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CVS 深度分析报告

CVS Health Corporation | 分类： Equity Mega Cap | 年化股息率： 3.37% ($2.66) | 最后更新: 2026-04-26 | 数据区间: 1973-05-01 → 2026-04-01 (636 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 1.95% 1.61% 1.69% 2.43% 2.21% 2.24% 76.24 79.68 74.58 81.46
周度 4.38% 3.92% 4.29% 5.91% 4.86% 4.93% 74.25 81.82 70.73 85.89
月度 8.40% 8.32% 8.56% 12.92% 10.11% 10.25% 70.45 86.23 63.67 95.41
季度 13.90% 16.53% 15.04% 21.52% 17.51% 17.76% 65.42 92.86 54.91 110.63
Annual — — — — 35.02% 35.52% 54.91 110.63 38.69 157.03
Option Time Horizon — — — — 13.35% 13.54% 68.20 89.07 59.68 101.78
Calculation Notes: Computed at 2026-04-26T02:49 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $77.94  |  Strike (K): $80.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $3.3000 (Bid $3.2500 / Ask $3.3500)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 3.37%  |  Binomial IV (Annual): 35.02% (CRR binomial tree, American, n=20 steps)  |  BS IV: 35.45% (European Black-Scholes)  |  Yahoo IV (Annual): 35.52% → 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
2026-04-23 $0.6650
2026-01-22 $0.6650
2025-10-23 $0.6650
2025-07-22 $0.6650
2025-04-22 $0.6650
2025-01-23 $0.6650
2024-10-21 $0.6650
2024-07-22 $0.6650
2024-04-19 $0.6650
2024-01-19 $0.6650
2023-10-19 $0.6050
2023-07-20 $0.6050
2023-04-20 $0.6050
2023-01-19 $0.6050
2022-10-20 $0.5500
2022-07-21 $0.5500
2022-04-21 $0.5500
2022-01-20 $0.5500
2021-10-21 $0.5000
2021-07-22 $0.5000
2021-04-22 $0.5000
2021-01-21 $0.5000
2020-10-21 $0.5000
2020-07-22 $0.5000
2020-04-22 $0.5000
2020-01-22 $0.5000
2019-10-23 $0.5000
2019-07-24 $0.5000
2019-04-22 $0.5000
2019-01-24 $0.5000
2018-10-23 $0.5000
2018-07-24 $0.5000
2018-04-20 $0.5000
2018-01-23 $0.5000
2017-10-23 $0.5000
2017-07-20 $0.5000
2017-04-19 $0.5000
2017-01-20 $0.5000
2016-10-20 $0.4250
2016-07-19 $0.4250
2016-04-20 $0.4250
2016-01-20 $0.4250
2015-10-20 $0.3500
2015-07-21 $0.3500
2015-04-22 $0.3500
2015-01-20 $0.3500
2014-10-21 $0.2750
2014-07-17 $0.2750
2014-04-17 $0.2750
2014-01-21 $0.2750
2013-10-17 $0.2250
2013-07-18 $0.2250
2013-04-19 $0.2250
2013-01-22 $0.2250
2012-10-18 $0.1630
2012-07-19 $0.1630
2012-04-19 $0.1630
2012-01-19 $0.1630
2011-10-19 $0.1250
2011-07-20 $0.1250
2011-04-19 $0.1250
2011-01-19 $0.1250
2010-10-20 $0.0880
2010-07-20 $0.0880
2010-04-21 $0.0880
2010-01-20 $0.0880
2009-10-20 $0.0760
2009-07-21 $0.0760
2009-04-20 $0.0760
2009-01-21 $0.0760
2008-10-17 $0.0690
2008-07-17 $0.0690
2008-04-17 $0.0600
2008-01-17 $0.0600
2007-10-18 $0.0600
2007-07-19 $0.0600
2007-04-20 $0.0600
2007-01-18 $0.0490
2006-10-18 $0.0390
2006-07-19 $0.0390
2006-04-20 $0.0390
2006-01-19 $0.0390
2005-10-19 $0.0360
2005-07-19 $0.0360
2005-04-20 $0.0365
2005-01-20 $0.0365
2004-10-20 $0.0340
2004-07-20 $0.0330
2004-04-21 $0.0330
2004-01-20 $0.0335
2003-10-17 $0.0290
2003-07-17 $0.0290
2003-04-17 $0.0290
2003-01-21 $0.0290
2002-10-17 $0.0290
2002-07-18 $0.0290
2002-04-19 $0.0290
2002-01-18 $0.0290
2001-10-18 $0.0290
2001-07-19 $0.0290
2001-04-20 $0.0290
2001-01-19 $0.0290
2000-10-19 $0.0290
2000-07-20 $0.0290
