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JNJ 深度分析报告

Johnson & Johnson | 分类： Equity Mega Cap | 年化股息率： 2.25% ($5.20) | 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 1.44% 1.13% 1.23% 1.55% 1.38% 1.43% 224.38 230.66 221.31 233.86
周度 3.26% 2.81% 3.17% 3.54% 3.04% 3.16% 220.70 234.51 214.09 241.74
月度 5.88% 5.56% 5.74% 7.73% 6.32% 6.57% 213.56 242.34 200.48 258.16
季度 9.45% 9.34% 8.96% 13.37% 10.95% 11.38% 203.91 253.82 182.76 283.19
Annual — — — — 21.90% 22.76% 182.76 283.19 146.82 352.51
Option Time Horizon — — — — 8.34% 8.67% 209.29 247.30 192.53 268.82
Calculation Notes: Computed at 2026-04-26T02:44 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $227.50  |  Strike (K): $230.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $6.6750 (Bid $6.5500 / Ask $6.8000)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.25%  |  Binomial IV (Annual): 21.90% (CRR binomial tree, American, n=20 steps)  |  BS IV: 22.07% (European Black-Scholes)  |  Yahoo IV (Annual): 22.76% → 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
2026-02-24 $1.3000
2025-11-25 $1.3000
2025-08-26 $1.3000
2025-05-27 $1.3000
2025-02-18 $1.2400
2024-11-26 $1.2400
2024-08-27 $1.2400
2024-05-20 $1.2400
2024-02-16 $1.1900
2023-11-20 $1.1900
2023-08-25 $1.1900
2023-05-22 $1.1900
2023-02-17 $1.1300
2022-11-21 $1.1300
2022-08-22 $1.1300
2022-05-23 $1.1300
2022-02-18 $1.0600
2021-11-22 $1.0600
2021-08-23 $1.0600
2021-05-24 $1.0600
2021-02-22 $1.0100
2020-11-23 $1.0100
2020-08-24 $1.0100
2020-05-22 $1.0100
2020-02-24 $0.9500
2019-11-25 $0.9500
2019-08-26 $0.9500
2019-05-24 $0.9500
2019-02-25 $0.9000
2018-11-26 $0.9000
2018-08-27 $0.9000
2018-05-25 $0.9000
2018-02-26 $0.8400
2017-11-27 $0.8400
2017-08-25 $0.8400
2017-05-25 $0.8400
2017-02-24 $0.8000
2016-11-18 $0.8000
2016-08-19 $0.8000
2016-05-20 $0.8000
2016-02-19 $0.7500
2015-11-20 $0.7500
2015-08-21 $0.7500
2015-05-21 $0.7500
2015-02-20 $0.7000
2014-11-21 $0.7000
2014-08-22 $0.7000
2014-05-22 $0.7000
2014-02-21 $0.6600
2013-11-22 $0.6600
2013-08-23 $0.6600
2013-05-23 $0.6600
2013-02-22 $0.6100
2012-11-23 $0.6100
2012-08-24 $0.6100
2012-05-24 $0.6100
2012-02-24 $0.5700
2011-11-25 $0.5700
2011-08-26 $0.5700
2011-05-26 $0.5700
2011-02-25 $0.5400
2010-11-26 $0.5400
2010-08-27 $0.5400
2010-05-27 $0.5400
2010-02-19 $0.4900
2009-11-20 $0.4900
2009-08-21 $0.4900
2009-05-21 $0.4900
2009-02-20 $0.4600
2008-11-21 $0.4600
2008-08-22 $0.4600
2008-05-22 $0.4600
2008-02-22 $0.4150
2007-11-23 $0.4150
2007-08-24 $0.4150
2007-05-24 $0.4150
2007-02-23 $0.3750
2006-11-24 $0.3750
2006-08-25 $0.3750
2006-05-25 $0.3750
2006-02-24 $0.3300
2005-11-18 $0.3300
2005-08-19 $0.3300
2005-05-13 $0.3300
2005-02-11 $0.2850
2004-11-12 $0.2850
2004-08-13 $0.2850
2004-05-14 $0.2850
2004-02-12 $0.2400
2003-11-14 $0.2400
2003-08-15 $0.2400
2003-05-16 $0.2400
2003-02-13 $0.2050
2002-11-15 $0.2050
