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GE 深度分析报告

GE Aerospace | 分类： Equity Mega Cap | 年化股息率： 0.55% ($1.55) | 最后更新: 2026-04-26 | 数据区间: 1962-01-01 → 2026-04-01 (772 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 1.74% 1.48% 1.48% 2.67% 2.35% 2.48% 277.99 291.37 271.54 298.29
周度 3.89% 3.81% 3.84% 6.37% 5.17% 5.45% 270.25 299.71 256.63 315.62
月度 7.54% 8.53% 7.64% 13.96% 10.77% 11.35% 255.55 316.96 229.46 352.99
季度 12.64% 14.99% 13.24% 26.11% 18.65% 19.66% 236.18 342.95 195.99 413.26
Annual — — — — 37.30% 39.31% 195.99 413.26 134.97 600.09
Option Time Horizon — — — — 14.21% 14.98% 246.89 328.07 214.18 378.17
Calculation Notes: Computed at 2026-04-26T02:44 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $284.60  |  Strike (K): $290.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $14.4000 (Bid $14.0500 / Ask $14.7500)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 0.55%  |  Binomial IV (Annual): 37.30% (CRR binomial tree, American, n=20 steps)  |  BS IV: 37.60% (European Black-Scholes)  |  Yahoo IV (Annual): 39.31% → 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
2026-03-09 $0.4700
2025-12-29 $0.3600
2025-09-29 $0.3600
2025-07-07 $0.3600
2025-03-10 $0.3600
2024-12-27 $0.2800
2024-09-26 $0.2800
2024-07-11 $0.2800
2024-04-12 $0.2800
2023-12-27 $0.0638
2023-09-25 $0.0638
2023-07-10 $0.0638
2023-03-06 $0.0638
2022-12-14 $0.0498
2022-09-26 $0.0498
2022-06-27 $0.0498
2022-03-07 $0.0498
2021-12-20 $0.0498
2021-09-24 $0.0498
2021-06-25 $0.0498
2021-03-05 $0.0498
2020-12-18 $0.0498
2020-09-25 $0.0498
2020-06-26 $0.0498
2020-03-06 $0.0498
2019-12-20 $0.0498
2019-09-13 $0.0498
2019-06-28 $0.0498
2019-03-08 $0.0498
2018-12-19 $0.0479
2018-09-14 $0.5751
2018-06-15 $0.5751
2018-02-23 $0.5751
2017-12-26 $0.5751
2017-09-15 $1.1502
2017-06-15 $1.1502
2017-02-23 $1.1502
2016-12-22 $1.1502
2016-09-15 $1.1023
2016-06-16 $1.1023
2016-02-25 $1.1023
2015-12-17 $1.1023
2015-09-17 $1.1023
2015-06-18 $1.1023
2015-02-19 $1.1023
2014-12-18 $1.1023
2014-09-18 $1.0543
2014-06-19 $1.0543
2014-02-20 $1.0543
2013-12-19 $1.0543
2013-09-19 $0.9106
2013-06-20 $0.9106
2013-02-21 $0.9106
2012-12-20 $0.9106
2012-09-20 $0.8147
2012-06-21 $0.8147
2012-06-15 $0.2636
2012-02-23 $0.8147
2011-12-22 $0.8147
2011-09-15 $0.7189
2011-06-16 $0.7189
2011-02-24 $0.6709
2010-12-22 $0.6709
2010-09-16 $0.5751
2010-06-17 $0.4792
2010-02-25 $0.4792
2009-12-23 $0.4792
2009-09-17 $0.4792
2009-06-18 $0.4792
2009-02-19 $1.4857
2008-12-24 $1.4857
2008-09-18 $1.4857
2008-06-19 $1.4857
2008-02-21 $1.4857
2007-12-20 $1.4857
2007-09-20 $1.3419
2007-06-21 $1.3419
2007-02-22 $1.3419
2006-12-21 $1.3419
2006-09-21 $1.1981
2006-06-22 $1.1981
2006-02-23 $1.1981
2005-12-22 $1.1981
2005-09-22 $1.0543
2005-06-23 $1.0543
2005-02-24 $1.0543
2004-12-22 $1.0543
2004-09-23 $0.9585
2004-06-24 $0.9585
2004-02-26 $0.9585
2003-12-29 $0.9585
