DBI 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	3.90%	3.65%	3.26%	5.94%	5.27%	5.29%	7.69	8.55	7.30	9.01
周度	8.11%	10.16%	8.07%	13.84%	11.61%	11.65%	7.22	9.11	6.43	10.23
月度	16.16%	32.60%	18.11%	29.55%	24.16%	24.24%	6.37	10.33	5.00	13.15
季度	28.67%	60.98%	25.25%	51.26%	41.85%	41.99%	5.34	12.32	3.51	18.73
Annual	—	—	—	—	83.70%	83.98%	3.51	18.73	1.52	43.26
Option Time Horizon	—	—	—	—	31.90%	32.00%	5.90	11.16	4.29	15.35

Calculation Notes: Computed at 2026-04-26T02:48 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $8.11 | Strike (K): $10.00 (first OTM call ≥ spot) | Observed Mid-价格: $0.4500 (Bid $0.3500 / Ask $0.5500) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 2.42% | Binomial IV (Annual): 83.70% (CRR binomial tree, American, n=20 steps) | BS IV: 84.58% (European Black-Scholes) | Yahoo IV (Annual): 83.98% → 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
2026-03-26	$0.0500
2025-12-05	$0.0500
2025-10-03	$0.0500
2025-06-05	$0.0500
2025-03-28	$0.0500
2024-12-06	$0.0500
2024-10-04	$0.0500
2024-06-05	$0.0500
2024-03-27	$0.0500
2023-11-29	$0.0500
2023-10-02	$0.0500
2023-06-26	$0.0500
2023-03-30	$0.0500
2022-12-12	$0.0500
2022-09-21	$0.0500
2022-06-21	$0.0500
2022-04-21	$0.0500
2020-03-27	$0.1000
2019-12-19	$0.2500
2019-09-19	$0.2500
2019-06-18	$0.2500
2019-03-29	$0.2500
2018-12-20	$0.2500
2018-09-21	$0.2500
2018-06-20	$0.2500
2018-03-22	$0.2500
2017-12-14	$0.2000
2017-09-18	$0.2000
2017-06-13	$0.2000
2017-03-15	$0.2000
2016-12-14	$0.2000
2016-09-14	$0.2000
2016-06-14	$0.2000
2016-03-30	$0.2000
2015-12-16	$0.2000
2015-09-16	$0.2000
2015-06-17	$0.2000
2015-03-18	$0.2000
2014-12-17	$0.1880
2014-09-17	$0.1880
2014-06-18	$0.1880
2014-04-02	$0.1880
2013-12-17	$0.1250
2013-09-18	$0.1250
2013-06-14	$0.1250
2012-12-13	$0.1800
2012-10-12	$1.0000
2012-09-14	$0.0900
2012-06-15	$0.0900
2012-03-16	$0.0750
2011-12-15	$0.0750
2011-09-16	$1.0750

收盘-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 2.14. Further, an Excess 峰度 of 56.27 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -11.64%	30	0.57%	0.57%
-11.64% to -8.71%	34	0.65%	1.22%
-8.71% to -5.78%	142	2.71%	3.93%
-5.78% to -2.85%	518	9.89%	13.82%
-2.85% to 0.07%	1940	37.04%	50.87%
0.07% to 3.00%	1861	35.54%	86.40%
3.00% to 5.93%	477	9.11%	95.51%
5.93% to 8.86%	138	2.64%	98.15%
8.86% to 11.79%	57	1.09%	99.24%
Greater than 11.79%	40	0.76%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.83%	3.98%	81.96%	68.27%
±2σ	-7.73%	7.88%	95.49%	95.45%
±3σ	-11.64%	11.79%	98.66%	99.73%

Descriptive Statistics

均值	0.075%
Standard Error	0.054%
中位数	0.018%
Mode	0.000%
Standard Deviation	3.905%
Sample Variance	15.245%
峰度	56.27
偏度	2.14
Range	125.072%
Minimum	-39.899%
Maximum	85.173%
Count	5237

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.499%	2620	50.03%	1.250%
负向	-2.401%	2563	48.94%	-1.175%
Zero	0.000%	54	1.03%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	4.80%
20	1 Month	6.10%
60	1 Quarter	6.88%
250	1 Year	7.29%
750	3 Years	6.43%
1,250	5 Years	5.94%
2,500	10 Years	5.45%
5,000	20 Years	4.65%
12,500	50 Years	4.60%

