市场数据 波动率热力图 组合分析工具

IBM 深度分析报告

International Business Machines Corporation | 分类： Equity Mega Cap | 年化股息率： 2.91% ($6.72) | 最后更新: 2026-04-26 | 数据区间: 1962-01-01 → 2026-04-01 (772 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 1.60% 1.21% 1.34% 2.05% 2.10% 2.16% 227.16 236.90 222.44 241.93
周度 3.61% 3.15% 3.56% 5.03% 4.62% 4.74% 221.50 242.95 211.50 254.44
月度 7.00% 6.63% 7.05% 11.35% 9.62% 9.88% 210.71 255.40 191.38 281.19
季度 11.50% 11.09% 11.49% 20.50% 16.66% 17.11% 196.38 274.03 166.24 323.71
Annual — — — — 33.32% 34.21% 166.24 323.71 119.13 451.72
Option Time Horizon — — — — 12.70% 13.04% 204.32 263.39 179.96 299.04
Calculation Notes: Computed at 2026-04-26T02:44 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $231.98  |  Strike (K): $235.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $10.5000 (Bid $10.2000 / Ask $10.8000)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.91%  |  Binomial IV (Annual): 33.32% (CRR binomial tree, American, n=20 steps)  |  BS IV: 33.48% (European Black-Scholes)  |  Yahoo IV (Annual): 34.21% → 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
2026-02-10 $1.6800
2025-11-10 $1.6800
2025-08-08 $1.6800
2025-05-09 $1.6800
2025-02-10 $1.6700
2024-11-12 $1.6700
2024-08-09 $1.6700
2024-05-09 $1.6700
2024-02-08 $1.6600
2023-11-09 $1.6600
2023-08-09 $1.6600
2023-05-09 $1.6600
2023-02-09 $1.6500
2022-11-09 $1.6500
2022-08-09 $1.6500
2022-05-09 $1.6500
2022-02-10 $1.6400
2021-11-09 $1.6400
2021-08-09 $1.5679
2021-05-07 $1.5679
2021-02-09 $1.5583
2020-11-09 $1.5583
2020-08-07 $1.5583
2020-05-07 $1.5583
2020-02-07 $1.5488
2019-11-07 $1.5488
2019-08-08 $1.5488
2019-05-09 $1.5488
2019-02-07 $1.5010
2018-11-08 $1.5010
2018-08-09 $1.5010
2018-05-09 $1.5010
2018-02-08 $1.4340
2017-11-09 $1.4340
2017-08-08 $1.4340
2017-05-08 $1.4340
2017-02-08 $1.3384
2016-11-08 $1.3384
2016-08-08 $1.3384
2016-05-06 $1.3384
2016-02-08 $1.2428
2015-11-06 $1.2428
2015-08-06 $1.2428
2015-05-06 $1.2428
2015-02-06 $1.0516
2014-11-06 $1.0516
2014-08-06 $1.0516
2014-05-07 $1.0516
2014-02-06 $0.9082
2013-11-06 $0.9082
2013-08-07 $0.9082
2013-05-08 $0.9082
2013-02-06 $0.8126
2012-11-07 $0.8126
2012-08-08 $0.8126
2012-05-08 $0.8126
2012-02-08 $0.7170
2011-11-08 $0.7170
2011-08-08 $0.7170
2011-05-06 $0.7170
2011-02-08 $0.6214
2010-11-08 $0.6214
2010-08-06 $0.6214
2010-05-06 $0.6214
2010-02-08 $0.5258
2009-11-06 $0.5258
2009-08-06 $0.5258
2009-05-06 $0.5258
2009-02-06 $0.4780
2008-11-06 $0.4780
2008-08-06 $0.4780
2008-05-07 $0.4780
2008-02-06 $0.3824
2007-11-07 $0.3824
2007-08-08 $0.3824
2007-05-08 $0.3824
2007-02-07 $0.2868
2006-11-08 $0.2868
2006-08-08 $0.2868
2006-05-08 $0.2868
2006-02-08 $0.1912
2005-11-08 $0.1912
2005-08-08 $0.1912
2005-05-06 $0.1912
2005-02-08 $0.1721
2004-11-08 $0.1721
2004-08-06 $0.1721
2004-05-06 $0.1721
2004-02-06 $0.1530
2003-11-06 $0.1530
2003-08-06 $0.1530
