WH 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	2.26%	2.50%	1.86%	2.62%	2.16%	2.43%	84.04	87.76	82.25	89.67
周度	4.81%	7.29%	5.08%	5.96%	4.76%	5.35%	81.89	90.06	78.08	94.45
月度	8.97%	27.07%	10.16%	12.64%	9.90%	11.14%	77.78	94.82	70.45	104.69
季度	14.05%	53.40%	15.54%	21.38%	17.16%	19.30%	72.34	101.95	60.94	121.03
Annual	—	—	—	—	34.31%	38.60%	60.94	121.03	43.24	170.57
Option Time Horizon	—	—	—	—	13.07%	14.71%	75.35	97.88	66.12	111.55

Calculation Notes: Computed at 2026-04-26T02:46 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $85.88 | Strike (K): $90.00 (first OTM call ≥ spot) | Observed Mid-价格: $2.9000 (Bid $2.4000 / Ask $3.4000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 1.90% | Binomial IV (Annual): 34.31% (CRR binomial tree, American, n=20 steps) | BS IV: 34.42% (European Black-Scholes) | Yahoo IV (Annual): 38.60% → 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
2026-03-20	$0.4300
2025-12-15	$0.4100
2025-09-15	$0.4100
2025-06-13	$0.4100
2025-03-17	$0.4100
2024-12-13	$0.3800
2024-09-13	$0.3800
2024-06-14	$0.3800
2024-03-14	$0.3800
2023-12-12	$0.3500
2023-09-12	$0.3500
2023-06-13	$0.3500
2023-03-14	$0.3500
2022-12-13	$0.3200
2022-09-13	$0.3200
2022-06-14	$0.3200
2022-03-18	$0.3200
2021-12-14	$0.3200
2021-09-14	$0.2400
2021-06-15	$0.1600
2021-03-16	$0.1600
2020-12-14	$0.0800
2020-09-14	$0.0800
2020-06-12	$0.0800
2020-03-12	$0.3200
2019-12-12	$0.2900
2019-09-12	$0.2900
2019-06-13	$0.2900
2019-03-14	$0.2900
2018-12-13	$0.2500
2018-09-13	$0.2500
2018-06-14	$0.2500

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.08. Further, an Excess 峰度 of 13.61 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -6.73%	11	0.55%	0.55%
-6.73% to -5.04%	15	0.75%	1.31%
-5.04% to -3.34%	53	2.66%	3.97%
-3.34% to -1.65%	216	10.85%	14.82%
-1.65% to 0.05%	740	37.17%	51.98%
0.05% to 1.74%	646	32.45%	84.43%
1.74% to 3.44%	222	11.15%	95.58%
3.44% to 5.13%	62	3.11%	98.69%
5.13% to 6.83%	9	0.45%	99.15%
Greater than 6.83%	17	0.85%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.21%	2.31%	80.66%	68.27%
±2σ	-4.47%	4.57%	95.98%	95.45%
±3σ	-6.73%	6.83%	98.59%	99.73%

Descriptive Statistics

均值	0.049%
Standard Error	0.051%
中位数	-0.012%
Mode	0.000%
Standard Deviation	2.260%
Sample Variance	5.107%
峰度	13.61
偏度	-0.08
Range	39.698%
Minimum	-21.403%
Maximum	18.295%
Count	1991

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.586%	977	49.07%	0.778%
负向	-1.457%	996	50.02%	-0.729%
Zero	0.000%	18	0.90%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	2.57%
20	1 Month	2.91%
60	1 Quarter	3.33%
250	1 Year	2.84%
750	3 Years	2.47%
1,250	5 Years	2.62%
2,500	10 Years	2.96%
5,000	20 Years	2.96%
12,500	50 Years	2.96%

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 13.26. Further, an Excess 峰度 of 319.82 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -4.67%	0	0.00%	0.00%
-4.67% to -2.79%	0	0.00%	0.00%
-2.79% to -0.92%	0	0.00%	0.00%
-0.92% to 0.96%	32	1.61%	1.61%
0.96% to 2.83%	1279	64.21%	65.81%
2.83% to 4.71%	503	25.25%	91.06%
4.71% to 6.58%	104	5.22%	96.29%
6.58% to 8.45%	42	2.11%	98.39%
8.45% to 10.33%	12	0.60%	99.00%
Greater than 10.33%	20	1.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.33%	5.33%	93.57%	68.27%
±2σ	-2.17%	7.83%	97.89%	95.45%
±3σ	-4.67%	10.33%	99.00%	99.73%

