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PEP 深度分析报告

PepsiCo, Inc. | 分类： Equity Mega Cap | 年化股息率： 3.65% ($5.69) | 最后更新: 2026-04-26 | 数据区间: 1972-06-01 → 2026-04-01 (647 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 1.53% 1.38% 1.31% 1.64% 1.36% 1.37% 153.34 157.57 151.27 159.73
周度 3.26% 3.31% 3.14% 3.74% 3.00% 3.02% 150.85 160.17 146.40 165.04
月度 6.13% 6.90% 6.18% 7.73% 6.24% 6.29% 146.04 165.44 137.21 176.09
季度 9.08% 11.01% 8.80% 12.72% 10.80% 10.89% 139.52 173.17 125.23 192.93
Annual — — — — 21.61% 21.78% 125.23 192.93 100.90 239.47
Option Time Horizon — — — — 8.23% 8.30% 143.15 168.78 131.84 183.27
Calculation Notes: Computed at 2026-04-26T02:44 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $155.44  |  Strike (K): $160.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $3.2250 (Bid $3.1500 / Ask $3.3000)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 3.65%  |  Binomial IV (Annual): 21.61% (CRR binomial tree, American, n=20 steps)  |  BS IV: 21.71% (European Black-Scholes)  |  Yahoo IV (Annual): 21.78% → 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
2026-03-06 $1.4230
2025-12-05 $1.4230
2025-09-05 $1.4230
2025-06-06 $1.4230
2025-03-07 $1.3550
2024-12-06 $1.3550
2024-09-06 $1.3550
2024-06-07 $1.3550
2024-02-29 $1.2650
2023-11-30 $1.2650
2023-08-31 $1.2650
2023-06-01 $1.2650
2023-03-02 $1.1500
2022-12-01 $1.1500
2022-09-01 $1.1500
2022-06-02 $1.1500
2022-03-03 $1.0750
2021-12-02 $1.0750
2021-09-02 $1.0750
2021-06-03 $1.0750
2021-03-04 $1.0230
2020-12-03 $1.0230
2020-09-03 $1.0230
2020-06-04 $1.0230
2020-03-05 $0.9550
2019-12-05 $0.9550
2019-09-05 $0.9550
2019-06-06 $0.9550
2019-02-28 $0.9280
2018-12-06 $0.9280
2018-09-06 $0.9280
2018-05-31 $0.9280
2018-03-01 $0.8050
2017-11-30 $0.8050
2017-08-30 $0.8050
2017-05-31 $0.8050
2017-03-01 $0.7530
2016-11-30 $0.7530
2016-08-31 $0.7530
2016-06-01 $0.7530
2016-03-02 $0.7030
2015-12-02 $0.7030
2015-09-02 $0.7030
2015-06-03 $0.7030
2015-03-04 $0.6550
2014-12-03 $0.6550
2014-09-03 $0.6550
2014-06-04 $0.6550
2014-03-05 $0.5680
2013-12-04 $0.5680
2013-09-04 $0.5680
2013-06-05 $0.5680
2013-02-27 $0.5370
2012-12-05 $0.5370
2012-09-05 $0.5380
2012-05-30 $0.5380
2012-02-29 $0.5150
2011-11-30 $0.5150
2011-08-31 $0.5150
2011-06-01 $0.5150
2011-03-02 $0.4800
2010-12-01 $0.4800
2010-09-01 $0.4800
2010-06-02 $0.4800
2010-03-03 $0.4500
2009-12-02 $0.4500
2009-09-02 $0.4500
2009-06-03 $0.4500
2009-03-04 $0.4250
2008-12-03 $0.4250
2008-09-03 $0.4250
2008-06-04 $0.4250
2008-03-05 $0.3750
2007-12-05 $0.3750
2007-09-05 $0.3750
2007-06-06 $0.3750
2007-03-07 $0.3000
2006-12-06 $0.3000
2006-09-06 $0.3000
2006-06-07 $0.3000
2006-03-08 $0.2600
2005-12-07 $0.2600
2005-09-07 $0.2600
2005-06-08 $0.2600
2005-03-09 $0.2300
2004-12-08 $0.2300
2004-09-08 $0.2300
2004-06-09 $0.2300
2004-03-10 $0.1600
2003-12-10 $0.1600
2003-09-10 $0.1600
2003-06-11 $0.1600
2003-03-12 $0.1500
2002-12-04 $0.1500
2002-09-04 $0.1500
2002-06-05 $0.1500
2002-03-06 $0.1450
2001-12-05 $0.1450
2001-09-05 $0.1450
2001-06-06 $0.1450
2001-03-07 $0.1400
2000-12-06 $0.1400
2000-09-06 $0.1400
2000-06-07 $0.1400
2000-03-08 $0.1350
1999-12-08 $0.1350
1999-09-08 $0.1350
1999-06-09 $0.1350
1999-03-10 $0.1300
1998-12-09 $0.1300
1998-09-09 $0.1300
1998-06-10 $0.1300
1998-03-11 $0.1250
