STLD 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	2.96%	2.47%	2.68%	3.49%	2.54%	2.64%	221.09	232.63	215.54	238.63
周度	6.33%	6.33%	6.31%	8.18%	5.60%	5.80%	214.44	239.85	202.76	253.67
月度	12.32%	15.05%	12.57%	17.46%	11.66%	12.08%	201.84	254.83	179.63	286.33
季度	19.26%	37.01%	23.12%	29.77%	20.19%	20.92%	185.33	277.53	151.45	339.62
Annual	—	—	—	—	40.38%	41.84%	151.45	339.62	101.13	508.58
Option Time Horizon	—	—	—	—	15.39%	15.94%	194.45	264.51	166.71	308.51

Calculation Notes: Computed at 2026-04-26T02:48 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $226.79 | Strike (K): $230.00 (first OTM call ≥ spot) | Observed Mid-价格: $12.9000 (Bid $12.7000 / Ask $13.1000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.90% | Binomial IV (Annual): 40.38% (CRR binomial tree, American, n=20 steps) | BS IV: 40.52% (European Black-Scholes) | Yahoo IV (Annual): 41.84% → 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
2026-03-31	$0.5300
2025-12-31	$0.5000
2025-09-30	$0.5000
2025-06-30	$0.5000
2025-03-31	$0.5000
2024-12-31	$0.4600
2024-09-30	$0.4600
2024-06-28	$0.4600
2024-03-27	$0.4600
2023-12-28	$0.4250
2023-09-28	$0.4250
2023-06-29	$0.4250
2023-03-30	$0.4250
2022-12-29	$0.3400
2022-09-29	$0.3400
2022-06-29	$0.3400
2022-03-30	$0.3400
2021-12-30	$0.2600
2021-09-29	$0.2600
2021-06-29	$0.2600
2021-03-30	$0.2600
2020-12-30	$0.2500
2020-09-29	$0.2500
2020-06-29	$0.2500
2020-03-30	$0.2500
2019-12-30	$0.2400
2019-09-27	$0.2400
2019-06-27	$0.2400
2019-03-28	$0.2400
2018-12-28	$0.1880
2018-09-27	$0.1880
2018-06-28	$0.1880
2018-03-28	$0.1880
2017-12-28	$0.1550
2017-09-28	$0.1550
2017-06-28	$0.1550
2017-03-29	$0.1550
2016-12-28	$0.1400
2016-09-28	$0.1400
2016-06-28	$0.1400
2016-03-29	$0.1400
2015-12-29	$0.1380
2015-09-28	$0.1380
2015-06-26	$0.1380
2015-03-27	$0.1380
2014-12-29	$0.1150
2014-09-26	$0.1150
2014-06-26	$0.1150
2014-03-27	$0.1150
2013-12-27	$0.1100
2013-09-26	$0.1100
2013-06-26	$0.1100
2013-03-26	$0.1100
2012-12-27	$0.1000
2012-09-26	$0.1000
2012-06-27	$0.1000
2012-03-28	$0.1000
2011-12-28	$0.1000
2011-09-28	$0.1000
2011-06-28	$0.1000
2011-03-29	$0.1000
2010-12-29	$0.0750
2010-09-28	$0.0750
2010-06-28	$0.0750
2010-03-29	$0.0750
2009-12-29	$0.0750
2009-09-28	$0.0750
2009-06-26	$0.0750
2009-03-27	$0.1000
2008-12-29	$0.1000
2008-09-26	$0.1000
2008-06-26	$0.1000
2008-03-27	$0.0500
2007-12-27	$0.0750
2007-09-26	$0.0750
2007-06-27	$0.0750
2007-03-28	$0.0750
2006-12-28	$0.0750
2006-09-27	$0.0750
2006-06-28	$0.0500
2006-03-29	$0.0500
2005-12-28	$0.0250
2005-09-28	$0.0250
2005-06-28	$0.0250
2005-03-29	$0.0250
2004-12-29	$0.0250
2004-09-28	$0.0187
2004-07-22	$0.0187

