TMO 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	2.00%	1.59%	1.74%	2.38%	1.92%	2.06%	460.78	478.82	452.01	488.10
周度	4.51%	4.10%	4.41%	5.57%	4.23%	4.53%	450.27	489.99	431.63	511.15
月度	9.05%	10.02%	9.16%	12.07%	8.80%	9.43%	430.14	512.92	393.91	560.10
季度	14.33%	17.00%	15.50%	21.12%	15.24%	16.34%	403.30	547.05	346.29	637.12
Annual	—	—	—	—	30.48%	32.67%	346.29	637.12	255.29	864.21
Option Time Horizon	—	—	—	—	11.62%	12.45%	418.20	527.57	372.33	592.56

Calculation Notes: Computed at 2026-04-26T02:44 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $469.71 | Strike (K): $470.00 (first OTM call ≥ spot) | Observed Mid-价格: $22.4500 (Bid $21.5000 / Ask $23.4000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.38% | Binomial IV (Annual): 30.48% (CRR binomial tree, American, n=20 steps) | BS IV: 30.14% (European Black-Scholes) | Yahoo IV (Annual): 32.67% → 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
2026-03-13	$0.4700
2025-12-15	$0.4300
2025-09-15	$0.4300
2025-06-13	$0.4300
2025-03-14	$0.4300
2024-12-13	$0.3900
2024-09-13	$0.3900
2024-06-14	$0.3900
2024-03-14	$0.3900
2023-12-14	$0.3500
2023-09-14	$0.3500
2023-06-14	$0.3500
2023-03-14	$0.3500
2022-12-14	$0.3000
2022-09-14	$0.3000
2022-06-14	$0.3000
2022-03-15	$0.3000
2021-12-14	$0.2600
2021-09-14	$0.2600
2021-06-14	$0.2600
2021-03-15	$0.2600
2020-12-14	$0.2200
2020-09-14	$0.2200
2020-06-12	$0.2200
2020-03-13	$0.2200
2019-12-16	$0.1900
2019-09-16	$0.1900
2019-06-13	$0.1900
2019-03-14	$0.1900
2018-12-14	$0.1700
2018-09-14	$0.1700
2018-06-14	$0.1700
2018-03-14	$0.1700
2017-12-14	$0.1500
2017-09-14	$0.1500
2017-06-13	$0.1500
2017-03-13	$0.1500
2016-12-13	$0.1500
2016-09-13	$0.1500
2016-06-13	$0.1500
2016-03-11	$0.1500
2015-12-11	$0.1500
2015-09-11	$0.1500
2015-06-11	$0.1500
2015-03-12	$0.1500
2014-12-11	$0.1500
2014-09-11	$0.1500
2014-06-12	$0.1500
2014-03-13	$0.1500
2013-12-12	$0.1500
2013-09-12	$0.1500
2013-06-13	$0.1500
2013-03-13	$0.1500
2012-12-13	$0.1500
2012-09-13	$0.1300
2012-06-13	$0.1300
2012-03-13	$0.1300
2001-11-16	$2.5200
2001-08-09	$0.8200
1996-01-25	$0.0040
1993-08-06	$0.0430

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.37. Further, an Excess 峰度 of 6.79 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -5.94%	66	0.57%	0.57%
-5.94% to -4.43%	113	0.97%	1.54%
-4.43% to -2.93%	392	3.38%	4.92%
-2.93% to -1.43%	1404	12.10%	17.02%
-1.43% to 0.07%	4254	36.66%	53.68%
0.07% to 1.57%	3460	29.82%	83.50%
1.57% to 3.07%	1295	11.16%	94.66%
3.07% to 4.57%	377	3.25%	97.91%
4.57% to 6.08%	135	1.16%	99.07%
Greater than 6.08%	108	0.93%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.93%	2.07%	77.34%	68.27%
±2σ	-3.93%	4.07%	94.74%	95.45%
±3σ	-5.94%	6.07%	98.50%	99.73%

Descriptive Statistics

均值	0.069%
Standard Error	0.019%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.002%
Sample Variance	4.008%
峰度	6.79
偏度	0.37
Range	36.352%
Minimum	-18.644%
Maximum	17.708%
Count	11604

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.527%	5510	47.48%	0.725%
负向	-1.402%	5433	46.82%	-0.656%
Zero	0.000%	661	5.70%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	4.40%
20	1 Month	3.29%
60	1 Quarter	3.05%
250	1 Year	2.70%
750	3 Years	2.34%
1,250	5 Years	2.38%
2,500	10 Years	2.22%
5,000	20 Years	2.24%
12,500	50 Years	2.50%

