DIS 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	1.98%	1.53%	1.67%	2.35%	2.11%	2.20%	100.46	104.78	98.37	107.02
周度	4.49%	4.01%	4.43%	5.69%	4.64%	4.85%	97.95	107.47	93.51	112.57
月度	8.91%	8.71%	9.04%	12.93%	9.66%	10.10%	93.16	113.00	84.58	124.46
季度	15.59%	16.08%	14.64%	22.83%	16.72%	17.49%	86.80	121.28	73.43	143.35
Annual	—	—	—	—	33.45%	34.99%	73.43	143.35	52.56	200.29
Option Time Horizon	—	—	—	—	12.75%	13.33%	90.32	116.55	79.51	132.39

Calculation Notes: Computed at 2026-04-26T02:44 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $102.60 | Strike (K): $105.00 (first OTM call ≥ spot) | Observed Mid-价格: $4.3500 (Bid $4.2500 / Ask $4.4500) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 1.45% | Binomial IV (Annual): 33.45% (CRR binomial tree, American, n=20 steps) | BS IV: 33.83% (European Black-Scholes) | Yahoo IV (Annual): 34.99% → 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
2025-12-15	$0.7500
2025-06-24	$0.5000
2024-12-16	$0.5000
2024-07-08	$0.4500
2023-12-08	$0.3000
2019-12-13	$0.8800
2019-07-05	$0.8800
2018-12-07	$0.8800
2018-07-06	$0.8400
2017-12-08	$0.8400
2017-07-06	$0.7800
2016-12-08	$0.7800
2016-07-07	$0.7100
2015-12-10	$0.7100
2015-07-01	$0.6600
2014-12-11	$1.1500
2013-12-12	$0.8600
2012-12-06	$0.7500
2011-12-14	$0.6000
2010-12-09	$0.4000
2009-12-10	$0.3500
2008-12-11	$0.3500
2007-12-05	$0.3500
2006-12-13	$0.3058
2005-12-08	$0.2664
2004-12-08	$0.2368
2003-12-10	$0.2072
2002-12-11	$0.2072
2001-12-05	$0.2072
2000-12-06	$0.2072
1999-11-12	$0.2072
1999-10-07	$0.0523
1998-10-07	$0.0513
1998-07-22	$0.0513
1998-04-07	$0.0520
1998-01-07	$0.0434
1997-10-15	$0.0434
1997-07-09	$0.0434
1997-04-09	$0.0434
1997-01-08	$0.0362
1996-10-09	$0.0362
1996-07-10	$0.0362
1996-04-10	$0.0362
1995-12-29	$0.0296
1995-10-11	$0.0296
1995-07-06	$0.0296
1995-04-07	$0.0296
1995-01-03	$0.0247
1994-10-07	$0.0247
1994-07-05	$0.0247
1994-04-11	$0.0247
1994-01-04	$0.0204
1993-10-06	$0.0204
1993-07-02	$0.0204
1993-04-05	$0.0204
1993-01-05	$0.0171
1992-10-05	$0.0171
1992-07-06	$0.0171
1992-04-06	$0.0173
1992-01-06	$0.0144
1991-10-07	$0.0144
1991-07-08	$0.0144
1991-04-08	$0.0144
1991-01-14	$0.0119
1990-10-05	$0.0119
1990-07-09	$0.0119
1990-04-06	$0.0119
1990-01-08	$0.0099
1989-10-06	$0.0099
1989-07-10	$0.0099
1989-04-10	$0.0099
1989-01-09	$0.0082
1988-10-07	$0.0082
1988-07-11	$0.0082
1988-04-13	$0.0082
1988-01-12	$0.0066
1987-09-16	$0.0066
1987-06-01	$0.0066
1987-03-09	$0.0066
1986-12-02	$0.0066
1986-09-15	$0.0066
1986-06-02	$0.0066
1986-03-12	$0.0066
1985-12-09	$0.0062
1985-09-10	$0.0062
1985-05-30	$0.0062
1985-03-05	$0.0062
1984-12-04	$0.0062
1984-09-13	$0.0062
1984-06-07	$0.0062
1984-03-08	$0.0062
1983-12-12	$0.0062
1983-10-07	$0.0062
1983-07-01	$0.0062
1983-03-07	$0.0062
1982-11-29	$0.0062
1982-09-27	$0.0062
1982-06-28	$0.0062
1982-03-08	$0.0062
1969-11-24	$0.0004
1969-09-09	$0.0004
1969-06-10	$0.0004
1969-03-06	$0.0004
1968-11-25	$0.0004
1968-09-10	$0.0004
1968-03-11	$0.0004
1967-12-01	$0.0004
1967-09-08	$0.0003
1967-06-09	$0.0003
1967-03-10	$0.0003
1966-11-25	$0.0003
1966-09-09	$0.0003
1966-06-10	$0.0003
1966-03-09	$0.0003
1965-11-26	$0.0003
1965-09-10	$0.0003
1965-06-11	$0.0003
1965-03-12	$0.0003
1964-11-30	$0.0003
1964-06-12	$0.0003
1964-03-13	$0.0003
1963-12-13	$0.0003
1963-09-06	$0.0003
1963-06-07	$0.0003
1963-03-12	$0.0003
1962-12-18	$0.0003
1962-09-11	$0.0002
1962-06-12	$0.0002
1962-03-13	$0.0002