1997-12-10 $0.1250
1997-10-07 $3.2000
1997-09-17 $0.1250
1997-06-11 $0.1250
1997-03-12 $0.1150
1996-12-04 $0.1150
1996-09-04 $0.1150
1996-06-05 $0.1150
1996-03-06 $0.1000
1995-12-06 $0.1000
1995-09-06 $0.1000
1995-06-06 $0.1000
1995-03-06 $0.0900
1994-12-05 $0.0900
1994-09-02 $0.0900
1994-06-06 $0.0900
1994-03-07 $0.0800
1993-12-06 $0.0800
1993-09-03 $0.0800
1993-06-07 $0.0800
1993-03-08 $0.0650
1992-12-07 $0.0650
1992-09-04 $0.0650
1992-06-08 $0.0650
1992-03-09 $0.0600
1991-12-09 $0.0600
1991-09-09 $0.0600
1991-06-10 $0.0600
1991-03-04 $0.0500
1990-12-10 $0.0500
1990-09-10 $0.0500
1990-06-04 $0.0500
1990-03-05 $0.0417
1989-12-04 $0.0417
1989-09-01 $0.0417
1989-06-05 $0.0417
1989-03-06 $0.0350
1988-12-05 $0.0350
1988-09-02 $0.0350
1988-06-06 $0.0350
1988-03-07 $0.0283
1987-12-07 $0.0283
1987-09-04 $0.0283
1987-06-08 $0.0283
1987-03-09 $0.0267
1986-12-08 $0.0267
1986-09-08 $0.0267
1986-06-09 $0.0267
1986-03-10 $0.0247
1985-12-09 $0.0247
1985-09-09 $0.0247
1985-06-10 $0.0247
1985-03-04 $0.0233
1984-12-10 $0.0233
1984-09-10 $0.0233
1984-06-04 $0.0233
1984-03-05 $0.0225
1983-12-05 $0.0225
1983-09-02 $0.0225
1983-06-06 $0.0225
1983-03-07 $0.0225
1982-12-06 $0.0225
1982-09-03 $0.0225
1982-06-07 $0.0225
1982-03-08 $0.0203
1981-12-07 $0.0203
1981-09-04 $0.0203
1981-06-08 $0.0203
1981-03-09 $0.0181
1980-12-08 $0.0181
1980-09-08 $0.0181
1980-06-09 $0.0181
1980-03-10 $0.0158
1979-12-10 $0.0158
1979-09-10 $0.0158
1979-06-04 $0.0158
1979-03-05 $0.0139
1978-12-04 $0.0139
1978-09-01 $0.0139
1978-06-05 $0.0139
1978-03-06 $0.0125
1977-12-05 $0.0125
1977-09-02 $0.0111
1977-06-03 $0.0111
1977-03-04 $0.0111
1976-12-06 $0.0093
1976-09-02 $0.0093
1976-06-03 $0.0093
1976-03-04 $0.0074
1975-12-04 $0.0074
1975-09-03 $0.0074
1975-06-03 $0.0065
1975-03-04 $0.0065
1974-12-04 $0.0065
1974-09-03 $0.0065
1974-06-03 $0.0056
1974-03-05 $0.0056
1973-12-04 $0.0056
1973-08-31 $0.0056
1973-06-04 $0.0050
1973-03-05 $0.0050
1972-12-04 $0.0046
1972-09-01 $0.0046
1972-06-05 $0.0046
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 7.32 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.53%890.66%0.66%
-4.53% to -3.38%1351.00%1.66%
-3.38% to -2.24%4683.47%5.13%
-2.24% to -1.09%152211.28%16.41%
-1.09% to 0.06%503137.29%53.71%
0.06% to 1.20%397529.47%83.17%
1.20% to 2.35%153811.40%94.57%
2.35% to 3.50%4743.51%98.09%
3.50% to 4.64%1531.13%99.22%
Greater than 4.64%1050.78%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.47%1.58% 77.84%68.27%
±2σ -3.00%3.11% 94.83%95.45%
±3σ -4.53%4.64% 98.56%99.73%
Descriptive Statistics
均值0.056%
Standard Error0.013%
中位数0.000%
Mode0.000%
Standard Deviation1.529%
Sample Variance2.337%
峰度7.32
偏度0.18
Range30.430%
Minimum-14.286%
Maximum16.144%
Count13490
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.168% 6418 47.58% 0.556%
负向 -1.097% 6142 45.53% -0.499%
Zero 0.000% 930 6.89% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 1.84%
20 1 Month 2.04%
60 1 Quarter 2.14%
250 1 Year 1.82%
750 3 Years 1.68%
1,250 5 Years 1.64%
2,500 10 Years 1.59%
5,000 20 Years 1.57%
12,500 50 Years 2.00%
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 9.48. Further, an Excess 峰度 of 323.72 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -2.22%00.00%0.00%
-2.22% to -1.19%00.00%0.00%
-1.19% to -0.15%00.00%0.00%
