V 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	1.79%	1.63%	1.53%	1.94%	1.60%	1.73%	304.52	314.40	299.69	319.46
周度	3.65%	3.84%	3.58%	4.54%	3.52%	3.81%	298.73	320.49	288.41	331.96
月度	6.39%	7.18%	6.30%	9.46%	7.32%	7.92%	287.59	332.91	267.30	358.18
季度	9.59%	11.59%	9.90%	14.93%	12.67%	13.72%	272.59	351.23	240.14	398.69
Annual	—	—	—	—	25.35%	27.44%	240.14	398.69	186.37	513.71
Option Time Horizon	—	—	—	—	9.66%	10.46%	280.93	340.80	255.07	375.36

Calculation Notes: Computed at 2026-04-26T02:49 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $309.42 | Strike (K): $310.00 (first OTM call ≥ spot) | Observed Mid-价格: $12.1500 (Bid $11.5500 / Ask $12.7500) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.82% | Binomial IV (Annual): 25.35% (CRR binomial tree, American, n=20 steps) | BS IV: 25.14% (European Black-Scholes) | Yahoo IV (Annual): 27.44% → 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
2026-02-10	$0.6700
2025-11-12	$0.6700
2025-08-12	$0.5900
2025-05-13	$0.5900
2025-02-11	$0.5900
2024-11-12	$0.5900
2024-08-09	$0.5200
2024-05-16	$0.5200
2024-02-08	$0.5200
2023-11-08	$0.5200
2023-08-10	$0.4500
2023-05-11	$0.4500
2023-02-09	$0.4500
2022-11-09	$0.4500
2022-08-11	$0.3750
2022-05-12	$0.3750
2022-02-10	$0.3750
2021-11-10	$0.3750
2021-08-12	$0.3200
2021-05-13	$0.3200
2021-02-11	$0.3200
2020-11-12	$0.3200
2020-08-13	$0.3000
2020-05-13	$0.3000
2020-02-13	$0.3000
2019-11-14	$0.3000
2019-08-15	$0.2500
2019-05-16	$0.2500
2019-02-14	$0.2500
2018-11-15	$0.2500
2018-08-16	$0.2100
2018-05-17	$0.2100
2018-02-15	$0.2100
2017-11-16	$0.1950
2017-08-16	$0.1650
2017-05-17	$0.1650
2017-02-15	$0.1650
2016-11-16	$0.1650
2016-08-17	$0.1400
2016-05-11	$0.1400
2016-02-17	$0.1400
2015-11-10	$0.1400
2015-08-12	$0.1200
2015-05-13	$0.1200
2015-02-11	$0.1200
2014-11-12	$0.1200
2014-08-13	$0.1000
2014-05-14	$0.1000
2014-02-12	$0.1000
2013-11-13	$0.1000
2013-08-14	$0.0825
2013-05-15	$0.0825
2013-02-13	$0.0825
2012-11-14	$0.0825
2012-08-15	$0.0550
2012-05-16	$0.0550
2012-02-15	$0.0550
2011-11-16	$0.0550
2011-08-17	$0.0375
2011-05-18	$0.0375
2011-02-09	$0.0375
2010-11-17	$0.0375
2010-08-11	$0.0312
2010-05-12	$0.0312
2010-02-10	$0.0312
2009-11-12	$0.0312
2009-08-12	$0.0262
2009-05-13	$0.0262
2009-02-11	$0.0262
2008-11-12	$0.0262
2008-08-13	$0.0262

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.28. Further, an Excess 峰度 of 9.39 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -5.29%	30	0.66%	0.66%
-5.29% to -3.94%	57	1.25%	1.91%
-3.94% to -2.60%	142	3.12%	5.03%
-2.60% to -1.26%	469	10.30%	15.33%
-1.26% to 0.09%	1530	33.60%	48.93%
0.09% to 1.43%	1658	36.42%	85.35%
1.43% to 2.77%	467	10.26%	95.61%
2.77% to 4.12%	108	2.37%	97.98%
4.12% to 5.46%	49	1.08%	99.06%
Greater than 5.46%	43	0.94%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.70%	1.88%	80.39%	68.27%
±2σ	-3.49%	3.67%	94.73%	95.45%
±3σ	-5.29%	5.46%	98.40%	99.73%

Descriptive Statistics

均值	0.087%
Standard Error	0.027%
中位数	0.122%
Mode	0.000%
Standard Deviation	1.791%
Sample Variance	3.207%
峰度	9.39
偏度	0.28
Range	28.640%
Minimum	-13.643%
Maximum	14.997%
Count	4553