2000-04-20 $0.0290
2000-01-20 $0.0290
1999-10-20 $0.0290
1999-07-20 $0.0290
1999-04-21 $0.0290
1999-01-20 $0.0290
1998-10-21 $0.0290
1998-07-21 $0.0290
1998-04-21 $0.0275
1998-01-21 $0.0275
1997-10-21 $0.0275
1997-07-21 $0.0070
1997-04-21 $0.0070
1997-01-21 $0.0070
1996-10-21 $0.0070
1996-10-16 $1.4750
1996-07-19 $0.0275
1996-04-18 $0.0275
1996-01-19 $0.0275
1995-10-20 $0.0950
1995-07-20 $0.0950
1995-04-18 $0.0950
1995-01-18 $0.0950
1994-10-18 $0.0950
1994-07-19 $0.0950
1994-04-19 $0.0950
1994-01-18 $0.0950
1993-10-19 $0.0950
1993-07-20 $0.0950
1993-04-19 $0.0950
1993-01-19 $0.0950
1992-10-20 $0.0925
1992-07-20 $0.0925
1992-04-20 $0.0925
1992-01-14 $0.0925
1991-10-16 $0.0900
1991-07-17 $0.0900
1991-04-19 $0.0900
1991-01-15 $0.0900
1990-10-18 $0.0887
1990-07-17 $0.0887
1990-04-20 $0.0887
1990-01-16 $0.0887
1989-10-18 $0.0813
1989-07-18 $0.0813
1989-04-18 $0.0813
1989-01-17 $0.0813
1988-10-18 $0.0656
1988-07-19 $0.0656
1988-04-19 $0.0656
1988-01-19 $0.0656
1987-10-20 $0.0550
1987-07-20 $0.0550
1987-04-20 $0.0550
1987-01-20 $0.0550
1986-10-15 $0.0488
1986-07-17 $0.0488
1986-04-15 $0.0488
1986-01-17 $0.0488
1985-10-21 $0.0450
1985-07-17 $0.0450
1985-04-16 $0.0450
1985-01-16 $0.0450
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.13. Further, an Excess 峰度 of 9.35 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.78%960.72%0.72%
-5.78% to -4.32%1331.00%1.72%
-4.32% to -2.86%3972.98%4.70%
-2.86% to -1.40%152011.40%16.10%
-1.40% to 0.06%487836.59%52.69%
0.06% to 1.51%412630.95%83.63%
1.51% to 2.97%150711.30%94.94%
2.97% to 4.43%4263.20%98.13%
4.43% to 5.89%1371.03%99.16%
Greater than 5.89%1120.84%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.89%2.00% 78.81%68.27%
±2σ -3.83%3.95% 95.27%95.45%
±3σ -5.78%5.89% 98.44%99.73%
Descriptive Statistics
均值0.055%
Standard Error0.017%
中位数0.000%
Mode0.000%
Standard Deviation1.945%
Sample Variance3.784%
峰度9.35
偏度-0.13
Range41.205%
Minimum-22.992%
Maximum18.213%
Count13332
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.441% 6396 47.98% 0.691%
负向 -1.367% 6203 46.53% -0.636%
Zero 0.000% 733 5.50% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 2.73%
20 1 Month 2.55%
60 1 Quarter 2.75%
250 1 Year 2.61%
750 3 Years 2.63%
1,250 5 Years 2.43%
2,500 10 Years 2.37%
5,000 20 Years 2.29%
12,500 50 Years 2.33%
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 3.10. Further, an Excess 峰度 of 18.76 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -2.52%00.00%0.00%
-2.52% to -1.31%00.00%0.00%
-1.31% to -0.10%00.00%0.00%
-0.10% to 1.11%209415.71%15.71%
1.11% to 2.32%641248.09%63.80%
2.32% to 3.53%293121.98%85.78%
3.53% to 4.74%10317.73%93.51%
4.74% to 5.95%3902.93%96.44%
5.95% to 7.16%2111.58%98.02%
Greater than 7.16%2641.98%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.71%3.93% 86.09%68.27%
±2σ -0.91%5.54% 95.77%95.45%
±3σ -2.52%7.16% 98.02%99.73%
Descriptive Statistics
均值2.319%
Standard Error0.014%
中位数1.909%
Mode2.500%
Standard Deviation1.613%
Sample Variance2.602%
峰度18.76
偏度3.10
Range27.828%
Minimum0.241%
Maximum28.069%
Count13333
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.319% 13333 100.00% 2.319%
