MSFT 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	2.09%	1.65%	1.80%	2.17%	—	2.29%	415.33	434.12	406.25	443.82
周度	4.57%	4.30%	4.52%	5.19%	—	5.03%	404.44	445.80	385.22	468.04
月度	9.37%	9.26%	8.76%	11.15%	—	10.48%	383.70	469.91	346.72	520.03
季度	15.96%	16.00%	12.99%	19.16%	—	18.14%	356.26	506.10	298.91	603.21
Annual	—	—	—	—	—	36.29%	298.91	603.21	210.41	856.91
Option Time Horizon	—	—	—	—	—	13.83%	371.45	485.40	324.94	554.88

Calculation Notes: Computed at 2026-04-26T02:43 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $424.62 | Strike (K): $425.00 (first OTM call ≥ spot) | Observed Mid-价格: $23.2750 (Bid $23.1000 / Ask $23.4500) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.84% | Binomial IV (Annual): 模型不可用 / 模型不可用 (CRR binomial tree, American, n=20 steps) | BS IV: 35.11% (European Black-Scholes) | Yahoo IV (Annual): 36.29% → 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
2026-02-19	$0.9100
2025-11-20	$0.9100
2025-08-21	$0.8300
2025-05-15	$0.8300
2025-02-20	$0.8300
2024-11-21	$0.8300
2024-08-15	$0.7500
2024-05-15	$0.7500
2024-02-14	$0.7500
2023-11-15	$0.7500
2023-08-16	$0.6800
2023-05-17	$0.6800
2023-02-15	$0.6800
2022-11-16	$0.6800
2022-08-17	$0.6200
2022-05-18	$0.6200
2022-02-16	$0.6200
2021-11-17	$0.6200
2021-08-18	$0.5600
2021-05-19	$0.5600
2021-02-17	$0.5600
2020-11-18	$0.5600
2020-08-19	$0.5100
2020-05-20	$0.5100
2020-02-19	$0.5100
2019-11-20	$0.5100
2019-08-14	$0.4600
2019-05-15	$0.4600
2019-02-20	$0.4600
2018-11-14	$0.4600
2018-08-15	$0.4200
2018-05-16	$0.4200
2018-02-14	$0.4200
2017-11-15	$0.4200
2017-08-15	$0.3900
2017-05-16	$0.3900
2017-02-14	$0.3900
2016-11-15	$0.3900
2016-08-16	$0.3600
2016-05-17	$0.3600
2016-02-16	$0.3600
2015-11-17	$0.3600
2015-08-18	$0.3100
2015-05-19	$0.3100
2015-02-17	$0.3100
2014-11-18	$0.3100
2014-08-19	$0.2800
2014-05-13	$0.2800
2014-02-18	$0.2800
2013-11-19	$0.2800
2013-08-13	$0.2300
2013-05-14	$0.2300
2013-02-19	$0.2300
2012-11-13	$0.2300
2012-08-14	$0.2000
2012-05-15	$0.2000
2012-02-14	$0.2000
2011-11-15	$0.2000
2011-08-16	$0.1600
2011-05-17	$0.1600
2011-02-15	$0.1600
2010-11-16	$0.1600
2010-08-17	$0.1300
2010-05-18	$0.1300
2010-02-16	$0.1300
2009-11-17	$0.1300
2009-08-18	$0.1300
2009-05-19	$0.1300
2009-02-17	$0.1300
2008-11-18	$0.1300
2008-08-19	$0.1100
2008-05-13	$0.1100
2008-02-19	$0.1100
2007-11-13	$0.1100
2007-08-14	$0.1000
2007-05-15	$0.1000
2007-02-13	$0.1000
2006-11-14	$0.1000
2006-08-15	$0.0900
2006-05-15	$0.0900
2006-02-15	$0.0900
2005-11-15	$0.0800
2005-08-15	$0.0800
2005-05-16	$0.0800
2005-02-15	$0.0800
2004-11-15	$3.0800
2004-08-23	$0.0800
2003-10-15	$0.1600
2003-02-19	$0.0800

