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exam2 + remaining files of the semester

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Marcel
2022-01-08 23:53:49 +01:00
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commit e4cf7b7910
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Problemsets/Data/FFmFactorsPs.csv Normal file
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date,Mkt-RF,SMB,HML,RF,Mom,ST_Rev,LT_Rev
197901,4.18,3.69,2.28,0.77,-1.26,5.49,-0.75
197902,-3.41,0.47,1.17,0.73,-1.08,1.28,0.94
197903,5.75,3.19,-0.67,0.81,2.91,1.38,-0.35
197904,0.05,2.18,1.06,0.8,0.81,-0.37,-0.4
197905,-2.18,0.34,1.62,0.82,-0.36,0.99,0.75
197906,3.88,1.17,1.42,0.81,0.84,1.2,-2.71
197907,0.73,1.31,1.75,0.77,-1.07,0.57,-2.02
197908,5.7,2.07,-1.53,0.77,-0.24,0.81,-1.74
197909,-0.69,-0.29,-0.91,0.83,5.33,-1.56,0.04
197910,-8.14,-3.33,-1.87,0.87,2.15,-1.96,1.52
197911,5.37,2.75,-3.34,0.99,7.95,1.37,-2.28
197912,1.87,4.24,-2.04,0.95,4.76,-1.93,-0.34
198001,5.76,1.68,1.78,0.8,7.47,-3.38,-0.85
198002,-0.79,-1.79,0.58,0.89,7.9,-4.94,-0.09
198003,-13.23,-6.64,-1.02,1.21,-9.61,8.38,2.61
198004,3.97,0.99,1.09,1.26,-0.43,1.36,-0.13
198005,5.2,2.13,0.38,0.81,-1.13,2.87,0.78
198006,3.16,1.69,-0.91,0.61,1.59,2.15,-2.92
198007,6.41,4.21,-6.27,0.53,0.36,2.93,-1.74
198008,1.72,3.91,-2.69,0.64,3.2,-0.99,-1.55
198009,2.2,0.87,-4.71,0.75,5.44,-1.44,-1.79
198010,1.06,2.45,-2.75,0.95,7.33,-1.99,-2.83
198011,9.54,-3.46,-8.52,0.96,15.21,-9.86,-7.79
198012,-4.75,-0.23,2.67,1.31,-6.63,6.36,3.43
198101,-5.05,3.02,6.88,1.04,-7.91,-2.29,7.51
198102,0.48,-0.29,1,1.07,-1.39,-2.22,2.65
198103,3.41,3.61,0.74,1.21,0.78,1.62,1.59
198104,-2.21,4.4,2.28,1.08,-0.96,-1.53,2.83
198105,0.21,2.05,-0.45,1.15,3.73,-3.74,1.55
198106,-2.37,-0.86,5.13,1.35,-5.9,4.53,1.01
198107,-1.55,-2.26,-0.53,1.24,-2.53,-0.58,-3.51
198108,-6.91,-1.93,4.78,1.28,-1.11,-0.67,1.27
198109,-7.62,-2.64,5.19,1.24,1.93,-1.11,5.23
198110,4.81,2.24,-4.36,1.21,4.06,4.62,-4.92
198111,3.51,-0.93,1.86,1.07,-0.26,2.58,0.62
198112,-3.68,1.2,0.72,0.87,1.32,1.63,1.4
198201,-3.42,-1.24,3.07,0.8,1.71,-1.22,6.42
198202,-6.03,0.5,6.03,0.92,4.94,-4.36,5.93
198203,-1.99,-0.22,3.86,0.98,2.98,-1.77,3.97
198204,3.2,1.46,-2.72,1.13,-0.41,1.62,-1.67
198205,-3.88,0.5,1.8,1.06,2.53,1.93,1.58
198206,-3.35,-0.39,1.57,0.96,4.99,0.16,1.94
198207,-3.1,0.89,0.23,1.05,4.47,-2.89,2.35
198208,11.14,-4.13,1.17,0.76,-3.52,1.1,-0.97
198209,1.17,2.94,0.34,0.51,4.18,4.3,-0.47
198210,11.27,2.34,-3.72,0.59,0.05,2.83,-0.95
198211,4.56,4.77,-1.93,0.63,5.89,-4.48,1.05
198212,0.78,-0.17,0.04,0.67,0.03,3.78,1.07
198301,3.5,2.66,-0.87,0.69,-1.67,3.17,0.06
198302,2.4,3.26,0.7,0.62,3.8,2.72,-0.46
198303,2.84,1.76,2.08,0.63,0.92,0.35,0.9
198304,6.71,0.53,0.58,0.71,1.8,-0.54,3.19
198305,0.63,6.12,-1.4,0.69,-1.48,2.76,-2.1
198306,3.11,0.92,-3.85,0.67,1.78,0.2,-0.91
198307,-3.9,1.51,5.65,0.74,-3.12,2.02,1.01
198308,-0.41,-4.3,5.46,0.76,-5.44,-0.61,0.09
198309,0.85,0.55,1.05,0.76,-0.11,2.33,0.82
198310,-3.56,-3.61,4.94,0.76,-4.56,-1.68,1.15
198311,2.26,2.03,-0.63,0.7,-0.11,4.88,-1.33
198312,-1.78,-0.29,1.64,0.73,0.79,1.9,1.36
198401,-2.06,-0.4,7.56,0.76,-2.52,0.67,4.24
198402,-4.62,-1.72,3.39,0.71,0.17,-2.02,0.22
198403,0.61,0.14,0.52,0.73,1.1,2.42,0.71
198404,-0.56,-1.2,1.28,0.81,2.08,1.54,-1.56
198405,-6.01,0.08,0.2,0.78,1.53,0.84,-0.22
198406,1.59,-0.27,-2.59,0.75,-0.7,0.94,-3.6
198407,-2.88,-2.28,0.28,0.82,2.93,-1.49,-1.63
198408,10.44,-0.22,-1.75,0.83,-5.74,7.28,-1.69
198409,-0.82,0.24,5.33,0.86,3.66,4.35,1.78
198410,-1.01,-1.17,0.46,1,3.23,-1.26,-1.79
198411,-1.8,-0.63,4.01,0.73,1.7,-0.66,1.02
198412,1.73,-0.57,-0.11,0.64,1.5,0.56,-3.1
198501,7.92,3.27,-5.35,0.65,-6.93,2.34,-1.93
198502,1.11,0.79,-0.23,0.58,1.82,2.42,-0.12
198503,-0.79,-1.12,3.98,0.62,1.69,-1.3,-0.69
198504,-0.94,0.18,3.72,0.72,3.05,-2.46,0.15
198505,4.92,-2.28,-0.91,0.66,3.97,-0.51,-4
198506,1.16,0.49,0.42,0.55,3.63,-0.63,-2.35
198507,-0.65,2.85,-1.63,0.62,-3.92,3.62,1.67
198508,-1.03,-0.37,2.2,0.55,1.79,1.82,0.11
198509,-4.58,-1.61,1.25,0.6,1.48,-1.81,-0.8
198510,3.79,-1.58,0.72,0.65,4.87,0.72,-2.46
198511,6.31,0.24,-2.87,0.61,-0.39,2.31,-2.39
198512,3.66,-0.46,-1.52,0.65,-0.13,-0.63,-3.13
198601,0.42,1.21,0.53,0.56,2.97,0.72,-2.83
198602,6.72,-0.59,-0.84,0.53,2.76,-1.64,-3.67
198603,4.79,-0.48,-0.44,0.6,2.45,-0.21,-2.24
198604,-1.31,2.82,-2.91,0.52,-0.5,2.83,-1.17
198605,4.59,-1.3,-0.11,0.49,2.03,0.97,-1.35
198606,0.9,-0.89,1.38,0.52,5.15,-2.36,-6.44
198607,-6.49,-3.43,4.71,0.52,1.8,-3.05,-4.05
198608,6.16,-4.17,3.53,0.46,-5.02,1.16,4.82
198609,-8.35,2.3,3.22,0.45,-5.86,-0.3,3.83
