CB 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	1.94%	1.79%	1.73%	1.86%	1.31%	1.44%	321.88	330.42	317.69	334.78
周度	4.20%	4.60%	4.08%	4.25%	2.88%	3.18%	316.85	335.66	307.84	345.48
月度	6.90%	10.09%	6.90%	8.95%	6.00%	6.62%	307.12	346.30	289.22	367.72
季度	11.28%	19.07%	10.82%	14.24%	10.40%	11.46%	293.91	361.85	264.89	401.51
Annual	—	—	—	—	20.80%	22.92%	264.89	401.51	215.15	494.32
Option Time Horizon	—	—	—	—	7.92%	8.73%	301.27	353.01	278.32	382.13

Calculation Notes: Computed at 2026-04-26T02:45 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $326.12 | Strike (K): $330.00 (first OTM call ≥ spot) | Observed Mid-价格: $9.1500 (Bid $8.6000 / Ask $9.7000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 1.17% | Binomial IV (Annual): 20.80% (CRR binomial tree, American, n=20 steps) | BS IV: 20.99% (European Black-Scholes) | Yahoo IV (Annual): 22.92% → 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
2026-03-13	$0.9700
2025-06-13	$0.9700
2025-03-14	$0.9100
2024-12-13	$0.9100
2024-09-13	$0.9100
2024-06-14	$0.9100
2024-03-14	$0.8600
2023-12-14	$0.8600
2023-09-14	$0.8600
2023-06-15	$0.8600
2023-03-16	$0.8300
2022-12-15	$0.8300
2022-09-15	$0.8300
2022-06-16	$0.8300
2022-03-17	$0.8000
2021-12-16	$0.8000
2021-09-16	$0.8000
2021-06-17	$0.8000
2021-03-18	$0.7800
2020-12-17	$0.7800
2020-09-17	$0.7800
2020-06-18	$0.7800
2020-03-19	$0.7500
2019-12-19	$0.7500
2019-09-19	$0.7500
2019-06-20	$0.7500
2019-03-21	$0.7300
2018-12-20	$0.7300
2018-09-20	$0.7300
2018-06-21	$0.7300
2018-03-28	$0.7100
2017-12-28	$0.7100
2017-09-28	$0.7100
2017-06-28	$0.7100
2017-03-29	$0.6900
2016-12-28	$0.6900
2016-09-28	$0.6900
2016-06-28	$0.6900
2016-03-29	$0.6700
2015-12-29	$0.6700
2015-09-28	$0.6700
2015-06-26	$0.6700
2015-03-27	$0.6500
2014-12-15	$0.6500
2014-09-26	$0.6500
2014-07-21	$0.6500
2014-03-26	$0.6300
2014-01-13	$0.6300
2013-09-26	$0.5100
2013-07-19	$0.5100
2013-03-26	$0.4900
2012-12-13	$0.4900
2012-09-26	$0.4900
2012-07-27	$0.4900
2012-03-28	$0.4700
2012-01-10	$0.4700
2011-09-28	$0.3500
2011-06-28	$0.3500
2011-03-30	$0.3300
2010-12-14	$0.3300
2010-09-29	$0.3300
2010-07-23	$0.3300
2010-03-29	$0.3100
2009-12-15	$0.3100
2009-09-29	$0.3100
2009-07-24	$0.3100
2009-03-27	$0.2500
2009-01-06	$0.2700
2008-10-09	$0.2600
2008-06-26	$0.2900
2008-03-27	$0.2700
2007-12-27	$0.2700
2007-09-26	$0.2700
2007-06-27	$0.2700
2007-03-28	$0.2500
2006-12-27	$0.2500
2006-09-27	$0.2500
2006-06-28	$0.2500
2006-03-29	$0.2300
2005-12-28	$0.2300
2005-09-28	$0.2300
2005-06-28	$0.2300
2005-03-29	$0.2100
2004-12-29	$0.2100
2004-09-28	$0.2100
2004-06-28	$0.2100
2004-03-29	$0.1900
2003-12-29	$0.1900
2003-09-26	$0.1900
2003-06-26	$0.1900
2003-03-27	$0.1700
2002-12-24	$0.1700
2002-09-25	$0.1700
2002-06-26	$0.1700
2002-03-26	$0.1500
2001-12-27	$0.1500
2001-09-26	$0.1500
2001-06-27	$0.1500
2001-03-28	$0.1300
2000-12-27	$0.1300
2000-09-27	$0.1300
2000-06-28	$0.1300
2000-03-29	$0.1100
1999-12-29	$0.1100
1999-09-28	$0.1100
1999-06-28	$0.1100
1999-03-29	$0.0900
1998-12-11	$0.0900
1998-09-28	$0.0900
1998-06-26	$0.0900
1998-03-27	$0.0800
1997-12-10	$0.0800
1997-09-26	$0.0733
1997-06-26	$0.0733
1997-03-26	$0.0600
1996-12-27	$0.0600
1996-09-26	$0.0600
1996-06-12	$0.0600
1996-03-27	$0.0467
1995-12-27	$0.0467
1995-09-27	$0.0467
1995-06-28	$0.0467
1995-03-27	$0.0367
1994-12-23	$0.0367
1994-09-26	$0.0367
1994-06-24	$0.0367
1994-03-25	$0.0333
1993-12-27	$0.0333
1993-09-24	$0.0333
1993-09-02	$0.0767
1993-06-24	$0.0333

