WEN 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	3.06%	3.18%	2.68%	2.65%	3.12%	3.48%	6.92	7.37	6.71	7.60
周度	6.10%	8.64%	7.23%	5.85%	6.87%	7.67%	6.67	7.65	6.22	8.19
月度	11.56%	20.12%	14.06%	12.22%	14.30%	15.96%	6.19	8.24	5.36	9.50
季度	21.99%	35.61%	24.81%	21.41%	24.77%	27.64%	5.57	9.15	4.35	11.72
Annual	—	—	—	—	49.53%	55.27%	4.35	11.72	2.65	19.23
Option Time Horizon	—	—	—	—	18.87%	21.06%	5.91	8.62	4.90	10.41

Calculation Notes: Computed at 2026-04-26T02:47 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $7.14 | Strike (K): $8.00 (first OTM call ≥ spot) | Observed Mid-价格: $0.2250 (Bid $0.1500 / Ask $0.3000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 9.67% | Binomial IV (Annual): 49.53% (CRR binomial tree, American, n=20 steps) | BS IV: 50.13% (European Black-Scholes) | Yahoo IV (Annual): 55.27% → 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
2026-03-02	$0.1400
2025-12-01	$0.1400
2025-09-02	$0.1400
2025-06-02	$0.1400
2025-03-03	$0.2500
2024-12-02	$0.2500
2024-09-03	$0.2500
2024-06-03	$0.2500
2024-02-29	$0.2500
2023-11-30	$0.2500
2023-08-31	$0.2500
2023-05-31	$0.2500
2023-02-28	$0.2500
2022-11-30	$0.1250
2022-08-31	$0.1250
2022-05-31	$0.1250
2022-03-04	$0.1250
2021-11-30	$0.1200
2021-08-31	$0.1200
2021-05-28	$0.1000
2021-03-04	$0.0900
2020-11-30	$0.0700
2020-08-31	$0.0500
2020-05-29	$0.0500
2020-02-28	$0.1200
2019-11-29	$0.1200
2019-08-30	$0.1000
2019-05-31	$0.1000
2019-02-28	$0.1000
2018-11-30	$0.0850
2018-08-31	$0.0850
2018-05-31	$0.0850
2018-02-28	$0.0850
2017-11-30	$0.0700
2017-08-30	$0.0700
2017-05-30	$0.0700
2017-02-27	$0.0700
2016-11-29	$0.0650
2016-08-30	$0.0600
2016-05-27	$0.0600
2016-02-26	$0.0600
2015-11-27	$0.0600
2015-08-28	$0.0550
2015-05-28	$0.0550
2015-02-26	$0.0550
2014-11-26	$0.0550
2014-08-28	$0.0500
2014-05-29	$0.0500
2014-02-27	$0.0500
2013-11-27	$0.0500
2013-08-29	$0.0500
2013-05-30	$0.0400
2013-02-27	$0.0400
2012-11-29	$0.0400
2012-08-30	$0.0200
2012-05-30	$0.0200
2012-02-28	$0.0200
2011-11-29	$0.0200
2011-08-30	$0.0200
2011-05-27	$0.0200
2011-02-25	$0.0200
2010-11-29	$0.0200
2010-08-30	$0.0150
2010-05-27	$0.0150
2010-02-25	$0.0150
2009-11-27	$0.0150
2009-08-28	$0.0150
2009-05-28	$0.0150
2009-03-18	$0.0150
2008-11-26	$0.0150
2008-09-17	$0.0800
2008-05-29	$0.0800
2008-02-27	$0.0784
2007-11-29	$0.0784
2007-08-29	$0.0784
2007-05-30	$0.0784
2007-02-27	$0.0784
2006-11-29	$0.0784
2006-08-30	$0.0784
2006-05-30	$0.0784
2006-02-28	$0.0784
2005-11-30	$0.0784
2005-08-30	$0.0784
2005-06-01	$0.0637
2005-03-01	$0.0637
2004-12-01	$0.0637
2004-09-01	$0.0637
2004-06-01	$0.0637
2004-03-02	$0.0637
2003-11-28	$0.0637
2003-09-11	$0.0637
2003-09-05	$21.0784

