PFG 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	2.69%	3.06%	2.24%	2.34%	1.52%	1.66%	97.84	100.86	96.37	102.40
周度	5.38%	8.35%	5.27%	5.53%	3.34%	3.65%	96.07	102.72	92.91	106.21
月度	11.44%	24.97%	13.37%	11.69%	6.96%	7.59%	92.66	106.50	86.43	114.18
季度	13.79%	46.53%	17.71%	19.47%	12.06%	13.15%	88.06	112.07	78.06	126.43
Annual	—	—	—	—	24.11%	26.29%	78.06	126.43	61.33	160.90
Option Time Horizon	—	—	—	—	9.19%	10.02%	90.62	108.90	82.66	119.38

Calculation Notes: Computed at 2026-04-26T02:45 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $99.34 | Strike (K): $100.00 (first OTM call ≥ spot) | Observed Mid-价格: $3.3500 (Bid $3.0000 / Ask $3.7000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 3.23% | Binomial IV (Annual): 24.11% (CRR binomial tree, American, n=20 steps) | BS IV: 24.14% (European Black-Scholes) | Yahoo IV (Annual): 26.29% → 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
2026-03-11	$0.8000
2025-12-03	$0.7900
2025-09-04	$0.7800
2025-06-02	$0.7600
2025-03-12	$0.7500
2024-12-02	$0.7300
2024-09-05	$0.7200
2024-06-03	$0.7100
2024-03-11	$0.6900
2023-11-30	$0.6700
2023-09-06	$0.6500
2023-05-31	$0.6400
2023-03-14	$0.6400
2022-11-30	$0.6400
2022-09-07	$0.6400
2022-06-01	$0.6400
2022-03-09	$0.6400
2021-11-30	$0.6400
2021-08-31	$0.6300
2021-06-02	$0.6100
2021-02-26	$0.5600
2020-12-01	$0.5600
2020-08-31	$0.5600
2020-05-29	$0.5600
2020-02-28	$0.5600
2019-12-02	$0.5500
2019-09-04	$0.5500
2019-05-31	$0.5400
2019-03-01	$0.5400
2018-11-30	$0.5400
2018-09-05	$0.5300
2018-06-01	$0.5200
2018-03-02	$0.5100
2017-12-01	$0.4900
2017-08-30	$0.4700
2017-06-01	$0.4600
2017-03-02	$0.4500
2016-12-01	$0.4300
2016-08-31	$0.4100
2016-06-02	$0.3900
2016-03-03	$0.3800
2015-12-03	$0.3800
2015-09-02	$0.3800
2015-06-04	$0.3800
2015-03-05	$0.3600
2014-12-04	$0.3400
2014-09-04	$0.3400
2014-06-05	$0.3200
2014-03-06	$0.2800
2013-12-05	$0.2600
2013-09-03	$0.2600
2013-05-30	$0.2300
2013-03-07	$0.2300
2012-12-06	$0.2100
2012-09-04	$0.2100
2012-05-31	$0.1800
2012-03-08	$0.1800
2011-11-08	$0.7000
2010-11-17	$0.5500
2009-11-10	$0.5000
2008-11-12	$0.4500
2007-11-14	$0.9000
2006-11-20	$0.8000
2005-11-15	$0.6500
2004-11-09	$0.5500
2003-11-05	$0.4500
2002-11-06	$0.2500

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Right Skewed (正向 Asymmetry) with a 偏度 factor of 0.81. Further, an Excess 峰度 of 30.38 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -8.01%	49	0.80%	0.80%
-8.01% to -5.99%	45	0.73%	1.53%
-5.99% to -3.97%	127	2.06%	3.59%
-3.97% to -1.95%	498	8.08%	11.67%
-1.95% to 0.07%	2363	38.35%	50.02%
0.07% to 2.09%	2412	39.14%	89.16%
2.09% to 4.11%	473	7.68%	96.84%
4.11% to 6.14%	108	1.75%	98.59%
6.14% to 8.16%	37	0.60%	99.19%
Greater than 8.16%	50	0.81%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.62%	2.77%	85.64%	68.27%
±2σ	-5.32%	5.46%	96.35%	95.45%
±3σ	-8.01%	8.16%	98.39%	99.73%

Descriptive Statistics

均值	0.072%
Standard Error	0.034%
中位数	0.071%
Mode	0.000%
Standard Deviation	2.695%
Sample Variance	7.263%
峰度	30.38
偏度	0.81
Range	70.358%
Minimum	-29.595%
Maximum	40.763%
Count	6162

