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TRV 深度分析报告

The Travelers Companies, Inc. | 分类： Equity Mega Cap | 年化股息率： 1.43% ($4.40) | 最后更新: 2026-04-26 | 数据区间: 1976-01-01 → 2026-04-01 (604 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 1.71% 1.49% 1.43% 1.93% 1.36% 1.55% 298.64 306.88 294.61 311.08
周度 3.82% 4.15% 4.26% 4.35% 2.99% 3.41% 293.80 311.93 285.14 321.41
月度 7.47% 9.09% 8.32% 9.38% 6.23% 7.11% 284.44 322.20 267.25 342.91
季度 11.47% 16.79% 14.45% 15.01% 10.79% 12.31% 271.75 337.24 243.95 375.67
Annual — — — — 21.59% 24.63% 243.95 375.67 196.58 466.20
Option Time Horizon — — — — 8.23% 9.38% 278.82 328.69 256.80 356.87
Calculation Notes: Computed at 2026-04-26T02:45 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $302.73  |  Strike (K): $310.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $7.3000 (Bid $6.3000 / Ask $8.3000)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 1.43%  |  Binomial IV (Annual): 21.59% (CRR binomial tree, American, n=20 steps)  |  BS IV: 21.81% (European Black-Scholes)  |  Yahoo IV (Annual): 24.63% → 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
2026-03-10 $1.1000
2025-12-10 $1.1000
2025-09-10 $1.1000
2025-06-10 $1.1000
2025-03-10 $1.0500
2024-12-10 $1.0500
2024-09-10 $1.0500
2024-06-10 $1.0500
2024-03-07 $1.0000
2023-12-07 $1.0000
2023-09-07 $1.0000
2023-06-08 $1.0000
2023-03-09 $0.9300
2022-12-08 $0.9300
2022-09-08 $0.9300
2022-06-09 $0.9300
2022-03-09 $0.8800
2021-12-09 $0.8800
2021-09-09 $0.8800
2021-06-09 $0.8800
2021-03-09 $0.8500
2020-12-09 $0.8500
2020-09-09 $0.8500
2020-06-09 $0.8500
2020-03-09 $0.8200
2019-12-09 $0.8200
2019-09-09 $0.8200
2019-06-07 $0.8200
2019-03-08 $0.7700
2018-12-07 $0.7700
2018-09-07 $0.7700
2018-06-07 $0.7700
2018-03-08 $0.7200
2017-12-08 $0.7200
2017-09-07 $0.7200
2017-06-07 $0.7200
2017-03-08 $0.6700
2016-12-07 $0.6700
2016-09-07 $0.6700
2016-06-08 $0.6700
2016-03-08 $0.6100
2015-12-08 $0.6100
2015-09-08 $0.6100
2015-06-08 $0.6100
2015-03-06 $0.5500
2014-12-08 $0.5500
2014-09-08 $0.5500
2014-06-06 $0.5500
2014-03-06 $0.5000
2013-12-06 $0.5000
2013-09-06 $0.5000
2013-06-06 $0.5000
2013-03-06 $0.4600
2012-12-06 $0.4600
2012-09-06 $0.4600
2012-06-06 $0.4600
2012-03-07 $0.4100
2011-12-07 $0.4100
2011-09-07 $0.4100
2011-06-08 $0.4100
2011-03-08 $0.3600
2010-12-08 $0.3600
2010-09-08 $0.3600
2010-06-08 $0.3600
2010-03-08 $0.3300
2009-12-08 $0.3300
2009-09-08 $0.3000
2009-06-08 $0.3000
2009-03-06 $0.3000
2008-12-08 $0.3000
2008-09-08 $0.3000
2008-06-06 $0.3000
2008-03-06 $0.2900
2007-12-06 $0.2900
2007-09-06 $0.2900
2007-06-06 $0.2900
2007-03-07 $0.2600
2006-12-06 $0.2600
2006-09-06 $0.2600
2006-06-07 $0.2600
2006-03-08 $0.2300
2005-12-07 $0.2300
2005-09-07 $0.2300
2005-06-08 $0.2300
2005-03-08 $0.2200
2004-12-08 $0.2200
2004-09-08 $0.2200
2004-06-08 $0.2200
2004-04-02 $0.2100
2004-03-29 $0.2900
2003-12-29 $0.2900
2003-09-26 $0.2900
2003-06-26 $0.2900
2003-03-27 $0.2900
2002-12-27 $0.2900
2002-09-26 $0.2900
2002-06-26 $0.2900
2002-03-26 $0.2900
2001-12-27 $0.2800
2001-09-26 $0.2800
2001-06-27 $0.2800
2001-03-28 $0.2800
2000-12-27 $0.2700
