COST 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	1.95%	1.72%	1.77%	1.94%	1.52%	1.66%	995.88	1026.65	980.85	1042.39
周度	4.15%	4.19%	4.12%	4.60%	3.35%	3.64%	977.85	1045.59	945.64	1081.20
月度	7.75%	9.30%	8.37%	10.37%	6.97%	7.59%	943.06	1084.16	879.55	1162.44
季度	12.79%	15.59%	13.48%	17.86%	12.08%	13.14%	896.14	1140.93	794.20	1287.36
Annual	—	—	—	—	24.15%	26.28%	794.20	1287.36	623.81	1639.01
Option Time Horizon	—	—	—	—	9.20%	10.02%	922.25	1108.62	841.17	1215.48

Calculation Notes: Computed at 2026-04-26T02:44 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $1011.15 | Strike (K): $1015.00 (first OTM call ≥ spot) | Observed Mid-价格: $37.3250 (Bid $35.7000 / Ask $38.9500) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.51% | Binomial IV (Annual): 24.15% (CRR binomial tree, American, n=20 steps) | BS IV: 24.05% (European Black-Scholes) | Yahoo IV (Annual): 26.28% → 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
2026-01-30	$1.3000
2025-10-31	$1.3000
2025-08-01	$1.3000
2025-05-02	$1.3000
2025-02-07	$1.1600
2024-11-01	$1.1600
2024-07-26	$1.1600
2024-04-25	$1.1600
2024-02-01	$1.0200
2023-12-27	$15.0000
2023-11-02	$1.0200
2023-08-24	$1.0200
2023-05-04	$1.0200
2023-02-02	$0.9000
2022-10-27	$0.9000
2022-07-28	$0.9000
2022-04-28	$0.9000
2022-02-03	$0.7900
2021-10-28	$0.7900
2021-07-29	$0.7900
2021-04-29	$0.7900
2021-02-04	$0.7000
2020-12-01	$10.0000
2020-10-29	$0.7000
2020-07-30	$0.7000
2020-04-30	$0.7000
2020-02-06	$0.6500
2019-10-31	$0.6500
2019-08-29	$0.6500
2019-05-09	$0.6500
2019-02-07	$0.5700
2018-11-08	$0.5700
2018-08-30	$0.5700
2018-05-10	$0.5700
2018-02-15	$0.5000
2017-11-16	$0.5000
2017-08-16	$0.5000
2017-05-10	$0.5000
2017-05-08	$7.0000
2017-02-08	$0.4500
2016-11-02	$0.4500
2016-08-10	$0.4500
2016-04-27	$0.4500
2016-02-10	$0.4000
2015-11-10	$0.4000
2015-08-12	$0.4000
2015-04-29	$0.4000
2015-02-11	$0.3550
2015-02-05	$5.0000
2014-11-12	$0.3550
2014-07-09	$0.3550
2014-05-14	$0.3550
2014-02-12	$0.3100
2013-11-13	$0.3100
2013-08-07	$0.3100
2013-05-15	$0.3100
2013-02-06	$0.2750
2012-12-06	$7.0000
2012-11-14	$0.2750
2012-08-08	$0.2750
2012-05-23	$0.2750
2012-02-08	$0.2400
2011-11-08	$0.2400
2011-08-03	$0.2400
2011-05-11	$0.2400
2011-02-09	$0.2050
2010-10-27	$0.2050
2010-08-04	$0.2050
2010-05-05	$0.2050
2010-02-10	$0.1800
2009-10-21	$0.1800
2009-08-12	$0.1800
2009-05-13	$0.1800
2009-02-11	$0.1600
2008-11-12	$0.1600
2008-08-06	$0.1600
2008-05-14	$0.1600
2008-02-13	$0.1450
2007-11-28	$0.1450
2007-07-25	$0.1450
2007-04-25	$0.1450
2007-02-12	$0.1300
2006-11-15	$0.1300
2006-07-28	$0.1300
2006-05-08	$0.1300
2006-02-07	$0.1150
2005-11-16	$0.1150
2005-08-03	$0.1150
2005-05-04	$0.1150
2005-02-04	$0.1000
2004-11-03	$0.1000
2004-07-21	$0.1000
2004-05-06	$0.1000

