WTW 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	1.64%	1.60%	1.49%	2.02%	1.98%	2.32%	282.08	293.49	276.54	299.37
周度	3.55%	3.73%	3.53%	4.54%	4.37%	5.10%	275.44	300.57	263.67	313.98
月度	6.22%	7.03%	6.15%	9.48%	9.09%	10.62%	262.74	315.10	239.91	345.08
季度	10.50%	11.19%	9.98%	15.16%	15.74%	18.39%	245.83	336.78	210.03	394.18
Annual	—	—	—	—	31.48%	36.77%	210.03	394.18	153.31	540.02
Option Time Horizon	—	—	—	—	12.00%	14.01%	255.20	324.40	226.36	365.74

Calculation Notes: Computed at 2026-04-26T02:45 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $287.73 | Strike (K): $310.00 (first OTM call ≥ spot) | Observed Mid-价格: $6.2000 (Bid $4.4000 / Ask $8.0000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 1.28% | Binomial IV (Annual): 31.48% (CRR binomial tree, American, n=20 steps) | BS IV: 31.77% (European Black-Scholes) | Yahoo IV (Annual): 36.77% → 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
2026-03-31	$0.9600
2025-12-31	$0.9200
2025-09-30	$0.9200
2025-06-30	$0.9200
2025-03-31	$0.9200
2024-12-31	$0.8800
2024-09-30	$0.8800
2024-06-28	$0.8800
2024-03-27	$0.8800
2023-12-28	$0.8400
2023-09-28	$0.8400
2023-06-29	$0.8400
2023-03-30	$0.8400
2022-12-29	$0.8200
2022-09-29	$0.8200
2022-06-29	$0.8200
2022-03-30	$0.8200
2021-12-30	$0.8000
2021-09-29	$0.8000
2021-05-27	$0.7100
2021-03-30	$0.7100
2020-12-30	$0.7100
2020-09-29	$0.6800
2020-06-29	$0.6800
2020-03-30	$0.6800
2019-12-30	$0.6500
2019-09-27	$0.6500
2019-06-27	$0.6500
2019-03-28	$0.6500
2018-12-28	$0.6000
2018-09-27	$0.6000
2018-06-28	$0.6000
2018-03-28	$0.6000
2017-12-28	$0.5300
2017-09-28	$0.5300
2017-06-28	$0.5300
2017-03-29	$0.5300
2016-12-28	$0.4800
2016-09-28	$0.4800
2016-06-28	$0.4800
2016-03-29	$0.4800
2015-11-16	$0.8212
2015-09-28	$0.8212
2015-06-26	$0.8212
2015-03-27	$0.8212
2014-12-29	$0.7947
2014-09-26	$0.7947
2014-06-26	$0.7947
2014-03-27	$0.7947
2013-12-27	$0.7417
2013-09-26	$0.7417
2013-06-26	$0.7417
2013-03-26	$0.7417
2012-12-27	$0.7152
2012-09-26	$0.7152
2012-06-27	$0.7152
2012-03-28	$0.7152
2011-12-28	$0.6887
2011-09-28	$0.6887
2011-06-28	$0.6887
2011-03-29	$0.6887
2010-12-29	$0.6887
2010-09-28	$0.6887
2010-06-28	$0.6887
2010-03-29	$0.6887
2009-12-28	$0.6887
2009-09-28	$0.6887
2009-06-26	$0.6887
2009-03-27	$0.6887
2008-12-29	$0.6887
2008-09-26	$0.6887
2008-06-26	$0.6887
2008-03-27	$0.6887
2007-12-27	$0.6623
2007-09-26	$0.6623
2007-06-27	$0.6623
2007-03-28	$0.6623
2006-12-27	$0.6225
2006-09-27	$0.6225
2006-06-28	$0.6225
2006-03-29	$0.6225
2005-12-28	$0.5695
2005-09-28	$0.5695
2005-06-28	$0.5695
2005-03-29	$0.5695
2004-12-29	$0.4980
2004-09-28	$0.4980
2004-06-28	$0.4980
2004-03-29	$0.4980
2003-12-29	$0.4318
2003-09-26	$0.4318
2003-06-26	$0.3311
2003-03-27	$0.3311