2003-05-07 $0.1530
2003-02-06 $0.1434
2002-11-06 $0.1434
2002-08-07 $0.1434
2002-05-08 $0.1434
2002-02-06 $0.1338
2001-11-07 $0.1338
2001-08-08 $0.1338
2001-05-08 $0.1338
2001-02-07 $0.1243
2000-11-08 $0.1243
2000-08-08 $0.1243
2000-05-08 $0.1243
2000-02-08 $0.1147
1999-11-08 $0.1147
1999-08-06 $0.1147
1999-05-06 $0.1147
1999-02-08 $0.1052
1998-11-06 $0.1052
1998-08-06 $0.1052
1998-05-06 $0.1052
1998-02-06 $0.0956
1997-11-06 $0.0956
1997-08-07 $0.0956
1997-05-07 $0.0956
1997-02-06 $0.0837
1996-11-06 $0.0837
1996-08-07 $0.0837
1996-05-08 $0.0837
1996-02-07 $0.0598
1995-11-08 $0.0598
1995-08-08 $0.0598
1995-05-04 $0.0598
1995-02-06 $0.0598
1994-11-04 $0.0598
1994-08-04 $0.0598
1994-05-05 $0.0598
1994-02-04 $0.0598
1993-11-04 $0.0598
1993-08-05 $0.0598
1993-05-06 $0.1291
1993-02-04 $0.1291
1992-11-05 $0.2892
1992-08-06 $0.2892
1992-05-07 $0.2892
1992-02-06 $0.2892
1991-11-04 $0.2892
1991-08-06 $0.2892
1991-05-06 $0.2892
1991-02-04 $0.2892
1990-11-05 $0.2892
1990-08-06 $0.2892
1990-05-04 $0.2892
1990-02-05 $0.2892
1989-11-02 $0.2892
1989-08-03 $0.2892
1989-05-04 $0.2892
1989-02-02 $0.2629
1988-11-04 $0.2629
1988-08-04 $0.2629
1988-05-05 $0.2629
1988-02-04 $0.2629
1987-11-05 $0.2629
1987-08-06 $0.2629
1987-05-07 $0.2629
1987-02-05 $0.2629
1986-11-05 $0.2629
1986-08-07 $0.2629
1986-05-08 $0.2629
1986-02-07 $0.2629
1985-11-06 $0.2629
1985-08-08 $0.2629
1985-05-03 $0.2629
1985-02-06 $0.2629
1984-10-31 $0.2629
1984-08-08 $0.2629
1984-05-04 $0.2271
1984-02-03 $0.2271
1983-11-02 $0.2271
1983-08-04 $0.2271
1983-05-05 $0.2271
1983-02-03 $0.2055
1982-11-04 $0.2055
1982-08-05 $0.2055
1982-05-06 $0.2055
1982-02-04 $0.2055
1981-11-04 $0.2055
1981-08-06 $0.2055
1981-05-07 $0.2055
1981-02-05 $0.2055
1980-11-05 $0.2055
1980-08-07 $0.2055
1980-05-08 $0.2055
1980-02-06 $0.2055
1979-11-07 $0.2055
1979-08-08 $0.2055
1979-05-04 $0.2055
1979-02-07 $0.2055
1978-11-01 $0.1721
1978-08-03 $0.1721
1978-05-04 $0.1721
1978-02-03 $0.1721
1977-11-02 $0.1494
1977-08-04 $0.1494
1977-05-05 $0.1494
1977-02-03 $0.1494
1976-11-04 $0.1344
1976-08-05 $0.1344
1976-05-06 $0.1046
1976-02-05 $0.1046
1975-11-05 $0.1046
1975-08-07 $0.1046
1975-05-08 $0.0896
1975-02-06 $0.0896
1974-11-06 $0.0896
1974-08-08 $0.0896
1974-05-08 $0.0765
1974-02-06 $0.0765
1973-11-08 $0.0669
1973-08-08 $0.0669
1973-05-04 $0.0669
1973-02-07 $0.0669
1972-11-08 $0.0645
1972-08-03 $0.0645
1972-05-04 $0.0645
1972-02-03 $0.0645
1971-11-05 $0.0621
1971-08-06 $0.0621
1971-05-07 $0.0621
1971-02-05 $0.0621
1970-10-30 $0.0574
1970-07-31 $0.0574
1970-05-01 $0.0574
1969-11-06 $0.0478
1969-08-01 $0.0478
1969-05-02 $0.0382
1969-02-06 $0.0382
1968-08-02 $0.0311
1968-05-03 $0.0311
1968-02-05 $0.0311
1967-11-03 $0.0263
1967-08-07 $0.0026
1967-05-01 $0.0026
1967-02-06 $0.0026
1966-11-03 $0.0026
1966-08-09 $0.0026
1966-05-24 $0.0026
1966-02-08 $0.0024
1965-11-01 $0.0024
1965-08-03 $0.0024