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.19. Further, an Excess 峰度 of 5.66 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -8.79%	55	0.74%	0.74%
-8.79% to -6.57%	69	0.93%	1.68%
-6.57% to -4.34%	250	3.38%	5.05%
-4.34% to -2.12%	877	11.85%	16.91%
-2.12% to 0.10%	2558	34.57%	51.48%
0.10% to 2.33%	2317	31.32%	82.79%
2.33% to 4.55%	871	11.77%	94.57%
4.55% to 6.77%	278	3.76%	98.32%
6.77% to 9.00%	65	0.88%	99.20%
Greater than 9.00%	59	0.80%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.86%	3.07%	77.19%	68.27%
±2σ	-5.83%	6.03%	95.23%	95.45%
±3σ	-8.79%	9.00%	98.46%	99.73%

Descriptive Statistics

均值	0.103%
Standard Error	0.034%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.965%
Sample Variance	8.791%
峰度	5.66
偏度	0.19
Range	41.133%
Minimum	-18.311%
Maximum	22.822%
Count	7399

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.186%	3693	49.91%	1.091%
负向	-2.053%	3563	48.16%	-0.989%
Zero	0.000%	143	1.93%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	4.72%
20	1 Month	3.48%
60	1 Quarter	3.66%
250	1 Year	3.06%
750	3 Years	3.05%
1,250	5 Years	3.49%
2,500	10 Years	3.44%
5,000	20 Years	3.87%
12,500	50 Years	4.02%

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 2.83. Further, an Excess 峰度 of 13.32 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -3.51%	0	0.00%	0.00%
-3.51% to -1.65%	0	0.00%	0.00%
-1.65% to 0.20%	0	0.00%	0.00%
0.20% to 2.05%	1187	16.04%	16.04%
2.05% to 3.90%	3541	47.85%	63.89%
3.90% to 5.76%	1586	21.43%	85.32%
5.76% to 7.61%	588	7.95%	93.27%
7.61% to 9.46%	242	3.27%	96.54%
9.46% to 11.31%	115	1.55%	98.09%
Greater than 11.31%	141	1.91%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.43%	6.37%	85.53%	68.27%
±2σ	-1.04%	8.84%	95.80%	95.45%
±3σ	-3.51%	11.31%	98.09%	99.73%

Descriptive Statistics

均值	3.904%
Standard Error	0.029%
中位数	3.264%
Mode	2.326%
Standard Deviation	2.470%
Sample Variance	6.102%
峰度	13.32
偏度	2.83
Range	27.859%
Minimum	0.389%
Maximum	28.248%
Count	7400

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.904%	7400	100.00%	3.904%
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 5.66 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -8.01%	39	0.53%	0.53%
-8.01% to -6.00%	85	1.15%	1.68%
-6.00% to -3.98%	262	3.54%	5.22%
-3.98% to -1.97%	913	12.34%	17.55%
-1.97% to 0.04%	2512	33.95%	51.50%
0.04% to 2.05%	2341	31.64%	83.14%
2.05% to 4.07%	849	11.47%	94.61%
4.07% to 6.08%	255	3.45%	98.05%
6.08% to 8.09%	76	1.03%	99.08%
Greater than 8.09%	68	0.92%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.64%	2.72%	76.55%	68.27%
±2σ	-5.32%	5.41%	94.97%	95.45%
±3σ	-8.01%	8.09%	98.55%	99.73%

Descriptive Statistics

均值	0.042%
Standard Error	0.031%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.683%
Sample Variance	7.196%
峰度	5.66
偏度	0.45
Range	39.272%
Minimum	-17.990%
Maximum	21.282%
Count	7400

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.977%	3621	48.93%	0.967%
负向	-1.892%	3620	48.92%	-0.926%
Zero	0.000%	159	2.15%	0.000%

