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SPGI 深度分析报告

S&P Global Inc. | 分类： Equity Mega Cap | 年化股息率： 0.87% ($3.84) | 最后更新: 2026-04-26 | 数据区间: 1973-05-01 → 2026-04-01 (636 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 1.86% 1.59% 1.63% 2.08% 2.07% 2.23% 427.84 445.93 419.07 455.26
周度 4.04% 3.81% 3.90% 4.84% 4.56% 4.90% 417.32 457.17 398.72 478.49
月度 7.27% 8.50% 7.33% 10.50% 9.49% 10.21% 397.24 480.28 361.27 528.10
季度 12.39% 16.13% 11.71% 19.01% 16.44% 17.68% 370.57 514.84 314.40 606.83
Annual — — — — 32.88% 35.36% 314.40 606.83 226.30 843.07
Option Time Horizon — — — — 12.53% 13.47% 385.35 495.09 339.97 561.18
Calculation Notes: Computed at 2026-04-26T02:44 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $436.79  |  Strike (K): $440.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $21.1000 (Bid $20.0000 / Ask $22.2000)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 0.87%  |  Binomial IV (Annual): 32.88% (CRR binomial tree, American, n=20 steps)  |  BS IV: 32.84% (European Black-Scholes)  |  Yahoo IV (Annual): 35.36% → 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
2026-02-25 $0.9700
2025-11-25 $0.9600
2025-08-26 $0.9600
2025-05-28 $0.9600
2025-02-26 $0.9600
2024-11-26 $0.9100
2024-08-27 $0.9100
2024-05-29 $0.9100
2024-02-26 $0.9100
2023-11-27 $0.9000
2023-08-25 $0.9000
2023-05-25 $0.9000
2023-02-23 $0.9000
2022-11-25 $0.8500
2022-08-25 $0.8500
2022-05-26 $0.8500
2022-02-09 $0.7700
2021-11-24 $0.7700
2021-08-25 $0.7700
2021-05-25 $0.7700
2021-02-23 $0.7700
2020-11-24 $0.6700
2020-08-25 $0.6700
2020-05-26 $0.6700
2020-02-25 $0.6700
2019-11-25 $0.5700
2019-08-26 $0.5700
2019-05-28 $0.5700
2019-02-25 $0.5700
2018-11-27 $0.5000
2018-08-27 $0.5000
2018-05-25 $0.5000
2018-02-23 $0.5000
2017-11-27 $0.4100
2017-08-24 $0.4100
2017-05-24 $0.4100
2017-02-22 $0.4100
2016-11-23 $0.3600
2016-08-24 $0.3600
2016-05-24 $0.3600
2016-02-23 $0.3600
2015-11-23 $0.3300
2015-08-24 $0.3300
2015-05-22 $0.3300
2015-02-23 $0.3300
2014-11-21 $0.3000
2014-08-22 $0.3000
2014-05-23 $0.3000
2014-02-24 $0.3000
2013-11-22 $0.2800
2013-08-23 $0.2800
2013-05-24 $0.2800
2013-02-22 $0.2800
2012-12-14 $2.5000
2012-11-26 $0.2550
2012-08-24 $0.2550
2012-05-24 $0.2550
2012-02-23 $0.2550
2011-11-23 $0.2500
2011-08-24 $0.2500
2011-05-24 $0.2500
2011-02-22 $0.2500
2010-11-23 $0.2350
2010-08-24 $0.2350
2010-05-24 $0.2350
2010-02-22 $0.2350
2009-11-23 $0.2250
2009-08-24 $0.2250
2009-05-22 $0.2250
2009-02-23 $0.2250
2008-11-21 $0.2200
2008-08-22 $0.2200
2008-05-23 $0.2200
2008-02-25 $0.2200
2007-11-26 $0.2050
2007-08-24 $0.2050
2007-05-24 $0.2050
2007-02-22 $0.2050
2006-11-24 $0.1820
2006-08-24 $0.1820
2006-05-24 $0.1820
2006-02-22 $0.1820
2005-11-23 $0.1650
2005-08-24 $0.1650
2005-05-24 $0.0830
2005-02-22 $0.1650
2004-11-23 $0.1500
2004-08-24 $0.1500
2004-05-24 $0.1500
2004-02-23 $0.1500
2003-11-21 $0.1350
2003-08-22 $0.1350
2003-05-23 $0.1350
2003-02-24 $0.1350
2002-11-22 $0.1275
2002-08-23 $0.1275
2002-05-24 $0.1275
2002-02-22 $0.1275
2001-11-26 $0.1225
2001-08-24 $0.1225
2001-05-24 $0.1225
2001-02-22 $0.1225
2000-11-24 $0.1175
