RCL 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	3.02%	2.73%	2.43%	3.97%	3.47%	3.50%	256.78	275.22	248.02	284.94
周度	6.66%	7.69%	6.89%	9.61%	7.64%	7.69%	246.30	286.94	228.19	309.71
月度	14.27%	24.97%	17.41%	21.46%	15.90%	16.02%	226.77	311.64	193.44	365.34
季度	24.91%	55.18%	30.66%	41.26%	27.53%	27.74%	201.86	350.10	153.27	461.07
Annual	—	—	—	—	55.07%	55.49%	153.27	461.07	88.37	799.69
Option Time Horizon	—	—	—	—	20.98%	21.14%	215.52	327.91	174.73	404.46

Calculation Notes: Computed at 2026-04-26T02:49 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $265.84 | Strike (K): $270.00 (first OTM call ≥ spot) | Observed Mid-价格: $20.7500 (Bid $19.5000 / Ask $22.0000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 1.34% | Binomial IV (Annual): 55.07% (CRR binomial tree, American, n=20 steps) | BS IV: 55.13% (European Black-Scholes) | Yahoo IV (Annual): 55.49% → 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
2026-03-06	$1.5000
2025-12-26	$1.0000
2025-09-25	$1.0000
2025-06-04	$0.7500
2025-03-07	$0.7500
2024-12-27	$0.5500
2024-09-20	$0.4000
2020-03-05	$0.7800
2019-12-19	$0.7800
2019-09-19	$0.7800
2019-06-03	$0.7000
2019-03-06	$0.7000
2018-12-19	$0.7000
2018-09-20	$0.7000
2018-06-01	$0.6000
2018-03-06	$0.6000
2017-12-20	$0.6000
2017-09-21	$0.6000
2017-05-31	$0.4800
2017-03-03	$0.4800
2016-12-19	$0.4800
2016-09-27	$0.4800
2016-05-26	$0.3750
2016-02-18	$0.3750
2015-12-17	$0.3750
2015-09-16	$0.3750
2015-05-15	$0.3000
2015-02-13	$0.3000
2014-12-18	$0.3000
2014-09-18	$0.3000
2014-05-16	$0.2500
2014-02-13	$0.2500
2013-12-12	$0.2500
2013-09-20	$0.2500
2013-05-17	$0.1200
2013-02-19	$0.1200
2012-12-13	$0.1200
2012-09-21	$0.1200
2012-05-18	$0.1000
2012-02-27	$0.1000
2011-12-20	$0.1000
2011-08-10	$0.1000
2008-09-11	$0.1500
2008-06-04	$0.1500
2008-03-13	$0.1500
2007-12-26	$0.1500
2007-09-26	$0.1500
2007-06-15	$0.1500
2007-02-27	$0.1500
2006-12-20	$0.1500
2006-09-27	$0.1500
2006-06-07	$0.1500
2006-02-27	$0.1500
2005-12-14	$0.1500
2005-09-22	$0.1500
2005-06-08	$0.1300
2005-02-25	$0.1300
2004-12-21	$0.1300
2004-09-09	$0.1300
2004-05-27	$0.1300
2004-02-26	$0.1300
2003-12-17	$0.1300
2003-09-24	$0.1300
2003-06-02	$0.1300
2003-02-27	$0.1300
2002-12-11	$0.1300
2002-09-13	$0.1300
2002-06-03	$0.1300
2002-03-14	$0.1300
2001-12-13	$0.1300
2001-09-17	$0.1300
2001-06-04	$0.1300
2001-02-27	$0.1300
2000-12-15	$0.1300
2000-09-14	$0.1300
2000-06-05	$0.1100
2000-02-28	$0.1100
1999-12-01	$0.1100
1999-09-09	$0.1100
1999-05-28	$0.0900
1999-04-28	$0.0910
1999-02-25	$0.0900
1998-12-16	$0.0900
1998-08-28	$0.0900
1998-05-29	$0.0750
1998-02-26	$0.0750
1997-12-17	$0.0750
1997-08-28	$0.0750
1997-05-29	$0.0700
1997-03-06	$0.0700
1996-11-27	$0.0700
1996-09-12	$0.0700
1996-05-28	$0.0650
1996-02-28	$0.0650
1995-11-29	$0.0650
1995-08-30	$0.0575
1995-05-25	$0.0550
1995-02-23	$0.0550
1994-11-25	$0.0550
1994-08-26	$0.0550
1994-05-25	$0.0450
1994-02-23	$0.0450
1993-11-24	$0.0450
1993-08-26	$0.0900

