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CVX 深度分析报告

Chevron Corporation | 分类： Equity Mega Cap | 年化股息率： 3.65% ($6.84) | 最后更新: 2026-04-26 | 数据区间: 1962-01-01 → 2026-04-01 (772 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 1.61% 1.28% 1.35% 2.21% 1.73% 1.74% 182.04 188.44 178.92 191.72
周度 3.55% 3.11% 3.43% 5.14% 3.80% 3.84% 178.30 192.39 171.65 199.84
月度 6.70% 6.78% 6.53% 10.96% 7.92% 7.99% 171.11 200.47 158.09 216.98
季度 9.71% 11.40% 9.30% 18.47% 13.71% 13.84% 161.48 212.43 140.79 243.64
Annual — — — — 27.42% 27.69% 140.79 243.64 107.03 320.50
Option Time Horizon — — — — 10.45% 10.55% 166.83 205.61 150.28 228.26
Calculation Notes: Computed at 2026-04-26T02:44 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $185.21  |  Strike (K): $190.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $5.7250 (Bid $5.6500 / Ask $5.8000)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 3.65%  |  Binomial IV (Annual): 27.42% (CRR binomial tree, American, n=20 steps)  |  BS IV: 27.77% (European Black-Scholes)  |  Yahoo IV (Annual): 27.69% → 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
2026-02-17 $1.7800
2025-11-18 $1.7100
2025-08-19 $1.7100
2025-05-19 $1.7100
2025-02-14 $1.7100
2024-11-18 $1.6300
2024-08-19 $1.6300
2024-05-16 $1.6300
2024-02-15 $1.6300
2023-11-16 $1.5100
2023-08-17 $1.5100
2023-05-18 $1.5100
2023-02-15 $1.5100
2022-11-17 $1.4200
2022-08-18 $1.4200
2022-05-18 $1.4200
2022-02-15 $1.4200
2021-11-17 $1.3400
2021-08-18 $1.3400
2021-05-18 $1.3400
2021-02-16 $1.2900
2020-11-17 $1.2900
2020-08-18 $1.2900
2020-05-18 $1.2900
2020-02-14 $1.2900
2019-11-15 $1.1900
2019-08-16 $1.1900
2019-05-16 $1.1900
2019-02-14 $1.1900
2018-11-15 $1.1200
2018-08-16 $1.1200
2018-05-17 $1.1200
2018-02-15 $1.1200
2017-11-16 $1.0800
2017-08-16 $1.0800
2017-05-17 $1.0800
2017-02-14 $1.0800
2016-11-16 $1.0800
2016-08-17 $1.0700
2016-05-17 $1.0700
2016-02-16 $1.0700
2015-11-16 $1.0700
2015-08-17 $1.0700
2015-05-15 $1.0700
2015-02-12 $1.0700
2014-11-14 $1.0700
2014-08-15 $1.0700
2014-05-15 $1.0700
2014-02-12 $1.0000
2013-11-14 $1.0000
2013-08-15 $1.0000
2013-05-15 $1.0000
2013-02-13 $0.9000
2012-11-14 $0.9000
2012-08-15 $0.9000
2012-05-16 $0.9000
2012-02-15 $0.8100
2011-11-16 $0.8100
2011-08-17 $0.7800
2011-05-17 $0.7800
2011-02-14 $0.7200
2010-11-16 $0.7200
2010-08-17 $0.7200
2010-05-17 $0.7200
2010-02-12 $0.6800
2009-11-16 $0.6800
2009-08-17 $0.6800
2009-05-15 $0.6500
2009-02-12 $0.6500
2008-11-14 $0.6500
2008-08-15 $0.6500
2008-05-15 $0.6500
2008-02-13 $0.5800
2007-11-14 $0.5800
2007-08-15 $0.5800
2007-05-16 $0.5800
2007-02-14 $0.5200
2006-11-15 $0.5200
2006-08-16 $0.5200
2006-05-17 $0.5200
2006-02-14 $0.4500
2005-11-16 $0.4500
2005-08-17 $0.4500
2005-05-17 $0.4500
2005-02-14 $0.4000
2004-11-16 $0.4000
2004-08-17 $0.4000
2004-05-17 $0.3650
2004-02-13 $0.3650
2003-11-14 $0.3650
2003-08-15 $0.3650
2003-05-15 $0.3500
2003-02-12 $0.3500
2002-11-14 $0.3500
2002-08-15 $0.3500
2002-05-15 $0.3500
2002-02-13 $0.3500
2001-11-14 $0.3500
2001-08-15 $0.3250
2001-05-16 $0.3250
2001-02-14 $0.3250
2000-11-15 $0.3250
2000-08-16 $0.3250
2000-05-17 $0.3250
2000-02-16 $0.3250
1999-11-17 $0.3250
1999-08-18 $0.3050
1999-05-18 $0.3050
1999-02-17 $0.3050
1998-11-18 $0.3050
1998-08-18 $0.3050
1998-05-18 $0.3050
1998-02-18 $0.3050
1997-11-18 $0.2900
1997-08-18 $0.2900
