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DTE 深度分析报告

DTE Energy Company | 分类： Equity Large Cap | 年化股息率： 3.01% ($4.43) | 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 1.25% 1.08% 1.13% 1.79% 1.31% 1.44% 144.96 148.82 143.07 150.79
周度 2.74% 2.63% 2.72% 4.07% 2.89% 3.17% 142.70 151.19 138.63 155.62
月度 5.22% 5.41% 5.20% 8.39% 6.02% 6.61% 138.30 155.99 130.23 165.66
季度 8.39% 9.59% 8.41% 14.05% 10.42% 11.44% 132.34 163.01 119.25 180.92
Annual — — — — 20.84% 22.89% 119.25 180.92 96.81 222.84
Option Time Horizon — — — — 7.94% 8.72% 135.67 159.02 125.31 172.17
Calculation Notes: Computed at 2026-04-26T02:45 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $146.88  |  Strike (K): $150.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $3.4000 (Bid $3.0000 / Ask $3.8000)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 3.01%  |  Binomial IV (Annual): 20.84% (CRR binomial tree, American, n=20 steps)  |  BS IV: 21.08% (European Black-Scholes)  |  Yahoo IV (Annual): 22.89% → 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
2026-03-16 $1.1650
2025-12-15 $1.1650
2025-09-15 $1.0900
2025-06-16 $1.0900
2025-03-17 $1.0900
2024-12-16 $1.0900
2024-09-16 $1.0200
2024-06-17 $1.0200
2024-03-15 $1.0200
2023-12-15 $1.0200
2023-09-15 $0.9530
2023-06-15 $0.9530
2023-03-17 $0.9530
2022-12-16 $0.9530
2022-09-16 $0.8850
2022-06-16 $0.8850
2022-03-18 $0.8850
2021-12-17 $0.8850
2021-09-17 $0.8250
2021-06-18 $0.9234
2021-03-12 $0.9234
2020-12-18 $0.9234
2020-09-18 $0.8621
2020-06-12 $0.8621
2020-03-13 $0.8621
2019-12-13 $0.8621
2019-09-13 $0.8043
2019-06-14 $0.8043
2019-03-15 $0.8043
2018-12-14 $0.8043
2018-09-14 $0.7515
2018-06-15 $0.7515
2018-03-16 $0.7515
2017-12-15 $0.7515
2017-09-15 $0.7021
2017-06-15 $0.7021
2017-03-16 $0.7021
2016-12-15 $0.7021
2016-09-15 $0.6553
2016-06-16 $0.6213
2016-03-17 $0.6213
2015-12-17 $0.6213
2015-09-17 $0.6213
2015-06-11 $0.5872
2015-03-12 $0.5872
2014-12-11 $0.5872
2014-09-11 $0.5872
2014-06-12 $0.5574
2014-03-13 $0.5574
2013-12-12 $0.5574
2013-09-12 $0.5574
2013-06-13 $0.5574
2013-03-14 $0.5277
2012-12-17 $0.5277
2012-09-13 $0.5277
2012-06-18 $0.5004
2012-03-15 $0.5004
2011-12-15 $0.5004
2011-09-15 $0.5004
2011-06-16 $0.5004
2011-03-17 $0.4766
2010-12-22 $0.4766
2010-09-16 $0.4766
2010-06-17 $0.4511
2010-03-18 $0.4511
2009-12-17 $0.4511
2009-09-17 $0.4511
2009-06-11 $0.4511
2009-03-12 $0.4511
2008-12-11 $0.4511
2008-09-11 $0.4511
2008-06-12 $0.4511
2008-03-17 $0.4511
2007-12-13 $0.4511
2007-09-17 $0.4511
2007-06-14 $0.4511
2007-03-15 $0.4511
2006-12-14 $0.4511
2006-09-14 $0.4383
2006-06-15 $0.4383
2006-03-16 $0.4383
2005-12-15 $0.4383
2005-09-15 $0.4383
2005-06-16 $0.4383
2005-03-17 $0.4383
2004-12-16 $0.4383
2004-09-17 $0.4383
2004-06-17 $0.4383
2004-03-18 $0.4383
2003-12-18 $0.4383
2003-09-18 $0.4383
2003-06-19 $0.4383
2003-03-20 $0.4383
2002-12-19 $0.4383
