市场数据 波动率热力图 组合分析工具

NI 深度分析报告

NiSource Inc. | 分类： Equity Large Cap | 年化股息率： 2.36% ($1.14) | 最后更新: 2026-04-26 | 数据区间: 1973-05-01 → 2026-04-01 (636 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 1.46% 1.31% 1.33% 1.88% 1.37% 1.53% 47.34 48.65 46.70 49.32
周度 3.10% 3.07% 3.13% 4.26% 3.01% 3.38% 46.57 49.46 45.19 50.97
月度 6.09% 6.16% 6.10% 8.74% 6.26% 7.03% 45.08 51.09 42.34 54.39
季度 8.75% 9.82% 8.91% 14.62% 10.85% 12.18% 43.06 53.49 38.63 59.62
Annual — — — — 21.70% 24.37% 38.63 59.62 31.10 74.06
Option Time Horizon — — — — 8.27% 9.28% 44.18 52.13 40.68 56.62
Calculation Notes: Computed at 2026-04-26T02:45 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $47.99  |  Strike (K): $50.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $0.8250 (Bid $0.6500 / Ask $1.0000)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.36%  |  Binomial IV (Annual): 21.70% (CRR binomial tree, American, n=20 steps)  |  BS IV: 21.60% (European Black-Scholes)  |  Yahoo IV (Annual): 24.37% → 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
2026-02-03 $0.3000
2025-10-31 $0.2800
2025-07-31 $0.2800
2025-04-30 $0.2800
2025-02-03 $0.2800
2024-10-31 $0.2650
2024-07-31 $0.2650
2024-04-29 $0.2650
2024-02-02 $0.2650
2023-10-30 $0.2500
2023-07-28 $0.2500
2023-04-27 $0.2500
2023-02-06 $0.2500
2022-10-28 $0.2350
2022-07-28 $0.2350
2022-04-28 $0.2350
2022-02-07 $0.2350
2021-10-28 $0.2200
2021-07-29 $0.2200
2021-04-29 $0.2200
2021-02-08 $0.2200
2020-10-29 $0.2100
2020-07-30 $0.2100
2020-04-29 $0.2100
2020-02-10 $0.2100
2019-10-30 $0.2000
2019-07-30 $0.2000
2019-04-29 $0.2000
2019-02-08 $0.2000
2018-10-30 $0.1950
2018-07-30 $0.1950
2018-04-27 $0.1950
2018-02-08 $0.1950
2017-10-30 $0.1750
2017-07-27 $0.1750
2017-04-26 $0.1750
2017-02-08 $0.1750
2016-10-27 $0.1650
2016-07-27 $0.1650
2016-04-27 $0.1550
2016-02-04 $0.1550
2015-10-28 $0.1550
2015-07-29 $0.1550
2015-04-28 $0.1022
2015-02-05 $0.1022
2014-10-29 $0.1022
2014-07-29 $0.1022
2014-04-28 $0.0982
2014-02-06 $0.0982
2013-10-29 $0.0982
2013-07-29 $0.0982
2013-04-26 $0.0943
2013-01-31 $0.0943
2012-10-31 $0.0943
2012-07-27 $0.0943
2012-04-26 $0.0904
2012-02-02 $0.0904
2011-10-27 $0.0904
2011-07-27 $0.0904
2011-04-27 $0.0904
2011-01-27 $0.0904
2010-10-27 $0.0904
2010-07-28 $0.0904
2010-04-28 $0.0904
2010-01-27 $0.0904
2009-10-28 $0.0904
2009-07-29 $0.0904
2009-04-28 $0.0904
2009-01-28 $0.0904
2008-10-29 $0.0904
2008-07-29 $0.0904
2008-04-28 $0.0904
2008-01-29 $0.0904
2007-10-29 $0.0904
2007-07-27 $0.0904
2007-04-26 $0.0904
2007-01-29 $0.0904
2006-10-27 $0.0904
2006-07-27 $0.0904
2006-04-26 $0.0904
2006-01-27 $0.0904
2005-10-27 $0.0904
2005-07-27 $0.0904
2005-04-27 $0.0904
2005-01-27 $0.0904
2004-10-27 $0.0904
2004-07-28 $0.0904
2004-04-28 $0.0904
2004-01-28 $0.0904
2003-10-29 $0.0904
2003-07-29 $0.1139
2003-04-28 $0.1139
2003-01-29 $0.1139
2002-10-29 $0.1139
2002-07-29 $0.1139
2002-04-26 $0.1139
2002-01-29 $0.1139
2001-10-29 $0.1139
2001-07-27 $0.1139
2001-04-26 $0.1139
2001-01-29 $0.1139
2000-10-27 $0.1061
2000-07-27 $0.1061
2000-04-26 $0.1061
