SRE 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	1.58%	1.46%	1.42%	2.01%	1.77%	1.94%	91.56	94.87	89.95	96.57
周度	3.38%	3.40%	3.38%	4.61%	3.91%	4.27%	89.63	96.91	86.20	100.77
月度	5.65%	6.95%	5.75%	9.70%	8.13%	8.88%	85.92	101.09	79.22	109.65
季度	8.65%	11.91%	8.73%	16.51%	14.08%	15.39%	80.96	107.29	70.33	123.51
Annual	—	—	—	—	28.16%	30.77%	70.33	123.51	53.07	163.68
Option Time Horizon	—	—	—	—	10.73%	11.73%	83.72	103.76	75.20	115.51

Calculation Notes: Computed at 2026-04-26T02:45 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $93.20 | Strike (K): $95.00 (first OTM call ≥ spot) | Observed Mid-价格: $3.2750 (Bid $2.9500 / Ask $3.6000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 2.75% | Binomial IV (Annual): 28.16% (CRR binomial tree, American, n=20 steps) | BS IV: 28.48% (European Black-Scholes) | Yahoo IV (Annual): 30.77% → 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
2026-03-19	$0.6580
2025-12-11	$0.6450
2025-10-01	$0.6450
2025-06-26	$0.6450
2025-03-20	$0.6450
2024-12-05	$0.6200
2024-09-26	$0.6200
2024-06-27	$0.6200
2024-03-20	$0.6200
2023-12-05	$0.5950
2023-09-26	$0.5950
2023-07-03	$0.5950
2023-03-21	$0.5950
2022-12-21	$0.5725
2022-09-22	$0.5725
2022-07-06	$0.5725
2022-03-24	$0.5725
2021-12-22	$0.5500
2021-09-23	$0.5500
2021-07-06	$0.5500
2021-03-24	$0.5500
2020-12-17	$0.5225
2020-09-24	$0.5225
2020-06-25	$0.5225
2020-03-19	$0.5225
2019-12-27	$0.4840
2019-09-19	$0.4840
2019-07-03	$0.4840
2019-03-21	$0.4840
2018-12-28	$0.4475
2018-09-20	$0.4475
2018-06-29	$0.4475
2018-03-22	$0.4475
2017-12-28	$0.4115
2017-09-21	$0.4115
2017-07-05	$0.4115
2017-03-21	$0.4115
2016-12-27	$0.3775
2016-09-27	$0.3775
2016-06-28	$0.3775
2016-03-22	$0.3775
2015-12-23	$0.3500
2015-09-23	$0.3500
2015-06-25	$0.3500
2015-03-25	$0.3500
2014-12-18	$0.3300
2014-09-23	$0.3300
2014-06-27	$0.3300
2014-03-25	$0.3300
2013-12-27	$0.3150
2013-09-25	$0.3150
2013-06-26	$0.3150
2013-03-26	$0.3150
2012-12-26	$0.3000
2012-09-26	$0.3000
2012-06-25	$0.3000
2012-03-22	$0.3000
2011-12-20	$0.2400
2011-09-27	$0.2400
2011-06-22	$0.2400
2011-03-16	$0.2400
2010-12-21	$0.1950
2010-09-27	$0.1950
2010-06-16	$0.1950
2010-03-16	$0.1950
2009-12-28	$0.1950
2009-09-22	$0.1950
2009-06-17	$0.1950
2009-03-17	$0.1950
2008-12-19	$0.1750
2008-09-23	$0.1750
2008-06-17	$0.1750
2008-03-18	$0.1600
2007-12-18	$0.1550
2007-09-25	$0.1550
2007-06-19	$0.1550
2007-03-20	$0.1550
2006-12-19	$0.1500
2006-09-26	$0.1500
2006-09-06	$1.2375
2006-06-20	$0.1500
2006-03-21	$0.1500
2005-12-20	$0.1450
2005-09-27	$0.1450
2005-06-21	$0.1450
2005-03-22	$0.1450
2004-12-20	$0.1250
2004-09-27	$0.1250
2004-06-21	$0.1250
2004-03-18	$0.1250
2003-12-19	$0.1250
2003-09-19	$0.1250
2003-06-19	$0.1250
2003-03-18	$0.1250
2002-12-19	$0.1250
2002-09-18	$0.1250
2002-06-19	$0.1250
2002-03-18	$0.1250
2001-12-19	$0.1250
2001-09-18	$0.1250
2001-06-19	$0.1250
2001-03-16	$0.1250
2000-12-19	$0.1250
2000-09-18	$0.1250
2000-06-19	$0.1250
2000-03-16	$0.1250
1999-12-17	$0.1950
1999-09-16	$0.1950
1999-06-17	$0.1950
1999-03-17	$0.1950
1998-12-17	$0.1950
1998-09-17	$0.1950