2003-09-25 $0.9106
2003-06-26 $0.9106
2003-02-26 $0.9106
2002-12-27 $0.9106
2002-09-25 $0.8626
2002-06-26 $0.8626
2002-02-27 $0.8626
2001-12-27 $0.8626
2001-09-26 $0.7668
2001-07-05 $0.7668
2001-03-05 $0.7668
2000-12-27 $0.7668
2000-09-29 $0.6566
2000-07-05 $0.6566
2000-03-06 $0.6550
1999-12-22 $0.6550
1999-09-28 $0.5591
1999-07-06 $0.5591
1999-03-04 $0.5591
1998-12-29 $0.5591
1998-09-28 $0.4792
1998-07-06 $0.4792
1998-03-05 $0.4792
1997-12-29 $0.4792
1997-09-26 $0.4153
1997-07-02 $0.4153
1997-03-04 $0.4153
1996-12-27 $0.4153
1996-09-26 $0.3674
1996-07-01 $0.3674
1996-03-04 $0.3674
1995-12-27 $0.3674
1995-09-27 $0.3275
1995-06-30 $0.3275
1995-03-01 $0.3275
1994-12-23 $0.3275
1994-09-26 $0.2875
1994-06-28 $0.2875
1994-03-02 $0.2875
1993-12-27 $0.2875
1993-09-20 $0.2516
1993-06-02 $0.2516
1993-03-03 $0.2516
1992-12-01 $0.2516
1992-09-21 $0.2356
1992-06-02 $0.2197
1992-03-03 $0.2197
1991-12-03 $0.2197
1991-09-20 $0.2037
1991-05-31 $0.2037
1991-02-28 $0.2037
1990-12-03 $0.2037
1990-09-20 $0.1877
1990-05-31 $0.1877
1990-02-28 $0.1877
1989-12-04 $0.1877
1989-09-21 $0.1637
1989-06-06 $0.1637
1989-03-01 $0.1637
1988-12-02 $0.1398
1988-09-21 $0.1398
1988-06-07 $0.1398
1988-03-02 $0.1398
1987-12-01 $0.1398
1987-09-23 $0.1318
1987-06-08 $0.1318
1987-03-02 $0.1258
1986-12-02 $0.1258
1986-09-23 $0.1158
1986-06-02 $0.1158
1986-02-28 $0.1158
1985-12-02 $0.1158
1985-09-24 $0.1098
1985-05-31 $0.1098
1985-02-28 $0.1098
1984-11-30 $0.1098
1984-09-25 $0.0998
1984-06-01 $0.0998
1984-03-01 $0.0998
1983-11-30 $0.0998
1983-09-27 $0.0949
1983-06-09 $0.0949
1983-03-02 $0.0849
1982-11-30 $0.0849
1982-09-28 $0.0849
1982-06-03 $0.0849
1982-03-03 $0.0799
1981-12-01 $0.0799
1981-09-15 $0.0799
1981-06-04 $0.0799
1981-03-02 $0.0749
1980-12-02 $0.0749
1980-09-16 $0.0749
1980-05-30 $0.0749
1980-02-29 $0.0699
1979-11-30 $0.0699
1979-09-18 $0.0699
1979-05-31 $0.0699
1979-02-28 $0.0649
1978-11-30 $0.0649
1978-09-12 $0.0649
1978-06-01 $0.0649
1978-01-03 $0.0549
1977-11-30 $0.0549
1977-09-20 $0.0549
1977-06-02 $0.0549
1977-03-03 $0.0449
1976-12-15 $0.0449
1976-09-14 $0.0449
1976-06-10 $0.0399
1976-03-03 $0.0399
1975-12-02 $0.0399
1975-09-16 $0.0399
1975-06-05 $0.0399
1975-02-28 $0.0399
1974-12-03 $0.0399
1974-09-17 $0.0399
1974-06-06 $0.0399
1974-02-28 $0.0399
1973-11-30 $0.0399
1973-08-16 $0.0399
1973-06-07 $0.0349
1973-02-28 $0.0349
1972-11-30 $0.0349
1972-09-19 $0.0349
1972-06-08 $0.0349
1972-03-01 $0.0349
1971-12-02 $0.0349
1971-09-21 $0.0349
1971-06-17 $0.0349
1971-03-03 $0.0324
1970-12-07 $0.0324
1970-09-21 $0.0324
1970-06-11 $0.0324
1970-03-03 $0.0324
1969-12-04 $0.0324
1969-09-15 $0.0324
1969-06-05 $0.0324
1969-02-28 $0.0324
1968-12-05 $0.0324
1968-05-29 $0.0324
1968-02-29 $0.0324
1967-12-05 $0.0324
1967-07-26 $0.0082
1967-06-06 $0.0324
1967-03-07 $0.0324
1966-12-06 $0.0324
1966-09-13 $0.0324
1966-06-07 $0.0324
1966-03-08 $0.0324
