Question
Based on your estimated regression model, what is the predicted value of the excess return on the portfolio of stocks when the excess return on
Based on your estimated regression model, what is the predicted value of the excess return on the portfolio of stocks when the excess return on the market portfolio is 2.1%. Show your calculations/working in your answer.
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Estimated regression Model
0.9373 R-squared
R2 corrected 0.9371, S2 corrected 112.578
Log Probability -15.8602
1729.89 F-statistic
F-statistic probability: 0.0000
Y is a dependent variable.Â
The least squares method
Typical: 1 10Â
10 observations are included.
Coefficient Standard Error T-Statistic ProbabilityÂ
C 112.5777 7.95845 14.1640 0.0000Â
constant 38.9759, 8.6369, and 336.3951 in 0.0000
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date | rp | rm | RF | SMB | HML | MOM |
Jan-85 | 8.97 | 8.64 | 0.65 | 3.3 | -5.33 | -6.82 |
Feb-85 | 1.58 | 1.8 | 0.58 | 0.8 | -0.1 | 1.88 |
Mar-85 | -0.37 | -0.22 | 0.62 | -1.07 | 4.07 | 1.58 |
Apr-85 | -1.04 | -0.24 | 0.72 | 0.15 | 3.72 | 3.04 |
May-85 | 5.87 | 5.75 | 0.66 | -2.22 | -0.94 | 3.99 |
Jun-85 | 1.97 | 1.82 | 0.55 | 0.56 | 0.47 | 3.57 |
Jul-85 | 0.12 | -0.12 | 0.62 | 2.85 | -1.6 | -3.91 |
Aug-85 | 0.22 | -0.47 | 0.55 | -0.31 | 2.28 | 1.85 |
Sep-85 | -3.53 | -3.94 | 0.6 | -1.59 | 1.29 | 1.51 |
Oct-85 | 5.13 | 4.67 | 0.65 | -1.51 | 0.75 | 4.88 |
Nov-85 | 7.46 | 7.09 | 0.61 | 0.25 | -2.84 | -0.47 |
Dec-85 | 3.24 | 4.53 | 0.65 | -0.51 | -1.54 | -0.23 |
Jan-86 | 1.96 | 1.21 | 0.56 | 1.21 | 0.44 | 3 |
Feb-86 | 8.15 | 7.66 | 0.53 | -0.56 | -0.77 | 2.76 |
Mar-86 | 5.57 | 5.48 | 0.6 | -0.58 | -0.37 | 2.41 |
Apr-86 | -0.92 | -0.79 | 0.52 | 2.78 | -2.86 | -0.36 |
May-86 | 5.16 | 5.11 | 0.49 | -1.35 | -0.21 | 2.05 |
Jun-86 | 0.82 | 1.55 | 0.52 | -0.95 | 1.3 | 5.07 |
Jul-86 | -6.21 | -5.93 | 0.52 | -3.36 | 4.7 | 1.85 |
Aug-86 | 8.02 | 6.53 | 0.46 | -4.17 | 3.51 | -5.28 |
Sep-86 | -6.74 | -8.15 | 0.45 | 2.36 | 3.22 | -5.79 |
Oct-86 | 4.65 | 5.12 | 0.46 | -2.5 | -1.42 | 4.46 |
Nov-86 | 0.65 | 1.56 | 0.39 | -1.91 | -0.07 | -0.26 |
Dec-86 | -2.55 | -2.78 | 0.49 | 0.13 | 0.36 | 0.35 |
Jan-87 | 11.80 | 12.89 | 0.42 | -1.81 | -3.16 | 2.2 |
Feb-87 | 5.86 | 4.82 | 0.43 | 3.49 | -5.91 | -2.07 |
Mar-87 | 1.00 | 2.11 | 0.47 | 0.45 | 1.61 | 1.68 |
Apr-87 | -2.30 | -1.67 | 0.44 | -1.69 | -0.39 | 0.22 |
May-87 | -0.36 | 0.49 | 0.38 | -0.5 | 0.23 | -0.74 |
Jun-87 | 5.01 | 4.42 | 0.48 | -2.12 | 1.04 | -0.25 |
Jul-87 | 3.98 | 4.31 | 0.46 | -0.66 | 0.73 | 2.66 |
Aug-87 | 4.21 | 3.99 | 0.47 | -0.77 | -0.95 | -0.86 |
Sep-87 | -2.03 | -2.14 | 0.45 | 0.56 | 0.3 | 0.77 |
Oct-87 | -23.62 | -22.64 | 0.6 | -8.4 | 4.23 | -7.86 |
Nov-87 | -5.65 | -7.42 | 0.35 | 2.75 | 2.96 | -1.17 |
Dec-87 | 8.38 | 7.2 | 0.39 | 0.12 | -4.39 | 5.87 |
Jan-88 | 5.72 | 4.5 | 0.29 | -0.76 | 4.95 | -7.27 |
Feb-88 | 6.94 | 5.21 | 0.46 | 3.34 | -1.69 | -1.47 |
Mar-88 | -1.01 | -1.83 | 0.44 | 6.14 | 0.74 | 0.58 |
Apr-88 | 0.88 | 1.02 | 0.46 | 0.98 | 1.63 | 2.24 |
