KSS 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	2.84%	2.33%	2.38%	5.17%	4.98%	4.93%	13.98	15.44	13.30	16.23
周度	6.12%	6.12%	6.13%	12.21%	10.97%	10.85%	13.16	16.39	11.80	18.29
月度	11.49%	16.43%	13.61%	27.62%	22.84%	22.58%	11.69	18.46	9.30	23.19
季度	20.49%	37.52%	22.66%	50.49%	39.56%	39.11%	9.89	21.82	6.66	32.40
Annual	—	—	—	—	79.11%	78.22%	6.66	32.40	3.02	71.48
Option Time Horizon	—	—	—	—	30.15%	29.81%	10.87	19.86	8.04	26.85

Calculation Notes: Computed at 2026-04-26T02:46 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $14.69 | Strike (K): $15.00 (first OTM call ≥ spot) | Observed Mid-价格: $1.6250 (Bid $1.5400 / Ask $1.7100) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 3.32% | Binomial IV (Annual): 79.11% (CRR binomial tree, American, n=20 steps) | BS IV: 79.19% (European Black-Scholes) | Yahoo IV (Annual): 78.22% → 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
2026-03-18	$0.1250
2025-12-10	$0.1250
2025-09-10	$0.1250
2025-06-11	$0.1250
2025-03-21	$0.1250
2024-12-11	$0.5000
2024-09-11	$0.5000
2024-06-12	$0.5000
2024-03-19	$0.5000
2023-12-05	$0.5000
2023-09-05	$0.5000
2023-06-06	$0.5000
2023-03-14	$0.5000
2022-12-06	$0.5000
2022-09-06	$0.5000
2022-06-07	$0.5000
2022-03-15	$0.5000
2021-12-07	$0.2500
2021-09-07	$0.2500
2021-06-08	$0.2500
2021-03-16	$0.2500
2020-03-17	$0.7040
2019-12-10	$0.6700
2019-09-10	$0.6700
2019-06-11	$0.6700
2019-03-19	$0.6700
2018-12-11	$0.6100
2018-09-11	$0.6100
2018-06-12	$0.6100
2018-03-13	$0.6100
2017-12-05	$0.5500
2017-09-01	$0.5500
2017-06-05	$0.5500
2017-03-06	$0.5500
2016-12-05	$0.5000
2016-09-02	$0.5000
2016-06-06	$0.5000
2016-03-07	$0.5000
2015-12-07	$0.4500
2015-09-04	$0.4500
2015-06-08	$0.4500
2015-03-09	$0.4500
2014-12-08	$0.3900
2014-09-08	$0.3900
2014-06-09	$0.3900
2014-03-10	$0.3900
2013-12-09	$0.3500
2013-09-09	$0.3500
2013-06-10	$0.3500
2013-03-11	$0.3500
2012-12-03	$0.3200
2012-08-31	$0.3200
2012-06-04	$0.3200
2012-03-05	$0.3200
2011-12-05	$0.2500
2011-09-02	$0.2500
2011-06-06	$0.2500
2011-03-07	$0.2500

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Right Skewed (正向 Asymmetry) with a 偏度 factor of 0.98. Further, an Excess 峰度 of 20.86 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -8.46%	54	0.63%	0.63%
-8.46% to -6.33%	67	0.78%	1.42%
-6.33% to -4.19%	235	2.75%	4.17%
-4.19% to -2.06%	957	11.21%	15.37%
-2.06% to 0.07%	3092	36.21%	51.58%
0.07% to 2.21%	2834	33.19%	84.77%
2.21% to 4.34%	893	10.46%	95.22%
4.34% to 6.47%	257	3.01%	98.23%
6.47% to 8.61%	83	0.97%	99.20%
Greater than 8.61%	68	0.80%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.77%	2.92%	79.81%	68.27%
±2σ	-5.61%	5.76%	95.53%	95.45%
±3σ	-8.46%	8.61%	98.57%	99.73%

Descriptive Statistics

均值	0.073%
Standard Error	0.031%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.844%
Sample Variance	8.086%
峰度	20.86
偏度	0.98
Range	66.596%
Minimum	-24.066%
Maximum	42.530%
Count	8540

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.967%	4213	49.33%	0.970%
负向	-1.845%	4155	48.65%	-0.898%
Zero	0.000%	172	2.01%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	5.89%
20	1 Month	5.32%
60	1 Quarter	5.95%
250	1 Year	6.36%
750	3 Years	5.40%
1,250	5 Years	5.17%
2,500	10 Years	4.67%
5,000	20 Years	3.77%
12,500	50 Years	3.44%

