| Returns per Country | |||||||||||||
| IL | KW | MA | MT | TN | AE | OM | LB | JO | SA | QA | BH | EG | IR |
Mean | 0.539 | 0.187 | 1.530 | 0.378 | 1.154 | 0.046 | −0.107 | 0.675 | 0.966 | 0.713 | 0.963 | −0.236 | 0.527 | −0.482 |
Standard Deviation | 0.103 | 0.294 | 0.040 | 0.108 | 0.091 | 0.121 | 0.122 | 0.054 | 0.074 | 0.086 | 0.092 | 0.249 | 0.115 | 0.570 |
Kurtosis | 2.084 | 10.100 | −0.874 | 21.714 | −1.208 | −0.917 | −0.072 | −0.441 | 1.975 | −0.336 | 0.704 | 0.711 | −0.042 | −1.247 |
Skewness | −1.559 | −3.135 | 0.241 | −3.106 | −0.443 | 0.773 | 0.908 | −0.199 | 1.530 | 0.732 | −0.925 | 1.363 | −0.424 | 0.375 |
Minimum | 0.210 | −0.960 | 1.450 | −0.340 | 0.980 | −0.100 | −0.280 | 0.560 | 0.870 | 0.550 | 0.680 | −0.590 | 0.240 | −1.380 |
Maximum | 0.670 | 0.480 | 1.620 | 0.550 | 1.320 | 0.280 | 0.220 | 0.780 | 1.200 | 0.930 | 1.150 | 0.400 | 0.740 | 0.480 |
Count | 89 | 89 | 89 | 89 | 89 | 89 | 89 | 89 | 89 | 89 | 89 | 89 | 89 | 89 |