股票代码 | 均值 | 标准差 | 峰度系数 | 偏度系数 | ADF-t |
SZ000012 | 1.1736 | 3.5307 | 136.0696 | 9.0253 | −13.4038*** |
SZ000021 | 1.1959 | 3.4284 | 149.1344 | 9.2120 | −12.8907*** |
SZ000025 | 3.7109 | 10.5095 | 140.7632 | 9.2167 | −11.2816*** |
SZ000026 | 1.7520 | 5.1312 | 220.4811 | 10.8068 | −12.3314*** |
SZ000036 | 1.6971 | 5.0177 | 226.2600 | 11.4165 | −13.5044*** |
SZ000049 | 0.8603 | 2.7918 | 209.7211 | 11.0318 | −10.7232*** |
SZ000055 | 1.8820 | 4.4709 | 35.6485 | 4.6282 | −11.1301*** |
SZ000060 | 1.5512 | 4.5849 | 146.8718 | 9.2697 | −10.1091*** |
SZ000069 | 1.1485 | 3.8534 | 304.5677 | 13.0166 | −11.4076*** |
SZ000078 | 0.8799 | 2.5633 | 84.3358 | 7.3802 | −11.3614*** |
SZ000089 | 1.1550 | 3.0491 | 54.6049 | 5.8006 | −12.1534*** |
SZ000090 | 1.6544 | 4.9432 | 244.6452 | 11.3373 | −12.1252*** |
SZ000096 | 0.8247 | 2.5469 | 114.2625 | 8.7917 | −10.5686*** |
…… | …… | …… | …… | …… | …… |
SH600993 | 0.9616 | 2.7695 | 54.1283 | 5.5217 | −11.1188*** |