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GL 深度分析报告

Globe Life Inc. | 分类： Equity Large Cap | 年化股息率： 0.53% ($0.81) | 最后更新: 2026-04-26 | 数据区间: 1980-10-01 → 2026-04-01 (547 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 1.98% 2.14% 1.82% 2.28% 1.52% 1.75% 150.26 154.89 148.00 157.26
周度 4.32% 5.79% 4.71% 5.29% 3.34% 3.85% 147.55 157.74 142.70 163.10
月度 8.35% 14.52% 10.96% 10.95% 6.95% 8.01% 142.31 163.54 132.76 175.32
季度 12.47% 25.43% 15.03% 20.43% 12.04% 13.88% 135.25 172.08 119.91 194.10
Annual — — — — 24.08% 27.76% 119.91 194.10 94.24 246.96
Option Time Horizon — — — — 9.18% 10.58% 139.18 167.22 126.98 183.30
Calculation Notes: Computed at 2026-04-26T02:45 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $152.56  |  Strike (K): $155.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $4.8500 (Bid $4.3000 / Ask $5.4000)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 0.53%  |  Binomial IV (Annual): 24.08% (CRR binomial tree, American, n=20 steps)  |  BS IV: 24.35% (European Black-Scholes)  |  Yahoo IV (Annual): 27.76% → 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
2026-04-02 $0.3300
2026-01-05 $0.2700
2025-10-03 $0.2700
2025-07-03 $0.2700
2025-04-03 $0.2700
2025-01-06 $0.2400
2024-10-04 $0.2400
2024-07-05 $0.2400
2024-04-04 $0.2400
2024-01-04 $0.2250
2023-10-05 $0.2250
2023-07-03 $0.2250
2023-03-31 $0.2250
2023-01-05 $0.2080
2022-10-06 $0.2080
2022-07-01 $0.2080
2022-04-01 $0.2080
2022-01-06 $0.1980
2021-10-01 $0.1980
2021-07-01 $0.1980
2021-04-01 $0.1980
2021-01-07 $0.1880
2020-10-02 $0.1880
2020-07-02 $0.1880
2020-04-02 $0.1880
2020-01-02 $0.1730
2019-10-03 $0.1730
2019-07-03 $0.1730
2019-04-04 $0.1730
2019-01-03 $0.1600
2018-10-04 $0.1600
2018-07-03 $0.1600
2018-04-02 $0.1600
2018-01-04 $0.1500
2017-10-05 $0.1500
2017-06-30 $0.1500
2017-03-30 $0.1500
2017-01-04 $0.1400
2016-10-05 $0.1400
2016-06-29 $0.1400
2016-03-31 $0.1400
2016-01-04 $0.1350
2015-09-30 $0.1350
2015-06-30 $0.1350
2015-03-31 $0.1350
2014-12-31 $0.1270
2014-10-01 $0.1270
2014-05-29 $0.1267
2014-04-01 $0.1267
2013-12-31 $0.1133
2013-10-02 $0.1133
2013-07-02 $0.1133
2013-04-03 $0.1133
2013-01-02 $0.1000
2012-10-03 $0.1000
2012-07-03 $0.1000
2012-04-03 $0.1000
2012-01-04 $0.0800
2011-10-05 $0.0800
2011-05-27 $0.0733
2011-03-30 $0.0711
2011-01-04 $0.0711
2010-09-29 $0.0711
2010-06-30 $0.0667
2010-03-30 $0.0667
2010-01-04 $0.0667
2009-09-30 $0.0622
2009-07-01 $0.0622
2009-04-01 $0.0622
2008-12-30 $0.0622
2008-10-01 $0.0622
2008-07-02 $0.0622
2008-04-02 $0.0622
2008-01-02 $0.0578
2007-10-03 $0.0578
2007-07-03 $0.0578
2007-04-03 $0.0578
2007-01-03 $0.0578
2006-10-04 $0.0578
2006-07-05 $0.0578
2006-04-05 $0.0489
2006-01-03 $0.0489
2005-10-03 $0.0489
2005-07-01 $0.0489
2005-03-30 $0.0489
2005-01-03 $0.0489
2004-10-04 $0.0489
2004-06-30 $0.0489
2004-03-31 $0.0489
2004-01-05 $0.0489
2003-10-01 $0.0489
2003-07-01 $0.0400
2003-04-01 $0.0400
2003-01-06 $0.0400
2002-10-02 $0.0400
2002-07-02 $0.0400
2002-04-03 $0.0400
2002-01-08 $0.0400
2001-10-03 $0.0178
2001-07-03 $0.0400
2001-04-04 $0.0400
2001-01-05 $0.0400
2000-10-06 $0.0400
2000-07-05 $0.0400
2000-04-05 $0.0400
