QCOM 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	3.03%	2.63%	2.59%	3.08%	3.08%	3.09%	144.34	153.50	139.97	158.29
周度	6.59%	6.91%	6.28%	7.27%	6.77%	6.79%	139.11	159.28	130.00	170.43
月度	14.01%	14.79%	13.01%	16.11%	14.09%	14.14%	129.28	171.38	112.29	197.31
季度	28.67%	34.69%	20.91%	28.25%	24.41%	24.49%	116.61	190.00	91.36	242.52
Annual	—	—	—	—	48.82%	48.98%	91.36	242.52	56.07	395.15
Option Time Horizon	—	—	—	—	18.60%	18.66%	123.58	179.28	102.61	215.93

Calculation Notes: Computed at 2026-04-26T02:44 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $148.85 | Strike (K): $150.00 (first OTM call ≥ spot) | Observed Mid-价格: $10.5250 (Bid $10.4000 / Ask $10.6500) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 2.63% | Binomial IV (Annual): 48.82% (CRR binomial tree, American, n=20 steps) | BS IV: 48.61% (European Black-Scholes) | Yahoo IV (Annual): 48.98% → 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
2026-03-05	$0.8900
2025-12-04	$0.8900
2025-09-04	$0.8900
2025-06-05	$0.8900
2025-03-06	$0.8500
2024-12-05	$0.8500
2024-09-05	$0.8500
2024-05-30	$0.8500
2024-02-28	$0.8000
2023-11-29	$0.8000
2023-08-30	$0.8000
2023-05-31	$0.8000
2023-03-01	$0.7500
2022-11-30	$0.7500
2022-08-31	$0.7500
2022-06-01	$0.7500
2022-03-02	$0.6800
2021-12-01	$0.6800
2021-09-01	$0.6800
2021-06-02	$0.6800
2021-03-03	$0.6500
2020-12-02	$0.6500
2020-09-02	$0.6500
2020-06-03	$0.6500
2020-03-04	$0.6200
2019-12-04	$0.6200
2019-09-11	$0.6200
2019-06-05	$0.6200
2019-03-06	$0.6200
2018-12-06	$0.6200
2018-09-04	$0.6200
2018-05-29	$0.6200
2018-02-27	$0.5700
2017-11-28	$0.5700
2017-08-28	$0.5700
2017-05-26	$0.5700
2017-02-27	$0.5300
2016-11-28	$0.5300
2016-08-29	$0.5300
2016-05-27	$0.5300
2016-02-29	$0.4800
2015-11-27	$0.4800
2015-08-31	$0.4800
2015-06-01	$0.4800
2015-03-02	$0.4200
2014-11-26	$0.4200
2014-08-29	$0.4200
2014-06-02	$0.4200
2014-03-03	$0.3500
2013-11-27	$0.3500
2013-08-30	$0.3500
2013-06-03	$0.3500
2013-03-06	$0.2500
2012-12-05	$0.2500
2012-09-05	$0.2500
2012-05-30	$0.2500
2012-02-29	$0.2150
2011-11-21	$0.2150
2011-08-24	$0.2150
2011-05-25	$0.2150
2011-02-23	$0.1900
2010-11-22	$0.1900
2010-08-25	$0.1900
2010-05-26	$0.1900
2010-02-24	$0.1700
2009-11-23	$0.1700
2009-08-26	$0.1700
2009-05-27	$0.1700
2009-02-25	$0.1600
2008-12-09	$0.1600
2008-08-27	$0.1600
2008-05-28	$0.1600
2008-02-27	$0.1400
2007-12-05	$0.1400
2007-08-29	$0.1400
2007-05-30	$0.1400
2007-02-28	$0.1200
2006-12-05	$0.1200
2006-08-23	$0.1200
2006-05-24	$0.1200
2006-02-22	$0.0900
2005-12-05	$0.0900
2005-08-24	$0.0900
2005-05-25	$0.0900
2005-02-23	$0.0700
2004-12-06	$0.0700
2004-08-25	$0.0700
2004-05-26	$0.0500
2004-02-25	$0.0350
2003-11-25	$0.0350
2003-08-27	$0.0350
2003-05-28	$0.0250
2003-03-12	$0.0250
1998-09-24	$0.0703

