BYND 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	7.34%	7.63%	5.38%	8.01%	11.97%	12.01%	0.77	0.98	0.69	1.11
周度	13.24%	25.18%	14.21%	19.67%	26.35%	26.43%	0.67	1.14	0.52	1.48
月度	23.02%	154.16%	25.22%	45.49%	54.86%	55.03%	0.50	1.51	0.29	2.62
季度	29.15%	261.12%	54.43%	77.59%	95.02%	95.31%	0.34	2.26	0.13	5.84
Annual	—	—	—	—	190.03%	190.63%	0.13	5.84	0.02	39.05
Option Time Horizon	—	—	—	—	72.41%	72.64%	0.42	1.80	0.21	3.72

Calculation Notes: Computed at 2026-04-26T02:49 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $0.87 | Strike (K): $1.00 (first OTM call ≥ spot) | Observed Mid-价格: $0.2100 (Bid $0.2000 / Ask $0.2200) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.00% | Binomial IV (Annual): 190.03% (CRR binomial tree, American, n=20 steps) | BS IV: 192.14% (European Black-Scholes) | Yahoo IV (Annual): 190.63% → period-scaled as σ_period = σ_annual·√h | 价格 bands: Upper = S·e^+σ√h, 低er = S·e^−σ√h

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 7.74. Further, an Excess 峰度 of 144.56 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -22.03%	7	0.40%	0.40%
-22.03% to -16.53%	4	0.23%	0.63%
-16.53% to -11.03%	20	1.14%	1.77%
-11.03% to -5.53%	167	9.52%	11.29%
-5.53% to -0.03%	748	42.65%	53.93%
-0.03% to 5.48%	623	35.52%	89.45%
5.48% to 10.98%	126	7.18%	96.64%
10.98% to 16.48%	34	1.94%	98.57%
16.48% to 21.98%	14	0.80%	99.37%
Greater than 21.98%	11	0.63%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.36%	7.31%	87.29%	68.27%
±2σ	-14.70%	14.65%	97.49%	95.45%
±3σ	-22.03%	21.98%	98.97%	99.73%

Descriptive Statistics

均值	-0.026%
Standard Error	0.175%
中位数	-0.421%
Mode	0.000%
Standard Deviation	7.336%
Sample Variance	53.816%
峰度	144.56
偏度	7.74
Range	194.765%
Minimum	-48.507%
Maximum	146.258%
Count	1754

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.345%	791	45.10%	1.959%
负向	-3.674%	948	54.05%	-1.986%
Zero	0.000%	15	0.85%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	25.48%
20	1 Month	13.98%
60	1 Quarter	10.26%
250	1 Year	11.67%
750	3 Years	8.49%
1,250	5 Years	8.01%
2,500	10 Years	7.67%
5,000	20 Years	7.67%
12,500	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 11.47. Further, an Excess 峰度 of 226.28 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -15.34%	0	0.00%	0.00%
-15.34% to -9.62%	0	0.00%	0.00%
-9.62% to -3.89%	0	0.00%	0.00%
-3.89% to 1.83%	1	0.06%	0.06%
1.83% to 7.55%	1169	66.61%	66.67%
7.55% to 13.27%	441	25.13%	91.79%
13.27% to 18.99%	87	4.96%	96.75%
18.99% to 24.71%	25	1.42%	98.18%
24.71% to 30.43%	9	0.51%	98.69%
Greater than 30.43%	23	1.31%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-0.08%	15.18%	94.19%	68.27%
±2σ	-7.71%	22.80%	97.83%	95.45%
±3σ	-15.34%	30.43%	98.69%	99.73%

Descriptive Statistics

均值	7.548%
Standard Error	0.182%
中位数	6.035%
Mode	6.667%
Standard Deviation	7.628%
Sample Variance	58.193%
峰度	226.28
偏度	11.47
Range	191.881%
Minimum	1.630%
Maximum	193.511%
Count	1755

