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  4. 48602610 / KATY INDUSTRIES INC

48602610 / KATY INDUSTRIES INC

1980-01-14 to 1980-07-14
Non-overlapping, 99% VaR Non-overlapping, 99% ES 10-day overlapping, 99% VaR 10-day overlapping, 99% ES Non-overlapping, 97.5% VaR Non-overlapping, 97.5% ES 10-day overlapping, 97.5% VaR 10-day overlapping, 97.5% ES
obs 82.00 82.00 73.00 73.00 82.00 82.00 73.00 73.00
min 1.63 1.91 1.09 1.10 1.57 1.67 1.12 1.09
max 2.50 2.82 3.03 3.03 2.42 2.54 3.03 3.03
mean 1.89 2.16 2.01 1.98 1.83 1.93 2.03 2.00
st.dev. 0.18 0.18 0.50 0.51 0.18 0.18 0.49 0.50
Q5% 1.68 1.96 1.25 1.22 1.61 1.73 1.29 1.24
Q50% 1.85 2.11 1.98 1.96 1.80 1.90 2.02 1.97
Q95% 2.24 2.46 2.79 2.78 2.12 2.24 2.85 2.78

1981-07-14 to 1982-11-14
Non-overlapping, 99% VaR Non-overlapping, 99% ES 10-day overlapping, 99% VaR 10-day overlapping, 99% ES Non-overlapping, 97.5% VaR Non-overlapping, 97.5% ES 10-day overlapping, 97.5% VaR 10-day overlapping, 97.5% ES
obs 340.00 340.00 340.00 340.00 340.00 340.00 340.00 340.00
min 1.61 1.96 1.07 1.04 1.49 1.72 1.07 1.07
max 3.35 4.19 3.30 3.17 2.90 3.59 3.47 3.25
mean 2.17 2.67 1.84 1.85 1.95 2.31 1.84 1.83
st.dev. 0.43 0.55 0.44 0.45 0.33 0.46 0.44 0.44
Q5% 1.68 2.02 1.20 1.20 1.54 1.77 1.20 1.20
Q50% 2.03 2.50 1.81 1.81 1.84 2.16 1.81 1.81
Q95% 2.99 3.77 2.67 2.66 2.59 3.22 2.66 2.62

1987-10-19 to 1988-01-19
Non-overlapping, 99% VaR Non-overlapping, 99% ES 10-day overlapping, 99% VaR 10-day overlapping, 99% ES Non-overlapping, 97.5% VaR Non-overlapping, 97.5% ES 10-day overlapping, 97.5% VaR 10-day overlapping, 97.5% ES
obs 64.00 64.00 64.00 64.00 64.00 64.00 64.00 64.00
min 1.64 1.98 1.52 1.72 1.47 1.77 1.43 1.57
max 6.99 8.30 6.36 6.36 6.75 7.06 6.36 6.36
mean 2.65 3.16 3.06 3.19 2.59 2.70 3.02 3.09
st.dev. 1.08 1.31 1.48 1.44 1.07 1.10 1.50 1.48
Q5% 1.73 2.10 1.58 1.72 1.61 1.82 1.54 1.59
Q50% 2.17 2.53 2.55 2.76 2.24 2.16 2.45 2.63
Q95% 4.65 5.61 6.13 6.13 4.75 4.81 6.13 6.13

1990-07-14 to 1991-03-14
Non-overlapping, 99% VaR Non-overlapping, 99% ES 10-day overlapping, 99% VaR 10-day overlapping, 99% ES Non-overlapping, 97.5% VaR Non-overlapping, 97.5% ES 10-day overlapping, 97.5% VaR 10-day overlapping, 97.5% ES
obs 169.00 169.00 169.00 169.00 169.00 169.00 169.00 169.00
min 1.83 2.33 1.37 2.27 1.56 1.97 1.09 1.63
max 4.04 5.28 4.36 7.24 3.80 4.40 3.89 5.30
mean 2.14 2.76 2.47 3.97 1.89 2.32 2.06 2.90
st.dev. 0.38 0.50 0.91 1.60 0.40 0.42 0.67 1.14
Q5% 1.87 2.41 1.38 2.30 1.60 2.03 1.18 1.65
Q50% 1.98 2.55 2.20 3.46 1.74 2.15 1.95 2.56
Q95% 2.96 3.86 4.14 6.90 2.71 3.23 3.18 5.00

1974-01-01 to 2012-12-31
Non-overlapping, 99% VaR Non-overlapping, 99% ES 10-day overlapping, 99% VaR 10-day overlapping, 99% ES Non-overlapping, 97.5% VaR Non-overlapping, 97.5% ES 10-day overlapping, 97.5% VaR 10-day overlapping, 97.5% ES
obs 3368.00 3368.00 3359.00 3359.00 3368.00 3368.00 3359.00 3359.00
min 1.58 1.89 1.04 1.04 1.40 1.65 1.06 1.04
max 8.38 9.70 20.54 33.19 8.08 8.28 16.16 24.73
mean 2.25 2.81 2.65 3.19 2.02 2.39 2.36 2.75
st.dev. 0.59 0.74 1.43 1.96 0.57 0.63 1.29 1.55
Q5% 1.72 2.08 1.34 1.36 1.58 1.80 1.26 1.34
Q50% 2.12 2.64 2.35 2.55 1.88 2.25 2.15 2.36
Q95% 3.16 4.09 4.55 6.58 2.85 3.41 3.72 5.04