2002-09-24 $0.4383
2002-06-26 $0.4383
2002-03-21 $0.4383
2001-12-21 $0.4383
2001-09-20 $0.4383
2001-06-21 $0.4383
2001-03-20 $0.4383
2000-12-20 $0.4383
2000-09-21 $0.4383
2000-06-16 $0.4383
2000-03-16 $0.4383
1999-12-16 $0.4383
1999-09-16 $0.4383
1999-06-17 $0.4391
1999-03-25 $0.4383
1998-12-17 $0.4383
1998-09-17 $0.4383
1998-06-18 $0.4383
1998-03-18 $0.4383
1997-12-17 $0.4383
1997-09-18 $0.4383
1997-06-18 $0.4383
1997-03-18 $0.4383
1996-12-12 $0.4383
1996-09-18 $0.4383
1996-06-18 $0.4383
1996-03-19 $0.4383
1995-12-13 $0.4383
1995-09-19 $0.4383
1995-06-19 $0.4383
1995-03-16 $0.4383
1994-12-13 $0.4383
1994-09-15 $0.4383
1994-06-15 $0.4383
1994-03-15 $0.4383
1993-12-10 $0.4383
1993-09-15 $0.4383
1993-06-11 $0.4383
1993-03-12 $0.4383
1992-12-11 $0.4213
1992-09-15 $0.4213
1992-06-12 $0.4213
1992-03-13 $0.4213
1991-12-12 $0.4000
1991-09-13 $0.4000
1991-06-13 $0.4000
1991-03-13 $0.4000
1990-12-13 $0.3787
1990-09-14 $0.3787
1990-06-13 $0.3787
1990-03-09 $0.3787
1989-12-13 $0.3574
1989-09-14 $0.3574
1989-06-09 $0.3574
1989-03-10 $0.3574
1988-12-14 $0.3574
1988-09-14 $0.3574
1988-06-10 $0.6655
1988-03-10 $0.3574
1987-12-10 $0.3574
1987-09-17 $0.3574
1987-06-10 $0.3574
1987-03-10 $0.3574
1986-12-10 $0.3574
1986-09-17 $0.3574
1986-06-12 $0.3574
1986-03-20 $0.3574
1985-11-29 $0.3574
1985-09-18 $0.3574
1985-06-14 $0.3574
1985-03-15 $0.3574
1984-12-11 $0.3574
1984-09-14 $0.3574
1984-06-14 $0.3574
1984-03-16 $0.3574
1983-12-09 $0.3574
1983-12-01 $0.3574
1983-09-16 $0.3574
1983-06-10 $0.3574
1983-03-10 $0.3574
1982-12-10 $0.3574
1982-09-17 $0.3574
1982-06-16 $0.3574
1982-03-12 $0.3574
1981-12-14 $0.3574
1981-09-18 $0.3574
1981-06-12 $0.3404
1981-03-13 $0.3404
1980-12-12 $0.3404
1980-09-18 $0.3404
1980-06-12 $0.3404
1980-03-14 $0.3404
1979-12-12 $0.3404
1979-09-14 $0.3404
1979-06-14 $0.3404
1979-03-14 $0.3404
1978-12-13 $0.3234
1978-09-20 $0.3234
1978-06-14 $0.3234
1978-03-10 $0.3234
1977-12-12 $0.3234
1977-09-12 $0.3081
1977-06-10 $0.3081
1977-03-10 $0.3081
1976-12-10 $0.3081
1976-09-22 $0.3081
1976-06-16 $0.3081
1976-03-19 $0.3081
1975-12-10 $0.3081
1975-09-19 $0.3081
1975-06-13 $0.3089
1975-03-21 $0.3089
1974-12-02 $0.3089
1974-09-20 $0.3089
1974-06-14 $0.3089
1974-03-15 $0.3089
1973-12-13 $0.3089
1973-09-19 $0.3089
1973-06-14 $0.3089
1973-03-23 $0.3089
1972-12-21 $0.2979
1972-09-21 $0.2979
1972-06-16 $0.2979
1972-03-20 $0.2979
1971-12-15 $0.2979
1971-09-24 $0.2979
1971-06-16 $0.2979
1971-03-19 $0.2979
1970-12-14 $0.2979
1970-09-25 $0.2979
1970-06-19 $0.2979
1970-03-20 $0.2979
1969-12-15 $0.2979
1969-09-19 $0.2979
1969-06-20 $0.2979
1969-03-19 $0.2979
1968-12-16 $0.2979
1968-09-19 $0.2979
1968-06-20 $0.2979
1968-03-20 $0.2979
1967-12-18 $0.2979
1967-09-25 $0.2979
1967-06-19 $0.2979
1967-03-22 $0.2979
1966-12-19 $0.2979
1966-09-23 $0.2979
1966-06-21 $0.2979
1966-03-22 $0.2979
1965-12-17 $0.2979
