160

Series: ALR
140 Sample 1 1239
Observations 1048
120
Mean 1.319364
100 Median 1.183249
Maximum 2.442347
80 Minimum -0.099820
Std. Dev. 0.610563
60 Skewness -0.092725
Kurtosis 2.280478
40
Jarque-Bera 24.10857
20
Probability 0.000006
0
0.0 0.5 1.0 1.5 2.0 2.5

200
Series: BCC
Sample 1 1239
160 Observations 1206

Mean -1.453389
120 Median -1.491655
Maximum -0.415515
Minimum -2.590267
80 Std. Dev. 0.787103
Skewness -0.029789
Kurtosis 1.288959
40
Jarque-Bera 147.2933
Probability 0.000000
0
-2.6 -2.4 -2.2 -2.0 -1.8 -1.6 -1.4 -1.2 -1.0 -0.8 -0.6 -0.4
140
Series: ATB
120 Sample 1 1239
Observations 1231
100
Mean -0.007238
Median 0.246860
80 Maximum 0.765468
200 Minimum -1.072945
60 Std. Dev. 0.542649
Series: BIO
Skewness -0.259678
Sample 1 1239
40 160 Kurtosis 1.552252
Observations 1208

20 Jarque-Bera 121.3409
Mean -1.195605
Probability 0.000000
Median -1.356737
120
0
Maximum -0.020203
-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 Minimum -2.946942
80 Std. Dev. 0.724915
Skewness -0.348757
140
Kurtosis 2.203177
40 Series: BET_C
Sample 1 1239 Jarque-Bera 56.44649
120
Observations 1233 Probability 0.000000

100 0
-3.0 -2.5 -2.0 -1.5 -1.0 Mean
-0.5 8.670785
0.0
Median 8.794676
80 Maximum 9.288559
Minimum 7.542818
60 160 Std. Dev. 0.416100
Skewness -0.734257
Series: BRD
40 140 Kurtosis 2.657388
Sample 1 1239
Observations 1239
20 120 Jarque-Bera 116.8225
Probability 0.000000
Mean 2.706993
100 Median 2.791165
0
7.6 7.8 8.0 8.2 8.4 8.6 8.8 9.0 9.2 Maximum 3.391147
80 Minimum 1.316408
Std. Dev. 0.418759
60 Skewness -0.754087
Kurtosis 3.212619
40
Jarque-Bera 119.7596
20
Probability 0.000000
0
1.4 1.6 1.8 2.0 2.2 2.4 2.6 2.8 3.0 3.2 3.4
100
Series: CNTEE
Sample 1 1239
80 Observations 1061

Mean 3.065134
60 Median 2.962692
Maximum 3.897924
Minimum 2.145931
40
Std. Dev. 0.489695
Skewness 0.143471
Kurtosis 1.816089
20
Jarque-Bera 65.60429
Probability 0.000000
0
2.2 2.4 2.6 2.8 3.0 3.2 3.4 3.6 3.8

200
Series: EPT
Sample 1 1239
160 Observations 1060

Mean -1.228905
120 Median -1.378326
Maximum 0.662688
Minimum -2.657832
80
Std. Dev. 0.802150
Skewness 0.483352
Kurtosis 2.177787
40
Jarque-Bera 71.13264
Probability 0.000000
0
-2.5 -2.0 -1.5 -1.0 -0.5 0.0 0.5
280
Series: IMP
240 Sample 1 1239
Observations 1073
200
Mean -0.801729
Median -0.673345
160 Maximum 0.292670
Minimum -3.868006
120 Std. Dev. 0.706308
Skewness -1.515229
80 Kurtosis 6.324317

40 Jarque-Bera 904.6621
Probability 0.000000
0
-4.0 -3.5 -3.0 -2.5 -2.0 -1.5 -1.0 -0.5 0.0 0.5

240
Series: OIL
Sample 1 1239
200 Observations 1174

160 Mean -1.149987

Median -1.309333
Maximum 0.122218
120 Minimum -2.154165
Std. Dev. 0.561939
80
Skewness 0.682217
Kurtosis 2.478532

40 Jarque-Bera 104.3690
Probability 0.000000
0
-2.2 -2.0 -1.8 -1.6 -1.4 -1.2 -1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2
140
Series: OLT
120 Sample 1 1239
Observations 1184
100
Mean -0.942385
Median -0.927605
80 Maximum 0.392042
Minimum -2.198225
60 Std. Dev. 0.613805
Skewness 0.296312
40 Kurtosis 2.161895

20 Jarque-Bera 51.97874
Probability 0.000000
0
-2.0 -1.5 -1.0 -0.5 0.0

140
Series: RRC
120 Sample 1 1239
Observations 1194
100
Mean -2.723906
Median -2.659260
80 Maximum -1.958995
Minimum -4.074542
60 Std. Dev. 0.445298
Skewness -1.028962
40 Kurtosis 3.599773

20 Jarque-Bera 228.5902
Probability 0.000000
0
-4.0 -3.8 -3.6 -3.4 -3.2 -3.0 -2.8 -2.6 -2.4 -2.2 -2.0
140
Series: SNP
120 Sample 1 1239
Observations 1234
100
Mean -0.983168
Median -0.884308
80 Maximum -0.438505
Minimum -2.154165
60 Std. Dev. 0.411589
Skewness -0.671894
40 Kurtosis 2.480867

20 Jarque-Bera 106.7033
Probability 0.000000
0
-2.2 -2.0 -1.8 -1.6 -1.4 -1.2 -1.0 -0.8 -0.6 -0.4

350
Series: TBM
300 Sample 1 1239
Observations 1184
250
Mean -1.254720
Median -1.307499
200 Maximum 2.890372
Minimum -3.228926
150 Std. Dev. 1.297882
Skewness 1.091268
100 Kurtosis 4.536008

50 Jarque-Bera 351.3906
Probability 0.000000
0
-3 -2 -1 0 1 2 3