UNH 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	2.51%	2.28%	2.17%	2.37%	1.85%	1.94%	348.43	361.53	342.05	368.27
周度	5.50%	5.66%	5.54%	5.71%	4.06%	4.27%	340.78	369.64	327.21	384.98
月度	10.24%	12.87%	10.66%	12.72%	8.46%	8.88%	326.13	386.26	299.67	420.36
季度	17.54%	22.50%	17.37%	22.31%	14.65%	15.38%	306.54	410.93	264.76	475.79
Annual	—	—	—	—	29.31%	30.77%	264.76	475.79	197.50	637.82
Option Time Horizon	—	—	—	—	11.17%	11.72%	317.42	396.86	283.87	443.75

Calculation Notes: Computed at 2026-04-26T02:44 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $354.92 | Strike (K): $360.00 (first OTM call ≥ spot) | Observed Mid-价格: $14.0000 (Bid $13.5500 / Ask $14.4500) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 1.87% | Binomial IV (Annual): 29.31% (CRR binomial tree, American, n=20 steps) | BS IV: 29.53% (European Black-Scholes) | Yahoo IV (Annual): 30.77% → 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
2026-03-09	$2.2100
2025-12-08	$2.2100
2025-09-15	$2.2100
2025-06-16	$2.2100
2025-03-10	$2.1000
2024-12-09	$2.1000
2024-09-16	$2.1000
2024-06-17	$2.1000
2024-03-08	$1.8800
2023-12-01	$1.8800
2023-09-08	$1.8800
2023-06-15	$1.8800
2023-03-10	$1.6500
2022-12-02	$1.6500
2022-09-09	$1.6500
2022-06-16	$1.6500
2022-03-11	$1.4500
2021-12-03	$1.4500
2021-09-10	$1.4500
2021-06-18	$1.4500
2021-03-12	$1.2500
2020-12-04	$1.2500
2020-09-11	$1.2500
2020-06-19	$1.2500
2020-03-13	$1.0800
2019-12-06	$1.0800
2019-09-13	$1.0800
2019-06-14	$1.0800
2019-03-08	$0.9000
2018-11-30	$0.9000
2018-09-06	$0.9000
2018-06-15	$0.9000
2018-03-08	$0.7500
2017-11-30	$0.7500
2017-09-07	$0.7500
2017-06-15	$0.7500
2017-03-08	$0.6250
2016-11-30	$0.6250
2016-09-07	$0.6250
2016-06-15	$0.6250
2016-03-09	$0.5000
2015-12-02	$0.5000
2015-09-09	$0.5000
2015-06-11	$0.5000
2015-03-11	$0.3750
2014-12-03	$0.3750
2014-09-10	$0.3750
2014-06-12	$0.3750
2014-03-12	$0.2800
2013-12-04	$0.2800
2013-09-11	$0.2800
2013-06-13	$0.2800
2013-03-13	$0.2120
2012-12-07	$0.2130
2012-09-12	$0.2130
2012-06-13	$0.2130
2012-03-01	$0.1630
2011-12-05	$0.1630
2011-09-02	$0.1630
2011-06-03	$0.1630
2011-03-03	$0.1250
2010-12-03	$0.1250
2010-09-10	$0.1250
2010-06-03	$0.1250
2010-04-01	$0.0300
2009-03-31	$0.0300
2008-03-31	$0.0300
2007-03-29	$0.0300
2006-03-30	$0.0300
2005-03-30	$0.0150
2004-03-30	$0.0150
2003-03-28	$0.0075
2002-03-27	$0.0075
2001-03-29	$0.0075
2000-03-30	$0.0037
1999-03-30	$0.0010
1998-03-30	$0.0037
1997-04-01	$0.0037
1996-04-01	$0.0010
1995-03-28	$0.0037
1994-03-25	$0.0037
1993-03-26	$0.0004
1992-04-10	$0.0009
1991-05-24	$0.0002
1990-08-27	$0.0002

