Date | Numbers of shares in the sample | Average annual return | Average annual return skewness | MV | BTM |
1992 | 302 | −0.0679 | −0.0606 | 659.40 | 1.2294 |
1993 | 315 | 0.3504 | 0.1170 | 869.30 | 0.9202 |
1994 | 334 | −0.0420 | 1.5075 | 860.21 | 0.8775 |
1995 | 347 | −0.0887 | 0.2484 | 822.05 | 1.0251 |
1996 | 546 | 0.1760 | 0.2888 | 732.71 | 0.9577 |
1997 | 627 | 0.1466 | −0.1441 | 894.61 | 0.8297 |
1998 | 737 | 0.0906 | −1.0023 | 1023.12 | 0.7306 |
1999 | 803 | 0.2144 | 0.7631 | 1569.31 | 0.7169 |
2000 | 861 | −0.0060 | 1.0624 | 1697.98 | 0.6730 |
2001 | 855 | −0.2597 | −0.9607 | 1407.38 | 1.0782 |
2002 | 795 | −0.3234 | −0.6019 | 1179.36 | 1.0866 |
2003 | 767 | 0.2030 | −0.3242 | 1333.34 | 0.8656 |
2004 | 739 | 0.1849 | −0.1132 | 1527.50 | 0.7226 |
2005 | 746 | 0.2304 | 0.2720 | 1911.92 | 0.7028 |
2006 | 811 | 0.1571 | −0.4414 | 2128.03 | 0.6415 |
2007 | 825 | −0.0404 | −0.3787 | 2241.29 | 0.6677 |
2008 | 756 | −0.6634 | −0.5796 | 1353.78 | 1.3195 |
2009 | 751 | 0.2683 | 0.2072 | 1735.53 | 1.0409 |
2010 | 732 | 0.0831 | −0.8367 | 1707.00 | 1.1484 |
2011 | 698 | −0.1384 | −0.7039 | 1528.81 | 1.2056 |
2012 | 685 | −0.2805 | 0.4579 | 1490.94 | 1.2830 |