HLT 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	1.77%	1.67%	1.50%	2.40%	1.76%	1.96%	329.76	341.60	324.00	347.68
周度	3.83%	4.44%	3.87%	5.61%	3.88%	4.31%	322.85	348.92	310.55	362.73
月度	7.44%	11.55%	7.77%	11.98%	8.08%	8.96%	309.57	363.88	285.53	394.51
季度	12.20%	22.30%	12.90%	19.55%	14.00%	15.53%	291.79	386.06	253.67	444.07
Annual	—	—	—	—	28.00%	31.06%	253.67	444.07	191.72	587.56
Option Time Horizon	—	—	—	—	10.67%	11.83%	301.67	373.42	271.14	415.46

Calculation Notes: Computed at 2026-04-26T02:46 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $335.63 | Strike (K): $340.00 (first OTM call ≥ spot) | Observed Mid-价格: $13.1500 (Bid $12.3000 / Ask $14.0000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.18% | Binomial IV (Annual): 28.00% (CRR binomial tree, American, n=20 steps) | BS IV: 28.20% (European Black-Scholes) | Yahoo IV (Annual): 31.06% → 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
2026-02-27	$0.1500
2025-11-21	$0.1500
2025-08-29	$0.1500
2025-05-23	$0.1500
2025-02-21	$0.1500
2024-11-15	$0.1500
2024-08-23	$0.1500
2024-05-16	$0.1500
2024-02-22	$0.1500
2023-11-16	$0.1500
2023-08-24	$0.1500
2023-05-18	$0.1500
2023-02-27	$0.1500
2022-11-09	$0.1500
2022-08-25	$0.1500
2022-05-26	$0.1500
2020-02-27	$0.1500
2019-11-07	$0.1500
2019-08-08	$0.1500
2019-05-16	$0.1500
2019-02-28	$0.1500
2018-11-08	$0.1500
2018-08-09	$0.1500
2018-05-10	$0.1500
2018-03-01	$0.1500
2017-11-16	$0.1500
2017-08-16	$0.1500
2017-05-10	$0.1500
2017-03-08	$0.1500
2016-11-08	$0.1436
2016-08-17	$0.1436
2016-05-18	$0.1436
2016-03-16	$0.1436
2015-11-24	$0.1436
2015-08-12	$0.1436

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.09. Further, an Excess 峰度 of 5.74 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -5.24%	22	0.71%	0.71%
-5.24% to -3.91%	31	1.00%	1.71%
-3.91% to -2.58%	117	3.76%	5.47%
-2.58% to -1.25%	358	11.52%	16.99%
-1.25% to 0.08%	1033	33.24%	50.23%
0.08% to 1.41%	1029	33.11%	83.33%
1.41% to 2.74%	349	11.23%	94.56%
2.74% to 4.08%	118	3.80%	98.36%
4.08% to 5.41%	28	0.90%	99.26%
Greater than 5.41%	23	0.74%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.69%	1.86%	77.45%	68.27%
±2σ	-3.46%	3.63%	95.21%	95.45%
±3σ	-5.24%	5.41%	98.55%	99.73%

Descriptive Statistics

均值	0.083%
Standard Error	0.032%
中位数	0.076%
Mode	0.000%
Standard Deviation	1.774%
Sample Variance	3.145%
峰度	5.74
偏度	0.09
Range	26.622%
Minimum	-12.571%
Maximum	14.051%
Count	3108

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.286%	1620	52.12%	0.670%
负向	-1.245%	1466	47.17%	-0.587%
Zero	0.000%	22	0.71%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	1.81%
20	1 Month	2.37%
60	1 Quarter	2.50%
250	1 Year	2.13%
750	3 Years	2.05%
1,250	5 Years	2.40%
2,500	10 Years	2.45%
5,000	20 Years	2.45%
12,500	50 Years	2.45%

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 5.98. Further, an Excess 峰度 of 69.20 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -2.69%	0	0.00%	0.00%
-2.69% to -1.44%	0	0.00%	0.00%
-1.44% to -0.19%	0	0.00%	0.00%
-0.19% to 1.06%	299	9.62%	9.62%
1.06% to 2.31%	1693	54.45%	64.07%
2.31% to 3.56%	719	23.13%	87.20%
3.56% to 4.81%	251	8.07%	95.27%
4.81% to 6.06%	76	2.44%	97.72%
6.06% to 7.31%	37	1.19%	98.91%
Greater than 7.31%	34	1.09%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.64%	3.98%	90.80%	68.27%
±2σ	-1.02%	5.65%	97.17%	95.45%
±3σ	-2.69%	7.31%	98.91%	99.73%

