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