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MCD 深度分析报告

McDonald's Corporation | 分类： Equity Mega Cap | 年化股息率： 2.37% ($7.17) | 最后更新: 2026-04-26 | 数据区间: 1966-07-01 → 2026-04-01 (718 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 1.82% 1.44% 1.50% 1.58% 1.43% 1.49% 295.11 303.67 290.93 308.04
周度 4.04% 4.06% 4.23% 3.65% 3.14% 3.28% 290.09 308.92 281.11 318.79
月度 7.69% 10.06% 8.97% 7.48% 6.55% 6.82% 280.39 319.61 262.62 341.23
季度 13.77% 19.13% 15.36% 12.46% 11.34% 11.82% 267.27 335.30 238.62 375.56
Annual — — — — 22.68% 23.63% 238.62 375.56 190.21 471.15
Option Time Horizon — — — — 8.64% 9.01% 274.58 326.38 251.85 355.84
Calculation Notes: Computed at 2026-04-26T02:44 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $299.36  |  Strike (K): $300.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $10.1750 (Bid $9.8000 / Ask $10.5500)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.37%  |  Binomial IV (Annual): 22.68% (CRR binomial tree, American, n=20 steps)  |  BS IV: 22.51% (European Black-Scholes)  |  Yahoo IV (Annual): 23.63% → 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 $1.8600
2025-12-01 $1.8600
2025-09-02 $1.7700
2025-06-02 $1.7700
2025-03-03 $1.7700
2024-12-02 $1.7700
2024-09-03 $1.6700
2024-06-03 $1.6700
2024-02-29 $1.6700
2023-11-30 $1.6700
2023-08-31 $1.5200
2023-06-02 $1.5200
2023-02-28 $1.5200
2022-11-30 $1.5200
2022-08-31 $1.3800
2022-06-03 $1.3800
2022-02-28 $1.3800
2021-11-30 $1.3800
2021-08-31 $1.2900
2021-05-28 $1.2900
2021-02-26 $1.2900
2020-11-30 $1.2900
2020-08-31 $1.2500
2020-05-29 $1.2500
2020-02-28 $1.2500
2019-11-29 $1.2500
2019-08-30 $1.1600
2019-05-31 $1.1600
2019-02-28 $1.1600
2018-11-30 $1.1600
2018-08-31 $1.0100
2018-06-01 $1.0100
2018-02-28 $1.0100
2017-11-30 $1.0100
2017-08-30 $0.9400
2017-06-01 $0.9400
2017-02-27 $0.9400
2016-11-29 $0.9400
2016-08-30 $0.8900
2016-06-02 $0.8900
2016-02-26 $0.8900
2015-11-27 $0.8900
2015-08-28 $0.8500
2015-05-28 $0.8500
2015-02-26 $0.8500
2014-11-26 $0.8500
2014-08-28 $0.8100
2014-05-29 $0.8100
2014-02-27 $0.8100
2013-11-27 $0.8100
2013-08-29 $0.7700
2013-05-30 $0.7700
2013-02-27 $0.7700
2012-11-29 $0.7700
2012-08-30 $0.7000
2012-05-31 $0.7000
2012-02-28 $0.7000
2011-11-29 $0.7000
2011-08-30 $0.6100
2011-05-27 $0.6100
2011-02-25 $0.6100
2010-11-29 $0.6100
2010-08-30 $0.5500
2010-05-27 $0.5500
2010-02-25 $0.5500
2009-11-27 $0.5500
2009-08-28 $0.5000
2009-06-04 $0.5000
2009-02-26 $0.5000
2008-11-26 $0.5000
2008-08-28 $0.3750
2008-06-05 $0.3750
2008-02-28 $0.3750
2007-11-13 $1.5000
2006-11-13 $1.0000
2005-11-10 $0.6700
2004-11-10 $0.5500
2003-11-12 $0.4000
2002-11-13 $0.2350
2001-11-13 $0.2250
2000-11-13 $0.2150
1999-11-29 $0.0490
1999-08-30 $0.0490
1999-05-27 $0.0490
1999-03-11 $0.0490
1998-11-25 $0.0450
1998-08-27 $0.0450
1998-05-28 $0.0450
1998-02-25 $0.0410
1997-11-26 $0.0410
1997-08-27 $0.0410
1997-05-29 $0.0410
1997-02-26 $0.0375
1996-11-27 $0.0375
1996-08-28 $0.0375
1996-05-31 $0.0375
1996-02-27 $0.0340
1995-11-28 $0.0340
1995-08-29 $0.0340
1995-05-30 $0.0340
1995-02-22 $0.0300
1994-11-23 $0.0300
1994-08-25 $0.0300
1994-06-01 $0.0300
1994-02-22 $0.0267
1993-11-23 $0.0267
1993-08-25 $0.0267
1993-06-01 $0.0267
