市场数据 波动率热力图 组合分析工具

CAL 深度分析报告

Caleres, Inc. | 分类： Equity Micro Cap | 年化股息率： 2.04% ($0.28) | 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 2.95% 2.87% 2.66% 4.74% 4.56% 4.55% 12.94 14.17 12.36 14.83
周度 6.31% 7.29% 6.35% 10.94% 10.03% 10.01% 12.25 14.97 11.08 16.55
月度 12.84% 19.81% 14.16% 21.93% 20.88% 20.83% 10.99 16.68 8.92 20.56
季度 20.95% 43.72% 23.18% 35.24% 36.16% 36.08% 9.43 19.44 6.57 27.91
Annual — — — — 72.32% 72.17% 6.57 27.91 3.19 57.51
Option Time Horizon — — — — 27.56% 27.50% 10.28 17.84 7.80 23.50
Calculation Notes: Computed at 2026-04-26T02:48 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $13.54  |  Strike (K): $15.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $0.9500 (Bid $0.8500 / Ask $1.0500)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.04%  |  Binomial IV (Annual): 72.32% (CRR binomial tree, American, n=20 steps)  |  BS IV: 72.42% (European Black-Scholes)  |  Yahoo IV (Annual): 72.17% → 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
2026-03-26 $0.0700
2025-12-26 $0.0700
2025-09-12 $0.0700
2025-06-05 $0.0700
2025-03-27 $0.0700
2024-12-27 $0.0700
2024-09-13 $0.0700
2024-06-05 $0.0700
2024-03-27 $0.0700
2023-12-20 $0.0700
2023-09-07 $0.0700
2023-06-08 $0.0700
2023-03-22 $0.0700
2022-12-21 $0.0700
2022-09-08 $0.0700
2022-06-09 $0.0700
2022-03-23 $0.0700
2021-12-21 $0.0700
2021-09-09 $0.0700
2021-06-10 $0.0700
2021-03-24 $0.0700
2020-12-21 $0.0700
2020-09-10 $0.0700
2020-06-11 $0.0700
2020-03-17 $0.0700
2019-12-23 $0.0700
2019-09-11 $0.0700
2019-06-14 $0.0700
2019-03-25 $0.0700
2018-12-21 $0.0700
2018-09-14 $0.0700
2018-06-15 $0.0700
2018-03-16 $0.0700
2017-12-22 $0.0700
2017-09-15 $0.0700
2017-06-15 $0.0700
2017-03-17 $0.0700
2016-12-22 $0.0700
2016-09-15 $0.0700
2016-06-15 $0.0700
2016-03-17 $0.0700
2015-12-23 $0.0700
2015-09-15 $0.0700
2015-06-16 $0.0700
2015-03-19 $0.0700
2014-12-19 $0.0700
2014-09-15 $0.0700
2014-06-16 $0.0700
2014-03-20 $0.0700
2013-12-19 $0.0700
2013-09-18 $0.0700
2013-06-13 $0.0700
2013-03-21 $0.0700
2012-12-17 $0.0700
2012-09-12 $0.0700
2012-06-14 $0.0700
2012-03-14 $0.0700
2011-12-15 $0.0700
2011-09-14 $0.0700
2011-06-15 $0.0700
2011-03-16 $0.0700
2010-12-16 $0.0700
2010-09-15 $0.0700
2010-06-16 $0.0700
2010-03-17 $0.0700
2009-12-17 $0.0700
2009-09-16 $0.0700
2009-06-17 $0.0700
2009-03-18 $0.0700
2008-12-17 $0.0700
2008-09-17 $0.0700
2008-06-18 $0.0700
2008-03-18 $0.0700
2007-12-18 $0.0700
2007-09-19 $0.0700
2007-06-14 $0.0700
2007-03-15 $0.0700
2006-12-19 $0.0533
2006-09-19 $0.0533
2006-06-14 $0.0533
2006-03-15 $0.0533
2005-12-19 $0.0444
2005-09-19 $0.0444
2005-06-15 $0.0444
2005-03-16 $0.0444
2004-12-20 $0.0444
2004-09-17 $0.0444
2004-06-09 $0.0444
2004-03-17 $0.0444
2003-12-17 $0.0444
2003-09-17 $0.0444
2003-05-30 $0.0444
2003-03-14 $0.0444
2002-12-12 $0.0444
2002-09-19 $0.0444
2002-05-30 $0.0444
2002-03-14 $0.0444
2001-12-13 $0.0444
2001-09-20 $0.0444
2001-05-31 $0.0444
2001-03-15 $0.0444
2000-12-14 $0.0444
2000-09-21 $0.0444
2000-06-01 $0.0444
2000-03-09 $0.0444
1999-12-09 $0.0444
1999-09-16 $0.0444
1999-06-03 $0.0444
1999-03-11 $0.0444