收盘-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 3.00. Further, an Excess 峰度 of 69.81 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -9.11%	65	0.57%	0.57%
-9.11% to -6.81%	89	0.78%	1.35%
-6.81% to -4.52%	359	3.15%	4.50%
-4.52% to -2.22%	978	8.57%	13.07%
-2.22% to 0.07%	5225	45.79%	58.86%
0.07% to 2.37%	3259	28.56%	87.42%
2.37% to 4.66%	854	7.48%	94.90%
4.66% to 6.95%	368	3.22%	98.12%
6.95% to 9.25%	104	0.91%	99.04%
Greater than 9.25%	110	0.96%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.99%	3.13%	81.11%	68.27%
±2σ	-6.05%	6.19%	95.46%	95.45%
±3σ	-9.11%	9.25%	98.47%	99.73%

Descriptive Statistics

均值	0.071%
Standard Error	0.029%
中位数	0.000%
Mode	0.000%
Standard Deviation	3.059%
Sample Variance	9.356%
峰度	69.81
偏度	3.00
Range	115.524%
Minimum	-28.857%
Maximum	86.667%
Count	11411

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.245%	4767	41.77%	0.938%
负向	-1.993%	4965	43.51%	-0.867%
Zero	0.000%	1679	14.71%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	3.22%
20	1 Month	3.49%
60	1 Quarter	4.38%
250	1 Year	3.54%
750	3 Years	2.76%
1,250	5 Years	2.65%
2,500	10 Years	2.69%
5,000	20 Years	3.07%
12,500	50 Years	3.68%

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 5.68. Further, an Excess 峰度 of 85.16 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -5.95%	0	0.00%	0.00%
-5.95% to -3.57%	0	0.00%	0.00%
-3.57% to -1.18%	0	0.00%	0.00%
-1.18% to 1.21%	1064	9.32%	9.32%
1.21% to 3.60%	6392	56.01%	65.33%
3.60% to 5.98%	2434	21.33%	86.66%
5.98% to 8.37%	853	7.47%	94.14%
8.37% to 10.76%	333	2.92%	97.06%
10.76% to 13.14%	158	1.38%	98.44%
Greater than 13.14%	178	1.56%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.41%	6.78%	89.83%	68.27%
±2σ	-2.77%	9.96%	96.11%	95.45%
±3σ	-5.95%	13.14%	98.44%	99.73%

Descriptive Statistics

均值	3.596%
Standard Error	0.030%
中位数	2.688%
Mode	5.000%
Standard Deviation	3.183%
Sample Variance	10.130%
峰度	85.16
偏度	5.68
Range	86.468%
Minimum	0.199%
Maximum	86.667%
Count	11412

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.596%	11412	100.00%	3.596%
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 Left Skewed (负向 Asymmetry) with a 偏度 factor of -0.60. 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	Prob	Cum. Prob
Less than -8.06%	109	0.96%	0.96%
-8.06% to -6.04%	119	1.04%	2.00%
-6.04% to -4.03%	415	3.64%	5.63%
-4.03% to -2.02%	898	7.87%	13.50%
-2.02% to -0.01%	3172	27.80%	41.30%
-0.01% to 2.00%	5128	44.94%	86.23%
2.00% to 4.02%	996	8.73%	94.96%
4.02% to 6.03%	387	3.39%	98.35%
6.03% to 8.04%	105	0.92%	99.27%
Greater than 8.04%	83	0.73%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.69%	2.67%	80.04%	68.27%
±2σ	-5.37%	5.36%	95.08%	95.45%
±3σ	-8.06%	8.04%	98.32%	99.73%

Descriptive Statistics

均值	-0.008%
Standard Error	0.025%
中位数	0.000%
Mode	0.000%
Standard Deviation	2.683%
Sample Variance	7.197%
峰度	16.81
偏度	-0.60
Range	77.353%
Minimum	-46.429%
Maximum	30.924%
Count	11412

