SABR 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	3.98%	3.65%	3.30%	6.13%	5.43%	5.51%	1.72	1.92	1.63	2.03
周度	9.07%	11.56%	9.43%	14.66%	11.94%	12.13%	1.62	2.05	1.43	2.31
月度	15.44%	30.61%	19.23%	30.49%	24.86%	25.26%	1.42	2.33	1.11	2.99
季度	23.13%	85.52%	35.91%	50.30%	43.06%	43.75%	1.18	2.80	0.77	4.31
Annual	—	—	—	—	86.12%	87.50%	0.77	4.31	0.33	10.19
Option Time Horizon	—	—	—	—	32.82%	33.34%	1.31	2.53	0.94	3.51

Calculation Notes: Computed at 2026-04-26T02:47 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $1.82 | Strike (K): $2.00 (first OTM call ≥ spot) | Observed Mid-价格: $0.1750 (Bid $0.0500 / Ask $0.3000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.00% | Binomial IV (Annual): 86.12% (CRR binomial tree, American, n=20 steps) | BS IV: 87.01% (European Black-Scholes) | Yahoo IV (Annual): 87.50% → 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
2020-03-19	$0.1400
2019-12-19	$0.1400
2019-09-19	$0.1400
2019-06-20	$0.1400
2019-03-20	$0.1400
2018-12-20	$0.1400
2018-09-20	$0.1400
2018-06-20	$0.1400
2018-03-20	$0.1400
2017-12-20	$0.1400
2017-09-20	$0.1400
2017-06-19	$0.1400
2017-03-17	$0.1400
2016-12-19	$0.1300
2016-09-19	$0.1300
2016-06-17	$0.1300
2016-03-17	$0.1300
2015-12-17	$0.0900
2015-09-17	$0.0900
2015-06-17	$0.0900
2015-03-12	$0.0900
2014-12-11	$0.0900
2014-08-27	$0.0900

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Right Skewed (正向 Asymmetry) with a 偏度 factor of 0.85. Further, an Excess 峰度 of 18.10 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -11.94%	24	0.79%	0.79%
-11.94% to -8.95%	22	0.73%	1.52%
-8.95% to -5.96%	80	2.65%	4.17%
-5.96% to -2.98%	232	7.68%	11.85%
-2.98% to 0.01%	1209	40.01%	51.85%
0.01% to 3.00%	1102	36.47%	88.32%
3.00% to 5.99%	223	7.38%	95.70%
5.99% to 8.97%	78	2.58%	98.28%
8.97% to 11.96%	21	0.69%	98.97%
Greater than 11.96%	31	1.03%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.97%	4.00%	83.98%	68.27%
±2σ	-7.96%	7.98%	95.23%	95.45%
±3σ	-11.94%	11.96%	98.18%	99.73%

Descriptive Statistics

均值	0.011%
Standard Error	0.072%
中位数	0.000%
Mode	0.000%
Standard Deviation	3.984%
Sample Variance	15.869%
峰度	18.10
偏度	0.85
Range	75.780%
Minimum	-35.667%
Maximum	40.113%
Count	3022

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.450%	1455	48.15%	1.180%
负向	-2.371%	1490	49.30%	-1.169%
Zero	0.000%	77	2.55%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	7.04%
20	1 Month	7.27%
60	1 Quarter	10.72%
250	1 Year	6.78%
750	3 Years	6.38%
1,250	5 Years	6.13%
2,500	10 Years	4.89%
5,000	20 Years	4.52%
12,500	50 Years	4.52%

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 3.35. Further, an Excess 峰度 of 20.13 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -6.56%	0	0.00%	0.00%
-6.56% to -3.82%	0	0.00%	0.00%
-3.82% to -1.09%	0	0.00%	0.00%
-1.09% to 1.65%	462	15.28%	15.28%
1.65% to 4.39%	1430	47.30%	62.59%
4.39% to 7.12%	700	23.16%	85.74%
7.12% to 9.86%	255	8.44%	94.18%
9.86% to 12.59%	95	3.14%	97.32%
12.59% to 15.33%	24	0.79%	98.11%
Greater than 15.33%	57	1.89%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.74%	8.03%	89.45%	68.27%
±2σ	-2.91%	11.68%	96.49%	95.45%
±3σ	-6.56%	15.33%	98.11%	99.73%

