A methodology for stochastic analysis of share prices as Markov chains with finite states

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Table 1 Summary statistics on the weekly trading price change over the study period

	Number of weekly price change			Weekly price change summary
	Decrease	No change	Increase	Mean	SD	Max	Min	Skew.	Kurt.	Count
ALW	15	77	12	0.00	0.01	0.01	-0.04	-2.30	14.23	104
AYRTN	8	89	7	0.00	0.00	0.01	-0.01	-0.10	4.39	104
BOPP	26	45	33	0.01	0.13	0.44	-0.62	-1.80	11.79	104
CAL	27	40	37	0.00	0.03	0.12	-0.07	1.69	7.26	104
EBG	30	44	30	0.00	0.19	0.50	-1.60	-5.65	51.32	104
EGL	21	46	37	0.01	0.06	0.39	-0.25	1.05	15.79	104
ETI	18	59	27	0.00	0.01	0.04	-0.04	-0.71	5.62	104
FML	22	38	44	0.03	0.12	0.85	-0.19	4.08	25.22	104
GCB	25	37	42	0.02	0.13	0.79	-0.41	1.68	12.51	104
GGBL	5	51	48	0.04	0.10	0.73	-0.20	3.84	22.70	104
GLD	7	79	18	0.04	0.34	3.13	-0.72	7.22	64.43	104
GOIL	16	53	35	0.00	0.03	0.12	-0.23	-2.99	23.63	104
HFC	8	75	21	0.01	0.03	0.27	-0.08	5.76	47.80	104
MLC	7	75	22	0.00	0.01	0.05	-0.03	1.04	5.42	104
PBC	13	81	10	0.00	0.01	0.04	-0.02	1.53	11.02	104
PZC	22	55	27	0.01	0.38	3.02	-1.00	4.78	39.15	104
SCB	38	40	26	0.14	1.30	9.54	-4.19	4.45	30.38	104
SCBPREF	11	87	6	0.00	0.01	0.01	-0.03	-2.35	9.67	104
SIC	19	67	18	0.00	0.02	0.16	-0.06	5.55	50.15	104
SOGEGH	12	89	3	0.00	0.02	0.01	-0.18	-6.56	50.60	104
SWL	9	84	11	0.01	0.45	3.15	-2.00	2.28	27.27	104
TBL	21	62	21	0.02	0.62	2.99	-3.00	0.16	12.33	104
TLW	16	56	32	0.23	0.97	6.56	-1.97	3.77	19.38	104
TOTAL	16	66	22	0.01	0.08	0.52	-0.16	4.89	29.16	104
TRANSOL	12	63	29	0.04	0.18	1.26	-0.50	4.24	24.87	104
UNIL	3	76	25	0.03	0.23	1.79	-0.77	5.23	38.66	104
UTB	12	87	5	0.00	0.01	0.02	-0.02	-1.30	6.18	104