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

Table 1.

Descriptive statistics for Sensex returns

Particulars	January	February	March	April	May	June	July	August	September	October	November	December
Mean	0.000139	0.000362	−0.000201	0.001317	0.000337	0.000818	0.000741	0.000213	0.000399	−8.37E-05	0.000955	0.001597
Median	0.000316	0.000358	0.000599	0.001401	0.000753	0.001153	0.000900	0.000718	0.000958	0.000553	0.001173	0.001258
Maximum	0.073772	0.065358	0.069796	0.089749	0.173393	0.075882	0.059421	0.036872	0.054577	0.082210	0.057392	0.055138
Minimum	−0.074070	−0.051163	−0.131526	−0.071539	−0.111385	−0.058090	−0.061680	−0.059362	−0.058494	−0.109564	−0.066103	−0.038415
Std. dev.	0.014946	0.013978	0.018777	0.016593	0.018168	0.014462	0.013896	0.012373	0.014022	0.016963	0.013445	0.011989
Skewness	0.018591	0.101748	−1.033878	0.074483	1.124309	0.114485	−0.136260	−0.394903	−0.278879	−0.468745	0.055261	0.294615
Kurtosis	7.358958	5.438205	10.14413	7.306303	22.16050	6.186982	5.876320	4.698271	5.339754	9.579450	6.334652	5.116887
Jarque–Bera	418.8334	123.4665	1184.645	370.5552	8203.489	227.1566	192.3399	76.29719	123.9071	933.0502	233.3107	105.4201
Probability	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000
Observations	529	495	514	479	529	534	553	522	514	507	503	524

Particulars	January	February	March	April	May	June	July	August	September	October	November	December
Mean	0.000139	0.000362	−0.000201	0.001317	0.000337	0.000818	0.000741	0.000213	0.000399	−8.37E-05	0.000955	0.001597
Median	0.000316	0.000358	0.000599	0.001401	0.000753	0.001153	0.000900	0.000718	0.000958	0.000553	0.001173	0.001258
Maximum	0.073772	0.065358	0.069796	0.089749	0.173393	0.075882	0.059421	0.036872	0.054577	0.082210	0.057392	0.055138
Minimum	−0.074070	−0.051163	−0.131526	−0.071539	−0.111385	−0.058090	−0.061680	−0.059362	−0.058494	−0.109564	−0.066103	−0.038415
Std. dev.	0.014946	0.013978	0.018777	0.016593	0.018168	0.014462	0.013896	0.012373	0.014022	0.016963	0.013445	0.011989
Skewness	0.018591	0.101748	−1.033878	0.074483	1.124309	0.114485	−0.136260	−0.394903	−0.278879	−0.468745	0.055261	0.294615
Kurtosis	7.358958	5.438205	10.14413	7.306303	22.16050	6.186982	5.876320	4.698271	5.339754	9.579450	6.334652	5.116887
Jarque–Bera	418.8334	123.4665	1184.645	370.5552	8203.489	227.1566	192.3399	76.29719	123.9071	933.0502	233.3107	105.4201
Probability	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000	0.000000
Observations	529	495	514	479	529	534	553	522	514	507	503	524