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SO 深度分析报告

The Southern Company | 分类： Equity Mega Cap | 年化股息率： 3.13% ($2.94) | 最后更新: 2026-04-26 | 数据区间: 1981-12-01 → 2026-04-01 (533 个月)
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 1.26% 1.06% 1.16% 1.74% 1.25% 1.30% 92.33 94.66 91.19 95.85
周度 2.65% 2.46% 2.61% 3.89% 2.75% 2.87% 90.96 96.09 88.49 98.77
月度 4.86% 4.83% 4.85% 8.33% 5.72% 5.98% 88.30 98.99 83.39 104.81
季度 7.36% 7.59% 7.11% 14.23% 9.90% 10.35% 84.68 103.22 76.70 113.96
Annual — — — — 19.80% 20.70% 76.70 113.96 62.92 138.92
Option Time Horizon — — — — 7.55% 7.89% 86.70 100.82 80.39 108.72
Calculation Notes: Computed at 2026-04-26T02:45 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $93.49  |  Strike (K): $95.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $2.2000 (Bid $2.1000 / Ask $2.3000)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 3.13%  |  Binomial IV (Annual): 19.80% (CRR binomial tree, American, n=20 steps)  |  BS IV: 20.04% (European Black-Scholes)  |  Yahoo IV (Annual): 20.70% → period-scaled as σperiod = σannual·√h  |  价格 bands: Upper = S·e+σ√h, 低er = S·e−σ√h
Historical Dividend Payouts
Ex-Dividend Date Amount
2026-02-17 $0.7400
2025-11-17 $0.7400
2025-08-18 $0.7400
2025-05-19 $0.7400
2025-02-18 $0.7200
2024-11-18 $0.7200
2024-08-19 $0.7200
2024-05-17 $0.7200
2024-02-16 $0.7000
2023-11-17 $0.7000
2023-08-18 $0.7000
2023-05-12 $0.7000
2023-02-17 $0.6800
2022-11-18 $0.6800
2022-08-12 $0.6800
2022-05-13 $0.6800
2022-02-18 $0.6600
2021-11-12 $0.6600
2021-08-13 $0.6600
2021-05-14 $0.6600
2021-02-12 $0.6400
2020-11-13 $0.6400
2020-08-14 $0.6400
2020-05-15 $0.6400
2020-02-14 $0.6200
2019-11-15 $0.6200
2019-08-16 $0.6200
2019-05-17 $0.6200
2019-02-15 $0.6000
2018-11-16 $0.6000
2018-08-17 $0.6000
2018-05-18 $0.6000
2018-02-16 $0.5800
2017-11-17 $0.5800
2017-08-17 $0.5800
2017-05-11 $0.5800
2017-02-16 $0.5600
2016-11-17 $0.5600
2016-08-11 $0.5600
2016-05-12 $0.5600
2016-02-11 $0.5430
2015-11-12 $0.5430
2015-08-13 $0.5430
2015-05-14 $0.5430
2015-02-12 $0.5250
2014-10-30 $0.5250
2014-07-31 $0.5250
2014-05-01 $0.5250
2014-01-30 $0.5070
2013-10-31 $0.5070
2013-08-01 $0.5070
2013-05-02 $0.5070
2013-01-31 $0.4900
2012-11-01 $0.4900
2012-08-02 $0.4900
2012-05-03 $0.4900
2012-02-02 $0.4730
2011-11-03 $0.4730
2011-07-28 $0.4730
2011-04-28 $0.4730
2011-02-03 $0.4550
2010-10-28 $0.4550
2010-07-29 $0.4550
2010-04-29 $0.4550
2010-01-28 $0.4380
2009-10-29 $0.4380
2009-07-30 $0.4380
2009-04-30 $0.4380
2009-01-29 $0.4200
2008-10-30 $0.4200
2008-07-31 $0.4200
2008-05-01 $0.4200
2008-01-31 $0.4030
2007-11-01 $0.4030
2007-08-02 $0.4030
2007-05-03 $0.4030
2007-02-01 $0.3880
2006-11-02 $0.3880
2006-08-03 $0.3880
2006-04-27 $0.3880
2006-02-02 $0.3730
2005-11-03 $0.3730
2005-07-28 $0.3730
2005-04-28 $0.3730
2005-02-03 $0.3580
2004-10-28 $0.3580
2004-07-29 $0.3580
2004-04-29 $0.3500
2004-01-29 $0.3500
2003-10-30 $0.3500
2003-07-31 $0.3500
2003-05-01 $0.3420
2003-01-30 $0.3430
2002-10-31 $0.3430
2002-08-01 $0.3430
2002-05-02 $0.3350
2002-01-31 $0.3350
2001-11-01 $0.3350
2001-08-02 $0.3350
2001-05-03 $0.3350
2001-02-01 $0.2047
2000-11-02 $0.2047
2000-08-03 $0.2047