Descriptive Statistics

均值	2.831%
Standard Error	0.056%
中位数	2.316%
Mode	1.935%
Standard Deviation	2.499%
Sample Variance	6.244%
峰度	319.82
偏度	13.26
Range	71.992%
Minimum	0.560%
Maximum	72.552%
Count	1992

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.831%	1992	100.00%	2.831%
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 0.71. Further, an Excess 峰度 of 7.61 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -5.54%	6	0.30%	0.30%
-5.54% to -4.15%	21	1.05%	1.36%
-4.15% to -2.75%	65	3.26%	4.62%
-2.75% to -1.35%	280	14.06%	18.67%
-1.35% to 0.04%	634	31.83%	50.50%
0.04% to 1.44%	648	32.53%	83.03%
1.44% to 2.84%	242	12.15%	95.18%
2.84% to 4.23%	55	2.76%	97.94%
4.23% to 5.63%	26	1.31%	99.25%
Greater than 5.63%	15	0.75%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.82%	1.91%	76.91%	68.27%
±2σ	-3.68%	3.77%	95.28%	95.45%
±3σ	-5.54%	5.63%	98.95%	99.73%

Descriptive Statistics

均值	0.043%
Standard Error	0.042%
中位数	0.033%
Mode	0.000%
Standard Deviation	1.862%
Sample Variance	3.467%
峰度	7.61
偏度	0.71
Range	26.775%
Minimum	-11.462%
Maximum	15.313%
Count	1992

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.330%	1008	50.60%	0.673%
负向	-1.286%	976	49.00%	-0.630%
Zero	0.000%	8	0.40%	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 6.98 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -14.19%	3	0.72%	0.72%
-14.19% to -10.58%	8	1.93%	2.66%
-10.58% to -6.98%	7	1.69%	4.35%
-6.98% to -3.37%	47	11.35%	15.70%
-3.37% to 0.23%	136	32.85%	48.55%
0.23% to 3.83%	146	35.27%	83.82%
3.83% to 7.44%	46	11.11%	94.93%
7.44% to 11.04%	16	3.86%	98.79%
11.04% to 14.65%	3	0.72%	99.52%
Greater than 14.65%	2	0.48%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.58%	5.04%	77.05%	68.27%
±2σ	-9.38%	9.84%	95.65%	95.45%
±3σ	-14.19%	14.65%	98.79%	99.73%

Descriptive Statistics

均值	0.230%
Standard Error	0.236%
中位数	0.327%
Mode	-0.868%
Standard Deviation	4.806%
Sample Variance	23.095%
峰度	6.98
偏度	-0.34
Range	57.447%
Minimum	-29.680%
Maximum	27.767%
Count	414

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.218%	228	55.07%	1.772%
负向	-3.432%	186	44.93%	-1.542%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	6.08%
12	1 Quarter	7.45%
52	1 Year	6.39%
156	3 Years	5.55%
260	5 Years	5.96%
520	10 Years	6.78%
1,040	20 Years	6.78%
2,600	50 Years	6.78%

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 9.41. Further, an Excess 峰度 of 127.79 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -14.70%	0	0.00%	0.00%
-14.70% to -9.23%	0	0.00%	0.00%
-9.23% to -3.77%	0	0.00%	0.00%
-3.77% to 1.70%	0	0.00%	0.00%
1.70% to 7.17%	282	67.95%	67.95%
7.17% to 12.64%	99	23.86%	91.81%
12.64% to 18.11%	21	5.06%	96.87%
18.11% to 23.58%	7	1.69%	98.55%
23.58% to 29.05%	2	0.48%	99.04%
Greater than 29.05%	4	0.96%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-0.12%	14.46%	93.98%	68.27%
±2σ	-7.41%	21.75%	98.07%	95.45%
±3σ	-14.70%	29.05%	99.04%	99.73%

Descriptive Statistics

均值	7.172%
Standard Error	0.358%
中位数	5.727%
Mode	2.951%
Standard Deviation	7.291%
Sample Variance	53.160%
峰度	127.79
偏度	9.41
Range	114.867%
Minimum	1.823%
Maximum	116.690%
Count	415

