INTU 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	2.87%	2.78%	2.53%	2.91%	3.53%	3.55%	382.21	410.18	368.95	424.92
周度	6.09%	7.08%	6.07%	7.04%	7.77%	7.81%	366.34	427.96	338.94	462.55
月度	11.84%	14.74%	10.84%	14.61%	16.18%	16.26%	336.79	465.50	286.48	547.26
季度	21.49%	29.96%	17.67%	24.20%	28.03%	28.17%	299.17	524.04	226.05	693.56
Annual	—	—	—	—	56.05%	56.33%	226.05	693.56	129.05	1214.86
Option Time Horizon	—	—	—	—	21.36%	21.47%	319.80	490.24	258.29	606.98

Calculation Notes: Computed at 2026-04-26T02:44 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $395.95 | Strike (K): $400.00 (first OTM call ≥ spot) | Observed Mid-价格: $32.3500 (Bid $30.4000 / Ask $34.3000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 1.17% | Binomial IV (Annual): 56.05% (CRR binomial tree, American, n=20 steps) | BS IV: 55.88% (European Black-Scholes) | Yahoo IV (Annual): 56.33% → 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
2026-04-09	$1.2000
2026-01-09	$1.2000
2025-10-09	$1.2000
2025-07-10	$1.0400
2025-04-10	$1.0400
2025-01-10	$1.0400
2024-10-10	$1.0400
2024-07-10	$0.9000
2024-04-09	$0.9000
2024-01-09	$0.9000
2023-10-05	$0.9000
2023-07-07	$0.7800
2023-04-06	$0.7800
2023-01-09	$0.7800
2022-10-06	$0.7800
2022-07-08	$0.6800
2022-04-08	$0.6800
2022-01-07	$0.6800
2021-10-07	$0.6800
2021-07-09	$0.5900
2021-04-09	$0.5900
2021-01-08	$0.5900
2020-10-08	$0.5900
2020-07-09	$0.5300
2020-04-09	$0.5300
2020-01-09	$0.5300
2019-10-09	$0.5300
2019-07-09	$0.4700
2019-04-09	$0.4700
2019-01-09	$0.4700
2018-10-09	$0.4700
2018-07-09	$0.3900
2018-04-09	$0.3900
2018-01-09	$0.3900
2017-10-06	$0.3900
2017-07-06	$0.3400
2017-04-06	$0.3400
2017-01-06	$0.3400
2016-10-05	$0.3400
2016-07-08	$0.3000
2016-04-07	$0.3000
2016-01-07	$0.3000
2015-10-07	$0.3000
2015-07-08	$0.2500
2015-04-08	$0.2500
2015-01-07	$0.2500
2014-10-08	$0.2500
2014-07-08	$0.1900
2014-04-08	$0.1900
2014-01-08	$0.1900
2013-10-08	$0.1900
2013-07-08	$0.1700
2013-04-08	$0.1700
2013-01-08	$0.1700
2012-10-05	$0.1700
2012-07-06	$0.1500
2012-04-05	$0.1500
2012-01-06	$0.1500
2011-10-05	$0.1500

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Right Skewed (正向 Asymmetry) with a 偏度 factor of 0.61. Further, an Excess 峰度 of 13.65 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -8.50%	57	0.68%	0.68%
-8.50% to -6.35%	91	1.09%	1.78%
-6.35% to -4.20%	240	2.88%	4.66%
-4.20% to -2.05%	787	9.44%	14.10%
-2.05% to 0.10%	3102	37.22%	51.31%
0.10% to 2.25%	2949	35.38%	86.69%
2.25% to 4.40%	711	8.53%	95.22%
4.40% to 6.55%	216	2.59%	97.82%
6.55% to 8.70%	98	1.18%	98.99%
Greater than 8.70%	84	1.01%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.77%	2.97%	81.01%	68.27%
±2σ	-5.63%	5.84%	94.72%	95.45%
±3σ	-8.50%	8.70%	98.31%	99.73%

Descriptive Statistics

均值	0.102%
Standard Error	0.031%
中位数	0.051%
Mode	0.000%
Standard Deviation	2.867%
Sample Variance	8.221%
峰度	13.65
偏度	0.61
Range	63.518%
Minimum	-29.438%
Maximum	34.080%
Count	8335

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.879%	4258	51.09%	0.960%
负向	-1.820%	3927	47.12%	-0.857%
Zero	0.000%	150	1.80%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	4.73%
20	1 Month	4.79%
60	1 Quarter	5.18%
250	1 Year	2.98%
750	3 Years	2.65%
1,250	5 Years	2.91%
2,500	10 Years	2.58%
5,000	20 Years	2.45%
12,500	50 Years	3.43%

