MU 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	3.80%	3.07%	3.35%	4.13%	4.97%	4.98%	472.64	522.03	449.72	548.63
周度	8.57%	7.97%	8.59%	10.19%	10.94%	10.96%	445.24	554.15	399.10	618.22
月度	17.34%	20.29%	17.98%	22.87%	22.77%	22.81%	395.55	623.76	314.99	783.30
季度	34.44%	39.81%	34.29%	43.65%	39.45%	39.51%	334.81	736.93	225.67	1093.30
Annual	—	—	—	—	78.89%	79.02%	225.67	1093.30	102.53	2406.42
Option Time Horizon	—	—	—	—	30.06%	30.11%	367.75	670.92	272.26	906.22

Calculation Notes: Computed at 2026-04-26T02:45 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $496.72 | Strike (K): $500.00 (first OTM call ≥ spot) | Observed Mid-价格: $58.5750 (Bid $58.0000 / Ask $59.1500) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.10% | Binomial IV (Annual): 78.89% (CRR binomial tree, American, n=20 steps) | BS IV: 78.27% (European Black-Scholes) | Yahoo IV (Annual): 79.02% → 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
2026-03-30	$0.1500
2025-12-29	$0.1150
2025-10-03	$0.1150
2025-07-07	$0.1150
2025-03-31	$0.1150
2024-12-30	$0.1150
2024-10-07	$0.1150
2024-07-08	$0.1150
2024-03-28	$0.1150
2023-12-29	$0.1150
2023-10-06	$0.1150
2023-07-07	$0.1150
2023-04-06	$0.1150
2022-12-30	$0.1150
2022-10-07	$0.1150
2022-07-08	$0.1150
2022-04-08	$0.1000
2021-12-31	$0.1000
2021-09-30	$0.1000
1996-05-07	$0.0250
1995-12-26	$0.0250
1995-11-08	$0.0250
1995-08-09	$0.0250
1995-05-30	$0.0250
1995-03-30	$0.0250
1994-12-29	$0.0125
1994-09-26	$0.0125
1994-07-19	$0.0125
1994-04-26	$0.0125
1993-11-26	$0.0050
1992-11-27	$0.0050
1991-11-22	$0.0050

收盘-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 3.46 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -11.28%	66	0.63%	0.63%
-11.28% to -8.43%	96	0.91%	1.53%
-8.43% to -5.58%	361	3.42%	4.96%
-5.58% to -2.72%	1416	13.42%	18.37%
-2.72% to 0.13%	3618	34.28%	52.65%
0.13% to 2.98%	3104	29.41%	82.06%
2.98% to 5.83%	1267	12.00%	94.07%
5.83% to 8.68%	399	3.78%	97.85%
8.68% to 11.53%	143	1.35%	99.20%
Greater than 11.53%	84	0.80%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.67%	3.93%	75.57%	68.27%
±2σ	-7.48%	7.73%	94.61%	95.45%
±3σ	-11.28%	11.53%	98.58%	99.73%

Descriptive Statistics

均值	0.128%
Standard Error	0.037%
中位数	0.000%
Mode	0.000%
Standard Deviation	3.802%
Sample Variance	14.457%
峰度	3.46
偏度	0.13
Range	48.972%
Minimum	-25.243%
Maximum	23.729%
Count	10554

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.959%	5111	48.43%	1.433%
负向	-2.717%	5068	48.02%	-1.305%
Zero	0.000%	375	3.55%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	5.75%
20	1 Month	6.41%
60	1 Quarter	6.59%
250	1 Year	5.13%
750	3 Years	4.36%
1,250	5 Years	4.13%
2,500	10 Years	4.01%
5,000	20 Years	4.34%
12,500	50 Years	4.99%

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 2.61. Further, an Excess 峰度 of 12.72 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -4.43%	0	0.00%	0.00%
-4.43% to -2.12%	0	0.00%	0.00%
-2.12% to 0.18%	0	0.00%	0.00%
0.18% to 2.49%	1851	17.54%	17.54%
2.49% to 4.79%	4792	45.40%	62.94%
4.79% to 7.10%	2221	21.04%	83.98%
7.10% to 9.40%	966	9.15%	93.13%
9.40% to 11.71%	376	3.56%	96.69%
11.71% to 14.02%	156	1.48%	98.17%
Greater than 14.02%	193	1.83%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.72%	7.87%	83.19%	68.27%
±2σ	-1.35%	10.94%	95.85%	95.45%
±3σ	-4.43%	14.02%	98.17%	99.73%

