BX 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	2.80%	2.78%	2.46%	3.33%	2.48%	2.55%	118.67	124.71	115.76	127.84
周度	6.13%	7.21%	6.20%	8.06%	5.46%	5.62%	115.19	128.48	109.06	135.69
月度	10.85%	16.47%	11.78%	17.38%	11.37%	11.70%	108.58	136.29	96.91	152.70
季度	21.92%	29.44%	23.91%	30.93%	19.69%	20.26%	99.91	148.12	82.06	180.35
Annual	—	—	—	—	39.37%	40.52%	82.06	180.35	55.35	267.37
Option Time Horizon	—	—	—	—	15.00%	15.44%	104.70	141.34	90.11	164.22

Calculation Notes: Computed at 2026-04-26T02:44 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $121.65 | Strike (K): $125.00 (first OTM call ≥ spot) | Observed Mid-价格: $5.8500 (Bid $5.6000 / Ask $6.1000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 4.06% | Binomial IV (Annual): 39.37% (CRR binomial tree, American, n=20 steps) | BS IV: 39.87% (European Black-Scholes) | Yahoo IV (Annual): 40.52% → 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
2026-02-09	$1.4900
2025-11-03	$1.2900
2025-08-04	$1.0300
2025-04-28	$0.9300
2025-02-10	$1.4400
2024-10-28	$0.8600
2024-07-29	$0.8200
2024-04-26	$0.8300
2024-02-02	$0.9400
2023-10-27	$0.8000
2023-07-28	$0.7900
2023-04-28	$0.8200
2023-02-03	$0.9100
2022-10-28	$0.9000
2022-07-29	$1.2700
2022-04-29	$1.3200
2022-02-04	$1.4500
2021-10-29	$1.0900
2021-07-30	$0.7000
2021-04-30	$0.8200
2021-02-05	$0.9600
2020-11-06	$0.5400
2020-07-31	$0.3700
2020-05-01	$0.3900
2020-02-07	$0.6100
2019-11-01	$0.4900
2019-07-26	$0.4800
2019-04-26	$0.3700
2019-02-08	$0.5800
2018-10-26	$0.6400
2018-07-27	$0.5800
2018-04-27	$0.3500
2018-02-09	$0.8500
2017-10-27	$0.4400
2017-07-27	$0.5400
2017-04-27	$0.8700
2017-02-02	$0.4700
2016-11-03	$0.4100
2016-07-28	$0.3600
2016-04-28	$0.2800
2016-02-04	$0.6100
2015-10-22	$0.4900
2015-07-23	$0.7262
2015-04-23	$0.8734
2015-02-05	$0.7655
2014-10-23	$0.4318
2014-07-24	$0.5397
2014-04-24	$0.3435
2014-02-06	$0.5692
2013-10-24	$0.2257
2013-07-25	$0.2257
2013-04-25	$0.2944
2013-02-07	$0.4122
2012-11-13	$0.0981
2012-08-13	$0.0981
2012-05-11	$0.0981
2012-03-13	$0.2159
2011-11-10	$0.0981
2011-08-11	$0.0981
2011-05-12	$0.1963
2011-03-11	$0.3140
2010-11-10	$0.0981
2010-08-11	$0.0981
2010-05-12	$0.0981
2010-03-11	$0.2944
2009-11-25	$0.2944
2009-08-27	$0.2944
2009-05-27	$0.2944
2008-11-25	$0.2944
2008-08-27	$0.2944
2008-05-28	$0.2944
2008-03-27	$0.2944
2007-11-28	$0.2944

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Right Skewed (正向 Asymmetry) with a 偏度 factor of 0.85. Further, an Excess 峰度 of 19.01 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -8.32%	36	0.76%	0.76%
-8.32% to -6.22%	37	0.78%	1.54%
-6.22% to -4.12%	137	2.89%	4.43%
-4.12% to -2.02%	489	10.32%	14.75%
-2.02% to 0.09%	1684	35.53%	50.28%
0.09% to 2.19%	1678	35.41%	85.69%
2.19% to 4.29%	459	9.69%	95.38%
4.29% to 6.39%	141	2.98%	98.35%
6.39% to 8.49%	46	0.97%	99.32%
Greater than 8.49%	32	0.68%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.72%	2.89%	80.73%	68.27%
±2σ	-5.52%	5.69%	95.59%	95.45%
±3σ	-8.32%	8.49%	98.57%	99.73%

Descriptive Statistics

均值	0.086%
Standard Error	0.041%
中位数	0.073%
Mode	0.000%
Standard Deviation	2.803%
Sample Variance	7.858%
峰度	19.01
偏度	0.85
Range	69.697%
Minimum	-31.417%
Maximum	38.280%
Count	4739

