市场数据 波动率热力图 组合分析工具

ED 深度分析报告

Consolidated Edison, Inc. | 分类： Equity Mega Cap | 年化股息率： 3.08% ($3.40) | 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% 1.03% 1.11% 1.82% 1.30% 1.41% 107.66 110.48 106.27 111.92
周度 2.80% 2.63% 2.70% 4.11% 2.85% 3.10% 105.99 112.22 103.01 115.47
月度 5.77% 6.38% 6.57% 8.65% 5.94% 6.45% 102.77 115.73 96.84 122.82
季度 9.28% 11.60% 10.52% 14.09% 10.29% 11.16% 98.40 120.88 88.78 133.98
Annual — — — — 20.58% 22.33% 88.78 133.98 72.27 164.59
Option Time Horizon — — — — 7.84% 8.51% 100.84 117.96 93.23 127.58
Calculation Notes: Computed at 2026-04-26T02:45 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $109.06  |  Strike (K): $110.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $3.0250 (Bid $2.7500 / Ask $3.3000)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 3.08%  |  Binomial IV (Annual): 20.58% (CRR binomial tree, American, n=20 steps)  |  BS IV: 20.70% (European Black-Scholes)  |  Yahoo IV (Annual): 22.33% → 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
2026-02-18 $0.8880
2025-11-19 $0.8500
2025-08-13 $0.8500
2025-05-14 $0.8500
2025-02-19 $0.8500
2024-11-13 $0.8300
2024-08-14 $0.8300
2024-05-14 $0.8300
2024-02-13 $0.8300
2023-11-14 $0.8100
2023-08-15 $0.8100
2023-05-16 $0.8100
2023-02-14 $0.8100
2022-11-15 $0.7900
2022-08-16 $0.7900
2022-05-17 $0.7900
2022-02-15 $0.7900
2021-11-16 $0.7750
2021-08-17 $0.7750
2021-05-18 $0.7750
2021-02-16 $0.7750
2020-11-17 $0.7650
2020-08-18 $0.7650
2020-05-12 $0.7650
2020-02-18 $0.7650
2019-11-12 $0.7400
2019-08-13 $0.7400
2019-05-14 $0.7400
2019-02-12 $0.7400
2018-11-13 $0.7150
2018-08-14 $0.7150
2018-05-15 $0.7150
2018-02-13 $0.7150
2017-11-14 $0.6900
2017-08-14 $0.6900
2017-05-15 $0.6900
2017-02-13 $0.6900
2016-11-14 $0.6700
2016-08-15 $0.6700
2016-05-16 $0.6700
2016-02-12 $0.6700
2015-11-16 $0.6500
2015-08-17 $0.6500
2015-05-18 $0.6500
2015-02-13 $0.6500
2014-11-07 $0.6300
2014-08-11 $0.6300
2014-05-12 $0.6300
2014-02-10 $0.6300
2013-11-08 $0.6150
2013-08-12 $0.6150
2013-05-13 $0.6150
2013-02-11 $0.6150
2012-11-09 $0.6050
2012-08-13 $0.6050
2012-05-14 $0.6050
2012-02-13 $0.6050
2011-11-14 $0.6000
2011-08-15 $0.6000
2011-05-16 $0.6000
2011-02-14 $0.6000
2010-11-15 $0.5950
2010-08-16 $0.5950
2010-05-10 $0.5950
2010-02-12 $0.5950
2009-11-16 $0.5900
2009-08-17 $0.5900
2009-05-11 $0.5900
2009-02-13 $0.5900
2008-11-07 $0.5850
2008-08-11 $0.5850
2008-05-12 $0.5850
2008-02-11 $0.5850
2007-11-09 $0.5800
2007-08-13 $0.5800
2007-05-14 $0.5800
2007-02-12 $0.5800
2006-11-13 $0.5750
2006-08-14 $0.5750
2006-05-11 $0.5750
2006-02-13 $0.5750
2005-11-14 $0.5700
2005-08-15 $0.5700
2005-05-16 $0.5700
2005-02-14 $0.5700
2004-11-08 $0.5650
2004-08-09 $0.5650
2004-05-10 $0.5650
2004-02-09 $0.5650
2003-11-07 $0.5600
2003-08-11 $0.5600
2003-05-12 $0.5600
2003-02-10 $0.5600
2002-11-08 $0.5550
2002-08-12 $0.5550