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.559%	3210	52.09%	0.812%
负向	-1.567%	2911	47.24%	-0.740%
Zero	0.000%	41	0.67%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	2.77%
20	1 Month	2.53%
60	1 Quarter	2.76%
250	1 Year	2.20%
750	3 Years	2.14%
1,250	5 Years	2.34%
2,500	10 Years	2.47%
5,000	20 Years	2.99%
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 7.30. Further, an Excess 峰度 of 94.68 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -6.47%	0	0.00%	0.00%
-6.47% to -4.18%	0	0.00%	0.00%
-4.18% to -1.89%	0	0.00%	0.00%
-1.89% to 0.41%	1	0.02%	0.02%
0.41% to 2.70%	4386	71.17%	71.18%
2.70% to 4.99%	1272	20.64%	91.82%
4.99% to 7.29%	251	4.07%	95.89%
7.29% to 9.58%	89	1.44%	97.34%
9.58% to 11.87%	40	0.65%	97.99%
Greater than 11.87%	124	2.01%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-0.36%	5.76%	93.77%	68.27%
±2σ	-3.42%	8.82%	97.00%	95.45%
±3σ	-6.47%	11.87%	97.99%	99.73%

Descriptive Statistics

均值	2.700%
Standard Error	0.039%
中位数	1.951%
Mode	1.361%
Standard Deviation	3.058%
Sample Variance	9.351%
峰度	94.68
偏度	7.30
Range	69.340%
Minimum	0.340%
Maximum	69.680%
Count	6163

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.700%	6163	100.00%	2.700%
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 1.53. Further, an Excess 峰度 of 36.80 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -6.73%	47	0.76%	0.76%
-6.73% to -5.05%	39	0.63%	1.40%
-5.05% to -3.36%	95	1.54%	2.94%
-3.36% to -1.68%	541	8.78%	11.72%
-1.68% to 0.00%	2510	40.73%	52.44%
0.00% to 1.69%	2202	35.73%	88.17%
1.69% to 3.37%	504	8.18%	96.35%
3.37% to 5.05%	119	1.93%	98.28%
5.05% to 6.73%	46	0.75%	99.03%
Greater than 6.73%	60	0.97%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.24%	2.25%	85.54%	68.27%
±2σ	-4.49%	4.49%	95.85%	95.45%
±3σ	-6.73%	6.73%	98.26%	99.73%

Descriptive Statistics

均值	0.002%
Standard Error	0.029%
中位数	-0.057%
Mode	0.000%
Standard Deviation	2.244%
Sample Variance	5.036%
峰度	36.80
偏度	1.53
Range	68.043%
Minimum	-27.448%
Maximum	40.595%
Count	6163

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.382%	2931	47.56%	0.657%
负向	-1.277%	3165	51.35%	-0.656%
Zero	0.000%	67	1.09%	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 0.74. Further, an Excess 峰度 of 16.16 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -15.81%	14	1.10%	1.10%
-15.81% to -11.78%	9	0.70%	1.80%
-11.78% to -7.75%	33	2.58%	4.38%
-7.75% to -3.72%	114	8.92%	13.30%
-3.72% to 0.32%	439	34.35%	47.65%
0.32% to 4.35%	511	39.98%	87.64%
4.35% to 8.38%	116	9.08%	96.71%
8.38% to 12.41%	21	1.64%	98.36%
12.41% to 16.44%	11	0.86%	99.22%
Greater than 16.44%	10	0.78%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.06%	5.69%	83.80%	68.27%
±2σ	-10.44%	11.07%	95.62%	95.45%
±3σ	-15.81%	16.44%	98.12%	99.73%

Descriptive Statistics

均值	0.315%
Standard Error	0.150%
中位数	0.489%
Mode	0.000%
Standard Deviation	5.376%
Sample Variance	28.898%
峰度	16.16
偏度	0.74
Range	87.135%
Minimum	-36.713%
Maximum	50.422%
Count	1278

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.226%	723	56.57%	1.825%
负向	-3.508%	550	43.04%	-1.510%
Zero	0.000%	5	0.39%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	5.12%
12	1 Quarter	5.66%
52	1 Year	4.77%
156	3 Years	5.02%
260	5 Years	5.53%
520	10 Years	5.84%
1,040	20 Years	6.99%
2,600	50 Years	6.62%

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 7.75. Further, an Excess 峰度 of 98.41 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -18.09%	0	0.00%	0.00%
-18.09% to -11.82%	0	0.00%	0.00%
-11.82% to -5.56%	0	0.00%	0.00%
-5.56% to 0.70%	0	0.00%	0.00%
0.70% to 6.97%	916	71.62%	71.62%
6.97% to 13.23%	262	20.48%	92.10%
13.23% to 19.50%	50	3.91%	96.01%
19.50% to 25.76%	18	1.41%	97.42%
25.76% to 32.03%	10	0.78%	98.20%
Greater than 32.03%	23	1.80%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.38%	15.32%	94.76%	68.27%
±2σ	-9.74%	23.68%	96.95%	95.45%
±3σ	-18.09%	32.03%	98.20%	99.73%

