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BSET 深度分析报告

Bassett Furniture Industries, Incorporated | 分类： Equity Micro Cap | 年化股息率： 5.37% ($0.80) | 最后更新: 2026-04-26 | 数据区间: 1980-03-01 → 2026-04-01 (554 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 2.74% 3.08% 2.60% 3.89% 2.56% 3.05% 14.58 15.35 14.21 15.75
周度 5.91% 7.21% 5.59% 8.23% 5.63% 6.71% 14.14 15.83 13.37 16.74
月度 12.82% 19.25% 15.00% 16.43% 11.72% 13.97% 13.31 16.82 11.83 18.91
季度 19.31% 41.12% 21.84% 28.24% 20.30% 24.19% 12.21 18.33 9.97 22.45
Annual — — — — 40.61% 48.39% 9.97 22.45 6.64 33.70
Option Time Horizon — — — — 19.25% 22.94% 12.34 18.13 10.18 21.98
Calculation Notes: Computed at 2026-04-26T02:48 UTC  |  Reference Contract: Call option expiring 2026-07-17 (82 days)  |  Spot 价格 (S): $14.96  |  Strike (K): $17.50 (first OTM call ≥ spot)  |  Observed Mid-价格: $0.3500 (Bid $0.1500 / Ask $0.5500)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 5.37%  |  Binomial IV (Annual): 40.61% (CRR binomial tree, American, n=20 steps)  |  BS IV: 40.72% (European Black-Scholes)  |  Yahoo IV (Annual): 48.39% → 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
2026-02-13 $0.2000
2025-11-14 $0.2000
2025-08-15 $0.2000
2025-05-16 $0.2000
2025-02-14 $0.2000
2024-11-15 $0.2000
2024-08-16 $0.2000
2024-05-16 $0.1800
2024-02-15 $0.1800
2023-11-09 $0.1800
2023-08-10 $0.1800
2023-05-11 $0.1600
2023-02-09 $0.1600
2022-11-09 $0.1600
2022-08-11 $0.1600
2022-05-12 $0.1400
2022-03-22 $1.5000
2022-02-10 $0.1400
2021-11-10 $0.1400
2021-08-12 $0.1400
2021-05-13 $0.1250
2021-02-11 $0.1250
2020-12-11 $0.2500
2020-11-12 $0.1250
2020-08-13 $0.2050
2020-02-13 $0.1250
2019-11-14 $0.1250
2019-08-15 $0.1250
2019-05-16 $0.1250
2019-02-14 $0.1250
2018-11-08 $0.1250
2018-08-09 $0.1250
2018-05-10 $0.1100
2018-02-08 $0.1100
2017-11-30 $0.3500
2017-11-09 $0.1100
2017-08-09 $0.1100
2017-05-10 $0.1000
2017-02-08 $0.1000
2016-11-30 $0.3000
2016-11-08 $0.1000
2016-08-10 $0.1000
2016-05-11 $0.0900
2016-02-10 $0.0900
2015-12-02 $0.2000
2015-11-10 $0.0900
2015-08-12 $0.0900
2015-05-13 $0.0800
2015-02-11 $0.0800
2014-12-03 $0.2000
2014-11-12 $0.0800
2014-08-13 $0.0800
2014-05-13 $0.0600
2014-02-12 $0.0600
2013-12-06 $0.2000
2013-11-13 $0.0600
2013-08-13 $0.0600
2013-05-13 $0.0500
2013-02-13 $0.0500
2012-11-13 $0.0500
2012-10-10 $1.2500
2012-08-13 $0.0500
2012-05-11 $0.0500
2012-02-13 $0.0500
2011-12-21 $0.5000
2011-11-10 $0.0350
2011-08-11 $0.0300
2011-05-12 $0.0300
2008-11-13 $0.1000
2008-08-13 $0.2250
2008-07-14 $0.7500
2008-05-14 $0.2250
2008-02-13 $0.2000
2007-11-14 $0.2000
2007-08-15 $0.2000
2007-05-14 $0.2000
2007-02-08 $0.2000
2006-11-13 $0.2000
2006-08-14 $0.2000
2006-05-11 $0.2000
2006-02-09 $0.2000
2005-11-10 $0.2000
2005-08-15 $0.2000
2005-05-12 $0.2000
2005-02-10 $0.2000
2004-11-10 $0.2000
2004-08-13 $0.2000
2004-05-13 $0.2000
2004-02-11 $0.2000
2003-11-12 $0.2000
2003-08-13 $0.2000
2003-05-14 $0.2000
2003-02-10 $0.2000
2002-11-13 $0.2000
2002-08-14 $0.2000
2002-05-15 $0.2000
2002-02-13 $0.2000
2001-11-14 $0.2000
2001-08-15 $0.2000
2001-05-15 $0.2000
