Portfolio Analysis (255 weeks)
Friday 07/10/2009 16:32:57
Portfolio Analysis (255 weeks)
| Symbol |
W |
M |
P |
Det |
Earning |
DS |
Alpha |
Beta |
Rsquare |
Excess |
AGG | W | M | P | 3.65153E-4 |
0.0130261527 |
5.089436E-4 |
0.0529020369 |
0.0332323133 |
0.058281463 |
WTR | W | M | P | 0.0049127797 |
0.069421351 |
0.0054156336 |
0.1850050387 |
0.0143096565 |
0.0412466324 |
GG | W | M | P | 0.0277212858 |
0.1442711353 |
0.0297500208 |
0.7463908897 |
0.0539289257 |
0.0407820371 |
MON | W | M | P | 0.0261065606 |
0.0795915723 |
0.0281232526 |
0.7419611879 |
0.1750960188 |
0.0388492231 |
ABT | W | M | P | 0.0037390431 |
0.0519055277 |
0.0043321299 |
0.2182026255 |
0.035607444 |
0.0295922117 |
ABX | W | M | P | 0.0157576315 |
0.1205750704 |
0.0174737136 |
0.6313636941 |
0.0552449204 |
0.029263144 |
AAPL | W | M | P | 0.045010671 |
0.1306069493 |
0.0495380266 |
1.6656585503 |
0.327708354 |
0.028654568 |
GOOG | W | M | P | 0.0310650077 |
0.1249164864 |
0.0342855815 |
1.1848810147 |
0.1875071842 |
0.0285117766 |
POT | W | M | P | 0.0366440043 |
0.1283397824 |
0.0404253093 |
1.3911793411 |
0.2367509971 |
0.0282940224 |
MO | W | M | P | 0.0082738884 |
0.0552583225 |
0.0094435543 |
0.4303318586 |
0.1221967676 |
0.0255429463 |
FTO | W | M | P | 0.0238659866 |
0.1421729028 |
0.0269080321 |
1.1191999395 |
0.1248618719 |
0.0237527191 |
WYE | W | M | P | 0.0063012699 |
0.0680279881 |
0.007345241 |
0.3840873071 |
0.0642292435 |
0.0234824865 |
MCD | W | M | P | 0.0135629307 |
0.0520149544 |
0.0155459325 |
0.7295663516 |
0.3963886401 |
0.022315977 |
MDR | W | M | P | 0.0394940414 |
0.1605115831 |
0.0446589713 |
1.9002305815 |
0.2823891169 |
0.022214197 |
PEG | W | M | P | 0.01013368 |
0.0688728541 |
0.0118425169 |
0.6286985809 |
0.1678946288 |
0.0204418071 |
OXY | W | M | P | 0.0184749775 |
0.0827403963 |
0.0213679308 |
1.0643464903 |
0.3334102914 |
0.0199117795 |
SID | W | M | P | 0.0359893516 |
0.1525600702 |
0.0413449443 |
1.9703771342 |
0.3360973296 |
0.0196446691 |
XOM | W | M | P | 0.0072984267 |
0.0578399748 |
0.0087479994 |
0.5333123068 |
0.1712990733 |
0.0187816439 |
XAU | W | M | P | 0.0134620359 |
0.1156889796 |
0.0158372925 |
0.8738809372 |
0.1149657872 |
0.0185152123 |
PWR | W | M | P | 0.0258722603 |
0.113421917 |
0.0301976588 |
1.5913580202 |
0.3966338969 |
0.0179659857 |
| Symbol |
W |
M |
P |
Det |
Earning |
DS |
Alpha |
Beta |
Rsquare |
Excess |
RIMM | W | M | P | 0.0344506092 |
0.1743950397 |
0.0401541501 |
2.0983900193 |
0.2917106576 |
0.0177129438 |
CL | W | M | P | 0.0062062582 |
0.0511131808 |
0.0075838957 |
0.5068467948 |
0.1981233981 |
0.0176075166 |
FPL | W | M | P | 0.0095057795 |
0.0548624583 |
0.0114016273 |
0.6975014595 |
0.3256775654 |
0.0175251743 |
LII | W | M | P | 0.0148421973 |
0.1007077843 |
0.0175757634 |
1.0057064354 |
0.2009391595 |
0.0174606146 |
AMZN | W | M | P | 0.0210927334 |
0.1420420706 |
0.0248562824 |
1.3846483502 |
0.1914666221 |
0.0171962712 |
AKAM | W | M | P | 0.014590526 |
0.1501071304 |
0.0173751842 |
1.024504246 |
0.0938583545 |
0.0168945919 |
BIG | W | M | P | 0.0162418243 |
0.1313422173 |
0.0194048074 |
1.1636932501 |