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.854%	2435	51.38%	0.953%
负向	-1.816%	2260	47.69%	-0.866%
Zero	0.000%	44	0.93%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	3.68%
20	1 Month	3.95%
60	1 Quarter	4.43%
250	1 Year	3.11%
750	3 Years	3.01%
1,250	5 Years	3.33%
2,500	10 Years	3.00%
5,000	20 Years	3.52%
12,500	50 Years	3.52%

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 5.12. Further, an Excess 峰度 of 51.11 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -4.97%	0	0.00%	0.00%
-4.97% to -2.88%	0	0.00%	0.00%
-2.88% to -0.80%	0	0.00%	0.00%
-0.80% to 1.28%	341	7.19%	7.19%
1.28% to 3.36%	2833	59.77%	66.96%
3.36% to 5.45%	996	21.01%	87.97%
5.45% to 7.53%	316	6.67%	94.64%
7.53% to 9.61%	112	2.36%	97.00%
9.61% to 11.69%	52	1.10%	98.10%
Greater than 11.69%	90	1.90%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.59%	6.14%	91.12%	68.27%
±2σ	-2.19%	8.92%	96.56%	95.45%
±3σ	-4.97%	11.69%	98.10%	99.73%

Descriptive Statistics

均值	3.363%
Standard Error	0.040%
中位数	2.655%
Mode	2.759%
Standard Deviation	2.777%
Sample Variance	7.712%
峰度	51.11
偏度	5.12
Range	54.068%
Minimum	0.554%
Maximum	54.622%
Count	4740

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.363%	4740	100.00%	3.363%
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 1.35. Further, an Excess 峰度 of 38.42 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -7.30%	35	0.74%	0.74%
-7.30% to -5.46%	37	0.78%	1.52%
-5.46% to -3.61%	118	2.49%	4.01%
-3.61% to -1.76%	484	10.21%	14.22%
-1.76% to 0.08%	1762	37.17%	51.39%
0.08% to 1.93%	1599	33.73%	85.13%
1.93% to 3.77%	493	10.40%	95.53%
3.77% to 5.62%	133	2.81%	98.33%
5.62% to 7.46%	37	0.78%	99.11%
Greater than 7.46%	42	0.89%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.38%	2.54%	81.62%	68.27%
±2σ	-4.84%	5.00%	96.03%	95.45%
±3σ	-7.30%	7.46%	98.38%	99.73%

Descriptive Statistics

均值	0.080%
Standard Error	0.036%
中位数	0.029%
Mode	0.000%
Standard Deviation	2.460%
Sample Variance	6.051%
峰度	38.42
偏度	1.35
Range	71.671%
Minimum	-23.795%
Maximum	47.876%
Count	4740

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.648%	2391	50.44%	0.831%
负向	-1.547%	2301	48.54%	-0.751%
Zero	0.000%	48	1.01%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.38. Further, an Excess 峰度 of 6.00 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -17.98%	5	0.51%	0.51%
-17.98% to -13.38%	10	1.02%	1.53%
-13.38% to -8.78%	33	3.36%	4.88%
-8.78% to -4.18%	111	11.29%	16.17%
-4.18% to 0.42%	341	34.69%	50.86%
0.42% to 5.02%	325	33.06%	83.93%
5.02% to 9.62%	106	10.78%	94.71%
9.62% to 14.22%	34	3.46%	98.17%
14.22% to 18.82%	9	0.92%	99.08%
Greater than 18.82%	9	0.92%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.71%	6.56%	76.81%	68.27%
±2σ	-11.84%	12.69%	94.40%	95.45%
±3σ	-17.98%	18.82%	98.58%	99.73%

Descriptive Statistics

均值	0.423%
Standard Error	0.196%
中位数	0.364%
Mode	0.282%
Standard Deviation	6.133%
Sample Variance	37.608%
峰度	6.00
偏度	0.38
Range	76.674%
Minimum	-32.432%
Maximum	44.242%
Count	983

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.311%	531	54.02%	2.329%
负向	-4.163%	450	45.78%	-1.906%
Zero	0.000%	2	0.20%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	9.19%
12	1 Quarter	9.97%
52	1 Year	7.41%
156	3 Years	7.18%
260	5 Years	8.06%
520	10 Years	7.12%
1,040	20 Years	8.29%
2,600	50 Years	8.29%

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 4.61. Further, an Excess 峰度 of 41.24 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -12.85%	0	0.00%	0.00%
-12.85% to -7.45%	0	0.00%	0.00%
-7.45% to -2.04%	0	0.00%	0.00%
-2.04% to 3.37%	88	8.94%	8.94%
3.37% to 8.77%	563	57.22%	66.16%
8.77% to 14.18%	215	21.85%	88.01%
14.18% to 19.58%	58	5.89%	93.90%
19.58% to 24.99%	29	2.95%	96.85%
24.99% to 30.39%	15	1.52%	98.37%
Greater than 30.39%	16	1.63%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.56%	15.98%	90.55%	68.27%
±2σ	-5.64%	23.19%	96.24%	95.45%
±3σ	-12.85%	30.40%	98.37%	99.73%

