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PEG 深度分析报告

Public Service Enterprise Group Incorporated | 分类： Equity Mega Cap | 年化股息率： 3.14% ($2.52) | 最后更新: 2026-04-26 | 数据区间: 1980-01-01 → 2026-04-01 (556 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 1.40% 1.22% 1.27% 1.92% 1.42% 1.53% 79.60 81.89 78.48 83.06
周度 3.05% 2.93% 3.07% 4.32% 3.12% 3.38% 78.26 83.30 75.85 85.94
月度 5.71% 6.05% 5.70% 8.99% 6.50% 7.03% 75.66 86.16 70.89 91.95
季度 9.37% 11.87% 9.34% 15.34% 11.26% 12.18% 72.14 90.36 64.46 101.14
Annual — — — — 22.52% 24.35% 64.46 101.14 51.46 126.69
Option Time Horizon — — — — 8.58% 9.28% 74.10 87.98 68.00 95.86
Calculation Notes: Computed at 2026-04-26T02:45 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $80.74  |  Strike (K): $82.50 (first OTM call ≥ spot)  |  Observed Mid-价格: $2.0500 (Bid $1.8500 / Ask $2.2500)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 3.14%  |  Binomial IV (Annual): 22.52% (CRR binomial tree, American, n=20 steps)  |  BS IV: 22.79% (European Black-Scholes)  |  Yahoo IV (Annual): 24.35% → 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
2026-03-10 $0.6700
2025-12-10 $0.6300
2025-09-09 $0.6300
2025-06-09 $0.6300
2025-03-10 $0.6300
2024-12-10 $0.6000
2024-09-09 $0.6000
2024-06-07 $0.6000
2024-03-07 $0.6000
2023-12-07 $0.5700
2023-09-07 $0.5700
2023-06-08 $0.5700
2023-03-09 $0.5700
2022-12-08 $0.5400
2022-09-08 $0.5400
2022-06-08 $0.5400
2022-03-09 $0.5400
2021-12-08 $0.5100
2021-09-07 $0.5100
2021-06-07 $0.5100
2021-03-08 $0.5100
2020-12-09 $0.4900
2020-09-08 $0.4900
2020-06-08 $0.4900
2020-03-09 $0.4900
2019-12-09 $0.4700
2019-09-06 $0.4700
2019-06-06 $0.4700
2019-03-07 $0.4700
2018-12-06 $0.4500
2018-09-06 $0.4500
2018-06-07 $0.4500
2018-03-07 $0.4500
2017-12-07 $0.4300
2017-09-07 $0.4300
2017-06-07 $0.4300
2017-03-08 $0.4300
2016-12-07 $0.4100
2016-09-07 $0.4100
2016-06-07 $0.4100
2016-03-08 $0.4100
2015-12-07 $0.3900
2015-09-04 $0.3900
2015-06-05 $0.3900
2015-03-06 $0.3900
2014-12-08 $0.3700
2014-09-03 $0.3700
2014-06-04 $0.3700
2014-03-05 $0.3700
2013-12-04 $0.3600
2013-09-04 $0.3600
2013-06-05 $0.3600
2013-03-06 $0.3600
2012-12-05 $0.3550
2012-09-05 $0.3550
2012-06-06 $0.3550
2012-03-07 $0.3550
2011-12-07 $0.3430
2011-09-07 $0.3430
2011-06-07 $0.3430
2011-03-08 $0.3430
2010-12-06 $0.3430
2010-09-07 $0.3430
2010-06-07 $0.3430
2010-03-08 $0.3430
2009-12-07 $0.3330
2009-09-04 $0.3330
2009-06-05 $0.3330
2009-03-06 $0.3330
2008-12-04 $0.3230
2008-09-04 $0.3230
2008-06-05 $0.3230
2008-03-06 $0.3230
2007-12-05 $0.2925
2007-09-06 $0.2925
2007-06-06 $0.2925
2007-03-07 $0.2925
2006-12-06 $0.2850
2006-09-06 $0.2850
2006-06-06 $0.2850
2006-03-06 $0.2850
2005-12-06 $0.2800
2005-09-06 $0.2800
2005-06-06 $0.2800
2005-03-07 $0.2800
2004-12-07 $0.2750
2004-09-07 $0.2750
2004-06-04 $0.2750
2004-03-04 $0.2750
2003-12-04 $0.2700
2003-09-04 $0.2700
2003-06-05 $0.2700
2003-03-06 $0.2700
2002-12-05 $0.2700
2002-09-05 $0.2700
2002-06-05 $0.2700
2002-03-06 $0.2700
2001-12-05 $0.2700
2001-09-05 $0.2700
2001-06-06 $0.2700
2001-03-07 $0.2700
2000-12-06 $0.2700
2000-09-06 $0.2700
2000-06-07 $0.2700
2000-03-08 $0.2700
1999-12-08 $0.2700