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 14.26 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%	64	0.77%	0.77%
-8.98% to -6.71%	85	1.02%	1.80%
-6.71% to -4.44%	205	2.47%	4.27%
-4.44% to -2.18%	797	9.60%	13.87%
-2.18% to 0.09%	3185	38.37%	52.24%
0.09% to 2.36%	2801	33.75%	85.99%
2.36% to 4.63%	778	9.37%	95.36%
4.63% to 6.90%	211	2.54%	97.90%
6.90% to 9.16%	95	1.14%	99.05%
Greater than 9.16%	79	0.95%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.93%	3.12%	81.39%	68.27%
±2σ	-5.96%	6.14%	95.04%	95.45%
±3σ	-8.98%	9.16%	98.28%	99.73%

Descriptive Statistics

均值	0.092%
Standard Error	0.033%
中位数	0.000%
Mode	0.000%
Standard Deviation	3.024%
Sample Variance	9.144%
峰度	14.26
偏度	0.06
Range	68.540%
Minimum	-39.754%
Maximum	28.786%
Count	8300

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.067%	4078	49.13%	1.016%
负向	-1.931%	3970	47.83%	-0.924%
Zero	0.000%	252	3.04%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	3.83%
20	1 Month	4.85%
60	1 Quarter	5.09%
250	1 Year	3.70%
750	3 Years	3.42%
1,250	5 Years	3.97%
2,500	10 Years	3.84%
5,000	20 Years	3.81%
12,500	50 Years	3.46%

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 3.96. Further, an Excess 峰度 of 26.84 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -4.97%	0	0.00%	0.00%
-4.97% to -2.92%	0	0.00%	0.00%
-2.92% to -0.88%	0	0.00%	0.00%
-0.88% to 1.17%	836	10.07%	10.07%
1.17% to 3.22%	4647	55.98%	66.05%
3.22% to 5.27%	1762	21.23%	87.28%
5.27% to 7.32%	555	6.69%	93.96%
7.32% to 9.37%	239	2.88%	96.84%
9.37% to 11.41%	105	1.26%	98.11%
Greater than 11.41%	157	1.89%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.49%	5.95%	89.57%	68.27%
±2σ	-2.24%	8.68%	96.22%	95.45%
±3σ	-4.97%	11.41%	98.11%	99.73%

Descriptive Statistics

均值	3.220%
Standard Error	0.030%
中位数	2.491%
Mode	1.471%
Standard Deviation	2.731%
Sample Variance	7.456%
峰度	26.84
偏度	3.96
Range	36.272%
Minimum	0.351%
Maximum	36.623%
Count	8301

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.220%	8301	100.00%	3.220%
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 0.54. Further, an Excess 峰度 of 8.09 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -7.24%	61	0.73%	0.73%
-7.24% to -5.42%	79	0.95%	1.69%
-5.42% to -3.60%	247	2.98%	4.66%
-3.60% to -1.78%	905	10.90%	15.56%
-1.78% to 0.04%	3041	36.63%	52.20%
0.04% to 1.86%	2721	32.78%	84.98%
1.86% to 3.69%	822	9.90%	94.88%
3.69% to 5.50%	255	3.07%	97.95%
5.50% to 7.33%	94	1.13%	99.08%
Greater than 7.33%	76	0.92%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.38%	2.47%	79.56%	68.27%
±2σ	-4.81%	4.90%	95.04%	95.45%
±3σ	-7.24%	7.33%	98.35%	99.73%

