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WFC 深度分析报告

Wells Fargo & Company | 分类： Equity Mega Cap | 年化股息率： 2.17% ($1.75) | 最后更新: 2026-04-26 | 数据区间: 1972-06-01 → 2026-04-01 (647 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 2.10% 1.86% 1.77% 2.61% 1.79% 1.85% 78.01 80.85 76.63 82.31
周度 4.38% 4.67% 4.22% 6.19% 3.93% 4.06% 76.36 82.61 73.41 85.92
月度 8.17% 11.34% 8.26% 13.00% 8.19% 8.46% 73.17 86.20 67.42 93.56
季度 12.97% 19.44% 13.48% 22.38% 14.19% 14.65% 68.92 91.53 59.80 105.48
Annual — — — — 28.37% 29.30% 59.80 105.48 45.03 140.08
Option Time Horizon — — — — 10.81% 11.16% 71.28 88.49 63.98 98.59
Calculation Notes: Computed at 2026-04-26T02:44 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $79.42  |  Strike (K): $80.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $3.2250 (Bid $3.1500 / Ask $3.3000)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.17%  |  Binomial IV (Annual): 28.37% (CRR binomial tree, American, n=20 steps)  |  BS IV: 28.38% (European Black-Scholes)  |  Yahoo IV (Annual): 29.30% → 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
2026-02-06 $0.4500
2025-11-07 $0.4500
2025-08-08 $0.4500
2025-05-09 $0.4000
2025-02-07 $0.4000
2024-11-08 $0.4000
2024-08-09 $0.4000
2024-05-09 $0.3500
2024-02-01 $0.3500
2023-11-02 $0.3500
2023-08-03 $0.3500
2023-05-04 $0.3000
2023-02-02 $0.3000
2022-11-03 $0.3000
2022-08-04 $0.3000
2022-05-05 $0.2500
2022-02-03 $0.2500
2021-11-04 $0.2000
2021-08-05 $0.2000
2021-05-06 $0.1000
2021-02-04 $0.1000
2020-11-05 $0.1000
2020-08-06 $0.1000
2020-05-07 $0.5100
2020-02-06 $0.5100
2019-11-07 $0.5100
2019-08-08 $0.5100
2019-05-09 $0.4500
2019-01-31 $0.4500
2018-11-08 $0.4300
2018-08-09 $0.4300
2018-05-03 $0.3900
2018-02-01 $0.3900
2017-11-02 $0.3900
2017-08-02 $0.3900
2017-05-03 $0.3800
2017-02-01 $0.3800
2016-11-02 $0.3800
2016-08-03 $0.3800
2016-05-04 $0.3800
2016-02-03 $0.3750
2015-11-04 $0.3750
2015-08-05 $0.3750
2015-05-06 $0.3750
2015-02-04 $0.3500
2014-11-05 $0.3500
2014-08-06 $0.3500
2014-05-07 $0.3500
2014-02-05 $0.3000
2013-11-06 $0.3000
2013-08-07 $0.3000
2013-05-08 $0.3000
2013-01-30 $0.2500
2012-11-07 $0.2200
2012-08-08 $0.2200
2012-05-02 $0.2200
2012-03-22 $0.1000
2012-02-01 $0.1200
2011-11-02 $0.1200
2011-08-03 $0.1200
2011-05-04 $0.1200
2011-03-24 $0.0700
2011-02-02 $0.0500
2010-11-03 $0.0500
2010-08-04 $0.0500
2010-05-05 $0.0500
2010-02-03 $0.0500
2009-11-04 $0.0500
2009-08-05 $0.0500
2009-05-06 $0.0500
2009-02-04 $0.3400
2008-11-05 $0.3400
2008-08-06 $0.3400
2008-05-07 $0.3100
2008-02-06 $0.3100
2007-11-07 $0.3100
2007-08-08 $0.3100
2007-05-02 $0.2800
2007-01-31 $0.2800
2006-11-01 $0.2800
2006-08-02 $0.2800
2006-05-03 $0.2600
2006-02-01 $0.2600
2005-11-02 $0.2600
2005-08-03 $0.2600
2005-05-04 $0.2400
2005-02-02 $0.2400
2004-11-03 $0.2400
2004-08-04 $0.2400
2004-05-05 $0.2250
2004-02-04 $0.2250
2003-11-05 $0.2250
2003-08-06 $0.2250
2003-05-07 $0.1500
2003-02-05 $0.1500
2002-11-06 $0.1400
2002-08-07 $0.1400
2002-05-08 $0.1400
2002-01-30 $0.1300
2001-11-07 $0.1300
2001-08-08 $0.1300
2001-05-02 $0.1200
2001-01-31 $0.1200
2000-11-01 $0.1200
2000-08-02 $0.1100
2000-05-03 $0.1100
2000-02-02 $0.1100
1999-11-03 $0.1000
1999-08-04 $0.1000
1999-05-05 $0.1000
1999-02-03 $0.0925
1998-10-28 $0.0925
1998-08-05 $0.0925
1998-05-06 $0.0825
