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MRK 深度分析报告

Merck & Co., Inc. | 分类： Equity Mega Cap | 年化股息率： 2.83% ($3.24) | 最后更新: 2026-04-26 | 数据区间: 1962-01-01 → 2026-04-01 (772 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 1.57% 1.20% 1.34% 2.07% 1.99% 2.05% 109.69 114.15 107.53 116.45
周度 3.56% 2.98% 3.47% 4.82% 4.39% 4.52% 107.09 116.92 102.49 122.17
月度 6.75% 5.62% 6.70% 10.26% 9.14% 9.40% 102.13 122.61 93.21 134.34
季度 10.84% 9.01% 10.49% 17.68% 15.83% 16.28% 95.52 131.09 81.54 153.57
Annual — — — — 31.66% 32.57% 81.54 153.57 59.41 210.76
Option Time Horizon — — — — 12.06% 12.41% 99.18 126.25 87.91 142.43
Calculation Notes: Computed at 2026-04-26T02:44 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $111.90  |  Strike (K): $115.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $4.1500 (Bid $4.0500 / Ask $4.2500)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.83%  |  Binomial IV (Annual): 31.66% (CRR binomial tree, American, n=20 steps)  |  BS IV: 32.05% (European Black-Scholes)  |  Yahoo IV (Annual): 32.57% → 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
2026-03-16 $0.8500
2025-12-15 $0.8500
2025-09-15 $0.8100
2025-06-16 $0.8100
2025-03-17 $0.8100
2024-12-16 $0.8100
2024-09-16 $0.7700
2024-06-17 $0.7700
2024-03-14 $0.7700
2023-12-14 $0.7700
2023-09-14 $0.7300
2023-06-14 $0.7300
2023-03-14 $0.7300
2022-12-14 $0.7300
2022-09-14 $0.6900
2022-06-14 $0.6900
2022-03-14 $0.6900
2021-12-14 $0.6900
2021-09-14 $0.6500
2021-06-14 $0.6500
2021-03-12 $0.6202
2020-12-14 $0.6202
2020-09-14 $0.5821
2020-06-12 $0.5821
2020-03-13 $0.5821
2019-12-13 $0.5821
2019-09-13 $0.5248
2019-06-14 $0.5248
2019-03-14 $0.5248
2018-12-14 $0.5248
2018-09-14 $0.4580
2018-06-14 $0.4580
2018-03-14 $0.4580
2017-12-14 $0.4580
2017-09-14 $0.4485
2017-06-13 $0.4485
2017-03-13 $0.4485
2016-12-13 $0.4485
2016-09-13 $0.4389
2016-06-13 $0.4389
2016-03-11 $0.4389
2015-12-11 $0.4389
2015-09-11 $0.4294
2015-06-11 $0.4294
2015-03-12 $0.4294
2014-12-11 $0.4294
2014-09-11 $0.4198
2014-06-12 $0.4198
2014-03-13 $0.4198
2013-12-12 $0.4198
2013-09-12 $0.4103
2013-06-13 $0.4103
2013-03-13 $0.4103
2012-12-13 $0.4103
2012-09-13 $0.4008
2012-06-13 $0.4008
2012-03-13 $0.4008
2011-12-13 $0.4008
2011-09-13 $0.3626
2011-06-13 $0.3626
2011-03-11 $0.3626
2010-12-13 $0.3626
2010-09-13 $0.3626
2010-06-11 $0.3626
2010-03-11 $0.3626
2009-12-11 $0.3626
2009-09-02 $0.3626
2009-06-04 $0.3626
2009-03-04 $0.3626
2008-12-03 $0.3626
2008-09-03 $0.3626
2008-06-04 $0.3626
2008-03-05 $0.3626
2007-12-05 $0.3626
2007-09-05 $0.3626
2007-06-06 $0.3626
2007-03-07 $0.3626
2006-12-06 $0.3626
2006-08-30 $0.3626
2006-05-31 $0.3626
2006-03-08 $0.3626
2005-11-30 $0.3626
2005-08-31 $0.3626
2005-06-01 $0.3626
2005-03-02 $0.3626
2004-12-01 $0.3626
2004-09-01 $0.3626
2004-06-02 $0.3531
2004-03-03 $0.3531
2003-12-03 $0.3531
2003-09-03 $0.3531
