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NUE 深度分析报告

Nucor Corporation | 分类： Equity Mega Cap | 年化股息率： 1.04% ($2.21) | 最后更新: 2026-04-26 | 数据区间: 1980-03-01 → 2026-04-01 (554 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 2.27% 1.78% 2.00% 3.33% 2.36% 2.57% 209.28 219.42 204.39 224.67
周度 4.92% 4.37% 4.85% 7.98% 5.21% 5.65% 203.42 225.74 193.10 237.80
月度 10.01% 8.57% 9.84% 18.12% 10.84% 11.76% 192.28 238.81 172.54 266.15
季度 16.79% 15.07% 15.43% 31.92% 18.77% 20.37% 177.62 258.53 147.23 311.90
Annual — — — — 37.54% 40.75% 147.23 311.90 101.15 453.98
Option Time Horizon — — — — 14.30% 15.53% 185.73 247.24 160.98 285.26
Calculation Notes: Computed at 2026-04-26T02:48 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $214.29  |  Strike (K): $220.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $10.2000 (Bid $9.5000 / Ask $10.9000)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 1.04%  |  Binomial IV (Annual): 37.54% (CRR binomial tree, American, n=20 steps)  |  BS IV: 37.97% (European Black-Scholes)  |  Yahoo IV (Annual): 40.75% → 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
2026-03-31 $0.5600
2025-12-31 $0.5600
2025-09-30 $0.5500
2025-06-30 $0.5500
2025-03-31 $0.5500
2024-12-31 $0.5500
2024-09-27 $0.5400
2024-06-28 $0.5400
2024-03-27 $0.5400
2023-12-28 $0.5400
2023-09-28 $0.5100
2023-06-29 $0.5100
2023-03-30 $0.5100
2022-12-29 $0.5100
2022-09-29 $0.5000
2022-06-29 $0.5000
2022-03-30 $0.5000
2021-12-30 $0.5000
2021-09-29 $0.4050
2021-06-29 $0.4050
2021-03-30 $0.4050
2020-12-30 $0.4050
2020-09-29 $0.4030
2020-06-29 $0.4030
2020-03-30 $0.4030
2019-12-30 $0.4030
2019-09-26 $0.4000
2019-06-27 $0.4000
2019-03-28 $0.4000
2018-12-28 $0.4000
2018-09-27 $0.3800
2018-06-28 $0.3800
2018-03-28 $0.3800
2017-12-28 $0.3800
2017-09-28 $0.3780
2017-06-28 $0.3780
2017-03-29 $0.3780
2016-12-28 $0.3780
2016-09-28 $0.3750
2016-06-28 $0.3750
2016-03-29 $0.3750
2015-12-29 $0.3750
2015-09-28 $0.3730
2015-06-26 $0.3730
2015-03-27 $0.3720
2014-12-29 $0.3720
2014-09-26 $0.3700
2014-06-26 $0.3700
2014-03-27 $0.3700
2013-12-27 $0.3700
2013-09-25 $0.3680
2013-06-26 $0.3670
2013-03-26 $0.3670
2012-12-27 $0.3670
2012-09-26 $0.3650
2012-06-27 $0.3650
2012-03-28 $0.3650
2011-12-28 $0.3650
2011-09-28 $0.3630
2011-06-28 $0.3630
2011-03-29 $0.3630
2010-12-29 $0.3630
2010-09-28 $0.3600
2010-06-28 $0.3600
2010-03-29 $0.3600
2009-12-29 $0.3600
2009-09-28 $0.3500
2009-06-26 $0.3500
2009-03-27 $0.3500
2008-12-29 $0.3500
2008-09-26 $0.5200
2008-06-26 $0.5200
2008-03-26 $0.5200
2007-12-27 $0.6100
2007-09-26 $0.6100
2007-06-27 $0.6100
2007-03-28 $0.6100
2006-12-27 $0.6000
2006-09-27 $0.6000
2006-06-28 $0.6000
2006-03-29 $0.2500
2005-12-28 $0.3250
2005-09-28 $0.2000
2005-06-28 $0.1250
2005-03-29 $0.1250
2004-12-29 $0.0650
2004-09-28 $0.0650
2004-06-28 $0.0525
2004-03-29 $0.0525
2003-12-29 $0.0500
2003-09-26 $0.0500
2003-06-26 $0.0500
2003-03-27 $0.0500
2002-12-27 $0.0475
2002-09-25 $0.0475
2002-06-26 $0.0475
2002-03-26 $0.0475
2001-12-26 $0.0425
2001-09-26 $0.0425
2001-06-27 $0.0425
2001-03-28 $0.0425
2000-12-27 $0.0375
2000-09-27 $0.0375
