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TXN 深度分析报告

Texas Instruments Incorporated | 分类： Equity Mega Cap | 年化股息率： 1.97% ($5.56) | 最后更新: 2026-04-26 | 数据区间: 1972-06-01 → 2026-04-01 (647 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 2.37% 1.93% 2.02% 2.54% 2.28% 2.35% 270.88 283.55 264.76 290.10
周度 5.22% 4.88% 5.17% 6.00% 5.03% 5.18% 263.54 291.44 250.62 306.47
月度 10.38% 10.30% 10.28% 12.85% 10.47% 10.77% 249.59 307.73 224.78 341.70
季度 17.39% 17.13% 15.85% 23.08% 18.14% 18.66% 231.17 332.25 192.83 398.31
Annual — — — — 36.27% 37.32% 192.83 398.31 134.17 572.46
Option Time Horizon — — — — 13.82% 14.22% 241.36 318.22 210.21 365.38
Calculation Notes: Computed at 2026-04-26T02:44 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $277.14  |  Strike (K): $280.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $14.2500 (Bid $13.9500 / Ask $14.5500)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 1.97%  |  Binomial IV (Annual): 36.27% (CRR binomial tree, American, n=20 steps)  |  BS IV: 36.32% (European Black-Scholes)  |  Yahoo IV (Annual): 37.32% → 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
2026-01-30 $1.4200
2025-10-31 $1.4200
2025-07-31 $1.3600
2025-04-30 $1.3600
2025-01-31 $1.3600
2024-10-31 $1.3600
2024-07-31 $1.3000
2024-05-07 $1.3000
2024-01-30 $1.3000
2023-10-30 $1.3000
2023-07-28 $1.2400
2023-05-05 $1.2400
2023-01-30 $1.2400
2022-10-28 $1.2400
2022-07-29 $1.1500
2022-05-06 $1.1500
2022-01-28 $1.1500
2021-10-29 $1.1500
2021-07-23 $1.0200
2021-04-30 $1.0200
2021-01-29 $1.0200
2020-10-29 $1.0200
2020-07-30 $0.9000
2020-05-01 $0.9000
2020-01-30 $0.9000
2019-10-30 $0.9000
2019-07-30 $0.7700
2019-05-03 $0.7700
2019-01-30 $0.7700
2018-10-30 $0.7700
2018-07-30 $0.6200
2018-05-04 $0.6200
2018-01-30 $0.6200
2017-10-30 $0.6200
2017-07-27 $0.5000
2017-04-27 $0.5000
2017-01-27 $0.5000
2016-11-03 $0.5000
2016-07-28 $0.3800
2016-04-28 $0.3800
2016-01-28 $0.3800
2015-10-28 $0.3800
2015-07-29 $0.3400
2015-04-28 $0.3400
2015-01-28 $0.3400
2014-10-29 $0.3400
2014-07-29 $0.3000
2014-04-28 $0.3000
2014-01-29 $0.3000
2013-10-29 $0.3000
2013-07-29 $0.2800
2013-04-26 $0.2800
2013-01-29 $0.2100
2012-10-31 $0.2100
2012-07-27 $0.1700
2012-04-26 $0.1700
2012-01-27 $0.1700
2011-10-27 $0.1700
2011-07-28 $0.1300
2011-04-28 $0.1300
2011-01-27 $0.1300
2010-10-28 $0.1300
2010-07-28 $0.1200
2010-04-28 $0.1200
2010-01-28 $0.1200
2009-10-28 $0.1200
2009-07-29 $0.1100
2009-04-28 $0.1100
2009-01-28 $0.1100
2008-10-29 $0.1100
2008-07-29 $0.1000
2008-04-28 $0.1000
2008-01-29 $0.1000
2007-10-29 $0.1000
2007-07-27 $0.0800
2007-04-26 $0.0800
2007-01-29 $0.0400
2006-10-27 $0.0400
2006-07-27 $0.0300
2006-04-27 $0.0300
2006-01-27 $0.0300
2005-10-27 $0.0300
2005-07-28 $0.0250
2005-04-28 $0.0250
2005-01-27 $0.0250
2004-10-28 $0.0250
2004-07-28 $0.0230
2004-04-28 $0.0210
2004-01-28 $0.0210
2003-10-29 $0.0210
2003-07-29 $0.0210
2003-04-28 $0.0230
2003-01-29 $0.0210
2002-10-29 $0.0210
2002-07-29 $0.0210
2002-04-26 $0.0230
2002-01-29 $0.0220
2001-10-29 $0.0210
2001-07-27 $0.0230
2001-04-26 $0.0210
2001-01-29 $0.0210
2000-10-27 $0.0210
2000-07-27 $0.0210
2000-04-27 $0.0215
2000-01-27 $0.0215
1999-10-28 $0.0215
1999-07-28 $0.0213
1999-04-29 $0.0213
1999-01-28 $0.0213
1998-10-28 $0.0213
1998-07-29 $0.0213
1998-04-28 $0.0213
