VAC 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	2.61%	2.63%	2.28%	3.38%	3.04%	3.33%	70.33	74.74	68.23	77.04
周度	5.59%	7.35%	5.98%	8.01%	6.69%	7.32%	67.81	77.51	63.42	82.88
月度	11.39%	20.70%	12.19%	17.12%	13.92%	15.25%	63.08	83.33	54.88	95.78
季度	18.86%	42.02%	18.96%	29.30%	24.11%	26.41%	56.97	92.27	44.76	117.43
Annual	—	—	—	—	48.22%	52.82%	44.76	117.43	27.64	190.20
Option Time Horizon	—	—	—	—	18.38%	20.13%	60.33	87.13	50.20	104.70

Calculation Notes: Computed at 2026-04-26T02:46 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $72.50 | Strike (K): $75.00 (first OTM call ≥ spot) | Observed Mid-价格: $4.2500 (Bid $3.7000 / Ask $4.8000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 4.44% | Binomial IV (Annual): 48.22% (CRR binomial tree, American, n=20 steps) | BS IV: 48.85% (European Black-Scholes) | Yahoo IV (Annual): 52.82% → 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
2026-03-04	$0.8000
2025-12-24	$0.8000
2025-09-17	$0.7900
2025-05-23	$0.7900
2025-03-05	$0.7900
2024-12-19	$0.7900
2024-09-19	$0.7600
2024-05-22	$0.7600
2024-02-28	$0.7600
2023-12-20	$0.7600
2023-09-20	$0.7200
2023-05-24	$0.7200
2023-03-01	$0.7200
2022-12-21	$0.7200
2022-09-21	$0.6200
2022-05-25	$0.6200
2022-03-02	$0.6200
2021-12-22	$0.5400
2021-09-22	$0.5400
2020-02-26	$0.5400
2019-12-20	$0.5400
2019-09-18	$0.4500
2019-05-22	$0.4500
2019-02-27	$0.4500
2018-12-19	$0.4500
2018-09-19	$0.4000
2018-05-24	$0.4000
2018-02-28	$0.4000
2017-12-20	$0.4000
2017-09-20	$0.3500
2017-05-23	$0.3500
2017-02-21	$0.3500
2016-12-20	$0.3500
2016-09-20	$0.3000
2016-05-24	$0.3000
2016-02-23	$0.3000
2015-12-17	$0.3000
2015-09-22	$0.2500
2015-06-16	$0.2500
2015-02-24	$0.2500
2014-10-24	$0.2500

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Left Skewed (负向 Asymmetry) with a 偏度 factor of -0.94. Further, an Excess 峰度 of 25.85 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -7.76%	30	0.83%	0.83%
-7.76% to -5.80%	24	0.66%	1.49%
-5.80% to -3.84%	84	2.31%	3.80%
-3.84% to -1.88%	387	10.65%	14.45%
-1.88% to 0.08%	1350	37.15%	51.60%
0.08% to 2.04%	1228	33.79%	85.39%
2.04% to 4.00%	367	10.10%	95.49%
4.00% to 5.96%	109	3.00%	98.49%
5.96% to 7.92%	27	0.74%	99.23%
Greater than 7.92%	28	0.77%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.53%	2.69%	81.48%	68.27%
±2σ	-5.15%	5.31%	96.09%	95.45%
±3σ	-7.76%	7.92%	98.40%	99.73%

Descriptive Statistics

均值	0.080%
Standard Error	0.043%
中位数	0.026%
Mode	0.000%
Standard Deviation	2.614%
Sample Variance	6.833%
峰度	25.85
偏度	-0.94
Range	58.201%
Minimum	-39.656%
Maximum	18.545%
Count	3634

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.733%	1839	50.60%	0.877%
负向	-1.636%	1771	48.73%	-0.797%
Zero	0.000%	24	0.66%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	4.91%
20	1 Month	4.91%
60	1 Quarter	5.09%
250	1 Year	4.04%
750	3 Years	3.52%
1,250	5 Years	3.38%
2,500	10 Years	3.44%
5,000	20 Years	3.17%
12,500	50 Years	3.17%

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 11.42. Further, an Excess 峰度 of 276.88 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -4.86%	0	0.00%	0.00%
-4.86% to -2.89%	0	0.00%	0.00%
-2.89% to -0.91%	0	0.00%	0.00%
-0.91% to 1.06%	99	2.72%	2.72%
1.06% to 3.04%	2317	63.74%	66.46%
3.04% to 5.01%	875	24.07%	90.54%
5.01% to 6.99%	207	5.69%	96.23%
6.99% to 8.96%	68	1.87%	98.10%
8.96% to 10.94%	23	0.63%	98.73%
Greater than 10.94%	46	1.27%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.40%	5.67%	93.48%	68.27%
±2σ	-2.23%	8.30%	97.66%	95.45%
±3σ	-4.86%	10.94%	98.73%	99.73%

