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VZ 深度分析报告

Verizon Communications Inc. | 分类： Equity Mega Cap | 年化股息率： 5.79% ($2.73) | 最后更新: 2026-04-26 | 数据区间: 1983-11-01 → 2026-04-01 (510 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 1.49% 1.22% 1.30% 1.79% 1.80% 1.77% 45.55 47.22 44.74 48.08
周度 3.14% 2.85% 3.07% 4.28% 3.97% 3.90% 44.57 48.26 42.84 50.21
月度 6.12% 5.58% 5.93% 9.24% 8.27% 8.12% 42.70 50.38 39.31 54.72
季度 8.46% 8.73% 8.23% 15.37% 14.32% 14.06% 40.19 53.52 34.83 61.76
Annual — — — — 28.63% 28.13% 34.83 61.76 26.16 82.23
Option Time Horizon — — — — 10.91% 10.72% 41.59 51.73 37.29 57.69
Calculation Notes: Computed at 2026-04-26T02:44 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $46.38  |  Strike (K): $47.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $1.6850 (Bid $1.6500 / Ask $1.7200)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 5.79%  |  Binomial IV (Annual): 28.63% (CRR binomial tree, American, n=20 steps)  |  BS IV: 28.97% (European Black-Scholes)  |  Yahoo IV (Annual): 28.13% → 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
2026-04-10 $0.7080
2026-01-12 $0.6900
2025-10-10 $0.6900
2025-07-10 $0.6780
2025-04-10 $0.6780
2025-01-10 $0.6780
2024-10-10 $0.6780
2024-07-10 $0.6650
2024-04-09 $0.6650
2024-01-09 $0.6650
2023-10-06 $0.6650
2023-07-07 $0.6530
2023-04-06 $0.6530
2023-01-09 $0.6530
2022-10-06 $0.6530
2022-07-07 $0.6400
2022-04-07 $0.6400
2022-01-07 $0.6400
2021-10-07 $0.6400
2021-07-08 $0.6280
2021-04-08 $0.6280
2021-01-07 $0.6280
2020-10-08 $0.6280
2020-07-09 $0.6150
2020-04-09 $0.6150
2020-01-09 $0.6150
2019-10-09 $0.6150
2019-07-09 $0.6030
2019-04-09 $0.6030
2019-01-09 $0.6030
2018-10-09 $0.6030
2018-07-09 $0.5900
2018-04-09 $0.5900
2018-01-09 $0.5900
2017-10-06 $0.5900
2017-07-06 $0.5780
2017-04-06 $0.5780
2017-01-06 $0.5780
2016-10-05 $0.5780
2016-07-06 $0.5650
2016-04-06 $0.5650
2016-01-06 $0.5650
2015-10-07 $0.5650
2015-07-08 $0.5500
2015-04-08 $0.5500
2015-01-07 $0.5500
2014-10-08 $0.5500
2014-07-08 $0.5300
2014-04-08 $0.5300
2014-01-08 $0.5300
2013-10-08 $0.5300
2013-07-08 $0.5150
2013-04-08 $0.5150
2013-01-08 $0.5150
2012-10-05 $0.5150
2012-07-06 $0.5000
2012-04-05 $0.5000
2012-01-06 $0.5000
2011-10-05 $0.5000
2011-07-06 $0.4880
2011-04-06 $0.4880
2011-01-06 $0.4880
2010-10-06 $0.4880
2010-07-07 $0.4750
2010-04-07 $0.4455
2010-01-06 $0.4455
2009-10-07 $0.4455
2009-07-08 $0.4314
2009-04-07 $0.4314
2009-01-07 $0.4314
2008-10-08 $0.4314
2008-07-08 $0.4033
2008-04-08 $0.4033
2008-01-08 $0.4014
2007-10-05 $0.4014
2007-07-06 $0.3781
2007-04-05 $0.3781
2007-01-08 $0.3781
2006-10-05 $0.3642
2006-07-06 $0.3642
2006-04-06 $0.3642
2006-01-06 $0.3642
2005-10-05 $0.3642
2005-07-06 $0.3642
2005-04-06 $0.3642
2005-01-06 $0.3462
2004-10-06 $0.3462
2004-07-07 $0.3462
2004-04-06 $0.3462
2004-01-07 $0.3462
2003-10-08 $0.3462
2003-07-08 $0.3462
2003-04-08 $0.3462
2003-01-08 $0.3462
2002-10-08 $0.3462
2002-07-08 $0.3462
2002-04-08 $0.3462
2002-01-08 $0.3462
2001-10-05 $0.3462
2001-07-06 $0.3462
2001-04-06 $0.3462
2001-01-08 $0.3462
2000-10-05 $0.3462
2000-07-06 $0.0423
