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PG 深度分析报告

The Procter & Gamble Company | 分类： Equity Mega Cap | 年化股息率： 2.92% ($4.23) | 最后更新: 2026-04-26 | 数据区间: 1962-01-01 → 2026-04-01 (772 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 1.34% 1.19% 1.14% 1.58% 1.39% 1.42% 146.13 150.26 144.11 152.36
周度 2.97% 2.92% 2.89% 3.59% 3.07% 3.13% 143.71 152.79 139.37 157.55
月度 5.47% 5.83% 5.59% 7.71% 6.38% 6.51% 139.02 157.94 130.43 168.35
季度 8.37% 9.58% 8.69% 12.74% 11.05% 11.28% 132.68 165.50 118.79 184.84
Annual — — — — 22.10% 22.55% 118.79 184.84 95.23 230.56
Option Time Horizon — — — — 8.42% 8.59% 136.21 161.20 125.21 175.37
Calculation Notes: Computed at 2026-04-26T02:44 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $148.18  |  Strike (K): $150.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $4.2500 (Bid $4.2000 / Ask $4.3000)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.92%  |  Binomial IV (Annual): 22.10% (CRR binomial tree, American, n=20 steps)  |  BS IV: 22.31% (European Black-Scholes)  |  Yahoo IV (Annual): 22.55% → 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
2026-04-24 $1.0890
2026-01-23 $1.0570
2025-10-24 $1.0570
2025-07-18 $1.0570
2025-04-21 $1.0570
2025-01-24 $1.0070
2024-10-18 $1.0070
2024-07-19 $1.0070
2024-04-18 $1.0070
2024-01-18 $0.9410
2023-10-19 $0.9410
2023-07-20 $0.9410
2023-04-20 $0.9410
2023-01-19 $0.9130
2022-10-20 $0.9130
2022-07-21 $0.9130
2022-04-21 $0.9130
2022-01-20 $0.8700
2021-10-21 $0.8700
2021-07-22 $0.8700
2021-04-22 $0.8700
2021-01-21 $0.7910
2020-10-22 $0.7910
2020-07-23 $0.7910
2020-04-23 $0.7910
2020-01-23 $0.7460
2019-10-17 $0.7460
2019-07-18 $0.7460
2019-04-17 $0.7460
2019-01-17 $0.7170
2018-10-18 $0.7170
2018-07-19 $0.7170
2018-04-19 $0.7170
2018-01-18 $0.6900
2017-10-19 $0.6900
2017-07-19 $0.6900
2017-04-19 $0.6900
2017-01-18 $0.6700
2016-10-19 $0.6700
2016-07-20 $0.6700
2016-04-14 $0.6700
2016-01-20 $0.6630
2015-10-21 $0.6630
2015-07-22 $0.6630
2015-04-23 $0.6630
2015-01-21 $0.6440
2014-10-22 $0.6440
2014-07-16 $0.6440
2014-04-23 $0.6440
2014-01-22 $0.6020
2013-10-16 $0.6020
2013-07-17 $0.6020
2013-04-24 $0.6020
2013-01-16 $0.5620
2012-10-17 $0.5620
2012-07-18 $0.5620
2012-04-25 $0.5620
2012-01-18 $0.5250
2011-10-19 $0.5250
2011-07-20 $0.5250
2011-04-27 $0.5250
2011-01-19 $0.4820
2010-10-20 $0.4820
2010-07-21 $0.4820
2010-04-28 $0.4820
2010-01-20 $0.4400
2009-10-21 $0.4400
2009-07-22 $0.4400
2009-04-22 $0.4400
2009-01-21 $0.4000
2008-10-22 $0.4000
2008-07-16 $0.4000
2008-04-16 $0.4000
2008-01-16 $0.3500
2007-10-17 $0.3500
2007-07-18 $0.3500
2007-04-25 $0.3500
2007-01-17 $0.3100
2006-10-18 $0.3100
2006-07-19 $0.3100
2006-04-19 $0.3100
2006-01-18 $0.2800
2005-10-19 $0.2800
2005-07-20 $0.2800
2005-04-20 $0.2800
2005-01-19 $0.2500
2004-10-20 $0.2500
2004-07-21 $0.2500
2004-04-21 $0.2500
2004-01-21 $0.2275
2003-10-22 $0.2275
2003-07-16 $0.2275
