GILD 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	2.93%	2.92%	2.76%	2.12%	2.03%	2.09%	127.78	133.07	125.21	135.80
周度	6.35%	6.84%	6.34%	4.90%	4.47%	4.60%	124.70	136.36	119.25	142.59
月度	11.44%	13.86%	10.90%	10.67%	9.30%	9.58%	118.82	143.11	108.26	157.06
季度	19.36%	25.46%	18.20%	17.82%	16.11%	16.59%	111.00	153.20	94.48	179.98
Annual	—	—	—	—	32.22%	33.18%	94.48	179.98	68.45	248.41
Option Time Horizon	—	—	—	—	12.28%	12.64%	115.33	147.44	102.01	166.70

Calculation Notes: Computed at 2026-04-26T02:44 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $130.40 | Strike (K): $135.00 (first OTM call ≥ spot) | Observed Mid-价格: $4.6000 (Bid $4.5000 / Ask $4.7000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 2.36% | Binomial IV (Annual): 32.22% (CRR binomial tree, American, n=20 steps) | BS IV: 32.57% (European Black-Scholes) | Yahoo IV (Annual): 33.18% → 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
2026-03-13	$0.8200
2025-12-15	$0.7900
2025-09-15	$0.7900
2025-06-13	$0.7900
2025-03-14	$0.7900
2024-12-13	$0.7700
2024-09-13	$0.7700
2024-06-14	$0.7700
2024-03-14	$0.7700
2023-12-14	$0.7500
2023-09-14	$0.7500
2023-06-14	$0.7500
2023-03-14	$0.7500
2022-12-14	$0.7300
2022-09-14	$0.7300
2022-06-14	$0.7300
2022-03-14	$0.7300
2021-12-14	$0.7100
2021-09-14	$0.7100
2021-06-14	$0.7100
2021-03-12	$0.7100
2020-12-14	$0.6800
2020-09-14	$0.6800
2020-06-11	$0.6800
2020-03-12	$0.6800
2019-12-12	$0.6300
2019-09-12	$0.6300
2019-06-13	$0.6300
2019-03-14	$0.6300
2018-12-13	$0.5700
2018-09-13	$0.5700
2018-06-14	$0.5700
2018-03-15	$0.5700
2017-12-14	$0.5200
2017-09-14	$0.5200
2017-06-14	$0.5200
2017-03-14	$0.5200
2016-12-13	$0.4700
2016-09-14	$0.4700
2016-06-14	$0.4700
2016-03-14	$0.4300
2015-12-14	$0.4300
2015-09-14	$0.4300
2015-06-12	$0.4300

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.41. Further, an Excess 峰度 of 6.85 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -8.67%	69	0.80%	0.80%
-8.67% to -6.47%	90	1.05%	1.85%
-6.47% to -4.28%	251	2.91%	4.76%
-4.28% to -2.09%	836	9.71%	14.47%
-2.09% to 0.11%	3286	38.16%	52.62%
0.11% to 2.30%	2880	33.44%	86.07%
2.30% to 4.50%	735	8.53%	94.60%
4.50% to 6.69%	235	2.73%	97.33%
6.69% to 8.89%	122	1.42%	98.75%
Greater than 8.89%	108	1.25%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.82%	3.04%	80.72%	68.27%
±2σ	-5.74%	5.96%	94.14%	95.45%
±3σ	-8.67%	8.89%	97.94%	99.73%

Descriptive Statistics

均值	0.109%
Standard Error	0.032%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.926%
Sample Variance	8.559%
峰度	6.85
偏度	0.41
Range	47.770%
Minimum	-23.022%
Maximum	24.748%
Count	8612

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.034%	4272	49.60%	1.009%
负向	-1.896%	4089	47.48%	-0.900%
Zero	0.000%	251	2.92%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	2.40%
20	1 Month	2.23%
60	1 Quarter	2.44%
250	1 Year	2.54%
750	3 Years	2.23%
1,250	5 Years	2.12%
2,500	10 Years	2.20%
5,000	20 Years	2.43%
12,500	50 Years	3.69%

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 2.69. Further, an Excess 峰度 of 11.76 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -5.14%	0	0.00%	0.00%
-5.14% to -2.94%	0	0.00%	0.00%
-2.94% to -0.75%	0	0.00%	0.00%
-0.75% to 1.44%	1156	13.42%	13.42%
1.44% to 3.64%	4582	53.20%	66.62%
3.64% to 5.83%	1539	17.87%	84.49%
5.83% to 8.02%	669	7.77%	92.26%
8.02% to 10.21%	347	4.03%	96.28%
10.21% to 12.41%	134	1.56%	97.84%
Greater than 12.41%	186	2.16%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.71%	6.56%	87.57%	68.27%
±2σ	-2.21%	9.48%	95.27%	95.45%
±3σ	-5.14%	12.41%	97.84%	99.73%

