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ES 深度分析报告

Eversource Energy | 分类： Equity Large Cap | 年化股息率： 4.38% ($3.01) | 最后更新: 2026-04-26 | 数据区间: 1973-02-01 → 2026-04-01 (639 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 1.48% 1.26% 1.35% 2.15% 1.46% 1.65% 67.64 69.65 66.66 70.68
周度 3.09% 2.98% 3.07% 4.90% 3.22% 3.62% 66.46 70.89 64.35 73.21
月度 5.88% 6.17% 5.95% 10.48% 6.71% 7.54% 64.18 73.41 60.02 78.50
季度 9.76% 11.00% 10.55% 17.19% 11.63% 13.06% 61.11 77.10 54.40 86.61
Annual — — — — 23.25% 26.12% 54.40 86.61 43.11 109.28
Option Time Horizon — — — — 8.86% 9.95% 62.82 75.00 57.49 81.95
Calculation Notes: Computed at 2026-04-26T02:45 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $68.64  |  Strike (K): $70.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $1.8250 (Bid $1.5000 / Ask $2.1500)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 4.38%  |  Binomial IV (Annual): 23.25% (CRR binomial tree, American, n=20 steps)  |  BS IV: 23.59% (European Black-Scholes)  |  Yahoo IV (Annual): 26.12% → 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
2026-03-05 $0.7880
2025-12-17 $0.7530
2025-09-22 $0.7530
2025-05-15 $0.7530
2025-03-04 $0.7530
2024-12-18 $0.7150
2024-09-23 $0.7150
2024-05-15 $0.7150
2024-03-04 $0.7150
2023-12-15 $0.6750
2023-09-22 $0.6750
2023-05-17 $0.6750
2023-03-01 $0.6750
2022-12-15 $0.6380
2022-09-23 $0.6380
2022-05-18 $0.6380
2022-03-02 $0.6380
2021-12-16 $0.6030
2021-09-15 $0.6030
2021-05-19 $0.6030
2021-03-03 $0.6030
2020-12-21 $0.5680
2020-09-16 $0.5680
2020-05-19 $0.5680
2020-03-03 $0.5680
2019-12-19 $0.5350
2019-09-19 $0.5350
2019-05-22 $0.5350
2019-03-04 $0.5350
2018-12-17 $0.5050
2018-09-20 $0.5050
2018-05-23 $0.5050
2018-03-05 $0.5050
2017-12-15 $0.4750
2017-09-18 $0.4750
2017-05-26 $0.4750
2017-02-28 $0.4750
2016-12-14 $0.4450
2016-09-15 $0.4450
2016-05-26 $0.4450
2016-02-29 $0.4450
2015-12-10 $0.4180
2015-09-10 $0.4180
2015-05-27 $0.4180
2015-02-26 $0.4180
2014-12-11 $0.3930
2014-09-11 $0.3930
2014-05-28 $0.3930
2014-02-27 $0.3930
2013-12-11 $0.3680
2013-09-12 $0.3680
2013-05-29 $0.3670
2013-02-27 $0.3670
2012-11-28 $0.3430
2012-08-29 $0.3430
2012-05-30 $0.3430
2012-02-28 $0.2940
2011-12-27 $0.2750
2011-08-30 $0.2750
2011-05-27 $0.2750
2011-02-25 $0.2750
2010-11-29 $0.2560
2010-08-30 $0.2560
2010-05-27 $0.2560
2010-02-25 $0.2560
2009-11-27 $0.2380
2009-08-28 $0.2380
2009-05-28 $0.2380
2009-02-25 $0.2380
2008-11-26 $0.2130
2008-08-27 $0.2130
2008-05-28 $0.2000
2008-02-27 $0.2000
2007-11-28 $0.2000
2007-08-29 $0.2000
2007-05-30 $0.1880
2007-02-27 $0.1880
2006-11-29 $0.1880
2006-08-30 $0.1880
2006-05-30 $0.1750
2006-02-27 $0.1750
2005-11-29 $0.1750
2005-08-30 $0.1750
2005-05-27 $0.1630
2005-02-25 $0.1630
2004-11-29 $0.1630
2004-08-30 $0.1630
2004-05-27 $0.1500
2004-02-26 $0.1500
2003-11-26 $0.1500
2003-08-27 $0.1500
2003-05-28 $0.1380
2003-02-26 $0.1380
2002-11-26 $0.1380
2002-08-28 $0.1380
2002-05-29 $0.1250
2002-02-27 $0.1250
2001-11-28 $0.1250
2001-08-29 $0.1250
2001-05-30 $0.1000
2001-02-27 $0.1000
2000-11-29 $0.1000