2000-07-03 $0.3462
2000-04-06 $0.3462
2000-01-06 $0.3462
1999-10-06 $0.3462
1999-07-07 $0.3471
1999-04-07 $0.3462
1999-01-06 $0.3462
1998-10-07 $0.3462
1998-07-08 $0.3462
1998-04-07 $0.3462
1998-01-07 $0.3462
1997-10-08 $0.3462
1997-04-08 $0.3327
1997-01-08 $0.3238
1996-10-08 $0.3238
1996-07-08 $0.3238
1996-04-08 $0.3238
1996-01-08 $0.3148
1995-10-05 $0.3148
1995-07-06 $0.3148
1995-04-04 $0.3148
1995-01-04 $0.3103
1994-10-04 $0.3103
1994-07-05 $0.3103
1994-04-05 $0.3103
1994-01-04 $0.3013
1993-07-02 $0.3013
1993-04-02 $0.3013
1993-01-05 $0.2923
1992-10-05 $0.2923
1992-07-06 $0.2923
1992-04-06 $0.2923
1992-01-06 $0.2833
1991-10-04 $0.2833
1991-07-03 $0.2833
1991-04-04 $0.2833
1991-01-04 $0.2653
1990-10-03 $0.2653
1990-07-03 $0.2653
1990-04-04 $0.2653
1990-01-04 $0.2473
1989-10-03 $0.2473
1989-07-03 $0.2473
1989-04-04 $0.2473
1988-12-23 $0.2293
1988-09-26 $0.2293
1988-06-24 $0.2293
1988-03-25 $0.2293
1987-12-24 $0.2158
1987-09-24 $0.2158
1987-06-24 $0.2158
1987-03-25 $0.2158
1986-12-24 $0.2023
1986-09-24 $0.2023
1986-06-24 $0.2023
1986-03-24 $0.2023
1985-12-24 $0.1911
1985-09-24 $0.1911
1985-06-24 $0.0191
1985-03-25 $0.1911
1984-12-21 $0.1799
1984-09-24 $0.1799
1984-06-25 $0.1799
1984-03-26 $0.1799
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.23. Further, an Excess 峰度 of 8.29 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.41%790.74%0.74%
-4.41% to -3.29%1050.98%1.72%
-3.29% to -2.18%3523.29%5.01%
-2.18% to -1.07%127911.97%16.98%
-1.07% to 0.05%365934.23%51.22%
0.05% to 1.16%345932.36%83.58%
1.16% to 2.27%116610.91%94.49%
2.27% to 3.39%3873.62%98.11%
3.39% to 4.50%1381.29%99.40%
Greater than 4.50%640.60%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.44%1.53% 77.52%68.27%
±2σ -2.92%3.02% 94.99%95.45%
±3σ -4.41%4.50% 98.66%99.73%
Descriptive Statistics
均值0.047%
Standard Error0.014%
中位数0.000%
Mode0.000%
Standard Deviation1.485%
Sample Variance2.206%
峰度8.29
偏度0.23
Range32.179%
Minimum-17.547%
Maximum14.632%
Count10688
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.092% 5282 49.42% 0.540%
负向 -1.045% 5043 47.18% -0.493%
Zero 0.000% 363 3.40% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 2.24%
20 1 Month 2.18%
60 1 Quarter 2.36%
250 1 Year 1.77%
750 3 Years 1.85%
1,250 5 Years 1.79%
2,500 10 Years 1.71%
5,000 20 Years 1.81%
12,500 50 Years 1.97%
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 3.16. Further, an Excess 峰度 of 22.00 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -1.77%00.00%0.00%
-1.77% to -0.86%00.00%0.00%
-0.86% to 0.05%00.00%0.00%
0.05% to 0.97%175916.46%16.46%
0.97% to 1.88%499046.68%63.14%
1.88% to 2.79%235322.01%85.15%
2.79% to 3.71%8668.10%93.25%
3.71% to 4.62%3563.33%96.59%
4.62% to 5.53%1851.73%98.32%
Greater than 5.53%1801.68%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.66%3.10% 85.46%68.27%
±2σ -0.56%4.31% 95.80%95.45%
±3σ -1.77%5.53% 98.32%99.73%
Descriptive Statistics
均值1.879%
Standard Error0.012%
中位数1.571%
Mode1.323%
Standard Deviation1.218%
Sample Variance1.483%
峰度22.00
偏度3.16
Range21.498%
Minimum0.262%
Maximum21.760%
Count10689
