BLMN 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	3.04%	2.98%	2.77%	4.39%	4.57%	4.50%	5.86	6.42	5.59	6.72
周度	6.48%	7.52%	7.21%	10.12%	10.06%	9.91%	5.54	6.78	5.01	7.50
月度	12.83%	26.81%	16.25%	20.89%	20.94%	20.64%	4.97	7.56	4.03	9.32
季度	18.81%	55.05%	20.25%	31.18%	36.28%	35.74%	4.26	8.81	2.97	12.66
Annual	—	—	—	—	72.55%	71.48%	2.97	12.66	1.44	26.16
Option Time Horizon	—	—	—	—	27.65%	27.24%	4.65	8.08	3.53	10.66

Calculation Notes: Computed at 2026-04-26T02:47 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $6.13 | Strike (K): $7.50 (first OTM call ≥ spot) | Observed Mid-价格: $0.2500 (Bid $0.2000 / Ask $0.3000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 7.04% | Binomial IV (Annual): 72.55% (CRR binomial tree, American, n=20 steps) | BS IV: 73.36% (European Black-Scholes) | Yahoo IV (Annual): 71.48% → 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
2025-08-19	$0.1500
2025-05-20	$0.1500
2025-03-11	$0.1500
2024-11-25	$0.2400
2024-08-20	$0.2400
2024-05-17	$0.2400
2024-03-05	$0.2400
2023-11-13	$0.2400
2023-08-11	$0.2400
2023-05-09	$0.2400
2023-02-28	$0.2400
2022-11-08	$0.1400
2022-08-09	$0.1400
2022-05-10	$0.1400
2022-03-01	$0.1400
2020-02-27	$0.2000
2019-11-15	$0.1000
2019-08-09	$0.1000
2019-05-10	$0.1000
2019-02-22	$0.1000
2018-11-13	$0.0900
2018-08-08	$0.0900
2018-05-04	$0.0900
2018-03-02	$0.0900
2017-11-10	$0.0800
2017-08-07	$0.0800
2017-05-04	$0.0800
2017-02-23	$0.0800
2016-11-07	$0.0700
2016-08-08	$0.0700
2016-05-04	$0.0700
2016-02-25	$0.0700
2015-11-10	$0.0600
2015-08-14	$0.0600
2015-05-13	$0.0600
2015-03-02	$0.0600

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 15.46 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -9.07%	32	0.93%	0.93%
-9.07% to -6.79%	18	0.52%	1.45%
-6.79% to -4.52%	75	2.18%	3.63%
-4.52% to -2.24%	382	11.09%	14.71%
-2.24% to 0.03%	1231	35.72%	50.44%
0.03% to 2.31%	1231	35.72%	86.16%
2.31% to 4.59%	324	9.40%	95.56%
4.59% to 6.86%	86	2.50%	98.06%
6.86% to 9.14%	38	1.10%	99.16%
Greater than 9.14%	29	0.84%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.00%	3.07%	82.18%	68.27%
±2σ	-6.04%	6.10%	95.68%	95.45%
±3σ	-9.07%	9.14%	98.23%	99.73%

Descriptive Statistics

均值	0.034%
Standard Error	0.052%
中位数	0.000%
Mode	0.000%
Standard Deviation	3.035%
Sample Variance	9.210%
峰度	15.46
偏度	-0.28
Range	60.251%
Minimum	-30.615%
Maximum	29.636%
Count	3446

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.009%	1708	49.56%	0.996%
负向	-1.947%	1702	49.39%	-0.962%
Zero	0.000%	36	1.04%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	4.61%
20	1 Month	5.44%
60	1 Quarter	6.29%
250	1 Year	5.76%
750	3 Years	4.50%
1,250	5 Years	4.39%
2,500	10 Years	4.17%
5,000	20 Years	3.88%
12,500	50 Years	3.88%

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 7.38. Further, an Excess 峰度 of 118.90 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -5.14%	0	0.00%	0.00%
-5.14% to -2.90%	0	0.00%	0.00%
-2.90% to -0.66%	0	0.00%	0.00%
-0.66% to 1.57%	195	5.66%	5.66%
1.57% to 3.81%	2076	60.23%	65.88%
3.81% to 6.04%	798	23.15%	89.03%
6.04% to 8.28%	222	6.44%	95.47%
8.28% to 10.51%	65	1.89%	97.36%
10.51% to 12.75%	42	1.22%	98.58%
Greater than 12.75%	49	1.42%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.83%	6.79%	91.79%	68.27%
±2σ	-2.15%	9.77%	96.87%	95.45%
±3σ	-5.14%	12.75%	98.58%	99.73%

