LUV 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	2.35%	1.81%	2.08%	3.23%	3.30%	3.31%	38.17	40.77	36.93	42.14
周度	5.08%	4.39%	5.01%	7.86%	7.27%	7.29%	36.69	42.42	34.11	45.62
月度	9.99%	8.79%	9.98%	16.96%	15.13%	15.17%	33.91	45.89	29.15	53.39
季度	19.19%	15.99%	18.38%	31.82%	26.20%	26.27%	30.36	51.27	23.36	66.62
Annual	—	—	—	—	52.40%	52.54%	23.36	66.62	13.83	112.51
Option Time Horizon	—	—	—	—	19.97%	20.02%	32.31	48.17	26.46	58.81

Calculation Notes: Computed at 2026-04-26T02:48 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $39.45 | Strike (K): $40.00 (first OTM call ≥ spot) | Observed Mid-价格: $2.9300 (Bid $2.8100 / Ask $3.0500) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 1.91% | Binomial IV (Annual): 52.40% (CRR binomial tree, American, n=20 steps) | BS IV: 52.42% (European Black-Scholes) | Yahoo IV (Annual): 52.54% → 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
2026-03-12	$0.1800
2025-12-26	$0.1800
2025-09-03	$0.1800
2025-06-18	$0.1800
2025-03-12	$0.1800
2024-12-26	$0.1800
2024-09-04	$0.1800
2024-06-18	$0.1800
2024-03-05	$0.1800
2023-12-20	$0.1800
2023-09-05	$0.1800
2023-06-20	$0.1800
2023-03-07	$0.1800
2023-01-09	$0.1800
2020-03-03	$0.1800
2019-12-10	$0.1800
2019-08-20	$0.1800
2019-06-04	$0.1800
2019-03-05	$0.1600
2018-12-04	$0.1600
2018-08-21	$0.1600
2018-06-05	$0.1600
2018-03-06	$0.1250
2017-12-06	$0.1250
2017-08-22	$0.1250
2017-06-05	$0.1250
2017-03-07	$0.1000
2016-12-06	$0.1000
2016-08-16	$0.1000
2016-06-06	$0.1000
2016-03-01	$0.0750
2015-12-08	$0.0750
2015-08-18	$0.0750
2015-06-01	$0.0750
2015-03-03	$0.0600
2014-12-09	$0.0600
2014-08-19	$0.0600
2014-06-02	$0.0600
2014-03-04	$0.0400
2013-12-10	$0.0400
2013-08-06	$0.0400
2013-06-03	$0.0400
2013-03-05	$0.0100
2012-12-04	$0.0100
2012-08-14	$0.0100
2012-06-04	$0.0100
2012-02-28	$0.0050
2011-12-06	$0.0050
2011-08-23	$0.0050
2011-06-06	$0.0050
2011-03-01	$0.0050
2010-12-07	$0.0050
2010-08-24	$0.0050
2010-06-07	$0.0050
2010-03-02	$0.0050
2009-12-08	$0.0050
2009-09-01	$0.0050
2009-06-08	$0.0050
2009-02-24	$0.0050
2008-12-09	$0.0050
2008-08-26	$0.0050
2008-06-10	$0.0050
2008-02-26	$0.0050
2007-12-04	$0.0050
2007-08-28	$0.0050
2007-06-05	$0.0050
2007-02-27	$0.0050
2006-12-05	$0.0050
2006-08-29	$0.0050
2006-06-06	$0.0050
2006-02-28	$0.0050
2005-12-06	$0.0050
2005-08-30	$0.0050
2005-06-07	$0.0050
2005-03-01	$0.0050
2004-12-07	$0.0050
2004-08-31	$0.0050
2004-06-08	$0.0050
2004-03-02	$0.0050
2003-12-03	$0.0050
2003-08-29	$0.0050
2003-06-02	$0.0050
2003-03-04	$0.0050
2002-12-09	$0.0050
2002-08-30	$0.0050
2002-06-03	$0.0050
2002-02-27	$0.0050
2001-12-03	$0.0050
2001-08-31	$0.0050
2001-06-04	$0.0030
2001-02-28	$0.0050
2000-12-04	$0.0040
2000-09-01	$0.0040
2000-05-31	$0.0040
2000-03-01	$0.0040
1999-12-06	$0.0040
1999-08-30	$0.0033
1999-06-02	$0.0036
1999-03-03	$0.0036
1998-12-07	$0.0036
1998-08-31	$0.0036
1998-06-03	$0.0030
1998-03-04	$0.0030
1997-12-08	$0.0030
1997-08-29	$0.0024
1997-05-28	$0.0024
1997-02-26	$0.0024
1996-12-09	$0.0020
1996-08-30	$0.0020
1996-05-29	$0.0020
1996-02-28	$0.0020
1995-12-04	$0.0020
1995-09-01	$0.0020
1995-05-26	$0.0020
1995-02-27	$0.0020
1994-11-30	$0.0020
1994-08-30	$0.0020
1994-05-27	$0.0020
1994-02-28	$0.0020
1993-11-30	$0.0020
1993-08-30	$0.0020
1993-05-28	$0.0020
1993-02-26	$0.0020
1992-12-01	$0.0020
1992-08-31	$0.0020
1992-06-01	$0.0018
1992-02-28	$0.0016
1991-11-29	$0.0016
1991-08-29	$0.0016
1991-05-31	$0.0016
1991-03-01	$0.0016
1990-11-29	$0.0016
1990-09-06	$0.0016
1990-06-07	$0.0015
1990-03-05	$0.0015
1989-11-29	$0.0015
1989-09-01	$0.0015
1989-06-07	$0.0015
1989-03-06	$0.0015
1988-11-29	$0.0015
1988-09-02	$0.0014
1988-06-07	$0.0014
1988-03-04	$0.0014
1987-11-27	$0.0014
1987-09-02	$0.0014
1987-06-08	$0.0014
1987-03-04	$0.0014
1986-11-26	$0.0014
1986-09-03	$0.0014
1986-06-06	$0.0014
1986-03-05	$0.0014
1985-11-26	$0.0014
1985-09-04	$0.0014
1985-06-06	$0.0014
1985-03-06	$0.0014
1984-11-28	$0.0014
1984-09-05	$0.0014
1984-06-04	$0.0014
1984-03-07	$0.0014
1983-11-30	$0.0014
1983-09-02	$0.0014
1983-05-31	$0.0014
1983-03-09	$0.0014
1982-11-26	$0.0014
1982-09-03	$0.0014
1982-06-04	$0.0014
1982-03-09	$0.0014
1981-11-25	$0.0014
1981-09-02	$0.0011
1981-06-09	$0.0011
1981-03-10	$0.0011
1980-11-28	$0.0011
1980-09-30	$0.0011
1980-06-06	$0.0007
1980-03-03	$0.0007

