ETD 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	2.60%	2.20%	2.32%	2.96%	2.88%	4.11%	21.79	23.09	21.18	23.76
周度	5.71%	5.27%	5.54%	6.78%	6.34%	9.05%	21.05	23.90	19.76	25.46
月度	10.97%	10.32%	10.91%	14.37%	13.19%	18.83%	19.66	25.59	17.23	29.20
季度	17.33%	17.70%	16.39%	22.87%	22.85%	32.62%	17.85	28.19	14.20	35.42
Annual	—	—	—	—	45.70%	65.23%	14.20	35.42	8.99	55.95
Option Time Horizon	—	—	—	—	17.41%	24.86%	18.85	26.70	15.83	31.78

Calculation Notes: Computed at 2026-04-26T02:48 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $22.43 | Strike (K): $25.00 (first OTM call ≥ spot) | Observed Mid-价格: $0.6500 (Bid $0.0000 / Ask $1.3000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 6.94% | Binomial IV (Annual): 45.70% (CRR binomial tree, American, n=20 steps) | BS IV: 46.24% (European Black-Scholes) | Yahoo IV (Annual): 65.23% → 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
2026-02-11	$0.3900
2025-11-12	$0.3900
2025-08-13	$0.6400
2025-05-15	$0.3900
2025-02-11	$0.3900
2024-11-12	$0.3900
2024-08-13	$0.7900
2024-05-06	$0.3900
2024-02-05	$0.3600
2023-11-06	$0.3600
2023-08-14	$0.8600
2023-05-08	$0.3600
2023-02-06	$0.3200
2022-12-06	$0.3200
2022-08-15	$0.8200
2022-05-09	$0.3200
2022-02-07	$0.2900
2021-12-13	$0.2900
2021-08-16	$1.0000
2021-05-10	$1.0000
2021-04-07	$0.2500
2021-01-06	$0.2500
2020-10-07	$0.2100
2020-04-08	$0.2100
2020-01-08	$0.2100
2019-10-09	$0.2100
2019-07-09	$0.1900
2019-04-10	$0.1900
2019-01-09	$1.1900
2018-10-09	$0.1900
2018-07-09	$0.1900
2018-04-10	$0.1900
2018-01-09	$0.5000
2017-10-06	$0.1900
2017-07-07	$0.1900
2017-04-07	$0.1900
2017-01-06	$0.1900
2016-10-05	$0.1700
2016-07-06	$0.1700
2016-04-07	$0.1700
2016-01-07	$0.1400
2015-10-06	$0.1400
2015-07-07	$0.1400
2015-04-08	$0.1200
2015-01-07	$0.1200
2014-10-07	$0.1200
2014-07-07	$0.1000
2014-04-08	$0.1000
2014-01-07	$0.1000
2013-10-08	$0.1000
2013-07-08	$0.0900
2013-04-08	$0.0900
2012-12-04	$0.5000
2012-10-05	$0.0900
2012-07-06	$0.0900
2012-04-05	$0.0700
2012-01-06	$0.0700
2011-10-05	$0.0700
2011-07-07	$0.0700
2011-04-06	$0.0500
2011-01-06	$0.0500
2010-10-06	$0.0500
2010-07-07	$0.0500
2010-04-07	$0.0500
2010-01-07	$0.0500
2009-10-07	$0.0500
2009-07-08	$0.0500
2009-04-09	$0.1000
2009-01-07	$0.2500
2008-10-08	$0.2500
2008-07-08	$0.2200
2008-04-08	$0.2200
2008-01-08	$0.2200
2007-10-05	$0.2200
2007-07-06	$0.2000
2007-04-05	$0.2000
2007-01-08	$0.2000
2006-10-05	$0.2000
2006-07-06	$0.1800
2006-04-06	$0.1800
2006-01-06	$0.1800
2005-10-06	$0.1800
2005-07-07	$0.1500
2005-04-07	$0.1500
2005-01-06	$0.1500
2004-10-06	$0.1500
2004-07-07	$0.1000
2004-05-06	$3.0000
2004-04-07	$0.1000
2004-01-07	$0.1000
2003-10-08	$0.1000
2003-07-08	$0.0700
2003-04-08	$0.0600
2003-01-08	$0.0600
2002-10-08	$0.0600
2002-07-08	$0.0600
2002-04-08	$0.0400
2002-01-08	$0.0400
2001-10-05	$0.0400
2001-07-06	$0.0400
2001-04-06	$0.0400
2001-01-08	$0.0400
2000-10-05	$0.0400
2000-07-06	$0.0400
2000-04-06	$0.0400
2000-01-05	$0.0400
1999-10-06	$0.0400
1999-07-07	$0.0400
1999-04-07	$0.0267
1999-01-05	$0.0267
1998-10-07	$0.0267
1998-07-08	$0.0267
1998-04-07	$0.0200
1998-01-07	$0.0200
1997-10-08	$0.0200
1997-07-08	$0.0200
1997-04-08	$0.0133
1997-01-08	$0.0133
1996-10-08	$0.0133
1996-07-08	$0.0133

