├── .gitattributes ├── LICENSE ├── README.md ├── module1 ├── Exercise2_largeT_arma_sims.csv ├── Exercise2_smallT_arma_sims.csv ├── Exercise5_largeT_arma_sims.csv ├── Exercise5_smallT_arma_sims.csv ├── arima_largeT_sims.csv ├── arima_smallT_sims.csv ├── crspvw_dividends_1927-2018.csv ├── crspvw_dividends_1927-2018.xlsx └── module1_2019.ipynb ├── module2 ├── CRSP_pd.csv ├── MULTPL_SP500_PE_RATIO_YEAR.csv ├── References │ ├── BetaDistribution.pdf │ └── probability - Sum of n i.i.d Beta-distributed variables - Mathematics Stack Exchange.pdf └── module2_2019.ipynb ├── module3 ├── References │ ├── GLS [notes1].pdf │ ├── GLS [notes2].pdf │ ├── Heteroskedasticity and Robust Estimators [NOTES].pdf │ ├── Matrix Approach to Linear Regression.pdf │ └── time series - Consistency of OLS in presence of deterministic trend - Cross Validated.pdf ├── arma.csv ├── ftse2011.dat └── module3_2019.ipynb ├── module4 ├── FF_factors_q.csv ├── FF_portfolios_q.csv ├── PCE_q.csv └── module4_2019.ipynb ├── module5 ├── CAY.csv ├── References │ ├── Gatev-Goetzmmann-Rouwenhorst [pairss-trading slides].ppt │ ├── Kojanov [2007, A Note on the Estimation of CAY].pdf │ ├── Lettau-Ludvigson [AER, 2004].pdf │ ├── Lettau-Ludvigson [JF, 2001].pdf │ ├── PairsTrading.pdf │ └── [Zakrajsek [SLIDES on Cointegration].pdf ├── YahooFinance_COKE_PEPSI_AdjClose_1990-2018.csv └── module5_2019.ipynb ├── module6 ├── 25_Portfolios_5x5.CSV ├── 25_Portfolios_ME_Prior_12_2.CSV ├── F-F_Momentum_Factor.CSV ├── F-F_Research_Data_5_Factors_2x3.CSV ├── F-F_Research_Data_Factors.CSV ├── clean_25_Portfolios_5x5.csv ├── clean_25_Portfolios_ME_Prior_12_2.csv ├── clean_F-F_Momentum_Factor.csv ├── clean_F-F_Research_Data_5_Factors_2x3.csv ├── clean_F-F_Research_Data_Factors.csv └── module6_2019.ipynb └── module7 ├── YahooFinance_AdjClose_fullsample.csv ├── companylist_cons_nond.csv ├── companylist_cons_service.csv ├── companylist_energy.csv ├── companylist_finance.csv ├── crsp_sic.csv └── module7_2019.ipynb /.gitattributes: -------------------------------------------------------------------------------- 1 | # Auto detect text files and perform LF normalization 2 | * text=auto 3 | -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- 1 | MIT License 2 | 3 | Copyright (c) 2020 Christian Jauregui 4 | 5 | Permission is hereby granted, free of charge, to any person obtaining a copy 6 | of this software and associated documentation files (the "Software"), to deal 7 | in the Software without restriction, including without limitation the rights 8 | to use, copy, modify, merge, publish, distribute, sublicense, and/or sell 9 | copies of the Software, and to permit persons to whom the Software is 10 | furnished to do so, subject to the following conditions: 11 | 12 | The above copyright notice and this permission notice shall be included in all 13 | copies or substantial portions of the Software. 14 | 15 | THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR 16 | IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, 17 | FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE 18 | AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER 19 | LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, 20 | OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE 21 | SOFTWARE. 22 | -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | # tutorials-timeseries_for_finance_Python 2 | These tutorials cover both time-series analysis and forecasting methods for finance that can be implemented in Python. 3 | 4 | **Author**: Christian Jauregui 5 | 6 | **Email**: chris.jauregui@berkeley.edu 7 | 8 | -------------------------------------------------------------------------------- /module1/Exercise2_smallT_arma_sims.csv: -------------------------------------------------------------------------------- 1 | y_process1_smallT,y_process2_smallT,y_process3_smallT,y_process4_smallT 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1888,15.1 20 | 1889,19.9 21 | 1890,17.98 22 | 1891,16.45 23 | 1892,16.09 24 | 1893,15.55 25 | 1894,17.16 26 | 1895,25.37 27 | 1896,17.31 28 | 1897,19.33 29 | 1898,15.58 30 | 1899,16.85 31 | 1900,12.71 32 | 1901,14.68 33 | 1902,15.9 34 | 1903,13.61 35 | 1904,12.68 36 | 1905,16.69 37 | 1906,14.57 38 | 1907,12.72 39 | 1908,10.49 40 | 1909,15.23 41 | 1910,13.31 42 | 1911,12.91 43 | 1912,15.22 44 | 1913,13.4 45 | 1914,13.48 46 | 1915,13.6 47 | 1916,9.99 48 | 1917,6.34 49 | 1918,5.74 50 | 1919,7.97 51 | 1920,9.61 52 | 1921,9.39 53 | 1922,22.58 54 | 1923,12.46 55 | 1924,9.05 56 | 1925,11.06 57 | 1926,10.13 58 | 1927,10.9 59 | 1928,15.47 60 | 1929,17.77 61 | 1930,13.94 62 | 1931,17.0 63 | 1932,13.99 64 | 1933,17.19 65 | 1934,23.73 66 | 1935,16.25 67 | 1936,17.87 68 | 1937,16.75 69 | 1938,10.5 70 | 1939,18.84 71 | 1940,13.23 72 | 1941,10.02 73 | 1942,7.97 74 | 1943,9.67 75 | 1944,12.65 76 | 1945,14.35 77 | 1946,19.17 78 | 1947,13.46 79 | 1948,9.02 80 | 1949,6.62 81 | 1950,7.22 82 | 1951,7.48 83 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2012,14.87 144 | 2013,17.03 145 | 2014,18.15 146 | 2015,20.02 147 | 2016,22.18 148 | 2017,23.59 149 | 2018,24.97 150 | 2019,19.45 151 | -------------------------------------------------------------------------------- /module2/References/BetaDistribution.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/christianjauregui/Python-tutorials_timeseries_for_finance/255106c35700db705fcee95490b35b44961fa794/module2/References/BetaDistribution.pdf -------------------------------------------------------------------------------- /module2/References/probability - Sum of n i.i.d Beta-distributed variables - Mathematics Stack Exchange.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/christianjauregui/Python-tutorials_timeseries_for_finance/255106c35700db705fcee95490b35b44961fa794/module2/References/probability - Sum of n i.i.d Beta-distributed variables - 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"2011-12-08" 5483.8 10086.1 2751.2 16 | "2011-12-07" 5546.9 10280.2 2778.06 17 | "2011-12-06" 5568.7 10312.3 2771.22 18 | "2011-12-05" 5568 10368.3 2768.06 19 | "2011-12-02" 5552.3 10307.3 2764.62 20 | "2011-12-01" 5489.3 10203.8 2742.57 21 | "2011-11-30" 5505.4 10315.3 2752.78 22 | "2011-11-29" 5337 10031.6 2718.84 23 | "2011-11-28" 5312.8 9908.46 2706.75 24 | "2011-11-25" 5164.6 9640.29 2677.55 25 | "2011-11-24" 5127.6 9601.89 2677.22 26 | "2011-11-23" 5139.8 9568.78 2670.93 27 | "2011-11-22" 5206.8 9703.13 2715.26 28 | "2011-11-21" 5222.6 9767.88 2722.11 29 | "2011-11-18" 5362.9 10044.4 2765.88 30 | "2011-11-17" 5423.1 10150.3 2782.26 31 | "2011-11-16" 5509 10275.6 2797.21 32 | "2011-11-15" 5517.4 10260.1 2803.11 33 | "2011-11-14" 5519 10347.8 2816.47 34 | "2011-11-11" 5545.4 10389.3 2801 35 | "2011-11-10" 5444.8 10187.4 2787.91 36 | "2011-11-09" 5460.4 10268.9 2809.32 37 | "2011-11-08" 5567.3 10419.3 2838.21 38 | "2011-11-07" 5510.8 10302.2 2830.12 39 | "2011-11-04" 5527.2 10387.8 2843.25 40 | "2011-11-03" 5545.6 10406.7 2832.26 41 | "2011-11-02" 5484.1 10251.7 2844.13 42 | "2011-11-01" 5421.6 10167.6 2827.85 43 | "2011-10-31" 5544.2 10479.7 2858.22 44 | "2011-10-28" 5702.2 10773.1 2900.25 45 | "2011-10-27" 5713.8 10733.3 2884.7 46 | "2011-10-26" 5553.2 10422.4 2823.6 47 | "2011-10-25" 5525.5 10428.4 2815.89 48 | "2011-10-24" 5548.1 10469.1 2823.78 49 | "2011-10-21" 5488.6 10265.5 2801.02 50 | "2011-10-20" 5384.7 10111.1 2774.75 51 | "2011-10-19" 5450.5 10231.8 2808.28 52 | "2011-10-18" 5410.4 10178.9 2801.03 53 | "2011-10-17" 5436.7 10250.4 2832.73 54 | "2011-10-14" 5466.4 10338.5 2824.32 55 | "2011-10-13" 5403.4 10230.5 2802.05 56 | "2011-10-12" 5441.8 10320 2821.14 57 | "2011-10-11" 5395.7 10155.1 2801.03 58 | "2011-10-10" 5399 10140.8 2794.62 59 | "2011-10-07" 5303.4 9957.98 2763.7 60 | "2011-10-06" 5291.3 9888.56 2768.15 61 | "2011-10-05" 5102.2 9567.84 2727.14 62 | "2011-10-04" 4944.4 9425.93 2709.7 63 | "2011-10-03" 5075.5 9750.56 2790.36 64 | "2011-09-30" 5128.5 9819.38 2805.3 65 | "2011-09-29" 5196.8 9985.45 2818.89 66 | "2011-09-28" 5217.6 10038.7 2829.57 67 | "2011-09-27" 5294 10127.1 2842.63 68 | "2011-09-26" 5089.4 9839.24 2785.84 69 | "2011-09-23" 5066.8 9815.5 2795.79 70 | "2011-09-22" 5041.6 9888.26 2822.12 71 | "2011-09-21" 5288.4 10266 2899.23 72 | "2011-09-20" 5363.7 10308.6 2915.67 73 | "2011-09-19" 5259.6 10229 2895.97 74 | "2011-09-16" 5368.4 10428.2 2932.85 75 | "2011-09-15" 5337.5 10324.1 2930.4 76 | "2011-09-14" 5227 10107.9 2890.61 77 | "2011-09-13" 5174.3 10011 2889.43 78 | "2011-09-12" 5129.6 9983.75 2873.25 79 | "2011-09-09" 5214.6 10151.4 2930.63 80 | "2011-09-08" 5340.4 10365 2959.82 81 | "2011-09-07" 5318.6 10321.3 2956.58 82 | "2011-09-06" 5156.8 10071.2 2925.33 83 | "2011-09-05" 5102.6 10084.1 2942.42 84 | "2011-09-02" 5292 10381 2984.47 85 | "2011-09-01" 5418.6 10576.8 3011.07 86 | "2011-08-31" 5394.5 10525.9 3022.22 87 | "2011-08-30" 5268.7 10243.2 2951.14 88 | "2011-08-26" 5129.9 9997.1 2909.83 89 | "2011-08-25" 5131.1 10021.4 2925.6 90 | "2011-08-24" 5205.9 10041.6 2937.42 91 | "2011-08-23" 5129.4 9922.1 2925.51 92 | "2011-08-22" 5095.3 9854.78 2917.06 93 | "2011-08-19" 5040.8 9759.06 2916.1 94 | "2011-08-18" 5092.2 9860.22 2941.61 95 | "2011-08-17" 5331.6 10369.4 3004.35 96 | "2011-08-16" 5357.6 10412.7 3017.61 97 | "2011-08-15" 5350.6 10531.8 3020.51 98 | "2011-08-12" 5320 10432 2989.89 99 | "2011-08-11" 5162.8 10139.7 2944.03 100 | "2011-08-10" 5007.2 9890.96 2895.86 101 | "2011-08-09" 5164.9 10090.5 2887.75 102 | "2011-08-08" 5069 9861.97 2886.41 103 | "2011-08-05" 5247 10313.1 2969.91 104 | "2011-08-04" 5393.1 10570.6 3069.28 105 | "2011-08-03" 5584.5 10994.6 3151.57 106 | "2011-08-02" 5718.4 11188.6 3226.54 107 | "2011-08-01" 5774.4 11443 3263.85 108 | "2011-07-29" 5815.2 11552.1 3261.87 109 | "2011-07-28" 5873.2 11615.6 3272.53 110 | "2011-07-27" 5856.6 11650.3 3280.19 111 | "2011-07-26" 5929.7 11788.9 3291.23 112 | "2011-07-25" 5925.3 11786.2 3278.9 113 | "2011-07-22" 5935 11820.3 3283.27 114 | "2011-07-21" 5899.9 11706.7 3254.41 115 | "2011-07-20" 5853.8 11701.5 3258.69 116 | "2011-07-19" 5790 11592.4 3261.6 117 | "2011-07-18" 5752.8 11527.8 3237.05 118 | "2011-07-15" 5843.7 11746.8 3275.09 119 | "2011-07-14" 5847 11766.6 3267.58 120 | "2011-07-13" 5906.4 11843.2 3281.75 121 | "2011-07-12" 5869 11778 3275.42 122 | "2011-07-11" 5929.2 11880.1 3302.55 123 | "2011-07-08" 5990.6 12074.3 3324.57 124 | "2011-07-07" 6054.5 12167.8 3339.98 125 | "2011-07-06" 6002.9 12131.7 3324.14 126 | "2011-07-05" 6024 12145.4 3316.75 127 | "2011-07-04" 6017.5 12102.3 3311.38 128 | "2011-07-01" 5989.8 12040.3 3299.58 129 | "2011-06-30" 5945.7 11934 3272.86 130 | "2011-06-29" 5856 11799.2 3246.21 131 | "2011-06-28" 5766.9 11606.4 3226.46 132 | "2011-06-27" 5722.3 11549.1 3226.91 133 | "2011-06-24" 5697.7 11528.2 3239.41 134 | "2011-06-23" 5674.4 11453.7 3221.38 135 | "2011-06-22" 5773 11636.2 3254.07 136 | "2011-06-21" 5775.3 11654.9 3249.14 137 | "2011-06-20" 5693.4 11537.8 3228.52 138 | "2011-06-17" 5714.9 11661.8 3254.17 139 | "2011-06-16" 5698.8 11631.8 3255.21 140 | "2011-06-15" 5742.5 11763.4 3283.13 141 | "2011-06-14" 5803.1 11861.4 3288.55 142 | "2011-06-13" 5773.5 11779.5 3271.07 143 | "2011-06-10" 5765.8 11786 3273.13 144 | "2011-06-09" 5856.3 11911.6 3286.05 145 | "2011-06-08" 5808.9 11870.9 3274.58 146 | "2011-06-07" 5864.6 12008.8 3285.56 147 | "2011-06-06" 5863.2 11996.9 3275.1 148 | "2011-06-03" 5855 11972.7 3287.09 149 | "2011-06-02" 5847.9 11963 3280.26 150 | "2011-06-01" 5928.6 12009.8 3302.28 151 | "2011-05-31" 5990 12060.8 3293.12 152 | "2011-05-27" 5938.9 11958.8 3271.65 153 | "2011-05-26" 5881 11841 3251.14 154 | "2011-05-25" 5870.1 11825.2 3231.77 155 | "2011-05-24" 5858.4 11858.8 3242.29 156 | "2011-05-23" 5835.9 11795.7 3223.03 157 | "2011-05-20" 5948.5 11992.2 3269.82 158 | "2011-05-19" 5956 11986.5 3266.12 159 | "2011-05-18" 5923.5 11887.5 3259.39 160 | "2011-05-17" 5861 11836 3242.41 161 | "2011-05-16" 5923.7 11943.5 3272.37 162 | "2011-05-13" 5925.9 11999.2 3281.72 163 | "2011-05-12" 5945 11967.1 3273 164 | "2011-05-11" 5976 12017.9 3281.47 165 | "2011-05-10" 6018.9 12055.2 3299.04 166 | "2011-05-09" 5942.7 11896.1 3270.84 167 | "2011-05-06" 5976.8 11907.2 3276.32 168 | "2011-05-05" 5920 11845.7 3270.65 169 | "2011-05-04" 5984.1 11909.1 3291.76 170 | "2011-05-03" 6082.9 12014.8 3315.01 171 | "2011-04-28" 6069.9 12013.9 3311.47 172 | "2011-04-27" 6068.2 11895 3281.24 173 | "2011-04-26" 6069.4 11869.4 3271.62 174 | "2011-04-21" 6018.3 11810.5 3265.61 175 | "2011-04-20" 6022.3 11756.2 3270.41 176 | "2011-04-19" 5896.9 11574.5 3240.15 177 | "2011-04-18" 5870.1 11490.8 3238.35 178 | "2011-04-15" 5996 11679.2 3276.91 179 | "2011-04-14" 5963.8 11603.2 3267.89 180 | "2011-04-13" 6010.4 11615.8 3260.74 181 | "2011-04-12" 5964.5 11541.6 3254.27 182 | "2011-04-11" 6053.4 11689.7 3285.23 183 | "2011-04-08" 6055.8 11726.2 3278.88 184 | "2011-04-07" 6007.4 11659.4 3271.77 185 | "2011-04-06" 6041.1 11781.4 3275.97 186 | "2011-04-05" 6007.1 11737.7 3252.96 187 | "2011-04-04" 6017 11766.6 3260.44 188 | "2011-04-01" 6009.9 11708.7 3249.88 189 | "2011-03-31" 5908.8 11592 3222.5 190 | "2011-03-30" 5948.3 11676.4 3260.42 191 | "2011-03-29" 5932.2 11636.4 3246.32 192 | "2011-03-28" 5904.5 11637.4 3258.54 193 | "2011-03-25" 5900.8 11629.3 3238.04 194 | "2011-03-24" 5880.9 11605.5 3215.99 195 | "2011-03-23" 5795.9 11447.3 3205.21 196 | "2011-03-22" 5762.7 11441.6 3173.01 197 | "2011-03-21" 5786.1 11511.2 3166.31 198 | "2011-03-18" 5718.1 11345.8 3141.8 199 | "2011-03-17" 5696.1 11236.4 3127.87 200 | "2011-03-16" 5598.2 11033.1 3110.7 201 | "2011-03-15" 5695.3 11151.2 3112.95 202 | "2011-03-14" 5775.2 11349.7 3189.36 203 | "2011-03-11" 5828.7 11409.5 3221.63 204 | "2011-03-10" 5845.3 11515.6 3230.77 205 | "2011-03-09" 5937.3 11730.2 3267.86 206 | "2011-03-08" 5974.8 11743.5 3276.13 207 | "2011-03-07" 5973.8 11747.9 3274.61 208 | "2011-03-04" 5990.4 11723 3273.9 209 | "2011-03-03" 6005.1 11652.4 3248.35 210 | "2011-03-02" 5914.9 11543.4 3235.16 211 | "2011-03-01" 5935.8 11574.1 3252.5 212 | "2011-02-28" 5994 11621.3 3239.14 213 | "2011-02-25" 6001.2 11609 3237.16 214 | "2011-02-24" 5920 11409.7 3218.37 215 | "2011-02-23" 5923.5 11521.9 3242.7 216 | "2011-02-22" 5996.8 11652.4 3262.76 217 | "2011-02-21" 6014.8 11727.7 3285.13 218 | "2011-02-18" 6083 11828.3 3297.35 219 | "2011-02-17" 6087.4 11827.8 3295.19 220 | "2011-02-16" 6085.3 11807.3 3290.61 221 | "2011-02-15" 6037.1 11749.7 3289.24 222 | "2011-02-14" 6060.1 11833.9 3290.76 223 | "2011-02-11" 6062.9 11797.8 3282.69 224 | "2011-02-10" 6020 11721.6 3277.3 225 | "2011-02-09" 6052.3 11796.6 3293.58 226 | "2011-02-08" 6091.3 11830.5 3309.95 227 | "2011-02-07" 6051 11811.1 3301.39 228 | "2011-02-04" 5997.4 11666.5 3273.42 229 | "2011-02-03" 5983.3 11575.8 3269.81 230 | "2011-02-02" 6000.1 11606.7 3272.46 231 | "2011-02-01" 5957.8 11608.5 3271.84 232 | "2011-01-31" 5862.9 11471.5 3257.98 233 | "2011-01-28" 5881.4 11546 3268.63 234 | "2011-01-27" 5965.1 11617.4 3281.08 235 | "2011-01-26" 5969.2 11612.3 3282.94 236 | "2011-01-25" 5917.7 11501.6 3273.23 237 | "2011-01-24" 5943.9 11573.4 3282.08 238 | "2011-01-21" 5896.3 11532.7 3278.06 239 | "2011-01-20" 5867.9 11505 3275.02 240 | "2011-01-19" 5976.7 11728.2 3291.94 241 | "2011-01-18" 6056.4 11830.3 3302.49 242 | "2011-01-17" 5985.7 11741.5 3293.66 243 | "2011-01-14" 6002.1 11742.4 3287.32 244 | "2011-01-13" 6023.9 11767 3289.39 245 | "2011-01-12" 6050.7 11765.3 3285.61 246 | "2011-01-11" 6014 11735.3 3278.34 247 | "2011-01-10" 5956.3 11575.3 3240.1 248 | "2011-01-07" 5984.3 11674.3 3243.28 249 | "2011-01-06" 6019.5 11716.9 3242.19 250 | "2011-01-05" 6043.9 11741.6 3258.58 251 | "2011-01-04" 6013.9 11722.6 3249.07 252 | -------------------------------------------------------------------------------- /module4/FF_factors_q.csv: -------------------------------------------------------------------------------- 1 | Date,Rm-Rf,SMB,HML,RF 2 | 1959-03-01,1.98,6.36,3.54,0.6212798778 3 | 1959-06-01,5.32,-1.99,1.95,0.6714911 4 | 1959-09-01,-3.21,-1.36,0.91,0.7518404725 5 | 1959-12-01,5.42,2.34,-5.76,0.902686652 6 | 1960-03-01,-7.51,2.04,-1.9,0.9731303495 7 | 1960-06-01,3.26,1.42,-6.51,0.7016182312 8 | 1960-09-01,-5.45,-1.2,4.0,0.4607013536 9 | 1960-12-01,8.84,-4.92,-1.39,0.5108464576 10 | 1961-03-01,13.15,9.15,1.65,0.530926532 11 | 1961-06-01,-0.41,-0.65,2.12,0.551006612 12 | 1961-09-01,3.21,-4.85,-1.15,0.4907964284 13 | 1961-12-01,7.04,-2.05,1.93,0.5309315415 14 | 1962-03-01,-2.79,0.8,5.42,0.64136096 15 | 1962-06-01,-21.84,-4.31,5.4,0.661449056 16 | 1962-09-01,2.91,-0.07,-3.26,0.7116723041 17 | 1962-12-01,12.47,-6.36,2.82,0.68153615 18 | 1963-03-01,5.63,0.72,6.67,0.7116803225 19 | 1963-06-01,4.25,-0.49,4.66,0.72172838 20 | 1963-09-01,3.06,-1.73,0.87,0.7920808225 21 | 1963-12-01,3.55,-3.76,1.36,0.8524092707 22 | 1964-03-01,5.41,0.88,7.81,0.872518418 23 | 1964-06-01,2.83,-2.72,1.92,0.852406262 24 | 1964-09-01,3.02,-0.47,3.0,0.862466352 25 | 1964-12-01,0.59,0.63,-3.53,0.8926416071 26 | 1965-03-01,2.6,8.06,2.06,0.942931024 27 | 1965-06-01,-3.25,-2.94,-0.39,0.9731343635 28 | 1965-09-01,7.21,4.62,0.8,0.9530101713 29 | 1965-12-01,3.61,10.47,2.52,0.9932665805 30 | 1966-03-01,-3.09,9.74,1.21,1.114109054 31 | 1966-06-01,-5.06,-0.5,-1.63,1.1342492972 32 | 1966-09-01,-10.44,-4.63,1.82,1.16448074 33 | 1966-12-01,5.48,-0.78,-2.73,1.2552072 34 | 1967-03-01,13.28,14.99,-0.51,1.1846350372 35 | 1967-06-01,1.72,8.75,-0.92,0.9228138512 36 | 1967-09-01,6.86,6.96,1.92,0.9429480752 37 | 1967-12-01,0.13,7.32,-5.81,1.0838836332 38 | 1968-03-01,-7.2,-0.43,5.06,1.174567928 39 | 1968-06-01,12.11,13.16,0.5,1.3157273205 40 | 1968-09-01,2.62,3.65,7.05,1.3358946688 41 | 1968-12-01,1.82,5.53,2.13,1.2955539464 42 | 1969-03-01,-4.39,-4.93,1.74,1.4570032148 43 | 1969-06-01,-5.76,-6.32,-0.47,1.5277079744 44 | 1969-09-01,-5.64,-1.58,-5.39,1.65905243 45 | 1969-12-01,-1.65,-2.88,-7.56,1.770307968 46 | 1970-03-01,-4.15,-1.49,10.83,1.800695204 47 | 1970-06-01,-21.82,-10.54,8.39,1.61863937 48 | 1970-09-01,16.57,11.14,-4.02,1.5984408824 49 | 1970-12-01,8.19,-5.9,3.1,1.3459888872 50 | 1971-03-01,10.54,12.96,-4.26,1.013387762 51 | 1971-06-01,-0.99,-2.88,-2.67,0.9429240044 