EL 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	2.06%	1.57%	1.67%	3.29%	3.45%	3.48%	75.18	80.55	72.63	83.38
周度	4.47%	4.20%	4.34%	7.95%	7.59%	7.67%	72.13	83.96	66.85	90.58
月度	8.72%	8.63%	9.11%	17.28%	15.81%	15.96%	66.44	91.15	56.73	106.76
季度	14.88%	14.25%	15.43%	32.88%	27.38%	27.65%	59.18	102.33	45.01	134.56
Annual	—	—	—	—	54.76%	55.30%	45.01	134.56	26.03	232.67
Option Time Horizon	—	—	—	—	20.87%	21.07%	63.16	95.88	51.27	118.13

Calculation Notes: Computed at 2026-04-26T02:45 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $77.82 | Strike (K): $80.00 (first OTM call ≥ spot) | Observed Mid-价格: $5.6500 (Bid $5.5000 / Ask $5.8000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 1.83% | Binomial IV (Annual): 54.76% (CRR binomial tree, American, n=20 steps) | BS IV: 55.21% (European Black-Scholes) | Yahoo IV (Annual): 55.30% → 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
2026-02-27	$0.3500
2025-11-28	$0.3500
2025-09-02	$0.3500
2025-05-30	$0.3500
2025-02-28	$0.3500
2024-11-29	$0.3500
2024-08-30	$0.6600
2024-05-31	$0.6600
2024-02-28	$0.6600
2023-11-29	$0.6600
2023-08-30	$0.6600
2023-05-30	$0.6600
2023-02-27	$0.6600
2022-11-29	$0.6600
2022-08-30	$0.6000
2022-05-27	$0.6000
2022-02-25	$0.6000
2021-11-29	$0.6000
2021-08-30	$0.5300
2021-05-27	$0.5300
2021-02-25	$0.5300
2020-11-27	$0.5300
2020-08-28	$0.4800
2020-02-27	$0.4800
2019-11-27	$0.4800
2019-08-29	$0.4300
2019-05-30	$0.4300
2019-02-27	$0.4300
2018-11-29	$0.4300
2018-08-30	$0.3800
2018-05-30	$0.3800
2018-02-27	$0.3800
2017-11-29	$0.3800
2017-08-29	$0.3400
2017-05-26	$0.3400
2017-02-24	$0.3400
2016-11-28	$0.3400
2016-08-29	$0.3000
2016-05-26	$0.3000
2016-02-25	$0.3000
2015-11-25	$0.3000
2015-08-27	$0.2400
2015-05-27	$0.2400
2015-02-25	$0.2400
2014-11-25	$0.2400
2014-08-27	$0.2000
2014-05-28	$0.2000
2014-02-26	$0.2000
2013-11-26	$0.2000
2013-08-28	$0.1800
2013-05-29	$0.1800
2013-02-26	$0.1800
2012-11-28	$0.7200
2011-11-23	$0.5250
2010-11-24	$0.3750
2009-11-25	$0.2750
2008-11-26	$0.2750
2007-12-05	$0.2750
2006-12-06	$0.2500
2005-12-07	$0.2000
2004-12-08	$0.2000
2003-12-12	$0.1500
2002-12-10	$0.1000
2002-06-12	$0.0250
2002-03-13	$0.0250
2001-12-12	$0.0250
2001-09-17	$0.0125
2001-06-13	$0.0250
2001-03-14	$0.0250
2000-12-13	$0.0250
2000-09-13	$0.0250
2000-06-14	$0.0250
2000-03-14	$0.0250
1999-12-14	$0.0250
1999-09-14	$0.0250
1999-06-14	$0.0250
1999-03-12	$0.0213
1998-12-14	$0.0213
1998-09-11	$0.0213
1998-06-11	$0.0213
1998-03-12	$0.0213
1997-12-12	$0.0213
1997-09-10	$0.0213
1997-06-10	$0.0213
1997-03-12	$0.0213
1996-12-12	$0.0213
1996-09-11	$0.0213
1996-06-12	$0.0213
1996-03-13	$0.0213