1998-12-10 $0.0444
1998-09-24 $0.0444
1998-06-04 $0.0444
1998-03-12 $0.0444
1997-12-11 $0.0444
1997-09-18 $0.1111
1997-05-29 $0.1111
1997-03-13 $0.1111
1996-12-12 $0.1111
1996-09-19 $0.1111
1996-05-30 $0.1111
1996-03-14 $0.1111
1995-12-14 $0.1111
1995-09-14 $0.1111
1995-05-30 $0.1778
1995-03-07 $0.1778
1994-12-06 $0.1778
1994-09-13 $0.1778
1994-05-31 $0.1778
1994-03-08 $0.1778
1993-12-07 $0.1778
1993-09-14 $0.1778
1993-06-01 $0.1778
1993-03-09 $0.1778
1992-12-08 $0.1778
1992-09-15 $0.1778
1992-06-02 $0.1778
1992-03-10 $0.1778
1991-12-10 $0.1778
1991-09-23 $0.1778
1991-05-28 $0.1778
1991-03-12 $0.1778
1990-12-11 $0.1778
1990-09-18 $0.1778
1990-06-05 $0.1778
1990-03-06 $0.1778
1989-12-12 $0.1778
1989-09-19 $0.1778
1989-06-06 $0.1778
1989-03-07 $0.1778
1988-12-06 $0.1733
1988-09-13 $0.1733
1988-06-07 $0.1733
1988-03-08 $0.1733
1987-12-08 $0.1733
1987-09-08 $0.1667
1987-06-09 $0.1667
1987-03-10 $0.1667
1986-12-09 $0.1667
1986-09-09 $0.1600
1986-06-10 $0.1600
1986-03-11 $0.1600
1985-12-10 $0.1600
1985-09-10 $0.1511
1985-06-11 $0.1511
1985-03-12 $0.1511
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Right Skewed (正向 Asymmetry) with a 偏度 factor of 0.73. Further, an Excess 峰度 of 18.81 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -8.77%700.60%0.60%
-8.77% to -6.56%950.82%1.42%
-6.56% to -4.35%3452.98%4.40%
-4.35% to -2.14%11509.92%14.32%
-2.14% to 0.07%455139.26%53.58%
0.07% to 2.28%371832.08%85.66%
2.28% to 4.49%11299.74%95.40%
4.49% to 6.70%3212.77%98.17%
6.70% to 8.90%1070.92%99.09%
Greater than 8.90%1050.91%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.88%3.01% 81.02%68.27%
±2σ -5.83%5.96% 95.58%95.45%
±3σ -8.77%8.90% 98.49%99.73%
Descriptive Statistics
均值0.066%
Standard Error0.027%
中位数0.000%
Mode0.000%
Standard Deviation2.946%
Sample Variance8.677%
峰度18.81
偏度0.73
Range73.567%
Minimum-32.924%
Maximum40.643%
Count11591
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.077% 5424 46.80% 0.972%
负向 -1.951% 5383 46.44% -0.906%
Zero 0.000% 784 6.76% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 4.51%
20 1 Month 5.58%
60 1 Quarter 5.88%
250 1 Year 5.50%
750 3 Years 4.61%
1,250 5 Years 4.74%
2,500 10 Years 4.78%
5,000 20 Years 4.69%
12,500 50 Years 3.46%
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 4.44. Further, an Excess 峰度 of 43.54 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.24%00.00%0.00%
-5.24% to -3.09%00.00%0.00%
-3.09% to -0.94%00.00%0.00%
-0.94% to 1.21%148412.80%12.80%
1.21% to 3.36%597551.54%64.35%
3.36% to 5.51%260922.51%86.85%
5.51% to 7.66%8717.51%94.37%
7.66% to 9.81%3102.67%97.04%
9.81% to 11.96%1331.15%98.19%
Greater than 11.96%2101.81%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.49%6.22% 88.60%68.27%
±2σ -2.37%9.09% 96.39%95.45%
±3σ -5.24%11.96% 98.19%99.73%
Descriptive Statistics
均值3.359%
Standard Error0.027%
中位数2.660%
Mode2.222%
Standard Deviation2.866%
Sample Variance8.213%
峰度43.54
偏度4.44
Range59.959%
Minimum0.168%
Maximum60.127%
Count11592
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 3.359% 11592 100.00% 3.359%