Descriptive Statistics

均值	4.793%
Standard Error	0.030%
中位数	3.974%
Mode	4.348%
Standard Deviation	3.074%
Sample Variance	9.448%
峰度	12.72
偏度	2.61
Range	42.121%
Minimum	0.472%
Maximum	42.593%
Count	10555

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.793%	10555	100.00%	4.793%
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 0.45. Further, an Excess 峰度 of 5.62 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -9.92%	61	0.58%	0.58%
-9.92% to -7.41%	120	1.14%	1.71%
-7.41% to -4.89%	410	3.88%	5.60%
-4.89% to -2.38%	1259	11.93%	17.53%
-2.38% to 0.14%	3588	33.99%	51.52%
0.14% to 2.65%	3279	31.07%	82.59%
2.65% to 5.17%	1251	11.85%	94.44%
5.17% to 7.68%	396	3.75%	98.19%
7.68% to 10.20%	115	1.09%	99.28%
Greater than 10.20%	76	0.72%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.22%	3.49%	76.49%	68.27%
±2σ	-6.57%	6.84%	94.63%	95.45%
±3σ	-9.92%	10.20%	98.70%	99.73%

Descriptive Statistics

均值	0.137%
Standard Error	0.033%
中位数	0.000%
Mode	0.000%
Standard Deviation	3.353%
Sample Variance	11.246%
峰度	5.62
偏度	0.45
Range	51.607%
Minimum	-19.139%
Maximum	32.468%
Count	10555

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.529%	5263	49.86%	1.261%
负向	-2.439%	4866	46.10%	-1.124%
Zero	0.000%	426	4.04%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.25. Further, an Excess 峰度 of 2.63 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -25.07%	7	0.32%	0.32%
-25.07% to -18.65%	30	1.37%	1.69%
-18.65% to -12.22%	85	3.89%	5.58%
-12.22% to -5.79%	280	12.81%	18.39%
-5.79% to 0.64%	716	32.75%	51.14%
0.64% to 7.07%	650	29.73%	80.88%
7.07% to 13.49%	282	12.90%	93.78%
13.49% to 19.92%	100	4.57%	98.35%
19.92% to 26.35%	22	1.01%	99.36%
Greater than 26.35%	14	0.64%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.93%	9.21%	74.79%	68.27%
±2σ	-16.50%	17.78%	94.88%	95.45%
±3σ	-25.07%	26.35%	99.04%	99.73%

Descriptive Statistics

均值	0.637%
Standard Error	0.183%
中位数	0.302%
Mode	0.000%
Standard Deviation	8.570%
Sample Variance	73.437%
峰度	2.63
偏度	0.25
Range	92.153%
Minimum	-38.961%
Maximum	53.192%
Count	2186

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.857%	1112	50.87%	3.488%
负向	-6.004%	1038	47.48%	-2.851%
Zero	0.000%	36	1.65%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	16.21%
12	1 Quarter	15.69%
52	1 Year	12.82%
156	3 Years	10.94%
260	5 Years	10.19%
520	10 Years	9.74%
1,040	20 Years	10.34%
2,600	50 Years	11.99%

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 2.45. Further, an Excess 峰度 of 10.50 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -11.12%	0	0.00%	0.00%
-11.12% to -5.14%	0	0.00%	0.00%
-5.14% to 0.84%	0	0.00%	0.00%
0.84% to 6.83%	415	18.98%	18.98%
6.83% to 12.81%	925	42.30%	61.27%
12.81% to 18.79%	517	23.64%	84.91%
18.79% to 24.77%	170	7.77%	92.68%
24.77% to 30.75%	82	3.75%	96.43%
30.75% to 36.73%	38	1.74%	98.17%
Greater than 36.73%	40	1.83%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	4.83%	20.78%	82.81%	68.27%
±2σ	-3.14%	28.76%	95.52%	95.45%
±3σ	-11.12%	36.73%	98.17%	99.73%

Descriptive Statistics

均值	12.807%
Standard Error	0.171%
中位数	10.808%
Mode	12.500%
Standard Deviation	7.975%
Sample Variance	63.601%
峰度	10.50
偏度	2.45
Range	79.760%
Minimum	0.885%
Maximum	80.645%
Count	2187