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.06. Further, an Excess 峰度 of 11.11 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -6.13%	59	0.77%	0.77%
-6.13% to -4.58%	67	0.88%	1.65%
-4.58% to -3.04%	209	2.73%	4.38%
-3.04% to -1.49%	848	11.08%	15.45%
-1.49% to 0.05%	2756	36.00%	51.45%
0.05% to 1.60%	2514	32.84%	84.29%
1.60% to 3.14%	817	10.67%	94.96%
3.14% to 4.69%	251	3.28%	98.24%
4.69% to 6.23%	77	1.01%	99.24%
Greater than 6.23%	58	0.76%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.01%	2.11%	79.26%	68.27%
±2σ	-4.07%	4.17%	95.18%	95.45%
±3σ	-6.13%	6.23%	98.47%	99.73%

Descriptive Statistics

均值	0.054%
Standard Error	0.024%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.060%
Sample Variance	4.242%
峰度	11.11
偏度	-0.06
Range	39.366%
Minimum	-20.895%
Maximum	18.471%
Count	7656

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.439%	3801	49.65%	0.714%
负向	-1.344%	3759	49.10%	-0.660%
Zero	0.000%	96	1.25%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	3.12%
20	1 Month	4.07%
60	1 Quarter	4.97%
250	1 Year	3.77%
750	3 Years	3.59%
1,250	5 Years	3.29%
2,500	10 Years	2.70%
5,000	20 Years	2.53%
12,500	50 Years	2.57%

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 2.79. Further, an Excess 峰度 of 13.69 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -2.32%	0	0.00%	0.00%
-2.32% to -1.14%	0	0.00%	0.00%
-1.14% to 0.04%	0	0.00%	0.00%
0.04% to 1.22%	1304	17.03%	17.03%
1.22% to 2.40%	3537	46.19%	63.22%
2.40% to 3.58%	1639	21.41%	84.63%
3.58% to 4.76%	668	8.72%	93.35%
4.76% to 5.94%	245	3.20%	96.55%
5.94% to 7.12%	130	1.70%	98.25%
Greater than 7.12%	134	1.75%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.83%	3.98%	84.79%	68.27%
±2σ	-0.74%	5.55%	95.89%	95.45%
±3σ	-2.32%	7.12%	98.25%	99.73%

Descriptive Statistics

均值	2.403%
Standard Error	0.018%
中位数	2.002%
Mode	1.818%
Standard Deviation	1.573%
Sample Variance	2.476%
峰度	13.69
偏度	2.79
Range	17.426%
Minimum	0.250%
Maximum	17.676%
Count	7657

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.403%	7657	100.00%	2.403%
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 -0.01. Further, an Excess 峰度 of 5.26 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%	55	0.72%	0.72%
-5.03% to -3.78%	101	1.32%	2.04%
-3.78% to -2.52%	264	3.45%	5.49%
-2.52% to -1.27%	877	11.45%	16.94%
-1.27% to -0.01%	2485	32.45%	49.39%
-0.01% to 1.24%	2553	33.34%	82.73%
1.24% to 2.50%	928	12.12%	94.85%
2.50% to 3.75%	273	3.57%	98.42%
3.75% to 5.00%	63	0.82%	99.24%
Greater than 5.00%	58	0.76%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.69%	1.66%	76.99%	68.27%
±2σ	-3.36%	3.33%	94.82%	95.45%
±3σ	-5.03%	5.00%	98.54%	99.73%

Descriptive Statistics

均值	-0.014%
Standard Error	0.019%
中位数	0.000%
Mode	0.000%
Standard Deviation	1.673%
Sample Variance	2.800%
峰度	5.26
偏度	-0.01
Range	25.006%
Minimum	-13.194%
Maximum	11.812%
Count	7657

