Analiza zależności między wartością współczynnika asymetrii a wartością semiodchylenia standardowego stóp zwrotu wybranych indeksów giełdowych I spółek

The paper analyses the value of standard semi deviation and the value of asymmetry coefficient of rates of return on the WIG20 companies and selected stock market indices in the years 2010–2013. In place of the standard semi deviation variable was introduced, which is a measure of distribution asymmetry. In order to prove the linear relationship between variable s and the asymmetry coefficient, Student’s t-test was conducted. Then the parameters of the linear regression function as well as the value of Pearson linear correlation coefficient were estimated. To assess the quality of the derived model, the coefficient of linear determination was calculated. The statistical significance of structural parameters was examined using Student’s t-test.