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DUK 深度分析报告

Duke Energy Corporation | 分类： Equity Mega Cap | 年化股息率： 3.30% ($4.22) | 最后更新: 2026-04-26 | 数据区间: 1980-03-01 → 2026-04-01 (554 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 1.34% 1.19% 1.19% 1.72% 1.18% 1.28% 125.78 128.78 124.31 130.30
周度 2.96% 3.03% 2.97% 3.87% 2.59% 2.82% 124.01 130.61 120.84 134.04
月度 5.38% 6.22% 5.58% 7.94% 5.40% 5.88% 120.58 134.33 114.25 141.77
季度 8.55% 11.65% 8.76% 13.22% 9.35% 10.18% 115.91 139.74 105.57 153.43
Annual — — — — 18.69% 20.36% 105.57 153.43 87.57 184.96
Option Time Horizon — — — — 7.12% 7.76% 118.52 136.67 110.37 146.75
Calculation Notes: Computed at 2026-04-26T02:45 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $127.27  |  Strike (K): $130.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $2.5000 (Bid $2.2000 / Ask $2.8000)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 3.30%  |  Binomial IV (Annual): 18.69% (CRR binomial tree, American, n=20 steps)  |  BS IV: 18.87% (European Black-Scholes)  |  Yahoo IV (Annual): 20.36% → 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
2026-02-13 $1.0650
2025-11-14 $1.0650
2025-08-15 $1.0650
2025-05-16 $1.0450
2025-02-14 $1.0450
2024-11-15 $1.0450
2024-08-16 $1.0450
2024-05-16 $1.0250
2024-02-15 $1.0250
2023-11-16 $1.0250
2023-08-17 $1.0250
2023-05-11 $1.0050
2023-02-16 $1.0050
2022-11-17 $1.0050
2022-08-11 $1.0050
2022-05-12 $0.9850
2022-02-17 $0.9850
2021-11-10 $0.9850
2021-08-12 $0.9850
2021-05-13 $0.9650
2021-02-11 $0.9650
2020-11-12 $0.9650
2020-08-13 $0.9650
2020-05-14 $0.9450
2020-02-13 $0.9450
2019-11-14 $0.9450
2019-08-15 $0.9450
2019-05-16 $0.9280
2019-02-14 $0.9280
2018-11-15 $0.9280
2018-08-16 $0.9280
2018-05-17 $0.8900
2018-02-15 $0.8900
2017-11-16 $0.8900
2017-08-16 $0.8900
2017-05-17 $0.8550
2017-02-15 $0.8550
2016-11-16 $0.8550
2016-08-10 $0.8550
2016-05-18 $0.8250
2016-02-10 $0.8250
2015-11-10 $0.8250
2015-08-12 $0.8250
2015-05-13 $0.7950
2015-02-11 $0.7950
2014-11-12 $0.7950
2014-08-13 $0.7950
2014-05-14 $0.7800
2014-02-12 $0.7800
2013-11-13 $0.7800
2013-08-14 $0.7800
2013-05-15 $0.7650
2013-02-13 $0.7650
2012-11-14 $0.7650
2012-08-15 $0.7650
2012-05-16 $0.7500
2012-02-15 $0.7500
2011-11-16 $0.7500
2011-08-10 $0.7500
2011-05-18 $0.7350
2011-02-09 $0.7350
2010-11-09 $0.7350
2010-08-11 $0.7350
2010-05-19 $0.7200
2010-02-10 $0.7200
2009-11-10 $0.7200
2009-08-12 $0.7200
2009-05-14 $0.6900
2009-02-11 $0.6900
2008-11-12 $0.6900
2008-08-13 $0.6900
2008-05-15 $0.6600
2008-02-13 $0.6600
2007-11-14 $0.6600
2007-08-15 $0.6600
2007-05-09 $0.6300
2007-02-14 $0.6300
2006-11-15 $0.5579
2006-08-09 $0.5579
2006-05-10 $0.5404
2006-02-15 $0.5404
2005-11-09 $0.5404
2005-08-10 $1.6213
2005-05-11 $0.4794
2005-02-09 $0.4794
2004-11-09 $0.4794
2004-08-11 $0.4794
2004-05-12 $0.4794
2004-02-11 $0.4794
2003-11-12 $0.4794
2003-08-13 $0.4794
2003-05-14 $0.4794
2003-02-12 $0.4794
2002-11-13 $0.4794
2002-08-14 $0.4794
2002-05-15 $0.4794
2002-02-13 $0.4794
2001-11-14 $0.4794
2001-08-15 $0.4794
2001-05-09 $0.4794
2001-02-14 $0.4794
2000-11-15 $0.4794
2000-08-09 $0.4794
2000-05-10 $0.4794
