TXRH 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	2.27%	2.06%	2.00%	2.67%	2.06%	2.21%	156.52	163.10	153.33	166.50
周度	4.63%	4.80%	4.52%	6.02%	4.53%	4.87%	152.70	167.19	145.93	174.94
月度	8.52%	12.01%	8.75%	12.00%	9.43%	10.14%	145.39	175.59	132.30	192.96
季度	15.71%	22.86%	15.00%	19.87%	16.34%	17.56%	135.69	188.14	115.24	221.54
Annual	—	—	—	—	32.68%	35.11%	115.24	221.54	83.11	307.18
Option Time Horizon	—	—	—	—	12.45%	13.38%	141.07	180.97	124.55	204.97

Calculation Notes: Computed at 2026-04-26T02:47 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $159.78 | Strike (K): $160.00 (first OTM call ≥ spot) | Observed Mid-价格: $7.9500 (Bid $7.4000 / Ask $8.5000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 1.70% | Binomial IV (Annual): 32.68% (CRR binomial tree, American, n=20 steps) | BS IV: 32.35% (European Black-Scholes) | Yahoo IV (Annual): 35.11% → 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
2026-03-17	$0.7500
2025-12-02	$0.6800
2025-09-02	$0.6800
2025-06-03	$0.6800
2025-03-18	$0.6800
2024-12-10	$0.6100
2024-09-04	$0.6100
2024-06-12	$0.6100
2024-03-12	$0.6100
2023-12-05	$0.5500
2023-09-05	$0.5500
2023-06-06	$0.5500
2023-03-07	$0.5500
2022-12-06	$0.4600
2022-09-06	$0.4600
2022-06-07	$0.4600
2022-03-08	$0.4600
2021-12-07	$0.4000
2021-09-07	$0.4000
2021-05-18	$0.4000
2020-03-10	$0.3600
2019-12-10	$0.3000
2019-09-10	$0.3000
2019-06-11	$0.3000
2019-03-12	$0.3000
2018-12-18	$0.2500
2018-09-11	$0.2500
2018-06-12	$0.2500
2018-03-13	$0.2500
2017-12-12	$0.2100
2017-09-12	$0.2100
2017-06-12	$0.2100
2017-03-13	$0.2100
2016-12-12	$0.1900
2016-09-12	$0.1900
2016-06-13	$0.1900
2016-03-14	$0.1900
2015-12-14	$0.1700
2015-09-14	$0.1700
2015-06-15	$0.1700
2015-03-16	$0.1700
2014-12-15	$0.1500
2014-09-15	$0.1500
2014-06-16	$0.1500
2014-03-17	$0.1500
2013-12-09	$0.1200
2013-09-09	$0.1200
2013-06-10	$0.1200
2013-03-11	$0.1200
2012-12-10	$0.0900
2012-09-10	$0.0900
2012-06-11	$0.0900
2012-03-12	$0.0900
2011-12-12	$0.0800
2011-09-12	$0.0800
2011-06-13	$0.0800
2011-03-14	$0.0800

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Right Skewed (正向 Asymmetry) with a 偏度 factor of 0.51. Further, an Excess 峰度 of 8.56 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -6.74%	29	0.53%	0.53%
-6.74% to -5.03%	65	1.20%	1.73%
-5.03% to -3.33%	158	2.91%	4.65%
-3.33% to -1.62%	642	11.84%	16.49%
-1.62% to 0.08%	1905	35.13%	51.62%
0.08% to 1.78%	1749	32.26%	83.88%
1.78% to 3.49%	592	10.92%	94.80%
3.49% to 5.19%	183	3.38%	98.17%
5.19% to 6.90%	55	1.01%	99.19%
Greater than 6.90%	44	0.81%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.19%	2.35%	78.64%	68.27%
±2σ	-4.47%	4.63%	95.24%	95.45%
±3σ	-6.74%	6.90%	98.65%	99.73%

Descriptive Statistics

均值	0.080%
Standard Error	0.031%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.273%
Sample Variance	5.169%
峰度	8.56
偏度	0.51
Range	36.004%
Minimum	-15.301%
Maximum	20.703%
Count	5422

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.642%	2710	49.98%	0.821%
负向	-1.514%	2653	48.93%	-0.741%
Zero	0.000%	59	1.09%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	2.04%
20	1 Month	2.60%
60	1 Quarter	2.74%
250	1 Year	2.40%
750	3 Years	2.31%
1,250	5 Years	2.67%
2,500	10 Years	2.86%
5,000	20 Years	3.05%
12,500	50 Years	3.10%

