Descriptive statistics
| Variable | Mean | SD | 25% | Min | 75% | Max | Kolmogorov–Smirnov test statistic |
|---|---|---|---|---|---|---|---|
| DUVOLt+1 | −0.239 | 0.691 | −0.710 | −2.230 | −0.227 | 1.7430 | 0.004 |
| NCSKEWt+1 | 0.025 | 0.981 | −0.644 | −2.890 | −0.6946 | 2.8657 | 0.005 |
| MAS | −0.003 | 0.223 | −0.1826 | −0.675 | 0.1209 | 0.6118 | 0.007 |
| FC | −0.3084 | 2.565 | −2.048 | −7.686 | 1.4398 | 7.0949 | 0.003 |
| SIGMA | 0.0233 | 0.0048 | 0.02007 | 0.0102 | 0.0265 | 0.02431 | 0.005 |
| RET | −0.000042 | 0.00255 | −0.0017 | −0.00739 | 0.00168 | 0.0072 | 0.003 |
| SIZE | 14.7422 | 1.5569 | 13.684 | 10.2733 | 15.788 | 19.956 | 0.003 |
| ROA | 0.0259 | 0.2770 | −0.1629 | −0.7762 | 0.2152 | 0.8266 | 0.004 |
| LEV | 0.5610 | 0.1771 | 0.4403 | 0.0499 | 0.6811 | 1.07041 | 0.003 |
| MTB | 2.1362 | 1.8436 | 0.8783 | −2.78500 | 3.3989 | 7.4732 | 0.004 |
| Variable | Mean | SD | 25% | Min | 75% | Max | Kolmogorov–Smirnov test statistic |
|---|---|---|---|---|---|---|---|
| DUVOLt+1 | −0.239 | 0.691 | −0.710 | −2.230 | −0.227 | 1.7430 | 0.004 |
| NCSKEWt+1 | 0.025 | 0.981 | −0.644 | −2.890 | −0.6946 | 2.8657 | 0.005 |
| MAS | −0.003 | 0.223 | −0.1826 | −0.675 | 0.1209 | 0.6118 | 0.007 |
| FC | −0.3084 | 2.565 | −2.048 | −7.686 | 1.4398 | 7.0949 | 0.003 |
| SIGMA | 0.0233 | 0.0048 | 0.02007 | 0.0102 | 0.0265 | 0.02431 | 0.005 |
| RET | −0.000042 | 0.00255 | −0.0017 | −0.00739 | 0.00168 | 0.0072 | 0.003 |
| SIZE | 14.7422 | 1.5569 | 13.684 | 10.2733 | 15.788 | 19.956 | 0.003 |
| ROA | 0.0259 | 0.2770 | −0.1629 | −0.7762 | 0.2152 | 0.8266 | 0.004 |
| LEV | 0.5610 | 0.1771 | 0.4403 | 0.0499 | 0.6811 | 1.07041 | 0.003 |
| MTB | 2.1362 | 1.8436 | 0.8783 | −2.78500 | 3.3989 | 7.4732 | 0.004 |
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