| MAX (%) | IVOL (%) | PRICE | SIZE (10 millions) | B/M | REV (%) | ZR (%) | βSMB | βRMRF | βHML | ISKEW | MOM (%) |
Low max | 2.52 | 10.26 | 11.29 | 715 | 0.72 | −3.57 | 52.21 | 0.39 | 0.98 | −0.29 | 2.79 | 0.73 |
D2 | 3.25 | 10.67 | 12.01 | 611 | 0.68 | −2.48 | 52.29 | 0.46 | 1.04 | −0.33 | 2.75 | 0.73 |
D3 | 3.77 | 10.82 | 12.86 | 595 | 0.66 | −1.85 | 52.36 | 0.46 | 1.03 | −0.47 | 2.78 | 0.72 |
D4 | 4.30 | 11.20 | 13.55 | 588 | 0.64 | −1.11 | 52.36 | 0.44 | 1.01 | −0.53 | 2.68 | 0.75 |
D5 | 4.83 | 11.35 | 14.48 | 589 | 0.62 | 0.00 | 52.59 | 0.40 | 1.04 | −0.66 | 2.70 | 0.69 |
D6 | 5.40 | 11.43 | 15.18 | 604 | 0.61 | 0.92 | 52.63 | 0.43 | 1.02 | −0.61 | 2.69 | 0.74 |
D7 | 6.22 | 11.72 | 15.99 | 615 | 0.59 | 2.50 | 52.65 | 0.41 | 1.03 | −0.68 | 2.63 | 0.70 |
D8 | 7.21 | 11.73 | 16.89 | 623 | 0.59 | 3.77 | 52.71 | 0.35 | 1.03 | −0.69 | 2.71 | 0.75 |
D9 | 8.80 | 11.88 | 17.36 | 595 | 0.58 | 6.17 | 52.73 | 0.31 | 1.03 | −0.71 | 2.69 | 0.74 |
High max | 9.98 | 11.99 | 14.96 | 495 | 0.59 | 8.77 | 52.65 | 0.50 | 1.13 | −0.54 | 2.70 | 0.71 |