2002-08-16 $0.2050
2002-05-17 $0.2050
2002-02-14 $0.1800
2001-11-16 $0.1800
2001-08-17 $0.1800
2001-05-18 $0.1800
2001-02-15 $0.1600
2000-11-17 $0.1600
2000-08-18 $0.1600
2000-05-19 $0.1600
2000-02-11 $0.1400
1999-11-12 $0.1400
1999-08-13 $0.1400
1999-05-14 $0.1400
1999-02-11 $0.1250
1998-11-13 $0.1250
1998-08-14 $0.1250
1998-05-15 $0.1250
1998-02-12 $0.1100
1997-11-14 $0.1100
1997-08-15 $0.1100
1997-05-16 $0.1100
1997-02-13 $0.0950
1996-11-15 $0.0950
1996-08-16 $0.0950
1996-05-17 $0.0950
1996-02-15 $0.0825
1995-11-10 $0.0825
1995-08-11 $0.0825
1995-05-10 $0.0825
1995-02-08 $0.0725
1994-11-08 $0.0725
1994-08-10 $0.0725
1994-05-11 $0.0725
1994-02-09 $0.0650
1993-11-09 $0.0650
1993-08-11 $0.0650
1993-05-12 $0.0650
1993-02-09 $0.0575
1992-11-10 $0.0575
1992-08-12 $0.0575
1992-05-13 $0.0575
1992-02-11 $0.0500
1991-11-13 $0.0500
1991-08-14 $0.0500
1991-05-15 $0.0500
1991-02-12 $0.0425
1990-11-14 $0.0425
1990-08-15 $0.0425
1990-05-16 $0.0425
1990-02-13 $0.0362
1989-11-15 $0.0362
1989-08-16 $0.0362
1989-05-22 $0.0362
1989-02-14 $0.0312
1988-11-16 $0.0312
1988-08-17 $0.0312
1988-05-18 $0.0312
1988-02-17 $0.0262
1987-11-16 $0.0262
1987-08-17 $0.0262
1987-05-22 $0.0262
1987-02-23 $0.0219
1986-11-17 $0.0219
1986-08-18 $0.0219
1986-05-23 $0.0219
1986-02-24 $0.0203
1985-11-18 $0.0203
1985-08-19 $0.0203
1985-05-24 $0.0203
1985-02-15 $0.0187
1984-11-16 $0.0187
1984-08-20 $0.0187
1984-05-21 $0.0187
1984-02-17 $0.0172
1983-11-14 $0.0172
1983-08-15 $0.0172
1983-05-16 $0.0172
1983-02-18 $0.0156
1982-11-15 $0.0156
1982-08-16 $0.0156
1982-05-17 $0.0156
1982-02-22 $0.0138
1981-11-16 $0.0138
1981-08-17 $0.0138
1981-05-22 $0.0138
1981-02-13 $0.0120
1980-11-17 $0.0120
1980-08-18 $0.0120
1980-05-19 $0.0120
1980-02-15 $0.0104
1979-11-16 $0.0104
1979-08-20 $0.0104
1979-05-21 $0.0104
1979-02-20 $0.0104
1978-11-13 $0.0089
1978-08-14 $0.0089
1978-05-15 $0.0089
1978-02-10 $0.0089
1977-11-14 $0.0073
1977-08-15 $0.0073
1977-05-16 $0.0073
1977-02-18 $0.0073
1976-11-15 $0.0052
1976-08-16 $0.0052
1976-05-17 $0.0052
1976-02-13 $0.0063
1975-11-17 $0.0042
1975-08-18 $0.0042
1975-05-19 $0.0042
1975-02-14 $0.0052
1974-11-18 $0.0042
1974-08-19 $0.0042
1974-05-20 $0.0031
1974-02-15 $0.0036
1973-11-16 $0.0026
1973-08-20 $0.0026
1973-05-21 $0.0026
1973-02-16 $0.0031
1972-11-17 $0.0021
1972-08-21 $0.0021
1972-05-22 $0.0021
1972-02-18 $0.0031
1971-11-19 $0.0021
1971-08-23 $0.0021
1971-05-17 $0.0021
1971-02-22 $0.0027
1970-11-16 $0.0017
1970-08-17 $0.0017
1970-05-22 $0.0017
1970-02-16 $0.0021
1969-11-17 $0.0014
1969-08-18 $0.0014
1969-05-19 $0.0014
1969-02-14 $0.0017
1968-11-18 $0.0010
1968-08-19 $0.0010
1968-05-20 $0.0010
1968-02-16 $0.0014
1967-11-20 $0.0010
1967-08-14 $0.0010
1967-05-17 $0.0008
1967-02-20 $0.0014
1966-11-21 $0.0008
1966-08-16 $0.0008
1966-05-17 $0.0008
1966-02-21 $0.0014
1965-11-22 $0.0007
1965-08-17 $0.0007