2000-01-27 $0.1061
1999-10-27 $0.1002
1999-07-28 $0.1002
1999-04-28 $0.1002
1999-01-27 $0.1002
1998-10-28 $0.0943
1998-07-29 $0.0943
1998-04-28 $0.0943
1998-01-28 $0.0943
1997-10-29 $0.0884
1997-07-29 $0.0884
1997-04-28 $0.0884
1997-01-29 $0.0884
1996-10-29 $0.0825
1996-07-29 $0.0825
1996-04-26 $0.0825
1996-01-29 $0.0825
1995-10-27 $0.0766
1995-07-27 $0.0766
1995-04-24 $0.0766
1995-01-25 $0.0766
1994-10-25 $0.0707
1994-07-25 $0.0707
1994-04-25 $0.0707
1994-01-25 $0.0707
1993-10-25 $0.0648
1993-07-26 $0.0648
1993-04-26 $0.0648
1993-01-25 $0.0648
1992-10-26 $0.0609
1992-07-27 $0.0609
1992-04-24 $0.0609
1992-01-27 $0.0609
1991-10-25 $0.0570
1991-07-25 $0.0570
1991-04-24 $0.0570
1991-01-25 $0.0570
1990-10-25 $0.0511
1990-07-25 $0.0511
1990-04-24 $0.0511
1990-01-25 $0.0511
1989-10-25 $0.0413
1989-07-25 $0.0413
1989-04-24 $0.0413
1989-01-25 $0.0413
1988-10-25 $0.0295
1988-07-25 $0.0295
1988-04-25 $0.0295
1988-01-25 $0.0295
1987-10-26 $0.0295
1985-10-25 $0.0766
1985-07-25 $0.0766
1985-04-24 $0.0766
1985-01-25 $0.0766
1984-10-25 $0.0766
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 12.00 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.32%950.71%0.71%
-4.32% to -3.23%1331.00%1.71%
-3.23% to -2.14%4183.13%4.84%
-2.14% to -1.05%152811.46%16.30%
-1.05% to 0.04%524739.34%55.64%
0.04% to 1.13%377528.30%83.95%
1.13% to 2.22%150911.31%95.26%
2.22% to 3.32%4173.13%98.39%
3.32% to 4.41%1160.87%99.26%
Greater than 4.41%990.74%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.41%1.50% 79.27%68.27%
±2σ -2.87%2.95% 95.30%95.45%
±3σ -4.32%4.41% 98.55%99.73%
Descriptive Statistics
均值0.042%
Standard Error0.013%
中位数0.000%
Mode0.000%
Standard Deviation1.455%
Sample Variance2.116%
峰度12.00
偏度-0.27
Range34.174%
Minimum-16.839%
Maximum17.335%
Count13337
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.140% 5961 44.70% 0.510%
负向 -1.142% 5455 40.90% -0.467%
Zero 0.000% 1921 14.40% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 2.18%
20 1 Month 1.90%
60 1 Quarter 1.97%
250 1 Year 1.84%
750 3 Years 1.80%
1,250 5 Years 1.88%
2,500 10 Years 1.95%
5,000 20 Years 2.00%
12,500 50 Years 1.92%
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 4.21. Further, an Excess 峰度 of 38.04 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -2.06%00.00%0.00%
-2.06% to -1.08%00.00%0.00%
-1.08% to -0.10%00.00%0.00%
-0.10% to 0.89%186914.01%14.01%
0.89% to 1.87%641548.10%62.11%
1.87% to 2.85%324524.33%86.44%
2.85% to 3.83%10698.01%94.45%
3.83% to 4.82%3552.66%97.11%
4.82% to 5.80%1731.30%98.41%
Greater than 5.80%2121.59%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.56%3.18% 87.25%68.27%
±2σ -0.75%4.49% 96.41%95.45%
±3σ -2.06%5.80% 98.41%99.73%
Descriptive Statistics
均值1.868%
Standard Error0.011%
中位数1.562%
Mode2.326%
Standard Deviation1.310%
Sample Variance1.716%
峰度38.04
偏度4.21
Range24.492%
Minimum0.227%
Maximum24.719%
Count13338
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.868% 13338 100.00% 1.868%
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 0.49. Further, an Excess 峰度 of 11.84 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%950.71%0.71%