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.48. Further, an Excess 峰度 of 12.32 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -5.74%	57	0.69%	0.69%
-5.74% to -4.29%	70	0.84%	1.53%
-4.29% to -2.84%	241	2.90%	4.43%
-2.84% to -1.38%	856	10.30%	14.72%
-1.38% to 0.07%	3067	36.89%	51.62%
0.07% to 1.52%	2855	34.34%	85.96%
1.52% to 2.97%	754	9.07%	95.03%
2.97% to 4.43%	245	2.95%	97.98%
4.43% to 5.88%	79	0.95%	98.93%
Greater than 5.88%	89	1.07%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.87%	2.01%	80.20%	68.27%
±2σ	-3.81%	3.94%	95.13%	95.45%
±3σ	-5.74%	5.88%	98.26%	99.73%

Descriptive Statistics

均值	0.069%
Standard Error	0.021%
中位数	0.017%
Mode	0.000%
Standard Deviation	1.937%
Sample Variance	3.751%
峰度	12.32
偏度	0.48
Range	40.511%
Minimum	-19.758%
Maximum	20.753%
Count	8313

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.322%	4186	50.35%	0.666%
负向	-1.263%	3928	47.25%	-0.597%
Zero	0.000%	199	2.39%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	2.20%
20	1 Month	1.90%
60	1 Quarter	1.97%
250	1 Year	1.65%
750	3 Years	1.70%
1,250	5 Years	1.86%
2,500	10 Years	1.89%
5,000	20 Years	2.03%
12,500	50 Years	2.32%

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 3.50. Further, an Excess 峰度 of 22.16 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -3.13%	0	0.00%	0.00%
-3.13% to -1.79%	0	0.00%	0.00%
-1.79% to -0.45%	0	0.00%	0.00%
-0.45% to 0.89%	932	11.21%	11.21%
0.89% to 2.23%	4571	54.98%	66.19%
2.23% to 3.57%	1652	19.87%	86.06%
3.57% to 4.91%	610	7.34%	93.40%
4.91% to 6.25%	262	3.15%	96.55%
6.25% to 7.59%	117	1.41%	97.96%
Greater than 7.59%	170	2.04%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.44%	4.02%	88.44%	68.27%
±2σ	-1.34%	5.80%	95.81%	95.45%
±3σ	-3.13%	7.59%	97.96%	99.73%

Descriptive Statistics

均值	2.230%
Standard Error	0.020%
中位数	1.716%
Mode	0.855%
Standard Deviation	1.787%
Sample Variance	3.194%
峰度	22.16
偏度	3.50
Range	26.404%
Minimum	0.210%
Maximum	26.614%
Count	8314