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.07. Further, an Excess 峰度 of 13.44 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -4.88%	55	0.88%	0.88%
-4.88% to -3.65%	45	0.72%	1.60%
-3.65% to -2.41%	164	2.62%	4.22%
-2.41% to -1.18%	616	9.85%	14.08%
-1.18% to 0.05%	2278	36.44%	50.51%
0.05% to 1.28%	2208	35.32%	85.83%
1.28% to 2.52%	600	9.60%	95.43%
2.52% to 3.75%	167	2.67%	98.10%
3.75% to 4.98%	67	1.07%	99.17%
Greater than 4.98%	52	0.83%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.59%	1.70%	81.51%	68.27%
±2σ	-3.24%	3.34%	95.41%	95.45%
±3σ	-4.88%	4.98%	98.29%	99.73%

Descriptive Statistics

均值	0.052%
Standard Error	0.021%
中位数	0.037%
Mode	0.000%
Standard Deviation	1.644%
Sample Variance	2.704%
峰度	13.44
偏度	-0.07
Range	34.840%
Minimum	-19.015%
Maximum	15.825%
Count	6252

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.089%	3197	51.14%	0.557%
负向	-1.056%	2992	47.86%	-0.505%
Zero	0.000%	63	1.01%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	2.21%
20	1 Month	2.40%
60	1 Quarter	2.84%
250	1 Year	2.04%
750	3 Years	1.84%
1,250	5 Years	2.02%
2,500	10 Years	2.04%
5,000	20 Years	2.07%
12,500	50 Years	2.12%

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 4.85. Further, an Excess 峰度 of 49.36 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -2.76%	0	0.00%	0.00%
-2.76% to -1.55%	0	0.00%	0.00%
-1.55% to -0.35%	0	0.00%	0.00%
-0.35% to 0.85%	534	8.54%	8.54%
0.85% to 2.06%	3610	57.73%	66.27%
2.06% to 3.26%	1322	21.14%	87.41%
3.26% to 4.46%	412	6.59%	94.00%
4.46% to 5.66%	195	3.12%	97.12%
5.66% to 6.87%	73	1.17%	98.29%
Greater than 6.87%	107	1.71%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.45%	3.66%	90.24%	68.27%
±2σ	-1.15%	5.26%	96.31%	95.45%
±3σ	-2.76%	6.87%	98.29%	99.73%

Descriptive Statistics

均值	2.055%
Standard Error	0.020%
中位数	1.627%
Mode	0.758%
Standard Deviation	1.604%
Sample Variance	2.574%
峰度	49.36
偏度	4.85
Range	34.400%
Minimum	0.267%
Maximum	34.667%
Count	6253

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.055%	6253	100.00%	2.055%
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 1.18. Further, an Excess 峰度 of 19.62 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -4.51%	50	0.80%	0.80%
-4.51% to -3.40%	56	0.90%	1.70%
-3.40% to -2.28%	180	2.88%	4.57%
-2.28% to -1.16%	638	10.20%	14.78%
-1.16% to -0.04%	2225	35.58%	50.36%
-0.04% to 1.08%	2180	34.86%	85.22%
1.08% to 2.20%	651	10.41%	95.63%
2.20% to 3.32%	169	2.70%	98.34%
3.32% to 4.44%	56	0.90%	99.23%
Greater than 4.44%	48	0.77%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.53%	1.45%	80.63%	68.27%
±2σ	-3.02%	2.95%	95.39%	95.45%
±3σ	-4.51%	4.44%	98.43%	99.73%

