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The Home Depot, Inc. | 分类： Equity Mega Cap | 年化股息率： 2.71% ($9.23) | 最后更新: 2026-04-26 | 数据区间: 1981-10-01 → 2026-04-01 (535 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 2.31% 2.25% 1.83% 2.14% 1.93% 2.04% 329.46 342.45 323.15 349.13
周度 5.14% 4.88% 4.78% 4.92% 4.26% 4.50% 321.89 350.49 308.48 365.73
月度 9.04% 10.67% 9.02% 11.03% 8.86% 9.37% 307.41 367.01 281.35 401.01
季度 17.17% 19.85% 15.66% 19.24% 15.35% 16.23% 288.11 391.60 247.12 456.55
Annual — — — — 30.69% 32.46% 247.12 456.55 181.81 620.55
Option Time Horizon — — — — 11.70% 12.37% 298.82 377.56 265.84 424.40
Calculation Notes: Computed at 2026-04-26T02:44 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $335.89  |  Strike (K): $340.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $14.0250 (Bid $13.2000 / Ask $14.8500)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.71%  |  Binomial IV (Annual): 30.69% (CRR binomial tree, American, n=20 steps)  |  BS IV: 30.85% (European Black-Scholes)  |  Yahoo IV (Annual): 32.46% → 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
2026-03-12 $2.3300
2025-12-04 $2.3000
2025-09-04 $2.3000
2025-06-05 $2.3000
2025-03-13 $2.3000
2024-11-27 $2.2500
2024-08-29 $2.2500
2024-05-30 $2.2500
2024-03-06 $2.2500
2023-11-29 $2.0900
2023-08-30 $2.0900
2023-05-31 $2.0900
2023-03-08 $2.0900
2022-11-30 $1.9000
2022-08-31 $1.9000
2022-06-01 $1.9000
2022-03-09 $1.9000
2021-12-01 $1.6500
2021-09-01 $1.6500
2021-06-02 $1.6500
2021-03-10 $1.6500
2020-12-02 $1.5000
2020-09-02 $1.5000
2020-06-03 $1.5000
2020-03-11 $1.5000
2019-12-04 $1.3600
2019-09-04 $1.3600
2019-06-05 $1.3600
2019-03-13 $1.3600
2018-11-28 $1.0300
2018-08-29 $1.0300
2018-05-30 $1.0300
2018-03-07 $1.0300
2017-11-29 $0.8900
2017-08-29 $0.8900
2017-05-30 $0.8900
2017-03-07 $0.8900
2016-11-29 $0.6900
2016-08-30 $0.6900
2016-05-31 $0.6900
2016-03-08 $0.6900
2015-12-01 $0.5900
2015-09-01 $0.5900
2015-06-02 $0.5900
2015-03-10 $0.5900
2014-12-02 $0.4700
2014-09-02 $0.4700
2014-06-03 $0.4700
2014-03-11 $0.4700
2013-12-03 $0.3900
2013-09-03 $0.3900
2013-06-04 $0.3900
2013-03-12 $0.3900
2012-11-27 $0.2900
2012-08-28 $0.2900
2012-05-29 $0.2900
2012-03-06 $0.2900
2011-11-29 $0.2900
2011-08-30 $0.2500
2011-06-14 $0.2500
2011-03-08 $0.2500
2010-11-30 $0.2360
2010-08-31 $0.2360
2010-06-01 $0.2360
2010-03-09 $0.2360
2009-12-01 $0.2250
2009-09-01 $0.2250
2009-06-09 $0.2250
2009-03-10 $0.2250
2008-12-02 $0.2250
2008-09-02 $0.2250
2008-06-03 $0.2250
2008-03-11 $0.2250
2007-11-27 $0.2250
2007-08-28 $0.2250
2007-06-05 $0.2250
2007-03-06 $0.2250
2006-11-28 $0.2250
2006-09-05 $0.1500
2006-06-06 $0.1500
2006-03-07 $0.1500
2005-11-29 $0.1000
2005-08-30 $0.1000
2005-06-07 $0.1000
2005-03-08 $0.1000
2004-11-30 $0.0850
2004-08-31 $0.0850
2004-06-08 $0.0850
2004-03-09 $0.0700
2003-12-02 $0.0700
2003-09-02 $0.0700
2003-06-10 $0.0600
2003-03-11 $0.0600
2002-12-03 $0.0600
2002-09-03 $0.0500
2002-06-11 $0.0500
2002-03-12 $0.0500
2001-11-28 $0.0500
2001-11-27 $0.0500
2001-08-28 $0.0400
2001-06-12 $0.0400
