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XLE 深度分析报告

State Street Energy Select Sector SPDR ETF | 分类： Equity Large Cap | 年化股息率： 3.79% ($2.16) | 最后更新: 2026-04-26 | 数据区间: 1998-12-01 → 2026-04-01 (329 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 1.80% 1.39% 1.45% 2.29% 1.85% 1.90% 55.83 57.93 54.81 59.01
周度 3.86% 3.86% 3.92% 5.34% 4.07% 4.18% 54.60 59.23 52.42 61.69
月度 7.22% 9.22% 7.54% 11.15% 8.47% 8.70% 52.25 61.90 48.01 67.37
季度 10.78% 16.91% 10.93% 19.06% 14.67% 15.06% 49.11 65.86 42.41 76.27
Annual — — — — 29.35% 30.13% 42.41 76.27 31.62 102.28
Option Time Horizon — — — — 11.18% 11.48% 50.85 63.60 45.47 71.12
Calculation Notes: Computed at 2026-04-26T02:49 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $56.87  |  Strike (K): $57.50 (first OTM call ≥ spot)  |  Observed Mid-价格: $2.2450 (Bid $2.1500 / Ask $2.3400)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 3.79%  |  Binomial IV (Annual): 29.35% (CRR binomial tree, American, n=20 steps)  |  BS IV: 29.51% (European Black-Scholes)  |  Yahoo IV (Annual): 30.13% → 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
2026-03-23 $0.3850
2025-12-22 $0.3730
2025-09-22 $0.3745
2025-06-23 $0.3590
2025-03-24 $0.3580
2024-12-23 $0.3500
2024-09-23 $0.3635
2024-06-24 $0.3575
2024-03-18 $0.3670
2023-12-18 $0.4010
2023-09-18 $0.3370
2023-06-20 $0.3530
2023-03-20 $0.3975
2022-12-19 $0.4300
2022-09-19 $0.4230
2022-06-21 $0.4075
2022-03-21 $0.3500
2021-12-20 $0.3475
2021-09-20 $0.2960
2021-06-21 $0.2650
2021-03-22 $0.2600
2020-12-21 $0.2600
2020-09-21 $0.2720
2020-06-22 $0.2505
2020-03-23 $0.2830
2019-12-30 $0.8955
2019-12-20 $0.2965
2019-09-20 $0.2800
2019-06-21 $0.2880
2019-03-15 $0.2570
2018-12-21 $0.2650
2018-09-21 $0.2565
2018-06-15 $0.2560
2018-03-16 $0.2375
2017-12-15 $0.2290
2017-09-15 $0.4325
2017-06-16 $0.2245
2017-03-17 $0.2095
2016-12-16 $0.2010
2016-09-16 $0.2055
2016-06-17 $0.2180
2016-03-18 $0.2260
2015-12-18 $0.2710
2015-09-18 $0.2390
2015-06-19 $0.2545
2015-03-20 $0.2575
2014-12-19 $0.2425
2014-09-19 $0.2415
2014-06-20 $0.2320
2014-03-21 $0.2135
2013-12-20 $0.2015
2013-09-20 $0.1965
2013-06-21 $0.1870
2013-03-15 $0.1785
2012-12-21 $0.1855
2012-09-21 $0.1670
2012-06-15 $0.1555
2012-03-16 $0.1425
2011-12-16 $0.1385
2011-09-16 $0.1320
2011-06-17 $0.1325
2011-03-18 $0.1275
2010-12-17 $0.1465
2010-09-17 $0.1245
2010-06-18 $0.1260
2010-03-19 $0.1015
2009-12-18 $0.1520
2009-09-18 $0.1230
2009-06-19 $0.1270
2009-03-20 $0.1150
2008-12-19 $0.1195
2008-09-19 $0.1075
2008-06-20 $0.1140
2008-03-20 $0.1015
2007-12-21 $0.0995
2007-09-21 $0.0990
2007-06-15 $0.1015
2007-03-16 $0.0935
2006-12-15 $0.0920
2006-09-15 $0.0885
2006-06-16 $0.0985
2006-03-17 $0.0805
2005-12-16 $0.0685
2005-09-16 $0.0740
2005-06-17 $0.0705
2005-03-18 $0.0720
2004-12-17 $0.0655
2004-09-17 $0.0665
2004-06-18 $0.0620
2004-03-19 $0.0635
2003-12-19 $0.0610
2003-09-19 $0.0605
2003-06-20 $0.0590
2003-03-21 $0.0595
2002-12-20 $0.0580
2002-09-20 $0.0575
2002-06-21 $0.0780
2002-03-15 $0.0480
2001-12-21 $0.0530
2001-09-21 $0.0705
2001-06-15 $0.0755
2001-03-16 $0.0485
2000-12-15 $0.0455
2000-09-15 $0.0715
2000-06-16 $0.0755
2000-03-17 $0.0480
1999-12-17 $0.0400
1999-09-17 $0.0650
1999-06-18 $0.0730
1999-03-19 $0.0450
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 10.90 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -5.36%490.71%0.71%
-5.36% to -4.01%650.95%1.66%
-4.01% to -2.65%2433.53%5.19%
-2.65% to -1.30%80511.71%16.90%
-1.30% to 0.05%222532.36%49.27%
0.05% to 1.40%230033.45%82.72%
1.40% to 2.75%85812.48%95.20%
2.75% to 4.11%2353.42%98.62%
