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 |
|
|
|