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EXC 深度分析报告

Exelon Corporation | 分类： Equity Mega Cap | 年化股息率： 3.42% ($1.60) | 最后更新: 2026-04-26 | 数据区间: 1973-05-01 → 2026-04-01 (636 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% 1.42% 1.34% 1.95% 1.32% 1.39% 46.30 47.55 45.69 48.18
周度 3.14% 3.28% 3.15% 4.45% 2.91% 3.06% 45.57 48.31 44.26 49.74
月度 6.07% 6.47% 6.23% 9.05% 6.07% 6.37% 44.16 49.85 41.56 52.97
季度 11.13% 11.73% 11.24% 15.67% 10.51% 11.04% 42.24 52.12 38.03 57.89
Annual — — — — 21.01% 22.07% 38.03 57.89 30.82 71.43
Option Time Horizon — — — — 8.01% 8.41% 43.31 50.83 39.98 55.07
Calculation Notes: Computed at 2026-04-26T02:45 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $46.92  |  Strike (K): $47.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $1.4500 (Bid $1.3500 / Ask $1.5500)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 3.42%  |  Binomial IV (Annual): 21.01% (CRR binomial tree, American, n=20 steps)  |  BS IV: 20.85% (European Black-Scholes)  |  Yahoo IV (Annual): 22.07% → 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
2026-03-02 $0.4200
2025-11-10 $0.4000
2025-08-11 $0.4000
2025-05-12 $0.4000
2025-02-24 $0.4000
2024-11-08 $0.3800
2024-08-12 $0.3800
2024-05-10 $0.3800
2024-03-01 $0.3800
2023-11-14 $0.3600
2023-08-14 $0.3600
2023-05-12 $0.3600
2023-02-24 $0.3600
2022-11-14 $0.3380
2022-08-12 $0.3380
2022-05-12 $0.3380
2022-02-24 $0.3380
2021-11-12 $0.2732
2021-08-12 $0.2732
2021-05-13 $0.2732
2021-03-05 $0.2732
2020-11-13 $0.2732
2020-08-13 $0.2732
2020-05-14 $0.2732
2020-02-19 $0.2732
2019-11-14 $0.2589
2019-08-14 $0.2589
2019-05-14 $0.2589
2019-02-19 $0.2589
2018-11-14 $0.2461
2018-08-14 $0.2461
2018-05-14 $0.2461
2018-02-14 $0.2461
2017-11-14 $0.2340
2017-08-11 $0.2340
2017-05-11 $0.2340
2017-02-13 $0.2340
2016-11-10 $0.2268
2016-08-11 $0.2268
2016-05-11 $0.2268
2016-02-10 $0.2211
2015-11-10 $0.2211
2015-08-12 $0.2211
2015-05-13 $0.2211
2015-02-11 $0.2211
2014-11-12 $0.2211
2014-08-13 $0.2211
2014-05-14 $0.2211
2014-02-12 $0.2211
2013-11-13 $0.2211
2013-08-13 $0.2211
2013-05-13 $0.2211
2013-02-14 $0.3745
2012-11-13 $0.3745
2012-08-13 $0.3745
2012-05-11 $0.2703
2012-03-13 $0.1041
2012-02-13 $0.3745
2011-11-10 $0.3745
2011-08-11 $0.3745
2011-05-12 $0.3745
2011-02-11 $0.3745
2010-11-10 $0.3745
2010-08-12 $0.3745
2010-05-12 $0.3745
2010-02-11 $0.3745
2009-11-10 $0.3745
2009-08-12 $0.3745
2009-05-13 $0.3745
2009-02-11 $0.3745
2008-11-12 $0.3745
2008-08-13 $0.3566
2008-05-13 $0.3566
2008-02-13 $0.3566
2007-11-13 $0.3138
2007-08-13 $0.3138
2007-05-11 $0.3138
2007-02-13 $0.3138
2006-11-13 $0.2853
2006-08-11 $0.2853
2006-05-11 $0.2853
2006-02-13 $0.2853
2005-11-10 $0.2853
2005-08-11 $0.2853
2005-05-11 $0.2853
2005-02-11 $0.2853
2004-11-10 $0.2853
2004-08-11 $0.2175
2004-05-12 $0.1961
2004-02-11 $0.1961
2003-11-12 $0.1783
2003-08-13 $0.1783
2003-05-13 $0.1641
2003-02-12 $0.1641
2002-11-13 $0.1569
2002-08-13 $0.1569
2002-05-13 $0.1569
2002-02-13 $0.1569
2001-11-13 $0.1509
2001-08-13 $0.1509
2001-05-11 $0.1509
2001-02-13 $0.1972
2000-10-23 $0.0563
2000-08-28 $0.0892
2000-05-25 $0.0892
2000-02-23 $0.0892
1999-11-10 $0.0892
1999-08-25 $0.0892
1999-05-26 $0.0892
1999-02-18 $0.0892
1998-11-10 $0.0892
1998-08-19 $0.0892
