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 |