2000-08-24 $0.1175
2000-05-24 $0.1175
2000-02-23 $0.1175
1999-11-23 $0.1075
1999-08-24 $0.1075
1999-05-24 $0.1075
1999-02-22 $0.0975
1998-11-23 $0.0975
1998-08-24 $0.0975
1998-08-12 $0.0975
1998-05-22 $0.0975
1998-02-23 $0.0975
1997-11-21 $0.0900
1997-08-22 $0.0900
1997-05-23 $0.0900
1997-02-24 $0.0900
1996-11-22 $0.0825
1996-08-23 $0.0825
1996-05-24 $0.0825
1996-02-23 $0.0825
1995-11-24 $0.0750
1995-08-24 $0.0750
1995-05-22 $0.0750
1995-02-17 $0.0750
1994-11-21 $0.0725
1994-08-22 $0.0725
1994-05-20 $0.0725
1994-02-17 $0.0725
1993-11-19 $0.0712
1993-08-20 $0.0712
1993-05-20 $0.0712
1993-02-18 $0.0712
1992-11-19 $0.0700
1992-08-20 $0.0700
1992-05-20 $0.0700
1992-02-20 $0.0700
1991-11-20 $0.0688
1991-08-21 $0.0688
1991-05-22 $0.0688
1991-02-20 $0.0688
1990-11-21 $0.0675
1990-08-22 $0.0675
1990-05-22 $0.0675
1990-02-20 $0.0675
1989-11-21 $0.0625
1989-10-31 $0.0063
1989-08-22 $0.0625
1989-05-22 $0.0625
1989-02-17 $0.0625
1988-11-21 $0.0575
1988-08-22 $0.0575
1988-05-20 $0.0575
1988-02-19 $0.0575
1987-11-19 $0.0525
1987-08-20 $0.0525
1987-05-20 $0.0525
1987-02-19 $0.0525
1986-11-18 $0.0475
1986-08-20 $0.0475
1986-05-21 $0.0475
1986-02-20 $0.0475
1985-11-20 $0.0437
1985-08-21 $0.0437
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.30. Further, an Excess 峰度 of 9.91 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.51%910.68%0.68%
-5.51% to -4.11%1331.00%1.68%
-4.11% to -2.72%4223.17%4.85%
-2.72% to -1.32%152311.43%16.27%
-1.32% to 0.07%483636.28%52.55%
0.07% to 1.47%423631.78%84.33%
1.47% to 2.86%139810.49%94.82%
2.86% to 4.26%4463.35%98.16%
4.26% to 5.65%1351.01%99.17%
Greater than 5.65%1100.83%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.79%1.93% 79.01%68.27%
±2σ -3.65%3.79% 95.00%95.45%
±3σ -5.51%5.65% 98.49%99.73%
Descriptive Statistics
均值0.073%
Standard Error0.016%
中位数0.000%
Mode0.000%
Standard Deviation1.860%
Sample Variance3.458%
峰度9.91
偏度0.30
Range42.791%
Minimum-18.949%
Maximum23.842%
Count13330
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.368% 6457 48.44% 0.663%
负向 -1.306% 6018 45.15% -0.590%
Zero 0.000% 855 6.41% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 2.30%
20 1 Month 2.62%
60 1 Quarter 3.19%
250 1 Year 2.08%
750 3 Years 1.87%
1,250 5 Years 2.08%
2,500 10 Years 2.05%
5,000 20 Years 2.36%
12,500 50 Years 2.21%
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 4.12. Further, an Excess 峰度 of 40.02 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -2.58%00.00%0.00%
-2.58% to -1.39%00.00%0.00%
-1.39% to -0.20%00.00%0.00%
-0.20% to 0.99%184013.80%13.80%
0.99% to 2.18%667050.03%63.84%
2.18% to 3.37%292421.93%85.77%
3.37% to 4.56%10798.09%93.86%
4.56% to 5.75%4063.05%96.91%
5.75% to 6.94%1891.42%98.33%
Greater than 6.94%2231.67%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.59%3.77% 87.45%68.27%
±2σ -1.00%5.36% 96.10%95.45%
±3σ -2.59%6.94% 98.33%99.73%
Descriptive Statistics
均值2.179%
Standard Error0.014%
中位数1.767%
Mode1.613%
Standard Deviation1.588%
Sample Variance2.522%
峰度40.02
偏度4.12
Range35.593%
Minimum0.209%
Maximum35.802%
Count13331
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.179% 13331 100.00% 2.179%