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	12.807%	2187	100.00%	12.807%
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 1.00. Further, an Excess 峰度 of 5.11 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -25.52%	7	0.32%	0.32%
-25.52% to -19.08%	13	0.59%	0.91%
-19.08% to -12.63%	87	3.98%	4.89%
-12.63% to -6.19%	309	14.13%	19.02%
-6.19% to 0.25%	751	34.34%	53.36%
0.25% to 6.70%	655	29.95%	83.31%
6.70% to 13.14%	234	10.70%	94.01%
13.14% to 19.59%	77	3.52%	97.53%
19.59% to 26.03%	27	1.23%	98.77%
Greater than 26.03%	27	1.23%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.34%	8.85%	75.90%	68.27%
±2σ	-16.93%	17.44%	95.06%	95.45%
±3σ	-25.52%	26.03%	98.45%	99.73%

Descriptive Statistics

均值	0.254%
Standard Error	0.184%
中位数	-0.111%
Mode	0.000%
Standard Deviation	8.592%
Sample Variance	73.816%
峰度	5.11
偏度	1.00
Range	98.552%
Minimum	-34.722%
Maximum	63.830%
Count	2187

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.721%	1045	47.78%	3.211%
负向	-5.838%	1108	50.66%	-2.958%
Zero	0.000%	34	1.55%	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 0.62. Further, an Excess 峰度 of 2.53 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -49.50%	2	0.40%	0.40%
-49.50% to -36.50%	3	0.60%	1.00%
-36.50% to -23.49%	21	4.18%	5.18%
-23.49% to -10.49%	80	15.94%	21.12%
-10.49% to 2.52%	157	31.27%	52.39%
2.52% to 15.52%	144	28.69%	81.08%
15.52% to 28.52%	62	12.35%	93.43%
28.52% to 41.53%	24	4.78%	98.21%
41.53% to 54.53%	6	1.20%	99.40%
Greater than 54.53%	3	0.60%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-14.82%	19.85%	72.11%	68.27%
±2σ	-32.16%	37.19%	95.62%	95.45%
±3σ	-49.50%	54.53%	99.00%	99.73%

Descriptive Statistics

均值	2.515%
Standard Error	0.774%
中位数	1.224%
Mode	0.000%
Standard Deviation	17.339%
Sample Variance	300.628%
峰度	2.53
偏度	0.62
Range	148.785%
Minimum	-51.563%
Maximum	97.222%
Count	502

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	14.663%	267	53.19%	7.799%
负向	-11.533%	230	45.82%	-5.284%
Zero	0.000%	5	1.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	35.78%
12	1 Year	35.15%
36	3 Years	25.94%
60	5 Years	22.87%
120	10 Years	21.62%
240	20 Years	22.20%
600	50 Years	25.84%

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 4.06. Further, an Excess 峰度 of 28.78 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -30.23%	0	0.00%	0.00%
-30.23% to -15.01%	0	0.00%	0.00%
-15.01% to 0.20%	0	0.00%	0.00%
0.20% to 15.42%	78	15.51%	15.51%
15.42% to 30.63%	229	45.53%	61.03%
30.63% to 45.85%	129	25.65%	86.68%
45.85% to 61.07%	40	7.95%	94.63%
61.07% to 76.28%	16	3.18%	97.81%
76.28% to 91.50%	4	0.80%	98.61%
Greater than 91.50%	7	1.39%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	10.35%	50.92%	88.67%	68.27%
±2σ	-9.94%	71.21%	96.82%	95.45%
±3σ	-30.23%	91.50%	98.61%	99.73%

Descriptive Statistics

均值	30.634%
Standard Error	0.905%
中位数	25.515%
Mode	33.333%
Standard Deviation	20.288%
Sample Variance	411.606%
峰度	28.78
偏度	4.06
Range	217.097%
Minimum	8.060%
Maximum	225.157%
Count	503

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	30.634%	503	100.00%	30.634%
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 1.30. Further, an Excess 峰度 of 4.92 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -53.27%	0	0.00%	0.00%
-53.27% to -39.79%	3	0.60%	0.60%
-39.79% to -26.31%	13	2.58%	3.18%
-26.31% to -12.82%	84	16.70%	19.88%
-12.82% to 0.66%	174	34.59%	54.47%
0.66% to 14.14%	139	27.63%	82.11%
14.14% to 27.62%	56	11.13%	93.24%
27.62% to 41.11%	24	4.77%	98.01%
41.11% to 54.59%	3	0.60%	98.61%
Greater than 54.59%	7	1.39%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-17.32%	18.64%	74.95%	68.27%
±2σ	-35.30%	36.61%	96.02%	95.45%
±3σ	-53.27%	54.59%	98.61%	99.73%