0.1581672179 |
0.0162928499 |
PX | W | M | P | 0.0110822767 |
0.0576584339 |
0.0133870258 |
0.8479404412 |
0.4357657104 |
0.0162751193 |
NUE | W | M | P | 0.0180482101 |
0.1170879006 |
0.0215187581 |
1.2768492449 |
0.2396090528 |
0.0162636782 |
EWZ | W | M | P | 0.0249900091 |
0.1065517068 |
0.0296625351 |
1.7190700996 |
0.5244624952 |
0.0161180538 |
BNI | W | M | P | 0.0137686376 |
0.0727674589 |
0.0166044775 |
1.0433343551 |
0.4142100305 |
0.0158019264 |
GENZ | W | M | P | 0.0029427786 |
0.0680417344 |
0.0039210638 |
0.3599210321 |
0.056378296 |
0.0157279883 |
NWPX | W | M | P | 0.0211910289 |
0.130739525 |
0.0253334063 |
1.524022439 |
0.2737896332 |
0.0156881444 |
AMGN | W | M | P | 0.0036452163 |
0.0860207751 |
0.0047607958 |
0.4104328061 |
0.0458696572 |
0.0155038082 |
EXC | W | M | P | 0.0072435816 |
0.0595606863 |
0.0090263415 |
0.6558953686 |
0.2443418572 |
0.0151878443 |
CSX | W | M | P | 0.0154114068 |
0.0818141848 |
0.0186744318 |
1.2004998904 |
0.4338255157 |
0.015101594 |
HPQ | W | M | P | 0.0126730846 |
0.0689846724 |
0.0154907235 |
1.0366376898 |
0.4549847549 |
0.0148471736 |
CTSH | W | M | P | 0.0158697516 |
0.0989157259 |
0.0192996769 |
1.2619041681 |
0.327921743 |
0.014729967 |
PPDI | W | M | P | 0.0070005753 |
0.0884621069 |
0.0088378317 |
0.675945119 |
0.1176403938 |
0.0143778395 |
NEM | W | M | P | 0.0044896025 |
0.1058883667 |
0.005884052 |
0.5130320058 |
0.0472977537 |
0.0140491384 |
| Symbol |
W |
M |
P |
Det |
Earning |
DS |
Alpha |
Beta |
Rsquare |
Excess |
DUK | W | M | P | 0.0031469762 |
0.0423474573 |
0.0042970643 |
0.4231289421 |
0.2011587282 |
0.0138610972 |
CB | W | M | P | 0.0032671024 |
0.0467169732 |
0.0044747594 |
0.444309253 |
0.1822507777 |
0.013470702 |
CNI | W | M | P | 0.0122607648 |
0.0780011415 |
0.0154740063 |
1.1821840454 |
0.4628245059 |
0.0126704637 |
STO | W | M | P | 0.0112436032 |
0.0984325856 |
0.0142578903 |
1.1089864715 |
0.2557542385 |
0.012589566 |
CVX | W | M | P | 0.0061294707 |
0.062549457 |
0.0080511627 |
0.7070100657 |
0.2574259137 |
0.0125140026 |
NKE | W | M | P | 0.0077037863 |
0.0624687672 |
0.0099768496 |
0.8362830179 |
0.3611010559 |
0.0124620986 |
AKS | W | M | P | 0.0416136831 |
0.2317075431 |
0.0514876626 |
3.6327349625 |
0.4952621 |
0.0122034056 |
ETR | W | M | P | 0.0056814421 |
0.0598966219 |
0.0075538847 |
0.6888905578 |
0.2665286782 |
0.0121927891 |
SU | W | M | P | 0.0189842824 |
0.1308460981 |
0.0238811808 |
1.801619246 |
0.3819905596 |
0.0120460178 |
FLIR | W | M | P | 0.0101154288 |
0.105564177 |
0.0130515597 |
1.0802321574 |
0.2109838078 |
0.0118803017 |
SO | W | M | P | 0.0015598923 |
0.0396475829 |
0.0025413489 |
0.3610877868 |
0.167124553 |
0.011847389 |
SCHN | W | M | P | 0.0235614758 |
0.1809001863 |
0.0296584478 |
2.2431377854 |
0.3098003864 |
0.0117155224 |
APC | W | M | P | 0.0101689734 |
0.0911595598 |
0.0131623505 |
1.1012937001 |
0.294069528 |
0.0117017182 |
TAP | W | M | P | 0.0070684464 |
0.0873754472 |
0.0093679815 |
0.8460221542 |
0.1889003088 |
0.0115676658 |
CMC | W | M | P | 0.0179707445 |
0.1362709403 |
0.0229548065 |
1.8336860297 |
0.36483082 |
0.0112826293 |
