XLK 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	1.63%	1.36%	1.35%	1.98%	1.64%	2.11%	157.61	162.87	155.04	165.57
周度	3.44%	3.42%	3.38%	4.84%	3.62%	4.65%	154.53	166.12	149.04	172.24
月度	6.63%	7.19%	6.85%	10.52%	7.53%	9.67%	148.60	172.75	137.82	186.26
季度	9.96%	12.95%	10.47%	18.53%	13.04%	16.75%	140.63	182.54	123.43	207.97
Annual	—	—	—	—	26.08%	33.50%	123.43	207.97	95.09	269.95
Option Time Horizon	—	—	—	—	9.94%	12.77%	145.06	176.96	131.34	195.46

Calculation Notes: Computed at 2026-04-26T02:49 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $160.22 | Strike (K): $162.50 (first OTM call ≥ spot) | Observed Mid-价格: $5.6750 (Bid $4.1500 / Ask $7.2000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.71% | Binomial IV (Annual): 26.08% (CRR binomial tree, American, n=20 steps) | BS IV: 26.32% (European Black-Scholes) | Yahoo IV (Annual): 33.50% → 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
2026-03-23	$0.1680
2025-12-22	$0.2190
2025-09-22	$0.1790
2025-06-23	$0.1990
2025-03-24	$0.1875
2024-12-23	$0.1930
2024-09-23	$0.1995
2024-06-24	$0.2000
2024-03-18	$0.1695
2023-12-18	$0.2110
2023-09-18	$0.1800
2023-06-20	$0.1810
2023-03-20	$0.1580
2022-12-19	$0.1825
2022-09-19	$0.1585
2022-06-21	$0.1615
2022-03-21	$0.1430
2021-12-20	$0.1585
2021-09-20	$0.1365
2021-06-21	$0.1300
2021-03-22	$0.1365
2020-12-21	$0.1490
2020-09-21	$0.1235
2020-06-22	$0.1405
2020-03-23	$0.1855
2019-12-20	$0.1475
2019-09-20	$0.1265
2019-06-21	$0.1390
2019-03-15	$0.1165
2018-12-21	$0.1325
2018-09-21	$0.1270
2018-06-15	$0.1275
2018-03-16	$0.1090
2017-12-15	$0.1190
2017-09-15	$0.1045
2017-06-16	$0.1115
2017-03-17	$0.1025
2016-12-16	$0.1080
2016-09-16	$0.0980
2016-06-17	$0.1055
2016-03-18	$0.1100
2015-12-18	$0.1080
2015-09-18	$0.0915
2015-06-19	$0.0965
2015-03-20	$0.0865
2014-12-19	$0.1080
2014-09-19	$0.0870
2014-06-20	$0.0880
2014-03-21	$0.0785
2013-12-20	$0.0855
2013-09-20	$0.0790
2013-06-21	$0.0775
2013-03-15	$0.0620
2012-12-21	$0.0840
2012-09-21	$0.0650
2012-06-15	$0.0545
2012-03-16	$0.0480
2011-12-16	$0.0545
2011-09-16	$0.0470
2011-06-17	$0.0490
2011-03-18	$0.0420
2010-12-17	$0.0450
2010-09-17	$0.0405
2010-06-18	$0.0395
2010-03-19	$0.0365
2009-12-18	$0.0395
2009-09-18	$0.0385
2009-06-19	$0.0405
2009-03-20	$0.0385
2008-12-19	$0.0405
2008-09-19	$0.0355
2008-06-20	$0.0345
2008-03-20	$0.0030
2007-12-21	$0.0615
2007-09-21	$0.0265
2007-06-15	$0.0090
2006-12-15	$0.0675
2006-09-15	$0.0220
2005-12-16	$0.0740
2004-12-17	$0.2090
2003-12-19	$0.0705
2002-12-20	$0.0205
1999-12-17	$0.0005

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.30. Further, an Excess 峰度 of 7.44 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -4.85%	49	0.71%	0.71%
-4.85% to -3.62%	101	1.47%	2.18%
-3.62% to -2.40%	272	3.96%	6.14%
-2.40% to -1.17%	717	10.43%	16.57%
-1.17% to 0.05%	2139	31.11%	47.68%
0.05% to 1.28%	2512	36.54%	84.22%
1.28% to 2.50%	750	10.91%	95.13%
2.50% to 3.73%	208	3.03%	98.15%
3.73% to 4.95%	75	1.09%	99.24%
Greater than 4.95%	52	0.76%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.58%	1.68%	78.28%	68.27%
±2σ	-3.21%	3.32%	94.55%	95.45%
±3σ	-4.85%	4.95%	98.53%	99.73%

Descriptive Statistics

均值	0.051%
Standard Error	0.020%
中位数	0.112%
Mode	0.000%
Standard Deviation	1.633%
Sample Variance	2.668%
峰度	7.44
偏度	0.30
Range	29.916%
Minimum	-13.814%
Maximum	16.102%
Count	6875