May-88 | 0.19 | 0.22 | 0.51 | -2.61 | 2.42 | 0.63 |
Jun-88 | 7.04 | 5.28 | 0.49 | 2.1 | -1.22 | -2.93 |
Jul-88 | -1.03 | -0.74 | 0.51 | -0.26 | 2.17 | 0.65 |
Aug-88 | -1.76 | -2.72 | 0.59 | 0.04 | 2.1 | 0.35 |
Sep-88 | 3.74 | 3.92 | 0.62 | -1.3 | -0.75 | 0.27 |
Oct-88 | 1.19 | 1.76 | 0.61 | -2.92 | 1.69 | 1.33 |
Nov-88 | -2.77 | -1.72 | 0.57 | -1.71 | 1.3 | 0.33 |
Dec-88 | 2.35 | 2.12 | 0.63 | 1.97 | -1.61 | 0.49 |
Jan-89 | 5.66 | 6.65 | 0.55 | -2.22 | 0.62 | -0.16 |
Feb-89 | -0.54 | -1.64 | 0.61 | 2.82 | 0.93 | 0.99 |
Mar-89 | 2.08 | 2.24 | 0.67 | 0.67 | 0.54 | 3.51 |
Apr-89 | 4.85 | 5 | 0.67 | -0.68 | -1.4 | 1.77 |
May-89 | 3.90 | 4.14 | 0.79 | -0.05 | -0.87 | 1.52 |
Jun-89 | -0.82 | -0.64 | 0.71 | -1.02 | 2.23 | 0.43 |
Jul-89 | 6.59 | 7.9 | 0.7 | -4.16 | -2.79 | 5.39 |
Aug-89 | 4.18 | 2.18 | 0.74 | 0.56 | 0.6 | -0.12 |
Sep-89 | -1.66 | -0.11 | 0.65 | 0.32 | -1.27 | 3.4 |
Oct-89 | -5.38 | -2.99 | 0.68 | -3.24 | -1.11 | 1.32 |
Nov-89 | 0.85 | 1.72 | 0.69 | -1.24 | -1.09 | 2.6 |
Dec-89 | 0.99 | 1.77 | 0.61 | -2.37 | 0.16 | 2.8 |
Jan-90 | -7.40 | -7.28 | 0.57 | -1.25 | 0.85 | -3.27 |
Feb-90 | 2.04 | 1.68 | 0.57 | 0.97 | 0.64 | -0.54 |
Mar-90 | 1.65 | 2.47 | 0.64 | 1.46 | -2.92 | 1.8 |
Apr-90 | -4.75 | -2.67 | 0.69 | -0.45 | -2.59 | 2.39 |
May-90 | 8.49 | 9.1 | 0.68 | -2.56 | -3.83 | 3.03 |
Jun-90 | -2.09 | -0.46 | 0.63 | 1.36 | -1.93 | 2.4 |
Jul-90 | -2.47 | -1.22 | 0.68 | -3.09 | -0.04 | 6.14 |
Aug-90 | -9.86 | -9.49 | 0.66 | -3.56 | 1.6 | 1.88 |
Sep-90 | -7.61 | -5.52 | 0.6 | -3.67 | 0.61 | 5.78 |
Oct-90 | -3.93 | -1.24 | 0.68 | -5.53 | 0 | 6.71 |
Nov-90 | 10.01 | 6.92 | 0.57 | 0.45 | -2.97 | -5.48 |
Dec-90 | 4.41 | 3.06 | 0.6 | 0.82 | -1.63 | 0.29 |
Jan-91 | 6.64 | 5.21 | 0.52 | 3.83 | -1.57 | -6.45 |
Feb-91 | 8.64 | 7.67 | 0.48 | 3.99 | -0.63 | -4.61 |
Mar-91 | 2.27 | 3.09 | 0.44 | 3.9 | -1.3 | 2.87 |
Apr-91 | 2.09 | 0.25 | 0.53 | 0.48 | 1.45 | -2.36 |
May-91 | 5.28 | 4.12 | 0.47 | -0.4 | -0.49 | -0.11 |
Jun-91 | -4.84 | -4.52 | 0.42 | 0.15 | 1.07 | 0.47 |
Jul-91 | 3.89 | 4.73 | 0.49 | -0.91 | -1.32 | 4.22 |
Aug-91 | 2.76 | 2.78 | 0.46 | 1.59 | -0.78 | 1.57 |
Sep-91 | -0.21 | -1.13 | 0.46 | 1.64 | -1.07 | 1.79 |
Oct-91 | 2.00 | 1.71 | 0.42 | 0.81 | -0.46 | 3.06 |
Nov-91 | -4.30 | -3.8 | 0.39 | -0.5 | -1.88 | 1.14 |
Dec-91 | 8.72 | 11.22 | 0.38 | -2.24 | -4.18 | 8.19 |
Jan-92 | 1.44 | -0.25 | 0.34 | 8.46 | 4.7 | -2.49 |
Feb-92 | 2.57 | 1.37 | 0.28 | 0.87 | 6.47 | -0.53 |
Mar-92 | -1.39 | -2.32 | 0.34 | -1.04 | 3.55 | -0.29 |
Apr-92 | 1.80 | 1.39 | 0.32 | -6.06 | 4.32 | -2.58 |
May-92 | 1.13 | 0.58 | 0.28 | 0.41 | 1.19 | 0.21 |
Jun-92 | -1.94 | -2.02 | 0.32 | -3.07 | 3.25 | -0.58 |
Jul-92 | 4.67 | 4.08 | 0.31 | -0.51 | -0.55 | 1.59 |
Aug-92 | -2.29 | -2.12 | 0.26 | -0.14 | -1.08 | -0.51 |
Sep-92 | 1.70 | 1.45 | 0.26 | 0.49 | -0.23 | 1.5 |
Oct-92 | 1.02 | 1.25 | 0.23 | 2.1 | -1.98 | 2.48 |
Nov-92 | 4.05 | 4.36 | 0.23 | 3.79 | -1.42 | -0.15 |
Dec-92 | 3.45 | 1.81 | 0.28 | 1.67 | 2.65 | 4.32 |
Jan-93 | 2.41 | 1.16 | 0.23 | 1.85 | 5.95 | 4.84 |
