Variables | Scenario | St. Deviation | Kurtosisa | Jarque-Bera | Probability |
Return, r | 1 | 0.006471 | 3.1473 | 4.7956 | 0.0909 |
2 | 0.06164 | 1.7748 | 312.7932 | 0.0000 | |
3 | 0.019073 | 18.5615 | 50,451.16 | 0.0000 | |
Dividend | 1, 2, 3 | 0.04572 | 3.0463 | 2.483050 | 0.288943 |
Share Price | 1 | 0.09232 | 3.2129 | 9.700299 | 0.007827 |
2 | 0.595 | 1.7909 | 314.9507 | 0.0000 | |
3 | 0.2145 | 17.45134 | 47,198.18 | 0.0000 |