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.081%	3714	54.02%	0.584%
负向	-1.188%	3084	44.86%	-0.533%
Zero	0.000%	77	1.12%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	2.02%
20	1 Month	2.29%
60	1 Quarter	2.39%
250	1 Year	1.81%
750	3 Years	1.84%
1,250	5 Years	1.98%
2,500	10 Years	1.80%
5,000	20 Years	1.73%
12,500	50 Years	1.99%

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 3.51. Further, an Excess 峰度 of 29.90 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -2.27%	0	0.00%	0.00%
-2.27% to -1.25%	0	0.00%	0.00%
-1.25% to -0.23%	0	0.00%	0.00%
-0.23% to 0.80%	1088	15.82%	15.82%
0.80% to 1.82%	3327	48.39%	64.21%
1.82% to 2.84%	1403	20.40%	84.61%
2.84% to 3.87%	574	8.35%	92.96%
3.87% to 4.89%	264	3.84%	96.80%
4.89% to 5.92%	105	1.53%	98.33%
Greater than 5.92%	115	1.67%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.46%	3.19%	86.37%	68.27%
±2σ	-0.91%	4.55%	95.77%	95.45%
±3σ	-2.27%	5.92%	98.33%	99.73%

Descriptive Statistics

均值	1.820%
Standard Error	0.016%
中位数	1.444%
Mode	0.952%
Standard Deviation	1.365%
Sample Variance	1.864%
峰度	29.90
偏度	3.51
Range	26.220%
Minimum	0.249%
Maximum	26.469%
Count	6876

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.820%	6876	100.00%	1.820%
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 -0.05. Further, an Excess 峰度 of 6.19 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -4.02%	52	0.76%	0.76%
-4.02% to -3.01%	62	0.90%	1.66%
-3.01% to -2.00%	191	2.78%	4.44%
-2.00% to -0.99%	774	11.26%	15.69%
-0.99% to 0.03%	2588	37.64%	53.33%
0.03% to 1.04%	2039	29.65%	82.98%
1.04% to 2.05%	745	10.83%	93.82%
2.05% to 3.06%	256	3.72%	97.54%
3.06% to 4.08%	110	1.60%	99.14%
Greater than 4.08%	59	0.86%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.32%	1.38%	77.62%	68.27%
±2σ	-2.67%	2.73%	94.52%	95.45%
±3σ	-4.02%	4.08%	98.39%	99.73%

Descriptive Statistics

均值	0.026%
Standard Error	0.016%
中位数	-0.046%
Mode	0.000%
Standard Deviation	1.350%
Sample Variance	1.822%
峰度	6.19
偏度	-0.05
Range	21.770%
Minimum	-13.686%
Maximum	8.084%
Count	6876

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.018%	3235	47.05%	0.479%
负向	-0.879%	3547	51.59%	-0.453%
Zero	0.000%	94	1.37%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.09. Further, an Excess 峰度 of 2.15 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -10.08%	13	0.91%	0.91%
-10.08% to -7.50%	21	1.47%	2.38%
-7.50% to -4.92%	57	4.00%	6.38%
-4.92% to -2.34%	168	11.78%	18.16%
-2.34% to 0.24%	417	29.24%	47.41%
0.24% to 2.82%	507	35.55%	82.96%
2.82% to 5.40%	165	11.57%	94.53%
5.40% to 7.98%	46	3.23%	97.76%
7.98% to 10.56%	21	1.47%	99.23%
Greater than 10.56%	11	0.77%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.20%	3.68%	75.60%	68.27%
±2σ	-6.64%	7.12%	93.55%	95.45%
±3σ	-10.08%	10.56%	98.32%	99.73%

Descriptive Statistics

均值	0.240%
Standard Error	0.091%
中位数	0.402%
Mode	0.000%
Standard Deviation	3.440%
Sample Variance	11.835%
峰度	2.15
偏度	-0.09
Range	30.579%
Minimum	-14.244%
Maximum	16.335%
Count	1426

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.406%	811	56.87%	1.368%
负向	-2.638%	610	42.78%	-1.128%
Zero	0.000%	5	0.35%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	6.62%
12	1 Quarter	5.67%
52	1 Year	4.32%
156	3 Years	4.52%
260	5 Years	4.84%
520	10 Years	4.34%
1,040	20 Years	4.12%
2,600	50 Years	4.71%

