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  4. 80202010 / SANTA FE INDS INC

80202010 / SANTA FE INDS INC

1977-05-14 to 1977-10-14
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 106.00 106.00 106.00 106.00 106.00 106.00 106.00 106.00
min 1.46 1.65 1.24 1.15 1.35 1.51 1.24 1.21
max 2.45 2.76 2.90 2.79 2.21 2.45 2.99 2.87
mean 1.88 2.13 2.04 2.03 1.71 1.90 2.04 2.03
st.dev. 0.27 0.30 0.41 0.43 0.24 0.26 0.42 0.42
Q5% 1.47 1.67 1.35 1.35 1.36 1.52 1.35 1.34
Q50% 1.93 2.18 2.00 2.00 1.75 1.93 2.00 2.00
Q95% 2.30 2.60 2.62 2.62 2.08 2.30 2.62 2.62

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 127.00 127.00 127.00 127.00 127.00 127.00 127.00 127.00
min 1.17 1.26 1.13 1.15 1.11 1.19 1.11 1.12
max 2.98 3.10 5.56 5.56 2.88 2.92 5.82 5.56
mean 1.78 1.83 2.54 2.50 1.70 1.73 2.62 2.52
st.dev. 0.45 0.45 1.06 0.99 0.43 0.43 1.10 1.03
Q5% 1.23 1.31 1.25 1.27 1.16 1.24 1.30 1.25
Q50% 1.70 1.74 2.35 2.32 1.64 1.65 2.37 2.32
Q95% 2.64 2.68 4.92 4.64 2.52 2.54 5.08 4.79

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 1.22 1.32 1.12 1.13 1.21 1.25 1.11 1.11
max 2.49 2.78 3.71 3.71 2.52 2.54 3.71 3.71
mean 1.62 1.78 1.98 2.00 1.60 1.65 1.95 1.98
st.dev. 0.25 0.28 0.52 0.53 0.26 0.25 0.52 0.52
Q5% 1.33 1.46 1.27 1.28 1.26 1.37 1.26 1.27
Q50% 1.58 1.73 1.92 1.94 1.59 1.61 1.86 1.92
Q95% 2.07 2.29 2.93 3.01 2.07 2.13 2.89 2.95

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 2523.00 2523.00 2523.00 2523.00 2523.00 2523.00 2523.00 2523.00
min 1.17 1.23 1.06 1.04 1.11 1.19 1.04 1.04
max 2.98 3.15 11.63 18.46 2.88 2.92 8.93 13.88
mean 1.60 1.75 2.07 2.13 1.53 1.62 2.05 2.07
st.dev. 0.30 0.33 0.74 0.94 0.29 0.30 0.70 0.80
Q5% 1.28 1.39 1.25 1.25 1.23 1.30 1.24 1.24
Q50% 1.49 1.65 1.94 1.97 1.44 1.53 1.93 1.94
Q95% 2.24 2.43 3.35 3.40 2.15 2.24 3.34 3.35