2000-02-09 $0.4794
1999-11-09 $0.4794
1999-08-11 $0.4794
1999-05-12 $0.4794
1999-02-10 $0.4794
1998-11-10 $0.4794
1998-08-12 $0.4794
1998-05-13 $0.4794
1998-02-11 $0.4794
1997-11-12 $0.4794
1997-08-13 $0.4794
1997-05-14 $0.4620
1997-02-12 $0.4620
1996-11-13 $0.4620
1996-08-14 $0.4620
1996-05-15 $0.4445
1996-02-14 $0.4445
1995-11-15 $0.4445
1995-08-16 $0.4445
1995-05-08 $0.4271
1995-02-13 $0.4271
1994-11-14 $0.4271
1994-08-08 $0.4271
1994-05-09 $0.4097
1994-02-07 $0.4097
1993-11-05 $0.4097
1993-08-09 $0.4097
1993-05-10 $0.3922
1993-02-08 $0.3922
1992-11-06 $0.3922
1992-08-10 $0.3922
1992-05-11 $0.3748
1992-02-10 $0.3748
1991-11-08 $0.3748
1991-08-12 $0.3748
1991-05-13 $0.3574
1991-02-11 $0.3574
1990-11-09 $0.3574
1990-08-13 $0.3574
1990-05-14 $0.3399
1990-02-12 $0.3399
1989-11-13 $0.3399
1989-08-14 $0.3399
1989-05-08 $0.3225
1989-02-13 $0.3225
1988-11-14 $0.3225
1988-08-08 $0.3225
1988-05-09 $0.3051
1988-02-08 $0.3051
1987-11-06 $0.3051
1987-08-10 $0.3051
1987-05-11 $0.2920
1987-02-09 $0.2920
1986-11-07 $0.2920
1986-08-11 $0.2920
1986-05-12 $0.2833
1986-02-14 $0.2833
1985-11-04 $0.2833
1985-08-12 $0.2702
1985-05-13 $0.2702
1985-02-08 $0.2702
1984-11-02 $0.2702
1984-08-13 $0.2702
1984-05-14 $0.2571
1984-02-10 $0.2571
1983-11-03 $0.2571
1983-08-15 $0.2571
1983-05-16 $0.2484
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.05. Further, an Excess 峰度 of 13.89 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -3.98%1020.88%0.88%
-3.98% to -2.97%1080.93%1.81%
-2.97% to -1.96%3392.92%4.72%
-1.96% to -0.95%130511.23%15.96%
-0.95% to 0.05%420736.20%52.16%
0.05% to 1.06%365531.45%83.61%
1.06% to 2.07%136811.77%95.39%
2.07% to 3.08%3743.22%98.61%
3.08% to 4.08%890.77%99.37%
Greater than 4.08%730.63%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.29%1.40% 78.80%68.27%
±2σ -2.63%2.74% 95.59%95.45%
±3σ -3.98%4.08% 98.50%99.73%
Descriptive Statistics
均值0.053%
Standard Error0.012%
中位数0.000%
Mode0.000%
Standard Deviation1.343%
Sample Variance1.803%
峰度13.89
偏度-0.05
Range32.653%
Minimum-16.495%
Maximum16.158%
Count11620
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 0.986% 5654 48.66% 0.480%
负向 -0.985% 5028 43.27% -0.426%
Zero 0.000% 938 8.07% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 1.79%
20 1 Month 1.72%
60 1 Quarter 1.75%
250 1 Year 1.54%
750 3 Years 1.64%
1,250 5 Years 1.72%
2,500 10 Years 1.72%
5,000 20 Years 1.71%
12,500 50 Years 1.76%
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 4.91. Further, an Excess 峰度 of 57.37 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -1.89%00.00%0.00%
-1.89% to -0.99%00.00%0.00%
-0.99% to -0.10%00.00%0.00%
-0.10% to 0.80%140812.12%12.12%
0.80% to 1.69%607652.28%64.40%
1.69% to 2.58%260622.42%86.83%
2.58% to 3.48%8937.68%94.51%
3.48% to 4.37%2982.56%97.07%
4.37% to 5.27%1421.22%98.30%
Greater than 5.27%1981.70%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.50%2.88% 88.68%68.27%
±2σ -0.69%4.07% 96.51%95.45%
±3σ -1.89%5.27% 98.30%99.73%
Descriptive Statistics
均值1.690%
Standard Error0.011%
中位数1.399%
Mode1.093%
Standard Deviation1.192%
Sample Variance1.422%
峰度57.37