1997-12-29 $0.0213
1997-09-26 $0.0213
1997-06-26 $0.0213
1997-03-26 $0.0213
1996-12-27 $0.0213
1996-09-26 $0.0213
1996-07-01 $0.0213
1996-04-01 $0.0213
1995-12-27 $0.0213
1995-10-02 $0.0213
1995-06-26 $0.0213
1995-03-30 $0.0156
1994-12-21 $0.0156
1994-09-29 $0.0156
1994-06-23 $0.0156
1994-03-30 $0.0112
1993-12-22 $0.0112
1993-09-23 $0.0112
1993-06-24 $0.0112
1993-03-25 $0.0112
1992-12-21 $0.0112
1992-09-25 $0.0112
1992-06-25 $0.0112
1992-03-26 $0.0112
1991-12-23 $0.0112
1991-09-27 $0.0112
1991-06-27 $0.0112
1991-03-20 $0.0112
1990-12-24 $0.0112
1990-09-26 $0.0112
1990-06-20 $0.0112
1990-03-21 $0.0112
1989-12-22 $0.0112
1989-09-20 $0.0112
1989-06-26 $0.0112
1989-03-22 $0.0112
1988-12-22 $0.0112
1988-09-21 $0.0112
1988-06-24 $0.0112
1988-03-23 $0.0112
1987-12-24 $0.0112
1987-09-23 $0.0112
1987-06-24 $0.0112
1987-03-25 $0.0104
1986-12-24 $0.0104
1986-10-01 $0.0104
1986-07-02 $0.0104
1986-04-02 $0.0104
1985-12-24 $0.0104
1985-10-01 $0.0104
1985-06-25 $0.0104
1985-03-26 $0.0104
1984-12-26 $0.0104
1984-10-02 $0.0104
1984-06-19 $0.0104
1984-03-27 $0.0104
1983-12-27 $0.0104
1983-09-27 $0.0104
1983-06-28 $0.0104
1983-03-29 $0.0104
1982-12-28 $0.0104
1982-09-28 $0.0104
1982-06-22 $0.0104
1982-03-30 $0.0104
1981-12-28 $0.0104
1981-09-29 $0.0104
1981-06-26 $0.0104
1981-03-24 $0.0104
1980-12-26 $0.0104
1980-09-30 $0.0104
1980-07-01 $0.0104
1980-03-25 $0.0104
1979-12-27 $0.0104
1979-10-02 $0.0104
1979-06-26 $0.0104
1979-03-27 $0.0104
1978-12-27 $0.0104
1978-10-03 $0.0088
1978-06-27 $0.0088
1978-03-31 $0.0088
1977-12-27 $0.0088
1977-09-30 $0.0069
1977-06-28 $0.0069
1977-03-29 $0.0069
1976-12-28 $0.0069
1976-09-29 $0.0052
1976-06-28 $0.0052
1976-03-30 $0.0052
1975-12-29 $0.0052
1975-10-03 $0.0052
1975-06-30 $0.0052
1975-04-01 $0.0052
1974-12-30 $0.0052
1974-10-01 $0.0052
1974-07-01 $0.0052
1974-04-02 $0.0052
1973-12-31 $0.0035
1973-10-02 $0.0035
1973-07-02 $0.0029
1973-04-03 $0.0029
1973-01-02 $0.0022
1972-10-03 $0.0022
1972-07-03 $0.0022
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.19. 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 -7.04%900.66%0.66%
-7.04% to -5.26%1250.92%1.58%
-5.26% to -3.48%4533.34%4.92%
-3.48% to -1.71%165812.21%17.13%
-1.71% to 0.07%474234.92%52.05%
0.07% to 1.85%426231.39%83.44%
1.85% to 3.63%148210.91%94.36%
3.63% to 5.40%4873.59%97.95%
5.40% to 7.18%1611.19%99.13%
Greater than 7.18%1180.87%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.30%2.44% 77.05%68.27%
±2σ -4.67%4.81% 94.85%95.45%
±3σ -7.04%7.18% 98.47%99.73%
Descriptive Statistics
均值0.072%
Standard Error0.020%
中位数0.000%
Mode0.000%
Standard Deviation2.369%
Sample Variance5.612%
峰度7.41
偏度0.19
Range51.206%
Minimum-27.138%
Maximum24.068%
Count13578
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.769% 6635 48.87% 0.864%
负向 -1.680% 6403 47.16% -0.792%
Zero 0.000% 540 3.98% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 6.06%
20 1 Month 3.73%
60 1 Quarter 3.28%
250 1 Year 2.80%
750 3 Years 2.58%
1,250 5 Years 2.54%
2,500 10 Years 2.39%
5,000 20 Years 2.48%
12,500 50 Years 2.98%
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 3.09. Further, an Excess 峰度 of 24.32 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -2.98%00.00%0.00%
-2.98% to -1.54%00.00%0.00%
-1.54% to -0.09%00.00%0.00%
-0.09% to 1.35%234317.25%17.25%
