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WEC 深度分析报告

WEC Energy Group, Inc. | 分类： Equity Large Cap | 年化股息率： 3.09% ($3.57) | 最后更新: 2026-04-26 | 数据区间: 1980-03-01 → 2026-04-01 (554 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 1.21% 1.05% 1.13% 1.81% 1.22% 1.29% 113.21 116.00 111.84 117.43
周度 2.65% 2.57% 2.65% 4.04% 2.68% 2.83% 111.57 117.71 108.62 120.91
月度 4.72% 4.55% 4.72% 8.54% 5.58% 5.89% 108.38 121.18 102.49 128.14
季度 6.93% 7.05% 7.07% 13.71% 9.67% 10.21% 104.04 126.23 94.45 139.05
Annual — — — — 19.34% 20.42% 94.45 139.05 77.84 168.71
Option Time Horizon — — — — 7.37% 7.78% 106.46 123.36 98.90 132.80
Calculation Notes: Computed at 2026-04-26T02:45 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $114.60  |  Strike (K): $115.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $3.2000 (Bid $3.0000 / Ask $3.4000)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 3.09%  |  Binomial IV (Annual): 19.34% (CRR binomial tree, American, n=20 steps)  |  BS IV: 19.28% (European Black-Scholes)  |  Yahoo IV (Annual): 20.42% → 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
2026-02-13 $0.9530
2025-11-14 $0.8930
2025-08-14 $0.8930
2025-05-14 $0.8930
2025-02-14 $0.8930
2024-11-14 $0.8350
2024-08-14 $0.8350
2024-05-13 $0.8350
2024-02-13 $0.8350
2023-11-13 $0.7800
2023-08-11 $0.7800
2023-05-11 $0.7800
2023-02-13 $0.7800
2022-11-10 $0.7280
2022-08-11 $0.7280
2022-05-12 $0.7280
2022-02-11 $0.7280
2021-11-10 $0.6780
2021-08-12 $0.6780
2021-05-13 $0.6780
2021-02-11 $0.6780
2020-11-12 $0.6330
2020-08-13 $0.6330
2020-05-13 $0.6330
2020-02-13 $0.6330
2019-11-13 $0.5900
2019-08-13 $0.5900
2019-05-13 $0.5900
2019-02-13 $0.5900
2018-11-13 $0.5530
2018-08-13 $0.5530
2018-05-11 $0.5530
2018-02-13 $0.5530
2017-11-13 $0.5200
2017-08-10 $0.5200
2017-05-10 $0.5200
2017-02-10 $0.5200
2016-11-09 $0.4950
2016-08-10 $0.4950
2016-05-11 $0.4950
2016-02-10 $0.4950
2015-11-10 $0.4580
2015-08-12 $0.2340
2015-06-30 $0.2070
2015-05-12 $0.4230
2015-02-11 $0.4220
2014-11-12 $0.3900
2014-08-12 $0.3900
2014-05-12 $0.3900
2014-02-12 $0.3900
2013-11-12 $0.3830
2013-08-12 $0.3830
2013-05-10 $0.3400
2013-02-12 $0.3400
2012-11-09 $0.3000
2012-08-10 $0.3000
2012-05-10 $0.3000
2012-02-10 $0.3000
2011-11-09 $0.2600
2011-08-10 $0.2600
2011-05-11 $0.2600
2011-02-10 $0.2600
2010-11-09 $0.2000
2010-08-11 $0.2000
2010-05-12 $0.2000
2010-02-10 $0.2000
2009-11-10 $0.1690
2009-08-12 $0.1690
2009-05-12 $0.1690
2009-02-11 $0.1690
2008-11-12 $0.1350
2008-08-12 $0.1350
2008-05-12 $0.1350
2008-02-12 $0.1350
2007-11-09 $0.1250
2007-08-10 $0.1250
2007-05-10 $0.1250
2007-02-12 $0.1250
2006-11-10 $0.1150
2006-08-10 $0.1150
2006-05-10 $0.1150
2006-02-10 $0.1150
2005-11-08 $0.1100
2005-08-10 $0.1100
2005-05-11 $0.1100
2005-02-09 $0.1100
2004-11-09 $0.1050
2004-08-11 $0.1050
2004-05-12 $0.1050
2004-02-11 $0.1000
2003-11-12 $0.1000
2003-08-12 $0.1000
2003-05-12 $0.1000
2003-02-12 $0.1000
2002-11-12 $0.1000
2002-08-12 $0.1000
2002-05-10 $0.1000
2002-02-12 $0.1000
2001-11-09 $0.1000
2001-08-10 $0.1000
2001-05-10 $0.1000