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.40. Further, an Excess 峰度 of 15.67 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -4.67%	44	0.63%	0.63%
-4.67% to -3.49%	64	0.91%	1.54%
-3.49% to -2.31%	228	3.26%	4.80%
-2.31% to -1.13%	759	10.85%	15.65%
-1.13% to 0.05%	2354	33.64%	49.29%
0.05% to 1.24%	2450	35.01%	84.30%
1.24% to 2.42%	817	11.67%	95.97%
2.42% to 3.60%	182	2.60%	98.57%
3.60% to 4.78%	55	0.79%	99.36%
Greater than 4.78%	45	0.64%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.52%	1.63%	79.67%	68.27%
±2σ	-3.10%	3.21%	95.47%	95.45%
±3σ	-4.67%	4.78%	98.73%	99.73%

Descriptive Statistics

均值	0.053%
Standard Error	0.019%
中位数	0.072%
Mode	0.000%
Standard Deviation	1.576%
Sample Variance	2.485%
峰度	15.67
偏度	-0.40
Range	34.510%
Minimum	-18.972%
Maximum	15.538%
Count	6998

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.064%	3658	52.27%	0.556%
负向	-1.082%	3249	46.43%	-0.502%
Zero	0.000%	91	1.30%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	1.77%
20	1 Month	1.95%
60	1 Quarter	2.13%
250	1 Year	2.00%
750	3 Years	1.99%
1,250	5 Years	2.01%
2,500	10 Years	1.98%
5,000	20 Years	1.95%
12,500	50 Years	2.08%

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 5.37. Further, an Excess 峰度 of 57.71 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -2.36%	0	0.00%	0.00%
-2.36% to -1.26%	0	0.00%	0.00%
-1.26% to -0.17%	0	0.00%	0.00%
-0.17% to 0.92%	669	9.56%	9.56%
0.92% to 2.01%	3839	54.85%	64.41%
2.01% to 3.11%	1655	23.65%	88.06%
3.11% to 4.20%	476	6.80%	94.86%
4.20% to 5.29%	191	2.73%	97.59%
5.29% to 6.38%	61	0.87%	98.46%
Greater than 6.38%	108	1.54%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.56%	3.47%	90.88%	68.27%
±2σ	-0.90%	4.93%	97.00%	95.45%
±3σ	-2.36%	6.38%	98.47%	99.73%

Descriptive Statistics

均值	2.014%
Standard Error	0.017%
中位数	1.667%
Mode	0.993%
Standard Deviation	1.457%
Sample Variance	2.124%
峰度	57.71
偏度	5.37
Range	30.717%
Minimum	0.402%
Maximum	31.119%
Count	6999

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.014%	6999	100.00%	2.014%
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 0.60. Further, an Excess 峰度 of 13.66 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -4.29%	50	0.71%	0.71%
-4.29% to -3.23%	49	0.70%	1.41%
-3.23% to -2.16%	211	3.01%	4.43%
-2.16% to -1.10%	840	12.00%	16.43%
-1.10% to -0.03%	2422	34.60%	51.04%
-0.03% to 1.03%	2282	32.60%	83.64%
1.03% to 2.10%	798	11.40%	95.04%
2.10% to 3.16%	219	3.13%	98.17%
3.16% to 4.23%	82	1.17%	99.34%
Greater than 4.23%	46	0.66%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.45%	1.39%	78.88%	68.27%
±2σ	-2.87%	2.81%	95.51%	95.45%
±3σ	-4.29%	4.23%	98.63%	99.73%