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.184%	3767	49.20%	0.582%
负向	-1.205%	3790	49.50%	-0.596%
Zero	0.000%	100	1.31%	0.000%

收盘-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 3.83 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -13.14%	10	0.63%	0.63%
-13.14% to -9.79%	23	1.45%	2.08%
-9.79% to -6.44%	61	3.84%	5.92%
-6.44% to -3.09%	166	10.45%	16.37%
-3.09% to 0.26%	538	33.88%	50.25%
0.26% to 3.61%	532	33.50%	83.75%
3.61% to 6.96%	162	10.20%	93.95%
6.96% to 10.31%	59	3.72%	97.67%
10.31% to 13.66%	26	1.64%	99.31%
Greater than 13.66%	11	0.69%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.21%	4.73%	76.70%	68.27%
±2σ	-8.67%	9.19%	93.77%	95.45%
±3σ	-13.14%	13.66%	98.68%	99.73%

Descriptive Statistics

均值	0.261%
Standard Error	0.112%
中位数	0.244%
Mode	0.000%
Standard Deviation	4.466%
Sample Variance	19.946%
峰度	3.83
偏度	0.14
Range	55.881%
Minimum	-25.101%
Maximum	30.780%
Count	1588

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.240%	833	52.46%	1.700%
负向	-3.050%	749	47.17%	-1.439%
Zero	0.000%	6	0.38%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	7.95%
12	1 Quarter	12.71%
52	1 Year	9.23%
156	3 Years	8.80%
260	5 Years	7.95%
520	10 Years	6.51%
1,040	20 Years	6.04%
2,600	50 Years	6.13%

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 2.55. Further, an Excess 峰度 of 11.33 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -6.31%	0	0.00%	0.00%
-6.31% to -3.16%	0	0.00%	0.00%
-3.16% to -0.01%	0	0.00%	0.00%
-0.01% to 3.14%	284	17.87%	17.87%
3.14% to 6.29%	729	45.88%	63.75%
6.29% to 9.44%	319	20.08%	83.83%
9.44% to 12.59%	139	8.75%	92.57%
12.59% to 15.74%	63	3.96%	96.54%
15.74% to 18.89%	28	1.76%	98.30%
Greater than 18.89%	27	1.70%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.09%	10.49%	83.51%	68.27%
±2σ	-2.11%	14.69%	95.72%	95.45%
±3σ	-6.31%	18.89%	98.30%	99.73%

Descriptive Statistics

均值	6.288%
Standard Error	0.105%
中位数	5.187%
Mode	2.368%
Standard Deviation	4.200%
Sample Variance	17.639%
峰度	11.33
偏度	2.55
Range	40.171%
Minimum	1.124%
Maximum	41.295%
Count	1589

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.288%	1589	100.00%	6.288%
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 0.67. Further, an Excess 峰度 of 5.51 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -13.04%	5	0.31%	0.31%
-13.04% to -9.79%	18	1.13%	1.45%
-9.79% to -6.54%	64	4.03%	5.48%
-6.54% to -3.29%	175	11.01%	16.49%
-3.29% to -0.03%	556	34.99%	51.48%
-0.03% to 3.22%	519	32.66%	84.14%
3.22% to 6.47%	146	9.19%	93.33%
6.47% to 9.72%	70	4.41%	97.73%
9.72% to 12.98%	22	1.38%	99.12%
Greater than 12.98%	14	0.88%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.37%	4.30%	77.47%	68.27%
±2σ	-8.71%	8.64%	94.34%	95.45%
±3σ	-13.04%	12.98%	98.80%	99.73%

Descriptive Statistics

均值	-0.034%
Standard Error	0.109%
中位数	-0.159%
Mode	0.000%
Standard Deviation	4.337%
Sample Variance	18.812%
峰度	5.51
偏度	0.67
Range	57.478%
Minimum	-24.295%
Maximum	33.183%
Count	1589