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 3.55. Further, an Excess 峰度 of 29.95 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -5.00%	0	0.00%	0.00%
-5.00% to -2.91%	0	0.00%	0.00%
-2.91% to -0.83%	0	0.00%	0.00%
-0.83% to 1.25%	1009	12.10%	12.10%
1.25% to 3.33%	4532	54.37%	66.47%
3.33% to 5.42%	1520	18.23%	84.70%
5.42% to 7.50%	670	8.04%	92.74%
7.50% to 9.58%	302	3.62%	96.37%
9.58% to 11.66%	151	1.81%	98.18%
Greater than 11.66%	152	1.82%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.56%	6.11%	87.76%	68.27%
±2σ	-2.22%	8.89%	95.48%	95.45%
±3σ	-5.00%	11.66%	98.18%	99.73%

Descriptive Statistics

均值	3.334%
Standard Error	0.030%
中位数	2.434%
Mode	3.030%
Standard Deviation	2.777%
Sample Variance	7.714%
峰度	29.95
偏度	3.55
Range	52.433%
Minimum	0.393%
Maximum	52.826%
Count	8336

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.334%	8336	100.00%	3.334%
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 0.88. Further, an Excess 峰度 of 19.52 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -7.57%	77	0.92%	0.92%
-7.57% to -5.67%	89	1.07%	1.99%
-5.67% to -3.78%	209	2.51%	4.50%
-3.78% to -1.89%	775	9.30%	13.80%
-1.89% to 0.01%	3254	39.04%	52.83%
0.01% to 1.90%	2716	32.58%	85.41%
1.90% to 3.80%	769	9.23%	94.64%
3.80% to 5.69%	281	3.37%	98.01%
5.69% to 7.59%	88	1.06%	99.06%
Greater than 7.59%	78	0.94%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.52%	2.53%	80.10%	68.27%
±2σ	-5.04%	5.06%	94.73%	95.45%
±3σ	-7.57%	7.59%	98.14%	99.73%

Descriptive Statistics

均值	0.009%
Standard Error	0.028%
中位数	-0.056%
Mode	0.000%
Standard Deviation	2.526%
Sample Variance	6.380%
峰度	19.52
偏度	0.88
Range	66.529%
Minimum	-21.036%
Maximum	45.493%
Count	8336

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.741%	3939	47.25%	0.823%
负向	-1.587%	4272	51.25%	-0.813%
Zero	0.000%	125	1.50%	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 7.99 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -17.78%	11	0.64%	0.64%
-17.78% to -13.22%	21	1.22%	1.85%
-13.22% to -8.65%	62	3.59%	5.44%
-8.65% to -4.08%	162	9.38%	14.81%
-4.08% to 0.48%	645	37.33%	52.14%
0.48% to 5.04%	574	33.22%	85.36%
5.04% to 9.61%	162	9.38%	94.73%
9.61% to 14.18%	51	2.95%	97.69%
14.18% to 18.74%	21	1.22%	98.90%
Greater than 18.74%	19	1.10%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.61%	6.57%	79.92%	68.27%
±2σ	-11.69%	12.65%	94.39%	95.45%
±3σ	-17.78%	18.74%	98.26%	99.73%

Descriptive Statistics

均值	0.480%
Standard Error	0.146%
中位数	0.297%
Mode	0.000%
Standard Deviation	6.087%
Sample Variance	37.052%
峰度	7.99
偏度	0.72
Range	84.437%
Minimum	-30.051%
Maximum	54.386%
Count	1728

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.283%	915	52.95%	2.268%
负向	-3.876%	797	46.12%	-1.788%
Zero	0.000%	16	0.93%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	11.61%
12	1 Quarter	12.95%
52	1 Year	7.53%
156	3 Years	6.38%
260	5 Years	7.04%
520	10 Years	6.15%
1,040	20 Years	5.70%
2,600	50 Years	7.97%

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 2.93. Further, an Excess 峰度 of 14.14 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -12.79%	0	0.00%	0.00%
-12.79% to -7.48%	0	0.00%	0.00%
-7.48% to -2.18%	0	0.00%	0.00%
-2.18% to 3.13%	225	13.01%	13.01%
3.13% to 8.44%	921	53.27%	66.28%
8.44% to 13.75%	310	17.93%	84.21%
13.75% to 19.05%	156	9.02%	93.23%
19.05% to 24.36%	54	3.12%	96.36%
24.36% to 29.67%	31	1.79%	98.15%
Greater than 29.67%	32	1.85%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.36%	15.52%	86.81%	68.27%
±2σ	-5.71%	22.59%	96.12%	95.45%
±3σ	-12.79%	29.67%	98.15%	99.73%