1965-05-04 $0.0024
1965-02-02 $0.0024
1964-11-02 $0.0020
1964-08-04 $0.0020
1964-05-25 $0.0020
1964-02-04 $0.0016
1963-11-04 $0.0016
1963-08-06 $0.0013
1963-05-07 $0.0013
1963-02-05 $0.0013
1962-11-05 $0.0010
1962-08-07 $0.0010
1962-05-08 $0.0010
1962-02-06 $0.0010
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.06. Further, an Excess 峰度 of 10.23 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.74%1110.69%0.69%
-4.74% to -3.55%1610.99%1.68%
-3.55% to -2.35%4973.07%4.75%
-2.35% to -1.15%189311.70%16.45%
-1.15% to 0.04%557834.47%50.92%
0.04% to 1.24%525732.49%83.41%
1.24% to 2.44%185611.47%94.88%
2.44% to 3.63%5473.38%98.26%
3.63% to 4.83%1580.98%99.23%
Greater than 4.83%1240.77%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.55%1.64% 78.15%68.27%
±2σ -3.15%3.24% 95.20%95.45%
±3σ -4.74%4.83% 98.55%99.73%
Descriptive Statistics
均值0.044%
Standard Error0.013%
中位数0.000%
Mode0.000%
Standard Deviation1.596%
Sample Variance2.546%
峰度10.23
偏度-0.06
Range36.683%
Minimum-23.519%
Maximum13.164%
Count16182
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.155% 8041 49.69% 0.574%
负向 -1.103% 7768 48.00% -0.529%
Zero 0.000% 373 2.31% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 5.03%
20 1 Month 3.22%
60 1 Quarter 3.67%
250 1 Year 2.65%
750 3 Years 2.14%
1,250 5 Years 2.05%
2,500 10 Years 1.94%
5,000 20 Years 1.89%
12,500 50 Years 2.05%
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 4.09. Further, an Excess 峰度 of 60.58 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -1.78%00.00%0.00%
-1.78% to -0.88%00.00%0.00%
-0.88% to 0.03%00.00%0.00%
0.03% to 0.94%262716.23%16.23%
0.94% to 1.85%759746.94%63.18%
1.85% to 2.75%355921.99%85.17%
2.75% to 3.66%12968.01%93.18%
3.66% to 4.57%5933.66%96.84%
4.57% to 5.48%2401.48%98.33%
Greater than 5.48%2711.67%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.64%3.06% 84.74%68.27%
±2σ -0.57%4.27% 95.90%95.45%
±3σ -1.78%5.48% 98.33%99.73%
Descriptive Statistics
均值1.847%
Standard Error0.010%
中位数1.542%
Mode1.205%
Standard Deviation1.210%
Sample Variance1.464%
峰度60.58
偏度4.09
Range37.832%
Minimum0.168%
Maximum38.000%
Count16183
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.847% 16183 100.00% 1.847%
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 21.68 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.03%1050.65%0.65%
-4.03% to -3.02%1671.03%1.68%
-3.02% to -2.02%5733.54%5.22%
-2.02% to -1.01%196012.11%17.33%
-1.01% to -0.00%504631.18%48.51%
-0.00% to 1.00%552134.12%82.63%
1.00% to 2.01%198012.24%94.86%
2.01% to 3.02%5553.43%98.29%
3.02% to 4.02%1621.00%99.30%
Greater than 4.02%1140.70%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.35%1.34% 76.85%68.27%
±2σ -2.69%2.68% 95.12%95.45%
±3σ -4.03%4.02% 98.65%99.73%
Descriptive Statistics
均值-0.004%
Standard Error0.011%
中位数0.000%
Mode0.000%
Standard Deviation1.342%