偏度4.91
Range29.902%
Minimum0.239%
Maximum30.141%
Count11621
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.690% 11621 100.00% 1.690%
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 0.34. Further, an Excess 峰度 of 12.60 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -3.58%620.53%0.53%
-3.58% to -2.69%990.85%1.39%
-2.69% to -1.80%3813.28%4.66%
-1.80% to -0.91%140312.07%16.74%
-0.91% to -0.01%357830.79%47.53%
-0.01% to 0.88%415635.76%83.29%
0.88% to 1.77%133011.44%94.73%
1.77% to 2.66%4043.48%98.21%
2.66% to 3.55%1211.04%99.25%
Greater than 3.55%870.75%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.20%1.17% 77.37%68.27%
±2σ -2.39%2.36% 95.40%95.45%
±3σ -3.58%3.55% 98.72%99.73%
Descriptive Statistics
均值-0.015%
Standard Error0.011%
中位数0.000%
Mode0.000%
Standard Deviation1.188%
Sample Variance1.411%
峰度12.60
偏度0.34
Range31.811%
Minimum-13.910%
Maximum17.901%
Count11621
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 0.921% 5089 43.79% 0.403%
负向 -0.877% 5544 47.71% -0.418%
Zero 0.000% 988 8.50% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.13. Further, an Excess 峰度 of 10.18 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -8.62%130.54%0.54%
-8.62% to -6.40%241.00%1.54%
-6.40% to -4.18%813.37%4.90%
-4.18% to -1.96%27811.55%16.46%
-1.96% to 0.26%79633.08%49.54%
0.26% to 2.48%81433.83%83.37%
2.48% to 4.70%28311.76%95.14%
4.70% to 6.91%773.20%98.34%
6.91% to 9.13%210.87%99.21%
Greater than 9.13%190.79%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.70%3.22% 78.30%68.27%
±2σ -5.66%6.17% 95.34%95.45%
±3σ -8.62%9.13% 98.67%99.73%
Descriptive Statistics
均值0.258%
Standard Error0.060%
中位数0.282%
Mode0.000%
Standard Deviation2.958%
Sample Variance8.750%
峰度10.18
偏度0.13
Range51.909%
Minimum-21.808%
Maximum30.101%
Count2406
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.127% 1300 54.03% 1.149%
负向 -2.059% 1042 43.31% -0.892%
Zero 0.000% 64 2.66% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 3.07%
12 1 Quarter 4.05%
52 1 Year 3.39%
156 3 Years 3.70%
260 5 Years 3.87%
520 10 Years 3.88%
1,040 20 Years 3.78%
2,600 50 Years 4.05%
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 65.13 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.94%00.00%0.00%
-4.94% to -2.67%00.00%0.00%
-2.67% to -0.40%00.00%0.00%
-0.40% to 1.87%2309.56%9.56%
1.87% to 4.14%134755.96%65.52%
4.14% to 6.42%54322.56%88.08%
6.42% to 8.69%1526.31%94.39%
8.69% to 10.96%773.20%97.59%
10.96% to 13.23%291.20%98.80%
Greater than 13.23%291.20%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.12%7.17% 89.99%68.27%
±2σ -1.91%10.20% 96.93%95.45%
±3σ -4.94%13.23% 98.80%99.73%
Descriptive Statistics
均值4.145%
Standard Error0.062%
中位数3.448%
Mode3.226%
Standard Deviation3.029%
Sample Variance9.176%
峰度65.13
偏度5.67
Range57.951%
Minimum0.820%
Maximum58.771%
Count2407
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.145% 2407 100.00% 4.145%
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 1.18. Further, an Excess 峰度 of 11.35 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -8.94%140.58%0.58%
-8.94% to -6.71%180.75%1.33%