Feb-93 | 2.45 | 0.34 | 0.22 | -3.49 | 6.44 | 3.14 |
Mar-93 | 3.80 | 2.55 | 0.25 | 0.23 | 1.19 | 3.73 |
Apr-93 | -1.24 | -2.81 | 0.24 | -0.68 | 2.48 | 0.38 |
May-93 | 2.48 | 3.11 | 0.22 | 2.08 | -3.5 | 0.22 |
Jun-93 | 1.22 | 0.56 | 0.25 | -0.26 | 2.72 | 4.55 |
Jul-93 | 0.95 | -0.1 | 0.24 | 0.9 | 2.82 | 3.19 |
Aug-93 | 3.95 | 3.96 | 0.25 | 0.14 | 0.14 | 2.65 |
Sep-93 | 0.30 | 0.14 | 0.26 | 2.98 | -0.35 | 3.37 |
Oct-93 | -0.20 | 1.63 | 0.22 | 2.03 | -2.78 | -2.72 |
Nov-93 | -2.37 | -1.64 | 0.25 | -1.13 | -0.66 | -4.73 |
Dec-93 | 3.59 | 1.88 | 0.23 | 1.2 | 0.27 | 2.36 |
Jan-94 | 3.76 | 3.12 | 0.25 | 0.51 | 1.28 | 0 |
Feb-94 | -1.39 | -2.34 | 0.21 | 2.8 | -1.56 | -0.3 |
Mar-94 | -4.15 | -4.51 | 0.27 | -1.14 | 1.55 | -1.27 |
Apr-94 | 1.55 | 0.95 | 0.27 | -0.92 | 1.66 | 0.39 |
May-94 | 0.86 | 0.89 | 0.31 | -2.12 | 0.7 | -2.19 |
Jun-94 | -1.30 | -2.72 | 0.31 | -0.4 | 1.67 | -0.87 |
Jul-94 | 3.28 | 3.1 | 0.28 | -1.76 | 0.57 | 0.1 |
Aug-94 | 3.79 | 4.38 | 0.37 | 1.43 | -2.5 | 1.55 |
Sep-94 | -2.53 | -1.94 | 0.37 | 3.11 | -1.84 | 1.31 |
Oct-94 | 0.97 | 1.72 | 0.38 | -2.26 | -1.63 | 1.49 |
Nov-94 | -4.00 | -3.67 | 0.37 | 0.31 | -0.73 | -0.18 |
Dec-94 | 1.26 | 1.3 | 0.44 | 0.19 | -0.09 | 3.48 |
Jan-95 | 1.94 | 2.22 | 0.42 | -3.44 | 2.51 | -1.81 |
Feb-95 | 4.37 | 4.03 | 0.4 | -0.66 | 1.09 | -0.39 |
Mar-95 | 2.29 | 2.65 | 0.46 | -0.21 | -2.08 | 0.43 |
Apr-95 | 2.04 | 2.55 | 0.44 | -0.49 | 1.7 | 1.79 |
May-95 | 3.19 | 3.44 | 0.54 | -2.52 | 2.27 | -0.42 |
Jun-95 | 2.58 | 3.19 | 0.47 | 3.15 | -2.54 | 2.93 |
Jul-95 | 4.26 | 4.17 | 0.45 | 2.06 | -1.59 | 2.57 |
Aug-95 | 1.41 | 1.02 | 0.47 | 1.36 | 2.81 | 0.16 |
Sep-95 | 2.32 | 3.78 | 0.43 | -2.2 | -0.05 | 2.91 |
Oct-95 | -2.06 | -1.05 | 0.47 | -3.8 | -0.51 | 4.16 |
Nov-95 | 4.60 | 4.38 | 0.42 | -1.11 | 0.58 | -0.68 |
Dec-95 | 1.32 | 1.52 | 0.49 | 0.72 | 0.18 | 2.52 |
Jan-96 | 2.09 | 2.69 | 0.43 | -2.73 | 0.4 | 0.54 |
Feb-96 | 1.56 | 1.72 | 0.39 | 1.78 | -1.07 | 0.59 |
Mar-96 | 2.36 | 1.12 | 0.39 | 1.51 | 0.36 | -1.84 |
Apr-96 | 3.01 | 2.52 | 0.46 | 5.22 | -4.05 | -0.88 |
May-96 | 1.19 | 2.78 | 0.42 | 3.18 | -0.89 | 1.54 |
Jun-96 | -0.79 | -0.74 | 0.4 | -3.99 | 2.38 | 0.98 |
Jul-96 | -5.17 | -5.52 | 0.45 | -4.31 | 5.14 | -0.17 |
Aug-96 | 4.96 | 3.18 | 0.41 | 2.46 | -0.74 | 0.01 |
Sep-96 | 3.74 | 5.45 | 0.44 | -0.98 | -2.7 | 2.7 |
Oct-96 | 1.85 | 1.28 | 0.42 | -4.44 | 4.94 | 3.79 |
Nov-96 | 6.54 | 6.66 | 0.41 | -4.05 | 1.39 | -2.37 |
Dec-96 | -0.55 | -1.24 | 0.46 | 3.17 | 1.32 | 0.63 |
Jan-97 | 3.13 | 5.43 | 0.45 | -1.93 | -1.46 | 1.95 |
Feb-97 | 0.89 | -0.1 | 0.39 | -3.2 | 5.69 | -2.13 |
Mar-97 | -2.96 | -4.59 | 0.43 | -0.35 | 3.4 | 0.9 |
Apr-97 | 2.89 | 4.47 | 0.43 | -5.78 | 0.07 | 4.86 |
May-97 | 6.67 | 7.23 | 0.49 | 5.19 | -4.12 | -5.17 |
Jun-97 | 4.21 | 4.47 | 0.37 | 1.24 | 1.59 | 2.6 |
Jul-97 | 7.66 | 7.76 | 0.43 | -2.73 | 0.29 | 3.79 |
Aug-97 | -0.66 | -3.74 | 0.41 | 7.31 | 1.2 | -2.56 |
Sep-97 | 6.09 | 5.79 | 0.44 | 2.53 | 0.38 | 1.47 |
Oct-97 | -3.61 | -3.38 | 0.42 | -0.77 | 2.25 | -0.57 |