2000-09-27 $0.2700
2000-06-28 $0.2700
2000-03-29 $0.2700
1999-12-29 $0.2600
1999-09-28 $0.2600
1999-06-28 $0.2600
1999-03-29 $0.2600
1998-12-29 $0.2500
1998-09-28 $0.2500
1998-06-26 $0.2500
1998-03-27 $0.2500
1997-12-29 $0.2350
1997-09-26 $0.2350
1997-06-26 $0.2350
1997-03-26 $0.2350
1996-12-27 $0.2200
1996-09-26 $0.2200
1996-06-26 $0.2200
1996-03-27 $0.2200
1995-12-27 $0.2000
1995-09-27 $0.2000
1995-06-28 $0.2000
1995-03-27 $0.2000
1994-12-23 $0.1875
1994-09-26 $0.1875
1994-06-24 $0.1875
1994-03-25 $0.1875
1993-12-27 $0.1750
1993-09-24 $0.1750
1993-06-24 $0.1750
1993-03-25 $0.1750
1992-12-24 $0.1700
1992-09-24 $0.1700
1992-06-24 $0.1700
1992-03-25 $0.1700
1991-12-24 $0.1625
1991-09-24 $0.1625
1991-06-24 $0.1625
1991-03-22 $0.1625
1990-12-24 $0.1500
1990-09-24 $0.1500
1990-06-25 $0.1500
1990-03-26 $0.1500
1989-12-22 $0.1375
1989-09-25 $0.1375
1989-06-26 $0.1375
1989-03-27 $0.1375
1988-12-23 $0.1250
1988-09-26 $0.1250
1988-06-24 $0.1250
1988-03-25 $0.1250
1987-12-24 $0.1100
1987-08-24 $0.0440
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals 高ly Left Skewed (Extreme 负向 Tail Risk) with a 偏度 factor of -2.06. Further, an Excess 峰度 of 81.30 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.09%750.59%0.59%
-5.09% to -3.80%1150.91%1.50%
-3.80% to -2.52%3542.80%4.30%
-2.52% to -1.23%133510.55%14.85%
-1.23% to 0.05%474237.47%52.31%
0.05% to 1.34%418933.10%85.41%
1.34% to 2.62%12629.97%95.38%
2.62% to 3.91%3792.99%98.37%
3.91% to 5.19%1250.99%99.36%
Greater than 5.19%810.64%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.66%1.77% 80.71%68.27%
±2σ -3.37%3.48% 95.71%95.45%
±3σ -5.09%5.19% 98.77%99.73%
Descriptive Statistics
均值0.052%
Standard Error0.015%
中位数0.000%
Mode0.000%
Standard Deviation1.713%
Sample Variance2.934%
峰度81.30
偏度-2.06
Range77.633%
Minimum-52.078%
Maximum25.555%
Count12657
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.184% 6152 48.61% 0.575%
负向 -1.165% 5682 44.89% -0.523%
Zero 0.000% 823 6.50% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 1.66%
20 1 Month 2.00%
60 1 Quarter 2.04%
250 1 Year 1.83%
750 3 Years 1.84%
1,250 5 Years 1.93%
2,500 10 Years 1.90%
5,000 20 Years 2.03%
12,500 50 Years 2.01%
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 4.63. Further, an Excess 峰度 of 42.32 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -2.61%00.00%0.00%
-2.61% to -1.49%00.00%0.00%
-1.49% to -0.38%00.00%0.00%
-0.38% to 0.74%142311.24%11.24%
0.74% to 1.86%706555.81%67.06%
1.86% to 2.97%254020.07%87.12%
2.97% to 4.09%8887.02%94.14%
4.09% to 5.21%3702.92%97.06%
5.21% to 6.32%1661.31%98.37%
Greater than 6.32%2061.63%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.37%3.35% 87.79%68.27%
±2σ -1.12%4.83% 96.29%95.45%
±3σ -2.61%6.32% 98.37%99.73%
Descriptive Statistics
均值1.857%
Standard Error0.013%
中位数1.493%
Mode1.527%
Standard Deviation1.489%
Sample Variance2.217%
峰度42.32
偏度4.63
Range28.379%
Minimum0.179%
Maximum28.558%
Count12658
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.857% 12658 100.00% 1.857%
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 0.43. Further, an Excess 峰度 of 14.34 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.27%910.72%0.72%