2000-04-27 $0.2047
2000-02-03 $0.2047
1999-10-28 $0.2047
1999-07-29 $0.2047
1999-04-29 $0.2047
1999-01-28 $0.2047
1998-10-29 $0.2047
1998-07-30 $0.2047
1998-04-30 $0.2047
1998-01-29 $0.2047
1997-10-30 $0.1985
1997-07-31 $0.1985
1997-05-01 $0.1985
1997-01-30 $0.1985
1996-10-31 $0.1924
1996-08-01 $0.1924
1996-05-02 $0.1924
1996-02-01 $0.1924
1995-11-02 $0.1863
1995-08-03 $0.1863
1995-04-25 $0.1863
1995-01-31 $0.1863
1994-11-01 $0.1802
1994-07-26 $0.1802
1994-04-26 $0.1802
1994-02-01 $0.1802
1993-10-26 $0.1741
1993-07-27 $0.1741
1993-04-27 $0.1741
1993-01-26 $0.1741
1992-10-27 $0.1680
1992-07-28 $0.1680
1992-04-28 $0.1680
1992-01-28 $0.1680
1991-10-29 $0.1634
1991-07-30 $0.1634
1991-04-30 $0.1634
1991-01-29 $0.1634
1990-10-30 $0.1634
1990-07-31 $0.1634
1990-05-01 $0.1634
1990-01-30 $0.1634
1989-10-31 $0.1634
1989-08-01 $0.1634
1989-04-25 $0.1634
1989-01-31 $0.1634
1988-11-01 $0.1634
1988-07-26 $0.1634
1988-04-26 $0.1634
1988-01-26 $0.1634
1987-10-27 $0.1634
1987-07-28 $0.1634
1987-04-28 $0.1634
1987-01-27 $0.1634
1986-10-28 $0.1634
1986-07-29 $0.1558
1986-04-29 $0.1558
1986-01-28 $0.1558
1985-10-29 $0.1558
1985-07-30 $0.1466
1985-04-30 $0.1466
1985-01-29 $0.1466
1984-10-30 $0.1466
1984-07-31 $0.1375
1984-05-01 $0.1375
1984-01-31 $0.1375
1983-11-01 $0.1375
1983-07-26 $0.1298
1983-04-26 $0.1298
1983-02-01 $0.1298
1982-10-26 $0.1298
1982-07-27 $0.1298
1982-04-27 $0.1237
1982-01-26 $0.1237
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.25. Further, an Excess 峰度 of 16.36 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -3.72%730.65%0.65%
-3.72% to -2.78%1030.92%1.58%
-2.78% to -1.83%3433.07%4.65%
-1.83% to -0.89%140812.61%17.26%
-0.89% to 0.06%406536.40%53.66%
0.06% to 1.01%325329.13%82.79%
1.01% to 1.95%139012.45%95.24%
1.95% to 2.90%3703.31%98.55%
2.90% to 3.84%990.89%99.44%
Greater than 3.84%630.56%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.20%1.32% 77.68%68.27%
±2σ -2.46%2.58% 95.77%95.45%
±3σ -3.72%3.84% 98.78%99.73%
Descriptive Statistics
均值0.060%
Standard Error0.012%
中位数0.000%
Mode0.000%
Standard Deviation1.261%
Sample Variance1.590%
峰度16.36
偏度0.25
Range36.956%
Minimum-18.182%
Maximum18.774%
Count11167
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 0.978% 5320 47.64% 0.466%
负向 -0.947% 4782 42.82% -0.406%
Zero 0.000% 1065 9.54% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 1.72%
20 1 Month 1.61%
60 1 Quarter 1.81%
250 1 Year 1.57%
750 3 Years 1.67%
1,250 5 Years 1.74%
2,500 10 Years 1.75%
5,000 20 Years 1.64%
12,500 50 Years 1.77%
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 3.97. Further, an Excess 峰度 of 36.51 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -1.46%00.00%0.00%
-1.46% to -0.67%00.00%0.00%
-0.67% to 0.13%00.00%0.00%
0.13% to 0.92%172015.40%15.40%
0.92% to 1.72%532447.67%63.07%
1.72% to 2.52%251322.50%85.57%
2.52% to 3.31%9668.65%94.22%
3.31% to 4.11%3052.73%96.96%
4.11% to 4.90%1611.44%98.40%
Greater than 4.90%1791.60%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.66%2.78% 85.72%68.27%
±2σ -0.40%3.84% 96.27%95.45%
±3σ -1.46%4.90% 98.41%99.73%
Descriptive Statistics
均值1.719%
Standard Error0.010%
