LVS 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	3.62%	4.22%	3.09%	3.28%	2.06%	2.13%	51.73	53.91	50.68	55.03
周度	9.07%	14.20%	9.04%	7.77%	4.53%	4.68%	50.47	55.26	48.23	57.82
月度	16.86%	57.77%	21.47%	16.18%	9.44%	9.74%	48.05	58.04	43.73	63.78
季度	24.95%	152.21%	38.84%	29.86%	16.34%	16.87%	44.85	62.19	38.08	73.23
Annual	—	—	—	—	32.69%	33.74%	38.08	73.23	27.46	101.54
Option Time Horizon	—	—	—	—	12.46%	12.86%	46.62	59.82	41.16	67.75

Calculation Notes: Computed at 2026-04-26T02:46 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $52.81 | Strike (K): $55.00 (first OTM call ≥ spot) | Observed Mid-价格: $1.7800 (Bid $1.7300 / Ask $1.8300) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 2.12% | Binomial IV (Annual): 32.69% (CRR binomial tree, American, n=20 steps) | BS IV: 32.92% (European Black-Scholes) | Yahoo IV (Annual): 33.74% → 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
2026-02-09	$0.3000
2025-11-04	$0.2500
2025-08-05	$0.2500
2025-05-06	$0.2500
2025-02-10	$0.2500
2024-11-05	$0.2000
2024-08-06	$0.2000
2024-05-06	$0.2000
2024-02-05	$0.2000
2023-11-06	$0.2000
2023-08-07	$0.2000
2020-03-17	$0.7900
2019-12-16	$0.7700
2019-09-17	$0.7700
2019-06-18	$0.7700
2019-03-19	$0.7700
2018-12-17	$0.7500
2018-09-18	$0.7500
2018-06-19	$0.7500
2018-03-21	$0.7500
2017-12-20	$0.7300
2017-09-20	$0.7300
2017-06-20	$0.7300
2017-03-21	$0.7300
2016-12-19	$0.7200
2016-09-20	$0.7200
2016-06-20	$0.7200
2016-03-18	$0.7200
2015-12-18	$0.6500
2015-09-18	$0.6500
2015-06-18	$0.6500
2015-03-19	$0.6500
2014-12-16	$0.5000
2014-09-18	$0.5000
2014-06-18	$0.5000
2014-03-19	$0.5000
2013-12-18	$0.3500
2013-09-18	$0.3500
2013-06-18	$0.3500
2013-03-19	$0.3500
2012-12-18	$0.2500
2012-12-06	$2.7500
2012-09-18	$0.2500
2012-06-18	$0.2500
2012-03-16	$0.2500

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 2.01. Further, an Excess 峰度 of 56.48 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -10.78%	49	0.91%	0.91%
-10.78% to -8.07%	31	0.58%	1.49%
-8.07% to -5.35%	102	1.90%	3.39%
-5.35% to -2.64%	475	8.84%	12.23%
-2.64% to 0.07%	2105	39.18%	51.41%
0.07% to 2.79%	1966	36.60%	88.01%
2.79% to 5.50%	420	7.82%	95.83%
5.50% to 8.21%	126	2.35%	98.18%
8.21% to 10.93%	52	0.97%	99.14%
Greater than 10.93%	46	0.86%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.54%	3.69%	84.20%	68.27%
±2σ	-7.16%	7.31%	95.81%	95.45%
±3σ	-10.78%	10.93%	98.23%	99.73%

Descriptive Statistics

均值	0.075%
Standard Error	0.049%
中位数	0.018%
Mode	0.000%
Standard Deviation	3.618%
Sample Variance	13.091%
峰度	56.48
偏度	2.01
Range	113.250%
Minimum	-33.250%
Maximum	80.000%
Count	5372

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.224%	2696	50.19%	1.116%
负向	-2.108%	2654	49.40%	-1.041%
Zero	0.000%	22	0.41%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	4.58%
20	1 Month	3.08%
60	1 Quarter	3.41%
250	1 Year	2.87%
750	3 Years	2.78%
1,250	5 Years	3.28%
2,500	10 Years	3.11%
5,000	20 Years	4.06%
12,500	50 Years	4.03%