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Right Skewed (正向 Asymmetry) with a 偏度 factor of 0.72. Further, an Excess 峰度 of 7.83 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -7.75%	51	0.61%	0.61%
-7.75% to -5.80%	69	0.83%	1.44%
-5.80% to -3.85%	262	3.15%	4.59%
-3.85% to -1.89%	1002	12.04%	16.62%
-1.89% to 0.06%	3004	36.08%	52.71%
0.06% to 2.01%	2628	31.57%	84.28%
2.01% to 3.96%	869	10.44%	94.71%
3.96% to 5.92%	249	2.99%	97.71%
5.92% to 7.87%	106	1.27%	98.98%
Greater than 7.87%	85	1.02%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.54%	2.66%	78.14%	68.27%
±2σ	-5.15%	5.27%	95.09%	95.45%
±3σ	-7.75%	7.87%	98.37%	99.73%

Descriptive Statistics

均值	0.060%
Standard Error	0.029%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.603%
Sample Variance	6.778%
峰度	7.83
偏度	0.72
Range	43.367%
Minimum	-17.365%
Maximum	26.002%
Count	8325

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.926%	3989	47.92%	0.923%
负向	-1.756%	4091	49.14%	-0.863%
Zero	0.000%	245	2.94%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	1.84%
20	1 Month	2.40%
60	1 Quarter	2.63%
250	1 Year	2.58%
750	3 Years	2.71%
1,250	5 Years	2.96%
2,500	10 Years	3.16%
5,000	20 Years	3.61%
12,500	50 Years	3.35%

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 2.87. Further, an Excess 峰度 of 14.45 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -3.35%	0	0.00%	0.00%
-3.35% to -1.71%	0	0.00%	0.00%
-1.71% to -0.06%	0	0.00%	0.00%
-0.06% to 1.59%	1305	15.67%	15.67%
1.59% to 3.24%	4027	48.37%	64.04%
3.24% to 4.88%	1781	21.39%	85.43%
4.88% to 6.53%	648	7.78%	93.21%
6.53% to 8.18%	286	3.44%	96.65%
8.18% to 9.83%	126	1.51%	98.16%
Greater than 9.83%	153	1.84%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.04%	5.43%	84.88%	68.27%
±2σ	-1.16%	7.63%	95.74%	95.45%
±3σ	-3.35%	9.83%	98.16%	99.73%

Descriptive Statistics

均值	3.237%
Standard Error	0.024%
中位数	2.657%
Mode	2.083%
Standard Deviation	2.197%
Sample Variance	4.826%
峰度	14.45
偏度	2.87
Range	26.171%
Minimum	0.364%
Maximum	26.535%
Count	8326

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.237%	8326	100.00%	3.237%
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 5.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -6.93%	59	0.71%	0.71%
-6.93% to -5.19%	96	1.15%	1.86%
-5.19% to -3.45%	289	3.47%	5.33%
-3.45% to -1.71%	957	11.49%	16.83%
-1.71% to 0.03%	2814	33.80%	50.62%
0.03% to 1.77%	2697	32.39%	83.02%
1.77% to 3.52%	980	11.77%	94.79%
3.52% to 5.26%	292	3.51%	98.29%
5.26% to 7.00%	91	1.09%	99.39%
Greater than 7.00%	51	0.61%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.29%	2.35%	76.89%	68.27%
±2σ	-4.61%	4.68%	94.80%	95.45%
±3σ	-6.93%	7.00%	98.68%	99.73%

