Portfolio Analysis (255 weeks)
Thursday 07/03/2008 16:49:26
Portfolio Analysis (255 weeks)
| Symbol |
W |
M |
P |
Det |
Earning |
DS |
Alpha |
Beta |
Rsquare |
Excess |
ABX | W | M | P | 0.0203645844 |
0.0918434635 |
0.0201030393 |
0.0590097025 |
3.088168E-4 |
0.2699955003 |
GG | W | M | P | 0.027787596 |
0.1073511615 |
0.0271596297 |
0.1416829716 |
0.001303084 |
0.1648424328 |
CVD | W | M | P | 0.0249231365 |
0.0541331507 |
0.0241186614 |
0.1815057929 |
0.0084101734 |
0.1128939516 |
AGG | W | M | P | -4.857563E-4 |
0.0096666934 |
-2.414438E-4 |
-0.0551217838 |
0.0255333353 |
0.0892203803 |
AIRT | W | M | P | 0.0350791886 |
0.2463908792 |
0.0329120054 |
0.4889593017 |
0.0029460952 |
0.0626779331 |
FDG | W | M | P | 0.0498169996 |
0.1214202419 |
0.0459180183 |
0.8796872269 |
0.0392667553 |
0.0515919385 |
NWPX | W | M | P | 0.0241054371 |
0.0874496475 |
0.022404261 |
0.3838195956 |
0.0144108207 |
0.0512563899 |
FE | W | M | P | 0.015516473 |
0.0451582819 |
0.0144780239 |
0.23429515 |
0.0201373508 |
0.0473088868 |
POT | W | M | P | 0.0540979654 |
0.0842178464 |
0.0493590122 |
1.0692030837 |
0.1205765196 |
0.0464511708 |
EXC | W | M | P | 0.0201907922 |
0.0430168211 |
0.0184848252 |
0.3849003976 |
0.0598922531 |
0.0409419216 |
MON | W | M | P | 0.0422566272 |
0.0712274015 |
0.0373723291 |
1.1019956482 |
0.1790672981 |
0.0343235448 |
MEE | W | M | P | 0.0426159054 |
0.1554251611 |
0.0375224447 |
1.1491867021 |
0.0408967852 |
0.0332266942 |
PPDI | W | M | P | 0.0227358285 |
0.0745921433 |
0.020148839 |
0.5836768732 |
0.0458046337 |
0.0313591289 |
MDR | W | M | P | 0.0661911517 |
0.1356488019 |
0.0573724312 |
1.9896780732 |
0.1609475002 |
0.0310396553 |
SID | W | M | P | 0.0563495532 |
0.1287503392 |
0.0486684063 |
1.733020205 |
0.1355379621 |
0.0299577136 |
PTEN | W | M | P | 0.0200968981 |
0.0993719697 |
0.0177334029 |
0.5332523914 |
0.0215421201 |
0.0293757104 |
FRO | W | M | P | 0.0337885879 |
0.1177361682 |
0.0292788112 |
1.0174966412 |
0.0558723302 |
0.0288515524 |
OXY | W | M | P | 0.030458238 |
0.0677200556 |
0.0263839588 |
0.9192396667 |
0.1378394661 |
0.0283125377 |
ACI | W | M | P | 0.0376144014 |
0.1187245473 |
0.0323810567 |
1.1807483713 |
0.0739919213 |
0.028102661 |
XAU | W | M | P | 0.0177488048 |
0.0851466209 |
0.0155501626 |
0.4960580235 |
0.0253910474 |
0.0268447921 |
| Symbol |
W |
M |
P |
Det |
Earning |
DS |
Alpha |
Beta |
Rsquare |
Excess |
PEG | W | M | P | 0.0151573298 |
0.0542965978 |
0.0133679324 |
0.4037239017 |
0.0413593978 |
0.0265654313 |
RIMM | W | M | P | 0.0679079816 |
0.1515442878 |
0.0570363603 |
2.4528555689 |