1998-05-20 $0.0892
1998-02-18 $0.0892
1997-11-12 $0.1605
1997-08-20 $0.1605
1997-05-21 $0.1605
1997-02-18 $0.1605
1996-11-13 $0.1605
1996-08-21 $0.1551
1996-05-22 $0.1551
1996-02-16 $0.1551
1995-11-13 $0.1551
1995-08-21 $0.1444
1995-05-18 $0.1444
1995-02-15 $0.1444
1994-11-03 $0.1444
1994-08-18 $0.1355
1994-05-19 $0.1355
1994-02-16 $0.1355
1993-11-04 $0.1248
1993-08-19 $0.1248
1993-05-20 $0.1248
1993-02-18 $0.1248
1992-11-05 $0.1248
1992-08-20 $0.1159
1992-05-20 $0.1159
1992-02-20 $0.1159
1991-11-06 $0.1159
1991-08-15 $0.1070
1991-05-16 $0.1070
1991-02-13 $0.1070
1990-11-07 $0.1070
1990-08-16 $0.1070
1990-05-17 $0.1070
1990-02-14 $0.1961
1989-11-09 $0.1961
1989-08-17 $0.1961
1989-05-18 $0.1961
1989-02-15 $0.1961
1988-11-09 $0.1961
1988-08-18 $0.1961
1988-05-19 $0.1961
1988-02-29 $0.1961
1987-11-05 $0.1961
1987-08-20 $0.1961
1987-05-14 $0.1961
1987-02-23 $0.1961
1986-11-05 $0.1961
1986-08-21 $0.1961
1986-05-15 $0.1961
1986-02-24 $0.1961
1985-11-06 $0.1961
1985-08-15 $0.1961
1985-05-16 $0.1961
1985-02-25 $0.1961
1984-11-07 $0.1961
1984-08-16 $0.1961
1984-05-17 $0.1961
1984-02-27 $0.1961
1983-11-02 $0.1890
1983-08-18 $0.1890
1983-05-19 $0.1890
1983-02-28 $0.1890
1982-11-04 $0.1890
1982-08-19 $0.1890
1982-05-20 $0.1783
1982-03-01 $0.1783
1981-11-04 $0.1783
1981-08-20 $0.1783
1981-05-20 $0.1605
1981-02-10 $0.1605
1980-11-05 $0.1605
1980-08-21 $0.1605
1980-05-21 $0.1605
1980-02-15 $0.1605
1979-11-07 $0.1605
1979-08-23 $0.1605
1979-05-22 $0.1605
1979-02-20 $0.1605
1978-11-09 $0.1605
1978-08-24 $0.1605
1978-05-23 $0.1605
1978-02-23 $0.1605
1977-11-01 $0.1605
1977-08-26 $0.1605
1977-05-26 $0.1605
1977-02-28 $0.1462
1976-11-05 $0.1462
1976-08-23 $0.1462
1976-05-24 $0.1462
1976-03-01 $0.1462
1975-11-07 $0.1462
1975-08-25 $0.1462
1975-05-23 $0.1462
1975-02-24 $0.1462
1974-11-08 $0.1462
1974-08-26 $0.1462
1974-05-24 $0.1462
1974-02-25 $0.1462
1973-11-16 $0.1462
1973-08-27 $0.1462
1973-05-25 $0.1462
收盘-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 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 -4.40%940.70%0.70%
-4.40% to -3.29%1341.00%1.71%
-3.29% to -2.18%4013.00%4.71%
-2.18% to -1.06%151411.34%16.05%
-1.06% to 0.05%522639.14%55.19%
0.05% to 1.16%377528.27%83.46%
1.16% to 2.28%158011.83%95.29%
2.28% to 3.39%4083.06%98.34%
3.39% to 4.50%1421.06%99.41%
Greater than 4.50%790.59%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.43%1.53% 77.94%68.27%
±2σ -2.92%3.02% 95.42%95.45%
±3σ -4.40%4.50% 98.71%99.73%
Descriptive Statistics
均值0.050%
Standard Error0.013%
中位数0.000%
Mode0.000%
Standard Deviation1.484%
Sample Variance2.203%
峰度11.35
偏度0.23
Range34.083%
Minimum-16.089%
Maximum17.994%
Count13353
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.170% 6068 45.44% 0.532%
负向 -1.164% 5523 41.36% -0.481%
Zero 0.000% 1762 13.20% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 2.03%
20 1 Month 1.91%
60 1 Quarter 2.12%
250 1 Year 1.77%
750 3 Years 1.85%
1,250 5 Years 1.95%
2,500 10 Years 1.97%
5,000 20 Years 2.12%
12,500 50 Years 2.08%
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 7.03. Further, an Excess 峰度 of 156.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -2.24%00.00%0.00%
-2.24% to -1.17%00.00%0.00%
-1.17% to -0.11%00.00%0.00%
-0.11% to 0.96%152211.40%11.40%
