Page 31 - QuantScan-Example.pdf
P. 31

Professional investors only
Number of positive returns 0 Proportion of positive returns 0.0000
Number of negative returns 329 Proportion of negative returns 1.0000
 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
-0.0094 0.0002 -3.7571 24.2920 0.0084 0.0132 -0.0108 -0.0080 -0.1198 -0.0115 -0.0052 -0.0020 -0.0000 0.1198 0.0096
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