Descriptive Statistics

均值	3.037%
Standard Error	0.044%
中位数	2.484%
Mode	1.559%
Standard Deviation	2.633%
Sample Variance	6.933%
峰度	276.88
偏度	11.42
Range	84.314%
Minimum	0.404%
Maximum	84.718%
Count	3635

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.037%	3635	100.00%	3.037%
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 高ly Right Skewed (Extreme 正向 Tail Risk) with a 偏度 factor of 3.27. Further, an Excess 峰度 of 63.62 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -6.82%	21	0.58%	0.58%
-6.82% to -5.11%	24	0.66%	1.24%
-5.11% to -3.40%	98	2.70%	3.93%
-3.40% to -1.69%	406	11.17%	15.10%
-1.69% to 0.02%	1316	36.20%	51.31%
0.02% to 1.73%	1241	34.14%	85.45%
1.73% to 3.44%	382	10.51%	95.96%
3.44% to 5.15%	95	2.61%	98.57%
5.15% to 6.86%	30	0.83%	99.39%
Greater than 6.86%	22	0.61%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.26%	2.30%	80.80%	68.27%
±2σ	-4.54%	4.58%	96.15%	95.45%
±3σ	-6.82%	6.86%	98.82%	99.73%

Descriptive Statistics

均值	0.022%
Standard Error	0.038%
中位数	-0.026%
Mode	0.000%
Standard Deviation	2.280%
Sample Variance	5.198%
峰度	63.62
偏度	3.27
Range	63.150%
Minimum	-14.794%
Maximum	48.356%
Count	3635

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.520%	1788	49.19%	0.748%
负向	-1.435%	1838	50.56%	-0.726%
Zero	0.000%	9	0.25%	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 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 -16.41%	7	0.93%	0.93%
-16.41% to -12.21%	14	1.86%	2.79%
-12.21% to -8.02%	16	2.12%	4.91%
-8.02% to -3.82%	86	11.41%	16.31%
-3.82% to 0.38%	239	31.70%	48.01%
0.38% to 4.57%	274	36.34%	84.35%
4.57% to 8.77%	80	10.61%	94.96%
8.77% to 12.97%	26	3.45%	98.41%
12.97% to 17.16%	6	0.80%	99.20%
Greater than 17.16%	6	0.80%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.22%	5.97%	79.84%	68.27%
±2σ	-10.81%	11.57%	94.69%	95.45%
±3σ	-16.41%	17.16%	98.28%	99.73%

Descriptive Statistics

均值	0.377%
Standard Error	0.204%
中位数	0.549%
Mode	0.000%
Standard Deviation	5.595%
Sample Variance	31.308%
峰度	5.70
偏度	-0.27
Range	64.220%
Minimum	-34.361%
Maximum	29.859%
Count	754

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.747%	424	56.23%	2.107%
负向	-3.989%	327	43.37%	-1.730%
Zero	0.000%	3	0.40%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	11.85%
12	1 Quarter	12.58%
52	1 Year	10.07%
156	3 Years	8.41%
260	5 Years	8.01%
520	10 Years	8.10%
1,040	20 Years	7.42%
2,600	50 Years	7.42%

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 8.45. Further, an Excess 峰度 of 121.31 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -14.19%	0	0.00%	0.00%
-14.19% to -8.67%	0	0.00%	0.00%
-8.67% to -3.16%	0	0.00%	0.00%
-3.16% to 2.35%	14	1.85%	1.85%
2.35% to 7.87%	496	65.70%	67.55%
7.87% to 13.38%	175	23.18%	90.73%
13.38% to 18.89%	38	5.03%	95.76%
18.89% to 24.41%	16	2.12%	97.88%
24.41% to 29.92%	6	0.79%	98.68%
Greater than 29.92%	10	1.32%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.51%	15.22%	92.85%	68.27%
±2σ	-6.84%	22.57%	97.48%	95.45%
±3σ	-14.19%	29.92%	98.68%	99.73%

Descriptive Statistics

均值	7.866%
Standard Error	0.268%
中位数	6.228%
Mode	5.379%
Standard Deviation	7.351%
Sample Variance	54.033%
峰度	121.31
偏度	8.45
Range	132.174%
Minimum	1.613%
Maximum	133.787%
Count	755

