CCL 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	2.73%	2.42%	2.25%	4.64%	3.24%	3.32%	26.30	28.07	25.46	28.99
周度	5.89%	6.63%	5.91%	11.22%	7.13%	7.31%	25.30	29.18	23.56	31.34
月度	11.64%	19.78%	13.38%	24.73%	14.85%	15.21%	23.42	31.52	20.19	36.57
季度	21.18%	43.38%	24.79%	46.74%	25.72%	26.34%	21.01	35.14	16.24	45.45
Annual	—	—	—	—	51.45%	52.69%	16.24	45.45	9.71	76.03
Option Time Horizon	—	—	—	—	19.61%	20.08%	22.33	33.05	18.36	40.21

Calculation Notes: Computed at 2026-04-26T02:49 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $27.17 | Strike (K): $28.00 (first OTM call ≥ spot) | Observed Mid-价格: $1.8350 (Bid $1.8000 / Ask $1.8700) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.56% | Binomial IV (Annual): 51.45% (CRR binomial tree, American, n=20 steps) | BS IV: 51.95% (European Black-Scholes) | Yahoo IV (Annual): 52.69% → 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
2026-02-13	$0.1500
2020-02-20	$0.5000
2019-11-21	$0.5000
2019-08-22	$0.5000
2019-05-23	$0.5000
2019-02-21	$0.5000
2018-11-21	$0.5000
2018-08-23	$0.5000
2018-05-24	$0.5000
2018-02-22	$0.4500
2017-11-22	$0.4500
2017-08-23	$0.4000
2017-05-24	$0.4000
2017-02-22	$0.3500
2016-11-22	$0.3500
2016-08-24	$0.3500
2016-05-25	$0.3500
2016-02-17	$0.3000
2015-11-18	$0.3000
2015-08-19	$0.3000
2015-05-20	$0.2500
2015-02-18	$0.2500
2014-11-19	$0.2500
2014-08-20	$0.2500
2014-05-21	$0.2500
2014-02-19	$0.2500
2013-11-20	$0.2500
2013-08-21	$0.2500
2013-05-22	$0.2500
2013-02-20	$0.2500
2012-12-05	$0.5000
2012-11-20	$0.2500
2012-08-22	$0.2500
2012-05-23	$0.2500
2012-02-22	$0.2500
2011-11-22	$0.2500
2011-08-24	$0.2500
2011-05-18	$0.2500
2011-02-16	$0.2500
2010-11-17	$0.1000
2010-08-18	$0.1000
2010-05-19	$0.1000
2010-02-17	$0.1000
2008-11-19	$0.4000
2008-08-20	$0.4000
2008-05-21	$0.4000
2008-02-20	$0.4000
2007-11-20	$0.4000
2007-08-22	$0.3500
2007-05-16	$0.3500
2007-02-14	$0.2750
2006-11-15	$0.2750
2006-08-16	$0.2500
2006-05-17	$0.2500
2006-02-15	$0.2500
2005-11-16	$0.2500
2005-08-17	$0.2000
2005-05-18	$0.2000
2005-02-16	$0.1500
2004-11-17	$0.1500
2004-08-18	$0.1250
2004-05-19	$0.1250
2004-02-18	$0.1250
2003-11-19	$0.1250
2003-08-20	$0.1050
2003-05-21	$0.1050
2003-02-26	$0.1050
2002-11-26	$0.1050
2002-08-28	$0.1050
2002-05-29	$0.1050
2002-02-26	$0.1050
2001-11-28	$0.1050
2001-08-29	$0.1050
2001-05-29	$0.1050
2001-02-26	$0.1050
2000-11-28	$0.1050
2000-08-29	$0.1050
2000-05-26	$0.1050
2000-02-24	$0.1050
1999-11-26	$0.1050
1999-08-27	$0.0900
1999-05-26	$0.0900
1999-02-18	$0.0900
1998-11-25	$0.0900
1998-08-27	$0.0750
1998-05-27	$0.0750
1998-02-11	$0.0750
1997-11-25	$0.0750
1997-08-27	$0.0550
1997-05-28	$0.0550
1997-02-26	$0.0550
1996-11-25	$0.0550
1996-08-28	$0.0450
1996-05-29	$0.0450
1996-02-27	$0.0450
1995-11-28	$0.0450
1995-08-29	$0.0375
1995-05-24	$0.0375
1995-02-22	$0.0375
1994-11-23	$0.0375
1994-08-23	$0.0350
1994-05-24	$0.0350
1994-02-22	$0.0350
1993-11-23	$0.0350
1993-08-25	$0.0350
1993-05-24	$0.0350
1993-02-23	$0.0350
1992-11-23	$0.0350
1992-08-25	$0.0350
1992-05-26	$0.0350
1992-02-24	$0.0350
1991-11-22	$0.0325
1991-08-26	$0.0300
1991-05-24	$0.0300
1991-02-22	$0.0300
1990-11-26	$0.0300
1990-08-27	$0.0300
1990-05-24	$0.0300
1990-02-22	$0.0300
1989-11-24	$0.0250
1989-08-25	$0.0250
1989-05-24	$0.0250
1989-02-22	$0.0250
1988-12-09	$0.0550
1988-11-23	$0.0250
1988-08-25	$0.0250
1988-05-24	$0.0250
1988-02-23	$0.0250

