Table 6 Descriptive statistics Variables... | Emerald Publishing

Table 6

Descriptive statistics

Variables	Sample size	Average	Standard deviation	p5	p25	Median	p75	p95
ocio	137	0.16	0.37	0.00	0.00	0.00	0.00	1.00
tot_amt (billion won)	137	401,179	1,343,834	1,250	2,850	11,670	99,130	4,378,510
long_amt (billion won)	137	394,905	1,338,562	690	2,216	11,028	86,661	4,356,617
long_wt (%)	137	80.33	19.42	35.10	73.30	86.80	95.40	99.50
sf_wt (%)	137	24.42	20.51	10.00	10.00	10.00	45.00	60.00
return (%)	137	3.66	2.56	0.01	2.06	3.43	5.10	8.34
vol (%)	137	2.53	1.73	0.81	1.56	2.10	2.92	5.58
sharpe	137	0.69	1.24	−1.02	−0.01	0.80	1.25	2.74
return_rnk	137	34.66	27.90	0.10	9.77	27.87	55.84	82.27
vol_rnk	137	63.14	29.19	20.40	32.92	69.18	92.52	99.90
sharpe_rnk	137	36.54	26.62	0.10	15.20	33.12	55.68	86.62
return_rnk_sf	137	26.98	29.62	0.11	0.12	19.53	42.37	86.69
vol_rnk_sf	137	70.04	30.34	0.00	63.51	78.64	96.47	99.89
sharpe_rnk_sf	137	31.37	32.09	0.11	0.12	19.49	61.62	85.41
test_0_flag	136	2.28	1.07	1.00	2.00	2.00	3.00	4.00
test_1_flag	136	2.16	1.29	1.00	1.00	2.00	3.00	5.00
test_2_flag	136	2.33	1.14	1.00	1.50	2.00	3.00	4.00
test_3_flag	136	2.04	0.98	1.00	1.00	2.00	3.00	4.00

Variables	Sample size	Average	Standard deviation	p5	p25	Median	p75	p95
ocio	137	0.16	0.37	0.00	0.00	0.00	0.00	1.00
tot_amt (billion won)	137	401,179	1,343,834	1,250	2,850	11,670	99,130	4,378,510
long_amt (billion won)	137	394,905	1,338,562	690	2,216	11,028	86,661	4,356,617
long_wt (%)	137	80.33	19.42	35.10	73.30	86.80	95.40	99.50
sf_wt (%)	137	24.42	20.51	10.00	10.00	10.00	45.00	60.00
return (%)	137	3.66	2.56	0.01	2.06	3.43	5.10	8.34
vol (%)	137	2.53	1.73	0.81	1.56	2.10	2.92	5.58
sharpe	137	0.69	1.24	−1.02	−0.01	0.80	1.25	2.74
return_rnk	137	34.66	27.90	0.10	9.77	27.87	55.84	82.27
vol_rnk	137	63.14	29.19	20.40	32.92	69.18	92.52	99.90
sharpe_rnk	137	36.54	26.62	0.10	15.20	33.12	55.68	86.62
return_rnk_sf	137	26.98	29.62	0.11	0.12	19.53	42.37	86.69
vol_rnk_sf	137	70.04	30.34	0.00	63.51	78.64	96.47	99.89
sharpe_rnk_sf	137	31.37	32.09	0.11	0.12	19.49	61.62	85.41
test_0_flag	136	2.28	1.07	1.00	2.00	2.00	3.00	4.00
test_1_flag	136	2.16	1.29	1.00	1.00	2.00	3.00	5.00
test_2_flag	136	2.33	1.14	1.00	1.50	2.00	3.00	4.00
test_3_flag	136	2.04	0.98	1.00	1.00	2.00	3.00	4.00

Source(s): Author's work [Using the data in Tables 2 and 4, we performed the analysis (statistics, correlation and regression analysis)]