1965-12-07 $0.0324
1965-09-21 $0.0324
1965-06-15 $0.0275
1965-03-09 $0.0275
1964-12-08 $0.0275
1964-09-15 $0.0275
1964-06-16 $0.0275
1964-03-10 $0.0275
1963-12-10 $0.0275
1963-09-12 $0.0250
1963-06-18 $0.0250
1963-03-12 $0.0250
1962-12-18 $0.0250
1962-09-18 $0.0250
1962-06-12 $0.0250
1962-03-13 $0.0250
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.15. Further, an Excess 峰度 of 8.23 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.16%1260.78%0.78%
-5.16% to -3.85%1530.95%1.72%
-3.85% to -2.55%4772.95%4.67%
-2.55% to -1.25%188611.65%16.32%
-1.25% to 0.05%575335.55%51.87%
0.05% to 1.36%513231.71%83.58%
1.36% to 2.66%184111.38%94.96%
2.66% to 3.96%5283.26%98.22%
3.96% to 5.26%1470.91%99.13%
Greater than 5.26%1410.87%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.68%1.79% 78.61%68.27%
±2σ -3.42%3.53% 95.19%95.45%
±3σ -5.16%5.26% 98.35%99.73%
Descriptive Statistics
均值0.053%
Standard Error0.014%
中位数0.000%
Mode0.000%
Standard Deviation1.737%
Sample Variance3.019%
峰度8.23
偏度0.15
Range37.191%
Minimum-17.488%
Maximum19.703%
Count16184
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.284% 7863 48.59% 0.624%
负向 -1.215% 7600 46.96% -0.571%
Zero 0.000% 721 4.46% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 4.48%
20 1 Month 3.97%
60 1 Quarter 3.54%
250 1 Year 2.70%
750 3 Years 2.54%
1,250 5 Years 2.67%
2,500 10 Years 2.89%
5,000 20 Years 2.63%
12,500 50 Years 2.32%
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 3.87. Further, an Excess 峰度 of 30.26 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -2.35%00.00%0.00%
-2.35% to -1.24%00.00%0.00%
-1.24% to -0.13%00.00%0.00%
-0.13% to 0.98%226013.96%13.96%
0.98% to 2.10%801449.51%63.48%
2.10% to 3.21%368722.78%86.26%
3.21% to 4.32%12657.82%94.07%
4.32% to 5.43%4943.05%97.13%
5.43% to 6.55%2031.25%98.38%
Greater than 6.55%2621.62%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.61%3.58% 87.93%68.27%
±2σ -0.87%5.06% 96.41%95.45%
±3σ -2.35%6.55% 98.38%99.73%
Descriptive Statistics
均值2.097%
Standard Error0.012%
中位数1.734%
Mode2.083%
Standard Deviation1.483%
Sample Variance2.199%
峰度30.26
偏度3.87
Range28.735%
Minimum0.297%
Maximum29.032%
Count16185
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.097% 16185 100.00% 2.097%
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 0.18. Further, an Excess 峰度 of 6.19 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.42%980.61%0.61%
-4.42% to -3.31%1641.01%1.62%
-3.31% to -2.20%5753.55%5.17%
-2.20% to -1.09%196212.12%17.29%
-1.09% to 0.01%572835.39%52.68%
0.01% to 1.12%494330.54%83.23%
1.12% to 2.23%187211.57%94.79%
2.23% to 3.34%5183.20%97.99%
3.34% to 4.45%1961.21%99.20%
Greater than 4.45%1290.80%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.46%1.49% 77.37%68.27%
±2σ -2.94%2.97% 95.08%95.45%
±3σ -4.42%4.45% 98.60%99.73%
Descriptive Statistics
均值0.014%
Standard Error0.012%
中位数0.000%