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.230%	8314	100.00%	2.230%
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 0.29. Further, an Excess 峰度 of 12.45 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -5.20%	82	0.99%	0.99%
-5.20% to -3.90%	85	1.02%	2.01%
-3.90% to -2.60%	235	2.83%	4.84%
-2.60% to -1.30%	794	9.55%	14.39%
-1.30% to 0.00%	2864	34.45%	48.83%
0.00% to 1.30%	3019	36.31%	85.15%
1.30% to 2.60%	810	9.74%	94.89%
2.60% to 3.90%	262	3.15%	98.04%
3.90% to 5.20%	97	1.17%	99.21%
Greater than 5.20%	66	0.79%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.73%	1.73%	80.03%	68.27%
±2σ	-3.47%	3.47%	94.77%	95.45%
±3σ	-5.20%	5.20%	98.22%	99.73%

Descriptive Statistics

均值	0.000%
Standard Error	0.019%
中位数	0.000%
Mode	0.000%
Standard Deviation	1.733%
Sample Variance	3.003%
峰度	12.45
偏度	0.29
Range	39.529%
Minimum	-14.483%
Maximum	25.046%
Count	8314

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.189%	4013	48.27%	0.574%
负向	-1.175%	4060	48.83%	-0.574%
Zero	0.000%	241	2.90%	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 0.63. Further, an Excess 峰度 of 4.93 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -12.26%	8	0.46%	0.46%
-12.26% to -9.11%	23	1.33%	1.80%
-9.11% to -5.96%	61	3.53%	5.33%
-5.96% to -2.82%	182	10.54%	15.87%
-2.82% to 0.33%	615	35.63%	51.51%
0.33% to 3.47%	580	33.60%	85.11%
3.47% to 6.62%	163	9.44%	94.55%
6.62% to 9.77%	47	2.72%	97.28%
9.77% to 12.91%	27	1.56%	98.84%
Greater than 12.91%	20	1.16%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.87%	4.52%	78.74%	68.27%
±2σ	-8.06%	8.72%	94.26%	95.45%
±3σ	-12.26%	12.91%	98.38%	99.73%

Descriptive Statistics

均值	0.328%
Standard Error	0.101%
中位数	0.193%
Mode	0.000%
Standard Deviation	4.195%
Sample Variance	17.599%
峰度	4.93
偏度	0.63
Range	49.389%
Minimum	-24.857%
Maximum	24.532%
Count	1726

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.067%	899	52.09%	1.597%
负向	-2.687%	815	47.22%	-1.269%
Zero	0.000%	12	0.69%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	3.52%
12	1 Quarter	4.32%
52	1 Year	3.62%
156	3 Years	3.86%
260	5 Years	4.25%
520	10 Years	4.32%
1,040	20 Years	4.58%
2,600	50 Years	5.50%

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 3.91. Further, an Excess 峰度 of 28.16 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -8.12%	0	0.00%	0.00%
-8.12% to -4.67%	0	0.00%	0.00%
-4.67% to -1.23%	0	0.00%	0.00%
-1.23% to 2.22%	163	9.44%	9.44%
2.22% to 5.67%	990	57.32%	66.76%
5.67% to 9.12%	336	19.46%	86.22%
9.12% to 12.57%	125	7.24%	93.46%
12.57% to 16.02%	62	3.59%	97.05%
16.02% to 19.47%	19	1.10%	98.15%
Greater than 19.47%	32	1.85%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.07%	10.27%	88.71%	68.27%
±2σ	-3.52%	14.87%	95.89%	95.45%
±3σ	-8.12%	19.47%	98.15%	99.73%

Descriptive Statistics

均值	5.672%
Standard Error	0.111%
中位数	4.307%
Mode	2.128%
Standard Deviation	4.598%
Sample Variance	21.145%
峰度	28.16
偏度	3.91
Range	60.143%
Minimum	0.630%
Maximum	60.773%
Count	1727

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.672%	1727	100.00%	5.672%
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 0.40. Further, an Excess 峰度 of 6.94 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -12.33%	17	0.98%	0.98%
-12.33% to -9.27%	20	1.16%	2.14%
-9.27% to -6.21%	52	3.01%	5.15%
-6.21% to -3.15%	167	9.67%	14.82%
-3.15% to -0.09%	621	35.96%	50.78%
-0.09% to 2.96%	585	33.87%	84.66%
2.96% to 6.02%	169	9.79%	94.44%
6.02% to 9.08%	60	3.47%	97.92%
9.08% to 12.14%	20	1.16%	99.07%
Greater than 12.14%	16	0.93%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.17%	3.98%	78.81%	68.27%
±2σ	-8.25%	8.06%	94.09%	95.45%
±3σ	-12.33%	12.14%	98.09%	99.73%

