PM 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	1.48%	1.38%	1.26%	1.89%	1.90%	1.92%	161.12	167.34	158.09	170.54
周度	3.23%	3.15%	3.27%	4.56%	4.17%	4.23%	157.49	171.20	151.06	178.49
月度	6.51%	6.67%	6.70%	9.91%	8.68%	8.80%	150.54	179.10	138.02	195.35
季度	10.65%	10.51%	10.02%	17.91%	15.04%	15.23%	141.27	190.85	121.54	221.84
Annual	—	—	—	—	30.08%	30.47%	121.54	221.84	89.96	299.70
Option Time Horizon	—	—	—	—	11.46%	11.61%	146.41	184.15	130.56	206.51

Calculation Notes: Computed at 2026-04-26T02:44 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $164.20 | Strike (K): $165.00 (first OTM call ≥ spot) | Observed Mid-价格: $7.1000 (Bid $6.9000 / Ask $7.3000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 3.40% | Binomial IV (Annual): 30.08% (CRR binomial tree, American, n=20 steps) | BS IV: 29.98% (European Black-Scholes) | Yahoo IV (Annual): 30.47% → 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
2026-03-19	$1.4700
2025-12-26	$1.4700
2025-10-03	$1.4700
2025-06-27	$1.3500
2025-03-20	$1.3500
2024-12-26	$1.3500
2024-09-26	$1.3500
2024-06-21	$1.3000
2024-03-20	$1.3000
2023-12-20	$1.3000
2023-09-26	$1.3000
2023-06-22	$1.2700
2023-03-22	$1.2700
2022-12-21	$1.2700
2022-09-27	$1.2700
2022-06-30	$1.2500
2022-03-23	$1.2500
2021-12-22	$1.2500
2021-09-28	$1.2500
2021-06-24	$1.2000
2021-03-19	$1.2000
2020-12-22	$1.2000
2020-09-23	$1.2000
2020-06-19	$1.1700
2020-03-20	$1.1700
2019-12-18	$1.1700
2019-09-24	$1.1700
2019-06-20	$1.1400
2019-03-25	$1.1400
2018-12-19	$1.1400
2018-09-25	$1.1400
2018-06-21	$1.1400
2018-03-21	$1.0700
2017-12-20	$1.0700
2017-09-26	$1.0700
2017-06-21	$1.0400
2017-03-21	$1.0400
2016-12-20	$1.0400
2016-09-26	$1.0400
2016-06-21	$1.0200
2016-03-22	$1.0200
2015-12-21	$1.0200
2015-09-28	$1.0200
2015-06-23	$1.0000
2015-03-24	$1.0000
2014-12-22	$1.0000
2014-09-23	$1.0000
2014-06-24	$0.9400
2014-03-25	$0.9400
2013-12-23	$0.9400
2013-09-24	$0.9400
2013-06-25	$0.8500
2013-03-26	$0.8500
2012-12-24	$0.0850
2012-12-20	$0.0390
2012-09-25	$0.8500
2012-06-25	$0.7700
2012-03-27	$0.7700
2011-12-20	$0.7700
2011-09-23	$0.7700
2011-06-21	$0.6400
2011-03-22	$0.6400
2010-12-21	$0.6400
2010-09-22	$0.6400
2010-06-22	$0.5800
2010-03-23	$0.5800
2009-12-23	$0.5800
2009-09-24	$0.5800
2009-06-22	$0.5400
2009-03-23	$0.5400
2008-12-23	$0.5400
2008-09-11	$0.5400
2008-06-26	$0.4600

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.39. Further, an Excess 峰度 of 11.95 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -4.38%	36	0.79%	0.79%
-4.38% to -3.27%	46	1.01%	1.80%
-3.27% to -2.16%	128	2.81%	4.61%
-2.16% to -1.05%	489	10.74%	15.35%
-1.05% to 0.06%	1553	34.09%	49.44%
0.06% to 1.17%	1579	34.67%	84.11%
1.17% to 2.28%	526	11.55%	95.65%
2.28% to 3.39%	130	2.85%	98.51%
3.39% to 4.50%	42	0.92%	99.43%
Greater than 4.50%	26	0.57%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.42%	1.54%	79.28%	68.27%
±2σ	-2.90%	3.02%	95.39%	95.45%
±3σ	-4.38%	4.50%	98.64%	99.73%

Descriptive Statistics

均值	0.056%
Standard Error	0.022%
中位数	0.068%
Mode	0.000%
Standard Deviation	1.480%
Sample Variance	2.191%
峰度	11.95
偏度	-0.39
Range	28.787%
Minimum	-15.576%
Maximum	13.211%
Count	4555

