Correlation coefficient of regression variables
| N. asset | Turnover | Tenure | Load | Redemp | Expense ratio | PB ratio | PE ratio | |
|---|---|---|---|---|---|---|---|---|
| Age | −0.23 | 0.00 | −0.08 | 0.03 | −0.01 | −0.03 | −0.20 | −0.09 |
| N. asset | 1 | −0.20 | 0.15 | −0.37 | −0.10 | −0.45 | 0.13 | −0.04 |
| Turnover | 1 | −0.06 | 0.03 | 0.08 | 0.31 | −0.34 | −0.10 | |
| Tenure | 1 | 0.05 | −0.02 | 0.15 | 0.22 | 0.26 | ||
| Load | 1 | −0.12 | 0.68 | −0.02 | −0.09 | |||
| Redemp | 1 | 0.03 | 0.09 | 0.10 | ||||
| Expense ratio | 1 | −0.21 | 0.03 | |||||
| PB ratio | 1 | 0.44 | ||||||
| PE ratio | 1 |
| N. asset | Turnover | Tenure | Load | Redemp | Expense ratio | PB ratio | PE ratio | |
|---|---|---|---|---|---|---|---|---|
| Age | −0.23 | 0.00 | −0.08 | 0.03 | −0.01 | −0.03 | −0.20 | −0.09 |
| N. asset | 1 | −0.20 | 0.15 | −0.37 | −0.10 | −0.45 | 0.13 | −0.04 |
| Turnover | 1 | −0.06 | 0.03 | 0.08 | 0.31 | −0.34 | −0.10 | |
| Tenure | 1 | 0.05 | −0.02 | 0.15 | 0.22 | 0.26 | ||
| Load | 1 | −0.12 | 0.68 | −0.02 | −0.09 | |||
| Redemp | 1 | 0.03 | 0.09 | 0.10 | ||||
| Expense ratio | 1 | −0.21 | 0.03 | |||||
| PB ratio | 1 | 0.44 | ||||||
| PE ratio | 1 |
Note: This table provides correlation coefficients of independent variables used to analyze the performance of SRI funds
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