2000-06-28 $0.0375
2000-03-29 $0.0375
1999-12-29 $0.0325
1999-09-28 $0.0325
1999-06-28 $0.0325
1999-03-29 $0.0325
1998-12-29 $0.0300
1998-09-28 $0.0300
1998-06-26 $0.0300
1998-03-27 $0.0300
1997-12-29 $0.0250
1997-09-26 $0.0250
1997-06-26 $0.0250
1997-03-26 $0.0250
1996-12-27 $0.0200
1996-09-26 $0.0200
1996-06-26 $0.0200
1996-03-27 $0.0200
1995-12-27 $0.0175
1995-09-27 $0.0175
1995-06-28 $0.0175
1995-03-27 $0.0175
1994-12-23 $0.0112
1994-09-26 $0.0112
1994-06-24 $0.0112
1994-03-25 $0.0112
1993-12-27 $0.0100
1993-09-24 $0.0100
1993-06-24 $0.0100
1993-03-25 $0.0100
1992-12-24 $0.0088
1992-09-24 $0.0088
1992-06-24 $0.0088
1992-03-25 $0.0088
1991-12-24 $0.0081
1991-09-24 $0.0081
1991-06-24 $0.0081
1991-03-22 $0.0081
1990-12-24 $0.0075
1990-09-24 $0.0075
1990-06-25 $0.0075
1990-03-26 $0.0075
1989-12-22 $0.0069
1989-09-25 $0.0069
1989-06-26 $0.0069
1989-03-27 $0.0069
1988-12-23 $0.0063
1988-09-26 $0.0063
1988-06-24 $0.0063
1988-03-25 $0.0063
1987-12-24 $0.0056
1987-09-24 $0.0056
1987-06-24 $0.0056
1987-03-25 $0.0056
1986-12-24 $0.0050
1986-09-24 $0.0050
1986-06-24 $0.0050
1986-03-24 $0.0046
1985-12-24 $0.0042
1985-09-24 $0.0042
1985-06-24 $0.0042
1985-03-25 $0.0042
1984-12-24 $0.0037
1984-09-24 $0.0037
1984-06-25 $0.0037
1984-03-26 $0.0037
1983-12-23 $0.0033
1983-09-26 $0.0033
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 7.24 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -6.72%810.70%0.70%
-6.72% to -5.02%1050.90%1.60%
-5.02% to -3.32%3893.35%4.95%
-3.32% to -1.62%142412.26%17.21%
-1.62% to 0.08%405134.89%52.10%
0.08% to 1.78%347529.93%82.03%
1.78% to 3.48%144812.47%94.50%
3.48% to 5.18%4443.82%98.32%
5.18% to 6.88%1191.02%99.35%
Greater than 6.88%760.65%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.19%2.35% 76.30%68.27%
±2σ -4.45%4.62% 95.22%95.45%
±3σ -6.72%6.88% 98.65%99.73%
Descriptive Statistics
均值0.081%
Standard Error0.021%
中位数0.000%
Mode0.000%
Standard Deviation2.267%
Sample Variance5.139%
峰度7.24
偏度0.02
Range47.597%
Minimum-19.825%
Maximum27.772%
Count11612
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.725% 5664 48.78% 0.841%
负向 -1.596% 5531 47.63% -0.760%
Zero 0.000% 417 3.59% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 3.26%
20 1 Month 2.75%
60 1 Quarter 2.91%
250 1 Year 2.89%
750 3 Years 2.84%
1,250 5 Years 3.33%
2,500 10 Years 3.04%
5,000 20 Years 3.15%
12,500 50 Years 2.84%
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 3.36. Further, an Excess 峰度 of 24.16 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -2.65%00.00%0.00%
-2.65% to -1.32%00.00%0.00%
-1.32% to 0.02%00.00%0.00%
0.02% to 1.35%197517.01%17.01%
1.35% to 2.69%513644.23%61.23%
2.69% to 4.02%278824.01%85.24%
4.02% to 5.36%10118.71%93.95%
5.36% to 6.69%3803.27%97.22%
6.69% to 8.03%1471.27%98.48%
Greater than 8.03%1761.52%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.91%4.47% 83.51%68.27%
±2σ -0.87%6.25% 96.44%95.45%
±3σ -2.65%8.03% 98.48%99.73%
Descriptive Statistics
均值2.688%
Standard Error0.017%
中位数2.293%
Mode1.449%
Standard Deviation1.780%
Sample Variance3.169%
峰度24.16
偏度3.36
Range26.843%
Minimum0.145%
Maximum26.988%
