Index

S&P/TSX

DAX

FTSE100

CAC40

AEX

Mean

0.7707

0.8109

0.8064

0.7892

0.7089

Standard Dev

0.2416

0.2094

0.1835

0.2379

0.3036

Skewness

−1.5753

−2.1834

−1.7757

−1.8615

−1.5586

Kurtosis

4.7250

8.0303

5.9726

5.6683

4.7992

Index

NIKKEI

HANGSENG

KOSPI

ASX

IBOVESPA

Mean

0.5785

0.6474

0.6240

0.6990

0.6348

Standard Dev

0.3046

0.3153

0.2880

0.2580

0.3821

Skewness

−0.8373

−1.9983

−1.1917

−1.7278

−1.7945

Kurtosis

3.2930

7.9827

4.1332

6.2440

6.6518