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.114%	761	47.89%	1.491%
负向	-2.947%	822	51.73%	-1.525%
Zero	0.000%	6	0.38%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.25. Further, an Excess 峰度 of 1.22 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -25.09%	4	1.10%	1.10%
-25.09% to -18.55%	1	0.27%	1.37%
-18.55% to -12.01%	18	4.93%	6.30%
-12.01% to -5.47%	48	13.15%	19.45%
-5.47% to 1.06%	109	29.86%	49.32%
1.06% to 7.60%	105	28.77%	78.08%
7.60% to 14.14%	56	15.34%	93.42%
14.14% to 20.68%	18	4.93%	98.36%
20.68% to 27.22%	5	1.37%	99.73%
Greater than 27.22%	1	0.27%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.65%	9.78%	70.96%	68.27%
±2σ	-16.37%	18.50%	95.89%	95.45%
±3σ	-25.09%	27.22%	98.63%	99.73%

Descriptive Statistics

均值	1.065%
Standard Error	0.456%
中位数	1.270%
Mode	-1.077%
Standard Deviation	8.718%
Sample Variance	76.001%
峰度	1.22
偏度	-0.25
Range	62.366%
Minimum	-34.439%
Maximum	27.927%
Count	365

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.753%	209	57.26%	3.867%
负向	-6.555%	156	42.74%	-2.802%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	28.01%
12	1 Year	20.28%
36	3 Years	19.70%
60	5 Years	17.28%
120	10 Years	14.11%
240	20 Years	13.04%
600	50 Years	13.35%

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 2.06. Further, an Excess 峰度 of 6.56 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -11.28%	0	0.00%	0.00%
-11.28% to -4.81%	0	0.00%	0.00%
-4.81% to 1.67%	0	0.00%	0.00%
1.67% to 8.14%	76	20.77%	20.77%
8.14% to 14.61%	150	40.98%	61.75%
14.61% to 21.09%	74	20.22%	81.97%
21.09% to 27.56%	41	11.20%	93.17%
27.56% to 34.03%	14	3.83%	96.99%
34.03% to 40.51%	4	1.09%	98.09%
Greater than 40.51%	7	1.91%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	5.98%	23.24%	80.60%	68.27%
±2σ	-2.65%	31.88%	95.90%	95.45%
±3σ	-11.28%	40.51%	98.09%	99.73%

Descriptive Statistics

均值	14.613%
Standard Error	0.451%
中位数	12.219%
Mode	8.248%
Standard Deviation	8.632%
Sample Variance	74.504%
峰度	6.56
偏度	2.06
Range	57.294%
Minimum	4.057%
Maximum	61.351%
Count	366

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	14.613%	366	100.00%	14.613%
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 1.19. Further, an Excess 峰度 of 4.15 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -27.52%	0	0.00%	0.00%
-27.52% to -20.68%	2	0.55%	0.55%
-20.68% to -13.85%	10	2.73%	3.28%
-13.85% to -7.02%	59	16.12%	19.40%
-7.02% to -0.19%	130	35.52%	54.92%
-0.19% to 6.64%	100	27.32%	82.24%
6.64% to 13.48%	42	11.48%	93.72%
13.48% to 20.31%	17	4.64%	98.36%
20.31% to 27.14%	1	0.27%	98.63%
Greater than 27.14%	5	1.37%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.30%	8.92%	72.95%	68.27%
±2σ	-18.41%	18.03%	96.17%	95.45%
±3σ	-27.52%	27.14%	98.63%	99.73%

Descriptive Statistics

均值	-0.187%
Standard Error	0.476%
中位数	-1.101%
Mode	-5.424%
Standard Deviation	9.110%
Sample Variance	82.994%
峰度	4.15
偏度	1.19
Range	70.951%
Minimum	-22.212%
Maximum	48.739%
Count	366

