Market base
modelDateNYSEGillette13-Jan-04-0.00523-0.0013914-Jan-040.007740.0030515-Jan-04-0.00149-0.0016616-Jan-040.002690.0130320-Jan-040.004840.0002821-Jan-040.008920.0027322-Jan-04-0.00018-0.0100923-Jan-04-0.004550.0005526-Jan-040.006820.0443527-Jan-04-0.00484-0.0042228-Jan-04-0.01262-0.0127129-Jan-04-0.00004-0.0093630-Jan-04-0.00062-0.013872-Feb-040.00261-0.007453-Feb-040.00093-0.002784-Feb-04-0.007410.015055-Feb-040.002790.017306-Feb-040.01351-0.002169-Feb-040.00138-0.0056810-Feb-040.005300.0057111-Feb-040.011080.0083812-Feb-04-0.00516-0.0032213-Feb-04-0.00369-0.0029617-Feb-040.011790.0056718-Feb-04-0.007550.0037619-Feb-04-0.000570.0098920-Feb-04-0.005750.0082123-Feb-04-0.00168-0.0002624-Feb-04-0.00159-0.0044725-Feb-040.002310.0142526-Feb-040.00111-0.0054627-Feb-040.002200.006801-Mar-040.011090.020532-Mar-04-0.00731-0.015783-Mar-040.000180.007244-Mar-040.00363-0.005395-Mar-040.005530.021698-Mar-04-0.00570-0.008349-Mar-04-0.00642-0.0066310-Mar-04-0.015880.0051311-Mar-04-0.01687-0.0283312-Mar-040.01009-0.0070915-Mar-04-0.01540-0.0087316-Mar-040.006920.0056017-Mar-040.012020.0220318-Mar-04-0.001000.0044119-Mar-04-0.00909-0.0056922-Mar-04-0.01496-0.0145623-Mar-040.00219-0.0050124-Mar-04-0.006650.0000025-Mar-040.013920.0278426-Mar-040.00080-0.0087729-Mar-040.012980.0148430-Mar-040.005050.0076931-Mar-040.00189-0.004831-Apr-040.00686-0.008442-Apr-040.005420.000515-Apr-040.005200.003876-Apr-04-0.003120.004887-Apr-04-0.00280-0.005628-Apr-04-0.00295-0.0030812-Apr-040.004200.0033513-Apr-04-0.014960.0005114-Apr-04-0.00493-0.0046215-Apr-040.002790.0116116-Apr-040.007230.0155619-Apr-040.00047-0.0394320-Apr-04-0.01404-0.0078421-Apr-040.003010.0084322-Apr-040.013220.0164623-Apr-04-0.002480.0000026-Apr-04-0.002900.0146527-Apr-040.002270.0040528-Apr-04-0.01701-0.0171629-Apr-04-0.007380.0622030-Apr-04-0.00199-0.006803-May-040.007660.006844-May-040.006550.003885-May-040.003490.006536-May-04-0.010820.001447-May-04-0.01836-0.0141510-May-04-0.01764-0.0167911-May-040.007860.0014812-May-040.001620.0118613-May-04-0.002620.0029314-May-04-0.000200.0126617-May-04-0.00988-0.0190018-May-040.007280.0093119-May-040.001690.0038920-May-04-0.001600.0041121-May-040.004940.0021724-May-040.004120.0086525-May-040.015030.0004826-May-040.00091-0.0007227-May-040.008880.0262228-May-04-0.001170.000931-Jun-040.000390.003952-Jun-040.002940.002083-Jun-04-0.00763-0.007614-Jun-040.00731-0.002567-Jun-040.016450.005368-Jun-04-0.001130.004409-Jun-04-0.011800.0039210-Jun-040.004820.0046014-Jun-04-0.01399-0.0073215-Jun-040.00941-0.0020816-Jun-040.00143-0.0020817-Jun-040.00163-0.0037018-Jun-040.00314-0.0079021-Jun-04-0.00326-0.0049222-Jun-040.001320.0063523-Jun-040.007400.0084224-Jun-04-0.00072-0.0109025-Jun-04-0.004000.0046928-Jun-040.00006-0.0175029-Jun-040.000450.0033330-Jun-040.004330.003791-Jul-04-0.008820.000942-Jul-04-0.00037-0.008256-Jul-04-0.006850.003807-Jul-040.003260.002378-Jul-04-0.00692-0.001189-Jul-040.004140.0099312-Jul-040.000520.0018713-Jul-040.00013-0.0046714-Jul-04-0.00243-0.0126815-Jul-04-0.00488-0.0097516-Jul-04-0.000170.0100919-Jul-04-0.00145-0.0121220-Jul-040.00409-0.0069821-Jul-04-0.01279-0.0315022-Jul-040.00007-0.0087623-Jul-04-0.010410.0000026-Jul-04-0.00418-0.0035327-Jul-040.007930.0167228-Jul-040.001600.0109629-Jul-040.00571-0.0558530-Jul-040.001420.021492-Aug-040.003630.003593-Aug-04-0.003690.012274-Aug-04-0.002760.005315-Aug-04-0.01409-0.000256-Aug-04-0.01100-0.000509-Aug-040.000280.0035210-Aug-040.010850.0092711-Aug-04-0.002620.0260612-Aug-04-0.00980-0.0014513-Aug-040.00286-0.0033916-Aug-040.013010.0007317-Aug-040.00068-0.0157918-Aug-040.010520.0081419-Aug-04-0.00221-0.0036720-Aug-040.006600.0095823-Aug-04-0.004560.0012224-Aug-04-0.000460.0060825-Aug-040.007720.0210226-Aug-040.00125-0.0033127-Aug-040.002440.0007130-Aug-04-0.00635