TSCO 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	2.42%	2.17%	2.26%	2.54%	2.15%	2.43%	35.96	37.54	35.19	38.35
周度	5.36%	5.07%	5.14%	5.92%	4.73%	5.35%	35.04	38.52	33.42	40.39
月度	10.61%	10.01%	9.87%	12.34%	9.85%	11.14%	33.29	40.54	30.17	44.74
季度	18.87%	17.84%	17.11%	20.77%	17.06%	19.29%	30.98	43.57	26.12	51.68
Annual	—	—	—	—	34.12%	38.57%	26.12	51.68	18.57	72.70
Option Time Horizon	—	—	—	—	13.00%	14.70%	32.26	41.84	28.33	47.65

Calculation Notes: Computed at 2026-04-26T02:47 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $36.74 | Strike (K): $40.00 (first OTM call ≥ spot) | Observed Mid-价格: $0.8000 (Bid $0.6000 / Ask $1.0000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 2.44% | Binomial IV (Annual): 34.12% (CRR binomial tree, American, n=20 steps) | BS IV: 34.48% (European Black-Scholes) | Yahoo IV (Annual): 38.57% → 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
2026-02-24	$0.2400
2025-11-24	$0.2300
2025-08-25	$0.2300
2025-05-28	$0.2300
2025-02-26	$0.2300
2024-11-25	$0.2200
2024-08-26	$0.2200
2024-05-24	$0.2200
2024-02-23	$0.2200
2023-11-24	$0.2060
2023-08-25	$0.2060
2023-05-26	$0.2060
2023-02-24	$0.2060
2022-11-18	$0.1840
2022-08-19	$0.1840
2022-05-24	$0.1840
2022-02-17	$0.1840
2021-11-19	$0.1040
2021-08-20	$0.1040
2021-05-21	$0.1040
2021-02-19	$0.1040
2020-11-20	$0.0800
2020-08-21	$0.0800
2020-05-22	$0.0700
2020-02-21	$0.0700
2019-11-22	$0.0700
2019-08-23	$0.0700
2019-05-24	$0.0700
2019-02-22	$0.0620
2018-11-23	$0.0620
2018-08-24	$0.0620
2018-05-25	$0.0620
2018-02-23	$0.0540
2017-11-17	$0.0540
2017-08-17	$0.0540
2017-05-18	$0.0540
2017-02-23	$0.0480
2016-11-09	$0.0480
2016-08-11	$0.0480
2016-05-12	$0.0480
2016-02-18	$0.0400
2015-11-12	$0.0400
2015-08-13	$0.0400
2015-05-14	$0.0400
2015-02-19	$0.0320
2014-11-13	$0.0320
2014-08-14	$0.0320
2014-05-15	$0.0320
2014-02-20	$0.0260
2013-11-14	$0.0260
2013-08-15	$0.0260
2013-05-16	$0.0260
2013-02-21	$0.0200
2012-11-15	$0.0200
2012-08-16	$0.0200
2012-05-17	$0.0200
2012-02-23	$0.0120
2011-11-09	$0.0120
2011-08-11	$0.0120
2011-05-12	$0.0120
2011-02-17	$0.0070
2010-11-10	$0.0070
2010-08-12	$0.0070
2010-05-13	$0.0070
2010-03-11	$0.0070

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.30. Further, an Excess 峰度 of 9.42 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -7.17%	54	0.69%	0.69%
-7.17% to -5.36%	71	0.90%	1.59%
-5.36% to -3.54%	260	3.30%	4.89%
-3.54% to -1.72%	897	11.39%	16.28%
-1.72% to 0.09%	2827	35.90%	52.18%
0.09% to 1.91%	2514	31.92%	84.10%
1.91% to 3.73%	868	11.02%	95.12%
3.73% to 5.55%	234	2.97%	98.10%
5.55% to 7.36%	79	1.00%	99.10%
Greater than 7.36%	71	0.90%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.33%	2.52%	78.70%	68.27%
±2σ	-4.75%	4.94%	95.12%	95.45%
±3σ	-7.17%	7.36%	98.41%	99.73%

Descriptive Statistics

均值	0.094%
Standard Error	0.027%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.423%
Sample Variance	5.869%
峰度	9.42
偏度	0.30
Range	50.145%
Minimum	-27.962%
Maximum	22.183%
Count	7875

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.757%	3901	49.54%	0.870%
负向	-1.644%	3721	47.25%	-0.777%
Zero	0.000%	253	3.21%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	5.46%
20	1 Month	3.57%
60	1 Quarter	3.31%
250	1 Year	2.62%
750	3 Years	2.44%
1,250	5 Years	2.54%
2,500	10 Years	2.57%
5,000	20 Years	2.80%
12,500	50 Years	3.21%