52 | 1971-09-01,-1.69,-1.05,-0.64,1.245105956 53 | 1971-12-01,3.41,-1.78,-2.68,1.1141120653 54 | 1972-03-01,5.94,7.6,-3.17,0.8121849575 55 | 1972-06-01,-0.94,-2.6,-3.93,0.882583523 56 | 1972-09-01,1.35,-9.72,5.35,0.9429420566 57 | 1972-12-01,5.88,-5.93,3.83,1.144334476 58 | 1973-03-01,-8.56,-9.64,6.46,1.3157222984 59 | 1973-06-01,-8.98,-12.11,6.44,1.5479185252 60 | 1973-09-01,5.93,8.88,-2.22,2.033622464 61 | 1973-12-01,-13.15,-12.43,8.85,1.861407296 62 | 1974-03-01,-3.43,12.25,8.28,1.7804504624 63 | 1974-06-01,-12.47,-3.29,-0.47,2.11465875 64 | 1974-09-01,-26.79,0.22,11.16,2.12476402 65 | 1974-12-01,7.11,-9.69,-9.39,1.760123278 66 | 1975-03-01,23.31,17.0,6.79,1.4266452254 67 | 1975-06-01,15.0,4.64,-4.58,1.2955519376 68 | 1975-09-01,-13.24,-0.48,0.78,1.4974042112 69 | 1975-12-01,6.44,-6.37,4.13,1.4569630208 70 | 1976-03-01,15.28,12.0,16.02,1.214844392 71 | 1976-06-01,1.16,-2.76,-1.17,1.2249576822 72 | 1976-09-01,0.33,-2.01,2.55,1.3358986856 73 | 1976-12-01,3.5,5.63,3.63,1.21488656 74 | 1977-03-01,-7.18,6.96,5.66,1.093962788 75 | 1977-06-01,3.33,3.4,3.88,1.154411624 76 | 1977-09-01,-3.71,4.95,-3.59,1.2955539464 77 | 1977-12-01,-0.25,6.46,1.84,1.487313005 78 | 1978-03-01,-4.74,9.25,5.45,1.4873009462 79 | 1978-06-01,7.9,6.99,-3.6,1.5984388716 80 | 1978-09-01,7.63,5.14,0.39,1.7500994432 81 | 1978-12-01,-8.76,-6.79,-2.19,2.175561128 82 | 1979-03-01,6.26,7.47,2.82,2.3278165301 83 | 1979-06-01,1.58,3.68,3.86,2.449735136 84 | 1979-09-01,5.78,2.94,-0.49,2.3887602107 85 | 1979-12-01,-1.59,2.8,-7.16,2.8363648235 86 | 1980-03-01,-9.17,-7.06,0.99,2.927655152 87 | 1980-06-01,12.95,5.14,0.26,2.7028952566 88 | 1980-09-01,10.7,9.88,-14.5,1.93219244 89 | 1980-12-01,5.96,-1.23,-7.91,3.254260472 90 | 1981-03-01,-1.28,6.87,8.31,3.3567936488 91 | 1981-06-01,-4.11,5.38,7.36,3.62269267 92 | 1981-09-01,-15.42,-6.31,8.59,3.8073168128 93 | 1981-12-01,4.5,2.45,-1.04,3.1828956389 94 | 1982-03-01,-10.77,-0.86,12.57,2.724288128 95 | 1982-06-01,-3.75,1.58,0.84,3.1831169888 96 | 1982-09-01,9.08,-0.14,1.59,2.337251698 97 | 1982-12-01,17.18,7.69,-6.62,1.9019159039 98 | 1983-03-01,9.29,8.32,2.19,1.9525579514 99 | 1983-06-01,10.55,8.79,-5.17,2.0843118233 100 | 1983-09-01,-3.4,-2.34,11.15,2.2770667424 101 | 1983-12-01,-2.77,-1.78,5.64,2.206016836 102 | 1984-03-01,-5.78,-2.09,11.6,2.2161663908 103 | 1984-06-01,-4.25,-1.12,-1.41,2.358290385 104 | 1984-09-01,6.71,-2.62,4.15,2.5310545316 105 | 1984-12-01,-0.79,-2.78,3.84,2.38841872 106 | 1985-03-01,8.19,2.4,-0.28,1.861419374 107 | 1985-06-01,5.48,-2.06,3.38,1.942368136 108 | 1985-09-01,-6.2,0.68,1.36,1.78045046 109 | 1985-12-01,15.22,-1.9,-4.05,1.9221807725 110 | 1986-03-01,13.03,0.02,-0.09,1.699525808 111 | 1986-06-01,4.39,0.08,-1.63,1.5378132496 112 | 1986-09-01,-9.22,-4.53,10.72,1.436812764 113 | 1986-12-01,2.65,-4.12,-1.24,1.3459677906 114 | 1987-03-01,19.34,2.65,-8.15,1.3258094882 115 | 1987-06-01,2.06,-4.26,0.58,1.3056160256 116 | 1987-09-01,4.74,-0.62,-0.37,1.386356729 117 | 1987-12-01,-24.32,-6.08,3.25,1.34581319 118 | 1988-03-01,6.67,10.02,4.43,1.1946398696 119 | 1988-06-01,5.12,0.16,2.59,1.4671104954 120 | 1988-09-01,-1.42,-1.31,3.57,1.7298476558 121 | 1988-12-01,0.43,-2.34,1.3,1.8209329051 122 | 1989-03-01,5.26,1.55,1.73,1.8411494785 123 | 1989-06-01,6.61,-1.64,-0.55,2.1856965803 124 | 1989-09-01,7.94,-3.09,-3.91,2.10457367 125 | 1989-12-01,-1.48,-6.57,-1.91,1.9930776212 126 | 1990-03-01,-5.06,0.76,-1.48,1.7905657936 127 | 1990-06-01,3.48,-1.7,-8.82,2.0133525596 128 | 1990-09-01,-17.38,-9.08,1.79,1.952554928 129 | 1990-12-01,7.06,-4.71,-4.82,1.861399256 130 | 1991-03-01,15.25,13.44,-4.14,1.4469069824 131 | 1991-06-01,-1.69,0.09,2.24,1.4267014622 132 | 1991-09-01,4.98,2.76,-3.56,1.4166343684 133 | 1991-12-01,7.57,-1.86,-6.76,1.1947222244 134 | 1992-03-01,-2.31,7.74,15.46,0.9630632368 135 | 1992-06-01,-0.54,-8.58,8.29,0.9228188672 136 | 1992-09-01,2.54,0.38,-2.3,0.8322900956 137 | 1992-12-01,6.62,8.19,-1.67,0.7418184812 138 | 1993-03-01,3.84,-0.56,12.7,0.701632265 139 | 1993-06-01,-0.12,0.73,1.53,0.71167932 140 | 1993-09-01,3.13,5.01,-0.02,0.75187556 141 | 1993-12-01,1.16,1.58,1.03,0.701632265 142 | 1994-03-01,-4.53,2.55,1.07,0.7317684175 143 | 1994-06-01,-1.79,-2.79,5.23,0.8926375947 144 | 1994-09-01,4.46,3.11,-4.5,1.0234448332 145 | 1994-12-01,-1.97,-2.2,-2.39,1.1947121864 146 | 1995-03-01,7.9,-3.43,0.38,1.285459728 147 | 1995-06-01,7.98,0.23,-0.05,1.4569931672 148 | 1995-09-01,7.71,2.51,-3.0,1.3560800945 149 | 1995-12-01,3.47,-4.63,-0.28,1.3863446726 150 | 1996-03-01,4.4,1.11,-1.0,1.2148815403 151 | 1996-06-01,3.41,3.8,-4.09,1.285459728 152 | 1996-09-01,1.46,-2.37,-0.14,1.305637118 153 | 1996-12-01,5.58,-4.03,5.29,1.2955479212 154 | 1997-03-01,-0.76,-4.55,5.95,1.2753745465 155 | 1997-06-01,15.65,2.25,-5.72,1.2955187959 156 | 1997-09-01,8.51,8.48,0.16,1.2854667572 157 | 1997-12-01,0.44,-7.7,7.07,1.2955338624 158 | 1998-03-01,12.21,-1.42,-3.06,1.2148815403 159 | 1998-06-01,0.79,-7.2,-0.52,1.245130052 160 | 1998-09-01,-13.04,-10.83,1.46,1.295545912 161 | 1998-12-01,20.65,0.18,-13.97,1.0133897696 162 | 1999-03-01,2.73,-8.09,-5.97,1.1342402675 163 | 1999-06-01,6.96,8.55,8.0,1.114103032 164 | 1999-09-01,-7.41,3.62,-5.22,1.1644907798 165 | 1999-12-01,17.48,7.59,-32.01,1.1947101776 166 | 2000-03-01,3.26,6.22,-13.83,1.3157192861 167 | 2000-06-01,-6.33,-2.01,8.75,1.3661492 168 | 2000-09-01,-1.43,-3.89,11.99,1.49741024 169 | 2000-12-01,-11.92,-5.47,13.7,1.57822028 170 | 2001-03-01,-13.87,4.91,20.59,1.3459246184 171 | 2001-06-01,6.81,14.61,-3.28,0.9932394944 172 | 2001-09-01,-16.97,-6.35,3.09,0.892640604 173 | 2001-12-01,12.01,19.1,2.77,0.540959561 174 | 2002-03-01,0.43,4.49,4.11,0.4005332366 175 | 2002-06-01,-13.32,4.55,0.94,0.420587273 176 | 2002-09-01,-17.54,-3.3,-5.53,0.430616294 177 | 2002-12-01,7.75,0.01,7.2,0.3704541848 178 | 2003-03-01,-3.24,0.04,-4.54,0.29028009 179 | 2003-06-01,16.34,10.93,11.78,0.29028009 180 | 2003-09-01,3.39,8.35,0.04,0.2201610392 181 | 2003-12-01,12.14,2.93,6.09,0.2201610392 182 | 2004-03-01,2.1,3.45,2.33,0.2201590378 183 | 2004-06-01,1.21,0.08,1.93,0.2201600384 184 | 2004-09-01,-2.43,-2.34,4.56,0.320341121 185 | 2004-12-01,9.69,4.93,2.85,0.420581264 186 | 2005-03-01,-2.77,-3.47,3.1,0.5309285376 187 | 2005-06-01,1.56,1.4,-0.3,0.6815401592 188 | 2005-09-01,3.28,1.08,0.8,0.832288088 189 | 2005-12-01,1.14,-1.31,-0.25,0.9026956784 190 | 2006-03-01,4.18,8.42,-1.12,1.063747403 191 | 2006-06-01,-3.19,-3.91,5.65,1.194714192 192 | 2006-09-01,3.21,-4.47,2.7,1.235048888 193 | 2006-12-01,5.89,1.7,2.94,1.235048888 194 | 2007-03-01,0.18,0.71,-0.36,1.2552051896 195 | 2007-06-01,4.84,-1.18,-2.4,1.255211216 196 | 2007-09-01,0.12,-5.02,-9.24,1.144309376 197 | 2007-12-01,-4.12,-1.55,-9.11,0.9328729376 198 | 2008-03-01,-10.16,-0.42,2.64,0.5108514641 199 | 2008-06-01,-2.33,0.77,-13.62,0.5309365508 200 | 2008-09-01,-8.87,5.69,11.34,0.4306152925 201 | 2008-12-01,-22.19,-4.15,-11.59,0.110024 202 | 2009-03-01,-9.76,0.74,-9.52,0.030002 203 | 2009-06-01,16.55,12.01,23.85,0.020001 204 | 2009-09-01,15.86,4.75,12.96,0.0300030001 205 | 2009-12-01,5.89,-2.02,-2.07,0.01 206 | 2010-03-01,6.05,3.54,6.1,0.01 207 | 2010-06-01,-11.25,2.23,-1.18,0.0300030001 208 | 2010-09-01,11.86,-0.15,-3.55,0.0300030001 209 | 2010-12-01,11.75,5.21,2.73,0.0300030001 210 | 2011-03-01,6.22,1.69,-1.05,0.0300030001 211 | 2011-06-01,-0.08,-1.92,-3.34,0.0 212 | 2011-09-01,-15.03,-6.03,-4.89,0.01 213 | 2011-12-01,11.97,2.87,2.23,0.0 214 | 2012-03-01,12.95,0.32,3.02,0.0 215 | 2012-06-01,-3.42,0.09,-3.32,0.01 216 | 2012-09-01,6.25,-1.43,2.03,0.020001 217 | 2012-12-01,0.08,0.75,5.62,0.0300030001 218 | 2013-03-01,11.34,1.27,0.74,0.0 219 | 2013-06-01,3.08,1.53,0.36,0.0 220 | 2013-09-01,6.67,3.81,-3.3,0.0 221 | 2013-12-01,10.39,-1.04,0.91,0.0 222 | 2014-03-01,1.61,0.07,2.0,0.0 223 | 2014-06-01,4.78,-3.14,1.86,0.0 224 | 2014-09-01,0.0,-7.0,-2.91,0.0 225 | 2014-12-01,4.58,3.1,-3.17,0.0 226 | 2015-03-01,1.8,2.6,-6.17,0.0 227 | 2015-06-01,0.38,0.97,-0.76,0.0 228 | 2015-09-01,-7.79,-6.17,-1.3,0.0 229 | 2015-12-01,5.9,-2.41,-4.02,0.01 230 | 2016-03-01,0.56,-2.74,4.51,0.0500080004 231 | 2016-06-01,2.86,2.0,1.99,0.0400050002 232 | 2016-09-01,4.75,5.86,1.55,0.0600120008 233 | 2016-12-01,4.48,0.55,17.53,0.0600110006 234 | -------------------------------------------------------------------------------- /module4/FF_portfolios_q.csv: -------------------------------------------------------------------------------- 1 | Date,B/L,B/M,B/H,S/L,S/M,S/H 2 | 1959-03-01,0.62,4.11,6.87,9.53,10.77,10.36 3 | 1959-06-01,7.17,3.36,9.97,4.66,4.11,5.76 4 | 1959-09-01,-2.54,-2.1,-2.95,-5.29,-3.31,-3.07 5 | 1959-12-01,7.67,4.09,4.18,11.83,7.35,3.79 6 | 1960-03-01,-7.85,-3.16,-11.51,-6.06,-4.15,-6.19 7 | 1960-06-01,5.49,1.85,-1.02,7.69,1.71,1.18 8 | 1960-09-01,-7.55,-0.93,-4.12,-8.27,-4.24,-3.7 9 | 1960-12-01,8.64,11.1,8.89,5.84,5.21,2.81 10 | 1961-03-01,11.43,15.05,15.75,25.28,20.14,24.26 11 | 1961-06-01,0.72,-0.94,2.24,-1.72,0.77,1.01 12 | 1961-09-01,5.2,2.56,-0.43,-4.28,-1.99,-0.95 13 | 1961-12-01,7.08,8.42,9.38,3.69,9.79,5.25 14 | 1962-03-01,-3.6,0.18,0.64,-3.18,-0.63,3.41 15 | 1962-06-01,-22.81,-17.88,-17.77,-27.19,-22.76,-21.43 16 | 1962-09-01,5.34,2.04,1.57,4.86,1.77,2.11 17 | 1962-12-01,13.69,12.63,15.3,5.08,8.35,9.11 18 | 1963-03-01,5.53,5.85,11.71,4.91,8.26,12.08 19 | 1963-06-01,4.79,4.22,9.18,4.1,3.6,9.03 20 | 1963-09-01,4.28,3.19,3.78,0.32,3.18,2.56 21 | 1963-12-01,5.69,2.84,4.57,-1.45,0.86,2.4 22 | 1964-03-01,5.13,7.52,10.48,3.04,9.42,13.32 23 | 1964-06-01,3.65,3.58,5.7,0.62,1.71,2.42 24 | 1964-09-01,2.82,5.77,6.68,3.15,5.44,5.28 25 | 1964-12-01,2.18,2.11,-4.35,1.11,0.17,0.58 26 | 1965-03-01,2.22,3.55,5.46,12.31,9.92,13.18 27 | 1965-06-01,-1.1,-2.97,-4.15,-6.94,-5.44,-4.66 28 | 1965-09-01,8.23,6.8,10.6,14.31,11.64,13.53 29 | 1965-12-01,3.61,2.59,9.51,17.17,13.62,16.32 30 | 1966-03-01,-3.38,-2.45,-0.53,8.83,5.64,8.4 31 | 1966-06-01,-3.85,-3.68,-5.73,-4.1,-5.19,-5.47 32 | 1966-09-01,-9.88,-7.14,-8.55,-14.81,-12.16,-12.51 33 | 1966-12-01,6.57,7.62,4.72,6.49,7.22,2.88 34 | 1967-03-01,14.82,10.18,16.28,30.83,27.08,28.34 35 | 1967-06-01,2.25,0.21,5.37,13.9,11.24,8.93 36 | 1967-09-01,8.13,5.43,9.33,13.46,14.22,16.09 37 | 1967-12-01,1.75,-0.42,-1.65,11.45,6.97,3.23 38 | 1968-03-01,-7.49,-3.99,-3.91,-8.84,-5.57,-2.29 39 | 1968-06-01,12.91,9.33,16.86,27.82,25.89,24.88 40 | 1968-09-01,-0.19,6.18,7.7,5.18,8.06,11.41 41 | 1968-12-01,-0.22,3.96,5.09,8.31,9.85,7.26 42 | 1969-03-01,-1.92,-2.66,-1.93,-8.97,-6.87,-5.48 43 | 1969-06-01,-0.47,-7.07,-3.23,-11.44,-8.68,-9.62 44 | 1969-09-01,1.16,-6.86,-8.08,-5.42,-6.14,-6.96 45 | 1969-12-01,4.17,-1.17,-4.16,0.09,-3.18,-6.7 46 | 1970-03-01,-6.31,0.26,3.08,-8.45,-2.82,3.82 47 | 1970-06-01,-22.0,-16.13,-17.25,-35.54,-27.94,-23.51 48 | 1970-09-01,17.32,16.02,18.34,33.78,26.61,24.73 49 | 1970-12-01,10.05,10.83,9.61,1.02,4.11,7.66 50 | 1971-03-01,13.26,7.5,9.33,25.1,23.37,20.5 51 | 1971-06-01,2.18,-1.78,0.05,-0.64,-3.68,-3.86 52 | 1971-09-01,1.5,-3.58,0.04,-1.85,-1.68,-1.68 53 | 1971-12-01,5.52,4.26,2.84,3.17,3.64,0.49 54 | 1972-03-01,9.65,0.02,5.98,15.66,9.81,12.99 55 | 1972-06-01,2.55,-2.05,-5.25,-4.93,-2.64,-5.0 56 | 1972-09-01,1.54,5.03,6.41,-8.85,-4.29,-3.03 57 | 1972-12-01,6.26,8.09,11.01,0.16,4.33,3.07 58 | 1973-03-01,-6.72,-6.41,-5.0,-21.55,-15.15,-10.34 59 | 1973-06-01,-7.65,-4.68,-5.36,-24.76,-15.09,-14.17 60 | 1973-09-01,5.23,8.23,13.79,26.12,14.65,13.11 61 | 1973-12-01,-13.72,-5.41,-5.84,-26.22,-19.64,-16.4 62 | 1974-03-01,-3.74,-3.31,3.49,7.09,9.66,16.42 63 | 1974-06-01,-7.16,-12.29,-12.81,-15.91,-15.03,-11.2 64 | 1974-09-01,-29.67,-15.24,-16.12,-25.37,-18.38,-16.62 65 | 1974-12-01,12.59,7.2,1.21,1.34,-3.35,-6.05 66 | 1975-03-01,23.15,22.18,32.47,42.29,39.95,46.55 67 | 1975-06-01,16.64,14.99,16.21,25.91,18.66,17.18 68 | 1975-09-01,-13.12,-8.15,-10.18,-11.09,-9.32,-12.47 69 | 1975-12-01,7.73,9.98,12.74,1.27,5.54,4.52 70 | 1976-03-01,12.7,20.14,26.79,24.2,29.31,42.14 71 | 1976-06-01,2.06,3.81,3.28,1.97,0.48,-1.58 72 | 1976-09-01,0.61,4.65,2.82,-1.29,1.73,1.6 73 | 1976-12-01,1.56,8.04,7.41,10.54,11.39,11.96 74 | 1977-03-01,-9.58,-3.6,-1.61,0.38,1.98,3.73 75 | 1977-06-01,2.52,5.74,7.9,8.11,7.75,10.5 76 | 1977-09-01,-2.0,-3.4,-6.59,2.43,0.58,-0.16 77 | 1977-12-01,-0.34,0.78,2.49,7.38,6.73,8.21 78 | 1978-03-01,-6.86,-1.95,-1.46,3.08,5.81,8.58 79 | 1978-06-01,11.62,5.04,7.18,16.33,14.88,13.58 80 | 1978-09-01,7.98,9.72,7.94,13.53,13.2,14.35 81 | 1978-12-01,-4.68,-5.55,-9.24,-13.58,-12.84,-13.4 82 | 1979-03-01,5.3,8.43,11.38,16.82,14.31,16.38 83 | 1979-06-01,1.32,4.84,4.82,4.88,8.03,9.09 84 | 1979-09-01,6.76,8.23,7.8,11.6,10.41,9.59 85 | 1979-12-01,2.36,0.3,-2.52,8.85,0.26,-0.57 86 | 1980-03-01,-7.62,-3.11,-5.8,-12.91,-12.06,-12.75 87 | 1980-06-01,13.45,15.25,15.54,20.81,19.62,19.24 88 | 1980-09-01,16.38,10.43,3.53,28.79,18.57,12.63 89 | 1980-12-01,10.86,11.53,3.34,12.66,5.03,4.36 90 | 1981-03-01,0.76,-0.71,6.85,2.82,11.34,13.36 91 | 1981-06-01,-4.45,-0.8,4.24,0.78,7.55,6.8 92 | 1981-09-01,-11.42,-11.68,-4.62,-21.36,-14.3,-10.98 93 | 1981-12-01,8.9,6.19,6.19,8.55,10.9,9.19 94 | 1982-03-01,-11.05,-7.48,0.41,-13.57,-7.21,0.1 95 | 1982-06-01,-0.46,-0.09,-1.47,-0.84,1.7,1.84 96 | 1982-09-01,12.49,10.38,11.56,8.2,13.49,12.31 97 | 1982-12-01,21.97,15.07,15.68,29.11,24.51,22.16 98 | 1983-03-01,9.1,10.42,11.48,17.28,19.4,19.29 99 | 1983-06-01,11.19,13.09,7.62,23.19,18.66,16.42 100 | 1983-09-01,-4.08,-0.3,4.89,-9.3,-1.23,4.03 101 | 1983-12-01,-1.45,0.38,0.86,-6.81,-0.9,2.16 102 | 1984-03-01,-8.35,-1.97,2.51,-10.93,-4.57,1.4 103 | 1984-06-01,-0.39,-3.11,-1.74,-2.17,-2.8,-3.63 104 | 1984-09-01,7.55,8.7,12.47,4.68,8.11,8.07 105 | 1984-12-01,1.12,2.35,2.54,-4.45,0.32,1.81 106 | 1985-03-01,10.07,9.01,10.26,13.01,11.28,12.26 107 | 1985-06-01,5.58,8.14,8.8,3.88,5.03,7.43 108 | 1985-09-01,-4.87,-3.76,-5.15,-6.39,-1.95,-3.39 109 | 1985-12-01,19.98,16.36,15.79,17.31,15.72,13.4 110 | 1986-03-01,15.38,15.28,13.49,13.95,14.6,15.65 111 | 1986-06-01,7.76,5.22,4.4,5.15,7.25,5.24 112 | 1986-09-01,-12.49,-4.91,-1.15,-16.23,-9.8,-6.13 113 | 1986-12-01,5.13,4.61,4.01,1.58,-0.41,0.21 114 | 1987-03-01,24.35,20.13,13.59,24.85,21.85,19.32 115 | 1987-06-01,4.23,4.02,3.61,-1.36,0.0,0.42 116 | 1987-09-01,8.33,5.52,3.75,3.03,5.84,6.87 117 | 1987-12-01,-23.49,-21.69,-20.36,-30.84,-25.48,-27.47 118 | 1988-03-01,4.26,6.69,10.53,15.59,17.76,18.19 119 | 1988-06-01,4.21,8.53,7.74,6.22,6.87,7.87 120 | 1988-09-01,0.33,-0.1,2.29,-3.82,1.06,1.35 121 | 1988-12-01,3.22,1.6,3.4,-1.24,1.25,1.19 122 | 1989-03-01,7.18,6.0,8.03,7.47,8.33,10.08 123 | 1989-06-01,9.99,8.03,8.45,6.74,7.61,7.18 124 | 1989-09-01,12.38,9.01,9.15,9.44,6.99,4.85 125 | 1989-12-01,2.74,-0.16,1.43,-3.95,-5.28,-6.47 126 | 1990-03-01,-3.25,-2.78,-4.08,-1.96,-1.77,-4.1 127 | 1990-06-01,11.07,2.41,0.96,6.8,3.28,-0.73 128 | 1990-09-01,-15.93,-11.55,-16.73,-26.78,-22.28,-22.39 129 | 1990-12-01,11.85,7.17,8.19,7.31,4.45,1.33 130 | 1991-03-01,19.32,11.14,14.8,31.56,26.22,27.81 131 | 1991-06-01,-0.65,-0.71,1.87,-2.06,2.95,-0.11 132 | 1991-09-01,6.68,5.88,3.98,10.95,7.32,6.54 133 | 1991-12-01,13.34,4.54,4.72,8.24,5.44,3.34 134 | 1992-03-01,-4.65,-1.85,9.86,0.78,8.61,17.2 135 | 1992-06-01,-1.36,4.33,4.94,-11.78,-4.54,-1.5 136 | 1992-09-01,4.9,3.29,-1.79,0.59,4.28,2.68 137 | 1992-12-01,7.85,3.67,9.13,18.32,13.21,13.68 138 | 1993-03-01,-1.11,9.26,10.81,-1.78,7.36,11.69 139 | 1993-06-01,-1.39,2.01,1.76,2.21,0.22,2.13 140 | 1993-09-01,1.29,5.24,3.08,9.64,7.2,7.8 141 | 1993-12-01,3.66,-0.99,2.82,2.34,2.66,5.23 142 | 1994-03-01,-4.82,-1.72,-7.04,-4.1,-2.1,0.26 143 | 1994-06-01,-1.97,1.54,-1.72,-9.48,-1.78,0.72 144 | 1994-09-01,8.2,2.57,2.99,10.53,5.82,6.73 145 | 1994-12-01,0.99,-2.21,0.14,-0.32,-3.12,-4.24 146 | 1995-03-01,9.47,9.85,9.02,5.94,4.96,7.14 147 | 1995-06-01,9.85,7.81,11.64,11.07,9.73,9.18 148 | 1995-09-01,8.74,8.78,8.47,14.44,10.36,8.71 149 | 1995-12-01,4.89,6.14,4.29,0.35,0.65,0.4 150 | 1996-03-01,5.06,6.86,4.24,7.15,6.37,5.98 151 | 1996-06-01,6.08,2.35,1.76,9.58,6.3,5.72 152 | 1996-09-01,3.19,4.44,-0.85,-2.52,0.94,1.25 153 | 1996-12-01,5.43,10.58,7.78,-1.83,7.11,6.41 154 | 1997-03-01,0.48,2.91,-0.44,-11.16,-1.2,1.66 155 | 1997-06-01,19.56,13.71,11.8,19.27,16.94,15.6 156 | 1997-09-01,7.41,10.96,10.87,20.26,17.3,17.12 157 | 1997-12-01,2.0,1.88,6.87,-9.52,-2.59,-0.25 158 | 1998-03-01,14.63,11.93,11.75,13.43,10.43,10.19 159 | 1998-06-01,4.29,-0.02,1.77,-6.28,-4.5,-4.78 160 | 1998-09-01,-10.07,-14.47,-7.84,-22.22,-21.14,-21.53 161 | 1998-12-01,25.23,14.11,10.91,24.6,15.2,10.97 162 | 1999-03-01,5.56,1.21,-2.31,-3.92,-7.91,-7.98 163 | 1999-06-01,6.13,12.4,14.35,15.9,18.95,23.69 164 | 1999-09-01,-5.18,-11.05,-9.52,-2.19,-4.41,-8.28 165 | 1999-12-01,21.83,6.24,-1.28,42.07,6.36,1.15 166 | 2000-03-01,5.16,3.05,-4.03,18.92,3.47,0.46 167 | 2000-06-01,-4.37,-6.57,3.02,-11.34,-1.37,-1.23 168 | 2000-09-01,-1.82,7.35,12.02,-4.84,5.44,5.3 169 | 2000-12-01,-12.52,1.22,-4.47,-24.39,-2.72,-5.05 170 | 2001-03-01,-16.36,-2.59,2.39,-12.88,1.49,9.55 171 | 2001-06-01,7.28,5.97,5.69,24.02,19.7,19.06 172 | 2001-09-01,-15.61,-15.58,-15.62,-27.24,-17.56,-21.06 173 | 2001-12-01,11.46,12.63,8.21,27.4,26.01,36.2 174 | 2002-03-01,0.31,3.94,-5.21,-4.07,6.92,9.67 175 | 2002-06-01,-14.0,-7.44,-20.31,-15.24,-5.79,-7.05 176 | 2002-09-01,-14.83,-20.33,-20.23,-19.77,-20.07,-25.44 177 | 2002-12-01,6.85,9.73,11.97,5.98,7.34,15.25 178 | 2003-03-01,-1.95,-4.74,-6.88,-2.54,-4.23,-6.68 179 | 2003-06-01,12.93,19.9,23.43,25.81,24.38,38.86 180 | 2003-09-01,3.49,1.98,2.13,11.13,8.94,12.57 181 | 2003-12-01,10.21,14.92,15.06,12.42,16.79,19.76 182 | 2004-03-01,0.42,4.8,3.05,4.8,6.99,6.83 183 | 2004-06-01,2.2,0.17,1.52,-0.92,1.42,3.61 184 | 2004-09-01,-4.27,1.18,1.23,-5.59,-1.35,-1.96 185 | 2004-12-01,8.44,10.36,12.28,14.81,14.41,16.66 186 | 2005-03-01,-3.5,-0.24,-0.08,-6.28,-4.45,-3.5 187 | 2005-06-01,1.15,2.95,3.28,5.19,3.93,2.46 188 | 2005-09-01,3.55,3.56,6.08,5.47,6.43,4.54 189 | 2005-12-01,-0.55,0.91,0.04,-0.02,-0.42,-0.04 190 | 2006-03-01,3.34,5.56,4.28,14.21,13.19,11.03 191 | 2006-06-01,-3.59,-1.08,2.12,-7.68,-4.5,-2.11 192 | 2006-09-01,3.73,5.98,4.93,-2.2,1.43,2.01 193 | 2006-12-01,5.36,7.74,9.72,8.29,9.8,9.81 194 | 2007-03-01,1.45,0.49,2.72,2.97,2.83,0.99 195 | 2007-06-01,6.44,6.18,5.75,7.17,4.6,3.05 196 | 