Time Period

Index

Mean

Variance

Skewness

Kurtosis

2002-2005

IBOV

0.0009

0.0003

−0.2645

0.6944

NIFTY50

0.0011

0.0002

−1.0271

9.0648

SHCOMP

0.0004

0.0002

0.6407

4.6071

RTSI

0.0015

0.0003

−0.6751

4.1838

2006-2010

IBOV

0.0006

0.0004

−0.0031

6.1839

NIFTY50

0.0004

0.0004

0.0780

7.1262

SHCOMP

0.0000

0.0004

−0.2815

2.1921

RTSI

−0.0001

0.0007

−0.3191

10.7541

2011-2015

IBOV

−0.0004

0.0002

−0.0468

1.5607

NIFTY50

0.0002

0.0001

−0.1697

1.5807

SHCOMP

0.0002

0.0002

−0.8859

6.2777

RTSI

−0.0007

0.0004

−0.3010

6.7127