4.11% to 5.46%600.87%99.49%
Greater than 5.46%350.51%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.75%1.85% 77.41%68.27%
±2σ -3.56%3.66% 95.74%95.45%
±3σ -5.36%5.46% 98.78%99.73%
Descriptive Statistics
均值0.050%
Standard Error0.022%
中位数0.077%
Mode0.000%
Standard Deviation1.803%
Sample Variance3.252%
峰度10.90
偏度-0.27
Range36.616%
Minimum-20.141%
Maximum16.475%
Count6875
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.254% 3574 51.98% 0.652%
负向 -1.273% 3252 47.30% -0.602%
Zero 0.000% 49 0.71% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 1.57%
20 1 Month 2.77%
60 1 Quarter 2.40%
250 1 Year 1.91%
750 3 Years 1.90%
1,250 5 Years 2.29%
2,500 10 Years 2.27%
5,000 20 Years 2.31%
12,500 50 Years 2.26%
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 4.08. Further, an Excess 峰度 of 31.25 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -2.09%00.00%0.00%
-2.09% to -1.05%00.00%0.00%
-1.05% to -0.01%00.00%0.00%
-0.01% to 1.03%89713.05%13.05%
1.03% to 2.07%348150.63%63.67%
2.07% to 3.11%155622.63%86.30%
3.11% to 4.15%5518.01%94.31%
4.15% to 5.19%2073.01%97.32%
5.19% to 6.23%791.15%98.47%
Greater than 6.23%1051.53%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.68%3.46% 88.28%68.27%
±2σ -0.71%4.84% 96.84%95.45%
±3σ -2.09%6.23% 98.47%99.73%
Descriptive Statistics
均值2.068%
Standard Error0.017%
中位数1.731%
Mode1.050%
Standard Deviation1.387%
Sample Variance1.923%
峰度31.25
偏度4.08
Range21.282%
Minimum0.339%
Maximum21.621%
Count6876
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.068% 6876 100.00% 2.068%
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 0.45. Further, an Excess 峰度 of 7.69 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.32%340.49%0.49%
-4.32% to -3.23%570.83%1.32%
-3.23% to -2.15%2493.62%4.94%
-2.15% to -1.06%88312.84%17.79%
-1.06% to 0.03%233333.93%51.72%
0.03% to 1.11%207930.24%81.95%
1.11% to 2.20%86412.57%94.52%
2.20% to 3.29%2553.71%98.23%
3.29% to 4.37%751.09%99.32%
Greater than 4.37%470.68%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.42%1.48% 75.92%68.27%
±2σ -2.87%2.92% 95.39%95.45%
±3σ -4.32%4.37% 98.82%99.73%
Descriptive Statistics
均值0.026%
Standard Error0.017%
中位数-0.018%
Mode0.000%
Standard Deviation1.449%
Sample Variance2.099%
峰度7.69
偏度0.45
Range27.987%
Minimum-10.307%
Maximum17.680%
Count6876
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.090% 3358 48.84% 0.532%
负向 -1.007% 3457 50.28% -0.506%
Zero 0.000% 61 0.89% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.40. Further, an Excess 峰度 of 5.66 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -11.35%140.98%0.98%
-11.35% to -8.45%161.12%2.10%
-8.45% to -5.55%402.81%4.91%
-5.55% to -2.66%17812.48%17.39%
-2.66% to 0.23%46632.68%50.07%
0.23% to 3.13%45732.05%82.12%
3.13% to 6.03%18613.04%95.16%
6.03% to 8.92%453.16%98.32%
8.92% to 11.81%181.26%99.58%
Greater than 11.81%60.42%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.62%4.09% 77.63%68.27%
±2σ -7.48%7.96% 95.23%95.45%
±3σ -11.35%11.81% 98.60%99.73%
Descriptive Statistics
均值0.235%
Standard Error0.102%
中位数0.234%
Mode0.000%
Standard Deviation3.860%
Sample Variance14.899%
峰度5.66
偏度-0.40
Range49.845%
Minimum-27.941%
Maximum21.904%
Count1426
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.789% 760 53.30% 1.486%
负向 -2.711% 658 46.14% -1.251%
Zero 0.000% 8 0.56% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 6.38%
12 1 Quarter 5.72%
52 1 Year 4.39%
156 3 Years 4.38%
260 5 Years 5.34%
520 10 Years 5.37%
1,040 20 Years 5.45%
2,600 50 Years 5.31%
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 4.20. Further, an Excess 峰度 of 29.69 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -6.14%00.00%0.00%
