CSCO 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	2.46%	2.09%	2.09%	1.93%	2.15%	2.22%	87.11	90.95	85.26	92.93
周度	5.30%	5.28%	5.21%	4.60%	4.74%	4.88%	84.89	93.33	80.96	97.86
月度	10.24%	10.96%	10.30%	10.14%	9.86%	10.16%	80.65	98.24	73.08	108.42
季度	20.18%	22.80%	19.41%	16.79%	17.08%	17.59%	75.03	105.59	63.25	125.26
Annual	—	—	—	—	34.17%	35.18%	63.25	125.26	44.95	176.28
Option Time Horizon	—	—	—	—	13.02%	13.41%	78.14	101.39	68.61	115.48

Calculation Notes: Computed at 2026-04-26T02:44 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $89.01 | Strike (K): $90.00 (first OTM call ≥ spot) | Observed Mid-价格: $4.2750 (Bid $4.2000 / Ask $4.3500) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 1.85% | Binomial IV (Annual): 34.17% (CRR binomial tree, American, n=20 steps) | BS IV: 34.26% (European Black-Scholes) | Yahoo IV (Annual): 35.18% → 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
2026-04-02	$0.4200
2026-01-02	$0.4100
2025-10-03	$0.4100
2025-07-03	$0.4100
2025-04-03	$0.4100
2025-01-03	$0.4000
2024-10-02	$0.4000
2024-07-05	$0.4000
2024-04-03	$0.4000
2024-01-03	$0.3900
2023-10-03	$0.3900
2023-07-05	$0.3900
2023-04-04	$0.3900
2023-01-04	$0.3800
2022-10-04	$0.3800
2022-07-05	$0.3800
2022-04-05	$0.3800
2022-01-04	$0.3700
2021-10-04	$0.3700
2021-07-02	$0.3700
2021-04-05	$0.3700
2021-01-04	$0.3600
2020-10-01	$0.3600
2020-07-02	$0.3600
2020-04-02	$0.3600
2020-01-02	$0.3500
2019-10-03	$0.3500
2019-07-03	$0.3500
2019-04-04	$0.3500
2019-01-03	$0.3300
2018-10-04	$0.3300
2018-07-05	$0.3300
2018-04-04	$0.3300
2018-01-04	$0.2900
2017-10-04	$0.2900
2017-07-05	$0.2900
2017-04-04	$0.2900
2017-01-04	$0.2600
2016-10-03	$0.2600
2016-07-05	$0.2600
2016-04-04	$0.2600
2016-01-04	$0.2100
2015-10-01	$0.2100
2015-07-01	$0.2100
2015-03-31	$0.2100
2015-01-02	$0.1900
2014-09-30	$0.1900
2014-07-02	$0.1900
2014-04-01	$0.1900
2014-01-02	$0.1700
2013-10-01	$0.1700
2013-07-01	$0.1700
2013-04-04	$0.1700
2012-11-27	$0.1400
2012-10-02	$0.1400
2012-07-02	$0.0800
2012-04-03	$0.0800
2012-01-03	$0.0600
2011-10-04	$0.0600
2011-07-05	$0.0600
2011-03-29	$0.0600

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.24. Further, an Excess 峰度 of 7.88 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -7.26%	79	0.87%	0.87%
-7.26% to -5.41%	95	1.04%	1.91%
-5.41% to -3.57%	294	3.23%	5.14%
-3.57% to -1.73%	952	10.45%	15.59%
-1.73% to 0.11%	3223	35.37%	50.96%
0.11% to 1.95%	3051	33.49%	84.45%
1.95% to 3.80%	934	10.25%	94.70%
3.80% to 5.64%	308	3.38%	98.08%
5.64% to 7.48%	96	1.05%	99.13%
Greater than 7.48%	79	0.87%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.34%	2.57%	78.59%	68.27%
±2σ	-4.80%	5.02%	94.85%	95.45%
±3σ	-7.26%	7.48%	98.27%	99.73%

Descriptive Statistics

均值	0.112%
Standard Error	0.026%
中位数	0.070%
Mode	0.000%
Standard Deviation	2.456%
Sample Variance	6.030%
峰度	7.88
偏度	0.24
Range	44.216%
Minimum	-19.828%
Maximum	24.388%
Count	9111

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.711%	4699	51.58%	0.882%
负向	-1.664%	4216	46.27%	-0.770%
Zero	0.000%	196	2.15%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	2.31%
20	1 Month	2.59%
60	1 Quarter	2.78%
250	1 Year	2.07%
750	3 Years	1.82%
1,250	5 Years	1.93%
2,500	10 Years	1.97%
5,000	20 Years	2.21%
12,500	50 Years	3.07%