1999-09-07 $0.2700
1999-06-07 $0.2700
1999-03-08 $0.2700
1998-12-08 $0.2700
1998-09-04 $0.2700
1998-06-05 $0.2700
1998-03-06 $0.2700
1997-12-08 $0.2700
1997-09-05 $0.2700
1997-06-05 $0.2700
1997-03-06 $0.2700
1996-12-06 $0.2700
1996-09-05 $0.2700
1996-06-05 $0.2700
1996-03-06 $0.2700
1995-12-05 $0.2700
1995-09-06 $0.2700
1995-06-01 $0.2700
1995-03-01 $0.2700
1994-12-01 $0.2700
1994-09-01 $0.2700
1994-06-01 $0.2700
1994-03-01 $0.2700
1993-12-01 $0.2700
1993-09-01 $0.2700
1993-06-01 $0.2700
1993-03-02 $0.2700
1992-12-01 $0.2700
1992-09-01 $0.2700
1992-06-01 $0.2700
1992-03-02 $0.2700
1991-12-02 $0.2700
1991-09-03 $0.2650
1991-06-03 $0.2650
1991-03-01 $0.2650
1990-12-03 $0.2650
1990-09-04 $0.2600
1990-06-01 $0.2600
1990-03-01 $0.1300
1989-12-01 $0.2600
1989-09-01 $0.2550
1989-06-01 $0.2550
1989-03-01 $0.2550
1988-12-01 $0.2550
1988-09-01 $0.2500
1988-06-01 $0.2500
1988-03-01 $0.2500
1987-12-01 $0.2500
1987-09-01 $0.2500
1987-06-01 $0.2500
1987-03-02 $0.2467
1986-12-01 $0.2467
1986-09-02 $0.2467
1986-06-02 $0.2467
1986-03-03 $0.2367
1985-12-02 $0.2367
1985-09-03 $0.2367
1985-06-03 $0.2367
1985-03-01 $0.2267
1984-12-03 $0.2267
1984-09-04 $0.2267
1984-06-01 $0.2267
1984-02-29 $0.2200
1983-11-30 $0.2200
1983-08-31 $0.2200
1983-05-31 $0.2200
1983-02-28 $0.2133
1982-12-01 $0.2133
1982-08-31 $0.2133
1982-05-28 $0.2133
1982-03-01 $0.2033
1981-12-01 $0.2033
1981-09-01 $0.2033
1981-06-01 $0.2033
1981-03-02 $0.2033
1980-12-01 $0.1933
1980-09-02 $0.1933
1980-05-27 $0.1933
1980-02-25 $0.1833
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.07. Further, an Excess 峰度 of 9.77 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.14%830.71%0.71%
-4.14% to -3.09%1150.99%1.70%
-3.09% to -2.04%4113.52%5.22%
-2.04% to -0.99%138711.88%17.10%
-0.99% to 0.06%415735.62%52.72%
0.06% to 1.10%353930.32%83.04%
1.10% to 2.15%143312.28%95.31%
2.15% to 3.20%3683.15%98.47%
3.20% to 4.25%1070.92%99.38%
Greater than 4.25%720.62%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.34%1.45% 77.00%68.27%
±2σ -2.74%2.85% 95.46%95.45%
±3σ -4.14%4.25% 98.67%99.73%
Descriptive Statistics
均值0.055%
Standard Error0.013%
中位数0.000%
Mode0.000%
Standard Deviation1.399%
Sample Variance1.958%
峰度9.77
偏度0.07
Range32.671%
Minimum-15.544%
Maximum17.127%
Count11672
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.070% 5631 48.24% 0.516%
负向 -1.070% 5024 43.04% -0.461%
Zero 0.000% 1017 8.71% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 2.41%
20 1 Month 2.01%
60 1 Quarter 2.07%
250 1 Year 1.90%
750 3 Years 1.90%
1,250 5 Years 1.92%
2,500 10 Years 1.90%
5,000 20 Years 2.02%
12,500 50 Years 1.96%
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 4.47. Further, an Excess 峰度 of 42.08 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -1.77%00.00%0.00%
-1.77% to -0.85%00.00%0.00%
-0.85% to 0.06%00.00%0.00%
0.06% to 0.98%163113.97%13.97%
0.98% to 1.89%569148.75%62.73%
1.89% to 2.81%280624.04%86.76%
2.81% to 3.72%9167.85%94.61%
3.72% to 4.64%3232.77%97.38%
4.64% to 5.55%1301.11%98.49%
Greater than 5.55%1761.51%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.67%3.11% 87.92%68.27%
±2σ -0.55%4.33% 96.68%95.45%