Descriptive Statistics

均值	8.439%
Standard Error	0.170%
中位数	6.098%
Mode	2.842%
Standard Deviation	7.077%
Sample Variance	50.083%
峰度	14.14
偏度	2.93
Range	71.185%
Minimum	1.168%
Maximum	72.353%
Count	1729

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.439%	1729	100.00%	8.439%
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 0.97. Further, an Excess 峰度 of 7.53 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -18.19%	8	0.46%	0.46%
-18.19% to -13.64%	15	0.87%	1.33%
-13.64% to -9.09%	51	2.95%	4.28%
-9.09% to -4.55%	182	10.53%	14.81%
-4.55% to 0.00%	682	39.44%	54.25%
0.00% to 4.55%	546	31.58%	85.83%
4.55% to 9.10%	145	8.39%	94.22%
9.10% to 13.65%	53	3.07%	97.28%
13.65% to 18.20%	26	1.50%	98.79%
Greater than 18.20%	21	1.21%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.06%	6.07%	79.53%	68.27%
±2σ	-12.13%	12.13%	94.39%	95.45%
±3σ	-18.19%	18.20%	98.32%	99.73%

Descriptive Statistics

均值	0.003%
Standard Error	0.146%
中位数	-0.301%
Mode	0.000%
Standard Deviation	6.065%
Sample Variance	36.788%
峰度	7.53
偏度	0.97
Range	79.638%
Minimum	-34.848%
Maximum	44.790%
Count	1729

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.386%	791	45.75%	2.007%
负向	-3.736%	927	53.62%	-2.003%
Zero	0.000%	11	0.64%	0.000%

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 1.45. 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 -33.52%	1	0.25%	0.25%
-33.52% to -24.65%	5	1.26%	1.51%
-24.65% to -15.77%	10	2.52%	4.03%
-15.77% to -6.89%	47	11.84%	15.87%
-6.89% to 1.98%	142	35.77%	51.64%
1.98% to 10.86%	139	35.01%	86.65%
10.86% to 19.74%	36	9.07%	95.72%
19.74% to 28.61%	9	2.27%	97.98%
28.61% to 37.49%	4	1.01%	98.99%
Greater than 37.49%	4	1.01%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.85%	13.82%	80.10%	68.27%
±2σ	-21.69%	25.66%	95.72%	95.45%
±3σ	-33.53%	37.49%	98.74%	99.73%

Descriptive Statistics

均值	1.983%
Standard Error	0.594%
中位数	1.564%
Mode	-7.143%
Standard Deviation	11.836%
Sample Variance	140.081%
峰度	8.93
偏度	1.45
Range	110.011%
Minimum	-33.908%
Maximum	76.103%
Count	397

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.661%	229	57.68%	4.996%
负向	-7.162%	167	42.06%	-3.013%
Zero	0.000%	1	0.25%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	24.31%
12	1 Year	15.86%
36	3 Years	13.47%
60	5 Years	14.61%
120	10 Years	13.05%
240	20 Years	11.96%
600	50 Years	16.67%

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 2.57. Further, an Excess 峰度 of 9.38 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -25.50%	0	0.00%	0.00%
-25.50% to -14.44%	0	0.00%	0.00%
-14.44% to -3.39%	0	0.00%	0.00%
-3.39% to 7.67%	52	13.07%	13.07%
7.67% to 18.73%	207	52.01%	65.08%
18.73% to 29.78%	77	19.35%	84.42%
29.78% to 40.84%	35	8.79%	93.22%
40.84% to 51.89%	11	2.76%	95.98%
51.89% to 62.95%	6	1.51%	97.49%
Greater than 62.95%	10	2.51%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	3.98%	33.47%	87.19%	68.27%
±2σ	-10.76%	48.21%	95.48%	95.45%
±3σ	-25.50%	62.95%	97.49%	99.73%

Descriptive Statistics

均值	18.725%
Standard Error	0.739%
中位数	14.015%
Mode	8.592%
Standard Deviation	14.741%
Sample Variance	217.304%
峰度	9.38
偏度	2.57
Range	115.023%
Minimum	3.487%
Maximum	118.510%
Count	398

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	18.725%	398	100.00%	18.725%
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 0.67. Further, an Excess 峰度 of 3.75 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -33.24%	4	1.01%	1.01%
-33.24% to -25.11%	2	0.50%	1.51%
-25.11% to -16.98%	10	2.51%	4.02%
-16.98% to -8.85%	49	12.31%	16.33%
-8.85% to -0.72%	158	39.70%	56.03%
-0.72% to 7.41%	115	28.89%	84.92%
7.41% to 15.54%	34	8.54%	93.47%
15.54% to 23.67%	15	3.77%	97.24%
23.67% to 31.80%	5	1.26%	98.49%
Greater than 31.80%	6	1.51%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.56%	10.12%	78.39%	68.27%
±2σ	-22.40%	20.96%	94.22%	95.45%
±3σ	-33.24%	31.80%	97.49%	99.73%

