DAL 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	3.22%	3.26%	2.82%	3.45%	2.77%	2.90%	66.58	70.38	64.76	72.36
周度	7.05%	8.38%	6.91%	8.12%	6.11%	6.39%	64.39	72.76	60.58	77.34
月度	12.56%	19.67%	13.76%	17.75%	12.71%	13.29%	60.28	77.73	53.08	88.27
季度	21.08%	37.52%	25.71%	33.11%	22.02%	23.02%	54.92	85.31	44.07	106.33
Annual	—	—	—	—	44.04%	46.05%	44.07	106.33	28.37	165.17
Option Time Horizon	—	—	—	—	16.78%	17.55%	57.87	80.96	48.93	95.75

Calculation Notes: Computed at 2026-04-26T02:48 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $68.45 | Strike (K): $70.00 (first OTM call ≥ spot) | Observed Mid-价格: $4.0500 (Bid $3.9500 / Ask $4.1500) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.82% | Binomial IV (Annual): 44.04% (CRR binomial tree, American, n=20 steps) | BS IV: 44.40% (European Black-Scholes) | Yahoo IV (Annual): 46.05% → 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
2026-02-26	$0.1880
2025-10-16	$0.1880
2025-07-31	$0.1880
2025-05-13	$0.1500
2025-02-27	$0.1500
2024-10-10	$0.1500
2024-07-30	$0.1500
2024-05-13	$0.1000
2024-02-23	$0.1000
2023-10-11	$0.1000
2023-07-14	$0.1000
2020-02-19	$0.4030
2019-10-23	$0.4030
2019-07-24	$0.4030
2019-05-01	$0.3500
2019-02-28	$0.3500
2018-11-06	$0.3500
2018-07-25	$0.3500
2018-05-10	$0.3050
2018-02-22	$0.3050
2017-11-16	$0.3050
2017-08-21	$0.3050
2017-05-17	$0.2030
2017-02-22	$0.2030
2016-11-08	$0.2030
2016-08-10	$0.2030
2016-05-09	$0.1350
2016-02-12	$0.1350
2015-11-04	$0.1350
2015-08-05	$0.1350
2015-05-06	$0.0900
2015-02-18	$0.0900
2014-11-05	$0.0900
2014-08-06	$0.0900
2014-05-07	$0.0600
2014-02-19	$0.0600
2013-11-04	$0.0600
2013-08-07	$0.0600

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.34. Further, an Excess 峰度 of 9.30 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -9.57%	40	0.84%	0.84%
-9.57% to -7.16%	46	0.96%	1.80%
-7.16% to -4.75%	129	2.70%	4.50%
-4.75% to -2.33%	495	10.37%	14.87%
-2.33% to 0.08%	1705	35.71%	50.59%
0.08% to 2.49%	1660	34.77%	85.36%
2.49% to 4.91%	488	10.22%	95.58%
4.91% to 7.32%	121	2.53%	98.11%
7.32% to 9.73%	39	0.82%	98.93%
Greater than 9.73%	51	1.07%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.14%	3.30%	80.73%	68.27%
±2σ	-6.35%	6.51%	95.25%	95.45%
±3σ	-9.57%	9.73%	98.09%	99.73%

Descriptive Statistics

均值	0.080%
Standard Error	0.047%
中位数	0.066%
Mode	0.000%
Standard Deviation	3.217%
Sample Variance	10.351%
峰度	9.30
偏度	0.34
Range	52.544%
Minimum	-25.992%
Maximum	26.552%
Count	4774

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.151%	2426	50.82%	1.093%
负向	-2.099%	2305	48.28%	-1.013%
Zero	0.000%	43	0.90%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	3.15%
20	1 Month	4.30%
60	1 Quarter	4.47%
250	1 Year	3.67%
750	3 Years	3.32%
1,250	5 Years	3.45%
2,500	10 Years	3.32%
5,000	20 Years	4.10%
12,500	50 Years	4.10%

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 3.91. Further, an Excess 峰度 of 28.46 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -5.84%	0	0.00%	0.00%
-5.84% to -3.40%	0	0.00%	0.00%
-3.40% to -0.95%	0	0.00%	0.00%
-0.95% to 1.49%	385	8.06%	8.06%
1.49% to 3.94%	2874	60.19%	68.25%
3.94% to 6.38%	921	19.29%	87.54%
6.38% to 8.83%	288	6.03%	93.57%
8.83% to 11.27%	132	2.76%	96.34%
11.27% to 13.72%	74	1.55%	97.88%
Greater than 13.72%	101	2.12%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.68%	7.20%	89.97%	68.27%
±2σ	-2.58%	10.46%	95.62%	95.45%
±3σ	-5.84%	13.72%	97.88%	99.73%

