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XOM 深度分析报告

Exxon Mobil Corporation | 分类： Equity Mega Cap | 年化股息率： 2.66% ($4.00) | 最后更新: 2026-04-26 | 数据区间: 1962-01-01 → 2026-04-01 (772 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 1.45% 1.17% 1.23% 2.39% 1.95% 1.99% 146.03 151.84 143.21 154.84
周度 3.09% 2.86% 3.07% 5.55% 4.30% 4.38% 142.65 155.45 136.65 162.27
月度 5.54% 5.75% 5.44% 11.61% 8.94% 9.11% 136.17 162.84 124.52 178.08
季度 8.57% 9.91% 8.00% 19.65% 15.49% 15.77% 127.54 173.86 109.24 202.99
Annual — — — — 30.98% 31.55% 109.24 202.99 80.14 276.70
Option Time Horizon — — — — 11.81% 12.02% 132.33 167.57 117.59 188.57
Calculation Notes: Computed at 2026-04-26T02:44 UTC  |  Reference Contract: Call option expiring 2026-06-18 (53 days)  |  Spot 价格 (S): $148.91  |  Strike (K): $150.00 (first OTM call ≥ spot)  |  Observed Mid-价格: $6.5750 (Bid $6.4500 / Ask $6.7000)  |  Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 2.66%  |  Binomial IV (Annual): 30.98% (CRR binomial tree, American, n=20 steps)  |  BS IV: 30.96% (European Black-Scholes)  |  Yahoo IV (Annual): 31.55% → 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
2026-02-12 $1.0300
2025-11-14 $1.0300
2025-08-15 $0.9900
2025-05-15 $0.9900
2025-02-12 $0.9900
2024-11-14 $0.9900
2024-08-15 $0.9500
2024-05-14 $0.9500
2024-02-13 $0.9500
2023-11-14 $0.9500
2023-08-15 $0.9100
2023-05-15 $0.9100
2023-02-13 $0.9100
2022-11-14 $0.9100
2022-08-11 $0.8800
2022-05-12 $0.8800
2022-02-09 $0.8800
2021-11-10 $0.8800
2021-08-12 $0.8700
2021-05-12 $0.8700
2021-02-09 $0.8700
2020-11-10 $0.8700
2020-08-12 $0.8700
2020-05-12 $0.8700
2020-02-10 $0.8700
2019-11-08 $0.8700
2019-08-12 $0.8700
2019-05-10 $0.8700
2019-02-08 $0.8200
2018-11-09 $0.8200
2018-08-10 $0.8200
2018-05-11 $0.8200
2018-02-09 $0.7700
2017-11-10 $0.7700
2017-08-10 $0.7700
2017-05-10 $0.7700
2017-02-08 $0.7500
2016-11-08 $0.7500
2016-08-10 $0.7500
2016-05-11 $0.7500
2016-02-09 $0.7300
2015-11-09 $0.7300
2015-08-11 $0.7300
2015-05-11 $0.7300
2015-02-06 $0.6900
2014-11-07 $0.6900
2014-08-11 $0.6900
2014-05-09 $0.6900
2014-02-06 $0.6300
2013-11-07 $0.6300
2013-08-09 $0.6300
2013-05-09 $0.6300
2013-02-07 $0.5700
2012-11-07 $0.5700
2012-08-09 $0.5700
2012-05-10 $0.5700
2012-02-08 $0.4700
2011-11-08 $0.4700
2011-08-10 $0.4700
2011-05-11 $0.4700
2011-02-08 $0.4400
2010-11-09 $0.4400
2010-08-11 $0.4400
2010-05-11 $0.4400
2010-02-08 $0.4200
2009-11-09 $0.4200
2009-08-11 $0.4200
2009-05-11 $0.4200
2009-02-06 $0.4000
2008-11-07 $0.4000
2008-08-11 $0.4000
2008-05-09 $0.4000
2008-02-07 $0.3500
2007-11-07 $0.3500
2007-08-09 $0.3500
2007-05-10 $0.3500
2007-02-07 $0.3200
2006-11-09 $0.3200
2006-08-10 $0.3200
2006-05-10 $0.3200
2006-02-08 $0.3200
2005-11-08 $0.2900
2005-08-10 $0.2900
2005-05-11 $0.2900
2005-02-08 $0.2700
2004-11-09 $0.2700
2004-08-11 $0.2700
2004-05-11 $0.2700
2004-02-09 $0.2500
2003-11-07 $0.2500
2003-08-11 $0.2500
2003-05-09 $0.2500