2001-02-12 $0.1000
2000-11-10 $0.1000
2000-08-10 $0.1950
2000-05-10 $0.1950
2000-02-10 $0.1950
1999-11-09 $0.1950
1999-08-10 $0.1950
1999-05-10 $0.1950
1999-02-10 $0.1950
1998-11-09 $0.1950
1998-08-10 $0.1950
1998-05-08 $0.1950
1998-02-10 $0.1925
1997-11-10 $0.1925
1997-08-11 $0.1925
1997-05-09 $0.1925
1997-02-11 $0.1900
1996-11-08 $0.1900
1996-08-09 $0.1900
1996-05-09 $0.1900
1996-02-09 $0.1840
1995-11-06 $0.1840
1995-08-04 $0.1840
1995-05-02 $0.1840
1995-02-02 $0.1760
1994-11-02 $0.1760
1994-08-02 $0.1760
1994-05-03 $0.1760
1994-02-02 $0.1700
1993-11-02 $0.1700
1993-08-03 $0.1700
1993-05-04 $0.1685
1993-02-02 $0.1625
1992-11-03 $0.1625
1992-08-04 $0.1625
1992-05-01 $0.1623
1992-02-03 $0.1550
1991-11-01 $0.1550
1991-08-01 $0.1550
1991-05-01 $0.1550
1991-02-01 $0.1467
1990-11-01 $0.1467
1990-08-01 $0.1467
1990-05-01 $0.1467
1990-02-01 $0.1383
1989-11-01 $0.1383
1989-08-01 $0.1383
1989-05-01 $0.1383
1989-02-01 $0.1283
1988-11-03 $0.1283
1988-08-02 $0.1283
1988-05-03 $0.1283
1988-02-02 $0.1200
1987-11-02 $0.1200
1987-08-03 $0.1200
1987-05-01 $0.1200
1987-02-02 $0.1117
1986-11-03 $0.1117
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.30. Further, an Excess 峰度 of 12.58 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -3.59%790.68%0.68%
-3.59% to -2.68%1181.02%1.70%
-2.68% to -1.77%3923.37%5.07%
-1.77% to -0.85%153313.19%18.26%
-0.85% to 0.06%403134.69%52.95%
0.06% to 0.97%339229.19%82.14%
0.97% to 1.88%150512.95%95.09%
1.88% to 2.79%3943.39%98.49%
2.79% to 3.70%1060.91%99.40%
Greater than 3.70%700.60%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.16%1.27% 77.01%68.27%
±2σ -2.37%2.48% 95.27%95.45%
±3σ -3.59%3.70% 98.72%99.73%
Descriptive Statistics
均值0.055%
Standard Error0.011%
中位数0.000%
Mode0.000%
Standard Deviation1.214%
Sample Variance1.473%
峰度12.58
偏度-0.30
Range31.198%
Minimum-18.051%
Maximum13.147%
Count11620
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 0.945% 5587 48.08% 0.454%
负向 -0.925% 5020 43.20% -0.400%
Zero 0.000% 1013 8.72% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 1.69%
20 1 Month 1.64%
60 1 Quarter 1.82%
250 1 Year 1.56%
750 3 Years 1.70%
1,250 5 Years 1.81%
2,500 10 Years 1.82%
5,000 20 Years 1.77%
12,500 50 Years 1.72%
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 5.79. Further, an Excess 峰度 of 81.89 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -1.48%00.00%0.00%
-1.48% to -0.69%00.00%0.00%
-0.69% to 0.09%00.00%0.00%
0.09% to 0.88%144412.43%12.43%
0.88% to 1.66%581350.02%62.45%
1.66% to 2.45%280724.15%86.60%
2.45% to 3.23%9538.20%94.80%
3.23% to 4.02%3062.63%97.44%
4.02% to 4.80%1411.21%98.65%
Greater than 4.80%1571.35%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.62%2.71% 86.95%68.27%
±2σ -0.43%3.76% 96.92%95.45%
±3σ -1.48%4.80% 98.65%99.73%
Descriptive Statistics
均值1.663%
Standard Error0.010%
中位数1.446%
Mode1.370%
Standard Deviation1.047%
Sample Variance1.096%
峰度81.89
偏度5.79
Range25.398%
Minimum0.254%
Maximum25.652%
Count11621
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.663% 11621 100.00% 1.663%
