MGM 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	3.08%	3.34%	2.62%	3.39%	2.63%	2.97%	38.51	40.60	37.51	41.68
周度	7.42%	9.33%	6.98%	7.94%	5.80%	6.54%	37.31	41.90	35.21	44.40
月度	17.51%	27.06%	15.07%	16.98%	12.07%	13.62%	35.04	44.61	31.06	50.34
季度	21.38%	58.47%	23.45%	27.62%	20.91%	23.58%	32.08	48.74	26.03	60.07
Annual	—	—	—	—	41.82%	47.17%	26.03	60.07	17.13	91.26
Option Time Horizon	—	—	—	—	15.94%	17.97%	33.72	46.37	28.75	54.38

Calculation Notes: Computed at 2026-04-26T02:46 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $39.54 | Strike (K): $40.00 (first OTM call ≥ spot) | Observed Mid-价格: $2.4000 (Bid $2.1500 / Ask $2.6500) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.00% | Binomial IV (Annual): 41.82% (CRR binomial tree, American, n=20 steps) | BS IV: 41.86% (European Black-Scholes) | Yahoo IV (Annual): 47.17% → 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
2022-12-08	$0.0030
2022-09-08	$0.0030
2022-06-09	$0.0030
2022-03-09	$0.0030
2021-12-09	$0.0030
2021-09-09	$0.0030
2021-06-09	$0.0030
2021-03-09	$0.0030
2020-12-09	$0.0030
2020-09-09	$0.0030
2020-06-09	$0.0030
2020-03-09	$0.1500
2019-12-09	$0.1300
2019-09-09	$0.1300
2019-06-07	$0.1300
2019-03-07	$0.1300
2018-12-07	$0.1200
2018-09-07	$0.1200
2018-06-07	$0.1200
2018-03-08	$0.1200
2017-12-08	$0.1100
2017-09-08	$0.1100
2017-06-07	$0.1100
2017-03-08	$0.1100
2001-02-08	$0.0500
2000-02-08	$0.0250

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Right Skewed (正向 Asymmetry) with a 偏度 factor of 0.96. Further, an Excess 峰度 of 22.24 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -9.17%	73	0.78%	0.78%
-9.17% to -6.86%	65	0.70%	1.48%
-6.86% to -4.55%	215	2.31%	3.78%
-4.55% to -2.23%	985	10.56%	14.35%
-2.23% to 0.08%	3649	39.12%	53.47%
0.08% to 2.39%	3016	32.34%	85.80%
2.39% to 4.70%	911	9.77%	95.57%
4.70% to 7.01%	241	2.58%	98.16%
7.01% to 9.32%	95	1.02%	99.17%
Greater than 9.32%	77	0.83%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.00%	3.16%	81.93%	68.27%
±2σ	-6.09%	6.24%	95.66%	95.45%
±3σ	-9.17%	9.32%	98.39%	99.73%

Descriptive Statistics

均值	0.076%
Standard Error	0.032%
中位数	0.000%
Mode	0.000%
Standard Deviation	3.081%
Sample Variance	9.490%
峰度	22.24
偏度	0.96
Range	81.703%
Minimum	-33.614%
Maximum	48.089%
Count	9327

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.146%	4418	47.37%	1.017%
负向	-1.987%	4414	47.33%	-0.940%
Zero	0.000%	495	5.31%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	3.50%
20	1 Month	3.74%
60	1 Quarter	4.41%
250	1 Year	3.35%
750	3 Years	3.12%
1,250	5 Years	3.39%
2,500	10 Years	3.45%
5,000	20 Years	4.14%
12,500	50 Years	3.80%

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 4.41. Further, an Excess 峰度 of 33.02 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -6.39%	0	0.00%	0.00%
-6.39% to -3.88%	0	0.00%	0.00%
-3.88% to -1.38%	0	0.00%	0.00%
-1.38% to 1.13%	601	6.44%	6.44%
1.13% to 3.63%	5789	62.06%	68.50%
3.63% to 6.14%	1881	20.17%	88.67%
6.14% to 8.64%	487	5.22%	93.89%
8.64% to 11.15%	251	2.69%	96.58%
11.15% to 13.65%	124	1.33%	97.91%
Greater than 13.65%	195	2.09%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.29%	6.97%	91.09%	68.27%
±2σ	-3.05%	10.31%	95.89%	95.45%
±3σ	-6.39%	13.65%	97.91%	99.73%

