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LZB 深度分析报告

La-Z-Boy Incorporated | 分类： Equity Small Cap | 年化股息率： 2.51% ($0.90) | 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 2.72% 2.98% 2.29% 2.99% 2.62% 3.61% 34.48 36.34 33.59 37.30
周度 5.95% 6.84% 5.87% 7.00% 5.77% 7.94% 33.42 37.50 31.54 39.73
月度 13.97% 18.96% 12.95% 15.20% 12.01% 16.53% 31.39 39.92 27.84 45.01
季度 24.93% 51.27% 38.78% 25.55% 20.80% 28.64% 28.75 43.59 23.35 53.66
Annual — — — — 41.60% 57.28% 23.35 53.66 15.40 81.35
Option Time Horizon — — — — 15.85% 21.83% 30.21 41.48 25.78 48.61
Calculation Notes: Computed at 2026-04-26T02:48 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $35.40  |  Strike (K): $40.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $0.7750 (Bid $0.0500 / Ask $1.5000)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.51%  |  Binomial IV (Annual): 41.60% (CRR binomial tree, American, n=20 steps)  |  BS IV: 41.85% (European Black-Scholes)  |  Yahoo IV (Annual): 57.28% → 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
2026-03-03 $0.2420
2025-12-04 $0.2420
2025-09-04 $0.2200
2025-06-03 $0.2200
2025-03-04 $0.2200
2024-12-05 $0.2200
2024-09-05 $0.2000
2024-06-04 $0.2000
2024-03-04 $0.2000
2023-12-08 $0.2000
2023-09-05 $0.1820
2023-06-01 $0.1820
2023-03-06 $0.1820
2022-12-09 $0.1820
2022-09-06 $0.1650
2022-06-01 $0.1650
2022-03-02 $0.1650
2021-12-01 $0.1650
2021-09-01 $0.1500
2021-05-28 $0.1500
2021-03-03 $0.1500
2020-12-01 $0.1400
2020-09-02 $0.0700
2020-03-06 $0.1400
2019-11-29 $0.1400
2019-09-05 $0.1300
2019-05-29 $0.1300
2019-03-08 $0.1300
2018-12-07 $0.1300
2018-09-06 $0.1200
2018-05-31 $0.1200
2018-03-05 $0.1200
2017-12-08 $0.1200
2017-09-07 $0.1100
2017-05-30 $0.1100
2017-03-02 $0.1100
2016-12-07 $0.1100
2016-08-31 $0.1000
2016-05-23 $0.1000
2016-02-25 $0.1000
2015-11-25 $0.1000
2015-08-27 $0.0800
2015-05-26 $0.0800
2015-02-25 $0.0800
2014-11-25 $0.0800
2014-08-27 $0.0600
2014-05-27 $0.0600
2014-02-26 $0.0600
2013-11-26 $0.0600
2013-08-28 $0.0400
2013-05-28 $0.0400
2013-02-27 $0.0400
2012-12-06 $0.0400
2008-11-24 $0.0200
2008-08-27 $0.0400
2008-05-23 $0.0400
2008-02-27 $0.0400
2007-11-21 $0.1200
2007-08-27 $0.1200
2007-05-23 $0.1200
2007-02-22 $0.1200
2006-11-21 $0.1200
2006-08-22 $0.1200
2006-05-24 $0.1200
2006-02-22 $0.1100
2005-11-28 $0.1100
2005-08-26 $0.1100
2005-05-25 $0.1100
2005-02-23 $0.1100
2004-11-23 $0.1100
2004-08-26 $0.1100
2004-05-26 $0.1100
2004-02-25 $0.1000
2003-11-25 $0.1000
2003-08-27 $0.1000
2003-05-21 $0.1000
2003-02-20 $0.1000
2002-11-21 $0.1000
2002-08-22 $0.1000
2002-05-22 $0.1000
2002-02-22 $0.0900
2001-11-21 $0.0900
2001-08-22 $0.0900
2001-05-23 $0.0900
2001-02-21 $0.0900
2000-11-22 $0.0900
2000-08-23 $0.0900
2000-05-24 $0.0800
2000-02-23 $0.0800
1999-11-17 $0.0800
1999-08-25 $0.0800
1999-05-19 $0.0800
1999-02-17 $0.0800
1998-11-25 $0.0800
1998-08-19 $0.0800
1998-05-20 $0.0700
1998-02-18 $0.0700
1997-11-19 $0.0700
1997-08-20 $0.0700
1997-05-21 $0.0700
1997-02-18 $0.0700
1996-11-20 $0.0633
1996-08-15 $0.0633
