Variable name | Number | Mean | Std. | Min | Max |
Ri - Rf | 18,004 | 0.2837 | 0.8906 | −0.9093 | 11.947 |
Real_PIN | 18,004 | 3.542e−5 | 0.9208 | −3.2705 | 2.3684 |
PIM | 18,004 | 2.9427 | 1.1858 | 0.4361 | 5.7360 |
IV | 18,004 | 0.5510 | 0.1503 | 0.2136 | 0.9003 |
HML | 18,004 | 0.07221 | 0.1917 | −0.1670 | 1.3600 |
SMB | 18,004 | −0.07281 | 0.1578 | −0.4777 | 0.1629 |
MKT | 18,004 | 0.2712 | 0.6974 | −0.6206 | 1.9892 |