Descriptive Statistics

均值	-0.031%
Standard Error	0.017%
中位数	-0.055%
Mode	0.000%
Standard Deviation	1.420%
Sample Variance	2.017%
峰度	13.66
偏度	0.60
Range	31.802%
Minimum	-11.519%
Maximum	20.283%
Count	6999

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.010%	3260	46.58%	0.470%
负向	-0.967%	3630	51.87%	-0.502%
Zero	0.000%	109	1.56%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.29. Further, an Excess 峰度 of 10.63 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -9.87%	11	0.76%	0.76%
-9.87% to -7.34%	22	1.52%	2.27%
-7.34% to -4.81%	39	2.69%	4.96%
-4.81% to -2.28%	165	11.36%	16.32%
-2.28% to 0.26%	458	31.54%	47.87%
0.26% to 2.79%	523	36.02%	83.88%
2.79% to 5.32%	171	11.78%	95.66%
5.32% to 7.85%	37	2.55%	98.21%
7.85% to 10.38%	18	1.24%	99.45%
Greater than 10.38%	8	0.55%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.12%	3.63%	79.06%	68.27%
±2σ	-6.50%	7.01%	94.83%	95.45%
±3σ	-9.87%	10.38%	98.69%	99.73%

Descriptive Statistics

均值	0.255%
Standard Error	0.089%
中位数	0.335%
Mode	0.000%
Standard Deviation	3.376%
Sample Variance	11.397%
峰度	10.63
偏度	-0.29
Range	59.077%
Minimum	-30.636%
Maximum	28.441%
Count	1452

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.298%	815	56.13%	1.290%
负向	-2.400%	626	43.11%	-1.035%
Zero	0.000%	11	0.76%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	3.77%
12	1 Quarter	4.92%
52	1 Year	4.38%
156	3 Years	4.64%
260	5 Years	4.61%
520	10 Years	4.54%
1,040	20 Years	4.43%
2,600	50 Years	4.68%

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 4.71. Further, an Excess 峰度 of 40.99 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -5.41%	0	0.00%	0.00%
-5.41% to -2.85%	0	0.00%	0.00%
-2.85% to -0.30%	0	0.00%	0.00%
-0.30% to 2.25%	148	10.19%	10.19%
2.25% to 4.80%	794	54.65%	64.83%
4.80% to 7.36%	344	23.68%	88.51%
7.36% to 9.91%	78	5.37%	93.87%
9.91% to 12.46%	50	3.44%	97.32%
12.46% to 15.02%	20	1.38%	98.69%
Greater than 15.02%	19	1.31%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.40%	8.21%	90.50%	68.27%
±2σ	-2.00%	11.61%	96.83%	95.45%
±3σ	-5.41%	15.02%	98.69%	99.73%

Descriptive Statistics

均值	4.805%
Standard Error	0.089%
中位数	4.003%
Mode	2.239%
Standard Deviation	3.404%
Sample Variance	11.589%
峰度	40.99
偏度	4.71
Range	50.958%
Minimum	1.113%
Maximum	52.071%
Count	1453

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.805%	1453	100.00%	4.805%
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 2.15. Further, an Excess 峰度 of 27.31 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -10.24%	5	0.34%	0.34%
-10.24% to -7.70%	9	0.62%	0.96%
-7.70% to -5.16%	43	2.96%	3.92%
-5.16% to -2.62%	177	12.18%	16.10%
-2.62% to -0.09%	538	37.03%	53.13%
-0.09% to 2.45%	450	30.97%	84.10%
2.45% to 4.99%	163	11.22%	95.32%
4.99% to 7.53%	36	2.48%	97.80%
7.53% to 10.07%	18	1.24%	99.04%
Greater than 10.07%	14	0.96%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.47%	3.30%	79.97%	68.27%
±2σ	-6.86%	6.68%	95.53%	95.45%
±3σ	-10.24%	10.07%	98.69%	99.73%