2001-03-06 $0.0400
2000-11-28 $0.0400
2000-08-29 $0.0400
2000-06-13 $0.0400
2000-03-07 $0.0400
1999-11-30 $0.0400
1999-08-31 $0.0267
1999-06-08 $0.0267
1999-03-02 $0.0200
1998-12-01 $0.0200
1998-09-01 $0.0200
1998-06-09 $0.0200
1998-03-03 $0.0167
1997-12-02 $0.0167
1997-09-09 $0.0167
1997-06-10 $0.0167
1997-03-11 $0.0133
1996-12-03 $0.0133
1996-09-10 $0.0133
1996-06-07 $0.0133
1996-03-06 $0.0111
1995-12-06 $0.0111
1995-09-07 $0.0111
1995-06-08 $0.0111
1995-02-22 $0.0089
1994-12-01 $0.0089
1994-09-02 $0.0089
1994-06-06 $0.0089
1994-03-03 $0.0067
1993-11-24 $0.0067
1993-08-31 $0.0067
1993-06-10 $0.0067
1993-03-04 $0.0050
1992-11-30 $0.0050
1992-08-27 $0.0050
1992-05-22 $0.0050
1992-03-03 $0.0033
1991-11-26 $0.0033
1991-08-28 $0.0033
1991-07-03 $0.0033
1991-03-07 $0.0022
1990-11-26 $0.0022
1990-08-23 $0.0022
1990-07-16 $0.0022
1990-02-22 $0.0015
1989-11-22 $0.0015
1989-08-25 $0.0015
1989-07-11 $0.0015
1989-03-10 $0.0010
1988-12-07 $0.0010
1988-08-30 $0.0010
1988-06-01 $0.0010
1988-03-15 $0.0007
1987-11-19 $0.0007
收盘-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 1.86. Further, an Excess 峰度 of 41.03 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -6.80%470.43%0.43%
-6.80% to -5.07%900.83%1.26%
-5.07% to -3.34%2802.58%3.85%
-3.34% to -1.61%115410.64%14.49%
-1.61% to 0.12%413938.17%52.66%
0.12% to 1.85%357632.98%85.64%
1.85% to 3.58%10819.97%95.61%
3.58% to 5.31%2992.76%98.37%
5.31% to 7.04%910.84%99.21%
Greater than 7.04%860.79%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.19%2.42% 81.54%68.27%
±2σ -4.50%4.73% 95.97%95.45%
±3σ -6.80%7.04% 98.77%99.73%
Descriptive Statistics
均值0.117%
Standard Error0.022%
中位数0.000%
Mode0.000%
Standard Deviation2.307%
Sample Variance5.324%
峰度41.03
偏度1.86
Range69.396%
Minimum-28.736%
Maximum40.660%
Count10843
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.588% 5387 49.68% 0.789%
负向 -1.448% 5026 46.35% -0.671%
Zero 0.000% 430 3.97% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 2.02%
20 1 Month 2.54%
60 1 Quarter 2.58%
250 1 Year 2.09%
750 3 Years 1.98%
1,250 5 Years 2.14%
2,500 10 Years 2.01%
5,000 20 Years 2.18%
12,500 50 Years 2.74%
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 6.15. Further, an Excess 峰度 of 62.34 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.16%00.00%0.00%
-4.16% to -2.48%00.00%0.00%
-2.48% to -0.79%00.00%0.00%
-0.79% to 0.89%5104.70%4.70%
0.89% to 2.58%665461.36%66.06%
2.58% to 4.26%243422.45%88.51%
4.26% to 5.94%7737.13%95.64%
5.94% to 7.63%2412.22%97.86%
7.63% to 9.31%1040.96%98.82%
Greater than 9.31%1281.18%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.33%4.82% 91.75%68.27%
±2σ -1.92%7.07% 97.35%95.45%
±3σ -4.16%9.31% 98.82%99.73%
Descriptive Statistics
均值2.575%
Standard Error0.022%
中位数2.018%
Mode2.326%
Standard Deviation2.246%
Sample Variance5.042%
峰度62.34
偏度6.15
Range34.346%
Minimum0.269%
Maximum34.615%
Count10844
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.575% 10844 100.00% 2.575%
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 0.81. Further, an Excess 峰度 of 12.46 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.46%650.60%0.60%