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.916%	4941	43.30%	0.830%
负向	-2.029%	4713	41.30%	-0.838%
Zero	0.000%	1758	15.40%	0.000%

收盘-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 2.05. Further, an Excess 峰度 of 18.91 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -18.01%	11	0.46%	0.46%
-18.01% to -13.43%	20	0.83%	1.29%
-13.43% to -8.86%	52	2.17%	3.46%
-8.86% to -4.28%	288	12.01%	15.47%
-4.28% to 0.30%	995	41.49%	56.96%
0.30% to 4.87%	701	29.23%	86.20%
4.87% to 9.45%	214	8.92%	95.12%
9.45% to 14.03%	57	2.38%	97.50%
14.03% to 18.60%	30	1.25%	98.75%
Greater than 18.60%	30	1.25%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.81%	6.40%	82.40%	68.27%
±2σ	-11.91%	12.50%	95.70%	95.45%
±3σ	-18.01%	18.60%	98.29%	99.73%

Descriptive Statistics

均值	0.297%
Standard Error	0.125%
中位数	0.000%
Mode	0.000%
Standard Deviation	6.102%
Sample Variance	37.238%
峰度	18.91
偏度	2.05
Range	107.113%
Minimum	-33.780%
Maximum	73.333%
Count	2398

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.610%	1075	44.83%	2.067%
负向	-3.741%	1134	47.29%	-1.769%
Zero	0.000%	189	7.88%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	7.06%
12	1 Quarter	9.20%
52	1 Year	7.60%
156	3 Years	6.03%
260	5 Years	5.85%
520	10 Years	5.94%
1,040	20 Years	6.81%
2,600	50 Years	7.95%

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 10.62. Further, an Excess 峰度 of 232.91 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -17.52%	0	0.00%	0.00%
-17.52% to -11.04%	0	0.00%	0.00%
-11.04% to -4.56%	0	0.00%	0.00%
-4.56% to 1.92%	21	0.88%	0.88%
1.92% to 8.40%	1597	66.57%	67.44%
8.40% to 14.88%	516	21.51%	88.95%
14.88% to 21.36%	164	6.84%	95.79%
21.36% to 27.84%	46	1.92%	97.71%
27.84% to 34.31%	25	1.04%	98.75%
Greater than 34.31%	30	1.25%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-0.24%	17.04%	92.54%	68.27%
±2σ	-8.88%	25.68%	97.17%	95.45%
±3σ	-17.52%	34.31%	98.75%	99.73%

Descriptive Statistics

均值	8.398%
Standard Error	0.176%
中位数	6.292%
Mode	7.692%
Standard Deviation	8.639%
Sample Variance	74.636%
峰度	232.91
偏度	10.62
Range	240.399%
Minimum	0.599%
Maximum	240.998%
Count	2399

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.398%	2399	100.00%	8.398%
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 12.17. Further, an Excess 峰度 of 374.58 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -21.60%	9	0.38%	0.38%
-21.60% to -16.18%	17	0.71%	1.08%
-16.18% to -10.76%	38	1.58%	2.67%
-10.76% to -5.33%	199	8.30%	10.96%
-5.33% to 0.09%	1008	42.02%	52.98%
0.09% to 5.51%	898	37.43%	90.41%
5.51% to 10.93%	173	7.21%	97.62%
10.93% to 16.35%	29	1.21%	98.83%
16.35% to 21.77%	17	0.71%	99.54%
Greater than 21.77%	11	0.46%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.14%	7.31%	87.83%	68.27%
±2σ	-14.37%	14.54%	97.33%	95.45%
±3σ	-21.60%	21.77%	99.17%	99.73%

Descriptive Statistics

均值	0.087%
Standard Error	0.148%
中位数	0.000%
Mode	0.000%
Standard Deviation	7.228%
Sample Variance	52.242%
峰度	374.58
偏度	12.17
Range	264.473%
Minimum	-42.308%
Maximum	222.165%
Count	2399