2001-02-13 $0.2000
2000-11-15 $0.2000
2000-08-15 $0.2000
2000-05-15 $0.2000
2000-02-14 $0.2000
1999-11-12 $0.2000
1999-08-13 $0.2000
1999-05-13 $0.2000
1999-02-19 $0.2000
1998-11-12 $0.2000
1998-08-13 $0.2000
1998-05-13 $0.2000
1998-02-11 $0.2000
1997-11-13 $0.2000
1997-08-20 $0.2000
1997-05-20 $0.2000
1997-02-27 $0.2000
1996-11-14 $0.2000
1996-08-19 $0.2000
1996-05-23 $0.2000
1996-02-29 $0.2000
1995-11-14 $0.2000
1995-08-16 $0.2000
1995-05-11 $0.2000
1995-02-21 $0.2000
1994-11-10 $0.2000
1994-08-12 $0.2000
1994-05-12 $0.2000
1994-02-10 $0.2000
1993-11-19 $0.2000
1993-08-13 $0.2000
1993-05-11 $0.2000
1993-02-10 $0.1840
1992-08-10 $0.1680
1992-05-13 $0.1680
1992-02-12 $0.1333
1991-11-12 $0.1333
1991-02-14 $0.1333
1990-11-16 $0.1333
1990-08-15 $0.1333
1990-05-11 $0.1333
1990-02-12 $0.1333
1989-11-07 $0.1333
1989-08-10 $0.1333
1989-05-10 $0.1333
1989-02-09 $0.1733
1988-08-10 $0.1333
1988-05-11 $0.1333
1987-08-07 $0.0427
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Right Skewed (正向 Asymmetry) with a 偏度 factor of 0.79. Further, an Excess 峰度 of 15.99 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -8.16%790.69%0.69%
-8.16% to -6.10%930.82%1.51%
-6.10% to -4.05%3362.95%4.46%
-4.05% to -2.00%121610.69%15.15%
-2.00% to 0.06%471941.47%56.62%
0.06% to 2.11%327028.74%85.36%
2.11% to 4.17%11199.83%95.19%
4.17% to 6.22%3232.84%98.03%
6.22% to 8.27%1151.01%99.04%
Greater than 8.27%1090.96%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.68%2.80% 79.94%68.27%
±2σ -5.42%5.53% 95.35%95.45%
±3σ -8.16%8.27% 98.35%99.73%
Descriptive Statistics
均值0.058%
Standard Error0.026%
中位数0.000%
Mode0.000%
Standard Deviation2.738%
Sample Variance7.494%
峰度15.99
偏度0.79
Range69.670%
Minimum-28.571%
Maximum41.099%
Count11379
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.066% 4960 43.59% 0.901%
负向 -1.953% 4908 43.13% -0.842%
Zero 0.000% 1511 13.28% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 4.53%
20 1 Month 4.23%
60 1 Quarter 3.98%
250 1 Year 3.87%
750 3 Years 3.54%
1,250 5 Years 3.89%
2,500 10 Years 4.25%
5,000 20 Years 4.38%
12,500 50 Years 3.67%
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 5.49. Further, an Excess 峰度 of 67.78 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.67%00.00%0.00%
-5.67% to -3.36%00.00%0.00%
-3.36% to -1.05%00.00%0.00%
-1.05% to 1.26%135311.89%11.89%
1.26% to 3.58%596352.40%64.29%
3.58% to 5.89%260422.88%87.17%
5.89% to 8.20%8417.39%94.56%
8.20% to 10.52%3052.68%97.24%
10.52% to 12.83%1371.20%98.44%
Greater than 12.83%1771.56%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.49%6.66% 89.69%68.27%
±2σ -2.59%9.75% 96.70%95.45%
±3σ -5.68%12.83% 98.44%99.73%
Descriptive Statistics
均值3.577%
Standard Error0.029%
中位数2.857%
Mode1.042%
Standard Deviation3.084%
Sample Variance9.512%
峰度67.78
偏度5.49
Range69.977%
Minimum0.236%
Maximum70.213%
Count11380
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 3.577% 11380 100.00% 3.577%
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 0.22. Further, an Excess 峰度 of 11.97 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -7.78%870.76%0.76%