-5.46% to -4.10%1311.21%1.81%
-4.10% to -2.73%3393.13%4.93%
-2.73% to -1.36%124811.51%16.44%
-1.36% to 0.01%398936.79%53.23%
0.01% to 1.38%329230.36%83.59%
1.38% to 2.75%121811.23%94.82%
2.75% to 4.12%3653.37%98.18%
4.12% to 5.49%1211.12%99.30%
Greater than 5.49%760.70%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.81%1.84% 78.00%68.27%
±2σ -3.64%3.67% 94.78%95.45%
±3σ -5.46%5.49% 98.70%99.73%
Descriptive Statistics
均值0.013%
Standard Error0.018%
中位数0.000%
Mode0.000%
Standard Deviation1.826%
Sample Variance3.335%
峰度12.46
偏度0.81
Range38.453%
Minimum-12.766%
Maximum25.687%
Count10844
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.345% 5079 46.84% 0.630%
负向 -1.281% 5217 48.11% -0.616%
Zero 0.000% 548 5.05% 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 0.77. Further, an Excess 峰度 of 9.10 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -14.85%140.61%0.61%
-14.85% to -10.99%210.92%1.53%
-10.99% to -7.14%632.75%4.28%
-7.14% to -3.29%26911.75%16.03%
-3.29% to 0.56%82636.07%52.10%
0.56% to 4.42%76233.28%85.37%
4.42% to 8.27%2279.91%95.28%
8.27% to 12.12%592.58%97.86%
12.12% to 15.97%261.14%99.00%
Greater than 15.97%231.00%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.57%5.70% 80.26%68.27%
±2σ -9.71%10.84% 94.80%95.45%
±3σ -14.85%15.97% 98.38%99.73%
Descriptive Statistics
均值0.563%
Standard Error0.107%
中位数0.355%
Mode0.000%
Standard Deviation5.137%
Sample Variance26.388%
峰度9.10
偏度0.77
Range76.411%
Minimum-35.751%
Maximum40.660%
Count2290
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 3.744% 1231 53.76% 2.013%
负向 -3.313% 1002 43.76% -1.450%
Zero 0.000% 57 2.49% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 5.59%
12 1 Quarter 5.81%
52 1 Year 4.80%
156 3 Years 4.56%
260 5 Years 4.92%
520 10 Years 4.66%
1,040 20 Years 5.04%
2,600 50 Years 6.48%
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 3.69. Further, an Excess 峰度 of 25.03 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -8.12%00.00%0.00%
-8.12% to -4.46%00.00%0.00%
-4.46% to -0.80%00.00%0.00%
-0.80% to 2.86%28412.40%12.40%
2.86% to 6.52%120352.51%64.91%
6.52% to 10.18%49621.65%86.56%
10.18% to 13.84%1677.29%93.85%
13.84% to 17.50%672.92%96.77%
17.50% to 21.16%351.53%98.30%
Greater than 21.16%391.70%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.64%11.40% 88.61%68.27%
±2σ -3.24%16.28% 96.16%95.45%
±3σ -8.12%21.16% 98.30%99.73%
Descriptive Statistics
均值6.520%
Standard Error0.102%
中位数5.198%
Mode6.977%
Standard Deviation4.880%
Sample Variance23.817%
峰度25.03
偏度3.69
Range68.478%
Minimum1.014%
Maximum69.492%
Count2291
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 6.520% 2291 100.00% 6.520%
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 14.96 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -14.34%90.39%0.39%
-14.34% to -10.75%210.92%1.31%
-10.75% to -7.16%622.71%4.02%
-7.16% to -3.58%26911.74%15.76%
-3.58% to 0.01%87938.37%54.12%
0.01% to 3.60%68629.94%84.07%
3.60% to 7.18%24910.87%94.94%
7.18% to 10.77%662.88%97.82%