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.00. Further, an Excess 峰度 of 5.47 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -6.99%	66	0.57%	0.57%
-6.99% to -5.22%	105	0.90%	1.47%
-5.22% to -3.46%	411	3.52%	4.99%
-3.46% to -1.69%	1512	12.96%	17.95%
-1.69% to 0.07%	4076	34.94%	52.88%
0.07% to 1.84%	3432	29.42%	82.30%
1.84% to 3.61%	1359	11.65%	93.95%
3.61% to 5.37%	475	4.07%	98.02%
5.37% to 7.14%	144	1.23%	99.25%
Greater than 7.14%	87	0.75%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.28%	2.43%	75.83%	68.27%
±2σ	-4.63%	4.79%	95.01%	95.45%
±3σ	-6.99%	7.14%	98.69%	99.73%

Descriptive Statistics

均值	0.075%
Standard Error	0.022%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.355%
Sample Variance	5.545%
峰度	5.47
偏度	0.00
Range	42.763%
Minimum	-24.065%
Maximum	18.698%
Count	11667

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.836%	5587	47.89%	0.879%
负向	-1.717%	5462	46.82%	-0.804%
Zero	0.000%	618	5.30%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	4.41%
20	1 Month	5.12%
60	1 Quarter	4.96%
250	1 Year	3.58%
750	3 Years	3.26%
1,250	5 Years	3.23%
2,500	10 Years	3.09%
5,000	20 Years	3.08%
12,500	50 Years	3.11%

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 2.65. Further, an Excess 峰度 of 14.16 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -2.47%	0	0.00%	0.00%
-2.47% to -1.11%	0	0.00%	0.00%
-1.11% to 0.24%	2	0.02%	0.02%
0.24% to 1.60%	2140	18.34%	18.36%
1.60% to 2.96%	5123	43.91%	62.26%
2.96% to 4.32%	2542	21.79%	84.05%
4.32% to 5.67%	1070	9.17%	93.22%
5.67% to 7.03%	413	3.54%	96.76%
7.03% to 8.39%	189	1.62%	98.38%
Greater than 8.39%	189	1.62%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.15%	4.77%	82.10%	68.27%
±2σ	-0.66%	6.58%	95.78%	95.45%
±3σ	-2.47%	8.39%	98.38%	99.73%

