DG 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	1.84%	1.28%	1.49%	2.68%	2.78%	2.92%	117.40	124.12	114.18	127.62
周度	3.90%	3.63%	4.01%	6.36%	6.13%	6.43%	113.54	128.34	106.79	136.44
月度	7.80%	6.44%	8.21%	14.31%	12.75%	13.38%	106.26	137.13	93.54	155.78
季度	13.80%	12.67%	14.51%	27.76%	22.09%	23.18%	96.79	150.54	77.61	187.75
Annual	—	—	—	—	44.17%	46.36%	77.61	187.75	49.89	292.03
Option Time Horizon	—	—	—	—	16.83%	17.67%	102.01	142.84	86.21	169.02

Calculation Notes: Computed at 2026-04-26T02:47 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $120.71 | Strike (K): $125.00 (first OTM call ≥ spot) | Observed Mid-价格: $6.4750 (Bid $6.2000 / Ask $6.7500) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 1.93% | Binomial IV (Annual): 44.17% (CRR binomial tree, American, n=20 steps) | BS IV: 44.71% (European Black-Scholes) | Yahoo IV (Annual): 46.36% → 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
2026-04-07	$0.5900
2026-01-06	$0.5900
2025-10-07	$0.5900
2025-07-08	$0.5900
2025-04-08	$0.5900
2025-01-07	$0.5900
2024-10-08	$0.5900
2024-07-09	$0.5900
2024-04-08	$0.5900
2024-01-08	$0.5900
2023-10-06	$0.5900
2023-07-10	$0.5900
2023-04-10	$0.5900
2022-12-30	$0.5500
2022-10-03	$0.5500
2022-07-01	$0.5500
2022-04-04	$0.5500
2022-01-03	$0.4200
2021-10-04	$0.4200
2021-07-02	$0.4200
2021-04-05	$0.4200
2021-01-04	$0.3600
2020-10-05	$0.3600
2020-07-06	$0.3600
2020-04-06	$0.3600
2020-01-06	$0.3200
2019-10-07	$0.3200
2019-07-08	$0.3200
2019-04-08	$0.3200
2019-01-07	$0.2900
2018-10-05	$0.2900
2018-07-09	$0.2900
2018-04-09	$0.2900
2018-01-08	$0.2600
2017-10-06	$0.2600
2017-07-07	$0.2600
2017-04-07	$0.2600
2016-12-19	$0.2500
2016-09-12	$0.2500
2016-06-13	$0.2500
2016-03-24	$0.2500
2015-12-21	$0.2200
2015-09-14	$0.2200
2015-06-15	$0.2200
2015-04-06	$0.2200

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals 高ly Left Skewed (Extreme 负向 Tail Risk) with a 偏度 factor of -1.45. Further, an Excess 峰度 of 34.55 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -5.45%	26	0.63%	0.63%
-5.45% to -4.07%	30	0.73%	1.35%
-4.07% to -2.69%	115	2.78%	4.14%
-2.69% to -1.32%	452	10.93%	15.07%
-1.32% to 0.06%	1473	35.63%	50.70%
0.06% to 1.44%	1406	34.01%	84.71%
1.44% to 2.81%	463	11.20%	95.91%
2.81% to 4.19%	112	2.71%	98.62%
4.19% to 5.57%	34	0.82%	99.44%
Greater than 5.57%	23	0.56%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.78%	1.90%	80.58%	68.27%
±2σ	-3.61%	3.73%	96.08%	95.45%
±3σ	-5.45%	5.57%	98.81%	99.73%

Descriptive Statistics

均值	0.061%
Standard Error	0.029%
中位数	0.043%
Mode	0.000%
Standard Deviation	1.836%
Sample Variance	3.370%
峰度	34.55
偏度	-1.45
Range	47.995%
Minimum	-32.146%
Maximum	15.849%
Count	4134

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.237%	2108	50.99%	0.631%
负向	-1.175%	2004	48.48%	-0.570%
Zero	0.000%	22	0.53%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	2.47%
20	1 Month	3.16%
60	1 Quarter	3.29%
250	1 Year	2.92%
750	3 Years	3.00%
1,250	5 Years	2.68%
2,500	10 Years	2.41%
5,000	20 Years	2.34%
12,500	50 Years	2.34%

