Page 33 - QuantScan-Example.pdf
P. 33

Professional investors only
Number of positive returns 18 Proportion of positive returns 0.0547
Number of negative returns 295 Proportion of negative returns 0.8967
 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
-0.0090 0.0002 -3.7082 24.0678 0.0082 0.0129 -0.0103 -0.0076 -0.1164 -0.0110 -0.0049 -0.0019 0.0019 0.1184 0.0091
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