GOOGL 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	1.93%	1.35%	1.51%	2.58%	2.22%	2.30%	336.84	352.13	329.45	360.02
周度	4.30%	3.73%	4.19%	6.31%	4.88%	5.06%	327.99	361.64	312.35	379.73
月度	8.79%	7.33%	8.19%	14.01%	10.17%	10.54%	311.11	381.25	281.04	422.05
季度	13.33%	14.17%	13.10%	24.93%	17.61%	18.26%	288.80	410.70	242.18	489.78
Annual	—	—	—	—	35.21%	36.51%	242.18	489.78	170.29	696.52
Option Time Horizon	—	—	—	—	13.42%	13.91%	301.15	393.86	263.34	450.42

Calculation Notes: Computed at 2026-04-26T02:43 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $344.40 | Strike (K): $345.00 (first OTM call ≥ spot) | Observed Mid-价格: $18.7750 (Bid $18.5500 / Ask $19.0000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.24% | Binomial IV (Annual): 35.21% (CRR binomial tree, American, n=20 steps) | BS IV: 34.87% (European Black-Scholes) | Yahoo IV (Annual): 36.51% → 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
2026-03-09	$0.2100
2025-12-08	$0.2100
2025-09-08	$0.2100
2025-06-09	$0.2100
2025-03-10	$0.2000
2024-12-09	$0.2000
2024-09-09	$0.2000
2024-06-10	$0.2000

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Right Skewed (正向 Asymmetry) with a 偏度 factor of 0.60. Further, an Excess 峰度 of 8.78 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -5.68%	36	0.66%	0.66%
-5.68% to -4.23%	68	1.25%	1.91%
-4.23% to -2.78%	171	3.14%	5.04%
-2.78% to -1.34%	602	11.04%	16.08%
-1.34% to 0.11%	1883	34.53%	50.61%
0.11% to 1.56%	1831	33.57%	84.18%
1.56% to 3.00%	614	11.26%	95.43%
3.00% to 4.45%	154	2.82%	98.26%
4.45% to 5.90%	47	0.86%	99.12%
Greater than 5.90%	48	0.88%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.82%	2.04%	78.82%	68.27%
±2σ	-3.75%	3.97%	94.99%	95.45%
±3σ	-5.68%	5.90%	98.46%	99.73%

Descriptive Statistics

均值	0.109%
Standard Error	0.026%
中位数	0.088%
Mode	0.437%
Standard Deviation	1.929%
Sample Variance	3.720%
峰度	8.78
偏度	0.60
Range	31.626%
Minimum	-11.634%
Maximum	19.992%
Count	5454

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.352%	2872	52.66%	0.712%
负向	-1.276%	2578	47.27%	-0.603%
Zero	0.000%	4	0.07%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	2.14%
20	1 Month	2.64%
60	1 Quarter	2.77%
250	1 Year	2.66%
750	3 Years	2.51%
1,250	5 Years	2.58%
2,500	10 Years	2.34%
5,000	20 Years	2.32%
12,500	50 Years	2.39%

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 2.65. Further, an Excess 峰度 of 12.91 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -1.85%	0	0.00%	0.00%
-1.85% to -0.83%	0	0.00%	0.00%
-0.83% to 0.18%	0	0.00%	0.00%
0.18% to 1.19%	976	17.89%	17.89%
1.19% to 2.20%	2425	44.45%	62.35%
2.20% to 3.21%	1215	22.27%	84.62%
3.21% to 4.22%	458	8.40%	93.02%
4.22% to 5.24%	188	3.45%	96.46%
5.24% to 6.25%	101	1.85%	98.31%
Greater than 6.25%	92	1.69%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.85%	3.55%	83.19%	68.27%
±2σ	-0.50%	4.90%	95.62%	95.45%
±3σ	-1.85%	6.25%	98.31%	99.73%

Descriptive Statistics

均值	2.200%
Standard Error	0.018%
中位数	1.874%
Mode	1.093%
Standard Deviation	1.349%
Sample Variance	1.819%
峰度	12.91
偏度	2.65
Range	17.056%
Minimum	0.382%
Maximum	17.438%
Count	5455