-7.78% to -5.83%1231.08%1.85%
-5.83% to -3.88%3242.85%4.69%
-3.88% to -1.93%123010.81%15.50%
-1.93% to 0.02%486042.71%58.21%
0.02% to 1.97%301526.49%84.70%
1.97% to 3.92%117510.33%95.03%
3.92% to 5.87%3573.14%98.16%
5.87% to 7.82%1151.01%99.17%
Greater than 7.82%940.83%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.58%2.62% 79.06%68.27%
±2σ -5.18%5.22% 95.04%95.45%
±3σ -7.78%7.82% 98.41%99.73%
Descriptive Statistics
均值0.017%
Standard Error0.024%
中位数0.000%
Mode0.000%
Standard Deviation2.600%
Sample Variance6.762%
峰度11.97
偏度0.22
Range61.667%
Minimum-26.667%
Maximum35.000%
Count11380
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.011% 4756 41.79% 0.840%
负向 -1.965% 4767 41.89% -0.823%
Zero 0.000% 1857 16.32% 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 1.54. Further, an Excess 峰度 of 17.15 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -17.47%100.42%0.42%
-17.47% to -13.04%220.91%1.33%
-13.04% to -8.60%733.03%4.36%
-8.60% to -4.17%2329.64%14.01%
-4.17% to 0.27%96440.07%54.07%
0.27% to 4.70%78232.50%86.58%
4.70% to 9.14%2148.89%95.47%
9.14% to 13.57%512.12%97.59%
13.57% to 18.00%301.25%98.84%
Greater than 18.00%281.16%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.65%6.18% 81.75%68.27%
±2σ -11.56%12.09% 95.05%95.45%
±3σ -17.47%18.01% 98.42%99.73%
Descriptive Statistics
均值0.266%
Standard Error0.121%
中位数0.000%
Mode0.000%
Standard Deviation5.913%
Sample Variance34.965%
峰度17.15
偏度1.54
Range101.499%
Minimum-39.594%
Maximum61.905%
Count2406
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.227% 1138 47.30% 1.999%
负向 -3.746% 1113 46.26% -1.733%
Zero 0.000% 155 6.44% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 7.25%
12 1 Quarter 7.35%
52 1 Year 7.94%
156 3 Years 7.26%
260 5 Years 8.23%
520 10 Years 9.34%
1,040 20 Years 9.72%
2,600 50 Years 7.67%
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 4.58. Further, an Excess 峰度 of 36.72 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -13.59%00.00%0.00%
-13.59% to -8.18%00.00%0.00%
-8.18% to -2.77%00.00%0.00%
-2.77% to 2.63%24210.05%10.05%
2.63% to 8.04%132655.09%65.14%
8.04% to 13.45%55022.85%87.99%
13.45% to 18.85%1566.48%94.47%
18.85% to 24.26%672.78%97.26%
24.26% to 29.66%281.16%98.42%
Greater than 29.66%381.58%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.83%15.25% 90.20%68.27%
±2σ -6.38%22.46% 96.63%95.45%
±3σ -13.59%29.66% 98.42%99.73%
Descriptive Statistics
均值8.038%
Standard Error0.147%
中位数6.299%
Mode1.042%
Standard Deviation7.209%
Sample Variance51.973%
峰度36.72
偏度4.58
Range99.141%
Minimum0.360%
Maximum99.501%
Count2407
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 8.038% 2407 100.00% 8.038%
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 0.41. Further, an Excess 峰度 of 9.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -16.65%180.75%0.75%
-16.65% to -12.46%230.96%1.70%
-12.46% to -8.26%733.03%4.74%
-8.26% to -4.07%24910.34%15.08%
-4.07% to 0.12%91538.01%53.10%
0.12% to 4.32%78132.45%85.54%
4.32% to 8.51%2229.22%94.77%
8.51% to 12.71%813.37%98.13%