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.197%	2447	53.74%	0.643%
负向	-1.212%	2092	45.95%	-0.557%
Zero	0.000%	14	0.31%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	1.87%
20	1 Month	2.02%
60	1 Quarter	2.19%
250	1 Year	1.85%
750	3 Years	1.68%
1,250	5 Years	1.94%
2,500	10 Years	1.92%
5,000	20 Years	2.20%
12,500	50 Years	2.20%

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 3.95. Further, an Excess 峰度 of 26.74 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -2.80%	0	0.00%	0.00%
-2.80% to -1.58%	0	0.00%	0.00%
-1.58% to -0.36%	0	0.00%	0.00%
-0.36% to 0.86%	371	8.15%	8.15%
0.86% to 2.08%	2678	58.81%	66.95%
2.08% to 3.30%	946	20.77%	87.73%
3.30% to 4.52%	277	6.08%	93.81%
4.52% to 5.74%	133	2.92%	96.73%
5.74% to 6.96%	59	1.30%	98.02%
Greater than 6.96%	90	1.98%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.45%	3.71%	90.58%	68.27%
±2σ	-1.18%	5.34%	96.14%	95.45%
±3σ	-2.80%	6.96%	98.02%	99.73%

Descriptive Statistics

均值	2.080%
Standard Error	0.024%
中位数	1.633%
Mode	0.886%
Standard Deviation	1.628%
Sample Variance	2.651%
峰度	26.74
偏度	3.95
Range	25.117%
Minimum	0.338%
Maximum	25.455%
Count	4554

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.080%	4554	100.00%	2.080%
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 9.50 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -4.61%	40	0.88%	0.88%
-4.61% to -3.46%	36	0.79%	1.67%
-3.46% to -2.31%	109	2.39%	4.06%
-2.31% to -1.17%	508	11.16%	15.22%
-1.17% to -0.02%	1660	36.45%	51.67%
-0.02% to 1.12%	1493	32.78%	84.45%
1.12% to 2.27%	471	10.34%	94.80%
2.27% to 3.42%	144	3.16%	97.96%
3.42% to 4.56%	55	1.21%	99.17%
Greater than 4.56%	38	0.83%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.55%	1.51%	80.13%	68.27%
±2σ	-3.08%	3.03%	95.17%	95.45%
±3σ	-4.61%	4.56%	98.29%	99.73%

Descriptive Statistics

均值	-0.023%
Standard Error	0.023%
中位数	-0.071%
Mode	0.000%
Standard Deviation	1.528%
Sample Variance	2.336%
峰度	9.50
偏度	0.29
Range	27.170%
Minimum	-12.302%
Maximum	14.868%
Count	4554

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.059%	2151	47.23%	0.500%
负向	-0.998%	2386	52.39%	-0.523%
Zero	0.000%	17	0.37%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.31. Further, an Excess 峰度 of 4.69 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -10.56%	9	0.95%	0.95%
-10.56% to -7.82%	14	1.48%	2.44%
-7.82% to -5.08%	27	2.86%	5.30%
-5.08% to -2.34%	112	11.86%	17.16%
-2.34% to 0.40%	285	30.19%	47.35%
0.40% to 3.14%	349	36.97%	84.32%
3.14% to 5.88%	106	11.23%	95.55%
5.88% to 8.62%	26	2.75%	98.31%
8.62% to 11.37%	5	0.53%	98.83%
Greater than 11.37%	11	1.17%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.25%	4.06%	78.18%	68.27%
±2σ	-6.91%	7.71%	94.28%	95.45%
±3σ	-10.56%	11.37%	97.88%	99.73%

Descriptive Statistics

均值	0.401%
Standard Error	0.119%
中位数	0.589%
Mode	0.011%
Standard Deviation	3.655%
Sample Variance	13.358%
峰度	4.69
偏度	0.31
Range	37.924%
Minimum	-15.948%
Maximum	21.976%
Count	944

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.516%	558	59.11%	1.487%
负向	-2.669%	384	40.68%	-1.086%
Zero	0.000%	2	0.21%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	3.70%
12	1 Quarter	4.60%
52	1 Year	4.12%
156	3 Years	3.84%
260	5 Years	4.54%
520	10 Years	4.43%
1,040	20 Years	5.09%
2,600	50 Years	5.09%

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 2.63. Further, an Excess 峰度 of 9.07 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -6.25%	0	0.00%	0.00%
-6.25% to -3.37%	0	0.00%	0.00%
-3.37% to -0.49%	0	0.00%	0.00%
-0.49% to 2.38%	127	13.44%	13.44%
2.38% to 5.26%	498	52.70%	66.14%
5.26% to 8.14%	188	19.89%	86.03%
8.14% to 11.01%	68	7.20%	93.23%
11.01% to 13.89%	30	3.17%	96.40%
13.89% to 16.77%	7	0.74%	97.14%
Greater than 16.77%	27	2.86%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.42%	9.10%	88.68%	68.27%
±2σ	-2.41%	12.93%	95.66%	95.45%
±3σ	-6.25%	16.77%	97.14%	99.73%