0.1959816362 |
0.0258783078 |
HAL | W | M | P | 0.029352447 |
0.0885923207 |
0.025064117 |
0.9675331397 |
0.0892257343 |
0.0257564478 |
RTP | W | M | P | 0.0311883911 |
0.0875646695 |
0.0264792538 |
1.0624752024 |
0.1101362724 |
0.0251828568 |
FLIR | W | M | P | 0.03618652 |
0.1027577594 |
0.0304184278 |
1.3013968901 |
0.1199888254 |
0.024400158 |
FTO | W | M | P | 0.0365970917 |
0.1176644862 |
0.0307215029 |
1.3256499658 |
0.0949549171 |
0.0242634649 |
BJS | W | M | P | 0.0129301297 |
0.0792117566 |
0.0112995887 |
0.3678827647 |
0.0161357858 |
0.0230994768 |
EIX | W | M | P | 0.0203622393 |
0.0498786308 |
0.0171329698 |
0.7285880476 |
0.159619377 |
0.0218642196 |
COP | W | M | P | 0.0231262241 |
0.0643052012 |
0.0193306359 |
0.8563608879 |
0.1326697862 |
0.0218295745 |
XLE | W | M | P | 0.0233922135 |
0.056363482 |
0.0195390515 |
0.8693512192 |
0.1779694416 |
0.021809348 |
AAPL | W | M | P | 0.0541807264 |
0.1175923422 |
0.0437909757 |
2.3441361397 |
0.2972747842 |
0.0212225286 |
CIB | W | M | P | 0.0360861383 |
0.0996981934 |
0.029355984 |
1.5184567766 |
0.1735325176 |
0.0208461041 |
CSX | W | M | P | 0.0239301417 |
0.0642391294 |
0.0196891462 |
0.9568535423 |
0.1659748465 |
0.0203771116 |
BHP | W | M | P | 0.034009885 |
0.0901569948 |
0.0275571467 |
1.455866406 |
0.1950719273 |
0.0203161874 |
PX | W | M | P | 0.0187948346 |
0.0409399457 |
0.0154856749 |
0.7466127704 |
0.2487980769 |
0.0192370194 |
GOOG | W | M | P | 0.04329025 |
0.1289618909 |
0.0342608301 |
2.0372184073 |
0.2049670728 |
0.0190740569 |
SU | W | M | P | 0.035424009 |
0.0952279866 |
0.0281710941 |
1.6364032647 |
0.2209032037 |
0.0189389617 |
APC | W | M | P | 0.021734314 |
0.0650733486 |
0.0176549758 |
0.9203807141 |
0.1496508697 |
0.0187988335 |
NEM | W | M | P | 0.0089791762 |
0.0838286579 |
0.0079051277 |
0.2423270277 |
0.0062512865 |
0.0187636763 |
MRO | W | M | P | 0.0271115955 |
0.0889587924 |
0.0217068131 |
1.2194268142 |
0.1405672978 |
0.0185983816 |
| Symbol |
W |
M |
P |
Det |
Earning |
DS |
Alpha |
Beta |
Rsquare |
Excess |
AKS | W | M | P | 0.0701042414 |
0.1931793094 |
0.0543055813 |
3.5644956174 |
0.2546979657 |
0.0184239281 |
EWZ | W | M | P | 0.0378083475 |
0.0844809189 |
0.0297707785 |
1.8134376436 |
0.3446978231 |
0.0184048883 |
STO | W | M | P | 0.0267103948 |
0.0843065903 |
0.0213101528 |
1.2184025567 |
0.1562460884 |
0.0182847322 |
GNA | W | M | P | 0.0377684906 |
0.1219764277 |
0.0296282343 |
1.836604686 |
0.1728510578 |
0.0181510265 |
AKAM | W | M | P | 0.0489650965 |
0.1944276541 |
0.0380804587 |
2.4557914781 |
0.1193486314 |
0.0181338141 |
SCHN | W | M | P | 0.0416604429 |