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 4.02. Further, an Excess 峰度 of 35.74 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -3.17%	0	0.00%	0.00%
-3.17% to -1.62%	0	0.00%	0.00%
-1.62% to -0.08%	0	0.00%	0.00%
-0.08% to 1.47%	741	13.66%	13.66%
1.47% to 3.02%	2740	50.53%	64.19%
3.02% to 4.57%	1187	21.89%	86.08%
4.57% to 6.11%	415	7.65%	93.73%
6.11% to 7.66%	167	3.08%	96.81%
7.66% to 9.21%	82	1.51%	98.32%
Greater than 9.21%	91	1.68%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.95%	5.08%	87.96%	68.27%
±2σ	-1.11%	7.14%	96.00%	95.45%
±3σ	-3.17%	9.21%	98.32%	99.73%

Descriptive Statistics

均值	3.018%
Standard Error	0.028%
中位数	2.478%
Mode	1.542%
Standard Deviation	2.063%
Sample Variance	4.254%
峰度	35.74
偏度	4.02
Range	37.776%
Minimum	0.594%
Maximum	38.370%
Count	5423

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.018%	5423	100.00%	3.018%
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 0.07. Further, an Excess 峰度 of 5.22 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -6.01%	35	0.65%	0.65%
-6.01% to -4.51%	66	1.22%	1.86%
-4.51% to -3.01%	195	3.60%	5.46%
-3.01% to -1.50%	655	12.08%	17.54%
-1.50% to -0.00%	1767	32.58%	50.12%
-0.00% to 1.50%	1751	32.29%	82.41%
1.50% to 3.00%	653	12.04%	94.45%
3.00% to 4.51%	202	3.72%	98.17%
4.51% to 6.01%	68	1.25%	99.43%
Greater than 6.01%	31	0.57%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.00%	2.00%	77.02%	68.27%
±2σ	-4.01%	4.00%	94.67%	95.45%
±3σ	-6.01%	6.01%	98.78%	99.73%

Descriptive Statistics

均值	-0.001%
Standard Error	0.027%
中位数	-0.013%
Mode	0.000%
Standard Deviation	2.003%
Sample Variance	4.011%
峰度	5.22
偏度	0.07
Range	32.771%
Minimum	-15.231%
Maximum	17.540%
Count	5423

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.462%	2646	48.79%	0.713%
负向	-1.426%	2718	50.12%	-0.715%
Zero	0.000%	59	1.09%	0.000%

收盘-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 4.73 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -13.53%	8	0.71%	0.71%
-13.53% to -10.06%	8	0.71%	1.42%
-10.06% to -6.59%	40	3.56%	4.98%
-6.59% to -3.11%	138	12.28%	17.26%
-3.11% to 0.36%	383	34.07%	51.33%
0.36% to 3.83%	354	31.49%	82.83%
3.83% to 7.31%	129	11.48%	94.31%
7.31% to 10.78%	37	3.29%	97.60%
10.78% to 14.25%	16	1.42%	99.02%
Greater than 14.25%	11	0.98%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.27%	4.99%	76.60%	68.27%
±2σ	-8.90%	9.62%	94.93%	95.45%
±3σ	-13.53%	14.25%	98.31%	99.73%

Descriptive Statistics

均值	0.361%
Standard Error	0.138%
中位数	0.249%
Mode	-2.224%
Standard Deviation	4.631%
Sample Variance	21.446%
峰度	4.73
偏度	0.29
Range	57.850%
Minimum	-24.971%
Maximum	32.879%
Count	1124

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.470%	592	52.67%	1.828%
负向	-3.116%	529	47.06%	-1.467%
Zero	0.000%	3	0.27%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	5.32%
12	1 Quarter	6.04%
52	1 Year	5.57%
156	3 Years	5.23%
260	5 Years	6.02%
520	10 Years	6.46%
1,040	20 Years	6.89%
2,600	50 Years	6.96%

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 3.39. Further, an Excess 峰度 of 21.04 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -7.18%	0	0.00%	0.00%
-7.18% to -3.59%	0	0.00%	0.00%
-3.59% to 0.01%	0	0.00%	0.00%
0.01% to 3.61%	153	13.60%	13.60%
3.61% to 7.20%	563	50.04%	63.64%
7.20% to 10.80%	248	22.04%	85.69%
10.80% to 14.40%	92	8.18%	93.87%
14.40% to 18.00%	32	2.84%	96.71%
18.00% to 21.59%	17	1.51%	98.22%
Greater than 21.59%	20	1.78%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.41%	12.00%	86.93%	68.27%
±2σ	-2.39%	16.80%	95.91%	95.45%
±3σ	-7.18%	21.59%	98.22%	99.73%

