GM 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	2.17%	1.55%	1.68%	3.09%	2.45%	2.58%	76.16	79.99	74.31	81.98
周度	4.74%	4.17%	4.52%	7.39%	5.40%	5.68%	73.95	82.38	70.06	86.95
月度	9.19%	10.97%	9.39%	15.58%	11.24%	11.83%	69.75	87.34	62.33	97.73
季度	15.38%	19.28%	15.00%	27.94%	19.47%	20.49%	64.24	94.83	52.87	115.22
Annual	—	—	—	—	38.95%	40.98%	52.87	115.22	35.82	170.09
Option Time Horizon	—	—	—	—	14.84%	15.62%	67.28	90.54	58.00	105.02

Calculation Notes: Computed at 2026-04-26T02:48 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $78.05 | Strike (K): $80.00 (first OTM call ≥ spot) | Observed Mid-价格: $3.9500 (Bid $3.8500 / Ask $4.0500) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.73% | Binomial IV (Annual): 38.95% (CRR binomial tree, American, n=20 steps) | BS IV: 39.36% (European Black-Scholes) | Yahoo IV (Annual): 40.98% → 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
2026-03-06	$0.1800
2025-12-05	$0.1500
2025-09-05	$0.1500
2025-06-06	$0.1500
2025-03-07	$0.1200
2024-12-06	$0.1200
2024-09-06	$0.1200
2024-06-07	$0.1200
2024-02-29	$0.1200
2023-11-30	$0.0900
2023-08-31	$0.0900
2023-06-01	$0.0900
2023-03-02	$0.0900
2022-12-01	$0.0900
2022-08-30	$0.0900
2020-03-05	$0.3800
2019-12-05	$0.3800
2019-09-05	$0.3800
2019-06-06	$0.3800
2019-03-07	$0.3800
2018-12-06	$0.3800
2018-09-06	$0.3800
2018-06-07	$0.3800
2018-03-08	$0.3800
2017-12-07	$0.3800
2017-09-07	$0.3800
2017-06-07	$0.3800
2017-03-08	$0.3800
2016-12-05	$0.3800
2016-09-07	$0.3800
2016-06-08	$0.3800
2016-03-09	$0.3800
2015-12-16	$0.3600
2015-09-10	$0.3600
2015-06-08	$0.3600
2015-03-09	$0.3000
2014-12-08	$0.3000
2014-09-08	$0.3000
2014-06-06	$0.3000
2014-03-14	$0.3000

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

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -6.46%	17	0.44%	0.44%
-6.46% to -4.83%	43	1.11%	1.55%
-4.83% to -3.20%	157	4.05%	5.59%
-3.20% to -1.58%	454	11.70%	17.30%
-1.58% to 0.05%	1252	32.28%	49.57%
0.05% to 1.68%	1338	34.49%	84.07%
1.68% to 3.31%	410	10.57%	94.64%
3.31% to 4.94%	130	3.35%	97.99%
4.94% to 6.57%	41	1.06%	99.05%
Greater than 6.57%	37	0.95%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.12%	2.22%	77.86%	68.27%
±2σ	-4.29%	4.39%	94.77%	95.45%
±3σ	-6.46%	6.56%	98.61%	99.73%

Descriptive Statistics

均值	0.052%
Standard Error	0.035%
中位数	0.062%
Mode	0.000%
Standard Deviation	2.171%
Sample Variance	4.712%
峰度	6.80
偏度	0.23
Range	37.266%
Minimum	-17.323%
Maximum	19.943%
Count	3879

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.530%	1985	51.17%	0.783%
负向	-1.521%	1863	48.03%	-0.731%
Zero	0.000%	31	0.80%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	1.99%
20	1 Month	2.81%
60	1 Quarter	2.98%
250	1 Year	2.60%
750	3 Years	2.80%
1,250	5 Years	3.09%
2,500	10 Years	2.95%
5,000	20 Years	2.82%
12,500	50 Years	2.82%

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 4.40. Further, an Excess 峰度 of 56.62 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -2.06%	0	0.00%	0.00%
-2.06% to -0.90%	0	0.00%	0.00%
-0.90% to 0.27%	0	0.00%	0.00%
0.27% to 1.43%	657	16.93%	16.93%
1.43% to 2.60%	1757	45.28%	62.22%
2.60% to 3.77%	846	21.80%	84.02%
3.77% to 4.93%	364	9.38%	93.40%
4.93% to 6.10%	138	3.56%	96.96%
6.10% to 7.26%	66	1.70%	98.66%
Greater than 7.26%	52	1.34%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.05%	4.15%	83.04%	68.27%
±2σ	-0.51%	5.71%	96.03%	95.45%
±3σ	-2.06%	7.26%	98.66%	99.73%

