MA 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	2.04%	1.85%	1.71%	2.08%	—	1.84%	495.54	512.95	487.07	521.87
周度	4.34%	4.73%	4.31%	4.83%	—	4.05%	485.38	523.69	467.28	543.97
月度	8.16%	9.05%	7.83%	10.18%	—	8.43%	465.84	545.66	430.42	590.56
季度	14.42%	16.20%	13.04%	16.43%	—	14.61%	439.64	578.18	383.36	663.05
Annual	—	—	—	—	—	29.22%	383.36	663.05	291.50	872.00
Option Time Horizon	—	—	—	—	—	11.13%	454.20	559.64	409.17	621.22

Calculation Notes: Computed at 2026-04-26T02:49 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $504.17 | Strike (K): $505.00 (first OTM call ≥ spot) | Observed Mid-价格: $21.6500 (Bid $21.1000 / Ask $22.2000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.63% | Binomial IV (Annual): 模型不可用 / 模型不可用 (CRR binomial tree, American, n=20 steps) | BS IV: 27.39% (European Black-Scholes) | Yahoo IV (Annual): 29.22% → 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
2026-04-09	$0.8700
2026-01-09	$0.8700
2025-10-09	$0.7600
2025-07-09	$0.7600
2025-04-09	$0.7600
2025-01-10	$0.7600
2024-10-09	$0.6600
2024-07-09	$0.6600
2024-04-08	$0.6600
2024-01-08	$0.6600
2023-10-05	$0.5700
2023-07-06	$0.5700
2023-04-05	$0.5700
2023-01-06	$0.5700
2022-10-06	$0.4900
2022-07-07	$0.4900
2022-04-07	$0.4900
2022-01-06	$0.4900
2021-10-07	$0.4400
2021-07-08	$0.4400
2021-04-08	$0.4400
2021-01-07	$0.4400
2020-10-08	$0.4000
2020-07-08	$0.4000
2020-04-08	$0.4000
2020-01-08	$0.4000
2019-10-08	$0.3300
2019-07-08	$0.3300
2019-04-08	$0.3300
2019-01-08	$0.3300
2018-10-05	$0.2500
2018-07-06	$0.2500
2018-04-06	$0.2500
2018-01-08	$0.2500
2017-10-05	$0.2200
2017-07-05	$0.2200
2017-04-05	$0.2200
2017-01-05	$0.2200
2016-10-05	$0.1900
2016-07-06	$0.1900
2016-04-06	$0.1900
2016-01-06	$0.1900
2015-10-07	$0.1600
2015-07-07	$0.1600
2015-04-07	$0.1600
2015-01-07	$0.1600
2014-10-07	$0.1100
2014-07-07	$0.1100
2014-04-07	$0.1100
2014-01-07	$0.1100
2013-10-07	$0.0600
2013-07-05	$0.0600
2013-04-05	$0.0600
2013-01-07	$0.0300
2012-10-05	$0.0300
2012-07-05	$0.0300
2012-04-04	$0.0300
2012-01-05	$0.0150
2011-10-05	$0.0150
2011-07-06	$0.0150
2011-04-06	$0.0150
2011-01-06	$0.0150
2010-10-07	$0.0150
2010-07-01	$0.0150
2010-04-07	$0.0150
2010-01-06	$0.0150
2009-10-07	$0.0150
2009-07-08	$0.0150
2009-04-08	$0.0150
2009-01-07	$0.0150
2008-10-08	$0.0150
2008-07-09	$0.0150
2008-04-07	$0.0150
2008-01-09	$0.0150
2007-10-17	$0.0150
2007-06-29	$0.0150
2007-04-04	$0.0150
2007-01-10	$0.0090
2006-10-05	$0.0090

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

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -6.00%	37	0.74%	0.74%
-6.00% to -4.47%	57	1.14%	1.88%
-4.47% to -2.94%	164	3.27%	5.15%
-2.94% to -1.41%	482	9.62%	14.77%
-1.41% to 0.12%	1753	35.00%	49.77%
0.12% to 1.65%	1798	35.90%	85.67%
1.65% to 3.17%	499	9.96%	95.63%
3.17% to 4.70%	119	2.38%	98.00%
4.70% to 6.23%	52	1.04%	99.04%
Greater than 6.23%	48	0.96%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.92%	2.16%	80.42%	68.27%
±2σ	-3.96%	4.19%	94.85%	95.45%
±3σ	-6.00%	6.23%	98.30%	99.73%

Descriptive Statistics

均值	0.116%
Standard Error	0.029%
中位数	0.123%
Mode	-0.083%
Standard Deviation	2.039%
Sample Variance	4.157%
峰度	10.49
偏度	0.67
Range	33.571%
Minimum	-12.725%
Maximum	20.846%
Count	5009