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.02. Further, an Excess 峰度 of 10.37 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -5.79%	65	0.65%	0.65%
-5.79% to -4.33%	85	0.85%	1.50%
-4.33% to -2.86%	346	3.45%	4.95%
-2.86% to -1.40%	1140	11.37%	16.32%
-1.40% to 0.07%	3585	35.76%	52.08%
0.07% to 1.53%	3188	31.80%	83.88%
1.53% to 3.00%	1048	10.45%	94.33%
3.00% to 4.46%	366	3.65%	97.99%
4.46% to 5.93%	125	1.25%	99.23%
Greater than 5.93%	77	0.77%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.89%	2.02%	78.07%	68.27%
±2σ	-3.84%	3.98%	94.96%	95.45%
±3σ	-5.79%	5.93%	98.58%	99.73%

Descriptive Statistics

均值	0.068%
Standard Error	0.020%
中位数	0.000%
Mode	0.000%
Standard Deviation	1.954%
Sample Variance	3.817%
峰度	10.37
偏度	-0.02
Range	42.877%
Minimum	-23.497%
Maximum	19.380%
Count	10025

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.424%	4943	49.31%	0.702%
负向	-1.346%	4720	47.08%	-0.634%
Zero	0.000%	362	3.61%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	1.43%
20	1 Month	1.79%
60	1 Quarter	1.94%
250	1 Year	1.72%
750	3 Years	1.76%
1,250	5 Years	1.94%
2,500	10 Years	1.81%
5,000	20 Years	1.89%
12,500	50 Years	2.57%

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 2.75. Further, an Excess 峰度 of 16.17 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -2.65%	0	0.00%	0.00%
-2.65% to -1.37%	0	0.00%	0.00%
-1.37% to -0.08%	0	0.00%	0.00%
-0.08% to 1.21%	1798	17.93%	17.93%
1.21% to 2.50%	4520	45.08%	63.02%
2.50% to 3.79%	2080	20.75%	83.76%
3.79% to 5.08%	926	9.24%	93.00%
5.08% to 6.37%	370	3.69%	96.69%
6.37% to 7.65%	152	1.52%	98.20%
Greater than 7.65%	180	1.80%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.78%	4.22%	83.82%	68.27%
±2σ	-0.94%	5.94%	95.77%	95.45%
±3σ	-2.65%	7.65%	98.21%	99.73%

Descriptive Statistics

均值	2.500%
Standard Error	0.017%
中位数	2.040%
Mode	2.564%
Standard Deviation	1.718%
Sample Variance	2.951%
峰度	16.17
偏度	2.75
Range	28.303%
Minimum	0.372%
Maximum	28.675%
Count	10026

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.500%	10026	100.00%	2.500%
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 0.03. Further, an Excess 峰度 of 5.47 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -5.33%	66	0.66%	0.66%
-5.33% to -4.01%	133	1.33%	1.98%
-4.01% to -2.68%	353	3.52%	5.51%
-2.68% to -1.35%	1138	11.35%	16.86%
-1.35% to -0.03%	3153	31.45%	48.30%
-0.03% to 1.29%	3486	34.77%	83.07%
1.29% to 2.62%	1145	11.42%	94.49%
2.62% to 3.95%	366	3.65%	98.14%
3.95% to 5.27%	111	1.11%	99.25%
Greater than 5.27%	75	0.75%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.80%	1.74%	77.11%	68.27%
±2σ	-3.56%	3.50%	94.41%	95.45%
±3σ	-5.33%	5.27%	98.59%	99.73%

Descriptive Statistics

均值	-0.030%
Standard Error	0.018%
中位数	0.000%
Mode	0.000%
Standard Deviation	1.767%
Sample Variance	3.122%
峰度	5.47
偏度	0.03
Range	29.393%
Minimum	-15.714%
Maximum	13.679%
Count	10026