2007-09-01,5.91,0.14,-3.8,-0.11,-3.82,-8.88 197 | 2007-12-01,-0.25,-3.57,-10.49,-2.6,-5.76,-10.59 198 | 2008-03-01,-9.31,-8.77,-12.03,-15.65,-8.09,-7.64 199 | 2008-06-01,0.23,-0.39,-12.1,2.74,-0.53,-12.17 200 | 2008-09-01,-10.83,-8.67,-1.71,-8.53,-0.65,5.02 201 | 2008-12-01,-18.21,-22.64,-32.94,-26.28,-25.24,-34.73 202 | 2009-03-01,-6.45,-12.74,-19.73,-10.17,-10.61,-15.94 203 | 2009-06-01,11.82,17.75,34.93,25.35,25.22,49.95 204 | 2009-09-01,12.95,16.85,23.13,16.12,19.19,31.86 205 | 2009-12-01,8.26,3.21,4.35,2.83,4.32,2.6 206 | 2010-03-01,4.36,5.82,9.87,7.66,8.68,14.34 207 | 2010-06-01,-11.13,-11.96,-10.96,-7.61,-9.6,-10.15 208 | 2010-09-01,13.36,11.15,9.63,13.3,10.47,9.93 209 | 2010-12-01,10.21,11.4,13.38,15.94,16.43,18.24 210 | 2011-03-01,5.21,7.36,5.97,9.16,8.14,6.3 211 | 2011-06-01,1.67,-0.64,-1.97,-0.54,-2.57,-3.59 212 | 2011-09-01,-11.25,-14.86,-21.15,-21.41,-22.66,-21.29 213 | 2011-12-01,9.69,15.4,11.04,12.13,17.37,15.24 214 | 2012-03-01,14.14,8.56,18.71,14.22,12.46,15.7 215 | 2012-06-01,-2.93,-1.72,-8.25,-3.59,-4.13,-4.91 216 | 2012-09-01,5.62,7.03,7.47,3.48,6.65,5.69 217 | 2012-12-01,-1.38,-0.17,5.07,-1.52,4.02,3.26 218 | 2013-03-01,10.04,11.61,13.78,14.72,12.07,12.46 219 | 2013-06-01,2.62,2.08,5.82,6.44,4.71,3.96 220 | 2013-09-01,8.04,5.18,5.23,12.05,9.56,8.27 221 | 2013-12-01,10.07,10.95,10.66,8.89,9.54,10.13 222 | 2014-03-01,0.57,2.47,2.93,1.42,1.69,3.05 223 | 2014-06-01,4.06,5.91,5.47,0.37,2.95,2.69 224 | 2014-09-01,1.9,-0.3,-1.16,-5.39,-7.0,-8.16 225 | 2014-12-01,4.39,5.39,2.31,9.78,6.09,5.52 226 | 2015-03-01,3.84,0.73,-3.15,5.75,3.09,0.4 227 | 2015-06-01,0.43,-0.74,2.19,3.71,0.64,0.43 228 | 2015-09-01,-5.67,-8.27,-10.17,-16.3,-11.91,-14.41 229 | 2015-12-01,8.07,4.19,4.0,4.16,4.68,0.2 230 | 2016-03-01,0.05,2.24,-0.55,-8.35,0.59,1.27 231 | 2016-06-01,1.17,4.49,4.83,7.03,2.13,7.34 232 | 2016-09-01,4.79,2.85,7.57,11.47,9.56,11.78 233 | 2016-12-01,0.19,4.78,18.19,-0.21,8.16,16.85 234 | -------------------------------------------------------------------------------- /module4/PCE_q.csv: -------------------------------------------------------------------------------- 1 | DATE,PCEC,PCND,PCESV,PCNDSV 2 | 1959-01-01,309.9,126.1,140.1,266.2 3 | 1959-04-01,315.9,127.2,143.3,270.5 4 | 1959-07-01,321.1,128.2,146.6,274.8 5 | 1959-10-01,323.2,129.5,149.6,279.1 6 | 1960-01-01,326.7,129.6,151.7,281.3 7 | 1960-04-01,332.6,132.0,154.2,286.2 8 | 1960-07-01,332.5,131.6,155.0,286.6 9 | 1960-10-01,334.5,132.4,157.4,289.8 10 | 1961-01-01,335.0,133.4,159.3,292.7 11 | 1961-04-01,339.9,134.2,162.4,296.6 12 | 1961-07-01,342.8,134.6,163.7,298.3 13 | 1961-10-01,350.1,136.2,167.3,303.5 14 | 1962-01-01,355.4,137.8,169.8,307.6 15 | 1962-04-01,361.0,138.7,173.2,311.9 16 | 1962-07-01,364.9,140.0,175.4,315.4 17 | 1962-10-01,371.1,141.5,178.1,319.6 18 | 1963-01-01,374.7,142.5,179.7,322.2 19 | 1963-04-01,378.9,142.8,182.2,325.0 20 | 1963-07-01,385.8,145.2,186.0,331.2 21 | 1963-10-01,390.5,145.3,189.5,334.8 22 | 1964-01-01,400.1,148.7,193.5,342.2 23 | 1964-04-01,408.1,151.5,197.2,348.7 24 | 1964-07-01,417.0,154.9,200.7,355.6 25 | 1964-10-01,419.6,155.8,204.4,360.2 26 | 1965-01-01,430.3,157.8,207.6,365.4 27 | 1965-04-01,437.2,160.8,211.7,372.5 28 | 1965-07-01,446.4,164.1,215.7,379.8 29 | 1965-10-01,460.4,170.5,220.7,391.2 30 | 1966-01-01,470.8,174.1,224.4,398.5 31 | 1966-04-01,475.9,177.2,228.9,406.1 32 | 1966-07-01,485.0,179.8,232.9,412.7 33 | 1966-10-01,490.8,180.4,237.7,418.1 34 | 1967-01-01,495.1,182.4,241.6,424.0 35 | 1967-04-01,504.2,184.0,245.7,429.7 36 | 1967-07-01,511.4,185.8,251.0,436.8 37 | 1967-10-01,518.9,187.9,255.4,443.3 38 | 1968-01-01,536.9,193.5,262.5,456.0 39 | 1968-04-01,550.6,197.8,269.7,467.5 40 | 1968-07-01,566.7,202.8,276.3,479.1 41 | 1968-10-01,575.6,205.0,282.8,487.8 42 | 1969-01-01,587.8,208.8,289.0,497.8 43 | 1969-04-01,599.2,212.2,296.5,508.7 44 | 1969-07-01,609.5,216.0,302.9,518.9 45 | 1969-10-01,621.5,219.7,310.9,530.6 46 | 1970-01-01,632.6,224.5,318.5,543.0 47 | 1970-04-01,642.5,226.5,325.0,551.5 48 | 1970-07-01,654.5,229.7,332.8,562.5 49 | 1970-10-01,661.2,234.5,339.4,573.9 50 | 1971-01-01,680.2,235.8,346.3,582.1 51 | 1971-04-01,694.3,238.8,354.4,593.2 52 | 1971-07-01,706.7,240.4,362.8,603.2 53 | 1971-10-01,722.9,243.6,372.0,615.6 54 | 1972-01-01,740.1,247.0,382.4,629.4 55 | 1972-04-01,758.6,254.3,390.2,644.5 56 | 1972-07-01,777.1,260.1,399.4,659.5 57 | 1972-10-01,801.9,268.1,410.4,678.5 58 | 1973-01-01,826.5,275.5,419.2,694.7 59 | 1973-04-01,842.0,281.4,429.4,710.8 60 | 1973-07-01,860.5,289.9,439.8,729.7 61 | 1973-10-01,875.6,297.7,449.7,747.4 62 | 1974-01-01,893.8,308.9,458.3,767.2 63 | 1974-04-01,922.3,318.0,473.7,791.7 64 | 1974-07-01,951.1,327.7,487.1,814.8 65 | 1974-10-01,960.9,330.9,502.8,833.7 66 | 1975-01-01,987.1,336.2,519.1,855.3 67 | 1975-04-01,1015.8,344.8,534.3,879.1 68 | 1975-07-01,1049.6,356.0,546.8,902.8 69 | 1975-10-01,1078.5,359.7,565.5,925.2 70 | 1976-01-01,1112.3,367.4,581.6,949.0 71 | 1976-04-01,1132.0,373.1,593.0,966.1 72 | 1976-07-01,1161.3,380.6,610.9,991.5 73 | 1976-10-01,1195.1,389.6,630.0,1019.6 74 | 1977-01-01,1230.6,396.5,650.2,1046.7 75 | 1977-04-01,1258.5,403.7,665.6,1069.3 76 | 1977-07-01,1289.7,409.9,685.8,1095.7 77 | 1977-10-01,1327.9,423.6,703.6,1127.2 78 | 1978-01-01,1357.8,431.1,728.5,1159.6 79 | 1978-04-01,1415.3,444.8,754.3,1199.1 80 | 1978-07-01,1446.2,455.6,773.9,1229.5 81 | 1978-10-01,1485.4,469.4,793.7,1263.1 82 | 1979-01-01,1521.0,484.6,813.1,1297.7 83 | 1979-04-01,1561.5,500.1,839.4,1339.5 84 | 1979-07-01,1616.0,522.3,862.7,1385.0 85 | 1979-10-01,1659.5,539.4,891.0,1430.4 86 | 1980-01-01,1706.5,559.9,914.5,1474.4 87 | 1980-04-01,1708.9,565.9,931.1,1497.0 88 | 1980-07-01,1767.7,576.5,965.8,1542.3 89 | 1980-10-01,1835.4,591.3,1007.9,1599.2 90 | 1981-01-01,1890.7,614.0,1030.6,1644.6 91 | 1981-04-01,1921.9,622.8,1058.1,1680.9 92 | 1981-07-01,1961.2,629.1,1080.2,1709.3 93 | 1981-10-01,1976.1,635.7,1103.6,1739.3 94 | 1982-01-01,2014.4,639.9,1128.1,1768.0 95 | 1982-04-01,2041.1,638.7,1153.1,1791.8 96 | 1982-07-01,2089.2,649.7,1187.4,1837.1 97 | 1982-10-01,2150.9,656.7,1229.8,1886.5 98 | 1983-01-01,2190.6,657.0,1264.7,1921.7 99 | 1983-04-01,2254.5,673.0,1291.9,1964.9 100 | 1983-07-01,2324.3,688.4,1333.5,2021.9 101 | 1983-10-01,2376.7,696.5,1360.9,2057.4 102 | 1984-01-01,2422.8,706.5,1384.9,2091.4 103 | 1984-04-01,2481.2,722.4,1417.6,2140.0 104 | 1984-07-01,2519.7,724.6,1453.1,2177.7 105 | 1984-10-01,2568.9,732.8,1482.3,2215.1 106 | 1985-01-01,2643.9,742.4,1533.5,2275.9 107 | 1985-04-01,2691.2,752.8,1565.2,2318.0 108 | 1985-07-01,2764.7,760.5,1607.8,2368.3 109 | 1985-10-01,2790.9,773.3,1633.8,2407.1 110 | 1986-01-01,2834.7,779.3,1663.9,2443.2 111 | 1986-04-01,2863.0,767.5,1688.3,2455.8 112 | 1986-07-01,2929.7,771.0,1713.0,2484.0 113 | 1986-10-01,2966.1,779.0,1746.0,2525.0 114 | 1987-01-01,2998.3,797.4,1782.4,2579.8 115 | 1987-04-01,3068.8,812.3,1817.4,2629.7 116 | 1987-07-01,3133.5,820.7,1852.3,2673.0 117 | 1987-10-01,3167.6,826.8,1890.9,2717.7 118 | 1988-01-01,3249.0,838.4,1940.2,2778.6 119 | 1988-04-01,3309.0,853.5,1982.2,2835.7 120 | 1988-07-01,3378.3,870.8,2037.2,2908.0 121 | 1988-10-01,3451.3,886.3,2078.8,2965.1 122 | 1989-01-01,3506.1,902.5,2117.1,3019.6 123 | 1989-04-01,3569.5,927.7,2148.4,3076.1 124 | 1989-07-01,3625.6,936.3,2183.6,3119.9 125 | 1989-10-01,3670.1,951.3,2226.9,3178.2 126 | 1990-01-01,3754.5,974.2,2264.9,3239.1 127 | 1990-04-01,3800.2,980.9,2320.9,3301.8 128 | 1990-07-01,3863.4,1003.1,2366.7,3369.8 129 | 1990-10-01,3884.4,1018.8,2384.7,3403.5 130 | 1991-01-01,3890.2,1014.1,2404.4,3418.5 131 | 1991-04-01,3943.7,1021.8,2446.7,3468.5 132 | 1991-07-01,3989.6,1024.4,2480.9,3505.3 133 | 1991-10-01,4017.1,1020.7,2518.9,3539.6 134 | 1992-01-01,4117.7,1037.7,2583.8,3621.5 135 | 1992-04-01,4173.4,1047.2,2625.2,3672.4 136 | 1992-07-01,4245.4,1061.1,2672.3,3733.4 137 | 1992-10-01,4326.2,1074.8,2728.3,3803.1 138 | 1993-01-01,4368.5,1079.1,2761.5,3840.6 139 | 1993-04-01,4437.5,1086.3,2803.3,3889.6 140 | 1993-07-01,4506.0,1092.5,2856.9,3949.4 141 | 1993-10-01,4572.0,1105.3,2893.0,3998.3 142 | 1994-01-01,4640.9,1116.8,2935.2,4052.0 143 | 1994-04-01,4702.9,1128.1,2976.1,4104.2 144 | 1994-07-01,4773.1,1149.6,3014.2,4163.8 145 | 1994-10-01,4847.2,1163.0,3052.4,4215.4 146 | 1995-01-01,4883.3,1166.9,3095.2,4262.1 147 | 1995-04-01,4955.0,1177.0,3151.1,4328.1 148 | 1995-07-01,5020.5,1183.7,3194.2,4377.9 149 | 1995-10-01,5077.9,1191.7,3234.0,4425.7 150 | 1996-01-01,5153.8,1211.2,3282.8,4494.0 151 | 1996-04-01,5244.1,1239.5,3328.3,4567.8 152 | 1996-07-01,5298.3,1246.5,3372.4,4618.9 153 | 1996-10-01,5376.1,1268.3,3418.1,4686.4 154 | 1997-01-01,5456.7,1281.1,3470.0,4751.1 155 | 1997-04-01,5495.1,1277.9,3520.6,4798.5 156 | 1997-07-01,5603.5,1297.7,3583.0,4880.7 157 | 1997-10-01,5687.6,1308.2,3642.2,4950.4 158 | 1998-01-01,5745.9,1307.1,3701.2,5008.3 159 | 1998-04-01,5857.8,1320.3,3768.3,5088.6 160 | 1998-07-01,5952.8,1335.1,3832.7,5167.8 161 | 1998-10-01,6055.5,1355.3,3875.1,5230.4 162 | 1999-01-01,6129.0,1384.8,3924.2,5309.0 163 | 1999-04-01,6253.0,1417.9,3980.3,5398.2 164 | 1999-07-01,6357.2,1439.7,4046.3,5486.0 165 | 1999-10-01,6488.9,1482.3,4130.3,5612.6 166 | 2000-01-01,6642.7,1491.8,4230.0,5721.8 167 | 2000-04-01,6737.3,1534.8,4300.5,5835.3 168 | 2000-07-01,6845.1,1557.2,4376.3,5933.5 169 | 2000-10-01,6944.4,1577.3,4451.3,6028.6 170 | 2001-01-01,7020.4,1572.1,4521.5,6093.6 171 | 2001-04-01,7072.1,1590.2,4562.4,6152.6 172 | 2001-07-01,7103.4,1591.0,4588.5,6179.5 173 | 2001-10-01,7216.6,1581.6,4639.1,6220.7 174 | 2002-01-01,7251.4,1584.6,4691.8,6276.4 175 | 2002-04-01,7344.5,1608.2,4756.7,6364.9 176 | 2002-07-01,7433.1,1616.6,4813.0,6429.6 177 | 2002-10-01,7507.2,1643.5,4880.4,6523.9 178 | 2003-01-01,7593.5,1682.5,4937.0,6619.5 179 | 2003-04-01,7684.6,1668.5,5008.3,6676.8 180 | 2003-07-01,7845.5,1722.9,5080.4,6803.3 181 | 2003-10-01,7938.5,1742.3,5150.2,6892.5 182 | 2004-01-01,8076.8,1779.2,5235.3,7014.5 183 | 2004-04-01,8186.3,1801.6,5313.1,7114.7 184 | 2004-07-01,8312.7,1825.9,5402.5,7228.4 185 | 2004-10-01,8464.3,1875.0,5488.2,7363.2 186 | 2005-01-01,8573.1,1895.9,5566.7,7462.6 187 | 2005-04-01,8723.9,1916.8,5666.5,7583.3 188 | 2005-07-01,8888.1,1980.0,5762.6,7742.6 189 | 2005-10-01,8991.3,2019.5,5859.4,7878.9 190 | 2006-01-01,9134.3,2038.6,5942.4,7981.0 191 | 2006-04-01,9253.7,2075.3,6031.4,8106.7 192 | 2006-07-01,9374.3,2109.5,6106.8,8216.3 193 | 2006-10-01,9453.6,2095.3,6192.2,8287.5 194 | 2007-01-01,9591.9,2128.8,6289.7,8418.5 195 | 2007-04-01,9700.9,2166.1,6349.8,8515.9 196 | 2007-07-01,9799.2,2184.3,6424.7,8609.0 197 | 2007-10-01,9910.0,2228.6,6491.4,8720.0 198 | 2008-01-01,9974.4,2253.9,6568.1,8822.0 199 | 2008-04-01,10095.8,2318.9,6637.0,8955.9 200 | 2008-07-01,10124.9,2348.4,6674.6,9023.0 201 | 2008-10-01,9859.6,2172.4,6672.1,8844.5 202 | 2009-01-01,9770.2,2124.9,6633.3,8758.2 203 | 2009-04-01,9769.8,2143.6,6621.4,8765.0 204 | 2009-07-01,9890.8,2199.1,6645.9,8845.0 205 | 2009-10-01,9957.1,2232.8,6693.6,8926.4 206 | 2010-01-01,10044.5,2264.7,6739.7,9004.4 207 | 2010-04-01,10137.7,2260.9,6812.0,9072.9 208 | 2010-07-01,10233.4,2287.3,6871.0,9158.3 209 | 2010-10-01,10393.2,2355.6,6934.8,9290.4 210 | 2011-01-01,10523.5,2418.7,6989.6,9408.3 211 | 2011-04-01,10651.4,2475.6,7063.4,9539.0 212 | 2011-07-01,10754.5,2489.2,7141.4,9630.6 213 | 2011-10-01,10827.9,2501.1,7177.0,9678.1 214 | 2012-01-01,10956.2,2535.6,7241.8,9777.4 215 | 2012-04-01,11008.3,2535.6,7291.1,9826.7 216 | 2012-07-01,11073.6,2550.6,7328.9,9879.5 217 | 2012-10-01,11164.3,2567.1,7384.3,9951.4 218 | 2013-01-01,11256.7,2589.3,7429.0,10018.3 219 | 2013-04-01,11284.5,2566.5,7480.9,10047.4 220 | 2013-07-01,11379.1,2593.2,7544.5,10137.7 221 | 2013-10-01,11524.4,2622.4,7652.2,10274.6 222 | 2014-01-01,11636.1,2644.5,7735.3,10379.8 223 | 2014-04-01,11800.6,2678.2,7833.2,10511.4 224 | 2014-07-01,11941.0,2691.2,7941.3,10632.5 225 | 2014-10-01,12075.8,2688.9,8061.7,10750.6 226 | 2015-01-01,12098.9,2625.6,8142.2,10767.8 227 | 2015-04-01,12240.2,2657.4,8229.5,10886.9 228 | 2015-07-01,12356.9,2678.4,8313.9,10992.3 229 | 2015-10-01,12438.8,2666.3,8400.6,11066.9 230 | 2016-01-01,12498.0,2642.0,8489.3,11131.3 231 | 2016-04-01,12692.7,2695.4,8607.3,11302.7 232 | 2016-07-01,12832.2,2697.9,8720.3,11418.2 233 | 2016-10-01,13008.9,2746.6,8821.4,11568.0 234 | -------------------------------------------------------------------------------- /module5/CAY.csv: -------------------------------------------------------------------------------- 1 | date,c,a,y,cay 2 | 195104,8.945843412,10.56260837,8.658345436,0.00534 3 | 195201,8.944092233,10.57123571,8.66592584,-0.00344 4 | 195202,8.957498884,10.58301045,8.667349937,0.00591 5 | 195203,8.966563493,10.57800623,8.681577904,0.00749 6 | 195204,8.97540805,10.57487284,8.710945649,-0.00105 7 | 195301,8.985109507,10.57435704,8.721970747,0.00195 8 | 195302,8.987922907,10.5681087,8.734275091,-0.00119 9 | 195303,8.983669634,10.5687573,8.727220229,-0.00124 10 | 195304,8.977640356,10.57209931,8.71372771,0.0002 11 | 195401,8.982063696,10.57983867,8.704642843,0.00818 12 | 195402,8.985850597,10.59423952,8.703034341,0.00909 13 | 195403,8.997723817,10.61985507,8.706268947,0.01206 14 | 195404,9.005743022,10.62849544,8.725395268,0.00588 15 | 195501,9.012393518,10.63552477,8.733715539,0.00547 16 | 195502,9.01870883,10.65569272,8.754702668,-0.00667 17 | 195503,9.024552828,10.67358464,8.772048159,-0.01641 18 | 195504,9.039403655,10.67977798,8.781320168,-0.00898 19 | 195601,9.046536027,10.70245425,8.788892441,-0.01265 20 | 195602,9.0463522,10.69468053,8.796668382,-0.01557 21 | 195603,9.047165809,10.69003232,8.795640737,-0.01287 22 | 195604,9.053794975,10.70064198,8.806771518,-0.016 23 | 195701,9.056037136,10.69211148,8.805968511,-0.01097 24 | 195702,9.058987617,10.70212755,8.807189258,-0.01147 25 | 195703,9.064377497,10.68311516,8.805855703,-0.00013 26 | 195704,9.065837567,10.67726876,8.797694729,0.00797 27 | 195801,9.057330176,10.68207006,8.77479737,0.01238 28 | 195802,9.064119208,10.69130846,8.776609721,0.01555 29 | 195803,9.073882178,10.71767204,8.799425694,0.00406 30 | 195804,9.076731271,10.73155177,8.810099068,-0.00346 31 | 195901,9.086279255,10.7328913,8.816930538,0.00149 32 | 195902,9.093497635,10.74045752,8.832531741,-0.00301 33 | 195903,9.100015796,10.7366187,8.825327396,0.00901 34 | 195904,9.105124523,10.74465827,8.827368543,0.01069 35 | 196001,9.102890651,10.7377016,8.833531031,0.0065 36 | 196002,9.110775286,10.74171896,8.835907432,0.01183 37 | 196003,9.104323308,10.72440282,8.832123386,0.01239 38 | 196004,9.106018985,10.74321176,8.824913176,0.0135 39 | 196101,9.109646062,10.76763256,8.828368022,0.0084 40 | 196102,9.120174349,10.77472349,8.840625083,0.00942 41 | 196103,9.117742292,10.7818612,8.849355179,-0.00036 42 | 196104,9.128413984,10.80256162,8.863091849,-0.00378 43 | 196201,9.134077446,10.80225905,8.870957433,-0.00292 44 | 196202,9.140194084,10.74617733,8.878864928,0.01339 45 | 196203,9.145060823,10.75640171,8.879720096,0.01497 46 | 196204,9.150333337,10.80108279,8.883549828,0.00584 47 | 196301,9.152583004,10.81601892,8.889315943,0.00048 48 | 196302,9.156828767,10.82733467,8.896020221,-0.00248 49 | 196303,9.166654876,10.83534718,8.903109452,0.00079 50 | 196304,9.171221453,10.82366164,8.914873226,0.0012 51 | 196401,9.182498042,10.8363757,8.932067409,-0.00162 52 | 196402,9.194914916,10.85272914,8.955761788,-0.00831 53 | 196403,9.207255696,10.86153939,8.965241448,-0.00422 54 | 196404,9.212088968,10.87159923,8.973354068,-0.00713 55 | 196501,9.220615597,10.88237387,8.98142675,-0.00652 56 | 196502,9.232071863,10.87366091,8.987791952,0.00333 57 | 196503,9.242118271,10.8960633,9.014147157,-0.00901 58 | 196504,9.26329412,10.91939718,9.032090246,-0.00525 59 | 196601,9.269014035,10.90941832,9.034378436,0.00173 60 | 196602,9.277239779,10.9110504,9.042658443,0.00438 61 | 196603,9.281555958,10.88331476,9.05602774,0.00787 62 | 196604,9.284609617,10.90550183,9.068148299,-0.00258 63 | 196701,9.293243974,10.94020343,9.079780764,-0.01051 64 | 196702,9.29929942,10.94643576,9.086128331,-0.01007 65 | 196703,9.304345459,10.96253455,9.093036894,-0.01364 66 | 196704,9.309540869,10.9765848,9.103466168,-0.01871 67 | 196801,9.322812099,10.96434796,9.120644771,-0.0128 68 | 196802,9.335938249,10.99946207,9.13731669,-0.01948 69 | 196803,9.347364872,11.00361158,9.139364343,-0.01044 70 | 196804,9.352378167,11.04047925,9.145987171,-0.01946 71 | 196901,9.359902155,11.03346978,9.145601235,-0.00981 72 | 196902,9.365951457,11.01693085,9.153682855,-0.00433 73 | 196903,9.369063848,11.00628521,9.173016442,-0.01035 74 | 196904,9.377386601,10.99667858,9.179012753,-0.00316 75 | 197001,9.387085039,10.98990432,9.183474093,0.0056 76 | 197002,9.388548269,10.95170229,9.203588871,0.00486 77 | 197003,9.395850467,10.97533883,9.208498771,0.00275 78 | 197004,9.399042557,10.98604107,9.201035425,0.00769 79 | 197101,9.401750292,11.01849475,9.218201574,-0.00899 80 | 197102,9.404049172,11.02002907,9.232333784,-0.01588 81 | 197103,9.40549739,11.02344042,9.23311113,-0.01583 82 | 197104,9.414368246,11.03888403,9.239947317,-0.01536 83 | 197201,9.423806041,11.0663785,9.24773565,-0.01816 84 | 197202,9.438018756,11.07199553,9.255544643,-0.01031 85 | 197203,9.447199203,11.08238782,9.26601971,-0.01043 86 | 197204,9.462075504,11.12861521,9.297901539,-0.02779 87 | 197301,9.468532264,11.11949974,9.310149294,-0.02648 88 | 197302,9.468509654,11.10377864,9.314678788,-0.02508 89 | 197303,9.472742072,11.12546239,9.315538223,-0.02722 90 | 197304,9.471051382,11.08746786,9.320111234,-0.02151 91 | 197401,9.462410644,11.06861217,9.308334507,-0.01777 92 | 197402,9.463910632,11.03188065,9.306472839,-0.00522 93 | 197403,9.465914381,10.98469184,9.306569914,0.00943 94 | 197404,9.464366422,10.97743849,9.29847437,0.01486 95 | 197501,9.465249457,11.01694362,9.292842124,0.0086 96 | 197502,9.478269635,11.0531342,9.338931291,-0.01673 97 | 197503,9.481897499,11.02613967,9.322355153,0.00446 98 | 197504,9.487390457,11.0307488,9.331772832,0.00286 99 | 197601,9.502355404,11.05830292,9.34873851,-0.00012 100 | 197602,9.511159958,11.08016623,9.353959259,-0.00044 101 | 197603,9.518839702,11.08265083,9.36090645,0.00225 102 | 197604,9.529118213,11.08857399,9.364901509,0.00846 103 | 197701,9.534532482,11.08971788,9.366234553,0.01274 104 | 197702,9.532997402,11.09914174,9.373341938,0.00425 105 | 197703,9.538684728,11.09915618,9.385644094,0.0023 106 | 197704,9.547042081,11.10117457,9.39513629,0.00422 107 | 197801,9.555714878,11.10565304,9.399678508,0.00887 108 | 197802,9.563976638,11.12240689,9.408019029,0.00745 109 | 197803,9.568805446,11.13782471,9.414007053,0.00441 110 | 197804,9.572725399,11.13803078,9.421114779,0.00386 111 | 197901,9.580385777,11.15886768,9.423907805,0.00417 112 | 197902,9.579555953,11.16623093,9.418956539,0.00443 113 | 197903,9.580837049,11.17693285,9.423406812,0.00007 114 | 197904,9.586496119,11.17677236,9.42311914,0.00595 115 | 198001,9.585269497,11.15839811,9.422532514,0.01004 116 | 198002,9.572344026,11.17197914,9.40846353,0.00219 117 | 198003,9.57322772,11.18875333,9.417527818,-0.00707 118 | 198004,9.578934448,11.20040363,9.425000955,-0.00914 119 | 198101,9.575765625,11.19251859,9.417711961,-0.00566 120 | 198102,9.58022648,11.19957142,9.413711837,-0.00062 121 | 198103,9.57749788,11.18176079,9.421189344,-0.00319 122 | 198104,9.576498161,11.19034178,9.420506911,-0.00608 123 | 198201,9.576266237,11.18992027,9.418144101,-0.00473 124 | 198202,9.57811645,11.18920176,9.418701815,-0.00303 125 | 198203,9.580968674,11.19167246,9.423077362,-0.00356 126 | 198204,9.59076541,11.20196123,9.423352172,0.00329 127 | 198301,9.597413205,11.22599667,9.426433182,0.00156 128 | 198302,9.607497902,11.24088915,9.431347713,0.00458 129 | 198303,9.617695795,11.23660471,9.441595776,0.00957 130 | 198304,9.624995568,11.22843215,9.455090332,0.0107 131 | 198401,9.628960525,11.23215207,9.467666454,0.00586 132 | 198402,9.637420197,11.23589715,9.478946937,0.00631 133 | 198403,9.644545686,11.25402519,9.48742761,0.00329 134 | 198404,9.651528838,11.26246936,9.494621266,0.00353 135 | 198501,9.661853909,11.28354527,9.491689526,0.01 136 | 198502,9.668355547,11.29735678,9.509552132,0.0017 137 | 198503,9.676821225,11.29582422,9.507328412,0.01195 138 | 198504,9.684041554,11.32566108,9.512925404,0.00767 139 | 198601,9.687679299,11.35703668,9.521651492,-0.00256 140 | 198602,9.69104121,11.38029161,9.52950039,-0.01033 141 | 198603,9.695420038,11.3710589,9.533312593,-0.00583 142 | 198604,9.704000173,11.39300139,9.536636493,-0.00523 143 | 198701,9.713007122,11.42702514,9.543583996,-0.00969 144 | 198702,9.719345134,11.43301419,9.532747196,0.00176 145 | 198703,9.722616319,11.44480948,9.54466356,-0.00554 146 | 198704,9.728086938,11.40460579,9.5528218,0.00569 147 | 198801,9.738550999,11.42439799,9.562701137,0.00469 148 | 198802,9.745308317,11.43744507,9.570066952,0.00337 149 | 198803,9.753383607,11.43531479,9.573063649,0.01016 150 | 198804,9.759163229,11.44326453,9.577481845,0.01105 151 | 198901,9.76201824,11.45375365,9.576586637,0.01164 152 | 198902,9.761564514,11.46386158,9.570487714,0.01225 153 | 198903,9.764673042,11.48437016,9.574242128,0.0075 154 | 198904,9.771485314,11.48447268,9.579082712,0.01128 155 | 199001,9.7734067,11.46837145,9.590371464,0.01053 156 | 199002,9.781149736,11.47080319,9.594826393,0.01486 157 | 199003,9.784356837,11.43430002,9.591029694,0.03025 158 | 199004,9.775577813,11.43888762,9.582250163,0.02569 159 | 199101,9.771056007,11.46069989,9.584422692,0.01394 160 | 199102,9.775274545,11.45322357,9.588335042,0.01775 161 | 199103,9.774098297,11.45719522,9.589250316,0.01493 162 | 199104,9.771357039,11.47069256,9.590884596,0.00754 163 | 199201,9.779742681,11.462842,9.6069097,0.0081 164 | 199202,9.780557761,11.45325712,9.612259789,0.00817 165 | 199203,9.781446909,11.45593008,9.614535831,0.00693 166 | 199204,9.790693158,11.46965681,9.629716416,0.00306 167 | 199301,9.78982857,11.47390987,9.602375574,0.01802 168 | 199302,9.792480235,11.47474759,9.619621401,0.00974 169 | 199303,9.79943775,11.48412474,9.622378864,0.01246 170 | 199304,9.802620559,11.48799963,9.63387117,0.00747 171 | 199401,9.807776317,11.4784597,9.620234575,0.02365 172 | 199402,9.813990819,11.4762493,9.63197541,0.02318 173 | 199403,9.816982991,11.48242526,9.632598857,0.02412 174 | 199404,9.819630097,11.48062503,9.639466931,0.02299 175 | 199501,9.821967518,11.49683587,9.641808894,0.01951 176 | 199502,9.828384977,11.51744251,9.639024534,0.0221 177 | 199503,9.830492796,11.53978731,9.643163145,0.01562 178 | 199504,9.833252245,11.55687276,9.643990015,0.01327 179 | 199601,9.838529422,11.57181558,9.645618154,0.01351 180 | 199602,9.842569398,11.58123025,9.64676517,0.01431 181 | 199603,9.844773981,11.58590415,9.653039607,0.01136 182 | 199604,9.847675036,11.60899264,9.653875599,0.00752 183 | 199701,9.854042498,11.6063194,9.657436111,0.0124 184 | 199702,9.858384945,11.65716338,9.661175887,0.00073 185 | 199703,9.864910806,11.68576757,9.665925198,-0.0034 186 | 199704,9.868478703,11.6990952,9.673923379,-0.00838 187 | 199801,9.876849313,11.74776213,9.688447415,-0.02213 188 | 199802,9.885791923,11.7584462,9.696836411,-0.02127 189 | 199803,9.892916544,11.71350522,9.702953393,-0.00584 190 | 199804,9.895600876,11.77514285,9.708317012,-0.02308 191 | 199901,9.90243279,11.78960845,9.720039093,-0.02742 192 | 199902,9.910958775,11.8150949,9.719330628,-0.02532 193 | 199903,9.917421395,11.79298888,9.72140057,-0.01419 194 | 199904,9.925326793,11.86906363,9.727793908,-0.03074 195 | 200001,9.930754728,11.88142724,9.747531988,-0.04089 196 | 200002,9.937723113,11.86372081,9.750956256,-0.03128 197 | 200003,9.942934023,11.85996063,9.759319529,-0.03025 198 | 200004,9.947915611,11.82215495,9.761053154,-0.01616 199 | 200101,9.949109131,11.77394006,9.762724352,-0.00302 200 | 200102,9.949064556,11.79458219,9.760708196,-0.00737 201 | 200103,9.948878612,11.74387326,9.781919936,-0.00707 202 | 200104,9.951919671,11.77698256,9.762438419,-0.00085 203 | 200201,9.959686399,11.78076439,9.793235624,-0.01322 204 | 200202,9.96238429,11.74280084,9.800561245,-0.00484 205 | 200203,9.964815425,11.69244448,9.80312349,0.00956 206 | 200204,9.96955121,11.70678252,9.809036914,0.00677 207 | 200301,9.971359459,11.69804702,9.811556587,0.00936 -------------------------------------------------------------------------------- /module5/References/Gatev-Goetzmmann-Rouwenhorst [pairss-trading slides].ppt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/christianjauregui/Python-tutorials_timeseries_for_finance/255106c35700db705fcee95490b35b44961fa794/module5/References/Gatev-Goetzmmann-Rouwenhorst [pairss-trading slides].ppt -------------------------------------------------------------------------------- /module5/References/Kojanov [2007, A Note on the Estimation of CAY].pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/christianjauregui/Python-tutorials_timeseries_for_finance/255106c35700db705fcee95490b35b44961fa794/module5/References/Kojanov [2007, A Note on the Estimation of CAY].pdf -------------------------------------------------------------------------------- /module5/References/Lettau-Ludvigson [AER, 2004].pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/christianjauregui/Python-tutorials_timeseries_for_finance/255106c35700db705fcee95490b35b44961fa794/module5/References/Lettau-Ludvigson [AER, 2004].pdf -------------------------------------------------------------------------------- /module5/References/Lettau-Ludvigson [JF, 2001].pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/christianjauregui/Python-tutorials_timeseries_for_finance/255106c35700db705fcee95490b35b44961fa794/module5/References/Lettau-Ludvigson [JF, 2001].pdf -------------------------------------------------------------------------------- /module5/References/PairsTrading.pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/christianjauregui/Python-tutorials_timeseries_for_finance/255106c35700db705fcee95490b35b44961fa794/module5/References/PairsTrading.pdf -------------------------------------------------------------------------------- /module5/References/[Zakrajsek [SLIDES on Cointegration].pdf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/christianjauregui/Python-tutorials_timeseries_for_finance/255106c35700db705fcee95490b35b44961fa794/module5/References/[Zakrajsek [SLIDES on Cointegration].pdf -------------------------------------------------------------------------------- /module6/F-F_Momentum_Factor.CSV: -------------------------------------------------------------------------------- 1 | This file was created by CMPT_ME_PRIOR_RETS using the 201903 CRSP database. It 2 | contains a momentum factor, constructed from six value-weight portfolios formed 3 | using independent sorts on size and prior return of NYSE, AMEX, and NASDAQ stocks. 4 | Mom is the average of the returns on two (big and small) high prior return portfolios 5 | minus the average of the returns on two low prior return portfolios. The portfolios 6 | are constructed monthly. Big means a firm is above the median market cap on the NYSE 7 | at the end of the previous month; small firms are below the median NYSE market cap. 8 | Prior return is measured from month -12 to - 2. Firms in the low prior return 9 | portfolio are below the 30th NYSE percentile. Those in the high portfolio are above 10 | the 70th NYSE percentile. 11 | 12 | Missing data are indicated by -99.99 or -999. 13 | 14 | ,Mom 15 | 192701, 0.44 16 | 192702, -2.01 17 | 192703, 3.59 18 | 192704, 4.19 19 | 192705, 3.01 20 | 192706, 0.51 21 | 192707, 4.32 22 | 192708, 1.12 23 | 192709, 1.93 24 | 192710, -1.11 25 | 192711, -0.68 26 | 192712, 3.19 27 | 192801, -0.60 28 | 192802, -1.02 29 | 192803, 4.87 30 | 192804, -5.65 31 | 192805, 2.85 32 | 192806, 2.05 33 | 192807, 2.75 34 | 192808, 3.62 35 | 192809, 3.62 36 | 192810, 5.05 37 | 192811, 1.93 38 | 192812, 1.71 39 | 192901, 2.47 40 | 192902, 3.09 41 | 192903, -0.92 42 | 192904, 1.89 43 | 192905, -2.04 44 | 192906, 8.79 45 | 192907, 2.94 46 | 192908, 4.63 47 | 192909, 3.04 48 | 192910, 4.09 49 | 192911, -2.02 50 | 192912, 5.15 51 | 193001, -5.04 52 | 193002, 0.42 53 | 193003, -4.18 54 | 193004, 3.94 55 | 193005, -0.01 56 | 193006, 6.61 57 | 193007, -2.16 58 | 193008, 3.95 59 | 193009, 11.44 60 | 193010, 6.95 61 | 193011, -1.17 62 | 193012, 13.29 63 | 193101, -10.94 64 | 193102, -14.37 65 | 193103, 9.55 66 | 193104, 11.42 67 | 193105, 9.03 68 | 193106, -17.85 69 | 193107, 8.05 70 | 193108, -3.52 71 | 193109, 10.18 72 | 193110, 3.28 73 | 193111, 7.61 74 | 193112, 14.17 75 | 193201, -10.32 76 | 193202, 1.62 77 | 193203, 10.33 78 | 193204, 6.95 79 | 193205, 12.20 80 | 193206, 2.10 81 | 193207, -43.94 82 | 193208, -52.26 83 | 193209, 2.44 84 | 193210, 4.29 85 | 193211, -2.09 86 | 193212, 5.26 87 | 193301, -1.53 88 | 193302, 4.19 89 | 193303, 2.35 90 | 193304, -15.95 91 | 193305, -3.92 92 | 193306, 3.54 93 | 193307, 0.41 94 | 193308, 7.51 95 | 193309, 1.65 96 | 193310, -2.28 97 | 193311, 6.35 98 | 193312, 3.96 99 | 193401, -3.10 100 | 193402, -0.25 101 | 193403, -0.86 102 | 193404, -5.12 103 | 193405, -2.83 104 | 193406, -0.96 105 | 193407, 8.73 106 | 193408, 2.41 107 | 193409, -0.10 108 | 193410, 6.91 109 | 193411, 4.22 110 | 193412, 4.63 111 | 193501, 3.60 112 | 193502, 13.75 113 | 193503, 2.86 114 | 193504, -4.72 115 | 193505, -3.67 116 | 193506, 2.07 117 | 193507, -4.22 118 | 193508, -7.69 119 | 193509, 8.93 120 | 193510, 2.09 121 | 193511, -5.91 122 | 193512, 3.75 123 | 193601, -3.36 124 | 193602, 2.57 125 | 193603, 1.73 126 | 193604, -7.83 127 | 193605, 2.37 128 | 193606, 0.45 129 | 193607, 2.90 130 | 193608, 0.61 131 | 193609, 1.27 132 | 193610, 0.99 133 | 193611, 2.11 134 | 193612, 2.11 135 | 193701, -1.85 136 | 193702, 2.98 137 | 193703, 2.81 138 | 193704, -3.71 139 | 193705, 0.51 140 | 193706, 0.68 141 | 193707, -0.40 142 | 193708, -1.79 143 | 193709, -7.14 144 | 193710, -1.56 145 | 193711, -0.97 146 | 193712, 4.70 147 | 193801, -1.44 148 | 193802, -3.08 149 | 193803, 15.75 150 | 193804, -8.88 151 | 193805, 7.13 152 | 193806, -24.86 153 | 193807, -6.44 154 | 193808, 3.95 155 | 193809, 2.53 156 | 193810, -7.70 157 | 193811, 3.13 158 | 193812, 2.05 159 | 193901, -3.05 160 | 193902, 3.25 161 | 193903, -1.48 162 | 193904, 2.70 163 | 193905, 3.56 164 | 193906, 1.96 165 | 193907, -0.57 166 | 193908, 5.90 167 | 193909, -30.35 168 | 193910, 6.48 169 | 193911, -0.22 170 | 193912, 5.40 171 | 194001, 1.74 172 | 194002, 1.81 173 | 194003, -0.36 174 | 194004, 3.33 175 | 194005, 2.86 176 | 194006, -2.14 177 | 194007, 0.85 178 | 194008, -1.61 179 | 194009, -0.26 180 | 194010, -6.53 181 | 194011, 1.33 182 | 194012, 3.46 183 | 194101, -4.72 184 | 194102, 0.91 185 | 194103, 2.43 186 | 194104, 3.03 187 | 194105, 2.46 188 | 194106, -0.64 189 | 194107, -1.75 190 | 194108, 0.17 191 | 194109, -1.57 192 | 194110, 4.74 193 | 194111, 4.04 194 | 194112, 0.28 195 | 194201, -3.58 196 | 194202, -0.71 197 | 194203, -0.21 198 | 194204, -0.79 199 | 194205, -4.71 200 | 194206, -1.32 201 | 194207, 0.77 202 | 194208, -0.13 203 | 194209, -0.64 204 | 194210, -4.01 205 | 194211, -0.97 206 | 194212, 3.06 207 | 194301, -0.36 208 | 194302, -1.46 209 | 194303, 4.74 210 | 194304, 6.18 211 | 194305, 5.61 212 | 194306, -1.30 213 | 194307, -4.59 214 | 194308, 0.71 215 | 194309, 1.78 216 | 194310, -0.53 217 | 194311, -4.72 218 | 194312, 5.99 219 | 194401, 0.97 220 | 194402, 0.34 221 | 194403, 2.61 222 | 194404, 0.52 223 | 194405, 2.07 224 | 194406, -5.22 225 | 194407, 0.19 226 | 194408, 4.68 227 | 194409, -1.08 228 | 194410, -1.24 229 | 194411, 1.28 230 | 194412, 3.36 231 | 194501, 0.04 232 | 194502, 3.03 233 | 194503, -3.28 234 | 194504, 4.79 235 | 194505, 0.11 236 | 194506, 4.11 237 | 194507, -2.62 238 | 194508, -1.40 239 | 194509, 1.40 240 | 194510, 0.25 241 | 194511, 4.26 242 | 194512, 1.25 243 | 194601, 3.76 244 | 194602, -1.45 245 | 194603, 2.69 246 | 194604, 3.03 247 | 194605, -0.61 248 | 194606, -2.52 249 | 194607, -0.10 250 | 194608, -0.03 251 | 194609, 0.74 252 | 194610, 0.97 253 | 194611, 0.20 254 | 194612, -0.10 255 | 194701, -6.44 256 | 194702, -0.49 257 | 194703, 4.06 258 | 194704, 5.05 259 | 194705, 3.33 260 | 194706, -1.85 261 | 194707, -3.42 262 | 194708, 3.38 263 | 194709, -0.02 264 | 194710, 1.34 265 | 194711, 4.23 266 | 194712, 3.60 267 | 194801, -4.29 268 | 194802, 1.47 269 | 194803, -0.19 270 | 194804, 4.06 271 | 194805, 2.38 272 | 194806, 3.99 273 | 194807, -1.58 274 | 194808, 0.23 275 | 194809, -1.26 276 | 194810, 2.79 277 | 194811, 0.60 278 | 194812, 4.66 279 | 194901, -2.92 280 | 194902, -0.41 281 | 194903, -0.87 282 | 194904, 3.06 283 | 194905, 3.04 284 | 194906, -1.28 285 | 194907, -1.54 286 | 194908, 1.70 287 | 194909, -1.42 288 | 194910, 0.00 289 | 194911, 1.27 290 | 194912, -0.78 291 | 195001, -2.32 292 | 195002, 1.36 293 | 195003, 1.54 294 | 195004, 0.33 295 | 195005, 0.38 296 | 195006, -1.66 297 | 195007, -0.47 298 | 195008, 3.21 299 | 195009, -0.13 300 | 195010, 1.42 301 | 195011, 3.59 302 | 195012, 4.97 303 | 195101, 2.00 304 | 195102, -1.58 305 | 195103, -2.95 306 | 195104, 6.02 307 | 195105, -0.93 308 | 195106, -2.39 309 | 195107, 7.24 310 | 195108, 1.00 311 | 195109, 0.56 312 | 195110, -0.31 313 | 195111, 0.63 314 | 195112, 1.70 315 | 195201, 1.37 316 | 195202, -0.75 317 | 195203, 1.65 318 | 195204, -2.04 319 | 195205, 0.49 320 | 195206, 1.50 321 | 195207, -0.52 322 | 195208, 0.31 323 | 195209, 1.76 324 | 195210, 2.75 325 | 195211, 0.44 326 | 195212, 1.51 327 | 195301, 0.72 328 | 195302, 0.86 329 | 195303, 0.08 330 | 195304, 1.85 331 | 195305, 0.94 332 | 195306, -0.01 333 | 195307, -0.31 334 | 195308, 2.21 335 | 195309, 2.88 336 | 195310, 0.27 337 | 195311, 1.95 338 | 195312, 5.19 339 | 195401, -5.74 340 | 195402, 1.03 341 | 195403, 2.20 342 | 195404, 4.98 343 | 195405, -1.99 344 | 195406, 3.52 345 | 195407, 0.44 346 | 195408, -0.64 347 | 195409, 1.54 348 | 195410, 0.96 349 | 195411, 1.93 350 | 195412, -1.41 351 | 195501, 1.36 352 | 195502, 1.09 353 | 195503, 1.03 354 | 195504, 0.09 355 | 195505, 0.56 356 | 195506, 4.66 357 | 195507, -1.23 358 | 195508, 1.79 359 | 195509, 1.77 360 | 195510, -0.50 361 | 195511, 2.67 362 | 195512, -1.33 363 | 195601, -1.48 364 | 195602, 1.97 365 | 195603, 3.59 366 | 195604, 2.57 367 | 195605, -1.62 368 | 195606, 2.71 369 | 195607, 2.52 370 | 195608, -0.69 371 | 195609, -0.76 372 | 195610, 2.46 373 | 195611, 3.41 374 | 195612, 3.81 375 | 195701, -3.05 376 | 195702, 0.31 377 | 195703, -0.18 378 | 195704, 0.96 379 | 195705, 0.44 380 | 195706, 0.77 381 | 195707, -0.07 382 | 195708, 0.49 383 | 195709, 0.62 384 | 195710, 1.94 385 | 195711, 1.24 386 | 195712, 7.79 387 | 195801, -7.63 388 | 195802, 3.75 389 | 195803, -1.85 390 | 195804, 1.85 391 | 195805, -1.82 392 | 195806, -0.87 393 | 195807, -3.62 394 | 195808, 0.28 395 | 195809, -1.13 396 | 195810, 3.12 397 | 195811, 1.57 398 | 195812, -0.65 399 | 195901, -0.24 400 | 195902, 3.40 401 | 195903, 0.13 402 | 195904, 3.15 403 | 195905, 1.50 404 | 195906, 2.91 405 | 195907, -0.32 406 | 195908, -0.95 407 | 195909, 0.85 408 | 195910, 3.48 409 | 195911, 2.26 410 | 195912, 0.99 411 | 196001, -3.49 412 | 196002, 3.86 413 | 196003, 1.43 414 | 196004, 2.81 415 | 196005, 4.81 416 | 196006, 0.86 417 | 196007, -0.78 418 | 196008, 1.92 419 | 196009, 0.31 420 | 196010, 1.25 421 | 196011, 3.64 422 | 196012, 1.39 423 | 196101, -3.98 424 | 196102, 0.98 425 | 196103, 4.51 426 | 196104, 3.52 427 | 196105, -1.57 428 | 196106, 0.37 429 | 196107, 0.25 430 | 196108, 1.65 431 | 196109, 0.83 432 | 196110, 3.13 433 | 196111, 1.34 434 | 196112, -2.24 435 | 196201, -2.07 436 | 196202, -1.02 437 | 196203, 1.83 438 | 196204, 2.89 439 | 196205, 0.38 440 | 196206, 6.45 441 | 196207, 0.55 442 | 196208, -0.58 443 | 196209, 3.95 444 | 196210, 0.75 445 | 196211, -7.17 446 | 196212, 5.88 447 | 196301, -2.10 448 | 196302, 2.52 449 | 196303, 1.56 450 | 196304, -0.08 451 | 196305, 0.37 452 | 196306, 1.17 453 | 196307, 1.00 454 | 196308, 1.03 455 | 196309, 0.16 456 | 196310, 3.14 457 | 196311, -0.75 458 | 196312, 1.70 459 | 196401, 1.06 460 | 196402, 0.24 461 | 196403, 0.72 462 | 196404, -0.60 463 | 196405, 2.54 464 | 196406, 0.45 465 | 196407, -0.37 466 | 196408, -0.19 467 | 196409, -0.39 468 | 196410, 0.08 469 | 196411, 1.08 470 | 196412, -0.69 471 | 196501, -1.28 472 | 196502, 0.30 473 | 196503, 0.10 474 | 196504, 2.54 475 | 196505, 0.54 476 | 196506, -3.12 477 | 196507, 4.10 478 | 196508, 2.58 479 | 196509, 3.36 480 | 196510, 3.45 481 | 196511, 4.42 482 | 196512, 0.09 483 | 196601, 5.41 484 | 196602, 4.58 485 | 196603, 1.34 486 | 196604, 6.18 487 | 196605, -4.69 488 | 196606, 3.28 489 | 196607, -1.39 490 | 196608, -2.11 491 | 196609, -1.73 492 | 196610, -5.13 493 | 196611, 5.73 494 | 196612, 1.07 495 | 196701, -6.75 496 | 196702, 3.56 497 | 196703, 1.42 498 | 196704, 0.64 499 | 196705, 0.67 500 | 196706, 6.03 501 | 196707, -1.07 502 | 196708, -1.41 503 | 196709, 2.55 504 | 196710, 3.66 505 | 196711, 1.29 506 | 196712, 3.23 507 | 196801, -4.64 508 | 196802, -3.41 509 | 196803, 3.18 510 | 196804, 5.15 511 | 196805, 3.73 512 | 196806, -1.92 513 | 196807, -0.84 514 | 196808, 1.88 515 | 196809, -0.67 516 | 196810, -1.52 517 | 196811, 1.73 518 | 196812, 0.11 519 | 196901, -0.15 520 | 196902, -2.46 521 | 196903, 3.95 522 | 196904, 1.17 523 | 196905, 1.68 524 | 196906, -2.22 525 | 196907, 1.64 526 | 196908, 2.13 527 | 196909, 2.53 528 | 196910, -4.32 529 | 196911, 3.60 530 | 196912, 5.05 531 | 197001, 0.63 532 | 197002, 0.12 533 | 197003, -0.29 534 | 197004, -0.73 535 | 197005, -2.73 536 | 197006, 5.78 537 | 197007, -2.94 538 | 197008, -6.50 539 | 197009, -8.92 540 | 197010, 9.61 541 | 197011, 2.89 542 | 197012, -2.19 543 | 197101, -6.71 544 | 197102, 0.81 545 | 197103, -1.21 546 | 197104, 1.32 547 | 197105, 0.89 548 | 197106, 2.72 549 | 197107, -2.37 550 | 197108, 3.51 551 | 197109, 2.09 552 | 197110, 0.46 553 | 197111, 1.48 554 | 197112, -0.68 555 | 197201, 0.24 556 | 197202, 2.70 557 | 197203, 2.91 558 | 197204, 2.90 559 | 197205, 3.19 560 | 197206, 1.93 561 | 197207, 2.75 562 | 197208, -5.34 563 | 197209, 1.75 564 | 197210, 0.75 565 | 197211, -5.14 566 | 197212, 4.98 567 | 197301, 3.71 568 | 197302, 2.12 569 | 197303, 3.62 570 | 197304, 6.40 571 | 197305, 7.09 572 | 197306, 4.31 573 | 197307, -11.69 574 | 197308, 3.42 575 | 197309, -7.03 576 | 197310, 6.75 577 | 197311, 8.63 578 | 197312, 10.39 579 | 197401, -8.82 580 | 197402, 0.14 581 | 197403, -0.99 582 | 197404, 2.00 583 | 197405, -0.26 584 | 197406, 2.37 585 | 197407, 3.01 586 | 197408, 3.00 587 | 197409, 4.32 588 | 197410, -0.50 589 | 197411, 2.17 590 | 197412, 2.95 591 | 197501, -13.89 592 | 197502, -0.55 593 | 197503, -1.99 594 | 197504, 1.34 595 | 197505, -0.47 596 | 197506, 0.06 597 | 197507, 0.42 598 | 197508, -0.13 599 | 197509, 0.32 600 | 197510, -0.14 601 | 197511, -0.45 602 | 197512, -0.12 603 | 197601, 4.46 604 | 197602, 0.36 605 | 197603, 0.19 606 | 197604, 0.50 607 | 197605, -1.10 608 | 197606, -0.42 609 | 197607, -0.12 610 | 197608, -0.85 611 | 197609, 0.24 612 | 197610, -0.48 613 | 197611, 2.90 614 | 197612, 0.77 615 | 197701, 3.98 616 | 197702, 0.35 617 | 197703, 0.49 618 | 197704, 4.22 619 | 197705, 2.01 620 | 197706, 1.77 621 | 197707, 0.31 622 | 197708, -1.78 623 | 197709, 2.06 624 | 197710, -0.13 625 | 197711, 2.19 626 | 197712, 1.56 627 | 197801, -0.72 628 | 197802, 1.90 629 | 197803, 1.37 630 | 197804, 0.85 631 | 197805, 2.85 632 | 197806, 2.78 633 | 197807, 4.22 634 | 197808, 2.82 635 | 197809, -3.11 636 | 197810, -8.39 637 | 197811, 5.52 638 | 197812, 3.05 639 | 197901, -1.24 640 | 197902, -1.06 641 | 197903, 2.88 642 | 197904, 0.81 643 | 197905, -0.20 644 | 197906, 0.82 645 | 197907, -1.09 646 | 197908, -0.23 647 | 197909, 5.34 648 | 197910, 2.12 649 | 197911, 7.96 650 | 197912, 4.78 651 | 198001, 7.51 652 | 198002, 7.88 653 | 198003, -9.59 654 | 198004, -0.42 655 | 198005, -1.11 656 | 198006, 1.59 657 | 198007, 0.37 658 | 198008, 3.19 659 | 198009, 5.44 660 | 198010, 7.32 661 | 198011, 15.24 662 | 198012, -6.65 663 | 198101, -7.94 664 | 198102, -1.39 665 | 198103, 0.74 666 | 198104, -0.96 667 | 198105, 3.75 668 | 198106, -5.90 669 | 198107, -2.52 670 | 198108, -1.12 671 | 198109, 1.98 672 | 198110, 4.07 673 | 198111, -0.27 674 | 198112, 1.32 675 | 198201, 1.73 676 | 198202, 5.00 677 | 198203, 2.93 678 | 198204, -0.41 679 | 198205, 2.55 680 | 198206, 5.00 681 | 198207, 4.47 682 | 198208, -3.52 683 | 198209, 4.17 684 | 198210, 0.03 685 | 198211, 5.89 686 | 198212, 0.02 687 | 198301, -1.70 688 | 198302, 3.83 689 | 198303, 0.93 690 | 198304, 1.80 691 | 198305, -1.59 692 | 198306, 1.78 693 | 198307, -3.13 694 | 198308, -6.04 695 | 198309, -0.10 696 | 198310, -4.56 697 | 198311, -0.09 698 | 198312, 0.74 699 | 198401, -2.49 700 | 198402, 0.19 701 | 198403, 1.09 702 | 198404, 2.05 703 | 198405, 1.52 704 | 198406, -0.70 705 | 198407, 2.93 706 | 198408, -5.69 707 | 198409, 3.67 708 | 198410, 3.21 709 | 198411, 1.70 710 | 198412, 1.54 711 | 198501, -6.90 712 | 198502, 1.82 713 | 198503, 1.68 714 | 198504, 3.06 715 | 198505, 4.00 716 | 198506, 3.63 717 | 198507, -3.94 718 | 198508, 1.82 719 | 198509, 1.48 720 | 198510, 4.88 721 | 198511, -0.40 722 | 198512, -0.13 723 | 198601, 2.96 724 | 198602, 2.78 725 | 198603, 2.45 726 | 198604, -0.50 727 | 198605, 2.02 728 | 198606, 5.16 729 | 198607, 1.80 730 | 198608, -5.01 731 | 198609, -5.86 732 | 198610, 2.69 733 | 198611, -0.32 734 | 198612, 0.40 735 | 198701, 2.10 736 | 198702, -2.17 737 | 198703, 1.60 738 | 198704, 0.26 739 | 198705, -0.68 740 | 198706, -0.20 741 | 198707, 2.67 742 | 198708, -0.87 743 | 198709, 0.71 744 | 198710, -7.86 745 | 198711, -1.15 746 | 198712, 5.83 747 | 198801, -7.58 748 | 198802, -1.54 749 | 198803, 0.63 750 | 198804, 2.25 751 | 198805, 0.64 752 | 198806, -2.91 753 | 198807, 0.63 754 | 198808, 0.33 755 | 198809, 0.24 756 | 198810, 1.31 757 | 198811, 0.42 758 | 198812, 0.42 759 | 198901, -0.14 760 | 198902, 0.94 761 | 198903, 3.55 762 | 198904, 1.69 763 | 198905, 1.56 764 | 198906, 0.65 765 | 198907, 5.44 766 | 198908, -0.14 767 | 198909, 3.40 768 | 198910, 1.37 769 | 198911, 2.58 770 | 198912, 2.81 771 | 199001, -3.28 772 | 199002, -0.53 773 | 199003, 1.65 774 | 199004, 2.40 775 | 199005, 3.05 776 | 199006, 2.43 777 | 199007, 5.93 778 | 199008, 1.78 779 | 199009, 5.53 780 | 199010, 6.73 781 | 199011, -5.62 782 | 199012, 0.16 783 | 199101, -6.53 784 | 199102, -4.73 785 | 199103, 2.83 786 | 199104, -2.40 787 | 199105, -0.10 788 | 199106, 0.46 789 | 199107, 4.31 790 | 199108, 1.63 791 | 199109, 1.73 792 | 199110, 3.23 793 | 199111, 1.26 794 | 199112, 8.30 795 | 199201, -2.51 796 | 199202, -0.58 797 | 199203, -0.36 798 | 199204, -2.60 799 | 199205, 0.13 800 | 199206, -0.61 801 | 199207, 1.44 802 | 199208, -0.51 803 | 199209, 1.43 804 | 199210, 2.71 805 | 199211, -0.34 806 | 199212, 4.44 807 | 199301, 4.83 808 | 199302, 3.10 809 | 199303, 3.74 810 | 199304, 0.33 811 | 199305, 0.29 812 | 199306, 4.58 813 | 199307, 3.24 814 | 199308, 2.58 815 | 199309, 3.41 816 | 199310, -2.67 817 | 199311, -4.71 818 | 199312, 2.28 819 | 199401, 0.02 820 | 199402, -0.29 821 | 199403, -1.33 822 | 199404, 0.41 823 | 199405, -2.15 824 | 199406, -0.82 825 | 199407, 0.19 826 | 199408, 1.55 827 | 199409, 1.32 828 | 199410, 1.43 829 | 199411, -0.20 830 | 199412, 3.50 831 | 199501, -1.83 832 | 199502, -0.36 833 | 199503, 0.38 834 | 199504, 1.80 835 | 199505, -0.43 836 | 199506, 2.90 837 | 199507, 2.53 838 | 199508, 0.09 839 | 199509, 2.71 840 | 199510, 4.12 841 | 199511, -0.64 842 | 199512, 2.54 843 | 199601, 0.57 844 | 199602, 0.58 845 | 199603, -1.88 846 | 199604, -0.91 847 | 199605, 1.56 848 | 199606, 1.01 849 | 199607, -0.11 850 | 199608, -0.05 851 | 199609, 2.69 852 | 199610, 3.91 853 | 199611, -2.23 854 | 199612, 0.61 855 | 199701, 1.95 856 | 199702, -2.05 857 | 199703, 0.97 858 | 199704, 4.92 859 | 199705, -5.16 860 | 199706, 2.62 861 | 199707, 3.81 862 | 199708, -2.55 863 | 199709, 1.45 864 | 199710, -0.38 865 | 199711, 0.29 866 | 199712, 3.95 867 | 199801, 0.11 868 | 199802, -1.14 869 | 199803, 2.15 870 | 199804, 0.78 871 | 199805, 1.88 872 | 199806, 7.26 873 | 199807, 3.68 874 | 199808, 1.88 875 | 199809, -0.71 876 | 199810, -5.36 877 | 199811, 1.16 878 | 199812, 8.99 879 | 199901, 3.04 880 | 199902, -0.16 881 | 199903, -1.29 882 | 199904, -9.06 883 | 199905, -5.28 884 | 199906, 4.89 885 | 199907, 1.51 886 | 199908, 2.92 887 | 199909, 6.46 888 | 199910, 5.47 889 | 199911, 5.62 890 | 199912, 13.19 891 | 200001, 1.86 892 | 200002, 18.36 893 | 200003, -6.39 894 | 200004, -8.58 895 | 200005, -9.08 896 | 200006, 16.60 897 | 200007, -0.11 898 | 200008, 5.71 899 | 200009, 2.18 900 | 200010, -4.63 901 | 200011, -2.41 902 | 200012, 6.70 903 | 200101, -25.06 904 | 200102, 12.51 905 | 200103, 8.35 906 | 200104, -7.97 907 | 200105, 2.12 908 | 200106, 0.35 909 | 200107, 5.47 910 | 200108, 5.54 911 | 200109, 11.53 912 | 200110, -8.41 913 | 200111, -8.58 914 | 200112, -0.02 915 | 200201, 3.69 916 | 200202, 6.76 917 | 200203, -1.67 918 | 200204, 7.96 919 | 200205, 2.97 920 | 200206, 6.15 921 | 200207, 3.34 922 | 200208, 1.77 923 | 200209, 9.09 924 | 200210, -5.30 925 | 200211, -16.17 926 | 200212, 9.65 927 | 200301, 1.62 928 | 200302, 1.25 929 | 200303, 1.61 930 | 200304, -9.46 931 | 200305, -10.77 932 | 200306, -1.06 933 | 200307, -0.31 934 | 200308, -0.56 935 | 200309, -0.19 936 | 200310, 3.73 937 | 200311, 1.62 938 | 200312, -5.71 939 | 200401, 2.60 940 | 200402, -1.09 941 | 200403, 0.21 942 | 200404, -5.39 943 | 200405, 1.61 944 | 200406, 2.10 945 | 200407, -2.29 946 | 200408, -1.55 947 | 200409, 5.24 948 | 200410, -1.52 949 | 200411, 3.23 950 | 200412, -2.84 951 | 200501, 3.21 952 | 200502, 3.16 953 | 200503, 0.54 954 | 200504, -0.85 955 | 200505, 0.43 956 | 200506, 2.05 957 | 200507, -0.01 958 | 200508, 2.27 959 | 200509, 3.46 960 | 200510, -1.28 961 | 200511, 0.25 962 | 200512, 0.77 963 | 200601, 2.68 964 | 200602, -1.84 965 | 200603, 1.26 966 | 200604, 0.61 967 | 200605, -3.65 968 | 200606, 1.49 969 | 200607, -2.21 970 | 200608, -3.47 971 | 200609, -0.94 972 | 200610, -0.24 973 | 200611, -1.01 974 | 200612, 0.84 975 | 200701, 0.21 976 | 200702, -1.35 977 | 200703, 2.47 978 | 200704, -0.16 979 | 200705, -0.26 980 | 200706, 0.38 981 | 200707, 2.80 982 | 200708, 0.11 983 | 200709, 4.59 984 | 200710, 4.96 985 | 200711, 0.93 986 | 200712, 6.52 987 | 200801, -7.89 988 | 200802, 6.14 989 | 200803, 4.10 990 | 200804, -0.20 991 | 200805, 3.21 992 | 200806, 12.54 993 | 200807, -5.15 994 | 200808, -4.05 995 | 200809, 0.35 996 | 200810, 7.79 997 | 200811, 7.11 998 | 200812, -5.07 999 | 200901, -1.83 1000 | 200902, 4.18 1001 | 200903, -11.38 1002 | 200904, -34.39 1003 | 200905, -12.44 1004 | 200906, 5.29 1005 | 200907, -5.36 1006 | 200908, -8.84 1007 | 200909, -4.93 1008 | 200910, 2.65 1009 | 200911, 0.29 1010 | 200912, 2.91 1011 | 201001, -5.38 1012 | 201002, 3.60 1013 | 201003, 3.66 1014 | 201004, 3.22 1015 | 201005, -0.13 1016 | 201006, -3.00 1017 | 201007, 1.88 1018 | 201008, -0.19 1019 | 201009, 1.35 1020 | 201010, 1.64 1021 | 201011, 2.53 1022 | 201012, -3.19 1023 | 201101, -0.32 1024 | 201102, 2.03 1025 | 201103, 3.51 1026 | 201104, 0.07 1027 | 201105, -0.56 1028 | 201106, 1.78 1029 | 201107, 0.08 1030 | 201108, -0.31 1031 | 201109, -2.55 1032 | 201110, -1.42 1033 | 201111, 3.99 1034 | 201112, 1.94 1035 | 201201, -7.97 1036 | 201202, -0.30 1037 | 201203, 1.50 1038 | 201204, 3.83 1039 | 201205, 6.60 1040 | 201206, -1.12 1041 | 201207, 3.07 1042 | 201208, -2.49 1043 | 201209, -1.02 1044 | 201210, 0.10 1045 | 201211, 0.38 1046 | 201212, -2.97 1047 | 201301, -1.88 1048 | 201302, 1.31 1049 | 201303, 1.94 1050 | 201304, 0.25 1051 | 201305, -1.80 1052 | 201306, 0.59 1053 | 201307, 1.74 1054 | 201308, 0.05 1055 | 201309, 2.97 1056 | 201310, 0.16 1057 | 201311, 0.40 1058 | 201312, 0.07 1059 | 201401, 1.72 1060 | 201402, 2.08 1061 | 201403, -3.30 1062 | 201404, -3.85 1063 | 201405, 1.15 1064 | 201406, 0.68 1065 | 201407, -0.24 1066 | 201408, 0.82 1067 | 201409, 0.53 1068 | 201410, 0.00 1069 | 201411, 1.05 1070 | 201412, 1.06 1071 | 201501, 3.87 1072 | 201502, -2.84 1073 | 201503, 2.98 1074 | 201504, -7.37 1075 | 201505, 6.01 1076 | 201506, 3.04 1077 | 201507, 10.28 1078 | 201508, -2.07 1079 | 201509, 5.32 1080 | 201510, -3.97 1081 | 201511, 2.28 1082 | 201512, 3.44 1083 | 201601, 1.37 1084 | 201602, -4.09 1085 | 201603, -5.14 1086 | 201604, -6.23 1087 | 201605, 1.94 1088 | 201606, 4.21 1089 | 201607, -3.06 1090 | 201608, -3.11 1091 | 201609, -0.55 1092 | 201610, 0.65 1093 | 201611, -4.22 1094 | 201612, -0.39 1095 | 201701, -0.97 1096 | 201702, -1.65 1097 | 201703, -0.88 1098 | 201704, 0.51 1099 | 201705, 1.47 1100 | 201706, -0.25 1101 | 201707, 1.63 1102 | 201708, 3.53 1103 | 201709, -1.23 1104 | 201710, 4.30 1105 | 201711, -0.75 1106 | 201712, -1.62 1107 | 201801, 3.94 1108 | 201802, 3.98 1109 | 201803, -1.28 1110 | 201804, 0.27 1111 | 201805, 3.77 1112 | 201806, -2.41 1113 | 201807, -1.62 1114 | 201808, 5.29 1115 | 201809, -0.07 1116 | 201810, -1.82 1117 | 201811, -1.40 1118 | 201812, 1.73 1119 | 201901, -8.72 1120 | 201902, 0.95 1121 | 201903, 2.27 1122 | 1123 | Annual Factors: 1124 | January-December 1125 | ,Mom 1126 | 1927, 23.23 1127 | 1928, 28.20 1128 | 1929, 21.29 1129 | 1930, 25.83 1130 | 1931, 23.96 1131 | 1932, -21.00 1132 | 1933, 20.04 1133 | 1934, 17.32 1134 | 1935, 22.47 1135 | 1936, 5.89 1136 | 1937, -4.36 1137 | 1938, -1.69 1138 | 1939, 0.88 1139 | 1940, 5.80 1140 | 1941, 9.14 1141 | 1942, -15.52 1142 | 1943, 14.24 1143 | 1944, 10.92 1144 | 1945, 15.55 1145 | 1946, 5.31 1146 | 1947, 13.84 1147 | 1948, 11.86 1148 | 1949, 0.36 1149 | 1950, 15.39 1150 | 1951, 11.62 1151 | 1952, 9.01 1152 | 1953, 16.32 1153 | 1954, 10.34 1154 | 1955, 14.05 1155 | 1956, 19.04 1156 | 1957, 9.90 1157 | 1958, -9.56 1158 | 1959, 19.23 1159 | 1960, 17.21 1160 | 1961, 11.32 1161 | 1962, 11.87 1162 | 1963, 11.64 1163 | 1964, 4.51 1164 | 1965, 20.69 1165 | 1966, 10.49 1166 | 1967, 22.69 1167 | 1968, 2.22 1168 | 1969, 9.91 1169 | 1970, -3.26 1170 | 1971, 3.45 1171 | 1972, 15.56 1172 | 1973, 29.26 1173 | 1974, 8.30 1174 | 1975, -18.87 1175 | 1976, 7.43 1176 | 1977, 17.76 1177 | 1978, 12.05 1178 | 1979, 27.10 1179 | 1980, 37.14 1180 | 1981, -8.32 1181 | 1982, 34.69 1182 | 1983, -10.77 1183 | 1984, 9.10 1184 | 1985, 14.83 1185 | 1986, 8.39 1186 | 1987, -3.68 1187 | 1988, -5.44 1188 | 1989, 28.08 1189 | 1990, 17.62 1190 | 1991, 14.80 1191 | 1992, 3.13 1192 | 1993, 23.73 1193 | 1994, 3.24 1194 | 1995, 17.61 1195 | 1996, 6.65 1196 | 1997, 11.94 1197 | 1998, 23.28 1198 | 1999, 34.34 1199 | 2000, 15.40 1200 | 2001, 4.31 1201 | 2002, 25.63 1202 | 2003, -24.50 1203 | 2004, -0.44 1204 | 2005, 14.87 1205 | 2006, -7.80 1206 | 2007, 21.63 1207 | 2008, 13.17 1208 | 2009, -82.23 1209 | 2010, 6.00 1210 | 2011, 7.37 1211 | 2012, 1.39 1212 | 2013, 7.88 1213 | 2014, 1.65 1214 | 2015, 20.70 1215 | 2016, -20.38 1216 | 2017, 5.01 1217 | 2018, 9.28 1218 | 1219 | Copyright 2019 Kenneth R. French 1220 | -------------------------------------------------------------------------------- /module6/clean_F-F_Momentum_Factor.csv: -------------------------------------------------------------------------------- 1 | Date,MOM 2 | 1927-01-31,0.44 3 | 1927-02-28,-2.01 4 | 1927-03-31,3.59 5 | 1927-04-30,4.19 6 | 1927-05-31,3.01 7 | 1927-06-30,0.51 8 | 1927-07-31,4.32 9 | 1927-08-31,1.12 10 | 1927-09-30,1.93 11 | 1927-10-31,-1.11 12 | 1927-11-30,-0.68 13 | 1927-12-31,3.19 14 | 1928-01-31,-0.6 15 | 1928-02-29,-1.02 16 | 1928-03-31,4.87 17 | 1928-04-30,-5.65 18 | 1928-05-31,2.85 19 | 1928-06-30,2.05 20 | 1928-07-31,2.75 21 | 1928-08-31,3.62 22 | 1928-09-30,3.62 23 | 1928-10-31,5.05 24 | 1928-11-30,1.93 25 | 1928-12-31,1.71 26 | 1929-01-31,2.47 27 | 1929-02-28,3.09 28 | 1929-03-31,-0.92 29 | 1929-04-30,1.89 30 | 1929-05-31,-2.04 31 | 1929-06-30,8.79 32 | 1929-07-31,2.94 33 | 1929-08-31,4.63 34 | 1929-09-30,3.04 35 | 1929-10-31,4.09 36 | 1929-11-30,-2.02 37 | 1929-12-31,5.15 38 | 1930-01-31,-5.04 39 | 1930-02-28,0.42 40 | 1930-03-31,-4.18 41 | 1930-04-30,3.94 42 | 1930-05-31,-0.01 43 | 1930-06-30,6.61 44 | 1930-07-31,-2.16 45 | 1930-08-31,3.95 46 | 1930-09-30,11.44 47 | 1930-10-31,6.95 48 | 1930-11-30,-1.17 49 | 1930-12-31,13.29 50 | 1931-01-31,-10.94 51 | 1931-02-28,-14.37 52 | 1931-03-31,9.55 53 | 1931-04-30,11.42 54 | 1931-05-31,9.03 55 | 1931-06-30,-17.85 56 | 1931-07-31,8.05 57 | 1931-08-31,-3.52 58 | 1931-09-30,10.18 59 | 1931-10-31,3.28 60 | 1931-11-30,7.61 61 | 1931-12-31,14.17 62 | 1932-01-31,-10.32 63 | 1932-02-29,1.62 64 | 1932-03-31,10.33 65 | 1932-04-30,6.95 66 | 1932-05-31,12.2 67 | 1932-06-30,2.1 68 | 1932-07-31,-43.94 69 | 1932-08-31,-52.26 70 | 1932-09-30,2.44 71 | 1932-10-31,4.29 72 | 1932-11-30,-2.09 73 | 1932-12-31,5.26 74 | 1933-01-31,-1.53 75 | 1933-02-28,4.19 76 | 1933-03-31,2.35 77 | 1933-04-30,-15.95 78 | 1933-05-31,-3.92 79 | 1933-06-30,3.54 80 | 1933-07-31,0.41 81 | 1933-08-31,7.51 82 | 1933-09-30,1.65 83 | 1933-10-31,-2.28 84 | 1933-11-30,6.35 85 | 1933-12-31,3.96 86 | 1934-01-31,-3.1 87 | 1934-02-28,-0.25 88 | 1934-03-31,-0.86 89 | 1934-04-30,-5.12 90 | 1934-05-31,-2.83 91 | 1934-06-30,-0.96 92 | 1934-07-31,8.73 93 | 1934-08-31,2.41 94 | 1934-09-30,-0.1 95 | 1934-10-31,6.91 96 | 1934-11-30,4.22 97 | 1934-12-31,4.63 98 | 1935-01-31,3.6 99 | 1935-02-28,13.75 100 | 1935-03-31,2.86 101 | 1935-04-30,-4.72 102 | 1935-05-31,-3.67 103 | 1935-06-30,2.07 104 | 1935-07-31,-4.22 105 | 1935-08-31,-7.69 106 | 1935-09-30,8.93 107 | 1935-10-31,2.09 108 | 1935-11-30,-5.91 109 | 1935-12-31,3.75 110 | 1936-01-31,-3.36 111 | 1936-02-29,2.57 112 | 1936-03-31,1.73 113 | 1936-04-30,-7.83 114 | 1936-05-31,2.37 115 | 1936-06-30,0.45 116 | 1936-07-31,2.9 117 | 1936-08-31,0.61 118 | 1936-09-30,1.27 119 | 1936-10-31,0.99 120 | 1936-11-30,2.11 121 | 1936-12-31,2.11 122 | 1937-01-31,-1.85 123 | 1937-02-28,2.98 124 | 1937-03-31,2.81 125 | 1937-04-30,-3.71 126 | 1937-05-31,0.51 127 | 1937-06-30,0.68 128 | 1937-07-31,-0.4 129 | 1937-08-31,-1.79 130 | 1937-09-30,-7.14 131 | 1937-10-31,-1.56 132 | 1937-11-30,-0.97 133 | 1937-12-31,4.7 134 | 1938-01-31,-1.44 135 | 1938-02-28,-3.08 136 | 1938-03-31,15.75 137 | 1938-04-30,-8.88 138 | 1938-05-31,7.13 139 | 1938-06-30,-24.86 140 | 1938-07-31,-6.44 141 | 1938-08-31,3.95 142 | 1938-09-30,2.53 143 | 1938-10-31,-7.7 144 | 1938-11-30,3.13 145 | 1938-12-31,2.05 146 | 1939-01-31,-3.05 147 | 1939-02-28,3.25 148 | 1939-03-31,-1.48 149 | 1939-04-30,2.7 150 | 1939-05-31,3.56 151 | 1939-06-30,1.96 152 | 1939-07-31,-0.57 153 | 1939-08-31,5.9 154 | 1939-09-30,-30.35 155 | 1939-10-31,6.48 156 | 