XLY 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	1.43%	1.18%	1.21%	1.94%	1.75%	2.66%	116.64	120.78	114.62	122.91
周度	3.13%	3.09%	3.11%	4.69%	3.84%	5.87%	114.22	123.34	109.91	128.17
月度	5.55%	6.65%	5.62%	9.92%	8.00%	12.21%	109.57	128.57	101.14	139.28
季度	8.82%	11.82%	8.70%	17.25%	13.86%	21.15%	103.33	136.33	89.96	156.59
Annual	—	—	—	—	27.71%	42.30%	89.96	156.59	68.19	206.59
Option Time Horizon	—	—	—	—	10.56%	16.12%	106.80	131.91	96.09	146.60

Calculation Notes: Computed at 2026-04-26T02:49 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $118.69 | Strike (K): $120.00 (first OTM call ≥ spot) | Observed Mid-价格: $4.6250 (Bid $2.1500 / Ask $7.1000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.99% | Binomial IV (Annual): 27.71% (CRR binomial tree, American, n=20 steps) | BS IV: 27.85% (European Black-Scholes) | Yahoo IV (Annual): 42.30% → 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	$0.2160
2025-12-22	$0.2410
2025-09-22	$0.2125
2025-06-23	$0.2235
2025-03-24	$0.2710
2024-12-23	$0.2165
2024-09-23	$0.2025
2024-06-24	$0.1960
2024-03-18	$0.1935
2023-12-18	$0.1600
2023-09-18	$0.1525
2023-06-20	$0.1670
2023-03-20	$0.2150
2022-12-19	$0.1830
2022-09-19	$0.1650
2022-06-21	$0.1570
2022-03-21	$0.1395
2021-12-20	$0.1460
2021-09-20	$0.1375
2021-06-21	$0.1275
2021-03-22	$0.1320
2020-12-21	$0.1480
2020-09-21	$0.1530
2020-06-22	$0.1480
2020-03-23	$0.2120
2019-12-20	$0.2050
2019-09-20	$0.2020
2019-06-21	$0.2070
2019-03-15	$0.1875
2018-12-21	$0.1880
2018-09-21	$0.1755
2018-06-15	$0.1470
2018-03-16	$0.1550
2017-12-15	$0.1660
2017-09-15	$0.1590
2017-06-16	$0.1375
2017-03-17	$0.1305
2016-12-16	$0.2460
2016-09-16	$0.1500
2016-06-17	$0.1385
2016-03-18	$0.1605
2015-12-18	$0.1625
2015-09-18	$0.1445
2015-06-19	$0.1235
2015-03-20	$0.1275
2014-12-19	$0.1465
2014-09-19	$0.1145
2014-06-20	$0.1060
2014-03-21	$0.1040
2013-12-20	$0.1310
2013-09-20	$0.0900
2013-06-21	$0.0880
2013-03-15	$0.0790
2012-12-21	$0.1530
2012-09-21	$0.0830
2012-06-15	$0.0760
2012-03-16	$0.0685
2011-12-16	$0.1100
2011-09-16	$0.0640
2011-06-17	$0.0665
2011-03-18	$0.0630
2010-12-17	$0.1100
2010-09-17	$0.0525
2010-06-18	$0.0525
2010-03-19	$0.0310
2009-12-18	$0.0805
2009-09-18	$0.0450
2009-06-19	$0.0490
2009-03-20	$0.0510
2008-12-19	$0.0810
2008-09-19	$0.0525
2008-06-20	$0.0560
2008-03-20	$0.0200
2007-12-21	$0.1175
2007-09-21	$0.0365
2007-06-15	$0.0350
2007-03-16	$0.0340
2006-12-15	$0.0690
2006-09-15	$0.0330
2006-06-16	$0.0355
2006-03-17	$0.0035
2005-12-16	$0.0855
2005-09-16	$0.0295
2005-06-17	$0.0245
2005-03-18	$0.0240
2004-12-17	$0.0540
2004-09-17	$0.0230
2004-06-18	$0.0210
2004-03-19	$0.0210
2003-12-19	$0.0420
2003-09-19	$0.0190
2003-06-20	$0.0190
2003-03-21	$0.0170
2002-12-20	$0.0265
2002-09-20	$0.0150
2002-06-21	$0.0255
2002-03-15	$0.0190
2001-12-21	$0.0220
2001-09-21	$0.0315
2001-06-15	$0.0295
2001-03-16	$0.0265
2000-12-15	$0.0305
2000-09-15	$0.0330
2000-06-16	$0.0250
2000-03-17	$0.0275
1999-12-17	$0.0190
1999-09-17	$0.0185
1999-06-18	$0.0190
1999-03-19	$0.0160

