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Summary statistics of stock returns.
| NKR | FMBR | SCR | NSR | SPR | DXR | |
|---|---|---|---|---|---|---|
| Mean | -0.313724 | -0.402455 | -0.147617 | -0.215405 | -0.147623 | -0.51546 |
| Std. Dev. | 2.445463 | 3.453028 | 1.769321 | 3.626117 | 2.977544 | 2.925632 |
| Skewness | 0.505023 | -2.31595 | -1.558152 | -0.510258 | -0.556915 | -0.875228 |
| Kurtosis | 4.942365 | 14.04434 | 8.030458 | 5.449286 | 7.903214 | 9.651646 |
| Jarque-Bera | 12.78127 | 424.3192 | 90.4602 | 19.36125 | 106.3956 | 130.0984 |
| Probability | 0.001677 | 0 | 0 | 0.000062 | 0 | 0 |
Source: author's calculation.
