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LNT 深度分析报告

Alliant Energy Corporation | 分类： Equity Large Cap | 年化股息率： 2.79% ($2.03) | 最后更新: 2026-04-26 | 数据区间: 1973-05-01 → 2026-04-01 (636 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 1.29% 1.08% 1.17% 1.85% 1.73% 2.90% 71.07 73.57 69.85 74.86
周度 2.80% 2.71% 2.82% 4.23% 3.82% 6.38% 69.60 75.12 67.00 78.05
月度 5.18% 5.22% 5.23% 8.66% 7.95% 13.28% 66.79 78.29 61.69 84.76
季度 8.09% 9.05% 8.47% 13.71% 13.76% 23.00% 63.01 82.98 54.91 95.22
Annual — — — — 27.52% 46.00% 54.91 95.22 41.70 125.39
Option Time Horizon — — — — 10.49% 17.53% 65.11 80.31 58.63 89.19
Calculation Notes: Computed at 2026-04-26T02:45 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $72.31  |  Strike (K): $67.50 (first OTM call ≥ spot)  |  Observed Mid-价格: $6.0000 (Bid $4.3000 / Ask $7.7000)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.79%  |  Binomial IV (Annual): 27.52% (CRR binomial tree, American, n=20 steps)  |  BS IV: 27.81% (European Black-Scholes)  |  Yahoo IV (Annual): 46.00% → 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
2026-01-30 $0.5350
2025-10-31 $0.5070
2025-07-31 $0.5070
2025-04-30 $0.5070
2025-01-31 $0.5070
2024-10-31 $0.4800
2024-07-31 $0.4800
2024-04-29 $0.4800
2024-01-30 $0.4800
2023-10-30 $0.4530
2023-07-28 $0.4530
2023-04-27 $0.4530
2023-01-30 $0.4530
2022-10-28 $0.4280
2022-07-28 $0.4280
2022-04-28 $0.4280
2022-01-28 $0.4280
2021-10-29 $0.4030
2021-07-29 $0.4030
2021-04-29 $0.4030
2021-01-28 $0.4030
2020-10-29 $0.3800
2020-07-30 $0.3800
2020-04-29 $0.3800
2020-01-30 $0.3800
2019-10-30 $0.3550
2019-07-30 $0.3550
2019-04-29 $0.3550
2019-01-30 $0.3550
2018-10-30 $0.3350
2018-07-30 $0.3350
2018-04-27 $0.3350
2018-01-30 $0.3360
2017-10-30 $0.3150
2017-07-27 $0.3150
2017-04-26 $0.3150
2017-01-27 $0.3150
2016-10-27 $0.2940
2016-07-27 $0.2940
2016-04-27 $0.2940
2016-01-27 $0.2940
2015-10-28 $0.2750
2015-07-29 $0.2750
2015-04-28 $0.2750
2015-01-28 $0.2750
2014-10-29 $0.2550
2014-07-29 $0.2550
2014-04-28 $0.2550
2014-01-29 $0.2550
2013-10-29 $0.2350
2013-07-29 $0.2350
2013-04-26 $0.2350
2013-01-29 $0.2350
2012-10-31 $0.2250
2012-07-27 $0.2250
2012-04-26 $0.2250
2012-01-27 $0.2250
2011-10-27 $0.2125
2011-07-27 $0.2125
2011-04-27 $0.2125
2011-01-27 $0.2125
2010-10-27 $0.1975
2010-07-28 $0.1975
2010-04-28 $0.1975
2010-01-27 $0.1975
2009-10-28 $0.1875
2009-07-29 $0.1875
2009-04-28 $0.1875
2009-01-28 $0.1875
2008-10-29 $0.1750
2008-07-29 $0.1750
2008-04-28 $0.1750
2008-01-29 $0.1750
2007-10-29 $0.1590
2007-07-27 $0.1590
2007-04-26 $0.1590
2007-01-29 $0.1590
2006-10-27 $0.1440
2006-07-27 $0.1440
2006-04-26 $0.1440
2006-01-27 $0.1440
2005-10-27 $0.1315
2005-07-27 $0.1315
2005-04-27 $0.1315
2005-01-27 $0.1315
2004-10-27 $0.1315
2004-07-28 $0.1250
2004-04-28 $0.1250
2004-01-28 $0.1250
2003-10-29 $0.1250
2003-07-29 $0.1250
2003-04-28 $0.1250
2003-01-29 $0.1250
2002-10-29 $0.2500
2002-07-29 $0.2500
2002-04-26 $0.2500
2002-01-29 $0.2500
2001-10-29 $0.2500
2001-07-27 $0.2500
2001-04-26 $0.2500
2001-01-29 $0.2500
