Quintiles | Synch | MV (NT$ in Million) | Price | STD (%) | Turnover (%) | Illiq |
Low | −2.83 | 5852.23 | 33.69 | 14.13 | 138.21 | 27.21 |
Q2 | −1.69 | 8275.09 | 35.74 | 12.96 | 182.23 | 8.54 |
Q3 | −1.15 | 10372.43 | 37.34 | 12.52 | 210.83 | 2.10 |
Q4 | −0.70 | 16297.24 | 37.77 | 11.99 | 223.18 | 1.20 |
High | 0.01 | 43162.10 | 38.91 | 11.53 | 218.13 | 0.60 |
Low-High | −2.84 | −37309.87 | −5.23 | 2.60 | −79.92 | 26.61 |
|
| (−6.72)*** | (−3.59)*** | (4.48)*** | (−8.22)*** | (6.12)*** |