1965-05-18 $0.0007
1965-02-23 $0.0013
1964-11-23 $0.0006
1964-08-18 $0.0006
1964-05-19 $0.0006
1964-02-25 $0.0010
1963-11-26 $0.0006
1963-08-20 $0.0006
1963-05-21 $0.0006
1963-02-19 $0.0008
1962-11-21 $0.0006
1962-08-21 $0.0006
1962-05-22 $0.0006
1962-02-13 $0.0006
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 7.37 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.25%870.54%0.54%
-4.25% to -3.18%1651.03%1.57%
-3.18% to -2.10%5803.61%5.18%
-2.10% to -1.02%194812.12%17.30%
-1.02% to 0.06%560634.88%52.17%
0.06% to 1.14%492730.65%82.83%
1.14% to 2.22%185311.53%94.36%
2.22% to 3.30%5823.62%97.98%
3.30% to 4.38%2051.28%99.25%
Greater than 4.38%1200.75%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.38%1.50% 76.46%68.27%
±2σ -2.82%2.94% 94.75%95.45%
±3σ -4.25%4.38% 98.71%99.73%
Descriptive Statistics
均值0.062%
Standard Error0.011%
中位数0.000%
Mode0.000%
Standard Deviation1.439%
Sample Variance2.069%
峰度7.37
偏度0.09
Range34.249%
Minimum-18.354%
Maximum15.895%
Count16073
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.094% 7880 49.03% 0.536%
负向 -1.014% 7526 46.82% -0.475%
Zero 0.000% 667 4.15% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 2.12%
20 1 Month 1.95%
60 1 Quarter 1.78%
250 1 Year 1.63%
750 3 Years 1.56%
1,250 5 Years 1.55%
2,500 10 Years 1.56%
5,000 20 Years 1.48%
12,500 50 Years 1.85%
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 4.12. Further, an Excess 峰度 of 63.92 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -1.67%00.00%0.00%
-1.67% to -0.82%00.00%0.00%
-0.82% to 0.02%00.00%0.00%
0.02% to 0.87%286217.81%17.81%
0.87% to 1.71%704643.83%61.64%
1.71% to 2.56%362822.57%84.21%
2.56% to 3.40%14799.20%93.41%
3.40% to 4.24%5863.65%97.06%
4.24% to 5.09%2281.42%98.48%
Greater than 5.09%2451.52%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.59%2.84% 82.78%68.27%
±2σ -0.54%3.96% 96.25%95.45%
±3σ -1.67%5.09% 98.48%99.73%
Descriptive Statistics
均值1.711%
Standard Error0.009%
中位数1.448%
Mode1.961%
Standard Deviation1.126%
Sample Variance1.267%
峰度63.92
偏度4.12
Range35.227%
Minimum0.067%
Maximum35.294%
Count16074
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.711% 16074 100.00% 1.711%
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 0.16. Further, an Excess 峰度 of 5.98 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -3.71%1010.63%0.63%
-3.71% to -2.79%2041.27%1.90%
-2.79% to -1.87%6283.91%5.80%
-1.87% to -0.94%183211.40%17.20%
-0.94% to -0.02%484030.11%47.31%
-0.02% to 0.90%569935.45%82.77%
0.90% to 1.82%191511.91%94.68%
1.82% to 2.75%5643.51%98.19%
2.75% to 3.67%1731.08%99.27%
Greater than 3.67%1180.73%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.25%1.21% 76.42%68.27%
±2σ -2.48%2.44% 94.66%95.45%
±3σ -3.71%3.67% 98.64%99.73%
Descriptive Statistics
均值-0.022%
Standard Error0.010%
中位数0.000%
Mode0.000%
Standard Deviation1.230%
