MTN 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	2.33%	2.10%	2.13%	2.80%	3.18%	3.56%	115.30	122.86	111.69	126.83
周度	5.00%	5.22%	5.03%	6.44%	6.99%	7.85%	110.98	127.64	103.48	136.89
月度	9.30%	11.69%	9.64%	13.00%	14.56%	16.33%	102.89	137.67	88.95	159.25
季度	13.74%	19.99%	14.04%	21.20%	25.22%	28.29%	92.49	153.16	71.87	197.09
Annual	—	—	—	—	50.44%	56.58%	71.87	197.09	43.40	326.38
Option Time Horizon	—	—	—	—	19.22%	21.56%	98.21	144.24	81.04	174.81

Calculation Notes: Computed at 2026-04-26T02:46 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $119.02 | Strike (K): $135.00 (first OTM call ≥ spot) | Observed Mid-价格: $3.6500 (Bid $2.5000 / Ask $4.8000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 7.19% | Binomial IV (Annual): 50.44% (CRR binomial tree, American, n=20 steps) | BS IV: 51.09% (European Black-Scholes) | Yahoo IV (Annual): 56.58% → 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
2026-03-26	$2.2200
2025-12-30	$2.2200
2025-10-09	$2.2200
2025-06-24	$2.2200
2025-03-27	$2.2200
2024-12-26	$2.2200
2024-10-08	$2.2200
2024-06-25	$2.2200
2024-03-27	$2.2200
2023-12-22	$2.0600
2023-10-06	$2.0600
2023-06-26	$2.0600
2023-03-24	$2.0600
2022-12-23	$1.9100
2022-10-04	$1.9100
2022-06-24	$1.9100
2022-03-29	$1.9100
2021-12-27	$0.8800
2021-10-04	$0.8800
2020-03-25	$1.7600
2019-12-24	$1.7600
2019-10-07	$1.7600
2019-06-25	$1.7600
2019-03-26	$1.7600
2018-12-26	$1.4700
2018-10-05	$1.4700
2018-06-26	$1.4700
2018-03-26	$1.4700
2017-12-26	$1.0530
2017-10-06	$1.0530
2017-06-26	$1.0530
2017-03-27	$1.0530
2016-12-23	$0.8100
2016-10-05	$0.8100
2016-06-24	$0.8100
2016-03-24	$0.8100
2015-12-23	$0.6230
2015-10-07	$0.6230
2015-06-23	$0.6230
2015-03-27	$0.6230
2014-12-24	$0.4150
2014-10-03	$0.4150
2014-06-19	$0.4150
2014-03-28	$0.4150
2013-12-23	$0.2080
2013-10-07	$0.2070
2013-06-20	$0.2070
2013-03-21	$0.2070
2012-12-17	$0.1880
2012-10-05	$0.1880
2012-06-21	$0.1880
2012-03-22	$0.1880
2011-12-20	$0.1500
2011-10-07	$0.1500
2011-06-29	$0.1500

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 7.12 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -6.93%	53	0.72%	0.72%
-6.93% to -5.18%	82	1.12%	1.84%
-5.18% to -3.44%	215	2.93%	4.76%
-3.44% to -1.69%	796	10.83%	15.59%
-1.69% to 0.06%	2641	35.93%	51.52%
0.06% to 1.80%	2429	33.05%	84.57%
1.80% to 3.55%	767	10.44%	95.01%
3.55% to 5.29%	203	2.76%	97.77%
5.29% to 7.04%	89	1.21%	98.98%
Greater than 7.04%	75	1.02%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.27%	2.38%	79.36%	68.27%
±2σ	-4.60%	4.71%	94.79%	95.45%
±3σ	-6.93%	7.04%	98.26%	99.73%

Descriptive Statistics

均值	0.055%
Standard Error	0.027%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.328%
Sample Variance	5.418%
峰度	7.12
偏度	0.27
Range	37.085%
Minimum	-17.853%
Maximum	19.232%
Count	7350

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.638%	3647	49.62%	0.813%
负向	-1.566%	3558	48.41%	-0.758%
Zero	0.000%	145	1.97%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	4.28%
20	1 Month	3.63%
60	1 Quarter	3.92%
250	1 Year	3.18%
750	3 Years	2.71%
1,250	5 Years	2.80%
2,500	10 Years	2.70%
5,000	20 Years	2.95%
12,500	50 Years	2.91%