±3σ -1.77%5.55% 98.49%99.73%
Descriptive Statistics
均值1.892%
Standard Error0.011%
中位数1.604%
Mode1.389%
Standard Deviation1.221%
Sample Variance1.491%
峰度42.08
偏度4.47
Range25.653%
Minimum0.347%
Maximum26.000%
Count11673
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.892% 11673 100.00% 1.892%
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 0.26. Further, an Excess 峰度 of 7.99 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -3.85%660.57%0.57%
-3.85% to -2.90%990.85%1.41%
-2.90% to -1.94%3963.39%4.81%
-1.94% to -0.99%152313.05%17.85%
-0.99% to -0.04%342229.32%47.17%
-0.04% to 0.92%407134.88%82.04%
0.92% to 1.87%145112.43%94.47%
1.87% to 2.82%4443.80%98.28%
2.82% to 3.77%1201.03%99.31%
Greater than 3.77%810.69%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.31%1.23% 76.26%68.27%
±2σ -2.58%2.50% 95.27%95.45%
±3σ -3.85%3.77% 98.74%99.73%
Descriptive Statistics
均值-0.038%
Standard Error0.012%
中位数0.000%
Mode0.000%
Standard Deviation1.271%
Sample Variance1.614%
峰度7.99
偏度0.26
Range28.831%
Minimum-12.880%
Maximum15.951%
Count11673
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.001% 5006 42.88% 0.429%
负向 -0.980% 5563 47.66% -0.467%
Zero 0.000% 1104 9.46% 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 5.05 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -8.88%140.58%0.58%
-8.88% to -6.59%200.83%1.41%
-6.59% to -4.31%933.85%5.26%
-4.31% to -2.02%31312.96%18.21%
-2.02% to 0.27%76931.83%50.04%
0.27% to 2.55%75431.21%81.25%
2.55% to 4.84%32813.58%94.83%
4.84% to 7.13%863.56%98.39%
7.13% to 9.42%251.03%99.42%
Greater than 9.42%140.58%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.78%3.32% 75.83%68.27%
±2σ -5.83%6.37% 95.49%95.45%
±3σ -8.88%9.42% 98.84%99.73%
Descriptive Statistics
均值0.267%
Standard Error0.062%
中位数0.265%
Mode0.000%
Standard Deviation3.050%
Sample Variance9.301%
峰度5.05
偏度-0.09
Range41.400%
Minimum-20.646%
Maximum20.754%
Count2416
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.355% 1270 52.57% 1.238%
负向 -2.218% 1058 43.79% -0.971%
Zero 0.000% 88 3.64% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 3.39%
12 1 Quarter 4.30%
52 1 Year 4.06%
156 3 Years 4.29%
260 5 Years 4.32%
520 10 Years 4.30%
1,040 20 Years 4.57%
2,600 50 Years 4.45%
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 4.32. Further, an Excess 峰度 of 35.45 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.23%00.00%0.00%
-4.23% to -2.03%00.00%0.00%
-2.03% to 0.16%00.00%0.00%
0.16% to 2.36%32813.57%13.57%
2.36% to 4.56%119349.36%62.93%
4.56% to 6.75%57023.58%86.51%
6.75% to 8.95%2068.52%95.04%
8.95% to 11.15%542.23%97.27%
11.15% to 13.34%281.16%98.43%
Greater than 13.34%381.57%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.63%7.48% 88.37%68.27%
±2σ -1.30%10.41% 96.98%95.45%
±3σ -4.23%13.34% 98.43%99.73%
Descriptive Statistics
均值4.556%
Standard Error0.060%
中位数3.883%
Mode4.167%
Standard Deviation2.929%
Sample Variance8.581%
峰度35.45
偏度4.32
Range43.764%
Minimum0.736%
Maximum44.500%
Count2417
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.556% 2417 100.00% 4.556%
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 0.96. Further, an Excess 峰度 of 7.95 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -9.27%100.41%0.41%