1.35% to 2.80%625846.09%63.34%
2.80% to 4.24%289721.33%84.67%
4.24% to 5.68%11398.39%93.06%
5.68% to 7.13%4763.51%96.57%
7.13% to 8.57%2261.66%98.23%
Greater than 8.57%2401.77%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.87%4.72% 84.06%68.27%
±2σ -1.06%6.65% 95.60%95.45%
±3σ -2.98%8.57% 98.23%99.73%
Descriptive Statistics
均值2.796%
Standard Error0.017%
中位数2.292%
Mode1.637%
Standard Deviation1.926%
Sample Variance3.708%
峰度24.32
偏度3.09
Range41.450%
Minimum0.217%
Maximum41.667%
Count13579
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.796% 13579 100.00% 2.796%
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 0.59. Further, an Excess 峰度 of 13.85 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%840.62%0.62%
-6.05% to -4.53%1591.17%1.79%
-4.53% to -3.02%5013.69%5.48%
-3.02% to -1.50%156711.54%17.02%
-1.50% to 0.01%484935.71%52.73%
0.01% to 1.52%408730.10%82.83%
1.52% to 3.04%157211.58%94.40%
3.04% to 4.55%5203.83%98.23%
4.55% to 6.07%1421.05%99.28%
Greater than 6.07%980.72%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.01%2.03% 76.97%68.27%
±2σ -4.03%4.05% 94.90%95.45%
±3σ -6.05%6.07% 98.66%99.73%
Descriptive Statistics
均值0.011%
Standard Error0.017%
中位数0.000%
Mode0.000%
Standard Deviation2.019%
Sample Variance4.075%
峰度13.85
偏度0.59
Range53.130%
Minimum-14.354%
Maximum38.776%
Count13579
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.506% 6429 47.34% 0.713%
负向 -1.464% 6509 47.93% -0.702%
Zero 0.000% 641 4.72% 0.000%
收盘-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 3.92 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -15.31%160.57%0.57%
-15.31% to -11.40%240.85%1.42%
-11.40% to -7.48%1083.84%5.26%
-7.48% to -3.57%37513.34%18.60%
-3.57% to 0.35%90532.18%50.78%
0.35% to 4.26%85330.33%81.12%
4.26% to 8.18%36713.05%94.17%
8.18% to 12.09%1063.77%97.94%
12.09% to 16.01%401.42%99.36%
Greater than 16.01%180.64%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.87%5.57% 74.54%68.27%
±2σ -10.09%10.79% 95.06%95.45%
±3σ -15.31%16.01% 98.79%99.73%
Descriptive Statistics
均值0.349%
Standard Error0.098%
中位数0.270%
Mode0.000%
Standard Deviation5.220%
Sample Variance27.247%
峰度3.92
偏度0.16
Range71.436%
Minimum-34.884%
Maximum36.552%
Count2812
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.019% 1452 51.64% 2.075%
负向 -3.697% 1313 46.69% -1.726%
Zero 0.000% 47 1.67% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 13.14%
12 1 Quarter 8.92%
52 1 Year 7.20%
156 3 Years 6.19%
260 5 Years 6.00%
520 10 Years 5.58%
1,040 20 Years 5.64%
2,600 50 Years 7.17%
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 2.75. Further, an Excess 峰度 of 14.22 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -7.24%00.00%0.00%
-7.24% to -3.58%00.00%0.00%
-3.58% to 0.08%00.00%0.00%
0.08% to 3.74%49117.45%17.45%
3.74% to 7.39%129446.00%63.46%
7.39% to 11.05%60621.54%85.00%
11.05% to 14.71%2298.14%93.14%
14.71% to 18.36%923.27%96.41%
18.36% to 22.02%451.60%98.01%
Greater than 22.02%561.99%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 2.52%12.27% 84.07%68.27%
±2σ -2.36%17.14% 95.63%95.45%
±3σ -7.24%22.02% 98.01%99.73%
Descriptive Statistics
均值7.393%
Standard Error0.092%
中位数6.161%
Mode5.882%
Standard Deviation4.876%
Sample Variance23.771%
峰度14.22
偏度2.75
Range57.775%
Minimum1.079%
Maximum58.854%
Count2813
