BDN 资产分析 - DOR 信号与波动率

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	3.61%	3.34%	2.83%	3.47%	—	6.42%	—	—	—	—
周度	8.08%	7.90%	6.37%	8.00%	—	14.14%	—	—	—	—
月度	15.69%	20.14%	13.13%	16.02%	—	29.43%	—	—	—	—
季度	22.54%	37.96%	20.08%	28.56%	—	50.98%	—	—	—	—
Annual	—	—	—	—	—	101.95%	—	—	—	—
Option Time Horizon	—	—	—	—	—	38.85%	—	—	—	—

Calculation Notes: Computed at 2026-04-26T02:45 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $3.06 | Strike (K): $4.00 (first OTM call ≥ spot) | Observed Mid-价格: $— (Bid $— / Ask $0.2000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 13.31% | Binomial IV (Annual): 模型不可用 / 模型不可用 (CRR binomial tree, American, n=20 steps) | BS IV: — (European Black-Scholes) | Yahoo IV (Annual): 101.95% → period-scaled as σ_period = σ_annual·√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	$0.0800
2026-01-07	$0.0800
2025-10-09	$0.0800
2025-07-02	$0.1500
2025-04-03	$0.1500
2025-01-08	$0.1500
2024-10-09	$0.1500
2024-07-03	$0.1500
2024-04-03	$0.1500
2024-01-03	$0.1500
2023-10-03	$0.1500
2023-07-05	$0.1900
2023-04-04	$0.1900
2023-01-04	$0.1900
2022-10-05	$0.1900
2022-07-05	$0.1900
2022-04-05	$0.1900
2022-01-04	$0.1900
2021-10-05	$0.1900
2021-07-06	$0.1900
2021-04-06	$0.1900
2021-01-05	$0.1900
2020-10-06	$0.1900
2020-07-07	$0.1900
2020-04-06	$0.1900
2020-01-07	$0.1900
2019-10-02	$0.1900
2019-07-03	$0.1900
2019-04-03	$0.1900
2019-01-07	$0.1900
2018-10-03	$0.1800
2018-07-05	$0.1800
2018-04-03	$0.1800
2018-01-08	$0.1800
2017-10-03	$0.1600
2017-07-05	$0.1600
2017-04-03	$0.1600
2017-01-09	$0.1600
2016-10-03	$0.1600
2016-07-01	$0.1600
2016-03-31	$0.1500
2016-01-04	$0.1500
2015-10-01	$0.1500
2015-07-01	$0.1500
2015-04-01	$0.1500
2015-01-02	$0.1500
2014-10-02	$0.1500
2014-07-02	$0.1500
2014-04-01	$0.1500
2014-01-02	$0.1500
2013-10-02	$0.1500
2013-07-02	$0.1500
2013-04-03	$0.1500
2013-01-02	$0.1500
2012-10-03	$0.1500
2012-07-02	$0.1500
2012-04-03	$0.1500
2012-01-03	$0.1500
2011-10-03	$0.1500
2011-07-01	$0.1500
2011-04-01	$0.1500
2011-01-04	$0.1500
2010-10-01	$0.1500
2010-07-01	$0.1500
2010-03-31	$0.1500
2010-01-04	$0.1500
2009-10-01	$0.1000
2009-06-30	$0.1000
2009-04-01	$0.1000
2009-01-02	$0.3000
2008-10-01	$0.4400
2008-07-01	$0.4400
2008-04-02	$0.4400
2008-01-02	$0.4400
2007-10-03	$0.4400
2007-07-02	$0.4400
2007-04-02	$0.4400
2007-01-03	$0.4400
2006-10-03	$0.4400
2006-07-03	$0.4400
2006-04-03	$0.4200
2005-12-30	$0.0200
2005-11-16	$0.4400
2005-10-03	$0.4400
2005-07-01	$0.4400
2005-04-04	$0.4400
2004-12-29	$0.4400
2004-10-01	$0.4400
2004-07-01	$0.4400
2004-04-02	$0.4400
2003-12-29	$0.4400
2003-10-02	$0.4400
2003-07-02	$0.4400
2003-04-02	$0.4400
2002-12-27	$0.4400
2002-10-02	$0.4400
2002-07-02	$0.4400
2002-04-02	$0.4400
2001-12-27	$0.4400
2001-10-03	$0.4400
2001-07-03	$0.4100
2001-04-03	$0.4100
2000-10-04	$0.4100
2000-07-05	$0.4000
2000-04-03	$0.4000
1999-12-28	$0.4000
1999-09-28	$0.3900
1999-06-28	$0.3900
1999-03-26	$0.3900
1998-12-23	$0.3900
1998-09-24	$0.3800
1998-06-18	$0.3800
1998-03-25	$0.3700
1997-12-11	$0.3700
1997-09-05	$0.3600
1997-06-26	$0.3600
1997-04-11	$0.3500
1996-12-26	$0.1300
1996-11-06	$0.2100
1996-07-24	$0.1800
1996-05-08	$0.1800
1996-01-24	$0.1500
1995-10-24	$0.1500
1995-07-24	$0.1500
1995-05-05	$0.1200
1995-01-18	$0.2100
1994-10-18	$0.1500
1994-08-26	$0.6300
1994-08-12	$1.5600
1994-06-30	$0.1500