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Right Skewed (正向 Asymmetry) with a 偏度 factor of 0.91. Further, an Excess 峰度 of 9.93 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -8.98%	55	0.64%	0.64%
-8.98% to -6.71%	86	0.99%	1.63%
-6.71% to -4.43%	282	3.26%	4.89%
-4.43% to -2.16%	925	10.69%	15.58%
-2.16% to 0.12%	3193	36.91%	52.50%
0.12% to 2.39%	2824	32.65%	85.14%
2.39% to 4.66%	818	9.46%	94.60%
4.66% to 6.94%	262	3.03%	97.63%
6.94% to 9.21%	110	1.27%	98.90%
Greater than 9.21%	95	1.10%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.92%	3.15%	79.20%	68.27%
±2σ	-5.95%	6.18%	94.57%	95.45%
±3σ	-8.98%	9.21%	98.27%	99.73%

Descriptive Statistics

均值	0.116%
Standard Error	0.033%
中位数	0.000%
Mode	0.000%
Standard Deviation	3.032%
Sample Variance	9.192%
峰度	9.93
偏度	0.91
Range	55.559%
Minimum	-16.848%
Maximum	38.711%
Count	8650

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.146%	4315	49.88%	1.071%
负向	-1.963%	4210	48.67%	-0.955%
Zero	0.000%	125	1.45%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	4.25%
20	1 Month	2.94%
60	1 Quarter	3.10%
250	1 Year	2.76%
750	3 Years	2.91%
1,250	5 Years	3.08%
2,500	10 Years	2.87%
5,000	20 Years	2.72%
12,500	50 Years	3.72%

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 2.49. Further, an Excess 峰度 of 10.32 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -4.33%	0	0.00%	0.00%
-4.33% to -2.36%	0	0.00%	0.00%
-2.36% to -0.39%	0	0.00%	0.00%
-0.39% to 1.59%	1506	17.41%	17.41%
1.59% to 3.56%	4042	46.72%	64.13%
3.56% to 5.54%	1725	19.94%	84.07%
5.54% to 7.51%	711	8.22%	92.29%
7.51% to 9.48%	357	4.13%	96.42%
9.48% to 11.46%	148	1.71%	98.13%
Greater than 11.46%	162	1.87%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.93%	6.19%	85.10%	68.27%
±2σ	-1.70%	8.82%	95.47%	95.45%
±3σ	-4.34%	11.46%	98.13%	99.73%

Descriptive Statistics

均值	3.561%
Standard Error	0.028%
中位数	2.811%
Mode	4.000%
Standard Deviation	2.632%
Sample Variance	6.930%
峰度	10.32
偏度	2.49
Range	29.835%
Minimum	0.387%
Maximum	30.222%
Count	8651

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.561%	8651	100.00%	3.561%
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 -0.04. Further, an Excess 峰度 of 5.18 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -7.72%	71	0.82%	0.82%
-7.72% to -5.78%	118	1.36%	2.18%
-5.78% to -3.84%	257	2.97%	5.16%
-3.84% to -1.90%	893	10.32%	15.48%
-1.90% to 0.04%	3123	36.10%	51.58%
0.04% to 1.98%	2790	32.25%	83.83%
1.98% to 3.92%	903	10.44%	94.27%
3.92% to 5.87%	314	3.63%	97.90%
5.87% to 7.80%	117	1.35%	99.25%
Greater than 7.80%	65	0.75%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.54%	2.63%	78.51%	68.27%
±2σ	-5.13%	5.22%	94.00%	95.45%
±3σ	-7.72%	7.81%	98.43%	99.73%

