Descriptive statistics for BSE broad market indices
| Mean | Max | Min | S.D. | Skew | Kur | Jarque-Bera (J.B.) | Prob | Obs | |
|---|---|---|---|---|---|---|---|---|---|
| SENSEX | 0.0340 | 6.5859 | −8.3547 | 0.8900 | −0.5534 | 11.6277 | 7,809 | 0.0000 | 2,477 |
| AllCap | 0.0331 | 5.8426 | −7.9346 | 0.9683 | −0.6938 | 9.2752 | 4,251 | 0.0000 | 2,470 |
| BSE 100 | 0.0330 | 6.1051 | −8.1651 | 0.8870 | −0.6198 | 11.0119 | 6,784 | 0.0000 | 2,477 |
| BSE 200 | 0.0340 | 5.9772 | −7.9975 | 0.8793 | −0.6619 | 10.8955 | 6,615 | 0.0000 | 2,477 |
| BSE 500 | 0.0334 | 5.8701 | −7.9652 | 0.8738 | −0.7248 | 10.9034 | 6,664 | 0.0000 | 2,477 |
| LargeCap | 0.0324 | 6.2000 | −8.1588 | 0.9825 | −0.5226 | 9.1916 | 4,058 | 0.0000 | 2,470 |
| MidCap | 0.0333 | 5.2333 | −6.9040 | 0.9944 | −0.6805 | 6.9284 | 1,784 | 0.0000 | 2,477 |
| SENSEX Next 50 | 0.0315 | 5.2653 | −8.4137 | 1.1358 | −0.6622 | 6.9671 | 1,799 | 0.0000 | 2,468 |
| SmallCap | 0.0246 | 5.6568 | −7.2551 | 1.0486 | −0.8362 | 7.1473 | 2,064 | 0.0000 | 2,477 |
| Mean | Max | Min | S.D. | Skew | Kur | Jarque-Bera (J.B.) | Prob | Obs | |
|---|---|---|---|---|---|---|---|---|---|
| SENSEX | 0.0340 | 6.5859 | −8.3547 | 0.8900 | −0.5534 | 11.6277 | 7,809 | 0.0000 | 2,477 |
| AllCap | 0.0331 | 5.8426 | −7.9346 | 0.9683 | −0.6938 | 9.2752 | 4,251 | 0.0000 | 2,470 |
| BSE 100 | 0.0330 | 6.1051 | −8.1651 | 0.8870 | −0.6198 | 11.0119 | 6,784 | 0.0000 | 2,477 |
| BSE 200 | 0.0340 | 5.9772 | −7.9975 | 0.8793 | −0.6619 | 10.8955 | 6,615 | 0.0000 | 2,477 |
| BSE 500 | 0.0334 | 5.8701 | −7.9652 | 0.8738 | −0.7248 | 10.9034 | 6,664 | 0.0000 | 2,477 |
| LargeCap | 0.0324 | 6.2000 | −8.1588 | 0.9825 | −0.5226 | 9.1916 | 4,058 | 0.0000 | 2,470 |
| MidCap | 0.0333 | 5.2333 | −6.9040 | 0.9944 | −0.6805 | 6.9284 | 1,784 | 0.0000 | 2,477 |
| SENSEX Next 50 | 0.0315 | 5.2653 | −8.4137 | 1.1358 | −0.6622 | 6.9671 | 1,799 | 0.0000 | 2,468 |
| SmallCap | 0.0246 | 5.6568 | −7.2551 | 1.0486 | −0.8362 | 7.1473 | 2,064 | 0.0000 | 2,477 |
Note(s): AllCap,All Capitalization; BSE, Bombay Stock Exchange;LargeCap, Large Market Capitalization; MidCap, Mid-Capitalization; S.D., Standard Deviation; SENSEX, Sensitivity Index
Source(s): Compiled from EViews 10
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