Descriptive Statistics

均值	2.960%
Standard Error	0.017%
中位数	2.516%
Mode	2.632%
Standard Deviation	1.810%
Sample Variance	3.277%
峰度	14.16
偏度	2.65
Range	24.708%
Minimum	0.232%
Maximum	24.940%
Count	11668

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.960%	11668	100.00%	2.960%
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 0.26. 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 -6.24%	72	0.62%	0.62%
-6.24% to -4.68%	142	1.22%	1.83%
-4.68% to -3.12%	456	3.91%	5.74%
-3.12% to -1.56%	1454	12.46%	18.20%
-1.56% to 0.01%	4078	34.95%	53.15%
0.01% to 1.57%	3348	28.69%	81.85%
1.57% to 3.13%	1465	12.56%	94.40%
3.13% to 4.69%	451	3.87%	98.27%
4.69% to 6.25%	123	1.05%	99.32%
Greater than 6.25%	79	0.68%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.08%	2.09%	75.51%	68.27%
±2σ	-4.16%	4.17%	94.86%	95.45%
±3σ	-6.24%	6.26%	98.71%	99.73%

Descriptive Statistics

均值	0.006%
Standard Error	0.019%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.083%
Sample Variance	4.337%
峰度	5.04
偏度	0.26
Range	37.541%
Minimum	-13.905%
Maximum	23.636%
Count	11668

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.604%	5466	46.85%	0.751%
负向	-1.585%	5485	47.01%	-0.745%
Zero	0.000%	717	6.14%	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 2.29 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -14.89%	15	0.62%	0.62%
-14.89% to -11.08%	31	1.28%	1.90%
-11.08% to -7.27%	83	3.44%	5.34%
-7.27% to -3.45%	330	13.66%	19.00%
-3.45% to 0.36%	761	31.50%	50.50%
0.36% to 4.17%	745	30.84%	81.33%
4.17% to 7.99%	306	12.67%	94.00%
7.99% to 11.80%	96	3.97%	97.97%
11.80% to 15.61%	36	1.49%	99.46%
Greater than 15.61%	13	0.54%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.72%	5.44%	73.76%	68.27%
±2σ	-9.81%	10.53%	94.37%	95.45%
±3σ	-14.89%	15.61%	98.84%	99.73%

Descriptive Statistics

均值	0.359%
Standard Error	0.103%
中位数	0.328%
Mode	0.000%
Standard Deviation	5.084%
Sample Variance	25.850%
峰度	2.29
偏度	-0.02
Range	55.982%
Minimum	-29.032%
Maximum	26.950%
Count	2416

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.949%	1253	51.86%	2.048%
负向	-3.706%	1101	45.57%	-1.689%
Zero	0.000%	62	2.57%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	12.88%
12	1 Quarter	12.21%
52	1 Year	9.28%
156	3 Years	8.06%
260	5 Years	7.86%
520	10 Years	7.33%
1,040	20 Years	7.06%
2,600	50 Years	7.37%

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 2.38. Further, an Excess 峰度 of 10.27 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -5.54%	0	0.00%	0.00%
-5.54% to -2.25%	0	0.00%	0.00%
-2.25% to 1.04%	0	0.00%	0.00%
1.04% to 4.33%	475	19.65%	19.65%
4.33% to 7.62%	1000	41.37%	61.03%
7.62% to 10.91%	554	22.92%	83.95%
10.91% to 14.21%	222	9.18%	93.13%
14.21% to 17.50%	80	3.31%	96.44%
17.50% to 20.79%	41	1.70%	98.14%
Greater than 20.79%	45	1.86%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	3.23%	12.01%	81.75%	68.27%
±2σ	-1.16%	16.40%	95.74%	95.45%
±3σ	-5.54%	20.79%	98.14%	99.73%

Descriptive Statistics

均值	7.623%
Standard Error	0.089%
中位数	6.637%
Mode	5.882%
Standard Deviation	4.389%
Sample Variance	19.267%
峰度	10.27
偏度	2.38
Range	47.264%
Minimum	1.360%
Maximum	48.624%
Count	2417