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.11. Further, an Excess 峰度 of 19.46 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -7.41%	80	0.77%	0.77%
-7.41% to -5.53%	93	0.89%	1.66%
-5.53% to -3.65%	263	2.52%	4.17%
-3.65% to -1.77%	1087	10.40%	14.58%
-1.77% to 0.11%	3980	38.09%	52.67%
0.11% to 1.99%	3398	32.52%	85.19%
1.99% to 3.87%	1060	10.14%	95.33%
3.87% to 5.75%	276	2.64%	97.97%
5.75% to 7.63%	120	1.15%	99.12%
Greater than 7.63%	92	0.88%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.40%	2.62%	80.07%	68.27%
±2σ	-4.91%	5.12%	95.16%	95.45%
±3σ	-7.41%	7.63%	98.35%	99.73%

Descriptive Statistics

均值	0.109%
Standard Error	0.025%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.507%
Sample Variance	6.283%
峰度	19.46
偏度	-0.11
Range	68.966%
Minimum	-34.211%
Maximum	34.755%
Count	10449

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.741%	5172	49.50%	0.862%
负向	-1.663%	4732	45.29%	-0.753%
Zero	0.000%	545	5.22%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	3.72%
20	1 Month	3.20%
60	1 Quarter	2.97%
250	1 Year	3.21%
750	3 Years	2.54%
1,250	5 Years	2.37%
2,500	10 Years	2.26%
5,000	20 Years	2.50%
12,500	50 Years	3.05%

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 4.62. Further, an Excess 峰度 of 51.79 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -3.91%	0	0.00%	0.00%
-3.91% to -2.21%	0	0.00%	0.00%
-2.21% to -0.50%	0	0.00%	0.00%
-0.50% to 1.21%	1200	11.48%	11.48%
1.21% to 2.92%	5635	53.92%	65.41%
2.92% to 4.62%	2231	21.35%	86.76%
4.62% to 6.33%	739	7.07%	93.83%
6.33% to 8.04%	306	2.93%	96.76%
8.04% to 9.74%	160	1.53%	98.29%
Greater than 9.74%	179	1.71%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.64%	5.19%	89.42%	68.27%
±2σ	-1.64%	7.47%	96.11%	95.45%
±3σ	-3.91%	9.74%	98.29%	99.73%

Descriptive Statistics

均值	2.915%
Standard Error	0.022%
中位数	2.308%
Mode	2.857%
Standard Deviation	2.276%
Sample Variance	5.178%
峰度	51.79
偏度	4.62
Range	56.372%
Minimum	0.149%
Maximum	56.521%
Count	10450

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.915%	10450	100.00%	2.915%
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 0.98. Further, an Excess 峰度 of 25.24 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -6.51%	74	0.71%	0.71%
-6.51% to -4.88%	113	1.08%	1.79%
-4.88% to -3.25%	288	2.76%	4.55%
-3.25% to -1.63%	1127	10.78%	15.33%
-1.63% to 0.00%	4045	38.71%	54.04%
0.00% to 1.63%	3229	30.90%	84.94%
1.63% to 3.26%	1092	10.45%	95.39%
3.26% to 4.89%	280	2.68%	98.07%
4.89% to 6.51%	117	1.12%	99.19%
Greater than 6.51%	85	0.81%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.17%	2.17%	79.54%	68.27%
±2σ	-4.34%	4.34%	95.04%	95.45%
±3σ	-6.51%	6.51%	98.48%	99.73%

Descriptive Statistics

均值	0.002%
Standard Error	0.021%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.171%
Sample Variance	4.714%
峰度	25.24
偏度	0.98
Range	66.754%
Minimum	-22.754%
Maximum	44.000%
Count	10450