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.007%	2393	52.54%	0.529%
负向	-1.013%	2129	46.74%	-0.473%
Zero	0.000%	33	0.72%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	4.01%
20	1 Month	2.92%
60	1 Quarter	2.73%
250	1 Year	2.29%
750	3 Years	1.88%
1,250	5 Years	1.89%
2,500	10 Years	1.94%
5,000	20 Years	1.94%
12,500	50 Years	1.94%

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 6.70. Further, an Excess 峰度 of 101.40 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -2.29%	0	0.00%	0.00%
-2.29% to -1.25%	0	0.00%	0.00%
-1.25% to -0.22%	0	0.00%	0.00%
-0.22% to 0.82%	338	7.42%	7.42%
0.82% to 1.85%	2621	57.53%	64.95%
1.85% to 2.89%	1090	23.92%	88.87%
2.89% to 3.92%	293	6.43%	95.30%
3.92% to 4.96%	100	2.19%	97.50%
4.96% to 5.99%	42	0.92%	98.42%
Greater than 5.99%	72	1.58%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.47%	3.23%	91.90%	68.27%
±2σ	-0.91%	4.61%	96.95%	95.45%
±3σ	-2.29%	5.99%	98.42%	99.73%

Descriptive Statistics

均值	1.852%
Standard Error	0.020%
中位数	1.524%
Mode	0.902%
Standard Deviation	1.380%
Sample Variance	1.905%
峰度	101.40
偏度	6.70
Range	34.721%
Minimum	0.414%
Maximum	35.135%
Count	4556

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.852%	4556	100.00%	1.852%
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 7.54 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -3.81%	28	0.61%	0.61%
-3.81% to -2.87%	44	0.97%	1.58%
-2.87% to -1.93%	120	2.63%	4.21%
-1.93% to -0.98%	604	13.26%	17.47%
-0.98% to -0.04%	1555	34.13%	51.60%
-0.04% to 0.91%	1441	31.63%	83.23%
0.91% to 1.85%	537	11.79%	95.02%
1.85% to 2.79%	139	3.05%	98.07%
2.79% to 3.74%	53	1.16%	99.23%
Greater than 3.74%	35	0.77%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.30%	1.22%	77.66%	68.27%
±2σ	-2.56%	2.48%	95.19%	95.45%
±3σ	-3.81%	3.74%	98.62%	99.73%

Descriptive Statistics

均值	-0.038%
Standard Error	0.019%
中位数	-0.073%
Mode	0.000%
Standard Deviation	1.259%
Sample Variance	1.584%
峰度	7.54
偏度	0.58
Range	19.377%
Minimum	-7.069%
Maximum	12.308%
Count	4556

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	0.913%	2110	46.31%	0.423%
负向	-0.867%	2422	53.16%	-0.461%
Zero	0.000%	24	0.53%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.36. Further, an Excess 峰度 of 4.91 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -9.43%	8	0.85%	0.85%
-9.43% to -7.00%	11	1.16%	2.01%
-7.00% to -4.58%	33	3.49%	5.50%
-4.58% to -2.15%	115	12.17%	17.67%
-2.15% to 0.27%	291	30.79%	48.47%
0.27% to 2.69%	314	33.23%	81.69%
2.69% to 5.11%	130	13.76%	95.45%
5.11% to 7.54%	30	3.17%	98.62%
7.54% to 9.96%	11	1.16%	99.79%
Greater than 9.96%	2	0.21%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.96%	3.50%	76.61%	68.27%
±2σ	-6.19%	6.73%	95.24%	95.45%
±3σ	-9.42%	9.96%	98.94%	99.73%

Descriptive Statistics

均值	0.268%
Standard Error	0.105%
中位数	0.341%
Mode	0.759%
Standard Deviation	3.231%
Sample Variance	10.440%
峰度	4.91
偏度	-0.36
Range	39.685%
Minimum	-18.728%
Maximum	20.957%
Count	945

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.373%	527	55.77%	1.323%
负向	-2.397%	416	44.02%	-1.055%
Zero	0.000%	2	0.21%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	7.60%
12	1 Quarter	6.65%
52	1 Year	5.63%
156	3 Years	4.54%
260	5 Years	4.56%
520	10 Years	4.62%
1,040	20 Years	4.51%
2,600	50 Years	4.51%

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 4.56. Further, an Excess 峰度 of 38.39 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -4.82%	0	0.00%	0.00%
-4.82% to -2.46%	0	0.00%	0.00%
-2.46% to -0.11%	0	0.00%	0.00%
-0.11% to 2.25%	116	12.26%	12.26%
2.25% to 4.61%	496	52.43%	64.69%
4.61% to 6.97%	212	22.41%	87.10%
6.97% to 9.33%	73	7.72%	94.82%
9.33% to 11.69%	23	2.43%	97.25%
11.69% to 14.05%	13	1.37%	98.63%
Greater than 14.05%	13	1.37%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.47%	7.76%	89.64%	68.27%
±2σ	-1.68%	10.90%	96.30%	95.45%
±3σ	-4.82%	14.05%	98.63%	99.73%

