MAR 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	2.15%	1.96%	1.88%	2.50%	2.00%	2.19%	359.88	374.57	352.75	382.14
周度	4.58%	5.07%	4.49%	5.89%	4.40%	4.83%	351.33	383.68	336.19	400.96
月度	8.77%	12.74%	8.89%	12.86%	9.17%	10.06%	334.99	402.40	305.64	441.04
季度	14.23%	24.90%	14.65%	21.36%	15.88%	17.42%	313.24	430.33	267.25	504.39
Annual	—	—	—	—	31.76%	34.84%	267.25	504.39	194.53	692.93
Option Time Horizon	—	—	—	—	12.10%	13.28%	325.30	414.38	288.22	467.69

Calculation Notes: Computed at 2026-04-26T02:46 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $367.15 | Strike (K): $370.00 (first OTM call ≥ spot) | Observed Mid-价格: $17.1000 (Bid $15.9000 / Ask $18.3000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.72% | Binomial IV (Annual): 31.76% (CRR binomial tree, American, n=20 steps) | BS IV: 31.75% (European Black-Scholes) | Yahoo IV (Annual): 34.84% → 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
2026-02-26	$0.6700
2025-11-20	$0.6700
2025-08-21	$0.6700
2025-05-23	$0.6700
2025-02-27	$0.6300
2024-11-21	$0.6300
2024-08-16	$0.6300
2024-05-23	$0.6300
2024-02-21	$0.5200
2023-11-21	$0.5200
2023-08-16	$0.5200
2023-05-25	$0.5200
2023-02-23	$0.4000
2022-11-22	$0.4000
2022-08-17	$0.3000
2022-05-13	$0.3000
2020-02-27	$0.4800
2019-11-20	$0.4800
2019-08-21	$0.4800
2019-05-23	$0.4800
2019-02-28	$0.4100
2018-11-20	$0.4100
2018-08-22	$0.4100
2018-05-17	$0.4100
2018-02-22	$0.3300
2017-11-21	$0.3300
2017-08-22	$0.3300
2017-05-17	$0.3300
2017-02-22	$0.3000
2016-11-21	$0.3000
2016-09-21	$0.3000
2016-05-18	$0.3000
2016-02-23	$0.2500
2015-11-17	$0.2500
2015-08-18	$0.2500
2015-05-20	$0.2500
2015-02-25	$0.2000
2014-11-18	$0.2000
2014-08-19	$0.2000
2014-05-21	$0.2000
2014-02-26	$0.1700
2013-11-19	$0.1700
2013-08-20	$0.1700
2013-05-22	$0.1700
2013-02-27	$0.1300
2012-11-20	$0.1300
2012-08-21	$0.1300
2012-05-16	$0.1300
2012-02-22	$0.1000
2011-11-25	$0.1000
2011-08-16	$0.0943
2011-05-18	$0.0943
2011-02-23	$0.0829
2010-11-16	$0.0829
2010-08-17	$0.0377
2010-05-19	$0.0377
2010-02-17	$0.0377
2009-03-30	$0.0820
2008-11-26	$0.0820
2008-09-09	$0.0820
2008-06-24	$0.0820
2008-04-01	$0.0699
2007-12-04	$0.0699
2007-09-04	$0.0699
2007-06-19	$0.0699
2007-03-28	$0.0587
2006-12-05	$0.0587
2006-08-30	$0.0587
2006-06-20	$0.0587
2006-03-29	$0.0489
2005-12-13	$0.0489
2005-09-06	$0.0489
2005-06-21	$0.0489
2005-03-29	$0.0396
2004-12-14	$0.0396
2004-09-07	$0.0396
2004-06-22	$0.0396
2004-03-30	$0.0350
2003-12-22	$0.0350
2003-09-29	$0.0350
2003-06-23	$0.0350
2003-03-31	$0.0326
2002-12-23	$0.0326
2002-09-23	$0.0326
2002-06-25	$0.0326
2002-04-02	$0.0303
2001-12-26	$0.0303
2001-09-26	$0.0303
2001-06-27	$0.0303
2001-03-28	$0.0280
2000-12-27	$0.0280
2000-09-21	$0.0280
2000-06-22	$0.0280
2000-03-29	$0.0256
1999-12-29	$0.0256
1999-09-22	$0.0256
1999-06-23	$0.0261
1999-04-01	$0.0233
1998-12-24	$0.0233
1998-09-23	$0.0233
1998-06-24	$0.0233
1998-04-16	$0.0210