12.71% to 16.90%230.96%99.09%
Greater than 16.90%220.91%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.47%5.72% 80.02%68.27%
±2σ -11.06%11.31% 94.72%95.45%
±3σ -16.65%16.90% 98.34%99.73%
Descriptive Statistics
均值0.124%
Standard Error0.114%
中位数0.000%
Mode0.000%
Standard Deviation5.592%
Sample Variance31.273%
峰度9.82
偏度0.41
Range90.107%
Minimum-40.588%
Maximum49.519%
Count2407
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 3.977% 1140 47.36% 1.884%
负向 -3.805% 1113 46.24% -1.759%
Zero 0.000% 154 6.40% 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 1.80. Further, an Excess 峰度 of 16.66 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -37.24%30.54%0.54%
-37.24% to -27.62%00.00%0.54%
-27.62% to -18.00%142.53%3.07%
-18.00% to -8.38%6511.75%14.83%
-8.38% to 1.24%21739.24%54.07%
1.24% to 10.85%17231.10%85.17%
10.85% to 20.47%6010.85%96.02%
20.47% to 30.09%122.17%98.19%
30.09% to 39.71%50.90%99.10%
Greater than 39.71%50.90%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -11.59%14.06% 81.92%68.27%
±2σ -24.41%26.88% 96.38%95.45%
±3σ -37.24%39.71% 98.55%99.73%
Descriptive Statistics
均值1.235%
Standard Error0.545%
中位数0.144%
Mode0.000%
Standard Deviation12.824%
Sample Variance164.450%
峰度16.66
偏度1.80
Range173.221%
Minimum-70.821%
Maximum102.400%
Count553
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 9.536% 277 50.09% 4.777%
负向 -7.392% 265 47.92% -3.542%
Zero 0.000% 11 1.99% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 13.37%
12 1 Year 15.95%
36 3 Years 14.34%
60 5 Years 16.43%
120 10 Years 19.18%
240 20 Years 20.58%
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 6.41. Further, an Excess 峰度 of 56.89 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -39.24%00.00%0.00%
-39.24% to -24.80%00.00%0.00%
-24.80% to -10.37%00.00%0.00%
-10.37% to 4.07%142.53%2.53%
4.07% to 18.51%35864.62%67.15%
18.51% to 32.95%13123.65%90.79%
32.95% to 47.39%335.96%96.75%
47.39% to 61.83%81.44%98.19%
61.83% to 76.26%20.36%98.56%
Greater than 76.26%81.44%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -0.74%37.76% 94.04%68.27%
±2σ -19.99%57.01% 97.83%95.45%
±3σ -39.24%76.26% 98.56%99.73%
Descriptive Statistics
均值18.511%
Standard Error0.818%
中位数14.717%
Mode1.042%
Standard Deviation19.251%
Sample Variance370.609%
峰度56.89
偏度6.41
Range229.166%
Minimum1.042%
Maximum230.208%
Count554
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 18.511% 554 100.00% 18.511%
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 6.80. Further, an Excess 峰度 of 97.24 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -44.18%20.36%0.36%
-44.18% to -32.93%10.18%0.54%
-32.93% to -21.68%61.08%1.62%
-21.68% to -10.44%549.75%11.37%
-10.44% to 0.81%23542.42%53.79%
0.81% to 12.06%20036.10%89.89%
12.06% to 23.30%417.40%97.29%
23.30% to 34.55%111.99%99.28%
34.55% to 45.80%10.18%99.46%
Greater than 45.80%30.54%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -14.19%15.81% 87.73%68.27%
±2σ -29.18%30.80% 98.56%95.45%
±3σ -44.18%45.80% 99.10%99.73%
Descriptive Statistics
均值0.811%
Standard Error0.637%
中位数0.000%