Descriptive Statistics

均值	3.807%
Standard Error	0.051%
中位数	3.136%
Mode	2.499%
Standard Deviation	2.981%
Sample Variance	8.888%
峰度	118.90
偏度	7.38
Range	74.492%
Minimum	0.618%
Maximum	75.110%
Count	3447

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.807%	3447	100.00%	3.807%
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 2.11. Further, an Excess 峰度 of 22.48 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -8.18%	16	0.46%	0.46%
-8.18% to -6.11%	35	1.02%	1.48%
-6.11% to -4.03%	92	2.67%	4.15%
-4.03% to -1.96%	376	10.91%	15.06%
-1.96% to 0.12%	1249	36.23%	51.29%
0.12% to 2.19%	1173	34.03%	85.32%
2.19% to 4.26%	374	10.85%	96.17%
4.26% to 6.34%	73	2.12%	98.29%
6.34% to 8.41%	25	0.73%	99.01%
Greater than 8.41%	34	0.99%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.65%	2.88%	81.43%	68.27%
±2σ	-5.42%	5.65%	96.00%	95.45%
±3σ	-8.18%	8.41%	98.55%	99.73%

Descriptive Statistics

均值	0.115%
Standard Error	0.047%
中位数	0.053%
Mode	0.000%
Standard Deviation	2.765%
Sample Variance	7.647%
峰度	22.48
偏度	2.11
Range	49.796%
Minimum	-14.530%
Maximum	35.266%
Count	3447

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.883%	1741	50.51%	0.951%
负向	-1.737%	1659	48.13%	-0.836%
Zero	0.000%	47	1.36%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Left Skewed (负向 Asymmetry) with a 偏度 factor of -0.56. Further, an Excess 峰度 of 5.43 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -19.30%	6	0.84%	0.84%
-19.30% to -14.43%	9	1.26%	2.10%
-14.43% to -9.57%	17	2.38%	4.48%
-9.57% to -4.71%	88	12.31%	16.78%
-4.71% to 0.15%	248	34.69%	51.47%
0.15% to 5.01%	232	32.45%	83.92%
5.01% to 9.87%	67	9.37%	93.29%
9.87% to 14.74%	37	5.17%	98.46%
14.74% to 19.60%	6	0.84%	99.30%
Greater than 19.60%	5	0.70%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.33%	6.63%	79.30%	68.27%
±2σ	-12.81%	13.12%	94.55%	95.45%
±3σ	-19.30%	19.60%	98.46%	99.73%

Descriptive Statistics

均值	0.151%
Standard Error	0.242%
中位数	0.046%
Mode	0.000%
Standard Deviation	6.482%
Sample Variance	42.012%
峰度	5.43
偏度	-0.56
Range	68.609%
Minimum	-44.477%
Maximum	24.132%
Count	715

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.650%	359	50.21%	2.335%
负向	-4.435%	352	49.23%	-2.183%
Zero	0.000%	4	0.56%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	12.62%
12	1 Quarter	14.86%
52	1 Year	12.81%
156	3 Years	10.31%
260	5 Years	10.12%
520	10 Years	9.63%
1,040	20 Years	8.92%
2,600	50 Years	8.92%

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 4.55. Further, an Excess 峰度 of 34.24 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -13.06%	0	0.00%	0.00%
-13.06% to -7.42%	0	0.00%	0.00%
-7.42% to -1.78%	0	0.00%	0.00%
-1.78% to 3.86%	56	7.82%	7.82%
3.86% to 9.49%	421	58.80%	66.62%
9.49% to 15.13%	155	21.65%	88.27%
15.13% to 20.77%	46	6.42%	94.69%
20.77% to 26.41%	18	2.51%	97.21%
26.41% to 32.05%	6	0.84%	98.04%
Greater than 32.05%	14	1.96%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.98%	17.01%	91.76%	68.27%
±2σ	-5.54%	24.53%	96.65%	95.45%
±3σ	-13.06%	32.05%	98.04%	99.73%

Descriptive Statistics

均值	9.494%
Standard Error	0.281%
中位数	7.622%
Mode	4.000%
Standard Deviation	7.517%
Sample Variance	56.507%
峰度	34.24
偏度	4.55
Range	90.684%
Minimum	2.485%
Maximum	93.169%
Count	716

