EXPE 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	2.82%	2.14%	2.14%	3.61%	3.59%	3.66%	242.57	260.63	234.02	270.16
周度	6.28%	7.00%	6.85%	8.67%	7.90%	8.07%	232.33	272.12	214.68	294.50
月度	12.51%	15.48%	14.36%	18.99%	16.45%	16.79%	213.30	296.41	180.94	349.41
季度	21.33%	28.64%	24.17%	34.20%	28.50%	29.08%	189.09	334.34	142.21	444.58
Annual	—	—	—	—	56.99%	58.16%	142.21	444.58	80.43	786.08
Option Time Horizon	—	—	—	—	21.72%	22.16%	202.36	312.43	162.85	388.21

Calculation Notes: Computed at 2026-04-26T02:47 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $251.44 | Strike (K): $260.00 (first OTM call ≥ spot) | Observed Mid-价格: $18.7500 (Bid $17.9000 / Ask $19.6000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.64% | Binomial IV (Annual): 56.99% (CRR binomial tree, American, n=20 steps) | BS IV: 57.55% (European Black-Scholes) | Yahoo IV (Annual): 58.16% → 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
2026-03-05	$0.4800
2025-11-19	$0.4000
2025-08-28	$0.4000
2025-05-29	$0.4000
2025-03-06	$0.4000
2020-03-09	$0.3400
2019-11-18	$0.3400
2019-08-21	$0.3400
2019-05-22	$0.3200
2019-03-06	$0.3200
2018-11-14	$0.3200
2018-08-22	$0.3200
2018-05-23	$0.3000
2018-03-07	$0.3000
2017-11-15	$0.3000
2017-08-22	$0.3000
2017-05-23	$0.2800
2017-03-07	$0.2800
2016-11-15	$0.2600
2016-08-23	$0.2600
2016-05-24	$0.2400
2016-03-08	$0.2400
2015-11-17	$0.2400
2015-08-25	$0.2400
2015-05-26	$0.1800
2015-03-06	$0.1800
2014-11-18	$0.1800
2014-08-25	$0.1800
2014-05-28	$0.1500
2014-03-06	$0.1500
2013-11-19	$0.1500
2013-08-26	$0.1500
2013-05-28	$0.1300
2013-03-07	$0.1300
2012-12-13	$0.5200
2012-11-14	$0.1300
2012-08-24	$0.1300
2012-05-25	$0.0900
2012-03-08	$0.0900
2011-12-21	$15.1250
2011-11-16	$0.1400
2011-08-24	$0.1400
2011-05-25	$0.1400
2011-03-09	$0.1400
2010-11-16	$0.1400
2010-08-24	$0.1400
2010-05-25	$0.1400
2010-03-09	$0.1400

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 19.62 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -8.39%	33	0.63%	0.63%
-8.39% to -6.27%	40	0.77%	1.40%
-6.27% to -4.15%	110	2.11%	3.50%
-4.15% to -2.04%	554	10.61%	14.11%
-2.04% to 0.08%	1904	36.46%	50.57%
0.08% to 2.20%	1852	35.47%	86.04%
2.20% to 4.31%	524	10.03%	96.07%
4.31% to 6.43%	123	2.36%	98.43%
6.43% to 8.55%	35	0.67%	99.10%
Greater than 8.55%	47	0.90%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.74%	2.90%	82.25%	68.27%
±2σ	-5.56%	5.72%	96.00%	95.45%
±3σ	-8.39%	8.55%	98.47%	99.73%

Descriptive Statistics

均值	0.080%
Standard Error	0.039%
中位数	0.049%
Mode	0.000%
Standard Deviation	2.822%
Sample Variance	7.966%
峰度	19.62
偏度	-0.20
Range	62.073%
Minimum	-33.556%
Maximum	28.517%
Count	5222

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.821%	2670	51.13%	0.931%
负向	-1.758%	2527	48.39%	-0.851%
Zero	0.000%	25	0.48%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	4.31%
20	1 Month	4.87%
60	1 Quarter	5.53%
250	1 Year	3.76%
750	3 Years	3.34%
1,250	5 Years	3.61%
2,500	10 Years	3.31%
5,000	20 Years	3.44%
12,500	50 Years	3.44%