MRO | W | M | P | 0.012113628 |
0.1031315103 |
0.015751535 |
1.3384228826 |
0.3393532198 |
0.0110814626 |
CVD | W | M | P | 0.0088427365 |
0.0906556696 |
0.0116952786 |
1.0494790384 |
0.270026114 |
0.0110157433 |
GS | W | M | P | 0.0126199396 |
0.0961619318 |
0.0164903281 |
1.4239551729 |
0.4418088469 |
0.0107714028 |
XLE | W | M | P | 0.0080833547 |
0.0738688335 |
0.0108191438 |
1.006524568 |
0.3740885231 |
0.0107313921 |
VRSN | W | M | P | 0.0072336225 |
0.1175420508 |
0.0098044272 |
0.9458247307 |
0.1304616389 |
0.0105216932 |
| Symbol |
W |
M |
P |
Det |
Earning |
DS |
Alpha |
Beta |
Rsquare |
Excess |
LMT | W | M | P | 0.0088451421 |
0.0678678602 |
0.011833474 |
1.0994373429 |
0.5287624574 |
0.0105173772 |
PEP | W | M | P | 0.0025985858 |
0.0459734127 |
0.0039857958 |
0.5103686096 |
0.2483147617 |
0.010417257 |
NSC | W | M | P | 0.0089744274 |
0.0857953876 |
0.0120265884 |
1.1229209615 |
0.3451584527 |
0.0104125606 |
GR | W | M | P | 0.0105999848 |
0.0818444118 |
0.0141198817 |
1.2950055283 |
0.5044443078 |
0.0102841568 |
INFY | W | M | P | 0.0107508162 |
0.0979944766 |
0.0143219336 |
1.31385022 |
0.3621901982 |
0.0102514512 |
QCOM | W | M | P | 0.0073415865 |
0.0851965621 |
0.0100164261 |
0.9841005035 |
0.2688331366 |
0.010222169 |
FCX | W | M | P | 0.0157893021 |
0.140173614 |
0.0207115342 |
1.8109389184 |
0.336297187 |
0.0102197578 |
FE | W | M | P | 0.0020906229 |
0.0638252944 |
0.0033781404 |
0.4736906249 |
0.1109818782 |
0.0101515162 |
WMT | W | M | P | -7.31041E-4 |
0.0463433862 |
-1.929935E-4 |
0.1979531043 |
0.0367618344 |
0.0100378024 |
KO | W | M | P | 0.0027824661 |
0.0483964495 |
0.0042789434 |
0.5505691124 |
0.2607623109 |
0.00999061 |
PENN | W | M | P | 0.0145454817 |
0.1244657263 |
0.0192689487 |
1.7378112401 |
0.3927839903 |
0.009934069 |
ATI | W | M | P | 0.0180540569 |
0.1521969289 |
0.0238245472 |
2.1230224359 |
0.3920535363 |
0.0097842169 |
GNA | W | M | P | 0.0219442844 |
0.1847514361 |
0.0289369057 |
2.572655386 |
0.3906930714 |
0.0095863363 |
CPWR | W | M | P | 0.0112412516 |
0.1150651127 |
0.0152956466 |
1.4916528319 |
0.3386072243 |
0.0093582813 |
XLU | W | M | P | 0.0028070558 |
0.043829672 |
0.0044385973 |
0.6002605733 |
0.3779125488 |
0.0092045209 |
IBM | W | M | P | 0.0044041742 |
0.0618796721 |
0.006558402 |
0.79256206 |
0.3305358614 |
0.0089863364 |
D | W | M | P | 0.0017817965 |
0.0527043864 |
0.0031994923 |
0.5215846396 |
0.1973349421 |
0.0086272702 |
EIX | W | M | P | 0.0036674598 |
0.0591485351 |
0.0056864046 |
0.7427902794 |
0.3177550875 |
0.0085966593 |
COST | W | M | P | 0.003583024 |
0.0624186657 |
0.0056458167 |
0.7589222699 |
0.2978610531 |
0.0083026674 |
HAL | W | M | P | 0.010311245 |
0.1195427328 |
0.0145857918 |
1.5726488271 |
0.3487107317 |
0.0082849393 |
| Symbol |
W |
M |
P |
Det |
Earning |
DS |
Alpha |
Beta |
Rsquare |
Excess |
UHS | W | M | P | 0.0046221544 |
0.084231399 |
0.0072371165 |
0.9620708992 |
0.262853817 |
0.0076295932 |
APD | W | M | P | 0.0058282544 |
0.0692284107 |
0.0088971849 |
1.1290905078 |
0.5359654912 |
0.0075691979 |
JNJ | W | M | P | 0.0012857735 |
0.0396698788 |
0.0027288281 |
0.5309143999 |
