市场数据 波动率热力图 组合分析工具

TGT 深度分析报告

Target Corporation | 分类： Equity Mega Cap | 年化股息率： 3.47% ($4.52) | 最后更新: 2026-04-26 | 数据区间: 1973-02-01 → 2026-04-01 (639 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 2.04% 1.73% 1.78% 2.68% 2.39% 2.40% 126.21 132.38 123.23 135.58
周度 4.50% 4.34% 4.58% 6.46% 5.25% 5.28% 122.64 136.23 116.37 143.58
月度 8.61% 10.32% 9.01% 14.11% 10.94% 10.99% 115.87 144.20 103.86 160.87
季度 15.16% 17.35% 14.18% 26.29% 18.95% 19.03% 106.95 156.22 88.49 188.81
Annual — — — — 37.89% 38.06% 88.49 188.81 60.58 275.79
Option Time Horizon — — — — 14.44% 14.50% 111.88 149.34 96.84 172.53
Calculation Notes: Computed at 2026-04-26T02:47 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $129.26  |  Strike (K): $130.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $7.0500 (Bid $6.9000 / Ask $7.2000)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 3.47%  |  Binomial IV (Annual): 37.89% (CRR binomial tree, American, n=20 steps)  |  BS IV: 37.74% (European Black-Scholes)  |  Yahoo IV (Annual): 38.06% → 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
2026-02-11 $1.1400
2025-11-12 $1.1400
2025-08-13 $1.1400
2025-05-14 $1.1200
2025-02-12 $1.1200
2024-11-20 $1.1200
2024-08-21 $1.1200
2024-05-14 $1.1000
2024-02-20 $1.1000
2023-11-14 $1.1000
2023-08-15 $1.1000
2023-05-16 $1.0800
2023-02-14 $1.0800
2022-11-15 $1.0800
2022-08-16 $1.0800
2022-05-17 $0.9000
2022-02-15 $0.9000
2021-11-16 $0.9000
2021-08-17 $0.9000
2021-05-18 $0.6800
2021-02-16 $0.6800
2020-11-17 $0.6800
2020-08-18 $0.6800
2020-05-19 $0.6600
2020-02-18 $0.6600
2019-11-19 $0.6600
2019-08-20 $0.6600
2019-05-14 $0.6400
2019-02-19 $0.6400
2018-11-20 $0.6400
2018-08-14 $0.6400
2018-05-15 $0.6200
2018-02-20 $0.6200
2017-11-14 $0.6200
2017-08-14 $0.6200
2017-05-15 $0.6000
2017-02-13 $0.6000
2016-11-14 $0.6000
2016-08-15 $0.6000
2016-05-16 $0.5600
2016-02-12 $0.5600
2015-11-16 $0.5600
2015-08-17 $0.5600
2015-05-18 $0.5200
2015-02-13 $0.5200
2014-11-17 $0.5200
2014-08-18 $0.5200
2014-05-19 $0.4300
2014-02-14 $0.4300
2013-11-18 $0.4300
2013-08-19 $0.4300
2013-05-13 $0.3600
2013-02-15 $0.3600
2012-11-19 $0.3600
2012-08-13 $0.3600
2012-05-14 $0.3000
2012-02-13 $0.3000
2011-11-14 $0.3000
2011-08-16 $0.3000
2011-05-16 $0.2500
2011-02-14 $0.2500
2010-11-17 $0.2500
2010-08-18 $0.2500
2010-05-18 $0.1700
2010-02-17 $0.1700
2009-11-18 $0.1700
2009-08-18 $0.1700
2009-05-18 $0.1600
2009-02-18 $0.1600
2008-11-18 $0.1600
2008-08-18 $0.1600
2008-05-16 $0.1400
2008-02-15 $0.1400
2007-11-16 $0.1400
2007-08-16 $0.1400
2007-05-16 $0.1200
2007-02-15 $0.1200
2006-11-16 $0.1200
2006-08-16 $0.1200
2006-05-17 $0.1000
2006-02-15 $0.1000
2005-11-16 $0.1000
2005-08-17 $0.1000
2005-05-18 $0.0800
2005-02-16 $0.0800
2004-11-17 $0.0800
2004-08-18 $0.0800
2004-05-18 $0.0700
2004-02-18 $0.0700
2003-11-18 $0.0700
2003-08-18 $0.0700
2003-05-16 $0.0600
2003-02-18 $0.0600
2002-11-18 $0.0600
2002-08-16 $0.0600
2002-05-16 $0.0600
2002-02-15 $0.0600
2001-11-16 $0.0550
2001-08-16 $0.0550
2001-05-16 $0.0550
2001-02-15 $0.0550
2000-11-16 $0.0550
2000-08-16 $0.0550
2000-05-17 $0.0500
2000-02-16 $0.0500
1999-11-17 $0.0500
1999-08-18 $0.0500