-4.27% to -3.20%1641.30%2.01%
-3.20% to -2.12%3803.00%5.02%
-2.12% to -1.04%130510.31%15.33%
-1.04% to 0.03%499239.44%54.76%
0.03% to 1.11%374229.56%84.33%
1.11% to 2.18%140911.13%95.46%
2.18% to 3.26%3672.90%98.36%
3.26% to 4.33%1110.88%99.23%
Greater than 4.33%970.77%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.40%1.46% 79.62%68.27%
±2σ -2.84%2.90% 94.98%95.45%
±3σ -4.27%4.33% 98.51%99.73%
Descriptive Statistics
均值0.030%
Standard Error0.013%
中位数0.000%
Mode0.000%
Standard Deviation1.434%
Sample Variance2.055%
峰度14.34
偏度0.43
Range33.110%
Minimum-12.832%
Maximum20.278%
Count12658
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.048% 5796 45.79% 0.480%
负向 -1.067% 5332 42.12% -0.449%
Zero 0.000% 1530 12.09% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Left Skewed (负向 Asymmetry) with a 偏度 factor of -0.98. Further, an Excess 峰度 of 19.37 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -11.21%110.42%0.42%
-11.21% to -8.35%250.95%1.37%
-8.35% to -5.48%873.32%4.69%
-5.48% to -2.61%31111.87%16.56%
-2.61% to 0.26%91034.72%51.28%
0.26% to 3.12%83932.01%83.29%
3.12% to 5.99%29811.37%94.66%
5.99% to 8.86%823.13%97.79%
8.86% to 11.72%371.41%99.20%
Greater than 11.72%210.80%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.57%4.08% 77.95%68.27%
±2σ -7.39%7.90% 94.85%95.45%
±3σ -11.21%11.72% 98.78%99.73%
Descriptive Statistics
均值0.256%
Standard Error0.075%
中位数0.162%
Mode0.000%
Standard Deviation3.823%
Sample Variance14.613%
峰度19.37
偏度-0.98
Range73.681%
Minimum-54.593%
Maximum19.088%
Count2621
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.782% 1357 51.77% 1.440%
负向 -2.551% 1217 46.43% -1.185%
Zero 0.000% 47 1.79% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 3.79%
12 1 Quarter 4.40%
52 1 Year 4.07%
156 3 Years 4.24%
260 5 Years 4.35%
520 10 Years 4.34%
1,040 20 Years 4.52%
2,600 50 Years 4.82%
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 10.27. Further, an Excess 峰度 of 238.06 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -7.54%00.00%0.00%
-7.54% to -4.43%00.00%0.00%
-4.43% to -1.31%00.00%0.00%
-1.31% to 1.80%1586.03%6.03%
1.80% to 4.92%150857.51%63.54%
4.92% to 8.03%65324.90%88.44%
8.03% to 11.14%1776.75%95.19%
11.14% to 14.26%682.59%97.79%
14.26% to 17.37%240.92%98.70%
Greater than 17.37%341.30%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.76%9.07% 91.04%68.27%
±2σ -3.39%13.22% 97.37%95.45%
±3σ -7.54%17.37% 98.70%99.73%
Descriptive Statistics
均值4.916%
Standard Error0.081%
中位数3.986%
Mode2.564%
Standard Deviation4.152%
Sample Variance17.242%
峰度238.06
偏度10.27
Range119.814%
Minimum0.535%
Maximum120.349%
Count2622
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.916% 2622 100.00% 4.916%
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 8.76. Further, an Excess 峰度 of 236.16 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -12.80%90.34%0.34%
-12.80% to -9.60%230.88%1.22%
-9.60% to -6.41%552.10%3.32%
-6.41% to -3.21%28210.76%14.07%
-3.21% to -0.01%97737.26%51.33%
-0.01% to 3.18%90634.55%85.89%
3.18% to 6.38%28410.83%96.72%