Descriptive Statistics

均值	8.771%
Standard Error	0.230%
中位数	6.875%
Mode	7.143%
Standard Deviation	7.208%
Sample Variance	51.953%
峰度	41.24
偏度	4.61
Range	104.570%
Minimum	1.535%
Maximum	106.105%
Count	984

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.771%	984	100.00%	8.771%
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 1.07. Further, an Excess 峰度 of 8.61 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -18.38%	5	0.51%	0.51%
-18.38% to -13.73%	8	0.81%	1.32%
-13.73% to -9.08%	32	3.25%	4.57%
-9.08% to -4.44%	117	11.89%	16.46%
-4.44% to 0.21%	369	37.50%	53.96%
0.21% to 4.85%	297	30.18%	84.15%
4.85% to 9.50%	107	10.87%	95.02%
9.50% to 14.15%	26	2.64%	97.66%
14.15% to 18.79%	11	1.12%	98.78%
Greater than 18.79%	12	1.22%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.99%	6.40%	79.37%	68.27%
±2σ	-12.18%	12.60%	95.22%	95.45%
±3σ	-18.38%	18.79%	98.27%	99.73%

Descriptive Statistics

均值	0.208%
Standard Error	0.197%
中位数	-0.195%
Mode	0.000%
Standard Deviation	6.195%
Sample Variance	38.374%
峰度	8.61
偏度	1.07
Range	80.521%
Minimum	-32.521%
Maximum	48.000%
Count	984

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.654%	466	47.36%	2.204%
负向	-3.829%	513	52.13%	-1.996%
Zero	0.000%	5	0.51%	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 2.38 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -30.87%	2	0.88%	0.88%
-30.87% to -22.74%	2	0.88%	1.77%
-22.74% to -14.60%	9	3.98%	5.75%
-14.60% to -6.47%	30	13.27%	19.03%
-6.47% to 1.67%	65	28.76%	47.79%
1.67% to 9.80%	76	33.63%	81.42%
9.80% to 17.94%	31	13.72%	95.13%
17.94% to 26.07%	8	3.54%	98.67%
26.07% to 34.21%	1	0.44%	99.12%
Greater than 34.21%	2	0.88%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.18%	12.51%	72.12%	68.27%
±2σ	-20.03%	23.36%	96.02%	95.45%
±3σ	-30.87%	34.21%	98.23%	99.73%

Descriptive Statistics

均值	1.667%
Standard Error	0.722%
中位数	2.100%
Mode	1.429%
Standard Deviation	10.847%
Sample Variance	117.663%
峰度	2.38
偏度	0.01
Range	89.288%
Minimum	-40.417%
Maximum	48.871%
Count	226

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.268%	135	59.73%	4.939%
负向	-8.126%	91	40.27%	-3.272%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	19.29%
12	1 Year	15.33%
36	3 Years	15.47%
60	5 Years	17.38%
120	10 Years	15.69%
240	20 Years	17.63%
600	50 Years	17.63%

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 4.06. Further, an Excess 峰度 of 21.26 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -29.14%	0	0.00%	0.00%
-29.14% to -16.79%	0	0.00%	0.00%
-16.79% to -4.43%	0	0.00%	0.00%
-4.43% to 7.92%	15	6.61%	6.61%
7.92% to 20.28%	141	62.11%	68.72%
20.28% to 32.63%	49	21.59%	90.31%
32.63% to 44.98%	11	4.85%	95.15%
44.98% to 57.34%	6	2.64%	97.80%
57.34% to 69.69%	0	0.00%	97.80%
Greater than 69.69%	5	2.20%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	3.80%	36.75%	92.07%	68.27%
±2σ	-12.67%	53.22%	97.36%	95.45%
±3σ	-29.14%	69.69%	97.80%	99.73%

Descriptive Statistics

均值	20.277%
Standard Error	1.093%
中位数	16.440%
Mode	15.174%
Standard Deviation	16.472%
Sample Variance	271.324%
峰度	21.26
偏度	4.06
Range	126.461%
Minimum	5.370%
Maximum	131.831%
Count	227