2000-08-30 $0.1000
2000-05-30 $0.1000
2000-03-02 $0.1000
1999-11-29 $0.1000
1997-02-26 $0.2500
1996-11-26 $0.2500
1996-08-28 $0.2500
1996-05-29 $0.4400
1996-02-28 $0.4400
1995-11-29 $0.4400
1995-08-30 $0.4400
1995-05-25 $0.4400
1995-02-23 $0.4400
1994-11-25 $0.4400
1994-08-26 $0.4400
1994-05-25 $0.4400
1994-02-23 $0.4400
1993-11-24 $0.4400
1993-08-26 $0.4400
1993-05-25 $0.4400
1993-02-23 $0.4400
1992-11-24 $0.4400
1992-08-26 $0.4400
1992-05-26 $0.4400
1992-02-24 $0.4400
1991-11-22 $0.4400
1991-08-26 $0.4400
1991-05-24 $0.4400
1991-02-25 $0.4400
1990-11-26 $0.4400
1990-08-27 $0.4400
1990-05-25 $0.4400
1990-02-23 $0.4400
1989-11-27 $0.4400
1989-08-28 $0.4400
1989-05-25 $0.4400
1989-02-23 $0.4400
1988-11-25 $0.4400
1988-08-26 $0.4400
1988-05-25 $0.4400
1988-02-24 $0.4400
1987-11-24 $0.4400
1987-08-26 $0.4400
1987-05-26 $0.4400
1987-02-23 $0.4400
1986-11-24 $0.4200
1986-08-25 $0.4200
1986-05-23 $0.4200
1986-02-24 $0.4200
1985-11-22 $0.3950
1985-08-26 $0.3950
1985-05-24 $0.3950
1985-02-25 $0.3950
1984-11-26 $0.3700
1973-02-23 $0.2540
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 9.43 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.40%880.66%0.66%
-4.40% to -3.29%1391.04%1.69%
-3.29% to -2.18%4293.20%4.89%
-2.18% to -1.07%176713.18%18.08%
-1.07% to 0.04%514538.39%56.47%
0.04% to 1.15%347825.95%82.42%
1.15% to 2.26%173312.93%95.35%
2.26% to 3.37%4243.16%98.52%
3.37% to 4.48%1030.77%99.28%
Greater than 4.48%960.72%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.44%1.52% 79.23%68.27%
±2σ -2.92%3.00% 95.58%95.45%
±3σ -4.40%4.48% 98.63%99.73%
Descriptive Statistics
均值0.036%
Standard Error0.013%
中位数0.000%
Mode0.000%
Standard Deviation1.480%
Sample Variance2.192%
峰度9.43
偏度-0.01
Range28.176%
Minimum-13.376%
Maximum14.800%
Count13402
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.180% 5887 43.93% 0.518%
负向 -1.196% 5405 40.33% -0.482%
Zero 0.000% 2110 15.74% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 2.20%
20 1 Month 1.92%
60 1 Quarter 2.35%
250 1 Year 2.13%
750 3 Years 2.20%
1,250 5 Years 2.15%
2,500 10 Years 2.00%
5,000 20 Years 1.94%
12,500 50 Years 2.02%
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 3.35. Further, an Excess 峰度 of 23.35 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -1.76%00.00%0.00%
-1.76% to -0.82%00.00%0.00%
-0.82% to 0.12%10.01%0.01%
0.12% to 1.07%210315.69%15.70%
1.07% to 2.01%615845.94%61.64%
2.01% to 2.96%319523.84%85.48%
2.96% to 3.90%11308.43%93.91%
3.90% to 4.85%4253.17%97.08%
4.85% to 5.79%1681.25%98.34%
Greater than 5.79%2231.66%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.75%3.27% 84.97%68.27%
±2σ -0.50%4.53% 96.40%95.45%
±3σ -1.76%5.79% 98.34%99.73%
Descriptive Statistics
均值2.013%
Standard Error0.011%
中位数1.710%
Mode1.389%
Standard Deviation1.259%
Sample Variance1.586%
峰度23.35
偏度3.35
Range19.414%
Minimum0.096%
Maximum19.510%
Count13403
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.013% 13403 100.00% 2.013%
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 0.19. Further, an Excess 峰度 of 8.20 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.09%1000.75%0.75%
