Coefficient

T-stat

P-value

R-square

HOLD Sentiment

−0.0063

−2.81

0.0065**

10.54%

INDX_ADV_VOL

−0.0037

−2.28

0.023**

1.9%

EST_PX_CASHFLOW_FY3_AGGTE

−0.0038

−2.09

0.038**

2.12%

JPM_PPI_REER

0.0037

1.88

0.062*

1.85%

Fixed Income Uncertainty

0.0030

1.87

0.063*

1.27%

PX_TO_TANG_BV_PER_SH

−0.0034

−1.68

0.095*

1.62%