Currency Portfolio.xlsx - USD\/CHF USD\/CAD AUD\/USD EUR\/CHF USD\/GBP USD\/CHF 0.00016145 1.7535E-005-8.911E-005 7.1864E-005 1.1489E-005 USD\/CAD 1.7535E-005

Currency Portfolio.xlsx - USD/CHF USD/CAD AUD/USD EUR/CHF...

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USD/CHF USD/CAD AUD/USD EUR/CHF USD/GBP USD/CHF 0.00016145 1.7535E-005 -8.911E-005 7.1864E-005 1.1489E-005 USD/CAD 1.7535E-005 4.5944E-005 -1.845E-005 1.3879E-005 -1.533E-005 AUD/USD -8.911E-005 -1.845E-005 0.00029265 -3.816E-005 -1.849E-006 EUR/CHF 7.1864E-005 1.3879E-005 -3.816E-005 3.9845E-005 -4.531E-007 USD/GBP 1.1489E-005 -1.533E-005 -1.849E-006 -4.531E-007 0.00013359
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USD/CHF USD/CAD AUD/USD EUR/CHF Mean 0.98124444 Mean 1.29517778 Mean 0.71692593 Mean Standard Erro 0.00247833 Standard Erro 0.00132931 Standard Erro 0.00153518 Standard Erro Median 0.987 Median 1.2948 Median 0.7141 Median Mode 0.9587 Mode 1.2915 Mode 0.7291 Mode Standard Dev 0.01287778 Standard Dev 0.00690732 Standard Dev 0.00797701 Standard Dev Sample Varia 0.00016584 Sample Varia 4.7711E-005 Sample Varia 6.3633E-005 Sample Varia Kurtosis -1.15078566 Kurtosis -0.51384021 Kurtosis -1.50307959 Kurtosis Skewness -0.72131868 Skewness -0.29564693 Skewness 0.07687053 Skewness Range 0.0361 Range 0.0256 Range 0.0239 Range Minimum 0.9587 Minimum 1.2812 Minimum 0.7052 Minimum Maximum 0.9948 Maximum 1.3068 Maximum 0.7291 Maximum Sum 26.4936 Sum 34.9698 Sum 19.357 Sum Count 27 Count 27 Count 27 Count
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USD/GBP 1.13834074 Mean 0.76266667 0.00123795 Standard Erro 0.00083378 1.1398 Median 0.7622 1.139 Mode 0.7632 0.00643256 Standard Dev 0.00433244 4.1378E-005 Sample Varia 0.00001877 -0.44225382 Kurtosis 0.25227877 -0.71804438 Skewness 0.27778116 0.0216 Range 0.019 1.1255 Minimum 0.7538 1.1471 Maximum 0.7728 30.7352 Sum 20.592 27 Count 27
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USD/CHF USD/CAD AUD/USD EUR/CHF USD/GBP USD/CHF 0.00016145 1.8069E-005 -8.938E-005 7.2219E-005 1.1531E-005 USD/CAD 1.8069E-005 4.5944E-005 -1.845E-005 1.3879E-005 -1.533E-005
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  • Fall '15
  • Ben Chen
  • Standard Deviation, Mean, standard devi, Sample Varia, Standard Erro

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