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.547%	4803	45.96%	0.711%
负向	-1.485%	4993	47.78%	-0.710%
Zero	0.000%	654	6.26%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.32. Further, an Excess 峰度 of 5.51 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -15.98%	19	0.88%	0.88%
-15.98% to -11.86%	27	1.25%	2.12%
-11.86% to -7.73%	56	2.59%	4.71%
-7.73% to -3.60%	232	10.71%	15.42%
-3.60% to 0.53%	763	35.23%	50.65%
0.53% to 4.66%	715	33.01%	83.66%
4.66% to 8.78%	234	10.80%	94.46%
8.78% to 12.91%	77	3.55%	98.01%
12.91% to 17.04%	29	1.34%	99.35%
Greater than 17.04%	14	0.65%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.98%	6.03%	78.53%	68.27%
±2σ	-10.48%	11.53%	93.95%	95.45%
±3σ	-15.99%	17.04%	98.48%	99.73%

Descriptive Statistics

均值	0.527%
Standard Error	0.118%
中位数	0.446%
Mode	0.000%
Standard Deviation	5.504%
Sample Variance	30.296%
峰度	5.51
偏度	-0.32
Range	69.713%
Minimum	-39.524%
Maximum	30.189%
Count	2166

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.970%	1177	54.34%	2.157%
负向	-3.720%	949	43.81%	-1.630%
Zero	0.000%	40	1.85%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	8.26%
12	1 Quarter	7.15%
52	1 Year	8.15%
156	3 Years	6.29%
260	5 Years	5.71%
520	10 Years	5.34%
1,040	20 Years	5.80%
2,600	50 Years	7.19%

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 3.51. Further, an Excess 峰度 of 21.93 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -9.53%	0	0.00%	0.00%
-9.53% to -5.28%	0	0.00%	0.00%
-5.28% to -1.04%	0	0.00%	0.00%
-1.04% to 3.21%	271	12.51%	12.51%
3.21% to 7.46%	1133	52.28%	64.79%
7.46% to 11.70%	466	21.50%	86.29%
11.70% to 15.95%	159	7.34%	93.63%
15.95% to 20.19%	65	3.00%	96.63%
20.19% to 24.44%	34	1.57%	98.20%
Greater than 24.44%	39	1.80%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.79%	13.12%	87.91%	68.27%
±2σ	-3.87%	18.78%	96.12%	95.45%
±3σ	-9.53%	24.44%	98.20%	99.73%

Descriptive Statistics

均值	7.455%
Standard Error	0.122%
中位数	5.924%
Mode	6.250%
Standard Deviation	5.662%
Sample Variance	32.058%
峰度	21.93
偏度	3.51
Range	67.913%
Minimum	1.053%
Maximum	68.966%
Count	2167

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.455%	2167	100.00%	7.455%
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 1.94. Further, an Excess 峰度 of 16.42 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -16.75%	7	0.32%	0.32%
-16.75% to -12.59%	17	0.78%	1.11%
-12.59% to -8.44%	75	3.46%	4.57%
-8.44% to -4.29%	249	11.49%	16.06%
-4.29% to -0.14%	785	36.23%	52.28%
-0.14% to 4.02%	740	34.15%	86.43%
4.02% to 8.17%	188	8.68%	95.11%
8.17% to 12.32%	52	2.40%	97.51%
12.32% to 16.48%	31	1.43%	98.94%
Greater than 16.48%	23	1.06%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.67%	5.40%	80.90%	68.27%
±2σ	-11.21%	10.94%	94.92%	95.45%
±3σ	-16.75%	16.48%	98.62%	99.73%

Descriptive Statistics

均值	-0.135%
Standard Error	0.119%
中位数	-0.368%
Mode	0.000%
Standard Deviation	5.537%
Sample Variance	30.662%
峰度	16.42
偏度	1.94
Range	86.738%
Minimum	-21.569%
Maximum	65.169%
Count	2167

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.962%	958	44.21%	1.752%
负向	-3.531%	1158	53.44%	-1.887%
Zero	0.000%	51	2.35%	0.000%

