Variable

Sample

Means

SD

Min

Max

yg

78

0.0089

0.0676

−0.2330

0.1910

yc

78

0.0054

0.0699

−0.2430

0.1800

smb

78

0.0155

0.0460

−0.1720

0.1960

hml

78

−0.0014

0.0392

−0.1570

0.1510

umd

78

−0.0137

0.0668

−0.2170

0.1480

rf

78

0.0035

0.0008

0.0021

0.0051