Sample Variance1.800%
峰度21.68
偏度0.85
Range42.244%
Minimum-11.493%
Maximum30.751%
Count16183
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 0.972% 7811 48.27% 0.469%
负向 -0.976% 7852 48.52% -0.474%
Zero 0.000% 520 3.21% 0.000%
收盘-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 5.85 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -10.61%220.66%0.66%
-10.61% to -7.90%431.28%1.94%
-7.90% to -5.20%1073.19%5.13%
-5.20% to -2.49%40312.01%17.14%
-2.49% to 0.22%112733.59%50.73%
0.22% to 2.92%109432.61%83.34%
2.92% to 5.63%38611.51%94.84%
5.63% to 8.34%1073.19%98.03%
8.34% to 11.04%401.19%99.23%
Greater than 11.04%260.77%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.39%3.83% 77.88%68.27%
±2σ -7.00%7.44% 94.40%95.45%
±3σ -10.61%11.04% 98.57%99.73%
Descriptive Statistics
均值0.218%
Standard Error0.062%
中位数0.156%
Mode0.000%
Standard Deviation3.609%
Sample Variance13.027%
峰度5.85
偏度0.01
Range56.798%
Minimum-30.936%
Maximum25.862%
Count3355
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.665% 1747 52.07% 1.388%
负向 -2.484% 1580 47.09% -1.170%
Zero 0.000% 28 0.83% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 9.03%
12 1 Quarter 9.61%
52 1 Year 6.64%
156 3 Years 5.31%
260 5 Years 5.03%
520 10 Years 4.73%
1,040 20 Years 4.48%
2,600 50 Years 4.86%
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 3.22. Further, an Excess 峰度 of 22.89 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.62%00.00%0.00%
-4.62% to -2.26%00.00%0.00%
-2.26% to 0.10%00.00%0.00%
0.10% to 2.46%51415.32%15.32%
2.46% to 4.82%165449.28%64.60%
4.82% to 7.18%68920.53%85.13%
7.18% to 9.55%2718.08%93.21%
9.55% to 11.91%1163.46%96.66%
11.91% to 14.27%501.49%98.15%
Greater than 14.27%621.85%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.67%7.97% 85.55%68.27%
±2σ -1.47%11.12% 95.68%95.45%
±3σ -4.62%14.27% 98.15%99.73%
Descriptive Statistics
均值4.823%
Standard Error0.054%
中位数4.000%
Mode1.805%
Standard Deviation3.149%
Sample Variance9.915%
峰度22.89
偏度3.22
Range50.773%
Minimum0.727%
Maximum51.500%
Count3356
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.823% 3356 100.00% 4.823%
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 1.16. Further, an Excess 峰度 of 12.66 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -10.68%150.45%0.45%
-10.68% to -8.01%320.95%1.40%
-8.01% to -5.34%1043.10%4.50%
-5.34% to -2.67%42412.63%17.13%
-2.67% to 0.00%114734.18%51.31%
0.00% to 2.67%107131.91%83.22%
2.67% to 5.34%38811.56%94.79%
5.34% to 8.01%992.95%97.74%
8.01% to 10.68%491.46%99.20%
Greater than 10.68%270.80%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.56%3.56% 79.08%68.27%
±2σ -7.12%7.12% 94.79%95.45%
±3σ -10.68%10.68% 98.75%99.73%
Descriptive Statistics
均值0.000%
Standard Error0.061%
中位数-0.123%
Mode0.000%
Standard Deviation3.559%
Sample Variance12.669%
峰度12.66
偏度1.16
Range66.918%
Minimum-20.429%
Maximum46.489%