Sample Variance1.512%
峰度5.98
偏度0.16
Range26.469%
Minimum-10.190%
Maximum16.279%
Count16074
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 0.913% 7446 46.32% 0.423%
负向 -0.932% 7668 47.70% -0.445%
Zero 0.000% 960 5.97% 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 4.90 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -9.47%180.54%0.54%
-9.47% to -7.03%371.10%1.64%
-7.03% to -4.59%1163.46%5.10%
-4.59% to -2.14%44613.29%18.39%
-2.14% to 0.30%107231.95%50.34%
0.30% to 2.74%107532.04%82.38%
2.74% to 5.19%40011.92%94.31%
5.19% to 7.63%1323.93%98.24%
7.63% to 10.07%330.98%99.23%
Greater than 10.07%260.77%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.96%3.56% 75.05%68.27%
±2σ -6.22%6.82% 95.29%95.45%
±3σ -9.47%10.07% 98.69%99.73%
Descriptive Statistics
均值0.300%
Standard Error0.056%
中位数0.292%
Mode0.000%
Standard Deviation3.258%
Sample Variance10.613%
峰度4.90
偏度0.02
Range49.256%
Minimum-28.729%
Maximum20.527%
Count3355
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.466% 1808 53.89% 1.329%
负向 -2.309% 1495 44.56% -1.029%
Zero 0.000% 52 1.55% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 3.94%
12 1 Quarter 3.95%
52 1 Year 3.70%
156 3 Years 3.61%
260 5 Years 3.54%
520 10 Years 3.59%
1,040 20 Years 3.35%
2,600 50 Years 4.32%
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 3.38. Further, an Excess 峰度 of 27.03 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.00%00.00%0.00%
-4.00% to -1.89%00.00%0.00%
-1.89% to 0.22%00.00%0.00%
0.22% to 2.33%61218.24%18.24%
2.33% to 4.44%141542.16%60.40%
4.44% to 6.55%81024.14%84.54%
6.55% to 8.67%3189.48%94.01%
8.67% to 10.78%1083.22%97.23%
10.78% to 12.89%401.19%98.42%
Greater than 12.89%531.58%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.63%7.26% 83.40%68.27%
±2σ -1.19%10.07% 96.57%95.45%
±3σ -4.00%12.89% 98.42%99.73%
Descriptive Statistics
均值4.444%
Standard Error0.049%
中位数3.833%
Mode3.333%
Standard Deviation2.815%
Sample Variance7.924%
峰度27.03
偏度3.38
Range42.494%
Minimum0.492%
Maximum42.986%
Count3356
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.444% 3356 100.00% 4.444%
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 1.08. Further, an Excess 峰度 of 12.35 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -9.62%160.48%0.48%
-9.62% to -7.25%320.95%1.43%
-7.25% to -4.87%1193.55%4.98%
-4.87% to -2.49%46913.97%18.95%
-2.49% to -0.11%111233.13%52.09%
-0.11% to 2.27%100830.04%82.12%
2.27% to 4.65%41812.46%94.58%
4.65% to 7.02%1193.55%98.12%
7.02% to 9.40%361.07%99.20%
Greater than 9.40%270.80%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.28%3.06% 75.42%68.27%
±2σ -6.45%6.23% 95.50%95.45%
±3σ -9.62%9.40% 98.72%99.73%
Descriptive Statistics
均值-0.111%
Standard Error0.055%
中位数-0.224%
Mode0.000%
Standard Deviation3.171%
Sample Variance10.055%
峰度12.35
偏度1.08
Range57.973%
Minimum-15.919%
Maximum42.054%