Descriptive Statistics

均值	5.259%
Standard Error	0.125%
中位数	4.149%
Mode	2.177%
Standard Deviation	3.836%
Sample Variance	14.713%
峰度	9.07
偏度	2.63
Range	28.136%
Minimum	1.152%
Maximum	29.288%
Count	945

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.259%	945	100.00%	5.259%
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 0.68. Further, an Excess 峰度 of 4.71 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -10.94%	9	0.95%	0.95%
-10.94% to -8.25%	4	0.42%	1.38%
-8.25% to -5.56%	26	2.75%	4.13%
-5.56% to -2.87%	108	11.43%	15.56%
-2.87% to -0.18%	379	40.11%	55.66%
-0.18% to 2.50%	268	28.36%	84.02%
2.50% to 5.19%	95	10.05%	94.07%
5.19% to 7.88%	27	2.86%	96.93%
7.88% to 10.57%	17	1.80%	98.73%
Greater than 10.57%	12	1.27%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.77%	3.40%	79.47%	68.27%
±2σ	-7.35%	6.99%	94.71%	95.45%
±3σ	-10.94%	10.57%	97.78%	99.73%

Descriptive Statistics

均值	-0.183%
Standard Error	0.117%
中位数	-0.540%
Mode	-0.825%
Standard Deviation	3.584%
Sample Variance	12.848%
峰度	4.71
偏度	0.68
Range	34.770%
Minimum	-15.562%
Maximum	19.208%
Count	945

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.780%	394	41.69%	1.159%
负向	-2.302%	551	58.31%	-1.342%
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 0.34. Further, an Excess 峰度 of 2.94 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -17.51%	2	0.92%	0.92%
-17.51% to -12.72%	0	0.00%	0.92%
-12.72% to -7.93%	11	5.07%	5.99%
-7.93% to -3.15%	33	15.21%	21.20%
-3.15% to 1.65%	58	26.73%	47.93%
1.65% to 6.43%	73	33.64%	81.57%
6.43% to 11.22%	29	13.36%	94.93%
11.22% to 16.01%	8	3.69%	98.62%
16.01% to 20.80%	2	0.92%	99.54%
Greater than 20.80%	1	0.46%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.74%	8.03%	71.89%	68.27%
±2σ	-11.13%	14.42%	95.39%	95.45%
±3σ	-17.51%	20.80%	98.62%	99.73%

Descriptive Statistics

均值	1.645%
Standard Error	0.434%
中位数	2.026%
Mode	2.915%
Standard Deviation	6.386%
Sample Variance	40.784%
峰度	2.94
偏度	0.34
Range	53.395%
Minimum	-19.575%
Maximum	33.820%
Count	217

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.496%	133	61.29%	3.368%
负向	-4.453%	84	38.71%	-1.724%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	9.66%
12	1 Year	8.31%
36	3 Years	8.07%
60	5 Years	9.46%
120	10 Years	9.41%
240	20 Years	10.56%
600	50 Years	10.56%

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 2.26. Further, an Excess 峰度 of 6.34 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -10.15%	0	0.00%	0.00%
-10.15% to -4.76%	0	0.00%	0.00%
-4.76% to 0.63%	0	0.00%	0.00%
0.63% to 6.02%	41	18.81%	18.81%
6.02% to 11.40%	100	45.87%	64.68%
11.40% to 16.79%	43	19.72%	84.40%
16.79% to 22.18%	19	8.72%	93.12%
22.18% to 27.57%	8	3.67%	96.79%
27.57% to 32.96%	0	0.00%	96.79%
Greater than 32.96%	7	3.21%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	4.22%	18.59%	86.70%	68.27%
±2σ	-2.96%	25.77%	95.87%	95.45%
±3σ	-10.15%	32.96%	96.79%	99.73%

Descriptive Statistics

均值	11.404%
Standard Error	0.487%
中位数	8.985%
Mode	7.770%
Standard Deviation	7.184%
Sample Variance	51.613%
峰度	6.34
偏度	2.26
Range	42.025%
Minimum	3.193%
Maximum	45.218%
Count	218