2003-02-06 $0.2300
2002-11-07 $0.2300
2002-08-09 $0.2300
2002-05-09 $0.2300
2002-02-07 $0.2300
2001-11-07 $0.2300
2001-08-09 $0.2300
2001-06-18 $0.0100
2001-05-10 $0.2200
2001-02-07 $0.2200
2000-11-09 $0.2200
2000-08-10 $0.2200
2000-05-11 $0.2200
2000-02-09 $0.2200
1999-11-09 $0.2200
1999-08-11 $0.2050
1999-05-10 $0.2050
1999-02-08 $0.2050
1998-11-09 $0.2050
1998-08-11 $0.2050
1998-05-11 $0.2050
1998-02-06 $0.2050
1997-11-07 $0.2050
1997-08-11 $0.2050
1997-05-09 $0.2050
1997-02-06 $0.1975
1996-11-07 $0.1975
1996-08-09 $0.1975
1996-05-09 $0.1975
1996-02-08 $0.1875
1995-11-09 $0.1875
1995-08-10 $0.1875
1995-05-09 $0.1875
1995-02-06 $0.1875
1994-11-07 $0.1875
1994-08-09 $0.1800
1994-05-09 $0.1800
1994-02-04 $0.1800
1993-11-05 $0.1800
1993-08-09 $0.1800
1993-05-07 $0.1800
1993-02-04 $0.1800
1992-11-05 $0.1800
1992-08-07 $0.1800
1992-05-07 $0.1800
1992-02-05 $0.1675
1991-11-05 $0.1675
1991-08-07 $0.1675
1991-05-07 $0.1675
1991-02-05 $0.1675
1990-11-05 $0.1675
1990-08-07 $0.1500
1990-05-08 $0.1500
1990-02-06 $0.1500
1989-11-07 $0.1500
1989-08-08 $0.1500
1989-05-09 $0.1375
1989-02-06 $0.1375
1988-11-07 $0.1375
1988-08-09 $0.1375
1988-05-09 $0.1375
1988-02-05 $0.1250
1987-11-05 $0.1250
1987-08-07 $0.1250
1987-05-07 $0.1125
1987-02-04 $0.1125
1986-11-05 $0.1125
1986-08-07 $0.1125
1986-05-07 $0.1125
1986-02-04 $0.1125
1985-11-05 $0.1125
1985-08-07 $0.1062
1985-05-07 $0.1062
1985-02-04 $0.1062
1984-11-02 $0.1062
1984-08-07 $0.1062
1984-05-08 $0.1062
1984-02-06 $0.1000
1983-11-04 $0.1000
1983-08-09 $0.1000
1983-05-09 $0.0938
1983-02-04 $0.0938
1982-11-05 $0.0938
1982-08-09 $0.0938
1982-05-07 $0.0938
1982-02-03 $0.1875
1981-11-05 $0.0938
1981-08-07 $0.0938
1981-05-11 $0.0938
1981-02-03 $0.0938
1980-11-05 $0.0938
1980-08-07 $0.0875
1980-05-07 $0.0813
1980-02-04 $0.0750
1979-11-02 $0.0688
1979-08-07 $0.0625
1979-05-08 $0.0563
1979-02-05 $0.0563
1978-11-06 $0.0531
1978-08-08 $0.0531
1978-05-09 $0.0500
1978-02-03 $0.0500
1977-11-04 $0.0469
1977-08-09 $0.0469
1977-05-09 $0.0469
1977-02-04 $0.0469
1976-11-05 $0.0437
1976-08-09 $0.0437
1976-05-10 $0.0437
1976-02-04 $0.0391
1975-11-05 $0.0391
1975-08-06 $0.0391
1975-05-05 $0.0391
1975-03-31 $0.0391
1975-02-05 $0.0391
1974-11-04 $0.0484
1974-08-06 $0.0391
1974-05-06 $0.0344
1974-02-04 $0.0344
1973-11-02 $0.0391
1973-08-02 $0.0344
1973-05-03 $0.0297
1973-02-05 $0.0297
1972-11-02 $0.0297
1972-08-04 $0.0297
1972-05-04 $0.0297
1972-02-04 $0.0297
1971-11-05 $0.0328
1971-08-05 $0.0297
1971-05-06 $0.0281
1971-02-08 $0.0281
1970-11-04 $0.0328
1970-08-06 $0.0281
1970-05-07 $0.0281
1969-11-05 $0.0328
1969-08-06 $0.0281
1969-05-02 $0.0281
1969-02-06 $0.0281
1968-11-07 $0.0328
1968-08-02 $0.0281
1968-05-03 $0.0266
1968-02-05 $0.0266
1967-11-03 $0.0328
1967-05-08 $0.0250
1966-11-04 $0.0281
1966-08-08 $0.0250
1966-05-09 $0.0250
1966-02-03 $0.0250
1965-11-03 $0.0281
1965-08-04 $0.0234
1965-05-05 $0.0234
1965-02-03 $0.0234
1964-11-04 $0.0266