Descriptive Statistics

均值	-0.094%
Standard Error	0.098%
中位数	-0.161%
Mode	0.000%
Standard Deviation	4.079%
Sample Variance	16.638%
峰度	6.94
偏度	0.40
Range	56.433%
Minimum	-19.310%
Maximum	37.123%
Count	1727

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.844%	815	47.19%	1.342%
负向	-2.784%	891	51.59%	-1.436%
Zero	0.000%	21	1.22%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.10. Further, an Excess 峰度 of 1.90 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -19.41%	4	1.01%	1.01%
-19.41% to -14.24%	4	1.01%	2.02%
-14.24% to -9.06%	8	2.02%	4.03%
-9.06% to -3.89%	67	16.88%	20.91%
-3.89% to 1.29%	114	28.72%	49.62%
1.29% to 6.46%	127	31.99%	81.61%
6.46% to 11.64%	47	11.84%	93.45%
11.64% to 16.81%	20	5.04%	98.49%
16.81% to 21.99%	2	0.50%	98.99%
Greater than 21.99%	4	1.01%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.61%	8.19%	75.06%	68.27%
±2σ	-12.51%	15.09%	95.47%	95.45%
±3σ	-19.41%	21.99%	97.98%	99.73%

Descriptive Statistics

均值	1.286%
Standard Error	0.346%
中位数	1.333%
Mode	0.000%
Standard Deviation	6.900%
Sample Variance	47.612%
峰度	1.90
偏度	0.10
Range	51.122%
Minimum	-22.405%
Maximum	28.717%
Count	397

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.518%	236	59.45%	3.280%
负向	-5.011%	158	39.80%	-1.994%
Zero	0.000%	3	0.76%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	8.01%
12	1 Year	7.55%
36	3 Years	8.00%
60	5 Years	8.95%
120	10 Years	9.19%
240	20 Years	9.42%
600	50 Years	11.61%

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 3.37. Further, an Excess 峰度 of 16.45 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -17.54%	0	0.00%	0.00%
-17.54% to -9.98%	0	0.00%	0.00%
-9.98% to -2.41%	0	0.00%	0.00%
-2.41% to 5.15%	36	9.05%	9.05%
5.15% to 12.71%	236	59.30%	68.34%
12.71% to 20.28%	74	18.59%	86.93%
20.28% to 27.84%	22	5.53%	92.46%
27.84% to 35.41%	17	4.27%	96.73%
35.41% to 42.97%	6	1.51%	98.24%
Greater than 42.97%	7	1.76%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.63%	22.80%	89.45%	68.27%
±2σ	-7.46%	32.89%	95.23%	95.45%
±3σ	-17.54%	42.97%	98.24%	99.73%

Descriptive Statistics

均值	12.715%
Standard Error	0.506%
中位数	9.896%
Mode	4.723%
Standard Deviation	10.086%
Sample Variance	101.735%
峰度	16.45
偏度	3.37
Range	86.350%
Minimum	2.600%
Maximum	88.950%
Count	398

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	12.715%	398	100.00%	12.715%
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 0.62. Further, an Excess 峰度 of 2.62 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -21.30%	2	0.50%	0.50%
-21.30% to -16.13%	3	0.75%	1.26%
-16.13% to -10.95%	16	4.02%	5.28%
-10.95% to -5.77%	50	12.56%	17.84%
-5.77% to -0.60%	143	35.93%	53.77%
-0.60% to 4.58%	102	25.63%	79.40%
4.58% to 9.76%	65	16.33%	95.73%
9.76% to 14.93%	5	1.26%	96.98%
14.93% to 20.11%	6	1.51%	98.49%
Greater than 20.11%	6	1.51%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.50%	6.30%	75.88%	68.27%
±2σ	-14.40%	13.21%	95.48%	95.45%
±3σ	-21.30%	20.11%	97.99%	99.73%