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.10. Further, an Excess 峰度 of 10.83 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -6.16%	70	0.69%	0.69%
-6.16% to -4.59%	80	0.79%	1.48%
-4.59% to -3.03%	339	3.35%	4.84%
-3.03% to -1.46%	1154	11.42%	16.26%
-1.46% to 0.11%	3596	35.58%	51.84%
0.11% to 1.68%	3154	31.21%	83.05%
1.68% to 3.25%	1170	11.58%	94.63%
3.25% to 4.82%	347	3.43%	98.06%
4.82% to 6.38%	120	1.19%	99.25%
Greater than 6.38%	76	0.75%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.98%	2.20%	77.66%	68.27%
±2σ	-4.07%	4.29%	95.18%	95.45%
±3σ	-6.16%	6.38%	98.56%	99.73%

Descriptive Statistics

均值	0.110%
Standard Error	0.021%
中位数	0.038%
Mode	0.000%
Standard Deviation	2.091%
Sample Variance	4.371%
峰度	10.83
偏度	-0.10
Range	49.681%
Minimum	-30.116%
Maximum	19.565%
Count	10106

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.528%	5124	50.70%	0.775%
负向	-1.409%	4770	47.20%	-0.665%
Zero	0.000%	212	2.10%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	2.75%
20	1 Month	2.66%
60	1 Quarter	2.64%
250	1 Year	1.95%
750	3 Years	1.97%
1,250	5 Years	2.17%
2,500	10 Years	2.10%
5,000	20 Years	2.16%
12,500	50 Years	2.64%

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 3.82. Further, an Excess 峰度 of 45.41 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -2.44%	0	0.00%	0.00%
-2.44% to -1.20%	0	0.00%	0.00%
-1.20% to 0.03%	0	0.00%	0.00%
0.03% to 1.27%	1816	17.97%	17.97%
1.27% to 2.51%	4426	43.79%	61.76%
2.51% to 3.75%	2293	22.69%	84.45%
3.75% to 4.99%	900	8.90%	93.35%
4.99% to 6.23%	363	3.59%	96.94%
6.23% to 7.46%	140	1.39%	98.33%
Greater than 7.46%	169	1.67%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.86%	4.16%	84.35%	68.27%
±2σ	-0.79%	5.81%	96.25%	95.45%
±3σ	-2.44%	7.46%	98.33%	99.73%

Descriptive Statistics

均值	2.511%
Standard Error	0.016%
中位数	2.096%
Mode	1.786%
Standard Deviation	1.651%
Sample Variance	2.726%
峰度	45.41
偏度	3.82
Range	40.735%
Minimum	0.376%
Maximum	41.111%
Count	10107

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.511%	10107	100.00%	2.511%
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 0.83. Further, an Excess 峰度 of 19.78 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -5.43%	70	0.69%	0.69%
-5.43% to -4.08%	119	1.18%	1.87%
-4.08% to -2.73%	360	3.56%	5.43%
-2.73% to -1.38%	1168	11.56%	16.99%
-1.38% to -0.03%	3273	32.38%	49.37%
-0.03% to 1.32%	3396	33.60%	82.97%
1.32% to 2.67%	1155	11.43%	94.40%
2.67% to 4.02%	398	3.94%	98.34%
4.02% to 5.37%	99	0.98%	99.32%
Greater than 5.37%	69	0.68%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.83%	1.77%	77.11%	68.27%
±2σ	-3.63%	3.57%	94.98%	95.45%
±3σ	-5.43%	5.37%	98.62%	99.73%

Descriptive Statistics

均值	-0.031%
Standard Error	0.018%
中位数	0.000%
Mode	0.000%
Standard Deviation	1.800%
Sample Variance	3.239%
峰度	19.78
偏度	0.83
Range	49.525%
Minimum	-13.613%
Maximum	35.912%
Count	10107