10.77% to 14.36%301.31%99.13%
Greater than 14.36%200.87%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.77%4.79% 80.14%68.27%
±2σ -9.55%9.57% 94.89%95.45%
±3σ -14.34%14.36% 98.73%99.73%
Descriptive Statistics
均值0.009%
Standard Error0.100%
中位数-0.188%
Mode0.000%
Standard Deviation4.782%
Sample Variance22.871%
峰度14.96
偏度1.74
Range75.935%
Minimum-20.290%
Maximum55.645%
Count2291
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 3.501% 1052 45.92% 1.608%
负向 -3.099% 1182 51.59% -1.599%
Zero 0.000% 57 2.49% 0.000%
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 2.32 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -24.90%40.75%0.75%
-24.90% to -18.12%40.75%1.50%
-18.12% to -11.34%224.12%5.62%
-11.34% to -4.56%7313.67%19.29%
-4.56% to 2.22%18133.90%53.18%
2.22% to 9.00%14326.78%79.96%
9.00% to 15.78%7814.61%94.57%
15.78% to 22.56%203.75%98.31%
22.56% to 29.34%40.75%99.06%
Greater than 29.34%50.94%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -6.82%11.26% 76.59%68.27%
±2σ -15.86%20.30% 94.76%95.45%
±3σ -24.90%29.34% 98.31%99.73%
Descriptive Statistics
均值2.221%
Standard Error0.391%
中位数1.835%
Mode0.000%
Standard Deviation9.039%
Sample Variance81.698%
峰度2.32
偏度0.15
Range77.473%
Minimum-36.813%
Maximum40.660%
Count534
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 7.725% 314 58.80% 4.542%
负向 -5.903% 210 39.33% -2.321%
Zero 0.000% 10 1.87% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 11.86%
12 1 Year 10.29%
36 3 Years 10.55%
60 5 Years 11.03%
120 10 Years 10.42%
240 20 Years 10.95%
600 50 Years 14.07%
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 3.75. Further, an Excess 峰度 of 23.96 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -16.71%00.00%0.00%
-16.71% to -8.71%00.00%0.00%
-8.71% to -0.71%00.00%0.00%
-0.71% to 7.29%6512.15%12.15%
7.29% to 15.29%27851.96%64.11%
15.29% to 23.29%11521.50%85.61%
23.29% to 31.29%519.53%95.14%
31.29% to 39.29%132.43%97.57%
39.29% to 47.30%30.56%98.13%
Greater than 47.30%101.87%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 4.62%25.96% 87.10%68.27%
±2σ -6.04%36.63% 96.82%95.45%
±3σ -16.71%47.30% 98.13%99.73%
Descriptive Statistics
均值15.291%
Standard Error0.461%
中位数12.739%
Mode6.139%
Standard Deviation10.668%
Sample Variance113.806%
峰度23.96
偏度3.75
Range113.533%
Minimum2.962%
Maximum116.495%
Count535
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 15.291% 535 100.00% 15.291%
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 1.26. Further, an Excess 峰度 of 5.62 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -28.00%00.00%0.00%
-28.00% to -21.24%50.93%0.93%
-21.24% to -14.47%142.62%3.55%
-14.47% to -7.70%8916.64%20.19%
-7.70% to -0.94%17432.52%52.71%
-0.94% to 5.83%16430.65%83.36%
5.83% to 12.60%5610.47%93.83%
12.60% to 19.37%213.93%97.76%
19.37% to 26.13%71.31%99.07%
Greater than 26.13%50.93%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -9.96%8.09% 76.82%68.27%
±2σ -18.98%17.11% 95.33%95.45%
±3σ -28.00%26.13% 99.07%99.73%
Descriptive Statistics
均值-0.936%
Standard Error0.390%