-6.14% to -3.25%00.00%0.00%
-3.25% to -0.35%00.00%0.00%
-0.35% to 2.54%14310.02%10.02%
2.54% to 5.43%78855.22%65.24%
5.43% to 8.32%31522.07%87.32%
8.32% to 11.22%1047.29%94.60%
11.22% to 14.11%382.66%97.27%
14.11% to 17.00%151.05%98.32%
Greater than 17.00%241.68%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.57%9.29% 89.21%68.27%
±2σ -2.28%13.14% 96.43%95.45%
±3σ -6.14%17.00% 98.32%99.73%
Descriptive Statistics
均值5.431%
Standard Error0.102%
中位数4.444%
Mode3.574%
Standard Deviation3.857%
Sample Variance14.877%
峰度29.69
偏度4.20
Range46.589%
Minimum0.888%
Maximum47.477%
Count1427
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.431% 1427 100.00% 5.431%
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 1.78. Further, an Excess 峰度 of 13.07 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -11.72%30.21%0.21%
-11.72% to -8.78%120.84%1.05%
-8.78% to -5.84%402.80%3.85%
-5.84% to -2.90%18713.10%16.96%
-2.90% to 0.04%52536.79%53.75%
0.04% to 2.98%43230.27%84.02%
2.98% to 5.92%15911.14%95.16%
5.92% to 8.86%352.45%97.62%
8.86% to 11.80%140.98%98.60%
Greater than 11.80%201.40%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.88%3.96% 79.75%68.27%
±2σ -7.80%7.88% 95.59%95.45%
±3σ -11.72%11.80% 98.39%99.73%
Descriptive Statistics
均值0.042%
Standard Error0.104%
中位数-0.217%
Mode0.000%
Standard Deviation3.920%
Sample Variance15.370%
峰度13.07
偏度1.78
Range54.487%
Minimum-14.917%
Maximum39.570%
Count1427
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.937% 662 46.39% 1.363%
负向 -2.482% 759 53.19% -1.320%
Zero 0.000% 6 0.42% 0.000%
收盘-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 3.01 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -20.71%10.30%0.30%
-20.71% to -15.30%30.91%1.22%
-15.30% to -9.88%185.49%6.71%
-9.88% to -4.46%3310.06%16.77%
-4.46% to 0.96%10632.32%49.09%
0.96% to 6.38%10732.62%81.71%
6.38% to 11.80%4513.72%95.43%
11.80% to 17.22%92.74%98.17%
17.22% to 22.64%30.91%99.09%
Greater than 22.64%30.91%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -6.26%8.18% 74.39%68.27%
±2σ -13.49%15.41% 94.51%95.45%
±3σ -20.71%22.63% 98.78%99.73%
Descriptive Statistics
均值0.960%
Standard Error0.399%
中位数1.148%
Mode-4.233%
Standard Deviation7.225%
Sample Variance52.205%
峰度3.01
偏度0.03
Range65.135%
Minimum-34.371%
Maximum30.764%
Count328
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.550% 185 56.40% 3.130%
负向 -4.978% 143 43.60% -2.170%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 13.32%
12 1 Year 9.48%
36 3 Years 9.08%
60 5 Years 11.15%
120 10 Years 11.67%
240 20 Years 11.50%
600 50 Years 11.22%
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 5.41. Further, an Excess 峰度 of 46.65 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -15.49%00.00%0.00%
-15.49% to -8.58%00.00%0.00%
-8.58% to -1.66%00.00%0.00%
-1.66% to 5.25%206.08%6.08%
5.25% to 12.17%19759.88%65.96%
12.17% to 19.09%7121.58%87.54%
19.09% to 26.00%247.29%94.83%
26.00% to 32.92%92.74%97.57%
32.92% to 39.83%41.22%98.78%
Greater than 39.83%41.22%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 2.95%21.39% 90.58%68.27%
±2σ -6.27%30.61% 97.26%95.45%
±3σ -15.49%39.83% 98.78%99.73%
Descriptive Statistics
均值12.170%
Standard Error0.508%
中位数9.684%
Mode6.527%
Standard Deviation9.221%
Sample Variance85.035%
峰度46.65
偏度5.41
Range107.057%
Minimum2.690%
Maximum109.747%
Count329
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 12.170% 329 100.00% 12.170%
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 1.65. Further, an Excess 峰度 of 11.92 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -22.70%10.30%0.30%