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.285%	4826	47.75%	0.614%
负向	-1.296%	5026	49.73%	-0.644%
Zero	0.000%	255	2.52%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.10. Further, an Excess 峰度 of 4.59 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%	10	0.48%	0.48%
-13.17% to -9.74%	28	1.34%	1.82%
-9.74% to -6.32%	67	3.20%	5.02%
-6.32% to -2.90%	284	13.57%	18.59%
-2.90% to 0.53%	679	32.44%	51.03%
0.53% to 3.95%	663	31.68%	82.70%
3.95% to 7.37%	237	11.32%	94.03%
7.37% to 10.80%	86	4.11%	98.14%
10.80% to 14.22%	23	1.10%	99.24%
Greater than 14.22%	16	0.76%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.04%	5.09%	75.16%	68.27%
±2σ	-8.60%	9.66%	94.79%	95.45%
±3σ	-13.17%	14.22%	98.76%	99.73%

Descriptive Statistics

均值	0.527%
Standard Error	0.100%
中位数	0.465%
Mode	0.000%
Standard Deviation	4.565%
Sample Variance	20.842%
峰度	4.59
偏度	0.10
Range	64.739%
Minimum	-36.713%
Maximum	28.026%
Count	2093

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.447%	1159	55.38%	1.909%
负向	-3.147%	919	43.91%	-1.382%
Zero	0.000%	15	0.72%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	6.64%
12	1 Quarter	6.19%
52	1 Year	4.76%
156	3 Years	4.65%
260	5 Years	5.19%
520	10 Years	4.90%
1,040	20 Years	5.01%
2,600	50 Years	6.20%

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 3.77. Further, an Excess 峰度 of 34.92 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -6.52%	0	0.00%	0.00%
-6.52% to -3.29%	0	0.00%	0.00%
-3.29% to -0.07%	0	0.00%	0.00%
-0.07% to 3.16%	375	17.91%	17.91%
3.16% to 6.38%	918	43.84%	61.75%
6.38% to 9.61%	478	22.83%	84.57%
9.61% to 12.84%	185	8.83%	93.41%
12.84% to 16.06%	76	3.63%	97.04%
16.06% to 19.29%	31	1.48%	98.52%
Greater than 19.29%	31	1.48%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.08%	10.69%	84.57%	68.27%
±2σ	-2.22%	14.99%	95.89%	95.45%
±3σ	-6.52%	19.29%	98.52%	99.73%

Descriptive Statistics

均值	6.385%
Standard Error	0.094%
中位数	5.361%
Mode	4.762%
Standard Deviation	4.301%
Sample Variance	18.498%
峰度	34.92
偏度	3.77
Range	65.149%
Minimum	0.962%
Maximum	66.111%
Count	2094

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.385%	2094	100.00%	6.385%
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 1.33. Further, an Excess 峰度 of 16.23 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -13.81%	10	0.48%	0.48%
-13.81% to -10.41%	19	0.91%	1.38%
-10.41% to -7.02%	76	3.63%	5.01%
-7.02% to -3.63%	259	12.37%	17.38%
-3.63% to -0.24%	733	35.00%	52.39%
-0.24% to 3.15%	630	30.09%	82.47%
3.15% to 6.55%	248	11.84%	94.32%
6.55% to 9.94%	75	3.58%	97.90%
9.94% to 13.33%	27	1.29%	99.19%
Greater than 13.33%	17	0.81%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.76%	4.29%	76.41%	68.27%
±2σ	-9.28%	8.81%	94.99%	95.45%
±3σ	-13.81%	13.33%	98.71%	99.73%

Descriptive Statistics

均值	-0.238%
Standard Error	0.099%
中位数	-0.444%
Mode	0.000%
Standard Deviation	4.523%
Sample Variance	20.462%
峰度	16.23
偏度	1.33
Range	78.574%
Minimum	-18.905%
Maximum	59.669%
Count	2094

