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  4. 65248770 / NEWS CORP LTD

65248770 / NEWS CORP LTD

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 1.45 1.84 1.50 1.98 1.30 1.54 1.14 1.75
max 7.15 8.49 5.83 10.26 7.04 7.51 5.76 6.62
mean 2.34 2.86 2.85 3.91 2.28 2.48 2.46 3.11
st.dev. 0.95 1.09 1.02 2.09 0.94 0.99 0.87 1.25
Q5% 1.52 1.92 1.77 2.10 1.39 1.62 1.38 1.78
Q50% 2.02 2.47 2.55 3.13 2.00 2.10 2.30 2.61
Q95% 4.18 4.94 4.97 8.80 4.06 4.38 4.10 5.83

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 1.33 1.41 1.30 1.30 1.33 1.34 1.30 1.30
max 4.03 4.61 4.82 5.37 3.83 4.19 4.82 4.96
mean 1.97 2.14 2.47 2.49 1.92 2.00 2.45 2.47
st.dev. 0.61 0.74 0.82 0.85 0.57 0.65 0.80 0.82
Q5% 1.41 1.50 1.48 1.48 1.39 1.41 1.48 1.48
Q50% 1.83 1.93 2.24 2.24 1.73 1.84 2.24 2.24
Q95% 3.58 4.09 4.05 4.07 3.42 3.72 4.05 4.05

2001-03-14 to 2001-11-14
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 114.00 114.00 114.00 114.00 114.00 114.00 114.00 114.00
min 1.33 1.54 1.15 1.15 1.31 1.38 1.10 1.11
max 2.35 2.76 3.69 3.73 2.30 2.46 3.59 3.59
mean 1.66 1.92 2.23 2.24 1.57 1.72 2.21 2.19
st.dev. 0.20 0.24 0.67 0.68 0.21 0.21 0.63 0.64
Q5% 1.45 1.68 1.26 1.26 1.32 1.51 1.32 1.26
Q50% 1.65 1.89 2.32 2.34 1.52 1.70 2.27 2.25
Q95% 2.14 2.51 3.41 3.45 2.10 2.24 3.32 3.32

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 2857.00 2857.00 2848.00 2848.00 2857.00 2857.00 2848.00 2848.00
min 1.11 1.21 1.04 1.04 1.07 1.13 1.06 1.04
max 7.15 8.49 19.58 30.78 7.04 7.51 16.12 23.13
mean 1.85 2.17 2.65 2.94 1.72 1.91 2.41 2.67
st.dev. 0.49 0.61 1.21 1.67 0.46 0.50 0.97 1.28
Q5% 1.35 1.50 1.31 1.34 1.26 1.39 1.29 1.30
Q50% 1.71 2.00 2.36 2.53 1.60 1.79 2.21 2.36
Q95% 2.75 3.26 5.00 5.89 2.51 2.81 4.22 5.01