Nov-97 | 2.65 | 3.37 | 0.39 | -5.13 | 1.19 | 0.33 |
Dec-97 | 3.09 | 1.8 | 0.48 | -2.47 | 3.86 | 3.98 |
Jan-98 | -1.71 | 0.58 | 0.43 | -1.06 | -1.59 | 0.14 |
Feb-98 | 7.58 | 7.43 | 0.39 | 0.34 | -0.85 | -1.12 |
Mar-98 | 4.61 | 5.15 | 0.39 | -1.11 | 1.41 | 2.15 |
Apr-98 | 0.43 | 1.16 | 0.43 | 0.02 | 0.9 | 0.74 |
May-98 | -3.71 | -2.67 | 0.4 | -3.35 | 3.4 | 1.82 |
Jun-98 | -0.60 | 3.59 | 0.41 | -3.23 | -1.96 | 7.28 |
Jul-98 | -5.61 | -2.06 | 0.4 | -4.91 | -1.76 | 3.74 |
Aug-98 | -17.90 | -15.65 | 0.43 | -5.68 | 3.6 | 1.84 |
Sep-98 | 5.94 | 6.61 | 0.46 | 0.1 | -3.37 | -0.81 |
Oct-98 | 7.94 | 7.45 | 0.32 | -3.12 | -2.29 | -5.37 |
Nov-98 | 4.13 | 6.41 | 0.31 | 1.2 | -3.23 | 1.2 |
Dec-98 | 3.12 | 6.54 | 0.38 | -0.51 | -4.18 | 8.91 |
Jan-99 | -1.97 | 3.85 | 0.35 | 0.78 | -4.62 | 3.03 |
Feb-99 | -3.36 | -3.73 | 0.35 | -6.06 | 1.88 | -0.1 |
Mar-99 | 2.76 | 3.88 | 0.43 | -3.77 | -2.77 | -1.27 |
Apr-99 | 10.46 | 4.7 | 0.37 | 3.95 | 2.41 | -9.04 |
May-99 | 1.73 | -2.12 | 0.34 | 3.37 | 2.3 | -5.19 |
Jun-99 | 1.79 | 5.17 | 0.4 | 3.14 | -3.26 | 5.06 |
Jul-99 | -2.13 | -3.11 | 0.38 | 2.6 | -0.42 | 1.66 |
Aug-99 | -4.38 | -0.99 | 0.39 | -0.94 | -1.84 | 3.12 |
Sep-99 | -4.11 | -2.4 | 0.39 | 3.44 | -3.48 | 6.48 |
Oct-99 | 2.59 | 6.51 | 0.39 | -6.61 | -3.37 | 5.5 |
Nov-99 | -1.58 | 3.73 | 0.36 | 7.22 | -6.16 | 5.64 |
Dec-99 | 1.09 | 8.16 | 0.44 | 6.99 | -8.32 | 13.22 |
Jan-00 | -4.67 | -4.33 | 0.41 | 5.79 | -1.89 | 1.92 |
Feb-00 | -5.47 | 2.88 | 0.43 | 21.48 | -9.81 | 18.2 |
Mar-00 | 13.75 | 5.67 | 0.47 | -17.29 | 8.23 | -6.83 |
Apr-00 | 1.51 | -5.94 | 0.46 | -6.63 | 7.25 | -8.39 |
May-00 | 1.15 | -3.92 | 0.5 | -6.11 | 4.83 | -8.98 |
Jun-00 | -3.87 | 5.04 | 0.4 | 12.8 | -8.41 | 16.61 |
Jul-00 | 3.27 | -2.03 | 0.48 | -3.08 | 8.33 | -0.1 |
Aug-00 | 7.26 | 7.53 | 0.5 | -0.63 | -1.37 | 5.73 |
Sep-00 | -0.21 | -4.94 | 0.51 | -1.73 | 7.17 | 1.97 |
Oct-00 | 0.76 | -2.2 | 0.56 | -3.93 | 5.64 | -4.48 |
Nov-00 | -1.74 | -10.21 | 0.51 | -3.39 | 12.34 | -2.32 |
Dec-00 | 10.59 | 1.69 | 0.5 | 0.73 | 7.6 | 6.74 |
Jan-01 | 2.36 | 3.67 | 0.54 | 6.68 | -5.11 | -25.3 |
Feb-01 | -1.04 | -9.67 | 0.38 | -0.74 | 12.48 | 12.57 |
Mar-01 | -3.55 | -6.84 | 0.42 | 0.27 | 6.43 | 8.55 |
Apr-01 | 7.43 | 8.33 | 0.39 | 0.56 | -4.69 | -7.9 |
May-01 | 2.98 | 1.04 | 0.32 | 2.5 | 3.36 | 2.21 |
Jun-01 | -1.48 | -1.66 | 0.28 | 6.27 | -1.13 | 0.38 |
Jul-01 | -1.20 | -1.83 | 0.3 | -4.19 | 5.21 | 5.58 |
Aug-01 | -2.75 | -6.15 | 0.31 | 2.48 | 2.3 | 5.53 |
Sep-01 | -11.42 | -8.97 | 0.28 | -6.25 | 1.46 | 11.48 |
Oct-01 | 4.31 | 2.68 | 0.22 | 7.49 | -7.66 | -8.47 |
Nov-01 | 7.75 | 7.71 | 0.17 | -0.47 | 2.22 | -8.69 |
Dec-01 | 5.62 | 1.75 | 0.15 | 4.73 | 0.85 | 0.07 |
Jan-02 | -0.83 | -1.3 | 0.14 | 1.19 | 3.44 | 3.75 |
Feb-02 | -0.35 | -2.16 | 0.13 | -1 | 2.16 | 6.82 |
Mar-02 | 6.87 | 4.37 | 0.13 | 4.21 | 1.06 | -1.64 |
Apr-02 | -1.77 | -5.05 | 0.15 | 5.96 | 3.88 | 7.63 |
May-02 | -1.96 | -1.24 | 0.14 | -3.21 | 1.53 | 3.16 |
Jun-02 | -6.93 | -7.08 | 0.13 | 4.28 | -0.03 | 6.03 |
Jul-02 | -9.36 | -8.03 | 0.15 | -5.26 | -3.87 | 3.74 |