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.12. Further, an Excess 峰度 of 17.89 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -8.13%	59	0.60%	0.60%
-8.13% to -6.08%	90	0.92%	1.53%
-6.08% to -4.03%	262	2.68%	4.21%
-4.03% to -1.98%	986	10.10%	14.31%
-1.98% to 0.07%	3776	38.69%	53.00%
0.07% to 2.11%	3199	32.78%	85.78%
2.11% to 4.16%	924	9.47%	95.25%
4.16% to 6.21%	267	2.74%	97.98%
6.21% to 8.26%	103	1.06%	99.04%
Greater than 8.26%	94	0.96%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.67%	2.80%	81.06%	68.27%
±2σ	-5.40%	5.53%	95.20%	95.45%
±3σ	-8.13%	8.26%	98.43%	99.73%

Descriptive Statistics

均值	0.065%
Standard Error	0.028%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.732%
Sample Variance	7.466%
峰度	17.89
偏度	-0.12
Range	72.472%
Minimum	-33.181%
Maximum	39.291%
Count	9760

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.904%	4678	47.93%	0.913%
负向	-1.780%	4648	47.62%	-0.848%
Zero	0.000%	434	4.45%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	3.90%
20	1 Month	5.30%
60	1 Quarter	5.30%
250	1 Year	3.82%
750	3 Years	4.01%
1,250	5 Years	4.64%
2,500	10 Years	4.08%
5,000	20 Years	3.41%
12,500	50 Years	3.16%

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 4.91. Further, an Excess 峰度 of 56.44 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -4.33%	0	0.00%	0.00%
-4.33% to -2.52%	0	0.00%	0.00%
-2.52% to -0.70%	0	0.00%	0.00%
-0.70% to 1.12%	1113	11.40%	11.40%
1.12% to 2.93%	5207	53.34%	64.75%
2.93% to 4.75%	2090	21.41%	86.16%
4.75% to 6.57%	760	7.79%	93.95%
6.57% to 8.38%	294	3.01%	96.96%
8.38% to 10.20%	150	1.54%	98.49%
Greater than 10.20%	147	1.51%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.51%	5.35%	89.46%	68.27%
±2σ	-1.91%	7.78%	96.10%	95.45%
±3σ	-4.33%	10.20%	98.49%	99.73%

Descriptive Statistics

均值	2.932%
Standard Error	0.025%
中位数	2.287%
Mode	2.632%
Standard Deviation	2.422%
Sample Variance	5.868%
峰度	56.44
偏度	4.91
Range	52.747%
Minimum	0.314%
Maximum	53.061%
Count	9761