0.3608904134 |
0.0075413826 |
Q | W | M | P | 0.0050267726 |
0.1053009257 |
0.0078922729 |
1.0542464298 |
0.2019612502 |
0.0073463163 |
ACI | W | M | P | 0.0091039734 |
0.1516428292 |
0.0135678797 |
1.6423160699 |
0.2363294164 |
0.0071983882 |
PG | W | M | P | 0.0011911442 |
0.0483916625 |
0.0026764425 |
0.5464561797 |
0.2569316249 |
0.0071537289 |
KEP | W | M | P | 0.0079318564 |
0.0979195759 |
0.0120886724 |
1.5293346408 |
0.4914893332 |
0.0069637549 |
XLP | W | M | P | 0.0012093346 |
0.0316576809 |
0.0027566843 |
0.5692856579 |
0.6515539187 |
0.0068988032 |
NOK | W | M | P | 0.0082082571 |
0.0980805606 |
0.0125945635 |
1.6137665911 |
0.5454608763 |
0.0067706894 |
JNPR | W | M | P | 0.0067648808 |
0.1178509891 |
0.0106044462 |
1.4126148104 |
0.2894869943 |
0.0067130374 |
MEE | W | M | P | 0.0109789977 |
0.1991983354 |
0.0165886636 |
2.0638526626 |
0.2162888365 |
0.0066366428 |
IDA | W | M | P | -1.339823E-4 |
0.0540759899 |
9.68325E-4 |
0.4055499812 |
0.1133255892 |
0.0063717741 |
FINL | W | M | P | 0.0067680241 |
0.193792969 |
0.0108841549 |
1.5143654976 |
0.123036369 |
0.0062640619 |
VLO | W | M | P | 0.0052751442 |
0.1296624839 |
0.0088174778 |
1.3032597036 |
0.2035547914 |
0.0061332361 |
PCAR | W | M | P | 0.0058699497 |
0.0921107903 |
0.0096779498 |
1.4010015696 |
0.466127014 |
0.0061299038 |
COH | W | M | P | 0.0084615657 |
0.1190062761 |
0.0134245096 |
1.8259173462 |
0.4743190172 |
0.006122742 |
NTAP | W | M | P | 0.0061410377 |
0.1110819057 |
0.0101393131 |
1.4710059905 |
0.3533380174 |
0.0060224723 |
COP | W | M | P | 0.0039507798 |
0.0857215822 |
0.0071542411 |
1.1785858792 |
0.3808818283 |
0.005658336 |
JCI | W | M | P | 0.0076546767 |
0.1169334501 |
0.0126785435 |
1.8483311384 |
0.5034195811 |
0.0056119445 |
DF | W | M | P | 7.188906E-4 |
0.0964432508 |
0.00239715 |
0.6174485707 |
0.082585915 |
0.0055663677 |
| Symbol |
W |
M |
P |
Det |
Earning |
DS |
Alpha |
Beta |
Rsquare |
Excess |
CNP | W | M | P | 0.0012730301 |
0.0664097965 |
0.0032424117 |
0.7245554762 |
0.2398430313 |
0.0055083225 |
KG | W | M | P | 0.0016247233 |
0.1043046266 |
0.0037771991 |
0.791917568 |
0.1161451041 |
0.0054838769 |
UTX | W | M | P | 0.0025315096 |
0.0553198606 |
0.0051794875 |
0.9742177772 |
0.6248820203 |
0.0053884921 |
PH | W | M | P | 0.0053895842 |
0.0940795466 |
0.0095426704 |
1.5279624595 |
0.5314752151 |
0.0053061771 |
KSS | W | M | P | 0.0021538555 |
0.0818062276 |
0.0047120767 |
0.9411954036 |
0.2667072951 |
0.005176301 |
TXN | W | M | P | 0.0028465369 |
0.0845804811 |
0.0059145983 |
1.1287706018 |
0.3588550813 |
0.0049297812 |
EMR | W | M | P | 0.002762266 |
0.0688574314 |
0.0058290538 |
1.1283022378 |
0.5410001271 |
0.0048571393 |
NNN | W | M | P | 0.0025286446 |
0.0815476403 |
0.005560512 |
1.1154546608 |
0.3769893578 |
0.0047036424 |
AEP | W | M | P | -1.859744E-4 |
0.0508112982 |
0.0013020095 |
0.5474442806 |
0.2338876706 |
0.0046252757 |
AIRT | W | M | P | 9.685039E-4 |
0.1665127724 |
0.0031391741 |
0.7986114765 |
0.0463472664 |
0.004616211 |
USG | W | M | P | 0.00938184 |
0.2117097378 |
0.0167086114 |
2.6955941522 |
0.3266445412 |
0.0044887674 |