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 1.10. Further, an Excess 峰度 of 25.26 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -7.95%750.65%0.65%
-7.95% to -5.95%1161.00%1.65%
-5.95% to -3.96%3152.72%4.37%
-3.96% to -1.97%121710.50%14.86%
-1.97% to 0.03%454939.24%54.11%
0.03% to 2.02%361331.17%85.27%
2.02% to 4.01%117210.11%95.38%
4.01% to 6.01%3402.93%98.32%
6.01% to 8.00%1000.86%99.18%
Greater than 8.00%950.82%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.63%2.69% 80.37%68.27%
±2σ -5.29%5.34% 95.61%95.45%
±3σ -7.95%8.00% 98.53%99.73%
Descriptive Statistics
均值0.027%
Standard Error0.025%
中位数0.000%
Mode0.000%
Standard Deviation2.658%
Sample Variance7.063%
峰度25.26
偏度1.10
Range82.474%
Minimum-29.730%
Maximum52.744%
Count11592
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.897% 5322 45.91% 0.871%
负向 -1.819% 5377 46.38% -0.844%
Zero 0.000% 893 7.70% 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 0.62. Further, an Excess 峰度 of 8.60 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -18.61%160.67%0.67%
-18.61% to -13.88%241.00%1.66%
-13.88% to -9.15%743.08%4.74%
-9.15% to -4.42%28111.68%16.42%
-4.42% to 0.31%80333.37%49.79%
0.31% to 5.04%84735.20%85.00%
5.04% to 9.77%25510.60%95.59%
9.77% to 14.50%612.54%98.13%
14.50% to 19.23%220.91%99.04%
Greater than 19.23%230.96%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -6.00%6.61% 79.72%68.27%
±2σ -12.31%12.92% 95.47%95.45%
±3σ -18.61%19.23% 98.38%99.73%
Descriptive Statistics
均值0.306%
Standard Error0.129%
中位数0.326%
Mode0.000%
Standard Deviation6.307%
Sample Variance39.778%
峰度8.60
偏度0.62
Range91.530%
Minimum-45.614%
Maximum45.916%
Count2406
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.386% 1248 51.87% 2.275%
负向 -4.292% 1104 45.88% -1.969%
Zero 0.000% 54 2.24% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 13.58%
12 1 Quarter 15.17%
52 1 Year 13.35%
156 3 Years 10.92%
260 5 Years 10.94%
520 10 Years 11.10%
1,040 20 Years 10.82%
2,600 50 Years 8.19%
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 4.29. Further, an Excess 峰度 of 32.09 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -13.22%00.00%0.00%
-13.22% to -7.76%00.00%0.00%
-7.76% to -2.30%00.00%0.00%
-2.30% to 3.17%24810.30%10.30%
3.17% to 8.63%132955.21%65.52%
8.63% to 14.10%53422.19%87.70%
14.10% to 19.56%1636.77%94.47%
19.56% to 25.03%632.62%97.09%
25.03% to 30.49%291.20%98.30%
Greater than 30.49%411.70%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.35%15.92% 90.07%68.27%
±2σ -5.94%23.20% 96.39%95.45%
±3σ -13.22%30.49% 98.30%99.73%
Descriptive Statistics
均值8.633%
Standard Error0.149%
中位数6.706%
Mode7.692%
Standard Deviation7.286%
Sample Variance53.084%
峰度32.09
偏度4.29
Range99.682%
Minimum0.733%
Maximum100.415%
Count2407
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 8.633% 2407 100.00% 8.633%
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 1.95. Further, an Excess 峰度 of 23.04 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -18.90%170.71%0.71%
-18.90% to -14.13%110.46%1.16%
-14.13% to -9.37%602.49%3.66%
-9.37% to -4.60%28011.63%15.29%
-4.60% to 0.16%92338.35%53.64%