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.932%	9761	100.00%	2.932%
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 0.91. Further, an Excess 峰度 of 20.13 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -6.72%	85	0.87%	0.87%
-6.72% to -5.04%	102	1.04%	1.92%
-5.04% to -3.35%	287	2.94%	4.86%
-3.35% to -1.66%	1037	10.62%	15.48%
-1.66% to 0.02%	3557	36.44%	51.92%
0.02% to 1.71%	3184	32.62%	84.54%
1.71% to 3.40%	1030	10.55%	95.09%
3.40% to 5.08%	285	2.92%	98.01%
5.08% to 6.77%	120	1.23%	99.24%
Greater than 6.77%	74	0.76%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.23%	2.27%	79.52%	68.27%
±2σ	-4.48%	4.52%	94.79%	95.45%
±3σ	-6.72%	6.77%	98.37%	99.73%

Descriptive Statistics

均值	0.023%
Standard Error	0.023%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.249%
Sample Variance	5.060%
峰度	20.13
偏度	0.91
Range	60.038%
Minimum	-16.856%
Maximum	43.182%
Count	9761

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.580%	4712	48.27%	0.763%
负向	-1.570%	4596	47.09%	-0.739%
Zero	0.000%	453	4.64%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.21. Further, an Excess 峰度 of 7.02 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -17.37%	19	0.94%	0.94%
-17.37% to -12.95%	15	0.74%	1.68%
-12.95% to -8.53%	59	2.92%	4.60%
-8.53% to -4.11%	230	11.37%	15.97%
-4.11% to 0.31%	716	35.41%	51.38%
0.31% to 4.72%	664	32.84%	84.22%
4.72% to 9.14%	202	9.99%	94.21%
9.14% to 13.56%	78	3.86%	98.07%
13.56% to 17.98%	21	1.04%	99.11%
Greater than 17.98%	18	0.89%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.58%	6.20%	78.49%	68.27%
±2σ	-11.48%	12.09%	94.86%	95.45%
±3σ	-17.37%	17.98%	98.17%	99.73%

Descriptive Statistics

均值	0.306%
Standard Error	0.131%
中位数	0.105%
Mode	0.000%
Standard Deviation	5.891%
Sample Variance	34.698%
峰度	7.02
偏度	0.21
Range	82.515%
Minimum	-34.241%
Maximum	48.274%
Count	2022

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.244%	1026	50.74%	2.153%
负向	-3.929%	951	47.03%	-1.848%
Zero	0.000%	45	2.23%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	12.08%
12	1 Quarter	12.03%
52	1 Year	9.02%
156	3 Years	9.68%
260	5 Years	11.22%
520	10 Years	9.79%
1,040	20 Years	8.15%
2,600	50 Years	7.66%

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 4.18. Further, an Excess 峰度 of 32.03 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -11.92%	0	0.00%	0.00%
-11.92% to -6.95%	0	0.00%	0.00%
-6.95% to -1.98%	0	0.00%	0.00%
-1.98% to 2.99%	203	10.03%	10.03%
2.99% to 7.96%	1132	55.96%	65.99%
7.96% to 12.94%	410	20.27%	86.26%
12.94% to 17.91%	154	7.61%	93.87%
17.91% to 22.88%	64	3.16%	97.03%
22.88% to 27.85%	31	1.53%	98.57%
Greater than 27.85%	29	1.43%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.34%	14.59%	88.98%	68.27%
±2σ	-5.29%	21.22%	96.19%	95.45%
±3σ	-11.92%	27.85%	98.57%	99.73%

Descriptive Statistics

均值	7.964%
Standard Error	0.147%
中位数	6.111%
Mode	5.882%
Standard Deviation	6.628%
Sample Variance	43.933%
峰度	32.03
偏度	4.18
Range	87.254%
Minimum	1.227%
Maximum	88.481%
Count	2023

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.964%	2023	100.00%	7.964%
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 1.60. Further, an Excess 峰度 of 13.64 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -17.61%	7	0.35%	0.35%
-17.61% to -13.18%	17	0.84%	1.19%
-13.18% to -8.74%	75	3.71%	4.89%
-8.74% to -4.31%	214	10.58%	15.47%
-4.31% to 0.12%	759	37.52%	52.99%
0.12% to 4.56%	663	32.77%	85.76%
4.56% to 8.99%	186	9.19%	94.96%
8.99% to 13.43%	58	2.87%	97.83%
13.43% to 17.86%	15	0.74%	98.57%
Greater than 17.86%	29	1.43%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.79%	6.04%	80.43%	68.27%
±2σ	-11.70%	11.95%	95.35%	95.45%
±3σ	-17.61%	17.86%	98.22%	99.73%