中位数1.486%
Mode1.613%
Standard Deviation1.061%
Sample Variance1.125%
峰度36.51
偏度3.97
Range21.397%
Minimum0.281%
Maximum21.678%
Count11168
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.719% 11168 100.00% 1.719%
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 0.45. Further, an Excess 峰度 of 15.87 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -3.51%670.60%0.60%
-3.51% to -2.64%1161.04%1.64%
-2.64% to -1.77%3533.16%4.80%
-1.77% to -0.91%143912.89%17.68%
-0.91% to -0.04%320928.73%46.42%
-0.04% to 0.83%402036.00%82.41%
0.83% to 1.70%141812.70%95.11%
1.70% to 2.56%3633.25%98.36%
2.56% to 3.43%1181.06%99.42%
Greater than 3.43%650.58%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.19%1.12% 77.10%68.27%
±2σ -2.35%2.27% 95.39%95.45%
±3σ -3.51%3.43% 98.82%99.73%
Descriptive Statistics
均值-0.038%
Standard Error0.011%
中位数0.000%
Mode0.000%
Standard Deviation1.156%
Sample Variance1.337%
峰度15.87
偏度0.45
Range34.182%
Minimum-13.349%
Maximum20.833%
Count11168
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 0.900% 4776 42.77% 0.385%
负向 -0.898% 5264 47.13% -0.423%
Zero 0.000% 1128 10.10% 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 0.51. Further, an Excess 峰度 of 18.22 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -7.67%120.52%0.52%
-7.67% to -5.68%251.08%1.60%
-5.68% to -3.69%753.24%4.84%
-3.69% to -1.70%27611.94%16.78%
-1.70% to 0.29%76132.92%49.70%
0.29% to 2.28%77033.30%83.00%
2.28% to 4.27%28512.33%95.33%
4.27% to 6.26%753.24%98.57%
6.26% to 8.25%220.95%99.52%
Greater than 8.25%110.48%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.37%2.94% 77.81%68.27%
±2σ -5.02%5.59% 95.63%95.45%
±3σ -7.67%8.25% 99.01%99.73%
Descriptive Statistics
均值0.287%
Standard Error0.055%
中位数0.301%
Mode0.000%
Standard Deviation2.654%
Sample Variance7.041%
峰度18.22
偏度0.51
Range57.534%
Minimum-23.391%
Maximum34.143%
Count2312
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.957% 1261 54.54% 1.067%
负向 -1.880% 960 41.52% -0.781%
Zero 0.000% 91 3.94% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 2.94%
12 1 Quarter 4.19%
52 1 Year 3.40%
156 3 Years 3.70%
260 5 Years 3.89%
520 10 Years 3.94%
1,040 20 Years 3.61%
2,600 50 Years 3.89%
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 4.42. Further, an Excess 峰度 of 38.62 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -3.44%00.00%0.00%
-3.44% to -1.59%00.00%0.00%
-1.59% to 0.26%00.00%0.00%
0.26% to 2.10%32113.88%13.88%
2.10% to 3.95%113949.24%63.12%
3.95% to 5.80%53723.22%86.34%
5.80% to 7.65%1827.87%94.21%
7.65% to 9.49%743.20%97.41%
9.49% to 11.34%251.08%98.49%
Greater than 11.34%351.51%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.49%6.42% 87.12%68.27%
±2σ -0.97%8.88% 96.63%95.45%
±3σ -3.44%11.34% 98.49%99.73%
Descriptive Statistics
均值3.952%
Standard Error0.051%
中位数3.383%
Mode2.273%
Standard Deviation2.463%
Sample Variance6.067%
峰度38.62
偏度4.42
Range34.174%
Minimum0.669%
Maximum34.843%
Count2313
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 3.952% 2313 100.00% 3.952%
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 1.41. Further, an Excess 峰度 of 19.22 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -7.96%70.30%0.30%