Descriptive Statistics

均值	2.600%
Standard Error	0.025%
中位数	2.242%
Mode	2.102%
Standard Deviation	1.554%
Sample Variance	2.415%
峰度	56.62
偏度	4.40
Range	32.458%
Minimum	0.480%
Maximum	32.938%
Count	3880

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.600%	3880	100.00%	2.600%
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 0.01. Further, an Excess 峰度 of 2.50 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -5.00%	19	0.49%	0.49%
-5.00% to -3.74%	60	1.55%	2.04%
-3.74% to -2.48%	145	3.74%	5.77%
-2.48% to -1.21%	492	12.68%	18.45%
-1.21% to 0.05%	1260	32.47%	50.93%
0.05% to 1.31%	1176	30.31%	81.24%
1.31% to 2.58%	497	12.81%	94.05%
2.58% to 3.84%	149	3.84%	97.89%
3.84% to 5.10%	61	1.57%	99.46%
Greater than 5.10%	21	0.54%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.64%	1.73%	74.85%	68.27%
±2σ	-3.32%	3.42%	94.36%	95.45%
±3σ	-5.00%	5.10%	98.97%	99.73%

Descriptive Statistics

均值	0.049%
Standard Error	0.027%
中位数	0.022%
Mode	0.000%
Standard Deviation	1.684%
Sample Variance	2.837%
峰度	2.50
偏度	0.01
Range	21.280%
Minimum	-9.197%
Maximum	12.083%
Count	3880

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.287%	1943	50.08%	0.644%
负向	-1.209%	1910	49.23%	-0.595%
Zero	0.000%	27	0.70%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.04. Further, an Excess 峰度 of 2.05 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -13.98%	7	0.87%	0.87%
-13.98% to -10.42%	7	0.87%	1.74%
-10.42% to -6.86%	32	3.98%	5.71%
-6.86% to -3.31%	99	12.30%	18.01%
-3.31% to 0.25%	272	33.79%	51.80%
0.25% to 3.81%	228	28.32%	80.12%
3.81% to 7.37%	108	13.42%	93.54%
7.37% to 10.93%	37	4.60%	98.14%
10.93% to 14.48%	10	1.24%	99.38%
Greater than 14.48%	5	0.62%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.49%	5.00%	75.28%	68.27%
±2σ	-9.24%	9.74%	95.28%	95.45%
±3σ	-13.98%	14.48%	98.51%	99.73%

Descriptive Statistics

均值	0.252%
Standard Error	0.167%
中位数	0.049%
Mode	-3.721%
Standard Deviation	4.744%
Sample Variance	22.502%
峰度	2.05
偏度	0.04
Range	41.597%
Minimum	-20.461%
Maximum	21.136%
Count	805

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.713%	407	50.56%	1.877%
负向	-3.296%	397	49.32%	-1.625%
Zero	0.000%	1	0.12%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	6.62%
12	1 Quarter	7.19%
52	1 Year	6.22%
156	3 Years	6.62%
260	5 Years	7.39%
520	10 Years	7.10%
1,040	20 Years	6.79%
2,600	50 Years	6.79%

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 3.09. Further, an Excess 峰度 of 19.97 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -5.57%	0	0.00%	0.00%
-5.57% to -2.44%	0	0.00%	0.00%
-2.44% to 0.69%	0	0.00%	0.00%
0.69% to 3.82%	154	19.11%	19.11%
3.82% to 6.95%	340	42.18%	61.29%
6.95% to 10.08%	182	22.58%	83.87%
10.08% to 13.21%	85	10.55%	94.42%
13.21% to 16.34%	24	2.98%	97.39%
16.34% to 19.47%	8	0.99%	98.39%
Greater than 19.47%	13	1.61%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.78%	11.12%	82.75%	68.27%
±2σ	-1.40%	15.29%	96.65%	95.45%
±3σ	-5.57%	19.47%	98.39%	99.73%

Descriptive Statistics

均值	6.949%
Standard Error	0.147%
中位数	5.975%
Mode	4.856%
Standard Deviation	4.173%
Sample Variance	17.412%
峰度	19.97
偏度	3.09
Range	49.466%
Minimum	1.127%
Maximum	50.593%
Count	806