Descriptive Statistics

均值	0.034%
Standard Error	0.025%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.321%
Sample Variance	5.389%
峰度	5.82
偏度	-0.01
Range	41.135%
Minimum	-19.396%
Maximum	21.739%
Count	8326

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.671%	4130	49.60%	0.829%
负向	-1.686%	3928	47.18%	-0.795%
Zero	0.000%	268	3.22%	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 0.66. Further, an Excess 峰度 of 4.19 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -16.83%	12	0.69%	0.69%
-16.83% to -12.55%	18	1.04%	1.74%
-12.55% to -8.27%	59	3.42%	5.15%
-8.27% to -3.99%	212	12.28%	17.43%
-3.99% to 0.29%	600	34.74%	52.17%
0.29% to 4.57%	537	31.09%	83.27%
4.57% to 8.85%	198	11.46%	94.73%
8.85% to 13.12%	56	3.24%	97.97%
13.12% to 17.40%	13	0.75%	98.73%
Greater than 17.40%	22	1.27%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.42%	5.99%	78.46%	68.27%
±2σ	-11.13%	11.70%	95.19%	95.45%
±3σ	-16.83%	17.40%	98.03%	99.73%

Descriptive Statistics

均值	0.286%
Standard Error	0.137%
中位数	0.068%
Mode	0.000%
Standard Deviation	5.706%
Sample Variance	32.561%
峰度	4.19
偏度	0.66
Range	53.942%
Minimum	-22.156%
Maximum	31.786%
Count	1727

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.280%	870	50.38%	2.156%
负向	-3.859%	837	48.47%	-1.870%
Zero	0.000%	20	1.16%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	4.61%
12	1 Quarter	5.03%
52	1 Year	5.67%
156	3 Years	6.25%
260	5 Years	6.78%
520	10 Years	7.17%
1,040	20 Years	8.24%
2,600	50 Years	7.93%

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 2.28. Further, an Excess 峰度 of 7.36 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -7.56%	0	0.00%	0.00%
-7.56% to -3.61%	0	0.00%	0.00%
-3.61% to 0.34%	0	0.00%	0.00%
0.34% to 4.30%	295	17.07%	17.07%
4.30% to 8.25%	806	46.64%	63.72%
8.25% to 12.20%	354	20.49%	84.20%
12.20% to 16.16%	147	8.51%	92.71%
16.16% to 20.11%	61	3.53%	96.24%
20.11% to 24.06%	25	1.45%	97.69%
Greater than 24.06%	40	2.31%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.98%	13.52%	84.55%	68.27%
±2σ	-2.29%	18.79%	95.20%	95.45%
±3σ	-7.56%	24.06%	97.69%	99.73%

Descriptive Statistics

均值	8.250%
Standard Error	0.127%
中位数	6.782%
Mode	4.348%
Standard Deviation	5.270%
Sample Variance	27.770%
峰度	7.36
偏度	2.28
Range	42.247%
Minimum	1.020%
Maximum	43.267%
Count	1728

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.250%	1728	100.00%	8.250%
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 0.23. Further, an Excess 峰度 of 3.53 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -16.50%	17	0.98%	0.98%
-16.50% to -12.34%	14	0.81%	1.79%
-12.34% to -8.18%	48	2.78%	4.57%
-8.18% to -4.03%	227	13.14%	17.71%
-4.03% to 0.13%	593	34.32%	52.03%
0.13% to 4.29%	525	30.38%	82.41%
4.29% to 8.45%	207	11.98%	94.39%
8.45% to 12.60%	63	3.65%	98.03%
12.60% to 16.76%	15	0.87%	98.90%
Greater than 16.76%	19	1.10%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.41%	5.67%	78.65%	68.27%
±2σ	-10.96%	11.22%	95.08%	95.45%
±3σ	-16.50%	16.76%	97.92%	99.73%