2003-04-15 $0.2050
2003-01-22 $0.2050
2002-10-16 $0.2050
2002-07-17 $0.2050
2002-06-03 $0.3450
2002-04-17 $0.1900
2002-01-16 $0.1900
2001-10-17 $0.1900
2001-07-18 $0.1900
2001-04-18 $0.1750
2001-01-17 $0.1750
2000-10-18 $0.1750
2000-07-19 $0.1750
2000-04-18 $0.1600
2000-01-19 $0.1600
1999-10-20 $0.1600
1999-07-21 $0.1600
1999-04-21 $0.1425
1999-01-20 $0.1425
1998-10-21 $0.1425
1998-07-22 $0.1425
1998-04-22 $0.1260
1998-01-21 $0.1260
1997-10-22 $0.1260
1997-07-16 $0.1263
1997-04-16 $0.1125
1997-01-22 $0.1125
1996-10-16 $0.1125
1996-07-17 $0.1125
1996-04-17 $0.1000
1996-01-17 $0.1000
1995-10-18 $0.1000
1995-07-19 $0.1000
1995-04-17 $0.0875
1995-01-13 $0.0875
1994-10-17 $0.0875
1994-07-18 $0.0875
1994-04-18 $0.0775
1994-01-14 $0.0775
1993-10-18 $0.0775
1993-07-19 $0.0775
1993-04-19 $0.0688
1993-01-15 $0.0688
1992-10-19 $0.0688
1992-07-20 $0.0688
1992-04-20 $0.0688
1992-01-17 $0.0625
1991-10-11 $0.0625
1991-07-15 $0.0625
1991-04-15 $0.0625
1991-01-14 $0.0625
1990-10-15 $0.0625
1990-07-16 $0.0563
1990-04-16 $0.0563
1990-01-12 $0.0563
1989-10-16 $0.0563
1989-07-17 $0.0500
1989-04-17 $0.0500
1989-01-13 $0.0500
1988-10-17 $0.0437
1988-07-18 $0.0437
1988-04-18 $0.0437
1988-01-15 $0.0437
1987-10-19 $0.0422
1987-07-20 $0.0422
1987-04-20 $0.0422
1987-01-16 $0.0422
1986-10-20 $0.0422
1986-07-14 $0.0422
1986-04-14 $0.0422
1986-01-17 $0.0406
1985-10-11 $0.0406
1985-07-15 $0.0406
1985-04-15 $0.0406
1985-01-14 $0.0406
1984-10-15 $0.0406
1984-07-16 $0.0406
1984-04-13 $0.0375
1984-01-16 $0.0375
1983-10-17 $0.0375
1983-07-18 $0.0375
1983-04-18 $0.0375
1983-01-17 $0.0187
1982-10-18 $0.0328
1982-07-19 $0.0328
1982-04-19 $0.0328
1982-01-18 $0.0328
1981-10-19 $0.0328
1981-07-20 $0.0297
1981-04-20 $0.0297
1981-01-19 $0.0297
1980-10-20 $0.0297
1980-07-14 $0.0297
1980-04-14 $0.0266
1980-01-14 $0.0266
1979-10-15 $0.0266
1979-07-16 $0.0266
1979-04-16 $0.0266
1979-01-15 $0.0234
1978-10-16 $0.0234
1978-07-17 $0.0234
1978-04-17 $0.0234
1978-01-16 $0.0203
1977-10-17 $0.0203
1977-07-18 $0.0203
1977-04-18 $0.0203
1977-01-17 $0.0203
1976-10-18 $0.0172
1976-07-19 $0.0172
1976-04-19 $0.0172
1976-01-19 $0.0156
1975-10-20 $0.0156
1975-07-14 $0.0156
1975-04-14 $0.0156
1975-01-20 $0.0156
1974-10-11 $0.0141
1974-07-15 $0.0141
1974-04-15 $0.0141
1974-01-14 $0.0141
1973-10-15 $0.0141
1973-07-16 $0.0141
1973-04-13 $0.0122
1973-01-15 $0.0122
1972-10-16 $0.0122
1972-07-17 $0.0122
1972-04-17 $0.0117
1972-01-17 $0.0117
1971-10-18 $0.0117
1971-07-19 $0.0117
1971-04-19 $0.0109
1971-01-18 $0.0109
1970-10-19 $0.0109
1970-07-20 $0.0109
1970-04-20 $0.0109
1970-01-19 $0.0102
1969-10-20 $0.0102
1969-07-14 $0.0102
1969-04-14 $0.0102
1969-01-20 $0.0102
1968-10-14 $0.0094
1968-07-15 $0.0094
1968-04-15 $0.0094
1968-01-16 $0.0094
1967-10-17 $0.0086
1967-07-18 $0.0086
1967-04-18 $0.0086
1967-01-17 $0.0086
1966-10-18 $0.0078
1966-07-19 $0.0078
1966-04-19 $0.0078
