MET 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	2.45%	2.35%	2.01%	2.28%	1.60%	1.76%	76.47	78.95	75.26	80.22
周度	5.03%	6.23%	4.96%	5.30%	3.52%	3.87%	75.02	80.48	72.42	83.36
月度	8.40%	16.00%	9.16%	10.99%	7.32%	8.06%	72.22	83.60	67.12	89.95
季度	11.98%	28.37%	12.23%	18.15%	12.68%	13.95%	68.45	88.20	60.30	100.12
Annual	—	—	—	—	25.36%	27.91%	60.30	100.12	46.79	129.02
Option Time Horizon	—	—	—	—	9.66%	10.63%	70.54	85.58	64.05	94.26

Calculation Notes: Computed at 2026-04-26T02:45 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $77.70 | Strike (K): $80.00 (first OTM call ≥ spot) | Observed Mid-价格: $2.0750 (Bid $1.8000 / Ask $2.3500) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 2.96% | Binomial IV (Annual): 25.36% (CRR binomial tree, American, n=20 steps) | BS IV: 25.59% (European Black-Scholes) | Yahoo IV (Annual): 27.91% → 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
2026-02-03	$0.5680
2025-11-04	$0.5680
2025-08-05	$0.5680
2025-05-06	$0.5680
2025-02-04	$0.5450
2024-11-05	$0.5450
2024-08-06	$0.5450
2024-05-06	$0.5450
2024-02-05	$0.5200
2023-11-08	$0.5200
2023-08-07	$0.5200
2023-05-08	$0.5200
2023-02-06	$0.5000
2022-11-07	$0.5000
2022-08-08	$0.5000
2022-05-09	$0.5000
2022-02-07	$0.4800
2021-11-08	$0.4800
2021-08-09	$0.4800
2021-05-10	$0.4800
2021-02-04	$0.4600
2020-11-02	$0.4600
2020-08-03	$0.4600
2020-05-07	$0.4600
2020-02-03	$0.4400
2019-11-04	$0.4400
2019-08-05	$0.4400
2019-05-06	$0.4400
2019-02-04	$0.4200
2018-11-05	$0.4200
2018-08-03	$0.4200
2018-05-04	$0.4200
2018-02-02	$0.4000
2017-11-03	$0.4000
2017-08-03	$0.3565
2017-05-04	$0.3565
2017-02-02	$0.3565
2016-11-03	$0.3565
2016-08-04	$0.3565
2016-05-05	$0.3565
2016-02-03	$0.3342
2015-11-04	$0.3342
2015-08-05	$0.3342
2015-05-07	$0.3342
2015-02-04	$0.3119
2014-11-05	$0.3119
2014-08-06	$0.3119
2014-05-07	$0.3119
2014-02-04	$0.2451
2013-11-06	$0.2451
2013-08-07	$0.2451
2013-05-07	$0.2451
2013-02-04	$0.1649
2012-11-07	$0.6595
2011-11-07	$0.6595
2010-11-05	$0.6595
2009-11-05	$0.6595
2008-11-06	$0.6595
2007-11-02	$0.6595
2006-11-02	$0.5258
2005-11-03	$0.4635
2004-11-03	$0.4100
2003-11-05	$0.2050
2002-11-06	$0.1872
2001-11-02	$0.1783
2000-11-03	$0.1783

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.44. Further, an Excess 峰度 of 21.80 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -7.29%	58	0.89%	0.89%
-7.29% to -5.45%	37	0.56%	1.45%
-5.45% to -3.61%	160	2.44%	3.89%
-3.61% to -1.77%	601	9.17%	13.07%
-1.77% to 0.07%	2447	37.35%	50.42%
0.07% to 1.90%	2435	37.17%	87.59%
1.90% to 3.74%	566	8.64%	96.23%
3.74% to 5.58%	148	2.26%	98.49%
5.58% to 7.42%	49	0.75%	99.24%
Greater than 7.42%	50	0.76%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.39%	2.52%	83.67%	68.27%
±2σ	-4.84%	4.97%	95.97%	95.45%
±3σ	-7.29%	7.42%	98.35%	99.73%

Descriptive Statistics

均值	0.066%
Standard Error	0.030%
中位数	0.055%
Mode	0.000%
Standard Deviation	2.451%
Sample Variance	6.006%
峰度	21.80
偏度	0.44
Range	54.770%
Minimum	-26.770%
Maximum	28.000%
Count	6551

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.527%	3361	51.30%	0.783%
负向	-1.500%	3134	47.84%	-0.718%
Zero	0.000%	56	0.85%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	1.89%
20	1 Month	2.32%
60	1 Quarter	2.80%
250	1 Year	2.18%
750	3 Years	2.16%
1,250	5 Years	2.28%
2,500	10 Years	2.38%
5,000	20 Years	2.81%
12,500	50 Years	2.78%

