103 NTU Management Review Vol. 31 No. 3 Dec. 2021 Panel A：敘述統計 百分位數 變數 平均數 標準差 10th 25th 50th 75th 90th 樣本數 β4 LOT 0.296 0.417 -0.222 0.027 0.297 0.570 0.814 113549 β1 PRICE 0.284 0.371 -0.165 0.000 0.273 0.551 0.783 113549 β2 PRICE 0.032 0.250 -0.247 -0.035 0.000 0.124 0.348 113549 β3 PRICE 0.060 0.319 -0.296 -0.122 0.050 0.244 0.422 113549 β4 PRICE 0.280 0.783 -0.237 0.011 0.280 0.554 0.801 113549 β1 SKEW 0.286 0.387 -0.168 0.000 0.276 0.553 0.775 113549 β2 SKEW 0.035 0.245 -0.242 -0.023 0.000 0.134 0.353 113549 β3 SKEW 0.069 0.302 -0.295 -0.119 0.060 0.259 0.437 113549 β4 SKEW 0.325 0.579 -0.224 0.043 0.329 0.613 0.868 113549 β1 VOL 0.285 0.396 -0.192 0.000 0.276 0.564 0.792 113549 β2 VOL 0.026 0.253 -0.265 -0.040 0.000 0.124 0.349 113549 β3 VOL 0.065 0.449 -0.352 -0.145 0.058 0.279 0.481 113549 β4 VOL 0.303 0.868 -0.224 0.030 0.306 0.585 0.838 113549 VALUE( 百萬元) 26148 106347 1060 2217 5340 13890 43095 113549 MB_RATIO 1.669 2.919 0.630 0.860 1.250 1.920 2.940 113534 RETURN(%) 1.013 12.739 -12.235 -5.532 0.109 6.250 14.730 113549 RATE 0.826 0.162 0.585 0.754 0.877 0.948 0.979 113438 EPS 0.529 1.475 -0.340 0.020 0.330 0.850 1.620 113463 ILLIO(%) 0.481 2.820 0.005 0.024 0.094 0.312 0.875 113549 VOL(%) 8.826 0.662 8.160 8.640 9.000 9.240 9.510 113549 TURNOVER(%) 14.969 19.778 1.375 3.164 7.766 18.606 37.543 113549 DEPTH 0.022 0.021 0.003 0.008 0.017 0.030 0.045 113549 MKTVOL 1.113 0.529 0.612 0.713 0.946 1.286 1.912 113549
RkJQdWJsaXNoZXIy ODg3MDU=