198610,4.47,-2.59,-1.48,0.46,2.7,3.55,0.64
198611,1.12,-1.96,-0.16,0.39,-0.31,0.66,0.12
198612,-3.13,0.07,0.36,0.49,0.37,0.56,0.53
198701,12.43,-1.73,-3.15,0.42,2.07,0.45,3.12
198702,4.36,3.45,-5.95,0.43,-2.16,-1.06,-0.16
198703,1.9,0.44,1.65,0.47,1.6,1.82,3.92
198704,-2.14,-1.69,-0.29,0.44,0.26,-1.89,3.92
198705,0.13,-0.56,0.17,0.38,-0.69,-0.28,2.22
198706,3.89,-2.1,1.13,0.48,-0.2,0.11,-1.42
198707,3.96,-0.68,0.67,0.46,2.69,-0.15,2.33
198708,3.24,-0.77,-0.94,0.47,-0.89,2.55,-3.05
198709,-2.53,0.62,0.28,0.45,0.61,-0.38,3.08
198710,-23.14,-8.41,4.17,0.6,-7.92,0.1,-6.26
198711,-7.58,2.61,3.18,0.35,-1.17,-0.77,-0.42
198712,6.64,0.18,-4.48,0.39,5.78,5.96,2.87
198801,4.2,-0.66,5.22,0.29,-7.63,7.9,-1.63
198802,4.71,3.34,-1.66,0.46,-1.54,4.35,1.53
198803,-2.1,6.15,0.77,0.44,0.64,-0.9,1.21
198804,0.64,0.96,1.73,0.46,2.25,0.33,0.45
198805,-0.47,-2.62,2.31,0.51,0.5,0.57,-0.13
198806,4.66,2.12,-1.14,0.49,-2.91,1.83,1.75
198807,-1.24,-0.19,2.28,0.51,0.64,3.4,-1.35
198808,-3.39,0.08,2.09,0.59,0.32,-1.95,-2.03
198809,3.1,-1.3,-0.74,0.62,0.24,-0.15,-1.95
198810,1.15,-2.94,1.66,0.61,1.32,-0.92,-0.12
198811,-2.21,-1.74,1.26,0.57,0.41,-0.67,-0.84
198812,1.48,1.93,-1.55,0.63,0.28,2.29,0.79
198901,6.06,-2.15,0.52,0.55,-0.14,1.12,2.81
198902,-2.25,2.74,0.87,0.61,0.87,1.06,0.9
198903,1.48,0.7,0.47,0.67,3.56,-0.87,0.15
198904,4.15,-0.53,-1.38,0.67,1.7,-0.72,-1.1
198905,3.14,-0.03,-0.84,0.79,1.54,-2.74,-1.7
198906,-1.2,-1.01,2.18,0.71,0.65,2.26,-0.71
198907,7.01,-3.98,-2.8,0.7,5.39,1.3,-1.8
198908,1.47,0.5,0.67,0.74,-0.14,1.89,0.17
198909,-0.8,0.34,-1.3,0.65,3.39,1.18,-2.83
198910,-3.61,-3.23,-0.98,0.68,1.43,-4.26,-3.55
198911,1.09,-1.26,-1.12,0.69,2.57,-1.77,-1.25
198912,1.22,-2.35,0.29,0.61,2.78,-2.54,-0.83
199001,-7.58,-1.25,0.87,0.57,-3.36,1.1,3.23
199002,0.92,1.15,0.66,0.57,-0.53,0.43,1.9
199003,1.77,1.5,-2.86,0.64,1.68,0.21,-0.17
199004,-3.52,-0.44,-2.48,0.69,2.47,-2.04,-1.12
199005,8.21,-2.48,-3.63,0.68,3.02,-0.44,0.93
199006,-1.05,1.37,-2.11,0.63,2.41,-0.17,-1.47
199007,-1.62,-3.18,-0.05,0.68,5.95,-0.56,-1.79
199008,-9.85,-3.57,1.49,0.66,1.79,-3.51,1.62
199009,-5.98,-3.63,0.67,0.6,5.52,-6,0.71
199010,-1.93,-5.56,0.26,0.68,6.73,-2.64,-3.5
199011,6,0.32,-2.96,0.57,-5.69,5.91,-0.64
199012,2.35,0.78,-1.49,0.6,0.01,-2.98,-2.39
199101,4.39,3.85,-1.73,0.52,-6.52,-2.04,6.15
199102,7.1,3.9,-0.58,0.48,-4.83,1.97,1.12
199103,2.45,3.92,-1.19,0.44,2.73,0.49,-0.23
199104,-0.2,0.53,1.43,0.53,-2.42,1.6,-1.19
199105,3.6,-0.31,-0.56,0.47,-0.12,0.35,1.4
199106,-4.82,0.06,1.23,0.42,0.4,2.14,-1.69
199107,4.19,-0.97,-1.29,0.49,4.34,2.06,0.82
199108,2.22,1.59,-0.8,0.46,1.59,-2.92,-0.43
199109,-1.56,1.68,-1.06,0.46,1.74,-0.81,-0.82
199110,1.36,0.85,-0.39,0.42,3.21,-1.28,2.25
199111,-4.12,-0.55,-1.77,0.39,1.26,-0.4,-2.67
199112,10.3,-2.26,-4.02,0.38,8.3,1.02,-0.85
199201,-0.46,8.43,4.63,0.34,-2.47,5.29,9.48
199202,1.06,0.87,6.37,0.28,-0.66,-2.69,5.41
199203,-2.71,-1.08,3.72,0.34,-0.35,-1.09,1.41
199204,1.02,-6.08,4.33,0.32,-2.6,-3.37,0.71
199205,0.36,0.42,1.17,0.28,0.11,-0.18,-0.47
199206,-2.25,-3.07,3.32,0.32,-0.61,0.86,1.32
199207,3.68,-0.39,-0.48,0.31,1.43,2.05,-1.26
199208,-2.34,-0.11,-1.09,0.26,-0.51,-1.57,-4.1
199209,0.98,0.58,-0.2,0.26,1.44,-1.12,-0.02
199210,0.87,2.07,-2.05,0.23,2.74,-0.22,-1.06
199211,3.79,3.63,-1.53,0.23,-0.32,-1.07,0.27
199212,1.5,1.63,2.53,0.28,4.47,1.21,0.8
199301,1.03,2.03,5.83,0.23,4.82,-0.52,5.54
199302,0.32,-3.36,6.5,0.22,3.11,-1.41,4.23
199303,2.26,0.23,1.23,0.25,3.74,-0.92,1.74
199304,-2.78,-0.64,2.65,0.24,0.33,-1.77,2.46
199305,2.74,1.97,-3.45,0.22,0.28,1.45,1.29
199306,0.29,-0.31,2.61,0.25,4.59,2.25,1.64
199307,-0.32,0.95,3.24,0.24,3.24,-2.7,0.99
199308,3.7,0.22,-0.4,0.25,2.58,1.3,1.23
199309,-0.2,3.08,-0.45,0.26,3.31,0.67,0.5
199310,1.59,1.45,-1.59,0.22,-2.7,1.96,1.78
199311,-2.01,-1.41,-0.31,0.25,-4.71,-1.37,1.49
199312,1.72,1.24,0.6,0.23,2.37,1.15,0.48
199401,2.9,0.11,2.15,0.25,0.09,1.75,3.78
199402,-2.63,2.72,-1.37,0.21,-0.27,0.42,-0.18
199403,-4.85,-0.9,1.29,0.27,-1.31,0.13,0.54
199404,0.68,-0.88,1.66,0.27,0.39,-0.35,0.17
199405,0.62,-2.05,0.12,0.32,-2.22,0.07,1.64
199406,-3.1,-0.49,1.71,0.31,-0.83,0.18,0.46
199407,2.78,-1.78,0.98,0.28,0.18,1.4,0.5
199408,3.89,1.45,-3.47,0.37,1.54,1.47,2.35
199409,-2.21,2.7,-1.83,0.37,1.29,-0.74,1.71
199410,1.07,-2.21,-2.35,0.38,1.48,-0.25,0.54
199411,-4.09,-0.16,-0.07,0.37,-0.19,-2.1,-1.63
199412,0.82,0.04,0.22,0.44,3.51,0.82,0.1
199501,1.62,-2.95,1.67,0.42,-1.82,4.05,-0.65
199502,3.56,-0.33,0.37,0.4,-0.33,2.38,-1.01
199503,2.24,-0.35,-2.04,0.46,0.38,-0.13,1.11