Mode0.000%
Standard Deviation1.477%
Sample Variance2.182%
峰度6.19
偏度0.18
Range25.595%
Minimum-13.023%
Maximum12.572%
Count16185
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.106% 7661 47.33% 0.524%
负向 -1.074% 7680 47.45% -0.510%
Zero 0.000% 844 5.21% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.09. Further, an Excess 峰度 of 6.07 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -11.42%290.86%0.86%
-11.42% to -8.50%270.80%1.67%
-8.50% to -5.58%1083.22%4.89%
-5.58% to -2.66%39611.80%16.69%
-2.66% to 0.26%118135.20%51.89%
0.26% to 3.18%101830.34%82.24%
3.18% to 6.10%40712.13%94.37%
6.10% to 9.02%1303.87%98.24%
9.02% to 11.94%381.13%99.37%
Greater than 11.94%210.63%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.63%4.15% 76.81%68.27%
±2σ -7.52%8.04% 94.72%95.45%
±3σ -11.42%11.94% 98.51%99.73%
Descriptive Statistics
均值0.260%
Standard Error0.067%
中位数0.144%
Mode0.000%
Standard Deviation3.892%
Sample Variance15.148%
峰度6.07
偏度0.09
Range58.783%
Minimum-28.419%
Maximum30.364%
Count3355
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.932% 1715 51.12% 1.499%
负向 -2.643% 1572 46.85% -1.238%
Zero 0.000% 68 2.03% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 9.50%
12 1 Quarter 8.54%
52 1 Year 6.44%
156 3 Years 6.00%
260 5 Years 6.37%
520 10 Years 6.96%
1,040 20 Years 6.22%
2,600 50 Years 5.42%
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 3.45. Further, an Excess 峰度 of 20.90 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -6.03%00.00%0.00%
-6.03% to -3.18%00.00%0.00%
-3.18% to -0.32%00.00%0.00%
-0.32% to 2.53%45513.56%13.56%
2.53% to 5.38%170250.72%64.27%
5.38% to 8.24%75122.38%86.65%
8.24% to 11.09%2527.51%94.16%
11.09% to 13.95%812.41%96.57%
13.95% to 16.80%531.58%98.15%
Greater than 16.80%621.85%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.58%9.19% 88.32%68.27%
±2σ -2.23%13.00% 96.07%95.45%
±3σ -6.03%16.80% 98.15%99.73%
Descriptive Statistics
均值5.385%
Standard Error0.066%
中位数4.422%
Mode2.381%
Standard Deviation3.805%
Sample Variance14.476%
峰度20.90
偏度3.45
Range52.842%
Minimum0.706%
Maximum53.548%
Count3356
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.385% 3356 100.00% 5.385%
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 10.76 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -11.50%120.36%0.36%
-11.50% to -8.62%320.95%1.31%
-8.62% to -5.74%1063.16%4.47%
-5.74% to -2.87%45913.68%18.15%
-2.87% to 0.01%114134.00%52.15%
0.01% to 2.89%106131.62%83.76%
2.89% to 5.77%36710.94%94.70%
5.77% to 8.64%1073.19%97.88%
8.64% to 11.52%351.04%98.93%
Greater than 11.52%361.07%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.83%3.85% 77.47%68.27%
±2σ -7.66%7.69% 95.14%95.45%
±3σ -11.50%11.52% 98.57%99.73%
Descriptive Statistics
均值0.011%
Standard Error0.066%
中位数-0.060%
Mode0.000%
Standard Deviation3.837%
Sample Variance14.722%
峰度10.76
偏度1.19
Range60.231%