Descriptive Statistics

均值	0.044%
Standard Error	0.028%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.587%
Sample Variance	6.694%
峰度	5.18
偏度	-0.04
Range	37.305%
Minimum	-18.439%
Maximum	18.866%
Count	8651

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.838%	4257	49.21%	0.904%
负向	-1.756%	4240	49.01%	-0.861%
Zero	0.000%	154	1.78%	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 1.14. Further, an Excess 峰度 of 8.40 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -19.22%	7	0.39%	0.39%
-19.22% to -14.28%	19	1.06%	1.45%
-14.28% to -9.34%	60	3.35%	4.80%
-9.34% to -4.39%	208	11.60%	16.40%
-4.39% to 0.55%	639	35.64%	52.04%
0.55% to 5.49%	581	32.40%	84.44%
5.49% to 10.44%	189	10.54%	94.98%
10.44% to 15.38%	48	2.68%	97.66%
15.38% to 20.32%	17	0.95%	98.61%
Greater than 20.32%	25	1.39%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.04%	7.14%	78.47%	68.27%
±2σ	-12.63%	13.73%	94.81%	95.45%
±3σ	-19.22%	20.32%	98.22%	99.73%

Descriptive Statistics

均值	0.550%
Standard Error	0.156%
中位数	0.344%
Mode	0.000%
Standard Deviation	6.590%
Sample Variance	43.431%
峰度	8.40
偏度	1.14
Range	89.088%
Minimum	-25.798%
Maximum	63.290%
Count	1793

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.706%	957	53.37%	2.512%
负向	-4.280%	822	45.84%	-1.962%
Zero	0.000%	14	0.78%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	8.07%
12	1 Quarter	6.94%
52	1 Year	6.48%
156	3 Years	6.83%
260	5 Years	7.27%
520	10 Years	6.77%
1,040	20 Years	6.34%
2,600	50 Years	8.68%

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 2.78. Further, an Excess 峰度 of 14.58 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -11.60%	0	0.00%	0.00%
-11.60% to -6.42%	0	0.00%	0.00%
-6.42% to -1.23%	0	0.00%	0.00%
-1.23% to 3.95%	322	17.95%	17.95%
3.95% to 9.14%	824	45.93%	63.88%
9.14% to 14.32%	357	19.90%	83.78%
14.32% to 19.50%	164	9.14%	92.92%
19.50% to 24.69%	75	4.18%	97.10%
24.69% to 29.88%	24	1.34%	98.44%
Greater than 29.88%	28	1.56%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.22%	16.05%	85.23%	68.27%
±2σ	-4.69%	22.96%	95.82%	95.45%
±3σ	-11.60%	29.88%	98.44%	99.73%

Descriptive Statistics

均值	9.136%
Standard Error	0.163%
中位数	7.171%
Mode	10.000%
Standard Deviation	6.913%
Sample Variance	47.786%
峰度	14.58
偏度	2.78
Range	76.503%
Minimum	1.139%
Maximum	77.642%
Count	1794

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	9.136%	1794	100.00%	9.136%
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 4.28 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -18.84%	13	0.72%	0.72%
-18.84% to -14.13%	24	1.34%	2.06%
-14.13% to -9.42%	46	2.56%	4.63%
-9.42% to -4.71%	217	12.10%	16.72%
-4.71% to 0.00%	658	36.68%	53.40%
0.00% to 4.71%	546	30.43%	83.84%
4.71% to 9.42%	180	10.03%	93.87%
9.42% to 14.13%	69	3.85%	97.71%
14.13% to 18.84%	28	1.56%	99.28%
Greater than 18.84%	13	0.72%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.28%	6.28%	77.03%	68.27%
±2σ	-12.56%	12.56%	94.15%	95.45%
±3σ	-18.84%	18.84%	98.55%	99.73%

Descriptive Statistics

均值	0.001%
Standard Error	0.148%
中位数	-0.291%
Mode	0.000%
Standard Deviation	6.281%
Sample Variance	39.448%
峰度	4.28
偏度	0.22
Range	74.046%
Minimum	-39.066%
Maximum	34.980%
Count	1794

