Data Table (Click on the following icon in order to copy its contents into a spreadsheet.) Estimated Factor Betas, 2007-2017 Factor MSFT XOM GE MKT 1.10 0.66 1.22 SMB -0.71 - 0.38 -0.29 HML -0.01 0.17 0.78 PR1YR 0.02 0.21 -0.22 Data Table (Click on the following icon Factor Portfolio in order to copy its contents into a spreadsheet.) FFC Portfolio Average Monthly Returns, 1927-2018 Average Monthly Return (%) 95% Confidence Band (%) MKT -rf SMB HML PR1YR 0.66 0.22 0.38 0.66 Print Done 0.32 0.19 0.21 0.28 m