-7.96% to -6.01%180.78%1.08%
-6.01% to -4.05%723.11%4.19%
-4.05% to -2.10%30713.27%17.47%
-2.10% to -0.14%78033.72%51.19%
-0.14% to 1.81%75832.77%83.96%
1.81% to 3.77%25410.98%94.94%
3.77% to 5.73%783.37%98.31%
5.73% to 7.68%230.99%99.31%
Greater than 7.68%160.69%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.75%2.47% 77.95%68.27%
±2σ -5.35%5.07% 95.42%95.45%
±3σ -7.96%7.68% 99.01%99.73%
Descriptive Statistics
均值-0.140%
Standard Error0.054%
中位数-0.242%
Mode0.000%
Standard Deviation2.607%
Sample Variance6.794%
峰度19.22
偏度1.41
Range53.903%
Minimum-21.417%
Maximum32.486%
Count2313
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.939% 997 43.10% 0.836%
负向 -1.845% 1223 52.88% -0.976%
Zero 0.000% 93 4.02% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.08. Further, an Excess 峰度 of 1.08 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -13.37%10.19%0.19%
-13.37% to -9.72%81.50%1.69%
-9.72% to -6.08%264.89%6.58%
-6.08% to -2.43%7614.29%20.86%
-2.43% to 1.22%15028.20%49.06%
1.22% to 4.87%16731.39%80.45%
4.87% to 8.52%7213.53%93.98%
8.52% to 12.16%254.70%98.68%
12.16% to 15.81%40.75%99.44%
Greater than 15.81%30.56%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.64%6.08% 71.43%68.27%
±2σ -8.51%10.95% 95.11%95.45%
±3σ -13.37%15.81% 99.25%99.73%
Descriptive Statistics
均值1.220%
Standard Error0.211%
中位数1.411%
Mode0.000%
Standard Deviation4.863%
Sample Variance23.645%
峰度1.08
偏度0.08
Range37.652%
Minimum-13.490%
Maximum24.162%
Count532
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.203% 324 60.90% 2.560%
负向 -3.548% 201 37.78% -1.341%
Zero 0.000% 7 1.32% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 8.37%
12 1 Year 7.12%
36 3 Years 7.49%
60 5 Years 8.33%
120 10 Years 8.39%
240 20 Years 7.54%
600 50 Years 8.10%
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 3.95. Further, an Excess 峰度 of 33.37 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.99%00.00%0.00%
-5.99% to -2.37%00.00%0.00%
-2.37% to 1.25%00.00%0.00%
1.25% to 4.87%8215.38%15.38%
4.87% to 8.49%25147.09%62.48%
8.49% to 12.11%12222.89%85.37%
12.11% to 15.72%448.26%93.62%
15.72% to 19.34%173.19%96.81%
19.34% to 22.96%81.50%98.31%
Greater than 22.96%91.69%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 3.66%13.31% 84.05%68.27%
±2σ -1.17%18.14% 96.44%95.45%
±3σ -5.99%22.96% 98.31%99.73%
Descriptive Statistics
均值8.486%
Standard Error0.209%
中位数7.366%
Mode6.087%
Standard Deviation4.826%
Sample Variance23.292%
峰度33.37
偏度3.95
Range61.311%
Minimum2.083%
Maximum63.394%
Count533
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 8.486% 533 100.00% 8.486%
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 0.34. Further, an Excess 峰度 of 0.72 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -15.12%10.19%0.19%
-15.12% to -11.48%40.75%0.94%
-11.48% to -7.85%264.88%5.82%
-7.85% to -4.21%7413.88%19.70%
-4.21% to -0.57%17733.21%52.91%
-0.57% to 3.07%14527.20%80.11%
3.07% to 6.71%6612.38%92.50%
6.71% to 10.35%285.25%97.75%
10.35% to 13.99%101.88%99.62%
Greater than 13.99%20.38%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.42%4.28% 70.73%68.27%
