TSLA 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	3.62%	2.65%	2.96%	4.90%	2.66%	2.75%	366.44	386.43	356.83	396.83
周度	8.38%	7.33%	7.92%	11.98%	5.85%	6.05%	354.93	398.96	334.77	422.98
月度	18.02%	18.08%	15.65%	25.95%	12.17%	12.60%	333.18	425.00	295.00	480.01
季度	33.68%	34.93%	21.72%	46.55%	21.08%	21.83%	304.78	464.61	246.85	573.64
Annual	—	—	—	—	42.16%	43.66%	246.85	573.64	161.93	874.46
Option Time Horizon	—	—	—	—	16.07%	16.64%	320.45	441.88	272.89	518.90

Calculation Notes: Computed at 2026-04-26T02:43 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $376.30 | Strike (K): $380.00 (first OTM call ≥ spot) | Observed Mid-价格: $23.3000 (Bid $23.1000 / Ask $23.5000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.00% | Binomial IV (Annual): 42.16% (CRR binomial tree, American, n=20 steps) | BS IV: 42.13% (European Black-Scholes) | Yahoo IV (Annual): 43.66% → period-scaled as σ_period = σ_annual·√h | 价格 bands: Upper = S·e^+σ√h, 低er = S·e^−σ√h

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.38. Further, an Excess 峰度 of 4.92 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -10.66%	26	0.65%	0.65%
-10.66% to -7.94%	39	0.98%	1.63%
-7.94% to -5.23%	126	3.17%	4.80%
-5.23% to -2.51%	484	12.16%	16.96%
-2.51% to 0.20%	1388	34.88%	51.85%
0.20% to 2.92%	1257	31.59%	83.44%
2.92% to 5.63%	453	11.38%	94.82%
5.63% to 8.35%	125	3.14%	97.96%
8.35% to 11.07%	43	1.08%	99.04%
Greater than 11.07%	38	0.96%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.42%	3.82%	77.66%	68.27%
±2σ	-7.04%	7.45%	94.92%	95.45%
±3σ	-10.66%	11.07%	98.39%	99.73%

Descriptive Statistics

均值	0.203%
Standard Error	0.057%
中位数	0.117%
Mode	0.000%
Standard Deviation	3.621%
Sample Variance	13.108%
峰度	4.92
偏度	0.38
Range	45.458%
Minimum	-21.063%
Maximum	24.395%
Count	3979

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.641%	2053	51.60%	1.363%
负向	-2.410%	1916	48.15%	-1.160%
Zero	0.000%	10	0.25%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	3.42%
20	1 Month	4.25%
60	1 Quarter	3.82%
250	1 Year	4.21%
750	3 Years	4.70%
1,250	5 Years	4.90%
2,500	10 Years	4.67%
5,000	20 Years	4.62%
12,500	50 Years	4.62%

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 3.40. Further, an Excess 峰度 of 24.11 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -3.61%	0	0.00%	0.00%
-3.61% to -1.62%	0	0.00%	0.00%
-1.62% to 0.37%	0	0.00%	0.00%
0.37% to 2.36%	670	16.83%	16.83%
2.36% to 4.35%	1832	46.03%	62.86%
4.35% to 6.34%	899	22.59%	85.45%
6.34% to 8.33%	350	8.79%	94.25%
8.33% to 10.31%	104	2.61%	96.86%
10.31% to 12.30%	57	1.43%	98.29%
Greater than 12.30%	68	1.71%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.70%	7.00%	85.38%	68.27%
±2σ	-0.96%	9.65%	96.21%	95.45%
±3σ	-3.61%	12.30%	98.29%	99.73%

Descriptive Statistics

均值	4.348%
Standard Error	0.042%
中位数	3.746%
Mode	3.187%
Standard Deviation	2.652%
Sample Variance	7.032%
峰度	24.11
偏度	3.40
Range	41.683%
Minimum	0.848%
Maximum	42.531%
Count	3980