2000-10-27 $0.2500
2000-07-27 $0.2500
2000-04-26 $0.2500
2000-01-27 $0.2500
1999-10-27 $0.2500
1999-07-28 $0.2500
1999-04-28 $0.2500
1999-01-27 $0.2500
1998-10-28 $0.2500
1998-07-29 $0.2500
1998-04-30 $0.0715
1998-04-22 $0.1790
1998-01-22 $0.2500
1997-10-29 $0.2500
1997-07-31 $0.2500
1997-04-28 $0.2500
1997-01-29 $0.2500
1996-10-30 $0.2460
1996-08-01 $0.2460
1996-04-26 $0.2460
1996-01-31 $0.2460
1995-10-27 $0.2425
1995-07-27 $0.2425
1995-04-24 $0.2425
1995-01-25 $0.2425
1994-10-25 $0.2400
1994-07-25 $0.2400
1994-04-25 $0.2400
1994-01-25 $0.2400
1993-10-25 $0.2375
1993-07-26 $0.2375
1993-04-26 $0.2375
1993-01-25 $0.2375
1992-10-26 $0.2325
1992-07-27 $0.2325
1992-04-24 $0.2325
1992-01-27 $0.2325
1991-10-25 $0.2250
1991-07-25 $0.2250
1991-04-24 $0.2250
1991-01-25 $0.2250
1990-10-25 $0.2175
1990-07-25 $0.2175
1990-04-24 $0.2175
1990-01-25 $0.2175
1989-10-25 $0.2100
1989-07-25 $0.2100
1989-04-24 $0.2100
1989-01-25 $0.2100
1988-10-25 $0.2025
1988-07-25 $0.2025
1988-01-25 $0.2025
1987-10-26 $0.1950
1987-07-27 $0.1950
1987-04-24 $0.1900
1987-01-26 $0.1900
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.33. Further, an Excess 峰度 of 15.42 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -3.84%1050.79%0.79%
-3.84% to -2.87%1501.12%1.91%
-2.87% to -1.90%4323.24%5.15%
-1.90% to -0.93%143510.76%15.91%
-0.93% to 0.04%522539.17%55.08%
0.04% to 1.01%369327.69%82.76%
1.01% to 1.99%164012.29%95.06%
1.99% to 2.96%4563.42%98.48%
2.96% to 3.93%1280.96%99.44%
Greater than 3.93%750.56%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.25%1.34% 77.37%68.27%
±2σ -2.55%2.63% 95.37%95.45%
±3σ -3.84%3.93% 98.65%99.73%
Descriptive Statistics
均值0.043%
Standard Error0.011%
中位数0.000%
Mode0.000%
Standard Deviation1.295%
Sample Variance1.676%
峰度15.42
偏度-0.33
Range38.408%
Minimum-23.381%
Maximum15.027%
Count13339
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.013% 6075 45.54% 0.461%
负向 -1.014% 5501 41.24% -0.418%
Zero 0.000% 1763 13.22% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 2.04%
20 1 Month 1.67%
60 1 Quarter 1.79%
250 1 Year 1.57%
750 3 Years 1.71%
1,250 5 Years 1.85%
2,500 10 Years 1.85%
5,000 20 Years 1.87%
12,500 50 Years 1.80%
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 3.98. Further, an Excess 峰度 of 36.34 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -1.47%00.00%0.00%
-1.47% to -0.66%00.00%0.00%
-0.66% to 0.15%00.00%0.00%
0.15% to 0.95%226316.96%16.96%
0.95% to 1.76%569042.65%59.62%
1.76% to 2.57%358726.89%86.51%
2.57% to 3.38%10808.10%94.60%
3.38% to 4.18%3652.74%97.34%
4.18% to 4.99%1591.19%98.53%
Greater than 4.99%1961.47%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.69%2.84% 85.04%68.27%
±2σ -0.39%3.92% 96.71%95.45%
±3σ -1.47%4.99% 98.53%99.73%
Descriptive Statistics
均值1.762%
Standard Error0.009%
中位数1.546%
Mode2.326%
Standard Deviation1.077%
Sample Variance1.160%
峰度36.34
偏度3.98
Range22.587%
Minimum0.227%
Maximum22.814%
Count13340
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.762% 13340 100.00% 1.762%