Descriptive Statistics

均值	-0.718%
Standard Error	0.543%
中位数	-1.608%
Mode	-5.029%
Standard Deviation	10.840%
Sample Variance	117.516%
峰度	3.75
偏度	0.67
Range	88.353%
Minimum	-40.875%
Maximum	47.478%
Count	398

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.399%	165	41.46%	3.482%
负向	-7.205%	232	58.29%	-4.200%
Zero	0.000%	1	0.25%	0.000%

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 1.93. Further, an Excess 峰度 of 6.95 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -58.52%	0	0.00%	0.00%
-58.52% to -42.41%	0	0.00%	0.00%
-42.41% to -26.29%	3	2.27%	2.27%
-26.29% to -10.17%	19	14.39%	16.67%
-10.17% to 5.95%	54	40.91%	57.58%
5.95% to 22.07%	42	31.82%	89.39%
22.07% to 38.19%	8	6.06%	95.45%
38.19% to 54.31%	1	0.76%	96.21%
54.31% to 70.43%	1	0.76%	96.97%
Greater than 70.43%	4	3.03%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-15.54%	27.44%	81.82%	68.27%
±2σ	-37.03%	48.94%	95.45%	95.45%
±3σ	-58.52%	70.43%	96.97%	99.73%

Descriptive Statistics

均值	5.952%
Standard Error	1.871%
中位数	3.575%
Mode	-40.414%
Standard Deviation	21.492%
Sample Variance	461.909%
峰度	6.95
偏度	1.93
Range	147.496%
Minimum	-40.414%
Maximum	107.082%
Count	132

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	16.263%	82	62.12%	10.103%
负向	-11.183%	49	37.12%	-4.151%
Zero	0.000%	1	0.76%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	27.69%
12	3 Years	22.48%
20	5 Years	24.20%
40	10 Years	21.73%
80	20 Years	20.25%
200	50 Years	29.54%

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 3.05. Further, an Excess 峰度 of 13.18 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -54.62%	0	0.00%	0.00%
-54.62% to -32.16%	0	0.00%	0.00%
-32.16% to -9.69%	0	0.00%	0.00%
-9.69% to 12.78%	9	6.77%	6.77%
12.78% to 35.25%	79	59.40%	66.17%
35.25% to 57.72%	27	20.30%	86.47%
57.72% to 80.18%	10	7.52%	93.98%
80.18% to 102.65%	2	1.50%	95.49%
102.65% to 125.12%	4	3.01%	98.50%
Greater than 125.12%	2	1.50%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	5.29%	65.20%	89.47%	68.27%
±2σ	-24.67%	95.16%	94.74%	95.45%
±3σ	-54.62%	125.12%	98.50%	99.73%

Descriptive Statistics

均值	35.247%
Standard Error	2.598%
中位数	24.863%
Mode	14.790%
Standard Deviation	29.957%
Sample Variance	897.415%
峰度	13.18
偏度	3.05
Range	217.796%
Minimum	7.260%
Maximum	225.056%
Count	133

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	35.247%	133	100.00%	35.247%
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 3.28 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -55.10%	0	0.00%	0.00%
-55.10% to -41.85%	3	2.26%	2.26%
-41.85% to -28.60%	2	1.50%	3.76%
-28.60% to -15.35%	12	9.02%	12.78%
-15.35% to -2.09%	57	42.86%	55.64%
-2.09% to 11.16%	37	27.82%	83.46%
11.16% to 24.41%	13	9.77%	93.23%
24.41% to 37.67%	6	4.51%	97.74%
37.67% to 50.92%	1	0.75%	98.50%
Greater than 50.92%	2	1.50%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-19.76%	15.58%	77.44%	68.27%
±2σ	-37.43%	33.25%	92.48%	95.45%
±3σ	-55.10%	50.92%	98.50%	99.73%

Descriptive Statistics

均值	-2.092%
Standard Error	1.532%
中位数	-3.432%
Mode	-50.984%
Standard Deviation	17.671%
Sample Variance	312.251%
峰度	3.28
偏度	0.71
Range	124.027%
Minimum	-50.984%
Maximum	73.043%
Count	133

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	14.105%	50	37.59%	5.303%
负向	-11.994%	82	61.65%	-7.395%
Zero	0.000%	1	0.75%	0.000%

INTU 深度分析报告