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.548%	1755	100.00%	7.548%
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 1.33. Further, an Excess 峰度 of 28.08 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -15.76%	13	0.74%	0.74%
-15.76% to -11.73%	16	0.91%	1.65%
-11.73% to -7.69%	52	2.96%	4.62%
-7.69% to -3.66%	158	9.00%	13.62%
-3.66% to 0.38%	616	35.10%	48.72%
0.38% to 4.41%	645	36.75%	85.47%
4.41% to 8.45%	193	11.00%	96.47%
8.45% to 12.48%	40	2.28%	98.75%
12.48% to 16.51%	13	0.74%	99.49%
Greater than 16.51%	9	0.51%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.00%	5.76%	82.34%	68.27%
±2σ	-10.38%	11.13%	96.13%	95.45%
±3σ	-15.76%	16.51%	98.75%	99.73%

Descriptive Statistics

均值	0.377%
Standard Error	0.128%
中位数	0.460%
Mode	0.000%
Standard Deviation	5.379%
Sample Variance	28.934%
峰度	28.08
偏度	1.33
Range	108.534%
Minimum	-36.188%
Maximum	72.346%
Count	1755

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.521%	958	54.59%	1.922%
负向	-3.487%	778	44.33%	-1.546%
Zero	0.000%	19	1.08%	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 1.40. Further, an Excess 峰度 of 7.39 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -40.11%	1	0.27%	0.27%
-40.11% to -30.18%	1	0.27%	0.55%
-30.18% to -20.25%	9	2.47%	3.02%
-20.25% to -10.32%	50	13.74%	16.76%
-10.32% to -0.39%	144	39.56%	56.32%
-0.39% to 9.55%	100	27.47%	83.79%
9.55% to 19.48%	40	10.99%	94.78%
19.48% to 29.41%	11	3.02%	97.80%
29.41% to 39.34%	3	0.82%	98.63%
Greater than 39.34%	5	1.37%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-13.63%	12.86%	77.75%	68.27%
±2σ	-26.87%	26.10%	96.43%	95.45%
±3σ	-40.11%	39.34%	98.35%	99.73%

Descriptive Statistics

均值	-0.385%
Standard Error	0.694%
中位数	-1.734%
Mode	-10.891%
Standard Deviation	13.242%
Sample Variance	175.362%
峰度	7.39
偏度	1.40
Range	131.715%
Minimum	-55.957%
Maximum	75.758%
Count	364

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	10.319%	155	42.58%	4.394%
负向	-8.324%	209	57.42%	-4.779%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	39.43%
12	1 Quarter	26.40%
52	1 Year	30.54%
156	3 Years	21.23%
260	5 Years	19.67%
520	10 Years	18.99%
1,040	20 Years	18.99%
2,600	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 7.30. Further, an Excess 峰度 of 72.40 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -53.92%	0	0.00%	0.00%
-53.92% to -35.03%	0	0.00%	0.00%
-35.03% to -16.15%	0	0.00%	0.00%
-16.15% to 2.74%	0	0.00%	0.00%
2.74% to 21.62%	256	70.14%	70.14%
21.62% to 40.51%	80	21.92%	92.05%
40.51% to 59.39%	16	4.38%	96.44%
59.39% to 78.28%	6	1.64%	98.08%
78.28% to 97.17%	3	0.82%	98.90%
Greater than 97.17%	4	1.10%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.56%	46.80%	94.79%	68.27%
±2σ	-28.74%	71.98%	97.53%	95.45%
±3σ	-53.92%	97.17%	98.90%	99.73%

Descriptive Statistics

均值	21.622%
Standard Error	1.318%
中位数	16.395%
Mode	12.590%
Standard Deviation	25.181%
Sample Variance	634.088%
峰度	72.40
偏度	7.30
Range	322.770%
Minimum	4.452%
Maximum	327.222%
Count	365

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	21.622%	365	100.00%	21.622%
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 2.22. Further, an Excess 峰度 of 19.53 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -40.33%	1	0.27%	0.27%
-40.33% to -29.67%	5	1.37%	1.64%
-29.67% to -19.02%	6	1.64%	3.29%
-19.02% to -8.36%	47	12.88%	16.16%
-8.36% to 2.30%	132	36.16%	52.33%
2.30% to 12.96%	123	33.70%	86.03%
12.96% to 23.61%	37	10.14%	96.16%
23.61% to 34.27%	7	1.92%	98.08%
34.27% to 44.92%	3	0.82%	98.90%
Greater than 44.92%	4	1.10%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.91%	16.51%	80.55%	68.27%
±2σ	-26.12%	30.72%	96.44%	95.45%
±3σ	-40.33%	44.92%	98.63%	99.73%

