SPX | FTSE | STOXX | DAX | NIKKEI | Gold | Bitcoin | Euro | Franc | Yen | |
---|---|---|---|---|---|---|---|---|---|---|
Mean | 0.045 | 0.002 | 0.012 | 0.017 | 0.030 | 0.023 | 0.237 | − 0.012 | − 0.001 | − 0.007 |
SD | 1.170 | 1.101 | 1.148 | 1.331 | 1.322 | 0.928 | 4.871 | 0.519 | 0.650 | 0.550 |
Skewness | − 1.168 | − 0.893 | − 1.208 | − 0.774 | − 0.095 | − 0.207 | − 0.328 | 0.021 | 10.473 | 0.302 |
Kurtosis | 22.808 | 15.422 | 15.447 | 13.043 | 7.734 | 7.157 | 10.045 | 5.440 | 277.846 | 8.708 |
Min | − 12.765 | − 11.512 | − 12.191 | − 13.055 | − 8.253 | − 6.254 | − 34.236 | − 2.413 | − 2.475 | − 3.161 |
Q1 | − 0.342 | − 0.476 | − 0.462 | − 0.550 | − 0.588 | − 0.452 | − 1.618 | − 0.307 | − 0.300 | − 0.304 |
Median | 0.069 | 0.052 | 0.083 | 0.087 | 0.065 | 0.033 | 0.196 | − 0.009 | − 0.014 | − 0.011 |
Q3 | 0.550 | 0.551 | 0.579 | 0.677 | 0.696 | 0.500 | 2.165 | 0.288 | 0.284 | 0.251 |
Max | 8.968 | 8.667 | 8.070 | 10.414 | 7.731 | 5.477 | 34.605 | 3.029 | 17.141 | 3.771 |