2002-05-13 $0.5550
2002-02-11 $0.5550
2001-11-09 $0.5500
2001-08-13 $0.5500
2001-05-14 $0.5500
2001-02-12 $0.5500
2000-11-13 $0.5450
2000-08-14 $0.5450
2000-05-15 $0.5450
2000-02-14 $0.5450
1999-11-15 $0.5350
1999-08-16 $0.5350
1999-05-17 $0.5350
1999-02-12 $0.5350
1998-11-16 $0.5300
1998-08-17 $0.5300
1998-05-11 $0.5300
1998-02-13 $0.5300
1997-11-17 $0.5250
1997-08-11 $0.5250
1997-05-12 $0.5250
1997-02-14 $0.5250
1996-11-08 $0.5200
1996-08-12 $0.5200
1996-05-13 $0.5200
1996-02-12 $0.5200
1995-11-13 $0.5100
1995-08-14 $0.5100
1995-05-11 $0.5100
1995-02-09 $0.5100
1994-11-09 $0.5000
1994-08-11 $0.5000
1994-05-12 $0.5000
1994-02-10 $0.5000
1993-11-10 $0.4850
1993-08-12 $0.4850
1993-05-13 $0.4850
1993-02-10 $0.4850
1992-11-12 $0.4750
1992-08-13 $0.4750
1992-05-07 $0.4750
1992-02-12 $0.4750
1991-11-06 $0.4650
1991-08-08 $0.4650
1991-05-09 $0.4650
1991-02-07 $0.4650
1990-11-07 $0.4550
1990-08-09 $0.4550
1990-05-10 $0.4550
1990-02-08 $0.4550
1989-11-09 $0.4300
1989-08-10 $0.4300
1989-05-11 $0.4300
1989-02-09 $0.4300
1988-11-09 $0.4000
1988-08-11 $0.4000
1988-05-12 $0.4000
1987-11-12 $0.3700
1987-08-13 $0.3700
1987-05-07 $0.3700
1987-02-11 $0.3700
1986-11-13 $0.3350
1986-08-07 $0.3350
1986-05-08 $0.3350
1986-02-12 $0.3350
1985-10-31 $0.3000
1985-08-01 $0.3000
1985-05-02 $0.3000
1985-01-31 $0.3000
1984-10-31 $0.2650
1984-08-02 $0.2650
1984-05-03 $0.2650
1984-02-02 $0.2650
1983-11-02 $0.2350
1983-08-04 $0.2350
1983-05-05 $0.2350
1983-02-03 $0.2350
1982-11-03 $0.2100
1982-08-05 $0.2100
1982-05-06 $0.2100
1982-02-09 $0.2100
1981-11-04 $0.1850
1981-08-06 $0.1850
1981-05-07 $0.1850
1981-02-05 $0.0462
1980-11-05 $0.1675
1980-07-31 $0.1675
1980-05-01 $0.1675
1980-01-31 $0.1675
1979-10-31 $0.1525
1979-08-02 $0.1525
1979-05-03 $0.1525
1979-02-01 $0.1525
1978-11-01 $0.1375
1978-08-03 $0.1375
1978-05-04 $0.1375
1978-02-02 $0.1375
1977-11-03 $0.0312
1977-08-04 $0.1250
1977-05-05 $0.1250
1977-02-03 $0.1250
1976-11-04 $0.1000
1976-08-05 $0.1000
1976-05-06 $0.1000
1976-02-05 $0.1000
1975-11-05 $0.0750
1975-07-31 $0.0750
1975-05-01 $0.0750
1975-02-05 $0.0750
1974-10-30 $0.0500
1974-08-01 $0.0500
1974-01-31 $0.1125
1973-10-31 $0.1125
1973-08-02 $0.1125
1973-05-03 $0.1125
1973-02-01 $0.1125
1972-10-30 $0.1125
1972-07-31 $0.1125
1972-05-01 $0.1125
1972-01-31 $0.1125
1971-11-01 $0.0283
1971-08-02 $0.1125
1971-05-03 $0.1125
1971-02-01 $0.1125
1970-11-06 $0.1125
1970-08-03 $0.1125
1970-05-04 $0.1125
1970-02-02 $0.0283
1969-10-31 $0.1125
1969-07-28 $0.1125
1969-04-28 $0.1125
1969-02-03 $0.1125
1968-10-28 $0.1125
1968-07-29 $0.1125
1968-04-29 $0.1145
1968-01-30 $0.1125
1967-10-31 $0.1125
1967-05-02 $0.1125
1967-01-31 $0.1125
1966-11-01 $0.1125
1966-08-02 $0.1125
1966-05-03 $0.1125
1966-02-01 $0.1125
1965-11-01 $0.1125
1965-08-03 $0.1125
1965-05-04 $0.1125
1965-02-02 $0.0563
1964-11-02 $0.1031
1964-08-04 $0.1031