-22.70% to -17.05%30.91%1.22%
-17.05% to -11.40%92.74%3.95%
-11.40% to -5.75%4513.68%17.63%
-5.75% to -0.10%11234.04%51.67%
-0.10% to 5.56%11133.74%85.41%
5.56% to 11.21%247.29%92.71%
11.21% to 16.86%164.86%97.57%
16.86% to 22.51%61.82%99.39%
Greater than 22.51%20.61%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -7.63%7.44% 79.03%68.27%
±2σ -15.17%14.97% 95.14%95.45%
±3σ -22.70%22.51% 99.09%99.73%
Descriptive Statistics
均值-0.095%
Standard Error0.415%
中位数-0.268%
Mode0.667%
Standard Deviation7.535%
Sample Variance56.775%
峰度11.92
偏度1.65
Range85.257%
Minimum-26.000%
Maximum59.257%
Count329
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 5.337% 156 47.42% 2.531%
负向 -5.023% 172 52.28% -2.626%
Zero 0.000% 1 0.30% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.04. Further, an Excess 峰度 of 1.46 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -29.60%10.92%0.92%
-29.60% to -21.51%10.92%1.83%
-21.51% to -13.42%43.67%5.50%
-13.42% to -5.33%1311.93%17.43%
-5.33% to 2.75%3733.94%51.38%
2.75% to 10.84%3330.28%81.65%
10.84% to 18.93%1614.68%96.33%
18.93% to 27.02%21.83%98.17%
27.02% to 35.10%10.92%99.08%
Greater than 35.10%10.92%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -8.03%13.54% 72.48%68.27%
±2σ -18.82%24.32% 94.50%95.45%
±3σ -29.60%35.11% 98.17%99.73%
Descriptive Statistics
均值2.753%
Standard Error1.033%
中位数2.188%
Mode-30.691%
Standard Deviation10.784%
Sample Variance116.294%
峰度1.46
偏度0.04
Range69.430%
Minimum-30.691%
Maximum38.739%
Count109
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 8.917% 68 62.38% 5.563%
负向 -7.471% 41 37.62% -2.810%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 17.22%
12 3 Years 15.31%
20 5 Years 19.06%
40 10 Years 20.21%
80 20 Years 19.78%
200 50 Years 19.28%
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 4.39. Further, an Excess 峰度 of 26.27 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -28.36%00.00%0.00%
-28.36% to -15.67%00.00%0.00%
-15.67% to -2.99%00.00%0.00%
-2.99% to 9.70%87.27%7.27%
9.70% to 22.38%6559.09%66.36%
22.38% to 35.07%2522.73%89.09%
35.07% to 47.75%98.18%97.27%
47.75% to 60.44%10.91%98.18%
60.44% to 73.12%00.00%98.18%
Greater than 73.12%21.82%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 5.47%39.29% 91.82%68.27%
±2σ -11.45%56.21% 97.27%95.45%
±3σ -28.36%73.12% 98.18%99.73%
Descriptive Statistics
均值22.381%
Standard Error1.613%
中位数18.527%
Mode6.636%
Standard Deviation16.913%
Sample Variance286.036%
峰度26.27
偏度4.39
Range135.497%
Minimum6.636%
Maximum142.133%
Count110
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 22.381% 110 100.00% 22.381%
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 1.17. Further, an Excess 峰度 of 3.60 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -33.65%00.00%0.00%
-33.65% to -25.45%10.91%0.91%
-25.45% to -17.26%32.73%3.64%
-17.26% to -9.06%1513.64%17.27%
-9.06% to -0.86%4137.27%54.55%
-0.86% to 7.34%3128.18%82.73%
7.34% to 15.54%1210.91%93.64%
15.54% to 23.73%43.64%97.27%
23.73% to 31.93%10.91%98.18%
Greater than 31.93%21.82%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -11.79%10.07% 74.55%68.27%
±2σ -22.72%21.00% 94.55%95.45%
±3σ -33.65%31.93% 98.18%99.73%
Descriptive Statistics
均值-0.860%
Standard Error1.042%
中位数-1.666%
Mode0.000%
Standard Deviation10.931%
Sample Variance119.492%
峰度3.60
偏度1.17
Range70.810%
Minimum-25.966%
Maximum44.844%
Count110
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 8.533% 46 41.82% 3.568%
负向 -7.857% 62 56.36% -4.429%
Zero 0.000% 2 1.82% 0.000%