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 2.69. Further, an Excess 峰度 of 65.09 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -10.78%	71	0.85%	0.85%
-10.78% to -8.06%	44	0.53%	1.38%
-8.06% to -5.36%	118	1.41%	2.79%
-5.36% to -2.65%	486	5.81%	8.60%
-2.65% to 0.06%	3714	44.44%	53.04%
0.06% to 2.77%	3268	39.10%	92.14%
2.77% to 5.48%	420	5.03%	97.16%
5.48% to 8.19%	110	1.32%	98.48%
8.19% to 10.90%	44	0.53%	99.01%
Greater than 10.90%	83	0.99%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.55%	3.68%	89.33%	68.27%
±2σ	-7.16%	7.29%	96.53%	95.45%
±3σ	-10.78%	10.90%	98.16%	99.73%

Descriptive Statistics

均值	0.064%
Standard Error	0.040%
中位数	0.000%
Mode	0.000%
Standard Deviation	3.613%
Sample Variance	13.052%
峰度	65.09
偏度	2.69
Range	109.524%
Minimum	-42.857%
Maximum	66.667%
Count	8358

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.954%	3969	47.49%	0.928%
负向	-1.907%	3787	45.31%	-0.864%
Zero	0.000%	602	7.20%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	4.13%
20	1 Month	4.09%
60	1 Quarter	3.93%
250	1 Year	3.32%
750	3 Years	3.70%
1,250	5 Years	3.47%
2,500	10 Years	2.92%
5,000	20 Years	3.14%
12,500	50 Years	3.30%

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 6.98. Further, an Excess 峰度 of 112.77 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -6.92%	0	0.00%	0.00%
-6.92% to -4.42%	0	0.00%	0.00%
-4.42% to -1.92%	0	0.00%	0.00%
-1.92% to 0.59%	40	0.48%	0.48%
0.59% to 3.09%	5821	69.64%	70.12%
3.09% to 5.60%	1698	20.31%	90.43%
5.60% to 8.10%	360	4.31%	94.74%
8.10% to 10.61%	180	2.15%	96.89%
10.61% to 13.11%	88	1.05%	97.94%
Greater than 13.11%	172	2.06%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-0.25%	6.43%	92.59%	68.27%
±2σ	-3.59%	9.77%	96.34%	95.45%
±3σ	-6.92%	13.11%	97.94%	99.73%

Descriptive Statistics

均值	3.092%
Standard Error	0.037%
中位数	2.194%
Mode	3.333%
Standard Deviation	3.339%
Sample Variance	11.149%
峰度	112.77
偏度	6.98
Range	99.744%
Minimum	0.256%
Maximum	100.000%
Count	8359

