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WMT 深度分析报告

Walmart Inc. | 分类： Equity Mega Cap | 年化股息率： 0.71% ($0.94) | 最后更新: 2026-04-26 | 数据区间: 1972-08-01 → 2026-04-01 (645 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 1.86% 1.52% 1.57% 1.76% 1.90% 1.99% 127.47 132.42 125.07 134.96
周度 4.19% 3.84% 4.00% 4.10% 4.19% 4.38% 124.59 135.48 119.47 141.28
月度 8.47% 8.34% 8.06% 8.98% 8.72% 9.11% 119.07 141.76 109.12 154.69
季度 12.83% 15.10% 12.08% 15.58% 15.11% 15.78% 111.70 151.11 96.03 175.77
Annual — — — — 30.22% 31.56% 96.03 175.77 70.98 237.79
Option Time Horizon — — — — 11.52% 12.02% 115.79 145.78 103.19 163.57
Calculation Notes: Computed at 2026-04-26T02:44 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $129.92  |  Strike (K): $130.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $6.1250 (Bid $6.0000 / Ask $6.2500)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 0.71%  |  Binomial IV (Annual): 30.22% (CRR binomial tree, American, n=20 steps)  |  BS IV: 29.88% (European Black-Scholes)  |  Yahoo IV (Annual): 31.56% → 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
2026-03-20 $0.2480
2025-12-12 $0.2350
2025-08-15 $0.2350
2025-05-09 $0.2350
2025-03-21 $0.2350
2024-12-13 $0.2080
2024-08-16 $0.2080
2024-05-09 $0.2080
2024-03-14 $0.2080
2023-12-07 $0.1900
2023-08-10 $0.1900
2023-05-04 $0.1900
2023-03-16 $0.1900
2022-12-08 $0.1867
2022-08-11 $0.1867
2022-05-05 $0.1867
2022-03-17 $0.1867
2021-12-09 $0.1833
2021-08-12 $0.1833
2021-05-06 $0.1833
2021-03-18 $0.1833
2020-12-10 $0.1800
2020-08-13 $0.1800
2020-05-07 $0.1800
2020-03-19 $0.1800
2019-12-05 $0.1767
2019-08-08 $0.1767
2019-05-09 $0.1767
2019-03-14 $0.1767
2018-12-06 $0.1733
2018-08-09 $0.1733
2018-05-10 $0.1733
2018-03-08 $0.1733
2017-12-07 $0.1700
2017-08-09 $0.1700
2017-05-10 $0.1700
2017-03-08 $0.1700
2016-12-07 $0.1667
2016-08-10 $0.1667
2016-05-11 $0.1667
2016-03-09 $0.1667
2015-12-02 $0.1633
2015-08-05 $0.1633
2015-05-06 $0.1633
2015-03-11 $0.1633
2014-12-03 $0.1600
2014-08-06 $0.1600
2014-05-07 $0.1600
2014-03-07 $0.1600
2013-12-04 $0.1567
2013-08-07 $0.1567
2013-05-08 $0.1567
2013-03-08 $0.1567
2012-12-05 $0.1327
2012-08-08 $0.1327
2012-05-09 $0.1327
2012-03-08 $0.1327
2011-12-07 $0.1217
2011-08-10 $0.1217
2011-05-11 $0.1217
2011-03-09 $0.1217
2010-12-08 $0.1010
2010-08-11 $0.1010
2010-05-12 $0.1010
2010-03-10 $0.1010
2009-12-09 $0.0910
2009-08-12 $0.0910
2009-05-13 $0.0910
2009-03-11 $0.0910
2008-12-11 $0.0793
2008-08-13 $0.0793
2008-05-14 $0.0793
2008-03-12 $0.0793
2007-12-12 $0.0733
2007-08-15 $0.0733
2007-05-16 $0.0733
2007-03-14 $0.0733
2006-12-13 $0.0560
2006-08-16 $0.0560
2006-05-17 $0.0560
2006-03-15 $0.0560
2005-12-14 $0.0500
2005-08-17 $0.0500
2005-05-18 $0.0500
2005-03-16 $0.0500
2004-12-15 $0.0433
2004-08-18 $0.0433
2004-05-19 $0.0433
2004-03-17 $0.0433
2003-12-17 $0.0300
2003-10-02 $0.0300
2003-06-18 $0.0300
2003-03-19 $0.0300
2002-12-18 $0.0250
2002-09-18 $0.0250
2002-06-19 $0.0250
2002-03-20 $0.0250
2001-12-19 $0.0233
2001-09-19 $0.0233
2001-06-20 $0.0233
2001-03-21 $0.0233
2000-12-20 $0.0200
2000-09-13 $0.0200
2000-06-14 $0.0200
2000-03-15 $0.0200
1999-12-15 $0.0167
1999-09-15 $0.0167
1999-06-16 $0.0167
1999-03-17 $0.0167
1998-12-09 $0.0130
1998-09-16 $0.0130
1998-06-17 $0.0130