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.623%	2417	100.00%	7.623%
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 0.69. Further, an Excess 峰度 of 3.81 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -15.06%	9	0.37%	0.37%
-15.06% to -11.30%	20	0.83%	1.20%
-11.30% to -7.55%	96	3.97%	5.17%
-7.55% to -3.79%	340	14.07%	19.24%
-3.79% to -0.04%	778	32.19%	51.43%
-0.04% to 3.72%	733	30.33%	81.75%
3.72% to 7.48%	296	12.25%	94.00%
7.48% to 11.23%	89	3.68%	97.68%
11.23% to 14.99%	30	1.24%	98.92%
Greater than 14.99%	26	1.08%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.04%	4.97%	73.98%	68.27%
±2σ	-10.05%	9.98%	95.37%	95.45%
±3σ	-15.06%	14.99%	98.55%	99.73%

Descriptive Statistics

均值	-0.035%
Standard Error	0.102%
中位数	-0.260%
Mode	0.000%
Standard Deviation	5.008%
Sample Variance	25.082%
峰度	3.81
偏度	0.69
Range	62.138%
Minimum	-21.229%
Maximum	40.909%
Count	2417

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.891%	1121	46.38%	1.805%
负向	-3.578%	1243	51.43%	-1.840%
Zero	0.000%	53	2.19%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.14. Further, an Excess 峰度 of 0.21 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -28.47%	0	0.00%	0.00%
-28.47% to -20.98%	7	1.26%	1.26%
-20.98% to -13.49%	31	5.59%	6.85%
-13.49% to -5.99%	89	16.04%	22.88%
-5.99% to 1.50%	151	27.21%	50.09%
1.50% to 8.99%	156	28.11%	78.20%
8.99% to 16.49%	81	14.59%	92.79%
16.49% to 23.98%	30	5.41%	98.20%
23.98% to 31.47%	7	1.26%	99.46%
Greater than 31.47%	3	0.54%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.49%	11.49%	70.45%	68.27%
±2σ	-18.48%	21.48%	95.14%	95.45%
±3σ	-28.47%	31.47%	99.46%	99.73%

Descriptive Statistics

均值	1.499%
Standard Error	0.424%
中位数	1.477%
Mode	0.000%
Standard Deviation	9.991%
Sample Variance	99.820%
峰度	0.21
偏度	0.14
Range	61.761%
Minimum	-26.761%
Maximum	35.000%
Count	555

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.725%	301	54.23%	4.732%
负向	-7.206%	249	44.87%	-3.233%
Zero	0.000%	5	0.90%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	22.50%
12	1 Year	19.67%
36	3 Years	17.36%
60	5 Years	16.96%
120	10 Years	16.18%
240	20 Years	15.35%
600	50 Years	16.00%

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 1.92. Further, an Excess 峰度 of 5.99 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -8.81%	0	0.00%	0.00%
-8.81% to -2.22%	0	0.00%	0.00%
-2.22% to 4.38%	0	0.00%	0.00%
4.38% to 10.97%	119	21.40%	21.40%
10.97% to 17.56%	214	38.49%	59.89%
17.56% to 24.16%	129	23.20%	83.09%
24.16% to 30.75%	57	10.25%	93.35%
30.75% to 37.34%	19	3.42%	96.76%
37.34% to 43.94%	9	1.62%	98.38%
Greater than 43.94%	9	1.62%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	8.77%	26.35%	78.60%	68.27%
±2σ	-0.02%	35.14%	95.68%	95.45%
±3σ	-8.81%	43.94%	98.38%	99.73%

Descriptive Statistics

均值	17.562%
Standard Error	0.373%
中位数	15.715%
Mode	20.000%
Standard Deviation	8.791%
Sample Variance	77.276%
峰度	5.99
偏度	1.92
Range	62.455%
Minimum	4.745%
Maximum	67.200%
Count	556

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	17.562%	556	100.00%	17.562%
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 0.52. Further, an Excess 峰度 of 0.65 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -30.36%	0	0.00%	0.00%
-30.36% to -22.87%	3	0.54%	0.54%
-22.87% to -15.38%	25	4.50%	5.04%
-15.38% to -7.89%	94	16.91%	21.94%
-7.89% to -0.41%	175	31.47%	53.42%
-0.41% to 7.08%	143	25.72%	79.14%
7.08% to 14.57%	73	13.13%	92.27%
14.57% to 22.06%	30	5.40%	97.66%
22.06% to 29.55%	10	1.80%	99.46%
Greater than 29.55%	3	0.54%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-10.39%	9.58%	72.12%	68.27%
±2σ	-20.38%	19.56%	95.32%	95.45%
±3σ	-30.36%	29.55%	99.46%	99.73%