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 3.12. Further, an Excess 峰度 of 20.46 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -2.42%	0	0.00%	0.00%
-2.42% to -1.22%	0	0.00%	0.00%
-1.22% to -0.03%	0	0.00%	0.00%
-0.03% to 1.17%	1942	16.73%	16.73%
1.17% to 2.36%	5409	46.61%	63.34%
2.36% to 3.56%	2558	22.04%	85.39%
3.56% to 4.75%	903	7.78%	93.17%
4.75% to 5.95%	398	3.43%	96.60%
5.95% to 7.14%	193	1.66%	98.26%
Greater than 7.14%	202	1.74%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.77%	3.96%	85.04%	68.27%
±2σ	-0.82%	5.55%	95.82%	95.45%
±3σ	-2.42%	7.14%	98.26%	99.73%

Descriptive Statistics

均值	2.362%
Standard Error	0.015%
中位数	1.974%
Mode	2.941%
Standard Deviation	1.593%
Sample Variance	2.536%
峰度	20.46
偏度	3.12
Range	25.552%
Minimum	0.207%
Maximum	25.759%
Count	11605

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.362%	11605	100.00%	2.362%
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 0.05. Further, an Excess 峰度 of 6.43 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -5.25%	96	0.83%	0.83%
-5.25% to -3.94%	141	1.21%	2.04%
-3.94% to -2.64%	418	3.60%	5.64%
-2.64% to -1.33%	1279	11.02%	16.67%
-1.33% to -0.03%	3476	29.95%	46.62%
-0.03% to 1.28%	4236	36.50%	83.12%
1.28% to 2.58%	1347	11.61%	94.73%
2.58% to 3.89%	413	3.56%	98.29%
3.89% to 5.19%	116	1.00%	99.28%
Greater than 5.19%	83	0.72%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.77%	1.71%	77.21%	68.27%
±2σ	-3.51%	3.45%	94.55%	95.45%
±3σ	-5.25%	5.19%	98.46%	99.73%

Descriptive Statistics

均值	-0.027%
Standard Error	0.016%
中位数	0.000%
Mode	0.000%
Standard Deviation	1.740%
Sample Variance	3.029%
峰度	6.43
偏度	0.05
Range	31.793%
Minimum	-13.043%
Maximum	18.750%
Count	11605

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.277%	5355	46.14%	0.589%
负向	-1.312%	5449	46.95%	-0.616%
Zero	0.000%	801	6.90%	0.000%

收盘-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 5.11 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -13.20%	13	0.54%	0.54%
-13.20% to -9.82%	22	0.91%	1.45%
-9.82% to -6.43%	86	3.57%	5.03%
-6.43% to -3.05%	334	13.88%	18.91%
-3.05% to 0.34%	773	32.13%	51.04%
0.34% to 3.72%	782	32.50%	83.54%
3.72% to 7.10%	256	10.64%	94.18%
7.10% to 10.49%	90	3.74%	97.92%
10.49% to 13.87%	28	1.16%	99.09%
Greater than 13.87%	22	0.91%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.18%	4.85%	75.48%	68.27%
±2σ	-8.69%	9.36%	94.97%	95.45%
±3σ	-13.20%	13.87%	98.55%	99.73%

Descriptive Statistics

均值	0.335%
Standard Error	0.092%
中位数	0.245%
Mode	0.000%
Standard Deviation	4.513%
Sample Variance	20.371%
峰度	5.11
偏度	0.44
Range	65.273%
Minimum	-27.273%
Maximum	38.000%
Count	2406

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.445%	1244	51.70%	1.781%
负向	-3.145%	1106	45.97%	-1.446%
Zero	0.000%	56	2.33%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	8.05%
12	1 Quarter	7.23%
52	1 Year	6.30%
156	3 Years	5.35%
260	5 Years	5.57%
520	10 Years	5.18%
1,040	20 Years	5.21%
2,600	50 Years	6.06%

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 3.24. Further, an Excess 峰度 of 21.11 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -6.07%	0	0.00%	0.00%
-6.07% to -3.00%	0	0.00%	0.00%
-3.00% to 0.07%	0	0.00%	0.00%
0.07% to 3.15%	393	16.33%	16.33%
3.15% to 6.22%	1121	46.57%	62.90%
6.22% to 9.29%	534	22.19%	85.09%
9.29% to 12.37%	207	8.60%	93.69%
12.37% to 15.44%	77	3.20%	96.88%
15.44% to 18.52%	31	1.29%	98.17%
Greater than 18.52%	44	1.83%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.12%	10.32%	85.54%	68.27%
±2σ	-1.97%	14.42%	96.01%	95.45%
±3σ	-6.07%	18.52%	98.17%	99.73%