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 0.26. Further, an Excess 峰度 of 6.14 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.07%900.68%0.68%
-5.07% to -3.80%1501.13%1.80%
-3.80% to -2.53%4393.29%5.09%
-2.53% to -1.27%157811.84%16.93%
-1.27% to 0.00%493036.98%53.90%
0.00% to 1.27%392329.42%83.33%
1.27% to 2.53%151111.33%94.66%
2.53% to 3.80%4513.38%98.04%
3.80% to 5.07%1501.13%99.17%
Greater than 5.07%1110.83%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.69%1.69% 77.46%68.27%
±2σ -3.38%3.38% 94.70%95.45%
±3σ -5.07%5.07% 98.49%99.73%
Descriptive Statistics
均值0.001%
Standard Error0.015%
中位数0.000%
Mode0.000%
Standard Deviation1.689%
Sample Variance2.854%
峰度6.14
偏度0.26
Range30.153%
Minimum-11.940%
Maximum18.213%
Count13333
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.274% 6146 46.10% 0.587%
负向 -1.254% 6237 46.78% -0.587%
Zero 0.000% 950 7.12% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.08. 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ProbCum. Prob
Less than -12.87%190.69%0.69%
-12.87% to -9.59%331.19%1.88%
-9.59% to -6.30%1063.84%5.72%
-6.30% to -3.02%32111.61%17.33%
-3.02% to 0.27%91132.96%50.29%
0.27% to 3.56%89032.20%82.49%
3.56% to 6.84%33412.08%94.57%
6.84% to 10.13%1013.65%98.23%
10.13% to 13.41%270.98%99.20%
Greater than 13.41%220.80%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.11%4.65% 77.21%68.27%
±2σ -8.49%9.03% 94.97%95.45%
±3σ -12.87%13.41% 98.52%99.73%
Descriptive Statistics
均值0.269%
Standard Error0.083%
中位数0.251%
Mode0.000%
Standard Deviation4.381%
Sample Variance19.197%
峰度4.07
偏度0.08
Range52.316%
Minimum-25.901%
Maximum26.415%
Count2764
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 3.258% 1439 52.06% 1.696%
负向 -3.098% 1273 46.06% -1.427%
Zero 0.000% 52 1.88% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 5.78%
12 1 Quarter 6.49%
52 1 Year 6.40%
156 3 Years 6.52%
260 5 Years 5.91%
520 10 Years 5.74%
1,040 20 Years 5.39%
2,600 50 Years 5.59%
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 2.41. Further, an Excess 峰度 of 8.56 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.71%00.00%0.00%
-5.71% to -2.77%00.00%0.00%
-2.77% to 0.18%00.00%0.00%
0.18% to 3.12%45116.31%16.31%
3.12% to 6.06%132747.99%64.30%
6.06% to 9.01%56620.47%84.77%
9.01% to 11.95%2177.85%92.62%
11.95% to 14.89%1033.73%96.35%
14.89% to 17.84%421.52%97.87%
Greater than 17.84%592.13%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 2.14%9.99% 84.56%68.27%
±2σ -1.79%13.91% 95.23%95.45%
±3σ -5.71%17.84% 97.87%99.73%
Descriptive Statistics
均值6.063%
Standard Error0.075%
中位数5.000%
Mode5.263%
Standard Deviation3.924%
Sample Variance15.400%
峰度8.56
偏度2.41
Range32.944%
Minimum0.949%
Maximum33.893%
Count2765
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 6.063% 2765 100.00% 6.063%
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 0.64. Further, an Excess 峰度 of 4.57 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -12.89%160.58%0.58%
-12.89% to -9.66%210.76%1.34%
-9.66% to -6.45%933.36%4.70%
-6.45% to -3.22%37813.67%18.37%