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.17. Further, an Excess 峰度 of 6.12 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -4.24%	48	0.70%	0.70%
-4.24% to -3.17%	83	1.21%	1.91%
-3.17% to -2.10%	259	3.77%	5.67%
-2.10% to -1.02%	768	11.17%	16.84%
-1.02% to 0.05%	2172	31.59%	48.44%
0.05% to 1.12%	2423	35.24%	83.68%
1.12% to 2.19%	781	11.36%	95.04%
2.19% to 3.26%	225	3.27%	98.31%
3.26% to 4.33%	66	0.96%	99.27%
Greater than 4.33%	50	0.73%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.38%	1.48%	77.16%	68.27%
±2σ	-2.81%	2.91%	94.71%	95.45%
±3σ	-4.24%	4.33%	98.57%	99.73%

Descriptive Statistics

均值	0.047%
Standard Error	0.017%
中位数	0.091%
Mode	0.000%
Standard Deviation	1.429%
Sample Variance	2.043%
峰度	6.12
偏度	-0.17
Range	23.557%
Minimum	-12.669%
Maximum	10.888%
Count	6875

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	0.987%	3637	52.90%	0.522%
负向	-1.030%	3173	46.15%	-0.475%
Zero	0.000%	65	0.94%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	1.40%
20	1 Month	2.09%
60	1 Quarter	1.99%
250	1 Year	1.62%
750	3 Years	1.69%
1,250	5 Years	1.94%
2,500	10 Years	1.68%
5,000	20 Years	1.73%
12,500	50 Years	1.75%

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 21.58 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -1.96%	0	0.00%	0.00%
-1.96% to -1.07%	0	0.00%	0.00%
-1.07% to -0.18%	0	0.00%	0.00%
-0.18% to 0.70%	934	13.58%	13.58%
0.70% to 1.59%	3545	51.56%	65.14%
1.59% to 2.47%	1420	20.65%	85.79%
2.47% to 3.36%	572	8.32%	94.11%
3.36% to 4.25%	204	2.97%	97.08%
4.25% to 5.13%	86	1.25%	98.33%
Greater than 5.13%	115	1.67%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.41%	2.77%	88.41%	68.27%
±2σ	-0.77%	3.95%	96.32%	95.45%
±3σ	-1.96%	5.13%	98.33%	99.73%

Descriptive Statistics

均值	1.588%
Standard Error	0.014%
中位数	1.270%
Mode	0.728%
Standard Deviation	1.181%
Sample Variance	1.394%
峰度	21.58
偏度	3.51
Range	15.912%
Minimum	0.201%
Maximum	16.113%
Count	6876

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.588%	6876	100.00%	1.588%
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 7.83 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -3.62%	45	0.65%	0.65%
-3.62% to -2.72%	67	0.97%	1.63%
-2.72% to -1.81%	202	2.94%	4.57%
-1.81% to -0.90%	777	11.30%	15.87%
-0.90% to 0.00%	2572	37.41%	53.27%
0.00% to 0.91%	2060	29.96%	83.23%
0.91% to 1.82%	751	10.92%	94.15%
1.82% to 2.72%	273	3.97%	98.12%
2.72% to 3.63%	80	1.16%	99.29%
Greater than 3.63%	49	0.71%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.21%	1.21%	78.23%	68.27%
±2σ	-2.41%	2.42%	94.95%	95.45%
±3σ	-3.62%	3.63%	98.63%	99.73%

