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LLY 深度分析报告

Eli Lilly and Company | 分类： Equity Mega Cap | 年化股息率： 0.65% ($6.00) | 最后更新: 2026-04-26 | 数据区间: 1972-06-01 → 2026-04-01 (647 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 1.74% 1.31% 1.48% 2.67% 2.70% 2.84% 860.40 908.16 837.48 933.02
周度 3.89% 3.36% 3.89% 6.51% 5.95% 6.26% 832.93 938.11 784.85 995.58
月度 7.56% 6.79% 7.44% 14.36% 12.38% 13.02% 781.05 1000.43 690.12 1132.24
季度 11.89% 11.02% 11.06% 25.45% 21.44% 22.55% 713.40 1095.30 575.74 1357.18
Annual — — — — 42.88% 45.11% 575.74 1357.18 374.99 2083.73
Option Time Horizon — — — — 16.34% 17.19% 750.72 1040.85 637.56 1225.58
Calculation Notes: Computed at 2026-04-26T02:43 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $883.96  |  Strike (K): $890.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $56.2750 (Bid $54.2000 / Ask $58.3500)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 0.65%  |  Binomial IV (Annual): 42.88% (CRR binomial tree, American, n=20 steps)  |  BS IV: 42.70% (European Black-Scholes)  |  Yahoo IV (Annual): 45.11% → 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
2026-02-13 $1.7300
2025-11-14 $1.5000
2025-08-15 $1.5000
2025-05-16 $1.5000
2025-02-14 $1.5000
2024-11-15 $1.3000
2024-08-15 $1.3000
2024-05-15 $1.3000
2024-02-14 $1.3000
2023-11-14 $1.1300
2023-08-14 $1.1300
2023-05-12 $1.1300
2023-02-14 $1.1300
2022-11-14 $0.9800
2022-08-12 $0.9800
2022-05-13 $0.9800
2022-02-14 $0.9800
2021-11-12 $0.8500
2021-08-12 $0.8500
2021-05-13 $0.8500
2021-02-11 $0.8500
2020-11-12 $0.7400
2020-08-13 $0.7400
2020-05-14 $0.7400
2020-02-13 $0.7400
2019-11-14 $0.6450
2019-08-14 $0.6450
2019-05-16 $0.6450
2019-02-14 $0.6450
2018-11-14 $0.5630
2018-08-14 $0.5630
2018-05-16 $0.5630
2018-02-14 $0.5630
2017-11-14 $0.5200
2017-08-11 $0.5200
2017-05-11 $0.5200
2017-02-13 $0.5200
2016-11-10 $0.5100
2016-08-11 $0.5100
2016-05-11 $0.5100
2016-02-10 $0.5100
2015-11-10 $0.5000
2015-08-12 $0.5000
2015-05-14 $0.5000
2015-02-11 $0.5000
2014-11-12 $0.4900
2014-08-13 $0.4900
2014-05-13 $0.4900
2014-02-12 $0.4900
2013-11-13 $0.4900
2013-08-13 $0.4900
2013-05-14 $0.4900
2013-02-13 $0.4900
2012-11-13 $0.4900
2012-08-13 $0.4900
2012-05-11 $0.4900
2012-02-13 $0.4900
2011-11-10 $0.4900
2011-08-11 $0.4900
2011-05-11 $0.4900
2011-02-11 $0.4900
2010-11-10 $0.4900
2010-08-11 $0.4900
2010-05-12 $0.4900
2010-02-10 $0.4900
2009-11-10 $0.4900
2009-08-12 $0.4900
2009-05-13 $0.4900
2009-02-11 $0.4900
2008-11-12 $0.4700
2008-08-13 $0.4700
2008-05-13 $0.4700
2008-02-13 $0.4700
2007-11-13 $0.4250
2007-08-13 $0.4250
2007-05-11 $0.4250
2007-02-13 $0.4250
2006-11-13 $0.4000
2006-08-11 $0.4000
2006-05-11 $0.4000
2006-02-13 $0.4000
2005-11-10 $0.3800
2005-08-11 $0.3800
2005-05-11 $0.3800
2005-02-11 $0.3800
2004-11-10 $0.3550
2004-08-11 $0.3550
2004-05-12 $0.3550
2004-02-11 $0.3550
2003-11-12 $0.3350
2003-08-13 $0.3350
2003-05-13 $0.3350
2003-02-12 $0.3350
2002-11-13 $0.3100
2002-08-13 $0.3100
2002-05-13 $0.3100
2002-02-13 $0.3100
2001-11-13 $0.2800
2001-08-13 $0.2800
2001-05-11 $0.2800
2001-02-13 $0.2800
2000-11-13 $0.2600
2000-08-11 $0.2600
2000-05-11 $0.2600
2000-02-11 $0.2600
1999-11-10 $0.2300
1999-08-11 $0.2300
1999-05-12 $0.2300
1999-02-10 $0.2300
1998-11-10 $0.2000
1998-08-12 $0.2000
1998-05-13 $0.2000
1998-02-11 $0.2000