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.172%	415	100.00%	7.172%
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 2.59. Further, an Excess 峰度 of 21.35 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -14.98%	0	0.00%	0.00%
-14.98% to -11.17%	5	1.20%	1.20%
-11.17% to -7.36%	11	2.65%	3.86%
-7.36% to -3.55%	52	12.53%	16.39%
-3.55% to 0.26%	158	38.07%	54.46%
0.26% to 4.07%	128	30.84%	85.30%
4.07% to 7.88%	40	9.64%	94.94%
7.88% to 11.69%	12	2.89%	97.83%
11.69% to 15.50%	6	1.45%	99.28%
Greater than 15.50%	3	0.72%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.82%	5.34%	80.00%	68.27%
±2σ	-9.90%	10.42%	96.14%	95.45%
±3σ	-14.98%	15.50%	99.28%	99.73%

Descriptive Statistics

均值	0.261%
Standard Error	0.249%
中位数	-0.013%
Mode	-5.715%
Standard Deviation	5.080%
Sample Variance	25.806%
峰度	21.35
偏度	2.59
Range	63.001%
Minimum	-14.239%
Maximum	48.762%
Count	415

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	3.569%	207	49.88%	1.780%
负向	-3.032%	208	50.12%	-1.520%
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 -0.37. Further, an Excess 峰度 of 3.31 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -25.97%	1	1.05%	1.05%
-25.97% to -19.24%	0	0.00%	1.05%
-19.24% to -12.52%	2	2.11%	3.16%
-12.52% to -5.79%	15	15.79%	18.95%
-5.79% to 0.94%	32	33.68%	52.63%
0.94% to 7.67%	29	30.53%	83.16%
7.67% to 14.40%	11	11.58%	94.74%
14.40% to 21.13%	2	2.11%	96.84%
21.13% to 27.86%	3	3.16%	100.00%
Greater than 27.86%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.03%	9.91%	75.79%	68.27%
±2σ	-17.00%	18.89%	93.68%	95.45%
±3σ	-25.97%	27.86%	98.95%	99.73%

Descriptive Statistics

均值	0.943%
Standard Error	0.920%
中位数	0.709%
Mode	-37.656%
Standard Deviation	8.972%
Sample Variance	80.493%
峰度	3.31
偏度	-0.37
Range	61.421%
Minimum	-37.656%
Maximum	23.765%
Count	95

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.090%	50	52.63%	3.732%
负向	-5.887%	45	47.37%	-2.789%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	15.68%
12	1 Year	12.85%
36	3 Years	11.79%
60	5 Years	12.64%
120	10 Years	14.74%
240	20 Years	14.74%
600	50 Years	14.74%

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 8.37. Further, an Excess 峰度 of 76.52 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -63.40%	0	0.00%	0.00%
-63.40% to -43.09%	0	0.00%	0.00%
-43.09% to -22.79%	0	0.00%	0.00%
-22.79% to -2.49%	0	0.00%	0.00%
-2.49% to 17.81%	73	76.04%	76.04%
17.81% to 38.12%	19	19.79%	95.83%
38.12% to 58.42%	2	2.08%	97.92%
58.42% to 78.72%	1	1.04%	98.96%
78.72% to 99.02%	0	0.00%	98.96%
Greater than 99.02%	1	1.04%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.26%	44.88%	96.88%	68.27%
±2σ	-36.33%	71.95%	98.96%	95.45%
±3σ	-63.40%	99.02%	98.96%	99.73%

Descriptive Statistics

均值	17.814%
Standard Error	2.763%
中位数	13.292%
Mode	4.809%
Standard Deviation	27.070%
Sample Variance	732.791%
峰度	76.52
偏度	8.37
Range	261.398%
Minimum	4.809%
Maximum	266.207%
Count	96

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	17.814%	96	100.00%	17.814%
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 2.18. Further, an Excess 峰度 of 13.12 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -30.34%	0	0.00%	0.00%
-30.34% to -22.71%	0	0.00%	0.00%
-22.71% to -15.09%	5	5.21%	5.21%
-15.09% to -7.47%	9	9.38%	14.58%
-7.47% to 0.15%	38	39.58%	54.17%
0.15% to 7.78%	29	30.21%	84.38%
7.78% to 15.40%	12	12.50%	96.88%
15.40% to 23.02%	2	2.08%	98.96%
23.02% to 30.64%	0	0.00%	98.96%
Greater than 30.64%	1	1.04%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-10.01%	10.32%	82.29%	68.27%
±2σ	-20.17%	20.48%	95.83%	95.45%
±3σ	-30.34%	30.64%	98.96%	99.73%

