Table 1 Stock returns – Daily data...

Table 1

Stock returns – Daily data description

	NIFTY50	S&P 500	Hang Seng	Singapore STI	Shanghai co	FTSE 100	Nikkei 225
Datapoint count	3,102
Mean	7258.18	1846.62	23117.34	3006.84	2811.08	6247.81	14891.79
Std	2484.50	656.35	3721.45	376.43	581.79	920.54	4917.77
Min	2524.20	676.53	11015.80	1456.95	1706.70	3512.09	7054.98
50%	6338.95	1845.16	22921.63	3096.37	2844.30	6338.01	14599.14
Max	12362.30	3386.15	33154.12	3615.28	5497.89	7877.45	24270.62
Daily Data: 02-01-2008 to 16-12-2011 Phase 1: Recession and Recovery

Datapoint count	1,051
Mean	4804.97	1143.05	20473.80	2724.42	2824.72	5270.60	10248.66
Std	920.41	171.12	3328.46	465.37	588.67	646.49	1687.80
Min	2524.20	676.53	11015.80	1456.95	1706.70	3512.09	7054.98
50%	5034.90	1165.28	21149.02	2847.26	2790.12	5384.07	9859.20
Max	6301.55	1447.16	27615.80	3437.79	5497.89	6479.39	14691.41
Daily Data: 20-12-2011 to 10-12-2015 Phase 2: Expansion

Datapoint count	1,051
Mean	6703.32	1746.59	22638.31	3160.70	2573.74	6369.69	14241.77
Std	1261.25	275.74	1976.16	184.17	711.56	436.57	3781.28
Min	4544.20	1241.30	18185.59	2646.35	1950.01	5260.19	8295.63
50%	6175.35	1795.50	22677.71	3191.94	2268.61	6490.66	14594.52
Max	8996.25	2130.82	28442.75	3539.95	5166.35	7103.98	20868.03
Daily Data: 14-12-2015 to 03-12-2019 Phase 3: Slow-down

Datapoint count	1,000
Mean	9901.53	2532.15	25946.20	3142.09	3035.13	7106.06	20198.12
Std	1348.87	327.01	3386.09	237.09	236.26	477.85	2296.66
Min	6970.60	1829.08	18319.58	2532.70	2464.36	5536.97	14952.02
50%	10234.55	2583.62	26456.68	3190.40	3048.14	7250.48	20638.78
Max	12100.70	3153.63	33154.12	3615.28	3651.77	7877.45	24270.62

	NIFTY50	S&P 500	Hang Seng	Singapore STI	Shanghai co	FTSE 100	Nikkei 225
Datapoint count	3,102
Mean	7258.18	1846.62	23117.34	3006.84	2811.08	6247.81	14891.79
Std	2484.50	656.35	3721.45	376.43	581.79	920.54	4917.77
Min	2524.20	676.53	11015.80	1456.95	1706.70	3512.09	7054.98
50%	6338.95	1845.16	22921.63	3096.37	2844.30	6338.01	14599.14
Max	12362.30	3386.15	33154.12	3615.28	5497.89	7877.45	24270.62
Daily Data: 02-01-2008 to 16-12-2011Phase 1: Recession and Recovery

Datapoint count	1,051
Mean	4804.97	1143.05	20473.80	2724.42	2824.72	5270.60	10248.66
Std	920.41	171.12	3328.46	465.37	588.67	646.49	1687.80
Min	2524.20	676.53	11015.80	1456.95	1706.70	3512.09	7054.98
50%	5034.90	1165.28	21149.02	2847.26	2790.12	5384.07	9859.20
Max	6301.55	1447.16	27615.80	3437.79	5497.89	6479.39	14691.41
Daily Data: 20-12-2011 to 10-12-2015Phase 2: Expansion

Datapoint count	1,051
Mean	6703.32	1746.59	22638.31	3160.70	2573.74	6369.69	14241.77
Std	1261.25	275.74	1976.16	184.17	711.56	436.57	3781.28
Min	4544.20	1241.30	18185.59	2646.35	1950.01	5260.19	8295.63
50%	6175.35	1795.50	22677.71	3191.94	2268.61	6490.66	14594.52
Max	8996.25	2130.82	28442.75	3539.95	5166.35	7103.98	20868.03
Daily Data: 14-12-2015 to 03-12-2019Phase 3: Slow-down

Datapoint count	1,000
Mean	9901.53	2532.15	25946.20	3142.09	3035.13	7106.06	20198.12
Std	1348.87	327.01	3386.09	237.09	236.26	477.85	2296.66
Min	6970.60	1829.08	18319.58	2532.70	2464.36	5536.97	14952.02
50%	10234.55	2583.62	26456.68	3190.40	3048.14	7250.48	20638.78
Max	12100.70	3153.63	33154.12	3615.28	3651.77	7877.45	24270.62

Source(s): Resp. Stock Exchanges

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