1997-05-16 $0.2900
1997-02-18 $0.2700
1996-11-12 $0.2700
1996-08-13 $0.2700
1996-05-14 $0.2500
1996-02-13 $0.2500
1995-11-15 $0.2500
1995-08-15 $0.2500
1995-05-11 $0.2310
1995-02-10 $0.2310
1994-11-04 $0.2310
1994-08-04 $0.2310
1994-05-05 $0.2313
1994-02-04 $0.2313
1993-11-04 $0.2188
1993-08-03 $0.2188
1993-05-04 $0.2188
1993-02-04 $0.2188
1992-11-03 $0.2062
1992-08-04 $0.2062
1992-05-05 $0.2062
1992-02-04 $0.2062
1991-11-05 $0.2062
1991-08-06 $0.2062
1991-04-30 $0.2062
1991-02-05 $0.1938
1990-11-06 $0.1938
1990-07-31 $0.1938
1990-05-01 $0.1750
1990-02-07 $0.1750
1989-10-31 $0.1750
1989-08-01 $0.1750
1989-05-02 $0.1750
1989-01-31 $0.1750
1988-11-01 $0.1625
1988-08-02 $0.1625
1988-05-03 $0.1625
1988-02-02 $0.1500
1987-11-03 $0.1500
1987-08-04 $0.1500
1987-05-05 $0.1500
1987-02-05 $0.1500
1986-11-03 $0.1500
1986-08-04 $0.1500
1986-05-05 $0.1500
1986-02-03 $0.1500
1985-11-05 $0.1500
1985-08-05 $0.1500
1985-05-06 $0.1500
1985-02-04 $0.1500
1984-11-05 $0.1500
1984-08-06 $0.1500
1984-05-04 $0.1500
1976-11-05 $0.0688
1976-08-09 $0.0688
1976-05-10 $0.0688
1976-02-06 $0.0625
1975-11-07 $0.0625
1975-08-11 $0.0625
1975-05-12 $0.0625
1975-02-03 $0.0625
1974-11-01 $0.0625
1974-08-05 $0.0625
1974-05-06 $0.0625
1974-02-04 $0.0625
1973-11-02 $0.0266
1973-08-06 $0.0469
1973-05-04 $0.0469
1973-02-05 $0.0469
1972-11-03 $0.0453
1972-08-04 $0.0453
1972-05-04 $0.0453
1972-02-04 $0.0453
1971-11-04 $0.0437
1971-08-04 $0.0437
1971-05-04 $0.0437
1971-02-08 $0.0437
1970-11-04 $0.0437
1970-08-04 $0.0437
1970-05-05 $0.0437
1970-02-04 $0.0437
1969-11-03 $0.0437
1969-08-05 $0.0437
1969-05-05 $0.0437
1969-02-04 $0.0437
1968-08-06 $0.0422
1968-05-06 $0.0422
1968-02-06 $0.0422
1967-11-03 $0.0391
1967-08-07 $0.0391
1967-05-05 $0.0391
1967-02-07 $0.0391
1966-11-04 $0.0391
1966-08-05 $0.0391
1966-05-05 $0.0391
1966-02-07 $0.0391
1965-11-05 $0.0391
1965-08-05 $0.0344
1965-05-05 $0.0344
1965-02-05 $0.0344
1964-11-05 $0.0344
1964-08-05 $0.0312
1964-05-05 $0.0312
1964-02-05 $0.0312
1963-11-06 $0.0312
1963-08-07 $0.0312
1963-05-07 $0.0312
1963-02-06 $0.0312
1962-11-07 $0.0298
1962-08-07 $0.0298
1962-05-07 $0.0298
1962-01-31 $0.0298
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.06. Further, an Excess 峰度 of 12.18 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.79%780.48%0.48%
-4.79% to -3.58%1801.11%1.59%
-3.58% to -2.37%5693.52%5.11%
-2.37% to -1.16%192011.86%16.97%
-1.16% to 0.05%563234.80%51.77%
0.05% to 1.26%496730.69%82.46%
1.26% to 2.47%199112.30%94.77%
2.47% to 3.68%5523.41%98.18%
3.68% to 4.89%1931.19%99.37%
Greater than 4.89%1020.63%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.56%1.67% 76.68%68.27%
±2σ -3.17%3.28% 95.23%95.45%
±3σ -4.79%4.89% 98.89%99.73%
Descriptive Statistics
均值0.053%
Standard Error0.013%
中位数0.000%
Mode0.000%
Standard Deviation1.613%
Sample Variance2.601%
峰度12.18
偏度0.06
Range44.866%
Minimum-22.125%
Maximum22.741%
Count16184
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.210% 7911 48.88% 0.591%
负向 -1.180% 7392 45.67% -0.539%
Zero 0.000% 881 5.44% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 1.97%
20 1 Month 3.14%
60 1 Quarter 2.47%
250 1 Year 2.00%
750 3 Years 1.97%
1,250 5 Years 2.21%
2,500 10 Years 2.20%
5,000 20 Years 2.20%
12,500 50 Years 2.16%
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 5.54. Further, an Excess 峰度 of 105.39 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -1.86%00.00%0.00%