Descriptive Statistics

均值	0.125%
Standard Error	0.131%
中位数	0.000%
Mode	0.000%
Standard Deviation	5.913%
Sample Variance	34.964%
峰度	13.64
偏度	1.60
Range	91.789%
Minimum	-30.430%
Maximum	61.359%
Count	2023

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.190%	969	47.90%	2.007%
负向	-3.770%	1010	49.93%	-1.882%
Zero	0.000%	44	2.17%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.20. Further, an Excess 峰度 of 4.98 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -33.65%	4	0.86%	0.86%
-33.65% to -24.91%	6	1.29%	2.15%
-24.91% to -16.18%	14	3.01%	5.16%
-16.18% to -7.45%	53	11.40%	16.56%
-7.45% to 1.28%	160	34.41%	50.97%
1.28% to 10.02%	154	33.12%	84.09%
10.02% to 18.75%	49	10.54%	94.62%
18.75% to 27.48%	16	3.44%	98.06%
27.48% to 36.22%	5	1.08%	99.14%
Greater than 36.22%	4	0.86%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-10.36%	12.93%	77.63%	68.27%
±2σ	-22.00%	24.57%	95.48%	95.45%
±3σ	-33.65%	36.22%	98.28%	99.73%

Descriptive Statistics

均值	1.284%
Standard Error	0.540%
中位数	1.172%
Mode	1.172%
Standard Deviation	11.644%
Sample Variance	135.594%
峰度	4.98
偏度	0.20
Range	128.316%
Minimum	-60.640%
Maximum	67.676%
Count	465

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.602%	257	55.27%	4.754%
负向	-7.797%	207	44.52%	-3.471%
Zero	0.000%	1	0.21%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	20.65%
12	1 Year	19.04%
36	3 Years	21.79%
60	5 Years	24.73%
120	10 Years	21.45%
240	20 Years	17.70%
600	50 Years	16.50%

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 8.67. Further, an Excess 峰度 of 119.96 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -40.22%	0	0.00%	0.00%
-40.22% to -25.39%	0	0.00%	0.00%
-25.39% to -10.55%	0	0.00%	0.00%
-10.55% to 4.29%	4	0.86%	0.86%
4.29% to 19.13%	311	66.74%	67.60%
19.13% to 33.96%	103	22.10%	89.70%
33.96% to 48.80%	29	6.22%	95.92%
48.80% to 63.64%	6	1.29%	97.21%
63.64% to 78.48%	9	1.93%	99.14%
Greater than 78.48%	4	0.86%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-0.66%	38.91%	92.92%	68.27%
±2σ	-20.44%	58.69%	97.00%	95.45%
±3σ	-40.22%	78.48%	99.14%	99.73%

Descriptive Statistics

均值	19.127%
Standard Error	0.916%
中位数	14.202%
Mode	13.223%
Standard Deviation	19.783%
Sample Variance	391.359%
峰度	119.96
偏度	8.67
Range	318.312%
Minimum	3.713%
Maximum	322.025%
Count	466

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	19.127%	466	100.00%	19.127%
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 3.59. Further, an Excess 峰度 of 33.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -39.81%	1	0.21%	0.21%
-39.81% to -29.77%	1	0.21%	0.43%
-29.77% to -19.73%	9	1.93%	2.36%
-19.73% to -9.70%	54	11.59%	13.95%
-9.70% to 0.34%	200	42.92%	56.87%
0.34% to 10.38%	140	30.04%	86.91%
10.38% to 20.42%	40	8.58%	95.49%
20.42% to 30.45%	10	2.15%	97.64%
30.45% to 40.49%	6	1.29%	98.93%
Greater than 40.49%	5	1.07%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-13.04%	13.72%	81.97%	68.27%
±2σ	-26.42%	27.11%	96.35%	95.45%
±3σ	-39.81%	40.49%	98.71%	99.73%