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.352%	2695	53.80%	0.727%
负向	-1.328%	2305	46.02%	-0.611%
Zero	0.000%	9	0.18%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	2.06%
20	1 Month	2.17%
60	1 Quarter	2.34%
250	1 Year	1.91%
750	3 Years	1.73%
1,250	5 Years	2.08%
2,500	10 Years	2.10%
5,000	20 Years	2.53%
12,500	50 Years	2.54%

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 3.14. Further, an Excess 峰度 of 15.69 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -3.15%	0	0.00%	0.00%
-3.15% to -1.77%	0	0.00%	0.00%
-1.77% to -0.38%	0	0.00%	0.00%
-0.38% to 1.01%	595	11.88%	11.88%
1.01% to 2.40%	2718	54.25%	66.13%
2.40% to 3.79%	999	19.94%	86.07%
3.79% to 5.18%	360	7.19%	93.25%
5.18% to 6.57%	153	3.05%	96.31%
6.57% to 7.96%	90	1.80%	98.10%
Greater than 7.96%	95	1.90%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.55%	4.25%	89.08%	68.27%
±2σ	-1.30%	6.11%	95.61%	95.45%
±3σ	-3.16%	7.96%	98.10%	99.73%

Descriptive Statistics

均值	2.401%
Standard Error	0.026%
中位数	1.858%
Mode	1.351%
Standard Deviation	1.852%
Sample Variance	3.429%
峰度	15.69
偏度	3.14
Range	20.954%
Minimum	0.410%
Maximum	21.364%
Count	5010

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.401%	5010	100.00%	2.401%
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 0.25. Further, an Excess 峰度 of 6.91 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -5.16%	49	0.98%	0.98%
-5.16% to -3.88%	42	0.84%	1.82%
-3.88% to -2.60%	131	2.61%	4.43%
-2.60% to -1.31%	529	10.56%	14.99%
-1.31% to -0.03%	1845	36.83%	51.82%
-0.03% to 1.25%	1639	32.71%	84.53%
1.25% to 2.54%	516	10.30%	94.83%
2.54% to 3.82%	146	2.91%	97.74%
3.82% to 5.10%	66	1.32%	99.06%
Greater than 5.10%	47	0.94%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.74%	1.68%	79.42%	68.27%
±2σ	-3.45%	3.39%	94.69%	95.45%
±3σ	-5.16%	5.10%	98.08%	99.73%

Descriptive Statistics

均值	-0.031%
Standard Error	0.024%
中位数	-0.080%
Mode	0.000%
Standard Deviation	1.711%
Sample Variance	2.929%
峰度	6.91
偏度	0.25
Range	26.320%
Minimum	-12.391%
Maximum	13.929%
Count	5010

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.195%	2353	46.97%	0.561%
负向	-1.119%	2650	52.89%	-0.592%
Zero	0.000%	7	0.14%	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 0.67. Further, an Excess 峰度 of 6.55 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -12.45%	10	0.96%	0.96%
-12.45% to -9.20%	8	0.77%	1.73%
-9.20% to -5.95%	36	3.46%	5.20%
-5.95% to -2.70%	114	10.97%	16.17%
-2.70% to 0.56%	339	32.63%	48.80%
0.56% to 3.81%	386	37.15%	85.95%
3.81% to 7.06%	96	9.24%	95.19%
7.06% to 10.31%	29	2.79%	97.98%
10.31% to 13.57%	8	0.77%	98.75%
Greater than 13.57%	13	1.25%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.78%	4.89%	77.67%	68.27%
±2σ	-8.12%	9.23%	94.51%	95.45%
±3σ	-12.45%	13.57%	97.79%	99.73%

Descriptive Statistics

均值	0.557%
Standard Error	0.135%
中位数	0.634%
Mode	-1.888%
Standard Deviation	4.337%
Sample Variance	18.807%
峰度	6.55
偏度	0.67
Range	49.727%
Minimum	-16.973%
Maximum	32.754%
Count	1039

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.958%	620	59.67%	1.765%
负向	-2.996%	419	40.33%	-1.208%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	4.06%
12	1 Quarter	5.09%
52	1 Year	4.34%
156	3 Years	3.91%
260	5 Years	4.83%
520	10 Years	4.88%
1,040	20 Years	5.93%
2,600	50 Years	5.93%

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 2.71. Further, an Excess 峰度 of 10.17 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -8.03%	0	0.00%	0.00%
-8.03% to -4.49%	0	0.00%	0.00%
-4.49% to -0.94%	0	0.00%	0.00%
-0.94% to 2.60%	132	12.69%	12.69%
2.60% to 6.15%	566	54.42%	67.12%
6.15% to 9.69%	197	18.94%	86.06%
9.69% to 13.24%	74	7.12%	93.17%
13.24% to 16.78%	30	2.88%	96.06%
16.78% to 20.32%	15	1.44%	97.50%
Greater than 20.32%	26	2.50%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.42%	10.87%	88.17%	68.27%
±2σ	-3.30%	15.60%	95.10%	95.45%
±3σ	-8.03%	20.33%	97.50%	99.73%

