SAH 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	3.55%	3.88%	3.20%	3.86%	2.72%	3.56%	69.91	73.82	68.04	75.85
周度	8.49%	12.06%	8.35%	8.77%	5.98%	7.84%	67.67	76.27	63.74	80.97
月度	18.58%	44.59%	15.96%	18.65%	12.45%	16.32%	63.43	81.36	56.01	92.15
季度	30.47%	89.91%	28.89%	29.25%	21.56%	28.26%	57.91	89.12	46.68	110.57
Annual	—	—	—	—	43.12%	56.52%	46.68	110.57	30.33	170.17
Option Time Horizon	—	—	—	—	16.43%	21.54%	60.96	84.67	51.72	99.79

Calculation Notes: Computed at 2026-04-26T02:47 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $71.84 | Strike (K): $75.00 (first OTM call ≥ spot) | Observed Mid-价格: $3.5000 (Bid $2.1000 / Ask $4.9000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 2.05% | Binomial IV (Annual): 43.12% (CRR binomial tree, American, n=20 steps) | BS IV: 43.62% (European Black-Scholes) | Yahoo IV (Annual): 56.52% → 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
2026-03-13	$0.3800
2025-12-15	$0.3800
2025-09-15	$0.3800
2025-06-13	$0.3500
2025-03-14	$0.3500
2024-12-13	$0.3500
2024-09-13	$0.3000
2024-06-14	$0.3000
2024-03-14	$0.3000
2023-12-14	$0.3000
2023-09-14	$0.2900
2023-06-14	$0.2900
2023-03-14	$0.2800
2022-12-14	$0.2800
2022-09-14	$0.2500
2022-06-14	$0.2500
2022-03-14	$0.2500
2021-12-14	$0.1200
2021-09-14	$0.1200
2021-06-14	$0.1200
2021-03-12	$0.1000
2020-12-14	$0.1000
2020-09-14	$0.1000
2020-06-12	$0.1000
2020-03-12	$0.1000
2019-12-12	$0.1000
2019-09-12	$0.1000
2019-06-13	$0.1000
2019-03-14	$0.1000
2018-12-13	$0.0600
2018-09-13	$0.0600
2018-06-14	$0.0600
2018-03-14	$0.0600
2017-12-14	$0.0500
2017-09-14	$0.0500
2017-06-13	$0.0500
2017-03-13	$0.0500
2016-12-13	$0.0500
2016-09-13	$0.0500
2016-06-13	$0.0500
2016-03-11	$0.0500
2015-12-11	$0.0380
2015-09-11	$0.0250
2015-06-11	$0.0250
2015-03-11	$0.0250
2014-12-11	$0.0250
2014-09-11	$0.0250
2014-06-11	$0.0250
2014-03-12	$0.0250
2013-12-11	$0.0250
2013-09-11	$0.0250
2013-06-12	$0.0250
2013-03-13	$0.0250
2012-12-12	$0.0250
2012-09-12	$0.0250
2012-06-13	$0.0250
2012-03-13	$0.0250
2011-12-13	$0.0250
2011-09-13	$0.0250
2011-06-13	$0.0250
2011-03-11	$0.0250
2010-12-13	$0.0250
2008-12-11	$0.1200
2008-09-11	$0.1200
2008-06-11	$0.1200
2008-03-12	$0.1200
2007-12-12	$0.1200
2007-09-12	$0.1200
2007-06-13	$0.1200
2007-03-13	$0.1200
2006-12-13	$0.1200
2006-09-13	$0.1200
2006-06-13	$0.1200
2006-03-13	$0.1200
2005-12-13	$0.1200
2005-09-13	$0.1200
2005-06-13	$0.1200
2005-03-11	$0.1200
2004-12-13	$0.1200
2004-09-13	$0.1200
2004-06-14	$0.1000
2004-03-11	$0.1000
2003-12-11	$0.1000
2003-09-11	$0.1000