Descriptive Statistics

均值	4.386%
Standard Error	0.066%
中位数	3.475%
Mode	4.000%
Standard Deviation	3.648%
Sample Variance	13.307%
峰度	20.13
偏度	3.35
Range	47.975%
Minimum	0.548%
Maximum	48.523%
Count	3023

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.386%	3023	100.00%	4.386%
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 0.88. Further, an Excess 峰度 of 12.67 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -9.74%	21	0.69%	0.69%
-9.74% to -7.27%	32	1.06%	1.75%
-7.27% to -4.79%	86	2.84%	4.60%
-4.79% to -2.32%	271	8.96%	13.56%
-2.32% to 0.15%	1188	39.30%	52.86%
0.15% to 2.63%	1012	33.48%	86.34%
2.63% to 5.10%	256	8.47%	94.81%
5.10% to 7.58%	91	3.01%	97.82%
7.58% to 10.05%	40	1.32%	99.14%
Greater than 10.05%	26	0.86%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.15%	3.45%	81.51%	68.27%
±2σ	-6.44%	6.75%	94.54%	95.45%
±3σ	-9.74%	10.05%	98.45%	99.73%

Descriptive Statistics

均值	0.154%
Standard Error	0.060%
中位数	0.000%
Mode	0.000%
Standard Deviation	3.299%
Sample Variance	10.884%
峰度	12.67
偏度	0.88
Range	55.998%
Minimum	-22.490%
Maximum	33.508%
Count	3023

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.234%	1510	49.95%	1.116%
负向	-2.021%	1439	47.60%	-0.962%
Zero	0.000%	74	2.45%	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 1.54. Further, an Excess 峰度 of 17.96 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -27.15%	8	1.28%	1.28%
-27.15% to -20.35%	4	0.64%	1.91%
-20.35% to -13.54%	13	2.07%	3.99%
-13.54% to -6.74%	58	9.25%	13.24%
-6.74% to 0.07%	227	36.20%	49.44%
0.07% to 6.87%	243	38.76%	88.20%
6.87% to 13.68%	51	8.13%	96.33%
13.68% to 20.49%	13	2.07%	98.41%
20.49% to 27.29%	5	0.80%	99.20%
Greater than 27.29%	5	0.80%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.00%	9.14%	83.41%	68.27%
±2σ	-18.08%	18.22%	95.37%	95.45%
±3σ	-27.15%	27.29%	97.93%	99.73%

Descriptive Statistics

均值	0.069%
Standard Error	0.362%
中位数	0.169%
Mode	0.000%
Standard Deviation	9.074%
Sample Variance	82.343%
峰度	17.96
偏度	1.54
Range	120.638%
Minimum	-41.749%
Maximum	78.889%
Count	627

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.393%	321	51.20%	2.761%
负向	-5.607%	301	48.01%	-2.692%
Zero	0.000%	5	0.80%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	16.60%
12	1 Quarter	29.07%
52	1 Year	16.21%
156	3 Years	15.21%
260	5 Years	14.66%
520	10 Years	11.57%
1,040	20 Years	10.63%
2,600	50 Years	10.63%

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 4.17. Further, an Excess 峰度 of 28.67 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -23.06%	0	0.00%	0.00%
-23.06% to -14.39%	0	0.00%	0.00%
-14.39% to -5.72%	0	0.00%	0.00%
-5.72% to 2.94%	43	6.85%	6.85%
2.94% to 11.61%	362	57.64%	64.49%
11.61% to 20.28%	153	24.36%	88.85%
20.28% to 28.95%	34	5.41%	94.27%
28.95% to 37.62%	13	2.07%	96.34%
37.62% to 46.29%	11	1.75%	98.09%
Greater than 46.29%	12	1.91%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.05%	23.17%	90.76%	68.27%
±2σ	-11.50%	34.73%	96.02%	95.45%
±3σ	-23.06%	46.29%	98.09%	99.73%

Descriptive Statistics

均值	11.613%
Standard Error	0.461%
中位数	8.373%
Mode	3.322%
Standard Deviation	11.558%
Sample Variance	133.586%
峰度	28.67
偏度	4.17
Range	130.956%
Minimum	1.468%
Maximum	132.424%
Count	628