Count3356
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.366% 1520 45.29% 1.072%
负向 -2.236% 1775 52.89% -1.183%
Zero 0.000% 61 1.82% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.07. Further, an Excess 峰度 of 0.35 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -16.39%10.13%0.13%
-16.39% to -11.98%131.69%1.82%
-11.98% to -7.57%374.80%6.61%
-7.57% to -3.16%10914.14%20.75%
-3.16% to 1.25%23230.09%50.84%
1.25% to 5.66%21127.37%78.21%
5.66% to 10.07%12015.56%93.77%
10.07% to 14.48%334.28%98.05%
14.48% to 18.89%131.69%99.74%
Greater than 18.89%20.26%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.63%7.13% 70.95%68.27%
±2σ -10.51%13.01% 93.90%95.45%
±3σ -16.39%18.89% 99.61%99.73%
Descriptive Statistics
均值1.249%
Standard Error0.212%
中位数1.142%
Mode0.000%
Standard Deviation5.879%
Sample Variance34.558%
峰度0.35
偏度0.07
Range38.570%
Minimum-17.339%
Maximum21.231%
Count771
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.097% 448 58.11% 2.962%
负向 -4.167% 317 41.12% -1.713%
Zero 0.000% 6 0.78% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 8.95%
12 1 Year 9.01%
36 3 Years 8.03%
60 5 Years 7.73%
120 10 Years 7.91%
240 20 Years 7.26%
600 50 Years 9.17%
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 3.66. Further, an Excess 峰度 of 34.31 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -6.66%00.00%0.00%
-6.66% to -2.48%00.00%0.00%
-2.48% to 1.69%00.00%0.00%
1.69% to 5.86%14919.30%19.30%
5.86% to 10.03%30439.38%58.68%
10.03% to 14.20%20126.04%84.72%
14.20% to 18.36%688.81%93.52%
18.36% to 22.54%273.50%97.02%
22.54% to 26.70%141.81%98.83%
Greater than 26.70%91.17%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 4.47%15.59% 79.92%68.27%
±2σ -1.09%21.14% 96.63%95.45%
±3σ -6.65%26.70% 98.83%99.73%
Descriptive Statistics
均值10.025%
Standard Error0.200%
中位数8.986%
Mode8.579%
Standard Deviation5.560%
Sample Variance30.916%
峰度34.31
偏度3.66
Range77.857%
Minimum2.233%
Maximum80.090%
Count772
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 10.025% 772 100.00% 10.025%
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 0.31. Further, an Excess 峰度 of 0.64 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -17.95%00.00%0.00%
-17.95% to -13.64%60.78%0.78%
-13.64% to -9.34%324.15%4.92%
-9.34% to -5.03%13717.75%22.67%
-5.03% to -0.72%22328.89%51.55%
-0.72% to 3.58%22729.40%80.96%
3.58% to 7.89%9412.18%93.13%
7.89% to 12.19%334.27%97.41%
12.19% to 16.50%162.07%99.48%
Greater than 16.50%40.52%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -6.46%5.02% 70.60%68.27%
±2σ -12.21%10.76% 94.17%95.45%
±3σ -17.95%16.50% 99.48%99.73%
Descriptive Statistics
均值-0.724%
Standard Error0.207%
中位数-0.980%
Mode0.000%
Standard Deviation5.741%
Sample Variance32.956%
峰度0.64
偏度0.31
Range39.328%
Minimum-17.287%
Maximum22.041%
Count772
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.421% 330 42.75% 1.890%