Descriptive Statistics

均值	3.631%
Standard Error	0.035%
中位数	2.728%
Mode	1.053%
Standard Deviation	3.340%
Sample Variance	11.157%
峰度	33.02
偏度	4.41
Range	52.828%
Minimum	0.223%
Maximum	53.051%
Count	9328

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.631%	9328	100.00%	3.631%
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 0.74. Further, an Excess 峰度 of 13.02 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -7.72%	55	0.59%	0.59%
-7.72% to -5.76%	93	1.00%	1.59%
-5.76% to -3.79%	254	2.72%	4.31%
-3.79% to -1.83%	1053	11.29%	15.60%
-1.83% to 0.14%	3465	37.15%	52.74%
0.14% to 2.10%	3041	32.60%	85.35%
2.10% to 4.07%	942	10.10%	95.44%
4.07% to 6.03%	258	2.77%	98.21%
6.03% to 7.99%	80	0.86%	99.07%
Greater than 7.99%	87	0.93%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.48%	2.76%	80.63%	68.27%
±2σ	-5.10%	5.38%	95.50%	95.45%
±3σ	-7.72%	7.99%	98.48%	99.73%

Descriptive Statistics

均值	0.137%
Standard Error	0.027%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.619%
Sample Variance	6.860%
峰度	13.02
偏度	0.74
Range	55.231%
Minimum	-26.882%
Maximum	28.349%
Count	9328

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.883%	4581	49.11%	0.925%
负向	-1.763%	4168	44.68%	-0.788%
Zero	0.000%	579	6.21%	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 3.38. Further, an Excess 峰度 of 55.73 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -21.86%	16	0.81%	0.81%
-21.86% to -16.30%	12	0.61%	1.42%
-16.30% to -10.73%	42	2.13%	3.54%
-10.73% to -5.17%	199	10.08%	13.62%
-5.17% to 0.39%	777	39.34%	52.96%
0.39% to 5.95%	659	33.37%	86.33%
5.95% to 11.52%	188	9.52%	95.85%
11.52% to 17.08%	56	2.84%	98.68%
17.08% to 22.64%	13	0.66%	99.34%
Greater than 22.64%	13	0.66%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.03%	7.81%	82.63%	68.27%
±2σ	-14.44%	15.22%	96.20%	95.45%
±3σ	-21.86%	22.64%	98.53%	99.73%

Descriptive Statistics

均值	0.391%
Standard Error	0.167%
中位数	0.000%
Mode	0.000%
Standard Deviation	7.416%
Sample Variance	55.003%
峰度	55.73
偏度	3.38
Range	173.090%
Minimum	-42.673%
Maximum	130.417%
Count	1975

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.027%	982	49.72%	2.500%
负向	-4.483%	929	47.04%	-2.109%
Zero	0.000%	64	3.24%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	8.49%
12	1 Quarter	9.86%
52	1 Year	7.60%
156	3 Years	7.34%
260	5 Years	7.94%
520	10 Years	8.11%
1,040	20 Years	9.79%
2,600	50 Years	8.96%

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 7.49. Further, an Excess 峰度 of 101.26 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -18.54%	0	0.00%	0.00%
-18.54% to -11.54%	0	0.00%	0.00%
-11.54% to -4.55%	0	0.00%	0.00%
-4.55% to 2.45%	41	2.07%	2.07%
2.45% to 9.44%	1284	64.98%	67.05%
9.44% to 16.44%	464	23.48%	90.54%
16.44% to 23.43%	105	5.31%	95.85%
23.43% to 30.43%	32	1.62%	97.47%
30.43% to 37.42%	21	1.06%	98.53%
Greater than 37.42%	29	1.47%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.12%	18.77%	93.07%	68.27%
±2σ	-9.21%	28.10%	97.06%	95.45%
±3σ	-18.54%	37.42%	98.53%	99.73%

Descriptive Statistics

均值	9.443%
Standard Error	0.210%
中位数	7.197%
Mode	6.667%
Standard Deviation	9.327%
Sample Variance	86.990%
峰度	101.26
偏度	7.49
Range	192.943%
Minimum	0.917%
Maximum	193.860%
Count	1976