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 5.62. Further, an Excess 峰度 of 106.58 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -3.72%	0	0.00%	0.00%
-3.72% to -1.97%	0	0.00%	0.00%
-1.97% to -0.22%	0	0.00%	0.00%
-0.22% to 1.52%	1266	14.82%	14.82%
1.52% to 3.27%	4085	47.83%	62.65%
3.27% to 5.02%	1957	22.91%	85.56%
5.02% to 6.76%	716	8.38%	93.95%
6.76% to 8.51%	266	3.11%	97.06%
8.51% to 10.26%	135	1.58%	98.64%
Greater than 10.26%	116	1.36%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.94%	5.60%	86.79%	68.27%
±2σ	-1.39%	7.93%	96.52%	95.45%
±3σ	-3.72%	10.26%	98.64%	99.73%

Descriptive Statistics

均值	3.270%
Standard Error	0.025%
中位数	2.722%
Mode	2.564%
Standard Deviation	2.329%
Sample Variance	5.422%
峰度	106.58
偏度	5.62
Range	72.674%
Minimum	0.244%
Maximum	72.918%
Count	8541

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.270%	8541	100.00%	3.270%
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 0.79. Further, an Excess 峰度 of 14.28 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -7.08%	53	0.62%	0.62%
-7.08% to -5.30%	76	0.89%	1.51%
-5.30% to -3.52%	304	3.56%	5.07%
-3.52% to -1.74%	996	11.66%	16.73%
-1.74% to 0.04%	2947	34.50%	51.24%
0.04% to 1.82%	2749	32.19%	83.42%
1.82% to 3.60%	975	11.42%	94.84%
3.60% to 5.38%	288	3.37%	98.21%
5.38% to 7.17%	91	1.07%	99.27%
Greater than 7.17%	62	0.73%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.33%	2.42%	77.64%	68.27%
±2σ	-4.71%	4.79%	95.21%	95.45%
±3σ	-7.08%	7.17%	98.65%	99.73%

Descriptive Statistics

均值	0.041%
Standard Error	0.026%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.375%
Sample Variance	5.642%
峰度	14.28
偏度	0.79
Range	58.732%
Minimum	-21.005%
Maximum	37.727%
Count	8541

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.712%	4203	49.21%	0.842%
负向	-1.649%	4151	48.60%	-0.801%
Zero	0.000%	187	2.19%	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 0.57. Further, an Excess 峰度 of 7.70 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -18.03%	8	0.45%	0.45%
-18.03% to -13.44%	21	1.19%	1.64%
-13.44% to -8.85%	64	3.62%	5.25%
-8.85% to -4.25%	211	11.92%	17.18%
-4.25% to 0.34%	591	33.39%	50.56%
0.34% to 4.93%	595	33.62%	84.18%
4.93% to 9.52%	190	10.73%	94.92%
9.52% to 14.11%	55	3.11%	98.02%
14.11% to 18.70%	19	1.07%	99.10%
Greater than 18.70%	16	0.90%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.78%	6.46%	77.97%	68.27%
±2σ	-11.91%	12.58%	95.31%	95.45%
±3σ	-18.03%	18.70%	98.64%	99.73%

Descriptive Statistics

均值	0.338%
Standard Error	0.146%
中位数	0.297%
Mode	0.000%
Standard Deviation	6.122%
Sample Variance	37.481%
峰度	7.70
偏度	0.57
Range	92.755%
Minimum	-39.354%
Maximum	53.401%
Count	1770

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.408%	921	52.03%	2.294%
负向	-4.111%	842	47.57%	-1.956%
Zero	0.000%	7	0.40%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	10.26%
12	1 Quarter	13.51%
52	1 Year	15.34%
156	3 Years	12.87%
260	5 Years	12.21%
520	10 Years	11.08%
1,040	20 Years	8.77%
2,600	50 Years	8.17%

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 3.61. Further, an Excess 峰度 of 24.94 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -9.83%	0	0.00%	0.00%
-9.83% to -5.24%	0	0.00%	0.00%
-5.24% to -0.65%	0	0.00%	0.00%
-0.65% to 3.93%	239	13.50%	13.50%
3.93% to 8.52%	891	50.31%	63.81%
8.52% to 13.11%	377	21.29%	85.09%
13.11% to 17.69%	154	8.70%	93.79%
17.69% to 22.28%	54	3.05%	96.84%
22.28% to 26.87%	24	1.36%	98.19%
Greater than 26.87%	32	1.81%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.40%	14.64%	87.41%	68.27%
±2σ	-3.71%	20.75%	96.10%	95.45%
±3σ	-9.83%	26.87%	98.19%	99.73%