1964-08-05 $0.0234
1964-05-06 $0.0219
1964-02-05 $0.0219
1963-11-06 $0.0250
1963-08-07 $0.0203
1963-05-08 $0.0203
1963-02-06 $0.0203
1962-11-07 $0.0219
1962-08-08 $0.0187
1962-05-09 $0.0187
1962-02-07 $0.0187
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 12.99 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.29%1040.64%0.64%
-4.29% to -3.20%1600.99%1.63%
-3.20% to -2.12%5673.50%5.13%
-2.12% to -1.03%195512.08%17.21%
-1.03% to 0.06%557534.45%51.66%
0.06% to 1.14%497130.72%82.38%
1.14% to 2.23%201912.48%94.85%
2.23% to 3.31%5763.56%98.41%
3.31% to 4.40%1651.02%99.43%
Greater than 4.40%920.57%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.39%1.50% 77.27%68.27%
±2σ -2.84%2.95% 95.29%95.45%
±3σ -4.29%4.40% 98.79%99.73%
Descriptive Statistics
均值0.056%
Standard Error0.011%
中位数0.000%
Mode0.000%
Standard Deviation1.448%
Sample Variance2.096%
峰度12.99
偏度0.01
Range41.339%
Minimum-23.429%
Maximum17.910%
Count16184
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.096% 7929 48.99% 0.537%
负向 -1.052% 7395 45.69% -0.481%
Zero 0.000% 860 5.31% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average 日度 True Range %
5 1 Week 1.94%
20 1 Month 3.45%
60 1 Quarter 2.96%
250 1 Year 2.14%
750 3 Years 2.09%
1,250 5 Years 2.39%
2,500 10 Years 2.25%
5,000 20 Years 2.12%
12,500 50 Years 2.01%
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 6.05. Further, an Excess 峰度 of 128.97 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -1.75%00.00%0.00%
-1.75% to -0.87%00.00%0.00%
-0.87% to 0.01%00.00%0.00%
0.01% to 0.89%243815.06%15.06%
0.89% to 1.76%765347.28%62.35%
1.76% to 2.64%378823.40%85.75%
2.64% to 3.52%13548.37%94.12%
3.52% to 4.40%5453.37%97.49%
4.40% to 5.27%1851.14%98.63%
Greater than 5.27%2221.37%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 0.59%2.93% 85.86%68.27%
±2σ -0.58%4.10% 96.77%95.45%
±3σ -1.75%5.27% 98.63%99.73%
Descriptive Statistics
均值1.763%
Standard Error0.009%
中位数1.495%
Mode1.408%
Standard Deviation1.170%
Sample Variance1.370%
峰度128.97
偏度6.05
Range43.991%
Minimum0.139%
Maximum44.130%
Count16185
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 1.763% 16185 100.00% 1.763%
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 0.35. Further, an Excess 峰度 of 9.69 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -3.71%800.49%0.49%
-3.71% to -2.79%1801.11%1.61%
-2.79% to -1.87%6153.80%5.41%
-1.87% to -0.95%206712.77%18.18%
-0.95% to -0.03%483729.89%48.06%
-0.03% to 0.89%551734.09%82.15%
0.89% to 1.81%201012.42%94.57%
1.81% to 2.73%5923.66%98.23%
2.73% to 3.65%1771.09%99.32%
Greater than 3.65%1100.68%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -1.26%1.20% 76.16%68.27%
±2σ -2.49%2.42% 95.13%95.45%
±3σ -3.71%3.65% 98.83%99.73%
Descriptive Statistics
均值-0.031%
Standard Error0.010%
中位数0.000%
Mode0.000%
Standard Deviation1.227%
Sample Variance1.505%
峰度9.69
偏度0.35
Range30.596%
Minimum-11.193%
Maximum19.403%