-4.09% to -3.08%980.73%1.48%
-3.08% to -2.06%4313.22%4.69%
-2.06% to -1.05%185213.82%18.51%
-1.05% to -0.04%330724.67%43.18%
-0.04% to 0.97%506537.79%80.97%
0.97% to 1.99%187113.96%94.93%
1.99% to 3.00%4543.39%98.32%
3.00% to 4.01%1320.98%99.31%
Greater than 4.01%930.69%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.39%1.31% 77.16%68.27%
±2σ -2.74%2.66% 95.31%95.45%
±3σ -4.09%4.01% 98.56%99.73%
Descriptive Statistics
均值-0.040%
Standard Error0.012%
中位数0.000%
Mode0.000%
Standard Deviation1.350%
Sample Variance1.821%
峰度8.20
偏度0.19
Range26.309%
Minimum-11.688%
Maximum14.621%
Count13403
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.112% 5347 39.89% 0.444%
负向 -1.107% 5851 43.65% -0.483%
Zero 0.000% 2205 16.45% 0.000%
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 9.54 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -9.10%220.79%0.79%
-9.10% to -6.79%331.19%1.98%
-6.79% to -4.47%943.39%5.37%
-4.47% to -2.15%30310.92%16.29%
-2.15% to 0.17%98535.51%51.80%
0.17% to 2.49%85030.64%82.44%
2.49% to 4.81%36313.09%95.53%
4.81% to 7.12%802.88%98.41%
7.12% to 9.44%301.08%99.50%
Greater than 9.44%140.50%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.92%3.26% 78.12%68.27%
±2σ -6.01%6.35% 94.92%95.45%
±3σ -9.10%9.44% 98.70%99.73%
Descriptive Statistics
均值0.170%
Standard Error0.059%
中位数0.000%
Mode0.000%
Standard Deviation3.091%
Sample Variance9.551%
峰度9.54
偏度0.19
Range53.791%
Minimum-19.370%
Maximum34.421%
Count2774
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.358% 1366 49.24% 1.161%
负向 -2.336% 1177 42.43% -0.991%
Zero 0.000% 231 8.33% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 3.31%
12 1 Quarter 4.88%
52 1 Year 4.64%
156 3 Years 5.04%
260 5 Years 4.90%
520 10 Years 4.53%
1,040 20 Years 4.36%
2,600 50 Years 4.45%
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 4.19. Further, an Excess 峰度 of 35.81 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.32%00.00%0.00%
-4.32% to -2.08%00.00%0.00%
-2.08% to 0.15%00.00%0.00%
0.15% to 2.39%37113.37%13.37%
2.39% to 4.63%139150.13%63.50%
4.63% to 6.87%62022.34%85.84%
6.87% to 9.11%2368.50%94.34%
9.11% to 11.35%853.06%97.41%
11.35% to 13.59%331.19%98.59%
Greater than 13.59%391.41%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.65%7.62% 87.78%68.27%
±2σ -1.34%10.60% 96.65%95.45%
±3σ -4.32%13.59% 98.59%99.73%
Descriptive Statistics
均值4.631%
Standard Error0.057%
中位数3.945%
Mode4.167%
Standard Deviation2.985%
Sample Variance8.908%
峰度35.81
偏度4.19
Range47.921%
Minimum0.637%
Maximum48.558%
Count2775
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.631% 2775 100.00% 4.631%
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 8.43 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -9.22%120.43%0.43%
-9.22% to -6.92%240.86%1.30%
-6.92% to -4.62%792.85%4.14%
-4.62% to -2.32%37013.33%17.48%
-2.32% to -0.01%85230.70%48.18%
-0.01% to 2.29%98235.39%83.57%
2.29% to 4.59%30310.92%94.49%
4.59% to 6.89%903.24%97.73%
6.89% to 9.19%401.44%99.17%
