COF WMT BUD SPY IOO EEM

Avg Annual Return

CAPM Beta
R-square
G-CAPM Beta
R-Square
CAPM Return
G-CAPM Return
FF 3 factors returns
R-square
Fundam. Analysis

Date Adj Price Adj Price Adj Price Adj Price Adj Price Adj Price
YYYYMM COF WMT BUD SPY IOO EEM
201001 $ 36.86 $ 17.81 $ 49.79 $ 107.39 $ 28.46 $ 38.28
201002 $ 37.75 $ 18.02 $ 49.95 $ 110.74 $ 28.68 $ 38.96
201003 $ 41.41 $ 18.53 $ 50.45 $ 117.00 $ 30.40 $ 42.12
201004 $ 43.41 $ 17.88 $ 48.45 $ 118.81 $ 29.72 $ 42.05
201005 $ 41.30 $ 16.85 $ 47.91 $ 109.37 $ 26.82 $ 38.10
201006 $ 40.30 $ 16.02 $ 48.01 $ 103.22 $ 25.39 $ 37.32
201007 $ 42.33 $ 17.06 $ 53.06 $ 110.27 $ 28.14 $ 41.40
201008 $ 37.87 $ 16.71 $ 51.97 $ 105.31 $ 26.89 $ 40.06
201009 $ 39.55 $ 17.84 $ 58.75 $ 114.13 $ 29.18 $ 44.77
201010 $ 37.27 $ 18.06 $ 62.90 $ 118.49 $ 30.45 $ 46.12
201011 $ 37.23 $ 18.03 $ 54.94 $ 118.49 $ 29.31 $ 44.78
201012 $ 42.56 $ 17.98 $ 57.09 $ 125.75 $ 31.14 $ 47.64
201101 $ 48.16 $ 18.69 $ 55.31 $ 128.68 $ 32.20 $ 45.81
201102 $ 49.77 $ 17.33 $ 56.03 $ 133.15 $ 33.21 $ 45.79
201103 $ 51.96 $ 17.35 $ 57.17 $ 132.59 $ 32.67 $ 48.67
201104 $ 54.73 $ 18.33 $ 63.97 $ 136.43 $ 34.44 $ 50.00
201105 $ 54.34 $ 18.41 $ 60.48 $ 134.90 $ 33.54 $ 48.53
201106 $ 51.67 $ 17.71 $ 58.01 $ 131.97 $ 32.51 $ 47.60
201107 $ 47.80 $ 17.57 $ 57.58 $ 129.33 $ 31.66 $ 47.11
201108 $ 46.05 $ 17.73 $ 55.26 $ 122.22 $ 29.21 $ 42.75
201109 $ 39.63 $ 17.30 $ 52.98 $ 113.15 $ 26.81 $ 35.10
201110 $ 45.66 $ 18.91 $ 55.47 $ 125.50 $ 29.68 $ 40.81
201111 $ 44.66 $ 19.63 $ 60.00 $ 124.99 $ 29.17 $ 40.01
201112 $ 42.29 $ 19.92 $ 60.99 $ 125.50 $ 28.97 $ 37.94
201201 $ 45.75 $ 20.45 $ 60.80 $ 131.32 $ 30.28 $ 42.11
201202 $ 50.60 $ 19.69 $ 67.25 $ 137.02 $ 31.42 $ 44.33
201203 $ 55.74 $ 20.40 $ 72.72 $ 140.81 $ 31.80 $ 42.95
201204 $ 55.48 $ 19.64 $ 72.62 $ 139.87 $ 31.17 $ 42.22
201205 $ 51.37 $ 21.94 $ 67.70 $ 131.47 $ 28.38 $ 37.70
201206 $ 54.66 $ 23.24 $ 79.65 $ 136.10 $ 29.46 $ 39.13
201207 $ 56.49 $ 24.81 $ 79.22 $ 137.71 $ 29.68 $ 39.12
201208 $ 56.53 $ 24.20 $ 84.18 $ 141.16 $ 30.36 $ 39.28
201209 $ 57.01 $ 24.60 $ 85.91 $ 143.97 $ 31.20 $ 41.33
201210 $ 60.17 $ 25.01 $ 83.80 $ 141.35 $ 31.26 $ 41.15
201211 $ 57.60 $ 24.01 $ 87.97 $ 142.15 $ 31.43 $ 41.79
201212 $ 57.93 $ 22.74 $ 87.41 $ 142.41 $ 31.98 $ 44.35
201301 $ 56.32 $ 23.32 $ 88.60 $ 149.70 $ 33.62 $ 44.22
201302 $ 51.03 $ 23.59 $ 93.99 $ 151.61 $ 33.27 $ 43.21
201303 $ 54.95 $ 24.94 $ 99.55 $ 156.67 $ 33.90 $ 42.77
201304 $ 57.78 $ 25.91 $ 95.62 $ 159.68 $ 35.12 $ 43.29
201305 $ 60.93 $ 24.95 $ 91.92 $ 163.45 $ 35.33 $ 41.20
201306 $ 62.81 $ 24.83 $ 90.26 $ 160.42 $ 33.78 $ 38.50
201307 $ 69.02 $ 25.98 $ 95.71 $ 168.71 $ 35.44 $ 39.01
201308 $ 64.55 $ 24.33 $ 93.35 $ 163.65 $ 34.40 $ 38.02
201309 $ 68.74 $ 24.65 $ 99.20 $ 168.01 $ 35.97 $ 40.76
201310 $ 68.67 $ 25.58 $ 103.73 $ 175.79 $ 37.51 $ 42.46
201311 $ 71.63 $ 27.00 $ 102.11 $ 181.00 $ 38.32 $ 42.35
201312 $ 76.61 $ 26.23 $ 106.46 $ 184.69 $ 38.62 $ 41.80
201401 $ 70.61 $ 24.89 $ 95.89 $ 178.18 $ 36.72 $ 38.19
201402 $ 73.43 $ 24.90 $ 104.61 $ 186.29 $ 38.58 $ 39.48
201403 $ 77.16 $ 25.48 $ 105.30 $ 187.01 $ 38.93 $ 41.01
201404 $ 73.90 $ 26.57 $ 105.82 $ 188.31 $ 39.74 $ 41.33
201405 $ 78.89 $ 25.59 $ 109.92 $ 192.68 $ 40.04 $ 42.55
201406 $ 82.60 $ 25.02 $ 114.94 $ 195.72 $ 39.37 $ 43.23
201407 $ 79.54 $ 24.53 $ 107.98 $ 193.09 $ 38.63 $ 43.82
201408 $ 82.06 $ 25.17 $ 111.78 $ 200.71 $ 39.53 $ 45.06
201409 $ 81.62 $ 25.49 $ 110.85 $ 197.02 $ 38.74 $ 41.56
201410 $ 82.77 $ 25.42 $ 110.98 $ 201.66 $ 38.77 $ 42.15
201411 $ 83.20 $ 29.18 $ 116.99 $ 207.20 $ 39.65 $ 41.50
201412 $ 82.55 $ 28.63 $ 112.32 $ 205.54 $ 38.11 $ 39.29
201501 $ 73.21 $ 28.33 $ 122.07 $ 199.45 $ 37.16 $ 39.02
201502 $ 78.71 $ 27.98 $ 126.66 $ 210.66 $ 39.33 $ 40.74
201503 $ 78.82 $ 27.42 $ 121.91 $ 206.43 $ 38.46 $ 40.13
201504 $ 80.85 $ 26.02 $ 120.04 $ 208.46 $ 39.53 $ 42.88
201505 $ 83.56 $ 24.76 $ 120.56 $ 211.14 $ 39.58 $ 41.12
201506 $ 87.97 $ 23.64 $ 120.67 $ 205.85 $ 37.63 $ 39.62
201507 $ 81.30 $ 23.99 $ 119.55 $ 210.50 $ 38.19 $ 37.12
201508 $ 77.75 $ 21.58 $ 108.91 $ 197.67 $ 35.58 $ 33.84
201509 $ 72.52 $ 21.61 $ 106.32 $ 191.63 $ 34.60 $ 32.78
201510 $ 78.90 $ 19.08 $ 119.33 $ 207.93 $ 37.75 $ 34.87
201511 $ 78.51 $ 19.61 $ 128.46 $ 208.69 $ 37.61 $ 33.99
201512 $ 72.18 $ 20.43 $ 125.00 $ 203.87 $ 36.42 $ 32.19
201601 $ 65.62 $ 22.12 $ 125.84 $ 193.72 $ 34.46 $ 30.57
201602 $ 65.73 $ 22.11 $ 111.50 $ 193.56 $ 33.71 $ 30.32
201603 $ 69.31 $ 22.83 $ 124.66 $ 205.52 $ 35.96 $ 34.25
201604 $ 72.39 $ 22.29 $ 124.18 $ 206.33 $ 36.15 $ 34.39
201605 $ 73.24 $ 23.59 $ 126.22 $ 209.84 $ 36.51 $ 33.12
201606 $ 63.51 $ 24.34 $ 131.68 $ 209.48 $ 35.85 $ 34.36
201607 $ 67.08 $ 24.32 $ 129.44 $ 217.12 $ 37.15 $ 36.21
201608 $ 71.60 $ 23.81 $ 124.03 $ 217.38 $ 37.42 $ 36.53
201609 $ 71.83 $ 24.04 $ 131.41 $ 216.30 $ 37.48 $ 37.45
201610 $ 74.04 $ 23.34 $ 115.49 $ 212.55 $ 37.06 $ 37.14
201611 $ 84.04 $ 23.48 $ 103.27 $ 220.38 $ 37.43 $ 35.50
201612 $ 87.24 $ 23.04 $ 105.44 $ 223.53 $ 38.36 $ 35.01
201701 $ 87.39 $ 22.25 $ 104.26 $ 227.53 $ 38.88 $ 37.34