收盘-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 3.74 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -18.50%	6	0.39%	0.39%
-18.50% to -13.76%	16	1.04%	1.43%
-13.76% to -9.01%	68	4.43%	5.86%
-9.01% to -4.26%	197	12.83%	18.70%
-4.26% to 0.48%	500	32.57%	51.27%
0.48% to 5.23%	466	30.36%	81.63%
5.23% to 9.98%	192	12.51%	94.14%
9.98% to 14.72%	61	3.97%	98.11%
14.72% to 19.47%	18	1.17%	99.28%
Greater than 19.47%	11	0.72%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.84%	6.81%	74.33%	68.27%
±2σ	-12.17%	13.14%	95.44%	95.45%
±3σ	-18.50%	19.47%	98.89%	99.73%

Descriptive Statistics

均值	0.485%
Standard Error	0.162%
中位数	0.287%
Mode	0.000%
Standard Deviation	6.329%
Sample Variance	40.062%
峰度	3.74
偏度	0.34
Range	77.874%
Minimum	-30.884%
Maximum	46.990%
Count	1535

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.906%	804	52.38%	2.570%
负向	-4.432%	722	47.04%	-2.085%
Zero	0.000%	9	0.59%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	9.86%
12	1 Quarter	9.05%
52	1 Year	6.96%
156	3 Years	7.03%
260	5 Years	8.18%
520	10 Years	7.93%
1,040	20 Years	8.91%
2,600	50 Years	9.22%

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 3.49. Further, an Excess 峰度 of 22.35 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -9.25%	0	0.00%	0.00%
-9.25% to -4.51%	0	0.00%	0.00%
-4.51% to 0.24%	0	0.00%	0.00%
0.24% to 4.98%	207	13.48%	13.48%
4.98% to 9.73%	786	51.17%	64.65%
9.73% to 14.48%	327	21.29%	85.94%
14.48% to 19.22%	129	8.40%	94.34%
19.22% to 23.97%	38	2.47%	96.81%
23.97% to 28.71%	20	1.30%	98.11%
Greater than 28.71%	29	1.89%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	3.40%	16.06%	86.78%	68.27%
±2σ	-2.93%	22.39%	95.96%	95.45%
±3σ	-9.25%	28.71%	98.11%	99.73%

Descriptive Statistics

均值	9.730%
Standard Error	0.161%
中位数	8.079%
Mode	7.692%
Standard Deviation	6.328%
Sample Variance	40.049%
峰度	22.35
偏度	3.49
Range	77.177%
Minimum	2.094%
Maximum	79.271%
Count	1536

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	9.730%	1536	100.00%	9.730%
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 0.75. Further, an Excess 峰度 of 4.56 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -18.91%	5	0.33%	0.33%
-18.91% to -14.17%	15	0.98%	1.30%
-14.17% to -9.43%	53	3.45%	4.75%
-9.43% to -4.70%	210	13.67%	18.42%
-4.70% to 0.04%	525	34.18%	52.60%
0.04% to 4.77%	456	29.69%	82.29%
4.77% to 9.51%	174	11.33%	93.62%
9.51% to 14.24%	65	4.23%	97.85%
14.24% to 18.98%	18	1.17%	99.02%
Greater than 18.98%	15	0.98%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.28%	6.35%	76.04%	68.27%
±2σ	-12.59%	12.67%	95.18%	95.45%
±3σ	-18.91%	18.98%	98.70%	99.73%

Descriptive Statistics

均值	0.037%
Standard Error	0.161%
中位数	-0.278%
Mode	0.000%
Standard Deviation	6.314%
Sample Variance	39.863%
峰度	4.56
偏度	0.75
Range	78.178%
Minimum	-30.070%
Maximum	48.108%
Count	1536