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 2.92. Further, an Excess 峰度 of 16.34 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -1.62%	0	0.00%	0.00%
-1.62% to -0.65%	0	0.00%	0.00%
-0.65% to 0.31%	0	0.00%	0.00%
0.31% to 1.27%	687	16.61%	16.61%
1.27% to 2.23%	1912	46.24%	62.85%
2.23% to 3.19%	897	21.69%	84.55%
3.19% to 4.16%	366	8.85%	93.40%
4.16% to 5.12%	141	3.41%	96.81%
5.12% to 6.08%	57	1.38%	98.19%
Greater than 6.08%	75	1.81%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.95%	3.52%	83.65%	68.27%
±2σ	-0.33%	4.80%	95.72%	95.45%
±3σ	-1.62%	6.08%	98.19%	99.73%

Descriptive Statistics

均值	2.233%
Standard Error	0.020%
中位数	1.900%
Mode	1.639%
Standard Deviation	1.283%
Sample Variance	1.647%
峰度	16.34
偏度	2.92
Range	14.976%
Minimum	0.500%
Maximum	15.476%
Count	4135

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.233%	4135	100.00%	2.233%
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 0.33. Further, an Excess 峰度 of 5.42 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -4.48%	23	0.56%	0.56%
-4.48% to -3.36%	49	1.19%	1.74%
-3.36% to -2.24%	147	3.56%	5.30%
-2.24% to -1.12%	514	12.43%	17.73%
-1.12% to -0.01%	1370	33.13%	50.86%
-0.01% to 1.11%	1297	31.37%	82.22%
1.11% to 2.23%	504	12.19%	94.41%
2.23% to 3.35%	162	3.92%	98.33%
3.35% to 4.46%	39	0.94%	99.27%
Greater than 4.46%	30	0.73%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.50%	1.48%	75.99%	68.27%
±2σ	-2.99%	2.97%	94.97%	95.45%
±3σ	-4.48%	4.46%	98.72%	99.73%

Descriptive Statistics

均值	-0.007%
Standard Error	0.023%
中位数	-0.032%
Mode	0.000%
Standard Deviation	1.490%
Sample Variance	2.220%
峰度	5.42
偏度	0.33
Range	23.229%
Minimum	-10.762%
Maximum	12.467%
Count	4135

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.091%	2015	48.73%	0.532%
负向	-1.058%	2104	50.88%	-0.538%
Zero	0.000%	16	0.39%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Left Skewed (负向 Asymmetry) with a 偏度 factor of -0.68. Further, an Excess 峰度 of 9.94 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -11.41%	6	0.70%	0.70%
-11.41% to -8.48%	6	0.70%	1.40%
-8.48% to -5.56%	19	2.21%	3.61%
-5.56% to -2.64%	115	13.40%	17.02%
-2.64% to 0.29%	304	35.43%	52.45%
0.29% to 3.21%	260	30.30%	82.75%
3.21% to 6.13%	108	12.59%	95.34%
6.13% to 9.06%	23	2.68%	98.02%
9.06% to 11.98%	9	1.05%	99.07%
Greater than 11.98%	8	0.93%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.61%	4.19%	79.14%	68.27%
±2σ	-7.51%	8.08%	95.80%	95.45%
±3σ	-11.41%	11.98%	98.37%	99.73%

Descriptive Statistics

均值	0.288%
Standard Error	0.133%
中位数	0.138%
Mode	-0.662%
Standard Deviation	3.898%
Sample Variance	15.198%
峰度	9.94
偏度	-0.68
Range	50.739%
Minimum	-33.272%
Maximum	17.467%
Count	858

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.840%	451	52.56%	1.493%
负向	-2.553%	405	47.20%	-1.205%
Zero	0.000%	2	0.23%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	7.65%
12	1 Quarter	7.67%
52	1 Year	6.90%
156	3 Years	7.19%
260	5 Years	6.36%
520	10 Years	5.63%
1,040	20 Years	5.41%
2,600	50 Years	5.41%

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 4.57. Further, an Excess 峰度 of 39.59 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -5.35%	0	0.00%	0.00%
-5.35% to -2.63%	0	0.00%	0.00%
-2.63% to 0.09%	0	0.00%	0.00%
0.09% to 2.82%	99	11.53%	11.53%
2.82% to 5.54%	450	52.39%	63.91%
5.54% to 8.26%	199	23.17%	87.08%
8.26% to 10.99%	60	6.98%	94.06%
10.99% to 13.71%	29	3.38%	97.44%
13.71% to 16.43%	10	1.16%	98.60%
Greater than 16.43%	12	1.40%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.91%	9.17%	89.17%	68.27%
±2σ	-1.72%	12.80%	96.86%	95.45%
±3σ	-5.35%	16.43%	98.60%	99.73%