Descriptive Statistics

均值	3.939%
Standard Error	0.047%
中位数	3.019%
Mode	1.925%
Standard Deviation	3.260%
Sample Variance	10.626%
峰度	28.46
偏度	3.91
Range	55.325%
Minimum	0.644%
Maximum	55.969%
Count	4775

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.939%	4775	100.00%	3.939%
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 0.93. Further, an Excess 峰度 of 11.32 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -8.36%	29	0.61%	0.61%
-8.36% to -6.24%	50	1.05%	1.65%
-6.24% to -4.12%	122	2.55%	4.21%
-4.12% to -2.00%	525	10.99%	15.20%
-2.00% to 0.11%	1765	36.96%	52.17%
0.11% to 2.23%	1604	33.59%	85.76%
2.23% to 4.35%	450	9.42%	95.18%
4.35% to 6.46%	127	2.66%	97.84%
6.46% to 8.58%	53	1.11%	98.95%
Greater than 8.58%	50	1.05%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.71%	2.94%	80.82%	68.27%
±2σ	-5.53%	5.76%	95.08%	95.45%
±3σ	-8.36%	8.58%	98.35%	99.73%

Descriptive Statistics

均值	0.113%
Standard Error	0.041%
中位数	0.017%
Mode	0.000%
Standard Deviation	2.823%
Sample Variance	7.968%
峰度	11.32
偏度	0.93
Range	50.282%
Minimum	-19.459%
Maximum	30.823%
Count	4775

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.966%	2390	50.05%	0.984%
负向	-1.771%	2347	49.15%	-0.870%
Zero	0.000%	38	0.80%	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 0.81. Further, an Excess 峰度 of 8.51 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -20.76%	8	0.81%	0.81%
-20.76% to -15.48%	10	1.01%	1.82%
-15.48% to -10.19%	30	3.03%	4.85%
-10.19% to -4.91%	103	10.40%	15.25%
-4.91% to 0.38%	351	35.45%	50.71%
0.38% to 5.67%	343	34.65%	85.35%
5.67% to 10.95%	98	9.90%	95.25%
10.95% to 16.24%	31	3.13%	98.38%
16.24% to 21.52%	6	0.61%	98.99%
Greater than 21.52%	10	1.01%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.67%	7.43%	80.71%	68.27%
±2σ	-13.71%	14.48%	95.15%	95.45%
±3σ	-20.76%	21.52%	98.18%	99.73%

Descriptive Statistics

均值	0.381%
Standard Error	0.224%
中位数	0.215%
Mode	-1.056%
Standard Deviation	7.048%
Sample Variance	49.670%
峰度	8.51
偏度	0.81
Range	88.342%
Minimum	-37.950%
Maximum	50.392%
Count	990

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.941%	506	51.11%	2.525%
负向	-4.413%	481	48.59%	-2.144%
Zero	0.000%	3	0.30%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	9.91%
12	1 Quarter	10.55%
52	1 Year	8.55%
156	3 Years	7.78%
260	5 Years	8.12%
520	10 Years	7.80%
1,040	20 Years	9.39%
2,600	50 Years	9.39%

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 3.71. Further, an Excess 峰度 of 21.66 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -15.16%	0	0.00%	0.00%
-15.16% to -8.88%	0	0.00%	0.00%
-8.88% to -2.59%	0	0.00%	0.00%
-2.59% to 3.70%	75	7.57%	7.57%
3.70% to 9.98%	614	61.96%	69.53%
9.98% to 16.27%	188	18.97%	88.50%
16.27% to 22.56%	52	5.25%	93.74%
22.56% to 28.85%	24	2.42%	96.17%
28.85% to 35.13%	17	1.72%	97.88%
Greater than 35.13%	21	2.12%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.60%	18.37%	90.41%	68.27%
±2σ	-6.78%	26.75%	95.06%	95.45%
±3σ	-15.16%	35.13%	97.88%	99.73%

Descriptive Statistics

均值	9.984%
Standard Error	0.266%
中位数	7.592%
Mode	8.488%
Standard Deviation	8.383%
Sample Variance	70.273%
峰度	21.66
偏度	3.71
Range	93.120%
Minimum	1.592%
Maximum	94.712%
Count	991