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	11.613%	628	100.00%	11.613%
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 2.57. Further, an Excess 峰度 of 18.32 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -27.43%	2	0.32%	0.32%
-27.43% to -20.36%	3	0.48%	0.80%
-20.36% to -13.29%	10	1.59%	2.39%
-13.29% to -6.21%	62	9.87%	12.26%
-6.21% to 0.86%	290	46.18%	58.44%
0.86% to 7.94%	190	30.25%	88.69%
7.94% to 15.01%	47	7.48%	96.18%
15.01% to 22.08%	8	1.27%	97.45%
22.08% to 29.16%	6	0.96%	98.41%
Greater than 29.16%	10	1.59%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.57%	10.29%	84.55%	68.27%
±2σ	-18.00%	19.73%	95.70%	95.45%
±3σ	-27.43%	29.16%	98.09%	99.73%

Descriptive Statistics

均值	0.862%
Standard Error	0.376%
中位数	0.000%
Mode	0.000%
Standard Deviation	9.432%
Sample Variance	88.954%
峰度	18.32
偏度	2.57
Range	129.304%
Minimum	-44.099%
Maximum	85.205%
Count	628

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.412%	312	49.68%	3.186%
负向	-4.692%	311	49.52%	-2.324%
Zero	0.000%	5	0.80%	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 3.94 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -46.50%	1	0.69%	0.69%
-46.50% to -34.92%	3	2.08%	2.78%
-34.92% to -23.34%	5	3.47%	6.25%
-23.34% to -11.76%	12	8.33%	14.58%
-11.76% to -0.17%	49	34.03%	48.61%
-0.17% to 11.41%	50	34.72%	83.33%
11.41% to 22.99%	16	11.11%	94.44%
22.99% to 34.57%	6	4.17%	98.61%
34.57% to 46.16%	1	0.69%	99.31%
Greater than 46.16%	1	0.69%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-15.62%	15.27%	76.39%	68.27%
±2σ	-31.06%	30.71%	95.14%	95.45%
±3σ	-46.50%	46.16%	98.61%	99.73%

Descriptive Statistics

均值	-0.174%
Standard Error	1.287%
中位数	0.090%
Mode	-8.438%
Standard Deviation	15.443%
Sample Variance	238.487%
峰度	3.94
偏度	0.26
Range	127.781%
Minimum	-55.235%
Maximum	72.546%
Count	144

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	10.393%	73	50.69%	5.269%
负向	-11.039%	71	49.31%	-5.443%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	50.51%
12	1 Year	32.96%
36	3 Years	32.04%
60	5 Years	30.49%
120	10 Years	24.67%
240	20 Years	22.62%
600	50 Years	22.62%

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 6.29. Further, an Excess 峰度 of 57.27 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -63.72%	0	0.00%	0.00%
-63.72% to -40.77%	0	0.00%	0.00%
-40.77% to -17.81%	0	0.00%	0.00%
-17.81% to 5.15%	2	1.38%	1.38%
5.15% to 28.10%	87	60.00%	61.38%
28.10% to 51.06%	39	26.90%	88.28%
51.06% to 74.01%	13	8.97%	97.24%
74.01% to 96.97%	3	2.07%	99.31%
96.97% to 119.92%	0	0.00%	99.31%
Greater than 119.92%	1	0.69%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.51%	58.71%	92.41%	68.27%
±2σ	-33.11%	89.31%	99.31%	95.45%
±3σ	-63.72%	119.92%	99.31%	99.73%

Descriptive Statistics

均值	28.101%
Standard Error	2.542%
中位数	19.536%
Mode	15.385%
Standard Deviation	30.607%
Sample Variance	936.814%
峰度	57.27
偏度	6.29
Range	315.041%
Minimum	4.959%
Maximum	320.000%
Count	145

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	28.101%	145	100.00%	28.101%
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 2.79. Further, an Excess 峰度 of 15.10 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -54.31%	0	0.00%	0.00%
-54.31% to -39.89%	1	0.69%	0.69%
-39.89% to -25.47%	0	0.00%	0.69%
-25.47% to -11.05%	18	12.41%	13.10%
-11.05% to 3.37%	66	45.52%	58.62%
3.37% to 17.79%	42	28.97%	87.59%
17.79% to 32.21%	9	6.21%	93.79%
32.21% to 46.63%	4	2.76%	96.55%
46.63% to 61.05%	3	2.07%	98.62%
Greater than 61.05%	2	1.38%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-15.86%	22.59%	80.69%	68.27%
±2σ	-35.08%	41.82%	95.86%	95.45%
±3σ	-54.31%	61.05%	98.62%	99.73%