1997-11-12 $0.2000
1997-08-13 $0.1800
1997-05-13 $0.1800
1997-02-12 $0.1800
1996-11-13 $0.1710
1996-08-13 $0.1710
1996-05-13 $0.1710
1996-02-13 $0.1710
1995-11-13 $0.1713
1995-08-11 $0.1613
1995-05-09 $0.1613
1995-02-09 $0.1613
1994-11-08 $0.1562
1994-08-09 $0.1562
1994-05-09 $0.1562
1994-02-09 $0.1562
1993-11-08 $0.1512
1993-08-09 $0.1512
1993-05-10 $0.1512
1993-02-09 $0.1512
1992-11-06 $0.1375
1992-08-10 $0.1375
1992-05-11 $0.1375
1992-02-10 $0.1375
1991-11-08 $0.1250
1991-08-09 $0.1250
1991-05-09 $0.1250
1991-02-07 $0.1250
1990-11-08 $0.1025
1990-08-09 $0.1025
1990-05-09 $0.1025
1990-02-09 $0.1025
1989-11-09 $0.0843
1989-08-09 $0.0843
1989-05-09 $0.0843
1989-02-09 $0.0844
1988-11-08 $0.0719
1988-08-09 $0.0719
1988-05-09 $0.0719
1988-02-09 $0.0719
1987-11-06 $0.0625
1987-08-10 $0.0625
1987-05-11 $0.0625
1987-02-09 $0.0625
1986-11-07 $0.0563
1986-08-11 $0.0563
1986-05-09 $0.0563
1986-02-10 $0.0563
1985-11-08 $0.0500
1985-08-09 $0.0500
1985-05-09 $0.0500
1985-02-08 $0.0500
1984-11-08 $0.0500
1984-08-09 $0.0453
1984-05-09 $0.0453
1984-02-08 $0.0453
1983-11-07 $0.0453
1983-08-09 $0.0453
1983-05-09 $0.0406
1983-02-09 $0.0406
1982-11-05 $0.0406
1982-08-09 $0.0406
1982-05-10 $0.0406
1982-02-08 $0.0406
1981-11-06 $0.0359
1981-08-10 $0.0359
1981-05-11 $0.0359
1981-02-05 $0.0359
1980-11-07 $0.0359
1980-08-11 $0.0359
1980-05-12 $0.0328
1980-02-08 $0.0328
1979-11-02 $0.0328
1979-08-06 $0.0328
1979-05-07 $0.0281
1979-02-05 $0.0281
1978-11-03 $0.0281
1978-08-07 $0.0250
1978-05-08 $0.0250
1978-02-06 $0.0250
1977-11-03 $0.0222
1977-08-08 $0.0222
1977-05-09 $0.0222
1977-02-04 $0.0222
1976-11-05 $0.0203
1976-08-09 $0.0203
1976-05-10 $0.0187
1976-02-06 $0.0187
1975-11-07 $0.0172
1975-08-11 $0.0172
1975-05-12 $0.0172
1975-02-07 $0.0172
1974-11-08 $0.0156
1974-08-12 $0.0156
1974-05-13 $0.0147
1974-02-08 $0.0147
1973-11-12 $0.0129
1973-08-13 $0.0129
1973-05-14 $0.0118
1973-02-09 $0.0118
1972-11-13 $0.0114
1972-08-07 $0.0114
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.23. Further, an Excess 峰度 of 14.85 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.14%740.54%0.54%
-5.14% to -3.84%1290.95%1.49%
-3.84% to -2.54%4683.45%4.94%
-2.54% to -1.24%166412.25%17.19%
-1.24% to 0.07%467034.38%51.57%
0.07% to 1.37%426731.41%82.99%
1.37% to 2.67%160911.85%94.83%
2.67% to 3.97%4623.40%98.23%
3.97% to 5.27%1451.07%99.30%
Greater than 5.27%950.70%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.67%1.80% 77.42%68.27%
±2σ -3.40%3.54% 95.35%95.45%
±3σ -5.14%5.27% 98.76%99.73%
Descriptive Statistics
均值0.066%
Standard Error0.015%
中位数0.000%
Mode0.000%
Standard Deviation1.735%
Sample Variance3.009%
峰度14.85
偏度-0.23
Range45.716%
Minimum-29.178%
Maximum16.538%
Count13583
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.289% 6717 49.45% 0.637%
负向 -1.223% 6347 46.73% -0.571%
Zero 0.000% 519 3.82% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 3.08%
20 1 Month 3.10%
60 1 Quarter 3.22%
250 1 Year 3.01%
750 3 Years 2.80%
1,250 5 Years 2.67%
2,500 10 Years 2.37%
5,000 20 Years 2.16%
12,500 50 Years 2.20%
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 5.04. Further, an Excess 峰度 of 93.58 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -1.86%00.00%0.00%
-1.86% to -0.87%00.00%0.00%
-0.87% to 0.11%00.00%0.00%