T | W | M | P | 2.914002E-4 |
0.0560443439 |
0.0021292929 |
0.6761793678 |
0.2932975137 |
0.004450676 |
CBI | W | M | P | 0.0094492575 |
0.1769298166 |
0.0168919508 |
2.7382429071 |
0.4826028908 |
0.0044434746 |
TOL | W | M | P | 0.0018955519 |
0.1113669872 |
0.0048028423 |
1.0696219621 |
0.1858642241 |
0.0043133062 |
GMT | W | M | P | 0.0042937319 |
0.1072717458 |
0.008726182 |
1.6307431615 |
0.4656381943 |
0.0042997495 |
DIS | W | M | P | 0.001975585 |
0.065786235 |
0.0049500512 |
1.0943363103 |
0.5575446853 |
0.004289029 |
SI | W | M | P | 0.0041651102 |
0.100965403 |
0.0085490479 |
1.6128949772 |
0.5141798535 |
0.0042675843 |
WFC | W | M | P | 0.0031465888 |
0.1170435026 |
0.0068960814 |
1.3794761673 |
0.279886491 |
0.0042513558 |
JPM | W | M | P | 0.0015842656 |
0.0894798115 |
0.0044943409 |
1.0706459876 |
0.288462772 |
0.0040184345 |
QQQQ | W | M | P | 0.0017422289 |
0.0584796146 |
0.0048418893 |
1.1403964112 |
0.7662150305 |
0.0039111698 |
| Symbol |
W |
M |
P |
Det |
Earning |
DS |
Alpha |
Beta |
Rsquare |
Excess |
CNW | W | M | P | 0.0033655325 |
0.110769175 |
0.007618594 |
1.5647443325 |
0.4020657184 |
0.0038879116 |
PRU | W | M | P | 0.0076702386 |
0.152680248 |
0.0149547477 |
2.6800446453 |
0.620821133 |
0.0038761644 |
CQB | W | M | P | 0.0046049845 |
0.1612628847 |
0.0097410506 |
1.8896107365 |
0.2766456344 |
0.0038754224 |
ROK | W | M | P | 0.0032579631 |
0.1127491817 |
0.0079446252 |
1.724270191 |
0.4712288608 |
0.0034658247 |
SUN | W | M | P | -2.271106E-4 |
0.117100887 |
0.0017573358 |
0.7300976067 |
0.0783230457 |
0.0034117966 |
UNH | W | M | P | 9.907742E-4 |
0.0975867584 |
0.0039925452 |
1.1043818851 |
0.2580505634 |
0.0033582853 |
EWJ | W | M | P | 2.334982E-4 |
0.0523732081 |
0.0026356194 |
0.8837646379 |
0.5737238506 |
0.0033397505 |
EFA | W | M | P | 0.0011437814 |
0.0581809282 |
0.0043473979 |
1.1786429444 |
0.8268967312 |
0.0032765109 |
PTEN | W | M | P | 0.0023461739 |
0.1313762516 |
0.0065519497 |
1.5473474308 |
0.2795052815 |
0.0032728455 |
FEZ | W | M | P | 0.0017874747 |
0.0683134347 |
0.0055423173 |
1.3814445394 |
0.8239538435 |
0.0032614627 |
IYM | W | M | P | 0.0015655149 |
0.0755189508 |
0.0054403053 |
1.4255743912 |
0.7179859045 |
0.0030048029 |
CSCO | W | M | P | 6.967912E-4 |
0.0767300874 |
0.0037936544 |
1.1393672235 |
0.4442670727 |
0.0029971429 |
CAT | W | M | P | 0.0024542927 |
0.1013796479 |
0.0072147149 |
1.7514074091 |
0.6013410878 |
0.0029532523 |
FRO | W | M | P | 0.0011291037 |
0.1255293339 |
0.0047369802 |
1.3273739308 |
0.2252911906 |
0.0028983234 |
XLB | W | M | P | 7.876744E-4 |
0.0629358068 |
0.0041443765 |
1.2349646194 |
0.7758207775 |
0.0028387287 |
MTH | W | M | P | 0.0032777747 |
0.1816090345 |
0.0091748641 |
2.1695989944 |
0.2875624429 |
0.0027635659 |
COMPX | W | M | P | 3.259202E-4 |
0.0549439564 |
0.0034111826 |
1.1350992421 |
0.8599553835 |
0.0026816821 |
RHI | W | M | P | 2.519677E-4 |
0.103195399 |
0.003271122 |
1.1107773436 |
0.2334432992 |
0.0026738238 |
F | W | M | P | 0.0037851939 |
0.2200306356 |
0.0107080194 |
2.5469765958 |
0.2699800743 |
0.0025533211 |
ANF | W | M | P | 9.516835E-4 |
0.1294115186 |