-6.71% to -4.49%682.83%4.15%
-4.49% to -2.26%29412.21%16.37%
-2.26% to -0.03%83134.52%50.89%
-0.03% to 2.19%79733.11%84.00%
2.19% to 4.42%26010.80%94.81%
4.42% to 6.65%833.45%98.26%
6.65% to 8.88%261.08%99.34%
Greater than 8.88%160.66%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.00%2.94% 78.31%68.27%
±2σ -5.97%5.91% 95.35%95.45%
±3σ -8.94%8.88% 98.75%99.73%
Descriptive Statistics
均值-0.032%
Standard Error0.061%
中位数-0.128%
Mode0.000%
Standard Deviation2.969%
Sample Variance8.813%
峰度11.35
偏度1.18
Range47.600%
Minimum-19.710%
Maximum27.890%
Count2407
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.179% 1098 45.62% 0.994%
负向 -2.010% 1229 51.06% -1.026%
Zero 0.000% 80 3.32% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.36. Further, an Excess 峰度 of 2.56 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -15.06%50.90%0.90%
-15.06% to -11.03%71.27%2.17%
-11.03% to -7.00%152.71%4.88%
-7.00% to -2.96%7914.29%19.17%
-2.96% to 1.07%16229.29%48.46%
1.07% to 5.10%17531.65%80.11%
5.10% to 9.13%8214.83%94.94%
9.13% to 13.16%193.44%98.37%
13.16% to 17.19%61.08%99.46%
Greater than 17.19%30.54%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.31%6.44% 74.32%68.27%
±2σ -9.68%11.82% 94.39%95.45%
±3σ -15.06%17.19% 98.55%99.73%
Descriptive Statistics
均值1.066%
Standard Error0.229%
中位数1.272%
Mode0.000%
Standard Deviation5.375%
Sample Variance28.894%
峰度2.56
偏度-0.36
Range49.397%
Minimum-27.134%
Maximum22.263%
Count553
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.129% 346 62.57% 2.583%
负向 -4.154% 202 36.53% -1.517%
Zero 0.000% 5 0.90% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 7.76%
12 1 Year 6.45%
36 3 Years 7.42%
60 5 Years 7.94%
120 10 Years 8.07%
240 20 Years 7.80%
600 50 Years 8.59%
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 4.46. Further, an Excess 峰度 of 33.03 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -9.51%00.00%0.00%
-9.51% to -4.84%00.00%0.00%
-4.84% to -0.17%00.00%0.00%
-0.17% to 4.49%6211.19%11.19%
4.49% to 9.16%29853.79%64.98%
9.16% to 13.83%12923.29%88.27%
13.83% to 18.50%335.96%94.22%
18.50% to 23.16%183.25%97.47%
23.16% to 27.83%40.72%98.19%
Greater than 27.83%101.81%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 2.94%15.38% 89.53%68.27%
±2σ -3.29%21.61% 96.39%95.45%
±3σ -9.51%27.83% 98.19%99.73%
Descriptive Statistics
均值9.161%
Standard Error0.264%
中位数7.636%
Mode10.366%
Standard Deviation6.224%
Sample Variance38.737%
峰度33.03
偏度4.46
Range69.373%
Minimum2.395%
Maximum71.768%
Count554
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 9.161% 554 100.00% 9.161%
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 1.06. 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ProbCum. Prob
Less than -17.12%10.18%0.18%
-17.12% to -12.94%40.72%0.90%
-12.94% to -8.75%162.89%3.79%
-8.75% to -4.56%9416.97%20.76%
-4.56% to -0.38%18132.67%53.43%
-0.38% to 3.81%15728.34%81.77%
3.81% to 8.00%7213.00%94.77%
8.00% to 12.18%193.43%98.19%
12.18% to 16.37%50.90%99.10%
Greater than 16.37%50.90%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.96%5.21% 74.73%68.27%
±2σ -11.54%10.79% 95.31%95.45%