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 3.49. Further, an Excess 峰度 of 21.23 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -3.48%	0	0.00%	0.00%
-3.48% to -1.91%	0	0.00%	0.00%
-1.91% to -0.34%	0	0.00%	0.00%
-0.34% to 1.24%	926	12.60%	12.60%
1.24% to 2.81%	3816	51.91%	64.51%
2.81% to 4.38%	1616	21.98%	86.49%
4.38% to 5.96%	539	7.33%	93.82%
5.96% to 7.53%	214	2.91%	96.74%
7.53% to 9.10%	103	1.40%	98.14%
Greater than 9.10%	137	1.86%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.71%	4.91%	87.89%	68.27%
±2σ	-1.38%	7.00%	96.00%	95.45%
±3σ	-3.48%	9.10%	98.14%	99.73%

Descriptive Statistics

均值	2.810%
Standard Error	0.024%
中位数	2.264%
Mode	2.500%
Standard Deviation	2.097%
Sample Variance	4.396%
峰度	21.23
偏度	3.49
Range	28.240%
Minimum	0.048%
Maximum	28.288%
Count	7351

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.810%	7351	100.00%	2.810%
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 0.21. Further, an Excess 峰度 of 7.67 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%	65	0.88%	0.88%
-6.39% to -4.79%	75	1.02%	1.90%
-4.79% to -3.19%	218	2.97%	4.87%
-3.19% to -1.59%	808	10.99%	15.86%
-1.59% to 0.01%	2598	35.34%	51.20%
0.01% to 1.61%	2405	32.72%	83.92%
1.61% to 3.21%	818	11.13%	95.05%
3.21% to 4.82%	232	3.16%	98.20%
4.82% to 6.42%	74	1.01%	99.21%
Greater than 6.42%	58	0.79%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.12%	2.15%	78.64%	68.27%
±2σ	-4.25%	4.28%	95.28%	95.45%
±3σ	-6.39%	6.42%	98.33%	99.73%

Descriptive Statistics

均值	0.014%
Standard Error	0.025%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.134%
Sample Variance	4.555%
峰度	7.67
偏度	0.21
Range	34.568%
Minimum	-15.919%
Maximum	18.649%
Count	7351

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.494%	3593	48.88%	0.730%
负向	-1.463%	3601	48.99%	-0.717%
Zero	0.000%	157	2.14%	0.000%

收盘-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 3.85 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -14.73%	12	0.79%	0.79%
-14.73% to -10.98%	19	1.25%	2.03%
-10.98% to -7.23%	53	3.48%	5.51%
-7.23% to -3.48%	170	11.15%	16.67%
-3.48% to 0.27%	514	33.73%	50.39%
0.27% to 4.01%	502	32.94%	83.33%
4.01% to 7.76%	163	10.70%	94.03%
7.76% to 11.51%	60	3.94%	97.97%
11.51% to 15.26%	17	1.12%	99.08%
Greater than 15.26%	14	0.92%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.73%	5.26%	76.64%	68.27%
±2σ	-9.73%	10.26%	94.42%	95.45%
±3σ	-14.73%	15.26%	98.29%	99.73%

Descriptive Statistics

均值	0.266%
Standard Error	0.128%
中位数	0.235%
Mode	0.000%
Standard Deviation	4.998%
Sample Variance	24.977%
峰度	3.85
偏度	0.23
Range	57.130%
Minimum	-24.900%
Maximum	32.230%
Count	1524

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.670%	788	51.71%	1.898%
负向	-3.430%	725	47.57%	-1.632%
Zero	0.000%	11	0.72%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	7.91%
12	1 Quarter	8.62%
52	1 Year	7.38%
156	3 Years	6.24%
260	5 Years	6.44%
520	10 Years	6.17%
1,040	20 Years	6.85%
2,600	50 Years	6.90%

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 3.07. Further, an Excess 峰度 of 14.60 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -8.47%	0	0.00%	0.00%
-8.47% to -4.56%	0	0.00%	0.00%
-4.56% to -0.64%	0	0.00%	0.00%
-0.64% to 3.27%	198	12.98%	12.98%
3.27% to 7.19%	812	53.25%	66.23%
7.19% to 11.10%	300	19.67%	85.90%
11.10% to 15.02%	112	7.34%	93.25%
15.02% to 18.93%	50	3.28%	96.52%
18.93% to 22.85%	23	1.51%	98.03%
Greater than 22.85%	30	1.97%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.97%	12.41%	88.39%	68.27%
±2σ	-3.25%	17.63%	95.54%	95.45%
±3σ	-8.48%	22.85%	98.03%	99.73%