Minimum-18.440%
Maximum41.791%
Count3356
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.786% 1606 47.85% 1.333%
负向 -2.635% 1684 50.18% -1.322%
Zero 0.000% 66 1.97% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.21. Further, an Excess 峰度 of 2.14 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -21.53%60.78%0.78%
-21.53% to -15.88%70.91%1.69%
-15.88% to -10.22%293.76%5.45%
-10.22% to -4.57%9812.71%18.16%
-4.57% to 1.08%27235.28%53.44%
1.08% to 6.73%21828.27%81.71%
6.73% to 12.38%9312.06%93.77%
12.38% to 18.03%324.15%97.92%
18.03% to 23.68%111.43%99.35%
Greater than 23.68%50.65%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -6.46%8.61% 74.45%68.27%
±2σ -13.99%16.15% 95.07%95.45%
±3σ -21.53%23.68% 98.57%99.73%
Descriptive Statistics
均值1.079%
Standard Error0.271%
中位数0.503%
Mode0.000%
Standard Deviation7.535%
Sample Variance56.771%
峰度2.14
偏度0.21
Range64.979%
Minimum-27.782%
Maximum37.197%
Count771
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 6.223% 412 53.44% 3.325%
负向 -4.920% 352 45.66% -2.246%
Zero 0.000% 7 0.91% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 18.41%
12 1 Year 14.04%
36 3 Years 13.11%
60 5 Years 13.96%
120 10 Years 15.22%
240 20 Years 13.67%
600 50 Years 11.68%
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 3.95. Further, an Excess 峰度 of 26.18 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -13.36%00.00%0.00%
-13.36% to -6.96%00.00%0.00%
-6.96% to -0.57%00.00%0.00%
-0.57% to 5.83%8511.01%11.01%
5.83% to 12.22%42254.66%65.67%
12.22% to 18.61%16321.11%86.79%
18.61% to 25.01%577.38%94.17%
25.01% to 31.40%232.98%97.15%
31.40% to 37.79%91.17%98.32%
Greater than 37.79%131.68%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 3.69%20.74% 90.28%68.27%
±2σ -4.83%29.27% 96.89%95.45%
±3σ -13.36%37.79% 98.32%99.73%
Descriptive Statistics
均值12.219%
Standard Error0.307%
中位数9.840%
Mode6.195%
Standard Deviation8.525%
Sample Variance72.669%
峰度26.18
偏度3.95
Range91.517%
Minimum1.839%
Maximum93.356%
Count772
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 12.219% 772 100.00% 12.219%
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 0.83. Further, an Excess 峰度 of 3.93 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -23.17%20.26%0.26%
-23.17% to -17.44%91.17%1.42%
-17.44% to -11.72%253.24%4.66%
-11.72% to -5.99%10413.47%18.13%
-5.99% to -0.26%25032.38%50.52%
-0.26% to 5.47%25833.42%83.94%
5.47% to 11.20%7910.23%94.17%
11.20% to 16.93%283.63%97.80%
16.93% to 22.66%70.91%98.70%
Greater than 22.66%101.30%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -7.90%7.38% 76.17%68.27%
±2σ -15.54%15.02% 95.47%95.45%
±3σ -23.17%22.66% 98.45%99.73%
Descriptive Statistics
均值-0.259%
Standard Error0.275%
中位数-0.395%
Mode0.000%
Standard Deviation7.638%
Sample Variance58.338%
峰度3.93
偏度0.83
Range67.938%
Minimum-26.575%
Maximum41.363%
Count772