1996-05-16 $0.0633
1996-02-09 $0.0633
1995-11-15 $0.0633
1995-08-15 $0.0633
1995-05-15 $0.0567
1995-02-07 $0.0567
1994-11-10 $0.0567
1994-08-11 $0.0567
1994-05-11 $0.0567
1994-02-07 $0.0567
1993-11-10 $0.0567
1993-08-11 $0.0500
1993-05-12 $0.0500
1993-02-08 $0.0500
1992-11-10 $0.0500
1992-08-11 $0.0500
1992-05-12 $0.0500
1992-02-10 $0.0500
1991-11-12 $0.0500
1991-08-12 $0.0467
1991-05-13 $0.0467
1991-02-04 $0.0467
1990-11-13 $0.0467
1990-08-13 $0.0467
1990-05-14 $0.0467
1990-02-05 $0.0467
1989-11-13 $0.0467
1989-08-14 $0.0467
1989-05-12 $0.0400
1989-02-06 $0.0400
1988-11-14 $0.0400
1988-08-15 $0.0400
1988-05-13 $0.0333
1988-02-05 $0.0333
1987-11-13 $0.0333
1987-08-13 $0.0333
1987-05-13 $0.0333
1987-02-05 $0.0333
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Right Skewed (正向 Asymmetry) with a 偏度 factor of 0.67. Further, an Excess 峰度 of 22.00 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -8.09%1060.82%0.82%
-8.09% to -6.05%900.70%1.51%
-6.05% to -4.02%3052.36%3.87%
-4.02% to -1.98%12499.65%13.52%
-1.98% to 0.06%582344.99%58.51%
0.06% to 2.10%367628.40%86.91%
2.10% to 4.14%11508.89%95.80%
4.14% to 6.18%2982.30%98.10%
6.18% to 8.22%1230.95%99.05%
Greater than 8.22%1230.95%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.66%2.78% 83.23%68.27%
±2σ -5.38%5.50% 95.48%95.45%
±3σ -8.09%8.22% 98.23%99.73%
Descriptive Statistics
均值0.063%
Standard Error0.024%
中位数0.000%
Mode0.000%
Standard Deviation2.719%
Sample Variance7.392%
峰度22.00
偏度0.67
Range75.153%
Minimum-36.162%
Maximum38.991%
Count12943
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.009% 5421 41.88% 0.841%
负向 -1.912% 5271 40.73% -0.779%
Zero 0.000% 2251 17.39% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 2.21%
20 1 Month 2.65%
60 1 Quarter 3.08%
250 1 Year 2.82%
750 3 Years 2.82%
1,250 5 Years 2.99%
2,500 10 Years 3.03%
5,000 20 Years 3.98%
12,500 50 Years 3.44%
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 3.94. Further, an Excess 峰度 of 37.13 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.56%00.00%0.00%
-5.56% to -3.32%00.00%0.00%
-3.32% to -1.09%00.00%0.00%
-1.09% to 1.15%184214.23%14.23%
1.15% to 3.38%641349.54%63.77%
3.38% to 5.62%276021.32%85.10%
5.62% to 7.85%10418.04%93.14%
7.85% to 10.09%5093.93%97.07%
10.09% to 12.32%1941.50%98.57%
Greater than 12.32%1851.43%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.40%6.36% 87.77%68.27%
±2σ -2.58%9.34% 95.91%95.45%
±3σ -5.56%12.32% 98.57%99.73%
Descriptive Statistics
均值3.384%
Standard Error0.026%
中位数2.545%
Mode4.000%
Standard Deviation2.980%
Sample Variance8.882%
峰度37.13
偏度3.94
Range65.516%
Minimum0.167%
Maximum65.683%
Count12944
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 3.384% 12944 100.00% 3.384%
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 18.96 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -6.75%1070.83%0.83%
-6.75% to -5.03%1210.93%1.76%
-5.03% to -3.31%2722.10%3.86%
-3.31% to -1.60%12069.32%13.18%
-1.60% to 0.12%612147.29%60.47%
0.12% to 1.84%333025.73%86.19%