199504,2.06,-0.41,1.73,0.44,1.85,-0.58,0.36
199505,2.86,-2.24,1.97,0.54,-0.43,-0.44,-1.13
199506,2.65,3.07,-2.99,0.47,2.92,1.21,-1.85
199507,3.63,2.22,-2.15,0.45,2.57,-2.24,-0.97
199508,0.46,1.84,1.89,0.47,-0.02,1.32,-1.14
199509,3.21,-2.02,-0.92,0.43,2.63,-0.86,-1.01
199510,-1.6,-3.99,-0.08,0.47,4.14,-1.05,0.51
199511,3.85,-0.81,0.34,0.42,-0.6,0.56,0.55
199512,1.03,0.42,1.41,0.49,2.56,-0.95,3.96
199601,2.38,-2.44,0.36,0.43,0.55,1.08,1.34
199602,1.24,2.06,-2.32,0.39,0.58,2.27,-1.39
199603,0.7,1.31,1.23,0.39,-1.89,-0.08,-0.24
199604,2.09,4.89,-3.98,0.46,-0.93,0.7,-0.78
199605,2.26,3.22,-1.38,0.42,1.55,-1.08,1.16
199606,-1.23,-3.68,1.93,0.4,0.95,-0.22,-0.13
199607,-5.83,-3.57,4.39,0.45,-0.14,-2.48,0
199608,2.84,2.31,-0.59,0.41,-0.12,2.55,-1.47
199609,4.86,-0.82,-3.83,0.44,2.7,0.54,-2.12
199610,0.95,-4.11,4.81,0.42,3.82,-1.1,0.06
199611,6.15,-3.6,0.21,0.41,-2.39,0.17,-2.49
199612,-1.6,3.15,0.94,0.46,0.6,0.54,-0.57
199701,4.9,-1.51,-2.3,0.45,1.95,2.71,-1.58
199702,-0.5,-2.57,4.72,0.39,-2.02,1.27,0.84
199703,-4.92,-0.3,3.88,0.43,0.98,0.89,2.11
199704,3.81,-5.14,-1,0.43,4.81,2.39,-4.09
199705,6.67,4.79,-4.35,0.49,-5.2,2.83,-2.18
199706,4.04,1.52,0.7,0.37,2.67,0.81,0.19
199707,7.22,-2.42,-0.38,0.43,3.84,3.81,-1.16
199708,-4.04,7.48,1.03,0.41,-2.53,-0.07,3.18
199709,5.41,2.68,-0.28,0.44,1.46,1.68,-0.4
199710,-3.86,-0.81,2.31,0.42,-0.44,-0.97,0.35
199711,2.65,-5.05,1.03,0.39,0.29,-2.01,1.01
199712,1.3,-2.34,3.82,0.48,3.84,-3.05,0.12
199801,0.02,-1.01,-1.82,0.43,0.08,4.98,-1.11
199802,6.94,0.21,-0.72,0.39,-1.1,1.96,-1.18
199803,4.74,-1.18,1.67,0.39,2.14,1.84,2.3
199804,0.66,0.46,0.31,0.43,0.78,1.72,-0.93
199805,-2.97,-3.58,4.27,0.4,1.86,0.7,1.49
199806,2.78,-3.28,-1.84,0.41,7.26,-1.48,-0.75
199807,-2.74,-4.88,-1.08,0.4,3.69,-1.99,0.46
199808,-16.21,-5.7,5.14,0.43,1.91,-2.66,4.47
199809,5.92,-0.16,-3.96,0.46,-0.61,2.82,0.24
199810,7.12,-3.19,-2.71,0.32,-5.36,9.86,-4.23
199811,5.89,1.12,-3.29,0.31,1.18,1.22,-0.38
199812,5.93,-0.27,-4.8,0.38,9.03,-1.63,-1
199901,3.5,0.67,-5.61,0.35,3.02,-2.28,1.09
199902,-4.16,-5.68,1.71,0.35,-0.13,2.34,0.37
199903,3.36,-3.89,-2.88,0.43,-1.36,0.21,-1.09
199904,4.54,3.37,2.45,0.37,-9.14,2.36,5.14
199905,-2.41,3.69,2.69,0.34,-5.25,1.12,3.39
199906,4.68,3.37,-4.3,0.4,4.96,1.58,0.36
199907,-3.45,2.23,0.54,0.38,1.6,1.4,1.93
199908,-1.39,-1.24,-0.99,0.39,3.06,-3.51,-1.55
199909,-2.67,3.25,-3.08,0.39,6.49,-0.82,0.23
199910,5.82,-6.78,-3.26,0.39,5.48,-1.18,-2.76
199911,3.32,7.66,-7.99,0.36,5.57,0.09,5.14
199912,7.94,6.82,-9.19,0.44,13.2,-14.05,5.66
200001,-4.37,4.39,0.23,0.41,1.9,2.71,1.87
200002,2.75,22.06,-12.87,0.43,18.4,-13.35,7.59
200003,4.88,-16.62,7.91,0.47,-6.85,10.08,-5.17
200004,-6.41,-7.64,9.26,0.46,-8.47,-1.95,0.35
200005,-4.4,-4.66,3.8,0.5,-9.1,-8.73,-1.71
200006,4.76,13.74,-9.92,0.4,16.55,12.34,2.36
200007,-2.19,-2.79,8.45,0.48,-0.08,6.48,-3.27
200008,7.09,-0.9,-1.29,0.5,5.77,0.62,1.04
200009,-5.62,-1.84,6.87,0.51,2.18,2.49,-2.64
200010,-3.02,-3.63,4.8,0.56,-4.7,-4.74,-1.1
200011,-10.76,-3.07,12.39,0.51,-2.49,-14.52,0.35
200012,1.54,1.59,6.13,0.5,6.83,-6.63,2.91
200101,3.41,6.98,-5.67,0.54,-25.01,16.29,-2.61
200102,-10.32,-1.14,13.88,0.39,12.56,12.34,11
200103,-7.47,0.53,6.37,0.44,8.4,-7.67,3.9
200104,7.99,0.28,-4.39,0.39,-8.12,9.97,-3.79
200105,0.74,3.01,2.82,0.32,2.13,3.67,3.85
200106,-2.03,6.39,-2.11,0.28,0.3,0.46,2.08
200107,-2.13,-4.18,5.61,0.3,5.58,1.07,2.8
200108,-6.21,2.18,3.32,0.31,5.61,-3.96,5.92
200109,-9.43,-6.53,1.63,0.28,11.54,-4.9,0.05
200110,2.56,6.83,-6.99,0.22,-8.42,14.85,-1.66
200111,7.71,0.39,0.82,0.17,-8.62,-3.11,0.24
200112,1.64,5.12,0.39,0.15,0.01,1.68,1.26
200201,-1.74,1.15,3.46,0.14,3.73,1.59,3.52
200202,-2.3,-1.67,3.92,0.13,6.81,-0.11,4.09
200203,4.34,4.34,1.14,0.13,-1.68,2.85,2.11
200204,-5.11,5.84,4.21,0.15,7.92,2.08,6.12
200205,-1.19,-3.68,2.46,0.14,3.05,-2.7,2.4
200206,-7.16,3.55,1.47,0.13,6.19,-3.38,2.15
200207,-8.26,-5.16,-3.65,0.15,3.4,1.48,-2.94
200208,0.66,-2.19,2.17,0.14,1.73,1.39,-0.59
200209,-10.14,2.69,1.16,0.14,9.14,-1.8,-0.59
200210,7.35,-3.01,-6.51,0.14,-5.49,7.53,-0.38
200211,6.01,3.18,-1.54,0.12,-16.31,0.27,4.05
200212,-5.44,-0.52,3.86,0.11,9.65,10.58,2.26
200301,-2.44,1.4,-0.9,0.1,1.56,0.25,0.41
200302,-1.63,-0.27,-1.46,0.09,1.22,-0.8,-1.9
200303,0.93,0.83,-1.73,0.1,1.51,-0.22,-2.66
200304,8.18,1.11,-0.02,0.1,-9.44,3.17,-0.92
200305,6.26,4.69,0.16,0.09,-10.77,-1.44,3.47
200306,1.53,1.48,0.66,0.1,-0.97,-0.18,1.38
200307,2.24,5.62,-2.08,0.07,-0.29,2.59,0.37
200308,2.43,2.65,1.79,0.07,-0.54,-1.47,-0.35
200309,-0.99,0.57,0.92,0.08,-0.07,4.59,1.09
200310,5.96,2.87,1.84,0.07,3.88,2.04,2.02
