LAD 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	3.55%	3.65%	3.02%	3.46%	2.55%	2.80%	267.99	282.03	261.24	289.32
周度	8.41%	10.01%	7.48%	8.00%	5.62%	6.17%	259.90	290.81	245.70	307.61
月度	14.10%	20.85%	14.04%	16.94%	11.69%	12.85%	244.58	309.03	217.58	347.37
季度	35.66%	48.64%	22.67%	29.34%	20.26%	22.26%	224.51	336.65	183.34	412.24
Annual	—	—	—	—	40.51%	44.52%	183.34	412.24	122.27	618.15
Option Time Horizon	—	—	—	—	15.44%	16.96%	235.59	320.81	201.89	374.37

Calculation Notes: Computed at 2026-04-26T02:47 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $274.92 | Strike (K): $280.00 (first OTM call ≥ spot) | Observed Mid-价格: $15.2500 (Bid $14.0000 / Ask $16.5000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.80% | Binomial IV (Annual): 40.51% (CRR binomial tree, American, n=20 steps) | BS IV: 40.79% (European Black-Scholes) | Yahoo IV (Annual): 44.52% → 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
2026-03-06	$0.5500
2025-11-07	$0.5500
2025-08-08	$0.5500
2025-05-09	$0.5500
2025-03-07	$0.5300
2024-11-08	$0.5300
2024-08-09	$0.5300
2024-05-09	$0.5300
2024-03-07	$0.5000
2023-11-09	$0.5000
2023-08-10	$0.5000
2023-05-11	$0.5000
2023-03-09	$0.4200
2022-11-09	$0.4200
2022-08-11	$0.4200
2022-05-12	$0.4200
2022-03-10	$0.3500
2021-11-10	$0.3500
2021-08-12	$0.3500
2021-05-06	$0.3500
2021-03-11	$0.3100
2020-11-12	$0.3100
2020-08-13	$0.3100
2020-05-07	$0.3000
2020-03-12	$0.3000
2019-11-07	$0.3000
2019-08-08	$0.3000
2019-05-09	$0.3000
2019-03-07	$0.2900
2018-11-08	$0.2900
2018-08-14	$0.2900
2018-05-10	$0.2900
2018-03-08	$0.2700
2017-11-09	$0.2700
2017-08-09	$0.2700
2017-05-10	$0.2700
2017-03-08	$0.2500
2016-11-08	$0.2500
2016-08-10	$0.2500
2016-05-11	$0.2500
2016-03-09	$0.2000
2015-11-04	$0.2000
2015-08-05	$0.2000
2015-05-13	$0.2000
2015-03-11	$0.1600
2014-11-19	$0.1600
2014-08-06	$0.1600
2014-05-07	$0.1600
2014-03-05	$0.1300
2013-11-06	$0.1300
2013-08-07	$0.1300
2013-05-08	$0.1300
2012-12-13	$0.1000
2012-11-07	$0.1000
2012-08-08	$0.1000
2012-05-09	$0.1000
2012-03-07	$0.0700
2011-11-08	$0.0700
2011-08-09	$0.0700
2011-05-09	$0.0700
2011-03-09	$0.0500
2010-11-09	$0.0500
2010-08-11	$0.0500
2010-05-12	$0.0500
2008-10-10	$0.0500
2008-07-11	$0.1400
2008-04-11	$0.1400
2008-01-14	$0.1400
2007-10-11	$0.1400
2007-07-12	$0.1400
2007-04-12	$0.1400
2007-01-11	$0.1400
2006-10-18	$0.1400
2006-07-19	$0.1400
2006-04-19	$0.1200
2006-02-15	$0.1200
2005-11-02	$0.1200
2005-08-03	$0.1200
2005-05-04	$0.0800
2005-02-24	$0.0800
2004-10-28	$0.0800
2004-07-29	$0.0800
2004-05-05	$0.0700
2004-03-03	$0.0700
2003-11-05	$0.0700
2003-08-06	$0.0700

