Page 35 - QuantScan-Example.pdf
P. 35
Professional investors only
Number of positive returns 209 Proportion of positive returns 0.6353
Number of negative returns 120 Proportion of negative returns 0.3647
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
0.0004
0.0000 -0.1176 5.8481 0.0012 0.0016 0.0003 0.0006 -0.0071 -0.0005 0.0004 0.0015 0.0080 0.0151 0.0020
35