0.1544585228 |
0.0324478089 |
2.0785552804 |
0.1354721038 |
0.0179106195 |
VLO | W | M | P | 0.0291660503 |
0.1076756567 |
0.0229913052 |
1.3931459493 |
0.1252300884 |
0.0177539331 |
CMC | W | M | P | 0.0402069204 |
0.1181806847 |
0.0312190454 |
2.0278442158 |
0.2202555035 |
0.0176417349 |
CNW | W | M | P | 0.0096011413 |
0.0663928688 |
0.0082696298 |
0.30041564 |
0.0153162645 |
0.0172058654 |
XIDE | W | M | P | 0.0072247563 |
0.1850909442 |
0.0065022267 |
0.1630165563 |
5.914059E-4 |
0.0171303216 |
MO | W | M | P | 0.014456722 |
0.0534455217 |
0.0118621415 |
0.5853894019 |
0.0897465391 |
0.0171244844 |
ETR | W | M | P | 0.0151637876 |
0.0428859107 |
0.0123803782 |
0.6279928318 |
0.1604097128 |
0.0170886622 |
FCX | W | M | P | 0.0291491468 |
0.1057109013 |
0.0226321955 |
1.4703548491 |
0.1447289079 |
0.016810171 |
NUE | W | M | P | 0.0323006101 |
0.1011686251 |
0.0249081202 |
1.6678939544 |
0.2033273362 |
0.0167087241 |
MSA | W | M | P | 0.0202517305 |
0.1004140005 |
0.0159843127 |
0.9628149323 |
0.0687777013 |
0.0164304683 |
FPL | W | M | P | 0.0133322077 |
0.042091012 |
0.0108704918 |
0.555412589 |
0.1302576213 |
0.016024083 |
BNI | W | M | P | 0.022421347 |
0.0605929531 |
0.0174366276 |
1.1246526108 |
0.2577170185 |
0.0159952652 |
CVX | W | M | P | 0.0182610545 |
0.0525309928 |
0.0141625828 |
0.9246977657 |
0.2318029196 |
0.0149549667 |
ABT | W | M | P | 0.0066302139 |
0.0466107093 |
0.0059764669 |
0.1474984467 |
0.0074912469 |
0.0149017412 |
PWR | W | M | P | 0.0292019341 |
0.1080454439 |
0.0217112508 |
1.6900479752 |
0.1830356682 |
0.0146562134 |
| Symbol |
W |
M |
P |
Det |
Earning |
DS |
Alpha |
Beta |
Rsquare |
Excess |
NSC | W | M | P | 0.0213882048 |
0.0724186823 |
0.0162083965 |
1.1686688144 |
0.1948193929 |
0.0145087935 |
OSG | W | M | P | 0.0241829343 |
0.0874046832 |
0.0180152394 |
1.3915556458 |
0.1896191987 |
0.0141932549 |
XLU | W | M | P | 0.0117676081 |
0.0306854639 |
0.0094523778 |
0.522362326 |
0.2167847761 |
0.0140427008 |
ATI | W | M | P | 0.0452350527 |
0.1687239259 |
0.0317192317 |
3.049441654 |
0.2443643805 |
0.0133804241 |
CTSH | W | M | P | 0.0284622312 |
0.0958396792 |
0.0204058551 |
1.8176801377 |
0.269088254 |
0.0132201483 |
XOM | W | M | P | 0.0166343916 |
0.0540490039 |
0.0125358645 |
0.9247099071 |
0.2189707364 |
0.0131956641 |
WWY | W | M | P | 0.0108299255 |
0.0499228276 |
0.0086724296 |
0.4867743086 |
0.0711225732 |
0.0131430422 |
LMT | W | M | P | 0.0121662412 |
0.0467848629 |
0.0095126745 |
0.5986978026 |
0.1225053819 |
0.0129180546 |
APD | W | M | P | 0.0131154777 |
0.0393039845 |
0.0100574996 |