Descriptive Statistics

均值	0.044%
Standard Error	0.027%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.427%
Sample Variance	5.891%
峰度	8.09
偏度	0.54
Range	39.994%
Minimum	-16.679%
Maximum	23.315%
Count	8301

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.731%	4010	48.31%	0.836%
负向	-1.625%	4046	48.74%	-0.792%
Zero	0.000%	245	2.95%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.10. Further, an Excess 峰度 of 6.00 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -19.54%	14	0.81%	0.81%
-19.54% to -14.54%	21	1.22%	2.03%
-14.54% to -9.54%	52	3.02%	5.06%
-9.54% to -4.55%	180	10.46%	15.51%
-4.55% to 0.45%	580	33.70%	49.22%
0.45% to 5.45%	603	35.04%	84.25%
5.45% to 10.44%	189	10.98%	95.24%
10.44% to 15.44%	52	3.02%	98.26%
15.44% to 20.43%	15	0.87%	99.13%
Greater than 20.43%	15	0.87%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.21%	7.11%	79.20%	68.27%
±2σ	-12.88%	13.77%	94.42%	95.45%
±3σ	-19.54%	20.44%	98.31%	99.73%

Descriptive Statistics

均值	0.449%
Standard Error	0.161%
中位数	0.502%
Mode	0.000%
Standard Deviation	6.662%
Sample Variance	44.386%
峰度	6.00
偏度	-0.10
Range	78.005%
Minimum	-39.754%
Maximum	38.251%
Count	1721

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.681%	921	53.52%	2.505%
负向	-4.566%	775	45.03%	-2.056%
Zero	0.000%	25	1.45%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	11.09%
12	1 Quarter	10.79%
52	1 Year	9.19%
156	3 Years	8.25%
260	5 Years	9.61%
520	10 Years	9.21%
1,040	20 Years	9.13%
2,600	50 Years	8.48%

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 3.90. Further, an Excess 峰度 of 24.31 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -14.18%	0	0.00%	0.00%
-14.18% to -8.41%	0	0.00%	0.00%
-8.41% to -2.64%	0	0.00%	0.00%
-2.64% to 3.12%	153	8.89%	8.89%
3.12% to 8.89%	998	57.96%	66.84%
8.89% to 14.66%	348	20.21%	87.05%
14.66% to 20.43%	127	7.38%	94.43%
20.43% to 26.20%	44	2.56%	96.98%
26.20% to 31.97%	21	1.22%	98.20%
Greater than 31.97%	31	1.80%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.20%	16.58%	89.84%	68.27%
±2σ	-6.49%	24.27%	96.34%	95.45%
±3σ	-14.18%	31.97%	98.20%	99.73%

Descriptive Statistics

均值	8.893%
Standard Error	0.185%
中位数	6.777%
Mode	5.000%
Standard Deviation	7.691%
Sample Variance	59.157%
峰度	24.31
偏度	3.90
Range	83.258%
Minimum	0.943%
Maximum	84.201%
Count	1722

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.893%	1722	100.00%	8.893%
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 2.30. Further, an Excess 峰度 of 18.65 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -20.53%	7	0.41%	0.41%
-20.53% to -15.36%	10	0.58%	0.99%
-15.36% to -10.19%	44	2.56%	3.54%
-10.19% to -5.02%	200	11.61%	15.16%
-5.02% to 0.15%	690	40.07%	55.23%
0.15% to 5.32%	523	30.37%	85.60%
5.32% to 10.49%	164	9.52%	95.12%
10.49% to 15.66%	43	2.50%	97.62%
15.66% to 20.83%	20	1.16%	98.78%
Greater than 20.83%	21	1.22%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.74%	7.04%	81.53%	68.27%
±2σ	-13.63%	13.93%	95.30%	95.45%
±3σ	-20.53%	20.83%	98.37%	99.73%

