Variable | Mean | Std. Dev | Min | Median | Max |
Option | 0.344 | 0.475 | 0 | 0 | 1 |
NCSKEW | 0.148 | 0.948 | −1.962 | 0.163 | 2.476 |
DUNVOL | 0.096 | 0.931 | −2.295 | 0.131 | 2.243 |
Over | 0.018 | 0.035 | 0 | 0 | 0.164 |
Under | 0.016 | 0.020 | 0 | 0.009 | 0.093 |
ieffi | 0.001 | 0.047 | −0.093 | −0.009 | 0.163 |
Mgr | 0.172 | 0.181 | 0 | 0.103 | 0.648 |
Ddr | 0.381 | 0.054 | 0.333 | 0.375 | 0.571 |
Size | 0.023 | 0.024 | 0.004 | 0.015 | 0.152 |
Lev | 0.280 | 0.164 | 0.035 | 0.252 | 0.707 |
Bm | 0.414 | 0.241 | 0.080 | 0.354 | 1.254 |
Tbq | 3.404 | 2.211 | 0.797 | 2.829 | 12.570 |
Insar | 0.222 | 0.196 | 0 | 0.158 | 0.756 |
Roa | 0.050 | 0.043 | −0.107 | 0.048 | 0.170 |
Ret | 0.005 | 0.009 | −0.007 | 0.001 | 0.0350 |
Zda | 0.068 | 0.076 | 0.007 | 0.049 | 0.566 |
Sigma | 0.041 | 0.018 | 0.025 | 0.035 | 0.091 |
Hslb | −0.024 | 0.076 | −0.328 | −0.011 | 0.193 |
FCF | 0.001 | 0.004 | −0.062 | 0 | 0.147 |
Dual | 0.421 | 0.494 | 0 | 0 | 1 |