| Mean | St Dev | 25th Per | Median | 75th Per | Min | Max | Skew | Kurt | AR | n |
anchor | 0.73 | 0.12 | 0.65 | 0.73 | 0.81 | 0.31 | 0.99 | −0.23 | 0.4 | 0.06 | 2034 |
beta | 0.99 | 0.23 | 0.86 | 1 | 1.13 | 0.05 | 1.84 | −0.18 | 2.04 | 0.07 | 2034 |
bm | 0.38 | 0.26 | 0.21 | 0.33 | 0.5 | −1.37 | 1.93 | 0.17 | 15.38 | 0.16 | 2277 |
es | −0.07 | 0.01 | −0.07 | −0.07 | −0.06 | −0.10 | −0.03 | 0.37 | 1.86 | 0.14 | 2034 |
mom20 | 0.02 | 0.13 | −0.05 | 0 | 0.07 | −0.35 | 1.71 | 3.62 | 54.42 | 0.08 | 2191 |
mom40 | 0.04 | 0.17 | −0.06 | 0.01 | 0.1 | −0.41 | 2.32 | 3.55 | 53.04 | 0.08 | 2162 |
mom60 | 0.05 | 0.21 | −0.07 | 0.02 | 0.13 | −0.46 | 2.81 | 3.46 | 47.4 | 0.08 | 2150 |
mom120 | 0.12 | 0.32 | −0.07 | 0.06 | 0.23 | −0.52 | 4.08 | 3.57 | 46.87 | 0.08 | 2091 |
mom250 | 0.27 | 0.52 | −0.04 | 0.16 | 0.44 | −0.61 | 6.79 | 3.93 | 54.3 | 0.08 | 2001 |
size | 21.8 | 1.07 | 21.08 | 21.68 | 22.4 | 19.32 | 27.19 | 0.75 | 1.1 | 0.32 | 2272 |
str | 0.01 | 0.13 | −0.06 | 0 | 0.06 | −0.36 | 1.75 | 3.62 | 55.97 | 0.08 | 2222 |
var | −0.05 | 0.01 | −0.06 | −0.05 | −0.04 | −0.09 | −0.02 | −0.2 | 1.06 | 0.15 | 2034 |
illiq | 0.03 | 0.29 | 0 | 0.01 | 0.02 | 0 | 9.92 | 21.37 | 754.26 | 0.08 | 2276 |