Descriptive Statistics

均值	0.004%
Standard Error	0.015%
中位数	-0.055%
Mode	0.000%
Standard Deviation	1.209%
Sample Variance	1.461%
峰度	7.83
偏度	0.23
Range	21.170%
Minimum	-9.972%
Maximum	11.198%
Count	6876

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	0.898%	3213	46.73%	0.420%
负向	-0.794%	3595	52.28%	-0.415%
Zero	0.000%	68	0.99%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.01. Further, an Excess 峰度 of 3.62 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -9.16%	10	0.70%	0.70%
-9.16% to -6.81%	22	1.54%	2.24%
-6.81% to -4.47%	60	4.21%	6.45%
-4.47% to -2.12%	140	9.82%	16.27%
-2.12% to 0.23%	453	31.77%	48.04%
0.23% to 2.57%	519	36.40%	84.43%
2.57% to 4.92%	142	9.96%	94.39%
4.92% to 7.26%	54	3.79%	98.18%
7.26% to 9.61%	14	0.98%	99.16%
Greater than 9.61%	12	0.84%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.90%	3.35%	76.79%	68.27%
±2σ	-6.03%	6.48%	94.18%	95.45%
±3σ	-9.16%	9.61%	98.46%	99.73%

Descriptive Statistics

均值	0.226%
Standard Error	0.083%
中位数	0.297%
Mode	0.000%
Standard Deviation	3.128%
Sample Variance	9.785%
峰度	3.62
偏度	0.01
Range	33.844%
Minimum	-16.839%
Maximum	17.005%
Count	1426

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.197%	792	55.54%	1.220%
负向	-2.265%	626	43.90%	-0.994%
Zero	0.000%	8	0.56%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	5.47%
12	1 Quarter	4.96%
52	1 Year	3.84%
156	3 Years	3.99%
260	5 Years	4.69%
520	10 Years	4.07%
1,040	20 Years	4.14%
2,600	50 Years	4.21%

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 2.90. Further, an Excess 峰度 of 13.71 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -4.99%	0	0.00%	0.00%
-4.99% to -2.68%	0	0.00%	0.00%
-2.68% to -0.36%	0	0.00%	0.00%
-0.36% to 1.96%	235	16.47%	16.47%
1.96% to 4.28%	692	48.49%	64.96%
4.28% to 6.59%	290	20.32%	85.28%
6.59% to 8.91%	115	8.06%	93.34%
8.91% to 11.23%	48	3.36%	96.71%
11.23% to 13.55%	20	1.40%	98.11%
Greater than 13.55%	27	1.89%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	1.19%	7.37%	87.25%	68.27%
±2σ	-1.90%	10.46%	95.66%	95.45%
±3σ	-4.99%	13.55%	98.11%	99.73%

Descriptive Statistics

均值	4.276%
Standard Error	0.082%
中位数	3.401%
Mode	1.447%
Standard Deviation	3.090%
Sample Variance	9.550%
峰度	13.71
偏度	2.90
Range	30.395%
Minimum	0.807%
Maximum	31.202%
Count	1427

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.276%	1427	100.00%	4.276%
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 0.73. Further, an Excess 峰度 of 5.36 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -9.37%	8	0.56%	0.56%
-9.37% to -7.04%	13	0.91%	1.47%
-7.04% to -4.71%	49	3.43%	4.91%
-4.71% to -2.38%	156	10.93%	15.84%
-2.38% to -0.05%	542	37.98%	53.82%
-0.05% to 2.28%	423	29.64%	83.46%
2.28% to 4.61%	151	10.58%	94.04%
4.61% to 6.94%	49	3.43%	97.48%
6.94% to 9.28%	21	1.47%	98.95%
Greater than 9.28%	15	1.05%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.16%	3.06%	77.72%	68.27%
±2σ	-6.27%	6.17%	94.46%	95.45%
±3σ	-9.37%	9.28%	98.39%	99.73%