Descriptive Statistics

均值	6.221%
Standard Error	0.084%
中位数	5.158%
Mode	4.762%
Standard Deviation	4.098%
Sample Variance	16.790%
峰度	21.11
偏度	3.24
Range	52.746%
Minimum	1.004%
Maximum	53.750%
Count	2407

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.221%	2407	100.00%	6.221%
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 0.55. Further, an Excess 峰度 of 6.41 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -13.31%	15	0.62%	0.62%
-13.31% to -10.01%	21	0.87%	1.50%
-10.01% to -6.70%	89	3.70%	5.19%
-6.70% to -3.40%	283	11.76%	16.95%
-3.40% to -0.09%	825	34.28%	51.23%
-0.09% to 3.21%	737	30.62%	81.84%
3.21% to 6.51%	305	12.67%	94.52%
6.51% to 9.82%	89	3.70%	98.21%
9.82% to 13.12%	24	1.00%	99.21%
Greater than 13.12%	19	0.79%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.50%	4.31%	75.82%	68.27%
±2σ	-8.90%	8.72%	95.14%	95.45%
±3σ	-13.31%	13.12%	98.59%	99.73%

Descriptive Statistics

均值	-0.094%
Standard Error	0.090%
中位数	-0.224%
Mode	0.000%
Standard Deviation	4.405%
Sample Variance	19.406%
峰度	6.41
偏度	0.55
Range	65.906%
Minimum	-28.406%
Maximum	37.500%
Count	2407

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.306%	1103	45.83%	1.515%
负向	-3.098%	1250	51.93%	-1.609%
Zero	0.000%	54	2.24%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.23. Further, an Excess 峰度 of 2.48 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -25.73%	4	0.72%	0.72%
-25.73% to -18.94%	2	0.36%	1.08%
-18.94% to -12.15%	16	2.89%	3.98%
-12.15% to -5.36%	91	16.46%	20.43%
-5.36% to 1.43%	174	31.46%	51.90%
1.43% to 8.22%	167	30.20%	82.10%
8.22% to 15.01%	66	11.93%	94.03%
15.01% to 21.80%	22	3.98%	98.01%
21.80% to 28.59%	7	1.27%	99.28%
Greater than 28.59%	4	0.72%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.63%	10.48%	73.06%	68.27%
±2σ	-16.68%	19.53%	95.30%	95.45%
±3σ	-25.73%	28.59%	98.55%	99.73%

Descriptive Statistics

均值	1.426%
Standard Error	0.385%
中位数	1.087%
Mode	0.000%
Standard Deviation	9.053%
Sample Variance	81.960%
峰度	2.48
偏度	0.23
Range	84.287%
Minimum	-39.572%
Maximum	44.715%
Count	553

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.318%	308	55.70%	4.076%
负向	-6.105%	240	43.40%	-2.650%
Zero	0.000%	5	0.90%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	15.16%
12	1 Year	12.95%
36	3 Years	11.61%
60	5 Years	12.07%
120	10 Years	11.21%
240	20 Years	10.91%
600	50 Years	13.26%

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 4.95. Further, an Excess 峰度 of 46.03 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -15.57%	0	0.00%	0.00%
-15.57% to -8.06%	0	0.00%	0.00%
-8.06% to -0.55%	0	0.00%	0.00%
-0.55% to 6.96%	62	11.19%	11.19%
6.96% to 14.47%	291	52.53%	63.72%
14.47% to 21.98%	126	22.74%	86.46%
21.98% to 29.50%	47	8.48%	94.95%
29.50% to 37.01%	13	2.35%	97.29%
37.01% to 44.52%	6	1.08%	98.38%
Greater than 44.52%	9	1.62%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	4.46%	24.49%	89.89%	68.27%
±2σ	-5.56%	34.50%	97.11%	95.45%
±3σ	-15.57%	44.52%	98.38%	99.73%

Descriptive Statistics

均值	14.472%
Standard Error	0.425%
中位数	12.180%
Mode	13.291%
Standard Deviation	10.015%
Sample Variance	100.296%
峰度	46.03
偏度	4.95
Range	134.663%
Minimum	2.837%
Maximum	137.500%
Count	554

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	14.472%	554	100.00%	14.472%
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 高ly Right Skewed (Extreme 正向 Tail Risk) with a 偏度 factor of 1.25. Further, an Excess 峰度 of 7.47 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -28.04%	1	0.18%	0.18%
-28.04% to -21.17%	6	1.08%	1.26%
-21.17% to -14.29%	20	3.61%	4.87%
-14.29% to -7.42%	75	13.54%	18.41%
-7.42% to -0.55%	189	34.12%	52.53%
-0.55% to 6.32%	163	29.42%	81.95%
6.32% to 13.19%	70	12.64%	94.58%
13.19% to 20.06%	21	3.79%	98.38%
20.06% to 26.93%	5	0.90%	99.28%
Greater than 26.93%	4	0.72%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.71%	8.61%	74.19%	68.27%
±2σ	-18.88%	17.77%	95.49%	95.45%
±3σ	-28.04%	26.93%	99.10%	99.73%