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 7.393% 2813 100.00% 7.393%
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 1.02. Further, an Excess 峰度 of 9.01 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -15.48%90.32%0.32%
-15.48% to -11.60%301.07%1.39%
-11.60% to -7.73%1043.70%5.08%
-7.73% to -3.86%37413.30%18.38%
-3.86% to 0.02%96834.41%52.79%
0.02% to 3.89%84530.04%82.83%
3.89% to 7.77%32511.55%94.38%
7.77% to 11.64%1053.73%98.12%
11.64% to 15.52%291.03%99.15%
Greater than 15.52%240.85%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.15%5.19% 75.79%68.27%
±2σ -10.31%10.35% 95.20%95.45%
±3σ -15.48%15.52% 98.83%99.73%
Descriptive Statistics
均值0.019%
Standard Error0.097%
中位数-0.152%
Mode0.000%
Standard Deviation5.166%
Sample Variance26.686%
峰度9.01
偏度1.02
Range78.945%
Minimum-23.333%
Maximum55.612%
Count2813
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 3.903% 1330 47.28% 1.845%
负向 -3.587% 1432 50.91% -1.826%
Zero 0.000% 51 1.81% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.40. Further, an Excess 峰度 of 1.75 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -29.67%20.31%0.31%
-29.67% to -21.89%60.93%1.24%
-21.89% to -14.11%223.41%4.64%
-14.11% to -6.33%10416.10%20.74%
-6.33% to 1.45%20431.58%52.32%
1.45% to 9.23%18128.02%80.34%
9.23% to 17.02%8713.47%93.81%
17.02% to 24.80%253.87%97.68%
24.80% to 32.58%111.70%99.38%
Greater than 32.58%40.62%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -8.92%11.83% 72.91%68.27%
±2σ -19.30%22.20% 95.05%95.45%
±3σ -29.67%32.58% 99.07%99.73%
Descriptive Statistics
均值1.453%
Standard Error0.408%
中位数0.926%
Mode0.000%
Standard Deviation10.375%
Sample Variance107.642%
峰度1.75
偏度0.40
Range89.126%
Minimum-34.950%
Maximum54.176%
Count646
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 8.508% 354 54.80% 4.662%
负向 -7.199% 288 44.58% -3.209%
Zero 0.000% 4 0.62% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 24.48%
12 1 Year 18.65%
36 3 Years 13.78%
60 5 Years 12.85%
120 10 Years 11.90%
240 20 Years 11.70%
600 50 Years 15.45%
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 2.86. Further, an Excess 峰度 of 18.20 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -13.89%00.00%0.00%
-13.89% to -6.17%00.00%0.00%
-6.17% to 1.56%00.00%0.00%
1.56% to 9.28%12719.63%19.63%
9.28% to 17.00%27642.66%62.29%
17.00% to 24.73%14322.10%84.39%
24.73% to 32.45%568.66%93.04%
32.45% to 40.18%253.86%96.91%
40.18% to 47.90%121.85%98.76%
Greater than 47.90%81.24%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 6.71%27.30% 82.53%68.27%
±2σ -3.59%37.60% 95.67%95.45%
±3σ -13.89%47.90% 98.76%99.73%
Descriptive Statistics
均值17.005%
Standard Error0.405%
中位数14.419%
Mode7.091%
Standard Deviation10.299%
Sample Variance106.063%
峰度18.20
偏度2.86
Range117.858%
Minimum3.521%
Maximum121.379%
Count647
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 17.005% 647 100.00% 17.005%
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 0.69. Further, an Excess 峰度 of 2.68 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -31.02%10.15%0.15%
-31.02% to -23.31%71.08%1.24%
-23.31% to -15.60%264.02%5.26%
-15.60% to -7.89%9314.37%19.63%
-7.89% to -0.18%21833.69%53.32%
-0.18% to 7.53%18027.82%81.14%
7.53% to 15.24%8012.36%93.51%
15.24% to 22.96%284.33%97.84%
22.96% to 30.67%81.24%99.07%
