Return type

Runs form

n +

n

μ r

σ r

n r

z-statistic

Inter-day

Absolute

396

481

435.381

14.6595

441

0.383312

Inter-day

Relative

415

462

438.241

14.7561

447

0.792604

Intra-day

Absolute

421

502

458.946

15.0652

467

0.567811

Intra-day

Relative

436

487

461.091

15.1358

471

0.833324