1998-02-04 $0.0825
1997-11-05 $0.0825
1997-08-06 $0.0750
1997-05-07 $0.0750
1997-02-05 $0.0750
1996-11-06 $0.0675
1996-08-07 $0.0675
1996-05-08 $0.0675
1996-01-31 $0.0600
1995-11-01 $0.0600
1995-08-02 $0.0600
1995-05-01 $0.0525
1995-01-30 $0.0525
1994-10-31 $0.0525
1994-08-01 $0.0462
1994-05-02 $0.0462
1994-01-31 $0.0462
1993-11-01 $0.0413
1993-08-02 $0.0413
1993-05-03 $0.0413
1993-02-01 $0.0362
1992-11-02 $0.0362
1992-08-03 $0.0362
1992-05-04 $0.0312
1992-02-03 $0.0312
1991-11-04 $0.0312
1991-08-05 $0.0288
1991-05-06 $0.0288
1991-01-28 $0.0288
1990-11-05 $0.0288
1990-08-06 $0.0256
1990-04-30 $0.0256
1990-01-29 $0.0256
1989-10-30 $0.0256
1989-07-31 $0.0231
1989-05-01 $0.0231
1989-01-30 $0.0231
1988-10-31 $0.0208
1988-08-01 $0.0208
1988-05-02 $0.0208
1988-02-01 $0.0187
1987-11-02 $0.0187
1987-08-03 $0.0187
1987-05-04 $0.0187
1987-02-02 $0.0187
1986-11-03 $0.0187
1986-08-04 $0.0187
1986-05-05 $0.0187
1986-02-03 $0.0187
1985-11-04 $0.0187
1985-08-05 $0.0187
1985-05-06 $0.0187
1985-01-28 $0.0187
1984-11-02 $0.0187
1984-08-06 $0.0187
1984-04-30 $0.0187
1984-01-30 $0.0187
1983-10-31 $0.0187
1983-08-01 $0.0187
1983-05-02 $0.0187
1983-01-31 $0.0187
1982-10-29 $0.0187
1982-08-02 $0.0171
1982-05-03 $0.0171
1982-02-01 $0.0171
1981-10-30 $0.0171
1981-08-03 $0.0171
1981-05-04 $0.0171
1981-02-02 $0.0154
1980-10-31 $0.0154
1980-07-28 $0.0154
1980-04-28 $0.0154
1980-01-28 $0.0138
1979-10-29 $0.0138
1979-07-30 $0.0138
1979-04-30 $0.0138
1979-01-29 $0.0121
1978-10-30 $0.0121
1978-07-31 $0.0121
1978-05-01 $0.0108
1978-01-30 $0.0108
1977-10-31 $0.0108
1977-08-01 $0.0100
1977-05-02 $0.0100
1977-01-31 $0.0100
1976-10-29 $0.0094
1976-08-02 $0.0094
1976-05-03 $0.0089
1976-02-02 $0.0089
1975-10-31 $0.0089
1975-07-28 $0.0089
1975-04-28 $0.0083
1975-02-03 $0.0083
1974-10-28 $0.0083
1974-07-29 $0.0083
1974-04-29 $0.0083
1974-01-28 $0.0083
1973-10-29 $0.0083
1973-07-30 $0.0083
1973-04-30 $0.0078
1973-01-29 $0.0078
1972-10-30 $0.0078
1972-07-31 $0.0078
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 1.08. Further, an Excess 峰度 of 24.29 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -6.24%770.58%0.58%
-6.24% to -4.66%1120.85%1.43%
-4.66% to -3.08%3582.70%4.13%
-3.08% to -1.51%145310.98%15.11%
-1.51% to 0.07%514238.84%53.95%
0.07% to 1.65%409630.94%84.89%
1.65% to 3.23%145210.97%95.85%
3.23% to 4.80%3512.65%98.50%
4.80% to 6.38%980.74%99.24%
Greater than 6.38%1000.76%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.03%2.17% 80.69%68.27%
±2σ -4.14%4.28% 95.86%95.45%
±3σ -6.24%6.38% 98.66%99.73%
Descriptive Statistics
均值0.070%
Standard Error0.018%
中位数0.000%
Mode0.000%
Standard Deviation2.103%
Sample Variance4.421%
峰度24.29
偏度1.08
Range56.586%
Minimum-23.822%
Maximum32.764%
Count13239
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.515% 6222 47.00% 0.712%
负向 -1.450% 5863 44.29% -0.642%
Zero 0.000% 1154 8.72% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 1.89%
20 1 Month 2.57%
60 1 Quarter 3.03%
250 1 Year 2.42%
750 3 Years 2.42%
1,250 5 Years 2.61%
2,500 10 Years 2.52%
5,000 20 Years 2.78%
12,500 50 Years 2.50%
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 4.52. Further, an Excess 峰度 of 35.72 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -3.27%00.00%0.00%
-3.27% to -1.87%00.00%0.00%
-1.87% to -0.48%00.00%0.00%
