Morocco

Egypt

Turkey

Qatar

UAE

MASI

Casa ESG 10

EGX 100

EGX S & P

BIST All Shares

BIST Sust

QSE ALL SHARES

QSE20 ESG

DFM GENERAL

Hawhamah ESG UAE Index

Mean

0.0191%

0.0096%

0.0365%

−0.0165%

0.0852%

0.0685%

0.0303%

0.0150%

0.0132%

0.0108%

Median

0.0285%

0.0297%

0.1796%

0.1095%

0.1840%

0.1563%

0.0233%

0.0000%

0.0375%

0.0000%

Std. Dev

0.8174%

0.9195%

1.5314%

1.4147%

1.4918%

1.6067%

0.8802%

0.9533%

1.2538%

1.0801%

Kurtosis

34.1059

30.2661

4.2239

5.9421

7.9699

6.3760

23.7821

20.3555

11.4171

12.3423

Skewness

−2.6734

−2.3093

−1.2547

−1.0990

−1.4882

−1.1972

−2.0121

−1.8044

−0.9354

−1.1658

Min

−9.2317%

−10.1566%

−8.2199%

−8.3553%

−10.1997%

−10.2856%

−9.9983%

−10.2734%

−8.6578%

−7.9124%

Max

5.3054%

6.1858%

4.5795%

6.8641%

5.9735%

5.9181%

3.9962%

4.2664%

7.0642%

6.4732%

Obs.

802

802

790

790

810

810

808

844

808

976

Confidence Level (95.0%)

0.0006

0.0006

0.0011

0.0010

0.0010

0.0011

0.0006

0.0006

0.0009

0.0007

J-B test

33205.43

25556.17

256.58

443.94

1132.59

578.17

15085.74

11050.64

2503.02

3770.38

p-value

0.0000

0.0000

0.0000

0.0000

0.0000

0.0000

0.0000

0.0000

0.0000

0.0000