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.072%	1138	47.44%	1.932%
负向	-4.143%	1068	44.52%	-1.844%
Zero	0.000%	193	8.04%	0.000%

收盘-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 1.91. Further, an Excess 峰度 of 14.18 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -33.58%	3	0.54%	0.54%
-33.58% to -24.91%	4	0.73%	1.27%
-24.91% to -16.23%	12	2.18%	3.45%
-16.23% to -7.56%	67	12.16%	15.61%
-7.56% to 1.11%	227	41.20%	56.81%
1.11% to 9.79%	153	27.77%	84.57%
9.79% to 18.46%	56	10.16%	94.74%
18.46% to 27.13%	16	2.90%	97.64%
27.13% to 35.80%	9	1.63%	99.27%
Greater than 35.80%	4	0.73%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-10.45%	12.68%	80.22%	68.27%
±2σ	-22.02%	24.24%	95.46%	95.45%
±3σ	-33.58%	35.80%	98.73%	99.73%

Descriptive Statistics

均值	1.113%
Standard Error	0.493%
中位数	0.000%
Mode	0.000%
Standard Deviation	11.564%
Sample Variance	133.716%
峰度	14.18
偏度	1.91
Range	141.307%
Minimum	-38.182%
Maximum	103.125%
Count	551

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.979%	267	48.46%	4.351%
负向	-7.053%	253	45.92%	-3.239%
Zero	0.000%	31	5.63%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	14.70%
12	1 Year	15.30%
36	3 Years	12.58%
60	5 Years	12.22%
120	10 Years	12.70%
240	20 Years	14.04%
600	50 Years	16.71%

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 5.77. Further, an Excess 峰度 of 46.27 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -41.01%	0	0.00%	0.00%
-41.01% to -25.92%	0	0.00%	0.00%
-25.92% to -10.83%	0	0.00%	0.00%
-10.83% to 4.26%	2	0.36%	0.36%
4.26% to 19.35%	372	67.39%	67.75%
19.35% to 34.44%	133	24.09%	91.85%
34.44% to 49.53%	23	4.17%	96.01%
49.53% to 64.61%	9	1.63%	97.64%
64.61% to 79.70%	5	0.91%	98.55%
Greater than 79.70%	8	1.45%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-0.77%	39.47%	93.30%	68.27%
±2σ	-20.89%	59.59%	97.28%	95.45%
±3σ	-41.01%	79.70%	98.55%	99.73%

Descriptive Statistics

均值	19.347%
Standard Error	0.856%
中位数	14.286%
Mode	20.000%
Standard Deviation	20.119%
Sample Variance	404.787%
峰度	46.27
偏度	5.77
Range	237.989%
Minimum	3.009%
Maximum	240.998%
Count	552

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	19.347%	552	100.00%	19.347%
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 6.30. Further, an Excess 峰度 of 91.04 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -41.71%	1	0.18%	0.18%
-41.71% to -31.17%	3	0.54%	0.72%
-31.17% to -20.62%	11	1.99%	2.72%
-20.62% to -10.08%	49	8.88%	11.59%
-10.08% to 0.47%	239	43.30%	54.89%
0.47% to 11.01%	191	34.60%	89.49%
11.01% to 21.56%	43	7.79%	97.28%
21.56% to 32.10%	8	1.45%	98.73%
32.10% to 42.65%	2	0.36%	99.09%
Greater than 42.65%	5	0.91%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-13.59%	14.53%	86.96%	68.27%
±2σ	-27.65%	28.59%	97.28%	95.45%
±3σ	-41.71%	42.65%	98.91%	99.73%

Descriptive Statistics

均值	0.467%
Standard Error	0.598%
中位数	0.000%
Mode	0.000%
Standard Deviation	14.060%
Sample Variance	197.678%
峰度	91.04
偏度	6.30
Range	261.097%
Minimum	-50.769%
Maximum	210.328%
Count	552

