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Hit-Rate for Quintile 1 is closest to: A) 50% B) 48% C) 46% Factor 1 Universe Standard % > Return Deviation % > Up Down
Hit-Rate for Quintile 1 is closest to: A) 50% B) 48% C) 46%
Factor 1 | |||||||||||
Universe | Standard | % > | |||||||||
Return | Deviation | % > Up | Down | % Total | Avg. | IC | |||||
Return | Return Dispersion | PHR | UPHR | DPHR | Hit Rate | Turnover | MCap | Beta | IC | T-Stat | |
Universe | 0.92 | 4.47 | 48.88 | 6.22 | 8,005 | 1.00 | 0.01 | 0.43 | |||
Q1 | 1.41 | 6.33 | 57.56 | 67.97 | 40.26 | 50.23 | 48.33 | 6,610 | 1.14 | 0.01 | 0.15 |
Q2 | 0.83 | 4.06 | 48.29 | 36.72 | 67.53 | 48.50 | 92.22 | 8,857 | 0.84 | 0.00 | 0.00 |
Q3 | 0.90 | 3.76 | 48.78 | 32.81 | 75.32 | 48.62 | 104.50 | 8,960 | 0.80 | -0.01 | -0.10 |
Q4 | 0.88 | 4.35 | 52.68 | 42.19 | 70.13 | 49.17 | 94.82 | 8,581 | 0.89 | 0.00 | 0.01 |
Q5 | 0.61 | 6.94 | 43.41 | 53.13 | 27.27 | 47.93 | 48.90 | 7,079 | 1.33 | 0.03 | 0.46 |
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