0.16% to 4.93%74731.03%84.67%
4.93% to 9.69%25010.39%95.06%
9.69% to 14.46%692.87%97.92%
14.46% to 19.22%241.00%98.92%
Greater than 19.22%261.08%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -6.19%6.51% 80.39%68.27%
±2σ -12.54%12.87% 95.51%95.45%
±3σ -18.90%19.22% 98.21%99.73%
Descriptive Statistics
均值0.161%
Standard Error0.129%
中位数-0.294%
Mode0.000%
Standard Deviation6.353%
Sample Variance40.358%
峰度23.04
偏度1.95
Range120.278%
Minimum-30.560%
Maximum89.718%
Count2407
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.621% 1129 46.91% 2.167%
负向 -3.925% 1230 51.10% -2.006%
Zero 0.000% 48 1.99% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.35. Further, an Excess 峰度 of 3.80 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 -27.60%50.90%1.45%
-27.60% to -17.97%234.16%5.61%
-17.97% to -8.34%7313.20%18.81%
-8.34% to 1.29%17531.65%50.45%
1.29% to 10.93%18834.00%84.45%
10.93% to 20.56%519.22%93.67%
20.56% to 30.19%244.34%98.01%
30.19% to 39.82%71.27%99.28%
Greater than 39.82%40.72%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -11.55%14.14% 77.58%68.27%
±2σ -24.39%26.98% 95.30%95.45%
±3σ -37.24%39.82% 98.73%99.73%
Descriptive Statistics
均值1.293%
Standard Error0.546%
中位数1.176%
Mode0.000%
Standard Deviation12.843%
Sample Variance164.933%
峰度3.80
偏度0.35
Range125.722%
Minimum-54.255%
Maximum71.467%
Count553
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 9.512% 304 54.97% 5.229%
负向 -8.920% 244 44.12% -3.936%
Zero 0.000% 5 0.90% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 29.01%
12 1 Year 25.92%
36 3 Years 23.14%
60 5 Years 21.93%
120 10 Years 23.40%
240 20 Years 22.66%
600 50 Years 17.70%
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 6.20. Further, an Excess 峰度 of 61.60 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -38.87%00.00%0.00%
-38.87% to -24.02%00.00%0.00%
-24.02% to -9.16%00.00%0.00%
-9.16% to 5.69%203.61%3.61%
5.69% to 20.55%35163.36%66.97%
20.55% to 35.40%12121.84%88.81%
35.40% to 50.26%407.22%96.03%
50.26% to 65.11%122.17%98.19%
65.11% to 79.97%10.18%98.38%
Greater than 79.97%91.62%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.74%40.35% 92.24%68.27%
±2σ -19.06%60.16% 97.47%95.45%
±3σ -38.87%79.97% 98.38%99.73%
Descriptive Statistics
均值20.548%
Standard Error0.841%
中位数15.711%
Mode6.767%
Standard Deviation19.806%
Sample Variance392.269%
峰度61.60
偏度6.20
Range274.568%
Minimum2.676%
Maximum277.244%
Count554
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 20.548% 554 100.00% 20.548%
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 2.25. Further, an Excess 峰度 of 14.32 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -41.81%10.18%0.18%
-41.81% to -31.19%30.54%0.72%
-31.19% to -20.57%122.17%2.89%
-20.57% to -9.95%6912.45%15.34%
-9.95% to 0.67%23442.24%57.58%
0.67% to 11.29%15427.80%85.38%
11.29% to 21.91%519.21%94.58%
21.91% to 32.53%152.71%97.29%
32.53% to 43.16%91.62%98.92%
Greater than 43.16%61.08%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -13.49%14.83% 80.32%68.27%
±2σ -27.65%28.99% 95.85%95.45%
±3σ -41.81%43.15% 98.74%99.73%
Descriptive Statistics
均值0.672%