Descriptive Statistics

均值	0.150%
Standard Error	0.166%
中位数	-0.400%
Mode	0.000%
Standard Deviation	6.892%
Sample Variance	47.502%
峰度	18.65
偏度	2.30
Range	95.007%
Minimum	-24.566%
Maximum	70.441%
Count	1722

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.021%	793	46.05%	2.312%
负向	-4.105%	907	52.67%	-2.162%
Zero	0.000%	22	1.28%	0.000%

收盘-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 4.75 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -40.78%	3	0.76%	0.76%
-40.78% to -30.08%	5	1.26%	2.02%
-30.08% to -19.38%	10	2.53%	4.55%
-19.38% to -8.68%	49	12.37%	16.92%
-8.68% to 2.02%	127	32.07%	48.99%
2.02% to 12.72%	146	36.87%	85.86%
12.72% to 23.42%	33	8.33%	94.19%
23.42% to 34.12%	13	3.28%	97.47%
34.12% to 44.81%	7	1.77%	99.24%
Greater than 44.81%	3	0.76%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-12.25%	16.28%	79.04%	68.27%
±2σ	-26.52%	30.55%	94.44%	95.45%
±3σ	-40.78%	44.82%	98.48%	99.73%

Descriptive Statistics

均值	2.017%
Standard Error	0.717%
中位数	2.339%
Mode	-5.975%
Standard Deviation	14.266%
Sample Variance	203.530%
峰度	4.75
偏度	0.26
Range	143.490%
Minimum	-59.595%
Maximum	83.895%
Count	396

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	10.446%	231	58.33%	6.093%
负向	-9.783%	165	41.67%	-4.076%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	17.38%
12	1 Year	19.19%
36	3 Years	18.88%
60	5 Years	21.46%
120	10 Years	20.67%
240	20 Years	20.34%
600	50 Years	18.91%

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 6.76. Further, an Excess 峰度 of 65.85 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -52.33%	0	0.00%	0.00%
-52.33% to -33.61%	0	0.00%	0.00%
-33.61% to -14.88%	0	0.00%	0.00%
-14.88% to 3.85%	2	0.50%	0.50%
3.85% to 22.57%	274	69.02%	69.52%
22.57% to 41.30%	87	21.91%	91.44%
41.30% to 60.03%	16	4.03%	95.47%
60.03% to 78.75%	10	2.52%	97.98%
78.75% to 97.48%	3	0.76%	98.74%
Greater than 97.48%	5	1.26%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.40%	47.54%	93.70%	68.27%
±2σ	-27.37%	72.51%	97.23%	95.45%
±3σ	-52.33%	97.48%	98.74%	99.73%

Descriptive Statistics

均值	22.573%
Standard Error	1.253%
中位数	16.384%
Mode	7.531%
Standard Deviation	24.969%
Sample Variance	623.435%
峰度	65.85
偏度	6.76
Range	322.313%
Minimum	3.349%
Maximum	325.662%
Count	397

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	22.573%	397	100.00%	22.573%
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 3.52. Further, an Excess 峰度 of 24.42 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -51.79%	0	0.00%	0.00%
-51.79% to -38.74%	1	0.25%	0.25%
-38.74% to -25.68%	9	2.27%	2.52%
-25.68% to -12.63%	38	9.57%	12.09%
-12.63% to 0.42%	184	46.35%	58.44%
0.42% to 13.48%	121	30.48%	88.92%
13.48% to 26.53%	29	7.30%	96.22%
26.53% to 39.59%	6	1.51%	97.73%
39.59% to 52.64%	4	1.01%	98.74%
Greater than 52.64%	5	1.26%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-16.98%	17.83%	84.63%	68.27%
±2σ	-34.39%	35.23%	96.47%	95.45%
±3σ	-51.79%	52.64%	98.74%	99.73%

Descriptive Statistics

均值	0.424%
Standard Error	0.874%
中位数	-1.804%
Mode	-4.746%
Standard Deviation	17.405%
Sample Variance	302.931%
峰度	24.42
偏度	3.52
Range	200.321%
Minimum	-46.979%
Maximum	153.342%
Count	397