1993-02-23 $0.0250
1992-11-23 $0.0250
1992-08-25 $0.0250
1992-05-27 $0.0250
1992-02-25 $0.0238
1991-11-27 $0.0230
1991-08-28 $0.0230
1991-05-29 $0.0230
1991-03-05 $0.0213
1990-11-26 $0.0213
1990-08-27 $0.0213
1990-05-30 $0.0213
1990-02-27 $0.0192
1989-11-24 $0.0192
1989-08-25 $0.0192
1989-05-24 $0.0194
1989-02-22 $0.0175
1988-12-21 $0.0175
1988-11-23 $0.0175
1988-08-22 $0.0175
1988-05-24 $0.0175
1987-10-20 $0.0156
1987-07-23 $0.0156
1987-05-20 $0.0156
1987-01-22 $0.0138
1986-10-27 $0.0138
1986-07-23 $0.0138
1986-05-28 $0.0092
1986-01-22 $0.0125
1985-10-22 $0.0125
1985-07-23 $0.0125
1985-05-31 $0.0125
1985-01-22 $0.0114
1984-10-23 $0.0114
1984-07-24 $0.0107
1984-05-23 $0.0107
1984-01-24 $0.0093
1983-10-25 $0.0093
1983-07-15 $0.0093
1983-05-24 $0.0093
1983-01-24 $0.0081
1982-10-15 $0.0081
1982-07-20 $0.0074
1982-05-24 $0.0074
1982-02-05 $0.0062
1981-10-27 $0.0062
1981-07-28 $0.0062
1981-05-13 $0.0062
1981-02-24 $0.0049
1980-10-27 $0.0049
1980-07-24 $0.0049
1980-06-05 $0.0049
1980-02-25 $0.0035
1979-10-26 $0.0035
1979-07-26 $0.0035
1979-05-21 $0.0035
1979-02-14 $0.0022
1978-10-26 $0.0022
1978-07-19 $0.0022
1978-05-16 $0.0022
1978-02-14 $0.0012
1977-10-18 $0.0012
1977-07-19 $0.0012
1977-05-12 $0.0012
1977-02-14 $0.0006
1976-10-21 $0.0006
1976-07-16 $0.0006
1976-05-10 $0.0006
1968-05-24 $0.0012
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals 高ly Left Skewed (Extreme 负向 Tail Risk) with a 偏度 factor of -2.73. Further, an Excess 峰度 of 84.87 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.39%830.55%0.55%
-5.39% to -4.02%1090.72%1.28%
-4.02% to -2.66%4523.00%4.28%
-2.66% to -1.29%173411.52%15.80%
-1.29% to 0.07%535835.61%51.41%
0.07% to 1.43%500433.26%84.67%
1.43% to 2.80%158510.53%95.20%
2.80% to 4.16%4593.05%98.25%
4.16% to 5.53%1561.04%99.29%
Greater than 5.53%1070.71%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.75%1.89% 79.58%68.27%
±2σ -3.57%3.71% 95.70%95.45%
±3σ -5.39%5.53% 98.74%99.73%
Descriptive Statistics
均值0.070%
Standard Error0.015%
中位数0.000%
Mode0.000%
Standard Deviation1.819%
Sample Variance3.310%
峰度84.87
偏度-2.73
Range68.844%
Minimum-50.719%
Maximum18.125%
Count15047
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.277% 7491 49.78% 0.636%
负向 -1.229% 6929 46.05% -0.566%
Zero 0.000% 627 4.17% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 1.56%
20 1 Month 1.58%
60 1 Quarter 1.71%
250 1 Year 1.56%
750 3 Years 1.57%
1,250 5 Years 1.58%
2,500 10 Years 1.61%
5,000 20 Years 1.64%
12,500 50 Years 2.02%
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 4.22. Further, an Excess 峰度 of 57.18 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -2.21%00.00%0.00%
-2.21% to -1.14%00.00%0.00%
-1.14% to -0.06%00.00%0.00%
-0.06% to 1.02%234715.60%15.60%
1.02% to 2.09%712047.32%62.91%
2.09% to 3.17%333722.18%85.09%
3.17% to 4.25%12738.46%93.55%
4.25% to 5.32%4993.32%96.86%
5.32% to 6.40%2231.48%98.35%
Greater than 6.40%2491.65%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.66%3.53% 86.10%68.27%
±2σ -0.78%4.96% 96.10%95.45%
±3σ -2.21%6.40% 98.35%99.73%
Descriptive Statistics
均值2.094%
Standard Error0.012%
中位数1.724%
Mode1.695%
Standard Deviation1.435%
Sample Variance2.059%
峰度57.18
偏度4.22