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.866%	755	100.00%	7.866%
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 2.06. Further, an Excess 峰度 of 13.77 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -17.83%	2	0.26%	0.26%
-17.83% to -13.35%	8	1.06%	1.32%
-13.35% to -8.86%	17	2.25%	3.58%
-8.86% to -4.37%	86	11.39%	14.97%
-4.37% to 0.12%	321	42.52%	57.48%
0.12% to 4.60%	219	29.01%	86.49%
4.60% to 9.09%	66	8.74%	95.23%
9.09% to 13.58%	15	1.99%	97.22%
13.58% to 18.07%	7	0.93%	98.15%
Greater than 18.07%	14	1.85%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.87%	6.10%	81.46%	68.27%
±2σ	-11.85%	12.08%	94.97%	95.45%
±3σ	-17.83%	18.06%	97.88%	99.73%

Descriptive Statistics

均值	0.116%
Standard Error	0.218%
中位数	-0.446%
Mode	-5.232%
Standard Deviation	5.983%
Sample Variance	35.796%
峰度	13.77
偏度	2.06
Range	75.562%
Minimum	-20.544%
Maximum	55.018%
Count	755

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.446%	339	44.90%	1.996%
负向	-3.430%	414	54.83%	-1.881%
Zero	0.000%	2	0.27%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.42. Further, an Excess 峰度 of 2.67 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -32.54%	1	0.58%	0.58%
-32.54% to -23.99%	0	0.00%	0.58%
-23.99% to -15.45%	5	2.89%	3.47%
-15.45% to -6.90%	29	16.76%	20.23%
-6.90% to 1.64%	56	32.37%	52.60%
1.64% to 10.19%	51	29.48%	82.08%
10.19% to 18.73%	19	10.98%	93.06%
18.73% to 27.28%	8	4.62%	97.69%
27.28% to 35.83%	2	1.16%	98.84%
Greater than 35.83%	2	1.16%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.75%	13.04%	76.88%	68.27%
±2σ	-21.14%	24.43%	95.95%	95.45%
±3σ	-32.54%	35.83%	98.27%	99.73%

Descriptive Statistics

均值	1.644%
Standard Error	0.866%
中位数	1.195%
Mode	7.384%
Standard Deviation	11.394%
Sample Variance	129.828%
峰度	2.67
偏度	0.42
Range	91.905%
Minimum	-42.571%
Maximum	49.334%
Count	173

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	9.192%	95	54.91%	5.048%
负向	-7.550%	78	45.09%	-3.404%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	26.71%
12	1 Year	22.63%
36	3 Years	18.30%
60	5 Years	17.12%
120	10 Years	18.30%
240	20 Years	16.66%
600	50 Years	16.66%

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 8.01. Further, an Excess 峰度 of 82.79 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -42.82%	0	0.00%	0.00%
-42.82% to -27.29%	0	0.00%	0.00%
-27.29% to -11.77%	0	0.00%	0.00%
-11.77% to 3.76%	0	0.00%	0.00%
3.76% to 19.29%	123	70.69%	70.69%
19.29% to 34.81%	36	20.69%	91.38%
34.81% to 50.34%	10	5.75%	97.13%
50.34% to 65.87%	3	1.72%	98.85%
65.87% to 81.40%	0	0.00%	98.85%
Greater than 81.40%	2	1.15%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.41%	39.99%	94.25%	68.27%
±2σ	-22.12%	60.69%	98.28%	95.45%
±3σ	-42.82%	81.40%	98.85%	99.73%

Descriptive Statistics

均值	19.288%
Standard Error	1.569%
中位数	15.083%
Mode	3.846%
Standard Deviation	20.703%
Sample Variance	428.597%
峰度	82.79
偏度	8.01
Range	241.071%
Minimum	3.846%
Maximum	244.917%
Count	174

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	19.288%	174	100.00%	19.288%
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 1.55. Further, an Excess 峰度 of 8.83 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -36.45%	1	0.57%	0.57%
-36.45% to -27.30%	0	0.00%	0.57%
-27.30% to -18.16%	5	2.87%	3.45%
-18.16% to -9.02%	26	14.94%	18.39%
-9.02% to 0.13%	62	35.63%	54.02%
0.13% to 9.27%	50	28.74%	82.76%
9.27% to 18.41%	22	12.64%	95.40%
18.41% to 27.56%	5	2.87%	98.28%
27.56% to 36.70%	1	0.57%	98.85%
Greater than 36.70%	2	1.15%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-12.06%	12.32%	79.89%	68.27%
±2σ	-24.25%	24.51%	95.98%	95.45%
±3σ	-36.45%	36.70%	98.28%	99.73%