Descriptive Statistics

均值	7.188%
Standard Error	0.134%
中位数	5.714%
Mode	4.819%
Standard Deviation	5.221%
Sample Variance	27.255%
峰度	14.60
偏度	3.07
Range	50.675%
Minimum	1.263%
Maximum	51.938%
Count	1525

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.188%	1525	100.00%	7.188%
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 0.68. Further, an Excess 峰度 of 4.99 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -15.04%	6	0.39%	0.39%
-15.04% to -11.27%	20	1.31%	1.70%
-11.27% to -7.50%	58	3.80%	5.51%
-7.50% to -3.73%	168	11.02%	16.52%
-3.73% to 0.04%	549	36.00%	52.52%
0.04% to 3.81%	480	31.48%	84.00%
3.81% to 7.58%	158	10.36%	94.36%
7.58% to 11.35%	49	3.21%	97.57%
11.35% to 15.12%	19	1.25%	98.82%
Greater than 15.12%	18	1.18%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.98%	5.07%	78.23%	68.27%
±2σ	-10.01%	10.10%	94.69%	95.45%
±3σ	-15.04%	15.12%	98.43%	99.73%

Descriptive Statistics

均值	0.043%
Standard Error	0.129%
中位数	-0.167%
Mode	0.000%
Standard Deviation	5.027%
Sample Variance	25.269%
峰度	4.99
偏度	0.68
Range	58.725%
Minimum	-22.578%
Maximum	36.147%
Count	1525

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.698%	728	47.74%	1.765%
负向	-3.337%	787	51.61%	-1.722%
Zero	0.000%	10	0.66%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.18. Further, an Excess 峰度 of 2.43 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -26.88%	3	0.86%	0.86%
-26.88% to -19.90%	3	0.86%	1.71%
-19.90% to -12.93%	11	3.14%	4.86%
-12.93% to -5.95%	46	13.14%	18.00%
-5.95% to 1.02%	116	33.14%	51.14%
1.02% to 8.00%	102	29.14%	80.29%
8.00% to 14.98%	47	13.43%	93.71%
14.98% to 21.95%	15	4.29%	98.00%
21.95% to 28.93%	4	1.14%	99.14%
Greater than 28.93%	3	0.86%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.28%	10.32%	75.43%	68.27%
±2σ	-17.58%	19.63%	95.43%	95.45%
±3σ	-26.88%	28.93%	98.29%	99.73%

Descriptive Statistics

均值	1.024%
Standard Error	0.497%
中位数	0.718%
Mode	-34.606%
Standard Deviation	9.301%
Sample Variance	86.513%
峰度	2.43
偏度	0.18
Range	77.533%
Minimum	-34.606%
Maximum	42.927%
Count	350

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.252%	190	54.29%	3.937%
负向	-6.412%	159	45.43%	-2.913%
Zero	0.000%	1	0.29%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	14.68%
12	1 Year	15.09%
36	3 Years	12.56%
60	5 Years	13.00%
120	10 Years	13.16%
240	20 Years	14.15%
600	50 Years	14.58%

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 3.97. Further, an Excess 峰度 of 26.30 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -18.82%	0	0.00%	0.00%
-18.82% to -10.05%	0	0.00%	0.00%
-10.05% to -1.28%	0	0.00%	0.00%
-1.28% to 7.48%	33	9.40%	9.40%
7.48% to 16.25%	201	57.26%	66.67%
16.25% to 25.02%	76	21.65%	88.32%
25.02% to 33.79%	22	6.27%	94.59%
33.79% to 42.55%	7	1.99%	96.58%
42.55% to 51.32%	5	1.42%	98.01%
Greater than 51.32%	7	1.99%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	4.56%	27.94%	91.17%	68.27%
±2σ	-7.13%	39.63%	96.01%	95.45%
±3σ	-18.82%	51.32%	98.01%	99.73%

Descriptive Statistics

均值	16.251%
Standard Error	0.624%
中位数	13.264%
Mode	12.500%
Standard Deviation	11.690%
Sample Variance	136.656%
峰度	26.30
偏度	3.97
Range	121.123%
Minimum	4.908%
Maximum	126.031%
Count	351

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	16.251%	351	100.00%	16.251%
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 1.15. Further, an Excess 峰度 of 5.17 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -28.85%	1	0.28%	0.28%
-28.85% to -21.62%	3	0.85%	1.14%
-21.62% to -14.39%	10	2.85%	3.99%
-14.39% to -7.16%	54	15.38%	19.37%
-7.16% to 0.07%	115	32.76%	52.14%
0.07% to 7.29%	112	31.91%	84.05%
7.29% to 14.52%	36	10.26%	94.30%
14.52% to 21.75%	13	3.70%	98.01%
21.75% to 28.98%	3	0.85%	98.86%
Greater than 28.98%	4	1.14%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.57%	9.70%	76.64%	68.27%
±2σ	-19.21%	19.34%	95.44%	95.45%
±3σ	-28.85%	28.98%	98.58%	99.73%