Range41.617%
Minimum0.216%
Maximum41.833%
Count15048
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.094% 15048 100.00% 2.094%
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 0.08. Further, an Excess 峰度 of 6.26 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.53%1190.79%0.79%
-4.53% to -3.40%1661.10%1.89%
-3.40% to -2.28%5363.56%5.46%
-2.28% to -1.16%167111.10%16.56%
-1.16% to -0.04%466130.97%47.53%
-0.04% to 1.09%535035.55%83.09%
1.09% to 2.21%179411.92%95.01%
2.21% to 3.33%5053.36%98.37%
3.33% to 4.46%1310.87%99.24%
Greater than 4.46%1150.76%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.53%1.46% 77.78%68.27%
±2σ -3.03%2.96% 95.04%95.45%
±3σ -4.53%4.46% 98.44%99.73%
Descriptive Statistics
均值-0.036%
Standard Error0.012%
中位数0.000%
Mode0.000%
Standard Deviation1.497%
Sample Variance2.240%
峰度6.26
偏度0.08
Range24.574%
Minimum-12.016%
Maximum12.558%
Count15048
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.091% 6895 45.82% 0.500%
负向 -1.113% 7253 48.20% -0.536%
Zero 0.000% 900 5.98% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Left Skewed (负向 Asymmetry) with a 偏度 factor of -0.94. Further, an Excess 峰度 of 16.61 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -11.79%210.67%0.67%
-11.79% to -8.76%310.99%1.67%
-8.76% to -5.72%912.92%4.58%
-5.72% to -2.69%37211.92%16.51%
-2.69% to 0.34%104633.53%50.03%
0.34% to 3.37%104133.37%83.40%
3.37% to 6.40%35811.47%94.87%
6.40% to 9.43%1073.43%98.30%
9.43% to 12.46%310.99%99.29%
Greater than 12.46%220.71%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.70%4.38% 77.72%68.27%
±2σ -7.75%8.42% 95.42%95.45%
±3σ -11.79%12.46% 98.62%99.73%
Descriptive Statistics
均值0.338%
Standard Error0.072%
中位数0.327%
Mode0.000%
Standard Deviation4.042%
Sample Variance16.342%
峰度16.61
偏度-0.94
Range80.465%
Minimum-51.210%
Maximum29.255%
Count3120
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.888% 1687 54.07% 1.562%
负向 -2.747% 1390 44.55% -1.224%
Zero 0.000% 43 1.38% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 2.96%
12 1 Quarter 3.67%
52 1 Year 3.39%
156 3 Years 3.59%
260 5 Years 3.65%
520 10 Years 3.73%
1,040 20 Years 3.73%
2,600 50 Years 4.73%
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 7.43. Further, an Excess 峰度 of 145.33 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -6.70%00.00%0.00%
-6.70% to -3.65%00.00%0.00%
-3.65% to -0.61%00.00%0.00%
-0.61% to 2.44%37111.89%11.89%
2.44% to 5.48%158650.82%62.70%
5.48% to 8.53%75624.22%86.93%
8.53% to 11.57%2357.53%94.46%
11.57% to 14.62%963.08%97.53%
14.62% to 17.66%361.15%98.69%
Greater than 17.66%411.31%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.42%9.54% 89.62%68.27%
±2σ -2.64%13.60% 96.80%95.45%
±3σ -6.70%17.66% 98.69%99.73%
Descriptive Statistics
均值5.482%
Standard Error0.073%
中位数4.525%
Mode4.545%
Standard Deviation4.060%
Sample Variance16.486%
峰度145.33
偏度7.43
Range107.886%
Minimum1.029%
Maximum108.915%
Count3121
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.482% 3121 100.00% 5.482%
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 5.40. Further, an Excess 峰度 of 125.70 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -12.82%70.22%0.22%
-12.82% to -9.65%321.03%1.25%