Descriptive Statistics

均值	6.970%
Standard Error	0.234%
中位数	4.994%
Mode	2.058%
Standard Deviation	8.353%
Sample Variance	69.766%
峰度	98.41
偏度	7.75
Range	155.264%
Minimum	0.736%
Maximum	156.000%
Count	1279

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.970%	1279	100.00%	6.970%
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 1.62. Further, an Excess 峰度 of 16.46 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -15.78%	9	0.70%	0.70%
-15.78% to -11.82%	9	0.70%	1.41%
-11.82% to -7.87%	13	1.02%	2.42%
-7.87% to -3.91%	121	9.46%	11.88%
-3.91% to 0.04%	565	44.18%	56.06%
0.04% to 3.99%	401	31.35%	87.41%
3.99% to 7.95%	101	7.90%	95.31%
7.95% to 11.90%	31	2.42%	97.73%
11.90% to 15.86%	12	0.94%	98.67%
Greater than 15.86%	17	1.33%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.23%	5.31%	85.22%	68.27%
±2σ	-10.50%	10.58%	95.78%	95.45%
±3σ	-15.78%	15.86%	97.97%	99.73%

Descriptive Statistics

均值	0.040%
Standard Error	0.147%
中位数	-0.406%
Mode	-3.846%
Standard Deviation	5.272%
Sample Variance	27.793%
峰度	16.46
偏度	1.62
Range	83.398%
Minimum	-32.265%
Maximum	51.133%
Count	1279

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.645%	571	44.64%	1.627%
负向	-2.881%	705	55.12%	-1.588%
Zero	0.000%	3	0.23%	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 1.92. Further, an Excess 峰度 of 24.30 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -32.96%	2	0.68%	0.68%
-32.96% to -24.38%	3	1.02%	1.70%
-24.38% to -15.80%	3	1.02%	2.72%
-15.80% to -7.22%	28	9.52%	12.24%
-7.22% to 1.36%	109	37.07%	49.32%
1.36% to 9.94%	123	41.84%	91.16%
9.94% to 18.53%	17	5.78%	96.94%
18.53% to 27.11%	6	2.04%	98.98%
27.11% to 35.69%	0	0.00%	98.98%
Greater than 35.69%	3	1.02%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-10.08%	12.80%	86.39%	68.27%
±2σ	-21.52%	24.25%	95.92%	95.45%
±3σ	-32.96%	35.69%	98.30%	99.73%

Descriptive Statistics

均值	1.363%
Standard Error	0.667%
中位数	1.538%
Mode	-7.348%
Standard Deviation	11.442%
Sample Variance	130.928%
峰度	24.30
偏度	1.92
Range	156.090%
Minimum	-56.335%
Maximum	99.755%
Count	294

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.948%	173	58.84%	4.088%
负向	-6.621%	121	41.16%	-2.725%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	12.31%
12	1 Year	9.59%
36	3 Years	10.79%
60	5 Years	11.69%
120	10 Years	12.63%
240	20 Years	15.05%
600	50 Years	14.08%

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 6.79. Further, an Excess 峰度 of 55.46 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -58.10%	0	0.00%	0.00%
-58.10% to -39.38%	0	0.00%	0.00%
-39.38% to -20.65%	0	0.00%	0.00%
-20.65% to -1.93%	0	0.00%	0.00%
-1.93% to 16.80%	228	77.29%	77.29%
16.80% to 35.52%	52	17.63%	94.92%
35.52% to 54.25%	5	1.69%	96.61%
54.25% to 72.97%	2	0.68%	97.29%
72.97% to 91.70%	1	0.34%	97.63%
Greater than 91.70%	7	2.37%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.17%	41.76%	95.93%	68.27%
±2σ	-33.14%	66.73%	97.29%	95.45%
±3σ	-58.10%	91.70%	97.63%	99.73%

Descriptive Statistics

均值	16.797%
Standard Error	1.454%
中位数	11.644%
Mode	11.644%
Standard Deviation	24.967%
Sample Variance	623.374%
峰度	55.46
偏度	6.79
Range	260.632%
Minimum	3.288%
Maximum	263.920%
Count	295

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	16.797%	295	100.00%	16.797%
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 4.81. Further, an Excess 峰度 of 44.64 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -39.86%	1	0.34%	0.34%
-39.86% to -29.84%	1	0.34%	0.68%
-29.84% to -19.81%	2	0.68%	1.36%
-19.81% to -9.79%	16	5.42%	6.78%
-9.79% to 0.24%	153	51.86%	58.64%
0.24% to 10.26%	95	32.20%	90.85%
10.26% to 20.29%	19	6.44%	97.29%
20.29% to 30.31%	3	1.02%	98.31%
30.31% to 40.34%	2	0.68%	98.98%
Greater than 40.34%	3	1.02%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-13.13%	13.60%	91.19%	68.27%
±2σ	-26.50%	26.97%	96.95%	95.45%
±3σ	-39.86%	40.34%	98.64%	99.73%