2000-01-05 $0.0400
1999-10-06 $0.0400
1999-07-07 $0.0400
1999-04-07 $0.0400
1999-01-06 $0.0400
1998-11-09 $2.7609
1998-10-21 $0.0578
1998-07-08 $0.0667
1998-04-07 $0.0667
1997-12-30 $0.0667
1997-10-01 $0.0667
1997-06-27 $0.0644
1997-04-02 $0.0644
1996-12-31 $0.0644
1996-10-02 $0.0644
1996-07-02 $0.0644
1996-04-02 $0.0644
1996-01-03 $0.0644
1995-10-04 $0.0644
1995-07-05 $0.0622
1995-04-03 $0.0622
1994-12-30 $0.0622
1994-10-03 $0.0622
1994-07-01 $0.0622
1994-04-04 $0.0622
1994-01-03 $0.0622
1993-10-04 $0.0622
1993-07-02 $0.0593
1993-04-02 $0.0593
1993-01-04 $0.0593
1992-10-09 $0.0593
1992-07-06 $0.0593
1992-04-06 $0.0593
1992-01-06 $0.0593
1991-10-03 $0.0593
1991-07-03 $0.0593
1991-04-04 $0.0519
1991-01-04 $0.0519
1990-10-03 $0.0519
1990-07-03 $0.0519
1990-04-04 $0.0519
1990-01-04 $0.0519
1989-10-04 $0.0519
1989-07-05 $0.0444
1989-04-05 $0.0444
1989-01-05 $0.0444
1988-10-07 $0.0444
1988-07-11 $0.0444
1988-04-04 $0.0370
1988-01-07 $0.0370
1987-10-08 $0.0370
1987-07-09 $0.0370
1987-04-06 $0.0370
1987-01-08 $0.0370
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals 高ly Left Skewed (Extreme 负向 Tail Risk) with a 偏度 factor of -4.38. Further, an Excess 峰度 of 129.44 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.87%660.58%0.58%
-5.87% to -4.38%840.73%1.31%
-4.38% to -2.90%2612.28%3.59%
-2.90% to -1.42%10559.22%12.81%
-1.42% to 0.06%446639.03%51.84%
0.06% to 1.55%406335.51%87.35%
1.55% to 3.03%10278.98%96.33%
3.03% to 4.51%2532.21%98.54%
4.51% to 5.99%850.74%99.28%
Greater than 5.99%820.72%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.91%2.04% 83.49%68.27%
±2σ -3.89%4.02% 96.47%95.45%
±3σ -5.87%5.99% 98.71%99.73%
Descriptive Statistics
均值0.063%
Standard Error0.018%
中位数0.000%
Mode0.000%
Standard Deviation1.977%
Sample Variance3.908%
峰度129.44
偏度-4.38
Range73.315%
Minimum-53.140%
Maximum20.175%
Count11442
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.259% 5643 49.32% 0.621%
负向 -1.238% 5161 45.11% -0.558%
Zero 0.000% 638 5.58% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 2.55%
20 1 Month 2.25%
60 1 Quarter 2.24%
250 1 Year 2.07%
750 3 Years 2.36%
1,250 5 Years 2.28%
2,500 10 Years 2.12%
5,000 20 Years 2.23%
12,500 50 Years 2.18%
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 32.13. Further, an Excess 峰度 of 2159.95 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.37%00.00%0.00%
-4.37% to -2.77%00.00%0.00%
-2.77% to -1.16%00.00%0.00%
-1.16% to 0.45%960.84%0.84%
0.45% to 2.06%743064.93%65.77%
2.06% to 3.67%278224.31%90.08%
3.67% to 5.28%7116.21%96.29%
5.28% to 6.88%2091.83%98.12%
6.88% to 8.49%900.79%98.91%
Greater than 8.49%1251.09%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -0.08%4.20% 93.30%68.27%
±2σ -2.23%6.35% 97.70%95.45%
±3σ -4.37%8.49% 98.91%99.73%
Descriptive Statistics
均值2.059%
Standard Error0.020%
中位数1.613%
Mode1.538%
Standard Deviation2.144%
Sample Variance4.595%
峰度2159.95
偏度32.13
Range152.874%
Minimum0.220%
Maximum153.094%
Count11443
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.059% 11443 100.00% 2.059%
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 14.64. Further, an Excess 峰度 of 806.49 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.49%620.54%0.54%