200311,1.59,2.2,1.46,0.07,1.59,-1.44,1.93
200312,4.47,-2.78,2.64,0.08,-5.69,1.7,2.06
200401,2.23,2.61,1.66,0.07,2.58,2.24,1.91
200402,1.49,-1.15,0.34,0.06,-1.13,1.45,-2.95
200403,-1.16,1.87,-0.01,0.09,0.19,-2.17,-1.7
200404,-2.5,-2.56,-1.7,0.08,-5.38,-0.22,-2.36
200405,1.35,-0.15,-0.26,0.06,1.65,2.27,0.89
200406,2.08,2.28,1.68,0.08,2.08,0.31,1.79
200407,-3.87,-3.82,4.39,0.1,-2.31,-1.37,-2.51
200408,0.16,-1.54,1.12,0.11,-1.52,-2.41,-2.77
200409,1.94,2.85,0.34,0.11,5.26,3.05,-1.25
200410,1.67,0.42,-0.89,0.11,-1.5,0.14,0.98
200411,4.67,4.12,1.91,0.15,3.22,1.46,-1.16
200412,3.36,0.19,-0.35,0.16,-2.83,0.92,0.87
200501,-2.82,-1.62,2.49,0.16,3.12,1.57,-2.9
200502,2.11,-0.75,2.78,0.16,3.24,-2.33,-1.49
200503,-1.9,-1.3,1.65,0.21,0.92,0.16,-0.72
200504,-2.73,-3.96,-0.48,0.21,-0.83,-1.82,-1.48
200505,3.56,2.95,-1.17,0.24,0.43,3.18,0.48
200506,0.92,2.56,2.75,0.23,2.06,0.11,-1.49
200507,4.09,2.76,-0.46,0.24,0.04,-0.17,0.99
200508,-0.89,-0.89,1.42,0.3,2.21,-1.46,0.35
200509,0.77,-0.63,1.17,0.29,3.47,-3.7,-0.05
200510,-2.35,-1.04,-0.7,0.27,-1.29,1.56,-1.03
200511,3.73,1,-1.81,0.31,0.37,0.15,0.28
200512,0.03,-0.48,0.48,0.32,0.76,1.94,-0.86
200601,3.65,5.39,1.14,0.35,2.75,-1.09,1.16
200602,-0.5,-0.36,-0.83,0.34,-1.8,3.3,1.26
200603,1.54,3.54,-0.07,0.37,1.23,0.06,0.44
200604,0.94,-1.23,3.08,0.36,0.66,-0.34,-0.42
200605,-3.53,-2.99,2.78,0.43,-3.72,0.02,-0.16
200606,-0.44,-0.49,1.5,0.4,1.48,-0.55,-1.11
200607,-0.59,-3.94,3.3,0.4,-2.18,0.25,1.37
200608,2.09,0.81,-1.73,0.42,-3.46,1.74,2.92
200609,1.53,-1.21,-0.43,0.41,-0.94,0.74,1.65
200610,3.3,1.65,0.48,0.41,-0.23,-0.21,-0.46
200611,1.95,0.73,0.51,0.42,-1.01,-0.95,-1.93
200612,0.68,-0.89,2.54,0.4,0.83,2.38,1.93
200701,1.5,0.06,-0.1,0.44,0.26,1.07,-0.68
200702,-1.78,1.43,0.24,0.38,-1.32,0.3,-0.64
200703,0.87,-0.23,0.43,0.43,2.49,-2.02,-1.18
200704,3.55,-2.09,-0.96,0.44,-0.17,-0.28,0.28
200705,3.48,-0.06,-0.09,0.41,-0.32,-1.09,-2.48
200706,-1.87,0.67,-1.03,0.4,0.25,-0.84,-0.29
200707,-3.57,-2.7,-2.93,0.4,2.79,-3.35,-2.06
200708,0.75,-0.14,-2.37,0.42,0.11,-2.57,-0.24
200709,3.77,-2.47,-2.13,0.32,4.61,0.31,-2.78
200710,2.26,0.09,-1.92,0.32,4.89,-3.92,-1.58
200711,-5.27,-2.73,-1.02,0.34,0.89,-1.73,0.45
200712,-0.7,0.07,-0.05,0.27,6.51,-2.09,-2.28
200801,-6.44,-0.76,3.01,0.21,-7.84,6.97,1.76
200802,-2.33,-0.55,0.05,0.13,6.14,5.05,-2.18
200803,-1.21,0.86,0.17,0.17,4.14,-0.31,2.73
200804,4.94,-1.55,0.07,0.18,-0.21,3.13,-4.53
200805,2.21,2.84,-0.26,0.18,3.2,-2.31,-4.52
200806,-8.03,1.05,-1.06,0.17,12.52,-7.09,-3.18
200807,-1.47,3.74,3.59,0.15,-5.15,8.21,7.84
200808,0.99,3.79,1.48,0.13,-3.81,-0.63,1.06
200809,-9.97,-0.23,4.42,0.15,0.39,-3.74,5.8
200810,-18.55,-2.17,-3.07,0.08,7.81,-9.47,2.45
200811,-8.56,-3.57,-4.99,0.03,7.18,-10.22,-2.4
200812,2.06,3.99,-1.18,0.09,-5.03,5.3,0.3
200901,-7.75,-0.9,-9.93,0,-1.92,0.49,-7.12
200902,-10.12,-0.41,-6.75,0.01,4.25,-6.69,1.15
200903,8.75,0.75,2.57,0.02,-11.51,3.35,3.92
200904,11.04,5.16,5.68,0.01,-34.75,-6.94,-0.35
200905,6.73,-2.64,0.45,0,-12.49,-2.82,-1.97
200906,-0.28,2.65,-2.45,0.01,5.37,5.07,1.32
200907,8.23,2.47,4.82,0.01,-5.51,4.39,5.04
200908,3.18,-0.56,7.68,0.01,-8.87,-2.1,5.48
200909,4.52,2.33,1.47,0.01,-4.97,1.23,-1.78
200910,-2.84,-4.28,-4.37,0,2.65,2.12,-4.76
200911,5.74,-2.84,0.13,0,0.41,0.38,1.44
200912,2.91,5.89,0.72,0.01,2.94,1.57,0.7
201001,-3.71,0.43,0.57,0,-5.34,3.66,1.64
201002,3.53,1.39,2.75,0,3.61,1.83,2.58
201003,6.44,1.57,2.01,0.01,3.72,0.87,4.3
201004,2.02,5.01,3.14,0,3.2,-1.81,4.8
201005,-8,-0.01,-2.36,0.01,-0.26,0.55,-3.03
201006,-5.21,-2.08,-4.31,0.01,-2.88,-4.88,-5.34
201007,7.1,0.13,0.23,0.01,1.95,4.05,0.65
201008,-4.4,-2.91,-1.71,0.01,-0.12,1.06,-3.82
201009,9.24,3.96,-3.05,0.01,1.35,3.2,1.97
201010,3.88,0.94,-2.21,0.01,1.59,-1.37,-2.23
201011,0.56,3.78,-0.66,0.01,2.5,-0.91,-0.73
201012,6.77,0.78,3.53,0.01,-3.18,2.34,4.8
201101,2.01,-2.46,0.96,0.01,-0.22,0.02,1.03
201102,3.85,1.79,1.38,0.01,1.99,-0.99,1.29
201103,0.28,2.73,-1.31,0.01,3.55,-0.89,-1.91
201104,2.82,-0.23,-2.31,0,0.07,-1,-2.15
1 date Mkt-RF SMB HML RF Mom ST_Rev LT_Rev
2 197901 4.18 3.69 2.28 0.77 -1.26 5.49 -0.75
3 197902 -3.41 0.47 1.17 0.73 -1.08 1.28 0.94
4 197903 5.75 3.19 -0.67 0.81 2.91 1.38 -0.35
5 197904 0.05 2.18 1.06 0.8 0.81 -0.37 -0.4
6 197905 -2.18 0.34 1.62 0.82 -0.36 0.99 0.75
7 197906 3.88 1.17 1.42 0.81 0.84 1.2 -2.71
8 197907 0.73 1.31 1.75 0.77 -1.07 0.57 -2.02
9 197908 5.7 2.07 -1.53 0.77 -0.24 0.81 -1.74
10 197909 -0.69 -0.29 -0.91 0.83 5.33 -1.56 0.04
11 197910 -8.14 -3.33 -1.87 0.87 2.15 -1.96 1.52
12 197911 5.37 2.75 -3.34 0.99 7.95 1.37 -2.28