Descriptive Statistics

均值	-0.049%
Standard Error	0.082%
中位数	-0.261%
Mode	-1.353%
Standard Deviation	3.108%
Sample Variance	9.658%
峰度	5.36
偏度	0.73
Range	39.131%
Minimum	-14.651%
Maximum	24.480%
Count	1427

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.366%	638	44.71%	1.058%
负向	-2.009%	786	55.08%	-1.107%
Zero	0.000%	3	0.21%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.01. Further, an Excess 峰度 of 0.93 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -15.73%	1	0.30%	0.30%
-15.73% to -11.57%	5	1.52%	1.83%
-11.57% to -7.41%	19	5.79%	7.62%
-7.41% to -3.24%	39	11.89%	19.51%
-3.24% to 0.92%	98	29.88%	49.39%
0.92% to 5.08%	102	31.10%	80.49%
5.08% to 9.25%	44	13.41%	93.90%
9.25% to 13.41%	15	4.57%	98.48%
13.41% to 17.58%	2	0.61%	99.09%
Greater than 17.58%	3	0.91%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.63%	6.47%	73.78%	68.27%
±2σ	-10.18%	12.02%	93.60%	95.45%
±3σ	-15.73%	17.58%	98.78%	99.73%

Descriptive Statistics

均值	0.921%
Standard Error	0.307%
中位数	1.104%
Mode	-0.197%
Standard Deviation	5.552%
Sample Variance	30.823%
峰度	0.93
偏度	-0.01
Range	36.517%
Minimum	-17.634%
Maximum	18.883%
Count	328

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.407%	192	58.54%	2.580%
负向	-4.000%	136	41.46%	-1.659%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	10.61%
12	1 Year	8.00%
36	3 Years	8.57%
60	5 Years	9.92%
120	10 Years	8.89%
240	20 Years	8.84%
600	50 Years	8.96%

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 2.96. Further, an Excess 峰度 of 13.57 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -10.37%	0	0.00%	0.00%
-10.37% to -5.38%	0	0.00%	0.00%
-5.38% to -0.39%	0	0.00%	0.00%
-0.39% to 4.60%	49	14.89%	14.89%
4.60% to 9.59%	159	48.33%	63.22%
9.59% to 14.57%	74	22.49%	85.71%
14.57% to 19.56%	29	8.81%	94.53%
19.56% to 24.55%	8	2.43%	96.96%
24.55% to 29.54%	3	0.91%	97.87%
Greater than 29.54%	7	2.13%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.94%	16.23%	85.71%	68.27%
±2σ	-3.71%	22.89%	96.35%	95.45%
±3σ	-10.37%	29.54%	97.87%	99.73%

Descriptive Statistics

均值	9.585%
Standard Error	0.367%
中位数	7.770%
Mode	4.509%
Standard Deviation	6.650%
Sample Variance	44.222%
峰度	13.57
偏度	2.96
Range	53.765%
Minimum	2.013%
Maximum	55.778%
Count	329

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	9.585%	329	100.00%	9.585%
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 0.58. Further, an Excess 峰度 of 1.91 proves the distribution possesses Fat Tails (高er Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -17.25%	1	0.30%	0.30%
-17.25% to -13.03%	2	0.61%	0.91%
-13.03% to -8.81%	13	3.95%	4.86%
-8.81% to -4.60%	48	14.59%	19.45%
-4.60% to -0.38%	110	33.43%	52.89%
-0.38% to 3.84%	95	28.88%	81.76%
3.84% to 8.06%	37	11.25%	93.01%
8.06% to 12.28%	12	3.65%	96.66%
12.28% to 16.49%	9	2.74%	99.39%
Greater than 16.49%	2	0.61%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.00%	5.25%	74.47%	68.27%
±2σ	-11.63%	10.87%	93.62%	95.45%
±3σ	-17.25%	16.49%	99.09%	99.73%

Descriptive Statistics

均值	-0.378%
Standard Error	0.310%
中位数	-0.800%
Mode	-5.070%
Standard Deviation	5.624%
Sample Variance	31.633%
峰度	1.91
偏度	0.58
Range	44.626%
Minimum	-19.082%
Maximum	25.544%
Count	329