Descriptive Statistics

均值	-0.086%
Standard Error	0.089%
中位数	-0.277%
Mode	0.000%
Standard Deviation	3.385%
Sample Variance	11.455%
峰度	27.31
偏度	2.15
Range	65.971%
Minimum	-19.435%
Maximum	46.536%
Count	1453

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.438%	651	44.80%	1.092%
负向	-2.168%	790	54.37%	-1.179%
Zero	0.000%	12	0.83%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.21. Further, an Excess 峰度 of 0.86 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -15.91%	2	0.60%	0.60%
-15.91% to -11.68%	5	1.50%	2.10%
-11.68% to -7.44%	15	4.49%	6.59%
-7.44% to -3.21%	48	14.37%	20.96%
-3.21% to 1.03%	80	23.95%	44.91%
1.03% to 5.27%	116	34.73%	79.64%
5.27% to 9.50%	47	14.07%	93.71%
9.50% to 13.74%	16	4.79%	98.50%
13.74% to 17.97%	3	0.90%	99.40%
Greater than 17.97%	2	0.60%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.62%	6.68%	70.96%	68.27%
±2σ	-10.27%	12.33%	94.61%	95.45%
±3σ	-15.91%	17.97%	98.80%	99.73%

Descriptive Statistics

均值	1.030%
Standard Error	0.309%
中位数	1.630%
Mode	-0.448%
Standard Deviation	5.648%
Sample Variance	31.902%
峰度	0.86
偏度	-0.21
Range	37.189%
Minimum	-18.332%
Maximum	18.857%
Count	334

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.489%	205	61.38%	2.755%
负向	-4.468%	129	38.62%	-1.726%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	9.93%
12	1 Year	8.91%
36	3 Years	9.54%
60	5 Years	9.70%
120	10 Years	9.56%
240	20 Years	9.13%
600	50 Years	9.71%

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 3.52. Further, an Excess 峰度 of 19.48 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -10.37%	0	0.00%	0.00%
-10.37% to -5.16%	0	0.00%	0.00%
-5.16% to 0.05%	0	0.00%	0.00%
0.05% to 5.26%	43	12.84%	12.84%
5.26% to 10.47%	179	53.43%	66.27%
10.47% to 15.68%	68	20.30%	86.57%
15.68% to 20.89%	27	8.06%	94.63%
20.89% to 26.10%	7	2.09%	96.72%
26.10% to 31.31%	2	0.60%	97.31%
Greater than 31.31%	9	2.69%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	3.53%	17.42%	89.55%	68.27%
±2σ	-3.42%	24.36%	96.72%	95.45%
±3σ	-10.37%	31.31%	97.31%	99.73%

Descriptive Statistics

均值	10.472%
Standard Error	0.379%
中位数	8.772%
Mode	5.227%
Standard Deviation	6.946%
Sample Variance	48.242%
峰度	19.48
偏度	3.52
Range	64.782%
Minimum	3.400%
Maximum	68.182%
Count	335

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	10.472%	335	100.00%	10.472%
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 0.71. Further, an Excess 峰度 of 1.64 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -17.65%	0	0.00%	0.00%
-17.65% to -13.34%	3	0.90%	0.90%
-13.34% to -9.03%	9	2.69%	3.58%
-9.03% to -4.72%	53	15.82%	19.40%
-4.72% to -0.41%	121	36.12%	55.52%
-0.41% to 3.90%	82	24.48%	80.00%
3.90% to 8.22%	45	13.43%	93.43%
8.22% to 12.53%	12	3.58%	97.01%
12.53% to 16.84%	7	2.09%	99.10%
Greater than 16.84%	3	0.90%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.15%	5.34%	72.54%	68.27%
±2σ	-11.90%	11.09%	94.93%	95.45%
±3σ	-17.65%	16.84%	99.10%	99.73%

Descriptive Statistics

均值	-0.406%
Standard Error	0.314%
中位数	-1.210%
Mode	-11.332%
Standard Deviation	5.748%
Sample Variance	33.045%
峰度	1.64
偏度	0.71
Range	40.828%
Minimum	-16.516%
Maximum	24.312%
Count	335