±3σ -17.12%16.37% 98.92%99.73%
Descriptive Statistics
均值-0.376%
Standard Error0.237%
中位数-0.700%
Mode0.000%
Standard Deviation5.582%
Sample Variance31.160%
峰度5.20
偏度1.06
Range56.795%
Minimum-19.557%
Maximum37.238%
Count554
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.446% 230 41.52% 1.846%
负向 -3.907% 315 56.86% -2.221%
Zero 0.000% 9 1.62% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.07. Further, an Excess 峰度 of 3.39 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -22.60%10.54%0.54%
-22.60% to -16.18%21.09%1.63%
-16.18% to -9.77%105.43%7.07%
-9.77% to -3.35%1910.33%17.39%
-3.35% to 3.06%4926.63%44.02%
3.06% to 9.48%6836.96%80.98%
9.48% to 15.89%2815.22%96.20%
15.89% to 22.31%52.72%98.91%
22.31% to 28.72%00.00%98.91%
Greater than 28.72%21.09%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.49%11.62% 77.72%68.27%
±2σ -14.04%20.17% 94.02%95.45%
±3σ -22.60%28.72% 98.37%99.73%
Descriptive Statistics
均值3.063%
Standard Error0.631%
中位数3.729%
Mode-33.000%
Standard Deviation8.553%
Sample Variance73.158%
峰度3.39
偏度-0.07
Range74.232%
Minimum-33.000%
Maximum41.232%
Count184
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 7.343% 125 67.94% 4.988%
负向 -6.106% 58 31.52% -1.925%
Zero 0.000% 1 0.54% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 10.38%
12 3 Years 11.83%
20 5 Years 13.22%
40 10 Years 13.31%
80 20 Years 13.25%
200 50 Years 14.65%
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 4.51. Further, an Excess 峰度 of 28.89 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -18.38%00.00%0.00%
-18.38% to -9.65%00.00%0.00%
-9.65% to -0.91%00.00%0.00%
-0.91% to 7.83%126.49%6.49%
7.83% to 16.57%11562.16%68.65%
16.57% to 25.30%3820.54%89.19%
25.30% to 34.04%115.95%95.14%
34.04% to 42.78%42.16%97.30%
42.78% to 51.52%21.08%98.38%
Greater than 51.52%31.62%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 4.92%28.22% 91.89%68.27%
±2σ -6.73%39.87% 96.76%95.45%
±3σ -18.38%51.52% 98.38%99.73%
Descriptive Statistics
均值16.566%
Standard Error0.857%
中位数14.045%
Mode16.667%
Standard Deviation11.650%
Sample Variance135.729%
峰度28.89
偏度4.51
Range106.353%
Minimum5.415%
Maximum111.768%
Count185
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 16.566% 185 100.00% 16.566%
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 6.70 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -27.52%10.54%0.54%
-27.52% to -20.95%10.54%1.08%
-20.95% to -14.39%31.62%2.70%
-14.39% to -7.82%2915.68%18.38%
-7.82% to -1.25%7440.00%58.38%
-1.25% to 5.32%4926.49%84.86%
5.32% to 11.89%158.11%92.97%
11.89% to 18.46%84.32%97.30%
18.46% to 25.02%42.16%99.46%
Greater than 25.02%10.54%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -10.01%7.51% 78.92%68.27%
±2σ -18.76%16.27% 94.59%95.45%
±3σ -27.52%25.02% 98.92%99.73%
Descriptive Statistics
均值-1.249%
Standard Error0.644%
中位数-2.381%
Mode-5.128%
Standard Deviation8.758%
Sample Variance76.695%
峰度6.70
偏度1.40
Range78.428%
Minimum-28.055%
Maximum50.373%
Count185
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 6.956% 69 37.30% 2.594%
负向 -6.184% 115 62.16% -3.844%
Zero 0.000% 1 0.54% 0.000%