Descriptive Statistics

均值	0.130%
Standard Error	0.133%
中位数	-0.061%
Mode	0.000%
Standard Deviation	5.543%
Sample Variance	30.729%
峰度	3.53
偏度	0.23
Range	54.400%
Minimum	-24.797%
Maximum	29.603%
Count	1728

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.207%	838	48.49%	2.040%
负向	-3.803%	868	50.23%	-1.910%
Zero	0.000%	22	1.27%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.32. Further, an Excess 峰度 of 0.93 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -31.77%	1	0.25%	0.25%
-31.77% to -23.55%	2	0.50%	0.76%
-23.55% to -15.32%	20	5.04%	5.79%
-15.32% to -7.09%	62	15.62%	21.41%
-7.09% to 1.13%	125	31.49%	52.90%
1.13% to 9.36%	106	26.70%	79.60%
9.36% to 17.59%	53	13.35%	92.95%
17.59% to 25.81%	22	5.54%	98.49%
25.81% to 34.04%	3	0.76%	99.24%
Greater than 34.04%	3	0.76%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.84%	12.10%	71.54%	68.27%
±2σ	-20.80%	23.07%	95.21%	95.45%
±3σ	-31.77%	34.04%	98.99%	99.73%

Descriptive Statistics

均值	1.133%
Standard Error	0.550%
中位数	0.162%
Mode	-0.169%
Standard Deviation	10.968%
Sample Variance	120.301%
峰度	0.93
偏度	0.32
Range	81.673%
Minimum	-35.465%
Maximum	46.208%
Count	397

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	9.499%	201	50.63%	4.809%
负向	-7.522%	194	48.87%	-3.676%
Zero	0.000%	2	0.50%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	8.51%
12	1 Year	11.32%
36	3 Years	13.56%
60	5 Years	14.37%
120	10 Years	15.19%
240	20 Years	17.35%
600	50 Years	17.24%

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 2.31. Further, an Excess 峰度 of 8.83 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -11.97%	0	0.00%	0.00%
-11.97% to -4.23%	0	0.00%	0.00%
-4.23% to 3.51%	0	0.00%	0.00%
3.51% to 11.25%	71	17.84%	17.84%
11.25% to 18.99%	165	41.46%	59.30%
18.99% to 26.73%	104	26.13%	85.43%
26.73% to 34.48%	27	6.78%	92.21%
34.48% to 42.22%	17	4.27%	96.48%
42.22% to 49.96%	9	2.26%	98.74%
Greater than 49.96%	5	1.26%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	8.67%	29.31%	81.41%	68.27%
±2σ	-1.65%	39.64%	94.97%	95.45%
±3σ	-11.97%	49.96%	98.74%	99.73%

Descriptive Statistics

均值	18.992%
Standard Error	0.517%
中位数	16.823%
Mode	14.462%
Standard Deviation	10.322%
Sample Variance	106.550%
峰度	8.83
偏度	2.31
Range	78.497%
Minimum	5.457%
Maximum	83.954%
Count	398

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	18.992%	398	100.00%	18.992%
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 0.66. Further, an Excess 峰度 of 1.95 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -32.34%	0	0.00%	0.00%
-32.34% to -24.16%	3	0.75%	0.75%
-24.16% to -15.97%	16	4.02%	4.77%
-15.97% to -7.79%	67	16.83%	21.61%
-7.79% to 0.39%	113	28.39%	50.00%
0.39% to 8.57%	120	30.15%	80.15%
8.57% to 16.75%	51	12.81%	92.96%
16.75% to 24.93%	16	4.02%	96.98%
24.93% to 33.11%	10	2.51%	99.50%
Greater than 33.11%	2	0.50%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-10.52%	11.29%	72.86%	68.27%
±2σ	-21.43%	22.20%	95.23%	95.45%
±3σ	-32.34%	33.11%	99.50%	99.73%

Descriptive Statistics

均值	0.387%
Standard Error	0.547%
中位数	0.383%
Mode	6.667%
Standard Deviation	10.908%
Sample Variance	118.975%
峰度	1.95
偏度	0.66
Range	87.342%
Minimum	-32.172%
Maximum	55.170%
Count	398