Descriptive Statistics

均值	3.368%
Standard Error	1.597%
中位数	0.357%
Mode	-41.067%
Standard Deviation	19.226%
Sample Variance	369.646%
峰度	15.10
偏度	2.79
Range	174.794%
Minimum	-41.067%
Maximum	133.727%
Count	145

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	14.330%	76	52.41%	7.511%
负向	-8.707%	69	47.59%	-4.143%
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 -0.01. Further, an Excess 峰度 of 1.30 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -70.61%	0	0.00%	0.00%
-70.61% to -53.26%	1	2.08%	2.08%
-53.26% to -35.91%	3	6.25%	8.33%
-35.91% to -18.56%	4	8.33%	16.67%
-18.56% to -1.21%	16	33.33%	50.00%
-1.21% to 16.14%	14	29.17%	79.17%
16.14% to 33.49%	7	14.58%	93.75%
33.49% to 50.84%	2	4.17%	97.92%
50.84% to 68.18%	1	2.08%	100.00%
Greater than 68.18%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-24.34%	21.92%	75.00%	68.27%
±2σ	-47.48%	45.05%	95.83%	95.45%
±3σ	-70.61%	68.18%	100.00%	99.73%

Descriptive Statistics

均值	-1.212%
Standard Error	3.339%
中位数	-1.911%
Mode	-65.311%
Standard Deviation	23.132%
Sample Variance	535.094%
峰度	1.30
偏度	-0.01
Range	130.648%
Minimum	-65.311%
Maximum	65.337%
Count	48

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	15.962%	24	50.00%	7.981%
负向	-18.387%	24	50.00%	-9.194%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	57.90%
12	3 Years	53.04%
20	5 Years	50.30%
40	10 Years	41.94%
80	20 Years	39.05%
200	50 Years	39.05%

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 5.22. Further, an Excess 峰度 of 31.91 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -195.41%	0	0.00%	0.00%
-195.41% to -131.27%	0	0.00%	0.00%
-131.27% to -67.13%	0	0.00%	0.00%
-67.13% to -2.99%	0	0.00%	0.00%
-2.99% to 61.15%	35	71.43%	71.43%
61.15% to 125.29%	10	20.41%	91.84%
125.29% to 189.43%	3	6.12%	97.96%
189.43% to 253.57%	0	0.00%	97.96%
253.57% to 317.71%	0	0.00%	97.96%
Greater than 317.71%	1	2.04%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-24.37%	146.67%	95.92%	68.27%
±2σ	-109.89%	232.19%	97.96%	95.45%
±3σ	-195.41%	317.71%	97.96%	99.73%

Descriptive Statistics

均值	61.151%
Standard Error	12.217%
中位数	39.400%
Mode	10.543%
Standard Deviation	85.519%
Sample Variance	7313.578%
峰度	31.91
偏度	5.22
Range	581.275%
Minimum	10.543%
Maximum	591.818%
Count	49

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	61.151%	49	100.00%	61.151%
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 3.23. Further, an Excess 峰度 of 15.06 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -98.66%	0	0.00%	0.00%
-98.66% to -71.73%	0	0.00%	0.00%
-71.73% to -44.80%	0	0.00%	0.00%
-44.80% to -17.87%	5	10.20%	10.20%
-17.87% to 9.06%	26	53.06%	63.27%
9.06% to 35.99%	11	22.45%	85.71%
35.99% to 62.92%	4	8.16%	93.88%
62.92% to 89.85%	2	4.08%	97.96%
89.85% to 116.78%	0	0.00%	97.96%
Greater than 116.78%	1	2.04%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-26.84%	44.97%	83.67%	68.27%
±2σ	-62.75%	80.88%	97.96%	95.45%
±3σ	-98.65%	116.78%	97.96%	99.73%

Descriptive Statistics

均值	9.063%
Standard Error	5.129%
中位数	2.002%
Mode	-38.497%
Standard Deviation	35.906%
Sample Variance	1289.247%
峰度	15.06
偏度	3.23
Range	235.058%
Minimum	-38.497%
Maximum	196.561%
Count	49

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	26.263%	28	57.14%	15.007%
负向	-13.871%	21	42.86%	-5.945%
Zero	0.000%	0	0.00%	0.000%

SABR 深度分析报告