Descriptive Statistics

均值	2.298%
Standard Error	0.744%
中位数	1.556%
Mode	5.263%
Standard Deviation	14.209%
Sample Variance	201.901%
峰度	19.53
偏度	2.22
Range	173.763%
Minimum	-42.845%
Maximum	130.918%
Count	365

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	10.202%	208	56.99%	5.814%
负向	-8.226%	156	42.74%	-3.516%
Zero	0.000%	1	0.27%	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 0.74. Further, an Excess 峰度 of 0.11 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -72.11%	0	0.00%	0.00%
-72.11% to -54.84%	0	0.00%	0.00%
-54.84% to -37.58%	4	4.82%	4.82%
-37.58% to -20.32%	14	16.87%	21.69%
-20.32% to -3.05%	32	38.55%	60.24%
-3.05% to 14.21%	15	18.07%	78.31%
14.21% to 31.48%	10	12.05%	90.36%
31.48% to 48.74%	6	7.23%	97.59%
48.74% to 66.00%	2	2.41%	100.00%
Greater than 66.00%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-26.07%	19.97%	71.08%	68.27%
±2σ	-49.09%	42.98%	95.18%	95.45%
±3σ	-72.11%	66.00%	100.00%	99.73%

Descriptive Statistics

均值	-3.051%
Standard Error	2.527%
中位数	-8.872%
Mode	-43.177%
Standard Deviation	23.018%
Sample Variance	529.825%
峰度	0.11
偏度	0.74
Range	104.657%
Minimum	-43.177%
Maximum	61.480%
Count	83

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	23.037%	29	34.94%	8.049%
负向	-17.062%	54	65.06%	-11.101%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	74.28%
12	1 Year	80.62%
36	3 Years	51.89%
60	5 Years	45.49%
120	10 Years	44.46%
240	20 Years	44.46%
600	50 Years	44.46%

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 8.66. Further, an Excess 峰度 of 77.64 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -394.29%	0	0.00%	0.00%
-394.29% to -278.67%	0	0.00%	0.00%
-278.67% to -163.05%	0	0.00%	0.00%
-163.05% to -47.44%	0	0.00%	0.00%
-47.44% to 68.18%	65	77.38%	77.38%
68.18% to 183.80%	18	21.43%	98.81%
183.80% to 299.41%	0	0.00%	98.81%
299.41% to 415.03%	0	0.00%	98.81%
415.03% to 530.64%	0	0.00%	98.81%
Greater than 530.64%	1	1.19%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-85.97%	222.34%	98.81%	68.27%
±2σ	-240.13%	376.49%	98.81%	95.45%
±3σ	-394.29%	530.64%	98.81%	99.73%

Descriptive Statistics

均值	68.180%
Standard Error	16.820%
中位数	47.641%
Mode	10.440%
Standard Deviation	154.155%
Sample Variance	23763.849%
峰度	77.64
偏度	8.66
Range	1427.560%
Minimum	10.440%
Maximum	1438.000%
Count	84

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	68.180%	84	100.00%	68.180%
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 0.13. Further, an Excess 峰度 of 0.15 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -67.89%	0	0.00%	0.00%
-67.89% to -48.98%	1	1.19%	1.19%
-48.98% to -30.07%	4	4.76%	5.95%
-30.07% to -11.16%	14	16.67%	22.62%
-11.16% to 7.75%	20	23.81%	46.43%
7.75% to 26.67%	28	33.33%	79.76%
26.67% to 45.58%	13	15.48%	95.24%
45.58% to 64.49%	2	2.38%	97.62%
64.49% to 83.40%	2	2.38%	100.00%
Greater than 83.40%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-17.46%	32.97%	65.48%	68.27%
±2σ	-42.68%	58.19%	95.24%	95.45%
±3σ	-67.89%	83.40%	100.00%	99.73%