Descriptive Statistics

均值	0.128%
Standard Error	0.924%
中位数	-0.619%
Mode	-36.795%
Standard Deviation	12.191%
Sample Variance	148.610%
峰度	8.83
偏度	1.55
Range	113.261%
Minimum	-36.795%
Maximum	76.466%
Count	174

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	9.169%	82	47.13%	4.321%
负向	-7.931%	92	52.87%	-4.193%
Zero	0.000%	0	0.00%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.02. Further, an Excess 峰度 of -0.37 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -52.23%	0	0.00%	0.00%
-52.23% to -38.08%	0	0.00%	0.00%
-38.08% to -23.94%	4	7.02%	7.02%
-23.94% to -9.79%	9	15.79%	22.81%
-9.79% to 4.35%	14	24.56%	47.37%
4.35% to 18.49%	18	31.58%	78.95%
18.49% to 32.64%	7	12.28%	91.23%
32.64% to 46.78%	5	8.77%	100.00%
46.78% to 60.93%	0	0.00%	100.00%
Greater than 60.93%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-14.51%	23.21%	64.91%	68.27%
±2σ	-33.37%	42.07%	94.74%	95.45%
±3σ	-52.23%	60.93%	100.00%	99.73%

Descriptive Statistics

均值	4.350%
Standard Error	2.498%
中位数	5.635%
Mode	-36.123%
Standard Deviation	18.859%
Sample Variance	355.671%
峰度	-0.37
偏度	0.02
Range	80.820%
Minimum	-36.123%
Maximum	44.697%
Count	57

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	16.230%	35	61.40%	9.966%
负向	-14.550%	22	38.60%	-5.616%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	43.27%
12	3 Years	33.37%
20	5 Years	29.30%
40	10 Years	31.75%
80	20 Years	29.48%
200	50 Years	29.48%

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 6.06. Further, an Excess 峰度 of 41.93 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -87.69%	0	0.00%	0.00%
-87.69% to -56.18%	0	0.00%	0.00%
-56.18% to -24.66%	0	0.00%	0.00%
-24.66% to 6.86%	0	0.00%	0.00%
6.86% to 38.37%	39	67.24%	67.24%
38.37% to 69.89%	16	27.59%	94.83%
69.89% to 101.41%	2	3.45%	98.28%
101.41% to 132.92%	0	0.00%	98.28%
132.92% to 164.44%	0	0.00%	98.28%
Greater than 164.44%	1	1.72%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.65%	80.39%	96.55%	68.27%
±2σ	-45.67%	122.42%	98.28%	95.45%
±3σ	-87.69%	164.44%	98.28%	99.73%

Descriptive Statistics

均值	38.373%
Standard Error	5.518%
中位数	29.104%
Mode	10.998%
Standard Deviation	42.022%
Sample Variance	1765.870%
峰度	41.93
偏度	6.06
Range	318.703%
Minimum	10.998%
Maximum	329.701%
Count	58

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	38.373%	58	100.00%	38.373%
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 0.86. Further, an Excess 峰度 of 0.49 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -57.24%	0	0.00%	0.00%
-57.24% to -43.01%	0	0.00%	0.00%
-43.01% to -28.79%	2	3.45%	3.45%
-28.79% to -14.57%	10	17.24%	20.69%
-14.57% to -0.34%	22	37.93%	58.62%
-0.34% to 13.88%	13	22.41%	81.03%
13.88% to 28.10%	5	8.62%	89.66%
28.10% to 42.33%	4	6.90%	96.55%
42.33% to 56.55%	2	3.45%	100.00%
Greater than 56.55%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-19.31%	18.62%	67.24%	68.27%
±2σ	-38.27%	37.58%	94.83%	95.45%
±3σ	-57.24%	56.55%	100.00%	99.73%

Descriptive Statistics

均值	-0.344%
Standard Error	2.490%
中位数	-5.527%
Mode	-29.766%
Standard Deviation	18.964%
Sample Variance	359.649%
峰度	0.49
偏度	0.86
Range	83.023%
Minimum	-29.766%
Maximum	53.257%
Count	58

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	17.500%	24	41.38%	7.241%
负向	-12.940%	34	58.62%	-7.586%
Zero	0.000%	0	0.00%	0.000%

VAC 深度分析报告