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 4.86 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -28.58%	6	1.20%	1.20%
-28.58% to -20.89%	7	1.41%	2.61%
-20.89% to -13.21%	8	1.61%	4.22%
-13.21% to -5.53%	64	12.85%	17.07%
-5.53% to 2.16%	157	31.53%	48.59%
2.16% to 9.84%	168	33.73%	82.33%
9.84% to 17.52%	65	13.05%	95.38%
17.52% to 25.20%	16	3.21%	98.59%
25.20% to 32.89%	4	0.80%	99.40%
Greater than 32.89%	3	0.60%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.09%	12.40%	77.91%	68.27%
±2σ	-18.33%	22.64%	93.98%	95.45%
±3σ	-28.58%	32.89%	98.19%	99.73%

Descriptive Statistics

均值	2.156%
Standard Error	0.459%
中位数	2.425%
Mode	0.000%
Standard Deviation	10.244%
Sample Variance	104.943%
峰度	4.86
偏度	0.19
Range	103.174%
Minimum	-36.508%
Maximum	66.666%
Count	498

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.839%	307	61.65%	4.833%
负向	-7.090%	188	37.75%	-2.677%
Zero	0.000%	3	0.60%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	18.62%
12	1 Year	19.66%
36	3 Years	14.72%
60	5 Years	12.72%
120	10 Years	11.80%
240	20 Years	12.65%
600	50 Years	15.70%

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 2.91. Further, an Excess 峰度 of 12.98 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -21.04%	0	0.00%	0.00%
-21.04% to -11.38%	0	0.00%	0.00%
-11.38% to -1.73%	0	0.00%	0.00%
-1.73% to 7.93%	70	14.03%	14.03%
7.93% to 17.59%	252	50.50%	64.53%
17.59% to 27.24%	106	21.24%	85.77%
27.24% to 36.90%	42	8.42%	94.19%
36.90% to 46.55%	11	2.20%	96.39%
46.55% to 56.21%	6	1.20%	97.60%
Greater than 56.21%	12	2.40%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	4.71%	30.46%	87.98%	68.27%
±2σ	-8.16%	43.33%	95.79%	95.45%
±3σ	-21.04%	56.21%	97.60%	99.73%

Descriptive Statistics

均值	17.586%
Standard Error	0.576%
中位数	13.889%
Mode	5.501%
Standard Deviation	12.874%
Sample Variance	165.728%
峰度	12.98
偏度	2.91
Range	113.687%
Minimum	3.704%
Maximum	117.391%
Count	499

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	17.586%	499	100.00%	17.586%
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 1.64. Further, an Excess 峰度 of 6.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -32.91%	1	0.20%	0.20%
-32.91% to -24.91%	2	0.40%	0.60%
-24.91% to -16.92%	13	2.61%	3.21%
-16.92% to -8.92%	72	14.43%	17.64%
-8.92% to -0.93%	195	39.08%	56.71%
-0.93% to 7.07%	150	30.06%	86.77%
7.07% to 15.06%	42	8.42%	95.19%
15.06% to 23.06%	9	1.80%	96.99%
23.06% to 31.05%	5	1.00%	98.00%
Greater than 31.05%	10	2.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.59%	9.73%	80.16%	68.27%
±2σ	-22.25%	20.39%	95.59%	95.45%
±3σ	-32.91%	31.05%	97.80%	99.73%

Descriptive Statistics

均值	-0.926%
Standard Error	0.477%
中位数	-2.271%
Mode	0.000%
Standard Deviation	10.660%
Sample Variance	113.629%
峰度	6.82
偏度	1.64
Range	95.500%
Minimum	-38.000%
Maximum	57.500%
Count	499