Greater than 9.19%230.83%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.08%3.05% 77.80%68.27%
±2σ -6.15%6.12% 94.88%95.45%
±3σ -9.22%9.19% 98.74%99.73%
Descriptive Statistics
均值-0.015%
Standard Error0.058%
中位数0.000%
Mode0.000%
Standard Deviation3.068%
Sample Variance9.412%
峰度8.43
偏度0.84
Range49.008%
Minimum-22.654%
Maximum26.354%
Count2775
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.438% 1207 43.49% 1.060%
负向 -2.232% 1337 48.18% -1.075%
Zero 0.000% 231 8.32% 0.000%
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 2.36 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -16.95%40.63%0.63%
-16.95% to -12.53%50.78%1.41%
-12.53% to -8.12%325.02%6.43%
-8.12% to -3.71%8713.64%20.06%
-3.71% to 0.71%17527.43%47.49%
0.71% to 5.12%21734.01%81.50%
5.12% to 9.53%8012.54%94.04%
9.53% to 13.95%304.70%98.75%
13.95% to 18.36%60.94%99.69%
Greater than 18.36%20.31%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.18%6.59% 73.20%68.27%
±2σ -11.06%12.48% 94.67%95.45%
±3σ -16.95%18.36% 99.06%99.73%
Descriptive Statistics
均值0.707%
Standard Error0.233%
中位数1.061%
Mode0.000%
Standard Deviation5.884%
Sample Variance34.619%
峰度2.36
偏度-0.05
Range58.064%
Minimum-24.731%
Maximum33.333%
Count638
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.601% 359 56.27% 2.589%
负向 -4.691% 256 40.12% -1.882%
Zero 0.000% 23 3.60% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 11.19%
12 1 Year 10.04%
36 3 Years 10.76%
60 5 Years 10.48%
120 10 Years 9.69%
240 20 Years 9.06%
600 50 Years 9.27%
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 3.06. Further, an Excess 峰度 of 15.40 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -8.45%00.00%0.00%
-8.45% to -3.83%00.00%0.00%
-3.83% to 0.80%00.00%0.00%
0.80% to 5.43%8312.99%12.99%
5.43% to 10.06%33752.74%65.73%
10.06% to 14.69%12820.03%85.76%
14.69% to 19.31%538.29%94.05%
19.31% to 23.94%162.50%96.56%
23.94% to 28.57%91.41%97.97%
Greater than 28.57%132.03%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 3.89%16.23% 85.92%68.27%
±2σ -2.28%22.40% 95.93%95.45%
±3σ -8.45%28.57% 97.97%99.73%
Descriptive Statistics
均值10.058%
Standard Error0.244%
中位数8.333%
Mode7.143%
Standard Deviation6.170%
Sample Variance38.065%
峰度15.40
偏度3.06
Range60.294%
Minimum2.698%
Maximum62.992%
Count639
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 10.058% 639 100.00% 10.058%
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 0.65. Further, an Excess 峰度 of 2.73 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -17.95%10.16%0.16%
-17.95% to -13.49%30.47%0.63%
-13.49% to -9.02%284.38%5.01%
-9.02% to -4.56%8913.93%18.94%
-4.56% to -0.09%21834.12%53.05%
-0.09% to 4.37%17827.86%80.91%
4.37% to 8.84%7812.21%93.11%
8.84% to 13.30%325.01%98.12%
13.30% to 17.77%71.10%99.22%
Greater than 17.77%50.78%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -6.05%5.86% 73.71%68.27%
±2σ -12.00%11.81% 95.31%95.45%
±3σ -17.95%17.77% 99.06%99.73%
Descriptive Statistics
均值-0.094%
Standard Error0.235%
中位数-0.581%
Mode0.000%
Standard Deviation5.953%