0.11% to 1.10%232617.12%17.12%
1.10% to 2.08%600644.21%61.34%
2.08% to 3.06%317423.37%84.70%
3.06% to 4.05%12178.96%93.66%
4.05% to 5.03%4803.53%97.20%
5.03% to 6.02%1911.41%98.60%
Greater than 6.02%1901.40%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.77%3.39% 84.14%68.27%
±2σ -0.54%4.70% 96.33%95.45%
±3σ -1.86%6.02% 98.60%99.73%
Descriptive Statistics
均值2.080%
Standard Error0.011%
中位数1.786%
Mode1.266%
Standard Deviation1.312%
Sample Variance1.720%
峰度93.58
偏度5.04
Range43.322%
Minimum0.167%
Maximum43.489%
Count13584
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.080% 13584 100.00% 2.080%
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 1.43. Further, an Excess 峰度 of 40.32 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.46%740.54%0.54%
-4.46% to -3.35%1491.10%1.64%
-3.35% to -2.24%5013.69%5.33%
-2.24% to -1.13%169512.48%17.81%
-1.13% to -0.02%410530.22%48.03%
-0.02% to 1.08%469334.55%82.58%
1.08% to 2.19%165512.18%94.76%
2.19% to 3.30%4913.61%98.37%
3.30% to 4.41%1401.03%99.40%
Greater than 4.41%810.60%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.50%1.45% 76.65%68.27%
±2σ -2.98%2.93% 95.07%95.45%
±3σ -4.46%4.41% 98.86%99.73%
Descriptive Statistics
均值-0.024%
Standard Error0.013%
中位数0.000%
Mode0.000%
Standard Deviation1.478%
Sample Variance2.184%
峰度40.32
偏度1.43
Range50.136%
Minimum-10.949%
Maximum39.187%
Count13584
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.090% 6332 46.61% 0.508%
负向 -1.101% 6565 48.33% -0.532%
Zero 0.000% 687 5.06% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.19. Further, an Excess 峰度 of 4.28 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -11.36%200.71%0.71%
-11.36% to -8.44%230.82%1.53%
-8.44% to -5.52%1043.70%5.23%
-5.52% to -2.60%39213.94%19.17%
-2.60% to 0.32%89331.76%50.92%
0.32% to 3.24%86530.76%81.69%
3.24% to 6.16%36212.87%94.56%
6.16% to 9.08%1013.59%98.15%
9.08% to 12.00%311.10%99.25%
Greater than 12.00%210.75%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.57%4.21% 74.93%68.27%
±2σ -7.46%8.11% 94.99%95.45%
±3σ -11.36%12.00% 98.54%99.73%
Descriptive Statistics
均值0.322%
Standard Error0.073%
中位数0.253%
Mode0.000%
Standard Deviation3.893%
Sample Variance15.152%
峰度4.28
偏度-0.19
Range51.160%
Minimum-32.425%
Maximum18.735%
Count2812
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.998% 1491 53.02% 1.590%
负向 -2.781% 1282 45.59% -1.268%
Zero 0.000% 39 1.39% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 7.29%
12 1 Quarter 6.68%
52 1 Year 7.14%
156 3 Years 6.84%
260 5 Years 6.51%
520 10 Years 5.69%
1,040 20 Years 5.02%
2,600 50 Years 5.29%
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 3.60. Further, an Excess 峰度 of 30.33 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.61%00.00%0.00%
-4.61% to -2.09%00.00%0.00%
-2.09% to 0.43%00.00%0.00%
0.43% to 2.94%50117.81%17.81%
2.94% to 5.46%122943.69%61.50%
5.46% to 7.98%65523.28%84.78%
7.98% to 10.50%2559.07%93.85%
10.50% to 13.01%933.31%97.16%
13.01% to 15.53%411.46%98.61%
Greater than 15.53%391.39%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 2.11%8.82% 83.51%68.27%
±2σ -1.25%12.17% 96.45%95.45%
±3σ -4.61%15.53% 98.61%99.73%
Descriptive Statistics
均值5.462%
Standard Error0.063%
中位数4.744%
Mode2.863%
Standard Deviation3.356%
Sample Variance11.264%
峰度30.33
偏度3.60
Range53.196%
