| Items | Daily Return Rate | ||
| SSE Composite Index | SHSE-SZSE 300 Index | SSE 180 Index | |
| Mean | 0.000620 | 0.000760 | 0.000724 |
| Standard Deviation | 0.017892 | 0.019199 | 0.019266 |
| Skewness | −0.417967 | −0.383340 | −0.352948 |
| Kurtosis | 6.418799 | 5.771163 | 5.885088 |
| J-B Statistics | 1253.665 | 836.7033 | 892.8622 |
| p-Value | 0.000000 | 0.000000 | 0.000000 |