1998-03-18 $0.0130
1997-12-17 $0.0113
1997-09-17 $0.0113
1997-06-18 $0.0113
1997-03-17 $0.0113
1996-12-11 $0.0087
1996-08-29 $0.0087
1996-06-13 $0.0087
1996-03-15 $0.0087
1995-11-29 $0.0083
1995-08-31 $0.0083
1995-06-08 $0.0083
1995-03-15 $0.0083
1994-11-29 $0.0070
1994-08-30 $0.0070
1994-06-07 $0.0070
1994-03-15 $0.0070
1993-11-26 $0.0053
1993-08-31 $0.0053
1993-06-08 $0.0053
1993-03-17 $0.0053
1992-12-04 $0.0043
1992-09-01 $0.0043
1992-06-09 $0.0043
1992-03-17 $0.0043
1991-12-05 $0.0035
1991-08-26 $0.0035
1991-06-11 $0.0035
1991-03-18 $0.0035
1990-12-04 $0.0029
1990-08-27 $0.0029
1990-06-11 $0.0029
1990-03-19 $0.0029
1989-12-05 $0.0023
1989-08-28 $0.0023
1989-06-12 $0.0023
1989-03-17 $0.0023
1988-12-05 $0.0017
1988-08-29 $0.0017
1988-06-13 $0.0017
1988-03-17 $0.0017
1987-12-07 $0.0013
1987-08-27 $0.0013
1987-06-15 $0.0013
1987-03-17 $0.0013
1986-12-05 $0.0009
1986-08-26 $0.0009
1986-06-16 $0.0009
1986-03-18 $0.0009
1985-12-06 $0.0007
1985-08-27 $0.0007
1985-06-17 $0.0007
1985-03-18 $0.0007
1984-12-07 $0.0005
1984-08-28 $0.0005
1984-06-15 $0.0005
1984-03-19 $0.0005
1983-12-06 $0.0004
1983-08-29 $0.0004
1983-06-14 $0.0004
1983-03-18 $0.0004
1982-12-07 $0.0002
1982-08-30 $0.0002
1982-06-15 $0.0002
1982-03-23 $0.0002
1981-10-05 $0.0011
1981-08-31 $0.0002
1981-06-16 $0.0002
1981-03-24 $0.0002
1980-12-23 $0.0003
1980-08-29 $0.0001
1980-06-16 $0.0001
1980-03-28 $0.0001
1979-12-10 $0.0001
1979-08-31 $0.0001
1979-06-25 $0.0001
1979-03-19 $0.0001
1978-12-08 $0.0001
1978-09-01 $0.0001
1978-06-19 $0.0001
1978-03-17 $0.0001
1977-11-23 $0.0001
1977-09-02 $0.0001
1977-06-20 $0.0001
1977-03-21 $0.0000
1976-12-08 $0.0000
1976-09-03 $0.0000
1976-06-21 $0.0000
1976-03-16 $0.0000
1975-12-05 $0.0000
1975-09-08 $0.0000
1975-06-23 $0.0000
1975-03-11 $0.0000
1974-09-10 $0.0000
1974-03-13 $0.0000
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 6.28 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.49%900.68%0.68%
-5.49% to -4.09%1170.88%1.56%
-4.09% to -2.70%4443.35%4.91%
-2.70% to -1.30%154911.68%16.60%
-1.30% to 0.09%477035.98%52.58%
0.09% to 1.48%413631.20%83.77%
1.48% to 2.88%143010.79%94.56%
2.88% to 4.27%4583.45%98.02%
4.27% to 5.66%1401.06%99.07%
Greater than 5.66%1230.93%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.77%1.95% 78.04%68.27%
±2σ -3.63%3.80% 94.98%95.45%
±3σ -5.49%5.66% 98.39%99.73%
Descriptive Statistics
均值0.088%
Standard Error0.016%
中位数0.000%
Mode0.000%
Standard Deviation1.858%
Sample Variance3.452%
峰度6.28
偏度0.23
Range34.579%
Minimum-16.825%
Maximum17.754%
Count13257
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.388% 6512 49.12% 0.682%
负向 -1.307% 6028 45.47% -0.594%
Zero 0.000% 717 5.41% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 1.75%
20 1 Month 2.15%
60 1 Quarter 2.43%
250 1 Year 1.96%
750 3 Years 1.73%
1,250 5 Years 1.76%
2,500 10 Years 1.73%
5,000 20 Years 1.71%
12,500 50 Years 2.24%
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 3.83. Further, an Excess 峰度 of 38.66 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -2.41%00.00%0.00%
-2.41% to -1.27%00.00%0.00%
-1.27% to -0.13%00.00%0.00%
-0.13% to 1.01%212116.00%16.00%
1.01% to 2.15%630047.52%63.52%
2.15% to 3.29%285221.51%85.03%
3.29% to 4.43%11288.51%93.54%
4.43% to 5.57%4483.38%96.92%