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 1.68. Further, an Excess 峰度 of 36.95 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -10.56%	53	0.74%	0.74%
-10.56% to -7.89%	45	0.63%	1.37%
-7.89% to -5.23%	165	2.31%	3.68%
-5.23% to -2.56%	705	9.86%	13.54%
-2.56% to 0.10%	2752	38.49%	52.04%
0.10% to 2.77%	2483	34.73%	86.77%
2.77% to 5.43%	642	8.98%	95.75%
5.43% to 8.10%	189	2.64%	98.39%
8.10% to 10.76%	51	0.71%	99.10%
Greater than 10.76%	64	0.90%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.45%	3.66%	83.20%	68.27%
±2σ	-7.01%	7.21%	96.08%	95.45%
±3σ	-10.56%	10.76%	98.36%	99.73%

Descriptive Statistics

均值	0.102%
Standard Error	0.042%
中位数	0.000%
Mode	0.000%
Standard Deviation	3.554%
Sample Variance	12.628%
峰度	36.95
偏度	1.68
Range	104.824%
Minimum	-33.750%
Maximum	71.074%
Count	7149

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.337%	3533	49.42%	1.155%
负向	-2.169%	3472	48.57%	-1.053%
Zero	0.000%	144	2.01%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	3.14%
20	1 Month	3.65%
60	1 Quarter	4.18%
250	1 Year	3.42%
750	3 Years	3.56%
1,250	5 Years	3.86%
2,500	10 Years	4.09%
5,000	20 Years	4.34%
12,500	50 Years	4.21%

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 6.41. Further, an Excess 峰度 of 72.72 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -7.51%	0	0.00%	0.00%
-7.51% to -4.59%	0	0.00%	0.00%
-4.59% to -1.68%	0	0.00%	0.00%
-1.68% to 1.24%	217	3.03%	3.03%
1.24% to 4.15%	4612	64.50%	67.54%
4.15% to 7.06%	1604	22.43%	89.97%
7.06% to 9.98%	404	5.65%	95.62%
9.98% to 12.89%	129	1.80%	97.43%
12.89% to 15.80%	70	0.98%	98.41%
Greater than 15.80%	114	1.59%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.26%	8.03%	92.88%	68.27%
±2σ	-3.62%	11.92%	96.99%	95.45%
±3σ	-7.51%	15.80%	98.41%	99.73%

Descriptive Statistics

均值	4.149%
Standard Error	0.046%
中位数	3.208%
Mode	4.000%
Standard Deviation	3.885%
Sample Variance	15.095%
峰度	72.72
偏度	6.41
Range	80.281%
Minimum	0.275%
Maximum	80.556%
Count	7150

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.149%	7150	100.00%	4.149%
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 0.55. Further, an Excess 峰度 of 18.02 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -9.53%	45	0.63%	0.63%
-9.53% to -7.13%	63	0.88%	1.51%
-7.13% to -4.73%	185	2.59%	4.10%
-4.73% to -2.33%	699	9.78%	13.87%
-2.33% to 0.07%	2697	37.72%	51.59%
0.07% to 2.46%	2469	34.53%	86.13%
2.46% to 4.86%	682	9.54%	95.66%
4.86% to 7.26%	192	2.69%	98.35%
7.26% to 9.66%	55	0.77%	99.12%
Greater than 9.66%	63	0.88%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.13%	3.26%	82.08%	68.27%
±2σ	-6.33%	6.46%	95.76%	95.45%
±3σ	-9.53%	9.66%	98.49%	99.73%

Descriptive Statistics

均值	0.066%
Standard Error	0.038%
中位数	0.000%
Mode	0.000%
Standard Deviation	3.199%
Sample Variance	10.231%
峰度	18.02
偏度	0.55
Range	73.402%
Minimum	-39.130%
Maximum	34.272%
Count	7150