Descriptive Statistics

均值	0.341%
Standard Error	0.620%
中位数	-1.226%
Mode	-8.937%
Standard Deviation	13.383%
Sample Variance	179.106%
峰度	33.82
偏度	3.59
Range	188.250%
Minimum	-39.883%
Maximum	148.367%
Count	466

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	9.575%	211	45.28%	4.335%
负向	-7.328%	254	54.51%	-3.994%
Zero	0.000%	1	0.21%	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 3.42 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -59.56%	1	0.65%	0.65%
-59.56% to -43.68%	2	1.29%	1.94%
-43.68% to -27.79%	6	3.87%	5.81%
-27.79% to -11.91%	17	10.97%	16.77%
-11.91% to 3.98%	56	36.13%	52.90%
3.98% to 19.86%	44	28.39%	81.29%
19.86% to 35.75%	21	13.55%	94.84%
35.75% to 51.63%	5	3.23%	98.06%
51.63% to 67.52%	2	1.29%	99.35%
Greater than 67.52%	1	0.65%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-17.20%	25.16%	78.06%	68.27%
±2σ	-38.38%	46.34%	93.55%	95.45%
±3σ	-59.56%	67.52%	98.71%	99.73%

Descriptive Statistics

均值	3.977%
Standard Error	1.701%
中位数	2.668%
Mode	-63.047%
Standard Deviation	21.180%
Sample Variance	448.580%
峰度	3.42
偏度	0.61
Range	167.607%
Minimum	-63.047%
Maximum	104.560%
Count	155

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	16.736%	90	58.06%	9.718%
负向	-13.903%	64	41.29%	-5.741%
Zero	0.000%	1	0.65%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	37.49%
12	3 Years	48.12%
20	5 Years	46.74%
40	10 Years	39.51%
80	20 Years	31.78%
200	50 Years	29.73%

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 7.06. Further, an Excess 峰度 of 67.90 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -91.65%	0	0.00%	0.00%
-91.65% to -59.12%	0	0.00%	0.00%
-59.12% to -26.59%	0	0.00%	0.00%
-26.59% to 5.94%	0	0.00%	0.00%
5.94% to 38.47%	113	72.44%	72.44%
38.47% to 71.00%	27	17.31%	89.74%
71.00% to 103.54%	10	6.41%	96.15%
103.54% to 136.07%	5	3.21%	99.36%
136.07% to 168.60%	0	0.00%	99.36%
Greater than 168.60%	1	0.64%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.90%	81.85%	91.67%	68.27%
±2σ	-48.28%	125.22%	98.08%	95.45%
±3σ	-91.65%	168.60%	99.36%	99.73%

Descriptive Statistics

均值	38.473%
Standard Error	3.473%
中位数	27.286%
Mode	18.694%
Standard Deviation	43.375%
Sample Variance	1881.416%
峰度	67.90
偏度	7.06
Range	466.910%
Minimum	10.526%
Maximum	477.436%
Count	156

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	38.473%	156	100.00%	38.473%
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 2.92. Further, an Excess 峰度 of 16.34 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -73.17%	0	0.00%	0.00%
-73.17% to -54.58%	0	0.00%	0.00%
-54.58% to -35.98%	2	1.28%	1.28%
-35.98% to -17.39%	25	16.03%	17.31%
-17.39% to 1.21%	66	42.31%	59.62%
1.21% to 19.80%	47	30.13%	89.74%
19.80% to 38.39%	7	4.49%	94.23%
38.39% to 56.99%	4	2.56%	96.79%
56.99% to 75.58%	2	1.28%	98.08%
Greater than 75.58%	3	1.92%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-23.59%	26.00%	83.33%	68.27%
±2σ	-48.38%	50.79%	95.51%	95.45%
±3σ	-73.17%	75.58%	98.08%	99.73%

Descriptive Statistics

均值	1.206%
Standard Error	1.985%
中位数	-1.720%
Mode	0.000%
Standard Deviation	24.792%
Sample Variance	614.644%
峰度	16.34
偏度	2.92
Range	225.953%
Minimum	-50.796%
Maximum	175.157%
Count	156

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	19.748%	66	42.31%	8.355%
负向	-12.673%	88	56.41%	-7.149%
Zero	0.000%	2	1.28%	0.000%

CCL 深度分析报告