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 0.27. Further, an Excess 峰度 of 8.46 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.92%960.72%0.72%
-4.92% to -3.71%1391.04%1.76%
-3.71% to -2.48%4623.47%5.23%
-2.48% to -1.26%153611.52%16.75%
-1.26% to -0.04%406030.46%47.21%
-0.04% to 1.18%487936.60%83.80%
1.18% to 2.40%148211.12%94.92%
2.40% to 3.62%4173.13%98.05%
3.62% to 4.84%1531.15%99.20%
Greater than 4.84%1070.80%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.67%1.58% 78.12%68.27%
±2σ -3.30%3.21% 94.77%95.45%
±3σ -4.92%4.84% 98.48%99.73%
Descriptive Statistics
均值-0.044%
Standard Error0.014%
中位数0.000%
Mode0.000%
Standard Deviation1.627%
Sample Variance2.648%
峰度8.46
偏度0.27
Range36.771%
Minimum-16.401%
Maximum20.370%
Count13331
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.191% 5975 44.82% 0.534%
负向 -1.208% 6374 47.81% -0.578%
Zero 0.000% 982 7.37% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.32. Further, an Excess 峰度 of 5.77 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -11.77%180.65%0.65%
-11.77% to -8.74%291.05%1.70%
-8.74% to -5.71%1114.02%5.72%
-5.71% to -2.68%30811.14%16.86%
-2.68% to 0.35%95334.48%51.34%
0.35% to 3.38%87731.73%83.07%
3.38% to 6.41%32711.83%94.90%
6.41% to 9.44%933.36%98.26%
9.44% to 12.47%270.98%99.24%
Greater than 12.47%210.76%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.69%4.39% 75.90%68.27%
±2σ -7.73%8.43% 94.83%95.45%
±3σ -11.77%12.47% 98.59%99.73%
Descriptive Statistics
均值0.350%
Standard Error0.077%
中位数0.253%
Mode0.000%
Standard Deviation4.040%
Sample Variance16.323%
峰度5.77
偏度0.32
Range54.766%
Minimum-25.389%
Maximum29.377%
Count2764
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.991% 1471 53.22% 1.592%
负向 -2.801% 1226 44.36% -1.242%
Zero 0.000% 67 2.42% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 5.62%
12 1 Quarter 7.70%
52 1 Year 4.63%
156 3 Years 4.33%
260 5 Years 4.84%
520 10 Years 4.73%
1,040 20 Years 5.47%
2,600 50 Years 5.26%
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 3.48. Further, an Excess 峰度 of 25.16 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.83%00.00%0.00%
-5.83% to -2.97%00.00%0.00%
-2.97% to -0.11%00.00%0.00%
-0.11% to 2.75%43615.77%15.77%
2.75% to 5.61%130147.05%62.82%
5.61% to 8.47%61622.28%85.10%
8.47% to 11.33%2358.50%93.60%
11.33% to 14.19%973.51%97.11%
14.19% to 17.05%381.37%98.48%
Greater than 17.05%421.52%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.79%9.42% 86.00%68.27%
±2σ -2.02%13.23% 96.09%95.45%
±3σ -5.83%17.05% 98.48%99.73%
Descriptive Statistics
均值5.606%
Standard Error0.073%
中位数4.661%
Mode2.174%
Standard Deviation3.813%
Sample Variance14.542%
峰度25.16
偏度3.48
Range56.855%
Minimum0.638%
Maximum57.493%
Count2765
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.606% 2765 100.00% 5.606%
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 0.73. Further, an Excess 峰度 of 5.96 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -11.86%130.47%0.47%
-11.86% to -8.93%291.05%1.52%
-8.93% to -6.01%903.25%4.77%
-6.01% to -3.08%35312.77%17.54%