1965-09-24 $0.2766
1965-06-22 $0.2766
1965-03-22 $0.2766
1964-12-18 $0.2766
1964-09-24 $0.2553
1964-06-19 $0.2553
1964-03-18 $0.2553
1963-12-23 $0.2553
1963-09-23 $0.2553
1963-06-24 $0.2553
1963-03-25 $0.2553
1962-12-17 $0.2553
1962-09-24 $0.2340
1962-06-19 $0.2340
1962-03-26 $0.2340
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.19. Further, an Excess 峰度 of 12.03 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -3.71%1100.68%0.68%
-3.71% to -2.77%1410.87%1.55%
-2.77% to -1.83%5213.22%4.78%
-1.83% to -0.89%198012.25%17.03%
-0.89% to 0.04%631139.05%56.08%
0.04% to 0.98%441727.33%83.42%
0.98% to 1.92%192511.91%95.33%
1.92% to 2.86%5083.14%98.47%
2.86% to 3.80%1420.88%99.35%
Greater than 3.80%1050.65%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.21%1.30% 78.12%68.27%
±2σ -2.46%2.55% 95.83%95.45%
±3σ -3.71%3.80% 98.67%99.73%
Descriptive Statistics
均值0.045%
Standard Error0.010%
中位数0.000%
Mode0.000%
Standard Deviation1.251%
Sample Variance1.564%
峰度12.03
偏度0.19
Range29.530%
Minimum-13.905%
Maximum15.625%
Count16160
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.009% 7187 44.47% 0.449%
负向 -1.008% 6480 40.10% -0.404%
Zero 0.000% 2493 15.43% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 1.91%
20 1 Month 1.57%
60 1 Quarter 1.91%
250 1 Year 1.60%
750 3 Years 1.74%
1,250 5 Years 1.79%
2,500 10 Years 1.80%
5,000 20 Years 1.79%
12,500 50 Years 1.82%
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 3.74. Further, an Excess 峰度 of 28.06 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -1.56%00.00%0.00%
-1.56% to -0.75%00.00%0.00%
-0.75% to 0.06%10.01%0.01%
0.06% to 0.88%264916.39%16.40%
0.88% to 1.69%726844.97%61.37%
1.69% to 2.50%407825.23%86.60%
2.50% to 3.31%12567.77%94.38%
3.31% to 4.13%4392.72%97.09%
4.13% to 4.94%1911.18%98.27%
Greater than 4.94%2791.73%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.60%2.77% 87.18%68.27%
±2σ -0.48%3.86% 96.47%95.45%
±3σ -1.56%4.94% 98.27%99.73%
Descriptive Statistics
均值1.688%
Standard Error0.009%
中位数1.460%
Mode1.724%
Standard Deviation1.084%
Sample Variance1.175%
峰度28.06
偏度3.74
Range17.709%
Minimum0.027%
Maximum17.736%
Count16161
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.688% 16161 100.00% 1.688%
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 0.11. Further, an Excess 峰度 of 7.15 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -3.41%1000.62%0.62%
-3.41% to -2.57%1520.94%1.56%
-2.57% to -1.72%5663.50%5.06%
-1.72% to -0.87%203712.60%17.67%
-0.87% to -0.02%410425.39%43.06%
-0.02% to 0.83%622938.54%81.60%
0.83% to 1.68%210313.01%94.62%
1.68% to 2.52%5923.66%98.28%
2.52% to 3.37%1641.01%99.29%
Greater than 3.37%1140.71%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.15%1.11% 77.22%68.27%
±2σ -2.28%2.24% 95.64%95.45%
±3σ -3.41%3.37% 98.68%99.73%
Descriptive Statistics
均值-0.021%
Standard Error0.009%
中位数0.000%
