| Mean | Med. | Max. | Min. | St.De. | Ske. | Kur. | P |
US | 0.06 | 0.06 | 5.03 | −4.32 | 1.01 | −0.25 | 5.31 | 0.00 |
China | 0.12 | 0.21 | 8.37 | −9.68 | 2.63 | −0.54 | 4.64 | 0.00 |
UK | 0.07 | 0.04 | 4.37 | −3.16 | 0.98 | 0.37 | 4.62 | 0.00 |
ME | 0.06 | 0.11 | 3.68 | −3.90 | 0.81 | −0.43 | 5.11 | 0.00 |
SMB | 0.00 | 0.02 | 1.79 | −1.57 | 0.47 | 0.03 | 3.92 | 0.00 |
HML | −0.01 | −0.03 | 2.06 | −1.32 | 0.39 | 0.52 | 5.43 | 0.00 |
WML | 0.04 | 0.05 | 1.99 | −2.64 | 0.58 | −0.37 | 4.59 | 0.00 |