0.6899410774 |
0.230516197 |
0.0125854914 |
D | W | M | P | 0.0083816964 |
0.042787198 |
0.00698804 |
0.314436854 |
0.0404007913 |
0.0125604429 |
NKE | W | M | P | 0.0150030414 |
0.0511419401 |
0.0112392009 |
0.8491978609 |
0.20625951 |
0.0124479954 |
BIG | W | M | P | 0.0179203954 |
0.1071300432 |
0.0130918166 |
1.0894240706 |
0.0773609621 |
0.0123810052 |
VRSN | W | M | P | 0.0228106752 |
0.1102830917 |
0.0159824436 |
1.5405866112 |
0.1459838944 |
0.011929511 |
COST | W | M | P | 0.0127865979 |
0.056885846 |
0.0095864328 |
0.7220214252 |
0.1205153474 |
0.011570803 |
TM | W | M | P | 0.0111599173 |
0.0537885986 |
0.0085452473 |
0.589922018 |
0.0899827635 |
0.0114043668 |
MCD | W | M | P | 0.0164433364 |
0.0486292206 |
0.0117738587 |
1.0535279282 |
0.3511139215 |
0.0114008426 |
CBI | W | M | P | 0.0246018302 |
0.1074371859 |
0.0166495532 |
1.7941936183 |
0.2086315725 |
0.0112415961 |
CNP | W | M | P | 0.0126390727 |
0.0509077273 |
0.0092804608 |
0.7577701192 |
0.165751783 |
0.0108302535 |
INFY | W | M | P | 0.0239939205 |
0.0959254354 |
0.0156538846 |
1.8816794494 |
0.2878552784 |
0.0103958675 |
PENN | W | M | P | 0.0213702843 |
0.0926116034 |
0.0141056012 |
1.6390582421 |
0.2343195832 |
0.0103340159 |
| Symbol |
W |
M |
P |
Det |
Earning |
DS |
Alpha |
Beta |
Rsquare |
Excess |
GENZ | W | M | P | 0.0081110857 |
0.0646124482 |
0.0065242727 |
0.3580167281 |
0.0229680902 |
0.0102756525 |
JCP | W | M | P | 0.0147223659 |
0.0813310742 |
0.010155042 |
1.030479994 |
0.1200927091 |
0.0099857694 |
SUN | W | M | P | 0.0168394167 |
0.0897630602 |
0.0113067376 |
1.2482832552 |
0.1446710132 |
0.0099393999 |
ANF | W | M | P | 0.0159462355 |
0.1033456251 |
0.010621201 |
1.201434891 |
0.1011036559 |
0.0095835449 |
QCOM | W | M | P | 0.0176695976 |
0.0777778625 |
0.0113246633 |
1.4315445162 |
0.2534243895 |
0.0092469129 |
CNI | W | M | P | 0.0187383015 |
0.0694769472 |
0.0118461825 |
1.5550001538 |
0.374739994 |
0.0092000449 |
DUK | W | M | P | 0.0095599024 |
0.0433811881 |
0.0070742433 |
0.5608145871 |
0.1250219443 |
0.0091432574 |
PGH | W | M | P | 0.0104116602 |
0.0660972223 |
0.0072096352 |
0.7224408843 |
0.0893693841 |
0.0082767048 |
MC | W | M | P | 0.0114902677 |
0.054324653 |
0.0076116922 |
0.8750843384 |
0.1941138091 |
0.0080655511 |
USG | W | M | P | 0.0200199392 |
0.1490365714 |
0.0114171891 |
1.9409522455 |
0.1268804065 |
0.0080309595 |
PEP | W | M | P | 0.0068828585 |
0.0370500758 |
0.0055156517 |
0.3084691864 |
0.0518556389 |
0.007944483 |
TRF | W | M | P | 0.016393099 |
0.0952679664 |
0.0097004641 |
1.509992678 |
0.1879344454 |
0.0079211435 |