Sample Variance35.435%
峰度2.73
偏度0.65
Range57.857%
Minimum-25.000%
Maximum32.857%
Count639
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.143% 268 41.94% 2.157%
负向 -4.194% 343 53.68% -2.251%
Zero 0.000% 28 4.38% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Left Skewed (负向 Asymmetry) with a 偏度 factor of -0.51. Further, an Excess 峰度 of 1.58 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -27.17%20.94%0.94%
-27.17% to -19.85%52.36%3.30%
-19.85% to -12.53%52.36%5.66%
-12.53% to -5.21%2612.26%17.92%
-5.21% to 2.11%6229.25%47.17%
2.11% to 9.43%6329.72%76.89%
9.43% to 16.75%3918.40%95.28%
16.75% to 24.07%73.30%98.58%
24.07% to 31.39%20.94%99.53%
Greater than 31.39%10.47%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -7.65%11.87% 73.11%68.27%
±2σ -17.41%21.63% 95.28%95.45%
±3σ -27.17%31.39% 98.58%99.73%
Descriptive Statistics
均值2.111%
Standard Error0.670%
中位数2.596%
Mode-1.389%
Standard Deviation9.759%
Sample Variance95.229%
峰度1.58
偏度-0.51
Range69.180%
Minimum-35.847%
Maximum33.333%
Count212
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 8.052% 129 60.85% 4.900%
负向 -7.299% 81 38.21% -2.789%
Zero 0.000% 2 0.94% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 16.42%
12 3 Years 17.60%
20 5 Years 17.19%
40 10 Years 15.76%
80 20 Years 15.29%
200 50 Years 15.94%
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 2.40. Further, an Excess 峰度 of 7.50 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -14.70%00.00%0.00%
-14.70% to -6.45%00.00%0.00%
-6.45% to 1.80%00.00%0.00%
1.80% to 10.05%3616.90%16.90%
10.05% to 18.31%10046.95%63.85%
18.31% to 26.56%4722.07%85.92%
26.56% to 34.81%157.04%92.96%
34.81% to 43.06%52.35%95.31%
43.06% to 51.31%52.35%97.65%
Greater than 51.31%52.35%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 7.30%29.31% 88.26%68.27%
±2σ -3.70%40.31% 94.37%95.45%
±3σ -14.70%51.31% 97.65%99.73%
Descriptive Statistics
均值18.307%
Standard Error0.754%
中位数15.908%
Mode8.451%
Standard Deviation11.002%
Sample Variance121.042%
峰度7.50
偏度2.40
Range72.606%
Minimum6.083%
Maximum78.689%
Count213
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 18.307% 213 100.00% 18.307%
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 1.71. Further, an Excess 峰度 of 6.09 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -31.91%00.00%0.00%
-31.91% to -23.99%10.47%0.47%
-23.99% to -16.08%31.41%1.88%
-16.08% to -8.16%4320.19%22.07%
-8.16% to -0.25%7133.33%55.40%
-0.25% to 7.67%6229.11%84.51%
7.67% to 15.58%209.39%93.90%
15.58% to 23.50%62.82%96.71%
23.50% to 31.41%31.41%98.12%
Greater than 31.41%41.88%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -10.80%10.31% 78.40%68.27%
±2σ -21.35%20.86% 96.24%95.45%
±3σ -31.91%31.41% 98.12%99.73%
Descriptive Statistics
均值-0.246%
Standard Error0.723%
中位数-1.931%
Mode0.000%
Standard Deviation10.553%
Sample Variance111.356%
峰度6.09
偏度1.71
Range82.576%
Minimum-25.000%
Maximum57.576%
Count213
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 8.594% 90 42.25% 3.631%
负向 -6.882% 120 56.34% -3.877%
Zero 0.000% 3 1.41% 0.000%