-1.86% to -0.90%00.00%0.00%
-0.90% to 0.06%00.00%0.00%
0.06% to 1.01%241514.92%14.92%
1.01% to 1.97%765747.31%62.23%
1.97% to 2.93%373723.09%85.32%
2.93% to 3.89%13978.63%93.95%
3.89% to 4.85%5703.52%97.47%
4.85% to 5.81%1891.17%98.64%
Greater than 5.81%2201.36%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.69%3.25% 85.59%68.27%
±2σ -0.58%4.53% 96.66%95.45%
±3σ -1.86%5.81% 98.64%99.73%
Descriptive Statistics
均值1.972%
Standard Error0.010%
中位数1.676%
Mode2.041%
Standard Deviation1.278%
Sample Variance1.632%
峰度105.39
偏度5.54
Range45.034%
Minimum0.278%
Maximum45.312%
Count16185
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.972% 16185 100.00% 1.972%
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 0.24. Further, an Excess 峰度 of 9.61 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.07%940.58%0.58%
-4.07% to -3.05%1851.14%1.72%
-3.05% to -2.04%6123.78%5.51%
-2.04% to -1.02%201112.43%17.93%
-1.02% to -0.01%474129.29%47.22%
-0.01% to 1.01%564134.85%82.08%
1.01% to 2.03%200612.39%94.47%
2.03% to 3.04%6083.76%98.23%
3.04% to 4.06%1881.16%99.39%
Greater than 4.06%990.61%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.36%1.35% 76.04%68.27%
±2σ -2.71%2.70% 95.08%95.45%
±3σ -4.07%4.06% 98.81%99.73%
Descriptive Statistics
均值-0.005%
Standard Error0.011%
中位数0.000%
Mode0.000%
Standard Deviation1.354%
Sample Variance1.834%
峰度9.61
偏度0.24
Range35.613%
Minimum-15.341%
Maximum20.272%
Count16185
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.037% 7484 46.24% 0.480%
负向 -1.027% 7643 47.22% -0.485%
Zero 0.000% 1058 6.54% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.22. Further, an Excess 峰度 of 4.70 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -10.39%180.54%0.54%
-10.39% to -7.73%351.04%1.58%
-7.73% to -5.07%1243.70%5.28%
-5.07% to -2.40%45613.59%18.87%
-2.40% to 0.26%104331.09%49.96%
0.26% to 2.92%106631.77%81.73%
2.92% to 5.58%43813.06%94.78%
5.58% to 8.24%1133.37%98.15%
8.24% to 10.90%371.10%99.25%
Greater than 10.90%250.75%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.29%3.80% 74.78%68.27%
±2σ -6.84%7.35% 95.02%95.45%
±3σ -10.39%10.90% 98.72%99.73%
Descriptive Statistics
均值0.255%
Standard Error0.061%
中位数0.261%
Mode0.000%
Standard Deviation3.547%
Sample Variance12.578%
峰度4.70
偏度0.22
Range54.909%
Minimum-22.209%
Maximum32.700%
Count3355
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.724% 1757 52.37% 1.427%
负向 -2.585% 1521 45.34% -1.172%
Zero 0.000% 77 2.29% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 7.25%
12 1 Quarter 5.69%
52 1 Year 4.51%
156 3 Years 4.55%
260 5 Years 5.14%
520 10 Years 5.13%
1,040 20 Years 5.09%
2,600 50 Years 5.09%
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 3.46. Further, an Excess 峰度 of 27.06 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.29%00.00%0.00%
-4.29% to -1.95%00.00%0.00%
-1.95% to 0.39%00.00%0.00%
0.39% to 2.72%56516.84%16.84%
2.72% to 5.06%153045.59%62.43%
5.06% to 7.39%74822.29%84.71%
7.39% to 9.73%2868.52%93.24%
9.73% to 12.06%1273.78%97.02%
12.06% to 14.40%581.73%98.75%
Greater than 14.40%421.25%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.94%8.17% 83.82%68.27%
±2σ -1.17%11.29% 96.01%95.45%
±3σ -4.28%14.40% 98.75%99.73%
Descriptive Statistics
均值5.057%
Standard Error0.054%