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.577%	202	50.75%	4.353%
负向	-8.053%	196	49.25%	-3.966%
Zero	0.000%	0	0.00%	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 0.71. Further, an Excess 峰度 of 0.85 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -48.93%	0	0.00%	0.00%
-48.93% to -35.93%	0	0.00%	0.00%
-35.93% to -22.93%	7	5.30%	5.30%
-22.93% to -9.94%	21	15.91%	21.21%
-9.94% to 3.06%	47	35.61%	56.82%
3.06% to 16.06%	30	22.73%	79.55%
16.06% to 29.06%	18	13.64%	93.18%
29.06% to 42.06%	5	3.79%	96.97%
42.06% to 55.05%	3	2.27%	99.24%
Greater than 55.05%	1	0.76%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-14.27%	20.39%	69.70%	68.27%
±2σ	-31.60%	37.72%	94.70%	95.45%
±3σ	-48.93%	55.05%	99.24%	99.73%

Descriptive Statistics

均值	3.062%
Standard Error	1.508%
中位数	0.487%
Mode	-35.251%
Standard Deviation	17.331%
Sample Variance	300.369%
峰度	0.85
偏度	0.71
Range	98.896%
Minimum	-35.251%
Maximum	63.645%
Count	132

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	15.909%	67	50.76%	8.075%
负向	-10.180%	65	49.24%	-5.013%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	19.54%
12	3 Years	22.83%
20	5 Years	22.87%
40	10 Years	25.26%
80	20 Years	28.85%
200	50 Years	28.80%

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 1.97. Further, an Excess 峰度 of 4.49 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -19.34%	0	0.00%	0.00%
-19.34% to -6.06%	0	0.00%	0.00%
-6.06% to 7.21%	0	0.00%	0.00%
7.21% to 20.48%	26	19.55%	19.55%
20.48% to 33.75%	57	42.86%	62.41%
33.75% to 47.02%	31	23.31%	85.71%
47.02% to 60.30%	9	6.77%	92.48%
60.30% to 73.57%	3	2.26%	94.74%
73.57% to 86.84%	3	2.26%	96.99%
Greater than 86.84%	4	3.01%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	16.06%	51.45%	84.96%	68.27%
±2σ	-1.64%	69.14%	93.98%	95.45%
±3σ	-19.34%	86.84%	96.99%	99.73%

Descriptive Statistics

均值	33.752%
Standard Error	1.534%
中位数	28.537%
Mode	13.907%
Standard Deviation	17.696%
Sample Variance	313.132%
峰度	4.49
偏度	1.97
Range	93.400%
Minimum	13.907%
Maximum	107.307%
Count	133

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	33.752%	133	100.00%	33.752%
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 0.45. Further, an Excess 峰度 of 0.56 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -48.58%	0	0.00%	0.00%
-48.58% to -36.29%	0	0.00%	0.00%
-36.29% to -24.00%	9	6.77%	6.77%
-24.00% to -11.71%	19	14.29%	21.05%
-11.71% to 0.58%	39	29.32%	50.38%
0.58% to 12.87%	40	30.08%	80.45%
12.87% to 25.16%	18	13.53%	93.98%
25.16% to 37.45%	4	3.01%	96.99%
37.45% to 49.74%	3	2.26%	99.25%
Greater than 49.74%	1	0.75%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-15.80%	16.97%	66.17%	68.27%
±2σ	-32.19%	33.36%	96.99%	95.45%
±3σ	-48.58%	49.74%	99.25%	99.73%

Descriptive Statistics

均值	0.583%
Standard Error	1.421%
中位数	0.158%
Mode	-32.009%
Standard Deviation	16.387%
Sample Variance	268.529%
峰度	0.56
偏度	0.45
Range	88.286%
Minimum	-32.009%
Maximum	56.277%
Count	133

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	13.115%	67	50.38%	6.607%
负向	-12.139%	66	49.62%	-6.024%
Zero	0.000%	0	0.00%	0.000%

ETD 深度分析报告