Page 23 - QuantScan-Example.pdf
P. 23

Professional investors only
Number of positive returns 182 Proportion of positive returns 0.4282
Number of negative returns 243 Proportion of negative returns 0.5718
 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
-0.0002 0.0000 -0.4579 5.7471 0.0012 0.0016 -0.0004 -0.0001 -0.0085 -0.0011 -0.0002 0.0008 0.0066 0.0150 0.0019
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