-5.49% to -4.13%810.71%1.25%
-4.13% to -2.76%2512.19%3.44%
-2.76% to -1.39%9808.56%12.01%
-1.39% to -0.03%414636.23%48.24%
-0.03% to 1.34%450639.38%87.62%
1.34% to 2.71%10168.88%96.50%
2.71% to 4.07%2632.30%98.79%
4.07% to 5.44%770.67%99.47%
Greater than 5.44%610.53%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.85%1.80% 84.63%68.27%
±2σ -3.67%3.62% 96.66%95.45%
±3σ -5.49%5.44% 98.93%99.73%
Descriptive Statistics
均值-0.027%
Standard Error0.017%
中位数0.000%
Mode0.000%
Standard Deviation1.822%
Sample Variance3.321%
峰度806.49
偏度14.64
Range112.596%
Minimum-12.311%
Maximum100.285%
Count11443
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.136% 5126 44.80% 0.509%
负向 -1.099% 5584 48.80% -0.536%
Zero 0.000% 733 6.41% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals 高ly Left Skewed (Extreme 负向 Tail Risk) with a 偏度 factor of -1.50. Further, an Excess 峰度 of 28.70 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -12.66%160.67%0.67%
-12.66% to -9.42%150.63%1.30%
-9.42% to -6.18%512.15%3.45%
-6.18% to -2.94%24110.14%13.59%
-2.94% to 0.30%86636.43%50.02%
0.30% to 3.54%86636.43%86.45%
3.54% to 6.78%2159.05%95.50%
6.78% to 10.02%662.78%98.28%
10.02% to 13.26%210.88%99.16%
Greater than 13.26%200.84%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.02%4.62% 82.54%68.27%
±2σ -8.34%8.94% 95.96%95.45%
±3σ -12.66%13.26% 98.49%99.73%
Descriptive Statistics
均值0.301%
Standard Error0.089%
中位数0.300%
Mode0.000%
Standard Deviation4.319%
Sample Variance18.651%
峰度28.70
偏度-1.50
Range89.665%
Minimum-53.889%
Maximum35.776%
Count2377
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.803% 1273 53.55% 1.501%
负向 -2.699% 1057 44.47% -1.200%
Zero 0.000% 47 1.98% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 5.41%
12 1 Quarter 5.11%
52 1 Year 4.58%
156 3 Years 5.53%
260 5 Years 5.29%
520 10 Years 4.87%
1,040 20 Years 5.09%
2,600 50 Years 5.17%
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 14.79. Further, an Excess 峰度 of 383.29 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -12.05%00.00%0.00%
-12.05% to -7.70%00.00%0.00%
-7.70% to -3.35%00.00%0.00%
-3.35% to 0.99%30.13%0.13%
0.99% to 5.34%158966.82%66.95%
5.34% to 9.69%58224.47%91.42%
9.69% to 14.03%1255.26%96.68%
14.03% to 18.38%291.22%97.90%
18.38% to 22.72%251.05%98.95%
Greater than 22.72%251.05%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -0.46%11.13% 94.28%68.27%
±2σ -6.25%16.93% 97.65%95.45%
±3σ -12.05%22.72% 98.95%99.73%
Descriptive Statistics
均值5.339%
Standard Error0.119%
中位数4.111%
Mode2.439%
Standard Deviation5.795%
Sample Variance33.578%
峰度383.29
偏度14.79
Range179.147%
Minimum0.417%
Maximum179.564%
Count2378
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.339% 2378 100.00% 5.339%
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 6.85. Further, an Excess 峰度 of 130.52 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -14.21%110.46%0.46%
-14.21% to -10.68%120.50%0.97%
-10.68% to -7.15%451.89%2.86%
-7.15% to -3.62%2138.96%11.82%
-3.62% to -0.08%97941.17%52.99%
-0.08% to 3.45%83735.20%88.18%
3.45% to 6.98%2048.58%96.76%