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	9.494%	716	100.00%	9.494%
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 3.68. Further, an Excess 峰度 of 36.46 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -21.23%	0	0.00%	0.00%
-21.23% to -15.83%	3	0.42%	0.42%
-15.83% to -10.42%	24	3.35%	3.77%
-10.42% to -5.01%	80	11.17%	14.94%
-5.01% to 0.39%	270	37.71%	52.65%
0.39% to 5.80%	254	35.47%	88.13%
5.80% to 11.21%	57	7.96%	96.09%
11.21% to 16.61%	17	2.37%	98.46%
16.61% to 22.02%	3	0.42%	98.88%
Greater than 22.02%	8	1.12%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.82%	7.60%	82.82%	68.27%
±2σ	-14.03%	14.81%	97.07%	95.45%
±3σ	-21.23%	22.02%	98.88%	99.73%

Descriptive Statistics

均值	0.392%
Standard Error	0.269%
中位数	0.026%
Mode	0.000%
Standard Deviation	7.209%
Sample Variance	51.974%
峰度	36.46
偏度	3.68
Range	107.666%
Minimum	-18.881%
Maximum	88.785%
Count	716

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.855%	358	50.00%	2.428%
负向	-4.140%	352	49.16%	-2.035%
Zero	0.000%	6	0.84%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.49. Further, an Excess 峰度 of 6.74 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -37.94%	1	0.61%	0.61%
-37.94% to -28.32%	0	0.00%	0.61%
-28.32% to -18.69%	3	1.83%	2.44%
-18.69% to -9.07%	26	15.85%	18.29%
-9.07% to 0.55%	61	37.20%	55.49%
0.55% to 10.17%	46	28.05%	83.54%
10.17% to 19.79%	14	8.54%	92.07%
19.79% to 29.41%	11	6.71%	98.78%
29.41% to 39.04%	1	0.61%	99.39%
Greater than 39.04%	1	0.61%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-12.28%	13.38%	76.83%	68.27%
±2σ	-25.11%	26.21%	96.95%	95.45%
±3σ	-37.94%	39.04%	98.78%	99.73%

Descriptive Statistics

均值	0.550%
Standard Error	1.002%
中位数	-0.607%
Mode	4.933%
Standard Deviation	12.829%
Sample Variance	164.577%
峰度	6.74
偏度	0.49
Range	129.079%
Minimum	-60.311%
Maximum	68.768%
Count	164

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	10.142%	78	47.56%	4.824%
负向	-8.150%	86	52.44%	-4.274%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	27.55%
12	1 Year	26.01%
36	3 Years	21.18%
60	5 Years	20.89%
120	10 Years	20.42%
240	20 Years	18.99%
600	50 Years	18.99%

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 8.58. Further, an Excess 峰度 of 87.38 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -57.72%	0	0.00%	0.00%
-57.72% to -37.61%	0	0.00%	0.00%
-37.61% to -17.50%	0	0.00%	0.00%
-17.50% to 2.61%	0	0.00%	0.00%
2.61% to 22.71%	115	69.70%	69.70%
22.71% to 42.82%	43	26.06%	95.76%
42.82% to 62.93%	4	2.42%	98.18%
62.93% to 83.04%	1	0.61%	98.79%
83.04% to 103.14%	0	0.00%	98.79%
Greater than 103.14%	2	1.21%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.10%	49.52%	98.18%	68.27%
±2σ	-30.91%	76.33%	98.79%	95.45%
±3σ	-57.72%	103.14%	98.79%	99.73%

Descriptive Statistics

均值	22.714%
Standard Error	2.087%
中位数	17.498%
Mode	7.974%
Standard Deviation	26.810%
Sample Variance	718.779%
峰度	87.38
偏度	8.58
Range	304.801%
Minimum	7.974%
Maximum	312.775%
Count	165

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	22.714%	165	100.00%	22.714%
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 4.93. Further, an Excess 峰度 of 46.22 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -47.16%	0	0.00%	0.00%
-47.16% to -34.98%	1	0.61%	0.61%
-34.98% to -22.79%	1	0.61%	1.21%
-22.79% to -10.61%	24	14.55%	15.76%
-10.61% to 1.58%	61	36.97%	52.73%
1.58% to 13.76%	61	36.97%	89.70%
13.76% to 25.95%	13	7.88%	97.58%
25.95% to 38.13%	3	1.82%	99.39%
38.13% to 50.31%	0	0.00%	99.39%
Greater than 50.31%	1	0.61%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-14.67%	17.82%	84.24%	68.27%
±2σ	-30.92%	34.07%	98.79%	95.45%
±3σ	-47.16%	50.31%	99.39%	99.73%