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 1.01. Further, an Excess 峰度 of 22.36 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -3.46%650.56%0.56%
-3.46% to -2.61%970.83%1.39%
-2.61% to -1.76%4073.50%4.90%
-1.76% to -0.91%153713.23%18.12%
-0.91% to -0.06%339529.21%47.34%
-0.06% to 0.79%402834.66%82.00%
0.79% to 1.64%151513.04%95.03%
1.64% to 2.48%3813.28%98.31%
2.48% to 3.33%1211.04%99.35%
Greater than 3.33%750.65%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.20%1.07% 77.13%68.27%
±2σ -2.33%2.20% 95.71%95.45%
±3σ -3.46%3.33% 98.80%99.73%
Descriptive Statistics
均值-0.064%
Standard Error0.011%
中位数0.000%
Mode0.000%
Standard Deviation1.133%
Sample Variance1.284%
峰度22.36
偏度1.01
Range32.142%
Minimum-9.899%
Maximum22.243%
Count11621
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 0.875% 4863 41.85% 0.366%
负向 -0.883% 5659 48.70% -0.430%
Zero 0.000% 1099 9.46% 0.000%
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 10.71 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -7.68%140.58%0.58%
-7.68% to -5.69%230.96%1.54%
-5.69% to -3.71%923.82%5.36%
-3.71% to -1.72%29612.30%17.66%
-1.72% to 0.27%75631.42%49.09%
0.27% to 2.25%79132.88%81.96%
2.25% to 4.24%31613.13%95.10%
4.24% to 6.22%873.62%98.71%
6.22% to 8.21%150.62%99.33%
Greater than 8.21%160.67%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.38%2.91% 75.94%68.27%
±2σ -5.03%5.56% 95.47%95.45%
±3σ -7.68%8.21% 98.75%99.73%
Descriptive Statistics
均值0.265%
Standard Error0.054%
中位数0.328%
Mode0.000%
Standard Deviation2.648%
Sample Variance7.012%
峰度10.71
偏度0.28
Range53.134%
Minimum-23.511%
Maximum29.623%
Count2406
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.042% 1286 53.45% 1.091%
负向 -1.904% 1044 43.39% -0.826%
Zero 0.000% 76 3.16% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 2.83%
12 1 Quarter 3.84%
52 1 Year 3.37%
156 3 Years 3.85%
260 5 Years 4.04%
520 10 Years 4.09%
1,040 20 Years 3.94%
2,600 50 Years 3.88%
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 7.39. Further, an Excess 峰度 of 121.56 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -3.75%00.00%0.00%
-3.75% to -1.83%00.00%0.00%
-1.83% to 0.10%00.00%0.00%
0.10% to 2.02%26110.84%10.84%
2.02% to 3.95%123951.47%62.32%
3.95% to 5.88%60725.22%87.54%
5.88% to 7.80%1907.89%95.43%
7.80% to 9.73%602.49%97.92%
9.73% to 11.65%230.96%98.88%
Greater than 11.65%271.12%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.38%6.52% 89.28%68.27%
±2σ -1.19%9.09% 97.42%95.45%
±3σ -3.75%11.65% 98.88%99.73%
Descriptive Statistics
均值3.950%
Standard Error0.052%
中位数3.423%
Mode2.463%
Standard Deviation2.568%
Sample Variance6.597%
峰度121.56
偏度7.39
Range60.184%
Minimum0.866%
Maximum61.050%
Count2407
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 3.950% 2407 100.00% 3.950%
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 1.01. Further, an Excess 峰度 of 15.51 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -8.10%110.46%0.46%
-8.10% to -6.11%190.79%1.25%
-6.11% to -4.12%743.07%4.32%
-4.12% to -2.14%35014.54%18.86%
-2.14% to -0.15%78632.65%51.52%