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	20.277%	227	100.00%	20.277%
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 1.45. Further, an Excess 峰度 of 6.09 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -35.07%	1	0.44%	0.44%
-35.07% to -26.23%	1	0.44%	0.88%
-26.23% to -17.39%	5	2.20%	3.08%
-17.39% to -8.56%	35	15.42%	18.50%
-8.56% to 0.28%	88	38.77%	57.27%
0.28% to 9.12%	62	27.31%	84.58%
9.12% to 17.96%	20	8.81%	93.39%
17.96% to 26.80%	10	4.41%	97.80%
26.80% to 35.63%	2	0.88%	98.68%
Greater than 35.63%	3	1.32%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.50%	12.07%	77.97%	68.27%
±2σ	-23.29%	23.85%	95.15%	95.45%
±3σ	-35.07%	35.63%	98.24%	99.73%

Descriptive Statistics

均值	0.281%
Standard Error	0.782%
中位数	-1.567%
Mode	-15.720%
Standard Deviation	11.784%
Sample Variance	138.857%
峰度	6.09
偏度	1.45
Range	105.075%
Minimum	-37.241%
Maximum	67.834%
Count	227

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	9.813%	99	43.61%	4.280%
负向	-7.090%	128	56.39%	-3.998%
Zero	0.000%	0	0.00%	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 1.36. Further, an Excess 峰度 of 8.34 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -60.05%	0	0.00%	0.00%
-60.05% to -43.61%	2	2.67%	2.67%
-43.61% to -27.17%	0	0.00%	2.67%
-27.17% to -10.73%	13	17.33%	20.00%
-10.73% to 5.71%	24	32.00%	52.00%
5.71% to 22.15%	24	32.00%	84.00%
22.15% to 38.59%	11	14.67%	98.67%
38.59% to 55.02%	0	0.00%	98.67%
55.02% to 71.46%	0	0.00%	98.67%
Greater than 71.46%	1	1.33%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-16.21%	27.63%	82.67%	68.27%
±2σ	-38.13%	49.54%	96.00%	95.45%
±3σ	-60.05%	71.46%	98.67%	99.73%

Descriptive Statistics

均值	5.708%
Standard Error	2.531%
中位数	5.289%
Mode	-49.908%
Standard Deviation	21.918%
Sample Variance	480.398%
峰度	8.34
偏度	1.36
Range	166.981%
Minimum	-49.908%
Maximum	117.073%
Count	75

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	17.844%	46	61.33%	10.944%
负向	-13.542%	29	38.67%	-5.236%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	28.64%
12	3 Years	29.47%
20	5 Years	30.93%
40	10 Years	28.11%
80	20 Years	31.40%
200	50 Years	31.40%

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 3.51. Further, an Excess 峰度 of 14.22 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -48.41%	0	0.00%	0.00%
-48.41% to -26.34%	0	0.00%	0.00%
-26.34% to -4.26%	0	0.00%	0.00%
-4.26% to 17.82%	4	5.26%	5.26%
17.82% to 39.90%	48	63.16%	68.42%
39.90% to 61.98%	16	21.05%	89.47%
61.98% to 84.06%	4	5.26%	94.74%
84.06% to 106.14%	1	1.32%	96.05%
106.14% to 128.22%	1	1.32%	97.37%
Greater than 128.22%	2	2.63%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	10.46%	69.34%	94.74%	68.27%
±2σ	-18.98%	98.78%	96.05%	95.45%
±3σ	-48.41%	128.22%	97.37%	99.73%

Descriptive Statistics

均值	39.903%
Standard Error	3.377%
中位数	32.239%
Mode	11.388%
Standard Deviation	29.439%
Sample Variance	866.670%
峰度	14.22
偏度	3.51
Range	172.042%
Minimum	11.388%
Maximum	183.430%
Count	76

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	39.903%	76	100.00%	39.903%
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 2.06. Further, an Excess 峰度 of 7.38 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -70.66%	0	0.00%	0.00%
-70.66% to -52.73%	1	1.32%	1.32%
-52.73% to -34.80%	0	0.00%	1.32%
-34.80% to -16.87%	10	13.16%	14.47%
-16.87% to 1.07%	35	46.05%	60.53%
1.07% to 19.00%	21	27.63%	88.16%
19.00% to 36.93%	6	7.89%	96.05%
36.93% to 54.86%	1	1.32%	97.37%
54.86% to 72.79%	0	0.00%	97.37%
Greater than 72.79%	2	2.63%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-22.84%	24.97%	81.58%	68.27%
±2σ	-46.75%	48.88%	94.74%	95.45%
±3σ	-70.66%	72.79%	97.37%	99.73%

Descriptive Statistics

均值	1.066%
Standard Error	2.743%
中位数	-3.492%
Mode	-54.750%
Standard Deviation	23.909%
Sample Variance	571.650%
峰度	7.38
偏度	2.06
Range	158.076%
Minimum	-54.750%
Maximum	103.326%
Count	76

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	19.754%	33	43.42%	8.577%
负向	-13.276%	43	56.58%	-7.511%
Zero	0.000%	0	0.00%	0.000%

BX 深度分析报告