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 4.93. Further, an Excess 峰度 of 35.13 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -4.42%	0	0.00%	0.00%
-4.42% to -2.66%	0	0.00%	0.00%
-2.66% to -0.90%	0	0.00%	0.00%
-0.90% to 0.86%	185	2.82%	2.82%
0.86% to 2.62%	4278	65.29%	68.12%
2.62% to 4.38%	1425	21.75%	89.87%
4.38% to 6.14%	366	5.59%	95.45%
6.14% to 7.89%	127	1.94%	97.39%
7.89% to 9.65%	45	0.69%	98.08%
Greater than 9.65%	126	1.92%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.27%	4.96%	92.57%	68.27%
±2σ	-2.07%	7.31%	96.86%	95.45%
±3σ	-4.42%	9.65%	98.08%	99.73%

Descriptive Statistics

均值	2.618%
Standard Error	0.029%
中位数	2.012%
Mode	1.289%
Standard Deviation	2.345%
Sample Variance	5.497%
峰度	35.13
偏度	4.93
Range	31.005%
Minimum	0.439%
Maximum	31.444%
Count	6552

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.618%	6552	100.00%	2.618%
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 0.46. Further, an Excess 峰度 of 18.40 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -5.99%	45	0.69%	0.69%
-5.99% to -4.48%	47	0.72%	1.40%
-4.48% to -2.98%	151	2.30%	3.71%
-2.98% to -1.47%	632	9.65%	13.35%
-1.47% to 0.03%	2491	38.02%	51.37%
0.03% to 1.54%	2304	35.16%	86.54%
1.54% to 3.04%	606	9.25%	95.79%
3.04% to 4.55%	162	2.47%	98.26%
4.55% to 6.05%	58	0.89%	99.15%
Greater than 6.05%	56	0.85%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.97%	2.04%	82.49%	68.27%
±2σ	-3.98%	4.04%	95.73%	95.45%
±3σ	-5.99%	6.05%	98.46%	99.73%

Descriptive Statistics

均值	0.032%
Standard Error	0.025%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.006%
Sample Variance	4.025%
峰度	18.40
偏度	0.46
Range	40.851%
Minimum	-16.580%
Maximum	24.271%
Count	6552

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.311%	3228	49.27%	0.646%
负向	-1.232%	3264	49.82%	-0.614%
Zero	0.000%	60	0.92%	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 0.88. Further, an Excess 峰度 of 17.83 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -14.79%	13	0.96%	0.96%
-14.79% to -11.02%	15	1.10%	2.06%
-11.02% to -7.25%	28	2.06%	4.12%
-7.25% to -3.47%	129	9.49%	13.61%
-3.47% to 0.30%	490	36.06%	49.67%
0.30% to 4.07%	492	36.20%	85.87%
4.07% to 7.84%	139	10.23%	96.10%
7.84% to 11.61%	27	1.99%	98.09%
11.61% to 15.38%	17	1.25%	99.34%
Greater than 15.38%	9	0.66%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.73%	5.32%	82.86%	68.27%
±2σ	-9.76%	10.35%	95.36%	95.45%
±3σ	-14.79%	15.38%	98.38%	99.73%

Descriptive Statistics

均值	0.297%
Standard Error	0.136%
中位数	0.320%
Mode	0.000%
Standard Deviation	5.028%
Sample Variance	25.282%
峰度	17.83
偏度	0.88
Range	86.466%
Minimum	-32.860%
Maximum	53.606%
Count	1359

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.220%	737	54.23%	1.746%
负向	-3.192%	617	45.40%	-1.449%
Zero	0.000%	5	0.37%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	5.27%
12	1 Quarter	6.13%
52	1 Year	4.77%
156	3 Years	5.00%
260	5 Years	5.30%
520	10 Years	5.54%
1,040	20 Years	6.50%
2,600	50 Years	6.37%

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 4.91. Further, an Excess 峰度 of 34.45 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -12.03%	0	0.00%	0.00%
-12.03% to -7.36%	0	0.00%	0.00%
-7.36% to -2.69%	0	0.00%	0.00%
-2.69% to 1.98%	29	2.13%	2.13%
1.98% to 6.65%	900	66.18%	68.31%
6.65% to 11.32%	298	21.91%	90.22%
11.32% to 15.99%	69	5.07%	95.29%
15.99% to 20.66%	27	1.99%	97.28%
20.66% to 25.33%	10	0.74%	98.01%
Greater than 25.33%	27	1.99%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.42%	12.88%	92.50%	68.27%
±2σ	-5.81%	19.11%	96.76%	95.45%
±3σ	-12.03%	25.33%	98.01%	99.73%