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 7.47 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -6.37%	52	0.74%	0.74%
-6.37% to -4.76%	85	1.20%	1.94%
-4.76% to -3.15%	237	3.35%	5.29%
-3.15% to -1.54%	754	10.67%	15.97%
-1.54% to 0.07%	2457	34.78%	50.74%
0.07% to 1.68%	2344	33.18%	83.92%
1.68% to 3.29%	770	10.90%	94.82%
3.29% to 4.90%	233	3.30%	98.12%
4.90% to 6.50%	80	1.13%	99.25%
Greater than 6.50%	53	0.75%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.08%	2.21%	77.88%	68.27%
±2σ	-4.22%	4.36%	94.69%	95.45%
±3σ	-6.37%	6.51%	98.51%	99.73%

Descriptive Statistics

均值	0.070%
Standard Error	0.026%
中位数	0.046%
Mode	0.000%
Standard Deviation	2.145%
Sample Variance	4.600%
峰度	7.47
偏度	0.20
Range	40.535%
Minimum	-21.053%
Maximum	19.482%
Count	7065

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.507%	3606	51.04%	0.769%
负向	-1.453%	3402	48.15%	-0.700%
Zero	0.000%	57	0.81%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	1.92%
20	1 Month	2.74%
60	1 Quarter	2.87%
250	1 Year	2.30%
750	3 Years	2.20%
1,250	5 Years	2.50%
2,500	10 Years	2.59%
5,000	20 Years	2.72%
12,500	50 Years	2.72%

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 5.11. Further, an Excess 峰度 of 63.19 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -3.28%	0	0.00%	0.00%
-3.28% to -1.81%	0	0.00%	0.00%
-1.81% to -0.35%	0	0.00%	0.00%
-0.35% to 1.12%	835	11.82%	11.82%
1.12% to 2.59%	3690	52.22%	64.04%
2.59% to 4.06%	1541	21.81%	85.85%
4.06% to 5.53%	580	8.21%	94.06%
5.53% to 6.99%	226	3.20%	97.25%
6.99% to 8.46%	86	1.22%	98.47%
Greater than 8.46%	108	1.53%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.63%	4.55%	88.78%	68.27%
±2σ	-1.32%	6.50%	96.70%	95.45%
±3σ	-3.28%	8.46%	98.47%	99.73%

Descriptive Statistics

均值	2.590%
Standard Error	0.023%
中位数	2.080%
Mode	1.613%
Standard Deviation	1.957%
Sample Variance	3.829%
峰度	63.19
偏度	5.11
Range	43.919%
Minimum	0.325%
Maximum	44.244%
Count	7066

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.590%	7066	100.00%	2.590%
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 0.23. Further, an Excess 峰度 of 6.84 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -5.69%	49	0.69%	0.69%
-5.69% to -4.28%	72	1.02%	1.71%
-4.28% to -2.87%	245	3.47%	5.18%
-2.87% to -1.46%	788	11.15%	16.33%
-1.46% to -0.04%	2404	34.02%	50.35%
-0.04% to 1.37%	2378	33.65%	84.01%
1.37% to 2.78%	739	10.46%	94.47%
2.78% to 4.19%	257	3.64%	98.10%
4.19% to 5.60%	84	1.19%	99.29%
Greater than 5.60%	50	0.71%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.93%	1.84%	77.85%	68.27%
±2σ	-3.81%	3.72%	94.86%	95.45%
±3σ	-5.69%	5.60%	98.60%	99.73%

