% -1.584%
Zero 0.000% 54 1.61% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 8.48%
12 1 Quarter 7.76%
52 1 Year 6.44%
156 3 Years 6.95%
260 5 Years 7.52%
520 10 Years 7.35%
1,040 20 Years 6.50%
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 4.42. Further, an Excess 峰度 of 48.10 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -6.32%00.00%0.00%
-6.32% to -3.04%00.00%0.00%
-3.04% to 0.24%00.00%0.00%
0.24% to 3.52%54116.12%16.12%
3.52% to 6.79%154446.01%62.13%
6.79% to 10.07%78123.27%85.40%
10.07% to 13.35%2868.52%93.92%
13.35% to 16.62%1103.28%97.20%
16.62% to 19.90%431.28%98.48%
Greater than 19.90%511.52%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 2.42%11.16% 85.49%68.27%
±2σ -1.95%15.53% 96.42%95.45%
±3σ -6.31%19.90% 98.48%99.73%
Descriptive Statistics
均值6.792%
Standard Error0.075%
中位数5.852%
Mode5.000%
Standard Deviation4.369%
Sample Variance19.090%
峰度48.10
偏度4.42
Range83.761%
Minimum0.947%
Maximum84.708%
Count3356
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 6.792% 3356 100.00% 6.792%
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 1.88. Further, an Excess 峰度 of 28.66 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -14.46%100.30%0.30%
-14.46% to -10.85%250.74%1.04%
-10.85% to -7.24%1333.96%5.01%
-7.24% to -3.62%45213.47%18.47%
-3.62% to -0.01%109032.48%50.95%
-0.01% to 3.60%107131.91%82.87%
3.60% to 7.22%39811.86%94.73%
7.22% to 10.83%1213.61%98.33%
10.83% to 14.44%290.86%99.20%
Greater than 14.44%270.80%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.83%4.81% 76.67%68.27%
±2σ -9.64%9.62% 95.59%95.45%
±3σ -14.46%14.44% 98.90%99.73%
Descriptive Statistics
均值-0.009%
Standard Error0.083%
中位数-0.176%
Mode0.000%
Standard Deviation4.817%
Sample Variance23.207%
峰度28.66
偏度1.88
Range116.045%
Minimum-33.189%
Maximum82.856%
Count3356
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 3.558% 1595 47.53% 1.691%
负向 -3.335% 1711 50.98% -1.700%
Zero 0.000% 50 1.49% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.26. Further, an Excess 峰度 of 2.51 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -27.73%30.39%0.39%
-27.73% to -20.46%60.78%1.17%
-20.46% to -13.18%263.37%4.54%
-13.18% to -5.90%12215.82%20.36%
-5.90% to 1.38%23630.61%50.97%
1.38% to 8.66%23330.22%81.19%
8.66% to 15.93%10413.49%94.68%
15.93% to 23.21%283.63%98.31%
23.21% to 30.49%70.91%99.22%
Greater than 30.49%60.78%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -8.33%11.08% 72.63%68.27%
±2σ -18.03%20.79% 95.33%95.45%
±3σ -27.73%30.49% 98.83%99.73%
Descriptive Statistics
均值1.378%
Standard Error0.349%
中位数1.170%
Mode-9.558%
Standard Deviation9.704%
Sample Variance94.164%
峰度2.51
偏度0.26
Range97.301%
Minimum-45.789%
Maximum51.512%
Count771
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 7.927% 428 55.51% 4.400%
负向 -6.835% 341 44.23% -3.023%
Zero 0.000% 2 0.26% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 15.94%
12 1 Year 14.87%
36 3 Years 15.06%
60 5 Years 15.92%
120 10 Years 16.28%
240 20 Years 14.20%
600 50 Years 13.73%
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 9.86. Further, an Excess 峰度 of 172.69 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -18.68%00.00%0.00%
-18.68% to -10.07%00.00%0.00%
-10.07% to -1.47%00.00%0.00%
-1.47% to 7.14%557.12%7.12%
7.14% to 15.74%43055.70%62.82%
15.74% to 24.34%19325.00%87.82%
24.34% to 32.95%648.29%96.11%
32.95% to 41.55%172.20%98.32%
41.55% to 50.16%60.78%99.09%
Greater than 50.16%70.91%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 4.27%27.21% 92.10%68.27%
±2σ -7.20%38.69% 97.80%95.45%
±3σ -18.67%50.16% 99.09%99.73%
Descriptive Statistics
均值15.741%
Standard Error0.413%
中位数13.484%
Mode11.111%
Standard Deviation11.472%
Sample Variance131.617%
峰度172.69
偏度9.86
Range230.918%
Minimum3.284%
Maximum234.202%
Count772
