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 |