ZTS 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	1.62%	1.24%	1.38%	2.35%	2.42%	2.55%	114.08	119.73	111.36	122.66
周度	3.45%	3.02%	3.31%	5.49%	5.32%	5.62%	110.81	123.26	105.07	129.99
月度	6.31%	6.15%	6.21%	11.77%	11.08%	11.70%	104.62	130.56	93.65	145.85
季度	9.99%	9.30%	9.82%	20.08%	19.18%	20.27%	96.47	141.58	79.63	171.53
Annual	—	—	—	—	38.37%	40.53%	79.63	171.53	54.26	251.74
Option Time Horizon	—	—	—	—	14.62%	15.45%	100.97	135.27	87.24	156.56

Calculation Notes: Computed at 2026-04-26T02:45 UTC | Reference Contract: Call option expiring 2026-06-18 (53 days) | Spot 价格 (S): $116.87 | Strike (K): $120.00 (first OTM call ≥ spot) | Observed Mid-价格: $5.6500 (Bid $5.4000 / Ask $5.9000) | Risk-Free Rate (r): 3.69% (1-Month CMT, US Treasury) | Dividend Yield (q): 1.72% | Binomial IV (Annual): 38.37% (CRR binomial tree, American, n=20 steps) | BS IV: 38.80% (European Black-Scholes) | Yahoo IV (Annual): 40.53% → 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
2026-04-20	$0.5300
2026-01-20	$0.5300
2025-10-31	$0.5000
2025-07-18	$0.5000
2025-04-21	$0.5000
2025-01-21	$0.5000
2024-10-31	$0.4320
2024-07-18	$0.4320
2024-04-18	$0.4320
2024-01-18	$0.4320
2023-10-31	$0.3750
2023-07-20	$0.3750
2023-04-20	$0.3750
2023-01-19	$0.3750
2022-10-31	$0.3250
2022-07-20	$0.3250
2022-04-20	$0.3250
2022-01-19	$0.3250
2021-10-28	$0.2500
2021-07-20	$0.2500
2021-04-20	$0.2500
2021-01-19	$0.2500
2020-10-20	$0.2000
2020-07-16	$0.2000
2020-04-16	$0.2000
2020-01-16	$0.2000
2019-10-21	$0.1640
2019-07-18	$0.1640
2019-04-17	$0.1640
2019-01-17	$0.1640
2018-11-19	$0.1260
2018-07-19	$0.1260
2018-04-19	$0.1260
2018-01-18	$0.1260
2017-11-08	$0.1050
2017-06-13	$0.1050
2017-04-04	$0.1050
2017-01-18	$0.1050
2016-11-01	$0.0950
2016-06-28	$0.0950
2016-04-05	$0.0950
2016-01-19	$0.0950
2015-11-03	$0.0830
2015-08-11	$0.0830
2015-04-07	$0.0830
2015-01-20	$0.0830
2014-11-03	$0.0720
2014-08-18	$0.0720
2014-04-24	$0.0720
2014-01-28	$0.0720
2013-10-30	$0.0650
2013-07-30	$0.0650
2013-04-29	$0.0650

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

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -4.80%	18	0.54%	0.54%
-4.80% to -3.59%	34	1.02%	1.56%
-3.59% to -2.37%	122	3.67%	5.23%
-2.37% to -1.16%	391	11.76%	16.99%
-1.16% to 0.06%	1081	32.50%	49.49%
0.06% to 1.27%	1111	33.40%	82.89%
1.27% to 2.49%	413	12.42%	95.31%
2.49% to 3.70%	101	3.04%	98.35%
3.70% to 4.92%	33	0.99%	99.34%
Greater than 4.92%	22	0.66%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.56%	1.68%	78.05%	68.27%
±2σ	-3.18%	3.30%	95.22%	95.45%
±3σ	-4.80%	4.92%	98.80%	99.73%

Descriptive Statistics

均值	0.056%
Standard Error	0.028%
中位数	0.065%
Mode	0.000%
Standard Deviation	1.620%
Sample Variance	2.625%
峰度	9.18
偏度	-0.26
Range	26.675%
Minimum	-14.696%
Maximum	11.979%
Count	3326

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.139%	1727	51.92%	0.591%
负向	-1.130%	1576	47.38%	-0.535%
Zero	0.000%	23	0.69%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average 日度 True Range %
5	1 Week	2.64%
20	1 Month	2.52%
60	1 Quarter	2.83%
250	1 Year	2.44%
750	3 Years	2.36%
1,250	5 Years	2.35%
2,500	10 Years	2.18%
5,000	20 Years	2.19%
12,500	50 Years	2.19%