2003-08-20 $2.7443
2003-06-04 $0.3435
2003-03-05 $0.3435
2002-12-04 $0.3435
2002-09-04 $0.3435
2002-06-05 $0.3340
2002-03-06 $0.3340
2001-12-05 $0.3340
2001-08-30 $0.3340
2001-05-31 $0.3244
2001-03-07 $0.3244
2000-12-06 $0.3244
2000-08-30 $0.3244
2000-05-31 $0.2767
2000-03-01 $0.2767
1999-12-01 $0.2767
1999-09-01 $0.2767
1999-06-02 $0.2576
1999-03-03 $0.2576
1998-12-02 $0.2576
1998-09-02 $0.2576
1998-06-03 $0.2147
1998-03-04 $0.2147
1997-12-03 $0.2147
1997-09-03 $0.2147
1997-06-05 $0.2004
1997-03-05 $0.2004
1996-12-05 $0.1908
1996-09-04 $0.1908
1996-06-06 $0.1622
1996-03-06 $0.1622
1995-12-06 $0.1622
1995-09-05 $0.1622
1995-06-02 $0.1431
1995-03-03 $0.1431
1994-12-02 $0.1431
1994-09-02 $0.1431
1994-06-02 $0.1336
1994-03-02 $0.1336
1993-12-02 $0.1336
1993-09-02 $0.1336
1993-06-02 $0.1193
1993-03-02 $0.1193
1992-12-02 $0.1193
1992-08-31 $0.1193
1992-06-02 $0.1097
1992-03-02 $0.1097
1991-12-02 $0.1002
1991-08-30 $0.1002
1991-06-03 $0.0891
1991-03-04 $0.0891
1990-12-03 $0.0891
1990-08-28 $0.0891
1990-05-29 $0.0716
1990-03-05 $0.0716
1989-12-04 $0.0716
1989-08-29 $0.0716
1989-05-30 $0.0652
1989-03-02 $0.0652
1988-11-29 $0.0588
1988-08-29 $0.0469
1988-06-03 $0.0509
1988-02-29 $0.0509
1987-12-01 $0.0424
1987-08-28 $0.0424
1987-06-02 $0.0292
1987-03-02 $0.0292
1986-12-02 $0.0292
1986-09-02 $0.0292
1986-06-03 $0.0239
1986-02-27 $0.0239
1985-12-03 $0.0239
1985-08-30 $0.0212
1985-06-03 $0.0212
1985-02-28 $0.0212
1984-12-03 $0.0212
1984-08-31 $0.0199
1984-05-29 $0.0199
1984-03-01 $0.0199
1983-11-29 $0.0199
1983-08-29 $0.0186
1983-05-31 $0.0186
1983-02-28 $0.0186
1982-11-30 $0.0186
1982-08-30 $0.0186
1982-06-01 $0.0186
1982-03-01 $0.0186
1981-12-01 $0.0186
1981-08-31 $0.0172
1981-06-01 $0.0172
1981-03-02 $0.0172
1980-12-02 $0.0172
1980-08-29 $0.0152
1980-06-02 $0.0152
1980-02-28 $0.0152
1979-12-03 $0.0152
1979-08-31 $0.0126
1979-05-25 $0.0126
1979-03-01 $0.0126
1978-12-04 $0.0126
1978-08-28 $0.0113
1978-05-26 $0.0113
1978-03-02 $0.0113
1977-11-28 $0.0113
1977-08-29 $0.0099
1977-05-31 $0.0099
1977-03-01 $0.0099
1976-11-30 $0.0099
1976-08-30 $0.0093
1976-06-01 $0.0093
1976-03-02 $0.0093
1975-12-01 $0.0093
1975-08-29 $0.0093
1975-06-02 $0.0093
1975-03-03 $0.0093
1974-08-30 $0.0093
1974-06-03 $0.0093
1974-03-04 $0.0093
1973-12-03 $0.0093
1973-08-31 $0.0078
1973-06-05 $0.0078
1973-03-05 $0.0078
1972-12-05 $0.0078
1972-06-09 $0.0073
1972-03-02 $0.0073
1971-12-06 $0.0073
1971-09-03 $0.0073
1971-06-07 $0.0073
1971-03-02 $0.0073
1970-12-01 $0.0073
1970-09-02 $0.0066
1970-06-02 $0.0066
1969-12-01 $0.0093
1969-09-02 $0.0060
1969-06-03 $0.0060
1969-03-03 $0.0060
1968-12-02 $0.0086
1968-08-30 $0.0053
1968-06-04 $0.0053
1968-03-04 $0.0053
1967-12-07 $0.0080
1967-09-05 $0.0046
1967-06-06 $0.0046
1967-03-07 $0.0046
1966-11-30 $0.0073
1966-09-06 $0.0040
1966-06-07 $0.0040
1966-03-08 $0.0040
1965-11-30 $0.0066
1965-09-07 $0.0033
