Analysis using EXCEL
Description
Unformatted Attachment Preview
Price
MKT
RF
Dec-98
3.46
6.31
Jan-99
3.37
3.83
Feb-99
3.3
-3.81
Mar-99
3.71
3.79
Apr-99
4.2
4.9
May-99
4.09
-2.07
Jun-99
4.74
5.1
Jul-99
4.85
-3.06
Aug-99
5.1
-1
Sep-99
4.87
-2.29
Oct-99
4.98
6.2
Nov-99
5.92
3.69
Dec-99
6.92
8.39
Jan-00
6.92
-3.97
Feb-00
7.21
3.18
Mar-00
7.53
5.36
Apr-00
6.42
-5.95
May-00
6.05
-3.9
Jun-00
6.46
5.16
Jul-00
6.06
-1.71
Aug-00
6.1
7.58
Sep-00
5.44
-5.11
Oct-00
4.94
-2.46
Nov-00
4.8
-10.25
Dec-00
4.79
2.03
Jan-01
5.26
3.95
Feb-01
4.94
-9.93
Mar-01
4.39
-7.03
Apr-01
4.5
8.39
May-01
4.49
1.06
Jun-01
4.33
-1.75
Jul-01
4.07
-1.83
Aug-01
3.9
-5.91
Sep-01
3.3
-9.15
Oct-01
3.55
2.8
Nov-01
4.01
7.87
Dec-01
4.31
1.78
Jan-02
4.41
-1.61
Feb-02
4.46
-2.17
Mar-02
4.72
4.47
Apr-02
4.79
-4.96
May-02
4.75
-1.05
Jun-02
4.58
-7.02
Jul-02
4.33
-8.11
Aug-02
4.26
0.8
Sep-02
3.77
-10
0.38
0.35
0.35
0.43
0.37
0.34
0.4
0.38
0.39
0.39
0.39
0.36
0.44
0.41
0.43
0.47
0.46
0.5
0.4
0.48
0.5
0.51
0.56
0.51
0.5
0.54
0.39
0.44
0.39
0.32
0.28
0.3
0.31
0.28
0.22
0.17
0.15
0.14
0.13
0.13
0.15
0.14
0.13
0.15
0.14
0.14
TERM SMB
DEF
DIV
TB
1.01
1.4701
0.38
0.13
1.05
1.4622
0.35
0.21
0.99
1.4302
0.35
0.3
0.91
1.4319
0.43
0.45
0.84
1.414
0.37
0.49
0.79
1.4522
0.34
0.69
0.79
1.4406
0.4
0.8
0.76
1.4302
0.38
0.76
0.75
1.4151
0.39
0.74
0.81
1.3838
0.39
0.67
0.83
1.361
0.39
0.68
0.79
1.3408
0.36
0.48
0.64
1.319
0.44
0.44
0.55
1.3031
0.41
0.54
0.61
1.295
0.43
0.3
0.69
1.2659
0.47
0.04
0.76
1.2626
0.46
-0.16
0.91
1.2112
0.5
0.11
0.81
1.1805
0.4
-0.07
0.7
1.1623
0.48
-0.03
0.71
1.1648
0.5
-0.35
0.73
1.118
0.51
-0.33
0.79
1.1063
0.56
-0.27
0.83
1.1065
0.51
-0.37
0.81
1.0948
0.5
-0.36
0.78
1.1096
0.54
0.35
0.77
1.1091
0.39
0.42
0.86
1.106
0.44
0.59
0.87
1.1277
0.39
1.16
0.78
1.1504
0.32
1.61
0.79
1.1481
0.28
1.7
0.84
1.1731
0.3
1.62
0.83
1.1924
0.31
1.5
0.86
1.2317
0.28
1.91
0.88
1.2661
0.22
2.24
0.84
1.2884
0.17
2.47
1.28
1.317
0.15
2.87
1.32
1.3337
0.14
2.88
1.38
1.3606
0.13
2.68
1.3
1.362
0.13
2.71
1.27
1.3517
0.15
2.73
1.34
1.358
0.14
2.81
1.32
1.4067
0.13
2.73
1.37
1.432
0.15
2.69
1.21
1.4487
0.14
2.5
1.25
1.4824
0.14
2.15
-1.54
-0.58
-4.9
-4.12
4.41
3.76
2.47
2.29
-1.84
2.59
-6.85
6.18
5.72
3.91
19.05
-15.26
-5.69
-3.62
10.58
-1.12
-1.14
0.14
-2.63
-0.71
3.37
5.96
2.47
2.31
-0.82
3.71
6.7
-2.88
2.38
-5.92
5.28
0.04
5.2
1.22
-0.88
4.33
6.43
-3.22
3.42
-6.2
-1.2
3.02
Oct-02
Nov-02
Dec-02
Jan-03
Feb-03
Mar-03
Apr-03
May-03
Jun-03
Jul-03
Aug-03
Sep-03
Oct-03
Nov-03
Dec-03
Jan-04
Feb-04