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.290%	938	44.80%	1.474%
负向	-3.145%	1140	54.44%	-1.712%
Zero	0.000%	16	0.76%	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 0.69. Further, an Excess 峰度 of 2.97 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -25.81%	1	0.21%	0.21%
-25.81% to -18.79%	2	0.42%	0.62%
-18.79% to -11.76%	22	4.57%	5.20%
-11.76% to -4.74%	73	15.18%	20.37%
-4.74% to 2.29%	150	31.19%	51.56%
2.29% to 9.31%	153	31.81%	83.37%
9.31% to 16.33%	53	11.02%	94.39%
16.33% to 23.36%	11	2.29%	96.67%
23.36% to 30.38%	11	2.29%	98.96%
Greater than 30.38%	5	1.04%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.08%	11.65%	74.43%	68.27%
±2σ	-16.45%	21.02%	95.43%	95.45%
±3σ	-25.81%	30.38%	98.75%	99.73%

Descriptive Statistics

均值	2.285%
Standard Error	0.427%
中位数	2.111%
Mode	0.000%
Standard Deviation	9.366%
Sample Variance	87.722%
峰度	2.97
偏度	0.69
Range	85.907%
Minimum	-34.353%
Maximum	51.554%
Count	481

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.771%	289	60.08%	4.669%
负向	-6.069%	189	39.29%	-2.385%
Zero	0.000%	3	0.62%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	14.82%
12	1 Year	11.30%
36	3 Years	10.16%
60	5 Years	11.15%
120	10 Years	10.53%
240	20 Years	10.78%
600	50 Years	13.47%

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 3.68. Further, an Excess 峰度 of 28.47 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -13.26%	0	0.00%	0.00%
-13.26% to -6.32%	0	0.00%	0.00%
-6.32% to 0.62%	0	0.00%	0.00%
0.62% to 7.57%	76	15.77%	15.77%
7.57% to 14.51%	221	45.85%	61.62%
14.51% to 21.45%	111	23.03%	84.65%
21.45% to 28.39%	44	9.13%	93.78%
28.39% to 35.33%	17	3.53%	97.30%
35.33% to 42.27%	6	1.24%	98.55%
Greater than 42.27%	7	1.45%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	5.25%	23.76%	84.02%	68.27%
±2σ	-4.01%	33.02%	96.68%	95.45%
±3σ	-13.26%	42.27%	98.55%	99.73%

Descriptive Statistics

均值	14.507%
Standard Error	0.422%
中位数	12.277%
Mode	6.392%
Standard Deviation	9.256%
Sample Variance	85.670%
峰度	28.47
偏度	3.68
Range	109.902%
Minimum	2.849%
Maximum	112.751%
Count	482

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	14.507%	482	100.00%	14.507%
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 0.23. Further, an Excess 峰度 of 1.75 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -27.56%	2	0.41%	0.41%
-27.56% to -20.99%	6	1.24%	1.66%
-20.99% to -14.42%	18	3.73%	5.39%
-14.42% to -7.85%	59	12.24%	17.63%
-7.85% to -1.28%	173	35.89%	53.53%
-1.28% to 5.28%	126	26.14%	79.67%
5.28% to 11.85%	66	13.69%	93.36%
11.85% to 18.42%	23	4.77%	98.13%
18.42% to 24.99%	6	1.24%	99.38%
Greater than 24.99%	3	0.62%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-10.04%	7.47%	73.65%	68.27%
±2σ	-18.80%	16.23%	94.19%	95.45%
±3σ	-27.56%	24.99%	98.96%	99.73%

Descriptive Statistics

均值	-1.285%
Standard Error	0.399%
中位数	-1.901%
Mode	-6.750%
Standard Deviation	8.757%
Sample Variance	76.688%
峰度	1.75
偏度	0.23
Range	69.411%
Minimum	-34.017%
Maximum	35.394%
Count	482