Count16185
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 0.935% 7325 45.26% 0.423%
负向 -0.938% 7831 48.38% -0.454%
Zero 0.000% 1029 6.36% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.16. Further, an Excess 峰度 of 7.17 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -8.99%210.63%0.63%
-8.99% to -6.68%280.83%1.46%
-6.68% to -4.36%1053.13%4.59%
-4.36% to -2.04%46713.92%18.51%
-2.04% to 0.27%108832.43%50.94%
0.27% to 2.58%103030.70%81.64%
2.58% to 4.90%43112.85%94.49%
4.90% to 7.22%1283.82%98.30%
7.22% to 9.53%391.16%99.46%
Greater than 9.53%180.54%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -2.82%3.36% 75.53%68.27%
±2σ -5.90%6.44% 95.47%95.45%
±3σ -8.99%9.53% 98.84%99.73%
Descriptive Statistics
均值0.270%
Standard Error0.053%
中位数0.218%
Mode0.000%
Standard Deviation3.087%
Sample Variance9.532%
峰度7.17
偏度-0.16
Range52.604%
Minimum-29.843%
Maximum22.761%
Count3355
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.342% 1779 53.02% 1.242%
负向 -2.169% 1504 44.83% -0.972%
Zero 0.000% 72 2.15% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average 周度 True Range %
4 1 Month 7.12%
12 1 Quarter 7.03%
52 1 Year 5.07%
156 3 Years 4.82%
260 5 Years 5.55%
520 10 Years 5.28%
1,040 20 Years 4.84%
2,600 50 Years 4.54%
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 5.19. Further, an Excess 峰度 of 63.99 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -4.15%00.00%0.00%
-4.15% to -2.00%00.00%0.00%
-2.00% to 0.14%00.00%0.00%
0.14% to 2.28%50314.99%14.99%
2.28% to 4.43%157046.78%61.77%
4.43% to 6.57%81524.28%86.05%
6.57% to 8.71%2888.58%94.64%
8.71% to 10.86%1013.01%97.65%
10.86% to 13.00%330.98%98.63%
Greater than 13.00%461.37%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 1.57%7.29% 87.10%68.27%
±2σ -1.29%10.14% 96.96%95.45%
±3σ -4.15%13.00% 98.63%99.73%
Descriptive Statistics
均值4.427%
Standard Error0.049%
中位数3.827%
Mode3.125%
Standard Deviation2.858%
Sample Variance8.166%
峰度63.99
偏度5.19
Range58.876%
Minimum0.638%
Maximum59.514%
Count3356
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.427% 3356 100.00% 4.427%
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 1.83. Further, an Excess 峰度 of 21.87 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -9.28%80.24%0.24%
-9.28% to -6.98%341.01%1.25%
-6.98% to -4.68%1173.49%4.74%
-4.68% to -2.38%46613.89%18.62%
-2.38% to -0.07%107932.15%50.77%
-0.07% to 2.23%108032.18%82.96%
2.23% to 4.53%41212.28%95.23%
4.53% to 6.83%1093.25%98.48%
6.83% to 9.13%240.72%99.20%
Greater than 9.13%270.80%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -3.14%2.99% 76.52%68.27%
±2σ -6.21%6.06% 95.95%95.45%
±3σ -9.28%9.13% 98.96%99.73%
Descriptive Statistics
均值-0.075%
Standard Error0.053%
中位数-0.154%
Mode0.000%
Standard Deviation3.068%
Sample Variance9.410%
峰度21.87
偏度1.83
Range60.273%
Minimum-15.497%
Maximum44.776%
Count3356
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 2.249% 1544 46.01% 1.035%