5.57% to 6.71%1831.38%98.30%
Greater than 6.71%2261.70%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.63%3.67% 86.30%68.27%
±2σ -0.89%5.19% 96.06%95.45%
±3σ -2.41%6.71% 98.30%99.73%
Descriptive Statistics
均值2.152%
Standard Error0.013%
中位数1.752%
Mode1.887%
Standard Deviation1.521%
Sample Variance2.313%
峰度38.66
偏度3.83
Range35.003%
Minimum0.224%
Maximum35.227%
Count13258
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.152% 13258 100.00% 2.152%
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 0.03. Further, an Excess 峰度 of 8.23 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.75%1130.85%0.85%
-4.75% to -3.57%1341.01%1.86%
-3.57% to -2.39%4533.42%5.28%
-2.39% to -1.21%142210.73%16.01%
-1.21% to -0.03%403730.45%46.45%
-0.03% to 1.14%498037.56%84.02%
1.14% to 2.32%145210.95%94.97%
2.32% to 3.50%4343.27%98.24%
3.50% to 4.68%1341.01%99.25%
Greater than 4.68%990.75%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.60%1.54% 78.07%68.27%
±2σ -3.18%3.11% 95.07%95.45%
±3σ -4.75%4.68% 98.40%99.73%
Descriptive Statistics
均值-0.034%
Standard Error0.014%
中位数0.000%
Mode0.000%
Standard Deviation1.571%
Sample Variance2.468%
峰度8.23
偏度0.03
Range34.134%
Minimum-17.371%
Maximum16.763%
Count13258
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.142% 6009 45.32% 0.518%
负向 -1.173% 6230 46.99% -0.551%
Zero 0.000% 1019 7.69% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.27. Further, an Excess 峰度 of 5.39 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -12.15%160.57%0.57%
-12.15% to -9.01%321.14%1.71%
-9.01% to -5.87%883.14%4.86%
-5.87% to -2.72%33812.08%16.93%
-2.72% to 0.42%96334.41%51.34%
0.42% to 3.56%90532.33%83.67%
3.56% to 6.71%29710.61%94.28%
6.71% to 9.85%1043.72%98.00%
9.85% to 13.00%341.21%99.21%
Greater than 13.00%220.79%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.77%4.61% 76.85%68.27%
±2σ -7.96%8.80% 94.78%95.45%
±3σ -12.16%13.00% 98.64%99.73%
Descriptive Statistics
均值0.421%
Standard Error0.079%
中位数0.340%
Mode0.000%
Standard Deviation4.192%
Sample Variance17.570%
峰度5.39
偏度0.27
Range55.700%
Minimum-23.566%
Maximum32.134%
Count2799
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 3.113% 1511 53.98% 1.681%
负向 -2.880% 1224 43.73% -1.259%
Zero 0.000% 64 2.29% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 4.87%
12 1 Quarter 5.57%
52 1 Year 4.68%
156 3 Years 4.05%
260 5 Years 4.10%
520 10 Years 4.03%
1,040 20 Years 3.88%
2,600 50 Years 5.25%
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 3.15. Further, an Excess 峰度 of 23.00 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.97%00.00%0.00%
-5.97% to -3.09%00.00%0.00%
-3.09% to -0.21%00.00%0.00%
-0.21% to 2.67%47416.93%16.93%
2.67% to 5.55%130746.68%63.61%
5.55% to 8.43%60221.50%85.11%
8.43% to 11.31%2217.89%93.00%
11.31% to 14.19%1083.86%96.86%
14.19% to 17.07%341.21%98.07%
Greater than 17.07%541.93%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.71%9.39% 85.11%68.27%
±2σ -2.13%13.23% 95.86%95.45%
±3σ -5.97%17.07% 98.07%99.73%
Descriptive Statistics
均值5.550%
Standard Error0.073%
中位数4.474%
Mode4.762%
Standard Deviation3.841%
Sample Variance14.753%
峰度23.00
偏度3.15
Range61.286%
Minimum0.646%
Maximum61.932%
Count2800
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.550% 2800 100.00% 5.550%