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 2.62. Further, an Excess 峰度 of 14.22 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -3.35%	0	0.00%	0.00%
-3.35% to -1.79%	0	0.00%	0.00%
-1.79% to -0.22%	0	0.00%	0.00%
-0.22% to 1.35%	1649	18.10%	18.10%
1.35% to 2.92%	4138	45.41%	63.51%
2.92% to 4.49%	1831	20.09%	83.60%
4.49% to 6.06%	808	8.87%	92.47%
6.06% to 7.62%	350	3.84%	96.31%
7.62% to 9.19%	181	1.99%	98.30%
Greater than 9.19%	155	1.70%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.83%	5.01%	84.95%	68.27%
±2σ	-1.26%	7.10%	95.47%	95.45%
±3σ	-3.35%	9.19%	98.30%	99.73%

Descriptive Statistics

均值	2.919%
Standard Error	0.022%
中位数	2.312%
Mode	2.020%
Standard Deviation	2.091%
Sample Variance	4.372%
峰度	14.22
偏度	2.62
Range	30.683%
Minimum	0.041%
Maximum	30.724%
Count	9112

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.919%	9112	100.00%	2.919%
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 0.32. Further, an Excess 峰度 of 8.10 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -6.26%	60	0.66%	0.66%
-6.26% to -4.69%	97	1.06%	1.72%
-4.69% to -3.13%	301	3.30%	5.03%
-3.13% to -1.56%	993	10.90%	15.92%
-1.56% to 0.01%	3355	36.82%	52.74%
0.01% to 1.58%	2884	31.65%	84.39%
1.58% to 3.14%	903	9.91%	94.30%
3.14% to 4.71%	320	3.51%	97.82%
4.71% to 6.28%	102	1.12%	98.94%
Greater than 6.28%	97	1.06%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.08%	2.10%	78.33%	68.27%
±2σ	-4.17%	4.19%	94.68%	95.45%
±3σ	-6.26%	6.28%	98.28%	99.73%

Descriptive Statistics

均值	0.008%
Standard Error	0.022%
中位数	-0.035%
Mode	0.000%
Standard Deviation	2.090%
Sample Variance	4.366%
峰度	8.10
偏度	0.32
Range	45.231%
Minimum	-21.180%
Maximum	24.051%
Count	9112

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.514%	4306	47.26%	0.715%
负向	-1.406%	4585	50.32%	-0.707%
Zero	0.000%	221	2.42%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.32. Further, an Excess 峰度 of 3.96 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -15.37%	8	0.42%	0.42%
-15.37% to -11.39%	27	1.43%	1.85%
-11.39% to -7.41%	70	3.71%	5.56%
-7.41% to -3.44%	221	11.71%	17.27%
-3.44% to 0.54%	645	34.16%	51.43%
0.54% to 4.51%	600	31.78%	83.21%
4.51% to 8.49%	198	10.49%	93.70%
8.49% to 12.46%	76	4.03%	97.72%
12.46% to 16.44%	27	1.43%	99.15%
Greater than 16.44%	16	0.85%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.76%	5.84%	76.64%	68.27%
±2σ	-10.06%	11.14%	93.91%	95.45%
±3σ	-15.37%	16.44%	98.73%	99.73%

Descriptive Statistics

均值	0.537%
Standard Error	0.122%
中位数	0.403%
Mode	0.000%
Standard Deviation	5.301%
Sample Variance	28.105%
峰度	3.96
偏度	0.32
Range	64.647%
Minimum	-27.075%
Maximum	37.572%
Count	1888

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.983%	1020	54.02%	2.152%
负向	-3.567%	855	45.29%	-1.615%
Zero	0.000%	13	0.69%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	6.22%
12	1 Quarter	6.77%
52	1 Year	4.86%
156	3 Years	4.34%
260	5 Years	4.60%
520	10 Years	4.63%
1,040	20 Years	5.11%
2,600	50 Years	7.18%

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 2.04. Further, an Excess 峰度 of 6.48 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -8.35%	0	0.00%	0.00%
-8.35% to -4.38%	0	0.00%	0.00%
-4.38% to -0.42%	0	0.00%	0.00%
-0.42% to 3.54%	383	20.28%	20.28%
3.54% to 7.51%	808	42.77%	63.05%
7.51% to 11.47%	368	19.48%	82.53%
11.47% to 15.43%	183	9.69%	92.22%
15.43% to 19.40%	85	4.50%	96.72%
19.40% to 23.36%	26	1.38%	98.09%
Greater than 23.36%	36	1.91%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.22%	12.79%	82.69%	68.27%
±2σ	-3.06%	18.07%	95.34%	95.45%
±3σ	-8.35%	23.36%	98.09%	99.73%