Descriptive Statistics

均值	8.520%
Standard Error	0.145%
中位数	6.929%
Mode	6.667%
Standard Deviation	6.116%
Sample Variance	37.403%
峰度	24.94
偏度	3.61
Range	79.669%
Minimum	1.449%
Maximum	81.118%
Count	1771

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.520%	1771	100.00%	8.520%
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 1.84. Further, an Excess 峰度 of 17.59 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -18.24%	6	0.34%	0.34%
-18.24% to -13.65%	14	0.79%	1.13%
-13.65% to -9.05%	54	3.05%	4.18%
-9.05% to -4.46%	210	11.86%	16.04%
-4.46% to 0.14%	654	36.93%	52.96%
0.14% to 4.73%	556	31.39%	84.36%
4.73% to 9.33%	181	10.22%	94.58%
9.33% to 13.92%	62	3.50%	98.08%
13.92% to 18.52%	18	1.02%	99.10%
Greater than 18.52%	16	0.90%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.99%	6.26%	78.71%	68.27%
±2σ	-12.11%	12.39%	95.31%	95.45%
±3σ	-18.24%	18.52%	98.76%	99.73%

Descriptive Statistics

均值	0.138%
Standard Error	0.146%
中位数	-0.274%
Mode	0.000%
Standard Deviation	6.126%
Sample Variance	37.534%
峰度	17.59
偏度	1.84
Range	99.485%
Minimum	-26.882%
Maximum	72.603%
Count	1771

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.518%	842	47.54%	2.148%
负向	-3.886%	916	51.72%	-2.010%
Zero	0.000%	13	0.73%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.17. Further, an Excess 峰度 of 3.43 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -33.15%	1	0.25%	0.25%
-33.15% to -24.53%	3	0.74%	0.98%
-24.53% to -15.91%	17	4.18%	5.16%
-15.91% to -7.29%	51	12.53%	17.69%
-7.29% to 1.33%	140	34.40%	52.09%
1.33% to 9.95%	116	28.50%	80.59%
9.95% to 18.57%	54	13.27%	93.86%
18.57% to 27.20%	18	4.42%	98.28%
27.20% to 35.82%	4	0.98%	99.26%
Greater than 35.82%	3	0.74%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-10.16%	12.83%	73.96%	68.27%
±2σ	-21.66%	24.32%	95.82%	95.45%
±3σ	-33.15%	35.82%	99.02%	99.73%

Descriptive Statistics

均值	1.333%
Standard Error	0.570%
中位数	0.719%
Mode	0.000%
Standard Deviation	11.495%
Sample Variance	132.143%
峰度	3.43
偏度	0.17
Range	112.598%
Minimum	-61.353%
Maximum	51.245%
Count	407

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	9.459%	213	52.33%	4.950%
负向	-7.709%	191	46.93%	-3.618%
Zero	0.000%	3	0.74%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	28.46%
12	1 Year	44.02%
36	3 Years	29.80%
60	5 Years	27.62%
120	10 Years	24.97%
240	20 Years	18.97%
600	50 Years	17.68%

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 6.13. Further, an Excess 峰度 of 58.42 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -29.45%	0	0.00%	0.00%
-29.45% to -17.12%	0	0.00%	0.00%
-17.12% to -4.81%	0	0.00%	0.00%
-4.81% to 7.51%	21	5.15%	5.15%
7.51% to 19.83%	247	60.54%	65.69%
19.83% to 32.15%	96	23.53%	89.22%
32.15% to 44.47%	28	6.86%	96.08%
44.47% to 56.79%	7	1.72%	97.79%
56.79% to 69.11%	4	0.98%	98.77%
Greater than 69.11%	5	1.23%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	3.41%	36.26%	92.65%	68.27%
±2σ	-13.02%	52.68%	97.30%	95.45%
±3σ	-29.44%	69.11%	98.77%	99.73%

Descriptive Statistics

均值	19.833%
Standard Error	0.813%
中位数	16.102%
Mode	7.261%
Standard Deviation	16.426%
Sample Variance	269.825%
峰度	58.42
偏度	6.13
Range	206.478%
Minimum	5.584%
Maximum	212.062%
Count	408

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	19.833%	408	100.00%	19.833%
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 4.85. Further, an Excess 峰度 of 57.27 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -40.54%	0	0.00%	0.00%
-40.54% to -30.34%	3	0.74%	0.74%
-30.34% to -20.13%	5	1.23%	1.96%
-20.13% to -9.93%	60	14.71%	16.67%
-9.93% to 0.28%	147	36.03%	52.70%
0.28% to 10.49%	141	34.56%	87.25%
10.49% to 20.69%	36	8.82%	96.08%
20.69% to 30.90%	12	2.94%	99.02%
30.90% to 41.10%	0	0.00%	99.02%
Greater than 41.10%	4	0.98%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-13.33%	13.89%	84.07%	68.27%
±2σ	-26.94%	27.50%	97.79%	95.45%
±3σ	-40.54%	41.10%	99.02%	99.73%