201702 $ 93.86 $ 23.64 $ 109.49 $ 236.47 $ 40.15 $ 37.99
201703 $ 86.66 $ 24.03 $ 109.76 $ 235.74 $ 40.87 $ 39.39
201704 $ 80.38 $ 25.06 $ 113.24 $ 238.08 $ 41.47 $ 40.06
201705 $ 76.92 $ 26.20 $ 116.95 $ 241.44 $ 42.74 $ 41.20
201706 $ 82.62 $ 25.23 $ 110.36 $ 241.80 $ 42.12 $ 41.39
201707 $ 86.18 $ 26.66 $ 120.66 $ 246.77 $ 42.97 $ 43.80
201708 $ 79.61 $ 26.02 $ 118.37 $ 247.49 $ 43.22 $ 44.83
201709 $ 84.66 $ 26.05 $ 119.30 $ 251.23 $ 44.12 $ 44.81
201710 $ 92.18 $ 29.10 $ 122.78 $ 257.15 $ 45.54 $ 46.28
201711 $ 92.00 $ 32.41 $ 114.49 $ 265.01 $ 46.29 $ 46.10
201712 $ 99.58 $ 32.92 $ 111.56 $ 266.86 $ 46.31 $ 47.12
201801 $ 103.96 $ 35.53 $ 113.48 $ 281.90 $ 48.67 $ 51.03
201802 $ 97.93 $ 30.00 $ 106.18 $ 271.65 $ 46.62 $ 48.02
201803 $ 95.82 $ 29.66 $ 109.94 $ 263.15 $ 45.63 $ 48.28
201804 $ 90.62 $ 29.49 $ 100.08 $ 264.51 $ 46.11 $ 46.92
201805 $ 94.00 $ 27.51 $ 93.59 $ 270.94 $ 46.44 $ 45.69
201806 $ 91.90 $ 28.55 $ 100.76 $ 271.28 $ 45.85 $ 43.33
201807 $ 94.32 $ 29.74 $ 101.72 $ 281.33 $ 47.79 $ 44.86
201808 $ 99.09 $ 31.95 $ 93.23 $ 290.31 $ 48.60 $ 43.17
201809 $ 94.93 $ 31.30 $ 87.57 $ 290.72 $ 48.81 $ 42.92
201810 $ 89.30 $ 33.43 $ 73.98 $ 270.63 $ 45.97 $ 39.16
201811 $ 89.68 $ 32.55 $ 76.87 $ 275.65 $ 46.26 $ 41.08
201812 $ 75.59 $ 31.05 $ 65.81 $ 249.92 $ 42.40 $ 39.06
201901 $ 80.59 $ 31.94 $ 76.44 $ 269.93 $ 45.12 $ 43.10
201902 $ 83.58 $ 33.00 $ 78.16 $ 278.68 $ 46.42 $ 42.44
201903 $ 81.69 $ 32.51 $ 83.97 $ 282.48 $ 47.55 $ 42.92
201904 $ 92.83 $ 34.28 $ 88.94 $ 294.02 $ 49.45 $ 43.93
201905 $ 85.87 $ 33.81 $ 81.40 $ 275.27 $ 46.40 $ 40.71
201906 $ 90.74 $ 36.83 $ 88.51 $ 293.00 $ 48.84 $ 42.91
201907 $ 92.42 $ 36.79 $ 100.98 $ 297.43 $ 49.01 $ 41.77
201908 $ 86.62 $ 38.09 $ 94.50 $ 292.45 $ 47.97 $ 40.19
201909 $ 90.98 $ 39.56 $ 95.15 $ 296.77 $ 49.45 $ 40.87
201910 $ 93.25 $ 39.09 $ 80.77 $ 303.33 $ 50.92 $ 42.58
201911 $ 100.01 $ 39.70 $ 79.35 $ 314.31 $ 52.34 $ 42.54
201912 $ 102.91 $ 39.61 $ 82.04 $ 321.86 $ 53.94 $ 44.87
202001 $ 99.80 $ 38.16 $ 75.30 $ 321.73 $ 54.14 $ 42.11
202002 $ 88.26 $ 35.89 $ 58.37 $ 296.26 $ 49.52 $ 40.52
202003 $ 50.42 $ 37.87 $ 44.12 $ 257.75 $ 44.66 $ 34.13
202004 $ 64.76 $ 40.52 $ 46.52 $ 290.48 $ 49.61 $ 36.64
202005 $ 68.04 $ 41.35 $ 46.88 $ 304.32 $ 51.21 $ 37.73
202006 $ 62.59 $ 39.93 $ 49.30 $ 308.36 $ 52.78 $ 39.99
202007 $ 63.80 $ 43.13 $ 54.43 $ 326.52 $ 55.15 $ 43.29
202008 $ 69.03 $ 46.28 $ 58.15 $ 349.31 $ 59.43 $ 44.54
202009 $ 71.86 $ 46.64 $ 53.88 $ 334.89 $ 56.30 $ 44.09
202010 $ 73.08 $ 46.25 $ 51.91 $ 326.54 $ 54.55 $ 44.71
202011 $ 85.64 $ 50.93 $ 66.68 $ 362.06 $ 60.58 $ 48.73
202012 $ 98.85 $ 48.05 $ 69.91 $ 373.88 $ 62.91 $ 51.67
202101 $ 104.26 $ 46.83 $ 62.69 $ 370.07 $ 62.92 $ 53.31
202102 $ 120.19 $ 43.31 $ 57.73 $ 380.36 $ 64.00 $ 53.73
202103 $ 127.23 $ 45.28 $ 62.85 $ 396.33 $ 66.01 $ 53.34
202104 $ 149.08 $ 46.64 $ 70.96 $ 417.30 $ 69.23 $ 53.98
202105 $ 160.78 $ 47.34 $ 75.77 $ 420.04 $ 69.98 $ 54.87
202106 $ 154.69 $ 47.01 $ 72.01 $ 428.06 $ 70.99 $ 55.15
202107 $ 161.70 $ 47.52 $ 62.98 $ 438.51 $ 72.71 $ 51.60
202108 $ 165.97 $ 49.37 $ 61.25 $ 451.56 $ 74.68 $ 52.41
202109 $ 161.97 $ 46.46 $ 56.38 $ 429.14 $ 71.14 $ 50.38
202110 $ 151.03 $ 49.81 $ 61.22 $ 459.25 $ 75.64 $ 50.92
202111 $ 140.53 $ 46.88 $ 55.72 $ 455.56 $ 75.20 $ 48.84
202112 $ 145.09 $ 48.23 $ 60.55 $ 474.96 $ 78.01 $ 48.85
202201 $ 146.73 $ 46.60 $ 63.07 $ 449.91 $ 75.95 $ 48.84
202202 $ 153.27 $ 45.05 $ 61.83 $ 436.63 $ 73.64 $ 46.73
202203 $ 131.29 $ 49.64 $ 60.06 $ 451.64 $ 76.05 $ 45.15
202204 $ 124.62 $ 51.00 $ 57.45 $ 412.00 $ 69.83 $ 42.38
202205 $ 127.86 $ 42.88 $ 56.70 $ 412.93 $ 70.33 $ 42.64
202206 $ 104.19 $ 40.53 $ 53.95 $ 377.25 $ 64.07 $ 40.10
202207 $ 109.83 $ 44.02 $ 53.54 $ 411.99 $ 69.15 $ 39.96
202208 $ 105.82 $ 44.18 $ 48.36 $ 395.18 $ 65.78 $ 39.43
202209 $ 92.17 $ 43.23 $ 45.16 $ 357.18 $ 59.52 $ 34.88
202210 $ 106.02 $ 47.44 $ 50.10 $ 386.21 $ 63.76 $ 34.19
202211 $ 103.24 $ 50.81 $ 58.89 $ 407.68 $ 67.92 $ 39.52
202212 $ 92.96 $ 47.26 $ 60.04 $ 382.43 $ 64.05 $ 37.90
202301 $ 119.00 $ 47.96 $ 60.29 $ 406.48 $ 67.96 $ 41.36
202302 $ 109.08 $ 47.38 $ 60.70 $ 396.26 $ 66.06 $ 38.23
202303 $ 96.16 $ 49.15 $ 66.73 $ 409.39 $ 70.06 $ 39.46
202304 $ 97.30 $ 50.32 $ 64.97 $ 415.93 $ 72.79 $ 39.13
202305 $ 104.21 $ 48.96 $ 53.40 $ 417.85 $ 72.95 $ 38.19
202306 $ 109.37 $ 52.39 $ 56.72 $ 443.28 $ 76.06 $ 39.56
202307 $ 117.02 $ 53.29 $ 57.30 $ 457.79 $ 78.05 $ 41.95
202308 $ 102.39 $ 54.20 $ 56.89 $ 450.35 $ 76.76 $ 39.17
202309 $ 97.05 $ 53.31 $ 55.30 $ 427.48 $ 73.24 $ 37.95
202310 $ 101.29 $ 54.47 $ 56.87 $ 418.20 $ 72.15 $ 36.70
202311 $ 111.66 $ 51.90 $ 62.93 $ 456.40 $ 78.24 $ 39.56
202312 $ 131.12 $ 52.55 $ 64.62 $ 475.31 $ 80.52 $ 40.21
EFA CAPM Parameters
Rf (10 Yr) 2.70% Current Rate (assume) MKT Beta
MRP #DIV/0! MKT-Tbond (1928 - 2023) SMB Beta
HML Beta
FF 3F Historical Risk Ann. Premium (1926 - 2023) R-Square
MKT-Tbill #DIV/0! Current Rf 2.16% Stock valuation:
SMB "Size" #DIV/0! <= Small Cap outperf. MKTCap $M
HML "B/M" #DIV/0! <= Low B/M outperf. BVE $M
Book/MKT
RPE (ttm)