Standard Error0.602%
中位数-0.922%
Mode0.000%
Standard Deviation14.161%
Sample Variance200.547%
峰度14.32
偏度2.25
Range166.193%
Minimum-42.924%
Maximum123.269%
Count554
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 11.219% 246 44.40% 4.982%
负向 -7.959% 300 54.15% -4.310%
Zero 0.000% 8 1.44% 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 0.61. Further, an Excess 峰度 of 2.49 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -59.33%00.00%0.00%
-59.33% to -43.61%31.63%1.63%
-43.61% to -27.90%63.26%4.89%
-27.90% to -12.18%2312.50%17.39%
-12.18% to 3.53%6635.87%53.26%
3.53% to 19.24%5529.89%83.15%
19.24% to 34.96%168.70%91.85%
34.96% to 50.67%105.43%97.28%
50.67% to 66.39%31.63%98.91%
Greater than 66.39%21.09%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -17.42%24.48% 75.54%68.27%
±2σ -38.37%45.43% 93.48%95.45%
±3σ -59.33%66.39% 98.91%99.73%
Descriptive Statistics
均值3.530%
Standard Error1.545%
中位数2.365%
Mode-55.019%
Standard Deviation20.952%
Sample Variance438.986%
峰度2.49
偏度0.61
Range152.806%
Minimum-55.019%
Maximum97.787%
Count184
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 16.663% 104 56.52% 9.418%
负向 -13.543% 80 43.48% -5.888%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 43.59%
12 3 Years 37.34%
20 5 Years 35.24%
40 10 Years 40.33%
80 20 Years 38.72%
200 50 Years 31.49%
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 6.92. Further, an Excess 峰度 of 65.60 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -90.55%00.00%0.00%
-90.55% to -57.76%00.00%0.00%
-57.76% to -24.98%00.00%0.00%
-24.98% to 7.81%21.08%1.08%
7.81% to 40.60%12467.03%68.11%
40.60% to 73.38%4423.78%91.89%
73.38% to 106.17%84.32%96.22%
106.17% to 138.96%31.62%97.84%
138.96% to 171.74%21.08%98.92%
Greater than 171.74%21.08%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.12%84.31% 95.14%68.27%
±2σ -46.83%128.03% 97.84%95.45%
±3σ -90.55%171.74% 98.92%99.73%
Descriptive Statistics
均值40.597%
Standard Error3.214%
中位数30.000%
Mode27.660%
Standard Deviation43.715%
Sample Variance1910.958%
峰度65.60
偏度6.92
Range489.818%
Minimum6.015%
Maximum495.833%
Count185
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 40.597% 185 100.00% 40.597%
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 1.98. Further, an Excess 峰度 of 7.59 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -68.09%00.00%0.00%
-68.09% to -50.70%00.00%0.00%
-50.70% to -33.31%63.24%3.24%
-33.31% to -15.92%2614.05%17.30%
-15.92% to 1.47%7741.62%58.92%
1.47% to 18.85%5228.11%87.03%
18.85% to 36.24%137.03%94.05%
36.24% to 53.63%52.70%96.76%
53.63% to 71.02%21.08%97.84%
Greater than 71.02%42.16%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -21.72%24.65% 79.46%68.27%
±2σ -44.90%47.83% 95.68%95.45%
±3σ -68.09%71.02% 97.84%99.73%
Descriptive Statistics
均值1.466%
Standard Error1.705%
中位数-1.550%
Mode-47.783%
Standard Deviation23.184%
Sample Variance537.493%
峰度7.59
偏度1.98
Range172.303%
Minimum-47.783%
Maximum124.520%
Count185
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 19.021% 82 44.32% 8.431%
负向 -12.633% 102 55.13% -6.965%
Zero 0.000% 1 0.54% 0.000%