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 3.58. Further, an Excess 峰度 of 26.37 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -3.39%	0	0.00%	0.00%
-3.39% to -1.76%	0	0.00%	0.00%
-1.76% to -0.14%	0	0.00%	0.00%
-0.14% to 1.49%	1124	14.27%	14.27%
1.49% to 3.12%	3924	49.82%	64.09%
3.12% to 4.74%	1729	21.95%	86.05%
4.74% to 6.37%	608	7.72%	93.77%
6.37% to 8.00%	233	2.96%	96.72%
8.00% to 9.62%	122	1.55%	98.27%
Greater than 9.62%	136	1.73%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.95%	5.29%	87.07%	68.27%
±2σ	-1.22%	7.45%	95.94%	95.45%
±3σ	-3.39%	9.62%	98.27%	99.73%

Descriptive Statistics

均值	3.116%
Standard Error	0.024%
中位数	2.557%
Mode	3.704%
Standard Deviation	2.169%
Sample Variance	4.705%
峰度	26.37
偏度	3.58
Range	37.905%
Minimum	0.253%
Maximum	38.158%
Count	7876

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.116%	7876	100.00%	3.116%
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 0.70. Further, an Excess 峰度 of 15.50 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -6.78%	49	0.62%	0.62%
-6.78% to -5.08%	90	1.14%	1.76%
-5.08% to -3.39%	267	3.39%	5.15%
-3.39% to -1.70%	917	11.64%	16.80%
-1.70% to -0.01%	2529	32.11%	48.91%
-0.01% to 1.69%	2718	34.51%	83.42%
1.69% to 3.38%	911	11.57%	94.98%
3.38% to 5.07%	270	3.43%	98.41%
5.07% to 6.76%	64	0.81%	99.23%
Greater than 6.76%	61	0.77%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.26%	2.25%	78.16%	68.27%
±2σ	-4.52%	4.51%	95.10%	95.45%
±3σ	-6.78%	6.77%	98.60%	99.73%

Descriptive Statistics

均值	-0.006%
Standard Error	0.025%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.257%
Sample Variance	5.092%
峰度	15.50
偏度	0.70
Range	55.187%
Minimum	-17.358%
Maximum	37.829%
Count	7876

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.618%	3748	47.59%	0.770%
负向	-1.586%	3856	48.96%	-0.776%
Zero	0.000%	272	3.45%	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 0.65. Further, an Excess 峰度 of 4.52 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -15.63%	10	0.60%	0.60%
-15.63% to -11.61%	17	1.01%	1.61%
-11.61% to -7.59%	53	3.16%	4.76%
-7.59% to -3.58%	206	12.27%	17.03%
-3.58% to 0.44%	598	35.62%	52.65%
0.44% to 4.46%	538	32.04%	84.69%
4.46% to 8.48%	156	9.29%	93.98%
8.48% to 12.50%	61	3.63%	97.62%
12.50% to 16.52%	19	1.13%	98.75%
Greater than 16.52%	21	1.25%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.92%	5.80%	78.74%	68.27%
±2σ	-10.27%	11.16%	94.64%	95.45%
±3σ	-15.63%	16.52%	98.15%	99.73%

Descriptive Statistics

均值	0.443%
Standard Error	0.131%
中位数	0.119%
Mode	0.000%
Standard Deviation	5.358%
Sample Variance	28.704%
峰度	4.52
偏度	0.65
Range	62.881%
Minimum	-26.190%
Maximum	36.691%
Count	1679

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.109%	860	51.22%	2.105%
负向	-3.527%	791	47.11%	-1.662%
Zero	0.000%	28	1.67%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	8.98%
12	1 Quarter	7.38%
52	1 Year	6.08%
156	3 Years	5.68%
260	5 Years	5.92%
520	10 Years	5.96%
1,040	20 Years	6.45%
2,600	50 Years	7.27%

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 2.68. Further, an Excess 峰度 of 11.65 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -7.66%	0	0.00%	0.00%
-7.66% to -3.86%	0	0.00%	0.00%
-3.86% to -0.06%	0	0.00%	0.00%
-0.06% to 3.74%	250	14.88%	14.88%
3.74% to 7.54%	835	49.70%	64.58%
7.54% to 11.34%	337	20.06%	84.64%
11.34% to 15.14%	142	8.45%	93.10%
15.14% to 18.95%	53	3.15%	96.25%
18.95% to 22.75%	26	1.55%	97.80%
Greater than 22.75%	37	2.20%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.47%	12.61%	85.95%	68.27%
±2σ	-2.59%	17.68%	95.30%	95.45%
±3σ	-7.66%	22.75%	97.80%	99.73%