±2σ -10.27%9.14% 95.12%95.45%
±3σ -15.12%13.99% 99.44%99.73%
Descriptive Statistics
均值-0.568%
Standard Error0.210%
中位数-1.053%
Mode0.000%
Standard Deviation4.852%
Sample Variance23.546%
峰度0.72
偏度0.34
Range35.495%
Minimum-18.414%
Maximum17.081%
Count533
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 3.918% 221 41.46% 1.625%
负向 -3.883% 301 56.47% -2.193%
Zero 0.000% 11 2.06% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.14. Further, an Excess 峰度 of 1.24 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -18.49%10.56%0.56%
-18.49% to -12.97%10.56%1.13%
-12.97% to -7.45%84.52%5.65%
-7.45% to -1.93%2916.38%22.03%
-1.93% to 3.59%5128.81%50.85%
3.59% to 9.11%4525.42%76.27%
9.11% to 14.63%3218.08%94.35%
14.63% to 20.15%63.39%97.74%
20.15% to 25.67%31.69%99.44%
Greater than 25.67%10.56%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.77%10.95% 77.40%68.27%
±2σ -11.13%18.31% 93.79%95.45%
±3σ -18.49%25.67% 98.87%99.73%
Descriptive Statistics
均值3.586%
Standard Error0.553%
中位数3.515%
Mode2.487%
Standard Deviation7.360%
Sample Variance54.176%
峰度1.24
偏度0.14
Range51.429%
Minimum-18.693%
Maximum32.736%
Count177
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 7.135% 124 70.06% 4.998%
负向 -4.807% 52 29.38% -1.412%
Zero 0.000% 1 0.56% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 12.66%
12 3 Years 12.52%
20 5 Years 14.23%
40 10 Years 14.39%
80 20 Years 13.09%
200 50 Years 13.97%
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 2.92. Further, an Excess 峰度 of 14.81 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -7.67%00.00%0.00%
-7.67% to -1.97%00.00%0.00%
-1.97% to 3.72%00.00%0.00%
3.72% to 9.42%2614.61%14.61%
9.42% to 15.11%8547.75%62.36%
15.11% to 20.80%4525.28%87.64%
20.80% to 26.50%116.18%93.82%
26.50% to 32.19%42.25%96.07%
32.19% to 37.89%42.25%98.31%
Greater than 37.89%31.69%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 7.52%22.70% 83.15%68.27%
±2σ -0.07%30.29% 96.07%95.45%
±3σ -7.67%37.89% 98.31%99.73%
Descriptive Statistics
均值15.110%
Standard Error0.569%
中位数13.589%
Mode12.069%
Standard Deviation7.592%
Sample Variance57.635%
峰度14.81
偏度2.92
Range64.745%
Minimum3.939%
Maximum68.684%
Count178
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 15.110% 178 100.00% 15.110%
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 0.44. Further, an Excess 峰度 of 1.23 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -23.08%10.56%0.56%
-23.08% to -17.75%00.00%0.56%
-17.75% to -12.42%73.93%4.49%
-12.42% to -7.08%3519.66%24.16%
-7.08% to -1.75%4927.53%51.69%
-1.75% to 3.58%5329.78%81.46%
3.58% to 8.91%2212.36%93.82%
8.91% to 14.24%42.25%96.07%
14.24% to 19.57%63.37%99.44%
Greater than 19.57%10.56%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -8.86%5.36% 76.40%68.27%
±2σ -15.97%12.46% 93.26%95.45%
±3σ -23.08%19.57% 98.88%99.73%
Descriptive Statistics
均值-1.753%
Standard Error0.533%
中位数-2.042%
Mode0.000%
Standard Deviation7.109%
Sample Variance50.535%
峰度1.23
偏度0.44
Range49.249%
Minimum-24.676%
Maximum24.573%
Count178
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.459% 64 35.95% 1.963%
负向 -6.125% 108 60.67% -3.716%
Zero 0.000% 6 3.37% 0.000%