Mar-04
Apr-04
May-04
Jun-04
Jul-04
Aug-04
Sep-04
Oct-04
Nov-04
Dec-04
Jan-05
Feb-05
Mar-05
Apr-05
May-05
Jun-05
Jul-05
Aug-05
Sep-05
Oct-05
Nov-05
Dec-05
Jan-06
Feb-06
Mar-06
Apr-06
May-06
Jun-06
Jul-06
Aug-06
3.94
4.19
3.91
4
3.8
3.59
3.73
4.09
4.33
4.75
5.12
5.19
5.69
5.63
6
6.3
6.44
6.36
6
5.84
5.73
5.64
5.87
6.11
6.22
6.8
7.12
7.13
7.52
7.24
7.21
7.45
7.55
8.19
8.1
8.54
8.02
8.53
9
9.68
9.52
10.12
10.5
9.57
9.29
9.31
9.57
7.5
6.13
-5.33
-2.34
-1.54
1.03
8.28
6.35
1.63
2.31
2.49
-0.91
6.03
1.66
4.55
2.31
1.55
-1.07
-2.42
1.41
2.16
-3.77
0.27
2.06
1.78
4.82
3.52
-2.66
2.27
-1.69
-2.52
3.79
1.15
4.33
-0.59
1.06
-2.08
4.04
0.35
4.01
-0.16
1.91
1.3
-3.1
-0.04
-0.19
2.51
0.14
0.12
0.11
0.1
0.09
0.1
0.1
0.09
0.1
0.07
0.07
0.08
0.07
0.07
0.08
0.07
0.06
0.09
0.08
0.06
0.08
0.1
0.11
0.11
0.11
0.15
0.16
0.16
0.16
0.21
0.21
0.24
0.23
0.24
0.3
0.29
0.27
0.31
0.32
0.35
0.34
0.37
0.36
0.43
0.4
0.4
0.42
1.41
1.5225
0.14
2.29
1.31
1.5461
0.12
2.56
1.24
1.5828
0.11
2.58
1.18
1.6081
0.1
2.69
1.11
1.6538
0.09
2.6
1.06
1.6996
0.1
2.57
1.11
1.7696
0.1
2.69
1.16
1.7937
0.09
2.39
1.22
1.8229
0.1
2.32
1.13
1.838
0.07
2.86
1.13
1.8314
0.07
3.14
1.07
1.8336
0.08
3.03
1.03
1.8397
0.07
3.04
1.01
1.8273
0.07
2.96
0.98
1.8285
0.08
2.96
0.9
1.8098
0.07
2.91
0.77
1.7756
0.06
2.84
0.78
1.766
0.09
2.64
0.73
1.7416
0.08
2.92
0.71
1.7411
0.06
2.94
0.77
1.7417
0.08
2.61
0.8
1.7168
0.1
2.4
0.81
1.7334
0.11
2.26
0.81
1.7305
0.11
2.01
0.74
1.7072
0.11
1.87
0.68
1.942
0.15
1.69
0.68
1.9521
0.16
1.56
0.66
1.9353
0.16
1.36
0.62
1.9704
0.16
1.14
0.66
2.0014
0.21
1.2
0.72
2.0053
0.21
1.02
0.86
2.0169
0.24
0.81
0.9
2.0238
0.23
0.64
0.89
2.0248
0.24
0.54
0.87
2.042
0.3
0.39
0.9
2.0233
0.29
0.35
0.95
2.0095
0.27
0.28
0.97
1.845
0.31
0.21
0.95
1.8265
0.32
0.12
0.95
1.8515
0.35
-0.03
0.92
1.8593
0.34
-0.11
0.88
1.8426
0.37
-0.05
0.84
1.85
0.36
0.09
0.8
1.8672
0.43
0.11
0.89
1.8544
0.4
-0.05
0.91
1.8482
0.4
-0.13
0.91
1.8734
0.42
-0.2
-4.08
3.18
0.24
0.86
-0.89
0.56
1.33
4.98
1.62
4.96
2.64
0.46
2.79
2.37
-2.67
2.53
-0.83
2.11
-2.51
-0.29
2.56
-3.11
-1.23
3.26
0.34
4.26
0.07
-1.27
-0.36
-1.45
-4.04
2.79
3.2
2.76
-0.9
-0.34
-1.34
0.86
-0.33
5.72
-0.42
3.46
-0.8
-3.03
-0.36
-3.68
0.46
Sep-06
Oct-06
Nov-06
Dec-06
Jan-07
Feb-07
Mar-07
Apr-07
May-07
Jun-07
Jul-07
Aug-07
Sep-07
Oct-07
Nov-07
Dec-07
Jan-08
Feb-08
Mar-08
Apr-08
May-08
Jun-08
Jul-08
Aug-08
Sep-08
Oct-08
Nov-08
Dec-08
Jan-09
Feb-09
Mar-09
Apr-09
May-09
Jun-09
Jul-09
Aug-09
Sep-09
Oct-09
Nov-09
Dec-09
10.12
10.55
11.67
12.22