Descriptive Statistics

均值	7.542%
Standard Error	0.124%
中位数	6.049%
Mode	3.896%
Standard Deviation	5.068%
Sample Variance	25.686%
峰度	11.65
偏度	2.68
Range	49.574%
Minimum	1.316%
Maximum	50.890%
Count	1680

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.542%	1680	100.00%	7.542%
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 0.37. Further, an Excess 峰度 of 3.98 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -15.58%	13	0.77%	0.77%
-15.58% to -11.72%	17	1.01%	1.79%
-11.72% to -7.86%	64	3.81%	5.60%
-7.86% to -4.01%	180	10.71%	16.31%
-4.01% to -0.15%	570	33.93%	50.24%
-0.15% to 3.71%	553	32.92%	83.15%
3.71% to 7.56%	195	11.61%	94.76%
7.56% to 11.42%	52	3.10%	97.86%
11.42% to 15.28%	19	1.13%	98.99%
Greater than 15.28%	17	1.01%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.29%	4.99%	77.74%	68.27%
±2σ	-10.44%	10.13%	94.35%	95.45%
±3σ	-15.58%	15.28%	98.21%	99.73%

Descriptive Statistics

均值	-0.151%
Standard Error	0.125%
中位数	-0.170%
Mode	0.000%
Standard Deviation	5.142%
Sample Variance	26.441%
峰度	3.98
偏度	0.37
Range	59.695%
Minimum	-24.211%
Maximum	35.484%
Count	1680

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.737%	782	46.55%	1.739%
负向	-3.697%	859	51.13%	-1.890%
Zero	0.000%	39	2.32%	0.000%

收盘-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 1.14. Further, an Excess 峰度 of 5.67 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -29.97%	0	0.00%	0.00%
-29.97% to -22.01%	1	0.26%	0.26%
-22.01% to -14.05%	19	4.92%	5.18%
-14.05% to -6.10%	61	15.80%	20.98%
-6.10% to 1.86%	120	31.09%	52.07%
1.86% to 9.82%	124	32.12%	84.20%
9.82% to 17.77%	39	10.10%	94.30%
17.77% to 25.73%	13	3.37%	97.67%
25.73% to 33.69%	6	1.55%	99.22%
Greater than 33.69%	3	0.78%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.75%	12.47%	74.87%	68.27%
±2σ	-19.36%	23.08%	95.08%	95.45%
±3σ	-29.97%	33.69%	99.22%	99.73%

Descriptive Statistics

均值	1.860%
Standard Error	0.540%
中位数	1.345%
Mode	0.000%
Standard Deviation	10.610%
Sample Variance	112.571%
峰度	5.67
偏度	1.14
Range	102.133%
Minimum	-28.604%
Maximum	73.529%
Count	386

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.611%	217	56.22%	4.841%
负向	-7.058%	163	42.23%	-2.980%
Zero	0.000%	6	1.55%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	16.06%
12	1 Year	13.22%
36	3 Years	12.12%
60	5 Years	12.34%
120	10 Years	12.87%
240	20 Years	13.73%
600	50 Years	15.73%

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 1.96. Further, an Excess 峰度 of 5.59 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -12.76%	0	0.00%	0.00%
-12.76% to -5.25%	0	0.00%	0.00%
-5.25% to 2.26%	0	0.00%	0.00%
2.26% to 9.76%	77	19.90%	19.90%
9.76% to 17.27%	164	42.38%	62.27%
17.27% to 24.78%	85	21.96%	84.24%
24.78% to 32.29%	28	7.24%	91.47%
32.29% to 39.79%	18	4.65%	96.12%
39.79% to 47.30%	8	2.07%	98.19%
Greater than 47.30%	7	1.81%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	7.26%	27.28%	80.36%	68.27%
±2σ	-2.75%	37.29%	95.61%	95.45%
±3σ	-12.76%	47.30%	98.19%	99.73%

Descriptive Statistics

均值	17.272%
Standard Error	0.509%
中位数	14.489%
Mode	8.219%
Standard Deviation	10.010%
Sample Variance	100.196%
峰度	5.59
偏度	1.96
Range	70.196%
Minimum	3.333%
Maximum	73.529%
Count	387

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	17.272%	387	100.00%	17.272%
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 0.16. Further, an Excess 峰度 of 1.74 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -30.24%	2	0.52%	0.52%
-30.24% to -22.84%	3	0.78%	1.29%
-22.84% to -15.44%	17	4.39%	5.68%
-15.44% to -8.04%	50	12.92%	18.60%
-8.04% to -0.64%	139	35.92%	54.52%
-0.64% to 6.76%	92	23.77%	78.29%
6.76% to 14.16%	58	14.99%	93.28%
14.16% to 21.57%	16	4.13%	97.42%
21.57% to 28.97%	9	2.33%	99.74%
Greater than 28.97%	1	0.26%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-10.51%	9.23%	73.13%	68.27%
±2σ	-20.37%	19.10%	94.32%	95.45%
±3σ	-30.24%	28.97%	99.22%	99.73%