Descriptive Statistics

均值	4.611%
Standard Error	0.102%
中位数	3.894%
Mode	2.366%
Standard Deviation	3.145%
Sample Variance	9.893%
峰度	38.39
偏度	4.56
Range	42.530%
Minimum	1.014%
Maximum	43.544%
Count	946

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.611%	946	100.00%	4.611%
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 1.27. Further, an Excess 峰度 of 7.70 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -9.90%	2	0.21%	0.21%
-9.90% to -7.45%	3	0.32%	0.53%
-7.45% to -5.00%	33	3.49%	4.02%
-5.00% to -2.55%	147	15.54%	19.56%
-2.55% to -0.10%	320	33.83%	53.38%
-0.10% to 2.35%	271	28.65%	82.03%
2.35% to 4.80%	110	11.63%	93.66%
4.80% to 7.25%	41	4.33%	97.99%
7.25% to 9.70%	11	1.16%	99.15%
Greater than 9.70%	8	0.85%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.37%	3.16%	77.27%	68.27%
±2σ	-6.63%	6.43%	96.19%	95.45%
±3σ	-9.90%	9.70%	98.94%	99.73%

Descriptive Statistics

均值	-0.103%
Standard Error	0.106%
中位数	-0.323%
Mode	-1.332%
Standard Deviation	3.266%
Sample Variance	10.666%
峰度	7.70
偏度	1.27
Range	39.331%
Minimum	-15.989%
Maximum	23.342%
Count	946

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.522%	421	44.50%	1.122%
负向	-2.212%	524	55.39%	-1.225%
Zero	0.000%	1	0.11%	0.000%

收盘-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 0.39 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -18.39%	1	0.46%	0.46%
-18.39% to -13.51%	3	1.38%	1.84%
-13.51% to -8.62%	15	6.91%	8.76%
-8.62% to -3.74%	26	11.98%	20.74%
-3.74% to 1.14%	54	24.88%	45.62%
1.14% to 6.02%	68	31.34%	76.96%
6.02% to 10.91%	38	17.51%	94.47%
10.91% to 15.79%	10	4.61%	99.08%
15.79% to 20.67%	2	0.92%	100.00%
Greater than 20.67%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.37%	7.65%	69.12%	68.27%
±2σ	-11.88%	14.16%	96.77%	95.45%
±3σ	-18.39%	20.67%	99.54%	99.73%

Descriptive Statistics

均值	1.142%
Standard Error	0.442%
中位数	1.743%
Mode	-3.777%
Standard Deviation	6.510%
Sample Variance	42.376%
峰度	0.39
偏度	-0.28
Range	40.922%
Minimum	-21.659%
Maximum	19.263%
Count	217

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.468%	128	58.99%	3.225%
负向	-5.079%	89	41.01%	-2.083%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	11.23%
12	1 Year	10.99%
36	3 Years	10.15%
60	5 Years	9.91%
120	10 Years	10.24%
240	20 Years	9.85%
600	50 Years	9.85%

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 3.85. Further, an Excess 峰度 of 22.80 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -9.46%	0	0.00%	0.00%
-9.46% to -4.46%	0	0.00%	0.00%
-4.46% to 0.54%	0	0.00%	0.00%
0.54% to 5.55%	31	14.22%	14.22%
5.55% to 10.55%	103	47.25%	61.47%
10.55% to 15.55%	57	26.15%	87.61%
15.55% to 20.55%	17	7.80%	95.41%
20.55% to 25.56%	5	2.29%	97.71%
25.56% to 30.56%	2	0.92%	98.62%
Greater than 30.56%	3	1.38%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	3.88%	17.22%	89.91%	68.27%
±2σ	-2.79%	23.89%	97.25%	95.45%
±3σ	-9.46%	30.56%	98.62%	99.73%

Descriptive Statistics

均值	10.549%
Standard Error	0.452%
中位数	9.061%
Mode	2.382%
Standard Deviation	6.670%
Sample Variance	44.493%
峰度	22.80
偏度	3.85
Range	56.840%
Minimum	2.382%
Maximum	59.222%
Count	218

