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Monthly data for Grays Ecommerce Group Limited (GEG) from January 2015 to February 2016 Date AORD GEG RF rm rj rm-RF DJ-RF Jan-15 5551.60009 1.230
Monthly data for Grays Ecommerce Group Limited (GEG) from January 2015 to February 2016 Date AORD GEG RF rm rj rm-RF DJ-RF Jan-15 5551.60009 1.230 0.206 8 7 2 Feb-15 5898.5 1.250 0.207 6.248647163 1.6007 1504 6.0416 1.3936 4 1 Mar-15 5861.89990 0.866 0.194 -0.620498398 -30.71017274 -0.8147 -30.9044 2 4 3 Apr-15 5773.70019 0.827 0.221 -1.504626631 -4.547553093 -1.7265 -4.7694 8 May-15 5774.89990 0.827 0.228 0.020778824 0 -0.2074 -0.2282 2 2 Jun-15 5451.20019 0.807 0.249 -5.605286888 -2.38210399 -5.8545 -2.6313 5 3 2 Jul-15 5681.70019 0.866 0.230 4.228426617 7.320698625 3.9980 7.0903 5 4 4 Could you please explain how rm (market return) and rj (expected return) is calculated in this instance, is it meant to be already provided information or do you calculate it somehow? can you calculate it with adj close and RF
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