Descriptive Statistics

均值	-0.405%
Standard Error	0.423%
中位数	-1.122%
Mode	0.000%
Standard Deviation	9.985%
Sample Variance	99.693%
峰度	0.65
偏度	0.52
Range	65.597%
Minimum	-26.984%
Maximum	38.613%
Count	556

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.404%	246	44.24%	3.718%
负向	-7.566%	303	54.50%	-4.123%
Zero	0.000%	7	1.26%	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 0.94. Further, an Excess 峰度 of 4.91 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -52.83%	0	0.00%	0.00%
-52.83% to -38.44%	2	1.08%	1.08%
-38.44% to -24.05%	7	3.78%	4.86%
-24.05% to -9.65%	37	20.00%	24.86%
-9.65% to 4.74%	48	25.95%	50.81%
4.74% to 19.13%	53	28.65%	79.46%
19.13% to 33.53%	29	15.68%	95.14%
33.53% to 47.92%	7	3.78%	98.92%
47.92% to 62.31%	1	0.54%	99.46%
Greater than 62.31%	1	0.54%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-14.45%	23.93%	71.35%	68.27%
±2σ	-33.64%	43.12%	97.30%	95.45%
±3σ	-52.83%	62.31%	99.46%	99.73%

Descriptive Statistics

均值	4.740%
Standard Error	1.411%
中位数	4.509%
Mode	-42.942%
Standard Deviation	19.191%
Sample Variance	368.304%
峰度	4.91
偏度	0.94
Range	157.567%
Minimum	-42.942%
Maximum	114.625%
Count	185

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	17.834%	104	56.22%	10.026%
负向	-12.073%	81	43.78%	-5.286%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	40.83%
12	3 Years	35.70%
20	5 Years	31.82%
40	10 Years	29.68%
80	20 Years	27.89%
200	50 Years	28.72%

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 2.14. Further, an Excess 峰度 of 7.02 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -14.57%	0	0.00%	0.00%
-14.57% to -2.57%	0	0.00%	0.00%
-2.57% to 9.43%	0	0.00%	0.00%
9.43% to 21.42%	37	19.89%	19.89%
21.42% to 33.42%	75	40.32%	60.22%
33.42% to 45.41%	46	24.73%	84.95%
45.41% to 57.41%	16	8.60%	93.55%
57.41% to 69.41%	3	1.61%	95.16%
69.41% to 81.40%	6	3.23%	98.39%
Greater than 81.40%	3	1.61%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	17.42%	49.41%	82.80%	68.27%
±2σ	1.43%	65.41%	94.62%	95.45%
±3σ	-14.57%	81.40%	98.39%	99.73%

Descriptive Statistics

均值	33.417%
Standard Error	1.173%
中位数	30.168%
Mode	22.353%
Standard Deviation	15.995%
Sample Variance	255.849%
峰度	7.02
偏度	2.14
Range	109.255%
Minimum	9.793%
Maximum	119.048%
Count	186

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	33.417%	186	100.00%	33.417%
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 0.96. Further, an Excess 峰度 of 2.24 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -56.27%	0	0.00%	0.00%
-56.27% to -42.48%	1	0.54%	0.54%
-42.48% to -28.70%	3	1.61%	2.15%
-28.70% to -14.91%	37	19.89%	22.04%
-14.91% to -1.13%	60	32.26%	54.30%
-1.13% to 12.66%	43	23.12%	77.42%
12.66% to 26.45%	32	17.20%	94.62%
26.45% to 40.23%	6	3.23%	97.85%
40.23% to 54.02%	2	1.08%	98.92%
Greater than 54.02%	2	1.08%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-19.51%	17.25%	72.58%	68.27%
±2σ	-37.89%	35.64%	96.24%	95.45%
±3σ	-56.27%	54.02%	98.92%	99.73%

Descriptive Statistics

均值	-1.126%
Standard Error	1.348%
中位数	-3.604%
Mode	-20.000%
Standard Deviation	18.381%
Sample Variance	337.863%
峰度	2.24
偏度	0.96
Range	130.583%
Minimum	-53.271%
Maximum	77.312%
Count	186

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	15.378%	81	43.55%	6.697%
负向	-13.858%	105	56.45%	-7.823%
Zero	0.000%	0	0.00%	0.000%

LUV 深度分析报告