Descriptive Statistics

均值	2.312%
Standard Error	0.030%
中位数	1.911%
Mode	1.047%
Standard Deviation	1.667%
Sample Variance	2.778%
峰度	69.20
偏度	5.98
Range	31.451%
Minimum	0.513%
Maximum	31.964%
Count	3109

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.312%	3109	100.00%	2.312%
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 0.36. Further, an Excess 峰度 of 3.34 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%	15	0.48%	0.48%
-4.51% to -3.38%	31	1.00%	1.48%
-3.38% to -2.26%	118	3.80%	5.28%
-2.26% to -1.13%	412	13.25%	18.53%
-1.13% to -0.00%	1021	32.84%	51.37%
-0.00% to 1.12%	953	30.65%	82.02%
1.12% to 2.25%	366	11.77%	93.79%
2.25% to 3.37%	129	4.15%	97.94%
3.37% to 4.50%	45	1.45%	99.39%
Greater than 4.50%	19	0.61%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.50%	1.50%	75.39%	68.27%
±2σ	-3.01%	3.00%	94.79%	95.45%
±3σ	-4.51%	4.50%	98.91%	99.73%

Descriptive Statistics

均值	-0.004%
Standard Error	0.027%
中位数	-0.047%
Mode	0.000%
Standard Deviation	1.501%
Sample Variance	2.254%
峰度	3.34
偏度	0.36
Range	17.521%
Minimum	-8.667%
Maximum	8.854%
Count	3109

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.135%	1491	47.96%	0.544%
负向	-1.067%	1597	51.37%	-0.548%
Zero	0.000%	21	0.68%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.40. Further, an Excess 峰度 of 3.10 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -11.11%	6	0.93%	0.93%
-11.11% to -8.23%	10	1.55%	2.48%
-8.23% to -5.35%	24	3.72%	6.20%
-5.35% to -2.48%	72	11.16%	17.36%
-2.48% to 0.40%	204	31.63%	48.99%
0.40% to 3.27%	213	33.02%	82.02%
3.27% to 6.15%	83	12.87%	94.88%
6.15% to 9.03%	25	3.88%	98.76%
9.03% to 11.90%	6	0.93%	99.69%
Greater than 11.90%	2	0.31%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.44%	4.23%	75.81%	68.27%
±2σ	-7.27%	8.07%	94.26%	95.45%
±3σ	-11.11%	11.90%	98.76%	99.73%

Descriptive Statistics

均值	0.398%
Standard Error	0.151%
中位数	0.502%
Mode	0.630%
Standard Deviation	3.835%
Sample Variance	14.705%
峰度	3.10
偏度	-0.40
Range	37.706%
Minimum	-19.308%
Maximum	18.398%
Count	645

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.880%	358	55.50%	1.599%
负向	-2.708%	286	44.34%	-1.201%
Zero	0.000%	1	0.15%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	5.85%
12	1 Quarter	5.57%
52	1 Year	4.86%
156	3 Years	4.66%
260	5 Years	5.61%
520	10 Years	5.74%
1,040	20 Years	5.71%
2,600	50 Years	5.71%

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 5.32. Further, an Excess 峰度 of 49.45 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -7.36%	0	0.00%	0.00%
-7.36% to -4.03%	0	0.00%	0.00%
-4.03% to -0.71%	0	0.00%	0.00%
-0.71% to 2.62%	55	8.51%	8.51%
2.62% to 5.95%	356	55.11%	63.62%
5.95% to 9.28%	161	24.92%	88.54%
9.28% to 12.60%	45	6.97%	95.51%
12.60% to 15.93%	13	2.01%	97.52%
15.93% to 19.26%	7	1.08%	98.61%
Greater than 19.26%	9	1.39%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.51%	10.38%	91.80%	68.27%
±2σ	-2.92%	14.82%	97.06%	95.45%
±3σ	-7.36%	19.26%	98.61%	99.73%

Descriptive Statistics

均值	5.948%
Standard Error	0.175%
中位数	4.946%
Mode	2.280%
Standard Deviation	4.436%
Sample Variance	19.676%
峰度	49.45
偏度	5.32
Range	59.915%
Minimum	1.439%
Maximum	61.354%
Count	646