Descriptive Statistics

均值	-0.597%
Standard Error	0.346%
中位数	-1.116%
Mode	-10.526%
Standard Deviation	6.902%
Sample Variance	47.633%
峰度	2.62
偏度	0.62
Range	52.891%
Minimum	-22.951%
Maximum	29.940%
Count	398

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.429%	167	41.96%	2.278%
负向	-4.975%	230	57.79%	-2.875%
Zero	0.000%	1	0.25%	0.000%

收盘-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 3.09 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -30.04%	0	0.00%	0.00%
-30.04% to -21.57%	4	3.03%	3.03%
-21.57% to -13.11%	4	3.03%	6.06%
-13.11% to -4.65%	12	9.09%	15.15%
-4.65% to 3.81%	45	34.09%	49.24%
3.81% to 12.27%	44	33.33%	82.58%
12.27% to 20.73%	16	12.12%	94.70%
20.73% to 29.19%	3	2.27%	96.97%
29.19% to 37.66%	3	2.27%	99.24%
Greater than 37.66%	1	0.76%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.47%	15.09%	80.30%	68.27%
±2σ	-18.75%	26.37%	93.94%	95.45%
±3σ	-30.04%	37.66%	99.24%	99.73%

Descriptive Statistics

均值	3.810%
Standard Error	0.982%
中位数	4.034%
Mode	5.047%
Standard Deviation	11.282%
Sample Variance	127.289%
峰度	3.09
偏度	0.41
Range	79.265%
Minimum	-28.398%
Maximum	50.867%
Count	132

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.751%	93	70.45%	6.166%
负向	-7.972%	39	29.55%	-2.355%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	12.59%
12	3 Years	13.10%
20	5 Years	14.24%
40	10 Years	15.30%
80	20 Years	15.87%
200	50 Years	19.92%

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 2.65. Further, an Excess 峰度 of 7.87 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -33.92%	0	0.00%	0.00%
-33.92% to -19.62%	0	0.00%	0.00%
-19.62% to -5.32%	0	0.00%	0.00%
-5.32% to 8.98%	8	6.02%	6.02%
8.98% to 23.28%	85	63.91%	69.92%
23.28% to 37.58%	24	18.05%	87.97%
37.58% to 51.88%	4	3.01%	90.98%
51.88% to 66.18%	7	5.26%	96.24%
66.18% to 80.48%	0	0.00%	96.24%
Greater than 80.48%	5	3.76%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	4.22%	42.35%	89.47%	68.27%
±2σ	-14.85%	61.41%	96.24%	95.45%
±3σ	-33.92%	80.48%	96.24%	99.73%

Descriptive Statistics

均值	23.282%
Standard Error	1.653%
中位数	16.712%
Mode	5.828%
Standard Deviation	19.066%
Sample Variance	363.524%
峰度	7.87
偏度	2.65
Range	110.747%
Minimum	5.828%
Maximum	116.575%
Count	133

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	23.282%	133	100.00%	23.282%
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 0.97. Further, an Excess 峰度 of 3.20 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -34.44%	0	0.00%	0.00%
-34.44% to -26.32%	2	1.50%	1.50%
-26.32% to -18.21%	3	2.26%	3.76%
-18.21% to -10.09%	17	12.78%	16.54%
-10.09% to -1.98%	50	37.59%	54.14%
-1.98% to 6.14%	41	30.83%	84.96%
6.14% to 14.26%	11	8.27%	93.23%
14.26% to 22.37%	4	3.01%	96.24%
22.37% to 30.49%	2	1.50%	97.74%
Greater than 30.49%	3	2.26%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-12.80%	8.85%	79.70%	68.27%
±2σ	-23.62%	19.67%	92.48%	95.45%
±3σ	-34.44%	30.49%	97.74%	99.73%

Descriptive Statistics

均值	-1.975%
Standard Error	0.938%
中位数	-2.892%
Mode	-8.264%
Standard Deviation	10.821%
Sample Variance	117.083%
峰度	3.20
偏度	0.97
Range	73.420%
Minimum	-32.174%
Maximum	41.246%
Count	133

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.133%	48	36.09%	2.935%
负向	-7.683%	85	63.91%	-4.910%
Zero	0.000%	0	0.00%	0.000%

CB 深度分析报告