1966-01-18 $0.0078
1965-10-19 $0.0072
1965-07-20 $0.0072
1965-04-20 $0.0072
1965-01-19 $0.0072
1964-10-20 $0.0068
1964-07-21 $0.0068
1964-04-21 $0.0068
1964-01-21 $0.0068
1963-10-15 $0.0063
1963-07-16 $0.0063
1963-04-16 $0.0063
1963-01-15 $0.0063
1962-10-16 $0.0059
1962-07-17 $0.0059
1962-04-16 $0.0059
1962-01-16 $0.0059
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Left Skewed (负向 Asymmetry) with a 偏度 factor of -0.83. Further, an Excess 峰度 of 35.43 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -3.97%820.51%0.51%
-3.97% to -2.97%1540.95%1.46%
-2.97% to -1.96%5303.27%4.73%
-1.96% to -0.96%186711.54%16.27%
-0.96% to 0.05%576335.61%51.88%
0.05% to 1.05%511431.60%83.48%
1.05% to 2.06%182811.30%94.77%
2.06% to 3.06%5623.47%98.25%
3.06% to 4.07%1731.07%99.31%
Greater than 4.07%1110.69%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.29%1.39% 77.81%68.27%
±2σ -2.63%2.73% 95.29%95.45%
±3σ -3.97%4.07% 98.81%99.73%
Descriptive Statistics
均值0.049%
Standard Error0.011%
中位数0.000%
Mode0.000%
Standard Deviation1.340%
Sample Variance1.794%
峰度35.43
偏度-0.83
Range52.436%
Minimum-30.236%
Maximum22.200%
Count16184
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 0.984% 7918 48.92% 0.481%
负向 -0.931% 7524 46.49% -0.433%
Zero 0.000% 742 4.58% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 2.28%
20 1 Month 1.87%
60 1 Quarter 1.96%
250 1 Year 1.60%
750 3 Years 1.51%
1,250 5 Years 1.58%
2,500 10 Years 1.55%
5,000 20 Years 1.55%
12,500 50 Years 1.76%
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 11.82. Further, an Excess 峰度 of 425.19 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -1.94%00.00%0.00%
-1.94% to -1.05%00.00%0.00%
-1.05% to -0.16%00.00%0.00%
-0.16% to 0.74%167110.32%10.32%
0.74% to 1.63%851152.59%62.91%
1.63% to 2.52%388323.99%86.90%
2.52% to 3.41%13038.05%94.95%
3.41% to 4.30%4592.84%97.79%
4.30% to 5.20%1711.06%98.84%
Greater than 5.20%1871.16%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.44%2.82% 89.60%68.27%
±2σ -0.75%4.01% 96.97%95.45%
±3σ -1.94%5.20% 98.84%99.73%
Descriptive Statistics
均值1.628%
Standard Error0.009%
中位数1.361%
Mode1.786%
Standard Deviation1.189%
Sample Variance1.414%
峰度425.19
偏度11.82
Range59.035%
Minimum0.147%
Maximum59.182%
Count16185
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.628% 16185 100.00% 1.628%
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 6.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -3.44%1070.66%0.66%
-3.44% to -2.59%1921.19%1.85%
-2.59% to -1.74%5883.63%5.48%
-1.74% to -0.89%188611.65%17.13%
-0.89% to -0.04%499830.88%48.01%
-0.04% to 0.81%568035.09%83.11%
0.81% to 1.66%188711.66%94.77%
1.66% to 2.52%5833.60%98.37%
2.52% to 3.37%1470.91%99.28%
Greater than 3.37%1170.72%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.17%1.10% 76.77%68.27%
±2σ -2.31%2.23% 94.92%95.45%
±3σ -3.44%3.37% 98.62%99.73%
Descriptive Statistics