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.00. Further, an Excess 峰度 of 9.36 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -5.87%	105	0.65%	0.65%
-5.87% to -4.39%	127	0.79%	1.44%
-4.39% to -2.90%	546	3.38%	4.81%
-2.90% to -1.42%	1929	11.93%	16.75%
-1.42% to 0.07%	5748	35.56%	52.31%
0.07% to 1.55%	5009	30.99%	83.30%
1.55% to 3.04%	1792	11.09%	94.39%
3.04% to 4.52%	577	3.57%	97.96%
4.52% to 6.01%	210	1.30%	99.26%
Greater than 6.01%	120	0.74%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.91%	2.05%	77.51%	68.27%
±2σ	-3.89%	4.03%	95.04%	95.45%
±3σ	-5.87%	6.01%	98.61%	99.73%

Descriptive Statistics

均值	0.066%
Standard Error	0.016%
中位数	0.000%
Mode	0.000%
Standard Deviation	1.980%
Sample Variance	3.920%
峰度	9.36
偏度	0.00
Range	48.189%
Minimum	-29.094%
Maximum	19.095%
Count	16163

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.488%	7834	48.47%	0.721%
负向	-1.385%	7645	47.30%	-0.655%
Zero	0.000%	684	4.23%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	1.99%
20	1 Month	2.16%
60	1 Quarter	2.48%
250	1 Year	2.09%
750	3 Years	2.13%
1,250	5 Years	2.35%
2,500	10 Years	2.18%
5,000	20 Years	2.20%
12,500	50 Years	2.38%

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 2.88. Further, an Excess 峰度 of 17.88 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -2.30%	0	0.00%	0.00%
-2.30% to -1.15%	0	0.00%	0.00%
-1.15% to 0.01%	0	0.00%	0.00%
0.01% to 1.16%	2833	17.53%	17.53%
1.16% to 2.31%	7353	45.49%	63.02%
2.31% to 3.46%	3494	21.62%	84.63%
3.46% to 4.61%	1375	8.51%	93.14%
4.61% to 5.76%	578	3.58%	96.71%
5.76% to 6.91%	233	1.44%	98.16%
Greater than 6.91%	298	1.84%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.77%	3.84%	83.64%	68.27%
±2σ	-0.76%	5.37%	95.76%	95.45%
±3σ	-2.30%	6.91%	98.16%	99.73%

Descriptive Statistics

均值	2.306%
Standard Error	0.012%
中位数	1.911%
Mode	2.326%
Standard Deviation	1.534%
Sample Variance	2.354%
峰度	17.88
偏度	2.88
Range	26.610%
Minimum	0.166%
Maximum	26.776%
Count	16164