1964-05-05 $0.1031
1964-02-04 $0.1031
1963-10-29 $0.1031
1963-07-30 $0.1031
1963-04-30 $0.1031
1963-01-29 $0.0938
1962-10-30 $0.0938
1962-07-31 $0.0938
1962-05-01 $0.0938
1962-01-30 $0.0938
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 -1.11. Further, an Excess 峰度 of 44.22 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -3.69%980.61%0.61%
-3.69% to -2.76%1450.90%1.50%
-2.76% to -1.82%4822.98%4.48%
-1.82% to -0.89%184611.41%15.89%
-0.89% to 0.05%627938.80%54.69%
0.05% to 0.98%476729.46%84.15%
0.98% to 1.92%183311.33%95.48%
1.92% to 2.85%4953.06%98.54%
2.85% to 3.78%1280.79%99.33%
Greater than 3.78%1090.67%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.20%1.29% 80.18%68.27%
±2σ -2.45%2.54% 95.99%95.45%
±3σ -3.69%3.78% 98.72%99.73%
Descriptive Statistics
均值0.046%
Standard Error0.010%
中位数0.000%
Mode0.000%
Standard Deviation1.246%
Sample Variance1.553%
峰度44.22
偏度-1.11
Range49.958%
Minimum-31.944%
Maximum18.014%
Count16182
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 0.941% 7427 45.90% 0.432%
负向 -0.926% 6747 41.69% -0.386%
Zero 0.000% 2008 12.41% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 1.89%
20 1 Month 1.81%
60 1 Quarter 2.01%
250 1 Year 1.78%
750 3 Years 1.76%
1,250 5 Years 1.82%
2,500 10 Years 1.79%
5,000 20 Years 1.67%
12,500 50 Years 1.63%
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 4.00. Further, an Excess 峰度 of 35.37 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -1.54%00.00%0.00%
-1.54% to -0.77%00.00%0.00%
-0.77% to 0.00%00.00%0.00%
0.00% to 0.77%229714.19%14.19%
0.77% to 1.54%796249.20%63.39%
1.54% to 2.31%373523.08%86.47%
2.31% to 3.08%12117.48%93.96%
3.08% to 3.85%5133.17%97.13%
3.85% to 4.62%1941.20%98.33%
Greater than 4.62%2711.67%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.51%2.57% 85.75%68.27%
±2σ -0.51%3.59% 96.25%95.45%
±3σ -1.54%4.62% 98.33%99.73%
Descriptive Statistics
均值1.541%
Standard Error0.008%
中位数1.307%
Mode1.111%
Standard Deviation1.027%
Sample Variance1.056%
峰度35.37
偏度4.00
Range19.538%
Minimum0.134%
Maximum19.672%
Count16183
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.541% 16183 100.00% 1.541%
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 0.92. Further, an Excess 峰度 of 22.90 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -3.36%1090.67%0.67%
-3.36% to -2.52%1410.87%1.54%
-2.52% to -1.69%5123.16%4.71%
-1.69% to -0.85%191211.81%16.52%
-0.85% to -0.02%445127.50%44.03%
-0.02% to 0.81%642939.73%83.75%
0.81% to 1.65%187311.57%95.33%
1.65% to 2.48%5173.19%98.52%
2.48% to 3.32%1240.77%99.29%
Greater than 3.32%1150.71%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.13%1.09% 79.11%68.27%
±2σ -2.25%2.21% 95.75%95.45%
±3σ -3.36%3.32% 98.62%99.73%
Descriptive Statistics
均值-0.020%
Standard Error0.009%
中位数0.000%
Mode0.000%
Standard Deviation1.113%
Sample Variance1.239%
峰度22.90