-9.65% to -6.48%712.27%3.52%
-6.48% to -3.31%37612.05%15.57%
-3.31% to -0.14%114036.53%52.10%
-0.14% to 3.03%104133.35%85.45%
3.03% to 6.20%32210.32%95.77%
6.20% to 9.38%862.76%98.53%
9.38% to 12.55%270.87%99.39%
Greater than 12.55%190.61%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.37%4.09% 80.68%68.27%
±2σ -8.59%8.32% 96.35%95.45%
±3σ -12.82%12.55% 99.17%99.73%
Descriptive Statistics
均值-0.138%
Standard Error0.076%
中位数-0.283%
Mode0.000%
Standard Deviation4.228%
Sample Variance17.876%
峰度125.70
偏度5.40
Range127.596%
Minimum-22.634%
Maximum104.962%
Count3121
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.851% 1406 45.05% 1.284%
负向 -2.671% 1662 53.25% -1.422%
Zero 0.000% 53 1.70% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Left Skewed (负向 Asymmetry) with a 偏度 factor of -0.58. Further, an Excess 峰度 of 7.80 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -21.64%50.70%0.70%
-21.64% to -15.87%20.28%0.98%
-15.87% to -10.10%283.91%4.88%
-10.10% to -4.34%8912.41%17.29%
-4.34% to 1.43%23332.50%49.79%
1.43% to 7.20%23132.22%82.01%
7.20% to 12.97%9212.83%94.84%
12.97% to 18.73%283.91%98.74%
18.73% to 24.50%60.84%99.58%
Greater than 24.50%30.42%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -6.26%9.12% 76.57%68.27%
±2σ -13.95%16.81% 96.23%95.45%
±3σ -21.64%24.50% 98.88%99.73%
Descriptive Statistics
均值1.432%
Standard Error0.287%
中位数1.452%
Mode-6.135%
Standard Deviation7.690%
Sample Variance59.129%
峰度7.80
偏度-0.58
Range98.376%
Minimum-55.229%
Maximum43.147%
Count717
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.954% 423 59.00% 3.513%
负向 -5.092% 293 40.87% -2.081%
Zero 0.000% 1 0.14% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 7.80%
12 1 Year 6.95%
36 3 Years 7.24%
60 5 Years 7.48%
120 10 Years 7.85%
240 20 Years 7.73%
600 50 Years 9.95%
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 6.42. Further, an Excess 峰度 of 65.65 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -17.76%00.00%0.00%
-17.76% to -10.21%00.00%0.00%
-10.21% to -2.66%00.00%0.00%
-2.66% to 4.88%354.87%4.87%
4.88% to 12.43%43460.45%65.32%
12.43% to 19.98%17123.82%89.14%
19.98% to 27.52%557.66%96.80%
27.52% to 35.07%81.11%97.91%
35.07% to 42.62%50.70%98.61%
Greater than 42.62%101.39%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 2.37%22.49% 91.92%68.27%
±2σ -7.69%32.55% 97.77%95.45%
±3σ -17.76%42.62% 98.61%99.73%
Descriptive Statistics
均值12.430%
Standard Error0.376%
中位数10.449%
Mode7.143%
Standard Deviation10.062%
Sample Variance101.242%
峰度65.65
偏度6.42
Range134.428%
Minimum2.238%
Maximum136.666%
Count718
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 12.430% 718 100.00% 12.430%
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 5.02. Further, an Excess 峰度 of 60.00 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -27.53%10.14%0.14%
-27.53% to -20.80%10.14%0.28%
-20.80% to -14.08%141.95%2.23%
-14.08% to -7.35%9212.81%15.04%
-7.35% to -0.62%28039.00%54.04%
-0.62% to 6.10%23733.01%87.05%
6.10% to 12.83%709.75%96.80%
12.83% to 19.55%162.23%99.03%
19.55% to 26.28%20.28%99.30%
Greater than 26.28%50.70%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -9.59%8.34% 83.57%68.27%