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 0.19. Further, an Excess 峰度 of 7.87 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -3.53%780.58%0.58%
-3.53% to -2.65%1240.93%1.51%
-2.65% to -1.77%4503.37%4.89%
-1.77% to -0.90%167912.59%17.47%
-0.90% to -0.02%354726.59%44.06%
-0.02% to 0.86%521239.07%83.13%
0.86% to 1.74%150311.27%94.40%
1.74% to 2.61%5153.86%98.26%
2.61% to 3.49%1320.99%99.25%
Greater than 3.49%1000.75%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.19%1.15% 75.84%68.27%
±2σ -2.36%2.32% 95.15%95.45%
±3σ -3.53%3.49% 98.67%99.73%
Descriptive Statistics
均值-0.019%
Standard Error0.010%
中位数0.000%
Mode0.000%
Standard Deviation1.169%
Sample Variance1.366%
峰度7.87
偏度0.19
Range23.361%
Minimum-10.847%
Maximum12.514%
Count13340
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 0.967% 5426 40.67% 0.393%
负向 -0.934% 5893 44.17% -0.413%
Zero 0.000% 2021 15.15% 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 8.81 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -8.20%210.76%0.76%
-8.20% to -6.09%281.01%1.77%
-6.09% to -4.00%1023.69%5.46%
-4.00% to -1.89%32611.79%17.26%
-1.89% to 0.21%89132.24%49.49%
0.21% to 2.31%90432.71%82.20%
2.31% to 4.41%35712.92%95.12%
4.41% to 6.51%993.58%98.70%
6.51% to 8.61%240.87%99.57%
Greater than 8.61%120.43%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.59%3.01% 76.37%68.27%
±2σ -5.40%5.81% 95.48%95.45%
±3σ -8.20%8.61% 98.81%99.73%
Descriptive Statistics
均值0.207%
Standard Error0.053%
中位数0.234%
Mode0.000%
Standard Deviation2.801%
Sample Variance7.848%
峰度8.81
偏度-0.07
Range52.477%
Minimum-26.020%
Maximum26.457%
Count2764
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.112% 1444 52.24% 1.103%
负向 -2.071% 1196 43.27% -0.896%
Zero 0.000% 124 4.49% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 3.42%
12 1 Quarter 4.11%
52 1 Year 3.49%
156 3 Years 3.98%
260 5 Years 4.23%
520 10 Years 4.19%
1,040 20 Years 4.26%
2,600 50 Years 4.02%
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 5.39. Further, an Excess 峰度 of 58.98 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.01%00.00%0.00%
-4.01% to -1.98%00.00%0.00%
-1.98% to 0.05%00.00%0.00%
0.05% to 2.09%30210.92%10.92%
2.09% to 4.12%144652.30%63.22%
4.12% to 6.15%66223.94%87.16%
6.15% to 8.18%2187.88%95.05%
8.18% to 10.22%622.24%97.29%
10.22% to 12.25%381.37%98.66%
Greater than 12.25%371.34%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.41%6.83% 89.22%68.27%
±2σ -1.30%9.54% 96.71%95.45%
±3σ -4.01%12.25% 98.66%99.73%
Descriptive Statistics
均值4.118%
Standard Error0.052%
中位数3.506%
Mode2.222%
Standard Deviation2.710%
Sample Variance7.346%
峰度58.98
偏度5.39
Range47.929%
Minimum0.873%
Maximum48.802%
Count2765
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.118% 2765 100.00% 4.118%
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 13.60 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -8.53%120.43%0.43%
-8.53% to -6.42%120.43%0.87%
-6.42% to -4.30%953.44%4.30%
-4.30% to -2.19%36813.31%17.61%
-2.19% to -0.07%90232.62%50.24%
-0.07% to 2.04%92333.38%83.62%