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.278%	4716	47.04%	0.601%
负向	-1.292%	4900	48.87%	-0.631%
Zero	0.000%	410	4.09%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.25. Further, an Excess 峰度 of 4.07 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -12.12%	16	0.77%	0.77%
-12.12% to -9.01%	23	1.11%	1.88%
-9.01% to -5.90%	75	3.61%	5.49%
-5.90% to -2.79%	255	12.28%	17.77%
-2.79% to 0.33%	649	31.26%	49.04%
0.33% to 3.44%	713	34.34%	83.38%
3.44% to 6.55%	230	11.08%	94.46%
6.55% to 9.67%	78	3.76%	98.22%
9.67% to 12.78%	21	1.01%	99.23%
Greater than 12.78%	16	0.77%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.82%	4.48%	76.35%	68.27%
±2σ	-7.97%	8.63%	94.61%	95.45%
±3σ	-12.12%	12.78%	98.46%	99.73%

Descriptive Statistics

均值	0.328%
Standard Error	0.091%
中位数	0.406%
Mode	0.000%
Standard Deviation	4.150%
Sample Variance	17.220%
峰度	4.07
偏度	-0.25
Range	50.063%
Minimum	-28.406%
Maximum	21.657%
Count	2076

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.043%	1125	54.19%	1.649%
负向	-3.000%	914	44.03%	-1.321%
Zero	0.000%	37	1.78%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	4.17%
12	1 Quarter	4.42%
52	1 Year	4.00%
156	3 Years	4.16%
260	5 Years	4.60%
520	10 Years	4.28%
1,040	20 Years	4.34%
2,600	50 Years	5.91%

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 3.88. Further, an Excess 峰度 of 38.07 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -6.44%	0	0.00%	0.00%
-6.44% to -3.30%	0	0.00%	0.00%
-3.30% to -0.16%	0	0.00%	0.00%
-0.16% to 2.98%	361	17.38%	17.38%
2.98% to 6.12%	910	43.81%	61.19%
6.12% to 9.26%	493	23.74%	84.93%
9.26% to 12.40%	178	8.57%	93.50%
12.40% to 15.54%	71	3.42%	96.92%
15.54% to 18.68%	36	1.73%	98.65%
Greater than 18.68%	28	1.35%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.93%	10.30%	84.30%	68.27%
±2σ	-2.25%	14.49%	96.20%	95.45%
±3σ	-6.44%	18.68%	98.65%	99.73%

Descriptive Statistics

均值	6.119%
Standard Error	0.092%
中位数	5.141%
Mode	6.250%
Standard Deviation	4.186%
Sample Variance	17.520%
峰度	38.07
偏度	3.88
Range	69.690%
Minimum	0.912%
Maximum	70.602%
Count	2077

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.119%	2077	100.00%	6.119%
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 1.12. Further, an Excess 峰度 of 8.24 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -12.46%	7	0.34%	0.34%
-12.46% to -9.37%	24	1.16%	1.49%
-9.37% to -6.28%	71	3.42%	4.91%
-6.28% to -3.19%	257	12.37%	17.28%
-3.19% to -0.10%	736	35.44%	52.72%
-0.10% to 2.99%	619	29.80%	82.52%
2.99% to 6.08%	247	11.89%	94.42%
6.08% to 9.17%	70	3.37%	97.79%
9.17% to 12.26%	26	1.25%	99.04%
Greater than 12.26%	20	0.96%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.22%	4.02%	77.08%	68.27%
±2σ	-8.34%	8.14%	94.85%	95.45%
±3σ	-12.46%	12.26%	98.70%	99.73%

Descriptive Statistics

均值	-0.101%
Standard Error	0.090%
中位数	-0.338%
Mode	0.000%
Standard Deviation	4.121%
Sample Variance	16.980%
峰度	8.24
偏度	1.12
Range	55.915%
Minimum	-16.846%
Maximum	39.069%
Count	2077