Descriptive Statistics

均值	0.658%
Standard Error	0.802%
中位数	-1.191%
Mode	0.000%
Standard Deviation	17.977%
Sample Variance	323.160%
峰度	4.92
偏度	1.30
Range	155.748%
Minimum	-49.296%
Maximum	106.452%
Count	503

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	14.766%	234	46.52%	6.869%
负向	-11.833%	264	52.48%	-6.211%
Zero	0.000%	5	0.99%	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 1.12. Further, an Excess 峰度 of 2.72 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -94.87%	0	0.00%	0.00%
-94.87% to -69.05%	0	0.00%	0.00%
-69.05% to -43.22%	10	5.99%	5.99%
-43.22% to -17.39%	20	11.98%	17.96%
-17.39% to 8.44%	64	38.32%	56.29%
8.44% to 34.27%	46	27.54%	83.83%
34.27% to 60.10%	16	9.58%	93.41%
60.10% to 85.93%	5	2.99%	96.41%
85.93% to 111.76%	4	2.40%	98.80%
Greater than 111.76%	2	1.20%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-26.00%	42.88%	76.65%	68.27%
±2σ	-60.44%	77.32%	95.21%	95.45%
±3σ	-94.87%	111.76%	98.80%	99.73%

Descriptive Statistics

均值	8.443%
Standard Error	2.665%
中位数	5.926%
Mode	-57.362%
Standard Deviation	34.439%
Sample Variance	1186.062%
峰度	2.72
偏度	1.12
Range	218.473%
Minimum	-57.362%
Maximum	161.111%
Count	167

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	29.569%	95	56.89%	16.821%
负向	-19.433%	72	43.11%	-8.378%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	87.19%
12	3 Years	53.63%
20	5 Years	43.65%
40	10 Years	41.12%
80	20 Years	40.02%
200	50 Years	47.44%

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 1.66. Further, an Excess 峰度 of 3.44 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -56.18%	0	0.00%	0.00%
-56.18% to -26.32%	0	0.00%	0.00%
-26.32% to 3.54%	0	0.00%	0.00%
3.54% to 33.40%	41	24.40%	24.40%
33.40% to 63.26%	62	36.90%	61.31%
63.26% to 93.12%	35	20.83%	82.14%
93.12% to 122.98%	12	7.14%	89.29%
122.98% to 152.85%	13	7.74%	97.02%
152.85% to 182.71%	2	1.19%	98.21%
Greater than 182.71%	3	1.79%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	23.45%	103.08%	81.55%	68.27%
±2σ	-16.36%	142.89%	95.83%	95.45%
±3σ	-56.18%	182.71%	98.21%	99.73%

Descriptive Statistics

均值	63.264%
Standard Error	3.072%
中位数	51.749%
Mode	16.966%
Standard Deviation	39.814%
Sample Variance	1585.165%
峰度	3.44
偏度	1.66
Range	216.739%
Minimum	16.966%
Maximum	233.705%
Count	168

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	63.264%	168	100.00%	63.264%
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 1.39. Further, an Excess 峰度 of 2.62 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -100.99%	0	0.00%	0.00%
-100.99% to -75.27%	0	0.00%	0.00%
-75.27% to -49.56%	4	2.38%	2.38%
-49.56% to -23.84%	28	16.67%	19.05%
-23.84% to 1.88%	67	39.88%	58.93%
1.88% to 27.59%	43	25.60%	84.52%
27.59% to 53.31%	12	7.14%	91.67%
53.31% to 79.02%	5	2.98%	94.64%
79.02% to 104.74%	5	2.98%	97.62%
Greater than 104.74%	4	2.38%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-32.41%	36.16%	77.98%	68.27%
±2σ	-66.70%	70.45%	94.05%	95.45%
±3σ	-100.99%	104.74%	97.62%	99.73%

Descriptive Statistics

均值	1.876%
Standard Error	2.645%
中位数	-5.468%
Mode	-61.702%
Standard Deviation	34.288%
Sample Variance	1175.685%
峰度	2.62
偏度	1.39
Range	196.234%
Minimum	-61.702%
Maximum	134.532%
Count	168

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	30.081%	73	43.45%	13.071%
负向	-19.797%	95	56.55%	-11.195%
Zero	0.000%	0	0.00%	0.000%

MU 深度分析报告