Variable | Mean | Sd | Min | Median |
NCSKEW | −0.440 | 0.950 | −4.080 | −0.400 |
DUVOL | −0.150 | 0.330 | −1.280 | −0.140 |
Acc | 0.080 | 0.050 | 0.010 | 0.070 |
Lngg | 15.590 | 1.130 | 12.070 | 15.640 |
Yturn | 0.070 | 0.150 | −0.070 | 0.000 |
Fund | 0.050 | 0.070 | 0.000 | 0.030 |
Ret | 0.000 | 0.010 | −0.020 | 0.000 |
Sigma | 0.060 | 0.030 | 0.020 | 0.050 |
Pb | 10.880 | 8.160 | 2.080 | 8.390 |
Da | 0.230 | 0.150 | 0.020 | 0.190 |
Size | 20.900 | 0.580 | 19.710 | 20.830 |