13 197912 1.87 4.24 -2.04 0.95 4.76 -1.93 -0.34
14 198001 5.76 1.68 1.78 0.8 7.47 -3.38 -0.85
15 198002 -0.79 -1.79 0.58 0.89 7.9 -4.94 -0.09
16 198003 -13.23 -6.64 -1.02 1.21 -9.61 8.38 2.61
17 198004 3.97 0.99 1.09 1.26 -0.43 1.36 -0.13
18 198005 5.2 2.13 0.38 0.81 -1.13 2.87 0.78
19 198006 3.16 1.69 -0.91 0.61 1.59 2.15 -2.92
20 198007 6.41 4.21 -6.27 0.53 0.36 2.93 -1.74
21 198008 1.72 3.91 -2.69 0.64 3.2 -0.99 -1.55
22 198009 2.2 0.87 -4.71 0.75 5.44 -1.44 -1.79
23 198010 1.06 2.45 -2.75 0.95 7.33 -1.99 -2.83
24 198011 9.54 -3.46 -8.52 0.96 15.21 -9.86 -7.79
25 198012 -4.75 -0.23 2.67 1.31 -6.63 6.36 3.43
26 198101 -5.05 3.02 6.88 1.04 -7.91 -2.29 7.51
27 198102 0.48 -0.29 1 1.07 -1.39 -2.22 2.65
28 198103 3.41 3.61 0.74 1.21 0.78 1.62 1.59
29 198104 -2.21 4.4 2.28 1.08 -0.96 -1.53 2.83
30 198105 0.21 2.05 -0.45 1.15 3.73 -3.74 1.55
31 198106 -2.37 -0.86 5.13 1.35 -5.9 4.53 1.01
32 198107 -1.55 -2.26 -0.53 1.24 -2.53 -0.58 -3.51
33 198108 -6.91 -1.93 4.78 1.28 -1.11 -0.67 1.27
34 198109 -7.62 -2.64 5.19 1.24 1.93 -1.11 5.23
35 198110 4.81 2.24 -4.36 1.21 4.06 4.62 -4.92
36 198111 3.51 -0.93 1.86 1.07 -0.26 2.58 0.62
37 198112 -3.68 1.2 0.72 0.87 1.32 1.63 1.4
38 198201 -3.42 -1.24 3.07 0.8 1.71 -1.22 6.42
39 198202 -6.03 0.5 6.03 0.92 4.94 -4.36 5.93
40 198203 -1.99 -0.22 3.86 0.98 2.98 -1.77 3.97
41 198204 3.2 1.46 -2.72 1.13 -0.41 1.62 -1.67
42 198205 -3.88 0.5 1.8 1.06 2.53 1.93 1.58
43 198206 -3.35 -0.39 1.57 0.96 4.99 0.16 1.94
44 198207 -3.1 0.89 0.23 1.05 4.47 -2.89 2.35
45 198208 11.14 -4.13 1.17 0.76 -3.52 1.1 -0.97
46 198209 1.17 2.94 0.34 0.51 4.18 4.3 -0.47
47 198210 11.27 2.34 -3.72 0.59 0.05 2.83 -0.95
48 198211 4.56 4.77 -1.93 0.63 5.89 -4.48 1.05
49 198212 0.78 -0.17 0.04 0.67 0.03 3.78 1.07
50 198301 3.5 2.66 -0.87 0.69 -1.67 3.17 0.06
51 198302 2.4 3.26 0.7 0.62 3.8 2.72 -0.46
52 198303 2.84 1.76 2.08 0.63 0.92 0.35 0.9
53 198304 6.71 0.53 0.58 0.71 1.8 -0.54 3.19
54 198305 0.63 6.12 -1.4 0.69 -1.48 2.76 -2.1
55 198306 3.11 0.92 -3.85 0.67 1.78 0.2 -0.91
56 198307 -3.9 1.51 5.65 0.74 -3.12 2.02 1.01
57 198308 -0.41 -4.3 5.46 0.76 -5.44 -0.61 0.09
58 198309 0.85 0.55 1.05 0.76 -0.11 2.33 0.82
59 198310 -3.56 -3.61 4.94 0.76 -4.56 -1.68 1.15
60 198311 2.26 2.03 -0.63 0.7 -0.11 4.88 -1.33
61 198312 -1.78 -0.29 1.64 0.73 0.79 1.9 1.36
62 198401 -2.06 -0.4 7.56 0.76 -2.52 0.67 4.24
63 198402 -4.62 -1.72 3.39 0.71 0.17 -2.02 0.22
64 198403 0.61 0.14 0.52 0.73 1.1 2.42 0.71
65 198404 -0.56 -1.2 1.28 0.81 2.08 1.54 -1.56
66 198405 -6.01 0.08 0.2 0.78 1.53 0.84 -0.22
67 198406 1.59 -0.27 -2.59 0.75 -0.7 0.94 -3.6
68 198407 -2.88 -2.28 0.28 0.82 2.93 -1.49 -1.63
69 198408 10.44 -0.22 -1.75 0.83 -5.74 7.28 -1.69
70 198409 -0.82 0.24 5.33 0.86 3.66 4.35 1.78
71 198410 -1.01 -1.17 0.46 1 3.23 -1.26 -1.79
72 198411 -1.8 -0.63 4.01 0.73 1.7 -0.66 1.02
73 198412 1.73 -0.57 -0.11 0.64 1.5 0.56 -3.1
74 198501 7.92 3.27 -5.35 0.65 -6.93 2.34 -1.93
75 198502 1.11 0.79 -0.23 0.58 1.82 2.42 -0.12
76 198503 -0.79 -1.12 3.98 0.62 1.69 -1.3 -0.69
77 198504 -0.94 0.18 3.72 0.72 3.05 -2.46 0.15
78 198505 4.92 -2.28 -0.91 0.66 3.97 -0.51 -4
79 198506 1.16 0.49 0.42 0.55 3.63 -0.63 -2.35
80 198507 -0.65 2.85 -1.63 0.62 -3.92 3.62 1.67
81 198508 -1.03 -0.37 2.2 0.55 1.79 1.82 0.11
82 198509 -4.58 -1.61 1.25 0.6 1.48 -1.81 -0.8
83 198510 3.79 -1.58 0.72 0.65 4.87 0.72 -2.46
84 198511 6.31 0.24 -2.87 0.61 -0.39 2.31 -2.39
85 198512 3.66 -0.46 -1.52 0.65 -0.13 -0.63 -3.13
86 198601 0.42 1.21 0.53 0.56 2.97 0.72 -2.83
87 198602 6.72 -0.59 -0.84 0.53 2.76 -1.64 -3.67
88 198603 4.79 -0.48 -0.44 0.6 2.45 -0.21 -2.24
89 198604 -1.31 2.82 -2.91 0.52 -0.5 2.83 -1.17
90 198605 4.59 -1.3 -0.11 0.49 2.03 0.97 -1.35
91 198606 0.9 -0.89 1.38 0.52 5.15 -2.36 -6.44
92 198607 -6.49 -3.43 4.71 0.52 1.8 -3.05 -4.05
93 198608 6.16 -4.17 3.53 0.46 -5.02 1.16 4.82
94 198609 -8.35 2.3 3.22 0.45 -5.86 -0.3 3.83
95 198610 4.47 -2.59 -1.48 0.46 2.7 3.55 0.64
96 198611 1.12 -1.96 -0.16 0.39 -0.31 0.66 0.12
97 198612 -3.13 0.07 0.36 0.49 0.37 0.56 0.53
98 198701 12.43 -1.73 -3.15 0.42 2.07 0.45 3.12
99 198702 4.36 3.45 -5.95 0.43 -2.16 -1.06 -0.16
100 198703 1.9 0.44 1.65 0.47 1.6 1.82 3.92
101 198704 -2.14 -1.69 -0.29 0.44 0.26 -1.89 3.92
102 198705 0.13 -0.56 0.17 0.38 -0.69 -0.28 2.22
103 198706 3.89 -2.1 1.13 0.48 -0.2 0.11 -1.42
104 198707 3.96 -0.68 0.67 0.46 2.69 -0.15 2.33
105 198708 3.24 -0.77 -0.94 0.47 -0.89 2.55 -3.05
106 198709 -2.53 0.62 0.28 0.45 0.61 -0.38 3.08
107 198710 -23.14 -8.41 4.17 0.6 -7.92 0.1 -6.26
108 198711 -7.58 2.61 3.18 0.35 -1.17 -0.77 -0.42