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 8.30. Further, an Excess 峰度 of 167.63 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -6.47%	0	0.00%	0.00%
-6.47% to -3.74%	0	0.00%	0.00%
-3.74% to -1.00%	0	0.00%	0.00%
-1.00% to 1.73%	515	9.83%	9.83%
1.73% to 4.46%	2840	54.22%	64.05%
4.46% to 7.20%	1200	22.91%	86.96%
7.20% to 9.93%	431	8.23%	95.19%
9.93% to 12.66%	123	2.35%	97.54%
12.66% to 15.40%	61	1.16%	98.70%
Greater than 15.40%	68	1.30%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.82%	8.11%	90.30%	68.27%
±2σ	-2.83%	11.75%	96.87%	95.45%
±3σ	-6.47%	15.40%	98.70%	99.73%

Descriptive Statistics

均值	4.464%
Standard Error	0.050%
中位数	3.638%
Mode	3.182%
Standard Deviation	3.645%
Sample Variance	13.287%
峰度	167.63
偏度	8.30
Range	105.273%
Minimum	0.609%
Maximum	105.882%
Count	5238

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.464%	5238	100.00%	4.464%
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 0.38. Further, an Excess 峰度 of 22.73 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -9.71%	31	0.59%	0.59%
-9.71% to -7.26%	56	1.07%	1.66%
-7.26% to -4.81%	164	3.13%	4.79%
-4.81% to -2.37%	567	10.82%	15.62%
-2.37% to 0.08%	1846	35.24%	50.86%
0.08% to 2.53%	1742	33.26%	84.12%
2.53% to 4.97%	575	10.98%	95.09%
4.97% to 7.42%	157	3.00%	98.09%
7.42% to 9.87%	66	1.26%	99.35%
Greater than 9.87%	34	0.65%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.18%	3.34%	79.00%	68.27%
±2σ	-6.45%	6.61%	94.96%	95.45%
±3σ	-9.71%	9.87%	98.76%	99.73%

Descriptive Statistics

均值	0.080%
Standard Error	0.045%
中位数	0.037%
Mode	0.000%
Standard Deviation	3.263%
Sample Variance	10.648%
峰度	22.73
偏度	0.38
Range	89.604%
Minimum	-45.486%
Maximum	44.118%
Count	5238

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.244%	2632	50.25%	1.128%
负向	-2.148%	2555	48.78%	-1.048%
Zero	0.000%	51	0.97%	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 0.84. Further, an Excess 峰度 of 12.25 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -24.00%	6	0.55%	0.55%
-24.00% to -17.92%	10	0.92%	1.47%
-17.92% to -11.84%	34	3.13%	4.60%
-11.84% to -5.76%	125	11.51%	16.11%
-5.76% to 0.33%	373	34.35%	50.46%
0.33% to 6.41%	381	35.08%	85.54%
6.41% to 12.49%	99	9.12%	94.66%
12.49% to 18.57%	37	3.41%	98.07%
18.57% to 24.66%	11	1.01%	99.08%
Greater than 24.66%	10	0.92%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.78%	8.43%	79.19%	68.27%
±2σ	-15.89%	16.54%	95.30%	95.45%
±3σ	-24.00%	24.65%	98.53%	99.73%

Descriptive Statistics

均值	0.325%
Standard Error	0.246%
中位数	0.201%
Mode	0.000%
Standard Deviation	8.110%
Sample Variance	65.766%
峰度	12.25
偏度	0.84
Range	129.529%
Minimum	-52.209%
Maximum	77.320%
Count	1086

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.597%	554	51.01%	2.855%
负向	-5.213%	527	48.53%	-2.530%
Zero	0.000%	5	0.46%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	14.98%
12	1 Quarter	15.07%
52	1 Year	18.03%
156	3 Years	15.27%
260	5 Years	13.84%
520	10 Years	12.70%
1,040	20 Years	10.82%
2,600	50 Years	10.69%

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 7.01. Further, an Excess 峰度 of 90.48 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -19.12%	0	0.00%	0.00%
-19.12% to -11.50%	0	0.00%	0.00%
-11.50% to -3.88%	0	0.00%	0.00%
-3.88% to 3.74%	63	5.80%	5.80%
3.74% to 11.36%	643	59.15%	64.95%
11.36% to 18.98%	250	23.00%	87.95%
18.98% to 26.61%	82	7.54%	95.49%
26.61% to 34.23%	25	2.30%	97.79%
34.23% to 41.85%	7	0.64%	98.44%
Greater than 41.85%	17	1.56%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.20%	21.52%	91.90%	68.27%
±2σ	-8.96%	31.69%	97.33%	95.45%
±3σ	-19.12%	41.85%	98.44%	99.73%