0.96% to 2.03%715953.61%65.01%
2.03% to 3.09%298122.32%87.33%
3.09% to 4.16%9557.15%94.48%
4.16% to 5.23%3612.70%97.18%
5.23% to 6.29%1561.17%98.35%
Greater than 6.29%2201.65%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.60%3.45% 89.71%68.27%
±2σ -0.82%4.87% 96.48%95.45%
±3σ -2.24%6.29% 98.35%99.73%
Descriptive Statistics
均值2.026%
Standard Error0.012%
中位数1.705%
Mode1.550%
Standard Deviation1.422%
Sample Variance2.022%
峰度156.82
偏度7.03
Range53.341%
Minimum0.382%
Maximum53.723%
Count13354
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.026% 13354 100.00% 2.026%
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 0.03. Further, an Excess 峰度 of 7.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.06%800.60%0.60%
-4.06% to -3.05%1170.88%1.48%
-3.05% to -2.04%4333.24%4.72%
-2.04% to -1.03%159111.91%16.63%
-1.03% to -0.03%369827.69%44.32%
-0.03% to 0.98%527439.49%83.82%
0.98% to 1.99%148011.08%94.90%
1.99% to 3.00%4293.21%98.11%
3.00% to 4.01%1471.10%99.21%
Greater than 4.01%1050.79%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.37%1.32% 77.65%68.27%
±2σ -2.72%2.66% 95.36%95.45%
±3σ -4.06%4.01% 98.61%99.73%
Descriptive Statistics
均值-0.026%
Standard Error0.012%
中位数0.000%
Mode0.000%
Standard Deviation1.345%
Sample Variance1.808%
峰度7.82
偏度0.03
Range24.509%
Minimum-13.398%
Maximum11.111%
Count13354
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.089% 5537 41.46% 0.452%
负向 -1.073% 5950 44.56% -0.478%
Zero 0.000% 1867 13.98% 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 7.20 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -9.18%170.62%0.62%
-9.18% to -6.82%351.27%1.88%
-6.82% to -4.47%933.36%5.25%
-4.47% to -2.12%31111.25%16.50%
-2.12% to 0.24%95034.37%50.87%
0.24% to 2.59%86831.40%82.27%
2.59% to 4.95%35312.77%95.04%
4.95% to 7.30%963.47%98.52%
7.30% to 9.66%230.83%99.35%
Greater than 9.66%180.65%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.90%3.38% 76.52%68.27%
±2σ -6.04%6.52% 94.90%95.45%
±3σ -9.18%9.66% 98.73%99.73%
Descriptive Statistics
均值0.239%
Standard Error0.060%
中位数0.144%
Mode0.000%
Standard Deviation3.139%
Sample Variance9.856%
峰度7.20
偏度0.01
Range51.384%
Minimum-27.201%
Maximum24.183%
Count2764
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.413% 1406 50.87% 1.227%
负向 -2.291% 1193 43.16% -0.989%
Zero 0.000% 165 5.97% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 3.90%
12 1 Quarter 5.15%
52 1 Year 3.96%
156 3 Years 4.22%
260 5 Years 4.45%
520 10 Years 4.41%
1,040 20 Years 4.72%
2,600 50 Years 4.66%
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 4.63. Further, an Excess 峰度 of 44.04 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.05%00.00%0.00%
-5.05% to -2.59%00.00%0.00%
-2.59% to -0.13%00.00%0.00%
-0.13% to 2.34%34112.33%12.33%
2.34% to 4.80%143051.72%64.05%
4.80% to 7.26%61322.17%86.22%
7.26% to 9.73%2328.39%94.61%
9.73% to 12.19%722.60%97.22%
12.19% to 14.65%351.27%98.48%
Greater than 14.65%421.52%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.52%8.08% 88.79%68.27%
±2σ -1.77%11.37% 96.56%95.45%
±3σ -5.05%14.65% 98.48%99.73%
Descriptive Statistics
均值4.800%
Standard Error0.062%
中位数4.000%
Mode2.500%
Standard Deviation3.284%
Sample Variance10.785%
峰度44.04
偏度4.63
Range55.085%