109 198712 6.64 0.18 -4.48 0.39 5.78 5.96 2.87
110 198801 4.2 -0.66 5.22 0.29 -7.63 7.9 -1.63
111 198802 4.71 3.34 -1.66 0.46 -1.54 4.35 1.53
112 198803 -2.1 6.15 0.77 0.44 0.64 -0.9 1.21
113 198804 0.64 0.96 1.73 0.46 2.25 0.33 0.45
114 198805 -0.47 -2.62 2.31 0.51 0.5 0.57 -0.13
115 198806 4.66 2.12 -1.14 0.49 -2.91 1.83 1.75
116 198807 -1.24 -0.19 2.28 0.51 0.64 3.4 -1.35
117 198808 -3.39 0.08 2.09 0.59 0.32 -1.95 -2.03
118 198809 3.1 -1.3 -0.74 0.62 0.24 -0.15 -1.95
119 198810 1.15 -2.94 1.66 0.61 1.32 -0.92 -0.12
120 198811 -2.21 -1.74 1.26 0.57 0.41 -0.67 -0.84
121 198812 1.48 1.93 -1.55 0.63 0.28 2.29 0.79
122 198901 6.06 -2.15 0.52 0.55 -0.14 1.12 2.81
123 198902 -2.25 2.74 0.87 0.61 0.87 1.06 0.9
124 198903 1.48 0.7 0.47 0.67 3.56 -0.87 0.15
125 198904 4.15 -0.53 -1.38 0.67 1.7 -0.72 -1.1
126 198905 3.14 -0.03 -0.84 0.79 1.54 -2.74 -1.7
127 198906 -1.2 -1.01 2.18 0.71 0.65 2.26 -0.71
128 198907 7.01 -3.98 -2.8 0.7 5.39 1.3 -1.8
129 198908 1.47 0.5 0.67 0.74 -0.14 1.89 0.17
130 198909 -0.8 0.34 -1.3 0.65 3.39 1.18 -2.83
131 198910 -3.61 -3.23 -0.98 0.68 1.43 -4.26 -3.55
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133 198912 1.22 -2.35 0.29 0.61 2.78 -2.54 -0.83
134 199001 -7.58 -1.25 0.87 0.57 -3.36 1.1 3.23
135 199002 0.92 1.15 0.66 0.57 -0.53 0.43 1.9
136 199003 1.77 1.5 -2.86 0.64 1.68 0.21 -0.17
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138 199005 8.21 -2.48 -3.63 0.68 3.02 -0.44 0.93
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140 199007 -1.62 -3.18 -0.05 0.68 5.95 -0.56 -1.79
141 199008 -9.85 -3.57 1.49 0.66 1.79 -3.51 1.62
142 199009 -5.98 -3.63 0.67 0.6 5.52 -6 0.71
143 199010 -1.93 -5.56 0.26 0.68 6.73 -2.64 -3.5
144 199011 6 0.32 -2.96 0.57 -5.69 5.91 -0.64
145 199012 2.35 0.78 -1.49 0.6 0.01 -2.98 -2.39
146 199101 4.39 3.85 -1.73 0.52 -6.52 -2.04 6.15
147 199102 7.1 3.9 -0.58 0.48 -4.83 1.97 1.12
148 199103 2.45 3.92 -1.19 0.44 2.73 0.49 -0.23
149 199104 -0.2 0.53 1.43 0.53 -2.42 1.6 -1.19
150 199105 3.6 -0.31 -0.56 0.47 -0.12 0.35 1.4
151 199106 -4.82 0.06 1.23 0.42 0.4 2.14 -1.69
152 199107 4.19 -0.97 -1.29 0.49 4.34 2.06 0.82
153 199108 2.22 1.59 -0.8 0.46 1.59 -2.92 -0.43
154 199109 -1.56 1.68 -1.06 0.46 1.74 -0.81 -0.82
155 199110 1.36 0.85 -0.39 0.42 3.21 -1.28 2.25
156 199111 -4.12 -0.55 -1.77 0.39 1.26 -0.4 -2.67
157 199112 10.3 -2.26 -4.02 0.38 8.3 1.02 -0.85
158 199201 -0.46 8.43 4.63 0.34 -2.47 5.29 9.48
159 199202 1.06 0.87 6.37 0.28 -0.66 -2.69 5.41
160 199203 -2.71 -1.08 3.72 0.34 -0.35 -1.09 1.41
161 199204 1.02 -6.08 4.33 0.32 -2.6 -3.37 0.71
162 199205 0.36 0.42 1.17 0.28 0.11 -0.18 -0.47
163 199206 -2.25 -3.07 3.32 0.32 -0.61 0.86 1.32
164 199207 3.68 -0.39 -0.48 0.31 1.43 2.05 -1.26
165 199208 -2.34 -0.11 -1.09 0.26 -0.51 -1.57 -4.1
166 199209 0.98 0.58 -0.2 0.26 1.44 -1.12 -0.02
167 199210 0.87 2.07 -2.05 0.23 2.74 -0.22 -1.06
168 199211 3.79 3.63 -1.53 0.23 -0.32 -1.07 0.27
169 199212 1.5 1.63 2.53 0.28 4.47 1.21 0.8
170 199301 1.03 2.03 5.83 0.23 4.82 -0.52 5.54
171 199302 0.32 -3.36 6.5 0.22 3.11 -1.41 4.23
172 199303 2.26 0.23 1.23 0.25 3.74 -0.92 1.74
173 199304 -2.78 -0.64 2.65 0.24 0.33 -1.77 2.46
174 199305 2.74 1.97 -3.45 0.22 0.28 1.45 1.29
175 199306 0.29 -0.31 2.61 0.25 4.59 2.25 1.64
176 199307 -0.32 0.95 3.24 0.24 3.24 -2.7 0.99
177 199308 3.7 0.22 -0.4 0.25 2.58 1.3 1.23
178 199309 -0.2 3.08 -0.45 0.26 3.31 0.67 0.5
179 199310 1.59 1.45 -1.59 0.22 -2.7 1.96 1.78
180 199311 -2.01 -1.41 -0.31 0.25 -4.71 -1.37 1.49
181 199312 1.72 1.24 0.6 0.23 2.37 1.15 0.48
182 199401 2.9 0.11 2.15 0.25 0.09 1.75 3.78
183 199402 -2.63 2.72 -1.37 0.21 -0.27 0.42 -0.18
184 199403 -4.85 -0.9 1.29 0.27 -1.31 0.13 0.54
185 199404 0.68 -0.88 1.66 0.27 0.39 -0.35 0.17
186 199405 0.62 -2.05 0.12 0.32 -2.22 0.07 1.64
187 199406 -3.1 -0.49 1.71 0.31 -0.83 0.18 0.46
188 199407 2.78 -1.78 0.98 0.28 0.18 1.4 0.5
189 199408 3.89 1.45 -3.47 0.37 1.54 1.47 2.35
190 199409 -2.21 2.7 -1.83 0.37 1.29 -0.74 1.71
191 199410 1.07 -2.21 -2.35 0.38 1.48 -0.25 0.54
192 199411 -4.09 -0.16 -0.07 0.37 -0.19 -2.1 -1.63
193 199412 0.82 0.04 0.22 0.44 3.51 0.82 0.1
194 199501 1.62 -2.95 1.67 0.42 -1.82 4.05 -0.65
195 199502 3.56 -0.33 0.37 0.4 -0.33 2.38 -1.01
196 199503 2.24 -0.35 -2.04 0.46 0.38 -0.13 1.11
197 199504 2.06 -0.41 1.73 0.44 1.85 -0.58 0.36
198 199505 2.86 -2.24 1.97 0.54 -0.43 -0.44 -1.13
199 199506 2.65 3.07 -2.99 0.47 2.92 1.21 -1.85
200 199507 3.63 2.22 -2.15 0.45 2.57 -2.24 -0.97
201 199508 0.46 1.84 1.89 0.47 -0.02 1.32 -1.14
202 199509 3.21 -2.02 -0.92 0.43 2.63 -0.86 -1.01