Descriptive Statistics

均值	5.540%
Standard Error	0.124%
中位数	4.707%
Mode	2.378%
Standard Deviation	3.631%
Sample Variance	13.184%
峰度	39.59
偏度	4.57
Range	50.197%
Minimum	1.496%
Maximum	51.693%
Count	859

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.540%	859	100.00%	5.540%
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 2.78. Further, an Excess 峰度 of 32.18 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -12.11%	4	0.47%	0.47%
-12.11% to -9.10%	9	1.05%	1.51%
-9.10% to -6.08%	16	1.86%	3.38%
-6.08% to -3.07%	103	11.99%	15.37%
-3.07% to -0.06%	317	36.90%	52.27%
-0.06% to 2.95%	281	32.71%	84.98%
2.95% to 5.96%	103	11.99%	96.97%
5.96% to 8.97%	16	1.86%	98.84%
8.97% to 11.98%	4	0.47%	99.30%
Greater than 11.98%	6	0.70%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.08%	3.95%	81.26%	68.27%
±2σ	-8.09%	7.97%	96.39%	95.45%
±3σ	-12.11%	11.98%	98.84%	99.73%

Descriptive Statistics

均值	-0.063%
Standard Error	0.137%
中位数	-0.175%
Mode	-4.910%
Standard Deviation	4.015%
Sample Variance	16.120%
峰度	32.18
偏度	2.78
Range	65.507%
Minimum	-15.658%
Maximum	49.849%
Count	859

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.704%	407	47.38%	1.281%
负向	-2.554%	452	52.62%	-1.344%
Zero	0.000%	0	0.00%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Left Skewed (负向 Asymmetry) with a 偏度 factor of -0.57. Further, an Excess 峰度 of 1.94 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -22.17%	4	2.03%	2.03%
-22.17% to -16.32%	1	0.51%	2.54%
-16.32% to -10.47%	4	2.03%	4.57%
-10.47% to -4.62%	28	14.21%	18.78%
-4.62% to 1.23%	61	30.96%	49.75%
1.23% to 7.08%	58	29.44%	79.19%
7.08% to 12.93%	30	15.23%	94.42%
12.93% to 18.78%	10	5.08%	99.49%
18.78% to 24.63%	1	0.51%	100.00%
Greater than 24.63%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.57%	9.03%	73.60%	68.27%
±2σ	-14.37%	16.83%	95.43%	95.45%
±3σ	-22.17%	24.63%	97.97%	99.73%

Descriptive Statistics

均值	1.231%
Standard Error	0.556%
中位数	1.363%
Mode	7.398%
Standard Deviation	7.801%
Sample Variance	60.853%
峰度	1.94
偏度	-0.57
Range	52.344%
Minimum	-31.082%
Maximum	21.262%
Count	197

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.357%	112	56.85%	3.614%
负向	-5.522%	85	43.15%	-2.383%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	15.77%
12	1 Year	15.84%
36	3 Years	16.35%
60	5 Years	14.31%
120	10 Years	12.52%
240	20 Years	11.95%
600	50 Years	11.95%

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 2.31. Further, an Excess 峰度 of 9.17 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -6.58%	0	0.00%	0.00%
-6.58% to -1.75%	0	0.00%	0.00%
-1.75% to 3.08%	0	0.00%	0.00%
3.08% to 7.91%	35	17.68%	17.68%
7.91% to 12.74%	83	41.92%	59.60%
12.74% to 17.57%	49	24.75%	84.34%
17.57% to 22.40%	18	9.09%	93.43%
22.40% to 27.23%	5	2.53%	95.96%
27.23% to 32.06%	2	1.01%	96.97%
Greater than 32.06%	6	3.03%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	6.30%	19.18%	81.31%	68.27%
±2σ	-0.14%	25.62%	95.45%	95.45%
±3σ	-6.58%	32.06%	96.97%	99.73%

Descriptive Statistics

均值	12.739%
Standard Error	0.458%
中位数	11.240%
Mode	13.395%
Standard Deviation	6.441%
Sample Variance	41.492%
峰度	9.17
偏度	2.31
Range	49.935%
Minimum	3.645%
Maximum	53.580%
Count	198

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	12.739%	198	100.00%	12.739%
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 1.60. Further, an Excess 峰度 of 6.58 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -25.18%	0	0.00%	0.00%
-25.18% to -19.03%	0	0.00%	0.00%
-19.03% to -12.87%	9	4.55%	4.55%
-12.87% to -6.72%	27	13.64%	18.18%
-6.72% to -0.56%	69	34.85%	53.03%
-0.56% to 5.59%	61	30.81%	83.84%
5.59% to 11.75%	24	12.12%	95.96%
11.75% to 17.90%	3	1.52%	97.47%
17.90% to 24.06%	1	0.51%	97.98%
Greater than 24.06%	4	2.02%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.77%	7.64%	76.26%	68.27%
±2σ	-16.97%	15.85%	96.97%	95.45%
±3σ	-25.18%	24.06%	97.98%	99.73%