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.460%	140	42.55%	1.898%
负向	-3.962%	189	57.45%	-2.276%
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 -0.17. Further, an Excess 峰度 of -0.19 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -23.79%	0	0.00%	0.00%
-23.79% to -17.18%	1	0.92%	0.92%
-17.18% to -10.56%	7	6.42%	7.34%
-10.56% to -3.95%	18	16.51%	23.85%
-3.95% to 2.67%	24	22.02%	45.87%
2.67% to 9.28%	38	34.86%	80.73%
9.28% to 15.89%	13	11.93%	92.66%
15.89% to 22.50%	8	7.34%	100.00%
22.50% to 29.12%	0	0.00%	100.00%
Greater than 29.12%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.15%	11.48%	68.81%	68.27%
±2σ	-14.97%	20.30%	93.58%	95.45%
±3σ	-23.79%	29.12%	100.00%	99.73%

Descriptive Statistics

均值	2.665%
Standard Error	0.845%
中位数	3.525%
Mode	-19.169%
Standard Deviation	8.818%
Sample Variance	77.764%
峰度	-0.19
偏度	-0.17
Range	41.528%
Minimum	-19.169%
Maximum	22.359%
Count	109

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.797%	71	65.14%	5.079%
负向	-6.923%	38	34.86%	-2.413%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	13.81%
12	3 Years	16.90%
20	5 Years	17.25%
40	10 Years	15.69%
80	20 Years	15.77%
200	50 Years	15.79%

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 2.82. Further, an Excess 峰度 of 11.46 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -17.62%	0	0.00%	0.00%
-17.62% to -8.76%	0	0.00%	0.00%
-8.76% to 0.11%	0	0.00%	0.00%
0.11% to 8.97%	13	11.82%	11.82%
8.97% to 17.84%	56	50.91%	62.73%
17.84% to 26.70%	27	24.55%	87.27%
26.70% to 35.57%	8	7.27%	94.55%
35.57% to 44.43%	1	0.91%	95.45%
44.43% to 53.30%	3	2.73%	98.18%
Greater than 53.30%	2	1.82%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	6.02%	29.66%	86.36%	68.27%
±2σ	-5.80%	41.48%	94.55%	95.45%
±3σ	-17.62%	53.30%	98.18%	99.73%

Descriptive Statistics

均值	17.838%
Standard Error	1.127%
中位数	14.310%
Mode	4.627%
Standard Deviation	11.820%
Sample Variance	139.715%
峰度	11.46
偏度	2.82
Range	81.658%
Minimum	4.627%
Maximum	86.285%
Count	110

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	17.838%	110	100.00%	17.838%
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 0.58. Further, an Excess 峰度 of 0.26 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -27.59%	0	0.00%	0.00%
-27.59% to -21.07%	0	0.00%	0.00%
-21.07% to -14.55%	5	4.55%	4.55%
-14.55% to -8.03%	16	14.55%	19.09%
-8.03% to -1.50%	40	36.36%	55.45%
-1.50% to 5.02%	26	23.64%	79.09%
5.02% to 11.54%	13	11.82%	90.91%
11.54% to 18.06%	7	6.36%	97.27%
18.06% to 24.58%	3	2.73%	100.00%
Greater than 24.58%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-10.20%	7.19%	71.82%	68.27%
±2σ	-18.89%	15.89%	95.45%	95.45%
±3σ	-27.59%	24.58%	100.00%	99.73%

Descriptive Statistics

均值	-1.505%
Standard Error	0.829%
中位数	-2.719%
Mode	-18.978%
Standard Deviation	8.695%
Sample Variance	75.600%
峰度	0.26
偏度	0.58
Range	43.478%
Minimum	-18.978%
Maximum	24.500%
Count	110

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	7.685%	40	36.36%	2.795%
负向	-6.756%	70	63.64%	-4.299%
Zero	0.000%	0	0.00%	0.000%

XLY 深度分析报告