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.855%	730	47.53%	2.307%
负向	-4.387%	795	51.76%	-2.271%
Zero	0.000%	11	0.72%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.10. Further, an Excess 峰度 of 0.48 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -34.96%	0	0.00%	0.00%
-34.96% to -25.72%	6	1.70%	1.70%
-25.72% to -16.48%	16	4.53%	6.23%
-16.48% to -7.24%	48	13.60%	19.83%
-7.24% to 2.00%	104	29.46%	49.29%
2.00% to 11.24%	111	31.44%	80.74%
11.24% to 20.48%	39	11.05%	91.78%
20.48% to 29.72%	23	6.52%	98.30%
29.72% to 38.96%	4	1.13%	99.43%
Greater than 38.96%	2	0.57%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-10.32%	14.32%	71.10%	68.27%
±2σ	-22.64%	26.64%	94.90%	95.45%
±3σ	-34.96%	38.96%	99.43%	99.73%

Descriptive Statistics

均值	1.996%
Standard Error	0.656%
中位数	2.120%
Mode	-10.553%
Standard Deviation	12.320%
Sample Variance	151.781%
峰度	0.48
偏度	0.10
Range	72.327%
Minimum	-30.838%
Maximum	41.489%
Count	353

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	10.135%	202	57.22%	5.800%
负向	-8.952%	150	42.49%	-3.804%
Zero	0.000%	1	0.28%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	22.52%
12	1 Year	15.00%
36	3 Years	14.68%
60	5 Years	17.46%
120	10 Years	17.23%
240	20 Years	18.70%
600	50 Years	19.38%

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 4.43. Further, an Excess 峰度 of 29.77 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -23.05%	0	0.00%	0.00%
-23.05% to -11.76%	0	0.00%	0.00%
-11.76% to -0.48%	0	0.00%	0.00%
-0.48% to 10.81%	32	9.04%	9.04%
10.81% to 22.10%	195	55.08%	64.12%
22.10% to 33.38%	85	24.01%	88.14%
33.38% to 44.67%	28	7.91%	96.05%
44.67% to 55.96%	5	1.41%	97.46%
55.96% to 67.24%	3	0.85%	98.31%
Greater than 67.24%	6	1.69%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	7.05%	37.14%	90.96%	68.27%
±2σ	-8.00%	52.19%	96.89%	95.45%
±3σ	-23.05%	67.24%	98.31%	99.73%

Descriptive Statistics

均值	22.096%
Standard Error	0.800%
中位数	18.407%
Mode	16.968%
Standard Deviation	15.049%
Sample Variance	226.479%
峰度	29.77
偏度	4.43
Range	142.127%
Minimum	5.749%
Maximum	147.876%
Count	354

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	22.096%	354	100.00%	22.096%
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 1.20 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -37.75%	0	0.00%	0.00%
-37.75% to -28.33%	3	0.85%	0.85%
-28.33% to -18.90%	12	3.39%	4.24%
-18.90% to -9.48%	57	16.10%	20.34%
-9.48% to -0.05%	121	34.18%	54.52%
-0.05% to 9.37%	93	26.27%	80.79%
9.37% to 18.80%	44	12.43%	93.22%
18.80% to 28.22%	13	3.67%	96.89%
28.22% to 37.65%	6	1.69%	98.59%
Greater than 37.65%	5	1.41%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-12.62%	12.52%	73.45%	68.27%
±2σ	-25.19%	25.08%	94.63%	95.45%
±3σ	-37.75%	37.65%	98.59%	99.73%

Descriptive Statistics

均值	-0.052%
Standard Error	0.668%
中位数	-1.280%
Mode	-6.998%
Standard Deviation	12.567%
Sample Variance	157.942%
峰度	1.20
偏度	0.73
Range	76.598%
Minimum	-32.530%
Maximum	44.068%
Count	354