1.84% to 3.56%12059.31%95.50%
3.56% to 5.27%3442.66%98.16%
5.27% to 6.99%1140.88%99.04%
Greater than 6.99%1240.96%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.17%2.41% 82.32%68.27%
±2σ -4.46%4.70% 95.27%95.45%
±3σ -6.75%6.99% 98.22%99.73%
Descriptive Statistics
均值0.122%
Standard Error0.020%
中位数0.000%
Mode0.000%
Standard Deviation2.290%
Sample Variance5.245%
峰度18.96
偏度0.71
Range51.940%
Minimum-24.092%
Maximum27.848%
Count12944
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.814% 5238 40.47% 0.734%
负向 -1.648% 4805 37.12% -0.612%
Zero 0.000% 2901 22.41% 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 0.93. Further, an Excess 峰度 of 10.85 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -17.54%190.69%0.69%
-17.54% to -13.08%250.90%1.59%
-13.08% to -8.62%732.64%4.23%
-8.62% to -4.16%29510.67%14.91%
-4.16% to 0.29%109139.47%54.38%
0.29% to 4.75%86031.11%85.49%
4.75% to 9.21%2679.66%95.15%
9.21% to 13.67%762.75%97.90%
13.67% to 18.13%260.94%98.84%
Greater than 18.13%321.16%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.65%6.24% 81.04%68.27%
±2σ -11.60%12.19% 95.33%95.45%
±3σ -17.54%18.13% 98.15%99.73%
Descriptive Statistics
均值0.295%
Standard Error0.113%
中位数0.000%
Mode0.000%
Standard Deviation5.945%
Sample Variance35.346%
峰度10.85
偏度0.93
Range91.853%
Minimum-34.500%
Maximum57.353%
Count2764
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.356% 1306 47.25% 2.058%
负向 -3.859% 1263 45.70% -1.763%
Zero 0.000% 195 7.05% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 6.15%
12 1 Quarter 6.93%
52 1 Year 6.86%
156 3 Years 6.66%
260 5 Years 7.00%
520 10 Years 7.06%
1,040 20 Years 9.20%
2,600 50 Years 7.33%
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 3.56. Further, an Excess 峰度 of 20.09 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -12.65%00.00%0.00%
-12.65% to -7.52%00.00%0.00%
-7.52% to -2.39%00.00%0.00%
-2.39% to 2.75%37213.45%13.45%
2.75% to 7.88%141351.10%64.56%
7.88% to 13.02%64323.25%87.81%
13.02% to 18.15%1846.65%94.47%
18.15% to 23.28%702.53%97.00%
23.28% to 28.42%260.94%97.94%
Greater than 28.42%572.06%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.04%14.73% 89.44%68.27%
±2σ -5.81%21.57% 96.31%95.45%
±3σ -12.65%28.42% 97.94%99.73%
Descriptive Statistics
均值7.881%
Standard Error0.130%
中位数6.231%
Mode10.000%
Standard Deviation6.845%
Sample Variance46.853%
峰度20.09
偏度3.56
Range82.185%
Minimum0.472%
Maximum82.657%
Count2765
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 7.881% 2765 100.00% 7.881%
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 1.18. Further, an Excess 峰度 of 12.23 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -17.40%200.72%0.72%
-17.40% to -13.00%270.98%1.70%
-13.00% to -8.61%662.39%4.09%
-8.61% to -4.21%28510.31%14.39%
-4.21% to 0.19%109739.67%54.07%
0.19% to 4.59%88932.15%86.22%
4.59% to 8.99%2589.33%95.55%
8.99% to 13.39%682.46%98.01%
13.39% to 17.79%250.90%98.92%
Greater than 17.79%301.08%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.67%6.06% 81.66%68.27%