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 15.741% 772 100.00% 15.741%
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 1.38. Further, an Excess 峰度 of 9.17 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -29.85%20.26%0.26%
-29.85% to -22.43%50.65%0.91%
-22.43% to -15.02%232.98%3.89%
-15.02% to -7.61%11514.90%18.78%
-7.61% to -0.20%26934.84%53.63%
-0.20% to 7.22%22228.76%82.38%
7.22% to 14.63%9612.44%94.82%
14.63% to 22.04%263.37%98.19%
22.04% to 29.46%70.91%99.09%
Greater than 29.46%70.91%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -10.08%9.69% 74.87%68.27%
±2σ -19.96%19.57% 96.11%95.45%
±3σ -29.85%29.46% 98.83%99.73%
Descriptive Statistics
均值-0.195%
Standard Error0.356%
中位数-1.095%
Mode-9.602%
Standard Deviation9.884%
Sample Variance97.690%
峰度9.17
偏度1.38
Range120.067%
Minimum-32.632%
Maximum87.435%
Count772
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 7.721% 356 46.11% 3.560%
负向 -7.004% 414 53.63% -3.756%
Zero 0.000% 2 0.26% 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 0.60. Further, an Excess 峰度 of 1.71 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -50.42%10.39%0.39%
-50.42% to -36.74%10.39%0.78%
-36.74% to -23.05%93.50%4.28%
-23.05% to -9.36%3915.18%19.46%
-9.36% to 4.33%8834.24%53.70%
4.33% to 18.02%6926.85%80.54%
18.02% to 31.71%3112.06%92.61%
31.71% to 45.40%103.89%96.50%
45.40% to 59.09%51.95%98.44%
Greater than 59.09%41.56%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -13.92%22.58% 74.32%68.27%
±2σ -32.17%40.84% 95.72%95.45%
±3σ -50.42%59.09% 98.05%99.73%
Descriptive Statistics
均值4.331%
Standard Error1.139%
中位数3.757%
Mode-13.691%
Standard Deviation18.252%
Sample Variance333.152%
峰度1.71
偏度0.60
Range130.065%
Minimum-55.428%
Maximum74.637%
Count257
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 15.768% 148 57.59% 9.080%
负向 -11.197% 109 42.41% -4.749%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 28.92%
12 3 Years 28.68%
20 5 Years 28.86%
40 10 Years 30.09%
80 20 Years 25.52%
200 50 Years 24.87%
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 6.73. Further, an Excess 峰度 of 71.02 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -37.73%00.00%0.00%
-37.73% to -20.72%00.00%0.00%
-20.72% to -3.72%00.00%0.00%
-3.72% to 13.29%186.98%6.98%
13.29% to 30.30%14957.75%64.73%
30.30% to 47.30%6424.81%89.53%
47.30% to 64.31%166.20%95.74%
64.31% to 81.32%72.71%98.45%
81.32% to 98.33%10.39%98.84%
Greater than 98.33%31.16%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 7.62%52.97% 93.02%68.27%
±2σ -15.05%75.65% 98.06%95.45%
±3σ -37.73%98.32% 98.84%99.73%
Descriptive Statistics
均值30.297%
Standard Error1.412%
中位数26.081%
Mode17.582%
Standard Deviation22.676%
Sample Variance514.208%
峰度71.02
偏度6.73
Range285.444%
Minimum7.758%
Maximum293.202%
Count258
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 30.297% 258 100.00% 30.297%
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 1.73. Further, an Excess 峰度 of 8.98 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -56.06%00.00%0.00%
-56.06% to -42.18%00.00%0.00%
-42.18% to -28.30%93.49%3.49%
-28.30% to -14.42%4216.28%19.77%
-14.42% to -0.54%9436.43%56.20%
-0.54% to 13.34%7328.29%84.50%
13.34% to 27.22%228.53%93.02%
27.22% to 41.10%145.43%98.45%
41.10% to 54.98%20.78%99.22%
Greater than 54.98%20.78%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -19.05%17.97% 77.13%68.27%
±2σ -37.55%36.47% 94.96%95.45%
±3σ -56.06%54.98% 99.22%99.73%
Descriptive Statistics
均值-0.540%
Standard Error1.152%
中位数-3.125%
Mode-4.575%
Standard Deviation18.506%
Sample Variance342.480%
峰度8.98
偏度1.73
Range167.585%
Minimum-41.553%
Maximum126.032%
Count258
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 14.707% 111 43.02% 6.327%
负向 -12.053% 147 56.98% -6.867%
Zero 0.000% 0 0.00% 0.000%