Page 7 - QuantScan-Example.pdf
P. 7
Professional investors only
Number of positive returns 425 Proportion of positive returns 0.5629
Number of negative returns 329 Proportion of negative returns 0.4358
Mean
Variance
Skewness
Kurtosis
Mean absolute deviation
Standard deviation
Confidence Interval (low 95%)
0.0005
0.0002 -0.6475 18.3140 0.0086 0.0146 -0.0005
Confidence Interval (high 95%) 0.0015
Minimum
Q1 (25%)
Q2 (50%)
Q3 (75%) Maximum Maximum - Minimum Q3 - Q1
-0.1198 -0.0038 0.0011 0.0068 0.0939 0.2137 0.0105
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