C-score Decile

α0

α1

β0

β1

Low

6.1397

0.0025

0.0243

0.0234

2

6.2691

0.3181

0.0444

−0.0002

3

9.3127

−2.8233

0.0219

0.0297

4

8.6583

−0.7827

0.0392

0.0280

5

10.3424

−2.2434

0.0324

0.0583

6

9.8826

−1.1892

0.0524

0.0227

7

11.4020

−0.6419

0.0541

0.0571

8

16.5731

−6.1146

0.0276

0.0947

9

23.5948

−6.2280

0.0113

0.2247

High

18.4879

−8.7753

0.0323

0.1003

Rank Corr.

−0.055

0.806*

Predicted sign

minus

plus