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 5.88. Further, an Excess 峰度 of 200.89 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -10.54%	38	0.52%	0.52%
-10.54% to -7.88%	58	0.80%	1.32%
-7.88% to -5.22%	168	2.31%	3.62%
-5.22% to -2.56%	674	9.25%	12.88%
-2.56% to 0.11%	2877	39.50%	52.38%
0.11% to 2.77%	2557	35.10%	87.48%
2.77% to 5.43%	634	8.70%	96.18%
5.43% to 8.09%	160	2.20%	98.38%
8.09% to 10.75%	55	0.76%	99.14%
Greater than 10.75%	63	0.86%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.44%	3.66%	83.70%	68.27%
±2σ	-6.99%	7.21%	96.17%	95.45%
±3σ	-10.54%	10.75%	98.61%	99.73%

Descriptive Statistics

均值	0.107%
Standard Error	0.042%
中位数	0.000%
Mode	0.000%
Standard Deviation	3.549%
Sample Variance	12.598%
峰度	200.89
偏度	5.88
Range	154.129%
Minimum	-31.629%
Maximum	122.500%
Count	7284

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.272%	3606	49.51%	1.125%
负向	-2.110%	3514	48.24%	-1.018%
Zero	0.000%	164	2.25%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	3.09%
20	1 Month	3.51%
60	1 Quarter	3.59%
250	1 Year	3.06%
750	3 Years	3.24%
1,250	5 Years	3.46%
2,500	10 Years	3.48%
5,000	20 Years	4.29%
12,500	50 Years	3.95%

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 8.02. Further, an Excess 峰度 of 156.85 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -7.10%	0	0.00%	0.00%
-7.10% to -4.36%	0	0.00%	0.00%
-4.36% to -1.62%	0	0.00%	0.00%
-1.62% to 1.12%	283	3.88%	3.88%
1.12% to 3.86%	4619	63.40%	67.29%
3.86% to 6.60%	1594	21.88%	89.17%
6.60% to 9.34%	439	6.03%	95.20%
9.34% to 12.08%	157	2.16%	97.35%
12.08% to 14.82%	74	1.02%	98.37%
Greater than 14.82%	119	1.63%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.21%	7.51%	91.72%	68.27%
±2σ	-3.44%	11.17%	96.82%	95.45%
±3σ	-7.10%	14.82%	98.37%	99.73%

Descriptive Statistics

均值	3.861%
Standard Error	0.043%
中位数	2.958%
Mode	2.273%
Standard Deviation	3.653%
Sample Variance	13.343%
峰度	156.85
偏度	8.02
Range	115.932%
Minimum	0.068%
Maximum	116.000%
Count	7285

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.861%	7285	100.00%	3.861%
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 -0.34. Further, an Excess 峰度 of 22.12 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -9.03%	60	0.82%	0.82%
-9.03% to -6.77%	53	0.73%	1.55%
-6.77% to -4.51%	184	2.53%	4.08%
-4.51% to -2.24%	776	10.65%	14.73%
-2.24% to 0.02%	2683	36.83%	51.56%
0.02% to 2.28%	2448	33.60%	85.16%
2.28% to 4.54%	737	10.12%	95.28%
4.54% to 6.80%	222	3.05%	98.33%
6.80% to 9.07%	59	0.81%	99.14%
Greater than 9.07%	63	0.86%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.00%	3.03%	81.25%	68.27%
±2σ	-6.01%	6.05%	95.51%	95.45%
±3σ	-9.03%	9.07%	98.31%	99.73%

Descriptive Statistics

均值	0.018%
Standard Error	0.035%
中位数	0.000%
Mode	0.000%
Standard Deviation	3.016%
Sample Variance	9.094%
峰度	22.12
偏度	-0.34
Range	86.327%
Minimum	-50.843%
Maximum	35.484%
Count	7285