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.949%	806	100.00%	6.949%
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 0.85. Further, an Excess 峰度 of 3.72 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -13.39%	2	0.25%	0.25%
-13.39% to -10.01%	4	0.50%	0.74%
-10.01% to -6.62%	40	4.96%	5.71%
-6.62% to -3.23%	123	15.26%	20.97%
-3.23% to 0.16%	240	29.78%	50.74%
0.16% to 3.55%	265	32.88%	83.62%
3.55% to 6.94%	82	10.17%	93.80%
6.94% to 10.33%	32	3.97%	97.77%
10.33% to 13.72%	10	1.24%	99.01%
Greater than 13.72%	8	0.99%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.36%	4.68%	73.45%	68.27%
±2σ	-8.88%	9.20%	95.16%	95.45%
±3σ	-13.39%	13.72%	98.76%	99.73%

Descriptive Statistics

均值	0.163%
Standard Error	0.159%
中位数	0.044%
Mode	-3.237%
Standard Deviation	4.519%
Sample Variance	20.423%
峰度	3.72
偏度	0.85
Range	41.596%
Minimum	-14.014%
Maximum	27.582%
Count	806

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.434%	407	50.50%	1.734%
负向	-3.174%	399	49.50%	-1.571%
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 0.13. Further, an Excess 峰度 of 0.55 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -26.55%	1	0.54%	0.54%
-26.55% to -19.66%	0	0.00%	0.54%
-19.66% to -12.76%	11	5.95%	6.49%
-12.76% to -5.87%	28	15.14%	21.62%
-5.87% to 1.02%	54	29.19%	50.81%
1.02% to 7.92%	51	27.57%	78.38%
7.92% to 14.81%	26	14.05%	92.43%
14.81% to 21.70%	10	5.41%	97.84%
21.70% to 28.60%	4	2.16%	100.00%
Greater than 28.60%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.17%	10.22%	70.81%	68.27%
±2σ	-17.36%	19.41%	96.22%	95.45%
±3σ	-26.55%	28.60%	99.46%	99.73%

Descriptive Statistics

均值	1.025%
Standard Error	0.676%
中位数	0.628%
Mode	-31.038%
Standard Deviation	9.191%
Sample Variance	84.479%
峰度	0.55
偏度	0.13
Range	59.135%
Minimum	-31.038%
Maximum	28.097%
Count	185

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.785%	97	52.43%	4.082%
负向	-6.428%	88	47.57%	-3.058%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	11.98%
12	1 Year	13.05%
36	3 Years	14.03%
60	5 Years	15.58%
120	10 Years	15.50%
240	20 Years	14.74%
600	50 Years	14.74%

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 5.77. Further, an Excess 峰度 of 52.84 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -16.70%	0	0.00%	0.00%
-16.70% to -8.47%	0	0.00%	0.00%
-8.47% to -0.24%	0	0.00%	0.00%
-0.24% to 7.98%	17	9.14%	9.14%
7.98% to 16.21%	106	56.99%	66.13%
16.21% to 24.44%	40	21.51%	87.63%
24.44% to 32.66%	15	8.06%	95.70%
32.66% to 40.89%	5	2.69%	98.39%
40.89% to 49.12%	2	1.08%	99.46%
Greater than 49.12%	1	0.54%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	5.24%	27.18%	90.86%	68.27%
±2σ	-5.73%	38.15%	97.31%	95.45%
±3σ	-16.70%	49.12%	99.46%	99.73%

Descriptive Statistics

均值	16.210%
Standard Error	0.804%
中位数	13.886%
Mode	5.998%
Standard Deviation	10.969%
Sample Variance	120.312%
峰度	52.84
偏度	5.77
Range	119.403%
Minimum	5.998%
Maximum	125.401%
Count	186

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	16.210%	186	100.00%	16.210%
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 0.71. Further, an Excess 峰度 of 2.53 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -27.97%	0	0.00%	0.00%
-27.97% to -20.93%	1	0.54%	0.54%
-20.93% to -13.89%	9	4.84%	5.38%
-13.89% to -6.85%	28	15.05%	20.43%
-6.85% to 0.19%	61	32.80%	53.23%
0.19% to 7.24%	50	26.88%	80.11%
7.24% to 14.28%	25	13.44%	93.55%
14.28% to 21.32%	10	5.38%	98.92%
21.32% to 28.36%	1	0.54%	99.46%
Greater than 28.36%	1	0.54%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.19%	9.58%	70.43%	68.27%
±2σ	-18.58%	18.97%	96.24%	95.45%
±3σ	-27.97%	28.36%	99.46%	99.73%