负向 -2.167% 1719 51.22% -1.110%
Zero 0.000% 93 2.77% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.33. Further, an Excess 峰度 of 2.50 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -15.52%20.26%0.26%
-15.52% to -11.36%101.30%1.56%
-11.36% to -7.20%273.50%5.06%
-7.20% to -3.04%11514.92%19.97%
-3.04% to 1.11%24631.91%51.88%
1.11% to 5.27%21728.15%80.03%
5.27% to 9.43%11514.92%94.94%
9.43% to 13.59%232.98%97.92%
13.59% to 17.75%91.17%99.09%
Greater than 17.75%70.91%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -4.43%6.66% 74.32%68.27%
±2σ -9.97%12.20% 94.42%95.45%
±3σ -15.52%17.74% 98.83%99.73%
Descriptive Statistics
均值1.113%
Standard Error0.200%
中位数0.793%
Mode0.000%
Standard Deviation5.544%
Sample Variance30.741%
峰度2.50
偏度0.33
Range53.102%
Minimum-26.186%
Maximum26.916%
Count771
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.668% 437 56.68% 2.646%
负向 -3.627% 326 42.28% -1.534%
Zero 0.000% 8 1.04% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average 月度 True Range %
3 1 Quarter 16.08%
12 1 Year 11.35%
36 3 Years 9.73%
60 5 Years 11.61%
120 10 Years 11.38%
240 20 Years 10.09%
600 50 Years 9.32%
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 4.54. Further, an Excess 峰度 of 40.07 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -7.68%00.00%0.00%
-7.68% to -3.36%00.00%0.00%
-3.36% to 0.95%00.00%0.00%
0.95% to 5.27%9912.82%12.82%
5.27% to 9.59%39050.52%63.34%
9.59% to 13.90%17923.19%86.53%
13.90% to 18.22%567.25%93.78%
18.22% to 22.53%303.89%97.67%
22.53% to 26.85%81.04%98.70%
Greater than 26.85%101.30%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 3.83%15.34% 87.05%68.27%
±2σ -1.92%21.09% 96.63%95.45%
±3σ -7.68%26.85% 98.70%99.73%
Descriptive Statistics
均值9.586%
Standard Error0.207%
中位数8.326%
Mode6.250%
Standard Deviation5.754%
Sample Variance33.112%
峰度40.07
偏度4.54
Range77.525%
Minimum2.316%
Maximum79.841%
Count772
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 9.586% 772 100.00% 9.586%
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 0.55. Further, an Excess 峰度 of 4.08 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -16.73%40.52%0.52%
-16.73% to -12.65%91.17%1.68%
-12.65% to -8.57%222.85%4.53%
-8.57% to -4.49%13617.62%22.15%
-4.49% to -0.41%21828.24%50.39%
-0.41% to 3.68%23430.31%80.70%
3.68% to 7.76%10513.60%94.30%
7.76% to 11.84%273.50%97.80%
11.84% to 15.92%141.81%99.61%
Greater than 15.92%30.39%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.85%5.04% 74.35%68.27%
±2σ -11.29%10.48% 94.69%95.45%
±3σ -16.73%15.92% 99.09%99.73%
Descriptive Statistics
均值-0.405%
Standard Error0.196%
中位数-0.474%
Mode0.000%
Standard Deviation5.441%
Sample Variance29.610%
峰度4.08
偏度0.55
Range59.184%
Minimum-20.680%
Maximum38.504%
Count772
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 4.000% 352 45.60% 1.824%
负向 -4.187% 411 53.24% -2.229%
Zero 0.000% 9 1.17% 0.000%
收盘-to-收盘 收益
Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of 0.37. Further, an Excess 峰度 of 1.36 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -22.44%10.39%0.39%
-22.44% to -16.02%10.39%0.78%
-16.02% to -9.59%83.11%3.89%
-9.59% to -3.16%4718.29%22.18%
-3.16% to 3.26%6625.68%47.86%
3.26% to 9.69%8533.07%80.93%
9.69% to 16.11%3112.06%93.00%
16.11% to 22.54%135.06%98.05%
22.54% to 28.97%31.17%99.22%
Greater than 28.97%20.78%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -5.30%11.83% 68.87%68.27%
±2σ -13.87%20.40% 96.11%95.45%
±3σ -22.44%28.97% 98.83%99.73%
Descriptive Statistics
均值3.263%
Standard Error0.534%
中位数3.519%
Mode1.284%
Standard Deviation8.568%
Sample Variance73.409%
峰度1.36
偏度0.37
Range64.897%
Minimum-24.119%
Maximum40.778%
Count257
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 7.933% 168 65.37% 5.186%
负向 -5.551% 89 34.63% -1.922%
Zero 0.000% 0 0.00% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average 季度 True Range %
4 1 Year 19.98%
12 3 Years 17.29%
20 5 Years 19.65%
40 10 Years 20.00%
80 20 Years 17.63%
200 50 Years 15.83%
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 4.29. Further, an Excess 峰度 of 31.57 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -12.84%00.00%0.00%
-12.84% to -5.41%00.00%0.00%
-5.41% to 2.03%00.00%0.00%
2.03% to 9.46%3212.40%12.40%
9.46% to 16.90%13451.94%64.34%
16.90% to 24.33%6525.19%89.53%
24.33% to 31.77%155.81%95.35%
31.77% to 39.20%51.94%97.29%
39.20% to 46.64%31.16%98.45%
Greater than 46.64%41.55%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ 6.99%26.81% 89.15%68.27%
±2σ -2.93%36.73% 96.51%95.45%
±3σ -12.84%46.64% 98.45%99.73%
Descriptive Statistics
均值16.899%
Standard Error0.617%
中位数14.758%
Mode16.667%
Standard Deviation9.913%
Sample Variance98.274%
峰度31.57
偏度4.29
Range104.560%
Minimum4.706%
Maximum109.266%
Count258
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 16.899% 258 100.00% 16.899%
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 0.44. Further, an Excess 峰度 of 1.32 proves the distribution possesses Fat Tails (高er Outlier Risk).
Bin Distribution Over Raw Range
Bin / Range频率ProbCum. Prob
Less than -25.42%10.39%0.39%
-25.42% to -19.42%10.39%0.78%
-19.42% to -13.42%135.04%5.81%
-13.42% to -7.42%3714.34%20.16%
-7.42% to -1.41%8733.72%53.88%
-1.41% to 4.59%6224.03%77.91%
4.59% to 10.59%3915.12%93.02%
10.59% to 16.60%155.81%98.84%
16.60% to 22.60%10.39%99.22%
Greater than 22.60%20.78%100.00%
Standard Deviation Interval Analysis
SD低er BndUpper Bnd Actual %Normal %
±1σ -9.42%6.59% 69.38%68.27%
±2σ -17.42%14.60% 96.51%95.45%
±3σ -25.42%22.60% 98.84%99.73%
Descriptive Statistics
均值-1.412%
Standard Error0.498%
中位数-2.062%
Mode-6.407%
Standard Deviation8.004%
Sample Variance64.067%
峰度1.32
偏度0.44
Range58.178%
Minimum-26.093%
Maximum32.085%
Count258
频率 Breakdown
分类Avg 收益Count概率Freq Adj 收益
正向 6.520% 98 37.98% 2.477%
负向 -6.309% 159 61.63% -3.888%
Zero 0.000% 1 0.39% 0.000%