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.200%	5455	100.00%	2.200%
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 0.37. 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 -4.51%	31	0.57%	0.57%
-4.51% to -3.38%	48	0.88%	1.45%
-3.38% to -2.25%	206	3.78%	5.22%
-2.25% to -1.12%	712	13.05%	18.28%
-1.12% to 0.01%	1788	32.78%	51.05%
0.01% to 1.14%	1712	31.38%	82.44%
1.14% to 2.27%	637	11.68%	94.12%
2.27% to 3.40%	201	3.68%	97.80%
3.40% to 4.53%	69	1.26%	99.07%
Greater than 4.53%	51	0.93%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.50%	1.52%	76.06%	68.27%
±2σ	-3.01%	3.02%	94.85%	95.45%
±3σ	-4.51%	4.53%	98.50%	99.73%

Descriptive Statistics

均值	0.009%
Standard Error	0.020%
中位数	-0.013%
Mode	0.000%
Standard Deviation	1.508%
Sample Variance	2.276%
峰度	3.72
偏度	0.37
Range	19.112%
Minimum	-9.004%
Maximum	10.108%
Count	5455

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.108%	2684	49.20%	0.545%
负向	-1.060%	2761	50.61%	-0.537%
Zero	0.000%	10	0.18%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.34. Further, an Excess 峰度 of 2.57 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -12.38%	3	0.27%	0.27%
-12.38% to -9.16%	20	1.77%	2.03%
-9.16% to -5.93%	49	4.33%	6.37%
-5.93% to -2.71%	137	12.11%	18.48%
-2.71% to 0.52%	348	30.77%	49.25%
0.52% to 3.75%	378	33.42%	82.67%
3.75% to 6.97%	125	11.05%	93.72%
6.97% to 10.20%	51	4.51%	98.23%
10.20% to 13.42%	10	0.88%	99.12%
Greater than 13.42%	10	0.88%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.78%	4.82%	75.42%	68.27%
±2σ	-8.08%	9.12%	94.43%	95.45%
±3σ	-12.38%	13.42%	98.85%	99.73%

Descriptive Statistics

均值	0.520%
Standard Error	0.128%
中位数	0.592%
Mode	-0.142%
Standard Deviation	4.301%
Sample Variance	18.498%
峰度	2.57
偏度	0.34
Range	39.858%
Minimum	-14.221%
Maximum	25.637%
Count	1131

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.270%	641	56.68%	1.853%
负向	-3.089%	488	43.15%	-1.333%
Zero	0.000%	2	0.18%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	7.10%
12	1 Quarter	6.77%
52	1 Year	6.52%
156	3 Years	6.18%
260	5 Years	6.31%
520	10 Years	5.61%
1,040	20 Years	5.59%
2,600	50 Years	5.80%

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 2.22. Further, an Excess 峰度 of 8.93 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -5.26%	0	0.00%	0.00%
-5.26% to -2.46%	0	0.00%	0.00%
-2.46% to 0.34%	0	0.00%	0.00%
0.34% to 3.13%	208	18.37%	18.37%
3.13% to 5.93%	515	45.49%	63.87%
5.93% to 8.73%	215	18.99%	82.86%
8.73% to 11.53%	105	9.28%	92.14%
11.53% to 14.33%	47	4.15%	96.29%
14.33% to 17.12%	19	1.68%	97.97%
Greater than 17.12%	23	2.03%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.20%	9.66%	81.98%	68.27%
±2σ	-1.53%	13.39%	95.49%	95.45%
±3σ	-5.26%	17.12%	97.97%	99.73%

Descriptive Statistics

均值	5.932%
Standard Error	0.111%
中位数	4.915%
Mode	2.966%
Standard Deviation	3.731%
Sample Variance	13.919%
峰度	8.93
偏度	2.22
Range	38.158%
Minimum	1.119%
Maximum	39.277%
Count	1132