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.869%	137	40.90%	1.991%
负向	-4.076%	197	58.81%	-2.397%
Zero	0.000%	1	0.30%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.09. Further, an Excess 峰度 of 2.18 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -22.85%	1	0.90%	0.90%
-22.85% to -16.36%	2	1.80%	2.70%
-16.36% to -9.87%	2	1.80%	4.50%
-9.87% to -3.39%	21	18.92%	23.42%
-3.39% to 3.10%	27	24.32%	47.75%
3.10% to 9.59%	34	30.63%	78.38%
9.59% to 16.07%	20	18.02%	96.40%
16.07% to 22.56%	3	2.70%	99.10%
22.56% to 29.05%	0	0.00%	99.10%
Greater than 29.05%	1	0.90%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.55%	11.75%	73.87%	68.27%
±2σ	-14.20%	20.40%	95.50%	95.45%
±3σ	-22.85%	29.05%	98.20%	99.73%

Descriptive Statistics

均值	3.100%
Standard Error	0.821%
中位数	3.781%
Mode	-23.620%
Standard Deviation	8.649%
Sample Variance	74.811%
峰度	2.18
偏度	-0.09
Range	60.943%
Minimum	-23.620%
Maximum	37.323%
Count	111

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.760%	74	66.67%	5.173%
负向	-6.222%	37	33.33%	-2.074%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	15.65%
12	3 Years	15.72%
20	5 Years	16.51%
40	10 Years	16.15%
80	20 Years	15.44%
200	50 Years	16.69%

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 3.27. Further, an Excess 峰度 of 13.07 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -16.79%	0	0.00%	0.00%
-16.79% to -7.86%	0	0.00%	0.00%
-7.86% to 1.07%	0	0.00%	0.00%
1.07% to 10.00%	11	9.82%	9.82%
10.00% to 18.93%	61	54.46%	64.29%
18.93% to 27.86%	29	25.89%	90.18%
27.86% to 36.79%	4	3.57%	93.75%
36.79% to 45.72%	3	2.68%	96.43%
45.72% to 54.65%	1	0.89%	97.32%
Greater than 54.65%	3	2.68%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	7.03%	30.84%	91.96%	68.27%
±2σ	-4.88%	42.75%	94.64%	95.45%
±3σ	-16.79%	54.65%	97.32%	99.73%

Descriptive Statistics

均值	18.933%
Standard Error	1.125%
中位数	15.849%
Mode	7.216%
Standard Deviation	11.906%
Sample Variance	141.757%
峰度	13.07
偏度	3.27
Range	76.727%
Minimum	7.216%
Maximum	83.943%
Count	112

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	18.933%	112	100.00%	18.933%
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 1.09. Further, an Excess 峰度 of 2.85 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -27.56%	0	0.00%	0.00%
-27.56% to -21.02%	1	0.89%	0.89%
-21.02% to -14.47%	1	0.89%	1.79%
-14.47% to -7.92%	24	21.43%	23.21%
-7.92% to -1.38%	39	34.82%	58.04%
-1.38% to 5.17%	25	22.32%	80.36%
5.17% to 11.72%	16	14.29%	94.64%
11.72% to 18.26%	2	1.79%	96.43%
18.26% to 24.81%	2	1.79%	98.21%
Greater than 24.81%	2	1.79%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-10.10%	7.35%	75.89%	68.27%
±2σ	-18.83%	16.08%	95.54%	95.45%
±3σ	-27.56%	24.81%	98.21%	99.73%

Descriptive Statistics

均值	-1.376%
Standard Error	0.825%
中位数	-3.072%
Mode	2.618%
Standard Deviation	8.729%
Sample Variance	76.190%
峰度	2.85
偏度	1.09
Range	58.792%
Minimum	-26.382%
Maximum	32.410%
Count	112

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.733%	40	35.71%	2.762%
负向	-6.436%	72	64.29%	-4.137%
Zero	0.000%	0	0.00%	0.000%

SRE 深度分析报告