C-score Decile | α0 | α1 | β0 | β1 |
Low | 6.1397 | 0.0025 | 0.0243 | 0.0234 |
2 | 6.2691 | 0.3181 | 0.0444 | −0.0002 |
3 | 9.3127 | −2.8233 | 0.0219 | 0.0297 |
4 | 8.6583 | −0.7827 | 0.0392 | 0.0280 |
5 | 10.3424 | −2.2434 | 0.0324 | 0.0583 |
6 | 9.8826 | −1.1892 | 0.0524 | 0.0227 |
7 | 11.4020 | −0.6419 | 0.0541 | 0.0571 |
8 | 16.5731 | −6.1146 | 0.0276 | 0.0947 |
9 | 23.5948 | −6.2280 | 0.0113 | 0.2247 |
High | 18.4879 | −8.7753 | 0.0323 | 0.1003 |
Rank Corr. | −0.055 | 0.806* | ||
Predicted sign | minus | plus |