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	9.984%	991	100.00%	9.984%
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 1.40. Further, an Excess 峰度 of 10.79 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -20.40%	6	0.61%	0.61%
-20.40% to -15.22%	5	0.50%	1.11%
-15.22% to -10.04%	27	2.72%	3.83%
-10.04% to -4.86%	116	11.71%	15.54%
-4.86% to 0.33%	371	37.44%	52.98%
0.33% to 5.51%	335	33.80%	86.78%
5.51% to 10.69%	73	7.37%	94.15%
10.69% to 15.87%	35	3.53%	97.68%
15.87% to 21.06%	8	0.81%	98.49%
Greater than 21.06%	15	1.51%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.58%	7.24%	81.63%	68.27%
±2σ	-13.49%	14.15%	95.36%	95.45%
±3σ	-20.40%	21.06%	97.88%	99.73%

Descriptive Statistics

均值	0.327%
Standard Error	0.220%
中位数	0.032%
Mode	0.000%
Standard Deviation	6.910%
Sample Variance	47.752%
峰度	10.79
偏度	1.40
Range	92.929%
Minimum	-29.878%
Maximum	63.051%
Count	991

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.800%	499	50.35%	2.417%
负向	-4.245%	488	49.24%	-2.090%
Zero	0.000%	4	0.40%	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 1.61 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -36.24%	2	0.88%	0.88%
-36.24% to -26.82%	5	2.20%	3.08%
-26.82% to -17.41%	5	2.20%	5.29%
-17.41% to -7.99%	31	13.66%	18.94%
-7.99% to 1.43%	74	32.60%	51.54%
1.43% to 10.85%	65	28.63%	80.18%
10.85% to 20.27%	34	14.98%	95.15%
20.27% to 29.68%	4	1.76%	96.92%
29.68% to 39.10%	6	2.64%	99.56%
Greater than 39.10%	1	0.44%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.13%	13.99%	77.97%	68.27%
±2σ	-23.68%	26.54%	93.39%	95.45%
±3σ	-36.24%	39.10%	98.68%	99.73%

Descriptive Statistics

均值	1.430%
Standard Error	0.833%
中位数	1.187%
Mode	-39.791%
Standard Deviation	12.557%
Sample Variance	157.675%
峰度	1.61
偏度	-0.01
Range	87.174%
Minimum	-39.791%
Maximum	47.383%
Count	227

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	10.118%	122	53.74%	5.438%
负向	-8.665%	105	46.26%	-4.008%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	17.96%
12	1 Year	17.57%
36	3 Years	17.26%
60	5 Years	17.75%
120	10 Years	16.97%
240	20 Years	20.14%
600	50 Years	20.14%

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 3.60. Further, an Excess 峰度 of 17.27 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -35.29%	0	0.00%	0.00%
-35.29% to -20.54%	0	0.00%	0.00%
-20.54% to -5.78%	0	0.00%	0.00%
-5.78% to 8.97%	6	2.63%	2.63%
8.97% to 23.73%	156	68.42%	71.05%
23.73% to 38.48%	38	16.67%	87.72%
38.48% to 53.23%	15	6.58%	94.30%
53.23% to 67.99%	6	2.63%	96.93%
67.99% to 82.75%	0	0.00%	96.93%
Greater than 82.75%	7	3.07%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	4.05%	43.40%	89.47%	68.27%
±2σ	-15.62%	63.07%	96.05%	95.45%
±3σ	-35.29%	82.74%	96.93%	99.73%

Descriptive Statistics

均值	23.726%
Standard Error	1.303%
中位数	17.730%
Mode	12.141%
Standard Deviation	19.673%
Sample Variance	387.025%
峰度	17.27
偏度	3.60
Range	156.213%
Minimum	5.410%
Maximum	161.623%
Count	228

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	23.726%	228	100.00%	23.726%
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 1.43. Further, an Excess 峰度 of 4.46 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -40.68%	0	0.00%	0.00%
-40.68% to -30.36%	1	0.44%	0.44%
-30.36% to -20.04%	7	3.07%	3.51%
-20.04% to -9.72%	35	15.35%	18.86%
-9.72% to 0.59%	84	36.84%	55.70%
0.59% to 10.91%	70	30.70%	86.40%
10.91% to 21.23%	17	7.46%	93.86%
21.23% to 31.55%	6	2.63%	96.49%
31.55% to 41.87%	4	1.75%	98.25%
Greater than 41.87%	4	1.75%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-13.16%	14.35%	79.39%	68.27%
±2σ	-26.92%	28.11%	95.18%	95.45%
±3σ	-40.68%	41.87%	98.25%	99.73%