-0.15% to 1.83%74130.79%82.30%
1.83% to 3.82%29712.34%94.64%
3.82% to 5.80%823.41%98.05%
5.80% to 7.79%311.29%99.34%
Greater than 7.79%160.66%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.80%2.50% 76.44%68.27%
±2σ -5.45%5.14% 95.55%95.45%
±3σ -8.10%7.79% 98.88%99.73%
Descriptive Statistics
均值-0.153%
Standard Error0.054%
中位数-0.266%
Mode0.000%
Standard Deviation2.648%
Sample Variance7.010%
峰度15.51
偏度1.01
Range55.715%
Minimum-21.352%
Maximum34.363%
Count2407
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.984% 1057 43.91% 0.871%
负向 -1.953% 1263 52.47% -1.025%
Zero 0.000% 87 3.61% 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 0.93 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -13.06%30.54%0.54%
-13.06% to -9.52%40.72%1.27%
-9.52% to -5.98%285.06%6.33%
-5.98% to -2.43%8214.83%21.16%
-2.43% to 1.11%15828.57%49.73%
1.11% to 4.66%16229.29%79.02%
4.66% to 8.20%8214.83%93.85%
8.20% to 11.74%264.70%98.55%
11.74% to 15.29%40.72%99.28%
Greater than 15.29%40.72%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.61%5.84% 70.71%68.27%
±2σ -8.34%10.56% 95.30%95.45%
±3σ -13.06%15.29% 98.73%99.73%
Descriptive Statistics
均值1.111%
Standard Error0.201%
中位数1.112%
Mode0.000%
Standard Deviation4.725%
Sample Variance22.327%
峰度0.93
偏度0.03
Range37.541%
Minimum-17.296%
Maximum20.245%
Count553
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.105% 330 59.67% 2.450%
负向 -3.428% 216 39.06% -1.339%
Zero 0.000% 7 1.27% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 6.44%
12 1 Year 6.68%
36 3 Years 7.88%
60 5 Years 8.54%
120 10 Years 8.66%
240 20 Years 8.16%
600 50 Years 8.12%
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 4.05. Further, an Excess 峰度 of 34.68 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.12%00.00%0.00%
-5.12% to -1.71%00.00%0.00%
-1.71% to 1.71%00.00%0.00%
1.71% to 5.12%8815.88%15.88%
5.12% to 8.53%25145.31%61.19%
8.53% to 11.94%14225.63%86.82%
11.94% to 15.35%437.76%94.58%
15.35% to 18.76%152.71%97.29%
18.76% to 22.17%61.08%98.38%
Greater than 22.17%91.62%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 3.98%13.07% 85.38%68.27%
±2σ -0.57%17.62% 95.85%95.45%
±3σ -5.12%22.17% 98.38%99.73%
Descriptive Statistics
均值8.527%
Standard Error0.193%
中位数7.591%
Mode6.573%
Standard Deviation4.548%
Sample Variance20.683%
峰度34.68
偏度4.05
Range58.148%
Minimum2.902%
Maximum61.050%
Count554
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 8.527% 554 100.00% 8.527%
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 0.39. Further, an Excess 峰度 of 1.03 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -14.82%10.18%0.18%
-14.82% to -11.28%50.90%1.08%
-11.28% to -7.74%234.15%5.23%
-7.74% to -4.20%9016.25%21.48%
-4.20% to -0.66%17531.59%53.07%
-0.66% to 2.89%14926.90%79.96%
2.89% to 6.43%6411.55%91.52%
6.43% to 9.97%376.68%98.19%
9.97% to 13.51%71.26%99.46%
Greater than 13.51%30.54%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.38%4.07% 71.48%68.27%
±2σ -10.10%8.79% 95.49%95.45%
±3σ -14.82%13.51% 99.28%99.73%
Descriptive Statistics
均值-0.656%