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.348%	3980	100.00%	4.348%
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 0.33. Further, an Excess 峰度 of 5.50 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -8.82%	22	0.55%	0.55%
-8.82% to -6.60%	37	0.93%	1.48%
-6.60% to -4.38%	140	3.52%	5.00%
-4.38% to -2.16%	550	13.82%	18.82%
-2.16% to 0.06%	1273	31.98%	50.80%
0.06% to 2.28%	1242	31.21%	82.01%
2.28% to 4.50%	484	12.16%	94.17%
4.50% to 6.71%	165	4.15%	98.32%
6.71% to 8.93%	44	1.11%	99.42%
Greater than 8.93%	23	0.58%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.90%	3.02%	75.40%	68.27%
±2σ	-5.86%	5.97%	95.10%	95.45%
±3σ	-8.82%	8.93%	98.87%	99.73%

Descriptive Statistics

均值	0.058%
Standard Error	0.047%
中位数	0.011%
Mode	0.000%
Standard Deviation	2.958%
Sample Variance	8.750%
峰度	5.50
偏度	0.33
Range	45.085%
Minimum	-20.469%
Maximum	24.616%
Count	3980

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.177%	1998	50.20%	1.093%
负向	-2.086%	1975	49.62%	-1.035%
Zero	0.000%	7	0.18%	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 0.91. Further, an Excess 峰度 of 3.52 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -24.11%	2	0.24%	0.24%
-24.11% to -17.83%	7	0.85%	1.09%
-17.83% to -11.54%	29	3.52%	4.61%
-11.54% to -5.26%	116	14.06%	18.67%
-5.26% to 1.03%	289	35.03%	53.70%
1.03% to 7.31%	242	29.33%	83.03%
7.31% to 13.60%	87	10.55%	93.58%
13.60% to 19.88%	33	4.00%	97.58%
19.88% to 26.16%	10	1.21%	98.79%
Greater than 26.16%	10	1.21%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.35%	9.41%	76.36%	68.27%
±2σ	-15.73%	17.79%	94.79%	95.45%
±3σ	-24.11%	26.16%	98.55%	99.73%

Descriptive Statistics

均值	1.027%
Standard Error	0.292%
中位数	0.399%
Mode	-2.593%
Standard Deviation	8.379%
Sample Variance	70.199%
峰度	3.52
偏度	0.91
Range	74.361%
Minimum	-26.798%
Maximum	47.563%
Count	825

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.794%	430	52.12%	3.541%
负向	-5.264%	394	47.76%	-2.514%
Zero	0.000%	1	0.12%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	10.09%
12	1 Quarter	8.73%
52	1 Year	9.67%
156	3 Years	11.43%
260	5 Years	11.98%
520	10 Years	11.55%
1,040	20 Years	11.31%
2,600	50 Years	11.31%

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 2.50. Further, an Excess 峰度 of 10.79 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -9.95%	0	0.00%	0.00%
-9.95% to -4.46%	0	0.00%	0.00%
-4.46% to 1.03%	0	0.00%	0.00%
1.03% to 6.53%	147	17.80%	17.80%
6.53% to 12.02%	379	45.88%	63.68%
12.02% to 17.52%	169	20.46%	84.14%
17.52% to 23.01%	72	8.72%	92.86%
23.01% to 28.50%	28	3.39%	96.25%
28.50% to 34.00%	15	1.82%	98.06%
Greater than 34.00%	16	1.94%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	4.70%	19.35%	83.41%	68.27%
±2σ	-2.63%	26.67%	95.28%	95.45%
±3σ	-9.95%	34.00%	98.06%	99.73%

Descriptive Statistics

均值	12.023%
Standard Error	0.255%
中位数	10.207%
Mode	8.348%
Standard Deviation	7.325%
Sample Variance	53.654%
峰度	10.79
偏度	2.50
Range	71.228%
Minimum	2.204%
Maximum	73.432%
Count	826

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	12.023%	826	100.00%	12.023%
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 0.39. Further, an Excess 峰度 of 3.04 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -23.92%	6	0.73%	0.73%
-23.92% to -17.98%	7	0.85%	1.57%
-17.98% to -12.04%	33	4.00%	5.57%
-12.04% to -6.10%	111	13.44%	19.01%
-6.10% to -0.15%	272	32.93%	51.94%
-0.15% to 5.79%	244	29.54%	81.48%
5.79% to 11.73%	105	12.71%	94.19%
11.73% to 17.67%	30	3.63%	97.82%
17.67% to 23.61%	11	1.33%	99.15%
Greater than 23.61%	7	0.85%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.08%	7.77%	75.54%	68.27%
±2σ	-16.00%	15.69%	94.43%	95.45%
±3σ	-23.92%	23.61%	98.43%	99.73%