Descriptive Statistics

均值	-0.038%
Standard Error	0.019%
中位数	-0.049%
Mode	0.000%
Standard Deviation	1.492%
Sample Variance	2.225%
峰度	19.62
偏度	1.18
Range	31.405%
Minimum	-9.870%
Maximum	21.535%
Count	6253

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	0.997%	2945	47.10%	0.470%
负向	-0.981%	3240	51.81%	-0.508%
Zero	0.000%	68	1.09%	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 6.38 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -10.41%	10	0.77%	0.77%
-10.41% to -7.75%	15	1.16%	1.93%
-7.75% to -5.08%	33	2.54%	4.47%
-5.08% to -2.42%	151	11.64%	16.11%
-2.42% to 0.24%	459	35.39%	51.50%
0.24% to 2.91%	425	32.77%	84.27%
2.91% to 5.57%	139	10.72%	94.99%
5.57% to 8.24%	33	2.54%	97.53%
8.24% to 10.90%	18	1.39%	98.92%
Greater than 10.90%	14	1.08%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.31%	3.80%	80.19%	68.27%
±2σ	-6.86%	7.35%	94.53%	95.45%
±3σ	-10.41%	10.90%	98.15%	99.73%

Descriptive Statistics

均值	0.245%
Standard Error	0.099%
中位数	0.186%
Mode	-0.131%
Standard Deviation	3.552%
Sample Variance	12.616%
峰度	6.38
偏度	0.26
Range	48.243%
Minimum	-23.473%
Maximum	24.770%
Count	1297

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.492%	691	53.28%	1.328%
负向	-2.330%	603	46.49%	-1.083%
Zero	0.000%	3	0.23%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	5.19%
12	1 Quarter	6.49%
52	1 Year	4.40%
156	3 Years	4.18%
260	5 Years	4.54%
520	10 Years	4.59%
1,040	20 Years	4.70%
2,600	50 Years	4.92%

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 3.58. Further, an Excess 峰度 of 22.70 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -6.13%	0	0.00%	0.00%
-6.13% to -3.33%	0	0.00%	0.00%
-3.33% to -0.53%	0	0.00%	0.00%
-0.53% to 2.27%	133	10.25%	10.25%
2.27% to 5.06%	718	55.32%	65.56%
5.06% to 7.86%	278	21.42%	86.98%
7.86% to 10.66%	83	6.39%	93.37%
10.66% to 13.46%	40	3.08%	96.46%
13.46% to 16.26%	20	1.54%	98.00%
Greater than 16.26%	26	2.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.33%	8.79%	89.75%	68.27%
±2σ	-2.40%	12.53%	95.53%	95.45%
±3σ	-6.13%	16.26%	98.00%	99.73%

Descriptive Statistics

均值	5.064%
Standard Error	0.104%
中位数	4.021%
Mode	3.623%
Standard Deviation	3.731%
Sample Variance	13.918%
峰度	22.70
偏度	3.58
Range	43.532%
Minimum	1.112%
Maximum	44.644%
Count	1298

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.064%	1298	100.00%	5.064%
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 7.58 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -10.66%	8	0.62%	0.62%
-10.66% to -8.01%	19	1.46%	2.08%
-8.01% to -5.37%	32	2.47%	4.55%
-5.37% to -2.73%	154	11.86%	16.41%
-2.73% to -0.08%	457	35.21%	51.62%
-0.08% to 2.56%	435	33.51%	85.13%
2.56% to 5.21%	134	10.32%	95.45%
5.21% to 7.85%	32	2.47%	97.92%
7.85% to 10.50%	10	0.77%	98.69%
Greater than 10.50%	17	1.31%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.61%	3.44%	80.35%	68.27%
±2σ	-7.13%	6.97%	94.68%	95.45%
±3σ	-10.66%	10.50%	98.07%	99.73%

Descriptive Statistics

均值	-0.081%
Standard Error	0.098%
中位数	-0.166%
Mode	-0.296%
Standard Deviation	3.526%
Sample Variance	12.435%
峰度	7.58
偏度	0.76
Range	47.997%
Minimum	-18.340%
Maximum	29.657%
Count	1298