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 3.22. Further, an Excess 峰度 of 18.12 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -3.21%	0	0.00%	0.00%
-3.21% to -1.60%	0	0.00%	0.00%
-1.60% to 0.01%	0	0.00%	0.00%
0.01% to 1.62%	780	14.93%	14.93%
1.62% to 3.23%	2562	49.05%	63.99%
3.23% to 4.83%	1155	22.11%	86.10%
4.83% to 6.44%	396	7.58%	93.68%
6.44% to 8.05%	157	3.01%	96.69%
8.05% to 9.66%	70	1.34%	98.03%
Greater than 9.66%	103	1.97%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.08%	5.37%	86.79%	68.27%
±2σ	-1.06%	7.52%	95.96%	95.45%
±3σ	-3.21%	9.66%	98.03%	99.73%

Descriptive Statistics

均值	3.227%
Standard Error	0.030%
中位数	2.701%
Mode	1.748%
Standard Deviation	2.144%
Sample Variance	4.599%
峰度	18.12
偏度	3.22
Range	24.960%
Minimum	0.506%
Maximum	25.466%
Count	5223

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.227%	5223	100.00%	3.227%
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 0.38. Further, an Excess 峰度 of 6.54 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -6.43%	40	0.77%	0.77%
-6.43% to -4.83%	44	0.84%	1.61%
-4.83% to -3.22%	185	3.54%	5.15%
-3.22% to -1.62%	616	11.79%	16.94%
-1.62% to -0.01%	1733	33.18%	50.12%
-0.01% to 1.59%	1755	33.60%	83.73%
1.59% to 3.20%	561	10.74%	94.47%
3.20% to 4.81%	189	3.62%	98.09%
4.81% to 6.41%	62	1.19%	99.27%
Greater than 6.41%	38	0.73%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.15%	2.13%	77.73%	68.27%
±2σ	-4.29%	4.27%	95.18%	95.45%
±3σ	-6.43%	6.41%	98.51%	99.73%

Descriptive Statistics

均值	-0.011%
Standard Error	0.030%
中位数	-0.017%
Mode	0.000%
Standard Deviation	2.141%
Sample Variance	4.583%
峰度	6.54
偏度	0.38
Range	34.030%
Minimum	-15.803%
Maximum	18.227%
Count	5223

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.516%	2565	49.11%	0.745%
负向	-1.502%	2627	50.30%	-0.755%
Zero	0.000%	31	0.59%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.29. Further, an Excess 峰度 of 7.59 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -18.45%	9	0.83%	0.83%
-18.45% to -13.74%	11	1.02%	1.85%
-13.74% to -9.03%	31	2.86%	4.71%
-9.03% to -4.32%	116	10.71%	15.42%
-4.32% to 0.39%	372	34.35%	49.77%
0.39% to 5.10%	387	35.73%	85.50%
5.10% to 9.81%	103	9.51%	95.01%
9.81% to 14.52%	33	3.05%	98.06%
14.52% to 19.23%	12	1.11%	99.17%
Greater than 19.23%	9	0.83%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.89%	6.67%	79.87%	68.27%
±2σ	-12.17%	12.95%	94.28%	95.45%
±3σ	-18.45%	19.23%	98.34%	99.73%

Descriptive Statistics

均值	0.389%
Standard Error	0.191%
中位数	0.414%
Mode	0.000%
Standard Deviation	6.281%
Sample Variance	39.455%
峰度	7.59
偏度	0.29
Range	83.815%
Minimum	-36.616%
Maximum	47.199%
Count	1083

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.391%	573	52.91%	2.323%
负向	-4.156%	504	46.54%	-1.934%
Zero	0.000%	6	0.55%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	11.12%
12	1 Quarter	13.42%
52	1 Year	9.03%
156	3 Years	8.03%
260	5 Years	8.67%
520	10 Years	7.88%
1,040	20 Years	8.09%
2,600	50 Years	8.12%

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 5.00. Further, an Excess 峰度 of 49.99 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -12.42%	0	0.00%	0.00%
-12.42% to -7.17%	0	0.00%	0.00%
-7.17% to -1.93%	0	0.00%	0.00%
-1.93% to 3.32%	80	7.38%	7.38%
3.32% to 8.56%	647	59.69%	67.07%
8.56% to 13.81%	217	20.02%	87.08%
13.81% to 19.06%	73	6.73%	93.82%
19.06% to 24.30%	36	3.32%	97.14%
24.30% to 29.55%	13	1.20%	98.34%
Greater than 29.55%	18	1.66%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.57%	15.56%	89.94%	68.27%
±2σ	-5.43%	22.55%	96.49%	95.45%
±3σ	-12.42%	29.55%	98.34%	99.73%