-3.22% to -0.00%90232.62%50.99%
-0.00% to 3.22%89532.37%83.36%
3.22% to 6.44%28810.42%93.78%
6.44% to 9.66%1063.83%97.61%
9.66% to 12.88%371.34%98.95%
Greater than 12.88%291.05%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.30%4.29% 77.22%68.27%
±2σ -8.59%8.58% 95.01%95.45%
±3σ -12.89%12.88% 98.37%99.73%
Descriptive Statistics
均值-0.004%
Standard Error0.082%
中位数-0.131%
Mode0.000%
Standard Deviation4.294%
Sample Variance18.440%
峰度4.57
偏度0.64
Range50.389%
Minimum-19.403%
Maximum30.986%
Count2765
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 3.247% 1292 46.73% 1.517%
负向 -2.983% 1410 50.99% -1.521%
Zero 0.000% 63 2.28% 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 4.78 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -24.09%50.79%0.79%
-24.09% to -17.78%40.63%1.42%
-17.78% to -11.48%264.09%5.51%
-11.48% to -5.18%8713.70%19.21%
-5.18% to 1.12%21033.07%52.28%
1.12% to 7.42%17227.09%79.37%
7.42% to 13.73%10316.22%95.59%
13.73% to 20.03%203.15%98.74%
20.03% to 26.33%40.63%99.37%
Greater than 26.33%40.63%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -7.28%9.53% 75.43%68.27%
±2σ -15.68%17.93% 96.22%95.45%
±3σ -24.09%26.33% 98.58%99.73%
Descriptive Statistics
均值1.123%
Standard Error0.333%
中位数0.663%
Mode0.000%
Standard Deviation8.403%
Sample Variance70.604%
峰度4.78
偏度0.35
Range93.226%
Minimum-36.364%
Maximum56.862%
Count635
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 6.934% 338 53.23% 3.691%
负向 -5.720% 285 44.88% -2.567%
Zero 0.000% 12 1.89% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 11.83%
12 1 Year 13.19%
36 3 Years 14.67%
60 5 Years 12.92%
120 10 Years 12.54%
240 20 Years 11.55%
600 50 Years 12.13%
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 2.54. Further, an Excess 峰度 of 9.85 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -11.03%00.00%0.00%
-11.03% to -4.79%00.00%0.00%
-4.79% to 1.45%00.00%0.00%
1.45% to 7.69%10115.88%15.88%
7.69% to 13.94%31349.21%65.09%
13.94% to 20.18%13220.75%85.85%
20.18% to 26.42%477.39%93.24%
26.42% to 32.66%213.30%96.54%
32.66% to 38.91%91.42%97.96%
Greater than 38.91%132.04%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 5.61%22.26% 83.49%68.27%
±2σ -2.71%30.58% 95.28%95.45%
±3σ -11.03%38.91% 97.96%99.73%
Descriptive Statistics
均值13.936%
Standard Error0.330%
中位数11.721%
Mode10.588%
Standard Deviation8.323%
Sample Variance69.276%
峰度9.85
偏度2.54
Range65.358%
Minimum3.743%
Maximum69.101%
Count636
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 13.936% 636 100.00% 13.936%
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 1.14. Further, an Excess 峰度 of 5.79 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -25.96%20.31%0.31%
-25.96% to -19.54%40.63%0.94%
-19.54% to -13.12%162.52%3.46%
-13.12% to -6.70%11117.45%20.91%
-6.70% to -0.28%20131.60%52.52%
-0.28% to 6.14%19130.03%82.55%
6.14% to 12.57%7411.64%94.18%
12.57% to 18.99%253.93%98.11%
18.99% to 25.41%40.63%98.74%
Greater than 25.41%81.26%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -8.84%8.29% 76.26%68.27%
±2σ -17.40%16.85% 95.75%95.45%
±3σ -25.96%25.41% 98.43%99.73%
