Variable	Description
Assets	Total assets
Dividend yield (DY)	Ratio of firm’s last dividend payout to current stock price
Institutional ownership (INST)	Percentage of stocks that are in possession of institutional investors
Liquidity (LIQ)	Ratio of current to total assets
Market-to-book ratio (MTB)	Ratio of equity’s market value to book value
Tangible (TAN)	Ratio of tangible assets to total assets
Total leverage (TLEV)	Ratio of total debt to total assets
Profit margin (PROF)	Ratio of net income to sales
Return on equity (ROE)	Ratio of net income to the book value of equity
Volatility (Vola)	The stock’s annual volatility based on weekly prices