Descriptive Statistics

均值	7.754%
Standard Error	2.751%
中位数	9.875%
Mode	-55.820%
Standard Deviation	25.216%
Sample Variance	635.822%
峰度	0.15
偏度	0.13
Range	131.841%
Minimum	-55.820%
Maximum	76.021%
Count	84

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	21.757%	56	66.67%	14.505%
负向	-20.250%	28	33.33%	-6.750%
Zero	0.000%	0	0.00%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.14. Further, an Excess 峰度 of -1.17 proves the distribution possesses Thin Tails (Platykurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -100.36%	0	0.00%	0.00%
-100.36% to -78.50%	0	0.00%	0.00%
-78.50% to -56.63%	2	7.41%	7.41%
-56.63% to -34.77%	6	22.22%	29.63%
-34.77% to -12.90%	5	18.52%	48.15%
-12.90% to 8.96%	6	22.22%	70.37%
8.96% to 30.83%	8	29.63%	100.00%
30.83% to 52.70%	0	0.00%	100.00%
52.70% to 74.56%	0	0.00%	100.00%
Greater than 74.56%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-42.06%	16.25%	59.26%	68.27%
±2σ	-71.21%	45.41%	100.00%	95.45%
±3σ	-100.36%	74.56%	100.00%	99.73%

Descriptive Statistics

均值	-12.902%
Standard Error	5.611%
中位数	-10.351%
Mode	-65.291%
Standard Deviation	29.154%
Sample Variance	849.930%
峰度	-1.17
偏度	-0.14
Range	96.043%
Minimum	-65.291%
Maximum	30.752%
Count	27

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	17.808%	10	37.04%	6.596%
负向	-30.966%	17	62.96%	-19.497%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	128.05%
12	3 Years	90.19%
20	5 Years	77.59%
40	10 Years	74.71%
80	20 Years	74.71%
200	50 Years	74.71%

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 4.64. Further, an Excess 峰度 of 22.80 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -617.97%	0	0.00%	0.00%
-617.97% to -422.13%	0	0.00%	0.00%
-422.13% to -226.29%	0	0.00%	0.00%
-226.29% to -30.45%	0	0.00%	0.00%
-30.45% to 165.38%	23	82.14%	82.14%
165.38% to 361.22%	3	10.71%	92.86%
361.22% to 557.06%	1	3.57%	96.43%
557.06% to 752.90%	0	0.00%	96.43%
752.90% to 948.74%	0	0.00%	96.43%
Greater than 948.74%	1	3.57%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-95.73%	426.50%	92.86%	68.27%
±2σ	-356.85%	687.62%	96.43%	95.45%
±3σ	-617.97%	948.74%	96.43%	99.73%

Descriptive Statistics

均值	165.385%
Standard Error	49.347%
中位数	96.404%
Mode	47.449%
Standard Deviation	261.119%
Sample Variance	68183.185%
峰度	22.80
偏度	4.64
Range	1390.551%
Minimum	47.449%
Maximum	1438.000%
Count	28

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	165.385%	28	100.00%	165.385%
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 1.00. Further, an Excess 峰度 of 1.54 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -137.66%	0	0.00%	0.00%
-137.66% to -96.84%	0	0.00%	0.00%
-96.84% to -56.02%	1	3.57%	3.57%
-56.02% to -15.19%	5	17.86%	21.43%
-15.19% to 25.63%	12	42.86%	64.29%
25.63% to 66.45%	4	14.29%	78.57%
66.45% to 107.27%	4	14.29%	92.86%
107.27% to 148.10%	1	3.57%	96.43%
148.10% to 188.92%	1	3.57%	100.00%
Greater than 188.92%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-28.80%	80.06%	78.57%	68.27%
±2σ	-83.23%	134.49%	96.43%	95.45%
±3σ	-137.66%	188.92%	100.00%	99.73%

Descriptive Statistics

均值	25.628%
Standard Error	10.286%
中位数	10.457%
Mode	-76.592%
Standard Deviation	54.430%
Sample Variance	2962.581%
峰度	1.54
偏度	1.00
Range	263.024%
Minimum	-76.592%
Maximum	186.432%
Count	28

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	55.105%	17	60.71%	33.456%
负向	-19.927%	11	39.29%	-7.829%
Zero	0.000%	0	0.00%	0.000%

BYND 深度分析报告