-9.27% to -6.97%170.70%1.12%
-6.97% to -4.67%843.48%4.59%
-4.67% to -2.37%33213.74%18.33%
-2.37% to -0.07%79632.93%51.26%
-0.07% to 2.23%75431.20%82.46%
2.23% to 4.53%29212.08%94.54%
4.53% to 6.83%883.64%98.18%
6.83% to 9.13%210.87%99.05%
Greater than 9.13%230.95%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.13%3.00% 76.38%68.27%
±2σ -6.20%6.07% 95.49%95.45%
±3σ -9.27%9.13% 98.63%99.73%
Descriptive Statistics
均值-0.067%
Standard Error0.062%
中位数-0.237%
Mode0.000%
Standard Deviation3.067%
Sample Variance9.405%
峰度7.95
偏度0.96
Range42.358%
Minimum-13.982%
Maximum28.376%
Count2417
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.380% 1087 44.97% 1.070%
负向 -2.191% 1255 51.92% -1.138%
Zero 0.000% 75 3.10% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.05. Further, an Excess 峰度 of 1.43 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -15.99%20.36%0.36%
-15.99% to -11.71%91.62%1.98%
-11.71% to -7.42%203.60%5.59%
-7.42% to -3.14%7613.69%19.28%
-3.14% to 1.14%17731.89%51.17%
1.14% to 5.42%15527.93%79.10%
5.42% to 9.70%8114.59%93.69%
9.70% to 13.98%285.05%98.74%
13.98% to 18.26%20.36%99.10%
Greater than 18.26%50.90%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.57%6.85% 73.87%68.27%
±2σ -10.28%12.55% 94.95%95.45%
±3σ -15.99%18.26% 98.74%99.73%
Descriptive Statistics
均值1.138%
Standard Error0.242%
中位数0.979%
Mode0.000%
Standard Deviation5.708%
Sample Variance32.586%
峰度1.43
偏度0.05
Range45.299%
Minimum-20.208%
Maximum25.091%
Count555
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.669% 329 59.28% 2.768%
负向 -4.149% 218 39.28% -1.630%
Zero 0.000% 8 1.44% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 8.77%
12 1 Year 7.81%
36 3 Years 9.03%
60 5 Years 8.99%
120 10 Years 8.98%
240 20 Years 9.40%
600 50 Years 9.35%
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 3.98. Further, an Excess 峰度 of 25.21 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -8.21%00.00%0.00%
-8.21% to -3.67%00.00%0.00%
-3.67% to 0.87%00.00%0.00%
0.87% to 5.41%6812.23%12.23%
5.41% to 9.95%28451.08%63.31%
9.95% to 14.49%13123.56%86.87%
14.49% to 19.03%458.09%94.96%
19.03% to 23.57%142.52%97.48%
23.57% to 28.11%50.90%98.38%
Greater than 28.11%91.62%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 3.90%16.00% 88.13%68.27%
±2σ -2.15%22.05% 96.76%95.45%
±3σ -8.21%28.11% 98.38%99.73%
Descriptive Statistics
均值9.950%
Standard Error0.257%
中位数8.566%
Mode6.075%
Standard Deviation6.052%
Sample Variance36.622%
峰度25.21
偏度3.98
Range57.438%
Minimum2.591%
Maximum60.029%
Count556
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 9.950% 556 100.00% 9.950%
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 0.58. Further, an Excess 峰度 of 2.04 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -17.61%10.18%0.18%
-17.61% to -13.34%50.90%1.08%
-13.34% to -9.06%203.60%4.68%
-9.06% to -4.78%9016.19%20.86%
-4.78% to -0.51%18232.73%53.60%
-0.51% to 3.77%15828.42%82.01%
3.77% to 8.05%6211.15%93.17%
8.05% to 12.33%234.14%97.30%
12.33% to 16.60%111.98%99.28%
Greater than 16.60%40.72%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -6.21%5.20% 73.92%68.27%