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.863%	258	46.74%	4.142%
负向	-7.570%	268	48.55%	-3.675%
Zero	0.000%	26	4.71%	0.000%

收盘-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 2.00. Further, an Excess 峰度 of 10.11 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -62.42%	0	0.00%	0.00%
-62.42% to -45.93%	1	0.55%	0.55%
-45.93% to -29.44%	5	2.73%	3.28%
-29.44% to -12.95%	25	13.66%	16.94%
-12.95% to 3.54%	67	36.61%	53.55%
3.54% to 20.04%	58	31.69%	85.25%
20.04% to 36.53%	15	8.20%	93.44%
36.53% to 53.02%	9	4.92%	98.36%
53.02% to 69.51%	1	0.55%	98.91%
Greater than 69.51%	2	1.09%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-18.44%	25.53%	80.33%	68.27%
±2σ	-40.43%	47.52%	96.72%	95.45%
±3σ	-62.42%	69.51%	98.91%	99.73%

Descriptive Statistics

均值	3.545%
Standard Error	1.625%
中位数	1.877%
Mode	0.000%
Standard Deviation	21.988%
Sample Variance	483.481%
峰度	10.11
偏度	2.00
Range	187.758%
Minimum	-57.971%
Maximum	129.787%
Count	183

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	17.021%	99	54.10%	9.208%
负向	-13.119%	79	43.17%	-5.663%
Zero	0.000%	5	2.73%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	25.57%
12	3 Years	22.71%
20	5 Years	21.41%
40	10 Years	21.54%
80	20 Years	23.83%
200	50 Years	29.43%

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 3.64. Further, an Excess 峰度 of 16.37 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -69.45%	0	0.00%	0.00%
-69.45% to -42.75%	0	0.00%	0.00%
-42.75% to -16.04%	0	0.00%	0.00%
-16.04% to 10.66%	4	2.17%	2.17%
10.66% to 37.37%	124	67.39%	69.57%
37.37% to 64.07%	41	22.28%	91.85%
64.07% to 90.77%	5	2.72%	94.57%
90.77% to 117.48%	2	1.09%	95.65%
117.48% to 144.18%	2	1.09%	96.74%
Greater than 144.18%	6	3.26%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.76%	72.97%	92.93%	68.27%
±2σ	-33.85%	108.58%	95.65%	95.45%
±3σ	-69.45%	144.18%	96.74%	99.73%

Descriptive Statistics

均值	37.365%
Standard Error	2.625%
中位数	28.201%
Mode	24.000%
Standard Deviation	35.606%
Sample Variance	1267.817%
峰度	16.37
偏度	3.64
Range	246.936%
Minimum	6.426%
Maximum	253.362%
Count	184

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	37.365%	184	100.00%	37.365%
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 3.20. Further, an Excess 峰度 of 20.57 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -72.73%	0	0.00%	0.00%
-72.73% to -54.12%	2	1.09%	1.09%
-54.12% to -35.51%	1	0.54%	1.63%
-35.51% to -16.91%	24	13.04%	14.67%
-16.91% to 1.70%	81	44.02%	58.70%
1.70% to 20.30%	53	28.80%	87.50%
20.30% to 38.91%	16	8.70%	96.20%
38.91% to 57.52%	4	2.17%	98.37%
57.52% to 76.12%	1	0.54%	98.91%
Greater than 76.12%	2	1.09%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-23.11%	26.51%	83.15%	68.27%
±2σ	-47.92%	51.31%	96.74%	95.45%
±3σ	-72.73%	76.12%	98.91%	99.73%

Descriptive Statistics

均值	1.698%
Standard Error	1.829%
中位数	-1.463%
Mode	0.000%
Standard Deviation	24.808%
Sample Variance	615.434%
峰度	20.57
偏度	3.20
Range	242.661%
Minimum	-56.481%
Maximum	186.180%
Count	184

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	18.893%	83	45.11%	8.522%
负向	-12.946%	97	52.72%	-6.825%
Zero	0.000%	4	2.17%	0.000%

WEN 深度分析报告