Aug-02 | 1.31 | 0.64 | 0.14 | -2.87 | 3.31 | 1.9 |
Sep-02 | -10.50 | -10.21 | 0.14 | 2.43 | 1.44 | 9.13 |
Oct-02 | 4.62 | 7.98 | 0.14 | -3.41 | -3.95 | -5.58 |
Nov-02 | 8.68 | 6.08 | 0.12 | 3.23 | -1.27 | -16.33 |
Dec-02 | -3.46 | -5.65 | 0.11 | 0.11 | 2.13 | 9.64 |
Jan-03 | -2.64 | -2.47 | 0.1 | 1.3 | -0.73 | 1.55 |
Feb-03 | -2.43 | -1.79 | 0.09 | -0.46 | -1.38 | 1.17 |
Mar-03 | 0.90 | 1.19 | 0.1 | 1.04 | -1.93 | 1.48 |
Apr-03 | 9.72 | 8.32 | 0.1 | 0.67 | 1.17 | -9.33 |
May-03 | 9.74 | 6.14 | 0.09 | 4.71 | 0.53 | -10.7 |
Jun-03 | 0.58 | 1.52 | 0.1 | 1.74 | 0.19 | -1 |
Jul-03 | 2.60 | 2.42 | 0.07 | 5.11 | -1.19 | -0.32 |
Aug-03 | 3.60 | 2.41 | 0.07 | 2.62 | 1.54 | -0.62 |
Sep-03 | -1.04 | -1.16 | 0.08 | 0.8 | 0.1 | -0.19 |
Oct-03 | 6.87 | 6.15 | 0.07 | 2.63 | 1.92 | 3.99 |
Nov-03 | 2.72 | 1.42 | 0.07 | 2 | 1.81 | 1.46 |
Dec-03 | 4.34 | 4.37 | 0.08 | -2.71 | 1.6 | -5.57 |
Jan-04 | 2.25 | 2.22 | 0.07 | 2.54 | 2.46 | 2.58 |
Feb-04 | 3.04 | 1.46 | 0.06 | -1.52 | 0.87 | -1.14 |
Mar-04 | -0.54 | -1.23 | 0.09 | 1.75 | 0.23 | 0.17 |
Apr-04 | -3.49 | -1.75 | 0.08 | -1.74 | -3.02 | -5.38 |
May-04 | 1.92 | 1.23 | 0.06 | -0.25 | -0.23 | 1.5 |
Jun-04 | 2.55 | 1.94 | 0.08 | 2.28 | 1.23 | 2.05 |
Jul-04 | -3.44 | -3.96 | 0.1 | -3.8 | 3.22 | -2.28 |
Aug-04 | 0.60 | 0.19 | 0.11 | -1.49 | 1 | -1.59 |
Sep-04 | 3.61 | 1.71 | 0.11 | 3.02 | -0.02 | 5.49 |
Oct-04 | 2.26 | 1.54 | 0.11 | 0.15 | -0.25 | -1.38 |
Nov-04 | 6.90 | 4.69 | 0.15 | 3.73 | 1.45 | 3.16 |
Dec-04 | 3.91 | 3.59 | 0.16 | -0.03 | -0.21 | -2.87 |
Jan-05 | -2.41 | -2.6 | 0.16 | -1.72 | 2.07 | 3.05 |
Feb-05 | 2.73 | 2.05 | 0.16 | -0.57 | 1.54 | 3.37 |
Mar-05 | -1.31 | -1.76 | 0.21 | -1.4 | 2.05 | 0.41 |
Apr-05 | -3.42 | -2.4 | 0.21 | -3.93 | 0.05 | -0.69 |
May-05 | 4.96 | 3.89 | 0.24 | 2.88 | -0.59 | 0.45 |
Jun-05 | 2.83 | 0.8 | 0.23 | 2.59 | 2.81 | 2.05 |
Jul-05 | 5.07 | 4.16 | 0.24 | 2.9 | -0.78 | 0.06 |
Aug-05 | -0.74 | -0.92 | 0.3 | -0.98 | 1.34 | 2.08 |
Sep-05 | 1.35 | 0.78 | 0.29 | -0.67 | 0.69 | 3.43 |
Oct-05 | -2.71 | -1.75 | 0.27 | -1.23 | 0.41 | -1.39 |
Nov-05 | 4.34 | 3.92 | 0.31 | 0.99 | -1.2 | 0.35 |
Dec-05 | 1.27 | 0.07 | 0.32 | -0.41 | 0.22 | 0.77 |
Jan-06 | 4.44 | 3.39 | 0.35 | 5.42 | 1.09 | 2.53 |
Feb-06 | 0.28 | 0.04 | 0.34 | -0.4 | -0.37 | -1.84 |
Mar-06 | 1.75 | 1.83 | 0.37 | 3.45 | 0.55 | 1.26 |
Apr-06 | 1.17 | 1.09 | 0.36 | -1.43 | 2.34 | 0.61 |
May-06 | -2.89 | -3.14 | 0.43 | -2.98 | 2.39 | -3.7 |
Jun-06 | -0.81 | 0.05 | 0.4 | -0.38 | 0.8 | 1.54 |
Jul-06 | -1.63 | -0.38 | 0.4 | -3.99 | 2.62 | -2.13 |
Aug-06 | 1.74 | 2.45 | 0.42 | 1.01 | -2.04 | -3.38 |
Sep-06 | 1.60 | 2.25 | 0.41 | -1.34 | 0.06 | -0.96 |
Oct-06 | 3.72 | 3.64 | 0.41 | 1.72 | -0.26 | -0.2 |
Nov-06 | 3.10 | 2.13 | 0.42 | 0.72 | 0.11 | -1.03 |
Dec-06 | 0.86 | 1.27 | 0.4 | -1.13 | 2.71 | 0.79 |
Jan-07 | 2.91 | 1.84 | 0.44 | 0.14 | -0.7 | 0.24 |
Feb-07 | 0.55 | -1.58 | 0.38 | 1.18 | -0.12 | -1.35 |
Mar-07 | 1.42 | 1.11 | 0.43 | 0.15 | -0.94 | 2.56 |
Apr-07 | 3.86 | 3.93 | 0.44 | -2.17 | -1.43 | -0.24 |