Descriptive Statistics

均值	3.636%
Standard Error	0.032%
中位数	2.669%
Mode	3.704%
Standard Deviation	2.924%
Sample Variance	8.550%
峰度	11.76
偏度	2.69
Range	35.087%
Minimum	0.490%
Maximum	35.577%
Count	8613

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.636%	8613	100.00%	3.636%
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 0.50. Further, an Excess 峰度 of 7.42 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -8.18%	68	0.79%	0.79%
-8.18% to -6.11%	125	1.45%	2.24%
-6.11% to -4.04%	242	2.81%	5.05%
-4.04% to -1.97%	781	9.07%	14.12%
-1.97% to 0.10%	3299	38.30%	52.42%
0.10% to 2.17%	2897	33.64%	86.06%
2.17% to 4.24%	731	8.49%	94.54%
4.24% to 6.31%	258	3.00%	97.54%
6.31% to 8.38%	120	1.39%	98.93%
Greater than 8.38%	92	1.07%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.66%	2.86%	80.81%	68.27%
±2σ	-5.42%	5.62%	94.00%	95.45%
±3σ	-8.18%	8.38%	98.14%	99.73%

Descriptive Statistics

均值	0.100%
Standard Error	0.030%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.761%
Sample Variance	7.625%
峰度	7.42
偏度	0.50
Range	47.764%
Minimum	-17.857%
Maximum	29.907%
Count	8613

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.916%	4267	49.54%	0.949%
负向	-1.786%	4096	47.56%	-0.849%
Zero	0.000%	250	2.90%	0.000%

收盘-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 4.64 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -18.53%	9	0.50%	0.50%
-18.53% to -13.77%	26	1.45%	1.96%
-13.77% to -9.01%	55	3.08%	5.04%
-9.01% to -4.25%	185	10.35%	15.39%
-4.25% to 0.51%	648	36.26%	51.65%
0.51% to 5.27%	615	34.42%	86.07%
5.27% to 10.03%	138	7.72%	93.79%
10.03% to 14.79%	67	3.75%	97.54%
14.79% to 19.55%	19	1.06%	98.60%
Greater than 19.55%	25	1.40%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.84%	6.86%	79.69%	68.27%
±2σ	-12.19%	13.20%	94.07%	95.45%
±3σ	-18.53%	19.55%	98.10%	99.73%

Descriptive Statistics

均值	0.509%
Standard Error	0.150%
中位数	0.275%
Mode	0.000%
Standard Deviation	6.347%
Sample Variance	40.285%
峰度	4.64
偏度	0.45
Range	74.649%
Minimum	-34.439%
Maximum	40.210%
Count	1787

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.570%	946	52.94%	2.419%
负向	-4.169%	819	45.83%	-1.911%
Zero	0.000%	22	1.23%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	4.38%
12	1 Quarter	5.28%
52	1 Year	5.50%
156	3 Years	5.18%
260	5 Years	4.90%
520	10 Years	5.09%
1,040	20 Years	5.58%
2,600	50 Years	8.38%

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 2.37. Further, an Excess 峰度 of 8.66 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -11.68%	0	0.00%	0.00%
-11.68% to -6.55%	0	0.00%	0.00%
-6.55% to -1.42%	0	0.00%	0.00%
-1.42% to 3.71%	286	16.00%	16.00%
3.71% to 8.85%	902	50.45%	66.44%
8.85% to 13.98%	307	17.17%	83.61%
13.98% to 19.11%	146	8.17%	91.78%
19.11% to 24.24%	72	4.03%	95.81%
24.24% to 29.37%	40	2.24%	98.04%
Greater than 29.37%	35	1.96%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.00%	15.69%	86.30%	68.27%
±2σ	-4.84%	22.53%	94.74%	95.45%
±3σ	-11.68%	29.37%	98.04%	99.73%

Descriptive Statistics

均值	8.845%
Standard Error	0.162%
中位数	6.560%
Mode	11.111%
Standard Deviation	6.841%
Sample Variance	46.794%
峰度	8.66
偏度	2.37
Range	66.873%
Minimum	0.966%
Maximum	67.839%
Count	1788

