变量 | 观测数 | 平均值 | 标准差 | 最小值 | 中位数 | 最大值 | 偏度 | 峰度 |
Return | 272465 | 0.009 | 0.136 | −0.690 | −0.004 | 4.563 | 1.797 | 25.747 |
Ivol | 272465 | 0.017 | 0.009 | 0.005 | 0.015 | 0.050 | 1.077 | 4.054 |
CSR | 272465 | 24.946 | 16.987 | −18.450 | 22.120 | 90.870 | 1.254 | 4.729 |
SR | 272465 | 13.674 | 6.473 | −13.120 | 14.360 | 28.190 | −0.658 | 3.289 |
ER | 272465 | 2.827 | 3.271 | −0.160 | 1.650 | 15.000 | 2.063 | 6.707 |
CR | 272465 | 1.760 | 4.718 | 0.000 | 0.000 | 20.000 | 2.505 | 7.809 |
EVR | 272465 | 1.781 | 5.026 | 0.000 | 0.000 | 30.000 | 2.879 | 10.383 |
DR | 272465 | 4.903 | 4.812 | −15.000 | 4.430 | 30.000 | 0.415 | 5.965 |
MAX | 272465 | 0.053 | 0.028 | 0.000 | 0.045 | 0.872 | 0.758 | 7.409 |
MOM | 272465 | 0.125 | 0.520 | −1.614 | 0.057 | 22.252 | 5.101 | 136.822 |
Size | 272465 | 22.585 | 1.007 | 19.352 | 22.433 | 28.405 | 1.034 | 4.901 |
Turn | 272465 | 2.205 | 2.324 | 0.006 | 1.464 | 42.068 | 3.213 | 21.331 |
VOL | 272465 | 21.084 | 1.191 | 16.847 | 21.042 | 27.066 | 0.229 | 3.011 |