均值-0.038%
Standard Error0.009%
中位数0.000%
Mode0.000%
Standard Deviation1.135%
Sample Variance1.289%
峰度6.82
偏度0.22
Range24.035%
Minimum-9.982%
Maximum14.053%
Count16185
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 0.834% 7374 45.56% 0.380%
负向 -0.860% 7869 48.62% -0.418%
Zero 0.000% 942 5.82% 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 -0.70. Further, an Excess 峰度 of 17.22 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -8.67%170.51%0.51%
-8.67% to -6.44%320.95%1.46%
-6.44% to -4.21%972.89%4.35%
-4.21% to -1.99%41712.43%16.78%
-1.99% to 0.24%114734.19%50.97%
0.24% to 2.46%102830.64%81.61%
2.46% to 4.69%44613.29%94.90%
4.69% to 6.92%1173.49%98.39%
6.92% to 9.14%391.16%99.55%
Greater than 9.14%150.45%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.73%3.21% 76.81%68.27%
±2σ -5.70%6.17% 95.77%95.45%
±3σ -8.67%9.14% 99.05%99.73%
Descriptive Statistics
均值0.238%
Standard Error0.051%
中位数0.167%
Mode0.000%
Standard Deviation2.968%
Sample Variance8.812%
峰度17.22
偏度-0.70
Range66.078%
Minimum-36.547%
Maximum29.531%
Count3355
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.217% 1756 52.34% 1.160%
负向 -1.990% 1556 46.38% -0.923%
Zero 0.000% 43 1.28% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 4.31%
12 1 Quarter 4.68%
52 1 Year 3.73%
156 3 Years 3.47%
260 5 Years 3.59%
520 10 Years 3.53%
1,040 20 Years 3.47%
2,600 50 Years 4.04%
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 7.12. Further, an Excess 峰度 of 110.16 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.68%00.00%0.00%
-4.68% to -2.49%00.00%0.00%
-2.49% to -0.30%00.00%0.00%
-0.30% to 1.88%36710.94%10.94%
1.88% to 4.07%171751.16%62.10%
4.07% to 6.25%85625.51%87.60%
6.25% to 8.44%2677.96%95.56%
8.44% to 10.63%812.41%97.97%
10.63% to 12.81%230.69%98.66%
Greater than 12.81%451.34%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.15%6.98% 90.17%68.27%
±2σ -1.76%9.90% 97.53%95.45%
±3σ -4.68%12.81% 98.66%99.73%
Descriptive Statistics
均值4.069%
Standard Error0.050%
中位数3.485%
Mode2.128%
Standard Deviation2.915%
Sample Variance8.495%
峰度110.16
偏度7.12
Range64.672%
Minimum0.745%
Maximum65.417%
Count3356
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.069% 3356 100.00% 4.069%
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 3.01. Further, an Excess 峰度 of 56.49 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -8.79%80.24%0.24%
-8.79% to -6.62%270.80%1.04%
-6.62% to -4.45%1183.52%4.56%
-4.45% to -2.28%44913.38%17.94%
-2.28% to -0.11%109532.63%50.57%
-0.11% to 2.06%109332.57%83.13%
2.06% to 4.23%41112.25%95.38%
4.23% to 6.40%932.77%98.15%
6.40% to 8.57%381.13%99.28%
Greater than 8.57%240.72%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.00%2.79% 77.62%68.27%
±2σ -5.89%5.68% 95.89%95.45%
±3σ -8.79%8.57% 99.05%99.73%
Descriptive Statistics
均值-0.107%
Standard Error0.050%
中位数-0.142%
Mode0.000%
Standard Deviation2.893%