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.037%	3540	48.59%	0.990%
负向	-1.981%	3572	49.03%	-0.971%
Zero	0.000%	173	2.38%	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 5.46. Further, an Excess 峰度 of 97.95 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -24.71%	9	0.59%	0.59%
-24.71% to -18.40%	5	0.33%	0.91%
-18.40% to -12.09%	28	1.83%	2.74%
-12.09% to -5.78%	151	9.86%	12.61%
-5.78% to 0.53%	591	38.60%	51.21%
0.53% to 6.84%	577	37.69%	88.90%
6.84% to 13.15%	114	7.45%	96.34%
13.15% to 19.46%	33	2.16%	98.50%
19.46% to 25.77%	14	0.91%	99.41%
Greater than 25.77%	9	0.59%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.88%	8.95%	84.26%	68.27%
±2σ	-16.29%	17.36%	96.54%	95.45%
±3σ	-24.71%	25.77%	98.82%	99.73%

Descriptive Statistics

均值	0.532%
Standard Error	0.215%
中位数	0.423%
Mode	0.000%
Standard Deviation	8.413%
Sample Variance	70.780%
峰度	97.95
偏度	5.46
Range	201.226%
Minimum	-38.000%
Maximum	163.226%
Count	1531

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.171%	808	52.78%	2.729%
负向	-4.745%	709	46.31%	-2.197%
Zero	0.000%	14	0.91%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	7.02%
12	1 Quarter	7.58%
52	1 Year	6.72%
156	3 Years	7.39%
260	5 Years	8.00%
520	10 Years	8.09%
1,040	20 Years	10.09%
2,600	50 Years	9.36%

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 7.88. Further, an Excess 峰度 of 120.17 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -20.07%	0	0.00%	0.00%
-20.07% to -12.56%	0	0.00%	0.00%
-12.56% to -5.05%	0	0.00%	0.00%
-5.05% to 2.46%	23	1.50%	1.50%
2.46% to 9.97%	1030	67.23%	68.73%
9.97% to 17.48%	325	21.21%	89.95%
17.48% to 24.99%	81	5.29%	95.23%
24.99% to 32.50%	36	2.35%	97.58%
32.50% to 40.01%	9	0.59%	98.17%
Greater than 40.01%	28	1.83%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-0.05%	19.98%	92.23%	68.27%
±2σ	-10.06%	29.99%	97.13%	95.45%
±3σ	-20.07%	40.01%	98.17%	99.73%

Descriptive Statistics

均值	9.967%
Standard Error	0.256%
中位数	7.466%
Mode	7.143%
Standard Deviation	10.014%
Sample Variance	100.290%
峰度	120.17
偏度	7.88
Range	210.822%
Minimum	1.053%
Maximum	211.875%
Count	1532

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	9.967%	1532	100.00%	9.967%
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 0.93. Further, an Excess 峰度 of 13.04 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -22.35%	9	0.59%	0.59%
-22.35% to -16.74%	13	0.85%	1.44%
-16.74% to -11.13%	38	2.48%	3.92%
-11.13% to -5.52%	165	10.77%	14.69%
-5.52% to 0.10%	608	39.69%	54.37%
0.10% to 5.71%	492	32.11%	86.49%
5.71% to 11.32%	129	8.42%	94.91%
11.32% to 16.93%	52	3.39%	98.30%
16.93% to 22.54%	12	0.78%	99.09%
Greater than 22.54%	14	0.91%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.39%	7.58%	81.46%	68.27%
±2σ	-14.87%	15.06%	95.69%	95.45%
±3σ	-22.35%	22.54%	98.50%	99.73%

Descriptive Statistics

均值	0.095%
Standard Error	0.191%
中位数	-0.305%
Mode	0.000%
Standard Deviation	7.481%
Sample Variance	55.965%
峰度	13.04
偏度	0.93
Range	122.204%
Minimum	-58.333%
Maximum	63.871%
Count	1532