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 0.63. Further, an Excess 峰度 of 6.52 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -12.20%150.54%0.54%
-12.20% to -9.20%321.14%1.68%
-9.20% to -6.20%983.50%5.18%
-6.20% to -3.20%32411.57%16.75%
-3.20% to -0.20%96234.36%51.11%
-0.20% to 2.80%90932.46%83.57%
2.80% to 5.79%31711.32%94.89%
5.79% to 8.79%802.86%97.75%
8.79% to 11.79%381.36%99.11%
Greater than 11.79%250.89%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.20%3.80% 77.29%68.27%
±2σ -8.20%7.79% 95.00%95.45%
±3σ -12.20%11.79% 98.57%99.73%
Descriptive Statistics
均值-0.203%
Standard Error0.076%
中位数-0.277%
Mode0.000%
Standard Deviation3.998%
Sample Variance15.988%
峰度6.52
偏度0.63
Range54.687%
Minimum-22.293%
Maximum32.394%
Count2800
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.942% 1230 43.93% 1.292%
负向 -2.792% 1499 53.54% -1.495%
Zero 0.000% 71 2.54% 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 0.99. Further, an Excess 峰度 of 7.96 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -23.61%40.62%0.62%
-23.61% to -17.25%30.47%1.09%
-17.25% to -10.90%253.88%4.97%
-10.90% to -4.55%8012.42%17.39%
-4.55% to 1.81%22835.40%52.80%
1.81% to 8.16%19530.28%83.07%
8.16% to 14.51%7912.27%95.34%
14.51% to 20.87%213.26%98.60%
20.87% to 27.22%40.62%99.22%
Greater than 27.22%50.78%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -6.66%10.28% 78.26%68.27%
±2σ -15.13%18.75% 96.12%95.45%
±3σ -23.61%27.22% 98.60%99.73%
Descriptive Statistics
均值1.807%
Standard Error0.334%
中位数1.381%
Mode0.000%
Standard Deviation8.471%
Sample Variance71.763%
峰度7.96
偏度0.99
Range92.183%
Minimum-33.505%
Maximum58.678%
Count644
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 6.564% 386 59.94% 3.934%
负向 -5.393% 254 39.44% -2.127%
Zero 0.000% 4 0.62% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 10.17%
12 1 Year 9.08%
36 3 Years 8.94%
60 5 Years 8.98%
120 10 Years 8.78%
240 20 Years 8.25%
600 50 Years 11.18%
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 3.08. Further, an Excess 峰度 of 16.32 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -12.34%00.00%0.00%
-12.34% to -6.09%00.00%0.00%
-6.09% to 0.17%00.00%0.00%
0.17% to 6.43%11417.67%17.67%
6.43% to 12.68%28844.65%62.33%
12.68% to 18.94%14522.48%84.81%
18.94% to 25.20%578.84%93.64%
25.20% to 31.45%223.41%97.05%
31.45% to 37.71%91.40%98.45%
Greater than 37.71%101.55%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 4.34%21.03% 86.05%68.27%
±2σ -4.00%29.37% 96.74%95.45%
±3σ -12.34%37.71% 98.45%99.73%
Descriptive Statistics
均值12.684%
Standard Error0.328%
中位数10.671%
Mode16.667%
Standard Deviation8.342%
Sample Variance69.591%
峰度16.32
偏度3.08
Range76.144%
Minimum2.665%
Maximum78.809%
Count645
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 12.684% 645 100.00% 12.684%
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 0.76. Further, an Excess 峰度 of 5.68 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%40.62%0.62%
-25.14% to -19.09%30.47%1.09%
-19.09% to -13.05%152.33%3.41%
-13.05% to -7.00%9414.57%17.98%
-7.00% to -0.96%21933.95%51.94%
-0.96% to 5.09%19730.54%82.48%
5.09% to 11.14%7311.32%93.80%
11.14% to 17.18%294.50%98.29%
17.18% to 23.23%50.78%99.07%
Greater than 23.23%60.93%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -9.02%7.11% 77.83%68.27%
