Series | Beg. date | End. date | # Obs. | Mean | Std. Dev. | Skew. | Kurt. |
SPY | 2/1/93 | 6/8/15 | 5629 | 0.00042 | 0.0119 | 0.114 | 13.94 |
GE | 1/2/62 | 5/20/11 | 12,433 | 0.00052 | 0.0164 | 0.186 | 11.52 |
IBM (long) | 1/2/62 | 5/20/11 | 12,431 | 0.00047 | 0.0162 | 0.075 | 12.93 |
IBM (short) | 2/6/02 | 6/13/11 | 2355 | 0.00036 | 0.0159 | 0.335 | 9.78 |
KO | 1/2/62 | 5/23/11 | 12,434 | 0.00061 | 0.0152 | −0.005 | 15.36 |
RDS.A | 7/26/05 | 6/10/11 | 1481 | 0.00047 | 0.0201 | 0.531 | 13.83 |
RDS.B | 7/21/05 | 6/10/11 | 1484 | 0.00046 | 0.0205 | 0.474 | 13.57 |
DJIA | 3/1/50 | 6/13/11 | 15,498 | 0.00031 | 0.0096 | −0.782 | 31.11 |
SP500 | 1/3/50 | 5/25/11 | 15,536 | 0.00046 | 0.0096 | −0.603 | 23.33 |
HSI | 1/2/87 | 4/1/11 | 6025 | 0.00053 | 0.0176 | −1.277 | 36.54 |
SSE | 1/4/93 | 4/1/11 | 4449 | 0.00056 | 0.0230 | 1.742 | 28.63 |