Descriptive Statistics

均值	7.507%
Standard Error	0.122%
中位数	5.950%
Mode	10.000%
Standard Deviation	5.284%
Sample Variance	27.917%
峰度	6.48
偏度	2.04
Range	45.933%
Minimum	1.006%
Maximum	46.939%
Count	1889

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.507%	1889	100.00%	7.507%
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 0.79. Further, an Excess 峰度 of 5.35 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -15.77%	7	0.37%	0.37%
-15.77% to -11.85%	23	1.22%	1.59%
-11.85% to -7.94%	68	3.60%	5.19%
-7.94% to -4.03%	217	11.49%	16.68%
-4.03% to -0.12%	671	35.52%	52.20%
-0.12% to 3.79%	598	31.66%	83.85%
3.79% to 7.70%	190	10.06%	93.91%
7.70% to 11.61%	70	3.71%	97.62%
11.61% to 15.53%	27	1.43%	99.05%
Greater than 15.53%	18	0.95%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.33%	5.09%	76.34%	68.27%
±2σ	-10.55%	10.31%	94.87%	95.45%
±3σ	-15.76%	15.53%	98.68%	99.73%

Descriptive Statistics

均值	-0.120%
Standard Error	0.120%
中位数	-0.303%
Mode	0.000%
Standard Deviation	5.215%
Sample Variance	27.200%
峰度	5.35
偏度	0.79
Range	63.244%
Minimum	-25.210%
Maximum	38.034%
Count	1889

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.835%	871	46.11%	1.768%
负向	-3.553%	1004	53.15%	-1.888%
Zero	0.000%	14	0.74%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.16. Further, an Excess 峰度 of 1.42 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -28.46%	2	0.46%	0.46%
-28.46% to -20.79%	4	0.92%	1.38%
-20.79% to -13.11%	16	3.69%	5.07%
-13.11% to -5.43%	66	15.21%	20.28%
-5.43% to 2.25%	135	31.11%	51.38%
2.25% to 9.92%	131	30.18%	81.57%
9.92% to 17.60%	48	11.06%	92.63%
17.60% to 25.28%	22	5.07%	97.70%
25.28% to 32.96%	6	1.38%	99.08%
Greater than 32.96%	4	0.92%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.99%	12.48%	73.27%	68.27%
±2σ	-18.23%	22.72%	94.47%	95.45%
±3σ	-28.46%	32.96%	98.62%	99.73%

Descriptive Statistics

均值	2.246%
Standard Error	0.491%
中位数	1.963%
Mode	-2.395%
Standard Deviation	10.237%
Sample Variance	104.806%
峰度	1.42
偏度	0.16
Range	75.644%
Minimum	-36.728%
Maximum	38.916%
Count	434

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.320%	263	60.60%	5.042%
负向	-7.097%	171	39.40%	-2.796%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	15.59%
12	1 Year	10.68%
36	3 Years	9.38%
60	5 Years	10.14%
120	10 Years	10.31%
240	20 Years	11.22%
600	50 Years	15.51%

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 1.69. Further, an Excess 峰度 of 3.67 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -15.81%	0	0.00%	0.00%
-15.81% to -7.59%	0	0.00%	0.00%
-7.59% to 0.62%	0	0.00%	0.00%
0.62% to 8.84%	99	22.76%	22.76%
8.84% to 17.06%	173	39.77%	62.53%
17.06% to 25.28%	85	19.54%	82.07%
25.28% to 33.50%	49	11.26%	93.33%
33.50% to 41.71%	13	2.99%	96.32%
41.71% to 49.93%	6	1.38%	97.70%
Greater than 49.93%	10	2.30%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	6.10%	28.02%	79.54%	68.27%
±2σ	-4.85%	38.98%	94.71%	95.45%
±3σ	-15.81%	49.93%	97.70%	99.73%

Descriptive Statistics

均值	17.061%
Standard Error	0.525%
中位数	14.183%
Mode	7.059%
Standard Deviation	10.957%
Sample Variance	120.053%
峰度	3.67
偏度	1.69
Range	63.635%
Minimum	2.615%
Maximum	66.250%
Count	435

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	17.061%	435	100.00%	17.061%
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 0.96. Further, an Excess 峰度 of 3.85 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -31.91%	0	0.00%	0.00%
-31.91% to -24.19%	4	0.92%	0.92%
-24.19% to -16.47%	14	3.22%	4.14%
-16.47% to -8.75%	69	15.86%	20.00%
-8.75% to -1.02%	149	34.25%	54.25%
-1.02% to 6.70%	118	27.13%	81.38%
6.70% to 14.42%	53	12.18%	93.56%
14.42% to 22.14%	16	3.68%	97.24%
22.14% to 29.87%	8	1.84%	99.08%
Greater than 29.87%	4	0.92%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.32%	9.27%	75.17%	68.27%
±2σ	-21.62%	19.57%	94.94%	95.45%
±3σ	-31.91%	29.87%	99.08%	99.73%