Descriptive Statistics
均值-0.276%
Standard Error0.339%
中位数-0.767%
Mode0.000%
Standard Deviation8.561%
Sample Variance73.286%
峰度5.79
偏度1.14
Range93.393%
Minimum-36.250%
Maximum57.143%
Count636
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 6.555% 289 45.44% 2.979%
负向 -6.142% 337 52.99% -3.254%
Zero 0.000% 10 1.57% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.01. Further, an Excess 峰度 of 1.66 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -38.40%20.95%0.95%
-38.40% to -27.97%31.42%2.37%
-27.97% to -17.54%52.37%4.74%
-17.54% to -7.12%3416.11%20.85%
-7.12% to 3.31%5927.96%48.82%
3.31% to 13.74%6430.33%79.15%
13.74% to 24.17%3215.17%94.31%
24.17% to 34.60%73.32%97.63%
34.60% to 45.03%31.42%99.05%
Greater than 45.03%20.95%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -10.59%17.22% 74.41%68.27%
±2σ -24.50%31.12% 94.79%95.45%
±3σ -38.40%45.03% 98.10%99.73%
Descriptive Statistics
均值3.314%
Standard Error0.957%
中位数3.651%
Mode-48.485%
Standard Deviation13.905%
Sample Variance193.350%
峰度1.66
偏度0.01
Range97.235%
Minimum-48.485%
Maximum48.750%
Count211
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 11.169% 133 63.03% 7.040%
负向 -10.079% 78 36.97% -3.726%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 22.85%
12 3 Years 23.71%
20 5 Years 21.52%
40 10 Years 21.29%
80 20 Years 19.83%
200 50 Years 21.08%
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 2.95. Further, an Excess 峰度 of 12.49 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -23.65%00.00%0.00%
-23.65% to -11.25%00.00%0.00%
-11.25% to 1.14%00.00%0.00%
1.14% to 13.54%2712.74%12.74%
13.54% to 25.93%11453.77%66.51%
25.93% to 38.33%4219.81%86.32%
38.33% to 50.73%157.08%93.40%
50.73% to 63.12%62.83%96.23%
63.12% to 75.52%41.89%98.11%
Greater than 75.52%41.89%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 9.41%42.46% 88.21%68.27%
±2σ -7.12%58.99% 94.34%95.45%
±3σ -23.65%75.52% 98.11%99.73%
Descriptive Statistics
均值25.934%
Standard Error1.135%
中位数21.444%
Mode26.230%
Standard Deviation16.527%
Sample Variance273.126%
峰度12.49
偏度2.95
Range123.291%
Minimum8.654%
Maximum131.945%
Count212
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 25.934% 212 100.00% 25.934%
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 1.92. Further, an Excess 峰度 of 9.02 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -46.02%00.00%0.00%
-46.02% to -34.73%00.00%0.00%
-34.73% to -23.45%62.83%2.83%
-23.45% to -12.17%3215.09%17.92%
-12.17% to -0.89%8540.09%58.02%
-0.89% to 10.39%5425.47%83.49%
10.39% to 21.67%2612.26%95.75%
21.67% to 32.95%41.89%97.64%
32.95% to 44.23%00.00%97.64%
Greater than 44.23%52.36%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -15.93%14.15% 78.30%68.27%
±2σ -30.98%29.19% 96.70%95.45%
±3σ -46.02%44.23% 97.64%99.73%
Descriptive Statistics
均值-0.891%
Standard Error1.033%
中位数-3.234%
Mode-32.773%
Standard Deviation15.042%
Sample Variance226.259%
峰度9.02
偏度1.92
Range126.891%
Minimum-32.773%
Maximum94.118%
Count212
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 11.924% 86 40.57% 4.837%
负向 -9.637% 126 59.43% -5.728%
Zero 0.000% 0 0.00% 0.000%