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.124%	3518	49.20%	1.045%
负向	-2.029%	3449	48.24%	-0.979%
Zero	0.000%	183	2.56%	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 2.90. Further, an Excess 峰度 of 41.26 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -24.94%	7	0.47%	0.47%
-24.94% to -18.57%	9	0.61%	1.08%
-18.57% to -12.21%	35	2.36%	3.44%
-12.21% to -5.84%	149	10.04%	13.48%
-5.84% to 0.53%	593	39.96%	53.44%
0.53% to 6.89%	496	33.42%	86.86%
6.89% to 13.26%	133	8.96%	95.82%
13.26% to 19.62%	36	2.43%	98.25%
19.62% to 25.99%	16	1.08%	99.33%
Greater than 25.99%	10	0.67%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.96%	9.01%	84.16%	68.27%
±2σ	-16.45%	17.50%	96.29%	95.45%
±3σ	-24.94%	25.99%	98.85%	99.73%

Descriptive Statistics

均值	0.526%
Standard Error	0.220%
中位数	0.124%
Mode	0.000%
Standard Deviation	8.488%
Sample Variance	72.050%
峰度	41.26
偏度	2.90
Range	176.238%
Minimum	-50.000%
Maximum	126.238%
Count	1484

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.559%	756	50.94%	2.832%
负向	-4.791%	714	48.11%	-2.305%
Zero	0.000%	14	0.94%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	9.14%
12	1 Quarter	9.38%
52	1 Year	7.65%
156	3 Years	8.08%
260	5 Years	8.77%
520	10 Years	9.38%
1,040	20 Years	10.11%
2,600	50 Years	9.98%

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 8.29. Further, an Excess 峰度 of 104.56 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -25.46%	0	0.00%	0.00%
-25.46% to -16.41%	0	0.00%	0.00%
-16.41% to -7.37%	0	0.00%	0.00%
-7.37% to 1.68%	0	0.00%	0.00%
1.68% to 10.72%	1025	69.02%	69.02%
10.72% to 19.77%	343	23.10%	92.12%
19.77% to 28.82%	64	4.31%	96.43%
28.82% to 37.86%	27	1.82%	98.25%
37.86% to 46.91%	8	0.54%	98.79%
Greater than 46.91%	18	1.21%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.34%	22.79%	94.61%	68.27%
±2σ	-13.40%	34.85%	97.64%	95.45%
±3σ	-25.46%	46.91%	98.79%	99.73%

Descriptive Statistics

均值	10.725%
Standard Error	0.313%
中位数	8.034%
Mode	6.250%
Standard Deviation	12.062%
Sample Variance	145.493%
峰度	104.56
偏度	8.29
Range	217.415%
Minimum	2.029%
Maximum	219.444%
Count	1485

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	10.725%	1485	100.00%	10.725%
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 2.92. Further, an Excess 峰度 of 33.64 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -24.79%	7	0.47%	0.47%
-24.79% to -18.53%	9	0.61%	1.08%
-18.53% to -12.26%	32	2.15%	3.23%
-12.26% to -6.00%	141	9.49%	12.73%
-6.00% to 0.26%	598	40.27%	53.00%
0.26% to 6.52%	516	34.75%	87.74%
6.52% to 12.78%	127	8.55%	96.30%
12.78% to 19.04%	34	2.29%	98.59%
19.04% to 25.31%	7	0.47%	99.06%
Greater than 25.31%	14	0.94%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.09%	8.61%	84.92%	68.27%
±2σ	-16.44%	16.96%	96.36%	95.45%
±3σ	-24.79%	25.31%	98.59%	99.73%

Descriptive Statistics

均值	0.259%
Standard Error	0.217%
中位数	-0.077%
Mode	0.000%
Standard Deviation	8.349%
Sample Variance	69.711%
峰度	33.64
偏度	2.92
Range	154.270%
Minimum	-52.954%
Maximum	101.316%
Count	1485

