Professional Documents
Culture Documents
Week 3
Data
Sector Count of Returns StdDev of Returns Count of Returns
Consumer Discretionary 133 2.73% 133
Consumer Staples 133 1.92% 133
Energy 133 3.75% 133
Financials 133 3.14% 133
Health Care 133 2.80% 133
Industrials 133 2.56% 133
Information Technology 133 3.09% 133
Materials 133 2.51% 133
Real Estate 133 3.31% 133
S&P/ASX 200 133 2.41% 133
Telecommunication Services 133 2.01% 133
Utilities 133 1.86% 133
Total Result 1596 2.72% 1596
Daily
Sectors Observations Average Returns Standard Deviation
Consumer Discretionary 133 -0.061% 2.733%
Consumer Staples 133 #REF! 1.921%
Energy 133 #REF! 3.747%
Financials 133 #REF! 3.135%
Health Care 133 #REF! 2.804%
Industrials 133 #REF! 2.560%
Information Technology 133 #REF! 3.088%
Materials 133 #REF! 2.512%
Real Estate 133 #REF! 3.313%
S&P/ASX 200 133 #REF! 2.413%
Telecommunication Services 133 #REF! 2.011%
Utilities 133 #REF! 1.858%
Average of Downside
0.0439%
0.0163%
0.0922%
0.0562%
0.0380%
0.0410%
0.0509%
0.0332%
0.0694%
0.0349%
0.0218%
0.0190%
0.0431%
Data
Covid flag Average of Returns Min. of Returns Average of Returns
Post -0.10% -9.70% -0.10%
Pre 0.02% -4.09% 0.02%
Total Result 0.01% -9.70% 0.01%
Pre-Covid
Mean Return 0.02%
Standard Deviation 0.78%
Post-Covid
Mean Return -0.10%
Standard Deviation 2.41%
All
Mean Return 0.01%
Standard Deviation 1.00%
4.5.E+32
-14.1% -13.1%-12.2% -11.2% -10.3% -9.4% -8.4% -7.5% -6.5% -5.6% -4.7% -3.7% -2.8% -1.9% -0.
Title
% -3.7% -2.8% -1.9% -0.9% 0.0% 1.0% 1.9% 2.8% 3.8% 4.7%
Chart Data
Increment 0.1