HPQ | W | M | P | 0.0139502427 |
0.0621359944 |
0.0084736861 |
1.2356209457 |
0.2958248095 |
0.0077030196 |
IYM | W | M | P | 0.0129994554 |
0.0462883525 |
0.0080429384 |
1.1182895328 |
0.4366321809 |
0.0076610081 |
CAT | W | M | P | 0.0141326981 |
0.0613931492 |
0.0084934302 |
1.272331969 |
0.3213006882 |
0.0076241642 |
COH | W | M | P | 0.0169856511 |
0.0897910744 |
0.0095405037 |
1.6797741287 |
0.2618098422 |
0.0074732791 |
HMC | W | M | P | 0.0104030091 |
0.0562290847 |
0.006837557 |
0.8044374821 |
0.1531133669 |
0.0074223032 |
GMT | W | M | P | 0.0130056487 |
0.06954097 |
0.0078473991 |
1.1638046172 |
0.2095217627 |
0.0073667163 |
CX | W | M | P | 0.01362071 |
0.0668434948 |
0.0077720998 |
1.3195637984 |
0.2915365891 |
0.0069632706 |
CPWR | W | M | P | 0.01717012 |
0.1166185662 |
0.0088623722 |
1.8743945994 |
0.1932579104 |
0.0067957354 |
| Symbol |
W |
M |
P |
Det |
Earning |
DS |
Alpha |
Beta |
Rsquare |
Excess |
PH | W | M | P | 0.0163882617 |
0.0707670972 |
0.0083369833 |
1.8165294362 |
0.4929156953 |
0.0065817989 |
GS | W | M | P | 0.0145214973 |
0.071618557 |
0.0076931444 |
1.5406133312 |
0.3461679776 |
0.0065488639 |
IFN | W | M | P | 0.0216368269 |
0.104153268 |
0.0099064978 |
2.6465976172 |
0.4830372204 |
0.0065006469 |
KEP | W | M | P | 0.0106757069 |
0.0722935349 |
0.006259295 |
0.996430903 |
0.1421170155 |
0.00626584 |
BA | W | M | P | 0.013231528 |
0.0645277649 |
0.0070042967 |
1.4049881419 |
0.3546522145 |
0.0062628982 |
MET | W | M | P | 0.0117668146 |
0.0450716205 |
0.0065503747 |
1.1769333698 |
0.5100914122 |
0.0062319453 |
TXT | W | M | P | 0.0160089135 |
0.0740004331 |
0.0076728751 |
1.8807773879 |
0.4832331937 |
0.006155265 |
SI | W | M | P | 0.0132890986 |
0.0672569051 |
0.0068285782 |
1.4576230134 |
0.3513720319 |
0.0060762408 |
YHOO | W | M | P | 0.0115621872 |
0.1156459525 |
0.0062868898 |
1.1902129453 |
0.0792389877 |
0.0059904885 |
EWJ | W | M | P | 0.0089260666 |
0.0430904552 |
0.0055546502 |
0.760659169 |
0.2331141552 |
0.0059078185 |
EFA | W | M | P | 0.0107599217 |
0.0346609689 |
0.0059851248 |
1.0772899342 |
0.7226604524 |
0.0058737126 |
JCI | W | M | P | 0.0112737902 |
0.0571684279 |
0.0061081912 |
1.1654627548 |
0.3109101155 |
0.0058702519 |
GR | W | M | P | 0.0144813657 |
0.0733421445 |
0.0068166255 |
1.7293191107 |
0.4159045428 |
0.0058110359 |
EMR | W | M | P | 0.0111904889 |
0.0493378006 |
0.0058295124 |
1.209543736 |
0.4496081188 |
0.0055874447 |
AMZN | W | M | P | 0.018147992 |
0.1380388588 |
0.00710596 |
2.4913028123 |
0.2436693428 |
0.0055054575 |
JNPR | W | M | P | 0.0148613965 |
0.1260476559 |