Minimum1.013%
Maximum54.209%
Count2813
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.462% 2813 100.00% 5.462%
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 1.47. Further, an Excess 峰度 of 15.17 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -11.76%70.25%0.25%
-11.76% to -8.84%281.00%1.24%
-8.84% to -5.93%893.16%4.41%
-5.93% to -3.01%39213.94%18.34%
-3.01% to -0.09%94833.70%52.04%
-0.09% to 2.82%83229.58%81.62%
2.82% to 5.74%36412.94%94.56%
5.74% to 8.66%1023.63%98.19%
8.66% to 11.57%260.92%99.11%
Greater than 11.57%250.89%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.98%3.80% 76.22%68.27%
±2σ -7.87%7.68% 95.66%95.45%
±3σ -11.76%11.57% 98.86%99.73%
Descriptive Statistics
均值-0.093%
Standard Error0.073%
中位数-0.216%
Mode0.000%
Standard Deviation3.889%
Sample Variance15.121%
峰度15.17
偏度1.47
Range66.404%
Minimum-15.194%
Maximum51.210%
Count2813
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.941% 1284 45.65% 1.342%
负向 -2.731% 1479 52.58% -1.436%
Zero 0.000% 50 1.78% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.20. Further, an Excess 峰度 of 1.17 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -21.33%20.31%0.31%
-21.33% to -15.66%60.93%1.24%
-15.66% to -9.99%274.18%5.42%
-9.99% to -4.32%9514.71%20.12%
-4.32% to 1.35%20932.35%52.48%
1.35% to 7.02%17426.93%79.41%
7.02% to 12.69%9214.24%93.65%
12.69% to 18.36%284.33%97.99%
18.36% to 24.03%91.39%99.38%
Greater than 24.03%40.62%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -6.21%8.91% 72.14%68.27%
±2σ -13.77%16.47% 94.43%95.45%
±3σ -21.33%24.03% 99.07%99.73%
Descriptive Statistics
均值1.351%
Standard Error0.297%
中位数0.982%
Mode0.000%
Standard Deviation7.559%
Sample Variance57.142%
峰度1.17
偏度0.20
Range60.669%
Minimum-29.470%
Maximum31.199%
Count646
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 6.372% 362 56.04% 3.571%
负向 -5.121% 280 43.34% -2.220%
Zero 0.000% 4 0.62% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 13.36%
12 1 Year 15.05%
36 3 Years 15.33%
60 5 Years 14.36%
120 10 Years 12.60%
240 20 Years 10.84%
600 50 Years 11.51%
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 2.77. Further, an Excess 峰度 of 15.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -7.90%00.00%0.00%
-7.90% to -2.81%00.00%0.00%
-2.81% to 2.28%00.00%0.00%
2.28% to 7.37%12018.55%18.55%
7.37% to 12.46%27242.04%60.59%
12.46% to 17.55%14622.57%83.15%
17.55% to 22.64%6610.20%93.35%
22.64% to 27.73%243.71%97.06%
27.73% to 32.82%101.55%98.61%
Greater than 32.82%91.39%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 5.67%19.24% 81.14%68.27%
±2σ -1.11%26.03% 96.60%95.45%
±3σ -7.90%32.82% 98.61%99.73%
Descriptive Statistics
均值12.458%
Standard Error0.267%
中位数10.820%
Mode5.612%
Standard Deviation6.786%
Sample Variance46.053%
峰度15.82
偏度2.77
Range71.801%
Minimum3.307%
Maximum75.108%
Count647
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 12.458% 647 100.00% 12.458%
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 0.54. Further, an Excess 峰度 of 2.28 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -22.82%10.15%0.15%
-22.82% to -17.24%71.08%1.24%
-17.24% to -11.66%304.64%5.87%
-11.66% to -6.08%9714.99%20.87%
-6.08% to -0.51%19129.52%50.39%
-0.51% to 5.07%20030.91%81.30%
5.07% to 10.65%7912.21%93.51%
10.65% to 16.23%294.48%97.99%