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.372%	722	48.62%	2.612%
负向	-4.665%	749	50.44%	-2.353%
Zero	0.000%	14	0.94%	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 5.19. Further, an Excess 峰度 of 58.84 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -53.57%	0	0.00%	0.00%
-53.57% to -39.64%	2	0.59%	0.59%
-39.64% to -25.70%	4	1.17%	1.76%
-25.70% to -11.77%	35	10.26%	12.02%
-11.77% to 2.17%	148	43.40%	55.43%
2.17% to 16.10%	109	31.96%	87.39%
16.10% to 30.03%	33	9.68%	97.07%
30.03% to 43.97%	6	1.76%	98.83%
43.97% to 57.90%	1	0.29%	99.12%
Greater than 57.90%	3	0.88%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-16.41%	20.74%	85.34%	68.27%
±2σ	-34.99%	39.32%	97.36%	95.45%
±3σ	-53.57%	57.90%	99.12%	99.73%

Descriptive Statistics

均值	2.165%
Standard Error	1.006%
中位数	0.644%
Mode	-52.349%
Standard Deviation	18.579%
Sample Variance	345.177%
峰度	58.84
偏度	5.19
Range	274.849%
Minimum	-52.349%
Maximum	222.500%
Count	341

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	12.332%	180	52.79%	6.510%
负向	-9.203%	161	47.21%	-4.345%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	18.55%
12	1 Year	17.18%
36	3 Years	17.46%
60	5 Years	18.65%
120	10 Years	20.32%
240	20 Years	21.80%
600	50 Years	21.74%

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 10.01. Further, an Excess 峰度 of 123.83 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -106.67%	0	0.00%	0.00%
-106.67% to -73.23%	0	0.00%	0.00%
-73.23% to -39.79%	0	0.00%	0.00%
-39.79% to -6.35%	0	0.00%	0.00%
-6.35% to 27.09%	257	75.15%	75.15%
27.09% to 60.53%	71	20.76%	95.91%
60.53% to 93.97%	6	1.75%	97.66%
93.97% to 127.42%	3	0.88%	98.54%
127.42% to 160.86%	1	0.29%	98.83%
Greater than 160.86%	4	1.17%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-17.50%	71.68%	96.78%	68.27%
±2σ	-62.08%	116.27%	98.54%	95.45%
±3σ	-106.67%	160.86%	98.83%	99.73%

Descriptive Statistics

均值	27.093%
Standard Error	2.411%
中位数	18.910%
Mode	16.667%
Standard Deviation	44.588%
Sample Variance	1988.063%
峰度	123.83
偏度	10.01
Range	646.952%
Minimum	5.826%
Maximum	652.778%
Count	342

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	27.093%	342	100.00%	27.093%
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 1.65. Further, an Excess 峰度 of 12.42 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -47.31%	1	0.29%	0.29%
-47.31% to -35.34%	2	0.58%	0.88%
-35.34% to -23.36%	8	2.34%	3.22%
-23.36% to -11.39%	44	12.87%	16.08%
-11.39% to 0.58%	131	38.30%	54.39%
0.58% to 12.56%	109	31.87%	86.26%
12.56% to 24.53%	29	8.48%	94.74%
24.53% to 36.50%	12	3.51%	98.25%
36.50% to 48.48%	2	0.58%	98.83%
Greater than 48.48%	4	1.17%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-15.38%	16.55%	82.16%	68.27%
±2σ	-31.35%	32.51%	96.78%	95.45%
±3σ	-47.31%	48.48%	98.54%	99.73%

Descriptive Statistics

均值	0.583%
Standard Error	0.863%
中位数	-0.264%
Mode	-5.909%
Standard Deviation	15.964%
Sample Variance	254.837%
峰度	12.42
偏度	1.65
Range	185.951%
Minimum	-74.806%
Maximum	111.145%
Count	342

