Page 11 - QuantScan-Example.pdf
P. 11

Professional investors only
Number of positive returns 392 Proportion of positive returns 0.5192
Number of negative returns 363 Proportion of negative returns 0.4808
           Mean
        Variance
        Skewness
        Kurtosis
Mean absolute deviation
   Standard deviation
0.0001
0.0000 -0.2701 5.6700 0.0012 0.0016
Confidence Interval (low 95%) -0.0001 Confidence Interval (high 95%) 0.0002
Minimum
Q1 (25%)
Q2 (50%)
Q3 (75%) Maximum Maximum - Minimum Q3 - Q1
-0.0085 -0.0009 0.0001 0.0010 0.0080 0.0165 0.0019
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