Descriptive Statistics

均值	-0.552%
Standard Error	0.389%
中位数	-1.049%
Mode	0.000%
Standard Deviation	9.162%
Sample Variance	83.940%
峰度	7.47
偏度	1.25
Range	97.032%
Minimum	-29.775%
Maximum	67.257%
Count	554

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.942%	240	43.32%	3.007%
负向	-6.382%	309	55.78%	-3.560%
Zero	0.000%	5	0.90%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.35. 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 -38.88%	2	1.09%	1.09%
-38.88% to -28.14%	4	2.17%	3.26%
-28.14% to -17.39%	7	3.80%	7.07%
-17.39% to -6.64%	26	14.13%	21.20%
-6.64% to 4.11%	44	23.91%	45.11%
4.11% to 14.86%	65	35.33%	80.43%
14.86% to 25.60%	26	14.13%	94.57%
25.60% to 36.35%	6	3.26%	97.83%
36.35% to 47.10%	4	2.17%	100.00%
Greater than 47.10%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-10.22%	18.44%	70.65%	68.27%
±2σ	-24.55%	32.77%	94.57%	95.45%
±3σ	-38.88%	47.10%	98.91%	99.73%

Descriptive Statistics

均值	4.108%
Standard Error	1.057%
中位数	5.363%
Mode	0.000%
Standard Deviation	14.331%
Sample Variance	205.391%
峰度	0.86
偏度	-0.35
Range	86.673%
Minimum	-42.229%
Maximum	44.444%
Count	184

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	12.046%	121	65.76%	7.922%
负向	-11.502%	61	33.15%	-3.813%
Zero	0.000%	2	1.09%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	22.97%
12	3 Years	21.79%
20	5 Years	21.12%
40	10 Years	19.24%
80	20 Years	19.15%
200	50 Years	23.33%

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 3.93. Further, an Excess 峰度 of 25.91 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -23.83%	0	0.00%	0.00%
-23.83% to -11.08%	0	0.00%	0.00%
-11.08% to 1.67%	0	0.00%	0.00%
1.67% to 14.41%	25	13.51%	13.51%
14.41% to 27.16%	94	50.81%	64.32%
27.16% to 39.91%	43	23.24%	87.57%
39.91% to 52.66%	15	8.11%	95.68%
52.66% to 65.41%	1	0.54%	96.22%
65.41% to 78.16%	4	2.16%	98.38%
Greater than 78.16%	3	1.62%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	10.17%	44.16%	89.73%	68.27%
±2σ	-6.83%	61.16%	96.22%	95.45%
±3σ	-23.83%	78.16%	98.38%	99.73%

Descriptive Statistics

均值	27.164%
Standard Error	1.250%
中位数	23.315%
Mode	25.641%
Standard Deviation	16.999%
Sample Variance	288.980%
峰度	25.91
偏度	3.93
Range	158.030%
Minimum	9.470%
Maximum	167.500%
Count	185

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	27.164%	185	100.00%	27.164%
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 1.75. Further, an Excess 峰度 of 5.49 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -48.21%	0	0.00%	0.00%
-48.21% to -36.58%	0	0.00%	0.00%
-36.58% to -24.95%	4	2.16%	2.16%
-24.95% to -13.33%	27	14.59%	16.76%
-13.33% to -1.70%	79	42.70%	59.46%
-1.70% to 9.93%	42	22.70%	82.16%
9.93% to 21.55%	21	11.35%	93.51%
21.55% to 33.18%	6	3.24%	96.76%
33.18% to 44.80%	3	1.62%	98.38%
Greater than 44.80%	3	1.62%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-17.20%	13.80%	76.76%	68.27%
±2σ	-32.70%	29.30%	96.76%	95.45%
±3σ	-48.21%	44.80%	98.38%	99.73%

Descriptive Statistics

均值	-1.701%
Standard Error	1.140%
中位数	-4.990%
Mode	-30.769%
Standard Deviation	15.502%
Sample Variance	240.321%
峰度	5.49
偏度	1.75
Range	104.954%
Minimum	-30.769%
Maximum	74.185%
Count	185

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	14.303%	63	34.05%	4.871%
负向	-9.965%	122	65.95%	-6.572%
Zero	0.000%	0	0.00%	0.000%

TMO 深度分析报告