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 8.30. Further, an Excess 峰度 of 154.16 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -8.81%	0	0.00%	0.00%
-8.81% to -5.65%	0	0.00%	0.00%
-5.65% to -2.48%	0	0.00%	0.00%
-2.48% to 0.68%	5	0.09%	0.09%
0.68% to 3.84%	3770	70.17%	70.26%
3.84% to 7.01%	1137	21.16%	91.42%
7.01% to 10.17%	230	4.28%	95.70%
10.17% to 13.33%	71	1.32%	97.02%
13.33% to 16.50%	48	0.89%	97.92%
Greater than 16.50%	112	2.08%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-0.37%	8.06%	93.78%	68.27%
±2σ	-4.59%	12.28%	96.61%	95.45%
±3σ	-8.81%	16.50%	97.92%	99.73%

Descriptive Statistics

均值	3.844%
Standard Error	0.058%
中位数	2.810%
Mode	2.673%
Standard Deviation	4.218%
Sample Variance	17.788%
峰度	154.16
偏度	8.30
Range	125.154%
Minimum	0.566%
Maximum	125.720%
Count	5373

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.844%	5373	100.00%	3.844%
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 1.50. Further, an Excess 峰度 of 27.86 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -9.09%	36	0.67%	0.67%
-9.09% to -6.78%	37	0.69%	1.36%
-6.78% to -4.46%	121	2.25%	3.61%
-4.46% to -2.14%	485	9.03%	12.64%
-2.14% to 0.17%	2149	40.00%	52.63%
0.17% to 2.49%	1888	35.14%	87.77%
2.49% to 4.81%	451	8.39%	96.17%
4.81% to 7.12%	118	2.20%	98.36%
7.12% to 9.44%	29	0.54%	98.90%
Greater than 9.44%	59	1.10%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.92%	3.26%	84.20%	68.27%
±2σ	-6.00%	6.35%	96.22%	95.45%
±3σ	-9.09%	9.44%	98.23%	99.73%

Descriptive Statistics

均值	0.174%
Standard Error	0.042%
中位数	0.074%
Mode	0.000%
Standard Deviation	3.089%
Sample Variance	9.544%
峰度	27.86
偏度	1.50
Range	84.674%
Minimum	-41.190%
Maximum	43.484%
Count	5373

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.973%	2766	51.48%	1.016%
负向	-1.748%	2586	48.13%	-0.841%
Zero	0.000%	21	0.39%	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 4.02. Further, an Excess 峰度 of 63.07 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -26.78%	7	0.63%	0.63%
-26.78% to -19.98%	5	0.45%	1.08%
-19.98% to -13.18%	16	1.44%	2.51%
-13.18% to -6.38%	107	9.61%	12.12%
-6.38% to 0.42%	448	40.22%	52.33%
0.42% to 7.22%	409	36.71%	89.05%
7.22% to 14.02%	85	7.63%	96.68%
14.02% to 20.82%	24	2.15%	98.83%
20.82% to 27.62%	4	0.36%	99.19%
Greater than 27.62%	9	0.81%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.65%	9.49%	86.62%	68.27%
±2σ	-17.71%	18.55%	96.59%	95.45%
±3σ	-26.78%	27.62%	98.56%	99.73%

Descriptive Statistics

均值	0.419%
Standard Error	0.272%
中位数	0.105%
Mode	-0.734%
Standard Deviation	9.066%
Sample Variance	82.196%
峰度	63.07
偏度	4.02
Range	195.623%
Minimum	-52.692%
Maximum	142.931%
Count	1114

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.405%	570	51.17%	2.766%
负向	-4.833%	541	48.56%	-2.347%
Zero	0.000%	3	0.27%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	8.25%
12	1 Quarter	7.30%
52	1 Year	7.21%
156	3 Years	6.68%
260	5 Years	7.77%
520	10 Years	7.29%
1,040	20 Years	9.67%
2,600	50 Years	9.61%

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 9.94. Further, an Excess 峰度 of 153.78 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -32.09%	0	0.00%	0.00%
-32.09% to -21.44%	0	0.00%	0.00%
-21.44% to -10.80%	0	0.00%	0.00%
-10.80% to -0.15%	0	0.00%	0.00%
-0.15% to 10.50%	810	72.65%	72.65%
10.50% to 21.14%	216	19.37%	92.02%
21.14% to 31.79%	53	4.75%	96.77%
31.79% to 42.44%	13	1.17%	97.94%
42.44% to 53.09%	11	0.99%	98.92%
Greater than 53.09%	12	1.08%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.70%	24.69%	94.35%	68.27%
±2σ	-17.89%	38.89%	97.31%	95.45%
±3σ	-32.09%	53.09%	98.92%	99.73%

Descriptive Statistics

均值	10.497%
Standard Error	0.425%
中位数	7.421%
Mode	4.907%
Standard Deviation	14.196%
Sample Variance	201.533%
峰度	153.78
偏度	9.94
Range	287.959%
Minimum	1.161%
Maximum	289.120%
Count	1115

