Page 19 - QuantScan-Example.pdf
P. 19

Professional investors only
Number of positive returns Proportion of positive returns Number of negative returns Proportion of negative returns Mean
Variance
Skewness
Kurtosis
Mean absolute deviation Standard deviation Confidence Interval (low 95%) Confidence Interval (high 95%) Minimum
Q1 (25%)
Q2 (50%)
Q3 (75%)
Maximum
Maximum - Minimum
Q3 - Q1
425 1.0000 0 0.0000 0.0082 0.0001 4.4156 30.0029 0.0059 0.0104 0.0072 0.0092 0.0000 0.0025 0.0056 0.0102 0.0939 0.0939 0.0077
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