-0.15% to 0.88%171012.68%12.68%
0.88% to 1.91%677050.18%62.86%
1.91% to 2.95%309022.90%85.76%
2.95% to 3.98%11278.35%94.11%
3.98% to 5.02%4663.45%97.57%
5.02% to 6.05%1581.17%98.74%
Greater than 6.05%1701.26%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.53%3.29% 88.30%68.27%
±2σ -0.84%4.67% 96.71%95.45%
±3σ -2.22%6.05% 98.74%99.73%
Descriptive Statistics
均值1.914%
Standard Error0.012%
中位数1.579%
Mode1.531%
Standard Deviation1.379%
Sample Variance1.901%
峰度323.72
偏度9.48
Range63.806%
Minimum0.148%
Maximum63.954%
Count13491
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.914% 13491 100.00% 1.914%
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 0.22. Further, an Excess 峰度 of 6.71 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.00%880.65%0.65%
-4.00% to -3.01%1651.22%1.88%
-3.01% to -2.03%4823.57%5.45%
-2.03% to -1.04%158011.71%17.16%
-1.04% to -0.06%398329.52%46.68%
-0.06% to 0.93%495636.74%83.42%
0.93% to 1.91%150911.19%94.60%
1.91% to 2.90%4733.51%98.11%
2.90% to 3.88%1581.17%99.28%
Greater than 3.88%970.72%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.37%1.26% 76.74%68.27%
±2σ -2.68%2.57% 94.62%95.45%
±3σ -4.00%3.88% 98.63%99.73%
Descriptive Statistics
均值-0.057%
Standard Error0.011%
中位数0.000%
Mode0.000%
Standard Deviation1.313%
Sample Variance1.723%
峰度6.71
偏度0.22
Range26.241%
Minimum-11.443%
Maximum14.798%
Count13491
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 0.978% 5911 43.81% 0.429%
负向 -1.011% 6476 48.00% -0.485%
Zero 0.000% 1104 8.18% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.33. Further, an Excess 峰度 of 5.30 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -9.52%150.53%0.53%
-9.52% to -7.07%291.03%1.56%
-7.07% to -4.62%1013.59%5.16%
-4.62% to -2.18%33711.98%17.14%
-2.18% to 0.27%93333.18%50.32%
0.27% to 2.71%91232.43%82.75%
2.71% to 5.16%32911.70%94.45%
5.16% to 7.61%1083.84%98.29%
7.61% to 10.05%260.92%99.22%
Greater than 10.05%220.78%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.99%3.53% 77.10%68.27%
±2σ -6.25%6.79% 95.02%95.45%
±3σ -9.52%10.05% 98.68%99.73%
Descriptive Statistics
均值0.268%
Standard Error0.062%
中位数0.246%
Mode0.000%
Standard Deviation3.261%
Sample Variance10.636%
峰度5.30
偏度0.33
Range44.773%
Minimum-19.677%
Maximum25.096%
Count2812
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.447% 1477 52.52% 1.285%
负向 -2.294% 1247 44.35% -1.017%
Zero 0.000% 88 3.13% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 3.37%
12 1 Quarter 4.83%
52 1 Year 4.28%
156 3 Years 3.95%
260 5 Years 3.74%
520 10 Years 3.58%
1,040 20 Years 3.47%
2,600 50 Years 4.57%
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 6.00. Further, an Excess 峰度 of 95.45 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.20%00.00%0.00%
-5.20% to -2.72%00.00%0.00%
-2.72% to -0.24%00.00%0.00%
-0.24% to 2.24%39714.11%14.11%
2.24% to 4.72%136248.42%62.53%
4.72% to 7.20%64322.86%85.39%
7.20% to 9.68%2599.21%94.60%
9.68% to 12.16%873.09%97.69%
12.16% to 14.64%311.10%98.79%
Greater than 14.64%341.21%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.42%8.03% 87.10%68.27%
±2σ -1.89%11.33% 97.01%95.45%
±3σ -5.20%14.64% 98.79%99.73%
Descriptive Statistics
均值4.721%
Standard Error0.062%
中位数3.976%
Mode4.000%
Standard Deviation3.306%
Sample Variance10.931%