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.672%	836	46.60%	2.177%
负向	-4.144%	942	52.51%	-2.176%
Zero	0.000%	16	0.89%	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 1.63. Further, an Excess 峰度 of 7.62 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -39.74%	0	0.00%	0.00%
-39.74% to -29.23%	4	0.97%	0.97%
-29.23% to -18.73%	10	2.43%	3.40%
-18.73% to -8.22%	57	13.83%	17.23%
-8.22% to 2.29%	149	36.17%	53.40%
2.29% to 12.79%	133	32.28%	85.68%
12.79% to 23.30%	38	9.22%	94.90%
23.30% to 33.80%	8	1.94%	96.84%
33.80% to 44.31%	6	1.46%	98.30%
Greater than 44.31%	7	1.70%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.72%	16.29%	80.10%	68.27%
±2σ	-25.73%	30.30%	95.15%	95.45%
±3σ	-39.74%	44.31%	98.30%	99.73%

Descriptive Statistics

均值	2.287%
Standard Error	0.690%
中位数	1.370%
Mode	-3.030%
Standard Deviation	14.008%
Sample Variance	196.231%
峰度	7.62
偏度	1.63
Range	133.235%
Minimum	-38.790%
Maximum	94.445%
Count	412

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	10.887%	224	54.37%	5.919%
负向	-8.047%	186	45.15%	-3.633%
Zero	0.000%	2	0.48%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	16.32%
12	1 Year	15.72%
36	3 Years	15.48%
60	5 Years	16.11%
120	10 Years	15.53%
240	20 Years	13.86%
600	50 Years	18.82%

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 2.21. Further, an Excess 峰度 of 7.13 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -23.16%	0	0.00%	0.00%
-23.16% to -12.07%	0	0.00%	0.00%
-12.07% to -0.97%	0	0.00%	0.00%
-0.97% to 10.12%	79	19.13%	19.13%
10.12% to 21.22%	180	43.58%	62.71%
21.22% to 32.32%	85	20.58%	83.29%
32.32% to 43.41%	41	9.93%	93.22%
43.41% to 54.51%	12	2.91%	96.13%
54.51% to 65.60%	9	2.18%	98.31%
Greater than 65.60%	7	1.69%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	6.43%	36.02%	83.29%	68.27%
±2σ	-8.37%	50.81%	95.88%	95.45%
±3σ	-23.16%	65.60%	98.31%	99.73%

Descriptive Statistics

均值	21.221%
Standard Error	0.728%
中位数	16.948%
Mode	16.458%
Standard Deviation	14.794%
Sample Variance	218.873%
峰度	7.13
偏度	2.21
Range	105.222%
Minimum	3.264%
Maximum	108.486%
Count	413

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	21.221%	413	100.00%	21.221%
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 0.59. Further, an Excess 峰度 of 3.81 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -39.53%	2	0.48%	0.48%
-39.53% to -29.77%	6	1.45%	1.94%
-29.77% to -20.01%	11	2.66%	4.60%
-20.01% to -10.25%	50	12.11%	16.71%
-10.25% to -0.49%	153	37.05%	53.75%
-0.49% to 9.26%	125	30.27%	84.02%
9.26% to 19.02%	45	10.90%	94.92%
19.02% to 28.78%	11	2.66%	97.58%
28.78% to 38.54%	5	1.21%	98.79%
Greater than 38.54%	5	1.21%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-13.50%	12.52%	76.76%	68.27%
±2σ	-26.52%	25.53%	94.19%	95.45%
±3σ	-39.53%	38.54%	98.31%	99.73%

Descriptive Statistics

均值	-0.494%
Standard Error	0.640%
中位数	-1.205%
Mode	-13.559%
Standard Deviation	13.011%
Sample Variance	169.284%
峰度	3.81
偏度	0.59
Range	113.563%
Minimum	-48.403%
Maximum	65.160%
Count	413