Descriptive Statistics

均值	6.147%
Standard Error	0.147%
中位数	4.715%
Mode	3.376%
Standard Deviation	4.726%
Sample Variance	22.338%
峰度	10.17
偏度	2.71
Range	37.042%
Minimum	1.076%
Maximum	38.118%
Count	1040

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.147%	1040	100.00%	6.147%
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 0.58. Further, an Excess 峰度 of 5.37 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -13.17%	9	0.87%	0.87%
-13.17% to -9.94%	10	0.96%	1.83%
-9.94% to -6.71%	27	2.60%	4.42%
-6.71% to -3.48%	107	10.29%	14.71%
-3.48% to -0.24%	414	39.81%	54.52%
-0.24% to 2.98%	311	29.90%	84.42%
2.98% to 6.22%	105	10.10%	94.52%
6.22% to 9.45%	32	3.08%	97.60%
9.45% to 12.68%	11	1.06%	98.65%
Greater than 12.68%	14	1.35%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.55%	4.06%	79.13%	68.27%
±2σ	-8.86%	8.37%	94.23%	95.45%
±3σ	-13.17%	12.68%	97.79%	99.73%

Descriptive Statistics

均值	-0.245%
Standard Error	0.134%
中位数	-0.510%
Mode	-2.117%
Standard Deviation	4.307%
Sample Variance	18.553%
峰度	5.37
偏度	0.58
Range	46.993%
Minimum	-24.507%
Maximum	22.486%
Count	1040

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.170%	440	42.31%	1.341%
负向	-2.749%	600	57.69%	-1.586%
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 0.50. Further, an Excess 峰度 of 2.79 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -22.13%	1	0.42%	0.42%
-22.13% to -16.00%	3	1.26%	1.67%
-16.00% to -9.88%	10	4.18%	5.86%
-9.88% to -3.76%	37	15.48%	21.34%
-3.76% to 2.36%	73	30.54%	51.88%
2.36% to 8.48%	76	31.80%	83.68%
8.48% to 14.60%	26	10.88%	94.56%
14.60% to 20.72%	7	2.93%	97.49%
20.72% to 26.84%	3	1.26%	98.74%
Greater than 26.84%	3	1.26%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.80%	10.52%	78.66%	68.27%
±2σ	-13.96%	18.68%	94.56%	95.45%
±3σ	-22.13%	26.84%	98.33%	99.73%

Descriptive Statistics

均值	2.357%
Standard Error	0.528%
中位数	2.176%
Mode	-6.177%
Standard Deviation	8.161%
Sample Variance	66.597%
峰度	2.79
偏度	0.50
Range	64.203%
Minimum	-26.889%
Maximum	37.314%
Count	239

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.916%	149	62.34%	4.312%
负向	-5.193%	90	37.66%	-1.956%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	10.24%
12	1 Year	9.02%
36	3 Years	8.46%
60	5 Years	10.18%
120	10 Years	10.61%
240	20 Years	12.62%
600	50 Years	12.62%

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 2.43. Further, an Excess 峰度 of 8.32 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -13.51%	0	0.00%	0.00%
-13.51% to -6.72%	0	0.00%	0.00%
-6.72% to 0.07%	0	0.00%	0.00%
0.07% to 6.86%	40	16.67%	16.67%
6.86% to 13.64%	117	48.75%	65.42%
13.64% to 20.43%	47	19.58%	85.00%
20.43% to 27.22%	22	9.17%	94.17%
27.22% to 34.01%	6	2.50%	96.67%
34.01% to 40.80%	3	1.25%	97.92%
Greater than 40.80%	5	2.08%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	4.59%	22.70%	87.08%	68.27%
±2σ	-4.46%	31.75%	95.42%	95.45%
±3σ	-13.51%	40.80%	97.92%	99.73%

Descriptive Statistics

均值	13.644%
Standard Error	0.584%
中位数	10.562%
Mode	5.946%
Standard Deviation	9.051%
Sample Variance	81.925%
峰度	8.32
偏度	2.43
Range	61.730%
Minimum	2.945%
Maximum	64.675%
Count	240