Descriptive Statistics

均值	-0.562%
Standard Error	0.583%
中位数	-1.317%
Mode	-2.558%
Standard Deviation	8.206%
Sample Variance	67.340%
峰度	6.58
偏度	1.60
Range	64.289%
Minimum	-17.790%
Maximum	46.499%
Count	198

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.213%	86	43.43%	2.699%
负向	-5.765%	112	56.57%	-3.261%
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 -0.11. Further, an Excess 峰度 of 1.44 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -37.68%	0	0.00%	0.00%
-37.68% to -27.33%	2	3.08%	3.08%
-27.33% to -16.98%	2	3.08%	6.15%
-16.98% to -6.63%	5	7.69%	13.85%
-6.63% to 3.72%	19	29.23%	43.08%
3.72% to 14.07%	27	41.54%	84.62%
14.07% to 24.42%	6	9.23%	93.85%
24.42% to 34.77%	3	4.62%	98.46%
34.77% to 45.12%	0	0.00%	98.46%
Greater than 45.12%	1	1.54%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-10.08%	17.52%	78.46%	68.27%
±2σ	-23.88%	31.32%	92.31%	95.45%
±3σ	-37.68%	45.12%	98.46%	99.73%

Descriptive Statistics

均值	3.721%
Standard Error	1.712%
中位数	5.689%
Mode	-33.047%
Standard Deviation	13.801%
Sample Variance	190.480%
峰度	1.44
偏度	-0.11
Range	79.045%
Minimum	-33.047%
Maximum	45.998%
Count	65

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	11.670%	41	63.08%	7.361%
负向	-9.860%	24	36.92%	-3.641%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	36.17%
12	3 Years	32.85%
20	5 Years	27.76%
40	10 Years	23.98%
80	20 Years	22.12%
200	50 Years	22.12%

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 1.62. Further, an Excess 峰度 of 2.70 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -13.03%	0	0.00%	0.00%
-13.03% to -3.53%	0	0.00%	0.00%
-3.53% to 5.98%	0	0.00%	0.00%
5.98% to 15.48%	13	19.70%	19.70%
15.48% to 24.98%	29	43.94%	63.64%
24.98% to 34.49%	11	16.67%	80.30%
34.49% to 43.99%	8	12.12%	92.42%
43.99% to 53.50%	2	3.03%	95.45%
53.50% to 63.00%	2	3.03%	98.48%
Greater than 63.00%	1	1.52%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	12.31%	37.66%	78.79%	68.27%
±2σ	-0.36%	50.33%	95.45%	95.45%
±3σ	-13.03%	63.00%	98.48%	99.73%

Descriptive Statistics

均值	24.985%
Standard Error	1.560%
中位数	20.889%
Mode	7.543%
Standard Deviation	12.673%
Sample Variance	160.616%
峰度	2.70
偏度	1.62
Range	61.079%
Minimum	7.543%
Maximum	68.622%
Count	66

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	24.985%	66	100.00%	24.985%
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 3.32 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -45.02%	0	0.00%	0.00%
-45.02% to -34.14%	0	0.00%	0.00%
-34.14% to -23.25%	2	3.03%	3.03%
-23.25% to -12.37%	6	9.09%	12.12%
-12.37% to -1.49%	33	50.00%	62.12%
-1.49% to 9.39%	17	25.76%	87.88%
9.39% to 20.28%	4	6.06%	93.94%
20.28% to 31.16%	1	1.52%	95.45%
31.16% to 42.04%	1	1.52%	96.97%
Greater than 42.04%	2	3.03%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-16.00%	13.02%	78.79%	68.27%
±2σ	-30.51%	27.53%	92.42%	95.45%
±3σ	-45.02%	42.04%	96.97%	99.73%

Descriptive Statistics

均值	-1.488%
Standard Error	1.786%
中位数	-4.982%
Mode	-31.444%
Standard Deviation	14.510%
Sample Variance	210.544%
峰度	3.32
偏度	1.43
Range	83.306%
Minimum	-31.444%
Maximum	51.862%
Count	66

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	12.226%	25	37.88%	4.631%
负向	-9.850%	41	62.12%	-6.119%
Zero	0.000%	0	0.00%	0.000%

DG 深度分析报告