Descriptive Statistics

均值	7.204%
Standard Error	0.143%
中位数	5.885%
Mode	1.828%
Standard Deviation	4.796%
Sample Variance	23.006%
峰度	21.04
偏度	3.39
Range	55.887%
Minimum	1.807%
Maximum	57.694%
Count	1125

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.204%	1125	100.00%	7.204%
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 0.72. Further, an Excess 峰度 of 6.42 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -13.59%	4	0.36%	0.36%
-13.59% to -10.20%	15	1.33%	1.69%
-10.20% to -6.81%	31	2.76%	4.44%
-6.81% to -3.42%	160	14.22%	18.67%
-3.42% to -0.04%	358	31.82%	50.49%
-0.04% to 3.35%	370	32.89%	83.38%
3.35% to 6.74%	126	11.20%	94.58%
6.74% to 10.13%	45	4.00%	98.58%
10.13% to 13.52%	7	0.62%	99.20%
Greater than 13.52%	9	0.80%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.55%	4.48%	76.89%	68.27%
±2σ	-9.07%	9.00%	95.29%	95.45%
±3σ	-13.59%	13.52%	98.84%	99.73%

Descriptive Statistics

均值	-0.035%
Standard Error	0.135%
中位数	-0.076%
Mode	0.000%
Standard Deviation	4.518%
Sample Variance	20.416%
峰度	6.42
偏度	0.72
Range	55.430%
Minimum	-23.426%
Maximum	32.004%
Count	1125

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.222%	552	49.07%	1.581%
负向	-3.195%	569	50.58%	-1.616%
Zero	0.000%	4	0.36%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.03. Further, an Excess 峰度 of 1.36 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -24.06%	1	0.39%	0.39%
-24.06% to -17.68%	5	1.94%	2.33%
-17.68% to -11.29%	11	4.26%	6.59%
-11.29% to -4.90%	41	15.89%	22.48%
-4.90% to 1.49%	59	22.87%	45.35%
1.49% to 7.88%	85	32.95%	78.29%
7.88% to 14.27%	40	15.50%	93.80%
14.27% to 20.66%	15	5.81%	99.61%
20.66% to 27.04%	0	0.00%	99.61%
Greater than 27.04%	1	0.39%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.03%	10.01%	71.32%	68.27%
±2σ	-15.55%	18.53%	95.35%	95.45%
±3σ	-24.06%	27.04%	99.22%	99.73%

Descriptive Statistics

均值	1.490%
Standard Error	0.530%
中位数	2.029%
Mode	-25.984%
Standard Deviation	8.518%
Sample Variance	72.561%
峰度	1.36
偏度	0.03
Range	64.624%
Minimum	-25.984%
Maximum	38.640%
Count	258

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	6.873%	154	59.69%	4.102%
负向	-6.544%	103	39.92%	-2.612%
Zero	0.000%	1	0.39%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	10.31%
12	1 Year	11.26%
36	3 Years	11.03%
60	5 Years	12.00%
120	10 Years	13.69%
240	20 Years	14.31%
600	50 Years	14.43%

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 5.69. Further, an Excess 峰度 of 50.15 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -19.99%	0	0.00%	0.00%
-19.99% to -10.99%	0	0.00%	0.00%
-10.99% to -1.98%	0	0.00%	0.00%
-1.98% to 7.03%	17	6.56%	6.56%
7.03% to 16.04%	147	56.76%	63.32%
16.04% to 25.04%	67	25.87%	89.19%
25.04% to 34.05%	19	7.34%	96.53%
34.05% to 43.06%	4	1.54%	98.07%
43.06% to 52.07%	1	0.39%	98.46%
Greater than 52.07%	4	1.54%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	4.03%	28.05%	92.28%	68.27%
±2σ	-7.98%	40.06%	98.07%	95.45%
±3σ	-19.99%	52.07%	98.46%	99.73%

Descriptive Statistics

均值	16.037%
Standard Error	0.746%
中位数	13.554%
Mode	4.438%
Standard Deviation	12.010%
Sample Variance	144.239%
峰度	50.15
偏度	5.69
Range	137.192%
Minimum	4.438%
Maximum	141.630%
Count	259

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	16.037%	259	100.00%	16.037%
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 0.75. Further, an Excess 峰度 of 2.00 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -26.83%	1	0.39%	0.39%
-26.83% to -20.26%	0	0.00%	0.39%
-20.26% to -13.70%	12	4.63%	5.02%
-13.70% to -7.13%	45	17.37%	22.39%
-7.13% to -0.57%	90	34.75%	57.14%
-0.57% to 6.00%	58	22.39%	79.54%
6.00% to 12.56%	35	13.51%	93.05%
12.56% to 19.13%	12	4.63%	97.68%
19.13% to 25.69%	3	1.16%	98.84%
Greater than 25.69%	3	1.16%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.32%	8.19%	73.75%	68.27%
±2σ	-18.07%	16.94%	97.30%	95.45%
±3σ	-26.83%	25.69%	98.46%	99.73%

