C Score Decile | C score | G score | M/B | Size | Lev | Age | Inv Cycle | Volatility |
1 | −0.014 | 0.036 | 7.225 | 12.938 | 0.310 | 43 | 0.03 | 2.28 |
2 | 0.016 | 0.037 | 5.174 | 11.511 | 0.403 | 44 | 0.03 | 2.48 |
3 | 0.031 | 0.037 | 4.422 | 10.735 | 0.436 | 42 | 0.02 | 2.62 |
4 | 0.042 | 0.037 | 4.374 | 10.266 | 0.497 | 42 | 0.02 | 2.70 |
5 | 0.051 | 0.037 | 3.204 | 9.921 | 0.654 | 42 | 0.03 | 2.84 |
6 | 0.061 | 0.036 | 3.562 | 9.515 | 0.788 | 40 | 0.03 | 2.93 |
7 | 0.073 | 0.036 | 2.791 | 9.013 | 0.886 | 39 | 0.03 | 3.07 |
8 | 0.088 | 0.036 | 1.986 | 8.399 | 1.072 | 34 | 0.03 | 3.34 |
9 | 0.111 | 0.034 | 1.589 | 7.558 | 1.517 | 36 | 0.03 | 3.73 |
10 | 0.305 | −0.016 | 2.079 | 6.747 | 12.801 | 30 | 0.03 | 4.64 |
Rank Corr | −0.731@ | −0.952# | −1.000# | 1.000# | −0.963# | 0.348 | 1.000# | |
Predicted sign | (−) | (−/+) | (−) | (+) | (−) | (−) | (+) |