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.325%	705	46.02%	2.450%
负向	-4.467%	808	52.74%	-2.356%
Zero	0.000%	19	1.24%	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 1.00. Further, an Excess 峰度 of 5.54 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -40.34%	1	0.28%	0.28%
-40.34% to -29.77%	4	1.14%	1.42%
-29.77% to -19.20%	8	2.27%	3.69%
-19.20% to -8.63%	49	13.92%	17.61%
-8.63% to 1.94%	126	35.80%	53.41%
1.94% to 12.52%	105	29.83%	83.24%
12.52% to 23.09%	40	11.36%	94.60%
23.09% to 33.66%	12	3.41%	98.01%
33.66% to 44.23%	4	1.14%	99.15%
Greater than 44.23%	3	0.85%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-12.15%	16.04%	76.14%	68.27%
±2σ	-26.25%	30.14%	95.74%	95.45%
±3σ	-40.34%	44.23%	98.86%	99.73%

Descriptive Statistics

均值	1.943%
Standard Error	0.751%
中位数	1.067%
Mode	-5.611%
Standard Deviation	14.096%
Sample Variance	198.709%
峰度	5.54
偏度	1.00
Range	135.203%
Minimum	-46.504%
Maximum	88.699%
Count	352

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	11.199%	190	53.98%	6.045%
负向	-8.969%	161	45.74%	-4.102%
Zero	0.000%	1	0.28%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	18.47%
12	1 Year	15.26%
36	3 Years	16.41%
60	5 Years	16.94%
120	10 Years	17.48%
240	20 Years	21.09%
600	50 Years	20.07%

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 4.72. Further, an Excess 峰度 of 33.05 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -39.32%	0	0.00%	0.00%
-39.32% to -23.68%	0	0.00%	0.00%
-23.68% to -8.04%	0	0.00%	0.00%
-8.04% to 7.59%	10	2.83%	2.83%
7.59% to 23.23%	224	63.46%	66.29%
23.23% to 38.88%	85	24.08%	90.37%
38.88% to 54.51%	16	4.53%	94.90%
54.51% to 70.15%	6	1.70%	96.60%
70.15% to 85.79%	4	1.13%	97.73%
Greater than 85.79%	8	2.27%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.38%	44.09%	92.07%	68.27%
±2σ	-18.47%	64.94%	95.47%	95.45%
±3σ	-39.32%	85.79%	97.73%	99.73%

Descriptive Statistics

均值	23.235%
Standard Error	1.110%
中位数	17.669%
Mode	11.021%
Standard Deviation	20.853%
Sample Variance	434.829%
峰度	33.05
偏度	4.72
Range	221.001%
Minimum	5.143%
Maximum	226.144%
Count	353

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	23.235%	353	100.00%	23.235%
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 1.19. Further, an Excess 峰度 of 5.63 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -41.98%	1	0.28%	0.28%
-41.98% to -31.45%	2	0.57%	0.85%
-31.45% to -20.93%	11	3.12%	3.97%
-20.93% to -10.40%	49	13.88%	17.85%
-10.40% to 0.13%	123	34.84%	52.69%
0.13% to 10.66%	112	31.73%	84.42%
10.66% to 21.19%	37	10.48%	94.90%
21.19% to 31.71%	10	2.83%	97.73%
31.71% to 42.24%	2	0.57%	98.30%
Greater than 42.24%	6	1.70%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-13.91%	14.17%	76.49%	68.27%
±2σ	-27.94%	28.21%	94.62%	95.45%
±3σ	-41.98%	42.24%	98.02%	99.73%

Descriptive Statistics

均值	0.131%
Standard Error	0.747%
中位数	-0.681%
Mode	-8.333%
Standard Deviation	14.037%
Sample Variance	197.042%
峰度	5.63
偏度	1.19
Range	131.897%
Minimum	-47.005%
Maximum	84.892%
Count	353