-3.08% to -0.15%93233.71%51.25%
-0.15% to 2.77%88732.08%83.33%
2.77% to 5.70%29310.60%93.92%
5.70% to 8.62%1083.91%97.83%
8.62% to 11.55%331.19%99.02%
Greater than 11.55%270.98%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.06%3.75% 76.64%68.27%
±2σ -7.96%7.65% 94.94%95.45%
±3σ -11.86%11.55% 98.55%99.73%
Descriptive Statistics
均值-0.155%
Standard Error0.074%
中位数-0.238%
Mode0.000%
Standard Deviation3.902%
Sample Variance15.227%
峰度5.96
偏度0.73
Range54.031%
Minimum-19.540%
Maximum34.491%
Count2765
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.872% 1246 45.06% 1.294%
负向 -2.758% 1453 52.55% -1.449%
Zero 0.000% 66 2.39% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.05. Further, an Excess 峰度 of 1.60 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -20.35%30.47%0.47%
-20.35% to -14.90%71.10%1.57%
-14.90% to -9.45%284.41%5.98%
-9.45% to -3.99%9314.65%20.63%
-3.99% to 1.46%17828.03%48.66%
1.46% to 6.91%19630.87%79.53%
6.91% to 12.36%9414.80%94.33%
12.36% to 17.82%284.41%98.74%
17.82% to 23.27%50.79%99.53%
Greater than 23.27%30.47%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.81%8.73% 72.13%68.27%
±2σ -13.08%16.00% 95.75%95.45%
±3σ -20.35%23.27% 99.06%99.73%
Descriptive Statistics
均值1.459%
Standard Error0.289%
中位数1.653%
Mode0.000%
Standard Deviation7.270%
Sample Variance52.859%
峰度1.60
偏度-0.05
Range62.246%
Minimum-30.414%
Maximum31.832%
Count635
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 6.058% 376 59.21% 3.587%
负向 -5.383% 251 39.53% -2.128%
Zero 0.000% 8 1.26% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 17.02%
12 1 Year 9.96%
36 3 Years 9.62%
60 5 Years 10.50%
120 10 Years 10.55%
240 20 Years 11.90%
600 50 Years 11.38%
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 3.84. Further, an Excess 峰度 of 25.07 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -12.68%00.00%0.00%
-12.68% to -6.30%00.00%0.00%
-6.30% to 0.07%00.00%0.00%
0.07% to 6.45%9414.78%14.78%
6.45% to 12.82%30147.33%62.11%
12.82% to 19.19%16125.31%87.42%
19.19% to 25.57%457.08%94.50%
25.57% to 31.94%142.20%96.70%
31.94% to 38.32%91.42%98.11%
Greater than 38.32%121.89%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 4.32%21.32% 89.94%68.27%
±2σ -4.18%29.82% 96.23%95.45%
±3σ -12.68%38.32% 98.11%99.73%
Descriptive Statistics
均值12.819%
Standard Error0.337%
中位数11.028%
Mode8.333%
Standard Deviation8.499%
Sample Variance72.229%
峰度25.07
偏度3.84
Range90.200%
Minimum2.920%
Maximum93.120%
Count636
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 12.819% 636 100.00% 12.819%
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 0.91. Further, an Excess 峰度 of 3.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -22.73%20.31%0.31%
-22.73% to -17.23%30.47%0.79%
-17.23% to -11.73%213.30%4.09%
-11.73% to -6.24%10015.72%19.81%
-6.24% to -0.74%22835.85%55.66%
-0.74% to 4.76%15824.84%80.50%
4.76% to 10.25%8212.89%93.40%
10.25% to 15.75%304.72%98.11%
15.75% to 21.25%71.10%99.21%
Greater than 21.25%50.79%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -8.07%6.59% 74.21%68.27%
±2σ -15.40%13.92% 95.91%95.45%
±3σ -22.73%21.25% 98.90%99.73%
