The table also reports performance

The table also reports performance measures of the trading strategies, i.e., the SR and CE (Columns 7 and 8). The annualized SR of the strategy based on the historical mean is equal to 0.38. The SR is increased to 0.47 and 0.62 for the strategies based on market return only and on value-weighted average skewness only. The SR also improves for strategies based on SII and TR (to 0.59 and 0.45, respectively). The increase in SR relative to the strategy based on the historical mean is statistically significant only for strategies based on average skewness (with or without market return).17Most of the annualized CE values of the strategy based on one predictor are in the range [3%; 9%], and they are close to 7–9% for the strategies based on average skewness and SII. The gain relative to the strategy based on the historical mean is statistically significant only for the strategies based on the average skewness. Strategies with two predictors generate CE values that are in the similar range as the strategies with single predictor.

結果 (繁體中文) 1:

The table also reports performance measures of the trading strategies, i.e., the SR and CE (Columns 7 and 8). The annualized SR of the strategy based on the historical mean is equal to 0.38. The SR is increased to 0.47 and 0.62 for the strategies based on market return only and on value-weighted average skewness only. The SR also improves for strategies based on SII and TR (to 0.59 and 0.45, respectively). The increase in SR relative to the strategy based on the historical mean is statistically significant only for strategies based on average skewness (with or without market return).17

大多數基於一個預測值的策略的年CE值的範圍是[3％; 9％]，和他們接近基於平均偏度和SII策略7-9％。增益相對於基於歷史平均值的策略僅適用於基於平均斜度戰略統計學顯著。與兩個預測策略生成是在類似的範圍與單預測器的策略的CE值。

結果 (繁體中文) 2:

該表還報告了交易策略（即 SR 和 CE（第 7 列和第 8 列）的績效度量。基於歷史平均值的策略的年化 SR 等於 0.38。SR 增加到 0.47 和 0.62 策略僅基於市場回報和僅基於價值加權平均偏斜度。SR 還改進了基於 SII 和 TR 的策略（分別為 0.59 和 0.45）。相對於基於歷史平均值的策略而言，SR 的增加僅對於基於平均偏度（有或無市場回報）的策略具有統計顯著性。

基於一個預測變數的策略的大部分年化 CE 值在 [3%; 9%]範圍內，對於基於平均偏度和 SII 的策略，它們接近 7-9%。相對於基於歷史平均值的策略的增益僅對基於平均偏度的策略具有統計顯著性。具有兩個預測變數的策略生成的 CE 值與具有單個預測變數的策略在相似範圍內。

結果 (繁體中文) 3:

該錶還報告了交易策略的績效名額，即SR和CE（第7列和第8列）。基於歷史平均值的策略年化SR等於0.38。對於僅基於市場回報和僅基於價值加權平均偏度的策略，SR新增到0.47和0.62。SR對基於SII和TR的策略也有改進（分別為0.59和0.45）。相對於基於歷史平均值的策略，SR的新增僅在基於平均偏度的策略（有或沒有市場回報）中具有統計學意義
基於一個預測因數的策略的年化CE值大多在[3%；9%]範圍內，基於平均偏度和SII的策略的年化CE值接近7-9%。基於歷史平均值的策略相關增益僅對基於平均偏度的策略具有統計顯著性。具有兩個預測因數的策略生成的CE值與具有單一預測因數的策略的CE值在相似的範圍內。