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	11.478%	165	48.25%	5.538%
负向	-9.682%	175	51.17%	-4.954%
Zero	0.000%	2	0.58%	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 1.98. Further, an Excess 峰度 of 7.39 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -85.19%	0	0.00%	0.00%
-85.19% to -62.33%	0	0.00%	0.00%
-62.33% to -39.48%	4	3.54%	3.54%
-39.48% to -16.62%	11	9.73%	13.27%
-16.62% to 6.23%	48	42.48%	55.75%
6.23% to 29.09%	35	30.97%	86.73%
29.09% to 51.95%	8	7.08%	93.81%
51.95% to 74.80%	3	2.65%	96.46%
74.80% to 97.66%	2	1.77%	98.23%
Greater than 97.66%	2	1.77%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-24.24%	36.71%	82.30%	68.27%
±2σ	-54.71%	67.18%	93.81%	95.45%
±3σ	-85.19%	97.66%	98.23%	99.73%

Descriptive Statistics

均值	6.234%
Standard Error	2.867%
中位数	1.820%
Mode	-59.214%
Standard Deviation	30.474%
Sample Variance	928.656%
峰度	7.39
偏度	1.98
Range	213.401%
Minimum	-59.214%
Maximum	154.187%
Count	113

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	23.281%	62	54.87%	12.774%
负向	-14.490%	51	45.13%	-6.540%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	31.57%
12	3 Years	29.21%
20	5 Years	29.25%
40	10 Years	33.92%
80	20 Years	36.29%
200	50 Years	37.75%

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 5.40. Further, an Excess 峰度 of 32.34 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -212.73%	0	0.00%	0.00%
-212.73% to -145.30%	0	0.00%	0.00%
-145.30% to -77.86%	0	0.00%	0.00%
-77.86% to -10.43%	0	0.00%	0.00%
-10.43% to 57.00%	89	78.07%	78.07%
57.00% to 124.44%	17	14.91%	92.98%
124.44% to 191.87%	4	3.51%	96.49%
191.87% to 259.30%	0	0.00%	96.49%
259.30% to 326.74%	2	1.75%	98.25%
Greater than 326.74%	2	1.75%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-32.91%	146.91%	95.61%	68.27%
±2σ	-122.82%	236.82%	96.49%	95.45%
±3σ	-212.73%	326.74%	98.25%	99.73%

Descriptive Statistics

均值	57.003%
Standard Error	8.421%
中位数	35.291%
Mode	13.643%
Standard Deviation	89.911%
Sample Variance	8084.014%
峰度	32.34
偏度	5.40
Range	639.135%
Minimum	13.643%
Maximum	652.778%
Count	114

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	57.003%	114	100.00%	57.003%
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 2.00. Further, an Excess 峰度 of 8.22 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -85.21%	0	0.00%	0.00%
-85.21% to -63.55%	0	0.00%	0.00%
-63.55% to -41.88%	5	4.39%	4.39%
-41.88% to -20.21%	10	8.77%	13.16%
-20.21% to 1.45%	51	44.74%	57.89%
1.45% to 23.12%	35	30.70%	88.60%
23.12% to 44.78%	7	6.14%	94.74%
44.78% to 66.45%	2	1.75%	96.49%
66.45% to 88.11%	0	0.00%	96.49%
Greater than 88.11%	4	3.51%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-27.44%	30.34%	82.46%	68.27%
±2σ	-56.33%	59.23%	94.74%	95.45%
±3σ	-85.21%	88.11%	96.49%	99.73%

Descriptive Statistics

均值	1.451%
Standard Error	2.706%
中位数	-1.613%
Mode	-60.659%
Standard Deviation	28.888%
Sample Variance	834.511%
峰度	8.22
偏度	2.00
Range	213.368%
Minimum	-60.659%
Maximum	152.709%
Count	114

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	21.131%	53	46.49%	9.824%
负向	-15.648%	61	53.51%	-8.373%
Zero	0.000%	0	0.00%	0.000%

SAH 深度分析报告