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.092%	8359	100.00%	3.092%
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 0.83. Further, an Excess 峰度 of 32.38 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -8.48%	82	0.98%	0.98%
-8.48% to -6.36%	67	0.80%	1.78%
-6.36% to -4.23%	142	1.70%	3.48%
-4.23% to -2.10%	584	6.99%	10.47%
-2.10% to 0.02%	3574	42.76%	53.22%
0.02% to 2.15%	3003	35.93%	89.15%
2.15% to 4.28%	622	7.44%	96.59%
4.28% to 6.40%	149	1.78%	98.37%
6.40% to 8.53%	51	0.61%	98.98%
Greater than 8.53%	85	1.02%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.81%	2.86%	85.90%	68.27%
±2σ	-5.65%	5.69%	95.88%	95.45%
±3σ	-8.48%	8.53%	98.00%	99.73%

Descriptive Statistics

均值	0.023%
Standard Error	0.031%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.835%
Sample Variance	8.036%
峰度	32.38
偏度	0.83
Range	81.818%
Minimum	-31.818%
Maximum	50.000%
Count	8359

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.729%	3910	46.78%	0.809%
负向	-1.705%	3856	46.13%	-0.787%
Zero	0.000%	593	7.09%	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 3.71. Further, an Excess 峰度 of 41.91 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -23.95%	15	0.77%	0.77%
-23.95% to -17.89%	12	0.62%	1.39%
-17.89% to -11.83%	31	1.60%	2.99%
-11.83% to -5.77%	141	7.26%	10.24%
-5.77% to 0.29%	862	44.36%	54.61%
0.29% to 6.35%	714	36.75%	91.35%
6.35% to 12.41%	111	5.71%	97.07%
12.41% to 18.48%	25	1.29%	98.35%
18.48% to 24.54%	8	0.41%	98.76%
Greater than 24.54%	24	1.24%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.79%	8.37%	88.01%	68.27%
±2σ	-15.87%	16.45%	96.24%	95.45%
±3σ	-23.95%	24.54%	97.99%	99.73%

Descriptive Statistics

均值	0.293%
Standard Error	0.183%
中位数	0.000%
Mode	0.000%
Standard Deviation	8.081%
Sample Variance	65.304%
峰度	41.91
偏度	3.71
Range	140.000%
Minimum	-40.000%
Maximum	100.000%
Count	1943

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.648%	935	48.12%	2.237%
负向	-4.243%	890	45.80%	-1.944%
Zero	0.000%	118	6.07%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	8.69%
12	1 Quarter	9.27%
52	1 Year	7.49%
156	3 Years	8.45%
260	5 Years	8.00%
520	10 Years	6.72%
1,040	20 Years	7.16%
2,600	50 Years	7.57%

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 5.06. Further, an Excess 峰度 of 39.85 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -16.18%	0	0.00%	0.00%
-16.18% to -10.25%	0	0.00%	0.00%
-10.25% to -4.33%	0	0.00%	0.00%
-4.33% to 1.60%	25	1.29%	1.29%
1.60% to 7.53%	1317	67.75%	69.03%
7.53% to 13.45%	397	20.42%	89.45%
13.45% to 19.38%	104	5.35%	94.80%
19.38% to 25.30%	43	2.21%	97.02%
25.30% to 31.23%	18	0.93%	97.94%
Greater than 31.23%	40	2.06%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-0.38%	15.43%	92.28%	68.27%
±2σ	-8.28%	23.33%	96.35%	95.45%
±3σ	-16.18%	31.23%	97.94%	99.73%

Descriptive Statistics

均值	7.526%
Standard Error	0.179%
中位数	5.300%
Mode	9.091%
Standard Deviation	7.901%
Sample Variance	62.433%
峰度	39.85
偏度	5.06
Range	99.479%
Minimum	0.521%
Maximum	100.000%
Count	1944

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.526%	1944	100.00%	7.526%
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 0.75. Further, an Excess 峰度 of 14.07 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -18.97%	17	0.87%	0.87%
-18.97% to -14.20%	21	1.08%	1.95%
-14.20% to -9.42%	28	1.44%	3.40%
-9.42% to -4.64%	165	8.49%	11.88%
-4.64% to 0.14%	843	43.36%	55.25%
0.14% to 4.92%	629	32.36%	87.60%
4.92% to 9.70%	156	8.02%	95.63%
9.70% to 14.47%	52	2.67%	98.30%
14.47% to 19.25%	11	0.57%	98.87%
Greater than 19.25%	22	1.13%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.23%	6.51%	83.85%	68.27%
±2σ	-12.60%	12.88%	95.47%	95.45%
±3σ	-18.97%	19.25%	97.99%	99.73%

