Regression statistics for relative information content of sample independent variables
| Regression model | R2 | Adjusted R2 | F-statistics | p-value | AIC | Durbin–Watson |
|---|---|---|---|---|---|---|
| 1. PAT | 0.526 | 0.498 | 18.827 | 0.000 | 1.529 | 1.408 |
| 2. EPS | 0.550 | 0.523 | 20.779 | 0.000 | 1.476 | 1.487 |
| 3. ROA | 0.534 | 0.507 | 19.509 | 0.000 | 1.510 | 1.446 |
| 4. ROE | 0.536 | 0.509 | 19.662 | 0.000 | 1.506 | 1.442 |
| 5. ROI | 0.535 | 0.507 | 19.532 | 0.000 | 1.509 | 1.442 |
| 6. EVA | 0.528 | 0.500 | 19.032 | 0.000 | 1.523 | 1.411 |
| Regression model | Adjusted | AIC | Durbin–Watson | |||
|---|---|---|---|---|---|---|
| 1. PAT | 0.526 | 0.498 | 18.827 | 0.000 | 1.529 | 1.408 |
| 2. EPS | 0.550 | 0.523 | 20.779 | 0.000 | 1.476 | 1.487 |
| 3. ROA | 0.534 | 0.507 | 19.509 | 0.000 | 1.510 | 1.446 |
| 4. ROE | 0.536 | 0.509 | 19.662 | 0.000 | 1.506 | 1.442 |
| 5. ROI | 0.535 | 0.507 | 19.532 | 0.000 | 1.509 | 1.442 |
| 6. EVA | 0.528 | 0.500 | 19.032 | 0.000 | 1.523 | 1.411 |
Note(s): Significant at 5% level; PAT: profit after tax; EPS: earnings per share; ROA: return on assets; ROE: return on equity; ROI: return on investment and EVA: economic value added
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