Descriptive Statistics

均值	-0.044%
Standard Error	0.022%
中位数	-0.056%
Mode	0.000%
Standard Deviation	1.882%
Sample Variance	3.542%
峰度	6.84
偏度	0.23
Range	29.426%
Minimum	-13.105%
Maximum	16.321%
Count	7066

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.316%	3372	47.72%	0.628%
负向	-1.310%	3627	51.33%	-0.672%
Zero	0.000%	67	0.95%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.22. Further, an Excess 峰度 of 3.39 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -13.41%	11	0.75%	0.75%
-13.41% to -9.98%	14	0.96%	1.71%
-9.98% to -6.54%	65	4.44%	6.14%
-6.54% to -3.10%	167	11.40%	17.54%
-3.10% to 0.33%	459	31.33%	48.87%
0.33% to 3.77%	509	34.74%	83.62%
3.77% to 7.21%	160	10.92%	94.54%
7.21% to 10.64%	46	3.14%	97.68%
10.64% to 14.08%	19	1.30%	98.98%
Greater than 14.08%	15	1.02%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.25%	4.92%	77.34%	68.27%
±2σ	-8.83%	9.50%	94.40%	95.45%
±3σ	-13.41%	14.08%	98.23%	99.73%

Descriptive Statistics

均值	0.333%
Standard Error	0.120%
中位数	0.409%
Mode	0.000%
Standard Deviation	4.582%
Sample Variance	20.995%
峰度	3.39
偏度	0.22
Range	48.394%
Minimum	-21.053%
Maximum	27.341%
Count	1465

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.322%	792	54.06%	1.796%
负向	-3.219%	666	45.46%	-1.463%
Zero	0.000%	7	0.48%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	6.54%
12	1 Quarter	6.78%
52	1 Year	5.37%
156	3 Years	5.15%
260	5 Years	5.89%
520	10 Years	6.11%
1,040	20 Years	6.36%
2,600	50 Years	6.35%

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 5.37. Further, an Excess 峰度 of 63.88 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -8.63%	0	0.00%	0.00%
-8.63% to -4.83%	0	0.00%	0.00%
-4.83% to -1.03%	0	0.00%	0.00%
-1.03% to 2.77%	174	11.87%	11.87%
2.77% to 6.58%	769	52.46%	64.32%
6.58% to 10.38%	336	22.92%	87.24%
10.38% to 14.18%	111	7.57%	94.82%
14.18% to 17.98%	30	2.05%	96.86%
17.98% to 21.79%	24	1.64%	98.50%
Greater than 21.79%	22	1.50%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.51%	11.65%	89.90%	68.27%
±2σ	-3.56%	16.72%	96.59%	95.45%
±3σ	-8.63%	21.79%	98.50%	99.73%

Descriptive Statistics

均值	6.577%
Standard Error	0.132%
中位数	5.272%
Mode	5.882%
Standard Deviation	5.070%
Sample Variance	25.704%
峰度	63.88
偏度	5.37
Range	91.374%
Minimum	1.087%
Maximum	92.461%
Count	1466

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.577%	1466	100.00%	6.577%
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 0.50. Further, an Excess 峰度 of 3.55 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -13.56%	8	0.55%	0.55%
-13.56% to -10.19%	21	1.43%	1.98%
-10.19% to -6.82%	41	2.80%	4.77%
-6.82% to -3.45%	173	11.80%	16.58%
-3.45% to -0.08%	543	37.04%	53.62%
-0.08% to 3.29%	430	29.33%	82.95%
3.29% to 6.66%	158	10.78%	93.72%
6.66% to 10.03%	59	4.02%	97.75%
10.03% to 13.40%	18	1.23%	98.98%
Greater than 13.40%	15	1.02%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.57%	4.41%	77.83%	68.27%
±2σ	-9.06%	8.90%	94.13%	95.45%
±3σ	-13.56%	13.40%	98.43%	99.73%