203 199510 -1.6 -3.99 -0.08 0.47 4.14 -1.05 0.51
204 199511 3.85 -0.81 0.34 0.42 -0.6 0.56 0.55
205 199512 1.03 0.42 1.41 0.49 2.56 -0.95 3.96
206 199601 2.38 -2.44 0.36 0.43 0.55 1.08 1.34
207 199602 1.24 2.06 -2.32 0.39 0.58 2.27 -1.39
208 199603 0.7 1.31 1.23 0.39 -1.89 -0.08 -0.24
209 199604 2.09 4.89 -3.98 0.46 -0.93 0.7 -0.78
210 199605 2.26 3.22 -1.38 0.42 1.55 -1.08 1.16
211 199606 -1.23 -3.68 1.93 0.4 0.95 -0.22 -0.13
212 199607 -5.83 -3.57 4.39 0.45 -0.14 -2.48 0
213 199608 2.84 2.31 -0.59 0.41 -0.12 2.55 -1.47
214 199609 4.86 -0.82 -3.83 0.44 2.7 0.54 -2.12
215 199610 0.95 -4.11 4.81 0.42 3.82 -1.1 0.06
216 199611 6.15 -3.6 0.21 0.41 -2.39 0.17 -2.49
217 199612 -1.6 3.15 0.94 0.46 0.6 0.54 -0.57
218 199701 4.9 -1.51 -2.3 0.45 1.95 2.71 -1.58
219 199702 -0.5 -2.57 4.72 0.39 -2.02 1.27 0.84
220 199703 -4.92 -0.3 3.88 0.43 0.98 0.89 2.11
221 199704 3.81 -5.14 -1 0.43 4.81 2.39 -4.09
222 199705 6.67 4.79 -4.35 0.49 -5.2 2.83 -2.18
223 199706 4.04 1.52 0.7 0.37 2.67 0.81 0.19
224 199707 7.22 -2.42 -0.38 0.43 3.84 3.81 -1.16
225 199708 -4.04 7.48 1.03 0.41 -2.53 -0.07 3.18
226 199709 5.41 2.68 -0.28 0.44 1.46 1.68 -0.4
227 199710 -3.86 -0.81 2.31 0.42 -0.44 -0.97 0.35
228 199711 2.65 -5.05 1.03 0.39 0.29 -2.01 1.01
229 199712 1.3 -2.34 3.82 0.48 3.84 -3.05 0.12
230 199801 0.02 -1.01 -1.82 0.43 0.08 4.98 -1.11
231 199802 6.94 0.21 -0.72 0.39 -1.1 1.96 -1.18
232 199803 4.74 -1.18 1.67 0.39 2.14 1.84 2.3
233 199804 0.66 0.46 0.31 0.43 0.78 1.72 -0.93
234 199805 -2.97 -3.58 4.27 0.4 1.86 0.7 1.49
235 199806 2.78 -3.28 -1.84 0.41 7.26 -1.48 -0.75
236 199807 -2.74 -4.88 -1.08 0.4 3.69 -1.99 0.46
237 199808 -16.21 -5.7 5.14 0.43 1.91 -2.66 4.47
238 199809 5.92 -0.16 -3.96 0.46 -0.61 2.82 0.24
239 199810 7.12 -3.19 -2.71 0.32 -5.36 9.86 -4.23
240 199811 5.89 1.12 -3.29 0.31 1.18 1.22 -0.38
241 199812 5.93 -0.27 -4.8 0.38 9.03 -1.63 -1
242 199901 3.5 0.67 -5.61 0.35 3.02 -2.28 1.09
243 199902 -4.16 -5.68 1.71 0.35 -0.13 2.34 0.37
244 199903 3.36 -3.89 -2.88 0.43 -1.36 0.21 -1.09
245 199904 4.54 3.37 2.45 0.37 -9.14 2.36 5.14
246 199905 -2.41 3.69 2.69 0.34 -5.25 1.12 3.39
247 199906 4.68 3.37 -4.3 0.4 4.96 1.58 0.36
248 199907 -3.45 2.23 0.54 0.38 1.6 1.4 1.93
249 199908 -1.39 -1.24 -0.99 0.39 3.06 -3.51 -1.55
250 199909 -2.67 3.25 -3.08 0.39 6.49 -0.82 0.23
251 199910 5.82 -6.78 -3.26 0.39 5.48 -1.18 -2.76
252 199911 3.32 7.66 -7.99 0.36 5.57 0.09 5.14
253 199912 7.94 6.82 -9.19 0.44 13.2 -14.05 5.66
254 200001 -4.37 4.39 0.23 0.41 1.9 2.71 1.87
255 200002 2.75 22.06 -12.87 0.43 18.4 -13.35 7.59
256 200003 4.88 -16.62 7.91 0.47 -6.85 10.08 -5.17
257 200004 -6.41 -7.64 9.26 0.46 -8.47 -1.95 0.35
258 200005 -4.4 -4.66 3.8 0.5 -9.1 -8.73 -1.71
259 200006 4.76 13.74 -9.92 0.4 16.55 12.34 2.36
260 200007 -2.19 -2.79 8.45 0.48 -0.08 6.48 -3.27
261 200008 7.09 -0.9 -1.29 0.5 5.77 0.62 1.04
262 200009 -5.62 -1.84 6.87 0.51 2.18 2.49 -2.64
263 200010 -3.02 -3.63 4.8 0.56 -4.7 -4.74 -1.1
264 200011 -10.76 -3.07 12.39 0.51 -2.49 -14.52 0.35
265 200012 1.54 1.59 6.13 0.5 6.83 -6.63 2.91
266 200101 3.41 6.98 -5.67 0.54 -25.01 16.29 -2.61
267 200102 -10.32 -1.14 13.88 0.39 12.56 12.34 11
268 200103 -7.47 0.53 6.37 0.44 8.4 -7.67 3.9
269 200104 7.99 0.28 -4.39 0.39 -8.12 9.97 -3.79
270 200105 0.74 3.01 2.82 0.32 2.13 3.67 3.85
271 200106 -2.03 6.39 -2.11 0.28 0.3 0.46 2.08
272 200107 -2.13 -4.18 5.61 0.3 5.58 1.07 2.8
273 200108 -6.21 2.18 3.32 0.31 5.61 -3.96 5.92
274 200109 -9.43 -6.53 1.63 0.28 11.54 -4.9 0.05
275 200110 2.56 6.83 -6.99 0.22 -8.42 14.85 -1.66
276 200111 7.71 0.39 0.82 0.17 -8.62 -3.11 0.24
277 200112 1.64 5.12 0.39 0.15 0.01 1.68 1.26
278 200201 -1.74 1.15 3.46 0.14 3.73 1.59 3.52
279 200202 -2.3 -1.67 3.92 0.13 6.81 -0.11 4.09
280 200203 4.34 4.34 1.14 0.13 -1.68 2.85 2.11
281 200204 -5.11 5.84 4.21 0.15 7.92 2.08 6.12
282 200205 -1.19 -3.68 2.46 0.14 3.05 -2.7 2.4
283 200206 -7.16 3.55 1.47 0.13 6.19 -3.38 2.15
284 200207 -8.26 -5.16 -3.65 0.15 3.4 1.48 -2.94
285 200208 0.66 -2.19 2.17 0.14 1.73 1.39 -0.59
286 200209 -10.14 2.69 1.16 0.14 9.14 -1.8 -0.59
287 200210 7.35 -3.01 -6.51 0.14 -5.49 7.53 -0.38
288 200211 6.01 3.18 -1.54 0.12 -16.31 0.27 4.05
289 200212 -5.44 -0.52 3.86 0.11 9.65 10.58 2.26
290 200301 -2.44 1.4 -0.9 0.1 1.56 0.25 0.41
291 200302 -1.63 -0.27 -1.46 0.09 1.22 -0.8 -1.9
292 200303 0.93 0.83 -1.73 0.1 1.51 -0.22 -2.66
293 200304 8.18 1.11 -0.02 0.1 -9.44 3.17 -0.92
294 200305 6.26 4.69 0.16 0.09 -10.77 -1.44 3.47
295 200306 1.53 1.48 0.66 0.1 -0.97 -0.18 1.38
296 200307 2.24 5.62 -2.08 0.07 -0.29 2.59 0.37
