| The Shanghai A-share (Market Return 1) | The Shanghai A-share (Market Return 2) |
Mean | 0.00019 | 0.00023 |
Median | 0.00121 | 0.00149 |
Maximum | 0.07026 | 0.07291 |
Minimum | −0.09228 | −0.09254 |
Std. Dev. | 0.02010 | 0.02057 |
Skewness | −1.03201 | −1.01755 |
Kurtosis | 6.98768 | 6.78884 |
Jarque-Bera | 4155.85000 | 3812.67900 |
Probability | 0.00000 | 0.00000 |
Sum | 0.94466 | 1.15932 |
Sum Sq. Dev. | 1.99741 | 2.09311 |
Observations | 4947 | 4947 |