中位数4.331%
Mode4.545%
Standard Deviation3.114%
Sample Variance9.700%
峰度27.06
偏度3.46
Range46.035%
Minimum0.840%
Maximum46.875%
Count3356
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.057% 3356 100.00% 5.057%
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 0.68. Further, an Excess 峰度 of 5.10 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -10.34%130.39%0.39%
-10.34% to -7.77%351.04%1.43%
-7.77% to -5.19%1273.78%5.21%
-5.19% to -2.62%45713.62%18.83%
-2.62% to -0.04%105431.41%50.24%
-0.04% to 2.53%105731.50%81.73%
2.53% to 5.10%43112.84%94.58%
5.10% to 7.68%1203.58%98.15%
7.68% to 10.25%371.10%99.26%
Greater than 10.25%250.74%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.48%3.39% 75.30%68.27%
±2σ -6.91%6.82% 95.29%95.45%
±3σ -10.34%10.25% 98.87%99.73%
Descriptive Statistics
均值-0.044%
Standard Error0.059%
中位数-0.088%
Mode0.000%
Standard Deviation3.432%
Sample Variance11.776%
峰度5.10
偏度0.68
Range44.393%
Minimum-14.552%
Maximum29.841%
Count3356
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.589% 1592 47.44% 1.228%
负向 -2.523% 1693 50.45% -1.273%
Zero 0.000% 71 2.12% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.42. Further, an Excess 峰度 of 2.28 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -19.04%10.13%0.13%
-19.04% to -14.02%101.30%1.43%
-14.02% to -8.99%364.67%6.10%
-8.99% to -3.97%9812.71%18.81%
-3.97% to 1.05%24031.13%49.94%
1.05% to 6.08%24131.26%81.19%
6.08% to 11.10%10012.97%94.16%
11.10% to 16.13%314.02%98.18%
16.13% to 21.15%50.65%98.83%
Greater than 21.15%91.17%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.64%7.75% 74.32%68.27%
±2σ -12.34%14.45% 95.07%95.45%
±3σ -19.04%21.15% 98.70%99.73%
Descriptive Statistics
均值1.055%
Standard Error0.241%
中位数1.091%
Mode0.000%
Standard Deviation6.699%
Sample Variance44.874%
峰度2.28
偏度0.42
Range58.666%
Minimum-22.370%
Maximum36.296%
Count771
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.411% 435 56.42% 3.053%
负向 -4.682% 329 42.67% -1.998%
Zero 0.000% 7 0.91% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 13.10%
12 1 Year 9.70%
36 3 Years 9.49%
60 5 Years 10.96%
120 10 Years 11.00%
240 20 Years 10.76%
600 50 Years 10.71%
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 4.38. Further, an Excess 峰度 of 37.91 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -9.11%00.00%0.00%
-9.11% to -4.02%00.00%0.00%
-4.02% to 1.06%00.00%0.00%
1.06% to 6.15%11715.16%15.16%
6.15% to 11.23%36146.76%61.92%
11.23% to 16.32%19124.74%86.66%
16.32% to 21.40%607.77%94.43%
21.40% to 26.49%232.98%97.41%
26.49% to 31.58%111.42%98.83%
Greater than 31.58%91.17%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 4.45%18.01% 86.92%68.27%
±2σ -2.33%24.80% 97.02%95.45%
±3σ -9.11%31.58% 98.83%99.73%
Descriptive Statistics
均值11.233%
Standard Error0.244%
中位数9.822%
Mode12.500%
Standard Deviation6.781%
Sample Variance45.986%
峰度37.91
偏度4.38
Range89.468%
Minimum2.431%
Maximum91.899%
Count772
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 11.233% 772 100.00% 11.233%
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 0.30. Further, an Excess 峰度 of 1.69 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -19.89%30.39%0.39%
-19.89% to -14.99%60.78%1.17%
-14.99% to -10.09%354.53%5.70%
-10.09% to -5.20%10313.34%19.04%
-5.20% to -0.29%26834.72%53.76%
-0.29% to 4.61%20426.42%80.18%