±2σ -17.08%15.17% 95.66%95.45%
±3σ -25.14%23.23% 98.45%99.73%
Descriptive Statistics
均值-0.956%
Standard Error0.317%
中位数-1.276%
Mode0.000%
Standard Deviation8.062%
Sample Variance65.000%
峰度5.68
偏度0.76
Range84.969%
Minimum-36.979%
Maximum47.990%
Count645
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 6.003% 260 40.31% 2.420%
负向 -5.730% 380 58.91% -3.376%
Zero 0.000% 5 0.78% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.20. Further, an Excess 峰度 of 0.51 proves the distribution possesses Normal Tails (Mesokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -33.23%10.47%0.47%
-33.23% to -23.61%20.93%1.40%
-23.61% to -13.99%104.67%6.07%
-13.99% to -4.37%2813.08%19.16%
-4.37% to 5.25%6932.24%51.40%
5.25% to 14.87%5525.70%77.10%
14.87% to 24.49%3315.42%92.52%
24.49% to 34.11%136.07%98.60%
34.11% to 43.73%20.93%99.53%
Greater than 43.73%10.47%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -7.58%18.08% 71.50%68.27%
±2σ -20.41%30.91% 94.86%95.45%
±3σ -33.23%43.73% 99.07%99.73%
Descriptive Statistics
均值5.250%
Standard Error0.877%
中位数4.668%
Mode9.048%
Standard Deviation12.828%
Sample Variance164.563%
峰度0.51
偏度0.20
Range81.234%
Minimum-36.985%
Maximum44.249%
Count214
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 12.325% 137 64.02% 7.890%
负向 -7.336% 77 35.98% -2.640%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 15.06%
12 3 Years 16.43%
20 5 Years 15.58%
40 10 Years 15.51%
80 20 Years 14.52%
200 50 Years 20.35%
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 2.31. Further, an Excess 峰度 of 7.90 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -21.23%00.00%0.00%
-21.23% to -9.90%00.00%0.00%
-9.90% to 1.43%00.00%0.00%
1.43% to 12.75%4621.40%21.40%
12.75% to 24.08%8539.53%60.93%
24.08% to 35.40%5626.05%86.98%
35.40% to 46.73%136.05%93.02%
46.73% to 58.06%94.19%97.21%
58.06% to 69.38%10.47%97.67%
Greater than 69.38%52.33%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 8.98%39.18% 85.12%68.27%
±2σ -6.13%54.28% 95.81%95.45%
±3σ -21.23%69.38% 97.67%99.73%
Descriptive Statistics
均值24.078%
Standard Error1.030%
中位数20.706%
Mode13.475%
Standard Deviation15.102%
Sample Variance228.061%
峰度7.90
偏度2.31
Range101.643%
Minimum6.855%
Maximum108.498%
Count215
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 24.078% 215 100.00% 24.078%
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 0.83. Further, an Excess 峰度 of 2.65 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -39.43%00.00%0.00%
-39.43% to -30.37%10.47%0.47%
-30.37% to -21.31%83.72%4.19%
-21.31% to -12.24%4119.07%23.26%
-12.24% to -3.18%6128.37%51.63%
-3.18% to 5.88%6630.70%82.33%
5.88% to 14.94%2310.70%93.02%
14.94% to 24.00%115.12%98.14%
24.00% to 33.06%20.93%99.07%
Greater than 33.06%20.93%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -15.27%8.90% 73.02%68.27%
±2σ -27.35%20.98% 95.81%95.45%
±3σ -39.43%33.06% 99.07%99.73%
Descriptive Statistics
均值-3.184%
Standard Error0.824%
中位数-3.789%
Mode0.000%
Standard Deviation12.081%
Sample Variance145.954%
峰度2.65
偏度0.83
Range87.727%
Minimum-30.573%
Maximum57.154%
Count215
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 8.627% 80 37.21% 3.210%
负向 -10.337% 133 61.86% -6.394%
Zero 0.000% 2 0.93% 0.000%