ROE^(1/3)

−6.593805

0.0000

×

−2.839251

0.0000

×

−3.347298

0.0000

×

EPSGRRT^(1/5)

−0.098147

0.1675

0.05

×

−0.291632

0.0004

×

−0.146139

0.2286

0.05

×

INVTRTRRAT

−3.38E−05

0.3040

0.05

−2.04E−05

0.8535

0.05

5.99E−05

0.3246

0.05

LN(CR)

−0.217833

0.3072

0.05

−0.286379

0.2491

0.05

−0.356587

0.3104

0.05

LN(MIPS)

61.40462

0.0000

17.91555

0.0000

38.85772

0.0000

LN(SIZE)

−0.468778

0.0139

0.01

0.956850

0.0001

1.606404

0.0000

OPITPRF^(1/5)

0.174461

0.0584

0.05

−0.127511

0.2158

0.05

0.171792

0.2648

0.05

STTO^(1/5)

1.222757

0.0721

0.05

6.100054

0.0000

10.87263

0.0000

PE^(1/5)

2.727589

0.0000

0.872248

0.0000

1.430533

0.0000

LN(PB)

14.48796

0.0000

2.027529

0.1033

0.05

−3.685597

0.0168

0.01

LN(PS)

0.157071

0.3733

0.05

17.85652

0.0000

38.72996

0.0000

0.857923

0.799307

0.825256

Adjusted

0.857226

0.798183

0.824163

D-W stat

1.930638

1.751825

1.731148