Mode0.000%
Standard Deviation14.996%
Sample Variance224.887%
峰度97.24
偏度6.80
Range278.862%
Minimum-51.779%
Maximum227.083%
Count554
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 9.281% 271 48.92% 4.540%
负向 -7.624% 271 48.92% -3.729%
Zero 0.000% 12 2.17% 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 0.53. Further, an Excess 峰度 of 1.88 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -54.80%10.54%0.54%
-54.80% to -40.32%10.54%1.09%
-40.32% to -25.84%52.72%3.80%
-25.84% to -11.36%2915.76%19.57%
-11.36% to 3.13%6635.87%55.43%
3.13% to 17.61%4725.54%80.98%
17.61% to 32.09%2111.41%92.39%
32.09% to 46.57%94.89%97.28%
46.57% to 61.05%31.63%98.91%
Greater than 61.05%21.09%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -16.18%22.44% 70.65%68.27%
±2σ -35.49%41.75% 96.20%95.45%
±3σ -54.80%61.05% 98.37%99.73%
Descriptive Statistics
均值3.127%
Standard Error1.423%
中位数1.963%
Mode0.000%
Standard Deviation19.309%
Sample Variance372.830%
峰度1.88
偏度0.53
Range140.183%
Minimum-62.190%
Maximum77.993%
Count184
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 16.440% 98 53.26% 8.756%
负向 -12.331% 84 45.65% -5.629%
Zero 0.000% 2 1.09% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 24.89%
12 3 Years 23.84%
20 5 Years 28.24%
40 10 Years 34.25%
80 20 Years 35.69%
200 50 Years 28.46%
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 5.80. Further, an Excess 峰度 of 43.31 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -86.97%00.00%0.00%
-86.97% to -56.13%00.00%0.00%
-56.13% to -25.29%00.00%0.00%
-25.29% to 5.55%10.54%0.54%
5.55% to 36.40%12869.19%69.73%
36.40% to 67.24%4323.24%92.97%
67.24% to 98.08%73.78%96.76%
98.08% to 128.92%21.08%97.84%
128.92% to 159.76%00.00%97.84%
Greater than 159.76%42.16%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.73%77.52% 94.05%68.27%
±2σ -45.85%118.64% 97.84%95.45%
±3σ -86.97%159.76% 97.84%99.73%
Descriptive Statistics
均值36.396%
Standard Error3.023%
中位数26.563%
Mode15.385%
Standard Deviation41.121%
Sample Variance1690.922%
峰度43.31
偏度5.80
Range405.855%
Minimum5.435%
Maximum411.290%
Count185
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 36.396% 185 100.00% 36.396%
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 2.88. Further, an Excess 峰度 of 19.75 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -63.96%00.00%0.00%
-63.96% to -47.58%00.00%0.00%
-47.58% to -31.19%52.70%2.70%
-31.19% to -14.81%2815.14%17.84%
-14.81% to 1.57%6937.30%55.14%
1.57% to 17.96%5831.35%86.49%
17.96% to 34.34%147.57%94.05%
34.34% to 50.73%84.32%98.38%
50.73% to 67.11%10.54%98.92%
Greater than 67.11%21.08%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -20.27%23.42% 79.46%68.27%
±2σ -42.11%45.27% 97.84%95.45%
±3σ -63.96%67.11% 98.92%99.73%
Descriptive Statistics
均值1.575%
Standard Error1.606%
中位数0.000%
Mode0.000%
Standard Deviation21.845%
Sample Variance477.200%
峰度19.75
偏度2.88
Range214.943%
Minimum-43.061%
Maximum171.882%
Count185
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 15.940% 92 49.73% 7.927%
负向 -12.913% 91 49.19% -6.352%
Zero 0.000% 2 1.08% 0.000%