Mode0.000%
Standard Deviation1.131%
Sample Variance1.280%
峰度7.15
偏度0.11
Range22.848%
Minimum-10.891%
Maximum11.957%
Count16161
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 0.956% 6455 39.94% 0.382%
负向 -0.932% 6986 43.23% -0.403%
Zero 0.000% 2720 16.83% 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 1.21. Further, an Excess 峰度 of 16.98 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -7.99%200.60%0.60%
-7.99% to -5.94%280.83%1.43%
-5.94% to -3.89%1083.22%4.65%
-3.89% to -1.84%39611.80%16.45%
-1.84% to 0.21%120435.89%52.34%
0.21% to 2.27%104931.27%83.61%
2.27% to 4.32%38711.54%95.14%
4.32% to 6.37%1073.19%98.33%
6.37% to 8.42%330.98%99.31%
Greater than 8.42%230.69%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.52%2.95% 78.60%68.27%
±2σ -5.26%5.69% 95.83%95.45%
±3σ -7.99%8.42% 98.72%99.73%
Descriptive Statistics
均值0.215%
Standard Error0.047%
中位数0.000%
Mode0.000%
Standard Deviation2.736%
Sample Variance7.485%
峰度16.98
偏度1.21
Range54.175%
Minimum-18.109%
Maximum36.066%
Count3355
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.093% 1668 49.72% 1.041%
负向 -1.916% 1446 43.10% -0.826%
Zero 0.000% 241 7.18% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 2.99%
12 1 Quarter 4.38%
52 1 Year 3.63%
156 3 Years 4.02%
260 5 Years 4.07%
520 10 Years 4.08%
1,040 20 Years 4.07%
2,600 50 Years 4.08%
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 4.18. Further, an Excess 峰度 of 35.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -3.91%00.00%0.00%
-3.91% to -1.94%00.00%0.00%
-1.94% to 0.03%00.00%0.00%
0.03% to 2.00%50314.99%14.99%
2.00% to 3.97%158747.29%62.28%
3.97% to 5.94%79823.78%86.05%
5.94% to 7.91%2828.40%94.46%
7.91% to 9.88%882.62%97.08%
9.88% to 11.85%441.31%98.39%
Greater than 11.85%541.61%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.35%6.60% 87.01%68.27%
±2σ -1.28%9.22% 96.69%95.45%
±3σ -3.91%11.85% 98.39%99.73%
Descriptive Statistics
均值3.971%
Standard Error0.045%
中位数3.386%
Mode2.941%
Standard Deviation2.626%
Sample Variance6.894%
峰度35.82
偏度4.18
Range37.301%
Minimum0.621%
Maximum37.922%
Count3356
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 3.971% 3356 100.00% 3.971%
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 0.14. Further, an Excess 峰度 of 8.92 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -8.15%200.60%0.60%
-8.15% to -6.12%260.77%1.37%
-6.12% to -4.08%1083.22%4.59%
-4.08% to -2.04%42112.54%17.13%
-2.04% to -0.00%102230.45%47.59%
-0.00% to 2.03%121036.05%83.64%
2.03% to 4.07%36610.91%94.55%
4.07% to 6.11%1173.49%98.03%
6.11% to 8.14%330.98%99.02%
Greater than 8.14%330.98%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.72%2.71% 77.18%68.27%
±2σ -5.44%5.43% 95.20%95.45%
±3σ -8.15%8.14% 98.42%99.73%
Descriptive Statistics
均值-0.004%
Standard Error0.047%
中位数0.000%
Mode0.000%
Standard Deviation2.716%
Sample Variance7.377%