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	10.497%	1115	100.00%	10.497%
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 3.50. Further, an Excess 峰度 of 37.83 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -26.62%	7	0.63%	0.63%
-26.62% to -19.84%	3	0.27%	0.90%
-19.84% to -13.06%	17	1.52%	2.42%
-13.06% to -6.28%	95	8.52%	10.94%
-6.28% to 0.50%	489	43.86%	54.80%
0.50% to 7.28%	387	34.71%	89.51%
7.28% to 14.06%	84	7.53%	97.04%
14.06% to 20.84%	17	1.52%	98.57%
20.84% to 27.62%	5	0.45%	99.01%
Greater than 27.62%	11	0.99%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.54%	9.54%	87.53%	68.27%
±2σ	-17.58%	18.58%	96.95%	95.45%
±3σ	-26.62%	27.62%	98.39%	99.73%

Descriptive Statistics

均值	0.504%
Standard Error	0.271%
中位数	-0.045%
Mode	-10.112%
Standard Deviation	9.040%
Sample Variance	81.721%
峰度	37.83
偏度	3.50
Range	162.579%
Minimum	-55.855%
Maximum	106.724%
Count	1115

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.599%	554	49.69%	2.782%
负向	-4.528%	561	50.31%	-2.278%
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 2.88. Further, an Excess 峰度 of 31.33 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -49.06%	3	1.17%	1.17%
-49.06% to -36.42%	0	0.00%	1.17%
-36.42% to -23.77%	3	1.17%	2.34%
-23.77% to -11.12%	27	10.55%	12.89%
-11.12% to 1.53%	109	42.58%	55.47%
1.53% to 14.17%	77	30.08%	85.55%
14.17% to 26.82%	27	10.55%	96.09%
26.82% to 39.47%	8	3.12%	99.22%
39.47% to 52.12%	0	0.00%	99.22%
Greater than 52.12%	2	0.78%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-15.34%	18.39%	83.20%	68.27%
±2σ	-32.20%	35.25%	98.05%	95.45%
±3σ	-49.06%	52.12%	98.05%	99.73%

Descriptive Statistics

均值	1.526%
Standard Error	1.054%
中位数	0.318%
Mode	-16.778%
Standard Deviation	16.863%
Sample Variance	284.376%
峰度	31.33
偏度	2.88
Range	223.367%
Minimum	-63.566%
Maximum	159.801%
Count	256

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	11.307%	134	52.34%	5.919%
负向	-9.218%	122	47.66%	-4.393%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	12.64%
12	1 Year	15.05%
36	3 Years	14.43%
60	5 Years	16.18%
120	10 Years	15.33%
240	20 Years	20.43%
600	50 Years	20.35%

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 10.00. Further, an Excess 峰度 of 114.11 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -145.94%	0	0.00%	0.00%
-145.94% to -102.61%	0	0.00%	0.00%
-102.61% to -59.28%	0	0.00%	0.00%
-59.28% to -15.95%	0	0.00%	0.00%
-15.95% to 27.38%	200	77.82%	77.82%
27.38% to 70.71%	47	18.29%	96.11%
70.71% to 114.04%	4	1.56%	97.67%
114.04% to 157.37%	3	1.17%	98.83%
157.37% to 200.70%	1	0.39%	99.22%
Greater than 200.70%	2	0.78%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-30.39%	85.16%	97.28%	68.27%
±2σ	-88.16%	142.93%	98.83%	95.45%
±3σ	-145.94%	200.70%	99.22%	99.73%

Descriptive Statistics

均值	27.383%
Standard Error	3.604%
中位数	17.610%
Mode	9.153%
Standard Deviation	57.773%
Sample Variance	3337.750%
峰度	114.11
偏度	10.00
Range	751.567%
Minimum	4.914%
Maximum	756.481%
Count	257

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	27.383%	257	100.00%	27.383%
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 5.46. Further, an Excess 峰度 of 45.36 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -62.54%	0	0.00%	0.00%
-62.54% to -46.44%	1	0.39%	0.39%
-46.44% to -30.33%	1	0.39%	0.78%
-30.33% to -14.23%	21	8.17%	8.95%
-14.23% to 1.87%	127	49.42%	58.37%
1.87% to 17.97%	84	32.68%	91.05%
17.97% to 34.08%	17	6.61%	97.67%
34.08% to 50.18%	3	1.17%	98.83%
50.18% to 66.28%	0	0.00%	98.83%
Greater than 66.28%	3	1.17%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-19.60%	23.34%	91.44%	68.27%
±2σ	-41.07%	44.81%	98.05%	95.45%
±3σ	-62.54%	66.28%	98.83%	99.73%

