Series

Beg. date

End. date

# Obs.

Mean

Std. Dev.

Skew.

Kurt.

SPY

2/1/93

6/8/15

5629

0.00042

0.0119

0.114

13.94

GE

1/2/62

5/20/11

12,433

0.00052

0.0164

0.186

11.52

IBM (long)

1/2/62

5/20/11

12,431

0.00047

0.0162

0.075

12.93

IBM (short)

2/6/02

6/13/11

2355

0.00036

0.0159

0.335

9.78

KO

1/2/62

5/23/11

12,434

0.00061

0.0152

−0.005

15.36

RDS.A

7/26/05

6/10/11

1481

0.00047

0.0201

0.531

13.83

RDS.B

7/21/05

6/10/11

1484

0.00046

0.0205

0.474

13.57

DJIA

3/1/50

6/13/11

15,498

0.00031

0.0096

−0.782

31.11

SP500

1/3/50

5/25/11

15,536

0.00046

0.0096

−0.603

23.33

HSI

1/2/87

4/1/11

6025

0.00053

0.0176

−1.277

36.54

SSE

1/4/93

4/1/11

4449

0.00056

0.0230

1.742

28.63