峰度8.92
偏度0.14
Range52.376%
Minimum-26.506%
Maximum25.870%
Count3356
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.098% 1508 44.93% 0.943%
负向 -1.991% 1597 47.59% -0.947%
Zero 0.000% 251 7.48% 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 0.79. Further, an Excess 峰度 of 9.29 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -14.75%40.52%0.52%
-14.75% to -10.83%70.91%1.43%
-10.83% to -6.92%273.50%4.93%
-6.92% to -3.00%10914.14%19.07%
-3.00% to 0.92%25533.07%52.14%
0.92% to 4.83%21928.40%80.54%
4.83% to 8.75%10914.14%94.68%
8.75% to 12.66%334.28%98.96%
12.66% to 16.58%50.65%99.61%
Greater than 16.58%30.39%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.31%6.14% 73.15%68.27%
±2σ -9.53%11.36% 95.98%95.45%
±3σ -14.75%16.58% 99.09%99.73%
Descriptive Statistics
均值0.915%
Standard Error0.188%
中位数0.671%
Mode0.000%
Standard Deviation5.221%
Sample Variance27.262%
峰度9.29
偏度0.79
Range70.844%
Minimum-22.406%
Maximum48.438%
Count771
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.384% 421 54.60% 2.394%
负向 -3.529% 323 41.89% -1.478%
Zero 0.000% 27 3.50% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 9.57%
12 1 Year 7.35%
36 3 Years 8.28%
60 5 Years 8.39%
120 10 Years 8.54%
240 20 Years 8.44%
600 50 Years 8.47%
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 4.14. Further, an Excess 峰度 of 31.31 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -7.55%00.00%0.00%
-7.55% to -3.50%00.00%0.00%
-3.50% to 0.56%00.00%0.00%
0.56% to 4.61%10713.86%13.86%
4.61% to 8.66%37248.19%62.05%
8.66% to 12.72%19124.74%86.79%
12.72% to 16.77%607.77%94.56%
16.77% to 20.83%243.11%97.67%
20.83% to 24.88%60.78%98.45%
Greater than 24.88%121.55%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 3.26%14.07% 86.92%68.27%
±2σ -2.15%19.48% 97.28%95.45%
±3σ -7.55%24.88% 98.45%99.73%
Descriptive Statistics
均值8.664%
Standard Error0.195%
中位数7.500%
Mode9.375%
Standard Deviation5.406%
Sample Variance29.225%
峰度31.31
偏度4.14
Range66.627%
Minimum1.172%
Maximum67.799%
Count772
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 8.664% 772 100.00% 8.664%
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 0.44. Further, an Excess 峰度 of 3.00 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -15.70%10.13%0.13%
-15.70% to -11.80%30.39%0.52%
-11.80% to -7.90%303.89%4.40%
-7.90% to -3.99%12916.71%21.11%
-3.99% to -0.09%23230.05%51.17%
-0.09% to 3.81%22629.27%80.44%
3.81% to 7.71%10213.21%93.65%
7.71% to 11.62%314.02%97.67%
11.62% to 15.52%111.42%99.09%
Greater than 15.52%70.91%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.29%5.11% 72.93%68.27%
±2σ -10.50%10.32% 95.85%95.45%
±3σ -15.70%15.52% 98.96%99.73%
Descriptive Statistics
均值-0.091%
Standard Error0.187%
中位数-0.368%
Mode0.000%
Standard Deviation5.204%
Sample Variance27.086%
峰度3.00
偏度0.44
Range57.266%
Minimum-29.474%
Maximum27.792%
Count772