297 200308 2.43 2.65 1.79 0.07 -0.54 -1.47 -0.35
298 200309 -0.99 0.57 0.92 0.08 -0.07 4.59 1.09
299 200310 5.96 2.87 1.84 0.07 3.88 2.04 2.02
300 200311 1.59 2.2 1.46 0.07 1.59 -1.44 1.93
301 200312 4.47 -2.78 2.64 0.08 -5.69 1.7 2.06
302 200401 2.23 2.61 1.66 0.07 2.58 2.24 1.91
303 200402 1.49 -1.15 0.34 0.06 -1.13 1.45 -2.95
304 200403 -1.16 1.87 -0.01 0.09 0.19 -2.17 -1.7
305 200404 -2.5 -2.56 -1.7 0.08 -5.38 -0.22 -2.36
306 200405 1.35 -0.15 -0.26 0.06 1.65 2.27 0.89
307 200406 2.08 2.28 1.68 0.08 2.08 0.31 1.79
308 200407 -3.87 -3.82 4.39 0.1 -2.31 -1.37 -2.51
309 200408 0.16 -1.54 1.12 0.11 -1.52 -2.41 -2.77
310 200409 1.94 2.85 0.34 0.11 5.26 3.05 -1.25
311 200410 1.67 0.42 -0.89 0.11 -1.5 0.14 0.98
312 200411 4.67 4.12 1.91 0.15 3.22 1.46 -1.16
313 200412 3.36 0.19 -0.35 0.16 -2.83 0.92 0.87
314 200501 -2.82 -1.62 2.49 0.16 3.12 1.57 -2.9
315 200502 2.11 -0.75 2.78 0.16 3.24 -2.33 -1.49
316 200503 -1.9 -1.3 1.65 0.21 0.92 0.16 -0.72
317 200504 -2.73 -3.96 -0.48 0.21 -0.83 -1.82 -1.48
318 200505 3.56 2.95 -1.17 0.24 0.43 3.18 0.48
319 200506 0.92 2.56 2.75 0.23 2.06 0.11 -1.49
320 200507 4.09 2.76 -0.46 0.24 0.04 -0.17 0.99
321 200508 -0.89 -0.89 1.42 0.3 2.21 -1.46 0.35
322 200509 0.77 -0.63 1.17 0.29 3.47 -3.7 -0.05
323 200510 -2.35 -1.04 -0.7 0.27 -1.29 1.56 -1.03
324 200511 3.73 1 -1.81 0.31 0.37 0.15 0.28
325 200512 0.03 -0.48 0.48 0.32 0.76 1.94 -0.86
326 200601 3.65 5.39 1.14 0.35 2.75 -1.09 1.16
327 200602 -0.5 -0.36 -0.83 0.34 -1.8 3.3 1.26
328 200603 1.54 3.54 -0.07 0.37 1.23 0.06 0.44
329 200604 0.94 -1.23 3.08 0.36 0.66 -0.34 -0.42
330 200605 -3.53 -2.99 2.78 0.43 -3.72 0.02 -0.16
331 200606 -0.44 -0.49 1.5 0.4 1.48 -0.55 -1.11
332 200607 -0.59 -3.94 3.3 0.4 -2.18 0.25 1.37
333 200608 2.09 0.81 -1.73 0.42 -3.46 1.74 2.92
334 200609 1.53 -1.21 -0.43 0.41 -0.94 0.74 1.65
335 200610 3.3 1.65 0.48 0.41 -0.23 -0.21 -0.46
336 200611 1.95 0.73 0.51 0.42 -1.01 -0.95 -1.93
337 200612 0.68 -0.89 2.54 0.4 0.83 2.38 1.93
338 200701 1.5 0.06 -0.1 0.44 0.26 1.07 -0.68
339 200702 -1.78 1.43 0.24 0.38 -1.32 0.3 -0.64
340 200703 0.87 -0.23 0.43 0.43 2.49 -2.02 -1.18
341 200704 3.55 -2.09 -0.96 0.44 -0.17 -0.28 0.28
342 200705 3.48 -0.06 -0.09 0.41 -0.32 -1.09 -2.48
343 200706 -1.87 0.67 -1.03 0.4 0.25 -0.84 -0.29
344 200707 -3.57 -2.7 -2.93 0.4 2.79 -3.35 -2.06
345 200708 0.75 -0.14 -2.37 0.42 0.11 -2.57 -0.24
346 200709 3.77 -2.47 -2.13 0.32 4.61 0.31 -2.78
347 200710 2.26 0.09 -1.92 0.32 4.89 -3.92 -1.58
348 200711 -5.27 -2.73 -1.02 0.34 0.89 -1.73 0.45
349 200712 -0.7 0.07 -0.05 0.27 6.51 -2.09 -2.28
350 200801 -6.44 -0.76 3.01 0.21 -7.84 6.97 1.76
351 200802 -2.33 -0.55 0.05 0.13 6.14 5.05 -2.18
352 200803 -1.21 0.86 0.17 0.17 4.14 -0.31 2.73
353 200804 4.94 -1.55 0.07 0.18 -0.21 3.13 -4.53
354 200805 2.21 2.84 -0.26 0.18 3.2 -2.31 -4.52
355 200806 -8.03 1.05 -1.06 0.17 12.52 -7.09 -3.18
356 200807 -1.47 3.74 3.59 0.15 -5.15 8.21 7.84
357 200808 0.99 3.79 1.48 0.13 -3.81 -0.63 1.06
358 200809 -9.97 -0.23 4.42 0.15 0.39 -3.74 5.8
359 200810 -18.55 -2.17 -3.07 0.08 7.81 -9.47 2.45
360 200811 -8.56 -3.57 -4.99 0.03 7.18 -10.22 -2.4
361 200812 2.06 3.99 -1.18 0.09 -5.03 5.3 0.3
362 200901 -7.75 -0.9 -9.93 0 -1.92 0.49 -7.12
363 200902 -10.12 -0.41 -6.75 0.01 4.25 -6.69 1.15
364 200903 8.75 0.75 2.57 0.02 -11.51 3.35 3.92
365 200904 11.04 5.16 5.68 0.01 -34.75 -6.94 -0.35
366 200905 6.73 -2.64 0.45 0 -12.49 -2.82 -1.97
367 200906 -0.28 2.65 -2.45 0.01 5.37 5.07 1.32
368 200907 8.23 2.47 4.82 0.01 -5.51 4.39 5.04
369 200908 3.18 -0.56 7.68 0.01 -8.87 -2.1 5.48
370 200909 4.52 2.33 1.47 0.01 -4.97 1.23 -1.78
371 200910 -2.84 -4.28 -4.37 0 2.65 2.12 -4.76
372 200911 5.74 -2.84 0.13 0 0.41 0.38 1.44
373 200912 2.91 5.89 0.72 0.01 2.94 1.57 0.7
374 201001 -3.71 0.43 0.57 0 -5.34 3.66 1.64
375 201002 3.53 1.39 2.75 0 3.61 1.83 2.58
376 201003 6.44 1.57 2.01 0.01 3.72 0.87 4.3
377 201004 2.02 5.01 3.14 0 3.2 -1.81 4.8
378 201005 -8 -0.01 -2.36 0.01 -0.26 0.55 -3.03
379 201006 -5.21 -2.08 -4.31 0.01 -2.88 -4.88 -5.34
380 201007 7.1 0.13 0.23 0.01 1.95 4.05 0.65
381 201008 -4.4 -2.91 -1.71 0.01 -0.12 1.06 -3.82
382 201009 9.24 3.96 -3.05 0.01 1.35 3.2 1.97
383 201010 3.88 0.94 -2.21 0.01 1.59 -1.37 -2.23
384 201011 0.56 3.78 -0.66 0.01 2.5 -0.91 -0.73
385 201012 6.77 0.78 3.53 0.01 -3.18 2.34 4.8
386 201101 2.01 -2.46 0.96 0.01 -0.22 0.02 1.03
387 201102 3.85 1.79 1.38 0.01 1.99 -0.99 1.29
388 201103 0.28 2.73 -1.31 0.01 3.55 -0.89 -1.91
389 201104 2.82 -0.23 -2.31 0 0.07 -1 -2.15

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