2.04% to 4.16%30210.92%94.54%
4.16% to 6.27%963.47%98.01%
6.27% to 8.38%281.01%99.02%
Greater than 8.38%270.98%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.89%2.75% 77.14%68.27%
±2σ -5.71%5.56% 95.66%95.45%
±3σ -8.53%8.38% 98.59%99.73%
Descriptive Statistics
均值-0.073%
Standard Error0.054%
中位数-0.102%
Mode0.000%
Standard Deviation2.819%
Sample Variance7.949%
峰度13.60
偏度1.19
Range54.151%
Minimum-18.924%
Maximum35.227%
Count2765
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.181% 1207 43.65% 0.952%
负向 -2.020% 1403 50.74% -1.025%
Zero 0.000% 155 5.61% 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 1.02 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -14.69%20.31%0.31%
-14.69% to -10.80%40.63%0.94%
-10.80% to -6.91%375.83%6.77%
-6.91% to -3.02%8914.02%20.79%
-3.02% to 0.87%18228.66%49.45%
0.87% to 4.75%18929.76%79.21%
4.75% to 8.64%9915.59%94.80%
8.64% to 12.53%243.78%98.58%
12.53% to 16.42%60.94%99.53%
Greater than 16.42%30.47%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.32%6.05% 69.29%68.27%
±2σ -9.50%11.23% 96.06%95.45%
±3σ -14.69%16.42% 99.21%99.73%
Descriptive Statistics
均值0.866%
Standard Error0.206%
中位数0.939%
Mode0.000%
Standard Deviation5.184%
Sample Variance26.872%
峰度1.02
偏度-0.17
Range41.533%
Minimum-23.515%
Maximum18.018%
Count635
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.408% 358 56.38% 2.485%
负向 -3.911% 263 41.42% -1.620%
Zero 0.000% 14 2.21% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 8.00%
12 1 Year 6.89%
36 3 Years 8.08%
60 5 Years 8.66%
120 10 Years 8.71%
240 20 Years 8.80%
600 50 Years 8.39%
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 4.00. Further, an Excess 峰度 of 27.28 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -6.76%00.00%0.00%
-6.76% to -2.85%00.00%0.00%
-2.85% to 1.07%00.00%0.00%
1.07% to 4.98%8212.89%12.89%
4.98% to 8.89%32150.47%63.36%
8.89% to 12.81%14923.43%86.79%
12.81% to 16.72%497.70%94.50%
16.72% to 20.64%223.46%97.96%
20.64% to 24.55%30.47%98.43%
Greater than 24.55%101.57%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 3.67%14.11% 88.52%68.27%
±2σ -1.54%19.33% 97.01%95.45%
±3σ -6.76%24.55% 98.43%99.73%
Descriptive Statistics
均值8.894%
Standard Error0.207%
中位数7.764%
Mode5.000%
Standard Deviation5.219%
Sample Variance27.239%
峰度27.28
偏度4.00
Range55.051%
Minimum2.564%
Maximum57.615%
Count636
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 8.894% 636 100.00% 8.894%
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 0.78. Further, an Excess 峰度 of 3.07 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -15.97%00.00%0.00%
-15.97% to -12.04%60.94%0.94%
-12.04% to -8.12%182.83%3.77%
-8.12% to -4.20%11818.55%22.33%
-4.20% to -0.27%19130.03%52.36%
-0.27% to 3.65%17427.36%79.72%
3.65% to 7.58%8613.52%93.24%
7.58% to 11.50%365.66%98.90%
11.50% to 15.42%30.47%99.37%
Greater than 15.42%40.63%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.50%4.96% 70.28%68.27%
±2σ -10.74%10.19% 96.38%95.45%
±3σ -15.97%15.42% 99.37%99.73%
Descriptive Statistics
均值-0.273%