Adj Price Month % Fama French Data - Monthly Returns %

EFA Tbond 10 Yr MKT-RF SMB HML Tbill (1Mon)
$ 52.48 2.08% -3.36% 0.40% 0.43% 0.00%
$ 52.62 0.20% 3.40% 1.19% 3.23% 0.00%
$ 55.98 -1.40% 6.31% 1.48% 2.21% 0.01%
$ 54.41 1.65% 2.00% 4.87% 2.89% 0.01%
$ 48.32 2.53% -7.89% 0.09% -2.44% 0.01%
$ 46.51 3.39% -5.57% -1.82% -4.70% 0.01%
$ 51.91 0.79% 6.93% 0.20% -0.31% 0.01%
$ 49.94 3.55% -4.77% -3.00% -1.90% 0.01%
$ 54.92 -0.20% 9.54% 3.96% -3.16% 0.01%
$ 57.01 -0.52% 3.88% 1.14% -2.43% 0.01%
$ 54.26 -0.72% 0.60% 3.77% -0.96% 0.01%
$ 58.22 -3.89% 6.82% 0.73% 3.70% 0.01%
$ 59.44 -0.02% 1.99% -2.50% 0.83% 0.01%
$ 61.55 -0.02% 3.49% 1.53% 1.27% 0.01%
$ 60.08 -0.05% 0.46% 2.54% -1.83% 0.01%
$ 63.46 1.45% 2.90% -0.38% -2.43% 0.00%
$ 62.06 2.49% -1.27% -0.59% -2.12% 0.00%
$ 60.14 -0.59% -1.75% -0.12% -0.42% 0.00%
$ 58.71 3.11% -2.35% -1.26% -0.90% 0.00%
$ 53.57 4.75% -5.99% -3.05% -2.36% 0.01%
$ 47.78 2.95% -7.59% -3.31% -1.72% 0.00%
$ 52.38 -1.21% 11.35% 3.28% 0.10% 0.00%
$ 51.24 0.87% -0.28% -0.16% -0.46% 0.00%
$ 49.53 1.90% 0.74% -0.59% 1.63% 0.00%
$ 52.14 0.88% 5.05% 2.04% -0.97% 0.00%
$ 54.66 -1.06% 4.42% -1.85% 0.43% 0.00%
$ 54.89 -1.95% 3.11% -0.64% 1.14% 0.00%
$ 53.75 2.84% -0.85% -0.42% -0.78% 0.00%
$ 47.76 3.14% -6.19% 0.07% -1.07% 0.01%
$ 49.96 -0.66% 3.89% 0.67% 0.62% 0.00%
$ 50.00 1.58% 0.79% -2.74% -0.02% 0.00%
$ 51.60 -0.24% 2.55% 0.47% 1.30% 0.01%
$ 53.00 -0.64% 2.73% 0.50% 1.60% 0.01%
$ 53.58 -0.29% -1.76% -1.15% 3.59% 0.01%
$ 55.07 0.94% 0.78% 0.63% -0.84% 0.01%
$ 56.86 -0.88% 1.18% 1.48% 3.51% 0.01%
$ 58.98 -1.49% 5.57% 0.33% 0.96% 0.00%
$ 58.22 1.16% 1.29% -0.27% 0.11% 0.00%
$ 58.98 0.38% 4.03% 0.81% -0.19% 0.00%
$ 61.94 1.76% 1.55% -2.37% 0.45% 0.00%
$ 60.07 -3.12% 2.80% 1.70% 2.63% 0.00%
$ 57.30 -2.99% -1.20% 1.33% 0.03% 0.00%
$ 60.35 -0.45% 5.65% 1.87% 0.57% 0.00%
$ 59.17 -1.29% -2.71% 0.27% -2.69% 0.00%
$ 63.80 1.79% 3.77% 2.88% -1.22% 0.00%
$ 65.88 0.69% 4.18% -1.53% 1.25% 0.00%
$ 66.24 -1.22% 3.13% 1.29% 0.32% 0.00%
$ 67.10 -2.18% 2.81% -0.46% -0.02% 0.00%
$ 63.61 3.57% -3.32% 0.89% -2.07% 0.00%
$ 67.51 0.44% 4.65% 0.35% -0.31% 0.00%
$ 67.20 -0.39% 0.43% -1.81% 4.93% 0.00%
$ 68.32 0.84% -0.19% -4.19% 1.17% 0.00%
$ 69.41 1.91% 2.06% -1.88% -0.13% 0.00%
$ 68.37 -0.24% 2.61% 3.09% -0.70% 0.00%
$ 66.59 -0.02% -2.04% -4.29% 0.03% 0.00%
$ 66.71 1.88% 4.24% 0.40% -0.45% 0.00%
$ 64.12 -1.06% -1.97% -3.71% -1.34% 0.00%
$ 63.95 1.31% 2.52% 4.21% -1.81% 0.00%
$ 63.99 1.42% 2.55% -2.06% -3.09% 0.00%
$ 60.84 0.14% -0.06% 2.49% 2.27% 0.00%
$ 61.22 4.24% -3.11% -0.56% -3.58% 0.00%
$ 65.10 -2.51% 6.13% 0.63% -1.86% 0.00%
$ 64.17 0.82% -1.12% 3.04% -0.37% 0.00%
$ 66.51 -0.80% 0.59% -3.06% 1.82% 0.00%
$ 66.64 -0.38% 1.36% 0.93% -1.14% 0.00%
$ 63.49 -1.84% -1.53% 2.91% -0.79% 0.00%
$ 64.78 1.51% 1.54% -4.17% -4.13% 0.00%
$ 59.97 -0.12% -6.04% 0.33% 2.77% 0.00%
$ 57.32 1.78% -3.07% -2.62% 0.56% 0.00%
$ 61.11 -0.75% 7.75% -1.88% -0.46% 0.00%
$ 60.65 -0.35% 0.56% 3.60% -0.42% 0.00%
$ 58.72 -0.38% -2.17% -2.84% -2.61% 0.01%
$ 55.48 2.97% -5.77% -3.42% 2.09% 0.01%
$ 53.63 1.67% -0.07% 0.73% -0.57% 0.02%
$ 57.16 -0.14% 6.96% 0.82% 1.19% 0.02%
$ 58.43 -0.45% 0.91% 0.76% 3.28% 0.01%
$ 58.38 0.12% 1.78% -0.17% -1.66% 0.01%
$ 55.82 3.33% -0.05% 0.61% -1.48% 0.02%
$ 58.04 0.33% 3.95% 2.49% -1.32% 0.02%
$ 58.35 -0.79% 0.49% 1.15% 3.18% 0.02%
$ 59.13 -0.13% 0.25% 2.12% -1.24% 0.02%
$ 57.82 -1.55% -2.02% -4.40% 4.09% 0.02%
$ 56.79 -4.09% 4.86% 5.71% 8.21% 0.01%
$ 57.73 -0.35% 1.82% 0.10% 3.53% 0.03%
$ 59.63 0.22% 1.94% -1.19% -2.75% 0.04%
$ 60.34 0.74% 3.57% -2.05% -1.67% 0.04%
$ 62.29 0.24% 0.17% 1.14% -3.35% 0.03%
$ 63.80 1.11% 1.09% 0.73% -2.13% 0.05%
$ 66.06 0.79% 1.06% -2.57% -3.78% 0.06%
$ 65.20 -0.13% 0.78% 2.25% 1.48% 0.06%
$ 66.93 0.00% 1.87% -1.51% -0.31% 0.07%
$ 66.90 1.71% 0.16% -1.67% -2.09% 0.09%
$ 68.48 -1.72% 2.51% 4.47% 3.14% 0.09%
$ 69.63 -0.11% 2.25% -1.94% 0.20% 0.09%
$ 70.11 -0.26% 3.12% -0.55% -0.03% 0.08%
$ 70.31 0.22% 1.06% -1.32% 0.06% 0.09%
$ 73.84 -2.36% 5.57% -3.13% -1.29% 0.12%
$ 70.27 -1.30% -3.65% 0.25% -1.04% 0.11%
$ 69.68 1.28% -2.35% 4.06% -0.21% 0.11%
$ 70.74 -1.55% 0.28% 1.13% 0.54% 0.14%
$ 69.40 0.96% 2.65% 5.25% -3.20% 0.14%
$ 66.97 0.23% 0.48% 1.14% -2.34% 0.14%
$ 68.88 -0.51% 3.19% -2.22% 0.47% 0.16%
$ 67.34 1.01% 3.44% 1.14% -3.94% 0.16%
$ 67.99 -1.48% 0.06% -2.27% -1.70% 0.15%
$ 62.46 -0.43% -7.68% -4.78% 3.40% 0.19%
$ 62.77 1.49% 1.69% -0.68% 0.30% 0.18%
$ 58.78 2.86% -9.57% -2.38% -1.84% 0.20%
$ 62.68 0.71% 8.40% 2.90% -0.46% 0.21%
$ 64.27 -0.43% 3.40% 2.05% -2.67% 0.18%
$ 64.86 2.94% 1.10% -3.05% -4.17% 0.19%
$ 66.76 -0.62% 3.97% -1.74% 2.15% 0.21%
$ 63.40 3.19% -6.94% -1.32% -2.37% 0.21%
$ 65.73 1.21% 6.93% 0.29% -0.71% 0.18%
$ 64.45 0.34% 1.19% -1.93% 0.48% 0.19%
$ 63.21 4.03% -2.58% -2.38% -4.78% 0.16%
$ 65.21 -1.39% 1.43% -0.96% 6.75% 0.18%
$ 67.42 -0.07% 2.06% 0.29% -1.91% 0.16%
$ 68.18 -0.74% 3.87% 0.77% -2.02% 0.12%
$ 69.44 -1.13% 2.77% 0.73% 1.75% 0.14%
$ 67.48 3.92% -0.11% -3.11% -6.25% 0.13%
$ 62.24 2.99% -8.13% 1.07% -3.81% 0.12%
$ 53.46 3.97% -13.39% -4.83% -13.87% 0.13%
$ 56.57 0.50% 13.65% 2.45% -1.33% 0.00%
$ 59.64 0.07% 5.58% 2.47% -4.88% 0.01%
$ 60.87 0.04% 2.46% 2.69% -2.20% 0.01%
$ 62.05 1.28% 5.77% -2.33% -1.41% 0.01%
$ 64.98 -1.47% 7.63% -0.22% -2.97% 0.01%
$ 63.65 0.26% -3.63% 0.02% -2.71% 0.01%
$ 61.39 -1.73% -2.10% 4.38% 4.25% 0.01%
$ 70.15 0.40% 12.47% 5.80% 2.09% 0.01%
$ 72.96 -0.50% 4.63% 4.89% -1.51% 0.01%
$ 72.39 -1.07% -0.03% 7.36% 3.01% 0.01%
$ 74.01 -2.54% 2.78% 2.05% 7.15% 0.00%
$ 75.87 -2.93% 3.08% -2.37% 7.39% 0.00%
$ 78.11 1.19% 4.93% -3.19% -0.95% 0.00%
$ 80.83 0.34% 0.29% -0.25% 7.09% 0.00%
$ 78.88 1.41% 2.75% 1.68% -7.87% 0.00%
$ 79.49 2.38% 1.27% -3.97% -1.78% 0.00%
$ 80.64 -0.48% 2.91% -0.42% -0.15% 0.00%
$ 78.01 -1.54% -4.37% 0.71% 5.08% 0.00%
$ 80.49 -0.49% 6.65% -2.35% -0.49% 0.00%
$ 76.84 1.25% -1.55% -1.32% -0.45% 0.00%
$ 78.68 -0.48% 3.10% -1.67% 3.26% 0.01%
$ 75.82 -2.25% -6.25% -5.94% 12.75% 0.00%
$ 73.22 -0.30% -2.29% 2.19% 3.08% 0.00%
$ 73.60 -4.35% 3.05% -1.61% -1.81% 0.01%
$ 68.64 -4.94% -9.46% -1.39% 6.17% 0.01%
$ 70.01 1.00% -0.34% -1.83% 8.39% 0.03%
$ 62.49 -1.21% -8.43% 2.10% -5.97% 0.06%
$ 65.72 3.37% 9.57% 2.81% -4.05% 0.08%
$ 61.70 -4.33% -3.77% 1.40% 0.29% 0.19%
$ 56.01 -5.01% -9.35% -0.81% 0.05% 0.19%
$ 59.31 -1.50% 7.83% 0.06% 8.01% 0.23%
$ 67.12 4.08% 4.60% -3.52% 1.38% 0.29%
$ 65.64 -1.86% -6.41% -0.69% 1.37% 0.33%
$ 71.55 3.33% 6.65% 5.01% -4.01% 0.35%
$ 69.35 -3.11% -2.58% 1.17% -0.81% 0.34%
$ 71.52 4.16% 2.51% -5.51% -8.85% 0.36%
$ 73.62 0.63% 0.61% -3.35% -0.04% 0.35%
$ 70.67 -1.56% 0.35% 1.61% -7.72% 0.36%
$ 72.50 -1.30% 6.46% 1.54% -0.26% 0.40%
$ 74.46 -0.68% 3.21% 2.08% 4.11% 0.45%
$ 71.53 -0.91% -2.39% -3.16% -1.06% 0.45%
$ 68.92 -3.35% -5.24% -2.51% 1.52% 0.43%
$ 66.92 -2.43% -3.19% -3.88% 0.18% 0.47%
$ 72.42 5.20% 8.84% -0.02% 1.64% 0.44%
$ 75.35 3.97% 4.87% 6.34% 4.93% 0.43%
 FF3F Regression Beta FF3F Components of Return
COF WMT BUD COF WMT BUD
0.00 0.53 1.11 Market #DIV/0! #DIV/0! #DIV/0!
0.00 -0.54 -0.54 Size #DIV/0! #DIV/0! #DIV/0!
0.00 -0.18 0.24 Book/MKT #DIV/0! #DIV/0! #DIV/0!
0.0% 21.9% 39.9% Rf 2.16% 2.16% 2.16%
ock valuation: FF3F Ret. #DIV/0! #DIV/0! #DIV/0!
$ 54,447 $ 487,456 $ 126,559
$ 58,089 $ 83,861 $ 81,848
1.07 0.17 0.65
11.16 31.66 27.56