Descriptive Statistics

均值	8.565%
Standard Error	0.212%
中位数	6.604%
Mode	5.084%
Standard Deviation	6.995%
Sample Variance	48.929%
峰度	49.99
偏度	5.00
Range	108.564%
Minimum	1.700%
Maximum	110.264%
Count	1084

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.565%	1084	100.00%	8.565%
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 3.04. Further, an Excess 峰度 of 31.98 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -20.43%	3	0.28%	0.28%
-20.43% to -15.29%	7	0.65%	0.92%
-15.29% to -10.15%	28	2.58%	3.51%
-10.15% to -5.01%	101	9.32%	12.82%
-5.01% to 0.13%	457	42.16%	54.98%
0.13% to 5.27%	353	32.56%	87.55%
5.27% to 10.40%	87	8.03%	95.57%
10.40% to 15.54%	26	2.40%	97.97%
15.54% to 20.68%	12	1.11%	99.08%
Greater than 20.68%	10	0.92%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.72%	6.98%	83.58%	68.27%
±2σ	-13.57%	13.83%	95.57%	95.45%
±3σ	-20.43%	20.68%	98.80%	99.73%

Descriptive Statistics

均值	0.128%
Standard Error	0.208%
中位数	-0.343%
Mode	0.000%
Standard Deviation	6.851%
Sample Variance	46.939%
峰度	31.98
偏度	3.04
Range	118.533%
Minimum	-32.581%
Maximum	85.952%
Count	1084

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.750%	498	45.94%	2.182%
负向	-3.833%	581	53.60%	-2.054%
Zero	0.000%	5	0.46%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.10. Further, an Excess 峰度 of 1.90 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -35.92%	2	0.80%	0.80%
-35.92% to -26.54%	4	1.61%	2.41%
-26.54% to -17.15%	10	4.02%	6.43%
-17.15% to -7.76%	29	11.65%	18.07%
-7.76% to 1.62%	78	31.33%	49.40%
1.62% to 11.01%	78	31.33%	80.72%
11.01% to 20.39%	32	12.85%	93.57%
20.39% to 29.78%	10	4.02%	97.59%
29.78% to 39.16%	4	1.61%	99.20%
Greater than 39.16%	2	0.80%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-10.89%	14.13%	77.11%	68.27%
±2σ	-23.41%	26.65%	92.37%	95.45%
±3σ	-35.92%	39.16%	98.39%	99.73%

Descriptive Statistics

均值	1.621%
Standard Error	0.793%
中位数	1.736%
Mode	-42.731%
Standard Deviation	12.514%
Sample Variance	156.606%
峰度	1.90
偏度	0.10
Range	92.621%
Minimum	-42.731%
Maximum	49.890%
Count	249

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	9.509%	142	57.03%	5.423%
负向	-8.846%	107	42.97%	-3.801%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	28.38%
12	1 Year	19.84%
36	3 Years	18.32%
60	5 Years	18.99%
120	10 Years	17.45%
240	20 Years	17.69%
600	50 Years	17.76%

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 3.71. Further, an Excess 峰度 of 21.43 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -26.16%	0	0.00%	0.00%
-26.16% to -14.55%	0	0.00%	0.00%
-14.55% to -2.94%	0	0.00%	0.00%
-2.94% to 8.66%	25	10.00%	10.00%
8.66% to 20.27%	144	57.60%	67.60%
20.27% to 31.88%	49	19.60%	87.20%
31.88% to 43.49%	14	5.60%	92.80%
43.49% to 55.10%	11	4.40%	97.20%
55.10% to 66.71%	5	2.00%	99.20%
Greater than 66.71%	2	0.80%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	4.79%	35.75%	91.20%	68.27%
±2σ	-10.68%	51.23%	95.60%	95.45%
±3σ	-26.16%	66.71%	99.20%	99.73%

Descriptive Statistics

均值	20.272%
Standard Error	0.979%
中位数	16.003%
Mode	6.461%
Standard Deviation	15.478%
Sample Variance	239.554%
峰度	21.43
偏度	3.71
Range	137.584%
Minimum	5.252%
Maximum	142.836%
Count	250

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	20.272%	250	100.00%	20.272%
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 2.08. Further, an Excess 峰度 of 9.76 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -42.75%	0	0.00%	0.00%
-42.75% to -31.98%	1	0.40%	0.40%
-31.98% to -21.21%	8	3.20%	3.60%
-21.21% to -10.44%	29	11.60%	15.20%
-10.44% to 0.34%	105	42.00%	57.20%
0.34% to 11.11%	73	29.20%	86.40%
11.11% to 21.88%	20	8.00%	94.40%
21.88% to 32.65%	6	2.40%	96.80%
32.65% to 43.42%	5	2.00%	98.80%
Greater than 43.42%	3	1.20%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-14.03%	14.70%	81.60%	68.27%
±2σ	-28.39%	29.06%	95.20%	95.45%
±3σ	-42.75%	43.42%	98.80%	99.73%