±2σ -11.54%11.92% 95.41%95.45%
±3σ -17.40%17.79% 98.19%99.73%
Descriptive Statistics
均值0.192%
Standard Error0.112%
中位数0.000%
Mode0.000%
Standard Deviation5.865%
Sample Variance34.399%
峰度12.23
偏度1.18
Range84.121%
Minimum-33.645%
Maximum50.476%
Count2765
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.171% 1295 46.84% 1.953%
负向 -3.867% 1260 45.57% -1.762%
Zero 0.000% 210 7.59% 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 3.16. Further, an Excess 峰度 of 30.58 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -40.53%20.31%0.31%
-40.53% to -30.05%40.63%0.94%
-30.05% to -19.57%142.20%3.15%
-19.57% to -9.09%7611.97%15.12%
-9.09% to 1.39%24338.27%53.39%
1.39% to 11.88%21233.39%86.77%
11.88% to 22.36%599.29%96.06%
22.36% to 32.84%162.52%98.58%
32.84% to 43.32%40.63%99.21%
Greater than 43.32%50.79%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -12.58%15.37% 82.52%68.27%
±2σ -26.56%29.34% 97.01%95.45%
±3σ -40.53%43.32% 98.90%99.73%
Descriptive Statistics
均值1.394%
Standard Error0.555%
中位数0.493%
Mode0.000%
Standard Deviation13.975%
Sample Variance195.288%
峰度30.58
偏度3.16
Range207.706%
Minimum-55.300%
Maximum152.406%
Count635
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 9.786% 330 51.97% 5.086%
负向 -8.139% 288 45.35% -3.691%
Zero 0.000% 17 2.68% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 16.01%
12 1 Year 15.37%
36 3 Years 14.69%
60 5 Years 15.20%
120 10 Years 15.70%
240 20 Years 20.83%
600 50 Years 16.31%
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 5.42. Further, an Excess 峰度 of 39.81 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -37.73%00.00%0.00%
-37.73% to -23.51%00.00%0.00%
-23.51% to -9.29%00.00%0.00%
-9.29% to 4.93%233.62%3.62%
4.93% to 19.15%40964.31%67.92%
19.15% to 33.37%15424.21%92.14%
33.37% to 47.59%203.14%95.28%
47.59% to 61.80%162.52%97.80%
61.80% to 76.02%40.63%98.43%
Greater than 76.02%101.57%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.19%38.11% 93.40%68.27%
±2σ -18.77%57.06% 97.33%95.45%
±3σ -37.72%76.02% 98.43%99.73%
Descriptive Statistics
均值19.149%
Standard Error0.752%
中位数15.236%
Mode14.286%
Standard Deviation18.958%
Sample Variance359.419%
峰度39.81
偏度5.42
Range205.663%
Minimum1.705%
Maximum207.368%
Count636
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 19.149% 636 100.00% 19.149%
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 1.88. Further, an Excess 峰度 of 16.39 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -38.30%30.47%0.47%
-38.30% to -28.59%30.47%0.94%
-28.59% to -18.88%91.42%2.36%
-18.88% to -9.16%8813.84%16.19%
-9.16% to 0.55%24137.89%54.09%
0.55% to 10.26%19230.19%84.28%
10.26% to 19.97%7712.11%96.38%
19.97% to 29.69%71.10%97.48%
29.69% to 39.40%71.10%98.58%
Greater than 39.40%91.42%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -12.40%13.50% 81.45%68.27%
±2σ -25.35%26.45% 95.75%95.45%
±3σ -38.30%39.40% 98.11%99.73%
Descriptive Statistics
均值0.548%
Standard Error0.514%
中位数0.000%
Mode0.000%
Standard Deviation12.951%
Sample Variance167.719%