Descriptive Statistics

均值	0.237%
Standard Error	0.778%
中位数	-1.067%
Mode	-8.154%
Standard Deviation	13.366%
Sample Variance	178.657%
峰度	44.64
偏度	4.81
Range	185.232%
Minimum	-51.530%
Maximum	133.702%
Count	295

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.371%	127	43.05%	3.604%
负向	-5.912%	168	56.95%	-3.367%
Zero	0.000%	0	0.00%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Left Skewed (负向 Asymmetry) with a 偏度 factor of -0.59. Further, an Excess 峰度 of 3.21 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -38.15%	1	1.02%	1.02%
-38.15% to -27.80%	1	1.02%	2.04%
-27.80% to -17.46%	5	5.10%	7.14%
-17.46% to -7.12%	11	11.22%	18.37%
-7.12% to 3.23%	27	27.55%	45.92%
3.23% to 13.57%	38	38.78%	84.69%
13.57% to 23.91%	9	9.18%	93.88%
23.91% to 34.26%	5	5.10%	98.98%
34.26% to 44.60%	0	0.00%	98.98%
Greater than 44.60%	1	1.02%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-10.57%	17.02%	74.49%	68.27%
±2σ	-24.36%	30.81%	94.90%	95.45%
±3σ	-38.15%	44.60%	97.96%	99.73%

Descriptive Statistics

均值	3.226%
Standard Error	1.393%
中位数	4.252%
Mode	-55.328%
Standard Deviation	13.791%
Sample Variance	190.204%
峰度	3.21
偏度	-0.59
Range	100.371%
Minimum	-55.328%
Maximum	45.043%
Count	98

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	10.627%	64	65.31%	6.940%
负向	-10.706%	34	34.69%	-3.714%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	15.68%
12	3 Years	18.74%
20	5 Years	19.47%
40	10 Years	21.39%
80	20 Years	24.82%
200	50 Years	23.40%

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 4.90. Further, an Excess 峰度 of 25.61 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -107.62%	0	0.00%	0.00%
-107.62% to -72.72%	0	0.00%	0.00%
-72.72% to -37.83%	0	0.00%	0.00%
-37.83% to -2.93%	0	0.00%	0.00%
-2.93% to 31.96%	78	78.79%	78.79%
31.96% to 66.86%	16	16.16%	94.95%
66.86% to 101.75%	1	1.01%	95.96%
101.75% to 136.65%	0	0.00%	95.96%
136.65% to 171.54%	1	1.01%	96.97%
Greater than 171.54%	3	3.03%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-14.56%	78.49%	95.96%	68.27%
±2σ	-61.09%	125.01%	95.96%	95.45%
±3σ	-107.62%	171.54%	96.97%	99.73%

Descriptive Statistics

均值	31.962%
Standard Error	4.676%
中位数	19.992%
Mode	8.058%
Standard Deviation	46.526%
Sample Variance	2164.631%
峰度	25.61
偏度	4.90
Range	326.182%
Minimum	8.058%
Maximum	334.240%
Count	99

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	31.962%	99	100.00%	31.962%
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 3.81. Further, an Excess 峰度 of 24.32 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -53.46%	0	0.00%	0.00%
-53.46% to -40.18%	0	0.00%	0.00%
-40.18% to -26.90%	1	1.01%	1.01%
-26.90% to -13.61%	10	10.10%	11.11%
-13.61% to -0.33%	52	52.53%	63.64%
-0.33% to 12.95%	25	25.25%	88.89%
12.95% to 26.23%	8	8.08%	96.97%
26.23% to 39.52%	1	1.01%	97.98%
39.52% to 52.80%	1	1.01%	98.99%
Greater than 52.80%	1	1.01%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-18.04%	17.38%	86.87%	68.27%
±2σ	-35.75%	35.09%	97.98%	95.45%
±3σ	-53.46%	52.80%	98.99%	99.73%

Descriptive Statistics

均值	-0.331%
Standard Error	1.780%
中位数	-2.995%
Mode	-32.827%
Standard Deviation	17.710%
Sample Variance	313.651%
峰度	24.32
偏度	3.81
Range	156.682%
Minimum	-32.827%
Maximum	123.855%
Count	99

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	15.333%	34	34.34%	5.266%
负向	-8.524%	65	65.66%	-5.597%
Zero	0.000%	0	0.00%	0.000%

PFG 深度分析报告