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Describe briefly your portfolio and report descriptive statistics for it and the factors,Briefly comment on these statistics. Mean Median Maximum Minimum Std. Dev. Skewness Kurtosis
Describe briefly your portfolio and report descriptive statistics for it and the factors,Briefly comment on these statistics.
Mean Median Maximum Minimum Std. Dev. Skewness Kurtosis EXSL 0.006033 0.011738 0.255080 -0.279085 0.061851 -0.612576 5.986921 RMRF 0.005482 0.010282 0.132757 -0.270575 0.043988 -1.008042 6.861869 SMB 0.001318 0.000371 0.156074 -0.147752 0.030970 -0.131483 5.824096 HML 0.002889 0.002797 0.122874 -0.186076 0.031459 -0.513089 9.412004 UMD 0.009794 0.010875 0.160442 -0.250283 0.042460 -0.931724 8.499047 Jarque-Bera Probability 194.1227 0.000000 353.4768 0.000000 149.8320 0.000000 785.3574 0.000000 627.8852 0.000000 Sum Sum Sq. Dev. 2.696917 1.706207 2.450617 0.862973 0.589192 0.427775 1.291263 0.441389 4.377940 0.804053 Observations 447 447 447 447 447Step by Step Solution
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