Count11613
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.688% 11613 100.00% 2.688%
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 8.57 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.98%580.50%0.50%
-5.98% to -4.49%1080.93%1.43%
-4.49% to -2.99%4463.84%5.27%
-2.99% to -1.49%150512.96%18.23%
-1.49% to 0.01%390933.66%51.89%
0.01% to 1.50%358530.87%82.76%
1.50% to 3.00%140112.06%94.82%
3.00% to 4.50%3963.41%98.23%
4.50% to 5.99%1221.05%99.29%
Greater than 5.99%830.71%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.99%2.00% 76.04%68.27%
±2σ -3.99%4.00% 95.33%95.45%
±3σ -5.98%5.99% 98.79%99.73%
Descriptive Statistics
均值0.005%
Standard Error0.019%
中位数0.000%
Mode0.000%
Standard Deviation1.996%
Sample Variance3.985%
峰度8.57
偏度0.72
Range38.339%
Minimum-14.533%
Maximum23.806%
Count11613
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.469% 5587 48.11% 0.707%
负向 -1.470% 5545 47.75% -0.702%
Zero 0.000% 481 4.14% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.09. Further, an Excess 峰度 of 2.26 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -14.36%100.42%0.42%
-14.36% to -10.67%311.29%1.70%
-10.67% to -6.99%984.07%5.78%
-6.99% to -3.30%32013.30%19.08%
-3.30% to 0.39%76031.59%50.67%
0.39% to 4.07%72630.17%80.84%
4.07% to 7.76%31613.13%93.97%
7.76% to 11.45%974.03%98.00%
11.45% to 15.13%301.25%99.25%
Greater than 15.13%180.75%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.53%5.30% 73.57%68.27%
±2σ -9.45%10.22% 94.47%95.45%
±3σ -14.36%15.14% 98.84%99.73%
Descriptive Statistics
均值0.387%
Standard Error0.100%
中位数0.296%
Mode0.000%
Standard Deviation4.916%
Sample Variance24.165%
峰度2.26
偏度0.09
Range56.764%
Minimum-25.272%
Maximum31.492%
Count2406
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 3.872% 1260 52.37% 2.028%
负向 -3.519% 1122 46.63% -1.641%
Zero 0.000% 24 1.00% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 8.31%
12 1 Quarter 7.33%
52 1 Year 6.72%
156 3 Years 6.63%
260 5 Years 7.98%
520 10 Years 7.21%
1,040 20 Years 7.32%
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 2.94. Further, an Excess 峰度 of 17.24 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.97%00.00%0.00%
-5.97% to -2.69%00.00%0.00%
-2.69% to 0.58%00.00%0.00%
0.58% to 3.85%41617.28%17.28%
3.85% to 7.13%108344.99%62.28%
7.13% to 10.40%53822.35%84.63%
10.40% to 13.68%2168.97%93.60%
13.68% to 16.95%753.12%96.72%
16.95% to 20.23%371.54%98.26%
Greater than 20.23%421.74%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 2.76%11.49% 83.55%68.27%
±2σ -1.60%15.86% 95.89%95.45%
±3σ -5.97%20.23% 98.26%99.73%
Descriptive Statistics
均值7.129%
Standard Error0.089%
中位数6.082%
Mode3.704%
Standard Deviation4.366%
Sample Variance19.058%
峰度17.24
偏度2.94
Range55.342%
Minimum0.733%
Maximum56.075%
Count2407
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 7.129% 2407 100.00% 7.129%
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 0.63. Further, an Excess 峰度 of 3.41 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -14.65%50.21%0.21%
-14.65% to -11.01%241.00%1.20%
-11.01% to -7.38%974.03%5.23%
-7.38% to -3.74%34314.25%19.48%