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.306%	16164	100.00%	2.306%
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 0.37. Further, an Excess 峰度 of 8.38 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -5.03%	106	0.66%	0.66%
-5.03% to -3.77%	195	1.21%	1.86%
-3.77% to -2.52%	635	3.93%	5.79%
-2.52% to -1.27%	1858	11.49%	17.29%
-1.27% to -0.02%	4850	30.00%	47.29%
-0.02% to 1.23%	5736	35.49%	82.78%
1.23% to 2.48%	1929	11.93%	94.71%
2.48% to 3.73%	589	3.64%	98.35%
3.73% to 4.98%	162	1.00%	99.36%
Greater than 4.98%	104	0.64%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.69%	1.65%	76.36%	68.27%
±2σ	-3.36%	3.31%	95.01%	95.45%
±3σ	-5.02%	4.98%	98.70%	99.73%

Descriptive Statistics

均值	-0.021%
Standard Error	0.013%
中位数	0.000%
Mode	0.000%
Standard Deviation	1.668%
Sample Variance	2.783%
峰度	8.38
偏度	0.37
Range	37.352%
Minimum	-11.265%
Maximum	26.087%
Count	16164

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.230%	7607	47.06%	0.579%
负向	-1.264%	7674	47.48%	-0.600%
Zero	0.000%	883	5.46%	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 3.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -13.15%	19	0.57%	0.57%
-13.15% to -9.78%	26	0.77%	1.34%
-9.78% to -6.41%	111	3.31%	4.65%
-6.41% to -3.04%	466	13.89%	18.54%
-3.04% to 0.32%	1118	33.32%	51.86%
0.32% to 3.69%	998	29.75%	81.61%
3.69% to 7.06%	402	11.98%	93.59%
7.06% to 10.43%	146	4.35%	97.94%
10.43% to 13.79%	42	1.25%	99.20%
Greater than 13.79%	27	0.80%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.17%	4.81%	75.47%	68.27%
±2σ	-8.66%	9.30%	94.81%	95.45%
±3σ	-13.15%	13.79%	98.63%	99.73%

Descriptive Statistics

均值	0.324%
Standard Error	0.078%
中位数	0.180%
Mode	0.000%
Standard Deviation	4.490%
Sample Variance	20.160%
峰度	3.82
偏度	0.11
Range	61.118%
Minimum	-36.661%
Maximum	24.457%
Count	3355

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.490%	1720	51.27%	1.789%
负向	-3.097%	1587	47.30%	-1.465%
Zero	0.000%	48	1.43%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	5.33%
12	1 Quarter	5.38%
52	1 Year	4.75%
156	3 Years	5.09%
260	5 Years	5.69%
520	10 Years	5.19%
1,040	20 Years	5.17%
2,600	50 Years	5.72%

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 3.09. Further, an Excess 峰度 of 21.20 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -5.86%	0	0.00%	0.00%
-5.86% to -2.85%	0	0.00%	0.00%
-2.85% to 0.16%	0	0.00%	0.00%
0.16% to 3.17%	570	16.98%	16.98%
3.17% to 6.18%	1545	46.04%	63.02%
6.18% to 9.19%	742	22.11%	85.13%
9.19% to 12.20%	283	8.43%	93.56%
12.20% to 15.21%	107	3.19%	96.75%
15.21% to 18.22%	49	1.46%	98.21%
Greater than 18.22%	60	1.79%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.17%	10.19%	83.70%	68.27%
±2σ	-1.85%	14.21%	96.33%	95.45%
±3σ	-5.86%	18.22%	98.21%	99.73%

Descriptive Statistics

均值	6.179%
Standard Error	0.069%
中位数	5.207%
Mode	5.263%
Standard Deviation	4.014%
Sample Variance	16.111%
峰度	21.20
偏度	3.09
Range	62.485%
Minimum	0.903%
Maximum	63.388%
Count	3356

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.179%	3356	100.00%	6.179%
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 0.99. Further, an Excess 峰度 of 11.69 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -13.40%	16	0.48%	0.48%
-13.40% to -10.08%	34	1.01%	1.49%
-10.08% to -6.75%	138	4.11%	5.60%
-6.75% to -3.42%	430	12.81%	18.41%
-3.42% to -0.10%	1088	32.42%	50.83%
-0.10% to 3.23%	1059	31.56%	82.39%
3.23% to 6.55%	410	12.22%	94.61%
6.55% to 9.88%	118	3.52%	98.12%
9.88% to 13.21%	36	1.07%	99.20%
Greater than 13.21%	27	0.80%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.53%	4.34%	76.01%	68.27%
±2σ	-8.97%	8.77%	95.20%	95.45%
±3σ	-13.40%	13.21%	98.72%	99.73%