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.484%	158	43.17%	3.231%
负向	-6.044%	207	56.56%	-3.418%
Zero	0.000%	1	0.27%	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 1.02 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -41.48%	0	0.00%	0.00%
-41.48% to -30.32%	2	1.65%	1.65%
-30.32% to -19.16%	7	5.79%	7.44%
-19.16% to -8.00%	13	10.74%	18.18%
-8.00% to 3.15%	38	31.40%	49.59%
3.15% to 14.31%	39	32.23%	81.82%
14.31% to 25.47%	17	14.05%	95.87%
25.47% to 36.63%	3	2.48%	98.35%
36.63% to 47.78%	1	0.83%	99.17%
Greater than 47.78%	1	0.83%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.72%	18.03%	71.07%	68.27%
±2σ	-26.60%	32.91%	93.39%	95.45%
±3σ	-41.48%	47.78%	99.17%	99.73%

Descriptive Statistics

均值	3.154%
Standard Error	1.352%
中位数	3.682%
Mode	-32.495%
Standard Deviation	14.877%
Sample Variance	221.330%
峰度	1.02
偏度	-0.01
Range	88.963%
Minimum	-32.495%
Maximum	56.468%
Count	121

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	12.097%	74	61.16%	7.398%
负向	-10.927%	47	38.84%	-4.244%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	43.36%
12	3 Years	38.23%
20	5 Years	32.88%
40	10 Years	26.60%
80	20 Years	23.76%
200	50 Years	23.32%

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 1.56. Further, an Excess 峰度 of 2.83 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -15.75%	0	0.00%	0.00%
-15.75% to -5.06%	0	0.00%	0.00%
-5.06% to 5.63%	0	0.00%	0.00%
5.63% to 16.32%	31	25.41%	25.41%
16.32% to 27.01%	46	37.70%	63.11%
27.01% to 37.70%	22	18.03%	81.15%
37.70% to 48.39%	14	11.48%	92.62%
48.39% to 59.08%	4	3.28%	95.90%
59.08% to 69.77%	2	1.64%	97.54%
Greater than 69.77%	3	2.46%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	12.76%	41.26%	77.05%	68.27%
±2σ	-1.50%	55.51%	95.08%	95.45%
±3σ	-15.75%	69.77%	97.54%	99.73%

Descriptive Statistics

均值	27.009%
Standard Error	1.290%
中位数	22.691%
Mode	8.168%
Standard Deviation	14.252%
Sample Variance	203.119%
峰度	2.83
偏度	1.56
Range	75.523%
Minimum	8.168%
Maximum	83.691%
Count	122

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	27.009%	122	100.00%	27.009%
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 1.10. Further, an Excess 峰度 of 1.50 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -47.03%	0	0.00%	0.00%
-47.03% to -35.47%	1	0.82%	0.82%
-35.47% to -23.90%	1	0.82%	1.64%
-23.90% to -12.33%	22	18.03%	19.67%
-12.33% to -0.76%	47	38.52%	58.20%
-0.76% to 10.81%	30	24.59%	82.79%
10.81% to 22.38%	10	8.20%	90.98%
22.38% to 33.95%	3	2.46%	93.44%
33.95% to 45.52%	7	5.74%	99.18%
Greater than 45.52%	1	0.82%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-16.18%	14.67%	72.95%	68.27%
±2σ	-31.61%	30.09%	92.62%	95.45%
±3σ	-47.03%	45.52%	99.18%	99.73%

Descriptive Statistics

均值	-0.759%
Standard Error	1.397%
中位数	-2.338%
Mode	-36.630%
Standard Deviation	15.425%
Sample Variance	237.929%
峰度	1.50
偏度	1.10
Range	86.694%
Minimum	-36.630%
Maximum	50.064%
Count	122

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	13.887%	47	38.52%	5.350%
负向	-10.072%	74	60.66%	-6.109%
Zero	0.000%	1	0.82%	0.000%

EL 深度分析报告