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 2.44. Further, an Excess 峰度 of 9.94 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -5.45%	0	0.00%	0.00%
-5.45% to -2.89%	0	0.00%	0.00%
-2.89% to -0.32%	0	0.00%	0.00%
-0.32% to 2.25%	260	18.22%	18.22%
2.25% to 4.81%	659	46.18%	64.40%
4.81% to 7.38%	268	18.78%	83.18%
7.38% to 9.95%	139	9.74%	92.92%
9.95% to 12.51%	47	3.29%	96.22%
12.51% to 15.08%	24	1.68%	97.90%
Greater than 15.08%	30	2.10%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.39%	8.23%	84.30%	68.27%
±2σ	-2.03%	11.66%	95.23%	95.45%
±3σ	-5.45%	15.08%	97.90%	99.73%

Descriptive Statistics

均值	4.812%
Standard Error	0.091%
中位数	3.871%
Mode	1.654%
Standard Deviation	3.422%
Sample Variance	11.711%
峰度	9.94
偏度	2.44
Range	35.295%
Minimum	0.784%
Maximum	36.079%
Count	1427

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.812%	1427	100.00%	4.812%
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 2.47 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -10.14%	5	0.35%	0.35%
-10.14% to -7.60%	19	1.33%	1.68%
-7.60% to -5.07%	45	3.15%	4.84%
-5.07% to -2.53%	178	12.47%	17.31%
-2.53% to 0.00%	535	37.49%	54.80%
0.00% to 2.54%	389	27.26%	82.06%
2.54% to 5.07%	156	10.93%	92.99%
5.07% to 7.61%	59	4.13%	97.13%
7.61% to 10.15%	23	1.61%	98.74%
Greater than 10.15%	18	1.26%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.38%	3.38%	76.03%	68.27%
±2σ	-6.76%	6.76%	93.90%	95.45%
±3σ	-10.14%	10.15%	98.39%	99.73%

Descriptive Statistics

均值	0.003%
Standard Error	0.090%
中位数	-0.240%
Mode	0.000%
Standard Deviation	3.381%
Sample Variance	11.431%
峰度	2.47
偏度	0.66
Range	28.748%
Minimum	-10.666%
Maximum	18.082%
Count	1427

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.684%	645	45.20%	1.213%
负向	-2.232%	774	54.24%	-1.211%
Zero	0.000%	8	0.56%	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 1.35 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -18.88%	2	0.61%	0.61%
-18.88% to -13.91%	4	1.22%	1.83%
-13.91% to -8.94%	17	5.18%	7.01%
-8.94% to -3.96%	41	12.50%	19.51%
-3.96% to 1.01%	92	28.05%	47.56%
1.01% to 5.98%	106	32.32%	79.88%
5.98% to 10.96%	51	15.55%	95.43%
10.96% to 15.93%	11	3.35%	98.78%
15.93% to 20.90%	3	0.91%	99.70%
Greater than 20.90%	1	0.30%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.62%	7.64%	73.78%	68.27%
±2σ	-12.25%	14.27%	94.21%	95.45%
±3σ	-18.88%	20.90%	99.09%	99.73%

Descriptive Statistics

均值	1.011%
Standard Error	0.366%
中位数	1.582%
Mode	-0.838%
Standard Deviation	6.631%
Sample Variance	43.975%
峰度	1.35
偏度	-0.28
Range	49.674%
Minimum	-24.906%
Maximum	24.768%
Count	328

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.139%	195	59.45%	3.055%
负向	-5.041%	133	40.55%	-2.044%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	13.42%
12	1 Year	10.05%
36	3 Years	10.00%
60	5 Years	10.52%
120	10 Years	9.53%
240	20 Years	8.91%
600	50 Years	10.09%

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 1.92. Further, an Excess 峰度 of 4.36 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -10.73%	0	0.00%	0.00%
-10.73% to -5.33%	0	0.00%	0.00%
-5.33% to 0.06%	0	0.00%	0.00%
0.06% to 5.46%	59	17.93%	17.93%
5.46% to 10.85%	155	47.11%	65.05%
10.85% to 16.25%	60	18.24%	83.28%
16.25% to 21.64%	28	8.51%	91.79%
21.64% to 27.04%	14	4.26%	96.05%
27.04% to 32.43%	3	0.91%	96.96%
Greater than 32.43%	10	3.04%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	3.66%	18.05%	84.19%	68.27%
±2σ	-3.54%	25.24%	94.83%	95.45%
±3σ	-10.73%	32.43%	96.96%	99.73%

Descriptive Statistics

均值	10.852%
Standard Error	0.397%
中位数	8.511%
Mode	5.440%
Standard Deviation	7.194%
Sample Variance	51.752%
峰度	4.36
偏度	1.92
Range	43.949%
Minimum	2.504%
Maximum	46.453%
Count	329