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 3.72. Further, an Excess 峰度 of 27.52 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -1.61%	0	0.00%	0.00%
-1.61% to -0.69%	0	0.00%	0.00%
-0.69% to 0.24%	0	0.00%	0.00%
0.24% to 1.17%	514	15.45%	15.45%
1.17% to 2.09%	1553	46.68%	62.13%
2.09% to 3.02%	775	23.29%	85.42%
3.02% to 3.94%	283	8.51%	93.93%
3.94% to 4.87%	118	3.55%	97.48%
4.87% to 5.80%	43	1.29%	98.77%
Greater than 5.80%	41	1.23%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.86%	3.33%	86.08%	68.27%
±2σ	-0.38%	4.56%	96.51%	95.45%
±3σ	-1.61%	5.80%	98.77%	99.73%

Descriptive Statistics

均值	2.091%
Standard Error	0.021%
中位数	1.797%
Mode	1.269%
Standard Deviation	1.235%
Sample Variance	1.524%
峰度	27.52
偏度	3.72
Range	18.773%
Minimum	0.416%
Maximum	19.189%
Count	3327

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.091%	3327	100.00%	2.091%
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 0.16. Further, an Excess 峰度 of 5.07 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -4.14%	18	0.54%	0.54%
-4.14% to -3.11%	26	0.78%	1.32%
-3.11% to -2.07%	114	3.43%	4.75%
-2.07% to -1.03%	450	13.53%	18.27%
-1.03% to 0.01%	1084	32.58%	50.86%
0.01% to 1.04%	1041	31.29%	82.15%
1.04% to 2.08%	404	12.14%	94.29%
2.08% to 3.12%	123	3.70%	97.99%
3.12% to 4.16%	49	1.47%	99.46%
Greater than 4.16%	18	0.54%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.38%	1.39%	76.41%	68.27%
±2σ	-2.76%	2.77%	95.01%	95.45%
±3σ	-4.14%	4.16%	98.92%	99.73%

Descriptive Statistics

均值	0.006%
Standard Error	0.024%
中位数	-0.016%
Mode	0.000%
Standard Deviation	1.383%
Sample Variance	1.912%
峰度	5.07
偏度	0.16
Range	20.925%
Minimum	-10.004%
Maximum	10.921%
Count	3327

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	1.024%	1636	49.17%	0.504%
负向	-0.991%	1671	50.23%	-0.498%
Zero	0.000%	20	0.60%	0.000%

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

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -10.08%	5	0.72%	0.72%
-10.08% to -7.49%	8	1.16%	1.88%
-7.49% to -4.91%	30	4.35%	6.23%
-4.91% to -2.32%	76	11.01%	17.25%
-2.32% to 0.27%	211	30.58%	47.83%
0.27% to 2.85%	240	34.78%	82.61%
2.85% to 5.44%	91	13.19%	95.80%
5.44% to 8.03%	16	2.32%	98.12%
8.03% to 10.61%	12	1.74%	99.86%
Greater than 10.61%	1	0.14%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.18%	3.71%	75.80%	68.27%
±2σ	-6.63%	7.16%	95.07%	95.45%
±3σ	-10.08%	10.61%	99.13%	99.73%

Descriptive Statistics

均值	0.267%
Standard Error	0.131%
中位数	0.376%
Mode	-3.920%
Standard Deviation	3.448%
Sample Variance	11.890%
峰度	6.67
偏度	0.07
Range	43.407%
Minimum	-17.484%
Maximum	25.923%
Count	690

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.395%	391	56.67%	1.357%
负向	-2.516%	299	43.33%	-1.090%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average 周度 True Range %
4	1 Month	4.37%
12	1 Quarter	5.95%
52	1 Year	5.43%
156	3 Years	5.48%
260	5 Years	5.49%
520	10 Years	5.05%
1,040	20 Years	5.00%
2,600	50 Years	5.00%

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 3.44. Further, an Excess 峰度 of 20.55 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -3.98%	0	0.00%	0.00%
-3.98% to -1.72%	0	0.00%	0.00%
-1.72% to 0.54%	0	0.00%	0.00%
0.54% to 2.80%	104	15.05%	15.05%
2.80% to 5.07%	323	46.74%	61.79%
5.07% to 7.33%	174	25.18%	86.98%
7.33% to 9.59%	52	7.53%	94.50%
9.59% to 11.85%	18	2.60%	97.11%
11.85% to 14.11%	12	1.74%	98.84%
Greater than 14.11%	8	1.16%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	2.05%	8.08%	85.38%	68.27%
±2σ	-0.97%	11.10%	96.24%	95.45%
±3σ	-3.98%	14.11%	98.84%	99.73%