Standard Error0.201%
中位数-1.056%
Mode0.000%
Standard Deviation4.722%
Sample Variance22.299%
峰度1.03
偏度0.39
Range36.789%
Minimum-16.837%
Maximum19.952%
Count554
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 3.758% 227 40.98% 1.540%
负向 -3.778% 322 58.12% -2.196%
Zero 0.000% 5 0.90% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.26. Further, an Excess 峰度 of -0.31 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -17.62%00.00%0.00%
-17.62% to -12.42%21.09%1.09%
-12.42% to -7.23%137.07%8.15%
-7.23% to -2.03%2815.22%23.37%
-2.03% to 3.17%3921.20%44.57%
3.17% to 8.37%6032.61%77.17%
8.37% to 13.56%3016.30%93.48%
13.56% to 18.76%126.52%100.00%
18.76% to 23.96%00.00%100.00%
Greater than 23.96%00.00%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.76%10.10% 66.30%68.27%
±2σ -10.69%17.03% 95.11%95.45%
±3σ -17.62%23.96% 100.00%99.73%
Descriptive Statistics
均值3.169%
Standard Error0.511%
中位数3.825%
Mode-14.473%
Standard Deviation6.930%
Sample Variance48.018%
峰度-0.31
偏度-0.26
Range32.861%
Minimum-14.473%
Maximum18.388%
Count184
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 6.732% 130 70.65% 4.756%
负向 -5.408% 54 29.35% -1.587%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 9.83%
12 3 Years 11.96%
20 5 Years 13.71%
40 10 Years 14.17%
80 20 Years 13.90%
200 50 Years 13.88%
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 2.15. Further, an Excess 峰度 of 9.35 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -6.03%00.00%0.00%
-6.03% to -0.74%00.00%0.00%
-0.74% to 4.55%00.00%0.00%
4.55% to 9.84%3619.46%19.46%
9.84% to 15.13%7942.70%62.16%
15.13% to 20.41%3217.30%79.46%
20.41% to 25.70%2614.05%93.51%
25.70% to 30.99%63.24%96.76%
30.99% to 36.28%42.16%98.92%
Greater than 36.28%21.08%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 8.07%22.18% 77.30%68.27%
±2σ 1.02%29.23% 96.76%95.45%
±3σ -6.03%36.28% 98.92%99.73%
Descriptive Statistics
均值15.126%
Standard Error0.518%
中位数13.503%
Mode12.500%
Standard Deviation7.051%
Sample Variance49.718%
峰度9.35
偏度2.15
Range55.913%
Minimum5.137%
Maximum61.050%
Count185
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 15.126% 185 100.00% 15.126%
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 0.51. Further, an Excess 峰度 of 0.15 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -23.29%00.00%0.00%
-23.29% to -17.99%10.54%0.54%
-17.99% to -12.69%73.78%4.32%
-12.69% to -7.39%3116.76%21.08%
-7.39% to -2.08%6736.22%57.30%
-2.08% to 3.22%3921.08%78.38%
3.22% to 8.52%2312.43%90.81%
8.52% to 13.82%137.03%97.84%
13.82% to 19.12%42.16%100.00%
Greater than 19.12%00.00%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -9.15%4.98% 67.57%68.27%
±2σ -16.22%12.05% 94.05%95.45%
±3σ -23.29%19.12% 100.00%99.73%
Descriptive Statistics
均值-2.084%
Standard Error0.520%
中位数-3.208%
Mode0.000%
Standard Deviation7.069%
Sample Variance49.965%
峰度0.15
偏度0.51
Range37.698%
Minimum-19.388%
Maximum18.310%
Count185
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 6.317% 58 31.35% 1.980%
负向 -6.015% 125 67.57% -4.064%
Zero 0.000% 2 1.08% 0.000%