1965-06-08 $0.0033
1965-03-09 $0.0033
1964-12-01 $0.0066
1964-09-08 $0.0024
1964-06-09 $0.0024
1964-03-10 $0.0022
1963-12-03 $0.0031
1963-09-03 $0.0020
1963-03-05 $0.0020
1962-12-04 $0.0020
1962-09-05 $0.0018
1962-06-05 $0.0018
1962-03-06 $0.0018
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.29. Further, an Excess 峰度 of 10.47 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.65%980.61%0.61%
-4.65% to -3.47%1600.99%1.59%
-3.47% to -2.29%5273.26%4.85%
-2.29% to -1.12%206712.77%17.62%
-1.12% to 0.06%551434.07%51.69%
0.06% to 1.23%494030.52%82.22%
1.23% to 2.41%197412.20%94.41%
2.41% to 3.59%6203.83%98.25%
3.59% to 4.76%1811.12%99.36%
Greater than 4.76%1030.64%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.51%1.63% 76.11%68.27%
±2σ -3.08%3.19% 95.21%95.45%
±3σ -4.65%4.76% 98.76%99.73%
Descriptive Statistics
均值0.058%
Standard Error0.012%
中位数0.000%
Mode0.000%
Standard Deviation1.568%
Sample Variance2.457%
峰度10.47
偏度-0.29
Range39.814%
Minimum-26.781%
Maximum13.033%
Count16184
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.194% 7928 48.99% 0.585%
负向 -1.116% 7632 47.16% -0.526%
Zero 0.000% 624 3.86% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 2.60%
20 1 Month 2.56%
60 1 Quarter 2.55%
250 1 Year 2.48%
750 3 Years 2.14%
1,250 5 Years 2.07%
2,500 10 Years 1.94%
5,000 20 Years 2.06%
12,500 50 Years 2.12%
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 3.34. Further, an Excess 峰度 of 24.80 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -1.63%00.00%0.00%
-1.63% to -0.73%00.00%0.00%
-0.73% to 0.17%00.00%0.00%
0.17% to 1.06%278317.19%17.19%
1.06% to 1.96%717944.36%61.55%
1.96% to 2.86%375223.18%84.73%
2.86% to 3.75%14508.96%93.69%
3.75% to 4.65%5493.39%97.08%
4.65% to 5.55%2311.43%98.51%
Greater than 5.55%2411.49%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.77%3.16% 83.68%68.27%
±2σ -0.43%4.35% 96.23%95.45%
±3σ -1.63%5.55% 98.51%99.73%
Descriptive Statistics
均值1.961%
Standard Error0.009%
中位数1.689%
Mode1.818%
Standard Deviation1.196%
Sample Variance1.430%
峰度24.80
偏度3.34
Range19.603%
Minimum0.194%
Maximum19.797%
Count16185
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.961% 16185 100.00% 1.961%
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 0.13. Further, an Excess 峰度 of 4.97 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.03%850.53%0.53%
-4.03% to -3.03%1941.20%1.72%
-3.03% to -2.03%6463.99%5.72%
-2.03% to -1.02%200012.36%18.07%
-1.02% to -0.02%478929.59%47.66%
-0.02% to 0.98%556334.37%82.03%
0.98% to 1.99%202512.51%94.54%
1.99% to 2.99%6103.77%98.31%
2.99% to 3.99%1711.06%99.37%
Greater than 3.99%1020.63%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.36%1.32% 75.74%68.27%
±2σ -2.70%2.66% 95.07%95.45%
±3σ -4.03%3.99% 98.84%99.73%
Descriptive Statistics
均值-0.020%
Standard Error0.011%
中位数0.000%
Mode0.000%
Standard Deviation1.338%