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	12.882%	168	42.32%	5.451%
负向	-8.792%	227	57.18%	-5.027%
Zero	0.000%	2	0.50%	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 0.68. Further, an Excess 峰度 of 4.23 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -68.75%	0	0.00%	0.00%
-68.75% to -50.07%	5	3.79%	3.79%
-50.07% to -31.38%	1	0.76%	4.55%
-31.38% to -12.70%	15	11.36%	15.91%
-12.70% to 5.98%	45	34.09%	50.00%
5.98% to 24.67%	42	31.82%	81.82%
24.67% to 43.35%	18	13.64%	95.45%
43.35% to 62.04%	3	2.27%	97.73%
62.04% to 80.72%	2	1.52%	99.24%
Greater than 80.72%	1	0.76%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-18.93%	30.90%	75.00%	68.27%
±2σ	-43.84%	55.81%	92.42%	95.45%
±3σ	-68.75%	80.72%	99.24%	99.73%

Descriptive Statistics

均值	5.984%
Standard Error	2.168%
中位数	6.060%
Mode	-59.656%
Standard Deviation	24.912%
Sample Variance	620.598%
峰度	4.23
偏度	0.68
Range	186.621%
Minimum	-59.656%
Maximum	126.965%
Count	132

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	19.992%	80	60.61%	12.116%
负向	-15.568%	52	39.39%	-6.133%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	40.51%
12	3 Years	41.93%
20	5 Years	41.26%
40	10 Years	36.77%
80	20 Years	35.70%
200	50 Years	33.71%

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 5.95. Further, an Excess 峰度 of 47.30 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -119.72%	0	0.00%	0.00%
-119.72% to -78.33%	0	0.00%	0.00%
-78.33% to -36.95%	0	0.00%	0.00%
-36.95% to 4.44%	1	0.75%	0.75%
4.44% to 45.82%	91	68.42%	69.17%
45.82% to 87.21%	32	24.06%	93.23%
87.21% to 128.59%	1	0.75%	93.98%
128.59% to 169.98%	5	3.76%	97.74%
169.98% to 211.37%	1	0.75%	98.50%
Greater than 211.37%	2	1.50%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.36%	101.00%	93.23%	68.27%
±2σ	-64.54%	156.18%	96.24%	95.45%
±3σ	-119.72%	211.37%	98.50%	99.73%

Descriptive Statistics

均值	45.822%
Standard Error	4.785%
中位数	30.241%
Mode	37.885%
Standard Deviation	55.181%
Sample Variance	3044.976%
峰度	47.30
偏度	5.95
Range	530.119%
Minimum	4.167%
Maximum	534.286%
Count	133

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	45.822%	133	100.00%	45.822%
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 2.65. Further, an Excess 峰度 of 9.28 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -90.93%	0	0.00%	0.00%
-90.93% to -67.94%	0	0.00%	0.00%
-67.94% to -44.94%	1	0.75%	0.75%
-44.94% to -21.95%	18	13.53%	14.29%
-21.95% to 1.04%	63	47.37%	61.65%
1.04% to 24.03%	38	28.57%	90.23%
24.03% to 47.02%	7	5.26%	95.49%
47.02% to 70.01%	0	0.00%	95.49%
70.01% to 93.00%	1	0.75%	96.24%
Greater than 93.00%	5	3.76%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-29.62%	31.69%	88.72%	68.27%
±2σ	-60.27%	62.35%	95.49%	95.45%
±3σ	-90.93%	93.00%	96.24%	99.73%

Descriptive Statistics

均值	1.039%
Standard Error	2.658%
中位数	-5.435%
Mode	-56.212%
Standard Deviation	30.655%
Sample Variance	939.706%
峰度	9.28
偏度	2.65
Range	205.004%
Minimum	-56.212%
Maximum	148.792%
Count	133

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	24.249%	54	40.60%	9.846%
负向	-14.827%	79	59.40%	-8.807%
Zero	0.000%	0	0.00%	0.000%

RCL 深度分析报告