Table 1 Summary statistics of REIT... | Emerald Publishing

Table 1

Summary statistics of REIT monthly returns

Key statistic	Australia REIT	Singapore REIT	France REIT	Germany REIT	Italy REIT	UK REIT	Canada REIT	US REIT
Mean	0.22%	0.47%	0.25%	0.82%	−0.02%	−0.20%	−1.03%	0.56%
Standard Error	0.32%	0.35%	0.48%	0.71%	0.75%	0.49%	0.96%	0.40%
Median	0.61%	1.03%	0.36%	0.02%	−0.15%	−0.69%	0.13%	0.10%
Standard Deviation	5.35%	5.53%	7.04%	8.51%	8.95%	7.02%	10.34%	6.79%
Sample Variance	0.29%	0.31%	0.49%	0.73%	0.80%	0.49%	1.07%	0.46%
Kurtosis	11.50	4.72	3.68	5.59	4.53	2.26	74.16	16.48
Skewness	−1.96	−0.96	0.10	2.91	0.35	−0.04	−7.97	1.17
Minimum	−37.08%	−28.80%	−30.09%	−22.64%	−33.64%	−23.95%	−100.00%	−38.18%
Maximum	16.97%	20.86%	34.44%	80.95%	44.09%	29.85%	9.77%	47.46%

Key statistic	Australia REIT	Singapore REIT	France REIT	Germany REIT	Italy REIT	UK REIT	Canada REIT	US REIT
Mean	0.22%	0.47%	0.25%	0.82%	−0.02%	−0.20%	−1.03%	0.56%
Standard Error	0.32%	0.35%	0.48%	0.71%	0.75%	0.49%	0.96%	0.40%
Median	0.61%	1.03%	0.36%	0.02%	−0.15%	−0.69%	0.13%	0.10%
Standard Deviation	5.35%	5.53%	7.04%	8.51%	8.95%	7.02%	10.34%	6.79%
Sample Variance	0.29%	0.31%	0.49%	0.73%	0.80%	0.49%	1.07%	0.46%
Kurtosis	11.50	4.72	3.68	5.59	4.53	2.26	74.16	16.48
Skewness	−1.96	−0.96	0.10	2.91	0.35	−0.04	−7.97	1.17
Minimum	−37.08%	−28.80%	−30.09%	−22.64%	−33.64%	−23.95%	−100.00%	−38.18%
Maximum	16.97%	20.86%	34.44%	80.95%	44.09%	29.85%	9.77%	47.46%