Sample Variance1.791%
峰度4.97
偏度0.13
Range22.255%
Minimum-10.380%
Maximum11.875%
Count16185
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 0.998% 7631 47.15% 0.471%
负向 -1.027% 7736 47.80% -0.491%
Zero 0.000% 818 5.05% 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 3.18 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -10.39%230.69%0.69%
-10.39% to -7.72%320.95%1.64%
-7.72% to -5.05%1173.49%5.13%
-5.05% to -2.38%46513.86%18.99%
-2.38% to 0.29%106731.80%50.79%
0.29% to 2.96%101630.28%81.07%
2.96% to 5.63%43913.08%94.16%
5.63% to 8.30%1374.08%98.24%
8.30% to 10.97%401.19%99.43%
Greater than 10.97%190.57%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.27%3.85% 74.10%68.27%
±2σ -6.83%7.41% 94.90%95.45%
±3σ -10.39%10.97% 98.75%99.73%
Descriptive Statistics
均值0.289%
Standard Error0.061%
中位数0.239%
Mode0.000%
Standard Deviation3.560%
Sample Variance12.670%
峰度3.18
偏度0.02
Range47.878%
Minimum-23.009%
Maximum24.869%
Count3355
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.763% 1770 52.76% 1.458%
负向 -2.555% 1535 45.75% -1.169%
Zero 0.000% 50 1.49% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 4.82%
12 1 Quarter 5.34%
52 1 Year 5.66%
156 3 Years 4.91%
260 5 Years 4.82%
520 10 Years 4.50%
1,040 20 Years 4.75%
2,600 50 Years 5.00%
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 3.09. Further, an Excess 峰度 of 18.83 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -3.87%00.00%0.00%
-3.87% to -1.64%00.00%0.00%
-1.64% to 0.59%00.00%0.00%
0.59% to 2.82%55916.66%16.66%
2.82% to 5.06%154045.89%62.54%
5.06% to 7.29%75222.41%84.95%
7.29% to 9.52%2848.46%93.41%
9.52% to 11.75%1193.55%96.96%
11.75% to 13.98%511.52%98.48%
Greater than 13.98%511.52%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 2.08%8.03% 83.19%68.27%
±2σ -0.90%11.01% 96.25%95.45%
±3σ -3.87%13.98% 98.48%99.73%
Descriptive Statistics
均值5.056%
Standard Error0.051%
中位数4.369%
Mode5.263%
Standard Deviation2.976%
Sample Variance8.857%
峰度18.83
偏度3.09
Range39.018%
Minimum0.662%
Maximum39.680%
Count3356
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.056% 3356 100.00% 5.056%
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 0.61. Further, an Excess 峰度 of 4.71 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -10.48%120.36%0.36%
-10.48% to -7.88%371.10%1.46%
-7.88% to -5.28%1293.84%5.30%
-5.28% to -2.68%44513.26%18.56%
-2.68% to -0.08%109132.51%51.07%
-0.08% to 2.53%102830.63%81.70%
2.53% to 5.13%43212.87%94.58%
5.13% to 7.73%1153.43%98.00%
7.73% to 10.33%351.04%99.05%
Greater than 10.33%320.95%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.54%3.39% 74.85%68.27%
±2σ -7.01%6.86% 95.17%95.45%
±3σ -10.48%10.33% 98.69%99.73%
Descriptive Statistics
均值-0.076%
Standard Error0.060%
中位数-0.153%
Mode0.000%
Standard Deviation3.469%
Sample Variance12.034%
峰度4.71
偏度0.61
Range48.688%
Minimum-18.159%
Maximum30.529%
