Firm Alpha t (Alpha) Beta MRP CTSH -0.010741261 -1.185995 STZ CPRT 2 Coo GLW 1.13949071 CL -0.008782451 -1.057904 0.77351534 CMCSA -0.00598153 -0.640939 1.01094214 CMA 0.0033066 0.430593 1.38894155 CAG -0.007307294 -0.481573 1.38737089 -0.012273552 -0.836632 1.59623128 COP 0.014169656 1.578962 0.634719 ED 0.006392678 0.870199 0.19458779 -0.000702344 -0.060932 1.06560139 0.031692674 2.859202 0.49201909 0.000572736 0.060658 1.04458697 -0.002061276 -0.203214 CTVA 0.000933473 0.15282 5 COST 0.003642816 0.460844 1.11965364 0.14434884 0.87643543 5 COTY -0.015752942 -0.644768 1.08174685 CCI B CSX CMI , CVS DHI 0.002044481 0.294758 0.45514139 0.011157912 0.870409 1.02614885 -0.000656729 -0.078107 1.38962854 -0.008229434 -0.54918 1.04264797 0.011247933 1.006075 0.97074215 t (Beta MRP) Beta SMB 4.89384143 -0.48081768 3.624191887 -0.2614638 4.213494322 -1.0872443 7.03526455 0.75695548 3.556393086 -0.49316355 4.232250784 0.25567432 2.751093616 1.17308381 1.030298525 -0.21464149 3.595832984 -0.31703749 1.726551173 0.94842842 4.303212219 -0.53917414 4.293520543 0.13689731 0.919185598 0.03504824 4.312686083 -0.42197689 1.722180947 0.37895483 2.552350712 -0.67132678 3.113597411 0.56482027 6.428591152 -0.61437114 2.706414191 -0.18671946 3.377327455 0.00149614 2 t (Beta SMB) Beta HML -1.291392494 -0.13160341 -0.766112489 -0.32932209 -2.833883378 -0.12898404 2.397758971 1.29628842 -0.790581915 0.82181908 0.423937085 1.36918361 3.17974017 0.90413488 -0.710722197 0.12593366 -0.669043066 0.43378877 2.081329231 -0.01609786 -1.389043773 -0.44831789 0.328294407 0.22158452 0.139570878 0.05069607 -1.298539918 -0.52015689 0.377293486 -0.20102491 -2.354326602 -0.87848366 1.071768747 -0.19637089 -1.777405866 0.77157775 -0.303099259 0.09012049 0.003255214 0.16774218 t (Beta HML) -0.384816124 -1.050534008 -0.366015192 4.470386885 1.434301349 2.471634645 2.668112265 0.45397957 0.996621017 -0.038460297 -1.257422527 0.578517206 0.219791678 -1.742646435 -0.217896385 -3.354089982 -0.405673092 2.430209871 0.159267473 0.397336598