Descriptive Statistics

均值	11.363%
Standard Error	0.308%
中位数	9.037%
Mode	4.060%
Standard Deviation	10.162%
Sample Variance	103.268%
峰度	90.48
偏度	7.01
Range	171.821%
Minimum	1.665%
Maximum	173.486%
Count	1087

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	11.363%	1087	100.00%	11.363%
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 3.18. Further, an Excess 峰度 of 43.20 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -23.82%	5	0.46%	0.46%
-23.82% to -17.77%	4	0.37%	0.83%
-17.77% to -11.71%	36	3.31%	4.14%
-11.71% to -5.66%	110	10.12%	14.26%
-5.66% to 0.40%	441	40.57%	54.83%
0.40% to 6.45%	325	29.90%	84.73%
6.45% to 12.51%	117	10.76%	95.49%
12.51% to 18.57%	30	2.76%	98.25%
18.57% to 24.62%	11	1.01%	99.26%
Greater than 24.62%	8	0.74%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.67%	8.47%	81.05%	68.27%
±2σ	-15.75%	16.55%	95.86%	95.45%
±3σ	-23.82%	24.62%	98.80%	99.73%

Descriptive Statistics

均值	0.399%
Standard Error	0.245%
中位数	-0.148%
Mode	0.000%
Standard Deviation	8.074%
Sample Variance	65.188%
峰度	43.20
偏度	3.18
Range	149.430%
Minimum	-31.447%
Maximum	117.983%
Count	1087

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.754%	527	48.48%	2.790%
负向	-4.666%	557	51.24%	-2.391%
Zero	0.000%	3	0.28%	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 0.97. Further, an Excess 峰度 of 5.20 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -47.20%	1	0.40%	0.40%
-47.20% to -35.08%	1	0.40%	0.80%
-35.08% to -22.96%	10	4.00%	4.80%
-22.96% to -10.85%	31	12.40%	17.20%
-10.85% to 1.27%	93	37.20%	54.40%
1.27% to 13.39%	73	29.20%	83.60%
13.39% to 25.50%	31	12.40%	96.00%
25.50% to 37.62%	4	1.60%	97.60%
37.62% to 49.74%	2	0.80%	98.40%
Greater than 49.74%	4	1.60%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-14.89%	17.42%	75.60%	68.27%
±2σ	-31.04%	33.58%	95.60%	95.45%
±3σ	-47.20%	49.74%	98.00%	99.73%

Descriptive Statistics

均值	1.269%
Standard Error	1.022%
中位数	-0.054%
Mode	0.000%
Standard Deviation	16.156%
Sample Variance	261.021%
峰度	5.20
偏度	0.97
Range	145.016%
Minimum	-62.568%
Maximum	82.448%
Count	250

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	12.738%	122	48.80%	6.216%
负向	-9.817%	126	50.40%	-4.948%
Zero	0.000%	2	0.80%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	36.74%
12	1 Year	44.44%
36	3 Years	34.28%
60	5 Years	29.55%
120	10 Years	27.57%
240	20 Years	23.20%
600	50 Years	22.93%

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 9.69. Further, an Excess 峰度 of 124.00 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -70.05%	0	0.00%	0.00%
-70.05% to -45.60%	0	0.00%	0.00%
-45.60% to -21.15%	0	0.00%	0.00%
-21.15% to 3.29%	0	0.00%	0.00%
3.29% to 27.74%	163	64.94%	64.94%
27.74% to 52.19%	68	27.09%	92.03%
52.19% to 76.64%	12	4.78%	96.81%
76.64% to 101.08%	5	1.99%	98.80%
101.08% to 125.53%	2	0.80%	99.60%
Greater than 125.53%	1	0.40%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.85%	60.34%	94.42%	68.27%
±2σ	-37.45%	92.93%	98.01%	95.45%
±3σ	-70.05%	125.53%	99.60%	99.73%

Descriptive Statistics

均值	27.741%
Standard Error	2.057%
中位数	21.641%
Mode	15.682%
Standard Deviation	32.596%
Sample Variance	1062.490%
峰度	124.00
偏度	9.69
Range	454.610%
Minimum	5.005%
Maximum	459.615%
Count	251

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	27.741%	251	100.00%	27.741%
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 3.43. Further, an Excess 峰度 of 30.52 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -52.80%	0	0.00%	0.00%
-52.80% to -39.22%	2	0.80%	0.80%
-39.22% to -25.64%	6	2.39%	3.19%
-25.64% to -12.06%	34	13.55%	16.73%
-12.06% to 1.52%	98	39.04%	55.78%
1.52% to 15.10%	72	28.69%	84.46%
15.10% to 28.68%	28	11.16%	95.62%
28.68% to 42.25%	8	3.19%	98.80%
42.25% to 55.83%	2	0.80%	99.60%
Greater than 55.83%	1	0.40%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-16.59%	19.62%	81.67%	68.27%
±2σ	-34.70%	37.73%	96.41%	95.45%
±3σ	-52.80%	55.83%	99.60%	99.73%