1939-11-30,-0.22 157 | 1939-12-31,5.4 158 | 1940-01-31,1.74 159 | 1940-02-29,1.81 160 | 1940-03-31,-0.36 161 | 1940-04-30,3.33 162 | 1940-05-31,2.86 163 | 1940-06-30,-2.14 164 | 1940-07-31,0.85 165 | 1940-08-31,-1.61 166 | 1940-09-30,-0.26 167 | 1940-10-31,-6.53 168 | 1940-11-30,1.33 169 | 1940-12-31,3.46 170 | 1941-01-31,-4.72 171 | 1941-02-28,0.91 172 | 1941-03-31,2.43 173 | 1941-04-30,3.03 174 | 1941-05-31,2.46 175 | 1941-06-30,-0.64 176 | 1941-07-31,-1.75 177 | 1941-08-31,0.17 178 | 1941-09-30,-1.57 179 | 1941-10-31,4.74 180 | 1941-11-30,4.04 181 | 1941-12-31,0.28 182 | 1942-01-31,-3.58 183 | 1942-02-28,-0.71 184 | 1942-03-31,-0.21 185 | 1942-04-30,-0.79 186 | 1942-05-31,-4.71 187 | 1942-06-30,-1.32 188 | 1942-07-31,0.77 189 | 1942-08-31,-0.13 190 | 1942-09-30,-0.64 191 | 1942-10-31,-4.01 192 | 1942-11-30,-0.97 193 | 1942-12-31,3.06 194 | 1943-01-31,-0.36 195 | 1943-02-28,-1.46 196 | 1943-03-31,4.74 197 | 1943-04-30,6.18 198 | 1943-05-31,5.61 199 | 1943-06-30,-1.3 200 | 1943-07-31,-4.59 201 | 1943-08-31,0.71 202 | 1943-09-30,1.78 203 | 1943-10-31,-0.53 204 | 1943-11-30,-4.72 205 | 1943-12-31,5.99 206 | 1944-01-31,0.97 207 | 1944-02-29,0.34 208 | 1944-03-31,2.61 209 | 1944-04-30,0.52 210 | 1944-05-31,2.07 211 | 1944-06-30,-5.22 212 | 1944-07-31,0.19 213 | 1944-08-31,4.68 214 | 1944-09-30,-1.08 215 | 1944-10-31,-1.24 216 | 1944-11-30,1.28 217 | 1944-12-31,3.36 218 | 1945-01-31,0.04 219 | 1945-02-28,3.03 220 | 1945-03-31,-3.28 221 | 1945-04-30,4.79 222 | 1945-05-31,0.11 223 | 1945-06-30,4.11 224 | 1945-07-31,-2.62 225 | 1945-08-31,-1.4 226 | 1945-09-30,1.4 227 | 1945-10-31,0.25 228 | 1945-11-30,4.26 229 | 1945-12-31,1.25 230 | 1946-01-31,3.76 231 | 1946-02-28,-1.45 232 | 1946-03-31,2.69 233 | 1946-04-30,3.03 234 | 1946-05-31,-0.61 235 | 1946-06-30,-2.52 236 | 1946-07-31,-0.1 237 | 1946-08-31,-0.03 238 | 1946-09-30,0.74 239 | 1946-10-31,0.97 240 | 1946-11-30,0.2 241 | 1946-12-31,-0.1 242 | 1947-01-31,-6.44 243 | 1947-02-28,-0.49 244 | 1947-03-31,4.06 245 | 1947-04-30,5.05 246 | 1947-05-31,3.33 247 | 1947-06-30,-1.85 248 | 1947-07-31,-3.42 249 | 1947-08-31,3.38 250 | 1947-09-30,-0.02 251 | 1947-10-31,1.34 252 | 1947-11-30,4.23 253 | 1947-12-31,3.6 254 | 1948-01-31,-4.29 255 | 1948-02-29,1.47 256 | 1948-03-31,-0.19 257 | 1948-04-30,4.06 258 | 1948-05-31,2.38 259 | 1948-06-30,3.99 260 | 1948-07-31,-1.58 261 | 1948-08-31,0.23 262 | 1948-09-30,-1.26 263 | 1948-10-31,2.79 264 | 1948-11-30,0.6 265 | 1948-12-31,4.66 266 | 1949-01-31,-2.92 267 | 1949-02-28,-0.41 268 | 1949-03-31,-0.87 269 | 1949-04-30,3.06 270 | 1949-05-31,3.04 271 | 1949-06-30,-1.28 272 | 1949-07-31,-1.54 273 | 1949-08-31,1.7 274 | 1949-09-30,-1.42 275 | 1949-10-31,0.0 276 | 1949-11-30,1.27 277 | 1949-12-31,-0.78 278 | 1950-01-31,-2.32 279 | 1950-02-28,1.36 280 | 1950-03-31,1.54 281 | 1950-04-30,0.33 282 | 1950-05-31,0.38 283 | 1950-06-30,-1.66 284 | 1950-07-31,-0.47 285 | 1950-08-31,3.21 286 | 1950-09-30,-0.13 287 | 1950-10-31,1.42 288 | 1950-11-30,3.59 289 | 1950-12-31,4.97 290 | 1951-01-31,2.0 291 | 1951-02-28,-1.58 292 | 1951-03-31,-2.95 293 | 1951-04-30,6.02 294 | 1951-05-31,-0.93 295 | 1951-06-30,-2.39 296 | 1951-07-31,7.24 297 | 1951-08-31,1.0 298 | 1951-09-30,0.56 299 | 1951-10-31,-0.31 300 | 1951-11-30,0.63 301 | 1951-12-31,1.7 302 | 1952-01-31,1.37 303 | 1952-02-29,-0.75 304 | 1952-03-31,1.65 305 | 1952-04-30,-2.04 306 | 1952-05-31,0.49 307 | 1952-06-30,1.5 308 | 1952-07-31,-0.52 309 | 1952-08-31,0.31 310 | 1952-09-30,1.76 311 | 1952-10-31,2.75 312 | 1952-11-30,0.44 313 | 1952-12-31,1.51 314 | 1953-01-31,0.72 315 | 1953-02-28,0.86 316 | 1953-03-31,0.08 317 | 1953-04-30,1.85 318 | 1953-05-31,0.94 319 | 1953-06-30,-0.01 320 | 1953-07-31,-0.31 321 | 1953-08-31,2.21 322 | 1953-09-30,2.88 323 | 1953-10-31,0.27 324 | 1953-11-30,1.95 325 | 1953-12-31,5.19 326 | 1954-01-31,-5.74 327 | 1954-02-28,1.03 328 | 1954-03-31,2.2 329 | 1954-04-30,4.98 330 | 1954-05-31,-1.99 331 | 1954-06-30,3.52 332 | 1954-07-31,0.44 333 | 1954-08-31,-0.64 334 | 1954-09-30,1.54 335 | 1954-10-31,0.96 336 | 1954-11-30,1.93 337 | 1954-12-31,-1.41 338 | 1955-01-31,1.36 339 | 1955-02-28,1.09 340 | 1955-03-31,1.03 341 | 1955-04-30,0.09 342 | 1955-05-31,0.56 343 | 1955-06-30,4.66 344 | 1955-07-31,-1.23 345 | 1955-08-31,1.79 346 | 1955-09-30,1.77 347 | 1955-10-31,-0.5 348 | 1955-11-30,2.67 349 | 1955-12-31,-1.33 350 | 1956-01-31,-1.48 351 | 1956-02-29,1.97 352 | 1956-03-31,3.59 353 | 1956-04-30,2.57 354 | 1956-05-31,-1.62 355 | 1956-06-30,2.71 356 | 1956-07-31,2.52 357 | 1956-08-31,-0.69 358 | 1956-09-30,-0.76 359 | 1956-10-31,2.46 360 | 1956-11-30,3.41 361 | 1956-12-31,3.81 362 | 1957-01-31,-3.05 363 | 1957-02-28,0.31 364 | 1957-03-31,-0.18 365 | 1957-04-30,0.96 366 | 1957-05-31,0.44 367 | 1957-06-30,0.77 368 | 1957-07-31,-0.07 369 | 1957-08-31,0.49 370 | 1957-09-30,0.62 371 | 1957-10-31,1.94 372 | 1957-11-30,1.24 373 | 1957-12-31,7.79 374 | 1958-01-31,-7.63 375 | 1958-02-28,3.75 376 | 1958-03-31,-1.85 377 | 1958-04-30,1.85 378 | 1958-05-31,-1.82 379 | 1958-06-30,-0.87 380 | 1958-07-31,-3.62 381 | 1958-08-31,0.28 382 | 1958-09-30,-1.13 383 | 1958-10-31,3.12 384 | 1958-11-30,1.57 385 | 1958-12-31,-0.65 386 | 1959-01-31,-0.24 387 | 1959-02-28,3.4 388 | 1959-03-31,0.13 389 | 1959-04-30,3.15 390 | 1959-05-31,1.5 391 | 1959-06-30,2.91 392 | 1959-07-31,-0.32 393 | 1959-08-31,-0.95 394 | 1959-09-30,0.85 395 | 1959-10-31,3.48 396 | 1959-11-30,2.26 397 | 1959-12-31,0.99 398 | 1960-01-31,-3.49 399 | 1960-02-29,3.86 400 | 1960-03-31,1.43 401 | 1960-04-30,2.81 402 | 1960-05-31,4.81 403 | 1960-06-30,0.86 404 | 1960-07-31,-0.78 405 | 1960-08-31,1.92 406 | 1960-09-30,0.31 407 | 1960-10-31,1.25 408 | 1960-11-30,3.64 409 | 1960-12-31,1.39 410 | 1961-01-31,-3.98 411 | 1961-02-28,0.98 412 | 1961-03-31,4.51 413 | 1961-04-30,3.52 414 | 1961-05-31,-1.57 415 | 1961-06-30,0.37 416 | 1961-07-31,0.25 417 | 1961-08-31,1.65 418 | 1961-09-30,0.83 419 | 1961-10-31,3.13 420 | 1961-11-30,1.34 421 | 1961-12-31,-2.24 422 | 1962-01-31,-2.07 423 | 1962-02-28,-1.02 424 | 1962-03-31,1.83 425 | 1962-04-30,2.89 426 | 1962-05-31,0.38 427 | 1962-06-30,6.45 428 | 1962-07-31,0.55 429 | 1962-08-31,-0.58 430 | 1962-09-30,3.95 431 | 1962-10-31,0.75 432 | 1962-11-30,-7.17 433 | 1962-12-31,5.88 434 | 1963-01-31,-2.1 435 | 1963-02-28,2.52 436 | 1963-03-31,1.56 437 | 1963-04-30,-0.08 438 | 1963-05-31,0.37 439 | 1963-06-30,1.17 440 | 1963-07-31,1.0 441 | 1963-08-31,1.03 442 | 1963-09-30,0.16 443 | 1963-10-31,3.14 444 | 1963-11-30,-0.75 445 | 1963-12-31,1.7 446 | 1964-01-31,1.06 447 | 1964-02-29,0.24 448 | 1964-03-31,0.72 449 | 1964-04-30,-0.6 450 | 1964-05-31,2.54 451 | 1964-06-30,0.45 452 | 1964-07-31,-0.37 453 | 1964-08-31,-0.19 454 | 1964-09-30,-0.39 455 | 1964-10-31,0.08 456 | 1964-11-30,1.08 457 | 1964-12-31,-0.69 458 | 1965-01-31,-1.28 459 | 1965-02-28,0.3 460 | 1965-03-31,0.1 461 | 1965-04-30,2.54 462 | 1965-05-31,0.54 463 | 1965-06-30,-3.12 464 | 1965-07-31,4.1 465 | 1965-08-31,2.58 466 | 1965-09-30,3.36 467 | 1965-10-31,3.45 468 | 1965-11-30,4.42 469 | 1965-12-31,0.09 470 | 1966-01-31,5.41 471 | 1966-02-28,4.58 472 | 1966-03-31,1.34 473 | 1966-04-30,6.18 474 | 1966-05-31,-4.69 475 | 1966-06-30,3.28 476 | 1966-07-31,-1.39 477 | 1966-08-31,-2.11 478 | 1966-09-30,-1.73 479 | 1966-10-31,-5.13 480 | 1966-11-30,5.73 481 | 1966-12-31,1.07 482 | 1967-01-31,-6.75 483 | 1967-02-28,3.56 484 | 1967-03-31,1.42 485 | 1967-04-30,0.64 486 | 1967-05-31,0.67 487 | 1967-06-30,6.03 488 | 1967-07-31,-1.07 489 | 1967-08-31,-1.41 490 | 1967-09-30,2.55 491 | 1967-10-31,3.66 492 | 1967-11-30,1.29 493 | 1967-12-31,3.23 494 | 1968-01-31,-4.64 495 | 1968-02-29,-3.41 496 | 1968-03-31,3.18 497 | 1968-04-30,5.15 498 | 1968-05-31,3.73 499 | 1968-06-30,-1.92 500 | 1968-07-31,-0.84 501 | 1968-08-31,1.88 502 | 1968-09-30,-0.67 503 | 1968-10-31,-1.52 504 | 1968-11-30,1.73 505 | 1968-12-31,0.11 506 | 1969-01-31,-0.15 507 | 1969-02-28,-2.46 508 | 1969-03-31,3.95 509 | 1969-04-30,1.17 510 | 1969-05-31,1.68 511 | 1969-06-30,-2.22 512 | 1969-07-31,1.64 513 | 1969-08-31,2.13 514 | 1969-09-30,2.53 515 | 1969-10-31,-4.32 516 | 1969-11-30,3.6 517 | 1969-12-31,5.05 518 | 1970-01-31,0.63 519 | 1970-02-28,0.12 520 | 1970-03-31,-0.29 521 | 1970-04-30,-0.73 522 | 1970-05-31,-2.73 523 | 1970-06-30,5.78 524 | 1970-07-31,-2.94 525 | 1970-08-31,-6.5 526 | 1970-09-30,-8.92 527 | 1970-10-31,9.61 528 | 1970-11-30,2.89 529 | 1970-12-31,-2.19 530 | 1971-01-31,-6.71 531 | 1971-02-28,0.81 532 | 1971-03-31,-1.21 533 | 1971-04-30,1.32 534 | 1971-05-31,0.89 535 | 1971-06-30,2.72 536 | 1971-07-31,-2.37 537 | 1971-08-31,3.51 538 | 1971-09-30,2.09 539 | 1971-10-31,0.46 540 | 1971-11-30,1.48 541 | 1971-12-31,-0.68 542 | 1972-01-31,0.24 543 | 1972-02-29,2.7 544 | 1972-03-31,2.91 545 | 1972-04-30,2.9 546 | 1972-05-31,3.19 547 | 1972-06-30,1.93 548 | 1972-07-31,2.75 549 | 1972-08-31,-5.34 550 | 1972-09-30,1.75 551 | 1972-10-31,0.75 552 | 1972-11-30,-5.14 553 | 1972-12-31,4.98 554 | 1973-01-31,3.71 555 | 1973-02-28,2.12 556 | 1973-03-31,3.62 557 | 1973-04-30,6.4 558 | 1973-05-31,7.09 559 | 1973-06-30,4.31 560 | 1973-07-31,-11.69 561 | 1973-08-31,3.42 562 | 1973-09-30,-7.03 563 | 1973-10-31,6.75 564 | 1973-11-30,8.63 565 | 1973-12-31,10.39 566 | 1974-01-31,-8.82 567 | 1974-02-28,0.14 568 | 1974-03-31,-0.99 569 | 1974-04-30,2.0 570 | 1974-05-31,-0.26 571 | 1974-06-30,2.37 572 | 1974-07-31,3.01 573 | 1974-08-31,3.0 574 | 1974-09-30,4.32 575 | 1974-10-31,-0.5 576 | 1974-11-30,2.17 577 | 1974-12-31,2.95 578 | 1975-01-31,-13.89 579 | 1975-02-28,-0.55 580 | 1975-03-31,-1.99 581 | 1975-04-30,1.34 582 | 1975-05-31,-0.47 583 | 1975-06-30,0.06 584 | 1975-07-31,0.42 585 | 1975-08-31,-0.13 586 | 1975-09-30,0.32 587 | 1975-10-31,-0.14 588 | 1975-11-30,-0.45 589 | 1975-12-31,-0.12 590 | 1976-01-31,4.46 591 | 1976-02-29,0.36 592 | 1976-03-31,0.19 593 | 1976-04-30,0.5 594 | 1976-05-31,-1.1 595 | 1976-06-30,-0.42 596 | 1976-07-31,-0.12 597 | 1976-08-31,-0.85 598 | 1976-09-30,0.24 599 | 1976-10-31,-0.48 600 | 1976-11-30,2.9 601 | 1976-12-31,0.77 602 | 1977-01-31,3.98 603 | 1977-02-28,0.35 604 | 1977-03-31,0.49 605 | 1977-04-30,4.22 606 | 1977-05-31,2.01 607 | 1977-06-30,1.77 608 | 1977-07-31,0.31 609 | 1977-08-31,-1.78 610 | 1977-09-30,2.06 611 | 1977-10-31,-0.13 612 | 1977-11-30,2.19 613 | 1977-12-31,1.56 614 | 1978-01-31,-0.72 615 | 1978-02-28,1.9 616 | 1978-03-31,1.37 617 | 1978-04-30,0.85 618 | 1978-05-31,2.85 619 | 1978-06-30,2.78 620 | 1978-07-31,4.22 621 | 1978-08-31,2.82 622 | 1978-09-30,-3.11 623 | 1978-10-31,-8.39 624 | 1978-11-30,5.52 625 | 1978-12-31,3.05 626 | 1979-01-31,-1.24 627 | 1979-02-28,-1.06 628 | 1979-03-31,2.88 629 | 1979-04-30,0.81 630 | 1979-05-31,-0.2 631 | 1979-06-30,0.82 632 | 1979-07-31,-1.09 633 | 1979-08-31,-0.23 634 | 1979-09-30,5.34 635 | 1979-10-31,2.12 636 | 1979-11-30,7.96 637 | 1979-12-31,4.78 638 | 1980-01-31,7.51 639 | 1980-02-29,7.88 640 | 1980-03-31,-9.59 641 | 1980-04-30,-0.42 642 | 1980-05-31,-1.11 643 | 1980-06-30,1.59 644 | 1980-07-31,0.37 645 | 1980-08-31,3.19 646 | 1980-09-30,5.44 647 | 1980-10-31,7.32 648 | 1980-11-30,15.24 649 | 1980-12-31,-6.65 650 | 1981-01-31,-7.94 651 | 1981-02-28,-1.39 652 | 1981-03-31,0.74 653 | 1981-04-30,-0.96 654 | 1981-05-31,3.75 655 | 1981-06-30,-5.9 656 | 1981-07-31,-2.52 657 | 1981-08-31,-1.12 658 | 1981-09-30,1.98 659 | 1981-10-31,4.07 660 | 1981-11-30,-0.27 661 | 1981-12-31,1.32 662 | 1982-01-31,1.73 663 | 1982-02-28,5.0 664 | 1982-03-31,2.93 665 | 1982-04-30,-0.41 666 | 1982-05-31,2.55 667 | 1982-06-30,5.0 668 | 1982-07-31,4.47 669 | 1982-08-31,-3.52 670 | 1982-09-30,4.17 671 | 1982-10-31,0.03 672 | 1982-11-30,5.89 673 | 1982-12-31,0.02 674 | 1983-01-31,-1.7 675 | 1983-02-28,3.83 676 | 1983-03-31,0.93 677 | 1983-04-30,1.8 678 | 1983-05-31,-1.59 679 | 1983-06-30,1.78 680 | 1983-07-31,-3.13 681 | 1983-08-31,-6.04 682 | 1983-09-30,-0.1 683 | 1983-10-31,-4.56 684 | 1983-11-30,-0.09 685 | 1983-12-31,0.74 686 | 1984-01-31,-2.49 687 | 1984-02-29,0.19 688 | 1984-03-31,1.09 689 | 1984-04-30,2.05 690 | 1984-05-31,1.52 691 | 1984-06-30,-0.7 692 | 1984-07-31,2.93 693 | 1984-08-31,-5.69 694 | 1984-09-30,3.67 695 | 1984-10-31,3.21 696 | 1984-11-30,1.7 697 | 1984-12-31,1.54 698 | 1985-01-31,-6.9 699 | 1985-02-28,1.82 700 | 1985-03-31,1.68 701 | 1985-04-30,3.06 702 | 1985-05-31,4.0 703 | 1985-06-30,3.63 704 | 1985-07-31,-3.94 705 | 1985-08-31,1.82 706 | 1985-09-30,1.48 707 | 1985-10-31,4.88 708 | 1985-11-30,-0.4 709 | 1985-12-31,-0.13 710 | 1986-01-31,2.96 711 | 1986-02-28,2.78 712 | 1986-03-31,2.45 713 | 1986-04-30,-0.5 714 | 1986-05-31,2.02 715 | 1986-06-30,5.16 716 | 1986-07-31,1.8 717 | 1986-08-31,-5.01 718 | 1986-09-30,-5.86 719 | 1986-10-31,2.69 720 | 1986-11-30,-0.32 721 | 1986-12-31,0.4 722 | 1987-01-31,2.1 723 | 1987-02-28,-2.17 724 | 1987-03-31,1.6 725 | 1987-04-30,0.26 726 | 1987-05-31,-0.68 727 | 1987-06-30,-0.2 728 | 1987-07-31,2.67 729 | 1987-08-31,-0.87 730 | 1987-09-30,0.71 731 | 1987-10-31,-7.86 732 | 1987-11-30,-1.15 733 | 1987-12-31,5.83 734 | 1988-01-31,-7.58 735 | 1988-02-29,-1.54 736 | 1988-03-31,0.63 737 | 1988-04-30,2.25 738 | 1988-05-31,0.64 739 | 1988-06-30,-2.91 740 | 1988-07-31,0.63 741 | 1988-08-31,0.33 742 | 1988-09-30,0.24 743 | 1988-10-31,1.31 744 | 1988-11-30,0.42 745 | 1988-12-31,0.42 746 | 1989-01-31,-0.14 747 | 1989-02-28,0.94 748 | 1989-03-31,3.55 749 | 1989-04-30,1.69 750 | 1989-05-31,1.56 751 | 1989-06-30,0.65 752 | 1989-07-31,5.44 753 | 1989-08-31,-0.14 754 | 1989-09-30,3.4 755 | 1989-10-31,1.37 756 | 1989-11-30,2.58 757 | 1989-12-31,2.81 758 | 1990-01-31,-3.28 759 | 1990-02-28,-0.53 760 | 1990-03-31,1.65 761 | 1990-04-30,2.4 762 | 1990-05-31,3.05 763 | 1990-06-30,2.43 764 | 1990-07-31,5.93 765 | 1990-08-31,1.78 766 | 1990-09-30,5.53 767 | 1990-10-31,6.73 768 | 1990-11-30,-5.62 769 | 1990-12-31,0.16 770 | 1991-01-31,-6.53 771 | 1991-02-28,-4.73 772 | 1991-03-31,2.83 773 | 1991-04-30,-2.4 774 | 1991-05-31,-0.1 775 | 1991-06-30,0.46 776 | 1991-07-31,4.31 777 | 1991-08-31,1.63 778 | 1991-09-30,1.73 779 | 1991-10-31,3.23 780 | 1991-11-30,1.26 781 | 1991-12-31,8.3 782 | 1992-01-31,-2.51 783 | 1992-02-29,-0.58 784 | 1992-03-31,-0.36 785 | 1992-04-30,-2.6 786 | 1992-05-31,0.13 787 | 1992-06-30,-0.61 788 | 1992-07-31,1.44 789 | 1992-08-31,-0.51 790 | 1992-09-30,1.43 791 | 1992-10-31,2.71 792 | 1992-11-30,-0.34 793 | 1992-12-31,4.44 794 | 1993-01-31,4.83 795 | 1993-02-28,3.1 796 | 1993-03-31,3.74 797 | 1993-04-30,0.33 798 | 1993-05-31,0.29 799 | 1993-06-30,4.58 800 | 1993-07-31,3.24 801 | 1993-08-31,2.58 802 | 1993-09-30,3.41 803 | 1993-10-31,-2.67 804 | 1993-11-30,-4.71 805 | 1993-12-31,2.28 806 | 1994-01-31,0.02 807 | 1994-02-28,-0.29 808 | 1994-03-31,-1.33 809 | 1994-04-30,0.41 810 | 1994-05-31,-2.15 811 | 1994-06-30,-0.82 812 | 1994-07-31,0.19 813 | 1994-08-31,1.55 814 | 1994-09-30,1.32 815 | 1994-10-31,1.43 816 | 1994-11-30,-0.2 817 | 1994-12-31,3.5 818 | 1995-01-31,-1.83 819 | 1995-02-28,-0.36 820 | 1995-03-31,0.38 821 | 1995-04-30,1.8 822 | 1995-05-31,-0.43 823 | 1995-06-30,2.9 824 | 1995-07-31,2.53 825 | 1995-08-31,0.09 826 | 1995-09-30,2.71 827 | 1995-10-31,4.12 828 | 1995-11-30,-0.64 829 | 1995-12-31,2.54 830 | 1996-01-31,0.57 831 | 1996-02-29,0.58 832 | 1996-03-31,-1.88 833 | 1996-04-30,-0.91 834 | 1996-05-31,1.56 835 | 1996-06-30,1.01 836 | 1996-07-31,-0.11 837 | 1996-08-31,-0.05 838 | 1996-09-30,2.69 839 | 1996-10-31,3.91 840 | 1996-11-30,-2.23 841 | 1996-12-31,0.61 842 | 1997-01-31,1.95 843 | 1997-02-28,-2.05 844 | 1997-03-31,0.97 845 | 1997-04-30,4.92 846 | 1997-05-31,-5.16 847 | 1997-06-30,2.62 848 | 1997-07-31,3.81 849 | 1997-08-31,-2.55 850 | 1997-09-30,1.45 851 | 1997-10-31,-0.38 852 | 1997-11-30,0.29 853 | 1997-12-31,3.95 854 | 1998-01-31,0.11 855 | 1998-02-28,-1.14 856 | 1998-03-31,2.15 857 | 1998-04-30,0.78 858 | 1998-05-31,1.88 859 | 1998-06-30,7.26 860 | 1998-07-31,3.68 861 | 1998-08-31,1.88 862 | 1998-09-30,-0.71 863 | 1998-10-31,-5.36 864 | 1998-11-30,1.16 865 | 1998-12-31,8.99 866 | 1999-01-31,3.04 867 | 1999-02-28,-0.16 868 | 1999-03-31,-1.29 869 | 1999-04-30,-9.06 870 | 1999-05-31,-5.28 871 | 1999-06-30,4.89 872 | 1999-07-31,1.51 873 | 1999-08-31,2.92 874 | 1999-09-30,6.46 875 | 1999-10-31,5.47 876 | 1999-11-30,5.62 877 | 1999-12-31,13.19 878 | 2000-01-31,1.86 879 | 2000-02-29,18.36 880 | 2000-03-31,-6.39 881 | 2000-04-30,-8.58 882 | 2000-05-31,-9.08 883 | 2000-06-30,16.6 884 | 2000-07-31,-0.11 885 | 2000-08-31,5.71 886 | 2000-09-30,2.18 887 | 2000-10-31,-4.63 888 | 2000-11-30,-2.41 889 | 2000-12-31,6.7 890 | 2001-01-31,-25.06 891 | 2001-02-28,12.51 892 | 2001-03-31,8.35 893 | 2001-04-30,-7.97 894 | 2001-05-31,2.12 895 | 2001-06-30,0.35 896 | 2001-07-31,5.47 897 | 2001-08-31,5.54 898 | 2001-09-30,11.53 899 | 2001-10-31,-8.41 900 | 2001-11-30,-8.58 901 | 2001-12-31,-0.02 902 | 2002-01-31,3.69 903 | 2002-02-28,6.76 904 | 2002-03-31,-1.67 905 | 2002-04-30,7.96 906 | 2002-05-31,2.97 907 | 2002-06-30,6.15 908 | 2002-07-31,3.34 909 | 2002-08-31,1.77 910 | 2002-09-30,9.09 911 | 2002-10-31,-5.3 912 | 2002-11-30,-16.17 913 | 2002-12-31,9.65 914 | 2003-01-31,1.62 915 | 2003-02-28,1.25 916 | 2003-03-31,1.61 917 | 2003-04-30,-9.46 918 | 2003-05-31,-10.77 919 | 2003-06-30,-1.06 920 | 2003-07-31,-0.31 921 | 2003-08-31,-0.56 922 | 2003-09-30,-0.19 923 | 2003-10-31,3.73 924 | 2003-11-30,1.62 925 | 2003-12-31,-5.71 926 | 2004-01-31,2.6 927 | 2004-02-29,-1.09 928 | 2004-03-31,0.21 929 | 2004-04-30,-5.39 930 | 2004-05-31,1.61 931 | 2004-06-30,2.1 932 | 2004-07-31,-2.29 933 | 2004-08-31,-1.55 934 | 2004-09-30,5.24 935 | 2004-10-31,-1.52 936 | 2004-11-30,3.23 937 | 2004-12-31,-2.84 938 | 2005-01-31,3.21 939 | 2005-02-28,3.16 940 | 2005-03-31,0.54 941 | 2005-04-30,-0.85 942 | 2005-05-31,0.43 943 | 2005-06-30,2.05 944 | 2005-07-31,-0.01 945 | 2005-08-31,2.27 946 | 2005-09-30,3.46 947 | 2005-10-31,-1.28 948 | 2005-11-30,0.25 949 | 2005-12-31,0.77 950 | 2006-01-31,2.68 951 | 2006-02-28,-1.84 952 | 2006-03-31,1.26 953 | 2006-04-30,0.61 954 | 2006-05-31,-3.65 955 | 2006-06-30,1.49 956 | 2006-07-31,-2.21 957 | 2006-08-31,-3.47 958 | 2006-09-30,-0.94 959 | 2006-10-31,-0.24 960 | 2006-11-30,-1.01 961 | 2006-12-31,0.84 962 | 2007-01-31,0.21 963 | 2007-02-28,-1.35 964 | 2007-03-31,2.47 965 | 2007-04-30,-0.16 