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.845%	1788	100.00%	8.845%
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 0.91. 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	Prob	Cum. Prob
Less than -19.01%	11	0.62%	0.62%
-19.01% to -14.25%	22	1.23%	1.85%
-14.25% to -9.50%	63	3.52%	5.37%
-9.50% to -4.74%	171	9.56%	14.93%
-4.74% to 0.01%	690	38.59%	53.52%
0.01% to 4.76%	571	31.94%	85.46%
4.76% to 9.52%	166	9.28%	94.74%
9.52% to 14.27%	47	2.63%	97.37%
14.27% to 19.03%	24	1.34%	98.71%
Greater than 19.03%	23	1.29%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.33%	6.35%	79.75%	68.27%
±2σ	-12.67%	12.69%	94.07%	95.45%
±3σ	-19.01%	19.03%	98.10%	99.73%

Descriptive Statistics

均值	0.011%
Standard Error	0.150%
中位数	-0.205%
Mode	0.000%
Standard Deviation	6.339%
Sample Variance	40.177%
峰度	7.82
偏度	0.91
Range	81.909%
Minimum	-28.346%
Maximum	53.563%
Count	1788

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.558%	831	46.48%	2.118%
负向	-4.070%	926	51.79%	-2.108%
Zero	0.000%	31	1.73%	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 0.92. Further, an Excess 峰度 of 3.74 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -32.30%	0	0.00%	0.00%
-32.30% to -23.73%	6	1.46%	1.46%
-23.73% to -15.15%	15	3.65%	5.11%
-15.15% to -6.57%	49	11.92%	17.03%
-6.57% to 2.00%	153	37.23%	54.26%
2.00% to 10.58%	120	29.20%	83.45%
10.58% to 19.16%	44	10.71%	94.16%
19.16% to 27.73%	13	3.16%	97.32%
27.73% to 36.31%	5	1.22%	98.54%
Greater than 36.31%	6	1.46%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.43%	13.44%	77.62%	68.27%
±2σ	-20.87%	24.87%	94.40%	95.45%
±3σ	-32.30%	36.31%	98.54%	99.73%

Descriptive Statistics

均值	2.004%
Standard Error	0.564%
中位数	0.952%
Mode	1.281%
Standard Deviation	11.435%
Sample Variance	130.767%
峰度	3.74
偏度	0.92
Range	91.078%
Minimum	-27.660%
Maximum	63.418%
Count	411

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	9.414%	224	54.50%	5.131%
负向	-6.908%	186	45.26%	-3.126%
Zero	0.000%	1	0.24%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	11.16%
12	1 Year	11.42%
36	3 Years	11.08%
60	5 Years	10.67%
120	10 Years	10.80%
240	20 Years	11.79%
600	50 Years	17.68%

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 1.72. Further, an Excess 峰度 of 3.02 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -21.79%	0	0.00%	0.00%
-21.79% to -11.39%	0	0.00%	0.00%
-11.39% to -1.00%	0	0.00%	0.00%
-1.00% to 9.39%	82	19.90%	19.90%
9.39% to 19.79%	188	45.63%	65.53%
19.79% to 30.18%	66	16.02%	81.55%
30.18% to 40.58%	42	10.19%	91.75%
40.58% to 50.97%	14	3.40%	95.15%
50.97% to 61.36%	11	2.67%	97.82%
Greater than 61.36%	9	2.18%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	5.93%	33.65%	84.22%	68.27%
±2σ	-7.93%	47.50%	93.69%	95.45%
±3σ	-21.79%	61.36%	97.82%	99.73%

Descriptive Statistics

均值	19.788%
Standard Error	0.683%
中位数	14.793%
Mode	6.444%
Standard Deviation	13.858%
Sample Variance	192.031%
峰度	3.02
偏度	1.72
Range	75.510%
Minimum	4.378%
Maximum	79.888%
Count	412

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	19.788%	412	100.00%	19.788%
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 2.25 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -33.39%	2	0.49%	0.49%
-33.39% to -25.21%	5	1.21%	1.70%
-25.21% to -17.04%	13	3.16%	4.85%
-17.04% to -8.86%	53	12.86%	17.72%
-8.86% to -0.69%	137	33.25%	50.97%
-0.69% to 7.49%	137	33.25%	84.22%
7.49% to 15.67%	38	9.22%	93.45%
15.67% to 23.84%	17	4.13%	97.57%
23.84% to 32.02%	6	1.46%	99.03%
Greater than 32.02%	4	0.97%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.59%	10.21%	77.67%	68.27%
±2σ	-22.49%	21.12%	93.45%	95.45%
±3σ	-33.39%	32.02%	98.54%	99.73%