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	13.644%	240	100.00%	13.644%
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 0.76. Further, an Excess 峰度 of 3.52 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -25.05%	1	0.42%	0.42%
-25.05% to -19.18%	3	1.25%	1.67%
-19.18% to -13.31%	7	2.92%	4.58%
-13.31% to -7.43%	30	12.50%	17.08%
-7.43% to -1.56%	83	34.58%	51.67%
-1.56% to 4.32%	71	29.58%	81.25%
4.32% to 10.19%	30	12.50%	93.75%
10.19% to 16.07%	9	3.75%	97.50%
16.07% to 21.94%	3	1.25%	98.75%
Greater than 21.94%	3	1.25%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.39%	6.28%	76.67%	68.27%
±2σ	-17.22%	14.11%	95.00%	95.45%
±3σ	-25.06%	21.94%	98.33%	99.73%

Descriptive Statistics

均值	-1.556%
Standard Error	0.506%
中位数	-1.909%
Mode	-0.913%
Standard Deviation	7.833%
Sample Variance	61.364%
峰度	3.52
偏度	0.76
Range	64.301%
Minimum	-25.644%
Maximum	38.657%
Count	240

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.201%	84	35.00%	2.170%
负向	-5.733%	156	65.00%	-3.726%
Zero	0.000%	0	0.00%	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 0.85. Further, an Excess 峰度 of 3.79 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -36.07%	1	1.27%	1.27%
-36.07% to -25.25%	0	0.00%	1.27%
-25.25% to -14.44%	1	1.27%	2.53%
-14.44% to -3.62%	10	12.66%	15.19%
-3.62% to 7.20%	29	36.71%	51.90%
7.20% to 18.01%	28	35.44%	87.34%
18.01% to 28.83%	5	6.33%	93.67%
28.83% to 39.64%	2	2.53%	96.20%
39.64% to 50.46%	1	1.27%	97.47%
Greater than 50.46%	2	2.53%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.23%	21.62%	83.54%	68.27%
±2σ	-21.65%	36.04%	94.94%	95.45%
±3σ	-36.07%	50.46%	96.20%	99.73%

Descriptive Statistics

均值	7.195%
Standard Error	1.623%
中位数	6.781%
Mode	-39.398%
Standard Deviation	14.422%
Sample Variance	207.988%
峰度	3.79
偏度	0.85
Range	101.151%
Minimum	-39.398%
Maximum	61.753%
Count	79

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	13.264%	55	69.62%	9.234%
负向	-6.712%	24	30.38%	-2.039%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	12.65%
12	3 Years	14.65%
20	5 Years	16.43%
40	10 Years	18.24%
80	20 Years	22.45%
200	50 Years	22.45%

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 2.55. Further, an Excess 峰度 of 8.50 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -23.30%	0	0.00%	0.00%
-23.30% to -11.15%	0	0.00%	0.00%
-11.15% to 1.00%	0	0.00%	0.00%
1.00% to 13.14%	13	16.25%	16.25%
13.14% to 25.29%	41	51.25%	67.50%
25.29% to 37.44%	16	20.00%	87.50%
37.44% to 49.59%	3	3.75%	91.25%
49.59% to 61.73%	3	3.75%	95.00%
61.73% to 73.88%	3	3.75%	98.75%
Greater than 73.88%	1	1.25%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	9.09%	41.49%	87.50%	68.27%
±2σ	-7.10%	57.69%	95.00%	95.45%
±3σ	-23.30%	73.88%	98.75%	99.73%

Descriptive Statistics

均值	25.291%
Standard Error	1.811%
中位数	21.372%
Mode	8.860%
Standard Deviation	16.197%
Sample Variance	262.344%
峰度	8.50
偏度	2.55
Range	97.772%
Minimum	8.860%
Maximum	106.632%
Count	80

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	25.291%	80	100.00%	25.291%
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 1.56. Further, an Excess 峰度 of 8.45 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -44.05%	0	0.00%	0.00%
-44.05% to -34.27%	1	1.25%	1.25%
-34.27% to -24.48%	3	3.75%	5.00%
-24.48% to -14.70%	7	8.75%	13.75%
-14.70% to -4.92%	33	41.25%	55.00%
-4.92% to 4.86%	25	31.25%	86.25%
4.86% to 14.64%	7	8.75%	95.00%
14.64% to 24.42%	3	3.75%	98.75%
24.42% to 34.20%	0	0.00%	98.75%
Greater than 34.20%	1	1.25%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-17.96%	8.12%	82.50%	68.27%
±2σ	-31.00%	21.16%	97.50%	95.45%
±3σ	-44.05%	34.20%	98.75%	99.73%

Descriptive Statistics

均值	-4.921%
Standard Error	1.458%
中位数	-6.606%
Mode	-38.030%
Standard Deviation	13.042%
Sample Variance	170.085%
峰度	8.45
偏度	1.56
Range	100.708%
Minimum	-38.030%
Maximum	62.678%
Count	80

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.759%	27	33.75%	2.619%
负向	-11.380%	53	66.25%	-7.539%
Zero	0.000%	0	0.00%	0.000%

MA 深度分析报告