Monthly Returns
COF WMT BUD SPY IOO EEM EFA
#VALUE! #VALUE! #VALUE! #VALUE! #VALUE! #VALUE! #VALUE!
2.41% 1.20% 0.32% 3.12% 0.77% 1.78% 0.27%
9.70% 2.83% 1.00% 5.65% 6.00% 8.11% 6.39%
4.83% -3.53% -3.96% 1.55% -2.24% -0.17% -2.80%
-4.86% -5.74% -1.11% -7.95% -9.76% -9.39% -11.19%
-2.42% -4.92% 0.21% -5.62% -5.35% -2.05% -3.75%
5.04% 6.49% 10.52% 6.83% 10.85% 10.93% 11.61%
-10.54% -2.05% -2.05% -4.50% -4.44% -3.24% -3.80%
4.44% 6.74% 13.05% 8.38% 8.53% 11.76% 9.97%
-5.76% 1.21% 7.06% 3.82% 4.32% 3.02% 3.81%
-0.11% -0.15% -12.66% 0.00% -3.74% -2.91% -4.82%
14.32% -0.30% 3.91% 6.13% 6.24% 6.39% 7.30%
13.16% 3.97% -3.12% 2.33% 3.40% -3.84% 2.10%
3.34% -7.29% 1.30% 3.47% 3.14% -0.04% 3.55%
4.40% 0.13% 2.03% -0.42% -1.60% 6.29% -2.39%
5.33% 5.63% 11.89% 2.90% 5.40% 2.73% 5.63%
-0.71% 0.44% -5.46% -1.12% -2.60% -2.94% -2.21%
-4.91% -3.77% -4.08% -2.17% -3.10% -1.92% -3.09%
-7.49% -0.81% -0.74% -2.00% -2.61% -1.03% -2.38%
-3.66% 0.91% -4.03% -5.50% -7.72% -9.25% -8.75%
-13.94% -2.43% -4.13% -7.42% -8.22% -17.89% -10.81%
15.22% 9.29% 4.70% 10.91% 10.72% 16.27% 9.63%
-2.19% 3.84% 8.17% -0.41% -1.75% -1.96% -2.18%
-5.31% 1.46% 1.65% 0.41% -0.67% -5.17% -3.34%
8.18% 2.68% -0.31% 4.64% 4.50% 10.99% 5.27%
10.60% -3.72% 10.61% 4.34% 3.80% 5.27% 4.83%
10.16% 3.59% 8.13% 2.77% 1.18% -3.11% 0.42%
-0.47% -3.74% -0.14% -0.67% -1.98% -1.70% -2.08%
-7.41% 11.73% -6.78% -6.01% -8.95% -10.71% -11.14%
6.40% 5.93% 17.65% 3.52% 3.81% 3.79% 4.61%
3.35% 6.76% -0.54% 1.18% 0.78% -0.03% 0.08%
0.07% -2.46% 6.26% 2.51% 2.26% 0.41% 3.20%
0.85% 1.65% 2.06% 1.99% 2.78% 5.22% 2.71%
 5.54% 1.65% -2.46% -1.82% 0.21% -0.44% 1.09%
-4.27% -4.00% 4.98% 0.57% 0.54% 1.56% 2.78%
0.57% -5.26% -0.64% 0.18% 1.73% 6.13% 3.25%
-2.78% 2.52% 1.36% 5.12% 5.11% -0.29% 3.73%
-9.39% 1.19% 6.08% 1.28% -1.03% -2.28% -1.29%
7.68% 5.72% 5.92% 3.34% 1.88% -1.02% 1.31%
5.15% 3.86% -3.95% 1.92% 3.60% 1.22% 5.02%
5.45% -3.71% -3.87% 2.36% 0.63% -4.83% -3.02%
3.09% -0.47% -1.81% -1.85% -4.40% -6.55% -4.61%
9.89% 4.63% 6.04% 5.17% 4.90% 1.32% 5.32%
-6.48% -6.36% -2.47% -3.00% -2.91% -2.54% -1.96%
6.49% 1.34% 6.27% 2.66% 4.55% 7.21% 7.82%
-0.10% 3.77% 4.57% 4.63% 4.30% 4.17% 3.26%
4.31% 5.55% -1.56% 2.96% 2.15% -0.26% 0.55%
6.95% -2.86% 4.26% 2.04% 0.78% -1.30% 1.30%
-7.83% -5.10% -9.93% -3.52% -4.93% -8.64% -5.20%
3.99% 0.03% 9.09% 4.55% 5.09% 3.38% 6.13%
5.08% 2.32% 0.66% 0.39% 0.89% 3.88% -0.46%
-4.22% 4.29% 0.49% 0.70% 2.09% 0.78% 1.67%
6.75% -3.69% 3.87% 2.32% 0.75% 2.95% 1.60%
4.70% -2.21% 4.57% 1.58% -1.69% 1.60% -1.50%
-3.70% -1.98% -6.06% -1.34% -1.87% 1.36% -2.60%
3.17% 2.61% 3.52% 3.95% 2.30% 2.83% 0.18%
-0.54% 1.28% -0.83% -1.84% -2.00% -7.77% -3.88%
1.41% -0.26% 0.12% 2.36% 0.09% 1.42% -0.27%
0.52% 14.78% 5.42% 2.75% 2.26% -1.54% 0.06%
-0.78% -1.90% -3.99% -0.80% -3.87% -5.33% -4.92%
-11.31% -1.05% 8.68% -2.96% -2.49% -0.69% 0.62%
7.51% -1.24% 3.76% 5.62% 5.84% 4.41% 6.34%
0.14% -2.00% -3.75% -2.01% -2.21% -1.50% -1.43%
2.58% -5.11% -1.53% 0.98% 2.78% 6.85% 3.65%
3.35% -4.84% 0.43% 1.29% 0.13% -4.10% 0.20%
5.28% -4.50% 0.09% -2.51% -4.93% -3.65% -4.73%
-7.58% 1.48% -0.93% 2.26% 1.49% -6.31% 2.03%
-4.37% -10.07% -8.90% -6.10% -6.85% -8.84% -7.43%
-6.73% 0.17% -2.38% -3.06% -2.75% -3.13% -4.42%
8.80% -11.72% 12.24% 8.51% 9.12% 6.38% 6.61%
-0.49% 2.80% 7.65% 0.37% -0.38% -2.52% -0.75%
-8.06% 4.18% -2.69% -2.31% -3.16% -5.30% -3.18%
-9.09% 8.25% 0.67% -4.98% -5.38% -5.03% -5.52%
0.17% -0.03% -11.40% -0.08% -2.18% -0.82% -3.33%
5.45% 3.24% 11.80% 6.18% 6.69% 12.96% 6.58%
4.44% -2.37% -0.39% 0.39% 0.54% 0.41% 2.22%
1.17% 5.85% 1.64% 1.70% 1.00% -3.69% -0.09%
-13.29% 3.16% 4.33% -0.17% -1.83% 3.74% -4.39%
5.62% -0.07% -1.70% 3.65% 3.65% 5.38% 3.98%
6.74% -2.10% -4.18% 0.12% 0.70% 0.88% 0.53%
0.32% 0.95% 5.95% -0.50% 0.17% 2.52% 1.34%
 3.08% -2.91% -12.11% -1.73% -1.11% -0.83% -2.22%
13.51% 0.59% -10.58% 3.68% 0.98% -4.42% -1.78%
3.81% -1.86% 2.10% 1.43% 2.48% -1.38% 1.66%
0.17% -3.44% -1.12% 1.79% 1.36% 6.66% 3.29%
7.40% 6.28% 5.02% 3.93% 3.25% 1.74% 1.19%
-7.67% 1.62% 0.25% -0.31% 1.81% 3.69% 3.23%
-7.25% 4.30% 3.17% 0.99% 1.48% 1.70% 2.42%
-4.30% 4.55% 3.28% 1.41% 3.04% 2.85% 3.54%
7.41% -3.72% -5.63% 0.15% -1.45% 0.46% -1.30%
4.31% 5.70% 9.33% 2.06% 2.03% 5.82% 2.65%
-7.62% -2.40% -1.90% 0.29% 0.59% 2.35% -0.04%
6.34% 0.09% 0.79% 1.51% 2.06% -0.04% 2.36%
8.88% 11.74% 2.92% 2.36% 3.22% 3.28% 1.68%
-0.20% 11.36% -6.75% 3.06% 1.65% -0.39% 0.69%
8.24% 1.56% -2.56% 0.70% 0.04% 2.21% 0.29%
4.40% 7.95% 1.72% 5.64% 5.12% 8.30% 5.02%
-5.80% -15.56% -6.43% -3.64% -4.23% -5.90% -4.83%
-2.15% -1.16% 3.54% -3.13% -2.11% 0.54% -0.84%
-5.43% -0.57% -8.97% 0.52% 1.04% -2.82% 1.52%
3.73% -6.69% -6.48% 2.43% 0.73% -2.62% -1.89%
-2.23% 3.77% 7.66% 0.13% -1.27% -5.17% -3.50%
2.63% 4.18% 0.95% 3.70% 4.23% 3.53% 2.85%
5.06% 7.43% -8.35% 3.19% 1.69% -3.77% -2.24%
-4.20% -2.03% -6.07% 0.14% 0.43% -0.58% 0.97%
-5.93% 6.78% -15.52% -6.91% -5.82% -8.76% -8.13%
0.43% -2.62% 3.91% 1.85% 0.63% 4.90% 0.50%
-15.71% -4.61% -14.39% -9.33% -8.34% -4.92% -6.36%
6.61% 2.88% 16.15% 8.01% 6.42% 10.34% 6.63%
3.71% 3.30% 2.25% 3.24% 2.88% -1.53% 2.54%
-2.26% -1.47% 7.43% 1.36% 2.43% 1.13% 0.92%
13.64% 5.44% 5.92% 4.09% 4.00% 2.35% 2.93%
-7.50% -1.36% -8.48% -6.38% -6.17% -7.33% -5.03%
5.67% 8.92% 8.73% 6.44% 5.26% 5.40% 3.68%
1.85% -0.10% 14.09% 1.51% 0.35% -2.66% -1.95%
-6.28% 3.52% -6.42% -1.67% -2.12% -3.78% -1.92%
5.03% 3.87% 0.69% 1.48% 3.09% 1.69% 3.16%
2.50% -1.20% -15.11% 2.21% 2.97% 4.18% 3.39%
7.25% 1.56% -1.76% 3.62% 2.79% -0.09% 1.13%
2.90% -0.21% 3.39% 2.40% 3.06% 5.48% 1.85%
-3.02% -3.66% -8.22% -0.04% 0.37% -6.15% -2.82%
-11.56% -5.95% -22.48% -7.92% -8.53% -3.78% -7.77%
-42.87% 5.52% -24.41% -13.00% -9.81% -15.77% -14.11%
28.44% 6.98% 5.44% 12.70% 11.08% 7.35% 5.82%
5.06% 2.06% 0.77% 4.76% 3.23% 2.97% 5.43%
-8.01% -3.45% 5.16% 1.33% 3.07% 5.99% 2.06%
1.93% 8.03% 10.41% 5.89% 4.49% 8.25% 1.94%
8.20% 7.30% 6.83% 6.98% 7.76% 2.89% 4.72%
4.10% 0.76% -7.34% -4.13% -5.27% -1.01% -2.05%
 1.70% -0.83% -3.66% -2.49% -3.11% 1.41% -3.55%
17.19% 10.12% 28.45% 10.88% 11.05% 8.99% 14.27%
15.43% -5.65% 4.84% 3.26% 3.85% 6.03% 4.01%
5.47% -2.54% -10.33% -1.02% 0.02% 3.17% -0.78%
15.28% -7.52% -7.91% 2.78% 1.72% 0.79% 2.24%
5.86% 4.55% 8.87% 4.20% 3.14% -0.73% 2.51%
17.17% 3.00% 12.90% 5.29% 4.88% 1.20% 2.95%
7.85% 1.52% 6.78% 0.66% 1.08% 1.65% 3.48%
-3.79% -0.71% -4.96% 1.91% 1.44% 0.51% -2.41%
4.53% 1.08% -12.54% 2.44% 2.42% -6.44% 0.77%
2.64% 3.89% -2.75% 2.98% 2.71% 1.57% 1.45%
-2.41% -5.89% -7.95% -4.97% -4.74% -3.87% -3.26%
-6.75% 7.20% 8.58% 7.02% 6.33% 1.07% 3.18%
-6.95% -5.88% -8.98% -0.80% -0.58% -4.08% -4.53%
3.24% 2.89% 8.67% 4.26% 3.74% 0.02% 2.39%
1.13% -3.37% 4.16% -5.27% -2.64% -0.02% -3.63%
4.46% -3.33% -1.97% -2.95% -3.04% -4.32% -3.43%
-14.34% 10.18% -2.86% 3.44% 3.27% -3.38% 0.52%
-5.08% 2.73% -4.35% -8.78% -8.18% -6.14% -6.74%
2.60% -15.92% -1.31% 0.23% 0.72% 0.61% 2.00%
-18.51% -5.48% -4.85% -8.64% -8.90% -5.96% -10.74%
5.41% 8.61% -0.76% 9.21% 7.93% -0.35% 5.17%
-3.65% 0.38% -9.68% -4.08% -4.87% -1.33% -6.12%
-12.90% -2.15% -6.62% -9.62% -9.52% -11.54% -9.22%
15.03% 9.74% 10.94% 8.13% 7.12% -1.98% 5.89%
-2.62% 7.09% 17.54% 5.56% 6.52% 15.59% 13.17%
-9.96% -6.97% 1.95% -6.19% -5.70% -4.10% -2.21%
28.01% 1.47% 0.42% 6.29% 6.10% 9.13% 9.00%
-8.34% -1.21% 0.68% -2.51% -2.80% -7.57% -3.07%
-11.84% 3.74% 9.93% 3.31% 6.06% 3.22% 3.13%
1.19% 2.39% -2.64% 1.60% 3.90% -0.84% 2.94%
7.10% -2.72% -17.81% 0.46% 0.22% -2.40% -4.01%
4.95% 7.02% 6.22% 6.09% 4.26% 3.59% 2.59%
6.99% 1.71% 1.02% 3.27% 2.62% 6.04% 2.70%
-12.50% 1.72% -0.72% -1.63% -1.65% -6.63% -3.93%
-5.22% -1.65% -2.79% -5.08% -4.59% -3.11% -3.65%
4.37% 2.18% 2.84% -2.17% -1.49% -3.29% -2.90%
10.24% -4.72% 10.66% 9.13% 8.44% 7.79% 8.22%
17.43% 1.26% 2.69% 4.14% 2.91% 1.64% 4.05%
 Fundamental Analysis - FCFE Per Share
T COF WMT BUD
0 $ (142.56) $ (60.48) $ (64.21) Current Stock Price
1 $ 20.00 $ 5.00 $ 2.00 FCFE Per Share Estimate
2 $ 20.50 $ 5.00 $ 1.50 FCFE Per Share Estimate
3 $ 165.00 $ 65.00 $ 90.00 FCFE Per Share Estimate + Terminal Value
IRR
<= IRR()