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	9.443%	1976	100.00%	9.443%
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 1.65. Further, an Excess 峰度 of 19.64 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -20.63%	9	0.46%	0.46%
-20.63% to -15.40%	10	0.51%	0.96%
-15.40% to -10.16%	51	2.58%	3.54%
-10.16% to -4.93%	236	11.94%	15.49%
-4.93% to 0.31%	762	38.56%	54.05%
0.31% to 5.55%	637	32.24%	86.29%
5.55% to 10.78%	183	9.26%	95.55%
10.78% to 16.02%	45	2.28%	97.82%
16.02% to 21.25%	23	1.16%	98.99%
Greater than 21.25%	20	1.01%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.67%	7.29%	81.53%	68.27%
±2σ	-13.65%	14.27%	95.60%	95.45%
±3σ	-20.63%	21.25%	98.53%	99.73%

Descriptive Statistics

均值	0.310%
Standard Error	0.157%
中位数	0.000%
Mode	0.000%
Standard Deviation	6.981%
Sample Variance	48.729%
峰度	19.64
偏度	1.65
Range	138.195%
Minimum	-53.707%
Maximum	84.488%
Count	1976

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.022%	937	47.42%	2.381%
负向	-4.224%	969	49.04%	-2.071%
Zero	0.000%	70	3.54%	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 7.00. Further, an Excess 峰度 of 103.64 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -50.80%	2	0.44%	0.44%
-50.80% to -37.67%	2	0.44%	0.88%
-37.67% to -24.54%	4	0.88%	1.76%
-24.54% to -11.41%	48	10.55%	12.31%
-11.41% to 1.72%	192	42.20%	54.51%
1.72% to 14.85%	157	34.51%	89.01%
14.85% to 27.98%	38	8.35%	97.36%
27.98% to 41.11%	9	1.98%	99.34%
41.11% to 54.24%	2	0.44%	99.78%
Greater than 54.24%	1	0.22%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-15.79%	19.23%	86.15%	68.27%
±2σ	-33.29%	36.73%	97.36%	95.45%
±3σ	-50.80%	54.24%	99.34%	99.73%

Descriptive Statistics

均值	1.719%
Standard Error	0.821%
中位数	0.604%
Mode	0.000%
Standard Deviation	17.506%
Sample Variance	306.451%
峰度	103.64
偏度	7.00
Range	315.907%
Minimum	-56.250%
Maximum	259.657%
Count	455

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	11.024%	239	52.53%	5.791%
负向	-8.698%	213	46.81%	-4.072%
Zero	0.000%	3	0.66%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	14.79%
12	1 Year	14.66%
36	3 Years	15.90%
60	5 Years	16.98%
120	10 Years	17.47%
240	20 Years	21.57%
600	50 Years	19.57%

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 7.77. Further, an Excess 峰度 of 77.38 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -58.27%	0	0.00%	0.00%
-58.27% to -37.98%	0	0.00%	0.00%
-37.98% to -17.69%	0	0.00%	0.00%
-17.69% to 2.61%	0	0.00%	0.00%
2.61% to 22.90%	325	71.27%	71.27%
22.90% to 43.20%	102	22.37%	93.64%
43.20% to 63.49%	16	3.51%	97.15%
63.49% to 83.78%	4	0.88%	98.03%
83.78% to 104.08%	2	0.44%	98.46%
Greater than 104.08%	7	1.54%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.16%	49.96%	94.96%	68.27%
±2σ	-31.22%	77.02%	97.81%	95.45%
±3σ	-58.28%	104.08%	98.46%	99.73%

Descriptive Statistics

均值	22.902%
Standard Error	1.267%
中位数	17.276%
Mode	14.286%
Standard Deviation	27.059%
Sample Variance	732.187%
峰度	77.38
偏度	7.77
Range	328.495%
Minimum	4.386%
Maximum	332.881%
Count	456

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	22.902%	456	100.00%	22.902%
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 2.51. Further, an Excess 峰度 of 19.21 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -44.62%	1	0.22%	0.22%
-44.62% to -33.32%	1	0.22%	0.44%
-33.32% to -22.01%	10	2.19%	2.63%
-22.01% to -10.71%	61	13.38%	16.01%
-10.71% to 0.59%	177	38.82%	54.82%
0.59% to 11.90%	146	32.02%	86.84%
11.90% to 23.20%	39	8.55%	95.39%
23.20% to 34.51%	13	2.85%	98.25%
34.51% to 45.81%	4	0.88%	99.12%
Greater than 45.81%	4	0.88%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-14.48%	15.67%	82.89%	68.27%
±2σ	-29.55%	30.74%	97.59%	95.45%
±3σ	-44.62%	45.81%	98.90%	99.73%