Descriptive Statistics

均值	0.194%
Standard Error	0.688%
中位数	-0.145%
Mode	-22.128%
Standard Deviation	9.389%
Sample Variance	88.151%
峰度	2.53
偏度	0.71
Range	69.000%
Minimum	-22.128%
Maximum	46.872%
Count	186

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.513%	91	48.92%	3.676%
负向	-6.817%	95	51.08%	-3.482%
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 0.50. Further, an Excess 峰度 of 0.85 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -43.28%	0	0.00%	0.00%
-43.28% to -31.75%	1	1.64%	1.64%
-31.75% to -20.21%	2	3.28%	4.92%
-20.21% to -8.68%	8	13.11%	18.03%
-8.68% to 2.86%	23	37.70%	55.74%
2.86% to 14.39%	14	22.95%	78.69%
14.39% to 25.93%	8	13.11%	91.80%
25.93% to 37.46%	2	3.28%	95.08%
37.46% to 49.00%	3	4.92%	100.00%
Greater than 49.00%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-12.52%	18.24%	75.41%	68.27%
±2σ	-27.90%	33.62%	91.80%	95.45%
±3σ	-43.28%	49.00%	100.00%	99.73%

Descriptive Statistics

均值	2.856%
Standard Error	1.969%
中位数	0.401%
Mode	-32.429%
Standard Deviation	15.380%
Sample Variance	236.545%
峰度	0.85
偏度	0.50
Range	79.200%
Minimum	-32.429%
Maximum	46.771%
Count	61

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	14.125%	31	50.82%	7.178%
负向	-8.788%	30	49.18%	-4.322%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	26.39%
12	3 Years	28.09%
20	5 Years	27.94%
40	10 Years	27.70%
80	20 Years	25.85%
200	50 Years	25.85%

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 4.16. Further, an Excess 峰度 of 23.92 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -27.41%	0	0.00%	0.00%
-27.41% to -12.95%	0	0.00%	0.00%
-12.95% to 1.51%	0	0.00%	0.00%
1.51% to 15.96%	7	11.29%	11.29%
15.96% to 30.42%	35	56.45%	67.74%
30.42% to 44.88%	12	19.35%	87.10%
44.88% to 59.34%	6	9.68%	96.77%
59.34% to 73.79%	1	1.61%	98.39%
73.79% to 88.25%	0	0.00%	98.39%
Greater than 88.25%	1	1.61%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	11.15%	49.70%	88.71%	68.27%
±2σ	-8.13%	68.97%	98.39%	95.45%
±3σ	-27.41%	88.25%	98.39%	99.73%

Descriptive Statistics

均值	30.422%
Standard Error	2.448%
中位数	25.997%
Mode	10.932%
Standard Deviation	19.276%
Sample Variance	371.554%
峰度	23.92
偏度	4.16
Range	138.824%
Minimum	10.932%
Maximum	149.756%
Count	62

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	30.422%	62	100.00%	30.422%
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 0.73. Further, an Excess 峰度 of 1.83 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -44.98%	0	0.00%	0.00%
-44.98% to -33.73%	0	0.00%	0.00%
-33.73% to -22.48%	4	6.45%	6.45%
-22.48% to -11.23%	10	16.13%	22.58%
-11.23% to 0.02%	16	25.81%	48.39%
0.02% to 11.27%	20	32.26%	80.65%
11.27% to 22.52%	9	14.52%	95.16%
22.52% to 33.77%	0	0.00%	95.16%
33.77% to 45.02%	2	3.23%	98.39%
Greater than 45.02%	1	1.61%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-14.98%	15.02%	75.81%	68.27%
±2σ	-29.98%	30.02%	93.55%	95.45%
±3σ	-44.98%	45.02%	98.39%	99.73%

Descriptive Statistics

均值	0.024%
Standard Error	1.905%
中位数	0.569%
Mode	-30.702%
Standard Deviation	15.000%
Sample Variance	224.993%
峰度	1.83
偏度	0.73
Range	81.263%
Minimum	-30.702%
Maximum	50.561%
Count	62

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	10.670%	32	51.61%	5.507%
负向	-11.332%	30	48.39%	-5.483%
Zero	0.000%	0	0.00%	0.000%

GM 深度分析报告