Page 21 - QuantScan-Example.pdf
P. 21
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%)
398 0.9365 11 0.0259 0.0079 0.0001 4.2906 28.5337 0.0059 0.0102 0.0069
Confidence Interval (high 95%) 0.0089
Minimum
Q1 (25%)
Q2 (50%)
Q3 (75%) Maximum Maximum - Minimum Q3 - Q1
-0.0041 0.0025 0.0055 0.0098 0.0927 0.0968 0.0073
21