Descriptive Statistics

均值	0.140%
Standard Error	0.144%
中位数	0.000%
Mode	0.000%
Standard Deviation	6.371%
Sample Variance	40.588%
峰度	14.07
偏度	0.75
Range	95.833%
Minimum	-45.833%
Maximum	50.000%
Count	1944

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.322%	886	45.58%	1.970%
负向	-3.808%	934	48.05%	-1.830%
Zero	0.000%	124	6.38%	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 2.96. Further, an Excess 峰度 of 19.64 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -46.02%	1	0.21%	0.21%
-46.02% to -34.25%	5	1.06%	1.27%
-34.25% to -22.49%	8	1.69%	2.97%
-22.49% to -10.72%	47	9.96%	12.92%
-10.72% to 1.05%	188	39.83%	52.75%
1.05% to 12.81%	182	38.56%	91.31%
12.81% to 24.58%	25	5.30%	96.61%
24.58% to 36.35%	7	1.48%	98.09%
36.35% to 48.11%	1	0.21%	98.31%
Greater than 48.11%	8	1.69%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-14.64%	16.73%	86.44%	68.27%
±2σ	-30.33%	32.42%	96.40%	95.45%
±3σ	-46.02%	48.11%	98.09%	99.73%

Descriptive Statistics

均值	1.046%
Standard Error	0.722%
中位数	0.342%
Mode	0.000%
Standard Deviation	15.689%
Sample Variance	246.143%
峰度	19.64
偏度	2.96
Range	175.091%
Minimum	-50.000%
Maximum	125.091%
Count	472

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	9.609%	241	51.06%	4.906%
负向	-8.677%	210	44.49%	-3.861%
Zero	0.000%	21	4.45%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	20.56%
12	1 Year	15.10%
36	3 Years	16.82%
60	5 Years	16.02%
120	10 Years	13.74%
240	20 Years	14.87%
600	50 Years	16.26%

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 4.33. Further, an Excess 峰度 of 23.72 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -42.56%	0	0.00%	0.00%
-42.56% to -27.46%	0	0.00%	0.00%
-27.46% to -12.35%	0	0.00%	0.00%
-12.35% to 2.75%	4	0.85%	0.85%
2.75% to 17.85%	334	70.61%	71.46%
17.85% to 32.95%	91	19.24%	90.70%
32.95% to 48.05%	21	4.44%	95.14%
48.05% to 63.16%	6	1.27%	96.41%
63.16% to 78.26%	4	0.85%	97.25%
Greater than 78.26%	13	2.75%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.29%	37.99%	92.81%	68.27%
±2σ	-22.42%	58.12%	96.41%	95.45%
±3σ	-42.56%	78.26%	97.25%	99.73%

Descriptive Statistics

均值	17.850%
Standard Error	0.926%
中位数	11.875%
Mode	9.091%
Standard Deviation	20.136%
Sample Variance	405.460%
峰度	23.72
偏度	4.33
Range	186.624%
Minimum	1.282%
Maximum	187.906%
Count	473

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	17.850%	473	100.00%	17.850%
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 1.70. Further, an Excess 峰度 of 13.64 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -38.64%	4	0.85%	0.85%
-38.64% to -28.79%	3	0.63%	1.48%
-28.79% to -18.94%	8	1.69%	3.17%
-18.94% to -9.09%	45	9.51%	12.68%
-9.09% to 0.76%	218	46.09%	58.77%
0.76% to 10.61%	127	26.85%	85.62%
10.61% to 20.46%	45	9.51%	95.14%
20.46% to 30.31%	16	3.38%	98.52%
30.31% to 40.16%	2	0.42%	98.94%
Greater than 40.16%	5	1.06%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-12.37%	13.90%	82.45%	68.27%
±2σ	-25.50%	27.03%	96.41%	95.45%
±3σ	-38.64%	40.16%	98.10%	99.73%

Descriptive Statistics

均值	0.763%
Standard Error	0.604%
中位数	0.000%
Mode	0.000%
Standard Deviation	13.133%
Sample Variance	172.476%
峰度	13.64
偏度	1.70
Range	156.058%
Minimum	-56.058%
Maximum	100.000%
Count	473

