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Table 1 Descriptive statistics of Southeast Asian stock index returns

From: Performance of technical trading rules: evidence from Southeast Asian stock markets

Statistics

Thailand

Malaysia

Singapore

Indonesia

The Philippines

Observations

3430

3447

3518

3410

3441

Average daily return

0.05 %

0.03 %

0.01 %

0.07 %

0.20 %

Standard deviation of daily return

1.24 %

0.72 %

1.04 %

1.25 %

1.15 %

Maximum

10.58 %

4.17 %

7.53 %

7.62 %

7.06 %

Median

0.04 %

0.03 %

0.03 %

0.09 %

0.02 %

Minimum

−16.06 %

−6.34 %

−8.70 %

−10.95 %

−8.70 %

Skewness

−0.69

−0.37

−0.45

−0.48

−0.34

Excess Kurtosis

13.31

6.23

7.22

6.42

4.85