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.123%	934	44.97%	1.404%
负向	-2.814%	1111	53.49%	-1.505%
Zero	0.000%	32	1.54%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Left Skewed (负向 Asymmetry) with a 偏度 factor of -0.66. Further, an Excess 峰度 of 2.97 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -21.89%	3	0.63%	0.63%
-21.89% to -16.07%	4	0.84%	1.47%
-16.07% to -10.26%	26	5.45%	6.92%
-10.26% to -4.45%	60	12.58%	19.50%
-4.45% to 1.37%	144	30.19%	49.69%
1.37% to 7.18%	143	29.98%	79.66%
7.18% to 13.00%	69	14.47%	94.13%
13.00% to 18.81%	23	4.82%	98.95%
18.81% to 24.62%	5	1.05%	100.00%
Greater than 24.62%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.38%	9.12%	73.38%	68.27%
±2σ	-14.13%	16.87%	96.02%	95.45%
±3σ	-21.89%	24.62%	99.37%	99.73%

Descriptive Statistics

均值	1.369%
Standard Error	0.355%
中位数	1.400%
Mode	0.000%
Standard Deviation	7.752%
Sample Variance	60.097%
峰度	2.97
偏度	-0.66
Range	63.339%
Minimum	-40.925%
Maximum	22.414%
Count	477

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.286%	278	58.28%	3.664%
负向	-5.585%	196	41.09%	-2.295%
Zero	0.000%	3	0.63%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	7.76%
12	1 Year	8.46%
36	3 Years	9.39%
60	5 Years	10.37%
120	10 Years	9.64%
240	20 Years	9.38%
600	50 Years	12.36%

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 5.19. Further, an Excess 峰度 of 51.68 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -14.41%	0	0.00%	0.00%
-14.41% to -7.44%	0	0.00%	0.00%
-7.44% to -0.46%	0	0.00%	0.00%
-0.46% to 6.52%	55	11.51%	11.51%
6.52% to 13.50%	243	50.84%	62.34%
13.50% to 20.47%	115	24.06%	86.40%
20.47% to 27.45%	37	7.74%	94.14%
27.45% to 34.43%	22	4.60%	98.74%
34.43% to 41.41%	1	0.21%	98.95%
Greater than 41.41%	5	1.05%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	4.19%	22.80%	88.08%	68.27%
±2σ	-5.11%	32.10%	97.49%	95.45%
±3σ	-14.41%	41.41%	98.95%	99.73%

Descriptive Statistics

均值	13.496%
Standard Error	0.426%
中位数	11.282%
Mode	7.320%
Standard Deviation	9.303%
Sample Variance	86.544%
峰度	51.68
偏度	5.19
Range	123.979%
Minimum	3.491%
Maximum	127.470%
Count	478

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	13.496%	478	100.00%	13.496%
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 2.30. Further, an Excess 峰度 of 14.78 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -25.73%	0	0.00%	0.00%
-25.73% to -19.46%	0	0.00%	0.00%
-19.46% to -13.18%	13	2.72%	2.72%
-13.18% to -6.91%	78	16.32%	19.04%
-6.91% to -0.64%	168	35.15%	54.18%
-0.64% to 5.64%	138	28.87%	83.05%
5.64% to 11.91%	54	11.30%	94.35%
11.91% to 18.18%	21	4.39%	98.74%
18.18% to 24.46%	3	0.63%	99.37%
Greater than 24.46%	3	0.63%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.00%	7.73%	77.82%	68.27%
±2σ	-17.37%	16.09%	97.28%	95.45%
±3σ	-25.73%	24.46%	99.37%	99.73%

Descriptive Statistics

均值	-0.636%
Standard Error	0.383%
中位数	-1.284%
Mode	0.000%
Standard Deviation	8.365%
Sample Variance	69.966%
峰度	14.78
偏度	2.30
Range	87.998%
Minimum	-18.722%
Maximum	69.276%
Count	478

