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 |