Standard Error0.207%
中位数-0.542%
Mode0.000%
Standard Deviation5.232%
Sample Variance27.371%
峰度3.07
偏度0.78
Range47.434%
Minimum-14.136%
Maximum33.298%
Count636
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.215% 285 44.81% 1.889%
负向 -4.055% 339 53.30% -2.161%
Zero 0.000% 12 1.89% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.35. Further, an Excess 峰度 of 1.11 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -21.73%10.47%0.47%
-21.73% to -15.66%20.95%1.42%
-15.66% to -9.59%125.69%7.11%
-9.59% to -3.52%2612.32%19.43%
-3.52% to 2.55%6128.91%48.34%
2.55% to 8.62%6128.91%77.25%
8.62% to 14.69%3416.11%93.36%
14.69% to 20.76%125.69%99.05%
20.76% to 26.83%20.95%100.00%
Greater than 26.83%00.00%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.54%10.64% 72.99%68.27%
±2σ -13.63%18.73% 93.84%95.45%
±3σ -21.73%26.83% 99.53%99.73%
Descriptive Statistics
均值2.551%
Standard Error0.557%
中位数2.892%
Mode1.807%
Standard Deviation8.092%
Sample Variance65.484%
峰度1.11
偏度-0.35
Range53.876%
Minimum-30.419%
Maximum23.457%
Count211
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 7.063% 137 64.93% 4.586%
负向 -5.804% 74 35.07% -2.036%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 11.12%
12 3 Years 12.61%
20 5 Years 13.71%
40 10 Years 14.28%
80 20 Years 14.99%
200 50 Years 14.43%
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 3.01. Further, an Excess 峰度 of 12.83 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -11.33%00.00%0.00%
-11.33% to -4.54%00.00%0.00%
-4.54% to 2.25%00.00%0.00%
2.25% to 9.04%2813.21%13.21%
9.04% to 15.82%10348.58%61.79%
15.82% to 22.61%5325.00%86.79%
22.61% to 29.40%198.96%95.75%
29.40% to 36.19%20.94%96.70%
36.19% to 42.98%10.47%97.17%
Greater than 42.98%62.83%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 6.77%24.88% 88.21%68.27%
±2σ -2.28%33.93% 95.75%95.45%
±3σ -11.33%42.98% 97.17%99.73%
Descriptive Statistics
均值15.825%
Standard Error0.622%
中位数13.521%
Mode6.667%
Standard Deviation9.052%
Sample Variance81.947%
峰度12.83
偏度3.01
Range68.823%
Minimum4.571%
Maximum73.394%
Count212
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 15.825% 212 100.00% 15.825%
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 1.34. Further, an Excess 峰度 of 5.06 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -26.32%00.00%0.00%
-26.32% to -19.96%00.00%0.00%
-19.96% to -13.61%94.25%4.25%
-13.61% to -7.25%3817.92%22.17%
-7.25% to -0.90%6631.13%53.30%
-0.90% to 5.46%6329.72%83.02%
5.46% to 11.81%219.91%92.92%
11.81% to 18.17%94.25%97.17%
18.17% to 24.52%41.89%99.06%
Greater than 24.52%20.94%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -9.37%7.58% 75.47%68.27%
±2σ -17.84%16.05% 95.75%95.45%
±3σ -26.32%24.52% 99.06%99.73%
Descriptive Statistics
均值-0.897%
Standard Error0.582%
中位数-1.712%
Mode0.000%
Standard Deviation8.473%
Sample Variance71.788%
峰度5.06
偏度1.34
Range65.674%
Minimum-18.000%
Maximum47.674%
Count212
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 6.974% 82 38.68% 2.697%
负向 -6.097% 125 58.96% -3.595%
Zero 0.000% 5 2.36% 0.000%