966 | 2007-05-31,-0.26 967 | 2007-06-30,0.38 968 | 2007-07-31,2.8 969 | 2007-08-31,0.11 970 | 2007-09-30,4.59 971 | 2007-10-31,4.96 972 | 2007-11-30,0.93 973 | 2007-12-31,6.52 974 | 2008-01-31,-7.89 975 | 2008-02-29,6.14 976 | 2008-03-31,4.1 977 | 2008-04-30,-0.2 978 | 2008-05-31,3.21 979 | 2008-06-30,12.54 980 | 2008-07-31,-5.15 981 | 2008-08-31,-4.05 982 | 2008-09-30,0.35 983 | 2008-10-31,7.79 984 | 2008-11-30,7.11 985 | 2008-12-31,-5.07 986 | 2009-01-31,-1.83 987 | 2009-02-28,4.18 988 | 2009-03-31,-11.38 989 | 2009-04-30,-34.39 990 | 2009-05-31,-12.44 991 | 2009-06-30,5.29 992 | 2009-07-31,-5.36 993 | 2009-08-31,-8.84 994 | 2009-09-30,-4.93 995 | 2009-10-31,2.65 996 | 2009-11-30,0.29 997 | 2009-12-31,2.91 998 | 2010-01-31,-5.38 999 | 2010-02-28,3.6 1000 | 2010-03-31,3.66 1001 | 2010-04-30,3.22 1002 | 2010-05-31,-0.13 1003 | 2010-06-30,-3.0 1004 | 2010-07-31,1.88 1005 | 2010-08-31,-0.19 1006 | 2010-09-30,1.35 1007 | 2010-10-31,1.64 1008 | 2010-11-30,2.53 1009 | 2010-12-31,-3.19 1010 | 2011-01-31,-0.32 1011 | 2011-02-28,2.03 1012 | 2011-03-31,3.51 1013 | 2011-04-30,0.07 1014 | 2011-05-31,-0.56 1015 | 2011-06-30,1.78 1016 | 2011-07-31,0.08 1017 | 2011-08-31,-0.31 1018 | 2011-09-30,-2.55 1019 | 2011-10-31,-1.42 1020 | 2011-11-30,3.99 1021 | 2011-12-31,1.94 1022 | 2012-01-31,-7.97 1023 | 2012-02-29,-0.3 1024 | 2012-03-31,1.5 1025 | 2012-04-30,3.83 1026 | 2012-05-31,6.6 1027 | 2012-06-30,-1.12 1028 | 2012-07-31,3.07 1029 | 2012-08-31,-2.49 1030 | 2012-09-30,-1.02 1031 | 2012-10-31,0.1 1032 | 2012-11-30,0.38 1033 | 2012-12-31,-2.97 1034 | 2013-01-31,-1.88 1035 | 2013-02-28,1.31 1036 | 2013-03-31,1.94 1037 | 2013-04-30,0.25 1038 | 2013-05-31,-1.8 1039 | 2013-06-30,0.59 1040 | 2013-07-31,1.74 1041 | 2013-08-31,0.05 1042 | 2013-09-30,2.97 1043 | 2013-10-31,0.16 1044 | 2013-11-30,0.4 1045 | 2013-12-31,0.07 1046 | 2014-01-31,1.72 1047 | 2014-02-28,2.08 1048 | 2014-03-31,-3.3 1049 | 2014-04-30,-3.85 1050 | 2014-05-31,1.15 1051 | 2014-06-30,0.68 1052 | 2014-07-31,-0.24 1053 | 2014-08-31,0.82 1054 | 2014-09-30,0.53 1055 | 2014-10-31,0.0 1056 | 2014-11-30,1.05 1057 | 2014-12-31,1.06 1058 | 2015-01-31,3.87 1059 | 2015-02-28,-2.84 1060 | 2015-03-31,2.98 1061 | 2015-04-30,-7.37 1062 | 2015-05-31,6.01 1063 | 2015-06-30,3.04 1064 | 2015-07-31,10.28 1065 | 2015-08-31,-2.07 1066 | 2015-09-30,5.32 1067 | 2015-10-31,-3.97 1068 | 2015-11-30,2.28 1069 | 2015-12-31,3.44 1070 | 2016-01-31,1.37 1071 | 2016-02-29,-4.09 1072 | 2016-03-31,-5.14 1073 | 2016-04-30,-6.23 1074 | 2016-05-31,1.94 1075 | 2016-06-30,4.21 1076 | 2016-07-31,-3.06 1077 | 2016-08-31,-3.11 1078 | 2016-09-30,-0.55 1079 | 2016-10-31,0.65 1080 | 2016-11-30,-4.22 1081 | 2016-12-31,-0.39 1082 | 2017-01-31,-0.97 1083 | 2017-02-28,-1.65 1084 | 2017-03-31,-0.88 1085 | 2017-04-30,0.51 1086 | 2017-05-31,1.47 1087 | 2017-06-30,-0.25 1088 | 2017-07-31,1.63 1089 | 2017-08-31,3.53 1090 | 2017-09-30,-1.23 1091 | 2017-10-31,4.3 1092 | 2017-11-30,-0.75 1093 | 2017-12-31,-1.62 1094 | 2018-01-31,3.94 1095 | 2018-02-28,3.98 1096 | 2018-03-31,-1.28 1097 | 2018-04-30,0.27 1098 | 2018-05-31,3.77 1099 | 2018-06-30,-2.41 1100 | 2018-07-31,-1.62 1101 | 2018-08-31,5.29 1102 | 2018-09-30,-0.07 1103 | 2018-10-31,-1.82 1104 | 2018-11-30,-1.4 1105 | 2018-12-31,1.73 1106 | 2019-01-31,-8.72 1107 | 2019-02-28,0.95 1108 | 2019-03-31,2.27 1109 | -------------------------------------------------------------------------------- /module6/clean_F-F_Research_Data_5_Factors_2x3.csv: -------------------------------------------------------------------------------- 1 | Date,Mkt-RF,SMB,HML,RMW,CMA,RF 2 | 1963-07-31,-0.39,-0.47,-0.83,0.66,-1.15,0.27 3 | 1963-08-31,5.07,-0.79,1.67,0.39,-0.4,0.25 4 | 1963-09-30,-1.57,-0.48,0.18,-0.76,0.24,0.27 5 | 1963-10-31,2.53,-1.29,-0.1,2.75,-2.24,0.29 6 | 1963-11-30,-0.85,-0.84,1.71,-0.45,2.22,0.27 7 | 1963-12-31,1.83,-1.89,-0.12,0.08,-0.3,0.29 8 | 1964-01-31,2.24,0.08,1.59,0.22,1.5,0.3 9 | 1964-02-29,1.54,0.32,2.83,0.06,0.85,0.26 10 | 1964-03-31,1.41,1.41,3.32,-2.01,2.93,0.31 11 | 1964-04-30,0.1,-1.52,-0.55,-1.35,-1.08,0.29 12 | 1964-05-31,1.42,-0.68,1.98,-0.26,0.24,0.26 13 | 1964-06-30,1.27,0.09,0.68,-0.42,0.14,0.3 14 | 1964-07-31,1.74,0.53,0.68,0.14,1.84,0.3 15 | 1964-08-31,-1.44,0.3,0.09,0.06,0.36,0.28 16 | 1964-09-30,2.69,-0.31,1.65,-0.48,0.58,0.28 17 | 1964-10-31,0.59,0.88,1.14,-0.29,0.48,0.29 18 | 1964-11-30,0.0,-0.27,-1.98,0.6,-0.16,0.29 19 | 1964-12-31,0.03,-0.58,-2.55,1.13,-1.63,0.31 20 | 1965-01-31,3.54,2.49,0.18,0.84,0.11,0.28 21 | 1965-02-28,0.44,3.31,0.22,0.4,-0.69,0.3 22 | 1965-03-31,-1.34,2.03,1.09,-0.3,0.73,0.36 23 | 1965-04-30,3.11,1.18,0.71,0.26,-2.3,0.31 24 | 1965-05-31,-0.77,0.06,-1.63,-0.37,0.7,0.31 25 | 1965-06-30,-5.51,-4.3,0.55,0.12,0.41,0.35 26 | 1965-07-31,1.43,1.07,2.18,-1.41,-0.02,0.31 27 | 1965-08-31,2.73,2.72,-0.96,2.06,-0.76,0.33 28 | 1965-09-30,2.86,0.62,-0.1,-0.82,0.82,0.31 29 | 1965-10-31,2.6,3.43,1.52,1.22,-0.76,0.31 30 | 1965-11-30,-0.03,5.19,0.21,-1.06,-0.9,0.35 31 | 1965-12-31,1.01,2.65,1.95,-1.28,-0.45,0.33 32 | 1966-01-31,0.72,4.72,3.49,-2.83,-0.07,0.38 33 | 1966-02-28,-1.21,4.86,0.27,-0.15,-1.44,0.35 34 | 1966-03-31,-2.51,0.22,-2.07,1.3,-0.01,0.38 35 | 1966-04-30,2.14,3.38,-0.54,0.41,-0.91,0.34 36 | 1966-05-31,-5.66,-5.19,-1.55,1.66,-1.52,0.41 37 | 1966-06-30,-1.44,1.34,0.5,0.06,0.8,0.38 38 | 1966-07-31,-1.63,-0.5,0.96,-0.45,1.78,0.35 39 | 1966-08-31,-7.91,-3.03,0.47,0.05,0.77,0.41 40 | 1966-09-30,-1.06,-1.19,0.53,-1.65,2.5,0.4 41 | 1966-10-31,3.86,-6.53,2.87,-3.64,4.28,0.45 42 | 1966-11-30,1.4,3.37,-4.46,4.17,-6.53,0.4 43 | 1966-12-31,0.13,1.93,-1.22,0.68,-0.13,0.4 44 | 1967-01-31,8.15,9.0,2.22,0.62,-2.98,0.43 45 | 1967-02-28,0.78,3.03,-2.17,1.94,-0.94,0.36 46 | 1967-03-31,3.99,1.91,0.31,0.9,-1.51,0.39 47 | 1967-04-30,3.89,0.46,-2.64,2.43,-3.75,0.32 48 | 1967-05-31,-4.33,2.37,0.8,-1.75,1.61,0.33 49 | 1967-06-30,2.41,6.47,0.96,-0.64,-2.38,0.27 50 | 1967-07-31,4.58,3.48,2.65,0.51,2.73,0.31 51 | 1967-08-31,-0.89,0.76,1.46,0.42,1.4,0.31 52 | 1967-09-30,3.11,2.46,-2.47,0.22,-0.96,0.32 53 | 1967-10-31,-3.09,0.46,-3.39,0.81,-2.57,0.39 54 | 1967-11-30,0.37,-0.05,-1.71,1.29,-2.29,0.36 55 | 1967-12-31,3.05,5.76,-0.39,-0.65,0.04,0.33 56 | 1968-01-31,-4.06,4.48,4.75,-4.58,6.45,0.4 57 | 1968-02-29,-3.75,-2.92,1.17,-0.14,2.48,0.39 58 | 1968-03-31,0.2,-1.52,-0.59,1.17,-1.15,0.38 59 | 1968-04-30,9.05,6.25,-1.03,2.79,-3.66,0.43 60 | 1968-05-31,2.28,7.02,0.84,0.39,-1.85,0.45 61 | 1968-06-30,0.69,-0.28,0.67,-1.33,2.65,0.43 62 | 1968-07-31,-2.72,-1.33,5.48,-3.0,3.59,0.48 63 | 1968-08-31,1.34,2.29,1.0,-0.6,0.42,0.42 64 | 1968-09-30,4.03,2.78,0.24,-2.03,0.89,0.43 65 | 1968-10-31,0.42,-0.42,2.89,-1.28,2.79,0.44 66 | 1968-11-30,5.43,2.41,-0.9,0.45,-2.5,0.42 67 | 1968-12-31,-3.94,3.6,0.02,-1.78,1.66,0.43 68 | 1969-01-31,-1.25,-0.46,1.69,-1.56,1.38,0.53 69 | 1969-02-28,-5.84,-4.12,0.9,2.18,0.79,0.46 70 | 1969-03-31,2.64,-0.4,-0.46,-1.35,-0.41,0.46 71 | 1969-04-30,1.46,-0.82,0.03,0.39,0.08,0.53 72 | 1969-05-31,-0.1,-0.18,0.73,-0.98,1.51,0.48 73 | 1969-06-30,-7.18,-5.49,-1.09,4.26,-1.53,0.51 74 | 1969-07-31,-7.0,-3.37,1.42,1.4,1.97,0.53 75 | 1969-08-31,4.68,0.71,-3.87,1.16,-4.08,0.5 76 | 1969-09-30,-2.98,1.29,-3.19,3.42,-0.83,0.62 77 | 1969-10-31,5.06,3.89,-3.19,0.01,-2.03,0.6 78 | 1969-11-30,-3.79,-2.41,-1.12,1.44,0.32,0.52 79 | 1969-12-31,-2.63,-3.7,-3.02,2.47,-2.04,0.64 80 | 1970-01-31,-8.1,3.09,3.04,-1.77,3.92,0.6 81 | 1970-02-28,5.13,-2.58,4.04,-2.28,3.06,0.62 82 | 1970-03-31,-1.06,-2.4,4.25,-0.87,4.43,0.57 83 | 1970-04-30,-11.0,-6.3,6.39,-0.64,5.88,0.5 84 | 1970-05-31,-6.92,-4.42,3.6,-1.3,3.62,0.53 85 | 1970-06-30,-5.79,-2.17,0.87,0.19,2.9,0.58 86 | 1970-07-31,6.93,-0.69,0.96,-0.07,1.9,0.52 87 | 1970-08-31,4.49,1.54,1.03,0.57,-0.15,0.53 88 | 1970-09-30,4.18,8.49,-5.58,0.24,-5.93,0.54 89 | 1970-10-31,-2.28,-4.5,0.27,1.83,2.38,0.46 90 | 1970-11-30,4.59,-4.0,1.63,1.75,1.59,0.46 91 | 1970-12-31,5.72,3.02,1.01,0.14,0.28,0.42 92 | 1971-01-31,4.84,7.54,1.38,-2.19,-0.14,0.38 93 | 1971-02-28,1.41,2.05,-1.29,0.65,-0.72,0.33 94 | 1971-03-31,4.13,2.15,-4.04,1.97,-2.69,0.3 95 | 1971-04-30,3.15,-0.37,0.72,-1.56,0.72,0.28 96 | 1971-05-31,-3.98,-1.17,-1.38,1.46,0.3,0.29 97 | 1971-06-30,-0.1,-1.45,-2.06,1.52,-1.74,0.37 98 | 1971-07-31,-4.5,-1.41,0.17,0.48,1.62,0.4 99 | 1971-08-31,3.79,-0.18,2.67,-0.34,2.6,0.47 100 | 1971-09-30,-0.85,0.19,-2.96,2.59,-1.56,0.37 101 | 1971-10-31,-4.42,-1.65,-0.43,1.48,-1.24,0.37 102 | 1971-11-30,-0.46,-2.9,-1.7,2.45,-0.36,0.37 103 | 1971-12-31,8.71,3.27,-0.35,-0.43,-1.83,0.37 104 | 1972-01-31,2.49,6.33,1.99,-1.48,0.29,0.29 105 | 1972-02-29,2.87,0.96,-2.76,1.65,-0.52,0.25 106 | 1972-03-31,0.63,-0.49,-1.73,1.58,-0.19,0.27 107 | 1972-04-30,0.29,0.15,0.23,-0.59,-0.89,0.29 108 | 1972-05-31,1.25,-3.15,-2.69,2.33,-1.85,0.3 109 | 1972-06-30,-2.43,-0.35,-2.51,1.75,-0.36,0.29 110 | 1972-07-31,-0.8,-2.74,0.78,1.08,-0.59,0.31 111 | 1972-08-31,3.26,-3.53,4.69,-2.02,2.95,0.29 112 | 1972-09-30,-1.14,-2.25,0.47,1.67,-1.98,0.34 113 | 1972-10-31,0.52,-2.53,1.37,-0.12,-0.05,0.4 114 | 1972-11-30,4.6,-0.53,4.76,-1.98,3.35,0.37 115 | 1972-12-31,0.62,-1.82,-2.27,2.6,-2.2,0.37 116 | 1973-01-31,-3.29,-2.79,2.68,0.4,0.92,0.44 117 | 1973-02-28,-4.85,-4.01,1.7,-0.34,-0.01,0.41 118 | 1973-03-31,-1.3,-2.31,2.78,-1.07,0.73,0.46 119 | 1973-04-30,-5.68,-3.0,5.69,-1.63,2.71,0.52 120 | 1973-05-31,-2.94,-5.98,0.21,2.02,-1.79,0.51 121 | 1973-06-30,-1.56,-2.54,1.44,-0.27,0.22,0.51 122 | 1973-07-31,5.05,7.25,-5.31,-0.1,-3.45,0.64 123 | 1973-08-31,-3.82,-1.75,1.14,-1.36,1.2,0.7 124 | 1973-09-30,4.75,3.54,2.18,-2.3,1.82,0.68 125 | 1973-10-31,-0.83,-0.26,1.74,-1.94,2.59,0.65 126 | 1973-11-30,-12.75,-7.25,4.04,-2.71,1.49,0.56 127 | 1973-12-31,0.61,-4.6,4.09,-2.8,2.3,0.64 128 | 1974-01-31,-0.17,10.41,5.99,-3.01,4.47,0.63 129 | 1974-02-28,-0.47,0.16,2.54,-1.93,2.67,0.58 130 | 1974-03-31,-2.81,2.64,-0.11,2.82,0.36,0.56 131 | 1974-04-30,-5.29,-0.63,1.06,2.86,1.85,0.75 132 | 1974-05-31,-4.68,-3.17,-2.04,5.08,0.0,0.75 133 | 1974-06-30,-2.83,-0.02,0.79,0.62,3.06,0.6 134 | 1974-07-31,-8.05,1.99,5.14,-3.26,4.58,0.7 135 | 1974-08-31,-9.35,0.3,2.5,-0.26,2.55,0.6 136 | 1974-09-30,-11.77,1.46,5.49,-4.28,5.91,0.81 137 | 1974-10-31,16.1,-6.85,-9.99,-0.03,-2.94,0.51 138 | 1974-11-30,-4.51,-1.44,-0.16,-3.39,2.95,0.54 139 | 1974-12-31,-3.45,-4.36,0.0,-0.65,3.23,0.7 140 | 1975-01-31,13.66,12.79,8.44,-0.89,-0.86,0.58 141 | 1975-02-28,5.56,-0.65,-4.56,1.15,-2.14,0.43 142 | 1975-03-31,2.66,3.98,2.49,1.23,-1.25,0.41 143 | 1975-04-30,4.23,-0.59,-1.11,1.37,-1.35,0.44 144 | 1975-05-31,5.19,2.89,-4.02,-1.05,-0.61,0.44 145 | 1975-06-30,4.83,1.32,1.32,-2.62,1.06,0.41 146 | 1975-07-31,-6.59,3.42,1.7,0.43,1.19,0.48 147 | 1975-08-31,-2.85,-2.79,-0.9,1.03,-0.89,0.48 148 | 1975-09-30,-4.26,0.02,0.34,0.53,0.5,0.53 149 | 1975-10-31,5.31,-4.23,0.3,-0.46,2.27,0.56 150 | 1975-11-30,2.64,-1.07,1.99,-0.62,1.71,0.41 151 | 1975-12-31,-1.6,-0.03,1.76,-0.12,0.6,0.48 152 | 1976-01-31,12.16,6.35,8.58,-1.9,2.36,0.47 153 | 1976-02-29,0.32,7.97,5.78,-2.58,3.84,0.34 154 | 1976-03-31,2.32,-1.34,-0.04,-0.38,1.09,0.4 155 | 1976-04-30,-1.49,0.14,-0.06,0.39,-1.1,0.42 156 | 1976-05-31,-1.34,-1.12,-1.32,2.47,-1.42,0.37 157 | 1976-06-30,4.05,-1.13,0.68,-0.59,0.93,0.43 158 | 1976-07-31,-1.07,0.62,1.74,-1.09,0.29,0.47 159 | 1976-08-31,-0.56,-2.03,0.79,-0.46,-0.59,0.42 160 | 1976-09-30,2.07,0.12,-0.29,0.99,-1.14,0.44 161 | 1976-10-31,-2.42,0.16,-0.13,-0.22,-0.31,0.41 162 | 1976-11-30,0.36,2.65,1.51,-1.39,0.08,0.4 163 | 1976-12-31,5.65,3.61,2.22,-0.62,2.23,0.4 164 | 1977-01-31,-4.05,5.9,4.26,-0.53,1.93,0.36 165 | 1977-02-28,-1.94,1.11,0.5,-0.13,-0.19,0.35 166 | 1977-03-31,-1.37,1.29,1.02,-0.32,-0.09,0.38 167 | 1977-04-30,0.15,0.59,3.45,-2.03,1.16,0.38 168 | 1977-05-31,-1.45,1.28,0.84,0.33,0.11,0.37 169 | 1977-06-30,4.71,2.07,-0.64,0.88,-1.22,0.4 170 | 1977-07-31,-1.69,1.82,-0.59,0.83,0.01,0.42 171 | 1977-08-31,-1.75,0.89,-2.79,0.96,-0.62,0.44 172 | 1977-09-30,-0.27,1.56,-0.49,1.23,-0.84,0.43 173 | 1977-10-31,-4.38,1.5,1.72,-0.3,-0.46,0.49 174 | 1977-11-30,4.0,3.62,0.31,-0.05,0.65,0.5 175 | 1977-12-31,0.27,1.6,-0.37,0.94,-0.65,0.49 176 | 1978-01-31,-6.01,2.69,3.31,-1.67,1.53,0.49 177 | 1978-02-28,-1.38,3.67,0.76,0.36,1.04,0.46 178 | 1978-03-31,2.85,3.72,1.2,-0.6,1.88,0.53 179 | 1978-04-30,7.88,-0.31,-3.54,2.82,-1.35,0.54 180 | 1978-05-31,1.76,4.56,-0.62,0.27,0.36,0.51 181 | 1978-06-30,-1.69,1.59,0.59,-1.44,-0.02,0.54 182 | 1978-07-31,5.11,0.15,-1.11,1.58,-0.78,0.56 183 | 1978-08-31,3.75,4.93,-0.46,1.39,0.42,0.56 184 | 1978-09-30,-1.43,-0.28,1.87,-0.68,1.8,0.62 185 | 1978-10-31,-11.91,-10.05,1.36,0.17,1.03,0.68 186 | 1978-11-30,2.71,2.85,-2.22,1.09,-1.21,0.7 187 | 1978-12-31,0.88,1.07,-2.19,1.96,-1.38,0.78 188 | 1979-01-31,4.23,3.84,2.27,-2.5,1.57,0.77 189 | 1979-02-28,-3.56,0.55,1.2,-1.14,1.04,0.73 190 | 1979-03-31,5.68,3.16,-0.67,0.62,0.28,0.81 191 | 1979-04-30,-0.06,2.4,1.05,1.05,0.21,0.8 192 | 1979-05-31,-2.21,0.5,1.92,-0.88,-0.84,0.82 193 | 1979-06-30,3.85,0.99,1.48,-1.61,-0.45,0.81 194 | 1979-07-31,0.82,1.24,1.7,-0.2,0.59,0.77 195 | 1979-08-31,5.53,1.97,-1.55,1.58,-1.45,0.77 196 | 1979-09-30,-0.82,-0.27,-0.87,1.02,0.54,0.83 197 | 1979-10-31,-8.1,-3.46,-1.86,1.04,0.24,0.87 198 | 1979-11-30,5.21,2.44,-3.25,0.11,-2.0,0.99 199 | 1979-12-31,1.79,4.34,-1.98,-0.67,-1.01,0.95 200 | 1980-01-31,5.51,1.9,1.8,-1.67,2.01,0.8 201 | 1980-02-29,-1.22,-1.49,0.62,0.11,3.04,0.89 202 | 1980-03-31,-12.9,-6.97,-1.06,1.38,-1.34,1.21 203 | 1980-04-30,3.97,1.0,1.06,-2.09,0.54,1.26 204 | 1980-05-31,5.26,2.1,0.39,0.31,-0.47,0.81 205 | 1980-06-30,3.06,1.47,-0.89,-0.09,-0.95,0.61 206 | 1980-07-31,6.49,3.93,-6.3,3.94,-2.46,0.53 207 | 1980-08-31,1.8,4.26,-2.64,2.1,-0.8,0.64 208 | 1980-09-30,2.19,0.58,-4.79,2.03,-2.81,0.75 209 | 1980-10-31,1.06,2.33,-2.74,1.67,-1.22,0.95 210 | 1980-11-30,9.59,-3.4,-8.35,4.53,-5.74,0.96 211 | 1980-12-31,-4.52,-0.31,2.68,-1.25,1.18,1.31 212 | 1981-01-31,-5.04,3.37,6.84,-3.54,4.35,1.04 213 | 1981-02-28,0.57,-0.49,0.97,0.19,2.25,1.07 214 | 1981-03-31,3.56,3.08,0.67,-2.34,-0.53,1.21 215 | 1981-04-30,-2.11,4.6,2.26,0.82,1.2,1.08 216 | 1981-05-31,0.11,2.45,-0.43,0.33,-1.6,1.15 217 | 1981-06-30,-2.36,-0.97,5.13,-1.35,2.68,1.35 218 | 1981-07-31,-1.54,-1.97,-0.66,1.08,-3.04,1.24 219 | 1981-08-31,-7.04,-1.81,4.84,-0.25,1.46,1.28 220 | 1981-09-30,-7.17,-2.49,5.2,-0.02,2.79,1.24 221 | 1981-10-31,4.92,2.24,-4.21,3.29,-2.76,1.21 222 | 1981-11-30,3.36,-1.38,1.9,0.1,0.63,1.07 223 | 1981-12-31,-3.65,1.19,0.74,0.19,2.41,0.87 224 | 1982-01-31,-3.24,-1.18,3.17,-1.52,2.08,0.8 225 | 1982-02-28,-5.86,0.37,6.1,-3.38,4.57,0.92 226 | 1982-03-31,-1.87,0.0,3.78,-1.44,2.37,0.98 227 | 1982-04-30,3.27,1.15,-2.78,1.51,-0.15,1.13 228 | 1982-05-31,-3.99,0.56,1.81,0.91,-0.09,1.06 229 | 1982-06-30,-3.09,-0.51,1.54,0.03,2.72,0.96 230 | 1982-07-31,-3.19,0.95,0.15,1.03,1.54,1.05 231 | 1982-08-31,11.14,-4.29,1.16,-1.96,0.18,0.76 232 | 1982-09-30,1.29,2.57,0.34,2.12,-0.04,0.51 233 | 1982-10-31,11.3,1.92,-3.68,0.3,-0.37,0.59 234 | 1982-11-30,4.67,4.53,-1.96,-1.05,0.32,0.63 235 | 1982-12-31,0.55,-0.01,0.01,-0.07,1.03,0.67 236 | 1983-01-31,3.6,3.28,-0.86,-1.5,-0.46,0.69 237 | 1983-02-28,2.59,2.9,0.67,-0.57,1.02,0.62 238 | 1983-03-31,2.82,1.42,2.07,-0.07,2.81,0.63 239 | 1983-04-30,6.67,0.49,0.6,-0.16,1.6,0.71 240 | 1983-05-31,0.52,6.22,-1.4,-1.85,-1.53,0.69 241 | 1983-06-30,3.07,1.15,-3.87,2.52,-0.89,0.67 242 | 1983-07-31,-4.07,0.98,5.62,-0.03,2.84,0.74 243 | 1983-08-31,-0.5,-4.34,5.55,0.45,1.95,0.76 244 | 1983-09-30,0.91,0.25,1.09,1.21,0.59,0.76 245 | 1983-10-31,-3.44,-3.82,5.06,-0.81,2.97,0.76 246 | 1983-11-30,2.16,1.88,-0.62,-0.48,0.64,0.7 247 | 1983-12-31,-1.78,-0.47,1.67,1.59,1.21,0.73 248 | 1984-01-31,-1.92,-0.07,7.63,-0.93,3.0,0.76 249 | 1984-02-29,-4.82,-1.62,3.36,0.82,1.57,0.71 250 | 1984-03-31,0.63,-0.28,0.48,-0.93,1.09,0.73 251 | 1984-04-30,-0.51,-1.01,1.29,3.27,0.76,0.81 252 | 1984-05-31,-5.97,0.08,0.26,2.32,-0.5,0.78 253 | 1984-06-30,1.82,0.07,-2.6,3.08,-1.51,0.75 254 | 1984-07-31,-2.74,-2.22,0.49,3.69,-2.17,0.82 255 | 1984-08-31,10.28,-0.3,-1.85,-0.89,-0.81,0.83 256 | 1984-09-30,-0.8,0.0,5.32,1.4,2.53,0.86 257 | 1984-10-31,-0.84,-1.43,0.51,1.17,-1.16,1.0 258 | 1984-11-30,-1.76,-0.98,4.08,0.81,2.08,0.73 259 | 1984-12-31,1.84,-0.69,-0.17,1.21,-1.26,0.64 260 | 1985-01-31,7.99,3.49,-5.43,-0.83,-3.36,0.65 261 | 1985-02-28,1.22,1.0,-0.12,1.26,1.03,0.58 262 | 1985-03-31,-0.84,-1.48,4.1,1.18,2.94,0.62 263 | 1985-04-30,-0.96,-0.1,3.73,1.59,0.71,0.72 264 | 1985-05-31,5.09,-2.33,-0.86,1.3,-1.39,0.66 265 | 1985-06-30,1.27,0.48,0.7,1.5,-0.59,0.55 266 | 1985-07-31,-0.74,2.89,-1.63,-0.45,-0.31,0.62 267 | 1985-08-31,-1.02,-0.32,2.28,-0.04,1.88,0.55 268 | 1985-09-30,-4.54,-1.81,1.32,1.16,1.61,0.6 269 | 1985-10-31,4.02,-1.55,0.78,0.92,-1.11,0.65 270 | 1985-11-30,6.48,0.0,-2.87,0.29,-2.33,0.61 271 | 1985-12-31,3.88,-0.39,-1.53,0.97,-1.8,0.65 272 | 1986-01-31,0.65,1.01,0.53,-2.02,-2.05,0.56 273 | 1986-02-28,7.13,-0.76,-0.94,1.15,-1.39,0.53 274 | 1986-03-31,4.88,-0.57,-0.44,1.12,0.99,0.6 275 | 1986-04-30,-1.31,2.92,-2.85,2.91,0.02,0.52 276 | 1986-05-31,4.62,-1.26,-0.11,2.08,1.11,0.49 277 | 1986-06-30,1.03,-0.87,1.4,1.83,0.87,0.52 278 | 1986-07-31,-6.45,-3.54,4.78,-0.57,0.61,0.52 279 | 1986-08-31,6.07,-4.36,3.52,-1.74,3.24,0.46 280 | 1986-09-30,-8.6,1.97,3.19,-0.05,3.62,0.45 281 | 1986-10-31,4.66,-2.33,-1.32,0.13,0.89,0.46 282 | 1986-11-30,1.17,-1.88,-0.06,1.12,0.61,0.39 283 | 1986-12-31,-3.27,0.07,0.37,0.83,-0.03,0.49 284 | 1987-01-31,12.47,-1.51,-3.18,0.2,-1.09,0.42 285 | 1987-02-28,4.39,3.41,-5.99,-0.9,-2.76,0.43 286 | 1987-03-31,1.64,0.21,1.66,1.36,4.03,0.47 287 | 1987-04-30,-2.11,-1.55,-0.33,-0.46,1.22,0.44 288 | 1987-05-31,0.11,-0.59,0.13,0.52,1.32,0.38 289 | 1987-06-30,3.94,-2.29,1.07,1.73,0.83,0.48 290 | 1987-07-31,3.85,-1.11,0.66,-0.5,1.56,0.46 291 | 1987-08-31,3.52,-0.9,-0.9,2.03,-1.59,0.47 292 | 1987-09-30,-2.59,0.37,0.28,-0.9,1.89,0.45 293 | 1987-10-31,-23.24,-8.09,4.23,2.01,2.39,0.6 294 | 1987-11-30,-7.77,2.83,3.14,-1.92,0.71,0.35 295 | 1987-12-31,6.81,0.09,-4.49,3.01,-2.36,0.39 296 | 1988-01-31,4.21,-0.54,5.08,-1.12,2.09,0.29 297 | 1988-02-29,4.75,3.32,-1.65,1.56,-0.11,0.46 298 | 1988-03-31,-2.27,6.26,0.74,-0.16,1.91,0.44 299 | 1988-04-30,0.56,1.12,1.69,-0.23,1.9,0.46 300 | 1988-05-31,-0.29,-2.59,2.3,-0.7,0.38,0.51 301 | 1988-06-30,4.79,2.19,-1.07,1.42,-3.25,0.49 