This document contains statistical analysis of returns and factors for a sample period from 1/30/2023 to 2/01/2024. It reports the mean, median, maximum, minimum, standard deviation, skewness, kurtosis, Jarque-Bera test, sum, sum of squared deviations, and number of observations for the variables RETURN, MKT_RF, SMB, HML, RMW, CMA, and RF.
This document contains statistical analysis of returns and factors for a sample period from 1/30/2023 to 2/01/2024. It reports the mean, median, maximum, minimum, standard deviation, skewness, kurtosis, Jarque-Bera test, sum, sum of squared deviations, and number of observations for the variables RETURN, MKT_RF, SMB, HML, RMW, CMA, and RF.
This document contains statistical analysis of returns and factors for a sample period from 1/30/2023 to 2/01/2024. It reports the mean, median, maximum, minimum, standard deviation, skewness, kurtosis, Jarque-Bera test, sum, sum of squared deviations, and number of observations for the variables RETURN, MKT_RF, SMB, HML, RMW, CMA, and RF.