股票代码

均值

标准差

偏度系数

峰度系数

JB统计量

ANZ.AX

−0.0043

1.6737

0.0688

8.5367

2828.714***

WBC.AX

0.0003

1.6059

−0.0217

5.6377

2489.408***

MQG.AX

0.0180

2.3587

0.1711

21.8252

2491.127***

KBC.BR

−0.0108

3.3316

−0.1848

18.6059

61679.46***

DBK.DF

−0.0834

2.6943

−0.0076

7.3090

2869.918***

CBK.DF

−0.0828

2.9620

0.5072

12.6744

25697.17***

BNP.PA

−0.0198

2.6183

0.5333

10.7256

17375.02***

0HAI.L

−0.0269

2.6822

0.0282

6.3815

4598.253***

0J6Y.L

−0.0319

2.7382

−0.2223

7.9744

8779.608***

055550.KS

−0.0132

2.2644

−0.4694

10.8588

883.0908***

086790.KS

−0.0036

2.4053

−0.2872

7.0577

2029.177***

IBK

0.0013

2.0038

0.0763

3.7031

934.1885***

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601398.SH

0.0001

1.6869

−0.0538

7.6019

8549.354***