6.38% to 9.58%572.17%98.89%
9.58% to 12.77%200.76%99.66%
Greater than 12.77%90.34%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.27%4.25% 82.23%68.27%
±2σ -8.54%8.51% 96.68%95.45%
±3σ -12.80%12.77% 99.31%99.73%
Descriptive Statistics
均值-0.012%
Standard Error0.083%
中位数-0.152%
Mode0.000%
Standard Deviation4.262%
Sample Variance18.162%
峰度236.16
偏度8.76
Range134.687%
Minimum-15.612%
Maximum119.075%
Count2622
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.727% 1226 46.76% 1.275%
负向 -2.504% 1348 51.41% -1.287%
Zero 0.000% 48 1.83% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.06. Further, an Excess 峰度 of 9.06 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -21.35%30.50%0.50%
-21.35% to -15.74%50.83%1.33%
-15.74% to -10.14%243.98%5.31%
-10.14% to -4.53%8313.76%19.07%
-4.53% to 1.07%16527.36%46.43%
1.07% to 6.68%22236.82%83.25%
6.68% to 12.28%8013.27%96.52%
12.28% to 17.89%121.99%98.51%
17.89% to 23.49%50.83%99.34%
Greater than 23.49%40.66%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -6.40%8.54% 77.94%68.27%
±2σ -13.88%16.02% 95.69%95.45%
±3σ -21.35%23.49% 98.84%99.73%
Descriptive Statistics
均值1.071%
Standard Error0.304%
中位数1.594%
Mode0.000%
Standard Deviation7.473%
Sample Variance55.839%
峰度9.06
偏度-0.06
Range107.369%
Minimum-53.470%
Maximum53.899%
Count603
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.521% 357 59.20% 3.269%
负向 -5.568% 238 39.47% -2.198%
Zero 0.000% 8 1.33% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 8.42%
12 1 Year 8.24%
36 3 Years 9.05%
60 5 Years 9.38%
120 10 Years 9.44%
240 20 Years 9.53%
600 50 Years 10.68%
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 6.36. Further, an Excess 峰度 of 68.10 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -15.74%00.00%0.00%
-15.74% to -8.92%00.00%0.00%
-8.92% to -2.11%00.00%0.00%
-2.11% to 4.71%355.79%5.79%
4.71% to 11.52%36961.09%66.89%
11.52% to 18.34%13522.35%89.24%
18.34% to 25.16%396.46%95.70%
25.16% to 31.97%162.65%98.34%
31.97% to 38.79%30.50%98.84%
Greater than 38.79%71.16%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 2.44%20.61% 91.89%68.27%
±2σ -6.65%29.70% 97.68%95.45%
±3σ -15.74%38.79% 98.84%99.73%
Descriptive Statistics
均值11.524%
Standard Error0.370%
中位数9.514%
Mode16.667%
Standard Deviation9.088%
Sample Variance82.594%
峰度68.10
偏度6.36
Range133.886%
Minimum2.699%
Maximum136.585%
Count604
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 11.524% 604 100.00% 11.524%
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 4.54. Further, an Excess 峰度 of 59.83 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -25.16%10.17%0.17%
-25.16% to -18.92%30.50%0.66%
-18.92% to -12.68%81.32%1.99%
-12.68% to -6.44%7512.42%14.40%
-6.44% to -0.20%25241.72%56.13%
-0.20% to 6.04%17829.47%85.60%
6.04% to 12.28%589.60%95.20%
12.28% to 18.52%213.48%98.68%
18.52% to 24.76%50.83%99.50%
Greater than 24.76%30.50%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -8.52%8.12% 83.11%68.27%
±2σ -16.84%16.44% 96.52%95.45%
±3σ -25.16%24.76% 99.34%99.73%
Descriptive Statistics
均值-0.202%
Standard Error0.339%
中位数-1.198%
Mode0.000%