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.932%	1132	100.00%	5.932%
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 0.32. Further, an Excess 峰度 of 2.12 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -12.82%	4	0.35%	0.35%
-12.82% to -9.68%	11	0.97%	1.33%
-9.68% to -6.54%	52	4.59%	5.92%
-6.54% to -3.40%	146	12.90%	18.82%
-3.40% to -0.26%	384	33.92%	52.74%
-0.26% to 2.88%	321	28.36%	81.10%
2.88% to 6.02%	140	12.37%	93.46%
6.02% to 9.16%	46	4.06%	97.53%
9.16% to 12.30%	17	1.50%	99.03%
Greater than 12.30%	11	0.97%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.45%	3.93%	74.82%	68.27%
±2σ	-8.63%	8.12%	94.70%	95.45%
±3σ	-12.82%	12.30%	98.67%	99.73%

Descriptive Statistics

均值	-0.258%
Standard Error	0.124%
中位数	-0.466%
Mode	-6.037%
Standard Deviation	4.187%
Sample Variance	17.532%
峰度	2.12
偏度	0.32
Range	36.833%
Minimum	-19.691%
Maximum	17.142%
Count	1132

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.204%	500	44.17%	1.415%
负向	-2.996%	632	55.83%	-1.673%
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 0.68. 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 -24.11%	0	0.00%	0.00%
-24.11% to -17.51%	3	1.15%	1.15%
-17.51% to -10.91%	9	3.46%	4.62%
-10.91% to -4.32%	43	16.54%	21.15%
-4.32% to 2.27%	80	30.77%	51.92%
2.27% to 8.87%	78	30.00%	81.92%
8.87% to 15.46%	30	11.54%	93.46%
15.46% to 22.06%	12	4.62%	98.08%
22.06% to 28.65%	3	1.15%	99.23%
Greater than 28.65%	2	0.77%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.52%	11.07%	73.08%	68.27%
±2σ	-15.31%	19.86%	95.00%	95.45%
±3σ	-24.10%	28.65%	99.23%	99.73%

Descriptive Statistics

均值	2.274%
Standard Error	0.545%
中位数	1.996%
Mode	-3.900%
Standard Deviation	8.793%
Sample Variance	77.325%
峰度	2.53
偏度	0.68
Range	65.576%
Minimum	-18.477%
Maximum	47.099%
Count	260

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.429%	159	61.15%	4.543%
负向	-5.842%	101	38.85%	-2.269%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	16.28%
12	1 Year	16.09%
36	3 Years	14.28%
60	5 Years	14.01%
120	10 Years	12.45%
240	20 Years	12.45%
600	50 Years	13.03%

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 1.85. Further, an Excess 峰度 of 6.00 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -8.09%	0	0.00%	0.00%
-8.09% to -2.59%	0	0.00%	0.00%
-2.59% to 2.90%	0	0.00%	0.00%
2.90% to 8.39%	52	19.92%	19.92%
8.39% to 13.89%	102	39.08%	59.00%
13.89% to 19.38%	60	22.99%	81.99%
19.38% to 24.88%	29	11.11%	93.10%
24.88% to 30.37%	10	3.83%	96.93%
30.37% to 35.86%	4	1.53%	98.47%
Greater than 35.86%	4	1.53%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	6.56%	21.21%	75.86%	68.27%
±2σ	-0.76%	28.54%	96.55%	95.45%
±3σ	-8.09%	35.86%	98.47%	99.73%

Descriptive Statistics

均值	13.888%
Standard Error	0.453%
中位数	12.022%
Mode	9.634%
Standard Deviation	7.325%
Sample Variance	53.662%
峰度	6.00
偏度	1.85
Range	51.446%
Minimum	3.674%
Maximum	55.120%
Count	261

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	13.888%	261	100.00%	13.888%
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 0.13. Further, an Excess 峰度 of 0.78 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -26.04%	1	0.38%	0.38%
-26.04% to -19.90%	3	1.15%	1.53%
-19.90% to -13.75%	12	4.60%	6.13%
-13.75% to -7.61%	36	13.79%	19.92%
-7.61% to -1.47%	80	30.65%	50.57%
-1.47% to 4.68%	71	27.20%	77.78%
4.68% to 10.82%	39	14.94%	92.72%
10.82% to 16.96%	13	4.98%	97.70%
16.96% to 23.11%	6	2.30%	100.00%
Greater than 23.11%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.66%	6.73%	72.80%	68.27%
±2σ	-17.85%	14.92%	95.40%	95.45%
±3σ	-26.04%	23.11%	99.62%	99.73%

