I want to know if my funds performance is likely to suffer as my fund grows in
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Question:
I want to know if my funds performance is likely to suffer as my fund grows in size . In other words, is there a negative relationship between fund size and returns (as a fund gets larger, do returns go down). Can you explain me how to interpret this table?
Dep. Variable: | ret | R-squared: | 0.001 |
---|---|---|---|
Model: | OLS | Adj. R-squared: | 0.001 |
Method: | Least Squares | F-statistic: | 1.688 |
Date: | Sun, 22 Nov 2020 | Prob (F-statistic): | 4.07e-06 |
Time: | 20:44:32 | Log-Likelihood: | 3.0742e+05 |
No. Observations: | 146650 | AIC: | -6.146e+05 |
Df Residuals: | 146530 | BIC: | -6.134e+05 |
Df Model: | 119 | ||
Covariance Type: | nonrobust |
coef | std err | t | P>|t| | [0.025 | 0.975] | |
---|---|---|---|---|---|---|
Intercept | 0.0043 | 0.000 | 9.861 | 0.000 | 0.003 | 0.005 |
size_dummies[0] | -0.0010 | 0.000 | -4.103 | 0.000 | -0.001 | -0.001 |
size_dummies[1] | -0.0006 | 0.000 | -2.404 | 0.016 | -0.001 | -0.000 |
size_dummies[2] | 0.0002 | 0.000 | 0.933 | 0.351 | -0.000 | 0.001 |
size_dummies[3] | 0.0003 | 0.000 | 1.056 | 0.291 | -0.000 | 0.001 |
size_dummies[4] | 0.0003 | 0.000 | 1.396 | 0.163 | -0.000 | 0.001 |
size_dummies[5] | 0.0009 | 0.000 | 3.644 | 0.000 | 0.000 | 0.001 |
size_dummies[6] | 0.0008 | 0.000 | 3.320 | 0.001 | 0.000 | 0.001 |
size_dummies[7] | 0.0005 | 0.000 | 2.165 | 0.030 | 4.88e-05 | 0.001 |
size_dummies[8] | 0.0014 | 0.000 | 5.863 | 0.000 | 0.001 | 0.002 |
size_dummies[9] | 0.0014 | 0.000 | 6.065 | 0.000 | 0.001 | 0.002 |
objective_dummies[0] | -0.0013 | 0.001 | -1.364 | 0.172 | -0.003 | 0.001 |
objective_dummies[1] | 0.0005 | 0.001 | 0.501 | 0.617 | -0.001 | 0.002 |
objective_dummies[2] | -0.0025 | 0.002 | -1.248 | 0.212 | -0.006 | 0.001 |
objective_dummies[3] | 0.0012 | 0.001 | 0.875 | 0.382 | -0.001 | 0.004 |
objective_dummies[4] | -0.0012 | 0.002 | -0.696 | 0.487 | -0.005 | 0.002 |
objective_dummies[5] | 9.508e-05 | 0.001 | 0.104 | 0.917 | -0.002 | 0.002 |
objective_dummies[6] | 0.0005 | 0.001 | 0.603 | 0.547 | -0.001 | 0.002 |
objective_dummies[7] | 0.0005 | 0.001 | 0.410 | 0.682 | -0.002 | 0.003 |
objective_dummies[8] | -1.794e-05 | 0.001 | -0.017 | 0.986 | -0.002 | 0.002 |
objective_dummies[9] | 0.0004 | 0.001 | 0.637 | 0.524 | -0.001 | 0.002 |
objective_dummies[10] | -0.0034 | 0.002 | -1.581 | 0.114 | -0.008 | 0.001 |
percent_cash_hold | -1.287e-05 | 4.98e-06 | -2.584 | 0.010 | -2.26e-05 | -3.11e-06 |
expense_ratio | -5.818e-06 | 8.86e-06 | -0.657 | 0.511 | -2.32e-05 | 1.15e-05 |
Omnibus: | 20246.745 | Durbin-Watson: | 2.243 |
---|---|---|---|
Prob(Omnibus): | 0.000 | Jarque-Bera (JB): | 290905.600 |
Skew: | 0.011 | Prob(JB): | 0.00 |
Kurtosis: | 9.900 | Cond. No. | 2.41e+15 |
Related Book For
Financial Accounting an introduction to concepts, methods and uses
ISBN: 978-0324789003
13th Edition
Authors: Clyde P. Stickney, Roman L. Weil, Katherine Schipper, Jennifer Francis
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