Descriptive Statistics

均值	6.650%
Standard Error	0.169%
中位数	5.106%
Mode	2.457%
Standard Deviation	6.228%
Sample Variance	38.784%
峰度	34.45
偏度	4.91
Range	74.726%
Minimum	1.167%
Maximum	75.893%
Count	1360

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.650%	1360	100.00%	6.650%
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 1.71. Further, an Excess 峰度 of 15.13 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -14.82%	6	0.44%	0.44%
-14.82% to -11.10%	13	0.96%	1.40%
-11.10% to -7.38%	23	1.69%	3.09%
-7.38% to -3.66%	152	11.18%	14.26%
-3.66% to 0.06%	545	40.07%	54.34%
0.06% to 3.78%	443	32.57%	86.91%
3.78% to 7.50%	118	8.68%	95.59%
7.50% to 11.22%	32	2.35%	97.94%
11.22% to 14.94%	11	0.81%	98.75%
Greater than 14.94%	17	1.25%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.90%	5.02%	83.38%	68.27%
±2σ	-9.86%	9.98%	95.74%	95.45%
±3σ	-14.82%	14.94%	98.31%	99.73%

Descriptive Statistics

均值	0.063%
Standard Error	0.135%
中位数	-0.314%
Mode	0.000%
Standard Deviation	4.960%
Sample Variance	24.604%
峰度	15.13
偏度	1.71
Range	76.773%
Minimum	-30.934%
Maximum	45.839%
Count	1360

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.470%	627	46.10%	1.600%
负向	-2.870%	728	53.53%	-1.536%
Zero	0.000%	5	0.37%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.42. Further, an Excess 峰度 of 3.76 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -24.10%	3	0.96%	0.96%
-24.10% to -17.80%	4	1.28%	2.24%
-17.80% to -11.50%	10	3.21%	5.45%
-11.50% to -5.21%	35	11.22%	16.67%
-5.21% to 1.09%	101	32.37%	49.04%
1.09% to 7.39%	107	34.29%	83.33%
7.39% to 13.69%	34	10.90%	94.23%
13.69% to 19.99%	10	3.21%	97.44%
19.99% to 26.29%	7	2.24%	99.68%
Greater than 26.29%	1	0.32%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.30%	9.49%	79.17%	68.27%
±2σ	-15.70%	17.89%	93.27%	95.45%
±3σ	-24.10%	26.29%	98.72%	99.73%

Descriptive Statistics

均值	1.093%
Standard Error	0.475%
中位数	1.245%
Mode	2.998%
Standard Deviation	8.398%
Sample Variance	70.520%
峰度	3.76
偏度	-0.42
Range	71.333%
Minimum	-40.679%
Maximum	30.654%
Count	312

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.199%	178	57.05%	3.537%
负向	-5.689%	134	42.95%	-2.443%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	11.54%
12	1 Year	9.51%
36	3 Years	10.56%
60	5 Years	10.99%
120	10 Years	11.88%
240	20 Years	13.58%
600	50 Years	13.21%

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 5.43. Further, an Excess 峰度 of 36.51 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -32.88%	0	0.00%	0.00%
-32.88% to -20.88%	0	0.00%	0.00%
-20.88% to -8.88%	0	0.00%	0.00%
-8.88% to 3.12%	0	0.00%	0.00%
3.12% to 15.12%	233	74.44%	74.44%
15.12% to 27.12%	54	17.25%	91.69%
27.12% to 39.12%	14	4.47%	96.17%
39.12% to 51.12%	5	1.60%	97.76%
51.12% to 63.13%	1	0.32%	98.08%
Greater than 63.13%	6	1.92%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-0.88%	31.12%	94.57%	68.27%
±2σ	-16.88%	47.12%	97.12%	95.45%
±3σ	-32.88%	63.13%	98.08%	99.73%

Descriptive Statistics

均值	15.123%
Standard Error	0.904%
中位数	11.225%
Mode	8.090%
Standard Deviation	16.001%
Sample Variance	256.045%
峰度	36.51
偏度	5.43
Range	151.554%
Minimum	3.790%
Maximum	155.344%
Count	313

