| μ | σ | Skewness | Kurtosis |
S & P 500 | 0.04214 | 1.02090 | −0.03802 | 7.93318 |
AEP | 0.03092 | 1.28463 | 0.08322 | 7.43292 |
CIN | 0.04791 | 1.28907 | 0.11355 | 6.55949 |
CMS | 0.00373 | 1.72070 | 0.06856 |
|
D | 0.05308 | 1.17777 | 0.06159 | 9.73302 |
DPL | 0.06195 | 1.37598 | 0.14146 | 6.66801 |
DTE | 0.05000 | 1.26403 | 0.10753 | 5.91875 |
DUK | 0.05085 | 1.44103 | 0.12134 | 7.29301 |
ED | 0.04741 | 1.30253 | −0.04474 | 5.97970 |
EDE | 0.04039 | 1.24469 | 0.12190 | 7.97978 |
EIX | 0.01303 | 1.75458 | 0.04157 | 14.51847 |
ETR | 0.06013 | 1.45669 | 0.23370 | 17.75511 |
FPL | 0.05005 | 1.26054 | 0.01300 |
|
GMP | 0.00989 | 1.38778 | 0.03994 | 14.18595 |
HE | 0.03362 | 1.06177 | 0.10635 | 7.19879 |
IDA | 0.02748 | 1.27363 | 0.08635 | 8.98244 |
NI | 0.05315 | 1.31132 | 0.14622 | 7.72411 |
NU | 0.03773 | 1.48852 | 0.09106 | 7.61698 |
OGE | 0.06398 | 1.32225 | 0.18221 | 8.15353 |
PCG | 0.00727 | 1.69361 | 0.02540 | 15.45331 |
PEG | 0.04365 | 1.33727 | −0.17516 | 34.07430 |
PGN | 0.03804 | 1.25055 | 0.15202 | 48.75561 |
PNM | 0.02811 | 1.76315 | 0.05144 | 6.73357 |
PNW | 0.05630 | 1.56488 | 0.14052 | 8.96838 |
POM | 0.02646 | 1.33289 | 0.07297 | 7.76233 |
PPL | 0.04909 | 1.44138 | 0.13619 | 8.84195 |
PSD | 0.03719 | 1.22748 | 0.10130 | 7.09781 |
SCG | 0.04488 | 1.12971 | 0.14018 | 7.51896 |
SO | 0.06908 | 1.37276 | 0.18143 | 18.41280 |
SRP | 0.06473 | 1.52926 | 0.25138 | 14.18762 |
TE | 0.04298 | 1.22600 | 0.11201 | 6.87562 |
TXU | 0.05537 | 1.30845 | 0.20068 | 18.78902 |
UIL | 0.04499 | 1.10982 | 0.11882 | 6.25387 |
UTL | 0.03428 | 1.46703 | 0.08213 | 7.35301 |
WEC | 0.03727 | 1.18433 | 0.08613 | 5.89381 |
WPS | 0.04212 | 1.05327 | 0.11306 | 6.02368 |
WR | 0.02219 | 1.34276 | 0.06690 | 8.66620 |
Util. Mean | 0.041092 | 1.354225 | 0.099228 | 11.21663 |
Util. Median | 0.043315 | 1.316785 | 0.106940 | 7.74322 |