Variable name | Average | Median | Std |
| 0.175 | 0.1763 | 0.029 |
| 0.0002 | −0.0249 | 0.7032 |
| 0.7496 | 0.772 | 0.7051 |
Observation per regression | 0.5009 | 0.5129 | 0.1283 |
Adjusted R Square | 56.4992 | 58 | 4.1842 |
| 0.0075 | 0.0042 | 0.1312 |
Expected return | −0.0094 | 0.0024 | 0.1193 |
Equity shock | 0.0131 | 0.0015 | 0.102 |