峰度95.45
偏度6.00
Range77.147%
Minimum0.760%
Maximum77.907%
Count2813
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.721% 2813 100.00% 4.721%
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 5.17 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -9.54%180.64%0.64%
-9.54% to -7.18%210.75%1.39%
-7.18% to -4.82%1093.87%5.26%
-4.82% to -2.47%36312.90%18.17%
-2.47% to -0.11%91532.53%50.69%
-0.11% to 2.25%90432.14%82.83%
2.25% to 4.60%32711.62%94.45%
4.60% to 6.96%1013.59%98.04%
6.96% to 9.32%331.17%99.22%
Greater than 9.32%220.78%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.25%3.03% 76.36%68.27%
±2σ -6.39%6.17% 95.06%95.45%
±3σ -9.54%9.32% 98.58%99.73%
Descriptive Statistics
均值-0.110%
Standard Error0.059%
中位数-0.162%
Mode0.000%
Standard Deviation3.142%
Sample Variance9.870%
峰度5.17
偏度0.45
Range43.380%
Minimum-20.062%
Maximum23.318%
Count2813
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.346% 1271 45.18% 1.060%
负向 -2.260% 1456 51.76% -1.170%
Zero 0.000% 86 3.06% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.03. Further, an Excess 峰度 of 3.64 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -17.27%50.77%0.77%
-17.27% to -12.67%60.93%1.70%
-12.67% to -8.07%223.41%5.11%
-8.07% to -3.47%8312.85%17.96%
-3.47% to 1.13%21533.28%51.24%
1.13% to 5.73%19830.65%81.89%
5.73% to 10.33%8413.00%94.89%
10.33% to 14.93%203.10%97.99%
14.93% to 19.52%101.55%99.54%
Greater than 19.52%30.46%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.00%7.26% 76.63%68.27%
±2σ -11.14%13.39% 94.74%95.45%
±3σ -17.27%19.52% 98.76%99.73%
Descriptive Statistics
均值1.128%
Standard Error0.241%
中位数0.967%
Mode0.000%
Standard Deviation6.132%
Sample Variance37.603%
峰度3.64
偏度0.03
Range64.154%
Minimum-28.411%
Maximum35.743%
Count646
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.789% 379 58.67% 2.810%
负向 -4.177% 260 40.25% -1.681%
Zero 0.000% 7 1.08% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 9.84%
12 1 Year 9.26%
36 3 Years 8.27%
60 5 Years 7.73%
120 10 Years 7.57%
240 20 Years 7.34%
600 50 Years 9.43%
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 4.01. Further, an Excess 峰度 of 30.94 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -10.33%00.00%0.00%
-10.33% to -5.16%00.00%0.00%
-5.16% to 0.02%00.00%0.00%
0.02% to 5.19%8212.67%12.67%
5.19% to 10.37%32450.08%62.75%
10.37% to 15.54%15624.11%86.86%
15.54% to 20.71%497.57%94.44%
20.71% to 25.89%152.32%96.75%
25.89% to 31.06%101.55%98.30%
Greater than 31.06%111.70%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 3.47%17.26% 88.10%68.27%
±2σ -3.43%24.16% 96.45%95.45%
±3σ -10.33%31.06% 98.30%99.73%
Descriptive Statistics
均值10.365%
Standard Error0.271%
中位数8.682%
Mode12.500%
Standard Deviation6.898%
Sample Variance47.584%
峰度30.94
偏度4.01
Range86.142%
Minimum2.811%
Maximum88.953%
Count647
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 10.365% 647 100.00% 10.365%
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 1.04. Further, an Excess 峰度 of 5.89 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -19.10%10.15%0.15%
-19.10% to -14.46%91.39%1.55%
-14.46% to -9.82%192.94%4.48%
-9.82% to -5.19%8412.98%17.47%
-5.19% to -0.55%21733.54%51.00%
-0.55% to 4.09%21433.08%84.08%
4.09% to 8.72%6810.51%94.59%
8.72% to 13.36%203.09%97.68%
