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  4. 59563910 / MIDCON CORP

59563910 / MIDCON CORP

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 80.00 80.00 71.00 71.00 80.00 80.00 71.00 71.00
min 1.22 1.32 1.43 1.38 1.19 1.21 1.50 1.41
max 5.28 5.63 6.83 8.49 5.08 5.17 6.16 7.37
mean 2.40 2.54 2.99 3.08 2.30 2.35 3.02 3.01
st.dev. 0.88 0.94 1.02 1.26 0.83 0.84 0.95 1.08
Q5% 1.28 1.35 1.85 1.79 1.23 1.27 1.89 1.83
Q50% 2.26 2.41 2.75 2.75 2.16 2.21 2.81 2.75
Q95% 3.92 4.18 5.14 5.25 3.76 3.81 5.17 5.19