峰度16.39
偏度1.88
Range182.609%
Minimum-58.898%
Maximum123.711%
Count636
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 9.670% 300 47.17% 4.561%
负向 -8.128% 314 49.37% -4.013%
Zero 0.000% 22 3.46% 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 2.43. Further, an Excess 峰度 of 15.80 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -70.50%10.47%0.47%
-70.50% to -51.80%00.00%0.47%
-51.80% to -33.10%31.42%1.90%
-33.10% to -14.40%3014.22%16.11%
-14.40% to 4.30%7334.60%50.71%
4.30% to 23.01%7736.49%87.20%
23.01% to 41.71%219.95%97.16%
41.71% to 60.41%20.95%98.10%
60.41% to 79.11%20.95%99.05%
Greater than 79.11%20.95%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -20.63%29.24% 81.04%68.27%
±2σ -45.56%54.17% 97.16%95.45%
±3σ -70.50%79.11% 98.58%99.73%
Descriptive Statistics
均值4.305%
Standard Error1.717%
中位数2.154%
Mode-83.111%
Standard Deviation24.935%
Sample Variance621.764%
峰度15.80
偏度2.43
Range257.338%
Minimum-83.111%
Maximum174.227%
Count211
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 19.587% 112 53.08% 10.397%
负向 -12.985% 99 46.92% -6.092%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 25.84%
12 3 Years 25.79%
20 5 Years 25.55%
40 10 Years 27.61%
80 20 Years 36.52%
200 50 Years 29.12%
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 6.60. Further, an Excess 峰度 of 51.18 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -114.68%00.00%0.00%
-114.68% to -76.23%00.00%0.00%
-76.23% to -37.77%00.00%0.00%
-37.77% to 0.68%00.00%0.00%
0.68% to 39.13%15171.23%71.23%
39.13% to 77.58%5023.58%94.81%
77.58% to 116.03%41.89%96.70%
116.03% to 154.48%31.42%98.11%
154.48% to 192.94%00.00%98.11%
Greater than 192.94%41.89%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -12.14%90.40% 95.28%68.27%
±2σ -63.41%141.67% 97.64%95.45%
±3σ -114.68%192.94% 98.11%99.73%
Descriptive Statistics
均值39.129%
Standard Error3.521%
中位数28.212%
Mode25.000%
Standard Deviation51.269%
Sample Variance2628.473%
峰度51.18
偏度6.60
Range496.664%
Minimum7.547%
Maximum504.211%
Count212
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 39.129% 212 100.00% 39.129%
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 9.29. Further, an Excess 峰度 of 114.78 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -113.95%00.00%0.00%
-113.95% to -84.86%00.00%0.00%
-84.86% to -55.78%20.94%0.94%
-55.78% to -26.69%115.19%6.13%
-26.69% to 2.40%10850.94%57.08%
2.40% to 31.48%7334.43%91.51%
31.48% to 60.57%157.08%98.58%
60.57% to 89.65%20.94%99.53%
89.65% to 118.74%00.00%99.53%
Greater than 118.74%10.47%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -36.39%41.18% 94.81%68.27%
±2σ -75.17%79.96% 99.06%95.45%
±3σ -113.95%118.74% 99.53%99.73%
Descriptive Statistics
均值2.395%
Standard Error2.664%
中位数-2.287%
Mode-28.571%
Standard Deviation38.782%
Sample Variance1504.041%
峰度114.78
偏度9.29
Range547.597%
Minimum-62.030%
Maximum485.567%
Count212
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 20.988% 99 46.70% 9.801%
负向 -14.020% 112 52.83% -7.407%
Zero 0.000% 1 0.47% 0.000%