Descriptive Statistics

Minimum

Maximum

Mean

Std. Deviation

CR

150

.56

5.21

2.0607

1.05808

EPS

150

-64.41

1164.83

127.8019

200.21699

PER

150

-12.43

30.69

12.0625

7.37497

DER

150

.19

2.46

.9423

.57770

ROA

150

-.09

.17

.0497

.04919

RETURN

150

-.87

1.22

.1193

.36372

Valid N (listwise)

150

Variables Entered/Removedb
Model
Variables
Variables
Entered
Removed
Method
1
ROA, PER,
. Enter
DER, CR, EPSa
a. All requested variables entered.
b. Dependent Variable: RETURN

dime
nsion

Descriptive Statistics
Mean
RETURN

Std. Deviation

.1193

.36372

150

2.0607

1.05808

150

EPS

127.8019

200.21699

150

PER

12.0625

7.37497

150

DER

.9423

.57770

150

ROA

.0497

.04919

150

CR

Model Summaryb
Model
Adjusted R
Std. Error of the
R
R Square
Square
Estimate
1
.419a
.176
.147
.33591
a. Predictors: (Constant), ROA, PER, DER, CR, EPS
b. Dependent Variable: RETURN

dime
nsion

Durbin-Watson
2.261

ANOVAb
Model
1

Sum of Squares
Regression

df

Mean Square

3.462

.692

Residual

16.249

144

.113

Total

19.711

149

Sig.

6.137

.000a

a. Predictors: (Constant), ROA, PER, DER, CR, EPS

b. Dependent Variable: RETURN

Coefficientsa
Model

Standardized
Unstandardized Coefficients
B

(Constant)

Coefficients

Std. Error

Collinearity Statistics

Beta

.059

.112

CR

-.067

.031

EPS

.000

PER

Sig.

Tolerance

VIF

.521

.603

-.194

-2.147

.033

.702

1.425

.000

.067

.728

.468

.673

1.486

.001

.004

.028

.359

.720

.907

1.103

DER

.014

.059

.022

.239

.811

.649

1.541

ROA

3.065

.753

.414

4.068

.000

.552

1.813

a. Dependent Variable: RETURN

Collinearity Diagnosticsa
Model

Dimension

Variance Proportions
Eigenvalue

Condition Index

(Constant)

CR

EPS

PER

DER

ROA

d1

4.426

1.000

.00

.01

.01

.01

.01

.01

.662

2.586

.01

.00

.36

.01

.05

.08

.500

2.974

.00

.04

.27

.01

.13

.10

dim 4

.214

4.551

.01

.13

.00

.85

.02

.02

ensi 5

.158

5.301

.00

.28

.30

.02

.15

.76

on1 6

.041

10.396

.98

.53

.06

.10

.65

.03

e
n
s
i
o
n
0

a. Dependent Variable: RETURN

Residuals Statisticsa
Minimum

Maximum

Mean

Std. Deviation

Predicted Value

-.2777

.4711

.1193

.15243

150

Std. Predicted Value

-2.604

2.308

.000

1.000

150

.030

.152

.064

.021

150

-.2993

.4904

.1193

.15443

150

-.90737

1.02985

.00000

.33023

150

Std. Residual

-2.701

3.066

.000

.983

150

Stud. Residual

-2.772

3.133

.000

1.003

150

-.95576

1.08460

.00000

.34412

150

-2.839

3.234

.003

1.015

150

Mahal. Distance

.159

29.453

4.967

4.155

150

Cook's Distance

.000

.101

.007

.014

150

Centered Leverage Value

.001

.198

.033

.028

150

Standard Error of Predicted

Value
Adjusted Predicted Value
Residual

Deleted Residual
Stud. Deleted Residual

a. Dependent Variable: RETURN

One-Sample Kolmogorov-Smirnov Test

Unstandardized
Residual
N
Normal Parameters

150
a,b

Mean
Std. Deviation

Most Extreme Differences

.0000000
.33023069

Absolute

.081

Positive

.081

Negative

-.057

Kolmogorov-Smirnov Z

.995

Asymp. Sig. (2-tailed)

.275

a. Test distribution is Normal.

b. Calculated from data.