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	15.123%	313	100.00%	15.123%
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 1.98. Further, an Excess 峰度 of 11.52 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -27.62%	0	0.00%	0.00%
-27.62% to -20.74%	3	0.96%	0.96%
-20.74% to -13.87%	9	2.88%	3.83%
-13.87% to -7.00%	44	14.06%	17.89%
-7.00% to -0.12%	113	36.10%	53.99%
-0.12% to 6.75%	106	33.87%	87.86%
6.75% to 13.63%	23	7.35%	95.21%
13.63% to 20.50%	7	2.24%	97.44%
20.50% to 27.37%	5	1.60%	99.04%
Greater than 27.37%	3	0.96%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.29%	9.04%	82.11%	68.27%
±2σ	-18.45%	18.21%	95.53%	95.45%
±3σ	-27.62%	27.37%	99.04%	99.73%

Descriptive Statistics

均值	-0.121%
Standard Error	0.518%
中位数	-0.794%
Mode	-3.818%
Standard Deviation	9.165%
Sample Variance	83.988%
峰度	11.52
偏度	1.98
Range	90.173%
Minimum	-26.958%
Maximum	63.215%
Count	313

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.456%	142	45.37%	2.929%
负向	-5.583%	171	54.63%	-3.050%
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 -0.02. Further, an Excess 峰度 of 0.74 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -33.03%	1	0.96%	0.96%
-33.03% to -24.05%	1	0.96%	1.92%
-24.05% to -15.06%	4	3.85%	5.77%
-15.06% to -6.08%	16	15.38%	21.15%
-6.08% to 2.91%	30	28.85%	50.00%
2.91% to 11.89%	32	30.77%	80.77%
11.89% to 20.88%	13	12.50%	93.27%
20.88% to 29.86%	5	4.81%	98.08%
29.86% to 38.84%	2	1.92%	100.00%
Greater than 38.84%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.07%	14.89%	70.19%	68.27%
±2σ	-21.05%	26.87%	94.23%	95.45%
±3σ	-33.03%	38.84%	99.04%	99.73%

Descriptive Statistics

均值	2.908%
Standard Error	1.175%
中位数	3.107%
Mode	-34.568%
Standard Deviation	11.979%
Sample Variance	143.494%
峰度	0.74
偏度	-0.02
Range	67.960%
Minimum	-34.568%
Maximum	33.392%
Count	104

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	9.586%	67	64.42%	6.176%
负向	-9.184%	37	35.58%	-3.267%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	14.14%
12	3 Years	17.49%
20	5 Years	18.15%
40	10 Years	19.88%
80	20 Years	22.39%
200	50 Years	21.98%

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 4.07. Further, an Excess 峰度 of 17.73 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -57.36%	0	0.00%	0.00%
-57.36% to -36.08%	0	0.00%	0.00%
-36.08% to -14.80%	0	0.00%	0.00%
-14.80% to 6.48%	0	0.00%	0.00%
6.48% to 27.76%	75	71.43%	71.43%
27.76% to 49.04%	24	22.86%	94.29%
49.04% to 70.32%	2	1.90%	96.19%
70.32% to 91.60%	0	0.00%	96.19%
91.60% to 112.88%	0	0.00%	96.19%
Greater than 112.88%	4	3.81%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-0.61%	56.14%	94.29%	68.27%
±2σ	-28.98%	84.51%	96.19%	95.45%
±3σ	-57.36%	112.88%	96.19%	99.73%

Descriptive Statistics

均值	27.762%
Standard Error	2.769%
中位数	21.227%
Mode	9.202%
Standard Deviation	28.373%
Sample Variance	805.018%
峰度	17.73
偏度	4.07
Range	175.495%
Minimum	9.202%
Maximum	184.697%
Count	105

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	27.762%	105	100.00%	27.762%
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 1.16. Further, an Excess 峰度 of 3.32 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -37.64%	0	0.00%	0.00%
-37.64% to -28.47%	0	0.00%	0.00%
-28.47% to -19.29%	6	5.71%	5.71%
-19.29% to -10.11%	15	14.29%	20.00%
-10.11% to -0.94%	41	39.05%	59.05%
-0.94% to 8.24%	21	20.00%	79.05%
8.24% to 17.41%	16	15.24%	94.29%
17.41% to 26.59%	4	3.81%	98.10%
26.59% to 35.77%	0	0.00%	98.10%
Greater than 35.77%	2	1.90%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-13.17%	11.30%	71.43%	68.27%
±2σ	-25.41%	23.53%	98.10%	95.45%
±3σ	-37.64%	35.77%	98.10%	99.73%

Descriptive Statistics

均值	-0.937%
Standard Error	1.194%
中位数	-2.890%
Mode	-24.208%
Standard Deviation	12.235%
Sample Variance	149.684%
峰度	3.32
偏度	1.16
Range	77.700%
Minimum	-24.208%
Maximum	53.492%
Count	105

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	10.603%	41	39.05%	4.140%
负向	-8.329%	64	60.95%	-5.077%
Zero	0.000%	0	0.00%	0.000%

MET 深度分析报告