Descriptive Statistics

均值	-0.097%
Standard Error	0.077%
中位数	-0.193%
Mode	0.000%
Standard Deviation	4.435%
Sample Variance	19.668%
峰度	11.69
偏度	0.99
Range	78.347%
Minimum	-19.651%
Maximum	58.696%
Count	3356

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.259%	1579	47.05%	1.533%
负向	-3.177%	1722	51.31%	-1.630%
Zero	0.000%	55	1.64%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.10. Further, an Excess 峰度 of 1.78 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -25.36%	4	0.52%	0.52%
-25.36% to -18.68%	5	0.65%	1.17%
-18.68% to -11.99%	33	4.28%	5.45%
-11.99% to -5.31%	112	14.53%	19.97%
-5.31% to 1.37%	234	30.35%	50.32%
1.37% to 8.05%	233	30.22%	80.54%
8.05% to 14.74%	104	13.49%	94.03%
14.74% to 21.42%	31	4.02%	98.05%
21.42% to 28.10%	10	1.30%	99.35%
Greater than 28.10%	5	0.65%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.54%	10.28%	72.24%	68.27%
±2σ	-16.45%	19.19%	94.16%	95.45%
±3σ	-25.36%	28.10%	98.83%	99.73%

Descriptive Statistics

均值	1.371%
Standard Error	0.321%
中位数	1.315%
Mode	0.000%
Standard Deviation	8.910%
Sample Variance	79.387%
峰度	1.78
偏度	0.10
Range	79.440%
Minimum	-37.919%
Maximum	41.521%
Count	771

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.125%	439	56.94%	4.057%
负向	-6.313%	328	42.54%	-2.686%
Zero	0.000%	4	0.52%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	12.31%
12	1 Year	10.85%
36	3 Years	11.51%
60	5 Years	12.93%
120	10 Years	11.66%
240	20 Years	11.16%
600	50 Years	12.45%

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 2.97. Further, an Excess 峰度 of 16.90 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -11.82%	0	0.00%	0.00%
-11.82% to -5.28%	0	0.00%	0.00%
-5.28% to 1.25%	0	0.00%	0.00%
1.25% to 7.79%	135	17.49%	17.49%
7.79% to 14.32%	341	44.17%	61.66%
14.32% to 20.86%	171	22.15%	83.81%
20.86% to 27.39%	75	9.72%	93.52%
27.39% to 33.93%	29	3.76%	97.28%
33.93% to 40.47%	11	1.42%	98.70%
Greater than 40.47%	10	1.30%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	5.61%	23.04%	82.64%	68.27%
±2σ	-3.10%	31.75%	96.63%	95.45%
±3σ	-11.82%	40.47%	98.70%	99.73%

Descriptive Statistics

均值	14.324%
Standard Error	0.314%
中位数	12.213%
Mode	15.789%
Standard Deviation	8.714%
Sample Variance	75.936%
峰度	16.90
偏度	2.97
Range	90.798%
Minimum	3.141%
Maximum	93.939%
Count	772

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	14.324%	772	100.00%	14.324%
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 1.11. Further, an Excess 峰度 of 5.52 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -27.55%	1	0.13%	0.13%
-27.55% to -20.77%	4	0.52%	0.65%
-20.77% to -13.99%	33	4.27%	4.92%
-13.99% to -7.21%	110	14.25%	19.17%
-7.21% to -0.42%	266	34.46%	53.63%
-0.42% to 6.36%	212	27.46%	81.09%
6.36% to 13.14%	101	13.08%	94.17%
13.14% to 19.92%	27	3.50%	97.67%
19.92% to 26.70%	13	1.68%	99.35%
Greater than 26.70%	5	0.65%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.47%	8.62%	74.48%	68.27%
±2σ	-18.51%	17.66%	95.08%	95.45%
±3σ	-27.55%	26.70%	99.22%	99.73%