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	10.549%	218	100.00%	10.549%
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 0.77. Further, an Excess 峰度 of 1.62 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -20.41%	0	0.00%	0.00%
-20.41% to -15.39%	1	0.46%	0.46%
-15.39% to -10.36%	8	3.67%	4.13%
-10.36% to -5.33%	39	17.89%	22.02%
-5.33% to -0.31%	74	33.94%	55.96%
-0.31% to 4.72%	53	24.31%	80.28%
4.72% to 9.75%	23	10.55%	90.83%
9.75% to 14.78%	15	6.88%	97.71%
14.78% to 19.80%	3	1.38%	99.08%
Greater than 19.80%	2	0.92%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.01%	6.40%	72.94%	68.27%
±2σ	-13.71%	13.10%	96.33%	95.45%
±3σ	-20.42%	19.80%	99.08%	99.73%

Descriptive Statistics

均值	-0.306%
Standard Error	0.454%
中位数	-1.194%
Mode	-6.091%
Standard Deviation	6.703%
Sample Variance	44.931%
峰度	1.62
偏度	0.77
Range	46.596%
Minimum	-16.982%
Maximum	29.614%
Count	218

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.814%	92	42.20%	2.454%
负向	-4.775%	126	57.80%	-2.760%
Zero	0.000%	0	0.00%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.50. Further, an Excess 峰度 of 0.53 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -28.60%	0	0.00%	0.00%
-28.60% to -20.62%	1	1.39%	1.39%
-20.62% to -12.63%	2	2.78%	4.17%
-12.63% to -4.64%	10	13.89%	18.06%
-4.64% to 3.35%	27	37.50%	55.56%
3.35% to 11.33%	19	26.39%	81.94%
11.33% to 19.32%	6	8.33%	90.28%
19.32% to 27.31%	5	6.94%	97.22%
27.31% to 35.30%	2	2.78%	100.00%
Greater than 35.30%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.30%	14.00%	68.06%	68.27%
±2σ	-17.95%	24.65%	94.44%	95.45%
±3σ	-28.60%	35.30%	100.00%	99.73%

Descriptive Statistics

均值	3.347%
Standard Error	1.255%
中位数	2.989%
Mode	-22.704%
Standard Deviation	10.650%
Sample Variance	113.419%
峰度	0.53
偏度	0.50
Range	55.479%
Minimum	-22.704%
Maximum	32.775%
Count	72

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	9.953%	42	58.33%	5.806%
负向	-5.901%	30	41.67%	-2.459%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	21.80%
12	3 Years	18.53%
20	5 Years	17.91%
40	10 Years	17.97%
80	20 Years	16.95%
200	50 Years	16.95%

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 2.57. Further, an Excess 峰度 of 9.21 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -12.59%	0	0.00%	0.00%
-12.59% to -4.70%	0	0.00%	0.00%
-4.70% to 3.18%	0	0.00%	0.00%
3.18% to 11.06%	13	17.81%	17.81%
11.06% to 18.95%	30	41.10%	58.90%
18.95% to 26.83%	21	28.77%	87.67%
26.83% to 34.71%	5	6.85%	94.52%
34.71% to 42.60%	2	2.74%	97.26%
42.60% to 50.48%	0	0.00%	97.26%
Greater than 50.48%	2	2.74%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	8.44%	29.46%	86.30%	68.27%
±2σ	-2.08%	39.97%	95.89%	95.45%
±3σ	-12.59%	50.48%	97.26%	99.73%

Descriptive Statistics

均值	18.946%
Standard Error	1.230%
中位数	17.690%
Mode	7.462%
Standard Deviation	10.511%
Sample Variance	110.491%
峰度	9.21
偏度	2.57
Range	61.487%
Minimum	7.462%
Maximum	68.949%
Count	73

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	18.946%	73	100.00%	18.946%
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 0.17. Further, an Excess 峰度 of 0.72 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -31.08%	0	0.00%	0.00%
-31.08% to -23.56%	1	1.37%	1.37%
-23.56% to -16.05%	5	6.85%	8.22%
-16.05% to -8.53%	9	12.33%	20.55%
-8.53% to -1.01%	24	32.88%	53.42%
-1.01% to 6.50%	21	28.77%	82.19%
6.50% to 14.02%	7	9.59%	91.78%
14.02% to 21.54%	5	6.85%	98.63%
21.54% to 29.05%	0	0.00%	98.63%
Greater than 29.05%	1	1.37%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.04%	9.01%	69.86%	68.27%
±2σ	-21.06%	19.03%	94.52%	95.45%
±3σ	-31.08%	29.05%	98.63%	99.73%

Descriptive Statistics

均值	-1.014%
Standard Error	1.173%
中位数	-1.422%
Mode	-24.772%
Standard Deviation	10.022%
Sample Variance	100.444%
峰度	0.72
偏度	0.17
Range	55.309%
Minimum	-24.772%
Maximum	30.537%
Count	73

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.297%	33	45.20%	3.299%
负向	-7.870%	40	54.80%	-4.312%
Zero	0.000%	0	0.00%	0.000%

PM 深度分析报告