| (\({R}_{i}-{R}_{f}\)) | (\({R}_{m}-{R}_{f}\)) | BMR | SIZE | \({\sigma }_{i,AI}^{2}\) | \({\sigma }_{i,Fin-Tech}^{2}\) | ASSET |
---|---|---|---|---|---|---|---|
Mean |  − 0.199499 | 0. 2443 | 1.607596 | 6714.399 | 3,989,182 | 6,592,577 | 19.98299 |
Median |  − 0.020600 |  − 0.0205 | 0.436205 | 7.806300 | 0.073790 | 0.310049 | 8.520000 |
Maximum | 1.708000 | 0.0935 | 74.62687 | 5,699,900 | 4.84E + 10 | 1.12E + 11 | 11,460.00 |
Minimum |  − 26.01780 |  − 0.1232 | 0.001992 |  − 5.260959 |  − 4.42E + 09 |  − 1.46E + 10 | 1.000000 |
SD | 1.876233 | 2.3628 | 3.602267 | 85,296.03 | 3.91E + 08 | 7.88E + 08 | 369.1891 |
Skewness |  − 10.46922 | 2.28 | 6.620854 | 33.45088 | 103.0933 | 123.0914 | 30.95241 |
Kurtosis | 112.9281 | 12.13 | 70.92549 | 1591.144 | 11,166.87 | 16,147.59 | 959.1279 |
Observations | 58,638 | 1,131 | 58,638 | 58,638 | 58,638 | 58,638 | 58,638 |