Sample Variance8.370%
峰度56.49
偏度3.01
Range75.059%
Minimum-15.385%
Maximum59.674%
Count3356
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.030% 1557 46.40% 0.942%
负向 -2.029% 1736 51.73% -1.050%
Zero 0.000% 63 1.88% 0.000%
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 2.94 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -15.42%10.13%0.13%
-15.42% to -11.31%131.69%1.82%
-11.31% to -7.21%344.41%6.23%
-7.21% to -3.11%9612.45%18.68%
-3.11% to 1.00%25833.46%52.14%
1.00% to 5.10%20626.72%78.86%
5.10% to 9.20%11815.30%94.16%
9.20% to 13.31%364.67%98.83%
13.31% to 17.41%70.91%99.74%
Greater than 17.41%20.26%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.47%6.47% 71.98%68.27%
±2σ -9.95%11.94% 94.94%95.45%
±3σ -15.42%17.41% 99.61%99.73%
Descriptive Statistics
均值0.997%
Standard Error0.197%
中位数0.758%
Mode0.000%
Standard Deviation5.471%
Sample Variance29.928%
峰度2.94
偏度-0.27
Range60.546%
Minimum-35.420%
Maximum25.126%
Count771
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.663% 429 55.64% 2.595%
负向 -3.666% 336 43.58% -1.598%
Zero 0.000% 6 0.78% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 11.28%
12 1 Year 8.44%
36 3 Years 7.38%
60 5 Years 7.71%
120 10 Years 7.44%
240 20 Years 7.43%
600 50 Years 8.54%
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 5.00. Further, an Excess 峰度 of 43.56 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -8.49%00.00%0.00%
-8.49% to -4.12%00.00%0.00%
-4.12% to 0.25%00.00%0.00%
0.25% to 4.63%9512.31%12.31%
4.63% to 9.00%39150.65%62.95%
9.00% to 13.38%18423.83%86.79%
13.38% to 17.75%668.55%95.34%
17.75% to 22.12%172.20%97.54%
22.12% to 26.50%91.17%98.70%
Greater than 26.50%101.30%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 3.17%14.83% 89.64%68.27%
±2σ -2.66%20.67% 97.41%95.45%
±3σ -8.49%26.50% 98.70%99.73%
Descriptive Statistics
均值9.002%
Standard Error0.210%
中位数7.595%
Mode6.667%
Standard Deviation5.832%
Sample Variance34.015%
峰度43.56
偏度5.00
Range69.991%
Minimum2.509%
Maximum72.500%
Count772
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 9.002% 772 100.00% 9.002%
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 1.48. Further, an Excess 峰度 of 12.63 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -17.25%20.26%0.26%
-17.25% to -13.05%20.26%0.52%
-13.05% to -8.86%314.02%4.53%
-8.86% to -4.66%13116.97%21.50%
-4.66% to -0.47%22829.53%51.04%
-0.47% to 3.73%24231.35%82.38%
3.73% to 7.92%8711.27%93.65%
7.92% to 12.11%314.02%97.67%
12.11% to 16.31%151.94%99.61%
Greater than 16.31%30.39%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -6.06%5.12% 75.13%68.27%
±2σ -11.65%10.71% 95.73%95.45%
±3σ -17.25%16.31% 99.35%99.73%
Descriptive Statistics
均值-0.469%
Standard Error0.201%
中位数-0.604%
Mode0.000%
Standard Deviation5.592%
Sample Variance31.272%
峰度12.63
偏度1.48
Range76.137%
Minimum-21.071%
Maximum55.066%
Count772