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	10.852%	329	100.00%	10.852%
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 0.91. Further, an Excess 峰度 of 2.44 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -20.84%	0	0.00%	0.00%
-20.84% to -15.71%	3	0.91%	0.91%
-15.71% to -10.56%	9	2.74%	3.65%
-10.56% to -5.43%	49	14.89%	18.54%
-5.43% to -0.29%	126	38.30%	56.84%
-0.29% to 4.85%	83	25.23%	82.07%
4.85% to 9.99%	32	9.73%	91.79%
9.99% to 15.13%	17	5.17%	96.96%
15.13% to 20.27%	7	2.13%	99.09%
Greater than 20.27%	3	0.91%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.14%	6.57%	74.47%	68.27%
±2σ	-13.99%	13.42%	94.53%	95.45%
±3σ	-20.84%	20.27%	99.09%	99.73%

Descriptive Statistics

均值	-0.286%
Standard Error	0.378%
中位数	-1.149%
Mode	-1.902%
Standard Deviation	6.853%
Sample Variance	46.958%
峰度	2.44
偏度	0.91
Range	52.701%
Minimum	-19.106%
Maximum	33.595%
Count	329

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.850%	134	40.73%	2.383%
负向	-4.526%	194	58.97%	-2.669%
Zero	0.000%	1	0.30%	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 -0.59. Further, an Excess 峰度 of 0.56 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -27.11%	0	0.00%	0.00%
-27.11% to -19.64%	4	3.67%	3.67%
-19.64% to -12.18%	5	4.59%	8.26%
-12.18% to -4.71%	12	11.01%	19.27%
-4.71% to 2.76%	28	25.69%	44.95%
2.76% to 10.23%	35	32.11%	77.06%
10.23% to 17.69%	18	16.51%	93.58%
17.69% to 25.16%	6	5.50%	99.08%
25.16% to 32.63%	1	0.92%	100.00%
Greater than 32.63%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-7.20%	12.71%	73.39%	68.27%
±2σ	-17.15%	22.67%	93.58%	95.45%
±3σ	-27.11%	32.63%	100.00%	99.73%

Descriptive Statistics

均值	2.759%
Standard Error	0.954%
中位数	3.540%
Mode	2.675%
Standard Deviation	9.956%
Sample Variance	99.121%
峰度	0.56
偏度	-0.59
Range	50.588%
Minimum	-25.248%
Maximum	25.340%
Count	109

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.988%	75	68.81%	5.496%
负向	-8.776%	34	31.19%	-2.737%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	20.49%
12	3 Years	19.57%
20	5 Years	18.53%
40	10 Years	17.01%
80	20 Years	15.83%
200	50 Years	17.34%

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 1.88. Further, an Excess 峰度 of 3.81 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -18.89%	0	0.00%	0.00%
-18.89% to -9.18%	0	0.00%	0.00%
-9.18% to 0.53%	0	0.00%	0.00%
0.53% to 10.24%	16	14.55%	14.55%
10.24% to 19.95%	58	52.73%	67.27%
19.95% to 29.66%	20	18.18%	85.45%
29.66% to 39.37%	6	5.45%	90.91%
39.37% to 49.08%	4	3.64%	94.55%
49.08% to 58.80%	4	3.64%	98.18%
Greater than 58.80%	2	1.82%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	7.00%	32.90%	83.64%	68.27%
±2σ	-5.95%	45.85%	94.55%	95.45%
±3σ	-18.89%	58.80%	98.18%	99.73%

Descriptive Statistics

均值	19.951%
Standard Error	1.235%
中位数	16.974%
Mode	4.797%
Standard Deviation	12.948%
Sample Variance	167.661%
峰度	3.81
偏度	1.88
Range	67.514%
Minimum	4.797%
Maximum	72.311%
Count	110

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	19.951%	110	100.00%	19.951%
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 1.23. Further, an Excess 峰度 of 1.99 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -32.77%	0	0.00%	0.00%
-32.77% to -24.91%	0	0.00%	0.00%
-24.91% to -17.06%	2	1.82%	1.82%
-17.06% to -9.21%	20	18.18%	20.00%
-9.21% to -1.35%	46	41.82%	61.82%
-1.35% to 6.50%	23	20.91%	82.73%
6.50% to 14.36%	10	9.09%	91.82%
14.36% to 22.21%	3	2.73%	94.55%
22.21% to 30.06%	4	3.64%	98.18%
Greater than 30.06%	2	1.82%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.82%	9.12%	75.45%	68.27%
±2σ	-22.30%	19.59%	94.55%	95.45%
±3σ	-32.77%	30.06%	98.18%	99.73%

Descriptive Statistics

均值	-1.352%
Standard Error	0.999%
中位数	-3.139%
Mode	-19.044%
Standard Deviation	10.472%
Sample Variance	109.672%
峰度	1.99
偏度	1.23
Range	54.059%
Minimum	-19.044%
Maximum	35.015%
Count	110

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	9.459%	39	35.45%	3.354%
负向	-7.290%	71	64.55%	-4.705%
Zero	0.000%	0	0.00%	0.000%

XLK 深度分析报告