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  4. 78025780 / ROYAL DUTCH PETROLEUM CO

78025780 / ROYAL DUTCH PETROLEUM CO

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 1.44 1.61 1.27 1.51 1.35 1.49 1.23 1.35
max 3.41 4.02 4.55 6.22 3.19 3.61 4.37 4.96
mean 1.93 2.26 2.61 3.10 1.82 2.04 2.51 2.77
st.dev. 0.50 0.61 0.80 1.00 0.47 0.54 0.76 0.86
Q5% 1.47 1.67 1.40 1.60 1.38 1.54 1.34 1.47
Q50% 1.78 2.09 2.62 3.12 1.68 1.87 2.53 2.78
Q95% 3.16 3.73 4.16 4.96 2.96 3.35 3.96 4.42

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 1.46 1.70 1.14 1.15 1.33 1.53 1.17 1.14
max 5.33 6.23 11.62 12.26 5.03 5.57 11.56 11.39
mean 2.48 2.94 2.83 2.88 2.24 2.60 2.91 2.81
st.dev. 0.77 0.90 1.22 1.28 0.71 0.80 1.23 1.20
Q5% 1.55 1.80 1.68 1.68 1.40 1.62 1.70 1.68
Q50% 2.32 2.77 2.56 2.58 2.08 2.46 2.58 2.53
Q95% 3.95 4.77 4.70 4.74 3.49 4.17 4.77 4.58

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 1.21 1.45 1.08 1.09 1.08 1.28 1.08 1.08
max 4.00 4.90 12.63 19.86 3.51 4.26 9.73 15.00
mean 2.08 2.49 2.17 2.30 1.84 2.19 2.12 2.21
st.dev. 0.55 0.68 1.22 1.82 0.48 0.59 1.01 1.41
Q5% 1.41 1.66 1.22 1.25 1.26 1.48 1.20 1.22
Q50% 1.93 2.31 1.86 1.89 1.72 2.04 1.86 1.87
Q95% 3.15 3.84 3.74 3.84 2.77 3.35 3.65 3.74

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 1.31 1.45 1.15 1.37 1.36 1.34 1.34 1.14
max 13.11 11.66 8.08 7.01 14.24 11.80 8.53 7.24
mean 2.85 2.80 2.73 2.78 3.10 2.70 2.89 2.69
st.dev. 1.88 1.70 1.29 1.20 1.97 1.66 1.32 1.22
Q5% 1.39 1.51 1.22 1.38 1.44 1.37 1.36 1.21
Q50% 2.20 2.16 2.45 2.48 2.53 2.16 2.77 2.43
Q95% 5.90 5.72 4.80 4.80 5.87 5.42 4.96 4.80

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 3803.00 3803.00 3803.00 3803.00 3803.00 3803.00 3803.00 3803.00
min 1.17 1.24 1.08 1.09 1.08 1.18 1.08 1.08
max 13.11 11.66 13.64 21.57 14.24 11.80 11.56 16.06
mean 1.81 2.11 2.22 2.44 1.69 1.88 2.18 2.28
st.dev. 0.52 0.61 0.94 1.31 0.50 0.53 0.84 1.04
Q5% 1.33 1.45 1.27 1.31 1.27 1.36 1.26 1.29
Q50% 1.67 1.96 2.08 2.20 1.54 1.75 2.06 2.11
Q95% 2.76 3.24 3.63 4.14 2.54 2.89 3.55 3.73