Descriptive Statistics

均值	1.516%
Standard Error	1.143%
中位数	0.504%
Mode	-43.418%
Standard Deviation	18.106%
Sample Variance	327.827%
峰度	30.52
偏度	3.43
Range	214.904%
Minimum	-43.418%
Maximum	171.486%
Count	251

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	12.484%	130	51.79%	6.466%
负向	-10.268%	121	48.21%	-4.950%
Zero	0.000%	0	0.00%	0.000%

收盘-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 3.12. Further, an Excess 峰度 of 18.42 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -82.97%	0	0.00%	0.00%
-82.97% to -61.48%	0	0.00%	0.00%
-61.48% to -39.98%	2	2.41%	2.41%
-39.98% to -18.47%	9	10.84%	13.25%
-18.47% to 3.03%	35	42.17%	55.42%
3.03% to 24.53%	26	31.33%	86.75%
24.53% to 46.03%	9	10.84%	97.59%
46.03% to 67.53%	0	0.00%	97.59%
67.53% to 89.03%	1	1.20%	98.80%
Greater than 89.03%	1	1.20%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-25.64%	31.69%	85.54%	68.27%
±2σ	-54.31%	60.36%	96.39%	95.45%
±3σ	-82.98%	89.03%	98.80%	99.73%

Descriptive Statistics

均值	3.026%
Standard Error	3.147%
中位数	0.786%
Mode	-54.717%
Standard Deviation	28.667%
Sample Variance	821.771%
峰度	18.42
偏度	3.12
Range	237.627%
Minimum	-54.717%
Maximum	182.910%
Count	83

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	19.875%	43	51.81%	10.297%
负向	-15.087%	40	48.19%	-7.271%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	89.51%
12	3 Years	61.17%
20	5 Years	51.26%
40	10 Years	49.43%
80	20 Years	40.71%
200	50 Years	40.42%

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 5.67. Further, an Excess 峰度 of 40.15 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -128.12%	0	0.00%	0.00%
-128.12% to -82.38%	0	0.00%	0.00%
-82.38% to -36.64%	0	0.00%	0.00%
-36.64% to 9.10%	0	0.00%	0.00%
9.10% to 54.84%	60	71.43%	71.43%
54.84% to 100.58%	19	22.62%	94.05%
100.58% to 146.32%	2	2.38%	96.43%
146.32% to 192.06%	1	1.19%	97.62%
192.06% to 237.79%	1	1.19%	98.81%
Greater than 237.79%	1	1.19%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.14%	115.83%	94.05%	68.27%
±2σ	-67.13%	176.81%	97.62%	95.45%
±3σ	-128.11%	237.79%	98.81%	99.73%

Descriptive Statistics

均值	54.840%
Standard Error	6.654%
中位数	38.672%
Mode	15.682%
Standard Deviation	60.985%
Sample Variance	3719.182%
峰度	40.15
偏度	5.67
Range	500.087%
Minimum	15.682%
Maximum	515.769%
Count	84

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	54.840%	84	100.00%	54.840%
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 1.54. Further, an Excess 峰度 of 6.46 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -72.49%	0	0.00%	0.00%
-72.49% to -53.55%	1	1.19%	1.19%
-53.55% to -34.61%	1	1.19%	2.38%
-34.61% to -15.67%	13	15.48%	17.86%
-15.67% to 3.27%	34	40.48%	58.33%
3.27% to 22.20%	23	27.38%	85.71%
22.20% to 41.14%	7	8.33%	94.05%
41.14% to 60.08%	3	3.57%	97.62%
60.08% to 79.02%	1	1.19%	98.81%
Greater than 79.02%	1	1.19%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-21.98%	28.52%	80.95%	68.27%
±2σ	-47.24%	53.77%	95.24%	95.45%
±3σ	-72.49%	79.02%	98.81%	99.73%

Descriptive Statistics

均值	3.266%
Standard Error	2.755%
中位数	0.220%
Mode	-63.510%
Standard Deviation	25.251%
Sample Variance	637.590%
峰度	6.46
偏度	1.54
Range	189.022%
Minimum	-63.510%
Maximum	125.512%
Count	84

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	19.909%	43	51.19%	10.191%
负向	-14.190%	41	48.81%	-6.926%
Zero	0.000%	0	0.00%	0.000%

DBI 深度分析报告