|
| Overall market | Size2/BM5 | Size2/OP5 | Size2/Inv2 | Size1/Mom5 |
| Mean | 0.5547 | 0.8145 | 1.0146 | 0.8081 | 1.6470 |
| Median | 0.7500 | 0.5700 | 1.0100 | 0.8000 | 1.9300 |
| Max. | 13.6700 | 16.9900 | 20.5300 | 13.8500 | 19.7600 |
| Min. | −22.0200 | −26.5700 | −26.0800 | −23.7200 | −22.5000 |
| SD | 4.8244 | 5.2503 | 5.2412 | 4.7749 | 5.1794 |
| Skewness | −0.5853 | −0.4556 | −0.5766 | −0.6124 | −0.4183 |
| Kurtosis | 4.7620 | 5.5133 | 5.8636 | 5.6506 | 5.0768 |