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	9.649%	187	45.28%	4.369%
负向	-8.926%	225	54.48%	-4.863%
Zero	0.000%	1	0.24%	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 3.11. Further, an Excess 峰度 of 17.42 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -78.79%	0	0.00%	0.00%
-78.79% to -57.29%	0	0.00%	0.00%
-57.29% to -35.79%	1	0.73%	0.73%
-35.79% to -14.29%	21	15.33%	16.06%
-14.29% to 7.21%	55	40.15%	56.20%
7.21% to 28.71%	44	32.12%	88.32%
28.71% to 50.21%	9	6.57%	94.89%
50.21% to 71.71%	4	2.92%	97.81%
71.71% to 93.21%	1	0.73%	98.54%
Greater than 93.21%	2	1.46%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-21.45%	35.88%	83.94%	68.27%
±2σ	-50.12%	64.54%	97.81%	95.45%
±3σ	-78.79%	93.21%	98.54%	99.73%

Descriptive Statistics

均值	7.211%
Standard Error	2.449%
中位数	3.822%
Mode	-40.115%
Standard Deviation	28.666%
Sample Variance	821.726%
峰度	17.42
偏度	3.11
Range	244.009%
Minimum	-40.115%
Maximum	203.894%
Count	137

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	23.306%	75	54.74%	12.759%
负向	-12.258%	62	45.26%	-5.547%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	25.78%
12	3 Years	27.90%
20	5 Years	28.25%
40	10 Years	28.63%
80	20 Years	24.40%
200	50 Years	34.84%

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 3.98. Further, an Excess 峰度 of 22.00 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -62.58%	0	0.00%	0.00%
-62.58% to -36.57%	0	0.00%	0.00%
-36.57% to -10.55%	0	0.00%	0.00%
-10.55% to 15.46%	11	7.97%	7.97%
15.46% to 41.48%	79	57.25%	65.22%
41.48% to 67.50%	31	22.46%	87.68%
67.50% to 93.51%	11	7.97%	95.65%
93.51% to 119.53%	3	2.17%	97.83%
119.53% to 145.54%	1	0.72%	98.55%
Greater than 145.54%	2	1.45%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	6.79%	76.17%	90.58%	68.27%
±2σ	-27.90%	110.86%	97.83%	95.45%
±3σ	-62.58%	145.54%	98.55%	99.73%

Descriptive Statistics

均值	41.480%
Standard Error	2.953%
中位数	31.619%
Mode	9.423%
Standard Deviation	34.688%
Sample Variance	1203.232%
峰度	22.00
偏度	3.98
Range	255.457%
Minimum	9.423%
Maximum	264.880%
Count	138

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	41.480%	138	100.00%	41.480%
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 1.12 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -64.52%	1	0.72%	0.72%
-64.52% to -48.83%	1	0.72%	1.45%
-48.83% to -33.14%	5	3.62%	5.07%
-33.14% to -17.46%	21	15.22%	20.29%
-17.46% to -1.77%	46	33.33%	53.62%
-1.77% to 13.91%	39	28.26%	81.88%
13.91% to 29.60%	16	11.59%	93.48%
29.60% to 45.29%	5	3.62%	97.10%
45.29% to 60.97%	3	2.17%	99.28%
Greater than 60.97%	1	0.72%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-22.69%	19.14%	72.46%	68.27%
±2σ	-43.60%	40.06%	94.20%	95.45%
±3σ	-64.52%	60.97%	98.55%	99.73%

Descriptive Statistics

均值	-1.772%
Standard Error	1.780%
中位数	-4.200%
Mode	8.297%
Standard Deviation	20.915%
Sample Variance	437.447%
峰度	1.12
偏度	0.26
Range	135.941%
Minimum	-67.125%
Maximum	68.816%
Count	138

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	16.604%	60	43.48%	7.219%
负向	-15.907%	78	56.52%	-8.991%
Zero	0.000%	0	0.00%	0.000%

QCOM 深度分析报告