Descriptive Statistics

均值	5.066%
Standard Error	0.115%
中位数	4.406%
Mode	4.090%
Standard Deviation	3.016%
Sample Variance	9.094%
峰度	20.55
偏度	3.44
Range	29.839%
Minimum	1.157%
Maximum	30.996%
Count	691

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.066%	691	100.00%	5.066%
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 1.03. Further, an Excess 峰度 of 6.85 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -9.99%	1	0.14%	0.14%
-9.99% to -7.51%	11	1.59%	1.74%
-7.51% to -5.03%	12	1.74%	3.47%
-5.03% to -2.55%	101	14.62%	18.09%
-2.55% to -0.06%	251	36.32%	54.41%
-0.06% to 2.42%	198	28.65%	83.07%
2.42% to 4.90%	74	10.71%	93.78%
4.90% to 7.38%	25	3.62%	97.40%
7.38% to 9.86%	10	1.45%	98.84%
Greater than 9.86%	8	1.16%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.37%	3.25%	76.56%	68.27%
±2σ	-6.68%	6.55%	94.79%	95.45%
±3σ	-9.99%	9.86%	98.70%	99.73%

Descriptive Statistics

均值	-0.064%
Standard Error	0.126%
中位数	-0.307%
Mode	0.467%
Standard Deviation	3.309%
Sample Variance	10.949%
峰度	6.85
偏度	1.03
Range	40.233%
Minimum	-15.401%
Maximum	24.832%
Count	691

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	2.551%	309	44.72%	1.141%
负向	-2.185%	381	55.14%	-1.205%
Zero	0.000%	1	0.14%	0.000%

收盘-to-收盘收益

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a 偏度 factor of -0.11. Further, an Excess 峰度 of 0.32 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -17.88%	1	0.63%	0.63%
-17.88% to -13.15%	2	1.27%	1.90%
-13.15% to -8.41%	7	4.43%	6.33%
-8.41% to -3.68%	24	15.19%	21.52%
-3.68% to 1.06%	43	27.22%	48.73%
1.06% to 5.80%	46	29.11%	77.85%
5.80% to 10.53%	25	15.82%	93.67%
10.53% to 15.27%	9	5.70%	99.37%
15.27% to 20.00%	0	0.00%	99.37%
Greater than 20.00%	1	0.63%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.25%	7.37%	68.35%	68.27%
±2σ	-11.57%	13.69%	96.84%	95.45%
±3σ	-17.88%	20.00%	98.73%	99.73%

Descriptive Statistics

均值	1.060%
Standard Error	0.502%
中位数	1.201%
Mode	-17.997%
Standard Deviation	6.314%
Sample Variance	39.871%
峰度	0.32
偏度	-0.11
Range	39.141%
Minimum	-17.997%
Maximum	21.144%
Count	158

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	4.925%	97	61.39%	3.024%
负向	-5.087%	61	38.61%	-1.964%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average 月度 True Range %
3	1 Quarter	10.57%
12	1 Year	11.19%
36	3 Years	11.67%
60	5 Years	11.77%
120	10 Years	10.71%
240	20 Years	10.63%
600	50 Years	10.63%

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 3.66. Further, an Excess 峰度 of 23.83 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -7.03%	0	0.00%	0.00%
-7.03% to -2.42%	0	0.00%	0.00%
-2.42% to 2.19%	0	0.00%	0.00%
2.19% to 6.81%	26	16.35%	16.35%
6.81% to 11.42%	66	41.51%	57.86%
11.42% to 16.03%	48	30.19%	88.05%
16.03% to 20.65%	13	8.18%	96.23%
20.65% to 25.26%	2	1.26%	97.48%
25.26% to 29.87%	1	0.63%	98.11%
Greater than 29.87%	3	1.89%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	5.27%	17.57%	82.39%	68.27%
±2σ	-0.88%	23.72%	96.86%	95.45%
±3σ	-7.03%	29.87%	98.11%	99.73%

Descriptive Statistics

均值	11.421%
Standard Error	0.488%
中位数	10.668%
Mode	3.789%
Standard Deviation	6.151%
Sample Variance	37.832%
峰度	23.83
偏度	3.66
Range	55.630%
Minimum	3.789%
Maximum	59.419%
Count	159

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	11.421%	159	100.00%	11.421%
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 0.43. Further, an Excess 峰度 of 0.59 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -19.15%	0	0.00%	0.00%
-19.15% to -14.50%	1	0.63%	0.63%
-14.50% to -9.84%	9	5.66%	6.29%
-9.84% to -5.19%	28	17.61%	23.90%
-5.19% to -0.54%	43	27.04%	50.94%
-0.54% to 4.12%	44	27.67%	78.62%
4.12% to 8.77%	22	13.84%	92.45%
8.77% to 13.43%	8	5.03%	97.48%
13.43% to 18.08%	3	1.89%	99.37%
Greater than 18.08%	1	0.63%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.74%	5.67%	69.81%	68.27%
±2σ	-12.95%	11.87%	96.86%	95.45%
±3σ	-19.15%	18.08%	99.37%	99.73%