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	10.553%	159	44.91%	4.740%
负向	-8.790%	193	54.52%	-4.792%
Zero	0.000%	2	0.56%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.02. Further, an Excess 峰度 of 0.85 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -52.33%	1	0.85%	0.85%
-52.33% to -37.89%	0	0.00%	0.85%
-37.89% to -23.44%	5	4.27%	5.13%
-23.44% to -8.99%	15	12.82%	17.95%
-8.99% to 5.46%	44	37.61%	55.56%
5.46% to 19.90%	24	20.51%	76.07%
19.90% to 34.35%	21	17.95%	94.02%
34.35% to 48.80%	4	3.42%	97.44%
48.80% to 63.24%	3	2.56%	100.00%
Greater than 63.24%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-13.81%	24.72%	70.09%	68.27%
±2σ	-33.07%	43.98%	95.73%	95.45%
±3σ	-52.33%	63.25%	99.15%	99.73%

Descriptive Statistics

均值	5.456%
Standard Error	1.781%
中位数	2.939%
Mode	-62.191%
Standard Deviation	19.263%
Sample Variance	371.066%
峰度	0.85
偏度	0.02
Range	121.237%
Minimum	-62.191%
Maximum	59.046%
Count	117

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	17.184%	70	59.83%	10.281%
负向	-12.011%	47	40.17%	-4.825%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	28.06%
12	3 Years	25.02%
20	5 Years	29.77%
40	10 Years	29.30%
80	20 Years	31.67%
200	50 Years	33.12%

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 6.19. Further, an Excess 峰度 of 49.85 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -68.14%	0	0.00%	0.00%
-68.14% to -40.38%	0	0.00%	0.00%
-40.38% to -12.62%	0	0.00%	0.00%
-12.62% to 15.14%	0	0.00%	0.00%
15.14% to 42.90%	79	66.95%	66.95%
42.90% to 70.65%	31	26.27%	93.22%
70.65% to 98.41%	4	3.39%	96.61%
98.41% to 126.17%	1	0.85%	97.46%
126.17% to 153.93%	1	0.85%	98.31%
Greater than 153.93%	2	1.69%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	5.88%	79.91%	95.76%	68.27%
±2σ	-31.13%	116.92%	97.46%	95.45%
±3σ	-68.14%	153.93%	98.31%	99.73%

Descriptive Statistics

均值	42.896%
Standard Error	3.407%
中位数	34.683%
Mode	16.259%
Standard Deviation	37.011%
Sample Variance	1369.844%
峰度	49.85
偏度	6.19
Range	348.318%
Minimum	16.259%
Maximum	364.577%
Count	118

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	42.896%	118	100.00%	42.896%
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 3.40. Further, an Excess 峰度 of 22.01 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -70.40%	0	0.00%	0.00%
-70.40% to -53.06%	0	0.00%	0.00%
-53.06% to -35.72%	0	0.00%	0.00%
-35.72% to -18.38%	23	19.49%	19.49%
-18.38% to -1.04%	41	34.75%	54.24%
-1.04% to 16.30%	37	31.36%	85.59%
16.30% to 33.64%	12	10.17%	95.76%
33.64% to 50.98%	3	2.54%	98.31%
50.98% to 68.32%	1	0.85%	99.15%
Greater than 68.32%	1	0.85%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-24.16%	22.08%	79.66%	68.27%
±2σ	-47.28%	45.20%	98.31%	95.45%
±3σ	-70.40%	68.32%	99.15%	99.73%

Descriptive Statistics

均值	-1.039%
Standard Error	2.128%
中位数	-2.209%
Mode	-35.504%
Standard Deviation	23.119%
Sample Variance	534.511%
峰度	22.01
偏度	3.40
Range	200.605%
Minimum	-35.504%
Maximum	165.101%
Count	118

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	15.978%	51	43.22%	6.906%
负向	-13.992%	67	56.78%	-7.945%
Zero	0.000%	0	0.00%	0.000%

STLD 深度分析报告