-4.03% to -3.03%1270.95%1.66%
-3.03% to -2.03%4283.21%4.87%
-2.03% to -1.03%157911.84%16.71%
-1.03% to -0.03%365327.39%44.10%
-0.03% to 0.97%522039.14%83.24%
0.97% to 1.97%152111.40%94.64%
1.97% to 2.97%4733.55%98.19%
2.97% to 3.97%1481.11%99.30%
Greater than 3.97%940.70%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.36%1.30% 78.92%68.27%
±2σ -2.70%2.63% 95.22%95.45%
±3σ -4.03%3.97% 98.58%99.73%
Descriptive Statistics
均值-0.031%
Standard Error0.012%
中位数0.000%
Mode0.000%
Standard Deviation1.333%
Sample Variance1.777%
峰度11.84
偏度0.49
Range31.836%
Minimum-12.658%
Maximum19.178%
Count13338
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.089% 5325 39.92% 0.435%
负向 -1.054% 5894 44.19% -0.466%
Zero 0.000% 2119 15.89% 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 6.33 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -9.09%150.54%0.54%
-9.09% to -6.76%321.16%1.70%
-6.76% to -4.44%1033.73%5.43%
-4.44% to -2.12%34512.48%17.91%
-2.12% to 0.20%91333.03%50.94%
0.20% to 2.52%87931.80%82.74%
2.52% to 4.84%33912.26%95.01%
4.84% to 7.17%933.36%98.37%
7.17% to 9.49%250.90%99.28%
Greater than 9.49%200.72%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.90%3.30% 76.66%68.27%
±2σ -5.99%6.39% 94.97%95.45%
±3σ -9.09%9.49% 98.73%99.73%
Descriptive Statistics
均值0.201%
Standard Error0.059%
中位数0.110%
Mode0.000%
Standard Deviation3.096%
Sample Variance9.586%
峰度6.33
偏度-0.10
Range49.401%
Minimum-24.377%
Maximum25.024%
Count2764
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.373% 1397 50.54% 1.199%
负向 -2.370% 1165 42.15% -0.999%
Zero 0.000% 202 7.31% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 3.86%
12 1 Quarter 4.15%
52 1 Year 4.07%
156 3 Years 4.08%
260 5 Years 4.26%
520 10 Years 4.35%
1,040 20 Years 4.49%
2,600 50 Years 4.35%
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 3.87. Further, an Excess 峰度 of 29.67 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.69%00.00%0.00%
-4.69% to -2.39%00.00%0.00%
-2.39% to -0.09%00.00%0.00%
-0.09% to 2.21%39414.25%14.25%
2.21% to 4.51%137249.62%63.87%
4.51% to 6.81%60721.95%85.82%
6.81% to 9.12%2328.39%94.21%
9.12% to 11.42%802.89%97.11%
11.42% to 13.72%321.16%98.26%
Greater than 13.72%481.74%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.44%7.58% 87.02%68.27%
±2σ -1.62%10.65% 96.38%95.45%
±3σ -4.69%13.72% 98.26%99.73%
Descriptive Statistics
均值4.513%
Standard Error0.058%
中位数3.745%
Mode4.348%
Standard Deviation3.068%
Sample Variance9.411%
峰度29.67
偏度3.87
Range45.682%
Minimum0.637%
Maximum46.319%
Count2765
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.513% 2765 100.00% 4.513%
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 1.14. Further, an Excess 峰度 of 11.39 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -9.44%100.36%0.36%
-9.44% to -7.09%321.16%1.52%
-7.09% to -4.74%802.89%4.41%
-4.74% to -2.39%34812.59%17.00%
-2.39% to -0.04%90632.77%49.76%
-0.04% to 2.31%93133.67%83.44%
2.31% to 4.66%30611.07%94.50%