Minimum0.943%
Maximum56.028%
Count2765
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.800% 2765 100.00% 4.800%
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 12.37 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -9.46%110.40%0.40%
-9.46% to -7.10%160.58%0.98%
-7.10% to -4.73%973.51%4.48%
-4.73% to -2.37%37913.71%18.19%
-2.37% to -0.01%86931.43%49.62%
-0.01% to 2.36%92433.42%83.04%
2.36% to 4.72%31111.25%94.29%
4.72% to 7.09%933.36%97.65%
7.09% to 9.45%411.48%99.13%
Greater than 9.45%240.87%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.16%3.15% 77.25%68.27%
±2σ -6.31%6.30% 95.44%95.45%
±3σ -9.46%9.45% 98.73%99.73%
Descriptive Statistics
均值-0.005%
Standard Error0.060%
中位数0.000%
Mode0.000%
Standard Deviation3.153%
Sample Variance9.942%
峰度12.37
偏度1.06
Range57.415%
Minimum-17.526%
Maximum39.889%
Count2765
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.527% 1209 43.73% 1.105%
负向 -2.237% 1372 49.62% -1.110%
Zero 0.000% 184 6.66% 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 2.13 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -17.18%40.63%0.63%
-17.18% to -12.63%111.73%2.36%
-12.63% to -8.08%192.99%5.35%
-8.08% to -3.54%8613.54%18.90%
-3.54% to 1.01%19430.55%49.45%
1.01% to 5.56%19029.92%79.37%
5.56% to 10.11%9214.49%93.86%
10.11% to 14.66%294.57%98.43%
14.66% to 19.21%50.79%99.21%
Greater than 19.21%50.79%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.05%7.08% 74.17%68.27%
±2σ -11.12%13.15% 94.17%95.45%
±3σ -17.18%19.21% 98.58%99.73%
Descriptive Statistics
均值1.015%
Standard Error0.241%
中位数1.099%
Mode0.000%
Standard Deviation6.066%
Sample Variance36.790%
峰度2.13
偏度0.01
Range53.963%
Minimum-24.138%
Maximum29.825%
Count635
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.865% 364 57.32% 2.789%
负向 -4.350% 259 40.79% -1.774%
Zero 0.000% 12 1.89% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 11.01%
12 1 Year 7.90%
36 3 Years 8.64%
60 5 Years 9.05%
120 10 Years 9.10%
240 20 Years 9.69%
600 50 Years 9.73%
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 3.05. 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 -8.86%00.00%0.00%
-8.86% to -4.01%00.00%0.00%
-4.01% to 0.84%00.00%0.00%
0.84% to 5.69%8913.99%13.99%
5.69% to 10.54%32651.26%65.25%
10.54% to 15.39%13521.23%86.48%
15.39% to 20.25%457.08%93.55%
20.25% to 25.10%213.30%96.86%
25.10% to 29.95%81.26%98.11%
Greater than 29.95%121.89%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 4.07%17.01% 86.79%68.27%
±2σ -2.39%23.48% 95.75%95.45%
±3σ -8.86%29.95% 98.11%99.73%
Descriptive Statistics
均值10.543%
Standard Error0.256%
中位数8.663%
Mode10.000%
Standard Deviation6.468%
Sample Variance41.841%
峰度14.95
偏度3.05
Range57.543%
Minimum2.532%
Maximum60.075%
Count636
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 10.543% 636 100.00% 10.543%
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 0.64. Further, an Excess 峰度 of 2.51 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -18.76%20.31%0.31%
-18.76% to -14.09%20.31%0.63%
-14.09% to -9.41%294.56%5.19%
-9.41% to -4.74%9314.62%19.81%
-4.74% to -0.07%20432.08%51.89%
-0.07% to 4.60%18729.40%81.29%
4.60% to 9.27%8313.05%94.34%
9.27% to 13.94%182.83%97.17%
13.94% to 18.61%121.89%99.06%