Descriptive Statistics

均值	0.335%
Standard Error	0.908%
中位数	-1.399%
Mode	-8.699%
Standard Deviation	14.362%
Sample Variance	206.278%
峰度	9.76
偏度	2.08
Range	127.146%
Minimum	-34.313%
Maximum	92.833%
Count	250

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	11.434%	108	43.20%	4.939%
负向	-8.106%	142	56.80%	-4.604%
Zero	0.000%	0	0.00%	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 -0.01 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -59.20%	0	0.00%	0.00%
-59.20% to -43.20%	1	1.20%	1.20%
-43.20% to -27.20%	5	6.02%	7.23%
-27.20% to -11.21%	13	15.66%	22.89%
-11.21% to 4.79%	21	25.30%	48.19%
4.79% to 20.79%	24	28.92%	77.11%
20.79% to 36.79%	14	16.87%	93.98%
36.79% to 52.79%	4	4.82%	98.80%
52.79% to 68.79%	1	1.20%	100.00%
Greater than 68.79%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-16.54%	26.12%	67.47%	68.27%
±2σ	-37.87%	47.46%	93.98%	95.45%
±3σ	-59.20%	68.79%	100.00%	99.73%

Descriptive Statistics

均值	4.793%
Standard Error	2.341%
中位数	9.158%
Mode	-51.405%
Standard Deviation	21.332%
Sample Variance	455.036%
峰度	-0.01
偏度	-0.01
Range	107.067%
Minimum	-51.405%
Maximum	55.662%
Count	83

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	18.601%	50	60.24%	11.205%
负向	-16.128%	33	39.76%	-6.412%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	36.24%
12	3 Years	36.23%
20	5 Years	34.20%
40	10 Years	31.48%
80	20 Years	32.12%
200	50 Years	32.32%

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 3.23. Further, an Excess 峰度 of 14.25 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -45.64%	0	0.00%	0.00%
-45.64% to -24.16%	0	0.00%	0.00%
-24.16% to -2.68%	0	0.00%	0.00%
-2.68% to 18.80%	7	8.33%	8.33%
18.80% to 40.28%	48	57.14%	65.48%
40.28% to 61.76%	20	23.81%	89.29%
61.76% to 83.25%	4	4.76%	94.05%
83.25% to 104.73%	1	1.19%	95.24%
104.73% to 126.21%	2	2.38%	97.62%
Greater than 126.21%	2	2.38%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	11.64%	68.92%	92.86%	68.27%
±2σ	-17.00%	97.57%	94.05%	95.45%
±3σ	-45.64%	126.21%	97.62%	99.73%

Descriptive Statistics

均值	40.283%
Standard Error	3.125%
中位数	32.956%
Mode	5.285%
Standard Deviation	28.642%
Sample Variance	820.386%
峰度	14.25
偏度	3.23
Range	200.750%
Minimum	5.285%
Maximum	206.035%
Count	84

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	40.283%	84	100.00%	40.283%
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 1.55. Further, an Excess 峰度 of 3.85 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -71.79%	0	0.00%	0.00%
-71.79% to -53.66%	0	0.00%	0.00%
-53.66% to -35.54%	1	1.19%	1.19%
-35.54% to -17.41%	17	20.24%	21.43%
-17.41% to 0.71%	33	39.29%	60.71%
0.71% to 18.84%	18	21.43%	82.14%
18.84% to 36.97%	8	9.52%	91.67%
36.97% to 55.09%	4	4.76%	96.43%
55.09% to 73.22%	2	2.38%	98.81%
Greater than 73.22%	1	1.19%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-23.45%	24.88%	75.00%	68.27%
±2σ	-47.62%	49.05%	95.24%	95.45%
±3σ	-71.79%	73.22%	98.81%	99.73%

Descriptive Statistics

均值	0.713%
Standard Error	2.637%
中位数	-5.413%
Mode	-35.758%
Standard Deviation	24.168%
Sample Variance	584.099%
峰度	3.85
偏度	1.55
Range	142.383%
Minimum	-35.758%
Maximum	106.625%
Count	84

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	23.472%	33	39.29%	9.221%
负向	-14.013%	51	60.71%	-8.508%
Zero	0.000%	0	0.00%	0.000%

EXPE 深度分析报告