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.489%	605	46.61%	1.160%
负向	-2.332%	691	53.24%	-1.241%
Zero	0.000%	2	0.15%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.25. Further, an Excess 峰度 of 0.95 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -17.70%	1	0.34%	0.34%
-17.70% to -13.03%	0	0.00%	0.34%
-13.03% to -8.36%	22	7.38%	7.72%
-8.36% to -3.70%	40	13.42%	21.14%
-3.70% to 0.97%	87	29.19%	50.34%
0.97% to 5.64%	88	29.53%	79.87%
5.64% to 10.30%	40	13.42%	93.29%
10.30% to 14.97%	17	5.70%	98.99%
14.97% to 19.64%	1	0.34%	99.33%
Greater than 19.64%	2	0.67%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.25%	7.19%	71.81%	68.27%
±2σ	-11.48%	13.42%	95.30%	95.45%
±3σ	-17.70%	19.64%	98.99%	99.73%

Descriptive Statistics

均值	0.970%
Standard Error	0.360%
中位数	0.927%
Mode	-5.505%
Standard Deviation	6.223%
Sample Variance	38.725%
峰度	0.95
偏度	0.25
Range	43.706%
Minimum	-18.661%
Maximum	25.045%
Count	298

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.302%	164	55.03%	2.918%
负向	-4.332%	134	44.97%	-1.948%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	13.26%
12	1 Year	9.31%
36	3 Years	8.99%
60	5 Years	9.48%
120	10 Years	9.68%
240	20 Years	9.80%
600	50 Years	10.26%

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 3.60. Further, an Excess 峰度 of 22.01 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -10.05%	0	0.00%	0.00%
-10.05% to -4.78%	0	0.00%	0.00%
-4.78% to 0.50%	0	0.00%	0.00%
0.50% to 5.77%	38	12.71%	12.71%
5.77% to 11.04%	150	50.17%	62.88%
11.04% to 16.32%	70	23.41%	86.29%
16.32% to 21.59%	24	8.03%	94.31%
21.59% to 26.87%	8	2.68%	96.99%
26.87% to 32.14%	3	1.00%	97.99%
Greater than 32.14%	6	2.01%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	4.01%	18.08%	87.63%	68.27%
±2σ	-3.02%	25.11%	96.32%	95.45%
±3σ	-10.05%	32.14%	97.99%	99.73%

Descriptive Statistics

均值	11.044%
Standard Error	0.407%
中位数	9.119%
Mode	2.795%
Standard Deviation	7.032%
Sample Variance	49.455%
峰度	22.01
偏度	3.60
Range	69.197%
Minimum	2.795%
Maximum	71.992%
Count	299

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	11.044%	299	100.00%	11.044%
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 0.22. Further, an Excess 峰度 of 0.92 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -18.87%	2	0.67%	0.67%
-18.87% to -14.25%	1	0.33%	1.00%
-14.25% to -9.64%	14	4.68%	5.69%
-9.64% to -5.03%	47	15.72%	21.40%
-5.03% to -0.41%	91	30.43%	51.84%
-0.41% to 4.20%	85	28.43%	80.27%
4.20% to 8.82%	34	11.37%	91.64%
8.82% to 13.43%	21	7.02%	98.66%
13.43% to 18.04%	3	1.00%	99.67%
Greater than 18.04%	1	0.33%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.56%	5.74%	71.57%	68.27%
±2σ	-12.72%	11.89%	95.99%	95.45%
±3σ	-18.87%	18.04%	99.00%	99.73%

Descriptive Statistics

均值	-0.412%
Standard Error	0.356%
中位数	-0.757%
Mode	-1.928%
Standard Deviation	6.152%
Sample Variance	37.852%
峰度	0.92
偏度	0.22
Range	45.233%
Minimum	-20.538%
Maximum	24.695%
Count	299