Monthly Excess Returns (Monthly Returns - Rf Rate (10 Yr))

COF WMT BUD SPY IOO EEM
timate + Terminal Value

Yr)) Monthly Excess Returns (Monthly Returns - Rf Rate (1 Mon))

EFA COF WMT BUD COF
AJ 16: COF Regression Results below
SUMMARY OUTPUT

SUMMARY OUTPUT

Regression Statistics
Multiple R 0.4678548
R Square 0.2188882
Adjusted R 0.2045119
Standard Er0.0444977
Observatio 167

ANOVA
df
Regression 3
Residual 163
Total 166

Coefficients
Intercept 0.0011041
X Variable 0.5317898
X Variable -0.53748
X Variable -0.180378

SUMMARY OUTPUT

Regression Statistics
Multiple R 0.6317266
R Square 0.3990785
Adjusted R 0.3880186
Standard Er0.0591848
Observatio 167

ANOVA
df
Regression 3
Residual 163
Total 166

Coefficients
Intercept -0.008014
X Variable 1.1139054
X Variable -0.542897
X Variable 0.2426293
Regression Results below here

SS MS F Significance F
 0.0904422 0.0301474 15.225634 8.818E-09
0.3227471 0.00198
0.4131893

Standard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%Upper 95.0%
0.0035611 0.3100561 0.7569143 -0.005928 0.008136 -0.005928 0.008136
0.0829967 6.4073577 1.522E-09 0.3679024 0.6956772 0.3679024 0.6956772
0.1454186 -3.696086 0.0002987 -0.824627 -0.250333 -0.824627 -0.250333
0.1048108 -1.720985 0.0871511 -0.38734 0.0265842 -0.38734 0.0265842

SS MS F Significance F
0.3791831 0.1263944 36.083362 6.139E-18
0.5709634 0.0035028
0.9501465