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.645% 360 46.63% 2.632%
负向 -5.553% 402 52.07% -2.892%
Zero 0.000% 10 1.29% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.08. Further, an Excess 峰度 of 1.78 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -34.72%20.78%0.78%
-34.72% to -25.24%20.78%1.56%
-25.24% to -15.76%103.89%5.45%
-15.76% to -6.28%3814.79%20.23%
-6.28% to 3.21%7930.74%50.97%
3.21% to 12.69%7729.96%80.93%
12.69% to 22.17%3212.45%93.39%
22.17% to 31.65%114.28%97.67%
31.65% to 41.13%41.56%99.22%
Greater than 41.13%20.78%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -9.44%15.85% 71.21%68.27%
±2σ -22.08%28.49% 95.72%95.45%
±3σ -34.72%41.13% 98.44%99.73%
Descriptive Statistics
均值3.206%
Standard Error0.789%
中位数2.970%
Mode-45.327%
Standard Deviation12.642%
Sample Variance159.831%
峰度1.78
偏度0.08
Range98.719%
Minimum-45.327%
Maximum53.392%
Count257
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 10.299% 162 63.03% 6.492%
负向 -8.889% 95 36.97% -3.286%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 25.14%
12 3 Years 25.96%
20 5 Years 26.11%
40 10 Years 26.98%
80 20 Years 23.64%
200 50 Years 20.18%
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 15.90 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -22.62%00.00%0.00%
-22.62% to -11.38%00.00%0.00%
-11.38% to -0.14%00.00%0.00%
-0.14% to 11.10%3011.63%11.63%
11.10% to 22.34%13953.88%65.50%
22.34% to 33.58%5521.32%86.82%
33.58% to 44.82%207.75%94.57%
44.82% to 56.06%41.55%96.12%
56.06% to 67.31%51.94%98.06%
Greater than 67.31%51.94%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 7.35%37.33% 88.76%68.27%
±2σ -7.63%52.32% 94.96%95.45%
±3σ -22.62%67.31% 98.06%99.73%
Descriptive Statistics
均值22.342%
Standard Error0.933%
中位数18.286%
Mode16.667%
Standard Deviation14.988%
Sample Variance224.643%
峰度15.90
偏度3.23
Range120.206%
Minimum4.540%
Maximum124.746%
Count258
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 22.342% 258 100.00% 22.342%
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 1.74. Further, an Excess 峰度 of 8.05 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -40.61%00.00%0.00%
-40.61% to -30.68%10.39%0.39%
-30.68% to -20.75%62.33%2.71%
-20.75% to -10.81%4216.28%18.99%
-10.81% to -0.88%10038.76%57.75%
-0.88% to 9.06%6525.19%82.95%
9.06% to 18.99%3112.02%94.96%
18.99% to 28.92%83.10%98.06%
28.92% to 38.86%20.78%98.84%
Greater than 38.86%31.16%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -14.12%12.37% 74.81%68.27%
±2σ -27.37%25.61% 96.12%95.45%
±3σ -40.61%38.86% 98.84%99.73%
Descriptive Statistics
均值-0.878%
Standard Error0.825%
中位数-2.106%
Mode-34.391%
Standard Deviation13.245%
Sample Variance175.433%
峰度8.05
偏度1.74
Range117.626%
Minimum-34.391%
Maximum83.235%
Count258
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 11.392% 96 37.21% 4.239%
负向 -8.200% 161 62.40% -5.117%
Zero 0.000% 1 0.39% 0.000%