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.879% 10689 100.00% 1.879%
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 -0.17. Further, an Excess 峰度 of 5.39 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -3.91%760.71%0.71%
-3.91% to -2.94%1141.07%1.78%
-2.94% to -1.96%4033.77%5.55%
-1.96% to -0.99%126611.84%17.39%
-0.99% to -0.01%333731.22%48.61%
-0.01% to 0.96%359733.65%82.26%
0.96% to 1.94%131312.28%94.55%
1.94% to 2.91%3973.71%98.26%
2.91% to 3.89%1201.12%99.38%
Greater than 3.89%660.62%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.31%1.29% 76.47%68.27%
±2σ -2.61%2.59% 94.84%95.45%
±3σ -3.91%3.89% 98.67%99.73%
Descriptive Statistics
均值-0.013%
Standard Error0.013%
中位数0.000%
Mode0.000%
Standard Deviation1.300%
Sample Variance1.691%
峰度5.39
偏度-0.17
Range23.063%
Minimum-12.319%
Maximum10.744%
Count10689
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 0.956% 5081 47.53% 0.454%
负向 -0.961% 5196 48.61% -0.467%
Zero 0.000% 412 3.85% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.15. Further, an Excess 峰度 of 3.72 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -9.20%90.41%0.41%
-9.20% to -6.84%241.08%1.49%
-6.84% to -4.49%823.70%5.19%
-4.49% to -2.13%30813.91%19.11%
-2.13% to 0.22%69231.26%50.36%
0.22% to 2.58%68130.76%81.12%
2.58% to 4.93%29613.37%94.49%
4.93% to 7.28%783.52%98.01%
7.28% to 9.64%261.17%99.19%
Greater than 9.64%180.81%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.92%3.36% 75.61%68.27%
±2σ -6.06%6.50% 95.17%95.45%
±3σ -9.20%9.64% 98.78%99.73%
Descriptive Statistics
均值0.221%
Standard Error0.067%
中位数0.191%
Mode0.000%
Standard Deviation3.139%
Sample Variance9.853%
峰度3.72
偏度0.15
Range39.947%
Minimum-20.525%
Maximum19.422%
Count2214
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.386% 1170 52.85% 1.261%
负向 -2.255% 1021 46.12% -1.040%
Zero 0.000% 23 1.04% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 5.66%
12 1 Quarter 5.05%
52 1 Year 4.24%
156 3 Years 4.48%
260 5 Years 4.28%
520 10 Years 4.01%
1,040 20 Years 4.12%
2,600 50 Years 4.54%
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 2.99. Further, an Excess 峰度 of 16.81 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -3.93%00.00%0.00%
-3.93% to -1.79%00.00%0.00%
-1.79% to 0.34%00.00%0.00%
0.34% to 2.48%38817.52%17.52%
2.48% to 4.61%98644.51%62.03%
4.61% to 6.75%53224.02%86.05%
6.75% to 8.88%1607.22%93.27%
8.88% to 11.02%753.39%96.66%
11.02% to 13.15%391.76%98.42%
Greater than 13.15%351.58%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.77%7.46% 84.51%68.27%
±2σ -1.08%10.30% 95.67%95.45%
±3σ -3.93%13.15% 98.42%99.73%
Descriptive Statistics
均值4.612%
Standard Error0.060%
中位数3.980%
Mode6.250%
Standard Deviation2.846%
Sample Variance8.098%
峰度16.81
偏度2.99
Range32.115%
Minimum1.002%
Maximum33.117%
Count2215
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.612% 2215 100.00% 4.612%
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 0.40. Further, an Excess 峰度 of 5.02 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -9.22%130.59%0.59%
-9.22% to -6.92%210.95%1.53%
-6.92% to -4.62%833.75%5.28%
