Anatomy Of Behavioural Risk Seasonality In Equity
Table 1:
|
Maximum |
Mean |
Minimum |
Standard Deviation |
Skewness |
Kurtosis |
| R |
1.2238 |
-0.0036 |
-2.5744 |
0.1302 |
-0.5033 |
18.704 |
| DY |
5.0337 |
0.0086 |
-4.8106 |
0.2091 |
0.7129 |
65.492 |
| EPS |
8.7963 |
0.0004 |
-9.3806 |
0.2823 |
-1.7981 |
144.460 |
| PE |
9.3208 |
-0.0036 |
-8.7940 |
0.3082 |
1.1692 |
101.280 |
| CI |
0.0363 |
0.0017 |
-0.0361 |
0.0094 |
-0.2165 |
5.4975 |
| LEI |
0.0379 |
0.0016 |
-0.1825 |
0.0171 |
-4.7023 |
50.609 |
| LAI |
0.0859 |
0.0029 |
-0.0452 |
0.0168 |
0.5974 |
6.0597 |
| BCI |
0.2190 |
0.0020 |
-0.2274 |
0.0543 |
0.2479 |
8.0265 |
| CSI |
0.1214 |
-0.0032 |
-0.2025 |
0.0396 |
-0.7857 |
7.4874 |
| FKLI |
0.2938 |
-0.0002 |
-0.2808 |
0.0695 |
-0.2641 |
7.3452 |
| VOL |
0.9621 |
0.0028 |
-1.3843 |
0.3604 |
-0.0247 |
3.7823 |
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