Descriptive Statistics

均值	-0.638%
Standard Error	0.502%
中位数	-1.245%
Mode	-5.882%
Standard Deviation	9.868%
Sample Variance	97.384%
峰度	1.74
偏度	0.16
Range	85.322%
Minimum	-42.373%
Maximum	42.949%
Count	387

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.092%	164	42.38%	3.429%
负向	-7.122%	221	57.11%	-4.067%
Zero	0.000%	2	0.52%	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 0.89. Further, an Excess 峰度 of 2.34 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -51.04%	0	0.00%	0.00%
-51.04% to -36.88%	1	0.78%	0.78%
-36.88% to -22.73%	6	4.69%	5.47%
-22.73% to -8.57%	11	8.59%	14.06%
-8.57% to 5.58%	53	41.41%	55.47%
5.58% to 19.74%	34	26.56%	82.03%
19.74% to 33.89%	14	10.94%	92.97%
33.89% to 48.05%	5	3.91%	96.88%
48.05% to 62.20%	2	1.56%	98.44%
Greater than 62.20%	2	1.56%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-13.29%	24.46%	78.91%	68.27%
±2σ	-32.17%	43.33%	94.53%	95.45%
±3σ	-51.04%	62.20%	98.44%	99.73%

Descriptive Statistics

均值	5.582%
Standard Error	1.668%
中位数	3.316%
Mode	-38.034%
Standard Deviation	18.874%
Sample Variance	356.230%
峰度	2.34
偏度	0.89
Range	121.963%
Minimum	-38.034%
Maximum	83.929%
Count	128

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	16.518%	76	59.38%	9.808%
负向	-10.605%	51	39.84%	-4.225%
Zero	0.000%	1	0.78%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	25.79%
12	3 Years	22.07%
20	5 Years	20.77%
40	10 Years	23.43%
80	20 Years	24.61%
200	50 Years	28.49%

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 1.85. Further, an Excess 峰度 of 5.70 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -20.37%	0	0.00%	0.00%
-20.37% to -7.00%	0	0.00%	0.00%
-7.00% to 6.38%	0	0.00%	0.00%
6.38% to 19.76%	29	22.48%	22.48%
19.76% to 33.14%	52	40.31%	62.79%
33.14% to 46.52%	19	14.73%	77.52%
46.52% to 59.90%	20	15.50%	93.02%
59.90% to 73.28%	5	3.88%	96.90%
73.28% to 86.65%	2	1.55%	98.45%
Greater than 86.65%	2	1.55%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	15.30%	50.98%	79.07%	68.27%
±2σ	-2.54%	68.82%	96.12%	95.45%
±3σ	-20.37%	86.65%	98.45%	99.73%

Descriptive Statistics

均值	33.140%
Standard Error	1.571%
中位数	27.236%
Mode	9.555%
Standard Deviation	17.838%
Sample Variance	318.200%
峰度	5.70
偏度	1.85
Range	117.368%
Minimum	9.555%
Maximum	126.923%
Count	129

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	33.140%	129	100.00%	33.140%
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 0.74. Further, an Excess 峰度 of 1.81 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -53.55%	0	0.00%	0.00%
-53.55% to -40.72%	1	0.78%	0.78%
-40.72% to -27.89%	7	5.43%	6.20%
-27.89% to -15.06%	17	13.18%	19.38%
-15.06% to -2.23%	43	33.33%	52.71%
-2.23% to 10.60%	44	34.11%	86.82%
10.60% to 23.43%	10	7.75%	94.57%
23.43% to 36.25%	0	0.00%	94.57%
36.25% to 49.08%	6	4.65%	99.22%
Greater than 49.08%	1	0.78%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-19.34%	14.87%	76.74%	68.27%
±2σ	-36.44%	31.98%	93.02%	95.45%
±3σ	-53.55%	49.08%	99.22%	99.73%

Descriptive Statistics

均值	-2.232%
Standard Error	1.506%
中位数	-3.280%
Mode	0.000%
Standard Deviation	17.105%
Sample Variance	292.577%
峰度	1.81
偏度	0.74
Range	102.106%
Minimum	-44.175%
Maximum	57.931%
Count	129

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	13.095%	52	40.31%	5.279%
负向	-13.092%	74	57.36%	-7.510%
Zero	0.000%	3	2.33%	0.000%

TSCO 深度分析报告