Standard Error t Stat P-value Lower 95% Upper 95%Lower 95.0%Upper 95.0%
0.0047365 -1.692028 0.0925513 -0.017367 0.0013385 -0.017367 0.0013385
0.1103911 10.090537 6.631E-19 0.8959245 1.3318864 0.8959245 1.3318864
0.1934163 -2.806886 0.0056126 -0.924822 -0.160973 -0.924822 -0.160973
0.1394052 1.740461 0.0836653 -0.032644 0.5179021 -0.032644 0.5179021
 Annual Average Risk Premium
S&P 500 (includes
Year 3-month [Link]
dividends)
1928 43.81% 3.08%
1929 -8.30% 3.16%
1930 -25.12% 4.55%
1931 -43.84% 2.31%
1932 -8.64% 1.07%
1933 49.98% 0.96%
1934 -1.19% 0.28%
1935 46.74% 0.17%
1936 31.94% 0.17%
1937 -35.34% 0.28%
1938 29.28% 0.07%
1939 -1.10% 0.05%
1940 -10.67% 0.04%
1941 -12.77% 0.13%
1942 19.17% 0.34%
1943 25.06% 0.38%
1944 19.03% 0.38%
1945 35.82% 0.38%
1946 -8.43% 0.38%
1947 5.20% 0.60%
1948 5.70% 1.05%
1949 18.30% 1.12%
1950 30.81% 1.20%
1951 23.68% 1.52%
1952 18.15% 1.72%
1953 -1.21% 1.89%
1954 52.56% 0.94%
1955 32.60% 1.72%
1956 7.44% 2.62%
1957 -10.46% 3.22%
1958 43.72% 1.77%
1959 12.06% 3.39%
1960 0.34% 2.87%
1961 26.64% 2.35%
1962 -8.81% 2.77%
1963 22.61% 3.16%
1964 16.42% 3.55%
1965 12.40% 3.95%
1966 -9.97% 4.86%
1967 23.80% 4.29%
1968 10.81% 5.34%
1969 -8.24% 6.67%
1970 3.56% 6.39%
1971 14.22% 4.33%
1972 18.76% 4.06%
1973 -14.31% 7.04%
1974 -25.90% 7.85%
1975 37.00% 5.79%
1976 23.83% 4.98%
1977 -6.98% 5.26%
1978 6.51% 7.18%
1979 18.52% 10.05%
1980 31.74% 11.39%
1981 -4.70% 14.04%
1982 20.42% 10.60%
1983 22.34% 8.62%
1984 6.15% 9.54%
1985 31.24% 7.47%
1986 18.49% 5.97%
1987 5.81% 5.78%
1988 16.54% 6.67%
1989 31.48% 8.11%
1990 -3.06% 7.50%
1991 30.23% 5.38%
1992 7.49% 3.43%
1993 9.97% 3.00%
1994 1.33% 4.25%
1995 37.20% 5.49%
1996 22.68% 5.01%
1997 33.10% 5.06%
1998 28.34% 4.78%
1999 20.89% 4.64%
2000 -9.03% 5.82%
2001 -11.85% 3.40%
2002 -21.97% 1.61%
2003 28.36% 1.01%
2004 10.74% 1.37%
2005 4.83% 3.15%
2006 15.61% 4.73%
2007 5.48% 4.36%
2008 -36.55% 1.37%
2009 25.94% 0.15%
2010 14.82% 0.14%
2011 2.10% 0.05%
2012 15.89% 0.09%
2013 32.15% 0.06%
2014 13.52% 0.03%
2015 1.38% 0.05%
2016 11.77% 0.32%
2017 21.61% 0.93%
2018 -4.23% 1.94%
2019 31.21% 2.06%
2020 18.02% 0.35%
2021 28.47% 0.05%
2022 -18.04% 2.02%
2023 26.06% 5.07%
Premium #DIV/0! #DIV/0!
US T. Bond (10-year) MKT - Tbond MKT-Tbill
0.84%
4.20%
4.54%
-2.56%
8.79%
1.86%
7.96%
4.47%
5.02%
1.38%
4.21%
4.41%
5.40%
-2.02%
2.29%
2.49%
2.58%
3.80%
3.13%
0.92%
1.95%
4.66%
0.43%
-0.30%
2.27%
4.14%
3.29%
-1.34%
-2.26%
6.80%
-2.10%
-2.65%
11.64%
2.06%
5.69%
 1.68%
3.73%
0.72%
2.91%
-1.58%
3.27%
-5.01%
16.75%
9.79%
2.82%
3.66%
1.99%
3.61%
15.98%
1.29%
-0.78%
0.67%
-2.99%
8.20%
32.81%
3.20%
13.73%
25.71%
24.28%
-4.96%
8.22%
17.69%
6.24%
15.00%
9.36%
14.21%
-8.04%
23.48%
1.43%
9.94%
14.92%
-8.25%
16.66%
 5.57%
15.12%
0.38%
4.49%
2.87%
1.96%
10.21%
20.10%
-11.12%
8.46%
16.04%
2.97%
-9.10%
10.75%
1.28%
0.69%
2.80%
-0.02%
9.64%
11.33%
-4.42%
-17.83%
3.88%
FF3F Data Annualized Averages
YYYYMM Mkt-RF SMB HML RF
192607 2.96 -2.56 -2.43 0.22
192608 2.64 -1.17 3.82 0.25
192609 0.36 -1.4 0.13 0.23
192610 -3.24 -0.09 0.7 0.32
192611 2.53 -0.1 -0.51 0.31
192612 2.62 -0.03 -0.05 0.28
192701 -0.06 -0.37 4.54 0.25
192702 4.18 0.04 2.94 0.26
192703 0.13 -1.65 -2.61 0.3
192704 0.46 0.3 0.81 0.25
192705 5.44 1.53 4.73 0.3
192706 -2.34 0.59 -1.73 0.26
192707 7.26 -3.25 -1.14 0.3
192708 1.97 -0.69 -3.74 0.28
192709 4.76 -3.63 -0.63 0.21
192710 -4.31 2.12 -4.33 0.25
192711 6.58 2.72 -0.27 0.21
192712 2.09 0.97 -1.13 0.22
192801 -0.68 4.26 -0.75 0.25
192802 -1.7 -2.06 -0.65 0.33
192803 8.81 -0.26 -1.22 0.29
192804 4.23 3.98 3.44 0.22
192805 1.52 2.85 -3.27 0.32
192806 -4.85 -3.52 -0.03 0.31
192807 0.62 -1.32 -0.5 0.32
192808 6.68 -2.06 -2.15 0.32
192809 2.88 2.41 0.86 0.27
192810 1.33 2.22 -2.16 0.41
192811 11.81 -1.78 2.7 0.38
192812 0.36 -0.86 -0.65 0.06
192901 4.66 -3.56 -1.24 0.34
192902 -0.34 -0.38 1.66 0.36
192903 -0.89 -4.71 1.58 0.34
192904 1.43 -0.97 0.59 0.36
192905 -6.39 -5.37 -1.42 0.44
192906 9.7 -2.17 -2.79 0.52
192907 4.46 -3.88 2.71 0.33
192908 8.18 -9.59 0.13 0.4
192909 -5.47 1.19 -0.65 0.35
192910 -20.12 -4.01 7.78 0.46
192911 -12.74 -1.72 5.05 0.37
192912 1.33 -4.5 -0.54 0.37
193001 5.61 3.55 -0.96 0.14
193002 2.5 0.19 0.2 0.3
193003 7.1 3.41 0.33 0.35
193004 -2.06 -0.35 -0.35 0.21
193005 -1.66 -2.01 -0.73 0.26
193006 -16.27 -3.38 2.33 0.27
193007 4.12 -0.28 -1.75 0.2
193008 0.3 -2.1 -0.61 0.09
193009 -12.75 -2.21 -4.96 0.22
193010 -8.78 -0.12 -1.38 0.09
193011 -3.04 2.23 -3.66 0.13
193012 -7.83 -4.6 -5.25 0.14
193101 6.24 3.45 7.12 0.15
193102 10.88 3.59 1.92 0.04
193103 -6.43 2.98 -3.44 0.13
193104 -9.98 -4.45 -3.82 0.08
193105 -13.24 5.35 -6.57 0.09
193106 13.9 -5.32 11.29 0.08
193107 -6.62 1.42 -2.11 0.06
193108 0.41 -1.95 -1.47 0.03
193109 -29.13 0.54 -6.77 0.03
193110 8.04 -1.87 1.7 0.1
193111 -9.08 4.31 -5.04 0.17
193112 -13.53 -0.55 -8.85 0.12
193201 -1.58 3.93 9.03 0.23
193202 5.46 -2.78 -1.46 0.23
193203 -11.21 2.27 -2.32 0.16
193204 -17.96 1.45 1.43 0.11
193205 -20.51 3.91 -2.98 0.06
193206 -0.7 0.33 5.3 0.02
193207 33.84 -4.59 35.61 0.03
193208 37.06 13.41 34.24 0.03
193209 -2.94 -2.08 -7.36 0.03
193210 -13.17 -2.56 -10.33 0.02
193211 -5.88 2 -13.11 0.02
193212 4.4 -8.64 -7.72 0.01
193301 1.25 0.63 6.36 0.01
193302 -15.24 -2.58 -2.95 -0.03
193303 3.29 3.79 7.54 0.04
193304 38.85 3.07 19.65 0.1
193305 21.43 36.56 19.19 0.04
193306 13.11 8.42 -1.78 0.02
193307 -9.63 -1.05 3.27 0.02
193308 12.05 -5.39 3 0.03
193309 -10.65 -0.4 -11.74 0.02
193310 -8.36 -0.2 -8.57 0.01
193311 9.97 -6.47 2.32 0.02
193312 1.83 0.63 -1.56 0.02
193401 12.6 12.69 15.59 0.05
193402 -2.5 5.1 2 0.02
193403 0.09 2.51 -2.7 0.02
193404 -1.79 2.73 -3.73 0.01
193405 -7.25 -0.29 -5.89 0.01
193406 2.64 -2.23 -2.96 0.01
193407 -10.96 -6.95 -10.7 0.01
193408 5.58 5.37 0.09 0.01
193409 -0.23 -1.52 -1.2 0.01
193410 -1.66 1.24 -5.08 0.01
193411 8.33 6.48 -2.15 0.01
193412 0.36 3.06 -3.14 0.01
193501 -3.45 1.07 -1.9 0.01
193502 -1.94 0.37 -7.44 0.02
193503 -3.68 -3.59 -5.12 0.01
193504 9.06 -1.47 4.47 0.01
193505 3.47 -3.34 2.65 0.01
193506 5.93 -2.57 -1.69 0.01
193507 7.51 1.88 6.93 0.01
193508 2.65 6.2 6.08 0.01
193509 2.63 1.53 -4.07 0.01
193510 7.03 2.72 -2.37 0.01
193511 4.88 4.54 12.06 0.02
193512 4.56 0.17 0.95 0.01
193601 6.89 5.23 10.34 0.01
193602 2.49 0.95 4.51 0.01
193603 0.99 0.69 -1.44 0.02
193604 -8.14 -6.06 -2.15 0.02
193605 5.19 0.91 2.61 0.02
193606 2.4 -3.2 -1.2 0.03
193607 6.67 1 2.4 0.01
193608 0.99 0.6 3.82 0.02
193609 0.98 3.08 0.9 0.01
193610 7.12 -2.43 2.47 0.02
193611 3.27 8.77 -1.21 0.01
193612 0.21 3.96 4.3 0
193701 3.35 4.34 2.61 0.01
193702 1.09 1.05 4.83 0.02
193703 -0.27 -1.69 6.5 0.01
193704 -7.36 -3.83 -3.66 0.03
193705 -0.83 -0.68 -3.48 0.06
193706 -4.21 -3.76 -3.33 0.03
193707 8.91 0.89 0.81 0.03
193708 -4.86 0.44 -2.25 0.02
193709 -13.61 -6.98 -4.57 0.04
193710 -9.61 0.41 -1.55 0.02
193711 -8.31 -3.6 0.15 0.02
193712 -4.24 -7.74 -0.4 0
193801 0.49 4.84 -1.61 0
193802 5.84 0.4 -2.02 0
193803 -23.82 -4.34 -3.54 -0.01
193804 14.51 6.46 0.23 0.01
193805 -3.83 -2.51 -0.27 0
193806 23.87 4.3 0.32 0
193807 7.34 6.64 2.2 -0.01
193808 -2.67 -2.45 -4.72 0
193809 0.81 -2.73 -1.62 0.02
193810 7.8 5.81 5.03 0.01
193811 -1.72 -2.57 -1.22 -0.06
193812 4.19 -1.82 0.53 0
193901 -5.96 -1.55 -3.94 -0.01
193902 3.51 0.63 2.95 0.01
193903 -11.99 -4.75 -8.31 -0.01
193904 -0.18 1.67 -0.3 0
193905 6.8 2.8 0.49 0.01
193906 -5.31 -1.01 -5.42 0.01
193907 10.24 4.32 -0.03 0
193908 -6.68 -4.61 -2.42 -0.01
193909 16.88 20.24 22.22 0.01
193910 -0.53 -0.01 -4.89 0
193911 -3.62 -5.07 -6.46 0
193912 3.03 0.79 -4.06 0
194001 -2.41 0.21 -0.81 0
194002 1.44 2.51 -0.33 0
194003 2.05 1.25 -1.27 0