0.006369354 |
1.9159751396 |
0.1728465576 |
0.005443268 |
BP | W | M | P | 0.0094604539 |
0.058526136 |
0.0052715322 |
0.9451047531 |
0.1950791488 |
0.0053202818 |
NOK | W | M | P | 0.0116031338 |
0.0848162845 |
0.0055429543 |
1.3672979942 |
0.1944099349 |
0.0052445798 |
XLB | W | M | P | 0.0103872931 |
0.0425298437 |
0.0053137281 |
1.1446980637 |
0.5419321788 |
0.0052023001 |
UHS | W | M | P | 0.005980562 |
0.0663065165 |
0.0045924955 |
0.3131757117 |
0.0166883835 |
0.0049439712 |
| Symbol |
W |
M |
P |
Det |
Earning |
DS |
Alpha |
Beta |
Rsquare |
Excess |
FEZ | W | M | P | 0.0108997077 |
0.0419098884 |
0.0048978574 |
1.3541377452 |
0.7809860166 |
0.0047760853 |
HON | W | M | P | 0.0112529118 |
0.0576013662 |
0.0048907137 |
1.4354394497 |
0.4645739475 |
0.004751633 |
ROK | W | M | P | 0.0120165655 |
0.0828574523 |
0.0048911442 |
1.6076379819 |
0.281620259 |
0.0047176885 |
PCAR | W | M | P | 0.0121255275 |
0.0688493773 |
0.004887515 |
1.6330408098 |
0.4208667789 |
0.0047110257 |
PRU | W | M | P | 0.0105861677 |
0.0554925874 |
0.0045078929 |
1.3713806064 |
0.4568741602 |
0.004487403 |
UTX | W | M | P | 0.0090310229 |
0.0435106568 |
0.00436722 |
1.0522473594 |
0.4375170607 |
0.0043704483 |
TOL | W | M | P | 0.0110651609 |
0.1044893861 |
0.0041697004 |
1.555754111 |
0.1658395629 |
0.0042634826 |
CB | W | M | P | 0.0076887659 |
0.0332045592 |
0.0042136872 |
0.7840473721 |
0.4170995873 |
0.0041534934 |
PG | W | M | P | 0.0070572742 |
0.040981546 |
0.0042218763 |
0.639722679 |
0.1822877087 |
0.0041034093 |
PVX | W | M | P | 0.0066886535 |
0.0542341881 |
0.0042440039 |
0.5515619763 |
0.0773736166 |
0.0040909695 |
TRID | W | M | P | 0.0162174311 |
0.1909682304 |
0.0030675522 |
2.96687603 |
0.1805623399 |
0.0039722593 |
SWK | W | M | P | 0.0089341914 |
0.0544695519 |
0.0035999644 |
1.2035086095 |
0.3652088736 |
0.0037406971 |
AEP | W | M | P | 0.0067918319 |
0.0465084687 |
0.003864379 |
0.6604921423 |
0.1508765884 |
0.0035724901 |
NTAP | W | M | P | 0.011117802 |
0.1116055846 |
0.0026277903 |
1.9155168951 |
0.2203690863 |
0.0034902181 |
IBM | W | M | P | 0.0077572218 |
0.051201161 |
0.0033852464 |
0.9864053111 |
0.2776525736 |
0.0033708168 |
ERIC | W | M | P | 0.0118987318 |
0.1035466492 |
0.0018070961 |
2.2768752952 |
0.3617071202 |
0.0032792756 |
DIS | W | M | P | 0.007336875 |
0.0511446372 |
0.003374367 |
0.8940211102 |
0.2285840308 |
0.0032489666 |
TXN | W | M | P | 0.0100782849 |
0.0898004174 |
0.0020317129 |
1.8154681061 |
0.3057532777 |
0.0031099718 |
FINL | W | M | P | 0.0073172888 |
0.1596596986 |
0.0031220174 |
0.9465377503 |
0.0262927419 |
