Variable

Sample Size

Mean

Std. Dev.

Min

Max

R_it − R_ft

201,454

1.0049

11.9140

−70.9313

249.0007

Mkt

201,454

0.6030

4.0225

−14.0934

13.1619

SMB

201,454

−1.2174

2.5674

−7.4834

5.9124

HML

201,454

−3.2685

2.4007

−9.9633

3.0589

RMW

201,454

0.0345

0.8666

−2.4415

2.6920

CMA

201,454

0.1007

0.9250

−1.9849

2.6193

UMD

201,454

2.3284

1.8962

−0.9424

11.2716