1999-05-18 $0.0500
1999-02-17 $0.0500
1998-11-18 $0.0450
1998-08-18 $0.0450
1998-05-18 $0.0450
1998-02-18 $0.0450
1997-11-18 $0.0450
1997-08-18 $0.0400
1997-05-16 $0.0400
1997-02-18 $0.0400
1996-11-18 $0.0400
1996-08-16 $0.0400
1996-05-16 $0.0367
1996-02-15 $0.0367
1995-11-16 $0.0367
1995-08-16 $0.0367
1995-05-15 $0.0367
1995-02-13 $0.0350
1994-11-14 $0.0350
1994-08-15 $0.0350
1994-05-16 $0.0350
1994-02-14 $0.0350
1993-11-15 $0.0333
1993-08-16 $0.0333
1993-05-14 $0.0333
1993-02-12 $0.0333
1992-11-16 $0.0317
1992-08-14 $0.0317
1992-05-14 $0.0317
1992-02-13 $0.0317
1991-11-14 $0.0300
1991-08-14 $0.0300
1991-05-14 $0.0300
1991-02-13 $0.0300
1990-11-14 $0.0275
1990-08-14 $0.0275
1990-05-14 $0.0275
1990-02-13 $0.0275
1989-11-14 $0.0233
1989-08-14 $0.0233
1989-05-15 $0.0233
1989-02-13 $0.0233
1988-11-14 $0.0213
1988-08-15 $0.0213
1988-05-16 $0.0213
1988-02-12 $0.0213
1987-11-16 $0.0192
1987-08-14 $0.0192
1987-05-14 $0.0192
1987-02-13 $0.0192
1986-11-14 $0.0175
1986-08-14 $0.0175
1986-05-14 $0.0175
1986-02-19 $0.0175
1985-11-14 $0.0171
1985-08-14 $0.0154
1985-05-14 $0.0154
1985-02-13 $0.0154
1984-11-14 $0.0154
1984-08-14 $0.0136
1984-05-14 $0.0135
1984-02-10 $0.0135
1983-11-14 $0.0135
1983-08-15 $0.0125
1983-05-16 $0.0125
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.20. Further, an Excess 峰度 of 13.57 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -6.05%800.60%0.60%
-6.05% to -4.52%1260.94%1.54%
-4.52% to -2.99%4283.20%4.74%
-2.99% to -1.46%152511.40%16.14%
-1.46% to 0.07%488336.50%52.63%
0.07% to 1.60%415031.02%83.65%
1.60% to 3.13%149311.16%94.81%
3.13% to 4.66%4373.27%98.08%
4.66% to 6.19%1571.17%99.25%
Greater than 6.19%1000.75%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.97%2.11% 78.12%68.27%
±2σ -4.01%4.15% 95.22%95.45%
±3σ -6.05%6.19% 98.65%99.73%
Descriptive Statistics
均值0.070%
Standard Error0.018%
中位数0.000%
Mode0.000%
Standard Deviation2.040%
Sample Variance4.163%
峰度13.57
偏度-0.20
Range53.387%
Minimum-32.961%
Maximum20.426%
Count13379
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.520% 6460 48.28% 0.734%
负向 -1.418% 6262 46.80% -0.664%
Zero 0.000% 657 4.91% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 2.05%
20 1 Month 2.59%
60 1 Quarter 2.91%
250 1 Year 2.79%
750 3 Years 2.66%
1,250 5 Years 2.68%
2,500 10 Years 2.50%
5,000 20 Years 2.45%
12,500 50 Years 2.48%
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 5.44. Further, an Excess 峰度 of 98.06 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -2.79%00.00%0.00%
-2.79% to -1.49%00.00%0.00%
-1.49% to -0.20%00.00%0.00%
-0.20% to 1.10%189314.15%14.15%
1.10% to 2.40%654648.92%63.07%
2.40% to 3.69%301022.50%85.57%
3.69% to 4.99%10988.21%93.77%
4.99% to 6.28%4313.22%97.00%
6.28% to 7.58%2041.52%98.52%
Greater than 7.58%1981.48%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.67%4.12% 86.37%68.27%
±2σ -1.06%5.85% 96.18%95.45%
±3σ -2.79%7.58% 98.52%99.73%
Descriptive Statistics
均值2.395%
Standard Error0.015%
中位数1.962%
Mode1.299%
Standard Deviation1.727%
Sample Variance2.984%
峰度98.06
偏度5.44
Range53.277%
Minimum0.211%
Maximum53.488%
Count13380
