C Score Decile

C score

G score

M/B

Size

Lev

Age

Inv Cycle

Volatility

1

−0.014

0.036

7.225

12.938

0.310

43

0.03

2.28

2

0.016

0.037

5.174

11.511

0.403

44

0.03

2.48

3

0.031

0.037

4.422

10.735

0.436

42

0.02

2.62

4

0.042

0.037

4.374

10.266

0.497

42

0.02

2.70

5

0.051

0.037

3.204

9.921

0.654

42

0.03

2.84

6

0.061

0.036

3.562

9.515

0.788

40

0.03

2.93

7

0.073

0.036

2.791

9.013

0.886

39

0.03

3.07

8

0.088

0.036

1.986

8.399

1.072

34

0.03

3.34

9

0.111

0.034

1.589

7.558

1.517

36

0.03

3.73

10

0.305

−0.016

2.079

6.747

12.801

30

0.03

4.64

Rank Corr

−0.731^@

−0.952^#

−1.000^#

1.000^#

−0.963^#

0.348

1.000^#

Predicted sign

(−)

(−/+)

(−)

(+)

(−)

(−)

(+)