Descriptive Statistics

均值	0.065%
Standard Error	0.515%
中位数	-0.321%
Mode	2.326%
Standard Deviation	9.639%
Sample Variance	92.920%
峰度	5.17
偏度	1.15
Range	84.830%
Minimum	-31.267%
Maximum	53.563%
Count	351

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.179%	168	47.86%	3.436%
负向	-6.503%	182	51.85%	-3.372%
Zero	0.000%	1	0.28%	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 -0.54 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -38.43%	0	0.00%	0.00%
-38.43% to -28.12%	1	0.86%	0.86%
-28.12% to -17.82%	6	5.17%	6.03%
-17.82% to -7.51%	21	18.10%	24.14%
-7.51% to 2.80%	30	25.86%	50.00%
2.80% to 13.10%	28	24.14%	74.14%
13.10% to 23.41%	25	21.55%	95.69%
23.41% to 33.72%	4	3.45%	99.14%
33.72% to 44.02%	1	0.86%	100.00%
Greater than 44.02%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-10.95%	16.54%	68.97%	68.27%
±2σ	-24.69%	30.28%	95.69%	95.45%
±3σ	-38.43%	44.02%	100.00%	99.73%

Descriptive Statistics

均值	2.796%
Standard Error	1.276%
中位数	2.507%
Mode	-29.886%
Standard Deviation	13.742%
Sample Variance	188.841%
峰度	-0.54
偏度	-0.10
Range	65.316%
Minimum	-29.886%
Maximum	35.430%
Count	116

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	13.255%	63	54.31%	7.199%
负向	-9.636%	53	45.69%	-4.403%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	22.04%
12	3 Years	19.94%
20	5 Years	21.20%
40	10 Years	21.99%
80	20 Years	23.98%
200	50 Years	24.96%

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 2.67. Further, an Excess 峰度 of 8.57 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -29.65%	0	0.00%	0.00%
-29.65% to -14.65%	0	0.00%	0.00%
-14.65% to 0.34%	0	0.00%	0.00%
0.34% to 15.34%	16	13.68%	13.68%
15.34% to 30.33%	61	52.14%	65.81%
30.33% to 45.33%	25	21.37%	87.18%
45.33% to 60.33%	9	7.69%	94.87%
60.33% to 75.32%	1	0.85%	95.73%
75.32% to 90.32%	1	0.85%	96.58%
Greater than 90.32%	4	3.42%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	10.34%	50.33%	90.60%	68.27%
±2σ	-9.65%	70.32%	94.87%	95.45%
±3σ	-29.65%	90.32%	96.58%	99.73%

Descriptive Statistics

均值	30.334%
Standard Error	1.848%
中位数	26.046%
Mode	9.492%
Standard Deviation	19.994%
Sample Variance	399.749%
峰度	8.57
偏度	2.67
Range	116.539%
Minimum	9.492%
Maximum	126.031%
Count	117

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	30.334%	117	100.00%	30.334%
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 0.70. Further, an Excess 峰度 of 0.26 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -42.47%	0	0.00%	0.00%
-42.47% to -31.94%	0	0.00%	0.00%
-31.94% to -21.41%	3	2.56%	2.56%
-21.41% to -10.88%	29	24.79%	27.35%
-10.88% to -0.35%	31	26.50%	53.85%
-0.35% to 10.18%	30	25.64%	79.49%
10.18% to 20.71%	15	12.82%	92.31%
20.71% to 31.23%	5	4.27%	96.58%
31.23% to 41.76%	3	2.56%	99.15%
Greater than 41.76%	1	0.85%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-14.39%	13.69%	68.38%	68.27%
±2σ	-28.43%	27.73%	96.58%	95.45%
±3σ	-42.47%	41.76%	99.15%	99.73%

Descriptive Statistics

均值	-0.351%
Standard Error	1.298%
中位数	-2.451%
Mode	9.844%
Standard Deviation	14.038%
Sample Variance	197.077%
峰度	0.26
偏度	0.70
Range	68.882%
Minimum	-25.657%
Maximum	43.225%
Count	117

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	12.208%	53	45.30%	5.530%
负向	-10.921%	63	53.85%	-5.881%
Zero	0.000%	1	0.85%	0.000%

MTN 深度分析报告