4.66% to 7.01%943.40%97.90%
7.01% to 9.36%401.45%99.35%
Greater than 9.36%180.65%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.17%3.09% 77.11%68.27%
±2σ -6.30%6.23% 94.94%95.45%
±3σ -9.44%9.36% 98.99%99.73%
Descriptive Statistics
均值-0.039%
Standard Error0.060%
中位数0.000%
Mode0.000%
Standard Deviation3.133%
Sample Variance9.817%
峰度11.39
偏度1.14
Range51.001%
Minimum-17.715%
Maximum33.286%
Count2765
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.464% 1202 43.47% 1.071%
负向 -2.228% 1377 49.80% -1.110%
Zero 0.000% 186 6.73% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.19. Further, an Excess 峰度 of 2.36 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -17.42%10.16%0.16%
-17.42% to -12.86%71.10%1.26%
-12.86% to -8.29%294.57%5.83%
-8.29% to -3.73%9214.49%20.31%
-3.73% to 0.84%18629.29%49.61%
0.84% to 5.41%20331.97%81.57%
5.41% to 9.97%8813.86%95.43%
9.97% to 14.54%162.52%97.95%
14.54% to 19.10%71.10%99.06%
Greater than 19.10%60.94%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.25%6.93% 71.18%68.27%
±2σ -11.33%13.01% 95.59%95.45%
±3σ -17.42%19.10% 98.90%99.73%
Descriptive Statistics
均值0.840%
Standard Error0.242%
中位数0.912%
Mode0.000%
Standard Deviation6.087%
Sample Variance37.056%
峰度2.36
偏度0.19
Range60.027%
Minimum-29.592%
Maximum30.435%
Count635
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.967% 350 55.12% 2.738%
负向 -4.653% 259 40.79% -1.898%
Zero 0.000% 26 4.09% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 7.01%
12 1 Year 7.88%
36 3 Years 8.22%
60 5 Years 8.74%
120 10 Years 9.11%
240 20 Years 9.32%
600 50 Years 9.29%
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 2.71. Further, an Excess 峰度 of 12.49 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -8.40%00.00%0.00%
-8.40% to -3.78%00.00%0.00%
-3.78% to 0.85%00.00%0.00%
0.85% to 5.47%11117.45%17.45%
5.47% to 10.09%29245.91%63.36%
10.09% to 14.72%13721.54%84.91%
14.72% to 19.34%507.86%92.77%
19.34% to 23.96%274.25%97.01%
23.96% to 28.59%71.10%98.11%
Greater than 28.59%121.89%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 3.93%16.26% 84.43%68.27%
±2σ -2.23%22.42% 96.07%95.45%
±3σ -8.40%28.58% 98.11%99.73%
Descriptive Statistics
均值10.093%
Standard Error0.244%
中位数8.511%
Mode10.000%
Standard Deviation6.164%
Sample Variance37.993%
峰度12.49
偏度2.71
Range54.122%
Minimum2.251%
Maximum56.373%
Count636
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 10.093% 636 100.00% 10.093%
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 0.72. Further, an Excess 峰度 of 4.51 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -18.53%30.47%0.47%
-18.53% to -13.95%50.79%1.26%
-13.95% to -9.38%172.67%3.93%
-9.38% to -4.81%10015.72%19.65%
-4.81% to -0.23%21333.49%53.14%
-0.23% to 4.34%17427.36%80.50%
4.34% to 8.91%7712.11%92.61%
8.91% to 13.49%335.19%97.80%
13.49% to 18.06%121.89%99.69%
Greater than 18.06%20.31%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -6.33%5.86% 72.64%68.27%
±2σ -12.43%11.96% 95.44%95.45%
±3σ -18.53%18.06% 99.21%99.73%
Descriptive Statistics
均值-0.234%
Standard Error0.242%