May-07 | 4.09 | 3.65 | 0.41 | 0.23 | -0.62 | -0.34 |
Jun-07 | -1.52 | -1.56 | 0.4 | 0.76 | -1.07 | 0.51 |
Jul-07 | -4.18 | -3.33 | 0.4 | -2.61 | -3.73 | 2.94 |
Aug-07 | 0.25 | 1.34 | 0.42 | -0.14 | -1.89 | 0.1 |
Sep-07 | 2.21 | 3.54 | 0.32 | -2.22 | -2.23 | 4.63 |
Oct-07 | 2.47 | 2.12 | 0.32 | 0.12 | -3.11 | 5.02 |
Nov-07 | -5.75 | -4.49 | 0.34 | -2.93 | -0.94 | 0.99 |
Dec-07 | -1.13 | -0.6 | 0.27 | 0.16 | -0.52 | 6.63 |
Jan-08 | -4.29 | -6.15 | 0.21 | -0.98 | 4.01 | -7.75 |
Feb-08 | -2.63 | -2.96 | 0.13 | -0.41 | -0.84 | 6.1 |
Mar-08 | -2.18 | -0.76 | 0.17 | 0.77 | 0.35 | 4.27 |
Apr-08 | 7.04 | 4.78 | 0.18 | -1.72 | -1.09 | -0.31 |
May-08 | 3.37 | 2.04 | 0.18 | 2.95 | -1.53 | 3.31 |
Jun-08 | -10.24 | -8.27 | 0.17 | 1.24 | -2.7 | 12.75 |
Jul-08 | -2.17 | -0.62 | 0.15 | 2.56 | 5.27 | -5.07 |
Aug-08 | 1.66 | 1.66 | 0.13 | 3.5 | 1.48 | -4.03 |
Sep-08 | -12.27 | -9.09 | 0.15 | -1.24 | 5.9 | 0.28 |
Oct-08 | -22.47 | -17.15 | 0.08 | -2.52 | -2.22 | 7.85 |
Nov-08 | -9.36 | -7.83 | 0.03 | -2.87 | -6.3 | 7.17 |
Dec-08 | 3.24 | 1.74 | 0 | 3.49 | 0.07 | -5.09 |
Jan-09 | -6.74 | -8.12 | 0 | 0.18 | -11.11 | -2.18 |
Feb-09 | -13.04 | -10.09 | 0.01 | 0.13 | -6.91 | 4.41 |
Mar-09 | 10.37 | 8.97 | 0.02 | 0 | 3.34 | -11.87 |
Apr-09 | 21.04 | 10.19 | 0.01 | 5.28 | 5.26 | -34.3 |
May-09 | 6.70 | 5.21 | 0 | -2.52 | 0.37 | -12.49 |
Jun-09 | -1.50 | 0.44 | 0.01 | 2.66 | -2.72 | 5.48 |
Jul-09 | 9.55 | 7.73 | 0.01 | 1.87 | 4.84 | -5.58 |
Aug-09 | 3.68 | 3.34 | 0.01 | -1.08 | 7.63 | -9.07 |
Sep-09 | 6.15 | 4.09 | 0.01 | 2.43 | 1.04 | -4.79 |
Oct-09 | -3.87 | -2.59 | 0 | -4.34 | -4.2 | 2.61 |
Nov-09 | 4.59 | 5.56 | 0 | -2.39 | -0.33 | 0.3 |
Dec-09 | 5.78 | 2.76 | 0.01 | 6.04 | -0.17 | 3.02 |
Jan-10 | -3.21 | -3.36 | 0 | 0.4 | 0.43 | -5.4 |
Feb-10 | 4.40 | 3.4 | 0 | 1.19 | 3.22 | 3.74 |
Mar-10 | 7.16 | 6.32 | 0.01 | 1.48 | 2.21 | 3.76 |
Apr-10 | 3.59 | 2.01 | 0.01 | 4.87 | 2.89 | 3.16 |
May-10 | -7.89 | -7.88 | 0.01 | 0.09 | -2.44 | -0.25 |
Jun-10 | -6.50 | -5.56 | 0.01 | -1.81 | -4.7 | -2.76 |
Jul-10 | 7.51 | 6.94 | 0.01 | 0.24 | -0.3 | 1.83 |
Aug-10 | -5.13 | -4.76 | 0.01 | -2.95 | -1.96 | -0.06 |
Sep-10 | 10.76 | 9.55 | 0.01 | 3.96 | -3.17 | 1.41 |
Oct-10 | 4.07 | 3.89 | 0.01 | 1.21 | -2.49 | 1.58 |
Nov-10 | 1.96 | 0.61 | 0.01 | 3.77 | -0.88 | 2.66 |
Dec-10 | 7.49 | 6.83 | 0.01 | 0.67 | 3.78 | -3.03 |
Jan-11 | 2.68 | 2 | 0.01 | -2.44 | 0.77 | -0.29 |
Feb-11 | 4.39 | 3.5 | 0.01 | 1.47 | 1.24 | 1.99 |
Mar-11 | 2.13 | 0.47 | 0.01 | 2.56 | -1.88 | 3.4 |
Apr-11 | 3.01 | 2.9 | 0 | -0.32 | -2.48 | 0.04 |
May-11 | -1.42 | -1.27 | 0 | -0.65 | -2 | -0.62 |
Jun-11 | -1.99 | -1.75 | 0 | -0.14 | -0.38 | 1.78 |
Jul-11 | -3.43 | -2.35 | 0 | -1.29 | -0.91 | 0.16 |
Aug-11 | -7.48 | -5.98 | 0.01 | -3.07 | -2.4 | -0.28 |
Sep-11 | -10.88 | -7.59 | 0 | -3.33 | -1.75 | -2.42 |
Oct-11 | 15.13 | 11.35 | 0 | 3.3 | 0.12 | -1.43 |
Nov-11 | 0.76 | -0.28 | 0 | -0.17 | -0.46 | 3.85 |
Dec-11 | 0.55 | 0.74 | 0 | -0.6 | 1.61 | 1.81 |
Jan-12 | 6.15 | 5.05 | 0 | 2.06 | -0.94 | -7.93 |
Feb-12 | 4.40 | 4.42 | 0 | -1.86 | 0.43 | -0.29 |