-0.48% to 0.92%133210.06%10.06%
0.92% to 2.32%723854.67%64.73%
2.32% to 3.72%306023.11%87.84%
3.72% to 5.12%9176.93%94.77%
5.12% to 6.51%3372.55%97.31%
6.51% to 7.91%1601.21%98.52%
Greater than 7.91%1961.48%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.46%4.18% 90.33%68.27%
±2σ -1.41%6.05% 96.74%95.45%
±3σ -3.27%7.91% 98.52%99.73%
Descriptive Statistics
均值2.320%
Standard Error0.016%
中位数1.897%
Mode2.128%
Standard Deviation1.864%
Sample Variance3.475%
峰度35.72
偏度4.52
Range29.182%
Minimum0.216%
Maximum29.398%
Count13240
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.320% 13240 100.00% 2.320%
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 0.33. Further, an Excess 峰度 of 13.10 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.32%910.69%0.69%
-5.32% to -3.99%1070.81%1.50%
-3.99% to -2.66%3842.90%4.40%
-2.66% to -1.33%147311.13%15.52%
-1.33% to -0.00%400530.25%45.77%
-0.00% to 1.33%513238.76%84.53%
1.33% to 2.65%140010.57%95.11%
2.65% to 3.98%4213.18%98.29%
3.98% to 5.31%1230.93%99.21%
Greater than 5.31%1040.79%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.77%1.77% 79.20%68.27%
±2σ -3.55%3.54% 95.52%95.45%
±3σ -5.32%5.31% 98.53%99.73%
Descriptive Statistics
均值-0.003%
Standard Error0.015%
中位数0.000%
Mode0.000%
Standard Deviation1.772%
Sample Variance3.140%
峰度13.10
偏度0.33
Range38.597%
Minimum-17.276%
Maximum21.321%
Count13240
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.327% 5839 44.10% 0.585%
负向 -1.284% 6060 45.77% -0.588%
Zero 0.000% 1341 10.13% 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 0.56. Further, an Excess 峰度 of 9.45 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -12.81%220.78%0.78%
-12.81% to -9.53%270.96%1.74%
-9.53% to -6.24%842.99%4.73%
-6.24% to -2.96%31611.24%15.97%
-2.96% to 0.32%98635.06%51.03%
0.32% to 3.60%93633.29%84.32%
3.60% to 6.88%30710.92%95.23%
6.88% to 10.17%832.95%98.19%
10.17% to 13.45%281.00%99.18%
Greater than 13.45%230.82%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.06%4.70% 79.62%68.27%
±2σ -8.43%9.07% 95.38%95.45%
±3σ -12.81%13.45% 98.40%99.73%
Descriptive Statistics
均值0.321%
Standard Error0.083%
中位数0.188%
Mode0.000%
Standard Deviation4.376%
Sample Variance19.152%
峰度9.45
偏度0.56
Range69.526%
Minimum-30.013%
Maximum39.513%
Count2812
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 3.200% 1445 51.39% 1.644%
负向 -2.983% 1248 44.38% -1.324%
Zero 0.000% 119 4.23% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 6.58%
12 1 Quarter 7.44%
52 1 Year 5.71%
156 3 Years 5.74%
260 5 Years 6.19%
520 10 Years 5.94%
1,040 20 Years 6.39%
2,600 50 Years 5.78%
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 4.44. Further, an Excess 峰度 of 33.88 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -8.19%00.00%0.00%
-8.19% to -4.69%00.00%0.00%
-4.69% to -1.18%00.00%0.00%
-1.18% to 2.32%28810.24%10.24%
2.32% to 5.83%153654.60%64.84%
5.83% to 9.33%64723.00%87.84%
9.33% to 12.84%1906.75%94.60%
12.84% to 16.34%822.92%97.51%
16.34% to 19.84%230.82%98.33%
Greater than 19.84%471.67%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.15%10.50% 90.40%68.27%
±2σ -3.52%15.17% 96.84%95.45%
±3σ -8.19%19.84% 98.33%99.73%
Descriptive Statistics
均值5.826%
Standard Error0.088%
中位数4.690%
Mode5.556%
Standard Deviation4.673%
Sample Variance21.834%
峰度33.88