Count3356
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.599% 1605 47.83% 1.243%
负向 -2.422% 1722 51.31% -1.243%
Zero 0.000% 29 0.86% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.14. Further, an Excess 峰度 of 1.73 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -20.10%50.65%0.65%
-20.10% to -14.85%70.91%1.56%
-14.85% to -9.60%253.24%4.80%
-9.60% to -4.34%11715.18%19.97%
-4.34% to 0.91%24131.26%51.23%
0.91% to 6.17%22028.53%79.77%
6.17% to 11.42%10713.88%93.64%
11.42% to 16.67%364.67%98.31%
16.67% to 21.93%101.30%99.61%
Greater than 21.93%30.39%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -6.09%7.92% 73.28%68.27%
±2σ -13.10%14.92% 94.16%95.45%
±3σ -20.10%21.93% 98.96%99.73%
Descriptive Statistics
均值0.911%
Standard Error0.252%
中位数0.735%
Mode0.000%
Standard Deviation7.005%
Sample Variance49.073%
峰度1.73
偏度0.14
Range61.570%
Minimum-26.190%
Maximum35.380%
Count771
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.877% 409 53.05% 3.118%
负向 -4.739% 359 46.56% -2.207%
Zero 0.000% 3 0.39% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 19.23%
12 1 Year 14.90%
36 3 Years 12.18%
60 5 Years 11.35%
120 10 Years 10.84%
240 20 Years 9.84%
600 50 Years 10.71%
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 2.47. Further, an Excess 峰度 of 9.34 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -8.78%00.00%0.00%
-8.78% to -3.81%00.00%0.00%
-3.81% to 1.17%00.00%0.00%
1.17% to 6.14%13517.49%17.49%
6.14% to 11.11%34945.21%62.69%
11.11% to 16.09%17722.93%85.62%
16.09% to 21.06%587.51%93.13%
21.06% to 26.03%253.24%96.37%
26.03% to 31.01%121.55%97.93%
Greater than 31.01%162.07%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 4.48%17.75% 84.97%68.27%
±2σ -2.15%24.38% 95.60%95.45%
±3σ -8.78%31.01% 97.93%99.73%
Descriptive Statistics
均值11.114%
Standard Error0.239%
中位数9.303%
Mode4.498%
Standard Deviation6.631%
Sample Variance43.969%
峰度9.34
偏度2.47
Range54.547%
Minimum2.703%
Maximum57.250%
Count772
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 11.114% 772 100.00% 11.114%
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 0.59. Further, an Excess 峰度 of 2.31 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -21.29%20.26%0.26%
-21.29% to -16.00%20.26%0.52%
-16.00% to -10.72%395.05%5.57%
-10.72% to -5.43%11514.90%20.47%
-5.43% to -0.15%22429.02%49.48%
-0.15% to 5.14%24531.74%81.22%
5.14% to 10.43%10213.21%94.43%
10.43% to 15.71%263.37%97.80%
15.71% to 21.00%81.04%98.83%
Greater than 21.00%91.17%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -7.20%6.90% 73.19%68.27%
±2σ -14.24%13.95% 94.95%95.45%
±3σ -21.29%21.00% 98.58%99.73%
Descriptive Statistics
均值-0.147%
Standard Error0.254%
中位数-0.084%
Mode0.000%
Standard Deviation7.048%
Sample Variance49.681%
峰度2.31
偏度0.59
Range60.738%
Minimum-25.006%
Maximum35.732%
Count772
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.235% 377 48.83% 2.556%