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.948%	646	100.00%	5.948%
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 1.20. Further, an Excess 峰度 of 6.72 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -11.71%	2	0.31%	0.31%
-11.71% to -8.81%	1	0.15%	0.46%
-8.81% to -5.91%	28	4.33%	4.80%
-5.91% to -3.01%	81	12.54%	17.34%
-3.01% to -0.10%	233	36.07%	53.41%
-0.10% to 2.80%	200	30.96%	84.37%
2.80% to 5.70%	59	9.13%	93.50%
5.70% to 8.60%	25	3.87%	97.37%
8.60% to 11.51%	10	1.55%	98.92%
Greater than 11.51%	7	1.08%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.98%	3.77%	75.70%	68.27%
±2σ	-7.85%	7.63%	95.20%	95.45%
±3σ	-11.71%	11.50%	98.61%	99.73%

Descriptive Statistics

均值	-0.105%
Standard Error	0.152%
中位数	-0.387%
Mode	0.000%
Standard Deviation	3.870%
Sample Variance	14.974%
峰度	6.72
偏度	1.20
Range	44.227%
Minimum	-14.819%
Maximum	29.408%
Count	646

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.929%	291	45.05%	1.319%
负向	-2.614%	352	54.49%	-1.424%
Zero	0.000%	3	0.46%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.48. Further, an Excess 峰度 of 2.14 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -20.63%	2	1.35%	1.35%
-20.63% to -15.06%	1	0.68%	2.03%
-15.06% to -9.48%	4	2.70%	4.73%
-9.48% to -3.90%	23	15.54%	20.27%
-3.90% to 1.68%	38	25.68%	45.95%
1.68% to 7.25%	49	33.11%	79.05%
7.25% to 12.83%	23	15.54%	94.59%
12.83% to 18.41%	6	4.05%	98.65%
18.41% to 23.98%	2	1.35%	100.00%
Greater than 23.98%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.76%	9.11%	75.68%	68.27%
±2σ	-13.20%	16.55%	94.59%	95.45%
±3σ	-20.63%	23.98%	98.65%	99.73%

Descriptive Statistics

均值	1.675%
Standard Error	0.611%
中位数	2.363%
Mode	-29.794%
Standard Deviation	7.436%
Sample Variance	55.288%
峰度	2.14
偏度	-0.48
Range	51.778%
Minimum	-29.794%
Maximum	21.984%
Count	148

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.222%	89	60.13%	3.742%
负向	-5.273%	58	39.19%	-2.066%
Zero	0.000%	1	0.68%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	11.40%
12	1 Year	10.12%
36	3 Years	9.92%
60	5 Years	11.98%
120	10 Years	12.58%
240	20 Years	12.42%
600	50 Years	12.42%

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 6.16. Further, an Excess 峰度 of 53.18 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -20.86%	0	0.00%	0.00%
-20.86% to -12.19%	0	0.00%	0.00%
-12.19% to -3.53%	0	0.00%	0.00%
-3.53% to 5.14%	0	0.00%	0.00%
5.14% to 13.80%	103	69.13%	69.13%
13.80% to 22.47%	31	20.81%	89.93%
22.47% to 31.14%	8	5.37%	95.30%
31.14% to 39.80%	5	3.36%	98.66%
39.80% to 48.47%	0	0.00%	98.66%
Greater than 48.47%	2	1.34%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.25%	25.36%	91.95%	68.27%
±2σ	-9.30%	36.91%	97.99%	95.45%
±3σ	-20.86%	48.47%	98.66%	99.73%

Descriptive Statistics

均值	13.805%
Standard Error	0.947%
中位数	10.760%
Mode	5.766%
Standard Deviation	11.555%
Sample Variance	133.521%
峰度	53.18
偏度	6.16
Range	116.627%
Minimum	5.766%
Maximum	122.393%
Count	149

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	13.805%	149	100.00%	13.805%
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 1.53. Further, an Excess 峰度 of 6.46 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -24.27%	0	0.00%	0.00%
-24.27% to -18.45%	0	0.00%	0.00%
-18.45% to -12.62%	6	4.03%	4.03%
-12.62% to -6.79%	25	16.78%	20.81%
-6.79% to -0.96%	54	36.24%	57.05%
-0.96% to 4.87%	36	24.16%	81.21%
4.87% to 10.70%	20	13.42%	94.63%
10.70% to 16.52%	5	3.36%	97.99%
16.52% to 22.35%	1	0.67%	98.66%
Greater than 22.35%	2	1.34%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.73%	6.81%	77.18%	68.27%
±2σ	-16.50%	14.58%	95.97%	95.45%
±3σ	-24.27%	22.35%	98.66%	99.73%