Mar-12 | 0.65 | 3.11 | 0 | -0.66 | 1.12 | 1.3 |
Apr-12 | -0.74 | -0.85 | 0 | -0.41 | -0.77 | 3.75 |
May-12 | -7.59 | -6.18 | 0.01 | 0.09 | -1.06 | 6.49 |
Jun-12 | 2.75 | 3.89 | 0 | 0.64 | 0.59 | -1.06 |
Jul-12 | 0.37 | 0.79 | 0 | -2.72 | -0.12 | 3.02 |
Aug-12 | 3.17 | 2.56 | 0.01 | 0.48 | 1.3 | -2.37 |
Sep-12 | 2.41 | 2.74 | 0.01 | 0.54 | 1.58 | -1.14 |
Oct-12 | -0.59 | -1.75 | 0.01 | -1.17 | 3.56 | 0.14 |
Nov-12 | 1.44 | 0.79 | 0.01 | 0.61 | -0.83 | 0.49 |
Dec-12 | 2.65 | 1.19 | 0.01 | 1.52 | 3.53 | -2.86 |
Jan-13 | 6.63 | 5.57 | 0 | 0.31 | 0.95 | -1.79 |
Feb-13 | 1.46 | 1.29 | 0 | -0.33 | 0.1 | 1.29 |
Mar-13 | 4.48 | 4.03 | 0 | 0.83 | -0.23 | 1.92 |
Apr-13 | 0.67 | 1.55 | 0 | -2.36 | 0.5 | 0.22 |
May-13 | 2.76 | 2.8 | 0 | 1.72 | 2.67 | -2.02 |
Jun-13 | -1.36 | -1.2 | 0 | 1.32 | 0.05 | 0.52 |
Jul-13 | 5.91 | 5.65 | 0 | 1.87 | 0.57 | 1.75 |
Aug-13 | -2.52 | -2.71 | 0 | 0.26 | -2.68 | 0.02 |
Sep-13 | 4.62 | 3.77 | 0 | 2.9 | -1.23 | 3.07 |
Oct-13 | 3.99 | 4.18 | 0 | -1.56 | 1.26 | 0.08 |
Nov-13 | 1.54 | 3.13 | 0 | 1.29 | 0.28 | 0.44 |
Dec-13 | 3.25 | 2.81 | 0 | -0.46 | -0.01 | 0.02 |
Jan-14 | -2.20 | -3.32 | 0 | 0.92 | -2.02 | 1.71 |
Feb-14 | 5.10 | 4.65 | 0 | 0.37 | -0.31 | 2.07 |
Mar-14 | 0.93 | 0.43 | 0 | -1.87 | 4.92 | -3.29 |
Apr-14 | 0.29 | -0.19 | 0 | -4.2 | 1.14 | -3.89 |
May-14 | 1.65 | 2.06 | 0 | -1.89 | -0.13 | 0.88 |
Jun-14 | 3.75 | 2.61 | 0 | 3.09 | -0.69 | 0.69 |
Jul-14 | -3.37 | -2.04 | 0 | -4.28 | 0.02 | -0.14 |
Aug-14 | 4.19 | 4.24 | 0 | 0.39 | -0.44 | 0.82 |
Sep-14 | -4.14 | -1.97 | 0 | -3.72 | -1.35 | 0.5 |
Oct-14 | 2.49 | 2.52 | 0 | 4.22 | -1.83 | -0.06 |
Nov-14 | 1.76 | 2.55 | 0 | -2.05 | -3.09 | 0.68 |
Dec-14 | 0.07 | -0.06 | 0 | 2.5 | 2.27 | 1.12 |
Jan-15 | -2.83 | -3.11 | 0 | -0.54 | -3.61 | 3.85 |
Feb-15 | 7.36 | 6.14 | 0 | 0.61 | -1.87 | -2.79 |
Mar-15 | -0.28 | -1.12 | 0 | 3.07 | -0.41 | 2.74 |
Apr-15 | 0.75 | 0.59 | 0 | -3.04 | 1.83 | -7.27 |
May-15 | 1.50 | 1.36 | 0 | 0.92 | -1.13 | 5.83 |
Jun-15 | -2.24 | -1.53 | 0 | 2.9 | -0.78 | 3.02 |
Jul-15 | -0.81 | 1.54 | 0 | -4.2 | -4.07 | 10.06 |
Aug-15 | -4.46 | -6.04 | 0 | 0.36 | 2.8 | -2.09 |
Sep-15 | -4.57 | -3.07 | 0 | -2.63 | 0.58 | 5.24 |
Oct-15 | 7.07 | 7.75 | 0 | -1.86 | -0.45 | -3.27 |
Nov-15 | -0.54 | 0.56 | 0 | 3.6 | -0.39 | 2.28 |
Dec-15 | -4.08 | -2.16 | 0.01 | -2.81 | -2.59 | 3.36 |
Jan-16 | -5.86 | -5.76 | 0.01 | -3.39 | 2.07 | 1.39 |
Feb-16 | 1.70 | -0.06 | 0.02 | 0.81 | -0.58 | -4.27 |
Mar-16 | 9.13 | 6.98 | 0.02 | 0.75 | 1.1 | -5.04 |
Apr-16 | 2.40 | 0.93 | 0.01 | 0.68 | 3.19 | -6.08 |
May-16 | 0.91 | 1.79 | 0.01 | -0.19 | -1.65 | 1.37 |
Jun-16 | -0.58 | -0.03 | 0.02 | 0.58 | -1.45 | 4.14 |
Jul-16 | 3.63 | 3.97 | 0.02 | 2.51 | -1.29 | -3.32 |
Aug-16 | 0.62 | 0.52 | 0.02 | 1.17 | 3.11 | -3.49 |
Sep-16 | 0.88 | 0.27 | 0.02 | 2.13 | -1.21 | 0.15 |
Oct-16 | -1.89 | -2 | 0.02 | -4.41 | 4.12 | 0.6 |
Nov-16 | 6.99 | 4.87 | 0.01 | 5.67 | 8.21 | -4.63 |
Dec-16 | 1.42 | 1.85 | 0.03 | 0.09 | 3.6 | -0.25 |
Jan-17 | 1.99 | 1.98 | 0.04 | -1.13 | -2.74 | -0.94 |