Descriptive Statistics

均值	-0.080%
Standard Error	0.117%
中位数	-0.329%
Mode	0.000%
Standard Deviation	4.492%
Sample Variance	20.175%
峰度	3.55
偏度	0.50
Range	46.253%
Minimum	-20.321%
Maximum	25.932%
Count	1466

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.429%	662	45.16%	1.548%
负向	-2.984%	800	54.57%	-1.628%
Zero	0.000%	4	0.27%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.31. Further, an Excess 峰度 of 3.25 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -24.94%	1	0.30%	0.30%
-24.94% to -18.36%	5	1.48%	1.78%
-18.36% to -11.78%	7	2.08%	3.86%
-11.78% to -5.20%	54	16.02%	19.88%
-5.20% to 1.38%	115	34.12%	54.01%
1.38% to 7.96%	88	26.11%	80.12%
7.96% to 14.54%	47	13.95%	94.07%
14.54% to 21.11%	13	3.86%	97.92%
21.11% to 27.69%	5	1.48%	99.41%
Greater than 27.69%	2	0.59%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.40%	10.15%	73.29%	68.27%
±2σ	-16.17%	18.92%	95.85%	95.45%
±3σ	-24.94%	27.69%	99.11%	99.73%

Descriptive Statistics

均值	1.377%
Standard Error	0.478%
中位数	0.636%
Mode	-20.008%
Standard Deviation	8.772%
Sample Variance	76.955%
峰度	3.25
偏度	0.31
Range	83.679%
Minimum	-39.669%
Maximum	44.010%
Count	337

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.199%	185	54.90%	3.952%
负向	-5.709%	152	45.10%	-2.575%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	14.52%
12	1 Year	11.05%
36	3 Years	11.14%
60	5 Years	12.86%
120	10 Years	13.79%
240	20 Years	13.74%
600	50 Years	13.56%

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 6.25. Further, an Excess 峰度 of 61.67 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -23.16%	0	0.00%	0.00%
-23.16% to -13.61%	0	0.00%	0.00%
-13.61% to -4.06%	0	0.00%	0.00%
-4.06% to 5.49%	17	5.03%	5.03%
5.49% to 15.04%	207	61.24%	66.27%
15.04% to 24.60%	86	25.44%	91.72%
24.60% to 34.15%	12	3.55%	95.27%
34.15% to 43.70%	7	2.07%	97.34%
43.70% to 53.25%	4	1.18%	98.52%
Greater than 53.25%	5	1.48%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.31%	27.78%	93.49%	68.27%
±2σ	-10.43%	40.52%	97.34%	95.45%
±3σ	-23.16%	53.25%	98.52%	99.73%

Descriptive Statistics

均值	15.044%
Standard Error	0.693%
中位数	12.427%
Mode	8.662%
Standard Deviation	12.736%
Sample Variance	162.204%
峰度	61.67
偏度	6.25
Range	162.648%
Minimum	3.117%
Maximum	165.765%
Count	338

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	15.044%	338	100.00%	15.044%
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 1.24. Further, an Excess 峰度 of 8.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -27.21%	1	0.30%	0.30%
-27.21% to -20.55%	2	0.59%	0.89%
-20.55% to -13.88%	11	3.25%	4.14%
-13.88% to -7.21%	50	14.79%	18.93%
-7.21% to -0.55%	110	32.54%	51.48%
-0.55% to 6.12%	101	29.88%	81.36%
6.12% to 12.78%	48	14.20%	95.56%
12.78% to 19.45%	8	2.37%	97.93%
19.45% to 26.11%	4	1.18%	99.11%
Greater than 26.11%	3	0.89%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.44%	8.34%	75.74%	68.27%
±2σ	-18.32%	17.23%	95.56%	95.45%
±3σ	-27.21%	26.11%	98.82%	99.73%

Descriptive Statistics

均值	-0.549%
Standard Error	0.483%
中位数	-0.760%
Mode	-3.125%
Standard Deviation	8.887%
Sample Variance	78.974%
峰度	8.82
偏度	1.24
Range	95.877%
Minimum	-31.367%
Maximum	64.510%
Count	338

