Order of SD | Null Hypothesis | Series 1 (f) | Series 2 (g) | Statistics | Bottom 5% | Top 5% | PV |
1 | McFadden | Value-Low | S&P500 | 0.808 | 0.000 | 0.485 | 0.000 |
1 | (g) dominates (f) | Value-Low | S&P500 | 0.808 | 0.000 | 0.485 | 0.000 |
1 | (f) dominates (g) | Value-Low | S&P500 | 0.866 | 0.121 | 0.849 | 0.000 |
2 | McFadden | Value-Low | S&P500 | 0.000 | 0.000 | 0.121 | 0.459 |
2 | (g) dominates (f) | Value-Low | S&P500 | 0.000 | 0.000 | 0.121 | 0.459 |
2 | (f) dominates (g) | Value-Low | S&P500 | 6.062 | 0.243 | 1.576 | 0.000 |
1 | McFadden | Growth-Low | S&P500 | 0.231 | 0.121 | 0.243 | 0.408 |
1 | (g) dominates (f) | Growth-Low | S&P500 | 0.231 | 0.121 | 0.243 | 0.408 |
1 | (f) dominates (g) | Growth-Low | S&P500 | 0.924 | 0.121 | 0.485 | 0.000 |
2 | McFadden | Growth-Low | S&P500 | 0.866 | 0.000 | 0.364 | 0.000 |
2 | (g) dominates (f) | Growth-Low | S&P500 | 0.866 | 0.000 | 0.364 | 0.000 |
2 | (f) dominates (g) | Growth-Low | S&P500 | 3.060 | 0.000 | 0.849 | 0.000 |
1 | McFadden | Value-High | S&P500 | 0.866 | 0.121 | 0.364 | 0.000 |
1 | (g) dominates (f) | Value-High | S&P500 | 0.924 | 0.121 | 0.485 | 0.000 |
1 | (f) dominates (g) | Value-High | S&P500 | 0.866 | 0.121 | 0.728 | 0.000 |
2 | McFadden | Value-High | S&P500 | 0.693 | 0.000 | 0.364 | 0.000 |
2 | (g) dominates (f) | Value-High | S&P500 | 0.693 | 0.000 | 0.485 | 0.009 |
2 | (f) dominates (g) | Value-High | S&P500 | 5.427 | 0.243 | 1.213 | 0.000 |
1 | McFadden | Growth-High | S&P500 | 0.404 | 0.121 | 0.364 | 0.021 |
1 | (g) dominates (f) | Growth-High | S&P500 | 0.404 | 0.121 | 0.485 | 0.064 |
1 | (f) dominates (g) | Growth-High | S&P500 | 0.866 | 0.121 | 0.364 | 0.000 |
2 | McFadden | Growth-High | S&P500 | 0.115 | 0.000 | 0.364 | 0.751 |
2 | (g) dominates (f) | Growth-High | S&P500 | 3.406 | 0.000 | 0.606 | 0.000 |
2 | (f) dominates (g) | Growth-High | S&P500 | 0.115 | 0.000 | 0.606 | 0.850 |