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  4. 50047210 / KONINKLIJKE PHILIPS ELEC N V

50047210 / KONINKLIJKE PHILIPS ELEC N V

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 1.42 1.82 1.49 1.99 1.39 1.51 1.29 1.54
max 11.32 13.67 31.74 48.39 10.76 11.97 24.83 37.12
mean 3.03 3.41 3.73 4.52 3.19 3.12 3.45 3.92
st.dev. 1.60 1.96 3.88 6.05 1.59 1.70 3.02 4.59
Q5% 1.60 1.98 1.73 2.06 1.51 1.79 1.61 1.78
Q50% 2.49 2.91 2.86 3.16 2.70 2.53 2.83 2.87
Q95% 5.50 6.66 6.31 9.47 5.54 5.82 5.60 7.23

1990-07-14 to 1991-03-14
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 169.00 169.00 169.00 169.00 169.00 169.00 169.00 169.00
min 1.42 1.82 1.42 1.73 1.26 1.50 1.24 1.47
max 2.28 2.75 3.97 4.81 2.15 2.41 3.66 4.12
mean 1.63 2.09 2.41 2.81 1.46 1.74 2.17 2.48
st.dev. 0.14 0.18 0.78 0.97 0.15 0.15 0.67 0.81
Q5% 1.49 1.88 1.48 1.77 1.31 1.57 1.28 1.52
Q50% 1.60 2.06 2.14 2.48 1.42 1.70 2.03 2.16
Q95% 1.90 2.43 3.82 4.62 1.75 2.01 3.27 3.95

1998-08-14 to 1998-11-14
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 65.00 65.00 65.00 65.00 65.00 65.00 65.00 65.00
min 1.61 1.92 1.12 1.11 1.45 1.69 1.14 1.11
max 4.59 5.48 5.22 5.22 4.30 4.84 5.22 5.22
mean 3.05 3.64 2.48 2.48 2.84 3.21 2.57 2.48
st.dev. 0.71 0.85 0.95 0.95 0.66 0.75 0.98 0.95
Q5% 1.71 2.04 1.26 1.27 1.59 1.80 1.29 1.26
Q50% 3.19 3.81 2.18 2.17 2.93 3.36 2.25 2.17
Q95% 4.14 4.97 4.21 4.20 3.77 4.37 4.22 4.21

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 3919.00 3919.00 3910.00 3910.00 3919.00 3919.00 3910.00 3910.00
min 1.31 1.47 1.07 1.08 1.25 1.37 1.07 1.06
max 11.32 13.67 31.74 48.39 10.76 11.97 24.83 37.12
mean 1.93 2.36 2.20 2.40 1.74 2.04 2.07 2.21
st.dev. 0.46 0.57 0.96 1.41 0.44 0.49 0.78 1.07
Q5% 1.50 1.77 1.30 1.32 1.36 1.57 1.25 1.29
Q50% 1.82 2.23 2.05 2.14 1.64 1.92 1.97 2.05
Q95% 2.72 3.34 3.66 4.47 2.44 2.88 3.14 3.71