Page 9 - QuantScan-Example.pdf
P. 9
Professional investors only
Number of positive returns 417 Proportion of positive returns 0.5523
Number of negative returns 306 Proportion of negative returns 0.4053
Mean
Variance
Skewness
Kurtosis
Mean absolute deviation
Standard deviation
Confidence Interval (low 95%)
0.0006
0.0002 -0.6129 18.1485 0.0084 0.0142 -0.0005
Confidence Interval (high 95%) 0.0016
Minimum
Q1 (25%)
Q2 (50%)
Q3 (75%) Maximum Maximum - Minimum Q3 - Q1
-0.1164 -0.0038 0.0013 0.0068 0.0927 0.2091 0.0106
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