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	9.728%	214	45.24%	4.401%
负向	-7.323%	235	49.68%	-3.638%
Zero	0.000%	24	5.07%	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 1.99. Further, an Excess 峰度 of 9.11 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -65.42%	0	0.00%	0.00%
-65.42% to -48.52%	1	0.63%	0.63%
-48.52% to -31.62%	3	1.89%	2.52%
-31.62% to -14.71%	20	12.58%	15.09%
-14.71% to 2.19%	62	38.99%	54.09%
2.19% to 19.09%	56	35.22%	89.31%
19.09% to 35.99%	11	6.92%	96.23%
35.99% to 52.89%	1	0.63%	96.86%
52.89% to 69.79%	2	1.26%	98.11%
Greater than 69.79%	3	1.89%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-20.35%	24.72%	78.62%	68.27%
±2σ	-42.88%	47.26%	95.60%	95.45%
±3σ	-65.42%	69.79%	98.11%	99.73%

Descriptive Statistics

均值	2.187%
Standard Error	1.787%
中位数	0.000%
Mode	0.000%
Standard Deviation	22.535%
Sample Variance	507.849%
峰度	9.11
偏度	1.99
Range	183.571%
Minimum	-55.000%
Maximum	128.571%
Count	159

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	16.724%	79	49.69%	8.309%
负向	-12.808%	76	47.80%	-6.122%
Zero	0.000%	4	2.52%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	25.32%
12	3 Years	30.73%
20	5 Years	28.56%
40	10 Years	24.24%
80	20 Years	25.10%
200	50 Years	29.12%

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 2.91. Further, an Excess 峰度 of 9.81 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -77.26%	0	0.00%	0.00%
-77.26% to -48.79%	0	0.00%	0.00%
-48.79% to -20.32%	0	0.00%	0.00%
-20.32% to 8.15%	2	1.25%	1.25%
8.15% to 36.62%	114	71.25%	72.50%
36.62% to 65.09%	23	14.37%	86.88%
65.09% to 93.56%	9	5.62%	92.50%
93.56% to 122.03%	5	3.12%	95.62%
122.03% to 150.51%	2	1.25%	96.88%
Greater than 150.51%	5	3.12%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.34%	74.58%	90.00%	68.27%
±2σ	-39.30%	112.54%	94.38%	95.45%
±3σ	-77.26%	150.51%	96.88%	99.73%

Descriptive Statistics

均值	36.623%
Standard Error	3.001%
中位数	23.263%
Mode	66.667%
Standard Deviation	37.961%
Sample Variance	1441.045%
峰度	9.81
偏度	2.91
Range	244.173%
Minimum	1.282%
Maximum	245.455%
Count	160

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	36.623%	160	100.00%	36.623%
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 0.76. Further, an Excess 峰度 of 2.66 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -57.17%	0	0.00%	0.00%
-57.17% to -42.11%	2	1.25%	1.25%
-42.11% to -27.05%	4	2.50%	3.75%
-27.05% to -11.98%	19	11.88%	15.62%
-11.98% to 3.08%	66	41.25%	56.88%
3.08% to 18.14%	45	28.12%	85.00%
18.14% to 33.20%	9	5.62%	90.62%
33.20% to 48.26%	11	6.88%	97.50%
48.26% to 63.32%	1	0.62%	98.12%
Greater than 63.32%	3	1.88%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-17.01%	23.16%	76.88%	68.27%
±2σ	-37.09%	43.24%	93.75%	95.45%
±3σ	-57.17%	63.32%	98.12%	99.73%

Descriptive Statistics

均值	3.077%
Standard Error	1.588%
中位数	0.267%
Mode	0.000%
Standard Deviation	20.082%
Sample Variance	403.276%
峰度	2.66
偏度	0.76
Range	141.185%
Minimum	-56.000%
Maximum	85.185%
Count	160

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	16.893%	81	50.62%	8.552%
负向	-11.680%	75	46.88%	-5.475%
Zero	0.000%	4	2.50%	0.000%

BDN 深度分析报告