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	11.404%	218	100.00%	11.404%
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 0.54. Further, an Excess 峰度 of 2.54 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -19.93%	1	0.46%	0.46%
-19.93% to -15.21%	1	0.46%	0.92%
-15.21% to -10.48%	7	3.21%	4.13%
-10.48% to -5.76%	33	15.14%	19.27%
-5.76% to -1.03%	79	36.24%	55.50%
-1.03% to 3.69%	54	24.77%	80.28%
3.69% to 8.41%	29	13.30%	93.58%
8.41% to 13.14%	10	4.59%	98.17%
13.14% to 17.86%	2	0.92%	99.08%
Greater than 17.86%	2	0.92%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.33%	5.27%	73.85%	68.27%
±2σ	-13.63%	11.56%	96.33%	95.45%
±3σ	-19.93%	17.86%	98.62%	99.73%

Descriptive Statistics

均值	-1.034%
Standard Error	0.427%
中位数	-1.865%
Mode	-4.995%
Standard Deviation	6.299%
Sample Variance	39.683%
峰度	2.54
偏度	0.54
Range	49.585%
Minimum	-24.434%
Maximum	25.151%
Count	218

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.048%	84	38.53%	1.945%
负向	-4.846%	134	61.47%	-2.979%
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 -0.23. Further, an Excess 峰度 of 1.07 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -24.31%	0	0.00%	0.00%
-24.31% to -17.12%	2	2.78%	2.78%
-17.12% to -9.93%	5	6.94%	9.72%
-9.93% to -2.74%	6	8.33%	18.06%
-2.74% to 4.45%	21	29.17%	47.22%
4.45% to 11.63%	26	36.11%	83.33%
11.63% to 18.82%	8	11.11%	94.44%
18.82% to 26.01%	3	4.17%	98.61%
26.01% to 33.20%	1	1.39%	100.00%
Greater than 33.20%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.14%	14.03%	72.22%	68.27%
±2σ	-14.72%	23.62%	95.83%	95.45%
±3σ	-24.31%	33.20%	100.00%	99.73%

Descriptive Statistics

均值	4.446%
Standard Error	1.130%
中位数	5.457%
Mode	-24.131%
Standard Deviation	9.585%
Sample Variance	91.868%
峰度	1.07
偏度	-0.23
Range	56.019%
Minimum	-24.131%
Maximum	31.888%
Count	72

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.806%	52	72.22%	6.360%
负向	-6.890%	20	27.78%	-1.914%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	11.19%
12	3 Years	13.57%
20	5 Years	14.93%
40	10 Years	15.85%
80	20 Years	18.05%
200	50 Years	18.05%

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 2.70. Further, an Excess 峰度 of 9.25 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -14.21%	0	0.00%	0.00%
-14.21% to -5.52%	0	0.00%	0.00%
-5.52% to 3.18%	0	0.00%	0.00%
3.18% to 11.88%	10	13.70%	13.70%
11.88% to 20.57%	38	52.05%	65.75%
20.57% to 29.27%	17	23.29%	89.04%
29.27% to 37.96%	3	4.11%	93.15%
37.96% to 46.66%	2	2.74%	95.89%
46.66% to 55.35%	1	1.37%	97.26%
Greater than 55.35%	2	2.74%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	8.98%	32.16%	86.30%	68.27%
±2σ	-2.62%	43.76%	94.52%	95.45%
±3σ	-14.21%	55.35%	97.26%	99.73%

Descriptive Statistics

均值	20.570%
Standard Error	1.357%
中位数	18.665%
Mode	7.796%
Standard Deviation	11.594%
Sample Variance	134.420%
峰度	9.25
偏度	2.70
Range	69.387%
Minimum	7.796%
Maximum	77.183%
Count	73

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	20.570%	73	100.00%	20.570%
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 0.80. Further, an Excess 峰度 of 2.45 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -33.18%	0	0.00%	0.00%
-33.18% to -25.75%	1	1.37%	1.37%
-25.75% to -18.33%	1	1.37%	2.74%
-18.33% to -10.90%	9	12.33%	15.07%
-10.90% to -3.47%	29	39.73%	54.79%
-3.47% to 3.95%	21	28.77%	83.56%
3.95% to 11.38%	5	6.85%	90.41%
11.38% to 18.81%	5	6.85%	97.26%
18.81% to 26.23%	1	1.37%	98.63%
Greater than 26.23%	1	1.37%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-13.38%	6.43%	76.71%	68.27%
±2σ	-23.28%	16.33%	94.52%	95.45%
±3σ	-33.18%	26.23%	98.63%	99.73%

Descriptive Statistics

均值	-3.474%
Standard Error	1.159%
中位数	-5.008%
Mode	-28.700%
Standard Deviation	9.902%
Sample Variance	98.058%
峰度	2.45
偏度	0.80
Range	61.130%
Minimum	-28.700%
Maximum	32.430%
Count	73

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.831%	21	28.77%	2.253%
负向	-8.040%	52	71.23%	-5.727%
Zero	0.000%	0	0.00%	0.000%

V 深度分析报告