Descriptive Statistics

均值	-0.425%
Standard Error	0.325%
中位数	-1.008%
Mode	0.000%
Standard Deviation	9.043%
Sample Variance	81.769%
峰度	5.52
偏度	1.11
Range	89.437%
Minimum	-28.926%
Maximum	60.511%
Count	772

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.242%	329	42.62%	3.086%
负向	-6.203%	437	56.61%	-3.511%
Zero	0.000%	6	0.78%	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 0.59. Further, an Excess 峰度 of 1.25 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -42.66%	0	0.00%	0.00%
-42.66% to -30.97%	2	0.78%	0.78%
-30.97% to -19.29%	12	4.67%	5.45%
-19.29% to -7.60%	48	18.68%	24.12%
-7.60% to 4.09%	64	24.90%	49.03%
4.09% to 15.78%	87	33.85%	82.88%
15.78% to 27.47%	25	9.73%	92.61%
27.47% to 39.16%	13	5.06%	97.67%
39.16% to 50.85%	3	1.17%	98.83%
Greater than 50.85%	3	1.17%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.49%	19.68%	74.71%	68.27%
±2σ	-27.08%	35.26%	94.94%	95.45%
±3σ	-42.66%	50.85%	98.83%	99.73%

Descriptive Statistics

均值	4.092%
Standard Error	0.972%
中位数	4.939%
Mode	-36.861%
Standard Deviation	15.585%
Sample Variance	242.891%
峰度	1.25
偏度	0.59
Range	100.073%
Minimum	-36.861%
Maximum	63.212%
Count	257

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	14.139%	150	58.37%	8.252%
负向	-9.993%	107	41.63%	-4.160%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	20.34%
12	3 Years	22.03%
20	5 Years	22.83%
40	10 Years	21.07%
80	20 Years	19.78%
200	50 Years	22.04%

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 2.25. Further, an Excess 峰度 of 6.53 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -20.93%	0	0.00%	0.00%
-20.93% to -8.87%	0	0.00%	0.00%
-8.87% to 3.19%	0	0.00%	0.00%
3.19% to 15.25%	43	16.67%	16.67%
15.25% to 27.31%	116	44.96%	61.63%
27.31% to 39.37%	63	24.42%	86.05%
39.37% to 51.44%	17	6.59%	92.64%
51.44% to 63.50%	8	3.10%	95.74%
63.50% to 75.56%	4	1.55%	97.29%
Greater than 75.56%	7	2.71%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	11.23%	43.39%	85.66%	68.27%
±2σ	-4.85%	59.48%	94.96%	95.45%
±3σ	-20.93%	75.56%	97.29%	99.73%

Descriptive Statistics

均值	27.313%
Standard Error	1.001%
中位数	22.807%
Mode	23.420%
Standard Deviation	16.082%
Sample Variance	258.628%
峰度	6.53
偏度	2.25
Range	98.699%
Minimum	6.926%
Maximum	105.625%
Count	258

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	27.313%	258	100.00%	27.313%
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 0.60. Further, an Excess 峰度 of 1.34 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -45.42%	0	0.00%	0.00%
-45.42% to -34.44%	2	0.78%	0.78%
-34.44% to -23.46%	9	3.49%	4.26%
-23.46% to -12.49%	40	15.50%	19.77%
-12.49% to -1.51%	91	35.27%	55.04%
-1.51% to 9.47%	64	24.81%	79.84%
9.47% to 20.44%	33	12.79%	92.64%
20.44% to 31.42%	15	5.81%	98.45%
31.42% to 42.40%	1	0.39%	98.84%
Greater than 42.40%	3	1.16%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-16.15%	13.12%	74.81%	68.27%
±2σ	-30.78%	27.76%	94.57%	95.45%
±3σ	-45.42%	42.40%	98.84%	99.73%

Descriptive Statistics

均值	-1.511%
Standard Error	0.911%
中位数	-3.965%
Mode	-11.491%
Standard Deviation	14.636%
Sample Variance	214.200%
峰度	1.34
偏度	0.60
Range	96.457%
Minimum	-38.636%
Maximum	57.821%
Count	258

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	11.885%	109	42.25%	5.021%
负向	-11.387%	148	57.36%	-6.532%
Zero	0.000%	1	0.39%	0.000%

DIS 深度分析报告