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.451%	191	38.28%	3.235%
负向	-6.897%	301	60.32%	-4.160%
Zero	0.000%	7	1.40%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.27. Further, an Excess 峰度 of 1.61 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -46.17%	0	0.00%	0.00%
-46.17% to -33.01%	3	1.81%	1.81%
-33.01% to -19.86%	7	4.22%	6.02%
-19.86% to -6.71%	23	13.86%	19.88%
-6.71% to 6.45%	51	30.72%	50.60%
6.45% to 19.60%	50	30.12%	80.72%
19.60% to 32.75%	22	13.25%	93.98%
32.75% to 45.91%	7	4.22%	98.19%
45.91% to 59.06%	2	1.20%	99.40%
Greater than 59.06%	1	0.60%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.09%	23.98%	73.49%	68.27%
±2σ	-28.63%	41.52%	95.18%	95.45%
±3σ	-46.17%	59.06%	99.40%	99.73%

Descriptive Statistics

均值	6.447%
Standard Error	1.361%
中位数	6.319%
Mode	0.000%
Standard Deviation	17.538%
Sample Variance	307.590%
峰度	1.61
偏度	0.27
Range	119.052%
Minimum	-42.308%
Maximum	76.744%
Count	166

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	15.092%	113	68.07%	10.273%
负向	-12.457%	51	30.72%	-3.827%
Zero	0.000%	2	1.21%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	39.26%
12	3 Years	26.54%
20	5 Years	22.31%
40	10 Years	20.07%
80	20 Years	21.66%
200	50 Years	27.60%

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 2.01. Further, an Excess 峰度 of 4.70 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -34.59%	0	0.00%	0.00%
-34.59% to -17.71%	0	0.00%	0.00%
-17.71% to -0.83%	0	0.00%	0.00%
-0.83% to 16.05%	32	19.16%	19.16%
16.05% to 32.93%	80	47.90%	67.07%
32.93% to 49.81%	24	14.37%	81.44%
49.81% to 66.68%	17	10.18%	91.62%
66.68% to 83.56%	5	2.99%	94.61%
83.56% to 100.44%	7	4.19%	98.80%
Greater than 100.44%	2	1.20%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	10.42%	55.43%	84.43%	68.27%
±2σ	-12.08%	77.94%	94.61%	95.45%
±3σ	-34.59%	100.44%	98.80%	99.73%

Descriptive Statistics

均值	32.927%
Standard Error	1.741%
中位数	25.590%
Mode	8.159%
Standard Deviation	22.505%
Sample Variance	506.458%
峰度	4.70
偏度	2.01
Range	126.624%
Minimum	8.159%
Maximum	134.783%
Count	167

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	32.927%	167	100.00%	32.927%
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 1.35. Further, an Excess 峰度 of 3.53 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -55.14%	0	0.00%	0.00%
-55.14% to -42.11%	1	0.60%	0.60%
-42.11% to -29.08%	3	1.80%	2.40%
-29.08% to -16.06%	25	14.97%	17.37%
-16.06% to -3.03%	64	38.32%	55.69%
-3.03% to 9.99%	48	28.74%	84.43%
9.99% to 23.02%	14	8.38%	92.81%
23.02% to 36.05%	7	4.19%	97.01%
36.05% to 49.07%	2	1.20%	98.20%
Greater than 49.07%	3	1.80%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-20.40%	14.34%	74.85%	68.27%
±2σ	-37.77%	31.70%	95.21%	95.45%
±3σ	-55.14%	49.07%	98.20%	99.73%

Descriptive Statistics

均值	-3.032%
Standard Error	1.344%
中位数	-5.548%
Mode	0.000%
Standard Deviation	17.368%
Sample Variance	301.650%
峰度	3.53
偏度	1.35
Range	115.726%
Minimum	-42.763%
Maximum	72.963%
Count	167

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	16.356%	51	30.54%	4.995%
负向	-12.076%	111	66.47%	-8.027%
Zero	0.000%	5	2.99%	0.000%

UNH 深度分析报告