-4.62% to -2.32%30813.91%19.19%
-2.32% to -0.02%71632.33%51.51%
-0.02% to 2.28%65629.62%81.13%
2.28% to 4.58%28412.82%93.95%
4.58% to 6.88%984.42%98.37%
6.88% to 9.18%231.04%99.41%
Greater than 9.18%130.59%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.09%3.04% 74.31%68.27%
±2σ -6.15%6.11% 95.44%95.45%
±3σ -9.22%9.18% 98.83%99.73%
Descriptive Statistics
均值-0.023%
Standard Error0.065%
中位数-0.135%
Mode0.000%
Standard Deviation3.066%
Sample Variance9.398%
峰度5.02
偏度0.40
Range43.536%
Minimum-16.263%
Maximum27.273%
Count2215
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.347% 1050 47.40% 1.113%
负向 -2.200% 1143 51.60% -1.135%
Zero 0.000% 22 0.99% 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 0.52. Further, an Excess 峰度 of 3.18 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -17.42%10.20%0.20%
-17.42% to -12.83%30.59%0.79%
-12.83% to -8.24%265.11%5.89%
-8.24% to -3.65%7715.13%21.02%
-3.65% to 0.94%15029.47%50.49%
0.94% to 5.54%15029.47%79.96%
5.54% to 10.13%6713.16%93.12%
10.13% to 14.72%316.09%99.21%
14.72% to 19.31%00.00%99.21%
Greater than 19.31%40.79%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.18%7.07% 71.91%68.27%
±2σ -11.30%13.19% 96.66%95.45%
±3σ -17.42%19.31% 99.02%99.73%
Descriptive Statistics
均值0.945%
Standard Error0.271%
中位数0.859%
Mode-2.250%
Standard Deviation6.122%
Sample Variance37.478%
峰度3.18
偏度0.52
Range60.253%
Minimum-20.989%
Maximum39.264%
Count509
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.002% 287 56.38% 2.820%
负向 -4.300% 222 43.62% -1.875%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 10.73%
12 1 Year 8.68%
36 3 Years 9.74%
60 5 Years 9.24%
120 10 Years 8.68%
240 20 Years 8.83%
600 50 Years 9.58%
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 2.52. Further, an Excess 峰度 of 11.62 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -6.51%00.00%0.00%
-6.51% to -2.33%00.00%0.00%
-2.33% to 1.85%00.00%0.00%
1.85% to 6.03%9117.84%17.84%
6.03% to 10.21%22443.92%61.76%
10.21% to 14.39%10921.37%83.14%
14.39% to 18.57%5110.00%93.14%
18.57% to 22.76%203.92%97.06%
22.76% to 26.94%50.98%98.04%
Greater than 26.94%101.96%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 4.64%15.79% 82.55%68.27%
±2σ -0.94%21.36% 95.88%95.45%
±3σ -6.51%26.94% 98.04%99.73%
Descriptive Statistics
均值10.213%
Standard Error0.247%
中位数8.668%
Mode5.000%
Standard Deviation5.575%
Sample Variance31.082%
峰度11.62
偏度2.52
Range51.837%
Minimum2.719%
Maximum54.556%
Count510
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 10.213% 510 100.00% 10.213%
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 0.18. Further, an Excess 峰度 of 1.16 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -17.85%10.20%0.20%
-17.85% to -13.40%20.39%0.59%
-13.40% to -8.95%265.10%5.69%
-8.95% to -4.50%7915.49%21.18%
-4.50% to -0.05%15730.78%51.96%
-0.05% to 4.39%14328.04%80.00%
4.39% to 8.84%6212.16%92.16%
8.84% to 13.29%295.69%97.84%
13.29% to 17.74%91.76%99.61%
Greater than 17.74%20.39%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.99%5.88% 69.80%68.27%
±2σ -11.92%11.81% 96.08%95.45%