0.0049074798 |
1.4553773796 |
0.2548317024 |
0.0025215032 |
| Symbol |
W |
M |
P |
Det |
Earning |
DS |
Alpha |
Beta |
Rsquare |
Excess |
XLK | W | M | P | -2.313028E-4 |
0.0542789958 |
0.0026618896 |
1.0644346687 |
0.7748587066 |
0.0023362189 |
MET | W | M | P | 0.0017922183 |
0.1059222594 |
0.007123956 |
1.9616001676 |
0.6910264717 |
0.0022992828 |
XLV | W | M | P | -0.0012204935 |
0.0394571126 |
5.809304E-4 |
0.6627620923 |
0.5684770217 |
0.0022595766 |
ALTR | W | M | P | -6.025861E-4 |
0.0867902562 |
0.001949379 |
0.9388940226 |
0.2357975115 |
0.00225315 |
JCP | W | M | P | 8.082777E-4 |
0.1294634342 |
0.0056841456 |
1.7938807802 |
0.3868486141 |
0.0019657566 |
WAG | W | M | P | -0.0013275753 |
0.0715422034 |
6.524352E-4 |
0.7284657732 |
0.2089015991 |
0.0019087786 |
MHP | W | M | P | -3.094902E-4 |
0.0827660859 |
0.0031382137 |
1.2684452034 |
0.4732455432 |
0.0018988325 |
OSG | W | M | P | 1.658191E-4 |
0.1133811623 |
0.0046170142 |
1.6376396337 |
0.4203422679 |
0.0017609944 |
LOW | W | M | P | -0.001052778 |
0.0817672685 |
0.0015384282 |
0.9533310355 |
0.2738902552 |
0.0017467984 |
NYA | W | M | P | -8.668999E-4 |
0.0499275476 |
0.0020909648 |
1.0882283187 |
0.9572109066 |
0.0017010725 |
RLG | W | M | P | -0.0011357924 |
0.045596309 |
0.0015382287 |
0.9837992943 |
0.9379975298 |
0.0016083187 |
BP | W | M | P | -0.0015029351 |
0.0668593645 |
6.018298E-4 |
0.7743643071 |
0.2702802436 |
0.001569184 |
BA | W | M | P | -8.34617E-4 |
0.0794625804 |
0.0025810507 |
1.256658604 |
0.503915153 |
0.0014987668 |
TRF | W | M | P | 3.427952E-4 |
0.1663148999 |
0.0061116727 |
2.1224289832 |
0.3281347151 |
0.001442145 |
HON | W | M | P | -8.266678E-4 |
0.074967891 |
0.0027442901 |
1.3137915692 |
0.618800476 |
0.0014396404 |
RTH | W | M | P | -0.0016545266 |
0.0464349873 |
4.428712E-4 |
0.7716538688 |
0.5564197318 |
0.0013782456 |
MSFT | W | M | P | -0.0014304657 |
0.0727573112 |
0.0012501807 |
0.9862368658 |
0.3702178298 |
0.001305558 |
SWK | W | M | P | -0.0011734416 |
0.0742059425 |
0.0021331712 |
1.2165363731 |
0.5415281009 |
0.0012696813 |
ERIC | W | M | P | -0.0012565801 |
0.0958300158 |
0.0019377612 |
1.1752305204 |
0.3030337218 |
0.0012435646 |
MS | W | M | P | -9.452522E-4 |
0.1098897159 |
0.0029746527 |
1.4421725268 |
0.3470311914 |
0.0012292586 |
| Symbol |
W |
M |
P |
Det |
Earning |
DS |
Alpha |
Beta |
Rsquare |
Excess |
VTI | W | M | P | -0.0019828686 |
0.0465496927 |
8.188388E-4 |
1.0307765204 |
0.9879692168 |
7.132356E-4 |
XIDE | W | M | P | -0.0014677832 |
0.2226530761 |
0.0034742795 |
1.8182338067 |
0.1343662587 |
6.876299E-4 |
SPX | W | M | P | -0.0027180552 |
0.0448873565 |
0.0 |
1.0 |
1.0 |
0.0 |
SPY | W | M | P | -0.0028254061 |
0.0447265357 |
-1.283115E-4 |
0.9922883459 |
0.9917299788 |
-1.081853E-4 |
KMB | W | M | P | -0.002772216 |
0.037976753 |
-0.0016510485 |
0.4124889152 |
0.2377042859 |
-1.313025E-4 |
DIA | W | M | P | -0.0028351834 |
0.0413601547 |
-4.112595E-4 |
0.8917859828 |
0.9367099253 |
-1.313412E-4 |
VZ | W | M | P | -0.0028260399 |
0.0535890162 |
-0.0010705344 |
0.6458682266 |
0.2926741041 |
-1.671932E-4 |
AXP | W | M | P | -0.0032782138 |