Greater than 18.61%60.94%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -6.30%6.15% 73.58%68.27%
±2σ -12.53%12.38% 94.81%95.45%
±3σ -18.76%18.61% 98.74%99.73%
Descriptive Statistics
均值-0.073%
Standard Error0.247%
中位数-0.476%
Mode0.000%
Standard Deviation6.228%
Sample Variance38.785%
峰度2.51
偏度0.64
Range55.332%
Minimum-23.514%
Maximum31.818%
Count636
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.107% 284 44.65% 2.280%
负向 -4.521% 331 52.04% -2.353%
Zero 0.000% 21 3.30% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.12. Further, an Excess 峰度 of 1.05 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -30.23%10.47%0.47%
-30.23% to -21.88%31.42%1.90%
-21.88% to -13.53%104.74%6.64%
-13.53% to -5.18%3014.22%20.85%
-5.18% to 3.16%5727.01%47.87%
3.16% to 11.51%7636.02%83.89%
11.51% to 19.86%209.48%93.36%
19.86% to 28.21%104.74%98.10%
28.21% to 36.56%31.42%99.53%
Greater than 36.56%10.47%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -7.97%14.29% 73.93%68.27%
±2σ -19.10%25.43% 94.31%95.45%
±3σ -30.23%36.56% 99.05%99.73%
Descriptive Statistics
均值3.163%
Standard Error0.766%
中位数3.704%
Mode-30.541%
Standard Deviation11.131%
Sample Variance123.903%
峰度1.05
偏度0.12
Range72.508%
Minimum-30.541%
Maximum41.967%
Count211
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 9.222% 137 64.93% 5.988%
负向 -8.055% 74 35.07% -2.825%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 13.13%
12 3 Years 14.22%
20 5 Years 15.67%
40 10 Years 15.38%
80 20 Years 16.72%
200 50 Years 17.10%
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 2.42. Further, an Excess 峰度 of 8.78 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -15.43%00.00%0.00%
-15.43% to -6.63%00.00%0.00%
-6.63% to 2.17%00.00%0.00%
2.17% to 10.97%3014.15%14.15%
10.97% to 19.77%10650.00%64.15%
19.77% to 28.57%4420.75%84.91%
28.57% to 37.37%157.08%91.98%
37.37% to 46.16%73.30%95.28%
46.16% to 54.97%73.30%98.58%
Greater than 54.97%31.42%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 8.03%31.50% 82.55%68.27%
±2σ -3.70%43.23% 94.81%95.45%
±3σ -15.43%54.96% 98.58%99.73%
Descriptive Statistics
均值19.766%
Standard Error0.806%
中位数16.252%
Mode10.238%
Standard Deviation11.733%
Sample Variance137.665%
峰度8.78
偏度2.42
Range86.445%
Minimum5.769%
Maximum92.214%
Count212
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 19.766% 212 100.00% 19.766%
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 0.90. Further, an Excess 峰度 of 2.15 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -33.97%00.00%0.00%
-33.97% to -25.54%10.47%0.47%
-25.54% to -17.10%94.25%4.72%
-17.10% to -8.67%2813.21%17.92%
-8.67% to -0.23%8037.74%55.66%
-0.23% to 8.20%5224.53%80.19%
8.20% to 16.63%2712.74%92.92%
16.63% to 25.07%104.72%97.64%
25.07% to 33.50%10.47%98.11%
Greater than 33.50%41.89%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -11.48%11.01% 75.00%68.27%
±2σ -22.72%22.26% 95.28%95.45%
±3σ -33.97%33.50% 98.11%99.73%
Descriptive Statistics
均值-0.234%
Standard Error0.772%
中位数-1.286%
Mode-2.564%
Standard Deviation11.245%
Sample Variance126.440%
峰度2.15
偏度0.90
Range74.621%
Minimum-28.898%
Maximum45.723%
Count212
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 9.422% 91 42.92% 4.044%
负向 -7.559% 120 56.60% -4.279%
Zero 0.000% 1 0.47% 0.000%