Risk Measure and Early-Warning System of China's Stock Market Based on Price-Earnings Ratio and Price-to-Book Ratio

Table 1

Time series of Shanghai Composite Index return descriptive statistics.

	Number	Mean	Max	Min	Std. Dev.	Kurtosis	Skewness
Rszzs	887	−0.000131	0.039235	−0.055431	0.009687	5.572005	−0.388196

Data sources: Founder Securities Flush Market analysis system.