0.1360467374 |
0.0021827477 |
2.0091429613 |
0.4394339371 |
-2.788048E-4 |
XLI | W | M | P | -0.0032203516 |
0.0576591305 |
7.9544E-6 |
1.1877264312 |
0.8549580602 |
-4.229059E-4 |
MATK | W | M | P | -0.0031692991 |
0.1374195665 |
-6.823225E-4 |
0.9149839052 |
0.0893260095 |
-4.931715E-4 |
MSA | W | M | P | -0.0035064528 |
0.1016907319 |
-2.762227E-4 |
1.1884343538 |
0.2751918936 |
-6.633918E-4 |
PPG | W | M | P | -0.0036244581 |
0.0642048791 |
-4.63019E-4 |
1.1631253656 |
0.6612489373 |
-7.792822E-4 |
INTC | W | M | P | -0.0037026335 |
0.0802433118 |
-5.835511E-4 |
1.1475419799 |
0.4120667085 |
-8.57989E-4 |
XLY | W | M | P | -0.0036981027 |
0.0570545159 |
-6.521157E-4 |
1.1206494068 |
0.7773337729 |
-8.745353E-4 |
LM | W | M | P | -0.0045735617 |
0.131693393 |
0.0011731972 |
2.1142908897 |
0.5193373154 |
-8.776023E-4 |
PVX | W | M | P | -0.0043255645 |
0.0988778174 |
-9.61302E-5 |
1.5560516658 |
0.498997472 |
-0.0010330694 |
AVP | W | M | P | -0.0041052876 |
0.0937472209 |
-5.432721E-4 |
1.3105016628 |
0.3937372676 |
-0.0010585507 |
AMD | W | M | P | -0.0051275343 |
0.1816668063 |
7.844594E-4 |
2.1750814866 |
0.2888338208 |
-0.001107765 |
XLNX | W | M | P | -0.0038051368 |
0.0793906003 |
-0.0011467757 |
0.9780379311 |
0.3057885588 |
-0.0011114923 |
TWX | W | M | P | -0.004278942 |
0.0754733831 |
-5.743574E-4 |
1.3629540378 |
0.6570870749 |
-0.0011452234 |
| Symbol |
W |
M |
P |
Det |
Earning |
DS |
Alpha |
Beta |
Rsquare |
Excess |
FDX | W | M | P | -0.003896605 |
0.0741354302 |
-0.0012145984 |
0.9867375196 |
0.3569437385 |
-0.0011943904 |
DHI | W | M | P | -0.0039738524 |
0.1464808732 |
-0.0012542759 |
1.000559742 |
0.0940096529 |
-0.0012550947 |
MMM | W | M | P | -0.0035907268 |
0.0588792004 |
-0.001734574 |
0.682897337 |
0.2710410925 |
-0.0012778957 |
IYR | W | M | P | -0.0048249057 |
0.0867870897 |
-5.518749E-4 |
1.5720911377 |
0.6611398046 |
-0.001340158 |
BAC | W | M | P | -0.0060290424 |
0.1713235974 |
6.462348E-4 |
2.4559022911 |
0.4140338526 |
-0.0013481755 |
SBUX | W | M | P | -0.004447612 |
0.0980595201 |
-0.0011343162 |
1.2189950984 |
0.3113668894 |
-0.0014188382 |
KBH | W | M | P | -0.0053339195 |
0.148490116 |
-4.122834E-4 |
1.8107191749 |
0.2996091953 |
-0.0014446549 |
BJS | W | M | P | -0.0048786891 |
0.1109733433 |
-0.0011061568 |
1.387952695 |
0.3151809943 |
-0.0015567057 |
TRID | W | M | P | -0.0056745219 |
0.1733596176 |
-5.401581E-4 |
1.8889830685 |
0.2392259567 |
-0.0015651102 |
AMAT | W | M | P | -0.0043376791 |
0.075096257 |
-0.0017850771 |
0.9391282855 |
0.3151093679 |
-0.0017246035 |
DOW | W | M | P | -0.0067912471 |
0.1530921608 |
-8.118132E-4 |
2.1998942384 |
0.4160502102 |
-0.0018515399 |
FIC | W | M | P | -0.0061662723 |
0.104647845 |
-0.0014601497 |
1.7314299732 |
0.5515661545 |
-0.001991543 |
TXT | W | M | P | -0.008293652 |
0.1617794484 |
-8.272158E-4 |
2.7469775588 |
0.5809136094 |
-0.0020297206 |
UPS | W | M | P | -0.0043631555 |
0.0647545531 |
-0.0022164569 |
0.7897920587 |
0.2997319641 |
-0.0020829537 |
EBAY | W | M | P | -0.0073033245 |
0.1193470582 |
-0.0021734345 |
1.8873382957 |
0.5038765046 |
-0.0024294899 |
DD | W | M | P | -0.0061481884 |