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.689%	195	40.46%	2.706%
负向	-6.750%	285	59.13%	-3.991%
Zero	0.000%	2	0.41%	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 1.50. Further, an Excess 峰度 of 5.00 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -41.18%	0	0.00%	0.00%
-41.18% to -29.22%	0	0.00%	0.00%
-29.22% to -17.25%	4	2.50%	2.50%
-17.25% to -5.28%	28	17.50%	20.00%
-5.28% to 6.69%	54	33.75%	53.75%
6.69% to 18.66%	47	29.38%	83.12%
18.66% to 30.63%	18	11.25%	94.38%
30.63% to 42.60%	4	2.50%	96.88%
42.60% to 54.56%	3	1.88%	98.75%
Greater than 54.56%	2	1.25%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.27%	22.65%	78.12%	68.27%
±2σ	-25.23%	38.61%	95.62%	95.45%
±3σ	-41.18%	54.56%	98.75%	99.73%

Descriptive Statistics

均值	6.690%
Standard Error	1.262%
中位数	5.758%
Mode	-28.736%
Standard Deviation	15.958%
Sample Variance	254.647%
峰度	5.00
偏度	1.50
Range	117.445%
Minimum	-28.736%
Maximum	88.709%
Count	160

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	14.923%	101	63.12%	9.420%
负向	-7.405%	59	36.88%	-2.731%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	21.65%
12	3 Years	17.96%
20	5 Years	19.16%
40	10 Years	18.59%
80	20 Years	18.71%
200	50 Years	24.03%

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 2.28. Further, an Excess 峰度 of 7.51 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -21.15%	0	0.00%	0.00%
-21.15% to -9.15%	0	0.00%	0.00%
-9.15% to 2.85%	0	0.00%	0.00%
2.85% to 14.85%	26	16.15%	16.15%
14.85% to 26.84%	80	49.69%	65.84%
26.84% to 38.84%	30	18.63%	84.47%
38.84% to 50.84%	13	8.07%	92.55%
50.84% to 62.84%	6	3.73%	96.27%
62.84% to 74.84%	2	1.24%	97.52%
Greater than 74.84%	4	2.48%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	10.85%	42.84%	84.47%	68.27%
±2σ	-5.15%	58.84%	95.65%	95.45%
±3σ	-21.15%	74.84%	97.52%	99.73%

Descriptive Statistics

均值	26.844%
Standard Error	1.261%
中位数	21.847%
Mode	8.040%
Standard Deviation	15.999%
Sample Variance	255.978%
峰度	7.51
偏度	2.28
Range	104.711%
Minimum	8.040%
Maximum	112.751%
Count	161

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	26.844%	161	100.00%	26.844%
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 -0.02. Further, an Excess 峰度 of 1.17 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -43.01%	1	0.62%	0.62%
-43.01% to -33.27%	2	1.24%	1.86%
-33.27% to -23.52%	5	3.11%	4.97%
-23.52% to -13.78%	25	15.53%	20.50%
-13.78% to -4.03%	55	34.16%	54.66%
-4.03% to 5.71%	42	26.09%	80.75%
5.71% to 15.46%	20	12.42%	93.17%
15.46% to 25.20%	9	5.59%	98.76%
25.20% to 34.95%	1	0.62%	99.38%
Greater than 34.95%	1	0.62%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-17.02%	8.96%	74.53%	68.27%
±2σ	-30.02%	21.96%	95.03%	95.45%
±3σ	-43.01%	34.95%	98.76%	99.73%

Descriptive Statistics

均值	-4.031%
Standard Error	1.024%
中位数	-5.098%
Mode	-46.666%
Standard Deviation	12.993%
Sample Variance	168.820%
峰度	1.17
偏度	-0.02
Range	87.885%
Minimum	-46.666%
Maximum	41.219%
Count	161

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.344%	63	39.13%	3.265%
负向	-12.110%	97	60.25%	-7.296%
Zero	0.000%	1	0.62%	0.000%

MSFT 深度分析报告