Descriptive Statistics

均值	1.871%
Standard Error	1.339%
中位数	0.049%
Mode	-59.335%
Standard Deviation	21.470%
Sample Variance	460.976%
峰度	45.36
偏度	5.46
Range	266.879%
Minimum	-59.335%
Maximum	207.544%
Count	257

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	12.529%	129	50.20%	6.289%
负向	-8.870%	128	49.80%	-4.418%
Zero	0.000%	0	0.00%	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 1.23 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -70.78%	0	0.00%	0.00%
-70.78% to -52.07%	2	2.35%	2.35%
-52.07% to -33.36%	3	3.53%	5.88%
-33.36% to -14.64%	9	10.59%	16.47%
-14.64% to 4.07%	35	41.18%	57.65%
4.07% to 22.78%	19	22.35%	80.00%
22.78% to 41.49%	9	10.59%	90.59%
41.49% to 60.20%	5	5.88%	96.47%
60.20% to 78.92%	3	3.53%	100.00%
Greater than 78.92%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-20.88%	29.02%	78.82%	68.27%
±2σ	-45.83%	53.97%	92.94%	95.45%
±3σ	-70.78%	78.92%	100.00%	99.73%

Descriptive Statistics

均值	4.068%
Standard Error	2.706%
中位数	2.418%
Mode	-68.827%
Standard Deviation	24.950%
Sample Variance	622.527%
峰度	1.23
偏度	0.17
Range	139.639%
Minimum	-68.827%
Maximum	70.812%
Count	85

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	18.686%	50	58.82%	10.992%
负向	-16.814%	35	41.18%	-6.923%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	30.16%
12	3 Years	27.99%
20	5 Years	29.86%
40	10 Years	26.95%
80	20 Years	35.17%
200	50 Years	35.18%

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 6.63. Further, an Excess 峰度 of 48.63 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -392.28%	0	0.00%	0.00%
-392.28% to -278.12%	0	0.00%	0.00%
-278.12% to -163.96%	0	0.00%	0.00%
-163.96% to -49.80%	0	0.00%	0.00%
-49.80% to 64.35%	75	87.21%	87.21%
64.35% to 178.51%	8	9.30%	96.51%
178.51% to 292.67%	0	0.00%	96.51%
292.67% to 406.83%	0	0.00%	96.51%
406.83% to 520.99%	1	1.16%	97.67%
Greater than 520.99%	2	2.33%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-87.86%	216.56%	96.51%	68.27%
±2σ	-240.07%	368.78%	96.51%	95.45%
±3σ	-392.28%	520.99%	97.67%	99.73%

Descriptive Statistics

均值	64.353%
Standard Error	16.413%
中位数	31.972%
Mode	11.376%
Standard Deviation	152.211%
Sample Variance	23168.237%
峰度	48.63
偏度	6.63
Range	1258.300%
Minimum	11.376%
Maximum	1269.676%
Count	86

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	64.353%	86	100.00%	64.353%
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 4.05. Further, an Excess 峰度 of 21.02 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -112.01%	0	0.00%	0.00%
-112.01% to -82.88%	0	0.00%	0.00%
-82.88% to -53.76%	0	0.00%	0.00%
-53.76% to -24.63%	9	10.47%	10.47%
-24.63% to 4.50%	46	53.49%	63.95%
4.50% to 33.62%	23	26.74%	90.70%
33.62% to 62.75%	6	6.98%	97.67%
62.75% to 91.88%	0	0.00%	97.67%
91.88% to 121.00%	0	0.00%	97.67%
Greater than 121.00%	2	2.33%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-34.34%	43.33%	87.21%	68.27%
±2σ	-73.17%	82.17%	97.67%	95.45%
±3σ	-112.01%	121.00%	97.67%	99.73%

Descriptive Statistics

均值	4.497%
Standard Error	4.188%
中位数	-2.013%
Mode	-40.061%
Standard Deviation	38.835%
Sample Variance	1508.190%
峰度	21.02
偏度	4.05
Range	269.518%
Minimum	-40.061%
Maximum	229.457%
Count	86

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	26.800%	39	45.35%	12.154%
负向	-14.010%	47	54.65%	-7.657%
Zero	0.000%	0	0.00%	0.000%

LVS 深度分析报告