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.123% 340 44.04% 1.816%
负向 -4.160% 424 54.92% -2.285%
Zero 0.000% 8 1.04% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.25. Further, an Excess 峰度 of 2.57 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -22.20%10.39%0.39%
-22.20% to -15.92%00.00%0.39%
-15.92% to -9.64%114.28%4.67%
-9.64% to -3.37%3814.79%19.46%
-3.37% to 2.91%8231.91%51.36%
2.91% to 9.19%7027.24%78.60%
9.19% to 15.46%4115.95%94.55%
15.46% to 21.74%83.11%97.67%
21.74% to 28.02%62.33%100.00%
Greater than 28.02%00.00%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.46%11.28% 72.37%68.27%
±2σ -13.83%19.65% 95.33%95.45%
±3σ -22.20%28.02% 99.61%99.73%
Descriptive Statistics
均值2.910%
Standard Error0.522%
中位数2.806%
Mode7.849%
Standard Deviation8.369%
Sample Variance70.040%
峰度2.57
偏度-0.25
Range66.533%
Minimum-40.603%
Maximum25.930%
Count257
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 7.718% 160 62.26% 4.805%
负向 -5.020% 97 37.74% -1.895%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 12.44%
12 3 Years 11.24%
20 5 Years 12.74%
40 10 Years 12.50%
80 20 Years 12.45%
200 50 Years 14.49%
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 3.75. Further, an Excess 峰度 of 21.37 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -13.00%00.00%0.00%
-13.00% to -5.81%00.00%0.00%
-5.81% to 1.37%00.00%0.00%
1.37% to 8.56%3011.63%11.63%
8.56% to 15.74%13351.55%63.18%
15.74% to 22.92%6424.81%87.98%
22.92% to 30.11%186.98%94.96%
30.11% to 37.29%51.94%96.90%
37.29% to 44.48%41.55%98.45%
Greater than 44.48%41.55%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 6.16%25.32% 90.70%68.27%
±2σ -3.42%34.90% 95.35%95.45%
±3σ -13.00%44.48% 98.45%99.73%
Descriptive Statistics
均值15.740%
Standard Error0.596%
中位数13.905%
Mode9.836%
Standard Deviation9.579%
Sample Variance91.763%
峰度21.37
偏度3.75
Range86.514%
Minimum4.718%
Maximum91.232%
Count258
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 15.740% 258 100.00% 15.740%
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 2.10. Further, an Excess 峰度 of 15.46 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -27.48%00.00%0.00%
-27.48% to -20.96%10.39%0.39%
-20.96% to -14.44%72.71%3.10%
-14.44% to -7.92%4818.60%21.71%
-7.92% to -1.40%7328.29%50.00%
-1.40% to 5.12%8633.33%83.33%
5.12% to 11.64%3212.40%95.74%
11.64% to 18.16%62.33%98.06%
18.16% to 24.68%41.55%99.61%
Greater than 24.68%10.39%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -10.09%7.30% 75.58%68.27%
±2σ -18.79%15.99% 95.74%95.45%
±3σ -27.48%24.69% 99.61%99.73%
Descriptive Statistics
均值-1.397%
Standard Error0.541%
中位数-1.480%
Mode0.000%
Standard Deviation8.694%
Sample Variance75.584%
峰度15.46
偏度2.10
Range90.125%
Minimum-21.610%
Maximum68.515%
Count258
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.983% 106 41.09% 2.458%
负向 -6.631% 150 58.14% -3.855%
Zero 0.000% 2 0.78% 0.000%