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.316%	199	41.63%	2.629%
负向	-5.697%	274	57.32%	-3.266%
Zero	0.000%	5	1.05%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.25. Further, an Excess 峰度 of 1.93 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -34.33%	2	1.26%	1.26%
-34.33% to -24.74%	1	0.63%	1.89%
-24.74% to -15.15%	5	3.14%	5.03%
-15.15% to -5.56%	20	12.58%	17.61%
-5.56% to 4.03%	48	30.19%	47.80%
4.03% to 13.62%	59	37.11%	84.91%
13.62% to 23.21%	16	10.06%	94.97%
23.21% to 32.80%	5	3.14%	98.11%
32.80% to 42.39%	1	0.63%	98.74%
Greater than 42.39%	2	1.26%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.76%	16.82%	77.36%	68.27%
±2σ	-21.54%	29.60%	93.08%	95.45%
±3σ	-34.33%	42.39%	97.48%	99.73%

Descriptive Statistics

均值	4.030%
Standard Error	1.014%
中位数	5.000%
Mode	0.000%
Standard Deviation	12.787%
Sample Variance	163.504%
峰度	1.93
偏度	-0.25
Range	85.804%
Minimum	-39.769%
Maximum	46.035%
Count	159

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	10.336%	109	68.55%	7.086%
负向	-10.123%	48	30.19%	-3.056%
Zero	0.000%	2	1.26%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	12.99%
12	3 Years	16.63%
20	5 Years	17.86%
40	10 Years	17.03%
80	20 Years	16.12%
200	50 Years	21.39%

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 3.00. Further, an Excess 峰度 of 14.56 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -22.21%	0	0.00%	0.00%
-22.21% to -10.52%	0	0.00%	0.00%
-10.52% to 1.17%	0	0.00%	0.00%
1.17% to 12.87%	27	16.88%	16.88%
12.87% to 24.56%	72	45.00%	61.88%
24.56% to 36.25%	37	23.12%	85.00%
36.25% to 47.94%	17	10.62%	95.62%
47.94% to 59.64%	4	2.50%	98.12%
59.64% to 71.33%	0	0.00%	98.12%
Greater than 71.33%	3	1.88%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	8.97%	40.15%	82.50%	68.27%
±2σ	-6.62%	55.74%	98.12%	95.45%
±3σ	-22.21%	71.33%	98.12%	99.73%

Descriptive Statistics

均值	24.558%
Standard Error	1.233%
中位数	21.124%
Mode	7.022%
Standard Deviation	15.591%
Sample Variance	243.084%
峰度	14.56
偏度	3.00
Range	120.448%
Minimum	7.022%
Maximum	127.470%
Count	160

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	24.558%	160	100.00%	24.558%
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 1.76. Further, an Excess 峰度 of 5.98 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -42.38%	0	0.00%	0.00%
-42.38% to -32.27%	0	0.00%	0.00%
-32.27% to -22.16%	4	2.50%	2.50%
-22.16% to -12.04%	20	12.50%	15.00%
-12.04% to -1.93%	69	43.12%	58.13%
-1.93% to 8.18%	42	26.25%	84.38%
8.18% to 18.29%	17	10.62%	95.00%
18.29% to 28.40%	2	1.25%	96.25%
28.40% to 38.51%	3	1.88%	98.12%
Greater than 38.51%	3	1.88%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-15.41%	11.55%	78.75%	68.27%
±2σ	-28.90%	25.03%	93.75%	95.45%
±3σ	-42.38%	38.51%	98.12%	99.73%

Descriptive Statistics

均值	-1.933%
Standard Error	1.066%
中位数	-4.386%
Mode	-30.166%
Standard Deviation	13.482%
Sample Variance	181.761%
峰度	5.98
偏度	1.76
Range	96.193%
Minimum	-30.166%
Maximum	66.027%
Count	160

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	11.807%	53	33.12%	3.911%
负向	-8.739%	107	66.88%	-5.844%
Zero	0.000%	0	0.00%	0.000%

COST 深度分析报告