Descriptive Statistics

均值	0.154%
Standard Error	1.037%
中位数	-0.216%
Mode	-21.718%
Standard Deviation	10.163%
Sample Variance	103.286%
峰度	13.12
偏度	2.18
Range	83.064%
Minimum	-21.718%
Maximum	61.346%
Count	96

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.296%	45	46.88%	3.420%
负向	-6.147%	51	53.12%	-3.266%
Zero	0.000%	0	0.00%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Left Skewed (负向 Asymmetry) with a 偏度 factor of -0.50. Further, an Excess 峰度 of 0.13 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -39.47%	0	0.00%	0.00%
-39.47% to -28.93%	1	3.23%	3.23%
-28.93% to -18.39%	2	6.45%	9.68%
-18.39% to -7.84%	3	9.68%	19.35%
-7.84% to 2.70%	10	32.26%	51.61%
2.70% to 13.24%	6	19.35%	70.97%
13.24% to 23.78%	7	22.58%	93.55%
23.78% to 34.32%	2	6.45%	100.00%
34.32% to 44.86%	0	0.00%	100.00%
Greater than 44.86%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.36%	16.75%	58.06%	68.27%
±2σ	-25.41%	30.81%	96.77%	95.45%
±3σ	-39.47%	44.86%	100.00%	99.73%

Descriptive Statistics

均值	2.696%
Standard Error	2.524%
中位数	2.535%
Mode	-33.507%
Standard Deviation	14.055%
Sample Variance	197.530%
峰度	0.13
偏度	-0.50
Range	59.473%
Minimum	-33.507%
Maximum	25.966%
Count	31

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	11.278%	19	61.29%	6.912%
负向	-10.892%	12	38.71%	-4.216%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	21.18%
12	3 Years	20.98%
20	5 Years	21.38%
40	10 Years	25.02%
80	20 Years	25.02%
200	50 Years	25.02%

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 5.32. Further, an Excess 峰度 of 29.27 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -125.19%	0	0.00%	0.00%
-125.19% to -85.15%	0	0.00%	0.00%
-85.15% to -45.10%	0	0.00%	0.00%
-45.10% to -5.05%	0	0.00%	0.00%
-5.05% to 34.99%	26	81.25%	81.25%
34.99% to 75.04%	5	15.62%	96.88%
75.04% to 115.09%	0	0.00%	96.88%
115.09% to 155.13%	0	0.00%	96.88%
155.13% to 195.18%	0	0.00%	96.88%
Greater than 195.18%	1	3.12%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-18.40%	88.39%	96.88%	68.27%
±2σ	-71.80%	141.78%	96.88%	95.45%
±3σ	-125.19%	195.18%	96.88%	99.73%

Descriptive Statistics

均值	34.993%
Standard Error	9.439%
中位数	22.657%
Mode	14.500%
Standard Deviation	53.395%
Sample Variance	2851.052%
峰度	29.27
偏度	5.32
Range	307.259%
Minimum	14.500%
Maximum	321.759%
Count	32

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	34.993%	32	100.00%	34.993%
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 1.32. Further, an Excess 峰度 of 2.67 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -46.48%	0	0.00%	0.00%
-46.48% to -34.82%	0	0.00%	0.00%
-34.82% to -23.16%	0	0.00%	0.00%
-23.16% to -11.51%	9	28.12%	28.12%
-11.51% to 0.14%	9	28.12%	56.25%
0.14% to 11.80%	7	21.88%	78.12%
11.80% to 23.45%	5	15.62%	93.75%
23.45% to 35.11%	1	3.12%	96.88%
35.11% to 46.77%	0	0.00%	96.88%
Greater than 46.77%	1	3.12%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-15.39%	15.68%	75.00%	68.27%
±2σ	-30.93%	31.22%	96.88%	95.45%
±3σ	-46.47%	46.77%	96.88%	99.73%

Descriptive Statistics

均值	0.145%
Standard Error	2.747%
中位数	-1.789%
Mode	-19.649%
Standard Deviation	15.540%
Sample Variance	241.490%
峰度	2.67
偏度	1.32
Range	71.625%
Minimum	-19.649%
Maximum	51.976%
Count	32

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	13.155%	14	43.75%	5.755%
负向	-9.974%	18	56.25%	-5.610%
Zero	0.000%	0	0.00%	0.000%

WH 深度分析报告