0.0784582272 |
-0.0024544342 |
1.3589693895 |
0.6044918856 |
-0.0025240695 |
FO | W | M | P | -0.0068176906 |
0.110063307 |
-0.0024613872 |
1.6027279677 |
0.4272505638 |
-0.0025579109 |
HD | W | M | P | -0.004369515 |
0.0688192397 |
-0.0026159573 |
0.6451515731 |
0.1770728233 |
-0.0025598013 |
MRK | W | M | P | -0.0049428563 |
0.0884224325 |
-0.002718728 |
0.8182794773 |
0.1725545989 |
-0.0027188768 |
MDT | W | M | P | -0.0045892796 |
0.0660133064 |
-0.0027372748 |
0.6813712946 |
0.2146607755 |
-0.0027462626 |
| Symbol |
W |
M |
P |
Det |
Earning |
DS |
Alpha |
Beta |
Rsquare |
Excess |
MOT | W | M | P | -0.0081946645 |
0.1125965416 |
-0.002952048 |
1.9288113898 |
0.5912585599 |
-0.0028393701 |
PGH | W | M | P | -0.0070691109 |
0.1039182842 |
-0.0033452006 |
1.3700642499 |
0.3502241182 |
-0.0031758041 |
TYC | W | M | P | -0.0070754318 |
0.0781654492 |
-0.0039800518 |
1.1388217567 |
0.4276908595 |
-0.0038262147 |
MDC | W | M | P | -0.0059904209 |
0.0921488181 |
-0.0036993605 |
0.8429042033 |
0.1685874102 |
-0.0038822511 |
YHOO | W | M | P | -0.0059526968 |
0.1125708148 |
-0.0037346575 |
0.8160390907 |
0.1058810808 |
-0.0039638317 |
FDP | W | M | P | -0.0040575704 |
0.0999242142 |
-0.0031773907 |
0.3238268674 |
0.0211608174 |
-0.0041365166 |
WY | W | M | P | -0.0085141808 |
0.0938903168 |
-0.0048259546 |
1.3569357331 |
0.4208478389 |
-0.0042714813 |
FL | W | M | P | -0.0065500131 |
0.1108434573 |
-0.0041556698 |
0.8809031122 |
0.1272577368 |
-0.0043500334 |
STM | W | M | P | -0.0108534703 |
0.1036474705 |
-0.0057801909 |
1.8665107237 |
0.6534189023 |
-0.0043586222 |
AA | W | M | P | -0.0123145189 |
0.1173841357 |
-0.0066765546 |
2.0742644341 |
0.6291548587 |
-0.0046264418 |
UBS | W | M | P | -0.0107347267 |
0.1153576896 |
-0.0060723064 |
1.715352249 |
0.4455143097 |
-0.0046734841 |
XRX | W | M | P | -0.009450444 |
0.0900935754 |
-0.0055387068 |
1.4391674061 |
0.5141419804 |
-0.0046779748 |
OKSB | W | M | P | -0.0063151428 |
0.1125806347 |
-0.0042806464 |
0.7485118088 |
0.089067236 |
-0.0048056526 |
ACAS | W | M | P | -0.0172325335 |
0.1810009629 |
-0.0098685189 |
2.7092953893 |
0.4514388848 |
-0.005357289 |
XLF | W | M | P | -0.011899366 |
0.080497399 |
-0.007662061 |
1.5589474004 |
0.7556964105 |
-0.0058894296 |
DELL | W | M | P | -0.0113381557 |
0.0997622386 |
-0.0075438302 |
1.39597058 |
0.3945192846 |
-0.0061749873 |
GE | W | M | P | -0.0146158077 |
0.0869863033 |
-0.0105599887 |
1.4921758126 |
0.5929067122 |
-0.0079734254 |
LUV | W | M | P | -0.0097493166 |
0.0795613527 |
-0.0074482373 |
0.8465901739 |
0.2281341022 |
-0.0083053899 |
AIG | W | M | P | -0.035687644 |
0.2635478377 |
-0.0249306246 |
3.9576184334 |
0.4543568865 |
-0.0083306639 |
C | W | M | P | -0.0298314802 |
0.1708490103 |
-0.022347549 |
2.753417179 |
0.5233198713 |
-0.0098471911 |
| Symbol |
W |
M |
P |
Det |
Earning |
DS |
Alpha |
Beta |
Rsquare |
Excess |
PFE | W | M | P | -0.0113430796 |
0.064658083 |
-0.0093936094 |
0.7172299241 |
0.2479243211 |
-0.0120254666 |
FNM | W | M | P | -0.0539338142 |
0.1933196336 |
-0.0470186148 |
2.5441694465 |
0.3489701361 |
-0.0201306399 |
Excess