Greater than 30.67%60.93%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -10.46%10.10% 74.19%68.27%
±2σ -20.74%20.39% 95.98%95.45%
±3σ -31.02%30.67% 98.92%99.73%
Descriptive Statistics
均值-0.179%
Standard Error0.404%
中位数-0.831%
Mode0.000%
Standard Deviation10.282%
Sample Variance105.727%
峰度2.68
偏度0.69
Range90.998%
Minimum-35.214%
Maximum55.784%
Count647
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 8.222% 295 45.59% 3.749%
负向 -7.345% 346 53.48% -3.928%
Zero 0.000% 6 0.93% 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 0.78. Further, an Excess 峰度 of 1.13 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -47.99%00.00%0.00%
-47.99% to -34.94%00.00%0.00%
-34.94% to -21.90%104.65%4.65%
-21.90% to -8.86%3918.14%22.79%
-8.86% to 4.18%6731.16%53.95%
4.18% to 17.23%6329.30%83.26%
17.23% to 30.27%2210.23%93.49%
30.27% to 43.31%52.33%95.81%
43.31% to 56.35%73.26%99.07%
Greater than 56.35%20.93%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -13.21%21.57% 73.02%68.27%
±2σ -30.60%38.96% 94.42%95.45%
±3σ -47.99%56.35% 99.07%99.73%
Descriptive Statistics
均值4.183%
Standard Error1.186%
中位数3.115%
Mode-32.083%
Standard Deviation17.390%
Sample Variance302.425%
峰度1.13
偏度0.78
Range95.372%
Minimum-32.083%
Maximum63.289%
Count215
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 14.769% 128 59.53% 8.793%
负向 -11.392% 87 40.47% -4.610%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 39.64%
12 3 Years 27.72%
20 5 Years 23.08%
40 10 Years 21.65%
80 20 Years 20.87%
200 50 Years 27.17%
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 1.87. Further, an Excess 峰度 of 5.09 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -19.86%00.00%0.00%
-19.86% to -7.01%00.00%0.00%
-7.01% to 5.84%00.00%0.00%
5.84% to 18.69%3918.06%18.06%
18.69% to 31.54%9644.44%62.50%
31.54% to 44.39%4721.76%84.26%
44.39% to 57.24%188.33%92.59%
57.24% to 70.09%73.24%95.83%
70.09% to 82.94%52.31%98.15%
Greater than 82.94%41.85%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 14.41%48.67% 78.24%68.27%
±2σ -2.73%65.81% 94.91%95.45%
±3σ -19.86%82.94% 98.15%99.73%
Descriptive Statistics
均值31.541%
Standard Error1.166%
中位数27.449%
Mode8.628%
Standard Deviation17.134%
Sample Variance293.579%
峰度5.09
偏度1.87
Range112.751%
Minimum8.628%
Maximum121.379%
Count216
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 31.541% 216 100.00% 31.541%
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 0.29. Further, an Excess 峰度 of 0.27 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -48.59%00.00%0.00%
-48.59% to -36.71%10.46%0.46%
-36.71% to -24.82%115.09%5.56%
-24.82% to -12.94%3013.89%19.44%
-12.94% to -1.05%7635.19%54.63%
-1.05% to 10.83%5123.61%78.24%
10.83% to 22.72%2913.43%91.67%
22.72% to 34.60%146.48%98.15%
34.60% to 46.49%31.39%99.54%
Greater than 46.49%10.46%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -16.90%14.79% 71.30%68.27%
±2σ -32.74%30.64% 93.52%95.45%
±3σ -48.59%46.49% 99.54%99.73%
Descriptive Statistics
均值-1.052%
Standard Error1.078%
中位数-2.529%
Mode0.000%
Standard Deviation15.846%
Sample Variance251.110%
峰度0.27
偏度0.29
Range85.766%
Minimum-38.596%
Maximum47.170%
Count216
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 13.950% 88 40.74% 5.683%
负向 -11.733% 124 57.41% -6.736%
Zero 0.000% 4 1.85% 0.000%