6.98% to 10.51%512.14%98.91%
10.51% to 14.04%120.50%99.41%
Greater than 14.04%140.59%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.79%4.62% 85.07%68.27%
±2σ -9.50%9.33% 96.89%95.45%
±3σ -14.21%14.04% 98.95%99.73%
Descriptive Statistics
均值-0.084%
Standard Error0.097%
中位数-0.308%
Mode0.000%
Standard Deviation4.708%
Sample Variance22.167%
峰度130.52
偏度6.85
Range117.983%
Minimum-23.842%
Maximum94.141%
Count2378
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.936% 1046 43.99% 1.291%
负向 -2.569% 1273 53.53% -1.375%
Zero 0.000% 59 2.48% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals 高ly Left Skewed (Extreme 负向 Tail Risk) with a 偏度 factor of -1.04. Further, an Excess 峰度 of 10.15 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -23.79%61.10%1.10%
-23.79% to -17.52%40.73%1.83%
-17.52% to -11.26%91.65%3.48%
-11.26% to -4.99%5810.62%14.10%
-4.99% to 1.27%20136.81%50.92%
1.27% to 7.54%18233.33%84.25%
7.54% to 13.80%6311.54%95.79%
13.80% to 20.07%122.20%97.99%
20.07% to 26.34%81.47%99.45%
Greater than 26.34%30.55%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -7.08%9.63% 80.95%68.27%
±2σ -15.43%17.98% 95.24%95.45%
±3σ -23.79%26.33% 98.35%99.73%
Descriptive Statistics
均值1.273%
Standard Error0.358%
中位数1.167%
Mode0.000%
Standard Deviation8.354%
Sample Variance69.797%
峰度10.15
偏度-1.04
Range100.885%
Minimum-58.356%
Maximum42.529%
Count546
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.819% 323 59.16% 3.442%
负向 -5.361% 221 40.48% -2.170%
Zero 0.000% 2 0.37% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 9.88%
12 1 Year 9.47%
36 3 Years 11.69%
60 5 Years 10.95%
120 10 Years 10.39%
240 20 Years 10.59%
600 50 Years 11.23%
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 7.38. Further, an Excess 峰度 of 73.89 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -30.91%00.00%0.00%
-30.91% to -20.01%00.00%0.00%
-20.01% to -9.12%00.00%0.00%
-9.12% to 1.77%00.00%0.00%
1.77% to 12.66%38169.65%69.65%
12.66% to 23.56%12422.67%92.32%
23.56% to 34.45%264.75%97.07%
34.45% to 45.34%71.28%98.35%
45.34% to 56.23%00.00%98.35%
Greater than 56.23%91.65%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.86%27.19% 94.70%68.27%
±2σ -16.38%41.71% 97.99%95.45%
±3σ -30.91%56.23% 98.35%99.73%
Descriptive Statistics
均值12.664%
Standard Error0.621%
中位数9.375%
Mode8.333%
Standard Deviation14.523%
Sample Variance210.913%
峰度73.89
偏度7.38
Range195.829%
Minimum2.066%
Maximum197.895%
Count547
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 12.664% 547 100.00% 12.664%
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 6.02. Further, an Excess 峰度 of 65.63 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -33.10%00.00%0.00%
-33.10% to -24.89%30.55%0.55%
-24.89% to -16.67%81.46%2.01%
-16.67% to -8.45%488.78%10.79%
-8.45% to -0.24%24644.97%55.76%
-0.24% to 7.98%19134.92%90.68%
7.98% to 16.20%366.58%97.26%
16.20% to 24.41%71.28%98.54%
24.41% to 32.63%20.37%98.90%
Greater than 32.63%61.10%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -11.19%10.72% 89.58%68.27%
±2σ -22.15%21.68% 97.62%95.45%
±3σ -33.10%32.63% 98.90%99.73%
Descriptive Statistics
均值-0.236%