Descriptive Statistics
均值-0.740%
Standard Error0.291%
中位数-1.496%
Mode0.000%
Standard Deviation7.329%
Sample Variance53.710%
峰度3.82
偏度0.91
Range68.688%
Minimum-25.439%
Maximum43.249%
Count636
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 6.050% 253 39.78% 2.407%
负向 -5.307% 377 59.28% -3.146%
Zero 0.000% 6 0.94% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.28. Further, an Excess 峰度 of 0.62 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -32.81%10.47%0.47%
-32.81% to -23.52%10.47%0.95%
-23.52% to -14.23%73.32%4.27%
-14.23% to -4.94%4018.96%23.22%
-4.94% to 4.35%5526.07%49.29%
4.35% to 13.64%6128.91%78.20%
13.64% to 22.93%3014.22%92.42%
22.93% to 32.22%136.16%98.58%
32.22% to 41.51%20.95%99.53%
Greater than 41.51%10.47%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -8.04%16.74% 72.04%68.27%
±2σ -20.42%29.13% 95.26%95.45%
±3σ -32.81%41.51% 99.05%99.73%
Descriptive Statistics
均值4.352%
Standard Error0.853%
中位数4.432%
Mode0.000%
Standard Deviation12.387%
Sample Variance153.426%
峰度0.62
偏度0.28
Range82.813%
Minimum-33.607%
Maximum49.206%
Count211
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 12.099% 127 60.19% 7.282%
负向 -7.541% 82 38.86% -2.931%
Zero 0.000% 2 0.95% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 18.69%
12 3 Years 18.84%
20 5 Years 19.01%
40 10 Years 19.36%
80 20 Years 21.12%
200 50 Years 20.26%
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 4.81. Further, an Excess 峰度 of 37.62 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -24.18%00.00%0.00%
-24.18% to -12.09%00.00%0.00%
-12.09% to 0.01%00.00%0.00%
0.01% to 12.10%219.91%9.91%
12.10% to 24.20%11654.72%64.62%
24.20% to 36.30%4923.11%87.74%
36.30% to 48.39%157.08%94.81%
48.39% to 60.49%62.83%97.64%
60.49% to 72.58%20.94%98.58%
Greater than 72.58%31.42%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 8.07%40.33% 89.62%68.27%
±2σ -8.06%56.46% 97.17%95.45%
±3σ -24.18%72.58% 98.58%99.73%
Descriptive Statistics
均值24.200%
Standard Error1.108%
中位数20.919%
Mode25.000%
Standard Deviation16.128%
Sample Variance260.113%
峰度37.62
偏度4.81
Range168.285%
Minimum6.526%
Maximum174.811%
Count212
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 24.200% 212 100.00% 24.200%
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 1.54 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -37.48%00.00%0.00%
-37.48% to -28.70%10.47%0.47%
-28.70% to -19.91%115.19%5.66%
-19.91% to -11.13%3516.51%22.17%
-11.13% to -2.35%6530.66%52.83%
-2.35% to 6.43%5224.53%77.36%
6.43% to 15.22%3516.51%93.87%
15.22% to 24.00%94.25%98.11%
24.00% to 32.78%20.94%99.06%
Greater than 32.78%20.94%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -14.06%9.36% 71.23%68.27%
±2σ -25.77%21.07% 96.23%95.45%
±3σ -37.48%32.78% 99.06%99.73%
Descriptive Statistics
均值-2.349%
Standard Error0.804%
中位数-3.398%
Mode-9.091%
Standard Deviation11.710%
Sample Variance137.127%
峰度1.54
偏度0.59
Range82.495%
Minimum-32.979%
Maximum49.516%
Count212
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 8.845% 85 40.09% 3.546%
负向 -9.999% 125 58.96% -5.896%
Zero 0.000% 2 0.94% 0.000%