Table 1. Mean value and standard deviation of breakouts (R) and breakdowns (R′).
Mean | Std. Dev. | ||
500 stocks of the S&P500 Index | R | 3.16064 | 6.19859 |
R′ | 2.77648 | 6.9888 | |
847 stocks of the SH Index | R | 3.8049 | 9.3666 |
R′ | 3.09 | 9.71 |
Mean | Std. Dev. | ||
500 stocks of the S&P500 Index | R | 3.16064 | 6.19859 |
R′ | 2.77648 | 6.9888 | |
847 stocks of the SH Index | R | 3.8049 | 9.3666 |
R′ | 3.09 | 9.71 |