12.24
12.02
12.35
13.18
14.55
15.49
16.41
16.48
18.97
21.64
19.95
20.36
16.99
17.18
15.72
16.82
15.97
12.92
13.14
12.71
10.27
7.56
7.05
7.96
7.42
7.06
7.96
9.54
12.24
12.36
13.66
13.5
14.56
14.28
15.63
16.14
1.95
3.71
2.37
1.08
1.94
-1.4
1.29
3.99
3.89
-1.48
-3.18
1.16
4.09
2.58
-4.93
-0.43
-6.23
-2.2
-1.05
5.12
2.38
-7.86
-1.32
1.1
-9.81
-18.47
-8.52
2.15
-7.74
-10.1
8.77
11.06
6.73
-0.28
8.25
3.19
4.52
-2.84
5.74
2.92
0.41
0.41
0.42
0.4
0.44
0.38
0.43
0.44
0.41
0.4
0.4
0.42
0.32
0.32
0.34
0.27
0.21
0.13
0.17
0.17
0.17
0.17
0.15
0.12
0.15
0.08
0.02
0.09
0
0.01
0.01
0.01
0
0
0.01
0.01
0
0
0
0
0.92
1.8783
0.41
-0.25
0.91
1.8722
0.41
-0.28
0.87
1.8846
0.42
-0.41
0.9
0.94
0.89
0.97
0.92
0.92
0.91
0.92
0.86
0.85
0.82
0.96
1.16
1.21
1.29
1.38
1.42
1.36
1.39
1.49
1.51
1.66
2.6
3.09
3.38
3.09
2.81
2.92
3
2.52
1.89
1.68
1.32
1.18
1.14
1.13
1.11
1.8959
1.8794
1.8885
1.8887
1.88
1.9121
1.8983
1.8945
1.8832
1.9022
1.9116
1.8698
1.8948
1.9133
1.9094
1.9361
1.9315
2.036269
2.140541
2.287122
2.247679
2.370681
2.962084
3.232394
3.235106
3.23598
3.431318
3.599118
3.147635
2.897057
2.763141
2.674303
2.42276
2.288067
2.192021
2.105257
2.018228
0.4
0.44
0.38
0.43
0.44
0.41
0.4
0.4
0.42
0.32
0.32
0.34
0.27
0.21
0.13
0.17
0.17
0.17
0.17
0.15
0.12
0.15
0.08
0.02
0.09
0
0.01
0.01
0.01
0
0
0.01
0.01
0
0
0
0
-0.38
-0.3
-0.33
-0.36
-0.24
-0.16
0.14
0.04
0.2
0.38
0.43
0.65
0.84
1.03
1.69
1.97
1.94
1.82
1.68
1.73
1.71
1.78
2.39
2.46
1.93
2.08
2.25
2.18
2.38
2.79
3.21
3.08
3.13
3
3.02
3.09
3.22
-1.33
1.87
0.76
-0.72
0.05
1.4
-0.04
-2.04
0.25
0.76
-2.97
-0.31
-2.5
0.09
-2.94
0.13
-0.47
-0.65
0.64
-1.1
3.1
0.98
4.11
3.46
0.56
-3.08
-4.16
3.57
-2.41
-1.4
0.99
6.73
-2.37
2.25
2.56
0.18
2.72
-4.76
-2.86
6.07
HML
-4.7
-5.56
1.56
-2.9
2.43
2.68
-4.19
0.54
-0.88
-3.04
-3.18
-7.96
-9.17
0.26
-12.61
7.65
9.09
3.72
-10.02
8.49
-1.23
6.8
4.81
12.32
6.17
-5.74
13.88
6.35
-4.36
2.77
-2.27
5.64
3.43
1.78
-7.06
0.76
0.45
3.46
3.92
1.15
4.23
2.51
1.49
-3.65
2.29
1.25
-6.46
-1.54
3.87
-0.84
-1.44
-1.59
-0.04
0.09
0.73
-2.06
1.71
0.98
1.79
1.46
2.71
1.55
0.45
0.07
-1.67
-0.33
1.67
4.52
1.13
0.39
-0.83
1.94
-0.36
2.67
2.85
1.75
-0.46
-1.24
2.82
-0.48
1.45
1.13
-0.69
-1.79
0.49
1.19
-0.82
-0.1
3.07
2.81
1.59
3.27
-1.76
-0.43
0.48
0.48
2.52
-0.02
0.24
0.39
-0.97
-0.14
-1.07
-2.99
-2.38
-2.14
-1.95
-1.09
0
3.07
-0.03
0.28
-0.08
-0.38
-1.06
3.69
1.48
4.41
-2.99
-4.93
-1.2
-9.86
-6.91
2.6
5.42
0.56
-2.44
4.79
7.57
1.39
-4.37
0.17
0.73
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