Descriptive Statistics

均值	-0.154%
Standard Error	0.276%
中位数	-0.412%
Mode	-7.665%
Standard Deviation	7.923%
Sample Variance	62.779%
峰度	3.04
偏度	0.39
Range	77.548%
Minimum	-29.385%
Maximum	48.163%
Count	826

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.009%	388	46.97%	2.823%
负向	-5.626%	437	52.91%	-2.976%
Zero	0.000%	1	0.12%	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 1.19. Further, an Excess 峰度 of 2.59 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -49.73%	0	0.00%	0.00%
-49.73% to -36.21%	1	0.53%	0.53%
-36.21% to -22.69%	3	1.58%	2.11%
-22.69% to -9.18%	36	18.95%	21.05%
-9.18% to 4.34%	70	36.84%	57.89%
4.34% to 17.86%	42	22.11%	80.00%
17.86% to 31.38%	24	12.63%	92.63%
31.38% to 44.90%	8	4.21%	96.84%
44.90% to 58.41%	3	1.58%	98.42%
Greater than 58.41%	3	1.58%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-13.68%	22.37%	75.79%	68.27%
±2σ	-31.71%	40.39%	94.74%	95.45%
±3σ	-49.73%	58.42%	98.42%	99.73%

Descriptive Statistics

均值	4.343%
Standard Error	1.308%
中位数	1.135%
Mode	-36.733%
Standard Deviation	18.024%
Sample Variance	324.867%
峰度	2.59
偏度	1.19
Range	117.804%
Minimum	-36.733%
Maximum	81.071%
Count	190

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	16.550%	101	53.16%	8.798%
负向	-9.510%	89	46.84%	-4.455%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	15.69%
12	1 Year	20.05%
36	3 Years	24.27%
60	5 Years	25.95%
120	10 Years	26.11%
240	20 Years	25.38%
600	50 Years	25.38%

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 2.42. Further, an Excess 峰度 of 8.30 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -24.89%	0	0.00%	0.00%
-24.89% to -11.33%	0	0.00%	0.00%
-11.33% to 2.23%	0	0.00%	0.00%
2.23% to 15.79%	34	17.80%	17.80%
15.79% to 29.35%	92	48.17%	65.97%
29.35% to 42.91%	39	20.42%	86.39%
42.91% to 56.47%	14	7.33%	93.72%
56.47% to 70.03%	3	1.57%	95.29%
70.03% to 83.59%	5	2.62%	97.91%
Greater than 83.59%	4	2.09%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	11.27%	47.43%	85.86%	68.27%
±2σ	-6.81%	65.51%	94.76%	95.45%
±3σ	-24.89%	83.59%	97.91%	99.73%

Descriptive Statistics

均值	29.349%
Standard Error	1.308%
中位数	25.480%
Mode	22.705%
Standard Deviation	18.081%
Sample Variance	326.938%
峰度	8.30
偏度	2.42
Range	121.106%
Minimum	9.124%
Maximum	130.230%
Count	191

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	29.349%	191	100.00%	29.349%
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 0.21. Further, an Excess 峰度 of 0.92 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -48.21%	0	0.00%	0.00%
-48.21% to -36.48%	3	1.57%	1.57%
-36.48% to -24.74%	8	4.19%	5.76%
-24.74% to -13.00%	31	16.23%	21.99%
-13.00% to -1.26%	51	26.70%	48.69%
-1.26% to 10.47%	59	30.89%	79.58%
10.47% to 22.21%	28	14.66%	94.24%
22.21% to 33.95%	8	4.19%	98.43%
33.95% to 45.69%	2	1.05%	99.48%
Greater than 45.69%	1	0.52%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-16.91%	14.39%	73.30%	68.27%
±2σ	-32.56%	30.04%	94.76%	95.45%
±3σ	-48.21%	45.69%	99.48%	99.73%

