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 |