偏度0.92
Range32.944%
Minimum-13.272%
Maximum19.672%
Count16183
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 0.865% 6776 41.87% 0.362%
负向 -0.863% 7164 44.27% -0.382%
Zero 0.000% 2243 13.86% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.43. Further, an Excess 峰度 of 23.70 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -8.18%150.45%0.45%
-8.18% to -6.08%290.86%1.31%
-6.08% to -3.98%1193.55%4.86%
-3.98% to -1.88%36010.73%15.59%
-1.88% to 0.22%118435.29%50.88%
0.22% to 2.32%111833.32%84.20%
2.32% to 4.43%38311.42%95.62%
4.43% to 6.53%952.83%98.45%
6.53% to 8.63%250.75%99.20%
Greater than 8.63%270.80%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.58%3.02% 79.08%68.27%
±2σ -5.38%5.83% 95.74%95.45%
±3σ -8.18%8.63% 98.75%99.73%
Descriptive Statistics
均值0.223%
Standard Error0.048%
中位数0.147%
Mode0.000%
Standard Deviation2.802%
Sample Variance7.849%
峰度23.70
偏度-0.43
Range70.758%
Minimum-41.667%
Maximum29.091%
Count3355
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.041% 1722 51.33% 1.048%
负向 -1.933% 1431 42.65% -0.824%
Zero 0.000% 202 6.02% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 3.47%
12 1 Quarter 4.51%
52 1 Year 3.99%
156 3 Years 4.02%
260 5 Years 4.11%
520 10 Years 4.05%
1,040 20 Years 3.73%
2,600 50 Years 3.75%
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 5.04. Further, an Excess 峰度 of 56.51 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.18%00.00%0.00%
-4.18% to -2.21%00.00%0.00%
-2.21% to -0.23%00.00%0.00%
-0.23% to 1.74%44513.26%13.26%
1.74% to 3.71%165049.17%62.43%
3.71% to 5.68%81224.20%86.62%
5.68% to 7.66%2667.93%94.55%
7.66% to 9.63%912.71%97.26%
9.63% to 11.60%471.40%98.66%
Greater than 11.60%451.34%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.08%6.34% 88.38%68.27%
±2σ -1.55%8.97% 96.60%95.45%
±3σ -4.18%11.60% 98.66%99.73%
Descriptive Statistics
均值3.712%
Standard Error0.045%
中位数3.109%
Mode2.703%
Standard Deviation2.630%
Sample Variance6.916%
峰度56.51
偏度5.04
Range52.286%
Minimum0.269%
Maximum52.555%
Count3356
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 3.712% 3356 100.00% 3.712%
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 0.73. Further, an Excess 峰度 of 10.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -8.13%210.63%0.63%
-8.13% to -6.11%220.66%1.28%
-6.11% to -4.08%982.92%4.20%
-4.08% to -2.06%43813.05%17.25%
-2.06% to -0.04%106531.73%48.99%
-0.04% to 1.99%118135.19%84.18%
1.99% to 4.01%34710.34%94.52%
4.01% to 6.04%1253.72%98.24%
6.04% to 8.06%320.95%99.20%
Greater than 8.06%270.80%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.74%2.67% 78.10%68.27%
±2σ -5.44%5.37% 95.35%95.45%
±3σ -8.14%8.07% 98.57%99.73%
Descriptive Statistics
均值-0.035%
Standard Error0.047%
中位数0.000%
Mode0.000%
Standard Deviation2.700%
Sample Variance7.293%
峰度10.82
偏度0.73
Range48.546%
Minimum-21.127%
