Table 1

Descriptive statistics for BSE broad market indices

MeanMaxMinS.D.SkewKurJarque-Bera (J.B.)ProbObs
SENSEX0.03406.5859−8.35470.8900−0.553411.62777,8090.00002,477
AllCap0.03315.8426−7.93460.9683−0.69389.27524,2510.00002,470
BSE 1000.03306.1051−8.16510.8870−0.619811.01196,7840.00002,477
BSE 2000.03405.9772−7.99750.8793−0.661910.89556,6150.00002,477
BSE 5000.03345.8701−7.96520.8738−0.724810.90346,6640.00002,477
LargeCap0.03246.2000−8.15880.9825−0.52269.19164,0580.00002,470
MidCap0.03335.2333−6.90400.9944−0.68056.92841,7840.00002,477
SENSEX Next 500.03155.2653−8.41371.1358−0.66226.96711,7990.00002,468
SmallCap0.02465.6568−7.25511.0486−0.83627.14732,0640.00002,477

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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