Variables | P1 | P50 | P99 | Mean | Sd | N |
IRAR | 0.326 | 0.939 | 2.315 | 0.985 | 0.365 | 5560 |
IRAL | −0.079 | −0.003 | 0.047 | −0.005 | 0.022 | 5560 |
LnEPU | 4.543 | 5.070 | 6.144 | 5.235 | 0.554 | 5560 |
LnTNA | 17.59 | 21.25 | 23.54 | 21.00 | 1.435 | 5560 |
LnAge | 2.639 | 4.111 | 5.075 | 4.030 | 0.608 | 5560 |
Expense | 0.001 | 0.008 | 0.019 | 0.008 | 0.003 | 5560 |
Holding | 0.539 | 0.853 | 0.950 | 0.829 | 0.100 | 5560 |
InsHolder | 0.000 | 0.093 | 0.873 | 0.178 | 0.209 | 5560 |
Stgy_size | 3.265 | 6.851 | 8.970 | 6.734 | 1.284 | 5560 |
Stgy_bm | 1.326 | 3.769 | 7.364 | 3.858 | 1.307 | 5560 |
Stgy_mom | 2.255 | 5.470 | 8.315 | 5.448 | 1.347 | 5560 |
Stgy_vol | 1.363 | 3.890 | 7.130 | 3.985 | 1.274 | 5560 |