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.395% 13380 100.00% 2.395%
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 0.82. Further, an Excess 峰度 of 19.23 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.36%860.64%0.64%
-5.36% to -4.02%1541.15%1.79%
-4.02% to -2.68%4843.62%5.41%
-2.68% to -1.34%149711.19%16.60%
-1.34% to -0.01%402330.07%46.67%
-0.01% to 1.33%493736.90%83.57%
1.33% to 2.67%153611.48%95.04%
2.67% to 4.01%4333.24%98.28%
4.01% to 5.35%1381.03%99.31%
Greater than 5.35%920.69%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.79%1.78% 78.00%68.27%
±2σ -3.57%3.56% 95.04%95.45%
±3σ -5.36%5.35% 98.67%99.73%
Descriptive Statistics
均值-0.005%
Standard Error0.015%
中位数0.000%
Mode0.000%
Standard Deviation1.784%
Sample Variance3.183%
峰度19.23
偏度0.82
Range49.349%
Minimum-12.682%
Maximum36.667%
Count13380
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.291% 6329 47.30% 0.611%
负向 -1.319% 6245 46.67% -0.616%
Zero 0.000% 806 6.02% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.04. Further, an Excess 峰度 of 7.41 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -13.16%120.43%0.43%
-13.16% to -9.79%260.94%1.37%
-9.79% to -6.41%1033.71%5.08%
-6.41% to -3.03%35812.91%17.99%
-3.03% to 0.34%92633.38%51.37%
0.34% to 3.72%86131.04%82.41%
3.72% to 7.09%33512.08%94.48%
7.09% to 10.47%953.42%97.91%
10.47% to 13.85%341.23%99.13%
Greater than 13.85%240.87%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.16%4.84% 75.99%68.27%
±2σ -8.66%9.35% 95.21%95.45%
±3σ -13.16%13.85% 98.70%99.73%
Descriptive Statistics
均值0.342%
Standard Error0.085%
中位数0.206%
Mode0.000%
Standard Deviation4.502%
Sample Variance20.272%
峰度7.41
偏度0.04
Range75.177%
Minimum-45.455%
Maximum29.722%
Count2774
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 3.450% 1425 51.37% 1.772%
负向 -3.077% 1289 46.47% -1.430%
Zero 0.000% 60 2.16% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 6.01%
12 1 Quarter 6.35%
52 1 Year 6.48%
156 3 Years 6.33%
260 5 Years 6.46%
520 10 Years 6.00%
1,040 20 Years 5.70%
2,600 50 Years 5.94%
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 4.54. Further, an Excess 峰度 of 52.02 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -6.74%00.00%0.00%
-6.74% to -3.48%00.00%0.00%
-3.48% to -0.23%00.00%0.00%
-0.23% to 3.03%41014.77%14.77%
3.03% to 6.29%133348.04%62.81%
6.29% to 9.54%64223.14%85.95%
9.54% to 12.80%2197.89%93.84%
12.80% to 16.05%873.14%96.97%
16.05% to 19.31%381.37%98.34%
Greater than 19.31%461.66%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.94%10.63% 87.32%68.27%
±2σ -2.40%14.97% 96.25%95.45%
±3σ -6.74%19.31% 98.34%99.73%
Descriptive Statistics
均值6.285%
Standard Error0.082%
中位数5.263%
Mode6.667%
Standard Deviation4.342%
Sample Variance18.855%
峰度52.02
偏度4.54
Range85.131%
Minimum0.702%
Maximum85.833%
Count2775
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 6.285% 2775 100.00% 6.285%
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 2.59. Further, an Excess 峰度 of 45.19 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -13.81%90.32%0.32%
-13.81% to -10.37%361.30%1.62%
-10.37% to -6.93%732.63%4.25%
-6.93% to -3.50%35412.76%17.01%