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.785%	136	45.48%	2.176%
负向	-4.749%	163	54.52%	-2.589%
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 0.38. Further, an Excess 峰度 of 0.37 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -28.57%	0	0.00%	0.00%
-28.57% to -20.70%	0	0.00%	0.00%
-20.70% to -12.83%	6	6.06%	6.06%
-12.83% to -4.95%	16	16.16%	22.22%
-4.95% to 2.92%	31	31.31%	53.54%
2.92% to 10.79%	23	23.23%	76.77%
10.79% to 18.66%	18	18.18%	94.95%
18.66% to 26.53%	2	2.02%	96.97%
26.53% to 34.41%	2	2.02%	98.99%
Greater than 34.41%	1	1.01%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.58%	13.41%	69.70%	68.27%
±2σ	-18.07%	23.91%	95.96%	95.45%
±3σ	-28.57%	34.41%	98.99%	99.73%

Descriptive Statistics

均值	2.918%
Standard Error	1.055%
中位数	2.208%
Mode	-20.171%
Standard Deviation	10.496%
Sample Variance	110.162%
峰度	0.37
偏度	0.38
Range	55.186%
Minimum	-20.171%
Maximum	35.015%
Count	99

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	10.147%	56	56.57%	5.740%
负向	-6.496%	43	43.43%	-2.821%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	13.42%
12	3 Years	13.88%
20	5 Years	15.16%
40	10 Years	16.00%
80	20 Years	16.20%
200	50 Years	17.30%

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 2.71. Further, an Excess 峰度 of 10.09 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -14.24%	0	0.00%	0.00%
-14.24% to -5.85%	0	0.00%	0.00%
-5.85% to 2.54%	0	0.00%	0.00%
2.54% to 10.93%	17	17.00%	17.00%
10.93% to 19.32%	45	45.00%	62.00%
19.32% to 27.71%	26	26.00%	88.00%
27.71% to 36.10%	5	5.00%	93.00%
36.10% to 44.49%	3	3.00%	96.00%
44.49% to 52.88%	1	1.00%	97.00%
Greater than 52.88%	3	3.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	8.13%	30.51%	88.00%	68.27%
±2σ	-3.06%	41.70%	96.00%	95.45%
±3σ	-14.24%	52.88%	97.00%	99.73%

Descriptive Statistics

均值	19.320%
Standard Error	1.119%
中位数	16.458%
Mode	7.348%
Standard Deviation	11.188%
Sample Variance	125.178%
峰度	10.09
偏度	2.71
Range	72.939%
Minimum	7.348%
Maximum	80.287%
Count	100

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	19.320%	100	100.00%	19.320%
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 0.23. Further, an Excess 峰度 of -0.11 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -31.34%	0	0.00%	0.00%
-31.34% to -23.86%	1	1.00%	1.00%
-23.86% to -16.37%	3	3.00%	4.00%
-16.37% to -8.89%	22	22.00%	26.00%
-8.89% to -1.41%	25	25.00%	51.00%
-1.41% to 6.07%	27	27.00%	78.00%
6.07% to 13.55%	15	15.00%	93.00%
13.55% to 21.04%	6	6.00%	99.00%
21.04% to 28.52%	1	1.00%	100.00%
Greater than 28.52%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.39%	8.57%	71.00%	68.27%
±2σ	-21.36%	18.54%	95.00%	95.45%
±3σ	-31.34%	28.52%	100.00%	99.73%

Descriptive Statistics

均值	-1.409%
Standard Error	0.998%
中位数	-1.641%
Mode	-25.505%
Standard Deviation	9.976%
Sample Variance	99.524%
峰度	-0.11
偏度	0.23
Range	51.335%
Minimum	-25.505%
Maximum	25.830%
Count	100

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.703%	44	44.00%	3.389%
负向	-8.568%	56	56.00%	-4.798%
Zero	0.000%	0	0.00%	0.000%

WTW 深度分析报告