Descriptive Statistics

均值	-0.960%
Standard Error	0.637%
中位数	-1.968%
Mode	-3.899%
Standard Deviation	7.771%
Sample Variance	60.395%
峰度	6.46
偏度	1.53
Range	59.867%
Minimum	-17.663%
Maximum	42.204%
Count	149

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.239%	57	38.26%	2.387%
负向	-5.420%	92	61.74%	-3.347%
Zero	0.000%	0	0.00%	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 -0.71. Further, an Excess 峰度 of 1.15 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -31.50%	0	0.00%	0.00%
-31.50% to -22.36%	2	4.08%	4.08%
-22.36% to -13.21%	1	2.04%	6.12%
-13.21% to -4.07%	6	12.24%	18.37%
-4.07% to 5.08%	14	28.57%	46.94%
5.08% to 14.23%	15	30.61%	77.55%
14.23% to 23.37%	7	14.29%	91.84%
23.37% to 32.52%	4	8.16%	100.00%
32.52% to 41.67%	0	0.00%	100.00%
Greater than 41.67%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.11%	17.28%	73.47%	68.27%
±2σ	-19.31%	29.47%	95.92%	95.45%
±3σ	-31.50%	41.67%	100.00%	99.73%

Descriptive Statistics

均值	5.081%
Standard Error	1.742%
中位数	5.733%
Mode	-29.660%
Standard Deviation	12.195%
Sample Variance	148.712%
峰度	1.15
偏度	-0.71
Range	56.596%
Minimum	-29.660%
Maximum	26.936%
Count	49

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	10.798%	35	71.43%	7.713%
负向	-9.211%	14	28.57%	-2.632%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	18.12%
12	3 Years	18.42%
20	5 Years	19.55%
40	10 Years	21.30%
80	20 Years	21.45%
200	50 Years	21.45%

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 4.80. Further, an Excess 峰度 of 28.21 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -41.42%	0	0.00%	0.00%
-41.42% to -24.69%	0	0.00%	0.00%
-24.69% to -7.97%	0	0.00%	0.00%
-7.97% to 8.76%	1	2.00%	2.00%
8.76% to 25.49%	34	68.00%	70.00%
25.49% to 42.21%	11	22.00%	92.00%
42.21% to 58.94%	2	4.00%	96.00%
58.94% to 75.67%	1	2.00%	98.00%
75.67% to 92.39%	0	0.00%	98.00%
Greater than 92.39%	1	2.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	3.18%	47.79%	94.00%	68.27%
±2σ	-19.12%	70.09%	98.00%	95.45%
±3σ	-41.42%	92.39%	98.00%	99.73%

Descriptive Statistics

均值	25.487%
Standard Error	3.154%
中位数	20.721%
Mode	7.630%
Standard Deviation	22.302%
Sample Variance	497.382%
峰度	28.21
偏度	4.80
Range	153.047%
Minimum	7.630%
Maximum	160.677%
Count	50

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	25.487%	50	100.00%	25.487%
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 1.84. Further, an Excess 峰度 of 4.80 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -41.78%	0	0.00%	0.00%
-41.78% to -32.10%	0	0.00%	0.00%
-32.10% to -22.42%	0	0.00%	0.00%
-22.42% to -12.74%	11	22.00%	22.00%
-12.74% to -3.06%	17	34.00%	56.00%
-3.06% to 6.62%	14	28.00%	84.00%
6.62% to 16.30%	5	10.00%	94.00%
16.30% to 25.98%	1	2.00%	96.00%
25.98% to 35.65%	0	0.00%	96.00%
Greater than 35.65%	2	4.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-15.97%	9.84%	82.00%	68.27%
±2σ	-28.87%	22.75%	94.00%	95.45%
±3σ	-41.78%	35.65%	96.00%	99.73%

Descriptive Statistics

均值	-3.061%
Standard Error	1.825%
中位数	-4.659%
Mode	-20.451%
Standard Deviation	12.905%
Sample Variance	166.539%
峰度	4.80
偏度	1.84
Range	63.814%
Minimum	-20.451%
Maximum	43.363%
Count	50

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	12.612%	13	26.00%	3.279%
负向	-8.568%	37	74.00%	-6.340%
Zero	0.000%	0	0.00%	0.000%

HLT 深度分析报告