-3.50% to -0.06%93133.55%50.56%
-0.06% to 3.38%91833.08%83.64%
3.38% to 6.82%31411.32%94.95%
6.82% to 10.26%993.57%98.52%
10.26% to 13.70%270.97%99.50%
Greater than 13.70%140.50%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.64%4.53% 78.56%68.27%
±2σ -9.22%9.11% 95.57%95.45%
±3σ -13.81%13.69% 99.17%99.73%
Descriptive Statistics
均值-0.057%
Standard Error0.087%
中位数-0.131%
Mode0.000%
Standard Deviation4.584%
Sample Variance21.009%
峰度45.19
偏度2.59
Range106.295%
Minimum-21.712%
Maximum84.583%
Count2775
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 3.274% 1296 46.70% 1.529%
负向 -3.122% 1410 50.81% -1.586%
Zero 0.000% 69 2.49% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.04. Further, an Excess 峰度 of 1.92 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -24.41%20.31%0.31%
-24.41% to -17.95%71.10%1.41%
-17.95% to -11.49%233.61%5.02%
-11.49% to -5.04%9715.20%20.22%
-5.04% to 1.42%19931.19%51.41%
1.42% to 7.88%18028.21%79.62%
7.88% to 14.34%8613.48%93.10%
14.34% to 20.79%325.02%98.12%
20.79% to 27.25%101.57%99.69%
Greater than 27.25%20.31%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -7.19%10.03% 71.79%68.27%
±2σ -15.80%18.64% 94.83%95.45%
±3σ -24.41%27.25% 99.37%99.73%
Descriptive Statistics
均值1.420%
Standard Error0.341%
中位数1.248%
Mode0.000%
Standard Deviation8.610%
Sample Variance74.125%
峰度1.92
偏度-0.04
Range77.232%
Minimum-47.708%
Maximum29.524%
Count638
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 7.059% 362 56.74% 4.005%
负向 -6.063% 272 42.63% -2.585%
Zero 0.000% 4 0.63% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 13.73%
12 1 Year 13.04%
36 3 Years 13.49%
60 5 Years 14.11%
120 10 Years 13.48%
240 20 Years 12.32%
600 50 Years 12.85%
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 7.60. Further, an Excess 峰度 of 108.97 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -16.46%00.00%0.00%
-16.46% to -8.72%00.00%0.00%
-8.72% to -0.98%00.00%0.00%
-0.98% to 6.76%6610.33%10.33%
6.76% to 14.50%33352.11%62.44%
14.50% to 22.24%16225.35%87.79%
22.24% to 29.98%538.29%96.09%
29.98% to 37.72%132.03%98.12%
37.72% to 45.46%50.78%98.90%
Greater than 45.46%71.10%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 4.18%24.82% 90.30%68.27%
±2σ -6.14%35.14% 97.34%95.45%
±3σ -16.46%45.46% 98.90%99.73%
Descriptive Statistics
均值14.500%
Standard Error0.408%
中位数12.551%
Mode16.667%
Standard Deviation10.321%
Sample Variance106.517%
峰度108.97
偏度7.60
Range178.454%
Minimum2.941%
Maximum181.395%
Count639
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 14.500% 639 100.00% 14.500%
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 1.88. Further, an Excess 峰度 of 16.18 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -27.48%00.00%0.00%
-27.48% to -20.72%40.63%0.63%
-20.72% to -13.97%274.23%4.85%
-13.97% to -7.21%9915.49%20.34%
-7.21% to -0.46%21032.86%53.21%
-0.46% to 6.30%18328.64%81.85%
6.30% to 13.06%8212.83%94.68%
13.06% to 19.81%213.29%97.97%
19.81% to 26.57%101.56%99.53%
Greater than 26.57%30.47%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -9.46%8.55% 74.96%68.27%
±2σ -18.47%17.56% 96.09%95.45%
±3σ -27.48%26.57% 99.53%99.73%
