Table 2.
Summary statistics of stock market returns.
| DJIA | Euro-area Index | Nikkei 225 | FTSE 100 | SMI | S&P TSX | S&P ASX 200 | NZX 50 | |
|---|---|---|---|---|---|---|---|---|
| Mean | 0.0003 | 0.0001 | 0.0002 | 0.0001 | 0.0002 | 0.0002 | 0.0002 | 0.0004 |
| Minimum | −0.1293 | −0.1130 | −0.1141 | −0.1087 | −0.0964 | −0.1234 | −0.0970 | −0.0764 |
| Maximum | 0.1137 | 0.1205 | 0.1415 | 0.0984 | 0.1139 | 0.1196 | 0.0700 | 0.0718 |
| Standard Deviation | 0.0119 | 0.0151 | 0.0147 | 0.0118 | 0.0115 | 0.0111 | 0.0101 | 0.0073 |
| Skewness | −0.1130 | −0.0064 | −0.1737 | −0.1669 | −0.1258 | −0.6457 | −0.5768 | −0.4808 |
| Kurtosis | 12.8038 | 5.8882 | 6.3217 | 8.1295 | 7.8953 | 16.2249 | 7.8850 | 8.6839 |
| Count | 5594 | 5631 | 5227 | 5362 | 5602 | 5586 | 5672 | 5357 |