-0.0078331-Aug-040.006190.016261-Sep-040.00242-0.002822-Sep-040.010080.008023-Sep-04-0.00377-0.001647-Sep-040.006940.012198-Sep-04-0.00329-0.004869-Sep-040.00156-0.0044210-Sep-040.003670.0030413-Sep-040.00206-0.0172514-Sep-040.00188-0.0028515-Sep-04-0.00726-0.0057116-Sep-040.00432-0.0078917-Sep-040.004470.0224320-Sep-04-0.00577-0.0268921-Sep-040.01025-0.0208422-Sep-04-0.01276-0.0153523-Sep-04-0.004140.0176024-Sep-040.00152-0.0061727-Sep-04-0.005360.0067128-Sep-040.007240.0076629-Sep-040.002640.0132330-Sep-040.001460.009431-Oct-040.014140.005034-Oct-040.00219-0.004295-Oct-040.00022-0.019876-Oct-040.005720.007827-Oct-04-0.009410.000488-Oct-04-0.00267-0.0046011-Oct-040.00102-0.0073012-Oct-04-0.00504-0.0110313-Oct-04-0.00805-0.0039714-Oct-04-0.00617-0.0107015-Oct-040.006640.0105718-Oct-040.001980.0009919-Oct-04-0.00639-0.0082120-Oct-040.00139-0.0055221-Oct-040.003670.0090822-Oct-04-0.006420.0022525-Oct-04-0.00006-0.0187026-Oct-040.011890.0228727-Oct-040.01022-0.0042228-Oct-040.000690.0516629-Oct-040.00333-0.012151-Nov-040.001070.000482-Nov-040.000240.004823-Nov-040.012820.013434-Nov-040.014410.014445-Nov-040.003630.015868-Nov-04-0.00292-0.000699-Nov-04-0.00053-0.0011510-Nov-040.000710.0108111-Nov-040.008670.0011412-Nov-040.009090.0081815-Nov-04-0.00159-0.0124016-Nov-04-0.00625-0.0057117-Nov-040.007780.0064318-Nov-04-0.00150-0.0057019-Nov-04-0.00796-0.0078022-Nov-040.004690.0117923-Nov-040.00079-0.0144024-Nov-040.00445-0.0041726-Nov-040.004320.0025629-Nov-04-0.002050.0058130-Nov-04-0.003770.004391-Dec-040.013080.013342-Dec-04-0.003170.017023-Dec-040.00252-0.002016-Dec-04-0.001420.001567-Dec-04-0.00958-0.009158-Dec-040.002170.006539-Dec-040.002580.0156710-Dec-04-0.002780.0026413-Dec-040.01051-0.0116514-Dec-040.003130.0051115-Dec-040.004920.0073016-Dec-04-0.00386-0.0083517-Dec-04-0.00475-0.0048720-Dec-040.00266-0.0089021-Dec-040.007030.0047122-Dec-040.003220.0029023-Dec-040.002590.0024527-Dec-04-0.00160-0.0091228-Dec-040.006740.0096529-Dec-04-0.00049-0.0137830-Dec-040.001560.0108231-Dec-04-0.00048-0.001783-Jan-05-0.00970-0.002684-Jan-05-0.01242-0.006945-Jan-05-0.00498-0.010826-Jan-050.003080.002287-Jan-05-0.002750.0006810-Jan-050.003430.0145511-Jan-05-0.00531-0.00448Beta0.648574510612-Jan-050.004480.00675S.E
(STEYX)0.01140484313-Jan-05-0.00664-0.01050Rf0.000054794514-Jan-050.005340.00768R
square0.132737897718-Jan-050.006840.0096419-Jan-05-0.00777-0.00089E.RA.Rt-valueResultCARt-valueResult20-Jan-05-0.00691-0.00556-0.004464272-0.00109-0.0957657785INSIG-0.00109-0.0957657785INSIG21-Jan-05-0.00198-0.01497-0.0012676292-0.01370-1.2015170318INSIG-0.01480-1.2972828103INSIG24-Jan-05-0.001790.00567-0.0011422630.006810.5973256328INSIG-0.00798-0.6999571775INSIG25-Jan-050.002090.014440.00137601920.013061.1453256605INSIG0.005080.445368483INSIG26-Jan-050.006820.000670.0044452473-0.00378-0.3312887538INSIG0.001300.1140797292INSIG27-Jan-050.000360.018890.00025580770.018631.6337825831INSIG0.019931.7478623123INSIG28-Jan-05-0.002410.12941-0.00154307070.1309511.482379194SIG0.1508913.2302415062SIG31-Jan-050.00823-0.017050.0053539551-0.02241-1.9647839484SIG0.1284811.2654575579SIG1-Feb-050.00795-0.008280.0051768736-0.01346-1.180028924INSIG0.1150210.0854286338SIG2-Feb-050.003240.007950.00212302270.005830.51111515INSIG0.1208510.5965437838SIG3-Feb-05-0.00294-0.00592-0.0018868286-0.00403-0.3533392994INSIG0.1168210.2432044845SIG4-Feb-050.00967-0.012900.0062896784-0.01919-1.6824100904INSIG0.097638.560794394SIG7-Feb-05-0.00229-0.00382-0.0014652682-0.00235-0.2063632657INSIG0.095288.3544311283SIG8-Feb-050.00091-0.007470.0006083036-0.00807-0.7079612878INSIG0.087217.6464698405SIG9-Feb-05-0.00631-0.01199-0.0040715384-0.00792-0.6946528217INSIG0.079286.9518170188SIG10-Feb-050.006790.0037011-Feb-050.007070.0157914-Feb-050.002580.0066615-Feb-050.003240.01684