0.0030480121 |
NYA | W | M | P | 0.0074752676 |
0.0287502743 |
0.0029929607 |
1.0112983308 |
0.9256037251 |
0.0030090402 |
| Symbol |
W |
M |
P |
Det |
Earning |
DS |
Alpha |
Beta |
Rsquare |
Excess |
BDK | W | M | P | 0.0075735282 |
0.0659695342 |
0.0027126681 |
1.0967074529 |
0.2067498976 |
0.0028642989 |
MNT | W | M | P | 0.0079910522 |
0.0902206376 |
0.001862293 |
1.3827710569 |
0.1757273425 |
0.0025736885 |
CL | W | M | P | 0.005195871 |
0.0436631367 |
0.003834269 |
0.3072047108 |
0.037031936 |
0.0024857716 |
T | W | M | P | 0.0068815597 |
0.0515666865 |
0.0021324432 |
1.0714959282 |
0.3229930263 |
0.0022858971 |
XLI | W | M | P | 0.0066553224 |
0.0335787572 |
0.0021374358 |
1.0193257791 |
0.689361989 |
0.0021809437 |
TYC | W | M | P | 0.0065665911 |
0.0586023219 |
0.0020806656 |
1.0121146798 |
0.2231415347 |
0.0021088132 |
QQQQ | W | M | P | 0.0067219534 |
0.0461746156 |
2.437793E-4 |
1.4616059302 |
0.7495567302 |
0.0015665804 |
IYR | W | M | P | 0.0061636609 |
0.051799953 |
9.581339E-4 |
1.1744711943 |
0.3845710097 |
0.0014742215 |
AMD | W | M | P | 0.0077859084 |
0.167922914 |
-0.0041379897 |
2.6902707304 |
0.1920094165 |
0.001246595 |
MHP | W | M | P | 0.0056367191 |
0.0546224825 |
0.0013019687 |
0.9780065094 |
0.2398231733 |
0.0012315754 |
XLP | W | M | P | 0.0050734193 |
0.0229792148 |
0.0026897274 |
0.5378086467 |
0.4097658459 |
0.0011922253 |
AU | W | M | P | 0.0055491687 |
0.1039127782 |
0.0013475196 |
0.9479762204 |
0.0622597781 |
0.0011782346 |
TGT | W | M | P | 0.0053117732 |
0.0630404651 |
0.0016325435 |
0.8301080274 |
0.1297122722 |
0.0010595523 |
AA | W | M | P | 0.005678297 |
0.0779984593 |
-0.0011777886 |
1.5468704174 |
0.2942296114 |
8.055405E-4 |
MDC | W | M | P | 0.0050737918 |
0.0900504142 |
0.0014902897 |
0.8085099346 |
0.0603045283 |
7.935111E-4 |
CHN | W | M | P | 0.0060334047 |
0.1003759354 |
-0.0034173558 |
2.1322810568 |
0.3375827871 |
7.509209E-4 |
VTI | W | M | P | 0.0052014492 |
0.0287805144 |
6.126928E-4 |
1.0353153898 |
0.9680521928 |
7.429803E-4 |
XRX | W | M | P | 0.0050291289 |
0.0524224937 |
0.0011456556 |
0.8761894762 |
0.2089831518 |
6.812438E-4 |
CSCO | W | M | P | 0.0052597057 |
0.0701922774 |
-0.0012514427 |
1.4690455808 |
0.3276743095 |
5.632742E-4 |
COMPX | W | M | P | 0.005147601 |
0.0411734171 |
-7.843401E-4 |
1.3383648359 |
0.7904343767 |
5.34511E-4 |
| Symbol |
W |
M |
P |
Det |
Earning |
DS |
Alpha |
Beta |
Rsquare |
Excess |
SBUX | W | M | P | 0.004990676 |
0.0754377544 |
-1.92364E-4 |
1.1693977143 |
0.1797618531 |
4.775498E-4 |
EBAY | W | M | P | 0.0053990739 |
0.1035719886 |
-0.0041999272 |