Feb-17 | 2.07 | 3.61 | 0.04 | -2.04 | -1.67 | -1.6 |
Mar-17 | -0.06 | 0.2 | 0.03 | 1.13 | -3.33 | -1.03 |
Apr-17 | 0.83 | 1.14 | 0.05 | 0.72 | -2.13 | 0.48 |
May-17 | -0.49 | 1.12 | 0.06 | -2.52 | -3.75 | 1.5 |
Jun-17 | 1.61 | 0.84 | 0.06 | 2.23 | 1.49 | -0.09 |
Jul-17 | 1.43 | 1.94 | 0.07 | -1.46 | -0.22 | 1.62 |
Aug-17 | -0.63 | 0.25 | 0.09 | -1.65 | -2.07 | 3.29 |
Sep-17 | 4.16 | 2.6 | 0.09 | 4.45 | 3.09 | -1.32 |
Oct-17 | 1.47 | 2.34 | 0.09 | -1.93 | 0.22 | 4.28 |
Nov-17 | 3.71 | 3.2 | 0.08 | -0.56 | -0.05 | -0.87 |
Dec-17 | 0.81 | 1.15 | 0.09 | -1.32 | 0.03 | -1.55 |
Jan-18 | 4.30 | 5.69 | 0.11 | -3.18 | -1.36 | 4.05 |
Feb-18 | -4.42 | -3.54 | 0.11 | 0.26 | -1.03 | 3.56 |
Mar-18 | -0.57 | -2.23 | 0.12 | 4.06 | -0.23 | -1.13 |
Apr-18 | 0.03 | 0.43 | 0.14 | 1.1 | 0.48 | 0.36 |
May-18 | 2.04 | 2.79 | 0.14 | 5.31 | -3.13 | 3.87 |
Jun-18 | 0.71 | 0.62 | 0.14 | 1.13 | -2.33 | -2.33 |
Jul-18 | 3.01 | 3.35 | 0.16 | -2.25 | 0.45 | -1.43 |
Aug-18 | 1.82 | 3.6 | 0.16 | 1.14 | -3.98 | 5.28 |
Sep-18 | -1.03 | 0.21 | 0.15 | -2.3 | -1.7 | 0.03 |
Oct-18 | -7.17 | -7.49 | 0.19 | -4.82 | 3.43 | -2.06 |
Nov-18 | 2.24 | 1.87 | 0.18 | -0.68 | 0.26 | -1.41 |
Dec-18 | -10.34 | -9.36 | 0.19 | -2.42 | -1.9 | 2.12 |
Jan-19 | 10.72 | 8.62 | 0.21 | 2.9 | -0.44 | -8.65 |
Feb-19 | 3.58 | 3.58 | 0.18 | 2.04 | -2.68 | 0.85 |
Mar-19 | -0.47 | 1.29 | 0.19 | -2.98 | -4.05 | 2.16 |
Apr-19 | 4.50 | 4.17 | 0.21 | -1.74 | 2.17 | -2.96 |
May-19 | -7.68 | -6.73 | 0.21 | -1.34 | -2.37 | 7.56 |
Jun-19 | 8.13 | 7.11 | 0.18 | 0.25 | -0.71 | -2.23 |
Jul-19 | 1.08 | 1.38 | 0.19 | -1.94 | 0.42 | 2.9 |
Aug-19 | -4.39 | -2.42 | 0.16 | -2.32 | -4.95 | 7.47 |
Sep-19 | 4.21 | 1.61 | 0.18 | -0.97 | 6.83 | -6.81 |
Oct-19 | 0.77 | 2.21 | 0.15 | 0.28 | -1.93 | 0.19 |
Nov-19 | 3.48 | 3.99 | 0.12 | 0.8 | -2.02 | -2.63 |
Dec-19 | 3.33 | 2.91 | 0.14 | 0.72 | 1.79 | -1.88 |
Jan-20 | -2.18 | 0.02 | 0.13 | -3.13 | -6.24 | 6.03 |
Feb-20 | -10.37 | -8.01 | 0.12 | 1.03 | -3.79 | -0.36 |
Mar-20 | -21.51 | -13.26 | 0.12 | -4.89 | -14.02 | 8.16 |
Apr-20 | 15.46 | 13.65 | 0 | 2.47 | -1.18 | -5.39 |
May-20 | 4.82 | 5.59 | 0.01 | 2.45 | -4.8 | 0.35 |
Jun-20 | 1.09 | 2.47 | 0.01 | 2.69 | -2.04 | -0.78 |
Jul-20 | 4.53 | 5.78 | 0.01 | -2.28 | -1.53 | 7.63 |
Aug-20 | 3.68 | 7.64 | 0.01 | -0.26 | -2.92 | 0.41 |
Sep-20 | -3.33 | -3.62 | 0.01 | 0.02 | -2.62 | 3.18 |
Oct-20 | 1.71 | -2.09 | 0.01 | 4.41 | 4.16 | -3.1 |
Nov-20 | 15.58 | 12.48 | 0.01 | 5.65 | 2.13 | -12.45 |
Dec-20 | 5.47 | 4.64 | 0.01 | 4.82 | -1.43 | -2.26 |
Jan-21 | 1.27 | -0.03 | 0 | 7.12 | 2.99 | 4.52 |
Feb-21 | 7.44 | 2.78 | 0 | 2.03 | 7.18 | -7.93 |
Mar-21 | 5.90 | 3.08 | 0 | -2.41 | 7.41 | -6.11 |
Apr-21 | 4.25 | 4.93 | 0 | -3.11 | -0.93 | 1.14 |
May-21 | 1.31 | 0.29 | 0 | -0.28 | 7.04 | 0.88 |
Jun-21 | -1.28 | 2.75 | 0 | 1.8 | -7.76 | 2.24 |
Jul-21 | -0.30 | 1.27 | 0 | -3.96 | -1.75 | -2.29 |
Aug-21 | 1.81 | 2.9 | 0 | -0.48 | -0.13 | 2.52 |
Sep-21 | -3.50 | -4.37 | 0 | 0.8 | 5.09 | 1.57 |
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