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.412%	154	45.56%	2.921%
负向	-6.376%	184	54.44%	-3.471%
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 -0.05. Further, an Excess 峰度 of 0.48 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -38.56%	0	0.00%	0.00%
-38.56% to -27.89%	2	1.79%	1.79%
-27.89% to -17.21%	6	5.36%	7.14%
-17.21% to -6.54%	17	15.18%	22.32%
-6.54% to 4.13%	31	27.68%	50.00%
4.13% to 14.80%	31	27.68%	77.68%
14.80% to 25.47%	19	16.96%	94.64%
25.47% to 36.14%	4	3.57%	98.21%
36.14% to 46.82%	2	1.79%	100.00%
Greater than 46.82%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-10.10%	18.36%	74.11%	68.27%
±2σ	-24.33%	32.59%	96.43%	95.45%
±3σ	-38.56%	46.82%	100.00%	99.73%

Descriptive Statistics

均值	4.129%
Standard Error	1.344%
中位数	3.939%
Mode	-34.810%
Standard Deviation	14.229%
Sample Variance	202.451%
峰度	0.48
偏度	-0.05
Range	80.011%
Minimum	-34.810%
Maximum	45.201%
Count	112

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	13.215%	67	59.82%	7.905%
负向	-9.399%	45	40.18%	-3.776%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	19.21%
12	3 Years	21.07%
20	5 Years	21.36%
40	10 Years	23.66%
80	20 Years	23.74%
200	50 Years	23.49%

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 5.06. Further, an Excess 峰度 of 34.71 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -46.22%	0	0.00%	0.00%
-46.22% to -27.55%	0	0.00%	0.00%
-27.55% to -8.88%	0	0.00%	0.00%
-8.88% to 9.80%	2	1.77%	1.77%
9.80% to 28.47%	77	68.14%	69.91%
28.47% to 47.14%	23	20.35%	90.27%
47.14% to 65.81%	4	3.54%	93.81%
65.81% to 84.49%	3	2.65%	96.46%
84.49% to 103.16%	3	2.65%	99.12%
Greater than 103.16%	1	0.88%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	3.57%	53.37%	92.92%	68.27%
±2σ	-21.32%	78.26%	95.58%	95.45%
±3σ	-46.22%	103.16%	99.12%	99.73%

Descriptive Statistics

均值	28.469%
Standard Error	2.342%
中位数	22.368%
Mode	7.712%
Standard Deviation	24.897%
Sample Variance	619.859%
峰度	34.71
偏度	5.06
Range	216.536%
Minimum	7.712%
Maximum	224.248%
Count	113

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	28.469%	113	100.00%	28.469%
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 1.20. Further, an Excess 峰度 of 2.80 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -45.64%	0	0.00%	0.00%
-45.64% to -34.65%	0	0.00%	0.00%
-34.65% to -23.66%	2	1.77%	1.77%
-23.66% to -12.67%	23	20.35%	22.12%
-12.67% to -1.68%	35	30.97%	53.10%
-1.68% to 9.31%	35	30.97%	84.07%
9.31% to 20.30%	10	8.85%	92.92%
20.30% to 31.29%	4	3.54%	96.46%
31.29% to 42.28%	2	1.77%	98.23%
Greater than 42.28%	2	1.77%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-16.33%	12.98%	78.76%	68.27%
±2σ	-30.99%	27.63%	94.69%	95.45%
±3σ	-45.64%	42.28%	98.23%	99.73%

Descriptive Statistics

均值	-1.678%
Standard Error	1.379%
中位数	-3.125%
Mode	-32.385%
Standard Deviation	14.654%
Sample Variance	214.731%
峰度	2.80
偏度	1.20
Range	88.202%
Minimum	-32.385%
Maximum	55.817%
Count	113

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	11.481%	47	41.59%	4.775%
负向	-11.049%	66	58.41%	-6.453%
Zero	0.000%	0	0.00%	0.000%

MAR 深度分析报告