Descriptive Statistics

均值	-1.023%
Standard Error	0.494%
中位数	-1.665%
Mode	-5.251%
Standard Deviation	10.297%
Sample Variance	106.023%
峰度	3.85
偏度	0.96
Range	87.094%
Minimum	-28.783%
Maximum	58.311%
Count	435

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.363%	171	39.31%	3.287%
负向	-7.129%	263	60.46%	-4.310%
Zero	0.000%	1	0.23%	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 0.92. Further, an Excess 峰度 of 3.40 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -53.41%	1	0.69%	0.69%
-53.41% to -38.28%	0	0.00%	0.69%
-38.28% to -23.15%	5	3.47%	4.17%
-23.15% to -8.02%	21	14.58%	18.75%
-8.02% to 7.12%	45	31.25%	50.00%
7.12% to 22.25%	48	33.33%	83.33%
22.25% to 37.38%	13	9.03%	92.36%
37.38% to 52.51%	7	4.86%	97.22%
52.51% to 67.65%	2	1.39%	98.61%
Greater than 67.65%	2	1.39%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-13.06%	27.29%	75.00%	68.27%
±2σ	-33.24%	47.47%	95.14%	95.45%
±3σ	-53.41%	67.65%	97.92%	99.73%

Descriptive Statistics

均值	7.116%
Standard Error	1.681%
中位数	6.893%
Mode	-5.612%
Standard Deviation	20.177%
Sample Variance	407.114%
峰度	3.40
偏度	0.92
Range	152.948%
Minimum	-54.644%
Maximum	98.304%
Count	144

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	17.319%	93	64.58%	11.185%
负向	-11.488%	51	35.42%	-4.069%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	16.99%
12	3 Years	16.28%
20	5 Years	16.79%
40	10 Years	17.90%
80	20 Years	20.06%
200	50 Years	27.76%

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 3.09. Further, an Excess 峰度 of 16.70 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -35.71%	0	0.00%	0.00%
-35.71% to -18.61%	0	0.00%	0.00%
-18.61% to -1.50%	0	0.00%	0.00%
-1.50% to 15.60%	25	17.24%	17.24%
15.60% to 32.71%	72	49.66%	66.90%
32.71% to 49.81%	25	17.24%	84.14%
49.81% to 66.91%	15	10.34%	94.48%
66.91% to 84.02%	4	2.76%	97.24%
84.02% to 101.12%	2	1.38%	98.62%
Greater than 101.12%	2	1.38%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	9.90%	55.51%	86.21%	68.27%
±2σ	-12.90%	78.32%	95.17%	95.45%
±3σ	-35.71%	101.12%	98.62%	99.73%

Descriptive Statistics

均值	32.706%
Standard Error	1.894%
中位数	27.332%
Mode	6.999%
Standard Deviation	22.805%
Sample Variance	520.072%
峰度	16.70
偏度	3.09
Range	185.892%
Minimum	6.999%
Maximum	192.891%
Count	145

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	32.706%	145	100.00%	32.706%
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 1.94. Further, an Excess 峰度 of 10.81 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -61.16%	0	0.00%	0.00%
-61.16% to -46.60%	1	0.69%	0.69%
-46.60% to -32.05%	4	2.76%	3.45%
-32.05% to -17.49%	19	13.10%	16.55%
-17.49% to -2.93%	56	38.62%	55.17%
-2.93% to 11.63%	42	28.97%	84.14%
11.63% to 26.19%	16	11.03%	95.17%
26.19% to 40.74%	4	2.76%	97.93%
40.74% to 55.30%	2	1.38%	99.31%
Greater than 55.30%	1	0.69%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-22.34%	16.48%	75.17%	68.27%
±2σ	-41.75%	35.89%	95.86%	95.45%
±3σ	-61.16%	55.30%	99.31%	99.73%

Descriptive Statistics

均值	-2.930%
Standard Error	1.612%
中位数	-6.349%
Mode	-50.428%
Standard Deviation	19.411%
Sample Variance	376.774%
峰度	10.81
偏度	1.94
Range	171.276%
Minimum	-50.428%
Maximum	120.848%
Count	145

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	14.170%	56	38.62%	5.473%
负向	-13.690%	89	61.38%	-8.403%
Zero	0.000%	0	0.00%	0.000%

CSCO 深度分析报告