Descriptive Statistics

均值	0.594%
Standard Error	0.911%
中位数	-1.008%
Mode	-5.159%
Standard Deviation	13.757%
Sample Variance	189.256%
峰度	4.46
偏度	1.43
Range	94.332%
Minimum	-30.419%
Maximum	63.913%
Count	228

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	11.077%	106	46.49%	5.150%
负向	-8.513%	122	53.51%	-4.555%
Zero	0.000%	0	0.00%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.09. Further, an Excess 峰度 of 1.28 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -58.92%	0	0.00%	0.00%
-58.92% to -43.11%	2	2.67%	2.67%
-43.11% to -27.30%	3	4.00%	6.67%
-27.30% to -11.49%	9	12.00%	18.67%
-11.49% to 4.32%	24	32.00%	50.67%
4.32% to 20.13%	21	28.00%	78.67%
20.13% to 35.94%	13	17.33%	96.00%
35.94% to 51.75%	2	2.67%	98.67%
51.75% to 67.56%	0	0.00%	98.67%
Greater than 67.56%	1	1.33%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-16.76%	25.40%	80.00%	68.27%
±2σ	-37.84%	46.48%	94.67%	95.45%
±3σ	-58.92%	67.56%	98.67%	99.73%

Descriptive Statistics

均值	4.316%
Standard Error	2.434%
中位数	3.886%
Mode	-53.195%
Standard Deviation	21.080%
Sample Variance	444.359%
峰度	1.28
偏度	-0.09
Range	124.484%
Minimum	-53.195%
Maximum	71.289%
Count	75

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	17.186%	45	60.00%	10.312%
负向	-14.989%	30	40.00%	-5.996%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	32.29%
12	3 Years	35.98%
20	5 Years	33.11%
40	10 Years	31.28%
80	20 Years	34.76%
200	50 Years	34.76%

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 2.62. Further, an Excess 峰度 of 7.55 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -66.14%	0	0.00%	0.00%
-66.14% to -38.00%	0	0.00%	0.00%
-38.00% to -9.86%	0	0.00%	0.00%
-9.86% to 18.27%	4	5.26%	5.26%
18.27% to 46.41%	49	64.47%	69.74%
46.41% to 74.55%	13	17.11%	86.84%
74.55% to 102.68%	4	5.26%	92.11%
102.68% to 130.82%	2	2.63%	94.74%
130.82% to 158.95%	2	2.63%	97.37%
Greater than 158.95%	2	2.63%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	8.89%	83.92%	88.16%	68.27%
±2σ	-28.62%	121.44%	93.42%	95.45%
±3σ	-66.14%	158.95%	97.37%	99.73%

Descriptive Statistics

均值	46.409%
Standard Error	4.303%
中位数	35.468%
Mode	14.558%
Standard Deviation	37.515%
Sample Variance	1407.344%
峰度	7.55
偏度	2.62
Range	199.735%
Minimum	14.558%
Maximum	214.293%
Count	76

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	46.409%	76	100.00%	46.409%
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 2.17. Further, an Excess 峰度 of 6.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -75.65%	0	0.00%	0.00%
-75.65% to -56.37%	0	0.00%	0.00%
-56.37% to -37.09%	1	1.32%	1.32%
-37.09% to -17.81%	14	18.42%	19.74%
-17.81% to 1.47%	33	43.42%	63.16%
1.47% to 20.75%	19	25.00%	88.16%
20.75% to 40.03%	4	5.26%	93.42%
40.03% to 59.31%	2	2.63%	96.05%
59.31% to 78.60%	1	1.32%	97.37%
Greater than 78.60%	2	2.63%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-24.24%	27.18%	84.21%	68.27%
±2σ	-49.94%	52.89%	94.74%	95.45%
±3σ	-75.65%	78.60%	97.37%	99.73%

Descriptive Statistics

均值	1.472%
Standard Error	2.949%
中位数	-2.519%
Mode	-41.619%
Standard Deviation	25.708%
Sample Variance	660.904%
峰度	6.82
偏度	2.17
Range	158.524%
Minimum	-41.619%
Maximum	116.905%
Count	76

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	23.283%	30	39.47%	9.191%
负向	-12.753%	46	60.53%	-7.719%
Zero	0.000%	0	0.00%	0.000%

DAL 深度分析报告