Descriptive Statistics

均值	-0.568%
Standard Error	0.544%
中位数	-1.845%
Mode	-2.064%
Standard Deviation	8.753%
Sample Variance	76.621%
峰度	2.00
偏度	0.75
Range	66.708%
Minimum	-28.258%
Maximum	38.450%
Count	259

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.332%	109	42.09%	3.086%
负向	-6.308%	150	57.91%	-3.653%
Zero	0.000%	0	0.00%	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 0.51. Further, an Excess 峰度 of 0.44 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -42.56%	0	0.00%	0.00%
-42.56% to -30.78%	0	0.00%	0.00%
-30.78% to -19.00%	5	5.81%	5.81%
-19.00% to -7.21%	14	16.28%	22.09%
-7.21% to 4.57%	26	30.23%	52.33%
4.57% to 16.35%	24	27.91%	80.23%
16.35% to 28.14%	10	11.63%	91.86%
28.14% to 39.92%	4	4.65%	96.51%
39.92% to 51.70%	3	3.49%	100.00%
Greater than 51.70%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.14%	20.28%	69.77%	68.27%
±2σ	-26.85%	35.99%	94.19%	95.45%
±3σ	-42.56%	51.70%	100.00%	99.73%

Descriptive Statistics

均值	4.570%
Standard Error	1.694%
中位数	2.715%
Mode	-28.344%
Standard Deviation	15.711%
Sample Variance	246.841%
峰度	0.44
偏度	0.51
Range	77.492%
Minimum	-28.344%
Maximum	49.148%
Count	86

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	13.748%	53	61.63%	8.473%
负向	-10.172%	33	38.37%	-3.903%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	20.18%
12	3 Years	20.19%
20	5 Years	19.87%
40	10 Years	23.48%
80	20 Years	24.84%
200	50 Years	25.27%

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 4.57. Further, an Excess 峰度 of 27.60 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -38.46%	0	0.00%	0.00%
-38.46% to -21.31%	0	0.00%	0.00%
-21.31% to -4.17%	0	0.00%	0.00%
-4.17% to 12.98%	2	2.30%	2.30%
12.98% to 30.12%	63	72.41%	74.71%
30.12% to 47.27%	14	16.09%	90.80%
47.27% to 64.41%	5	5.75%	96.55%
64.41% to 81.56%	1	1.15%	97.70%
81.56% to 98.70%	0	0.00%	97.70%
Greater than 98.70%	2	2.30%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	7.26%	52.98%	94.25%	68.27%
±2σ	-15.60%	75.84%	96.55%	95.45%
±3σ	-38.46%	98.70%	97.70%	99.73%

Descriptive Statistics

均值	30.121%
Standard Error	2.451%
中位数	25.291%
Mode	12.157%
Standard Deviation	22.860%
Sample Variance	522.575%
峰度	27.60
偏度	4.57
Range	176.074%
Minimum	12.157%
Maximum	188.231%
Count	87

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	30.121%	87	100.00%	30.121%
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 0.45. Further, an Excess 峰度 of 0.43 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -46.71%	0	0.00%	0.00%
-46.71% to -35.45%	0	0.00%	0.00%
-35.45% to -24.20%	6	6.90%	6.90%
-24.20% to -12.95%	11	12.64%	19.54%
-12.95% to -1.69%	27	31.03%	50.57%
-1.69% to 9.56%	25	28.74%	79.31%
9.56% to 20.81%	12	13.79%	93.10%
20.81% to 32.06%	2	2.30%	95.40%
32.06% to 43.32%	4	4.60%	100.00%
Greater than 43.32%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-16.70%	13.31%	71.26%	68.27%
±2σ	-31.70%	28.31%	94.25%	95.45%
±3σ	-46.71%	43.32%	100.00%	99.73%

Descriptive Statistics

均值	-1.694%
Standard Error	1.609%
中位数	-2.173%
Mode	-33.480%
Standard Deviation	15.004%
Sample Variance	225.113%
峰度	0.43
偏度	0.45
Range	74.608%
Minimum	-33.480%
Maximum	41.128%
Count	87

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	12.065%	36	41.38%	4.992%
负向	-11.406%	51	58.62%	-6.686%
Zero	0.000%	0	0.00%	0.000%

TXRH 深度分析报告