中位数-0.727%
Mode0.000%
Standard Deviation6.098%
Sample Variance37.186%
峰度4.51
偏度0.72
Range66.441%
Minimum-22.963%
Maximum43.478%
Count636
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.144% 267 41.98% 2.160%
负向 -4.464% 341 53.62% -2.393%
Zero 0.000% 28 4.40% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.22. Further, an Excess 峰度 of 0.48 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -23.79%00.00%0.00%
-23.79% to -17.23%41.90%1.90%
-17.23% to -10.67%125.69%7.58%
-10.67% to -4.10%2913.74%21.33%
-4.10% to 2.46%4923.22%44.55%
2.46% to 9.02%7133.65%78.20%
9.02% to 15.58%3516.59%94.79%
15.58% to 22.15%83.79%98.58%
22.15% to 28.71%20.95%99.53%
Greater than 28.71%10.47%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -6.29%11.21% 71.09%68.27%
±2σ -15.04%19.96% 95.73%95.45%
±3σ -23.79%28.71% 99.53%99.73%
Descriptive Statistics
均值2.458%
Standard Error0.602%
中位数2.941%
Mode-2.273%
Standard Deviation8.750%
Sample Variance76.561%
峰度0.48
偏度-0.22
Range53.484%
Minimum-23.728%
Maximum29.756%
Count211
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 7.504% 137 64.93% 4.872%
负向 -6.884% 74 35.07% -2.414%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 12.97%
12 3 Years 13.60%
20 5 Years 14.62%
40 10 Years 14.78%
80 20 Years 15.46%
200 50 Years 15.73%
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 1.89. Further, an Excess 峰度 of 4.45 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -11.76%00.00%0.00%
-11.76% to -4.39%00.00%0.00%
-4.39% to 2.97%00.00%0.00%
2.97% to 10.34%3516.51%16.51%
10.34% to 17.71%10348.58%65.09%
17.71% to 25.07%3416.04%81.13%
25.07% to 32.44%2210.38%91.51%
32.44% to 39.80%104.72%96.23%
39.80% to 47.17%31.42%97.64%
Greater than 47.17%52.36%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 7.88%27.53% 79.72%68.27%
±2σ -1.94%37.35% 95.75%95.45%
±3σ -11.76%47.17% 97.64%99.73%
Descriptive Statistics
均值17.706%
Standard Error0.675%
中位数14.558%
Mode13.333%
Standard Deviation9.821%
Sample Variance96.452%
峰度4.45
偏度1.89
Range58.288%
Minimum5.556%
Maximum63.844%
Count212
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 17.706% 212 100.00% 17.706%
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 0.92. Further, an Excess 峰度 of 1.76 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -27.54%00.00%0.00%
-27.54% to -20.86%10.47%0.47%
-20.86% to -14.18%73.30%3.77%
-14.18% to -7.50%3717.45%21.23%
-7.50% to -0.82%7937.26%58.49%
-0.82% to 5.86%4621.70%80.19%
5.86% to 12.54%2612.26%92.45%
12.54% to 19.22%115.19%97.64%
19.22% to 25.89%10.47%98.11%
Greater than 25.89%41.89%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -9.73%8.08% 73.58%68.27%
±2σ -18.64%16.99% 94.81%95.45%
±3σ -27.54%25.90% 98.11%99.73%
Descriptive Statistics
均值-0.823%
Standard Error0.612%
中位数-2.128%
Mode-2.273%
Standard Deviation8.906%
Sample Variance79.314%
峰度1.76
偏度0.92
Range55.157%
Minimum-22.306%
Maximum32.851%
Count212
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 7.548% 85 40.09% 3.026%
负向 -6.425% 127 59.91% -3.849%
Zero 0.000% 0 0.00% 0.000%