-3.74% to -0.10%78532.61%52.10%
-0.10% to 3.54%72230.00%82.09%
3.54% to 7.17%28912.01%94.10%
7.17% to 10.81%893.70%97.80%
10.81% to 14.45%311.29%99.09%
Greater than 14.45%220.91%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.95%4.75% 74.49%68.27%
±2σ -9.80%9.60% 94.89%95.45%
±3σ -14.65%14.45% 98.88%99.73%
Descriptive Statistics
均值-0.101%
Standard Error0.099%
中位数-0.269%
Mode0.000%
Standard Deviation4.850%
Sample Variance23.523%
峰度3.41
偏度0.63
Range54.786%
Minimum-20.241%
Maximum34.545%
Count2407
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 3.747% 1116 46.37% 1.737%
负向 -3.507% 1262 52.43% -1.839%
Zero 0.000% 29 1.21% 0.000%
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 0.54 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -28.36%10.18%0.18%
-28.36% to -20.86%40.72%0.90%
-20.86% to -13.35%325.79%6.69%
-13.35% to -5.85%7814.10%20.80%
-5.85% to 1.66%17732.01%52.80%
1.66% to 9.16%15127.31%80.11%
9.16% to 16.67%6912.48%92.59%
16.67% to 24.17%254.52%97.11%
24.17% to 31.68%142.53%99.64%
Greater than 31.68%20.36%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -8.35%11.66% 70.52%68.27%
±2σ -18.36%21.67% 95.12%95.45%
±3σ -28.36%31.68% 99.46%99.73%
Descriptive Statistics
均值1.658%
Standard Error0.426%
中位数1.015%
Mode0.000%
Standard Deviation10.007%
Sample Variance100.145%
峰度0.54
偏度0.29
Range65.649%
Minimum-30.769%
Maximum34.880%
Count553
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 8.299% 311 56.24% 4.667%
负向 -6.962% 239 43.22% -3.009%
Zero 0.000% 3 0.54% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 18.91%
12 1 Year 15.03%
36 3 Years 14.64%
60 5 Years 18.12%
120 10 Years 16.26%
240 20 Years 15.49%
600 50 Years 15.12%
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 2.06. Further, an Excess 峰度 of 6.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -9.15%00.00%0.00%
-9.15% to -2.72%00.00%0.00%
-2.72% to 3.71%10.18%0.18%
3.71% to 10.13%10318.59%18.77%
10.13% to 16.56%23141.70%60.47%
16.56% to 22.99%12823.10%83.57%
22.99% to 29.41%468.30%91.88%
29.41% to 35.84%285.05%96.93%
35.84% to 42.27%91.62%98.56%
Greater than 42.27%81.44%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 7.99%25.13% 81.23%68.27%
±2σ -0.58%33.70% 96.03%95.45%
±3σ -9.15%42.27% 98.56%99.73%
Descriptive Statistics
均值16.559%
Standard Error0.364%
中位数14.525%
Mode7.566%
Standard Deviation8.569%
Sample Variance73.430%
峰度6.82
偏度2.06
Range64.931%
Minimum2.866%
Maximum67.797%
Count554
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 16.559% 554 100.00% 16.559%
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 0.46. Further, an Excess 峰度 of 0.95 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -29.93%00.00%0.00%
-29.93% to -22.55%50.90%0.90%
-22.55% to -15.17%285.05%5.96%
-15.17% to -7.79%9216.61%22.56%
-7.79% to -0.41%16629.96%52.53%
-0.41% to 6.97%15127.26%79.78%
6.97% to 14.35%6712.09%91.88%
14.35% to 21.73%356.32%98.19%
21.73% to 29.11%71.26%99.46%
Greater than 29.11%30.54%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -10.25%9.43% 70.04%68.27%
±2σ -20.09%19.27% 94.77%95.45%
±3σ -29.93%29.11% 99.46%99.73%
