one-variableanalysis-netreturn.docVIP

One-Variable Analysis - NetReturn Analysis Summary Data variable: NetReturn 314 values ranging from -4.5 to 5.5 The StatAdvisor --------------- This procedure is designed to summarize a single sample of data. It will calculate various statistics and graphs. Also included in the procedure are confidence intervals and hypothesis tests. Use the Tabular Options and Graphical Options buttons on the analysis toolbar to access these different procedures. Multiple Regression - NetReturnCount = 314 Average = 1.11437 Median = 1.0 Variance = 1.16321 Standard deviation = 1.07852 Standard error = 0.0608644 Minimum = -4.5 Maximum = 5.5 Range = 10.0 Stnd. skewness = -6.86903 Stnd. kurtosis = 19.2217 Coeff. of variation = 96.7827% The StatAdvisor --------------- This table shows summary statistics for NetReturn. It includes measures of central tendency, measures of variability, and measures of shape. Of particular interest here are the standardized skewness and standardized kurtosis, which can be used to determine whether the sample comes from a normal distribution. Values of these statistics outside the range of -2 to +2 indicate significant departures from normality, which would tend to invalidate any statistical test regarding the standard deviation. In this case, the standardized skewness value is not within the range expected for data from a normal distribution. The standardized kurtosis value is not within the range expected for data from a normal distribution. Frequency Tabulation for NetReturn -------------------------------------------------------------------------------- Lower Upper Relative Cumulative Cum. Rel. Class Limit Limit Midpoint Frequency Frequency Frequency Frequency -------------------------------------------------------------------------------- at or below -5.0 0 0.0000 0 0.0000 1 -5.0 -3.8 -4.4 2