Count3356
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.610% 1575 46.93% 1.225%
负向 -2.526% 1729 51.52% -1.301%
Zero 0.000% 52 1.55% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.03. Further, an Excess 峰度 of 0.96 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -19.05%40.52%0.52%
-19.05% to -13.99%81.04%1.56%
-13.99% to -8.92%354.54%6.10%
-8.92% to -3.86%11114.40%20.49%
-3.86% to 1.21%22629.31%49.81%
1.21% to 6.28%23029.83%79.64%
6.28% to 11.34%11014.27%93.90%
11.34% to 16.41%364.67%98.57%
16.41% to 21.47%81.04%99.61%
Greater than 21.47%30.39%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.54%7.96% 70.82%68.27%
±2σ -12.30%14.72% 94.55%95.45%
±3σ -19.05%21.47% 99.09%99.73%
Descriptive Statistics
均值1.210%
Standard Error0.243%
中位数1.268%
Mode-3.018%
Standard Deviation6.754%
Sample Variance45.615%
峰度0.96
偏度-0.03
Range57.335%
Minimum-25.992%
Maximum31.343%
Count771
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.650% 445 57.72% 3.261%
负向 -4.866% 325 42.15% -2.051%
Zero 0.000% 1 0.13% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 11.04%
12 1 Year 12.18%
36 3 Years 10.40%
60 5 Years 10.26%
120 10 Years 9.55%
240 20 Years 10.07%
600 50 Years 10.77%
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 2.04. Further, an Excess 峰度 of 6.90 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.45%00.00%0.00%
-5.45% to -1.23%00.00%0.00%
-1.23% to 2.99%00.00%0.00%
2.99% to 7.21%16220.98%20.98%
7.21% to 11.42%29738.47%59.46%
11.42% to 15.64%18724.22%83.68%
15.64% to 19.86%779.97%93.65%
19.86% to 24.08%253.24%96.89%
24.08% to 28.30%111.42%98.32%
Greater than 28.30%131.68%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 5.80%17.05% 79.66%68.27%
±2σ 0.18%22.67% 95.85%95.45%
±3σ -5.45%28.30% 98.32%99.73%
Descriptive Statistics
均值11.424%
Standard Error0.202%
中位数9.994%
Mode10.526%
Standard Deviation5.624%
Sample Variance31.624%
峰度6.90
偏度2.04
Range41.309%
Minimum3.256%
Maximum44.565%
Count772
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 11.424% 772 100.00% 11.424%
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 0.60. Further, an Excess 峰度 of 1.69 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -20.57%10.13%0.13%
-20.57% to -15.55%30.39%0.52%
-15.55% to -10.52%405.18%5.70%
-10.52% to -5.50%12015.54%21.24%
-5.50% to -0.47%24832.12%53.37%
-0.47% to 4.55%20726.81%80.18%
4.55% to 9.58%10413.47%93.65%
9.58% to 14.61%334.27%97.93%
14.61% to 19.63%121.55%99.48%
Greater than 19.63%40.52%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -7.17%6.23% 71.37%68.27%
±2σ -13.87%12.93% 94.95%95.45%
±3σ -20.57%19.63% 99.35%99.73%
Descriptive Statistics
均值-0.471%
Standard Error0.241%
中位数-0.841%
Mode-10.714%
Standard Deviation6.701%
Sample Variance44.904%
峰度1.69
偏度0.60
Range58.985%
Minimum-23.864%
Maximum35.121%
Count772
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.369% 337 43.65% 2.344%