±2σ -18.56%17.31% 97.91%95.45%
±3σ -27.53%26.28% 99.16%99.73%
Descriptive Statistics
均值-0.625%
Standard Error0.335%
中位数-1.144%
Mode0.000%
Standard Deviation8.969%
Sample Variance80.438%
峰度60.00
偏度5.02
Range153.503%
Minimum-30.142%
Maximum123.361%
Count718
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.933% 299 41.64% 2.471%
负向 -5.383% 413 57.52% -3.096%
Zero 0.000% 6 0.84% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.35. Further, an Excess 峰度 of 5.14 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -36.98%20.84%0.84%
-36.98% to -26.65%31.26%2.09%
-26.65% to -16.32%72.93%5.02%
-16.32% to -5.99%2610.88%15.90%
-5.99% to 4.34%7832.64%48.54%
4.34% to 14.67%8937.24%85.77%
14.67% to 25.00%229.21%94.98%
25.00% to 35.33%72.93%97.91%
35.33% to 45.66%20.84%98.74%
Greater than 45.66%31.26%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -9.43%18.11% 81.17%68.27%
±2σ -23.20%31.89% 94.56%95.45%
±3σ -36.98%45.66% 97.91%99.73%
Descriptive Statistics
均值4.342%
Standard Error0.891%
中位数4.671%
Mode6.346%
Standard Deviation13.773%
Sample Variance189.707%
峰度5.14
偏度0.35
Range126.848%
Minimum-55.598%
Maximum71.250%
Count239
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 11.785% 146 61.09% 7.199%
负向 -7.422% 92 38.49% -2.857%
Zero 0.000% 1 0.42% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 10.94%
12 3 Years 12.69%
20 5 Years 12.46%
40 10 Years 13.85%
80 20 Years 13.78%
200 50 Years 17.17%
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 3.92. Further, an Excess 峰度 of 21.75 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -33.85%00.00%0.00%
-33.85% to -19.50%00.00%0.00%
-19.50% to -5.15%00.00%0.00%
-5.15% to 9.20%135.42%5.42%
9.20% to 23.54%15263.33%68.75%
23.54% to 37.89%4719.58%88.33%
37.89% to 52.24%145.83%94.17%
52.24% to 66.59%62.50%96.67%
66.59% to 80.94%31.25%97.92%
Greater than 80.94%52.08%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 4.41%42.67% 90.83%68.27%
±2σ -14.72%61.80% 96.25%95.45%
±3σ -33.85%80.94% 97.92%99.73%
Descriptive Statistics
均值23.543%
Standard Error1.235%
中位数18.351%
Mode24.138%
Standard Deviation19.131%
Sample Variance365.979%
峰度21.75
偏度3.92
Range166.313%
Minimum6.764%
Maximum173.077%
Count240
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 23.543% 240 100.00% 23.543%
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 3.43. Further, an Excess 峰度 of 24.38 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -48.00%00.00%0.00%
-48.00% to -36.48%20.83%0.83%
-36.48% to -24.96%41.67%2.50%
-24.96% to -13.45%239.58%12.08%
-13.45% to -1.93%10644.17%56.25%
-1.93% to 9.59%7832.50%88.75%
9.59% to 21.11%187.50%96.25%
21.11% to 32.63%41.67%97.92%
32.63% to 44.15%20.83%98.75%
Greater than 44.15%31.25%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -17.29%13.43% 85.83%68.27%
±2σ -32.64%28.79% 96.67%95.45%
±3σ -48.00%44.15% 98.75%99.73%
Descriptive Statistics
均值-1.926%
Standard Error0.991%
中位数-4.454%
Mode0.000%
Standard Deviation15.359%
Sample Variance235.894%
峰度24.38
偏度3.43
Range165.953%
Minimum-41.606%
Maximum124.347%
Count240
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 10.131% 92 38.33% 3.884%
负向 -9.550% 146 60.83% -5.810%
Zero 0.000% 2 0.83% 0.000%