4.61% to 9.50%10313.34%93.52%
9.50% to 14.40%324.15%97.67%
14.40% to 19.30%121.55%99.22%
Greater than 19.30%60.78%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -6.83%6.24% 73.70%68.27%
±2σ -13.36%12.77% 94.95%95.45%
±3σ -19.89%19.30% 98.83%99.73%
Descriptive Statistics
均值-0.295%
Standard Error0.235%
中位数-0.780%
Mode0.000%
Standard Deviation6.533%
Sample Variance42.685%
峰度1.69
偏度0.30
Range56.276%
Minimum-26.522%
Maximum29.754%
Count772
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.242% 339 43.91% 2.302%
负向 -4.705% 426 55.18% -2.596%
Zero 0.000% 7 0.91% 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 0.29 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -26.15%00.00%0.00%
-26.15% to -18.87%31.17%1.17%
-18.87% to -11.58%145.45%6.61%
-11.58% to -4.30%4115.95%22.57%
-4.30% to 2.98%6926.85%49.42%
2.98% to 10.27%7629.57%78.99%
10.27% to 17.55%3513.62%92.61%
17.55% to 24.84%155.84%98.44%
24.84% to 32.12%31.17%99.61%
Greater than 32.12%10.39%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -6.73%12.70% 70.04%68.27%
±2σ -16.44%22.41% 94.55%95.45%
±3σ -26.15%32.12% 99.61%99.73%
Descriptive Statistics
均值2.984%
Standard Error0.606%
中位数3.306%
Mode-25.936%
Standard Deviation9.712%
Sample Variance94.320%
峰度0.29
偏度0.16
Range60.864%
Minimum-25.936%
Maximum34.928%
Count257
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 8.728% 161 62.65% 5.468%
负向 -6.649% 96 37.35% -2.484%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 17.41%
12 3 Years 15.64%
20 5 Years 18.47%
40 10 Years 18.56%
80 20 Years 18.35%
200 50 Years 18.29%
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 4.13. Further, an Excess 峰度 of 28.54 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -14.25%00.00%0.00%
-14.25% to -5.70%00.00%0.00%
-5.70% to 2.86%00.00%0.00%
2.86% to 11.41%3814.73%14.73%
11.41% to 19.96%12046.51%61.24%
19.96% to 28.51%6625.58%86.82%
28.51% to 37.07%228.53%95.35%
37.07% to 45.62%83.10%98.45%
45.62% to 54.17%00.00%98.45%
Greater than 54.17%41.55%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 8.56%31.36% 86.05%68.27%
±2σ -2.85%42.77% 98.06%95.45%
±3σ -14.25%54.17% 98.45%99.73%
Descriptive Statistics
均值19.961%
Standard Error0.710%
中位数17.723%
Mode10.575%
Standard Deviation11.403%
Sample Variance130.036%
峰度28.54
偏度4.13
Range112.503%
Minimum5.714%
Maximum118.217%
Count258
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 19.961% 258 100.00% 19.961%
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 0.52. Further, an Excess 峰度 of 1.06 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -29.11%00.00%0.00%
-29.11% to -22.14%10.39%0.39%
-22.14% to -15.16%166.20%6.59%
-15.16% to -8.19%3513.57%20.16%
-8.19% to -1.21%8733.72%53.88%
-1.21% to 5.77%7127.52%81.40%
5.77% to 12.74%3212.40%93.80%
12.74% to 19.72%114.26%98.06%
19.72% to 26.69%41.55%99.61%
Greater than 26.69%10.39%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -10.51%8.09% 70.16%68.27%
±2σ -19.81%17.39% 94.96%95.45%
±3σ -29.11%26.69% 99.61%99.73%
Descriptive Statistics
均值-1.210%
Standard Error0.579%
中位数-2.391%
Mode0.000%
Standard Deviation9.301%
Sample Variance86.515%
峰度1.06
偏度0.52
Range63.341%
Minimum-24.749%
Maximum38.592%
Count258
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 7.545% 105 40.70% 3.071%
负向 -7.315% 151 58.53% -4.281%
Zero 0.000% 2 0.78% 0.000%