偏度4.44
Range70.272%
Minimum0.670%
Maximum70.942%
Count2813
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.826% 2813 100.00% 5.826%
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 0.66. Further, an Excess 峰度 of 8.14 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -12.67%150.53%0.53%
-12.67% to -9.51%220.78%1.32%
-9.51% to -6.34%782.77%4.09%
-6.34% to -3.18%33311.84%15.93%
-3.18% to -0.02%95033.77%49.70%
-0.02% to 3.15%98234.91%84.61%
3.15% to 6.31%2789.88%94.49%
6.31% to 9.47%903.20%97.69%
9.47% to 12.64%381.35%99.04%
Greater than 12.64%270.96%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.23%4.20% 79.99%68.27%
±2σ -8.45%8.42% 95.27%95.45%
±3σ -12.67%12.64% 98.51%99.73%
Descriptive Statistics
均值-0.016%
Standard Error0.080%
中位数0.000%
Mode0.000%
Standard Deviation4.218%
Sample Variance17.788%
峰度8.14
偏度0.66
Range58.180%
Minimum-25.995%
Maximum32.185%
Count2813
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 3.083% 1293 45.97% 1.417%
负向 -2.883% 1398 49.70% -1.433%
Zero 0.000% 122 4.34% 0.000%
收盘-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 3.34 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -23.21%30.46%0.46%
-23.21% to -17.08%40.62%1.08%
-17.08% to -10.95%243.72%4.80%
-10.95% to -4.82%8713.47%18.27%
-4.82% to 1.31%21132.66%50.93%
1.31% to 7.43%20331.42%82.35%
7.43% to 13.56%7711.92%94.27%
13.56% to 19.69%203.10%97.37%
19.69% to 25.82%121.86%99.23%
Greater than 25.82%50.77%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -6.86%9.48% 75.85%68.27%
±2σ -15.04%17.65% 94.89%95.45%
±3σ -23.21%25.82% 98.76%99.73%
Descriptive Statistics
均值1.306%
Standard Error0.321%
中位数1.131%
Mode0.000%
Standard Deviation8.171%
Sample Variance66.760%
峰度3.34
偏度0.29
Range77.682%
Minimum-35.889%
Maximum41.793%
Count646
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 6.266% 371 57.43% 3.599%
负向 -5.589% 265 41.02% -2.293%
Zero 0.000% 10 1.55% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 12.92%
12 1 Year 11.09%
36 3 Years 12.21%
60 5 Years 13.00%
120 10 Years 12.96%
240 20 Years 13.39%
600 50 Years 12.19%
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 5.49. Further, an Excess 峰度 of 44.80 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -20.73%00.00%0.00%
-20.73% to -12.22%00.00%0.00%
-12.22% to -3.71%00.00%0.00%
-3.71% to 4.79%487.42%7.42%
4.79% to 13.30%36556.41%63.83%
13.30% to 21.80%16926.12%89.95%
21.80% to 30.31%426.49%96.45%
30.31% to 38.82%91.39%97.84%
38.82% to 47.32%30.46%98.30%
Greater than 47.32%111.70%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.96%24.64% 93.20%68.27%
±2σ -9.39%35.98% 97.68%95.45%
±3σ -20.73%47.32% 98.30%99.73%
Descriptive Statistics
均值13.298%
Standard Error0.446%
中位数10.850%
Mode7.447%
Standard Deviation11.342%
Sample Variance128.648%
峰度44.80
偏度5.49
Range123.590%
Minimum2.948%
Maximum126.538%
Count647
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 13.298% 647 100.00% 13.298%
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 1.07. Further, an Excess 峰度 of 6.87 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -25.14%20.31%0.31%
-25.14% to -18.94%71.08%1.39%
-18.94% to -12.75%203.09%4.48%
-12.75% to -6.55%8713.45%17.93%
-6.55% to -0.36%22034.00%51.93%
-0.36% to 5.84%20331.38%83.31%
5.84% to 12.03%7211.13%94.44%