194004 0.22 3.92 -0.13 0
194005 -21.95 -6.66 -3.69 -0.02
194006 6.67 -2.13 4.62 0
194007 3.16 1.01 -0.74 0.01
194008 2.19 -0.11 0.56 -0.01
194009 2.39 3.22 -1.13 0
194010 3.02 0.28 4.64 0
194011 -1.61 1.94 0.12 0
194012 0.69 -2.15 -0.89 0
194101 -4.17 1 3.83 -0.01
194102 -1.43 -1.56 0.89 -0.01
194103 0.84 0.1 3.04 0.01
194104 -5.46 -1.68 3.41 -0.01
194105 1.39 -0.65 0.6 0
194106 5.83 1.32 0.59 0
194107 5.87 5.71 7.25 0.03
194108 -0.17 -0.42 -1.1 0.01
194109 -0.87 -0.99 -0.28 0.01
194110 -5.25 -2.02 1.63 0
194111 -1.92 -1.21 -0.64 0
194112 -4.87 -2.99 -5.94 0.01
194201 0.79 7.53 10.1 0.02
194202 -2.46 1.72 -1.13 0.01
194203 -6.58 1.77 -0.62 0.01
194204 -4.37 -0.6 2.09 0.01
194205 5.94 -3.05 -2.65 0.03
194206 2.69 -1.22 0.54 0.02
194207 3.51 -0.15 2.4 0.03
194208 1.8 -0.09 1.35 0.03
194209 2.61 0.63 2.35 0.03
194210 6.82 1.75 6.39 0.03
194211 0.15 -1.5 -4.21 0.03
194212 5.12 -2.51 0.58 0.03
194301 7.13 8.8 8.18 0.03
194302 6.15 4.75 6.4 0.03
194303 6.01 4.99 5.48 0.03
194304 0.81 2.05 5.82 0.03
194305 5.74 4.35 3.25 0.03
194306 1.82 -1.02 -0.7 0.03
194307 -4.77 -2.39 -2.29 0.03
194308 1.3 -0.6 -0.43 0.03
194309 2.4 1.29 1.43 0.03
194310 -1.15 0.58 1.64 0.03
194311 -5.91 -1.65 -4.02 0.03
194312 6.36 3.34 3.24 0.03
194401 1.74 2.55 2.16 0.03
194402 0.37 -0.1 0.84 0.03
194403 2.46 1.73 3.43 0.02
194404 -1.69 -1.37 -1.14 0.03
194405 5.07 1.68 1.04 0.03
194406 5.49 4.01 1.75 0.03
194407 -1.49 0.58 -0.42 0.03
194408 1.57 2.33 -1.49 0.03
194409 0.01 0.49 -1.16 0.02
194410 0.16 -0.15 -0.33 0.03
194411 1.71 0.36 2.38 0.03
194412 4.03 2.25 5.91 0.02
194501 2.01 2.46 0.67 0.03
194502 6.23 1.55 4.34 0.02
194503 -3.89 -1.6 -1.74 0.02
194504 7.8 0.32 3.24 0.03
194505 1.73 1.52 0.36 0.03
194506 0.39 3.12 4.21 0.02
194507 -2.17 -1.52 -2.62 0.03
194508 6.2 1.5 -4.27 0.03
194509 4.77 1.7 0.42 0.03
194510 3.89 2.38 2.13 0.03
194511 5.39 4.31 3.96 0.02
194512 1.2 2.1 -2.28 0.03
194601 6.24 3.91 2.48 0.03
194602 -5.83 -0.71 -1.46 0.03
194603 5.87 0.29 -0.54 0.03
194604 4.23 2.35 0.32 0.03
194605 3.93 1.46 1.28 0.03
194606 -3.89 -1.58 -0.39 0.03
194607 -2.69 -2.07 0.07 0.03
194608 -6.44 -1.84 0.55 0.03
194609 -10.17 -4.4 -1.92 0.03
194610 -1.44 0.1 3.46 0.03
194611 -0.01 -0.44 1.47 0.03
194612 4.96 0.08 -1.36 0.03
194701 1.25 2.2 -0.73 0.03
194702 -1.08 0.68 0.15 0.03
194703 -1.67 -1.62 0.61 0.03
194704 -4.8 -3.96 0.85 0.03
194705 -0.97 -3.26 0.33 0.03
194706 5.29 -0.3 -0.59 0.03
194707 4.14 1.43 2.82 0.03
194708 -1.74 0.32 0.18 0.03
194709 -0.54 1.64 1.36 0.06
194710 2.47 0.51 0.07 0.06
194711 -1.97 -1.71 1.1 0.06
194712 3 -2.46 3.71 0.08
194801 -3.93 2.5 1.39 0.07
194802 -4.38 -1.72 0.07 0.07
194803 8.07 0.14 4.5 0.09
194804 3.65 -1.65 4.11 0.08
194805 7.3 0.91 -1.27 0.08
194806 -0.1 -1.82 2.81 0.09
194807 -5.09 -0.33 0.14 0.08
194808 0.25 -1.11 0.28 0.09
194809 -2.97 -1.23 -1.71 0.04
194810 5.96 -1.5 0.58 0.04
194811 -9.3 -0.6 -4.13 0.04
194812 3.26 -2.82 -1.94 0.04
194901 0.23 1.77 1.23 0.1
194902 -2.93 -1.9 -0.86 0.09
194903 4.04 2.5 1.29 0.1
194904 -1.87 -0.89 -1.13 0.09
194905 -2.94 -0.79 -2.37 0.1
194906 0.1 -0.91 -1.65 0.1
194907 5.54 0.55 0.37 0.09
194908 2.6 0.2 -0.55 0.09
194909 3.09 1 0.19 0.09
194910 3.14 1.04 -0.48 0.09
194911 1.82 -1.02 -0.96 0.08
194912 5.13 2.06 1.77 0.09
195001 1.7 3.33 0.12 0.09
195002 1.48 0.03 -0.79 0.09
195003 1.26 -1.44 -2.81 0.1
195004 3.94 1.94 1.3 0.09
195005 4.31 -2.1 0.46 0.1
195006 -5.94 -2.34 -0.7 0.1
195007 1.36 0.69 13.56 0.1
195008 4.85 0.76 -1.5 0.1
195009 4.81 0.49 -1.07 0.1
195010 -0.18 -0.47 1.3 0.12
195011 2.76 -0.89 3.33 0.11
195012 5.54 1.47 7.36 0.11
195101 5.7 1.76 3.64 0.13
195102 1.41 0.08 -2.85 0.1
195103 -2.15 -0.77 -4.1 0.11
195104 4.86 -1.45 3.27 0.13
195105 -2.34 0 -1.37 0.12
195106 -2.62 -2.06 -3.75 0.12
195107 6.94 -1.99 2.06 0.13
195108 4.27 0.99 -0.13 0.13
195109 0.7 1.87 0.63 0.12
195110 -2.53 -0.22 0.23 0.16
195111 0.57 -0.32 -0.06 0.11
195112 3.33 -2.26 -1.59 0.12
195201 1.45 -0.61 1.55 0.15
195202 -2.62 0.82 -0.61 0.12
195203 4.44 -2.99 2.17 0.11
195204 -4.97 0.46 -0.1 0.12
195205 3.2 -1 0.04 0.13
195206 3.83 -1.64 1.24 0.15
195207 0.91 -0.4 -0.35 0.15
195208 -0.76 1.15 0.01 0.15
195209 -2.03 1.11 -1.52 0.16
195210 -0.66 -1.05 -0.46 0.14
195211 5.94 -0.72 0.97 0.1
195212 2.93 -1.48 0.19 0.16
195301 -0.34 3.61 1.32 0.16
195302 -0.27 2.15 -0.09 0.14
195303 -1.43 -0.22 -0.85 0.18
195304 -2.83 0.3 1.57 0.16
195305 0.52 -0.07 0.23 0.17
195306 -1.89 -1.87 -0.47 0.18
195307 2.4 -1 -0.22 0.15
195308 -4.52 0.29 -3.53 0.17
195309 0.2 -0.84 -2.44 0.16
195310 4.6 -1.35 -0.25 0.13
195311 2.83 -1.3 -0.15 0.08
195312 0.03 -0.85 -2.84 0.13
195401 5.13 0.48 3.44 0.11
195402 1.67 -0.19 -0.29 0.07
195403 3.65 -0.54 -1.5 0.08
195404 4.27 -3.44 -0.34 0.09
195405 3.09 0.41 2.45 0.05
195406 1.07 0.38 0.01 0.06
195407 4.99 1.06 4.13 0.05
195408 -2.34 2.69 -1.38 0.05
195409 6.39 -2.53 0.68 0.09
195410 -1.67 0.62 0.67 0.07
195411 9.38 -2.62 4.4 0.06
195412 5.48 2.12 5.66 0.08
195501 0.6 0.36 2.14 0.08
195502 3.02 1.59 0.58 0.09
195503 -0.16 -0.74 1.97 0.1
195504 3.11 -1.62 0.68 0.1
195505 0.93 -0.28 -0.96 0.14
195506 6.55 -4.65 1.84 0.1
195507 1.9 -1.17 0.35 0.1
195508 0.21 -0.44 0.72 0.16
195509 -0.36 0.35 -0.99 0.16
195510 -2.68 1.48 -0.15 0.18
195511 7.03 -2.22 0.33 0.17
195512 1.49 2.16 -2.3 0.18
195601 -3.03 0.37 0.95 0.22
195602 3.77 -0.98 -0.43 0.19
195603 6.64 -2.09 -0.46 0.15
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199507 3.72 2.07 -1.62 0.45
199508 0.55 1.35 2.79 0.47
199509 3.35 -2.2 -0.04 0.43
199510 -1.52 -3.78 -0.5 0.47
199511 3.96 -1.09 0.51 0.42
199512 1.03 0.7 0.22 0.49
199601 2.26 -2.73 0.38 0.43
199602 1.33 1.79 -1.08 0.39
199603 0.73 1.49 0.35 0.39
199604 2.06 5.23 -4.02 0.46
199605 2.36 3.17 -0.83 0.42
199606 -1.14 -4.01 2.35 0.4
199607 -5.97 -4.31 5.14 0.45
199608 2.77 2.44 -0.74 0.41
199609 5.01 -0.98 -2.72 0.44
199610 0.86 -4.44 4.94 0.42
199611 6.25 -4.02 1.39 0.41
199612 -1.7 3.16 1.31 0.46
199701 4.99 -1.95 -1.42 0.45
199702 -0.49 -3.22 5.67 0.39
199703 -5.03 -0.36 3.39 0.43
199704 4.04 -5.77 0.07 0.43
199705 6.74 5.19 -4.13 0.49
199706 4.1 1.22 1.58 0.37
199707 7.33 -2.74 0.26 0.43
199708 -4.15 7.28 1.18 0.41
199709 5.35 2.53 0.37 0.44
199710 -3.8 -0.73 2.27 0.42
199711 2.98 -5.12 1.2 0.39
199712 1.32 -2.48 3.84 0.48
199801 0.15 -1.07 -1.63 0.43
199802 7.04 0.32 -0.85 0.39
199803 4.76 -1.14 1.39 0.39
199804 0.73 0.07 0.94 0.43
199805 -3.07 -3.38 3.44 0.4
199806 3.18 -3.21 -1.96 0.41
199807 -2.46 -4.91 -1.78 0.4
199808 -16.08 -5.69 3.53 0.43
199809 6.15 0.09 -3.42 0.46
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199811 6.1 1.23 -3.25 0.31
199812 6.16 -0.5 -4.19 0.38
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199902 -4.08 -6.08 1.92 0.35
199903 3.45 -3.8 -2.74 0.43
199904 4.33 3.91 2.46 0.37
199905 -2.46 3.34 2.35 0.34
199906 4.77 3.1 -3.19 0.4
199907 -3.49 2.6 -0.44 0.38
199908 -1.38 -0.94 -1.87 0.39
199909 -2.79 3.41 -3.49 0.39
199910 6.12 -6.64 -3.37 0.39
199911 3.37 7.21 -6.12 0.36
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200001 -4.74 5.77 -1.88 0.41
200002 2.45 21.36 -9.59 0.43
200003 5.2 -17.2 8.13 0.47
200004 -6.4 -6.68 7.26 0.46
200005 -4.42 -6.05 4.75 0.5
200006 4.64 12.84 -8.42 0.4
200007 -2.51 -3.07 8.31 0.48
200008 7.03 -0.61 -1.39 0.5
200009 -5.45 -1.82 7.17 0.51
200010 -2.76 -3.88 5.71 0.56
200011 -10.72 -3.41 12.3 0.51
200012 1.19 0.73 7.61 0.5
200101 3.13 6.68 -5.07 0.54
200102 -10.05 -0.78 12.47 0.38
200103 -7.26 0.25 6.42 0.42
200104 7.94 0.55 -4.67 0.39
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200106 -1.94 6.24 -1.12 0.28
200107 -2.13 -4.19 5.21 0.3
200108 -6.46 2.48 2.31 0.31