Descriptive Statistics

均值	1.576%
Standard Error	1.265%
中位数	0.890%
Mode	-42.988%
Standard Deviation	16.246%
Sample Variance	263.932%
峰度	46.22
偏度	4.93
Range	196.489%
Minimum	-42.988%
Maximum	153.501%
Count	165

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	10.399%	87	52.73%	5.483%
负向	-8.374%	77	46.67%	-3.908%
Zero	0.000%	1	0.61%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.46. Further, an Excess 峰度 of 0.68 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -55.70%	0	0.00%	0.00%
-55.70% to -41.60%	0	0.00%	0.00%
-41.60% to -27.49%	2	3.70%	3.70%
-27.49% to -13.39%	10	18.52%	22.22%
-13.39% to 0.72%	15	27.78%	50.00%
0.72% to 14.82%	15	27.78%	77.78%
14.82% to 28.93%	8	14.81%	92.59%
28.93% to 43.03%	2	3.70%	96.30%
43.03% to 57.14%	2	3.70%	100.00%
Greater than 57.14%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-18.09%	19.52%	70.37%	68.27%
±2σ	-36.90%	38.33%	94.44%	95.45%
±3σ	-55.70%	57.14%	100.00%	99.73%

Descriptive Statistics

均值	0.716%
Standard Error	2.559%
中位数	0.465%
Mode	-41.379%
Standard Deviation	18.807%
Sample Variance	353.716%
峰度	0.68
偏度	0.46
Range	92.094%
Minimum	-41.379%
Maximum	50.715%
Count	54

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	15.034%	27	50.00%	7.517%
负向	-13.603%	27	50.00%	-6.802%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	36.81%
12	3 Years	33.34%
20	5 Years	31.18%
40	10 Years	32.67%
80	20 Years	30.68%
200	50 Years	30.68%

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 6.25. Further, an Excess 峰度 of 42.95 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -122.32%	0	0.00%	0.00%
-122.32% to -81.03%	0	0.00%	0.00%
-81.03% to -39.75%	0	0.00%	0.00%
-39.75% to 1.54%	0	0.00%	0.00%
1.54% to 42.83%	41	74.55%	74.55%
42.83% to 84.12%	11	20.00%	94.55%
84.12% to 125.41%	2	3.64%	98.18%
125.41% to 166.70%	0	0.00%	98.18%
166.70% to 207.99%	0	0.00%	98.18%
Greater than 207.99%	1	1.82%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-12.22%	97.88%	96.36%	68.27%
±2σ	-67.27%	152.94%	98.18%	95.45%
±3σ	-122.32%	207.99%	98.18%	99.73%

Descriptive Statistics

均值	42.832%
Standard Error	7.423%
中位数	30.907%
Mode	13.902%
Standard Deviation	55.052%
Sample Variance	3030.708%
峰度	42.95
偏度	6.25
Range	407.023%
Minimum	13.902%
Maximum	420.925%
Count	55

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	42.832%	55	100.00%	42.832%
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 1.01. Further, an Excess 峰度 of 2.20 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -57.49%	0	0.00%	0.00%
-57.49% to -42.31%	0	0.00%	0.00%
-42.31% to -27.12%	2	3.64%	3.64%
-27.12% to -11.94%	10	18.18%	21.82%
-11.94% to 3.25%	18	32.73%	54.55%
3.25% to 18.43%	14	25.45%	80.00%
18.43% to 33.62%	8	14.55%	94.55%
33.62% to 48.80%	1	1.82%	96.36%
48.80% to 63.99%	1	1.82%	98.18%
Greater than 63.99%	1	1.82%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-17.00%	23.50%	70.91%	68.27%
±2σ	-37.24%	43.74%	96.36%	95.45%
±3σ	-57.49%	63.99%	98.18%	99.73%

Descriptive Statistics

均值	3.249%
Standard Error	2.730%
中位数	0.000%
Mode	-32.848%
Standard Deviation	20.247%
Sample Variance	409.957%
峰度	2.20
偏度	1.01
Range	109.197%
Minimum	-32.848%
Maximum	76.349%
Count	55

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	18.414%	27	49.09%	9.040%
负向	-11.797%	27	49.09%	-5.791%
Zero	0.000%	1	1.82%	0.000%

BLMN 深度分析报告