Maximum27.419%
Count3356
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.057% 1475 43.95% 0.904%
负向 -1.911% 1650 49.17% -0.940%
Zero 0.000% 231 6.88% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.20. Further, an Excess 峰度 of 14.95 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -16.33%30.39%0.39%
-16.33% to -12.00%50.65%1.04%
-12.00% to -7.68%263.37%4.41%
-7.68% to -3.35%10613.75%18.16%
-3.35% to 0.97%25533.07%51.23%
0.97% to 5.30%24431.65%82.88%
5.30% to 9.62%9011.67%94.55%
9.62% to 13.95%344.41%98.96%
13.95% to 18.27%40.52%99.48%
Greater than 18.27%40.52%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.79%6.74% 77.43%68.27%
±2σ -10.56%12.51% 96.76%95.45%
±3σ -16.33%18.28% 99.09%99.73%
Descriptive Statistics
均值0.974%
Standard Error0.208%
中位数0.887%
Mode0.000%
Standard Deviation5.767%
Sample Variance33.263%
峰度14.95
偏度-0.20
Range97.500%
Minimum-52.500%
Maximum45.000%
Count771
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.518% 434 56.29% 2.543%
负向 -3.781% 320 41.51% -1.569%
Zero 0.000% 17 2.21% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 8.08%
12 1 Year 8.07%
36 3 Years 8.31%
60 5 Years 8.65%
120 10 Years 8.54%
240 20 Years 7.87%
600 50 Years 8.03%
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 6.80. Further, an Excess 峰度 of 82.66 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -10.75%00.00%0.00%
-10.75% to -5.96%00.00%0.00%
-5.96% to -1.17%00.00%0.00%
-1.17% to 3.62%779.97%9.97%
3.62% to 8.41%41053.11%63.08%
8.41% to 13.20%21027.20%90.28%
13.20% to 17.99%445.70%95.98%
17.99% to 22.77%162.07%98.06%
22.77% to 27.56%50.65%98.70%
Greater than 27.56%101.30%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 2.02%14.79% 92.10%68.27%
±2σ -4.36%21.18% 97.80%95.45%
±3σ -10.75%27.56% 98.70%99.73%
Descriptive Statistics
均值8.408%
Standard Error0.230%
中位数7.199%
Mode6.250%
Standard Deviation6.385%
Sample Variance40.768%
峰度82.66
偏度6.80
Range105.064%
Minimum1.515%
Maximum106.579%
Count772
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 8.408% 772 100.00% 8.408%
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 5.57. Further, an Excess 峰度 of 90.71 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -19.86%20.26%0.26%
-19.86% to -14.93%30.39%0.65%
-14.93% to -10.00%151.94%2.59%
-10.00% to -5.07%9412.18%14.77%
-5.07% to -0.15%29337.95%52.72%
-0.15% to 4.78%24832.12%84.84%
4.78% to 9.71%9512.31%97.15%
9.71% to 14.64%131.68%98.83%
14.64% to 19.56%60.78%99.61%
Greater than 19.56%30.39%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -6.72%6.42% 81.22%68.27%
±2σ -13.29%12.99% 97.80%95.45%
±3σ -19.86%19.56% 99.35%99.73%
Descriptive Statistics
均值-0.146%
Standard Error0.236%
中位数-0.498%
Mode0.000%
Standard Deviation6.570%
Sample Variance43.167%
峰度90.71
偏度5.57
Range137.613%
Minimum-31.034%
Maximum106.579%
Count772