200109 -9.25 -6.23 1.45 0.28
200110 2.46 7.48 -7.65 0.22
200111 7.54 -0.47 2.21 0.17
200112 1.6 4.74 0.84 0.15
200201 -1.44 1.19 3.44 0.14
200202 -2.29 -1.01 2.16 0.13
200203 4.24 4.21 1.06 0.13
200204 -5.2 5.96 3.88 0.15
200205 -1.38 -3.21 1.53 0.14
200206 -7.21 4.29 -0.05 0.13
200207 -8.18 -5.28 -3.85 0.15
200208 0.5 -2.86 3.28 0.14
200209 -10.35 2.4 1.47 0.14
200210 7.84 -3.41 -3.95 0.14
200211 5.96 3.18 -1.23 0.12
200212 -5.76 0.09 2.14 0.11
200301 -2.57 1.33 -0.83 0.1
200302 -1.88 -0.45 -1.39 0.09
200303 1.09 1.02 -1.93 0.1
200304 8.22 0.63 1.14 0.1
200305 6.05 4.67 0.4 0.09
200306 1.42 1.74 0.11 0.1
200307 2.35 5.06 -1.24 0.07
200308 2.34 2.59 1.53 0.07
200309 -1.24 0.8 0.16 0.08
200310 6.08 2.7 1.97 0.07
200311 1.35 2.08 1.78 0.07
200312 4.29 -2.68 1.6 0.08
200401 2.15 2.55 2.49 0.07
200402 1.4 -1.58 0.9 0.06
200403 -1.32 1.72 0.27 0.09
200404 -1.83 -1.68 -3.1 0.08
200405 1.17 -0.2 -0.25 0.06
200406 1.86 2.26 1.18 0.08
200407 -4.06 -3.81 3.24 0.1
200408 0.08 -1.48 0.97 0.11
200409 1.6 3.01 0 0.11
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200411 4.54 3.74 1.41 0.15
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200503 -1.97 -1.4 2.04 0.21
200504 -2.61 -3.94 0.07 0.21
200505 3.65 2.89 -0.64 0.24
200506 0.57 2.58 2.83 0.23
200507 3.92 2.91 -0.79 0.24
200508 -1.22 -0.97 1.32 0.3
200509 0.49 -0.65 0.71 0.29
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200511 3.61 0.99 -1.16 0.31
200512 -0.25 -0.42 0.2 0.32
200601 3.04 5.39 1.08 0.35
200602 -0.3 -0.38 -0.34 0.34
200603 1.46 3.44 0.6 0.37
200604 0.73 -1.42 2.34 0.36
200605 -3.57 -2.96 2.41 0.43
200606 -0.35 -0.39 0.85 0.4
200607 -0.78 -3.98 2.6 0.4
200608 2.03 1.03 -2.06 0.42
200609 1.84 -1.36 0.08 0.41
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200611 1.71 0.7 0.14 0.42
200612 0.87 -1.14 2.73 0.4
200701 1.4 0.13 -0.68 0.44
200702 -1.96 1.19 -0.14 0.38
200703 0.68 0.16 -0.97 0.43
200704 3.49 -2.16 -1.45 0.44
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200706 -1.96 0.74 -1.05 0.4
200707 -3.73 -2.61 -3.71 0.4
200708 0.92 -0.12 -1.86 0.42
200709 3.22 -2.23 -2.21 0.32
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200711 -4.83 -2.93 -0.94 0.34
200712 -0.87 0.13 -0.55 0.27
200801 -6.36 -1.03 3.97 0.21
200802 -3.09 -0.43 -0.84 0.13
200803 -0.93 0.71 0.3 0.17
200804 4.6 -1.72 -0.94 0.18
200805 1.86 2.96 -1.43 0.18
200806 -8.44 1.23 -2.71 0.17
200807 -0.77 2.61 5.42 0.15
200808 1.53 3.6 1.59 0.13
200809 -9.24 -1.23 5.91 0.15
200810 -17.23 -2.6 -2.3 0.08
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200901 -8.12 0.07 -11.29 0
200902 -10.1 0.05 -6.95 0.01
200903 8.95 0.03 3.47 0.02
200904 10.18 5.4 5.36 0.01
200905 5.21 -2.52 0.28 0
200906 0.43 2.63 -2.73 0.01
200907 7.72 1.87 4.83 0.01
200908 3.33 -1.08 7.63 0.01
200909 4.08 2.43 1.05 0.01
200910 -2.59 -4.35 -4.21 0
200911 5.56 -2.4 -0.34 0
200912 2.75 6.05 -0.17 0.01
201001 -3.36 0.4 0.43 0
201002 3.4 1.19 3.23 0
201003 6.31 1.48 2.21 0.01
201004 2 4.87 2.89 0.01
201005 -7.89 0.09 -2.44 0.01
201006 -5.57 -1.82 -4.7 0.01
201007 6.93 0.2 -0.31 0.01
201008 -4.77 -3 -1.9 0.01
201009 9.54 3.96 -3.16 0.01
201010 3.88 1.14 -2.43 0.01
201011 0.6 3.77 -0.96 0.01
201012 6.82 0.73 3.7 0.01
201101 1.99 -2.5 0.83 0.01
201102 3.49 1.53 1.27 0.01
201103 0.46 2.54 -1.83 0.01
201104 2.9 -0.38 -2.43 0
201105 -1.27 -0.59 -2.12 0
201106 -1.75 -0.12 -0.42 0
201107 -2.35 -1.26 -0.9 0
201108 -5.99 -3.05 -2.36 0.01
201109 -7.59 -3.31 -1.72 0
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201111 -0.28 -0.16 -0.46 0
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201201 5.05 2.04 -0.97 0
201202 4.42 -1.85 0.43 0
201203 3.11 -0.64 1.14 0
201204 -0.85 -0.42 -0.78 0
201205 -6.19 0.07 -1.07 0.01
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201207 0.79 -2.74 -0.02 0
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201209 2.73 0.5 1.6 0.01
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201302 1.29 -0.27 0.11 0
201303 4.03 0.81 -0.19 0
201304 1.55 -2.37 0.45 0
201305 2.8 1.7 2.63 0
201306 -1.2 1.33 0.03 0
201307 5.65 1.87 0.57 0
201308 -2.71 0.27 -2.69 0
201309 3.77 2.88 -1.22 0
201310 4.18 -1.53 1.25 0
201311 3.13 1.29 0.32 0
201312 2.81 -0.46 -0.02 0
201401 -3.32 0.89 -2.07 0
201402 4.65 0.35 -0.31 0
201403 0.43 -1.81 4.93 0
201404 -0.19 -4.19 1.17 0
201405 2.06 -1.88 -0.13 0
201406 2.61 3.09 -0.7 0
201407 -2.04 -4.29 0.03 0
201408 4.24 0.4 -0.45 0
201409 -1.97 -3.71 -1.34 0
201410 2.52 4.21 -1.81 0
201411 2.55 -2.06 -3.09 0
201412 -0.06 2.49 2.27 0
201501 -3.11 -0.56 -3.58 0
201502 6.13 0.63 -1.86 0
201503 -1.12 3.04 -0.37 0
201504 0.59 -3.06 1.82 0
201505 1.36 0.93 -1.14 0
201506 -1.53 2.91 -0.79 0
201507 1.54 -4.17 -4.13 0
201508 -6.04 0.33 2.77 0
201509 -3.07 -2.62 0.56 0
201510 7.75 -1.88 -0.46 0
201511 0.56 3.6 -0.42 0
201512 -2.17 -2.84 -2.61 0.01
201601 -5.77 -3.42 2.09 0.01
201602 -0.07 0.73 -0.57 0.02
201603 6.96 0.82 1.19 0.02
201604 0.91 0.76 3.28 0.01
201605 1.78 -0.17 -1.66 0.01
201606 -0.05 0.61 -1.48 0.02
201607 3.95 2.49 -1.32 0.02
201608 0.49 1.15 3.18 0.02
201609 0.25 2.12 -1.24 0.02
201610 -2.02 -4.4 4.09 0.02
201611 4.86 5.71 8.21 0.01
201612 1.82 0.1 3.53 0.03
201701 1.94 -1.19 -2.75 0.04
201702 3.57 -2.05 -1.67 0.04
201703 0.17 1.14 -3.35 0.03
201704 1.09 0.73 -2.13 0.05
201705 1.06 -2.57 -3.78 0.06
201706 0.78 2.25 1.48 0.06
201707 1.87 -1.51 -0.31 0.07
201708 0.16 -1.67 -2.09 0.09
201709 2.51 4.47 3.14 0.09
201710 2.25 -1.94 0.2 0.09
201711 3.12 -0.55 -0.03 0.08
201712 1.06 -1.32 0.06 0.09
201801 5.57 -3.13 -1.29 0.12
201802 -3.65 0.25 -1.04 0.11
201803 -2.35 4.06 -0.21 0.11
201804 0.28 1.13 0.54 0.14
201805 2.65 5.25 -3.2 0.14
201806 0.48 1.14 -2.34 0.14
201807 3.19 -2.22 0.47 0.16
201808 3.44 1.14 -3.94 0.16
201809 0.06 -2.27 -1.7 0.15
201810 -7.68 -4.78 3.4 0.19
201811 1.69 -0.68 0.3 0.18
201812 -9.57 -2.38 -1.84 0.2
201901 8.4 2.9 -0.46 0.21
201902 3.4 2.05 -2.67 0.18
201903 1.1 -3.05 -4.17 0.19
201904 3.97 -1.74 2.15 0.21
201905 -6.94 -1.32 -2.37 0.21
201906 6.93 0.29 -0.71 0.18
201907 1.19 -1.93 0.48 0.19
201908 -2.58 -2.38 -4.78 0.16
201909 1.43 -0.96 6.75 0.18
201910 2.06 0.29 -1.91 0.16
201911 3.87 0.77 -2.02 0.12
201912 2.77 0.73 1.75 0.14
202001 -0.11 -3.11 -6.25 0.13
202002 -8.13 1.07 -3.81 0.12
202003 -13.39 -4.83 -13.87 0.13
202004 13.65 2.45 -1.33 0
202005 5.58 2.47 -4.88 0.01
202006 2.46 2.69 -2.2 0.01
202007 5.77 -2.33 -1.41 0.01
202008 7.63 -0.22 -2.97 0.01
202009 -3.63 0.02 -2.71 0.01
202010 -2.1 4.38 4.25 0.01
202011 12.47 5.8 2.09 0.01
202012 4.63 4.89 -1.51 0.01
202101 -0.03 7.36 3.01 0.01
202102 2.78 2.05 7.15 0
202103 3.08 -2.37 7.39 0
202104 4.93 -3.19 -0.95 0
202105 0.29 -0.25 7.09 0
202106 2.75 1.68 -7.87 0
202107 1.27 -3.97 -1.78 0
202108 2.91 -0.42 -0.15 0
202109 -4.37 0.71 5.08 0
202110 6.65 -2.35 -0.49 0
202111 -1.55 -1.32 -0.45 0
202112 3.1 -1.67 3.26 0.01
202201 -6.25 -5.94 12.75 0
202202 -2.29 2.19 3.08 0
202203 3.05 -1.61 -1.81 0.01
202204 -9.46 -1.39 6.17 0.01
202205 -0.34 -1.83 8.39 0.03
202206 -8.43 2.1 -5.97 0.06
202207 9.57 2.81 -4.05 0.08
202208 -3.77 1.4 0.29 0.19
202209 -9.35 -0.81 0.05 0.19
202210 7.83 0.06 8.01 0.23
202211 4.6 -3.52 1.38 0.29
202212 -6.41 -0.69 1.37 0.33
202301 6.65 5.01 -4.01 0.35
202302 -2.58 1.17 -0.81 0.34
202303 2.51 -5.51 -8.85 0.36
202304 0.61 -3.35 -0.04 0.35
202305 0.35 1.61 -7.72 0.36
202306 6.46 1.54 -0.26 0.4
202307 3.21 2.08 4.11 0.45
202308 -2.39 -3.16 -1.06 0.45
202309 -5.24 -2.51 1.52 0.43
202310 -3.19 -3.88 0.18 0.47
202311 8.84 -0.02 1.64 0.44
202312 4.87 6.34 4.93 0.43
 #DIV/0! #DIV/0! #DIV/0! #DIV/0!
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