12.03% to 18.23%223.40%97.84%
18.23% to 24.42%101.55%99.38%
Greater than 24.42%40.62%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -8.62%7.90% 76.66%68.27%
±2σ -16.88%16.16% 95.05%95.45%
±3σ -25.14%24.42% 99.07%99.73%
Descriptive Statistics
均值-0.358%
Standard Error0.325%
中位数-0.675%
Mode0.000%
Standard Deviation8.260%
Sample Variance68.221%
峰度6.87
偏度1.07
Range85.826%
Minimum-31.434%
Maximum54.392%
Count647
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 6.284% 278 42.97% 2.700%
负向 -5.637% 351 54.25% -3.058%
Zero 0.000% 18 2.78% 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 2.75 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -35.16%31.40%1.40%
-35.16% to -25.44%00.00%1.40%
-25.44% to -15.71%62.79%4.19%
-15.71% to -5.99%2913.49%17.67%
-5.99% to 3.74%7836.28%53.95%
3.74% to 13.46%5927.44%81.40%
13.46% to 23.19%2612.09%93.49%
23.19% to 32.91%94.19%97.67%
32.91% to 42.64%20.93%98.60%
Greater than 42.64%31.40%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -9.23%16.70% 74.88%68.27%
±2σ -22.20%29.67% 95.81%95.45%
±3σ -35.17%42.64% 97.21%99.73%
Descriptive Statistics
均值3.736%
Standard Error0.884%
中位数2.894%
Mode-4.752%
Standard Deviation12.967%
Sample Variance168.151%
峰度2.75
偏度0.28
Range95.198%
Minimum-43.951%
Maximum51.247%
Count215
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 10.687% 135 62.79% 6.710%
负向 -7.994% 80 37.21% -2.974%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 19.29%
12 3 Years 22.82%
20 5 Years 22.38%
40 10 Years 23.50%
80 20 Years 22.46%
200 50 Years 20.62%
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 4.59. Further, an Excess 峰度 of 29.95 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -34.23%00.00%0.00%
-34.23% to -19.64%00.00%0.00%
-19.64% to -5.06%00.00%0.00%
-5.06% to 9.52%177.87%7.87%
9.52% to 24.10%12658.33%66.20%
24.10% to 38.69%5023.15%89.35%
38.69% to 53.27%146.48%95.83%
53.27% to 67.85%41.85%97.69%
67.85% to 82.43%10.46%98.15%
Greater than 82.43%41.85%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 4.66%43.55% 92.13%68.27%
±2σ -14.78%62.99% 97.22%95.45%
±3σ -34.23%82.43% 98.15%99.73%
Descriptive Statistics
均值24.104%
Standard Error1.323%
中位数19.598%
Mode14.692%
Standard Deviation19.443%
Sample Variance378.027%
峰度29.95
偏度4.59
Range175.793%
Minimum5.874%
Maximum181.667%
Count216
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 24.104% 216 100.00% 24.104%
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 1.95. Further, an Excess 峰度 of 9.65 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -41.80%00.00%0.00%
-41.80% to -31.69%10.46%0.46%
-31.69% to -21.57%41.85%2.31%
-21.57% to -11.46%3415.74%18.06%
-11.46% to -1.35%7735.65%53.70%
-1.35% to 8.76%6731.02%84.72%
8.76% to 18.88%2511.57%96.30%
18.88% to 28.99%41.85%98.15%
28.99% to 39.10%10.46%98.61%
Greater than 39.10%31.39%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -14.83%12.13% 80.09%68.27%
±2σ -28.32%25.62% 95.83%95.45%
±3σ -41.80%39.10% 98.61%99.73%
Descriptive Statistics
均值-1.349%
Standard Error0.917%
中位数-2.029%
Mode-15.166%
Standard Deviation13.484%
Sample Variance181.810%
峰度9.65
偏度1.95
Range113.838%
Minimum-33.097%
Maximum80.741%
Count216
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 9.928% 86 39.81% 3.953%
负向 -8.947% 128 59.26% -5.302%
Zero 0.000% 2 0.93% 0.000%