负向 -5.019% 433 56.09% -2.815%
Zero 0.000% 2 0.26% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.12. Further, an Excess 峰度 of -0.08 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -28.99%10.39%0.39%
-28.99% to -20.85%10.39%0.78%
-20.85% to -12.72%166.23%7.00%
-12.72% to -4.59%4316.73%23.74%
-4.59% to 3.54%7529.18%52.92%
3.54% to 11.68%6726.07%78.99%
11.68% to 19.81%3312.84%91.83%
19.81% to 27.94%187.00%98.83%
27.94% to 36.08%31.17%100.00%
Greater than 36.08%00.00%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -7.30%14.39% 68.87%68.27%
±2σ -18.14%25.23% 95.72%95.45%
±3σ -28.99%36.08% 99.61%99.73%
Descriptive Statistics
均值3.545%
Standard Error0.676%
中位数3.010%
Mode-13.673%
Standard Deviation10.844%
Sample Variance117.598%
峰度-0.08
偏度0.12
Range62.509%
Minimum-30.371%
Maximum32.138%
Count257
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 10.021% 161 62.65% 6.278%
负向 -7.314% 96 37.35% -2.732%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 20.29%
12 3 Years 17.55%
20 5 Years 17.68%
40 10 Years 15.85%
80 20 Years 17.24%
200 50 Years 18.81%
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 1.62. Further, an Excess 峰度 of 3.48 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -6.50%00.00%0.00%
-6.50% to 0.26%00.00%0.00%
0.26% to 7.02%20.78%0.78%
7.02% to 13.78%5621.71%22.48%
13.78% to 20.54%10139.15%61.63%
20.54% to 27.30%5521.32%82.95%
27.30% to 34.06%2710.47%93.41%
34.06% to 40.82%72.71%96.12%
40.82% to 47.58%31.16%97.29%
Greater than 47.58%72.71%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 11.53%29.55% 76.74%68.27%
±2σ 2.51%38.56% 95.35%95.45%
±3σ -6.50%47.58% 97.29%99.73%
Descriptive Statistics
均值20.538%
Standard Error0.561%
中位数19.059%
Mode12.650%
Standard Deviation9.013%
Sample Variance81.232%
峰度3.48
偏度1.62
Range51.200%
Minimum6.783%
Maximum57.983%
Count258
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 20.538% 258 100.00% 20.538%
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 0.57. Further, an Excess 峰度 of 0.98 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -33.09%00.00%0.00%
-33.09% to -25.22%00.00%0.00%
-25.22% to -17.35%155.81%5.81%
-17.35% to -9.48%4517.44%23.26%
-9.48% to -1.61%7529.07%52.33%
-1.61% to 6.26%6123.64%75.97%
6.26% to 14.13%4316.67%92.64%
14.13% to 22.00%145.43%98.06%
22.00% to 29.87%31.16%99.22%
Greater than 29.87%20.78%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -12.10%8.88% 70.54%68.27%
±2σ -22.59%19.38% 96.12%95.45%
±3σ -33.09%29.87% 99.22%99.73%
Descriptive Statistics
均值-1.609%
Standard Error0.653%
中位数-1.774%
Mode-22.950%
Standard Deviation10.493%
Sample Variance110.111%
峰度0.98
偏度0.57
Range67.632%
Minimum-22.950%
Maximum44.682%
Count258
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 8.377% 105 40.70% 3.409%
负向 -8.462% 153 59.30% -5.018%
Zero 0.000% 0 0.00% 0.000%