中位数-1.376%
Mode0.000%
Standard Deviation9.023%
Sample Variance81.407%
峰度5.62
偏度1.26
Range83.731%
Minimum-25.470%
Maximum58.261%
Count535
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 7.113% 212 39.63% 2.819%
负向 -6.500% 309 57.76% -3.754%
Zero 0.000% 14 2.62% 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 0.72. Further, an Excess 峰度 of 2.88 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -44.62%00.00%0.00%
-44.62% to -31.74%31.69%1.69%
-31.74% to -18.86%42.25%3.93%
-18.86% to -5.98%2715.17%19.10%
-5.98% to 6.90%5832.58%51.69%
6.90% to 19.78%5128.65%80.34%
19.78% to 32.66%2212.36%92.70%
32.66% to 45.54%105.62%98.31%
45.54% to 58.42%21.12%99.44%
Greater than 58.42%10.56%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -10.28%24.07% 73.03%68.27%
±2σ -27.45%41.24% 94.94%95.45%
±3σ -44.62%58.42% 99.44%99.73%
Descriptive Statistics
均值6.897%
Standard Error1.287%
中位数6.282%
Mode-0.956%
Standard Deviation17.173%
Sample Variance294.907%
峰度2.88
偏度0.72
Range128.737%
Minimum-39.011%
Maximum89.726%
Count178
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 15.678% 116 65.17% 10.217%
负向 -9.533% 62 34.83% -3.320%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 16.62%
12 3 Years 19.03%
20 5 Years 19.24%
40 10 Years 18.70%
80 20 Years 19.63%
200 50 Years 25.70%
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 2.34. Further, an Excess 峰度 of 7.61 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -29.70%00.00%0.00%
-29.70% to -14.81%00.00%0.00%
-14.81% to 0.07%00.00%0.00%
0.07% to 14.96%3016.76%16.76%
14.96% to 29.84%9050.28%67.04%
29.84% to 44.73%3016.76%83.80%
44.73% to 59.62%147.82%91.62%
59.62% to 74.50%84.47%96.09%
74.50% to 89.39%42.23%98.32%
Greater than 89.39%31.68%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 10.00%49.69% 85.47%68.27%
±2σ -9.85%69.54% 94.97%95.45%
±3σ -29.70%89.39% 98.32%99.73%
Descriptive Statistics
均值29.845%
Standard Error1.484%
中位数24.977%
Mode8.083%
Standard Deviation19.849%
Sample Variance393.994%
峰度7.61
偏度2.34
Range123.532%
Minimum8.083%
Maximum131.615%
Count179
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 29.845% 179 100.00% 29.845%
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 0.99. Further, an Excess 峰度 of 2.82 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -50.47%00.00%0.00%
-50.47% to -38.73%21.12%1.12%
-38.73% to -26.98%42.23%3.35%
-26.98% to -15.24%3117.32%20.67%
-15.24% to -3.49%6033.52%54.19%
-3.49% to 8.26%5329.61%83.80%
8.26% to 20.00%1810.06%93.85%
20.00% to 31.75%52.79%96.65%
31.75% to 43.49%31.68%98.32%
Greater than 43.49%31.68%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -19.15%12.17% 75.42%68.27%
±2σ -34.81%27.83% 94.97%95.45%
±3σ -50.47%43.49% 98.32%99.73%
Descriptive Statistics
均值-3.491%
Standard Error1.171%
中位数-4.909%
Mode-0.582%
Standard Deviation15.661%
Sample Variance245.280%
峰度2.82
偏度0.99
Range106.202%
Minimum-42.238%
Maximum63.964%
Count179
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 12.100% 63 35.20% 4.259%
负向 -12.063% 115 64.25% -7.750%
Zero 0.000% 1 0.56% 0.000%