Descriptive Statistics

均值	-0.536%
Standard Error	0.492%
中位数	-0.780%
Mode	-1.915%
Standard Deviation	6.205%
Sample Variance	38.504%
峰度	0.59
偏度	0.43
Range	38.744%
Minimum	-17.472%
Maximum	21.272%
Count	159

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	5.141%	66	41.51%	2.134%
负向	-4.565%	93	58.49%	-2.670%
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 -0.24. Further, an Excess 峰度 of -0.78 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -26.81%	0	0.00%	0.00%
-26.81% to -19.32%	0	0.00%	0.00%
-19.32% to -11.83%	5	9.62%	9.62%
-11.83% to -4.34%	7	13.46%	23.08%
-4.34% to 3.15%	11	21.15%	44.23%
3.15% to 10.64%	16	30.77%	75.00%
10.64% to 18.13%	10	19.23%	94.23%
18.13% to 25.62%	3	5.77%	100.00%
25.62% to 33.11%	0	0.00%	100.00%
Greater than 33.11%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-6.84%	13.14%	65.38%	68.27%
±2σ	-16.82%	23.12%	98.08%	95.45%
±3σ	-26.81%	33.11%	100.00%	99.73%

Descriptive Statistics

均值	3.149%
Standard Error	1.385%
中位数	4.193%
Mode	-17.228%
Standard Deviation	9.986%
Sample Variance	99.714%
峰度	-0.78
偏度	-0.24
Range	37.839%
Minimum	-17.228%
Maximum	20.611%
Count	52

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	9.726%	32	61.54%	5.985%
负向	-7.375%	20	38.46%	-2.837%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average 季度 True Range %
4	1 Year	16.94%
12	3 Years	20.06%
20	5 Years	20.08%
40	10 Years	18.85%
80	20 Years	18.49%
200	50 Years	18.49%

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 1.99. Further, an Excess 峰度 of 6.60 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -7.36%	0	0.00%	0.00%
-7.36% to -0.38%	0	0.00%	0.00%
-0.38% to 6.60%	0	0.00%	0.00%
6.60% to 13.58%	11	20.75%	20.75%
13.58% to 20.56%	20	37.74%	58.49%
20.56% to 27.53%	14	26.42%	84.91%
27.53% to 34.51%	5	9.43%	94.34%
34.51% to 41.49%	2	3.77%	98.11%
41.49% to 48.47%	0	0.00%	98.11%
Greater than 48.47%	1	1.89%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	11.25%	29.86%	83.02%	68.27%
±2σ	1.95%	39.16%	98.11%	95.45%
±3σ	-7.36%	48.47%	98.11%	99.73%

Descriptive Statistics

均值	20.556%
Standard Error	1.278%
中位数	17.976%
Mode	8.942%
Standard Deviation	9.304%
Sample Variance	86.573%
峰度	6.60
偏度	1.99
Range	53.317%
Minimum	8.942%
Maximum	62.259%
Count	53

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	20.556%	53	100.00%	20.556%
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 0.53. Further, an Excess 峰度 of -0.54 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	频率	Prob	Cum. Prob
Less than -31.24%	0	0.00%	0.00%
-31.24% to -23.88%	0	0.00%	0.00%
-23.88% to -16.51%	1	1.89%	1.89%
-16.51% to -9.15%	12	22.64%	24.53%
-9.15% to -1.79%	19	35.85%	60.38%
-1.79% to 5.58%	8	15.09%	75.47%
5.58% to 12.94%	7	13.21%	88.68%
12.94% to 20.30%	6	11.32%	100.00%
20.30% to 27.67%	0	0.00%	100.00%
Greater than 27.67%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	低er Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.60%	8.03%	66.04%	68.27%
±2σ	-21.42%	17.85%	94.34%	95.45%
±3σ	-31.24%	27.67%	100.00%	99.73%

Descriptive Statistics

均值	-1.786%
Standard Error	1.349%
中位数	-4.011%
Mode	-16.714%
Standard Deviation	9.818%
Sample Variance	96.398%
峰度	-0.54
偏度	0.53
Range	36.756%
Minimum	-16.714%
Maximum	20.042%
Count	53

频率 Breakdown

分类	Avg 收益	Count	概率	Freq Adj 收益
正向	8.473%	21	39.62%	3.357%
负向	-8.518%	32	60.38%	-5.143%
Zero	0.000%	0	0.00%	0.000%

ZTS 深度分析报告