13.36% to 18.00%71.08%98.76%
Greater than 18.00%81.24%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -6.73%5.63% 77.90%68.27%
±2σ -12.92%11.82% 94.59%95.45%
±3σ -19.10%18.00% 98.61%99.73%
Descriptive Statistics
均值-0.550%
Standard Error0.243%
中位数-0.709%
Mode0.000%
Standard Deviation6.183%
Sample Variance38.227%
峰度5.89
偏度1.04
Range65.569%
Minimum-26.331%
Maximum39.238%
Count647
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.570% 271 41.89% 1.914%
负向 -4.380% 364 56.26% -2.464%
Zero 0.000% 12 1.85% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.06. Further, an Excess 峰度 of 0.53 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -24.00%10.47%0.47%
-24.00% to -17.19%10.47%0.93%
-17.19% to -10.38%136.05%6.98%
-10.38% to -3.57%2511.63%18.60%
-3.57% to 3.23%6530.23%48.84%
3.23% to 10.04%6630.70%79.53%
10.04% to 16.85%3214.88%94.42%
16.85% to 23.66%73.26%97.67%
23.66% to 30.46%41.86%99.53%
Greater than 30.46%10.47%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.84%12.31% 68.84%68.27%
±2σ -14.92%21.39% 94.42%95.45%
±3σ -24.00%30.47% 99.07%99.73%
Descriptive Statistics
均值3.234%
Standard Error0.619%
中位数3.323%
Mode-24.079%
Standard Deviation9.077%
Sample Variance82.396%
峰度0.53
偏度0.06
Range55.121%
Minimum-24.079%
Maximum31.042%
Count215
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 8.184% 140 65.12% 5.329%
负向 -6.008% 75 34.88% -2.096%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 13.89%
12 3 Years 13.34%
20 5 Years 12.72%
40 10 Years 12.73%
80 20 Years 12.44%
200 50 Years 15.94%
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 2.85. Further, an Excess 峰度 of 13.88 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -14.97%00.00%0.00%
-14.97% to -6.72%00.00%0.00%
-6.72% to 1.54%00.00%0.00%
1.54% to 9.80%3315.28%15.28%
9.80% to 18.06%10247.22%62.50%
18.06% to 26.32%4520.83%83.33%
26.32% to 34.58%188.33%91.67%
34.58% to 42.83%125.56%97.22%
42.83% to 51.09%31.39%98.61%
Greater than 51.09%31.39%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 7.05%29.07% 85.65%68.27%
±2σ -3.96%40.08% 96.76%95.45%
±3σ -14.97%51.09% 98.61%99.73%
Descriptive Statistics
均值18.059%
Standard Error0.749%
中位数14.721%
Mode13.027%
Standard Deviation11.011%
Sample Variance121.239%
峰度13.88
偏度2.85
Range91.072%
Minimum5.440%
Maximum96.512%
Count216
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 18.059% 216 100.00% 18.059%
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 0.60. Further, an Excess 峰度 of 1.02 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -28.22%00.00%0.00%
-28.22% to -21.62%20.93%0.93%
-21.62% to -15.01%73.24%4.17%
-15.01% to -8.41%3817.59%21.76%
-8.41% to -1.81%7032.41%54.17%
-1.81% to 4.79%6027.78%81.94%
4.79% to 11.40%219.72%91.67%
11.40% to 18.00%125.56%97.22%
18.00% to 24.60%41.85%99.07%
Greater than 24.60%20.93%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -10.61%6.99% 71.30%68.27%
±2σ -19.42%15.80% 93.98%95.45%
±3σ -28.22%24.60% 99.07%99.73%
Descriptive Statistics
均值-1.809%
Standard Error0.599%
中位数-2.680%
Mode-6.897%
Standard Deviation8.803%
Sample Variance77.501%
峰度1.02
偏度0.60
Range54.910%
Minimum-23.541%
Maximum31.369%
Count216
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 7.000% 79 36.57% 2.560%
负向 -6.939% 136 62.96% -4.369%
Zero 0.000% 1 0.46% 0.000%