| Short term-observation period (2007/1/1-2012/11/30) | ||||||
|
| Mean | Median | Maximum | Minimum | Std. Dev | Obs. |
| Trading volume (TW) | 112153.9 | 108273.0 | 322003.0 | 23837.00 | 38300.48 | 1465 |
| Day return rate (TW) | 8.55E−05 | 0.000998 | 0.067422 | −0.065133 | 0.014621 | 1465 |
| Amplitude rate (TW) | 0.015291 | 0.012271 | 0.072320 | 0.002949 | 0.010207 | 1465 |
| 30-day return rate (TW) | 7.08E−05 | 0.000406 | 0.009446 | −0.011842 | 0.002872 | 1465 |
| Trading volume (HK) | 26197.27 | 23281.00 | 102603.0 | 6995.000 | 11387.39 | 1463 |
| Day return rate (HK) | 0.000257 | 0.000607 | 0.143471 | −0.127000 | 0.019487 | 1463 |
| Amplitude rate (HK) | 0.016591 | 0.013475 | 0.163298 | 0.003193 | 0.011980 | 1463 |
| 30-day return rate (HK) | 0.000285 | 0.000472 | 0.011534 | −0.018465 | 0.003243 | 1463 |
Long term-observation period (2007/1/1-2014/9/29) | ||||||
|
| Mean | Median | Maximum | Minimum | Std. Dev | Obs. |
| Trading volume (TW) | 106261.1 | 100011.0 | 322003.0 | 23837.00 | 36035.43 | 1910 |
| Day return rate (TW) | 0.000159 | 0.000911 | 0.067422 | −0.065133 | 0.013222 | 1910 |
| Amplitude rate (TW) | 0.013445 | 0.010312 | 0.072320 | 0.002601 | 0.009663 | 1910 |
| 30-day return rate (TW) | 0.000185 | 0.000459 | 0.009446 | −0.011842 | 0.002567 | 1910 |
| Trading volume (HK) | 25482.22 | 23003.00 | 102603.0 | 6995.000 | 10606.61 | 1911 |
| Day return rate (HK) | 0.000234 | 0.000504 | 0.143471 | −0.127000 | 0.017619 | 1911 |
| Amplitude rate (HK) | 0.015019 | 0.012057 | 0.163298 | 0.003193 | 0.011085 | 1911 |
| 30-day return rate (HK) | 0.000295 | 0.000507 | 0.011534 | −0.018465 | 0.002932 | 1911 |