Bank | Sample size | Mean | Median | Max. | Min. | Std. Dev. | Skewness | Kurtosis | JB | p-value |
ACCESS | 495 | −0.0016 | 0.000 | 0.0488 | −0.0513 | 0.0305 | 0.0356 | 2.1885 | 13.6870 | 0.001 |
Diamond | 496 | −0.0019 | −0.0032 | 0.0488 | −0.1104 | 0.0330 | 0.0327 | 2.0976 | 16.9169 | 0.0002 |
Eco | 496 | −0.005 | 0.000 | 1.5041 | −1.6094 | 0.1237 | −4.7202 | 152.0117 | 460734.3 | 0.000 |
Guaranty | 520 | −0.0013 | −0.0012 | 0.3179 | −0.3444 | 0.0376 | −0.7486 | 27.2662 | 12806.98 | 0.000 |
Skye | 520 | 0.0000 | 0.000 | 0.0488 | −0.0988 | 0.0324 | −0.0990 | 2.2310 | 13.6617 | 0.001 |
Fidelity | 520 | 0.0007 | 0.000 | 0.0775 | −0.0513 | 0.0263 | 0.1437 | 2.8947 | 2.0303 | 0.3624 |
Sterling | 519 | −0.0014 | 0.000 | 0.0917 | −0.1683 | 0.0306 | −0.2401 | 3.9312 | 23.7415 | 0.000 |
UBA | 496 | −0.0026 | −0.001 | 0.2563 | −0.4099 | 0.0395 | −2.6256 | 34.1534 | 20627.55 | 0.000 |
Union | 496 | −0.0018 | 0.000 | 0.0488 | −0.2026 | 0.0328 | −0.8045 | 6.9492 | 375.824 | 0.000 |
Zenith | 522 | 0.006 | 0.000 | 4.1665 | −0.4058 | 0.1870 | 21.182 | 471.463 | 4812229 | 0.000 |