Standard Error0.468%
中位数-1.163%
Mode0.000%
Standard Deviation10.956%
Sample Variance120.035%
峰度65.63
偏度6.02
Range169.971%
Minimum-29.839%
Maximum140.132%
Count547
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 6.557% 232 42.41% 2.781%
负向 -5.307% 311 56.86% -3.017%
Zero 0.000% 4 0.73% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Left Skewed (负向 Asymmetry) with a 偏度 factor of -0.51. Further, an Excess 峰度 of 3.71 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -33.90%31.65%1.65%
-33.90% to -24.55%21.10%2.75%
-24.55% to -15.20%52.75%5.49%
-15.20% to -5.85%179.34%14.84%
-5.85% to 3.50%6032.97%47.80%
3.50% to 12.86%6636.26%84.07%
12.86% to 22.21%1910.44%94.51%
22.21% to 31.56%52.75%97.25%
31.56% to 40.91%42.20%99.45%
Greater than 40.91%10.55%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -8.96%15.97% 79.12%68.27%
±2σ -21.43%28.44% 93.96%95.45%
±3σ -33.90%40.91% 97.80%99.73%
Descriptive Statistics
均值3.504%
Standard Error0.924%
中位数4.250%
Mode-51.969%
Standard Deviation12.469%
Sample Variance155.480%
峰度3.71
偏度-0.51
Range98.521%
Minimum-51.969%
Maximum46.552%
Count182
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 9.346% 124 68.13% 6.368%
负向 -8.985% 58 31.87% -2.863%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 17.14%
12 3 Years 23.02%
20 5 Years 20.43%
40 10 Years 18.31%
80 20 Years 18.10%
200 50 Years 19.57%
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 5.12. Further, an Excess 峰度 of 33.86 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -52.48%00.00%0.00%
-52.48% to -33.41%00.00%0.00%
-33.41% to -14.34%00.00%0.00%
-14.34% to 4.74%00.00%0.00%
4.74% to 23.81%13272.13%72.13%
23.81% to 42.88%4021.86%93.99%
42.88% to 61.95%31.64%95.63%
61.95% to 81.02%21.09%96.72%
81.02% to 100.09%10.55%97.27%
Greater than 100.09%52.73%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.62%49.24% 93.99%68.27%
±2σ -27.05%74.67% 96.17%95.45%
±3σ -52.48%100.09% 97.27%99.73%
Descriptive Statistics
均值23.808%
Standard Error1.880%
中位数17.021%
Mode14.286%
Standard Deviation25.429%
Sample Variance646.640%
峰度33.86
偏度5.12
Range232.774%
Minimum6.122%
Maximum238.896%
Count183
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 23.808% 183 100.00% 23.808%
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 3.13. Further, an Excess 峰度 of 17.59 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -46.23%00.00%0.00%
-46.23% to -34.96%00.00%0.00%
-34.96% to -23.69%42.19%2.19%
-23.69% to -12.42%2010.93%13.11%
-12.42% to -1.15%8646.99%60.11%
-1.15% to 10.12%5127.87%87.98%
10.12% to 21.39%126.56%94.54%
21.39% to 32.66%42.19%96.72%
32.66% to 43.93%31.64%98.36%
Greater than 43.93%31.64%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -16.18%13.88% 86.89%68.27%
±2σ -31.21%28.91% 96.17%95.45%
±3σ -46.24%43.93% 98.36%99.73%
Descriptive Statistics
均值-1.151%
Standard Error1.111%
中位数-3.430%
Mode-31.765%
Standard Deviation15.028%
Sample Variance225.846%
峰度17.59
偏度3.13
Range139.415%
Minimum-31.765%
Maximum107.650%
Count183
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 12.671% 59 32.24% 4.085%
负向 -7.790% 123 67.21% -5.236%
Zero 0.000% 1 0.55% 0.000%