负向 -4.660% 433 56.09% -2.614%
Zero 0.000% 9 1.17% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.16. Further, an Excess 峰度 of 0.06 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -24.64%00.00%0.00%
-24.64% to -17.55%31.17%1.17%
-17.55% to -10.47%124.67%5.84%
-10.47% to -3.39%4517.51%23.35%
-3.39% to 3.70%6926.85%50.19%
3.70% to 10.78%7027.24%77.43%
10.78% to 17.87%4115.95%93.39%
17.87% to 24.95%135.06%98.44%
24.95% to 32.03%41.56%100.00%
Greater than 32.03%00.00%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.75%13.14% 67.70%68.27%
±2σ -15.19%22.59% 94.16%95.45%
±3σ -24.64%32.03% 100.00%99.73%
Descriptive Statistics
均值3.698%
Standard Error0.589%
中位数3.661%
Mode-12.978%
Standard Deviation9.445%
Sample Variance89.200%
峰度0.06
偏度0.16
Range52.311%
Minimum-21.050%
Maximum31.261%
Count257
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 9.128% 165 64.20% 5.860%
负向 -6.042% 92 35.80% -2.163%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 17.34%
12 3 Years 14.79%
20 5 Years 13.37%
40 10 Years 13.57%
80 20 Years 12.57%
200 50 Years 15.49%
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 2.69. Further, an Excess 峰度 of 14.93 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -10.09%00.00%0.00%
-10.09% to -3.08%00.00%0.00%
-3.08% to 3.92%00.00%0.00%
3.92% to 10.93%4918.99%18.99%
10.93% to 17.93%10440.31%59.30%
17.93% to 24.94%6224.03%83.33%
24.94% to 31.95%2710.47%93.80%
31.95% to 38.95%93.49%97.29%
38.95% to 45.96%41.55%98.84%
Greater than 45.96%31.16%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 8.59%27.28% 79.84%68.27%
±2σ -0.75%36.62% 97.29%95.45%
±3σ -10.09%45.96% 98.84%99.73%
Descriptive Statistics
均值17.934%
Standard Error0.582%
中位数15.797%
Mode12.160%
Standard Deviation9.342%
Sample Variance87.277%
峰度14.93
偏度2.69
Range85.052%
Minimum5.672%
Maximum90.724%
Count258
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 17.934% 258 100.00% 17.934%
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 0.38. Further, an Excess 峰度 of 0.37 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -29.07%00.00%0.00%
-29.07% to -22.35%20.78%0.78%
-22.35% to -15.64%135.04%5.81%
-15.64% to -8.92%4316.67%22.48%
-8.92% to -2.20%8131.40%53.88%
-2.20% to 4.51%6324.42%78.29%
4.51% to 11.23%3714.34%92.64%
11.23% to 17.95%135.04%97.67%
17.95% to 24.66%41.55%99.22%
Greater than 24.66%20.78%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -11.16%6.75% 67.44%68.27%
±2σ -20.11%15.71% 96.51%95.45%
±3σ -29.07%24.66% 99.22%99.73%
Descriptive Statistics
均值-2.203%
Standard Error0.558%
中位数-3.083%
Mode-23.669%
Standard Deviation8.956%
Sample Variance80.203%
峰度0.37
偏度0.38
Range51.447%
Minimum-23.669%
Maximum27.778%
Count258
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 6.922% 97 37.60% 2.602%
负向 -7.749% 160 62.02% -4.806%
Zero 0.000% 1 0.39% 0.000%