Table 1. Descriptive statistics. Sample... | Emerald Publishing

Table 1.

Descriptive statistics. Sample period: January 2, 2015 – April 30, 2025

Statistic	$S & P 500$	$D o w J o n e s$	$N a s d a q C o m p o s i t e$	$R u s s e l l 2000$	$T - b i l l$	TPU
Mean	0.0384	0.0318	0.0503	0.0190	0.0016	0.1105
Standard deviation	1.1526	1.1242	1.3856	1.4673	0.0292	0.1541
Skewness	−0.6510	−0.8337	−0.4485	−0.8029	0.8510	5.2799
Kurtosis	18.6055	24.7153	11.8188	13.8810	21.7477	43.6080

Statistic	$S & P 500$	$D o w J o n e s$	$N a s d a q C o m p o s i t e$	$R u s s e l l 2000$	$T - b i l l$	TPU
Mean	0.0384	0.0318	0.0503	0.0190	0.0016	0.1105
Standard deviation	1.1526	1.1242	1.3856	1.4673	0.0292	0.1541
Skewness	−0.6510	−0.8337	−0.4485	−0.8029	0.8510	5.2799
Kurtosis	18.6055	24.7153	11.8188	13.8810	21.7477	43.6080