Standard Deviation8.320%
Sample Variance69.226%
峰度59.83
偏度4.54
Range148.431%
Minimum-34.066%
Maximum114.365%
Count604
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 6.201% 252 41.72% 2.587%
负向 -4.912% 343 56.79% -2.789%
Zero 0.000% 9 1.49% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Left Skewed (负向 Asymmetry) with a 偏度 factor of -0.53. Further, an Excess 峰度 of 5.60 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -31.35%21.00%1.00%
-31.35% to -22.74%10.50%1.49%
-22.74% to -14.14%52.49%3.98%
-14.14% to -5.53%2914.43%18.41%
-5.53% to 3.08%6130.35%48.76%
3.08% to 11.68%6532.34%81.09%
11.68% to 20.29%2914.43%95.52%
20.29% to 28.89%83.98%99.50%
28.89% to 37.50%00.00%99.50%
Greater than 37.50%10.50%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -8.40%14.55% 77.11%68.27%
±2σ -19.88%26.02% 97.01%95.45%
±3σ -31.35%37.50% 98.51%99.73%
Descriptive Statistics
均值3.075%
Standard Error0.809%
中位数3.409%
Mode-57.963%
Standard Deviation11.475%
Sample Variance131.684%
峰度5.60
偏度-0.53
Range112.508%
Minimum-57.963%
Maximum54.545%
Count201
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 9.232% 128 63.68% 5.879%
负向 -7.827% 72 35.82% -2.804%
Zero 0.000% 1 0.50% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 11.82%
12 3 Years 15.27%
20 5 Years 15.01%
40 10 Years 16.07%
80 20 Years 16.24%
200 50 Years 18.65%
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 4.58. Further, an Excess 峰度 of 28.09 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -29.04%00.00%0.00%
-29.04% to -16.45%00.00%0.00%
-16.45% to -3.85%00.00%0.00%
-3.85% to 8.74%52.48%2.48%
8.74% to 21.34%13566.83%69.31%
21.34% to 33.93%4823.76%93.07%
33.93% to 46.52%52.48%95.54%
46.52% to 59.12%31.49%97.03%
59.12% to 71.71%20.99%98.02%
Greater than 71.71%41.98%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 4.54%38.13% 94.06%68.27%
±2σ -12.25%54.92% 96.53%95.45%
±3σ -29.04%71.71% 98.02%99.73%
Descriptive Statistics
均值21.335%
Standard Error1.181%
中位数17.569%
Mode10.705%
Standard Deviation16.792%
Sample Variance281.964%
峰度28.09
偏度4.58
Range152.588%
Minimum3.906%
Maximum156.494%
Count202
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 21.335% 202 100.00% 21.335%
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 4.91. Further, an Excess 峰度 of 43.13 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -44.22%00.00%0.00%
-44.22% to -33.38%10.50%0.50%
-33.38% to -22.55%00.00%0.50%
-22.55% to -11.71%2411.88%12.38%
-11.71% to -0.88%9346.04%58.42%
-0.88% to 9.96%6029.70%88.12%
9.96% to 20.79%209.90%98.02%
20.79% to 31.62%10.50%98.51%
31.62% to 42.46%00.00%98.51%
Greater than 42.46%31.49%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -15.32%13.57% 86.63%68.27%
±2σ -29.77%28.01% 97.52%95.45%
±3σ -44.22%42.46% 98.51%99.73%
Descriptive Statistics
均值-0.879%
Standard Error1.016%
中位数-2.380%
Mode-34.244%
Standard Deviation14.446%
Sample Variance208.700%
峰度43.13
偏度4.91
Range172.132%
Minimum-34.244%
Maximum137.888%
Count202
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 10.179% 76 37.62% 3.830%
负向 -7.610% 125 61.88% -4.709%
Zero 0.000% 1 0.49% 0.000%