Descriptive Statistics

均值	-1.264%
Standard Error	1.132%
中位数	-0.603%
Mode	-42.727%
Standard Deviation	15.650%
Sample Variance	244.932%
峰度	0.92
偏度	0.21
Range	102.721%
Minimum	-42.727%
Maximum	59.994%
Count	191

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	11.466%	90	47.12%	5.403%
负向	-12.606%	101	52.88%	-6.666%
Zero	0.000%	0	0.00%	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 1.86. Further, an Excess 峰度 of 4.35 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -87.69%	0	0.00%	0.00%
-87.69% to -62.44%	0	0.00%	0.00%
-62.44% to -37.18%	0	0.00%	0.00%
-37.18% to -11.92%	12	19.05%	19.05%
-11.92% to 13.34%	28	44.44%	63.49%
13.34% to 38.59%	14	22.22%	85.71%
38.59% to 63.85%	5	7.94%	93.65%
63.85% to 89.11%	1	1.59%	95.24%
89.11% to 114.36%	2	3.17%	98.41%
Greater than 114.36%	1	1.59%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-20.34%	47.01%	77.78%	68.27%
±2σ	-54.02%	80.69%	93.65%	95.45%
±3σ	-87.69%	114.36%	98.41%	99.73%

Descriptive Statistics

均值	13.335%
Standard Error	4.243%
中位数	6.871%
Mode	-30.262%
Standard Deviation	33.676%
Sample Variance	1134.061%
峰度	4.35
偏度	1.86
Range	178.975%
Minimum	-30.262%
Maximum	148.713%
Count	63

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	28.550%	40	63.49%	18.127%
负向	-13.126%	23	36.51%	-4.792%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	35.00%
12	3 Years	48.37%
20	5 Years	46.55%
40	10 Years	49.53%
80	20 Years	47.13%
200	50 Years	47.13%

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 1.79. Further, an Excess 峰度 of 2.97 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -47.11%	0	0.00%	0.00%
-47.11% to -20.91%	0	0.00%	0.00%
-20.91% to 5.28%	0	0.00%	0.00%
5.28% to 31.48%	11	17.19%	17.19%
31.48% to 57.68%	31	48.44%	65.62%
57.68% to 83.87%	10	15.62%	81.25%
83.87% to 110.07%	6	9.38%	90.62%
110.07% to 136.27%	3	4.69%	95.31%
136.27% to 162.46%	1	1.56%	96.88%
Greater than 162.46%	2	3.12%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	22.75%	92.61%	87.50%	68.27%
±2σ	-12.18%	127.53%	92.19%	95.45%
±3σ	-47.11%	162.46%	96.88%	99.73%

Descriptive Statistics

均值	57.677%
Standard Error	4.366%
中位数	47.064%
Mode	23.193%
Standard Deviation	34.929%
Sample Variance	1220.033%
峰度	2.97
偏度	1.79
Range	153.258%
Minimum	23.193%
Maximum	176.451%
Count	64

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	57.677%	64	100.00%	57.677%
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 -0.22. Further, an Excess 峰度 of -0.04 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -70.62%	0	0.00%	0.00%
-70.62% to -54.34%	1	1.56%	1.56%
-54.34% to -38.05%	4	6.25%	7.81%
-38.05% to -21.76%	7	10.94%	18.75%
-21.76% to -5.47%	20	31.25%	50.00%
-5.47% to 10.81%	19	29.69%	79.69%
10.81% to 27.10%	7	10.94%	90.62%
27.10% to 43.39%	6	9.38%	100.00%
43.39% to 59.67%	0	0.00%	100.00%
Greater than 59.67%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-27.19%	16.24%	68.75%	68.27%
±2σ	-48.91%	37.96%	95.31%	95.45%
±3σ	-70.62%	59.67%	100.00%	99.73%

Descriptive Statistics

均值	-5.474%
Standard Error	2.715%
中位数	-5.425%
Mode	-58.304%
Standard Deviation	21.716%
Sample Variance	471.599%
峰度	-0.04
偏度	-0.22
Range	95.347%
Minimum	-58.304%
Maximum	37.043%
Count	64

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	17.143%	22	34.38%	5.893%
负向	-17.321%	42	65.62%	-11.367%
Zero	0.000%	0	0.00%	0.000%

TSLA 深度分析报告