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  4. 04600810 / ASSOCIATES FIRST CAPITAL CORP

04600810 / ASSOCIATES FIRST CAPITAL 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 154.00 154.00 145.00 145.00 154.00 154.00 145.00 145.00
min 1.26 1.41 1.15 1.20 1.16 1.30 1.15 1.15
max 7.16 7.80 7.15 8.07 6.87 7.00 6.58 7.39
mean 2.07 2.24 2.57 2.61 2.04 2.07 2.57 2.58
st.dev. 1.00 1.09 1.21 1.29 0.96 0.97 1.17 1.23
Q5% 1.30 1.47 1.38 1.39 1.21 1.34 1.38 1.38
Q50% 1.83 1.91 2.21 2.26 1.85 1.81 2.24 2.24
Q95% 4.32 4.73 5.01 5.22 4.13 4.23 4.97 5.18