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	10.565%	168	47.59%	5.028%
负向	-9.344%	185	52.41%	-4.897%
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 5.56. Further, an Excess 峰度 of 45.77 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -100.44%	0	0.00%	0.00%
-100.44% to -73.69%	0	0.00%	0.00%
-73.69% to -46.95%	0	0.00%	0.00%
-46.95% to -20.20%	13	11.11%	11.11%
-20.20% to 6.55%	52	44.44%	55.56%
6.55% to 33.29%	44	37.61%	93.16%
33.29% to 60.04%	6	5.13%	98.29%
60.04% to 86.78%	0	0.00%	98.29%
86.78% to 113.53%	1	0.85%	99.15%
Greater than 113.53%	1	0.85%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-29.11%	42.21%	91.45%	68.27%
±2σ	-64.78%	77.87%	98.29%	95.45%
±3σ	-100.44%	113.53%	99.15%	99.73%

Descriptive Statistics

均值	6.547%
Standard Error	3.297%
中位数	2.308%
Mode	-46.747%
Standard Deviation	35.661%
Sample Variance	1271.684%
峰度	45.77
偏度	5.56
Range	357.363%
Minimum	-46.747%
Maximum	310.616%
Count	117

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	23.508%	64	54.70%	12.859%
负向	-13.933%	53	45.30%	-6.312%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	26.38%
12	3 Years	30.17%
20	5 Years	29.34%
40	10 Years	32.08%
80	20 Years	39.17%
200	50 Years	36.90%

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 4.42. Further, an Excess 峰度 of 23.19 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -98.31%	0	0.00%	0.00%
-98.31% to -61.83%	0	0.00%	0.00%
-61.83% to -25.35%	0	0.00%	0.00%
-25.35% to 11.13%	0	0.00%	0.00%
11.13% to 47.62%	87	73.73%	73.73%
47.62% to 84.10%	21	17.80%	91.53%
84.10% to 120.58%	4	3.39%	94.92%
120.58% to 157.06%	1	0.85%	95.76%
157.06% to 193.54%	3	2.54%	98.31%
Greater than 193.54%	2	1.69%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.03%	96.26%	93.22%	68.27%
±2σ	-49.67%	144.90%	94.92%	95.45%
±3σ	-98.31%	193.54%	98.31%	99.73%

Descriptive Statistics

均值	47.615%
Standard Error	4.478%
中位数	34.029%
Mode	38.068%
Standard Deviation	48.641%
Sample Variance	2365.921%
峰度	23.19
偏度	4.42
Range	333.300%
Minimum	14.286%
Maximum	347.586%
Count	118

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	47.615%	118	100.00%	47.615%
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 2.99 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -67.79%	1	0.85%	0.85%
-67.79% to -50.79%	1	0.85%	1.69%
-50.79% to -33.79%	1	0.85%	2.54%
-33.79% to -16.79%	19	16.10%	18.64%
-16.79% to 0.22%	42	35.59%	54.24%
0.22% to 17.22%	33	27.97%	82.20%
17.22% to 34.22%	14	11.86%	94.07%
34.22% to 51.22%	4	3.39%	97.46%
51.22% to 68.22%	1	0.85%	98.31%
Greater than 68.22%	2	1.69%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-22.45%	22.89%	78.81%	68.27%
±2σ	-45.12%	45.55%	94.07%	95.45%
±3σ	-67.79%	68.22%	97.46%	99.73%

Descriptive Statistics

均值	0.216%
Standard Error	2.087%
中位数	-2.671%
Mode	0.000%
Standard Deviation	22.669%
Sample Variance	513.865%
峰度	2.99
偏度	0.71
Range	168.119%
Minimum	-75.646%
Maximum	92.473%
Count	118

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	18.171%	55	46.61%	8.470%
负向	-15.966%	61	51.70%	-8.254%
Zero	0.000%	2	1.70%	0.000%

LAD 深度分析报告