Securities

Mean

Median

Std. Dev

Kurtosis

Skewness

Minimum

Maximum

No. of Obs.

SP 500

0.35%

1.32%

3.98%

9.64

−2.04

−22.86%

11.34%

170

ABT

0.46%

1.29%

4.93%

0.72

−0.70

−16.68%

9.26%

170

ACN

0.88%

1.36%

6.46%

0.35

−0.50

−17.55%

17.10%

170

ACE

0.72%

1.69%

6.14%

2.84

−0.82

−22.17%

17.88%

170

ACT

1.66%

1.69%

6.42%

0.03

0.20

−15.12%

18.38%

170

ATVI

1.01%

0.62%

8.51%

0.28

−0.01

−20.59%

24.23%

170

AYI

1.30%

2.12%

10.23%

1.35

−0.26

−31.41%

32.46%

170

ADBE

0.62%

2.39%

9.94%

1.68

−0.57

−33.92%

31.40%

170

AAP

1.25%

1.79%

8.16%

2.15

−0.79

−28.47%

17.96%

170

AES

−0.11%

0.44%

9.90%

3.26

−0.61

−35.43%

32.31%

170

AET

0.76%

2.41%

10.19%

4.64

−1.06

−42.84%

36.61%

170