Descriptive Statistics

均值	0.280%
Standard Error	0.674%
中位数	-0.536%
Mode	-3.343%
Standard Deviation	13.608%
Sample Variance	185.182%
峰度	57.27
偏度	4.85
Range	203.407%
Minimum	-34.730%
Maximum	168.677%
Count	408

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	9.306%	195	47.79%	4.448%
负向	-7.983%	213	52.21%	-4.168%
Zero	0.000%	0	0.00%	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 1.02. Further, an Excess 峰度 of 5.04 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -57.66%	0	0.00%	0.00%
-57.66% to -42.29%	3	2.22%	2.22%
-42.29% to -26.93%	1	0.74%	2.96%
-26.93% to -11.56%	22	16.30%	19.26%
-11.56% to 3.80%	46	34.07%	53.33%
3.80% to 19.17%	40	29.63%	82.96%
19.17% to 34.53%	16	11.85%	94.81%
34.53% to 49.90%	3	2.22%	97.04%
49.90% to 65.26%	3	2.22%	99.26%
Greater than 65.26%	1	0.74%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-16.68%	24.29%	79.26%	68.27%
±2σ	-37.17%	44.78%	94.81%	95.45%
±3σ	-57.66%	65.26%	99.26%	99.73%

Descriptive Statistics

均值	3.803%
Standard Error	1.763%
中位数	2.874%
Mode	-55.219%
Standard Deviation	20.487%
Sample Variance	419.711%
峰度	5.04
偏度	1.02
Range	162.171%
Minimum	-55.219%
Maximum	106.952%
Count	135

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	16.201%	76	56.30%	9.121%
负向	-12.168%	59	43.70%	-5.318%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	99.61%
12	3 Years	59.10%
20	5 Years	50.49%
40	10 Years	45.98%
80	20 Years	34.31%
200	50 Years	31.88%

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 4.76. Further, an Excess 峰度 of 29.74 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -72.78%	0	0.00%	0.00%
-72.78% to -44.64%	0	0.00%	0.00%
-44.64% to -16.50%	0	0.00%	0.00%
-16.50% to 11.64%	4	2.94%	2.94%
11.64% to 39.77%	90	66.18%	69.12%
39.77% to 67.91%	29	21.32%	90.44%
67.91% to 96.05%	7	5.15%	95.59%
96.05% to 124.19%	2	1.47%	97.06%
124.19% to 152.33%	2	1.47%	98.53%
Greater than 152.33%	2	1.47%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.26%	77.29%	94.12%	68.27%
±2σ	-35.26%	114.81%	95.59%	95.45%
±3σ	-72.78%	152.33%	98.53%	99.73%

Descriptive Statistics

均值	39.775%
Standard Error	3.217%
中位数	30.069%
Mode	9.836%
Standard Deviation	37.519%
Sample Variance	1407.704%
峰度	29.74
偏度	4.76
Range	316.886%
Minimum	9.836%
Maximum	326.722%
Count	136

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	39.775%	136	100.00%	39.775%
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 2.44. Further, an Excess 峰度 of 11.40 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -67.32%	0	0.00%	0.00%
-67.32% to -50.33%	1	0.74%	0.74%
-50.33% to -33.34%	3	2.21%	2.94%
-33.34% to -16.34%	19	13.97%	16.91%
-16.34% to 0.65%	55	40.44%	57.35%
0.65% to 17.64%	42	30.88%	88.24%
17.64% to 34.63%	11	8.09%	96.32%
34.63% to 51.62%	2	1.47%	97.79%
51.62% to 68.61%	0	0.00%	97.79%
Greater than 68.61%	3	2.21%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-22.01%	23.30%	83.09%	68.27%
±2σ	-44.66%	45.96%	97.06%	95.45%
±3σ	-67.32%	68.61%	97.79%	99.73%

Descriptive Statistics

均值	0.646%
Standard Error	1.943%
中位数	-2.108%
Mode	-51.248%
Standard Deviation	22.655%
Sample Variance	513.235%
峰度	11.40
偏度	2.44
Range	183.480%
Minimum	-51.248%
Maximum	132.232%
Count	136

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	17.192%	60	44.12%	7.585%
负向	-12.581%	75	55.15%	-6.938%
Zero	0.000%	1	0.73%	0.000%

KSS 深度分析报告