Descriptive Statistics

均值	-1.466%
Standard Error	0.507%
中位数	-1.645%
Mode	-8.196%
Standard Deviation	8.191%
Sample Variance	67.085%
峰度	0.78
偏度	0.13
Range	54.173%
Minimum	-31.389%
Maximum	22.784%
Count	261

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.566%	99	37.93%	2.491%
负向	-6.375%	162	62.07%	-3.957%
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 0.21. Further, an Excess 峰度 of 0.48 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -34.05%	0	0.00%	0.00%
-34.05% to -24.05%	1	1.16%	1.16%
-24.05% to -14.05%	5	5.81%	6.98%
-14.05% to -4.05%	13	15.12%	22.09%
-4.05% to 5.94%	25	29.07%	51.16%
5.94% to 15.94%	24	27.91%	79.07%
15.94% to 25.94%	12	13.95%	93.02%
25.94% to 35.94%	4	4.65%	97.67%
35.94% to 45.93%	1	1.16%	98.84%
Greater than 45.93%	1	1.16%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.39%	19.27%	68.60%	68.27%
±2σ	-20.72%	32.60%	95.35%	95.45%
±3σ	-34.05%	45.93%	98.84%	99.73%

Descriptive Statistics

均值	5.944%
Standard Error	1.437%
中位数	5.386%
Mode	-24.146%
Standard Deviation	13.330%
Sample Variance	177.679%
峰度	0.48
偏度	0.21
Range	70.807%
Minimum	-24.146%
Maximum	46.661%
Count	86

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	12.669%	59	68.61%	8.692%
负向	-8.754%	27	31.39%	-2.748%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	33.59%
12	3 Years	27.46%
20	5 Years	24.93%
40	10 Years	22.04%
80	20 Years	22.00%
200	50 Years	22.65%

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 2.76. Further, an Excess 峰度 of 12.44 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -16.18%	0	0.00%	0.00%
-16.18% to -5.55%	0	0.00%	0.00%
-5.55% to 5.08%	0	0.00%	0.00%
5.08% to 15.71%	13	14.94%	14.94%
15.71% to 26.34%	41	47.13%	62.07%
26.34% to 36.97%	20	22.99%	85.06%
36.97% to 47.60%	8	9.20%	94.25%
47.60% to 58.23%	3	3.45%	97.70%
58.23% to 68.86%	1	1.15%	98.85%
Greater than 68.86%	1	1.15%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	12.17%	40.52%	83.91%	68.27%
±2σ	-2.01%	54.69%	96.55%	95.45%
±3σ	-16.18%	68.86%	98.85%	99.73%

Descriptive Statistics

均值	26.341%
Standard Error	1.520%
中位数	22.897%
Mode	7.084%
Standard Deviation	14.174%
Sample Variance	200.907%
峰度	12.44
偏度	2.76
Range	101.284%
Minimum	7.084%
Maximum	108.368%
Count	87

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	26.341%	87	100.00%	26.341%
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 0.21. Further, an Excess 峰度 of 1.26 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -43.99%	1	1.15%	1.15%
-43.99% to -34.17%	0	0.00%	1.15%
-34.17% to -24.34%	2	2.30%	3.45%
-24.34% to -14.52%	13	14.94%	18.39%
-14.52% to -4.69%	29	33.33%	51.72%
-4.69% to 5.14%	24	27.59%	79.31%
5.14% to 14.96%	11	12.64%	91.95%
14.96% to 24.79%	5	5.75%	97.70%
24.79% to 34.61%	2	2.30%	100.00%
Greater than 34.61%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-17.79%	8.41%	73.56%	68.27%
±2σ	-30.89%	21.51%	91.95%	95.45%
±3σ	-43.99%	34.61%	98.85%	99.73%

Descriptive Statistics

均值	-4.690%
Standard Error	1.405%
中位数	-6.395%
Mode	-47.545%
Standard Deviation	13.101%
Sample Variance	171.623%
峰度	1.26
偏度	0.21
Range	79.032%
Minimum	-47.545%
Maximum	31.487%
Count	87

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	11.464%	24	27.59%	3.162%
负向	-10.843%	63	72.41%	-7.852%
Zero	0.000%	0	0.00%	0.000%

GOOGL 深度分析报告