Variable name

Number

Mean

Std.

Min

Max

Ri - Rf

18,004

0.2837

0.8906

−0.9093

11.947

Real_PIN

18,004

3.542e−5

0.9208

−3.2705

2.3684

PIM

18,004

2.9427

1.1858

0.4361

5.7360

IV

18,004

0.5510

0.1503

0.2136

0.9003

HML

18,004

0.07221

0.1917

−0.1670

1.3600

SMB

18,004

−0.07281

0.1578

−0.4777

0.1629

MKT

18,004

0.2712

0.6974

−0.6206

1.9892