16.23% to 21.81%81.24%99.23%
Greater than 21.81%50.77%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -7.94%6.93% 71.72%68.27%
±2σ -15.38%14.37% 95.36%95.45%
±3σ -22.82%21.81% 99.07%99.73%
Descriptive Statistics
均值-0.505%
Standard Error0.292%
中位数-0.558%
Mode0.000%
Standard Deviation7.438%
Sample Variance55.324%
峰度2.28
偏度0.54
Range65.510%
Minimum-22.904%
Maximum42.606%
Count647
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.758% 289 44.67% 2.572%
负向 -5.689% 350 54.10% -3.078%
Zero 0.000% 8 1.24% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.50. Further, an Excess 峰度 of 1.76 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -31.82%00.00%0.00%
-31.82% to -22.90%10.47%0.47%
-22.90% to -13.98%104.65%5.12%
-13.98% to -5.06%3415.81%20.93%
-5.06% to 3.86%6228.84%49.77%
3.86% to 12.78%6731.16%80.93%
12.78% to 21.70%2813.02%93.95%
21.70% to 30.62%104.65%98.60%
30.62% to 39.54%20.93%99.53%
Greater than 39.54%10.47%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -8.03%15.75% 69.30%68.27%
±2σ -19.93%27.65% 96.28%95.45%
±3σ -31.82%39.54% 99.53%99.73%
Descriptive Statistics
均值3.860%
Standard Error0.811%
中位数3.912%
Mode-27.519%
Standard Deviation11.894%
Sample Variance141.467%
峰度1.76
偏度0.50
Range87.751%
Minimum-27.519%
Maximum60.232%
Count215
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 10.693% 136 63.26% 6.764%
负向 -7.904% 79 36.74% -2.904%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 27.53%
12 3 Years 26.70%
20 5 Years 25.45%
40 10 Years 22.61%
80 20 Years 19.07%
200 50 Years 19.95%
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 2.24. Further, an Excess 峰度 of 8.00 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -10.70%00.00%0.00%
-10.70% to -2.43%00.00%0.00%
-2.43% to 5.83%00.00%0.00%
5.83% to 14.09%4319.91%19.91%
14.09% to 22.35%8639.81%59.72%
22.35% to 30.61%5726.39%86.11%
30.61% to 38.88%167.41%93.52%
38.88% to 47.14%83.70%97.22%
47.14% to 55.40%10.46%97.69%
Greater than 55.40%52.31%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 11.34%33.37% 81.94%68.27%
±2σ 0.32%44.38% 96.76%95.45%
±3σ -10.70%55.40% 97.69%99.73%
Descriptive Statistics
均值22.352%
Standard Error0.750%
中位数19.681%
Mode7.190%
Standard Deviation11.016%
Sample Variance121.358%
峰度8.00
偏度2.24
Range79.390%
Minimum7.190%
Maximum86.580%
Count216
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 22.352% 216 100.00% 22.352%
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 0.40. Further, an Excess 峰度 of 0.59 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -35.02%10.46%0.46%
-35.02% to -26.73%00.00%0.46%
-26.73% to -18.43%94.17%4.63%
-18.43% to -10.13%3415.74%20.37%
-10.13% to -1.83%7333.80%54.17%
-1.83% to 6.46%5525.46%79.63%
6.46% to 14.76%2712.50%92.13%
14.76% to 23.06%136.02%98.15%
23.06% to 31.36%31.39%99.54%
Greater than 31.36%10.46%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -12.90%9.23% 68.06%68.27%
±2σ -23.96%20.29% 95.37%95.45%
±3σ -35.02%31.36% 99.07%99.73%
Descriptive Statistics
均值-1.834%
Standard Error0.753%
中位数-3.074%
Mode0.000%
Standard Deviation11.063%
Sample Variance122.393%
峰度0.59
偏度0.40
Range75.566%
Minimum-36.270%
Maximum39.296%
Count216
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 8.756% 87 40.28% 3.527%
负向 -9.118% 127 58.80% -5.361%
Zero 0.000% 2 0.93% 0.000%