±2σ -11.91%10.90% 94.96%95.45%
±3σ -17.61%16.60% 99.10%99.73%
Descriptive Statistics
均值-0.505%
Standard Error0.242%
中位数-0.791%
Mode0.000%
Standard Deviation5.703%
Sample Variance32.520%
峰度2.04
偏度0.58
Range44.813%
Minimum-18.909%
Maximum25.904%
Count556
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.585% 231 41.55% 1.905%
负向 -4.268% 314 56.48% -2.410%
Zero 0.000% 11 1.98% 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 1.09 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -24.71%10.54%0.54%
-24.71% to -17.69%10.54%1.08%
-17.69% to -10.66%84.32%5.41%
-10.66% to -3.64%2412.97%18.38%
-3.64% to 3.39%6334.05%52.43%
3.39% to 10.42%4524.32%76.76%
10.42% to 17.44%3116.76%93.51%
17.44% to 24.47%73.78%97.30%
24.47% to 31.49%52.70%100.00%
Greater than 31.49%00.00%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.98%12.76% 74.05%68.27%
±2σ -15.35%22.13% 95.14%95.45%
±3σ -24.71%31.49% 99.46%99.73%
Descriptive Statistics
均值3.390%
Standard Error0.689%
中位数3.046%
Mode-32.097%
Standard Deviation9.368%
Sample Variance87.758%
峰度1.09
偏度-0.10
Range62.098%
Minimum-32.097%
Maximum30.001%
Count185
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 8.245% 123 66.49% 5.482%
负向 -6.242% 62 33.51% -2.092%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 12.72%
12 3 Years 15.27%
20 5 Years 15.34%
40 10 Years 14.79%
80 20 Years 15.78%
200 50 Years 15.87%
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 3.54. Further, an Excess 峰度 of 16.67 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -17.78%00.00%0.00%
-17.78% to -8.88%00.00%0.00%
-8.88% to 0.03%00.00%0.00%
0.03% to 8.93%158.06%8.06%
8.93% to 17.83%10958.60%66.67%
17.83% to 26.74%4222.58%89.25%
26.74% to 35.64%105.38%94.62%
35.64% to 44.55%52.69%97.31%
44.55% to 53.45%10.54%97.85%
Greater than 53.45%42.15%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 5.96%29.71% 91.40%68.27%
±2σ -5.91%41.58% 96.77%95.45%
±3σ -17.78%53.45% 97.85%99.73%
Descriptive Statistics
均值17.834%
Standard Error0.870%
中位数15.184%
Mode16.432%
Standard Deviation11.872%
Sample Variance140.940%
峰度16.67
偏度3.54
Range87.088%
Minimum5.759%
Maximum92.847%
Count186
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 17.834% 186 100.00% 17.834%
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 1.01. Further, an Excess 峰度 of 3.77 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -28.96%00.00%0.00%
-28.96% to -21.96%10.54%0.54%
-21.96% to -14.96%84.30%4.84%
-14.96% to -7.96%3317.74%22.58%
-7.96% to -0.95%5227.96%50.54%
-0.95% to 6.05%6132.80%83.33%
6.05% to 13.05%1910.22%93.55%
13.05% to 20.05%84.30%97.85%
20.05% to 27.05%21.08%98.92%
Greater than 27.05%21.08%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -10.29%8.38% 73.66%68.27%
±2σ -19.63%17.72% 96.24%95.45%
±3σ -28.96%27.05% 98.92%99.73%
Descriptive Statistics
均值-0.955%
Standard Error0.685%
中位数-1.383%
Mode0.000%
Standard Deviation9.336%
Sample Variance87.156%
峰度3.77
偏度1.01
Range69.035%
Minimum-22.499%
Maximum46.536%
Count186
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 7.353% 75 40.32% 2.965%
负向 -6.815% 107 57.53% -3.920%
Zero 0.000% 4 2.15% 0.000%