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

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

  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