负向 -5.325% 392 50.78% -2.704%
Zero 0.000% 3 0.39% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.02. Further, an Excess 峰度 of -0.16 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -31.84%00.00%0.00%
-31.84% to -23.21%41.56%1.56%
-23.21% to -14.59%124.67%6.23%
-14.59% to -5.96%4517.51%23.74%
-5.96% to 2.67%7428.79%52.53%
2.67% to 11.29%5922.96%75.49%
11.29% to 19.92%4015.56%91.05%
19.92% to 28.54%218.17%99.22%
28.54% to 37.17%20.78%100.00%
Greater than 37.17%00.00%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -8.84%14.17% 68.48%68.27%
±2σ -20.34%25.67% 96.11%95.45%
±3σ -31.84%37.17% 100.00%99.73%
Descriptive Statistics
均值2.665%
Standard Error0.717%
中位数1.971%
Mode1.297%
Standard Deviation11.501%
Sample Variance132.265%
峰度-0.16
偏度0.02
Range60.570%
Minimum-28.475%
Maximum32.095%
Count257
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 10.087% 152 59.14% 5.966%
负向 -8.081% 105 40.86% -3.302%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 25.37%
12 3 Years 23.65%
20 5 Years 20.50%
40 10 Years 19.36%
80 20 Years 17.50%
200 50 Years 18.70%
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 2.03. Further, an Excess 峰度 of 5.80 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -12.57%00.00%0.00%
-12.57% to -4.25%00.00%0.00%
-4.25% to 4.07%00.00%0.00%
4.07% to 12.39%5119.77%19.77%
12.39% to 20.70%10942.25%62.02%
20.70% to 29.02%5822.48%84.50%
29.02% to 37.34%259.69%94.19%
37.34% to 45.66%51.94%96.12%
45.66% to 53.98%41.55%97.67%
Greater than 53.98%62.33%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 9.61%31.80% 81.78%68.27%
±2σ -1.48%42.89% 95.74%95.45%
±3σ -12.57%53.98% 97.67%99.73%
Descriptive Statistics
均值20.704%
Standard Error0.691%
中位数17.953%
Mode12.343%
Standard Deviation11.091%
Sample Variance123.020%
峰度5.80
偏度2.03
Range68.841%
Minimum7.034%
Maximum75.875%
Count258
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 20.704% 258 100.00% 20.704%
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 0.65. Further, an Excess 峰度 of 0.73 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -35.13%00.00%0.00%
-35.13% to -26.50%00.00%0.00%
-26.50% to -17.89%135.04%5.04%
-17.89% to -9.26%5320.54%25.58%
-9.26% to -0.64%6826.36%51.94%
-0.64% to 7.98%7328.29%80.23%
7.98% to 16.60%3413.18%93.41%
16.60% to 25.22%93.49%96.90%
25.22% to 33.84%62.33%99.22%
Greater than 33.84%20.78%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -12.14%10.85% 70.54%68.27%
±2σ -23.63%22.34% 95.35%95.45%
±3σ -35.13%33.84% 99.22%99.73%
Descriptive Statistics
均值-0.644%
Standard Error0.716%
中位数-1.199%
Mode-18.584%
Standard Deviation11.494%
Sample Variance132.117%
峰度0.73
偏度0.65
Range65.421%
Minimum-24.113%
Maximum41.308%
Count258
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 9.103% 118 45.74% 4.163%
负向 -8.860% 140 54.26% -4.808%
Zero 0.000% 0 0.00% 0.000%