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.190% 351 45.47% 1.905%
负向 -3.892% 396 51.30% -1.996%
Zero 0.000% 25 3.24% 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 0.85 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -22.45%10.39%0.39%
-22.45% to -16.16%20.78%1.17%
-16.16% to -9.87%166.23%7.39%
-9.87% to -3.58%3513.62%21.01%
-3.58% to 2.71%7529.18%50.19%
2.71% to 9.00%7629.57%79.77%
9.00% to 15.29%3312.84%92.61%
15.29% to 21.58%155.84%98.44%
21.58% to 27.87%31.17%99.61%
Greater than 27.87%10.39%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.68%11.10% 72.37%68.27%
±2σ -14.07%19.49% 95.33%95.45%
±3σ -22.45%27.87% 99.22%99.73%
Descriptive Statistics
均值2.710%
Standard Error0.523%
中位数2.658%
Mode-1.381%
Standard Deviation8.388%
Sample Variance70.367%
峰度0.85
偏度0.01
Range58.578%
Minimum-27.013%
Maximum31.565%
Count257
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 7.426% 164 63.81% 4.739%
负向 -5.606% 93 36.19% -2.029%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 10.61%
12 3 Years 13.23%
20 5 Years 14.05%
40 10 Years 14.17%
80 20 Years 14.24%
200 50 Years 14.10%
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 3.69. Further, an Excess 峰度 of 21.19 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -13.50%00.00%0.00%
-13.50% to -6.31%00.00%0.00%
-6.31% to 0.88%00.00%0.00%
0.88% to 8.07%3413.18%13.18%
8.07% to 15.26%12448.06%61.24%
15.26% to 22.45%7027.13%88.37%
22.45% to 29.65%176.59%94.96%
29.65% to 36.84%62.33%97.29%
36.84% to 44.03%20.78%98.06%
Greater than 44.03%51.94%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 5.67%24.85% 87.98%68.27%
±2σ -3.92%34.44% 96.90%95.45%
±3σ -13.50%44.03% 98.06%99.73%
Descriptive Statistics
均值15.263%
Standard Error0.597%
中位数12.930%
Mode11.607%
Standard Deviation9.589%
Sample Variance91.951%
峰度21.19
偏度3.69
Range88.177%
Minimum2.344%
Maximum90.521%
Count258
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 15.263% 258 100.00% 15.263%
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 0.84. Further, an Excess 峰度 of 2.38 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -25.56%00.00%0.00%
-25.56% to -19.25%10.39%0.39%
-19.25% to -12.93%135.04%5.43%
-12.93% to -6.62%3915.12%20.54%
-6.62% to -0.31%8031.01%51.55%
-0.31% to 6.00%7529.07%80.62%
6.00% to 12.31%3112.02%92.64%
12.31% to 18.62%155.81%98.45%
18.62% to 24.93%10.39%98.84%
Greater than 24.93%31.16%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -8.73%8.10% 74.42%68.27%
±2σ -17.14%16.52% 96.12%95.45%
±3σ -25.56%24.93% 98.84%99.73%
Descriptive Statistics
均值-0.311%
Standard Error0.524%
中位数-0.697%
Mode0.000%
Standard Deviation8.415%
Sample Variance70.816%
峰度2.38
偏度0.84
Range62.079%
Minimum-21.053%
Maximum41.026%
Count258
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 7.061% 110 42.64% 3.011%
负向 -6.302% 136 52.71% -3.322%
Zero 0.000% 12 4.65% 0.000%