Descriptive Statistics

均值	-0.686%
Standard Error	0.537%
中位数	-1.082%
Mode	-10.717%
Standard Deviation	10.901%
Sample Variance	118.824%
峰度	2.25
偏度	0.45
Range	85.124%
Minimum	-39.379%
Maximum	45.745%
Count	412

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.987%	188	45.63%	3.645%
负向	-7.966%	224	54.37%	-4.331%
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 0.69. Further, an Excess 峰度 of 1.97 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -52.15%	0	0.00%	0.00%
-52.15% to -37.62%	2	1.46%	1.46%
-37.62% to -23.10%	4	2.92%	4.38%
-23.10% to -8.58%	21	15.33%	19.71%
-8.58% to 5.94%	43	31.39%	51.09%
5.94% to 20.46%	41	29.93%	81.02%
20.46% to 34.98%	18	13.14%	94.16%
34.98% to 49.51%	4	2.92%	97.08%
49.51% to 64.03%	2	1.46%	98.54%
Greater than 64.03%	2	1.46%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-13.42%	25.30%	74.45%	68.27%
±2σ	-32.78%	44.66%	93.43%	95.45%
±3σ	-52.14%	64.03%	98.54%	99.73%

Descriptive Statistics

均值	5.941%
Standard Error	1.654%
中位数	4.716%
Mode	-38.158%
Standard Deviation	19.362%
Sample Variance	374.874%
峰度	1.97
偏度	0.69
Range	121.491%
Minimum	-38.158%
Maximum	83.333%
Count	137

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	17.098%	84	61.31%	10.483%
负向	-11.741%	53	38.69%	-4.542%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	19.13%
12	3 Years	18.58%
20	5 Years	17.82%
40	10 Years	17.33%
80	20 Years	20.06%
200	50 Years	30.69%

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 1.83. Further, an Excess 峰度 of 3.65 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -40.37%	0	0.00%	0.00%
-40.37% to -21.28%	0	0.00%	0.00%
-21.28% to -2.19%	0	0.00%	0.00%
-2.19% to 16.91%	29	21.01%	21.01%
16.91% to 36.00%	63	45.65%	66.67%
36.00% to 55.09%	23	16.67%	83.33%
55.09% to 74.19%	11	7.97%	91.30%
74.19% to 93.28%	5	3.62%	94.93%
93.28% to 112.37%	5	3.62%	98.55%
Greater than 112.37%	2	1.45%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	10.54%	61.46%	86.23%	68.27%
±2σ	-14.91%	86.91%	94.20%	95.45%
±3σ	-40.37%	112.37%	98.55%	99.73%

Descriptive Statistics

均值	35.999%
Standard Error	2.167%
中位数	28.151%
Mode	23.400%
Standard Deviation	25.457%
Sample Variance	648.053%
峰度	3.65
偏度	1.83
Range	135.855%
Minimum	9.529%
Maximum	145.384%
Count	138

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	35.999%	138	100.00%	35.999%
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 1.01. Further, an Excess 峰度 of 2.49 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -56.75%	0	0.00%	0.00%
-56.75% to -43.10%	1	0.72%	0.72%
-43.10% to -29.45%	5	3.62%	4.35%
-29.45% to -15.80%	21	15.22%	19.57%
-15.80% to -2.15%	50	36.23%	55.80%
-2.15% to 11.50%	37	26.81%	82.61%
11.50% to 25.15%	17	12.32%	94.93%
25.15% to 38.80%	2	1.45%	96.38%
38.80% to 52.44%	2	1.45%	97.83%
Greater than 52.44%	3	2.17%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-20.35%	16.05%	78.26%	68.27%
±2σ	-38.55%	34.25%	94.93%	95.45%
±3σ	-56.75%	52.44%	97.83%	99.73%

Descriptive Statistics

均值	-2.153%
Standard Error	1.549%
中位数	-5.359%
Mode	6.073%
Standard Deviation	18.199%
Sample Variance	331.203%
峰度	2.49
偏度	1.01
Range	108.613%
Minimum	-45.455%
Maximum	63.158%
Count	138

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	14.747%	55	39.85%	5.877%
负向	-13.351%	83	60.15%	-8.030%
Zero	0.000%	0	0.00%	0.000%

GILD 深度分析报告