Descriptive Statistics
均值-0.414%
Standard Error0.418%
中位数-1.054%
Mode0.000%
Standard Deviation9.840%
Sample Variance96.832%
峰度0.95
偏度0.46
Range71.570%
Minimum-26.385%
Maximum45.185%
Count554
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 7.968% 248 44.77% 3.567%
负向 -7.327% 301 54.33% -3.981%
Zero 0.000% 5 0.90% 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 0.61. Further, an Excess 峰度 of 0.64 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -45.57%00.00%0.00%
-45.57% to -32.98%00.00%0.00%
-32.98% to -20.39%84.35%4.35%
-20.39% to -7.80%3619.57%23.91%
-7.80% to 4.79%5529.89%53.80%
4.79% to 17.38%4725.54%79.35%
17.38% to 29.97%2513.59%92.93%
29.97% to 42.56%94.89%97.83%
42.56% to 55.15%31.63%99.46%
Greater than 55.15%10.54%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -11.99%21.58% 71.20%68.27%
±2σ -28.78%38.37% 96.20%95.45%
±3σ -45.57%55.15% 99.46%99.73%
Descriptive Statistics
均值4.793%
Standard Error1.238%
中位数2.974%
Mode-28.394%
Standard Deviation16.787%
Sample Variance281.802%
峰度0.64
偏度0.61
Range98.074%
Minimum-28.394%
Maximum69.680%
Count184
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 16.222% 104 56.52% 9.169%
负向 -10.064% 80 43.48% -4.376%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 28.70%
12 3 Years 27.12%
20 5 Years 31.92%
40 10 Years 28.15%
80 20 Years 26.48%
200 50 Years 26.55%
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 2.18. Further, an Excess 峰度 of 8.13 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -14.32%00.00%0.00%
-14.32% to -3.01%00.00%0.00%
-3.01% to 8.29%00.00%0.00%
8.29% to 19.60%4021.62%21.62%
19.60% to 30.90%7138.38%60.00%
30.90% to 42.21%4624.86%84.86%
42.21% to 53.51%189.73%94.59%
53.51% to 64.82%42.16%96.76%
64.82% to 76.12%21.08%97.84%
Greater than 76.12%42.16%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 15.83%45.98% 78.38%68.27%
±2σ 0.75%61.05% 96.76%95.45%
±3σ -14.32%76.12% 97.84%99.73%
Descriptive Statistics
均值30.903%
Standard Error1.108%
中位数28.498%
Mode23.750%
Standard Deviation15.074%
Sample Variance227.230%
峰度8.13
偏度2.18
Range110.114%
Minimum9.544%
Maximum119.658%
Count185
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 30.903% 185 100.00% 30.903%
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 0.28. Further, an Excess 峰度 of -0.17 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -47.95%00.00%0.00%
-47.95% to -36.38%10.54%0.54%
-36.38% to -24.81%73.78%4.32%
-24.81% to -13.24%3317.84%22.16%
-13.24% to -1.67%5529.73%51.89%
-1.67% to 9.90%4725.41%77.30%
9.90% to 21.47%2915.68%92.97%
21.47% to 33.04%105.41%98.38%
33.04% to 44.61%31.62%100.00%
Greater than 44.61%00.00%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -17.09%13.76% 67.57%68.27%
±2σ -32.52%29.18% 95.14%95.45%
±3σ -47.95%44.61% 100.00%99.73%
Descriptive Statistics
均值-1.668%
Standard Error1.134%
中位数-2.084%
Mode11.688%
Standard Deviation15.426%
Sample Variance237.956%
峰度-0.17
偏度0.28
Range82.614%
Minimum-40.007%
Maximum42.607%
Count185
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 12.374% 82 44.32% 5.485%
负向 -12.973% 102 55.13% -7.153%
Zero 0.000% 1 0.54% 0.000%