302 | 1988-07-31,-1.25,-0.17,2.27,-0.59,1.45,0.51 303 | 1988-08-31,-3.31,-0.02,2.03,-0.76,1.74,0.59 304 | 1988-09-30,3.3,-1.31,-0.68,1.72,-0.48,0.62 305 | 1988-10-31,1.15,-2.95,1.71,1.4,1.04,0.61 306 | 1988-11-30,-2.29,-1.66,1.24,-0.31,1.6,0.57 307 | 1988-12-31,1.49,2.01,-1.55,0.64,-0.37,0.63 308 | 1989-01-31,6.1,-2.23,0.51,-1.03,0.16,0.55 309 | 1989-02-28,-2.25,2.67,0.87,-0.82,1.89,0.61 310 | 1989-03-31,1.57,0.76,0.46,0.01,0.79,0.67 311 | 1989-04-30,4.33,-0.7,-1.45,0.76,-0.54,0.67 312 | 1989-05-31,3.35,-0.01,-0.82,0.49,-0.04,0.79 313 | 1989-06-30,-1.35,-1.08,2.19,0.24,1.52,0.71 314 | 1989-07-31,7.2,-4.04,-2.84,1.99,-0.62,0.7 315 | 1989-08-31,1.44,0.43,0.72,0.41,-0.5,0.74 316 | 1989-09-30,-0.76,0.46,-1.34,1.4,0.59,0.65 317 | 1989-10-31,-3.67,-3.33,-1.03,0.0,0.02,0.68 318 | 1989-11-30,1.03,-1.3,-1.12,-0.91,1.47,0.69 319 | 1989-12-31,1.16,-2.3,0.28,-0.1,1.45,0.61 320 | 1990-01-31,-7.85,-1.33,0.87,-1.13,1.32,0.57 321 | 1990-02-28,1.11,1.18,0.61,-0.19,-0.64,0.57 322 | 1990-03-31,1.83,1.64,-2.9,2.15,-1.02,0.64 323 | 1990-04-30,-3.36,-0.4,-2.55,1.72,-0.98,0.69 324 | 1990-05-31,8.42,-2.4,-3.74,1.65,-1.57,0.68 325 | 1990-06-30,-1.09,1.38,-1.94,-1.0,-0.34,0.63 326 | 1990-07-31,-1.9,-3.27,-0.01,-0.27,3.1,0.68 327 | 1990-08-31,-10.15,-3.85,1.58,-0.43,2.99,0.66 328 | 1990-09-30,-6.12,-3.78,0.73,-0.16,3.71,0.6 329 | 1990-10-31,-1.92,-5.07,0.22,2.87,-0.49,0.68 330 | 1990-11-30,6.35,-0.06,-3.16,0.82,-4.75,0.57 331 | 1990-12-31,2.46,0.61,-1.54,2.86,-2.0,0.6 332 | 1991-01-31,4.69,3.86,-1.84,1.55,-4.08,0.52 333 | 1991-02-28,7.19,3.96,-0.54,-0.27,-0.16,0.48 334 | 1991-03-31,2.65,3.82,-1.23,-0.39,-0.99,0.44 335 | 1991-04-30,-0.28,0.33,1.42,0.53,0.71,0.53 336 | 1991-05-31,3.65,0.17,-0.57,2.11,-2.45,0.47 337 | 1991-06-30,-4.94,0.17,1.21,1.75,0.63,0.42 338 | 1991-07-31,4.24,-0.96,-1.25,1.61,-1.41,0.49 339 | 1991-08-31,2.32,1.44,-0.78,0.88,-0.55,0.46 340 | 1991-09-30,-1.59,1.55,-1.0,-1.81,0.16,0.46 341 | 1991-10-31,1.29,0.95,-0.43,-1.73,-0.29,0.42 342 | 1991-11-30,-4.19,-0.87,-1.93,1.08,0.12,0.39 343 | 1991-12-31,10.84,-2.42,-4.03,3.58,-3.12,0.38 344 | 1992-01-31,-0.59,9.26,4.51,-1.33,3.15,0.34 345 | 1992-02-29,1.09,1.35,6.37,0.09,2.04,0.28 346 | 1992-03-31,-2.66,-0.9,3.65,-0.08,1.93,0.34 347 | 1992-04-30,1.07,-5.73,4.31,1.71,2.22,0.32 348 | 1992-05-31,0.3,0.21,1.28,-0.96,0.43,0.28 349 | 1992-06-30,-2.34,-2.71,3.4,-0.03,1.07,0.32 350 | 1992-07-31,3.77,-0.61,-0.53,1.56,-0.72,0.31 351 | 1992-08-31,-2.38,-0.42,-1.03,3.79,-1.62,0.26 352 | 1992-09-30,1.19,0.48,-0.21,1.54,-0.5,0.26 353 | 1992-10-31,1.02,2.02,-2.1,1.31,-0.8,0.23 354 | 1992-11-30,4.13,3.91,-1.48,-0.84,-1.91,0.23 355 | 1992-12-31,1.53,1.64,2.52,-0.44,0.75,0.28 356 | 1993-01-31,0.93,2.09,5.87,-1.77,2.78,0.23 357 | 1993-02-28,0.12,-3.42,6.42,-0.5,4.05,0.22 358 | 1993-03-31,2.3,0.05,1.22,-0.29,0.92,0.25 359 | 1993-04-30,-3.05,-0.86,2.61,-3.69,1.52,0.24 360 | 1993-05-31,2.89,1.88,-3.41,-0.01,-1.18,0.22 361 | 1993-06-30,0.31,0.11,2.62,-1.06,1.09,0.25 362 | 1993-07-31,-0.34,0.9,3.24,-2.18,2.02,0.24 363 | 1993-08-31,3.71,0.25,-0.45,-1.16,-0.03,0.25 364 | 1993-09-30,-0.12,3.07,-0.45,0.77,-0.09,0.26 365 | 1993-10-31,1.41,1.61,-1.54,-0.1,0.6,0.22 366 | 1993-11-30,-1.89,-1.43,-0.27,1.55,-0.96,0.25 367 | 1993-12-31,1.65,1.36,0.57,0.7,-0.3,0.23 368 | 1994-01-31,2.87,-0.15,2.09,-2.28,1.47,0.25 369 | 1994-02-28,-2.55,2.65,-1.44,2.45,-1.05,0.21 370 | 1994-03-31,-4.78,-1.02,1.31,0.77,1.25,0.27 371 | 1994-04-30,0.68,-1.05,1.68,1.01,1.12,0.27 372 | 1994-05-31,0.58,-2.47,0.2,0.9,0.71,0.31 373 | 1994-06-30,-3.03,-0.52,1.7,1.16,1.51,0.31 374 | 1994-07-31,2.82,-1.84,0.59,-0.88,0.14,0.28 375 | 1994-08-31,4.01,1.28,-2.82,0.87,-1.45,0.37 376 | 1994-09-30,-2.31,2.66,-1.9,0.61,0.95,0.37 377 | 1994-10-31,1.34,-2.29,-1.73,0.58,-0.64,0.38 378 | 1994-11-30,-4.04,0.12,-0.94,0.8,-0.45,0.37 379 | 1994-12-31,0.86,-0.02,0.55,0.42,0.31,0.44 380 | 1995-01-31,1.8,-2.76,0.83,0.61,-0.84,0.42 381 | 1995-02-28,3.63,-0.55,1.08,0.58,-0.33,0.4 382 | 1995-03-31,2.19,-0.73,-1.07,-0.33,0.19,0.46 383 | 1995-04-30,2.11,-0.34,2.26,0.05,1.01,0.44 384 | 1995-05-31,2.9,-2.06,1.69,0.46,0.09,0.54 385 | 1995-06-30,2.72,2.95,-2.27,-0.48,-2.43,0.47 386 | 1995-07-31,3.72,2.1,-1.68,0.51,-1.71,0.45 387 | 1995-08-31,0.55,1.84,2.71,-1.38,1.64,0.47 388 | 1995-09-30,3.35,-1.88,-0.76,1.31,0.36,0.43 389 | 1995-10-31,-1.52,-4.04,-0.75,2.17,-0.04,0.47 390 | 1995-11-30,3.96,-1.17,0.94,-0.83,1.19,0.42 391 | 1995-12-31,1.03,0.67,0.86,-1.32,2.99,0.49 392 | 1996-01-31,2.26,-2.59,0.3,-0.63,2.28,0.43 393 | 1996-02-29,1.33,1.82,-1.42,0.4,-1.8,0.39 394 | 1996-03-31,0.73,1.54,1.0,1.3,-0.97,0.39 395 | 1996-04-30,2.06,4.64,-3.9,0.17,-2.2,0.46 396 | 1996-05-31,2.36,3.17,-1.2,0.43,-0.22,0.42 397 | 1996-06-30,-1.14,-3.47,1.56,3.47,1.08,0.4 398 | 1996-07-31,-5.97,-3.68,4.45,2.84,2.6,0.45 399 | 1996-08-31,2.77,2.54,-0.46,-0.3,-2.43,0.41 400 | 1996-09-30,5.01,-1.32,-3.14,1.51,-2.18,0.44 401 | 1996-10-31,0.86,-3.89,5.12,1.32,2.97,0.42 402 | 1996-11-30,6.25,-3.79,1.16,2.01,-0.73,0.41 403 | 1996-12-31,-1.7,3.22,0.9,0.57,1.51,0.46 404 | 1997-01-31,4.98,-1.82,-1.64,1.27,-0.27,0.45 405 | 1997-02-28,-0.49,-2.52,5.19,0.73,3.4,0.39 406 | 1997-03-31,-5.02,-0.48,3.81,0.35,1.67,0.43 407 | 1997-04-30,4.04,-5.74,-0.07,3.29,-0.91,0.43 408 | 1997-05-31,6.74,4.65,-3.87,-0.98,-2.9,0.49 409 | 1997-06-30,4.1,1.26,1.23,1.02,0.54,0.37 410 | 1997-07-31,7.33,-2.83,0.84,-0.24,-2.54,0.43 411 | 1997-08-31,-4.15,7.66,1.38,-0.94,-0.03,0.41 412 | 1997-09-30,5.35,2.56,0.02,-1.39,-0.91,0.44 413 | 1997-10-31,-3.8,-0.5,1.96,1.09,1.89,0.42 414 | 1997-11-30,2.98,-5.03,0.78,3.07,1.66,0.39 415 | 1997-12-31,1.32,-2.01,3.46,1.18,1.91,0.48 416 | 1998-01-31,0.15,-1.4,-1.45,0.46,-0.83,0.43 417 | 1998-02-28,7.04,-0.02,-0.13,-0.87,-2.42,0.39 418 | 1998-03-31,4.76,-0.66,1.06,-1.02,-0.48,0.39 419 | 1998-04-30,0.73,-0.01,0.74,-2.13,-0.23,0.43 420 | 1998-05-31,-3.07,-3.11,4.16,0.97,2.54,0.4 421 | 1998-06-30,3.18,-3.67,-2.32,-0.52,-2.91,0.41 422 | 1998-07-31,-2.46,-5.32,-0.97,1.82,0.45,0.4 423 | 1998-08-31,-16.08,-5.01,3.41,3.48,5.84,0.43 424 | 1998-09-30,6.15,-0.82,-3.31,-1.52,-2.9,0.46 425 | 1998-10-31,7.13,-3.53,-2.2,0.59,0.27,0.32 426 | 1998-11-30,6.1,0.65,-3.14,-1.25,-1.15,0.31 427 | 1998-12-31,6.16,-1.5,-4.46,-0.75,-3.35,0.38 428 | 1999-01-31,3.5,-0.75,-4.03,-2.69,-6.88,0.35 429 | 1999-02-28,-4.08,-5.15,1.4,-1.71,4.09,0.35 430 | 1999-03-31,3.45,-4.3,-2.64,-4.2,-1.38,0.43 431 | 1999-04-30,4.33,4.65,2.51,-2.42,0.92,0.37 432 | 1999-05-31,-2.46,3.73,2.4,1.09,3.34,0.34 433 | 1999-06-30,4.77,2.26,-3.59,1.32,-3.39,0.4 434 | 1999-07-31,-3.49,2.53,-0.76,0.48,3.11,0.38 435 | 1999-08-31,-1.38,-1.93,-1.31,-0.29,0.31,0.39 436 | 1999-09-30,-2.79,2.56,-3.4,-0.74,-1.06,0.39 437 | 1999-10-31,6.12,-7.08,-2.88,-1.71,-1.25,0.39 438 | 1999-11-30,3.37,5.9,-6.51,-3.85,-1.58,0.36 439 | 1999-12-31,7.72,5.41,-8.74,-7.9,-5.29,0.44 440 | 2000-01-31,-4.74,4.16,-0.29,-6.05,4.73,0.41 441 | 2000-02-29,2.45,18.32,-9.93,-18.33,-0.5,0.43 442 | 2000-03-31,5.2,-14.91,7.37,11.67,-1.05,0.47 443 | 2000-04-30,-6.4,-5.55,8.61,7.54,5.27,0.46 444 | 2000-05-31,-4.42,-3.67,2.56,4.63,0.74,0.5 445 | 2000-06-30,4.64,10.39,-9.86,-6.82,-3.07,0.4 446 | 2000-07-31,-2.51,-0.97,8.14,5.98,3.0,0.48 447 | 2000-08-31,7.03,-1.1,-0.68,-3.06,0.61,0.5 448 | 2000-09-30,-5.45,0.21,6.24,3.07,6.38,0.51 449 | 2000-10-31,-2.76,-2.8,5.52,9.65,4.7,0.56 450 | 2000-11-30,-10.72,-0.46,11.3,13.31,8.51,0.51 451 | 2000-12-31,1.19,3.16,7.33,1.83,5.72,0.5 452 | 2001-01-31,3.13,5.81,-4.9,-4.43,-6.54,0.54 453 | 2001-02-28,-10.05,2.66,12.9,9.0,9.58,0.38 454 | 2001-03-31,-7.26,2.31,6.45,3.38,3.95,0.42 455 | 2001-04-30,7.94,-0.64,-4.69,-2.71,-3.97,0.39 456 | 2001-05-31,0.72,3.58,3.14,0.18,2.19,0.32 457 | 2001-06-30,-1.94,6.62,-1.06,2.04,-1.8,0.28 458 | 2001-07-31,-2.13,-2.91,5.58,7.17,3.0,0.3 459 | 2001-08-31,-6.46,2.72,2.5,3.95,6.5,0.31 460 | 2001-09-30,-9.25,-5.69,1.6,4.93,3.28,0.28 461 | 2001-10-31,2.46,5.41,-8.1,-2.62,-4.6,0.22 462 | 2001-11-30,7.54,-0.31,2.0,-3.76,-1.66,0.17 463 | 2001-12-31,1.61,5.13,1.1,0.31,-0.32,0.15 464 | 2002-01-31,-1.44,1.19,3.33,4.36,2.84,0.14 465 | 2002-02-28,-2.29,-0.47,2.5,7.62,5.14,0.13 466 | 2002-03-31,4.24,4.27,1.11,-1.35,0.58,0.13 467 | 2002-04-30,-5.2,6.66,3.93,4.57,5.39,0.15 468 | 2002-05-31,-1.38,-3.07,1.69,2.27,2.41,0.14 469 | 2002-06-30,-7.21,3.77,0.13,3.62,2.54,0.13 470 | 2002-07-31,-8.18,-6.24,-3.41,4.2,-0.73,0.15 471 | 2002-08-31,0.5,-1.27,2.49,1.15,-1.61,0.14 472 | 2002-09-30,-10.35,3.07,1.31,3.27,-2.29,0.14 473 | 2002-10-31,7.84,-4.12,-5.46,-3.29,0.92,0.14 474 | 2002-11-30,5.96,2.9,-1.15,-9.14,5.16,0.12 475 | 2002-12-31,-5.76,0.49,2.25,6.05,-1.61,0.11 476 | 2003-01-31,-2.57,0.81,-0.93,-0.61,0.81,0.1 477 | 2003-02-28,-1.88,-0.89,-1.46,1.04,-0.54,0.09 478 | 2003-03-31,1.09,0.55,-2.09,1.81,-0.69,0.1 479 | 2003-04-30,8.22,1.06,1.03,-4.58,1.15,0.1 480 | 2003-05-31,6.05,4.83,-0.3,-6.92,3.22,0.09 481 | 2003-06-30,1.42,1.68,0.66,0.54,-0.32,0.1 482 | 2003-07-31,2.35,4.73,-1.15,-4.17,1.89,0.07 483 | 2003-08-31,2.34,2.54,2.03,-2.48,2.19,0.07 484 | 2003-09-30,-1.24,0.52,0.02,1.34,0.28,0.08 485 | 2003-10-31,6.08,2.64,1.76,-1.58,1.58,0.07 486 | 2003-11-30,1.35,2.2,1.86,0.07,1.69,0.07 487 | 2003-12-31,4.29,-2.7,2.42,0.0,1.0,0.08 488 | 2004-01-31,2.15,2.56,1.97,-3.54,3.34,0.07 489 | 2004-02-29,1.4,-0.91,0.49,2.28,-1.35,0.06 490 | 2004-03-31,-1.32,2.1,0.21,1.5,-1.04,0.09 491 | 2004-04-30,-1.83,-2.18,-2.62,3.3,-2.82,0.08 492 | 2004-05-31,1.17,-0.4,-0.39,-0.98,-0.09,0.06 493 | 2004-06-30,1.86,2.56,1.38,1.12,-0.39,0.08 494 | 2004-07-31,-4.06,-3.01,4.1,5.08,-1.64,0.1 495 | 2004-08-31,0.08,-1.28,1.03,1.31,-1.42,0.11 496 | 2004-09-30,1.6,3.28,-0.25,-1.34,-1.88,0.11 497 | 2004-10-31,1.43,0.29,-0.62,-0.08,0.41,0.11 498 | 2004-11-30,4.54,4.12,1.79,-1.05,-0.23,0.15 499 | 2004-12-31,3.43,0.01,-0.06,-1.27,0.5,0.16 500 | 2005-01-31,-2.76,-1.11,1.97,3.05,-1.37,0.16 501 | 2005-02-28,1.89,-0.3,1.63,1.21,-0.06,0.16 502 | 2005-03-31,-1.97,-1.41,1.58,0.48,1.1,0.21 503 | 2005-04-30,-2.61,-4.03,-0.34,0.96,-0.88,0.21 504 | 2005-05-31,3.65,2.72,-0.81,-1.31,0.27,0.24 505 | 2005-06-30,0.57,3.27,2.62,0.98,-0.53,0.23 506 | 2005-07-31,3.92,2.83,-0.51,-1.17,-0.98,0.24 507 | 2005-08-31,-1.22,-0.86,1.27,-2.24,0.45,0.3 508 | 2005-09-30,0.49,-0.31,0.77,0.5,-0.57,0.29 509 | 2005-10-31,-2.02,-1.41,0.23,-0.56,-1.26,0.27 510 | 2005-11-30,3.61,0.8,-1.18,-0.58,-1.17,0.31 511 | 2005-12-31,-0.25,-0.28,0.44,0.12,0.21,0.32 512 | 2006-01-31,3.04,5.78,1.12,-0.94,-0.53,0.35 513 | 2006-02-28,-0.3,-0.45,-0.25,-0.71,2.03,0.34 514 | 2006-03-31,1.46,3.45,0.61,-0.04,-0.53,0.37 515 | 2006-04-30,0.73,-0.82,2.59,1.16,-0.2,0.36 516 | 2006-05-31,-3.57,-2.99,2.55,0.93,1.31,0.43 517 | 2006-06-30,-0.35,-0.24,0.87,1.37,-0.12,0.4 518 | 2006-07-31,-0.78,-3.69,2.94,1.6,0.93,0.4 519 | 2006-08-31,2.03,0.44,-1.72,-1.73,2.15,0.42 520 | 2006-09-30,1.84,-1.44,0.05,0.89,0.54,0.41 521 | 2006-10-31,3.23,1.93,-0.04,-0.21,0.24,0.41 522 | 2006-11-30,1.71,0.82,0.07,0.12,-0.87,0.42 523 | 2006-12-31,0.87,-0.79,3.16,-0.81,2.05,0.4 524 | 2007-01-31,1.4,0.08,-0.11,0.23,0.23,0.44 525 | 2007-02-28,-1.96,1.4,-0.09,-0.46,-0.75,0.38 526 | 2007-03-31,0.68,0.06,-0.22,0.27,-0.61,0.43 527 | 2007-04-30,3.49,-2.02,-1.15,1.01,1.01,0.44 528 | 2007-05-31,3.24,0.29,-0.05,1.14,-1.3,0.41 529 | 2007-06-30,-1.96,0.76,-1.13,0.55,0.07,0.4 530 | 2007-07-31,-3.73,-2.88,-3.34,0.6,-1.04,0.4 531 | 2007-08-31,0.92,-0.34,-2.24,-0.9,-0.55,0.42 532 | 2007-09-30,3.22,-2.42,-1.87,-0.56,-3.17,0.32 533 | 2007-10-31,1.8,0.03,-2.59,-0.31,-0.1,0.32 534 | 2007-11-30,-4.83,-2.82,-1.18,1.9,-0.33,0.34 535 | 2007-12-31,-0.87,0.17,-0.52,0.71,-1.09,0.27 536 | 2008-01-31,-6.36,-0.51,3.65,1.96,2.2,0.21 537 | 2008-02-29,-3.09,-0.52,-0.95,0.74,-1.07,0.13 538 | 2008-03-31,-0.93,0.74,-0.15,1.11,0.47,0.17 539 | 2008-04-30,4.6,-1.15,-0.96,1.29,-2.56,0.18 540 | 2008-05-31,1.86,3.21,-1.38,0.81,0.04,0.18 541 | 2008-06-30,-8.44,1.14,-2.43,4.31,-0.42,0.17 542 | 2008-07-31,-0.77,3.67,5.81,-0.99,1.06,0.15 543 | 2008-08-31,1.53,3.42,1.56,1.84,0.82,0.13 544 | 2008-09-30,-9.24,0.38,6.33,2.91,1.82,0.15 545 | 2008-10-31,-17.23,-3.22,-2.9,3.61,1.89,0.08 546 | 2008-11-30,-7.86,-3.89,-5.94,4.82,2.72,0.03 547 | 2008-12-31,1.74,3.36,-0.24,-0.07,-1.41,0.0 548 | 2009-01-31,-8.12,-2.06,-11.1,0.26,-1.19,0.0 549 | 2009-02-28,-10.1,-1.19,-7.25,1.72,-1.11,0.01 550 | 2009-03-31,8.95,0.66,3.52,-2.3,-2.25,0.02 551 | 2009-04-30,10.19,6.73,5.46,0.28,0.14,0.01 552 | 2009-05-31,5.21,-2.33,-0.21,-0.99,-2.12,0.0 553 | 2009-06-30,0.43,2.32,-2.71,-1.07,-0.16,0.01 554 | 2009-07-31,7.72,2.43,5.27,-0.65,3.21,0.01 555 | 2009-08-31,3.33,-0.04,7.76,-3.04,3.2,0.01 556 | 2009-09-30,4.08,2.74,0.92,1.49,0.4,0.01 557 | 2009-10-31,-2.59,-4.78,-4.18,4.2,-1.68,0.0 558 | 2009-11-30,5.56,-2.79,-0.17,0.81,0.15,0.0 559 | 2009-12-31,2.75,6.22,0.01,0.44,-0.08,0.01 560 | 2010-01-31,-3.36,0.3,0.31,-1.37,0.43,0.0 561 | 2010-02-28,3.4,1.46,3.17,-0.35,1.41,0.0 562 | 2010-03-31,6.31,1.78,2.1,-0.56,1.69,0.01 563 | 2010-04-30,2.0,5.05,2.81,1.05,1.72,0.01 564 | 2010-05-31,-7.89,0.06,-2.38,1.37,-0.22,0.01 565 | 2010-06-30,-5.56,-2.5,-4.5,-0.21,-1.52,0.01 566 | 2010-07-31,6.93,0.09,-0.26,0.23,1.99,0.01 567 | 2010-08-31,-4.77,-3.12,-1.96,0.61,-1.7,0.01 568 | 2010-09-30,9.54,3.73,-3.12,-0.16,0.48,0.01 569 | 2010-10-31,3.88,0.79,-2.59,1.34,-0.23,0.01 570 | 2010-11-30,0.6,3.6,-0.9,0.29,1.63,0.01 571 | 2010-12-31,6.82,0.97,3.82,-3.66,3.23,0.01 572 | 2011-01-31,1.99,-2.4,0.83,-0.81,0.7,0.01 573 | 2011-02-28,3.49,1.63,1.08,-1.92,0.94,0.01 574 | 2011-03-31,0.45,2.66,-1.57,1.55,-0.03,0.01 575 | 2011-04-30,2.9,-0.52,-2.53,1.1,-0.85,0.0 576 | 2011-05-31,-1.27,-0.7,-2.07,1.99,-1.5,0.0 577 | 2011-06-30,-1.75,0.1,-0.33,2.38,-1.46,0.0 578 | 2011-07-31,-2.36,-1.29,-1.23,2.41,-1.82,0.0 579 | 2011-08-31,-5.99,-3.21,-2.44,3.2,-0.23,0.01 580 | 2011-09-30,-7.59,-3.74,-1.46,1.89,0.23,0.0 581 | 2011-10-31,11.35,3.56,-0.17,-1.92,-0.85,0.0 582 | 2011-11-30,-0.28,-0.27,-0.34,1.78,1.52,0.0 583 | 2011-12-31,0.74,-0.45,1.75,0.77,2.39,0.0 584 | 2012-01-31,5.05,2.15,-1.11,-1.82,-1.38,0.0 585 | 2012-02-29,4.42,-1.63,0.09,-0.19,-0.08,0.0 586 | 2012-03-31,3.11,-0.45,0.87,-0.39,0.79,0.0 587 | 2012-04-30,-0.85,-0.59,-0.46,1.11,0.65,0.0 588 | 2012-05-31,-6.19,-0.08,-0.62,2.25,2.37,0.01 589 | 2012-06-30,3.89,0.96,0.44,-1.24,0.34,0.0 590 | 2012-07-31,0.79,-2.65,-0.26,1.14,0.1,0.0 591 | 2012-08-31,2.55,0.46,1.32,-1.21,-0.75,0.01 592 | 2012-09-30,2.73,0.68,1.54,-1.37,1.58,0.01 593 | 2012-10-31,-1.76,-0.8,3.79,-1.34,2.29,0.01 594 | 2012-11-30,0.78,0.35,-0.96,0.68,0.93,0.01 595 | 2012-12-31,1.18,1.87,3.56,-1.98,0.86,0.01 596 | 2013-01-31,5.57,0.56,0.95,-1.67,1.49,0.0 597 | 2013-02-28,1.29,-0.37,0.03,-0.66,0.47,0.0 598 | 2013-03-31,4.03,0.78,-0.29,0.07,1.37,0.0 599 | 2013-04-30,1.55,-2.29,0.63,0.1,0.49,0.0 600 | 2013-05-31,2.8,2.07,2.6,-1.65,-0.8,0.0 601 | 2013-06-30,-1.2,1.4,-0.18,-0.34,-0.07,0.0 602 | 2013-07-31,5.65,1.8,0.56,-1.46,0.58,0.0 603 | 2013-08-31,-2.71,-0.02,-2.78,0.61,-2.17,0.0 604 | 2013-09-30,3.77,2.68,-1.19,-0.74,-1.29,0.0 605 | 2013-10-31,4.18,-1.51,1.14,2.69,0.89,0.0 606 | 2013-11-30,3.12,1.35,0.24,0.14,0.07,0.0 607 | 2013-12-31,2.81,-0.53,-0.31,-0.52,0.07,0.0 608 | 2014-01-31,-3.32,0.59,-2.09,-4.0,-1.38,0.0 609 | 2014-02-28,4.65,0.13,-0.4,-0.24,-0.44,0.0 610 | 2014-03-31,0.43,-1.17,5.08,2.15,1.89,0.0 611 | 2014-04-30,-0.19,-4.17,1.14,3.51,1.05,0.0 612 | 2014-05-31,2.06,-1.89,-0.27,0.09,-1.06,0.0 613 | 2014-06-30,2.61,3.08,-0.74,-1.99,-1.94,0.0 614 | 2014-07-31,-2.04,-4.25,0.01,0.95,0.48,0.0 615 | 2014-08-31,4.24,0.29,-0.58,-0.64,-0.68,0.0 616 | 2014-09-30,-1.97,-3.79,-1.23,1.14,-0.53,0.0 617 | 2014-10-31,2.52,3.79,-1.68,-0.48,-0.14,0.0 618 | 2014-11-30,2.55,-2.31,-2.99,1.4,0.2,0.0 619 | 2014-12-31,-0.06,2.87,2.06,-1.16,0.88,0.0 620 | 2015-01-31,-3.11,-0.86,-3.47,1.66,-1.71,0.0 621 | 2015-02-28,6.13,0.2,-1.79,-1.07,-1.71,0.0 622 | 2015-03-31,-1.12,3.04,-0.46,0.08,-0.52,0.0 623 | 2015-04-30,0.59,-3.02,1.86,-0.16,-0.5,0.0 624 | 2015-05-31,1.36,0.76,-1.37,-1.71,-0.75,0.0 625 | 2015-06-30,-1.53,2.87,-0.79,0.52,-1.49,0.0 626 | 2015-07-31,1.54,-4.55,-4.12,0.03,-2.57,0.0 627 | 2015-08-31,-6.04,0.4,2.68,0.76,1.22,0.0 628 | 2015-09-30,-3.08,-2.78,0.52,1.81,-0.52,0.0 629 | 2015-10-31,7.75,-2.16,-0.08,0.82,0.46,0.0 630 | 2015-11-30,0.56,3.34,-0.52,-2.57,-1.13,0.0 631 | 2015-12-31,-2.17,-2.98,-2.58,0.3,0.08,0.01 632 | 2016-01-31,-5.77,-3.43,2.1,2.61,3.0,0.01 633 | 2016-02-29,-0.07,0.94,-0.48,3.29,2.1,0.02 634 | 2016-03-31,6.96,1.1,1.12,0.82,-0.06,0.02 635 | 2016-04-30,0.92,1.17,3.26,-2.88,1.96,0.01 636 | 2016-05-31,1.78,-0.7,-1.81,-1.03,-2.6,0.01 637 | 2016-06-30,-0.05,0.49,-1.49,1.2,1.92,0.02 638 | 2016-07-31,3.95,2.65,-1.1,1.33,-1.27,0.02 639 | 2016-08-31,0.5,1.71,3.33,-1.3,-0.38,0.02 640 | 2016-09-30,0.25,1.71,-1.5,-2.44,-0.03,0.02 641 | 2016-10-31,-2.02,-4.0,4.17,1.12,0.19,0.02 642 | 2016-11-30,4.86,6.87,8.32,0.01,3.63,0.01 643 | 2016-12-31,1.82,0.37,3.55,1.04,-0.26,0.03 644 | 2017-01-31,1.94,-1.28,-2.76,-0.13,-0.97,0.04 645 | 2017-02-28,3.57,-2.11,-1.78,0.72,-1.75,0.04 646 | 2017-03-31,0.17,0.76,-3.16,0.6,-0.98,0.03 647 | 2017-04-30,1.09,0.49,-1.87,1.94,-1.57,0.05 648 | 2017-05-31,1.06,-3.07,-3.77,1.17,-1.87,0.06 649 | 2017-06-30,0.78,2.48,1.35,-1.99,-0.06,0.06 650 | 2017-07-31,1.87,-1.58,-0.28,-0.69,-0.15,0.07 651 | 2017-08-31,0.16,-1.86,-2.24,0.32,-2.44,0.09 652 | 2017-09-30,2.51,4.82,3.03,-1.18,1.64,0.09 653 | 2017-10-31,2.25,-1.97,-0.06,1.05,-3.34,0.09 654 | 2017-11-30,3.12,-0.43,-0.05,3.16,0.0,0.08 655 | 2017-12-31,1.06,-1.02,0.14,0.62,1.65,0.09 656 | 2018-01-31,5.58,-3.15,-1.37,-0.49,-0.89,0.11 657 | 2018-02-28,-3.65,0.35,-1.19,0.46,-2.25,0.11 658 | 2018-03-31,-2.35,3.52,-0.11,-0.48,-0.01,0.12 659 | 2018-04-30,0.29,0.94,0.53,-2.08,1.18,0.14 660 | 2018-05-31,2.65,4.72,-3.16,-1.94,-1.39,0.14 661 | 2018-06-30,0.48,0.85,-2.39,0.73,0.33,0.14 662 | 2018-07-31,3.19,-1.92,0.4,1.6,0.56,0.16 663 | 2018-08-31,3.44,0.76,-4.11,-0.34,-2.65,0.16 664 | 2018-09-30,0.06,-2.51,-1.35,0.61,1.19,0.15 665 | 2018-10-31,-7.68,-4.43,3.41,0.72,3.49,0.19 666 | 2018-11-30,1.69,-0.81,0.2,-0.63,0.42,0.18 667 | 2018-12-31,-9.55,-3.0,-1.51,-0.27,0.1,0.19 668 | 2019-01-31,8.41,3.09,-0.6,-0.66,-1.46,0.21 669 | 2019-02-28,3.4,1.73,-2.84,0.26,-1.47,0.18 670 | 2019-03-31,1.1,-3.56,-4.08,0.91,-1.01,0.19 671 | --------------------------------------------------------------------------------