Descriptive Statistics
均值-0.456%
Standard Error0.356%
中位数-1.010%
Mode-7.553%
Standard Deviation9.008%
Sample Variance81.135%
峰度16.18
偏度1.88
Range112.466%
Minimum-22.426%
Maximum90.040%
Count639
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 6.774% 285 44.60% 3.021%
负向 -6.313% 352 55.09% -3.478%
Zero 0.000% 2 0.31% 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 0.64. Further, an Excess 峰度 of 1.30 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -41.19%00.00%0.00%
-41.19% to -29.82%20.94%0.94%
-29.82% to -18.45%62.83%3.77%
-18.45% to -7.08%3516.51%20.28%
-7.08% to 4.28%7334.43%54.72%
4.28% to 15.65%5726.89%81.60%
15.65% to 27.02%2310.85%92.45%
27.02% to 38.39%115.19%97.64%
38.39% to 49.76%20.94%98.58%
Greater than 49.76%31.42%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -10.87%19.44% 71.70%68.27%
±2σ -26.03%34.60% 94.81%95.45%
±3σ -41.19%49.76% 98.58%99.73%
Descriptive Statistics
均值4.284%
Standard Error1.041%
中位数2.381%
Mode3.898%
Standard Deviation15.158%
Sample Variance229.767%
峰度1.30
偏度0.64
Range97.955%
Minimum-38.359%
Maximum59.596%
Count212
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 13.189% 128 60.38% 7.963%
负向 -9.285% 84 39.62% -3.679%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 25.03%
12 3 Years 26.43%
20 5 Years 26.29%
40 10 Years 25.02%
80 20 Years 22.36%
200 50 Years 23.16%
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 4.05. Further, an Excess 峰度 of 29.37 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -24.43%00.00%0.00%
-24.43% to -11.41%00.00%0.00%
-11.41% to 1.60%00.00%0.00%
1.60% to 14.61%3215.02%15.02%
14.61% to 27.62%10549.30%64.32%
27.62% to 40.63%4320.19%84.51%
40.63% to 53.64%188.45%92.96%
53.64% to 66.66%104.69%97.65%
66.66% to 79.67%31.41%99.06%
Greater than 79.67%20.94%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 10.27%44.97% 86.38%68.27%
±2σ -7.08%62.32% 96.71%95.45%
±3σ -24.43%79.67% 99.06%99.73%
Descriptive Statistics
均值27.621%
Standard Error1.189%
中位数23.487%
Mode50.000%
Standard Deviation17.349%
Sample Variance300.997%
峰度29.37
偏度4.05
Range172.635%
Minimum8.760%
Maximum181.395%
Count213
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 27.621% 213 100.00% 27.621%
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 0.61. Further, an Excess 峰度 of 2.13 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -44.18%00.00%0.00%
-44.18% to -33.55%31.41%1.41%
-33.55% to -22.91%94.23%5.63%
-22.91% to -12.28%3215.02%20.66%
-12.28% to -1.64%6630.99%51.64%
-1.64% to 9.00%6229.11%80.75%
9.00% to 19.63%3114.55%95.31%
19.63% to 30.27%52.35%97.65%
30.27% to 40.90%31.41%99.06%
Greater than 40.90%20.94%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -15.82%12.54% 71.83%68.27%
±2σ -30.00%26.72% 95.31%95.45%
±3σ -44.18%40.90% 99.06%99.73%
Descriptive Statistics
均值-1.640%
Standard Error0.972%
中位数-1.748%
Mode-37.342%
Standard Deviation14.181%
Sample Variance201.114%
峰度2.13
偏度0.61
Range99.095%
Minimum-37.342%
Maximum61.753%
Count213
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 11.114% 87 40.84% 4.540%
负向 -10.530% 125 58.69% -6.180%
Zero 0.000% 1 0.47% 0.000%