Descriptive Statistics

均值	0.595%
Standard Error	0.706%
中位数	-0.402%
Mode	0.000%
Standard Deviation	15.073%
Sample Variance	227.199%
峰度	19.21
偏度	2.51
Range	200.312%
Minimum	-70.883%
Maximum	129.429%
Count	456

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	10.907%	214	46.93%	5.119%
负向	-8.816%	234	51.32%	-4.524%
Zero	0.000%	8	1.75%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.27. Further, an Excess 峰度 of 0.56 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -60.13%	0	0.00%	0.00%
-60.13% to -44.10%	2	1.32%	1.32%
-44.10% to -28.07%	6	3.97%	5.30%
-28.07% to -12.03%	31	20.53%	25.83%
-12.03% to 4.00%	38	25.17%	50.99%
4.00% to 20.04%	43	28.48%	79.47%
20.04% to 36.07%	20	13.25%	92.72%
36.07% to 52.11%	9	5.96%	98.68%
52.11% to 68.14%	1	0.66%	99.34%
Greater than 68.14%	1	0.66%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-17.38%	25.38%	72.19%	68.27%
±2σ	-38.75%	46.76%	95.36%	95.45%
±3σ	-60.13%	68.14%	99.34%	99.73%

Descriptive Statistics

均值	4.004%
Standard Error	1.740%
中位数	3.571%
Mode	-51.397%
Standard Deviation	21.379%
Sample Variance	457.063%
峰度	0.56
偏度	0.27
Range	128.670%
Minimum	-51.397%
Maximum	77.273%
Count	151

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	18.574%	86	56.95%	10.579%
负向	-15.273%	65	43.05%	-6.574%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	25.87%
12	3 Years	27.73%
20	5 Years	27.62%
40	10 Years	29.56%
80	20 Years	36.05%
200	50 Years	33.96%

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 5.66. Further, an Excess 峰度 of 35.88 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -128.55%	0	0.00%	0.00%
-128.55% to -84.70%	0	0.00%	0.00%
-84.70% to -40.85%	0	0.00%	0.00%
-40.85% to 3.01%	0	0.00%	0.00%
3.01% to 46.86%	115	75.66%	75.66%
46.86% to 90.71%	26	17.11%	92.76%
90.71% to 134.56%	6	3.95%	96.71%
134.56% to 178.42%	2	1.32%	98.03%
178.42% to 222.27%	0	0.00%	98.03%
Greater than 222.27%	3	1.97%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.61%	105.33%	94.74%	68.27%
±2σ	-70.08%	163.80%	98.03%	95.45%
±3σ	-128.55%	222.27%	98.03%	99.73%

Descriptive Statistics

均值	46.859%
Standard Error	4.743%
中位数	34.026%
Mode	13.761%
Standard Deviation	58.470%
Sample Variance	3418.736%
峰度	35.88
偏度	5.66
Range	458.781%
Minimum	13.761%
Maximum	472.542%
Count	152

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	46.859%	152	100.00%	46.859%
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 1.65. Further, an Excess 峰度 of 5.01 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -69.67%	0	0.00%	0.00%
-69.67% to -52.09%	0	0.00%	0.00%
-52.09% to -34.50%	2	1.32%	1.32%
-34.50% to -16.92%	28	18.42%	19.74%
-16.92% to 0.67%	59	38.82%	58.55%
0.67% to 18.25%	38	25.00%	83.55%
18.25% to 35.84%	15	9.87%	93.42%
35.84% to 53.42%	6	3.95%	97.37%
53.42% to 71.01%	0	0.00%	97.37%
Greater than 71.01%	4	2.63%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-22.78%	24.11%	79.61%	68.27%
±2σ	-46.23%	47.56%	96.71%	95.45%
±3σ	-69.67%	71.01%	97.37%	99.73%

Descriptive Statistics

均值	0.668%
Standard Error	1.902%
中位数	-3.640%
Mode	-8.333%
Standard Deviation	23.447%
Sample Variance	549.741%
峰度	5.01
偏度	1.65
Range	159.465%
Minimum	-43.590%
Maximum	115.875%
Count	152

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	20.706%	65	42.76%	8.855%
负向	-14.303%	87	57.24%	-8.187%
Zero	0.000%	0	0.00%	0.000%

MGM 深度分析报告