±3σ -17.85%17.74% 99.41%99.73%
Descriptive Statistics
均值-0.054%
Standard Error0.263%
中位数-0.283%
Mode0.000%
Standard Deviation5.931%
Sample Variance35.182%
峰度1.16
偏度0.18
Range51.257%
Minimum-27.119%
Maximum24.138%
Count510
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.824% 239 46.86% 2.261%
负向 -4.437% 266 52.16% -2.314%
Zero 0.000% 5 0.98% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.06. Further, an Excess 峰度 of 0.05 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -22.79%00.00%0.00%
-22.79% to -16.44%31.78%1.78%
-16.44% to -10.10%84.73%6.51%
-10.10% to -3.75%2917.16%23.67%
-3.75% to 2.59%4828.40%52.07%
2.59% to 8.94%4124.26%76.33%
8.94% to 15.28%2917.16%93.49%
15.28% to 21.63%74.14%97.63%
21.63% to 27.97%42.37%100.00%
Greater than 27.97%00.00%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.87%11.05% 67.46%68.27%
±2σ -14.33%19.51% 95.27%95.45%
±3σ -22.79%27.97% 100.00%99.73%
Descriptive Statistics
均值2.593%
Standard Error0.651%
中位数2.144%
Mode-21.421%
Standard Deviation8.460%
Sample Variance71.566%
峰度0.05
偏度0.06
Range46.337%
Minimum-21.421%
Maximum24.916%
Count169
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 7.742% 105 62.13% 4.810%
负向 -5.854% 64 37.87% -2.217%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 14.59%
12 3 Years 15.77%
20 5 Years 15.37%
40 10 Years 14.45%
80 20 Years 14.82%
200 50 Years 15.92%
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 2.67. Further, an Excess 峰度 of 11.28 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -8.46%00.00%0.00%
-8.46% to -1.91%00.00%0.00%
-1.91% to 4.64%00.00%0.00%
4.64% to 11.19%3218.82%18.82%
11.19% to 17.74%7141.76%60.59%
17.74% to 24.29%4425.88%86.47%
24.29% to 30.84%127.06%93.53%
30.84% to 37.39%52.94%96.47%
37.39% to 43.94%21.18%97.65%
Greater than 43.94%42.35%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 9.01%26.47% 82.94%68.27%
±2σ 0.27%35.21% 96.47%95.45%
±3σ -8.46%43.94% 97.65%99.73%
Descriptive Statistics
均值17.740%
Standard Error0.670%
中位数15.681%
Mode12.979%
Standard Deviation8.733%
Sample Variance76.259%
峰度11.28
偏度2.67
Range65.349%
Minimum6.623%
Maximum71.972%
Count170
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 17.740% 170 100.00% 17.740%
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 0.36 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -25.07%00.00%0.00%
-25.07% to -18.90%00.00%0.00%
-18.90% to -12.72%95.29%5.29%
-12.72% to -6.55%3017.65%22.94%
-6.55% to -0.37%5029.41%52.35%
-0.37% to 5.81%4727.65%80.00%
5.81% to 11.98%2313.53%93.53%
11.98% to 18.16%84.71%98.24%
18.16% to 24.34%21.18%99.41%
Greater than 24.34%10.59%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -8.60%7.86% 65.88%68.27%
±2σ -16.84%16.10% 95.88%95.45%
±3σ -25.07%24.33% 99.41%99.73%
Descriptive Statistics
均值-0.370%
Standard Error0.632%
中位数-1.105%
Mode0.487%
Standard Deviation8.235%
Sample Variance67.821%
峰度0.36
偏度0.45
Range44.749%
Minimum-18.011%
Maximum26.738%
Count170
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 6.730% 78 45.88% 3.088%
负向 -6.390% 92 54.12% -3.458%
Zero 0.000% 0 0.00% 0.000%