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.445% 345 44.69% 1.986%
负向 -4.025% 409 52.98% -2.132%
Zero 0.000% 18 2.33% 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 8.09 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -24.99%10.39%0.39%
-24.99% to -18.03%00.00%0.39%
-18.03% to -11.06%93.50%3.89%
-11.06% to -4.10%4316.73%20.62%
-4.10% to 2.86%7529.18%49.81%
2.86% to 9.83%8432.68%82.49%
9.83% to 16.79%3413.23%95.72%
16.79% to 23.75%83.11%98.83%
23.75% to 30.71%10.39%99.22%
Greater than 30.71%20.78%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -6.42%12.15% 77.04%68.27%
±2σ -15.71%21.43% 97.67%95.45%
±3σ -24.99%30.72% 98.83%99.73%
Descriptive Statistics
均值2.863%
Standard Error0.579%
中位数2.888%
Mode-53.086%
Standard Deviation9.284%
Sample Variance86.188%
峰度8.09
偏度0.11
Range105.717%
Minimum-53.086%
Maximum52.631%
Count257
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 7.855% 162 63.03% 4.951%
负向 -5.649% 95 36.97% -2.088%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 11.98%
12 3 Years 12.75%
20 5 Years 14.09%
40 10 Years 13.81%
80 20 Years 13.24%
200 50 Years 13.93%
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 5.20. Further, an Excess 峰度 of 39.84 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -19.30%00.00%0.00%
-19.30% to -10.60%00.00%0.00%
-10.60% to -1.89%00.00%0.00%
-1.89% to 6.81%166.20%6.20%
6.81% to 15.51%15560.08%66.28%
15.51% to 24.21%6324.42%90.70%
24.21% to 32.91%145.43%96.12%
32.91% to 41.61%41.55%97.67%
41.61% to 50.32%20.78%98.45%
Greater than 50.32%41.55%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 3.91%27.11% 93.41%68.27%
±2σ -7.69%38.71% 96.90%95.45%
±3σ -19.30%50.32% 98.45%99.73%
Descriptive Statistics
均值15.510%
Standard Error0.722%
中位数12.910%
Mode8.876%
Standard Deviation11.602%
Sample Variance134.616%
峰度39.84
偏度5.20
Range122.255%
Minimum4.061%
Maximum126.316%
Count258
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 15.510% 258 100.00% 15.510%
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 4.80. Further, an Excess 峰度 of 52.61 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -32.09%10.39%0.39%
-32.09% to -24.20%10.39%0.78%
-24.20% to -16.31%41.55%2.33%
-16.31% to -8.43%2610.08%12.40%
-8.43% to -0.54%10641.09%53.49%
-0.54% to 7.35%8332.17%85.66%
7.35% to 15.24%3011.63%97.29%
15.24% to 23.13%62.33%99.61%
23.13% to 31.02%00.00%99.61%
Greater than 31.02%10.39%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -11.06%9.98% 84.50%68.27%
±2σ -21.57%20.50% 98.84%95.45%
±3σ -32.09%31.02% 99.22%99.73%
Descriptive Statistics
均值-0.537%
Standard Error0.655%
中位数-1.771%
Mode2.899%
Standard Deviation10.518%
Sample Variance110.637%
峰度52.61
偏度4.80
Range147.641%
Minimum-34.483%
Maximum113.158%
Count258
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 6.931% 112 43.41% 3.009%
负向 -6.310% 145 56.20% -3.546%
Zero 0.000% 1 0.39% 0.000%