CopyofFF_Analysis_FSCRX_16_18.xlsx
FSCRX 2016-2018
| dateff | mktrf | smb | hml | umd | rf | Rfund | Rfund-rf |
| 20160129 | -0.0577 | -0.0336 | 0.021 | 0.0137 | 0.0001 | -0.063588 | -0.063688 |
| 20160229 | -0.0007 | 0.0078 | -0.0048 | -0.0409 | 0.0002 | 0.025465 | 0.025265 |
| 20160331 | 0.0696 | 0.0087 | 0.0112 | -0.0514 | 0.0002 | 0.079227 | 0.079027 |
| 20160429 | 0.0092 | 0.0068 | 0.0326 | -0.0623 | 0.0001 | 0.015705 | 0.015605 |
| 20160531 | 0.0178 | -0.0026 | -0.0181 | 0.0194 | 0.0001 | 0.011147 | 0.011047 |
| 20160630 | -0.0005 | 0.0065 | -0.0149 | 0.0421 | 0.0002 | -0.019559 | -0.019759 |
| 20160729 | 0.0395 | 0.0265 | -0.0113 | -0.0305 | 0.0002 | 0.044251 | 0.044051 |
| 20160831 | 0.005 | 0.0115 | 0.0331 | -0.0309 | 0.0002 | 0.003473 | 0.003273 |
| 20160930 | 0.0025 | 0.0202 | -0.0148 | -0.0055 | 0.0002 | 0.002077 | 0.001877 |
| 20161031 | -0.0202 | -0.0437 | 0.0418 | 0.0065 | 0.0002 | -0.043178 | -0.043378 |
| 20161130 | 0.0486 | 0.0549 | 0.0827 | -0.0422 | 0.0001 | 0.119856 | 0.119756 |
| 20161230 | 0.0182 | 0.0007 | 0.036 | -0.0036 | 0.0003 | 0.024528 | 0.024228 |
| 20170131 | 0.0194 | -0.0102 | -0.0278 | -0.0097 | 0.0004 | 0.005373 | 0.004973 |
| 20170228 | 0.0357 | -0.02 | -0.018 | -0.0166 | 0.0004 | 0.001257 | 0.000857 |
| 20170331 | 0.0017 | 0.0119 | -0.0318 | -0.0092 | 0.0003 | 0.000628 | 0.000328 |
| 20170428 | 0.0109 | 0.0073 | -0.019 | 0.0053 | 0.0005 | 0.005648 | 0.005148 |
| 20170531 | 0.0106 | -0.0255 | -0.0378 | 0.0147 | 0.0006 | -0.017785 | -0.018385 |
| 20170630 | 0.0078 | 0.0216 | 0.0132 | -0.0025 | 0.0006 | 0.025836 | 0.025236 |
| 20170731 | 0.0187 | -0.014 | -0.0028 | 0.0163 | 0.0007 | -0.002257 | -0.002957 |
| 20170831 | 0.0016 | -0.0169 | -0.0224 | 0.0357 | 0.0009 | -0.02391 | -0.02481 |
| 20170929 | 0.0251 | 0.0454 | 0.0303 | -0.012 | 0.0009 | 0.04237 | 0.04147 |
| 20171031 | 0.0225 | -0.0194 | -0.0006 | 0.043 | 0.0009 | 0.021912 | 0.021012 |
| 20171130 | 0.0312 | -0.0066 | -0.0005 | -0.0075 | 0.0008 | 0.017402 | 0.016602 |
| 20171229 | 0.0106 | -0.0126 | 0.0014 | -0.016 | 0.0009 | 0.001762 | 0.000862 |
| 20180131 | 0.0558 | -0.0303 | -0.0137 | 0.0393 | 0.0011 | 0.018054 | 0.016954 |
| 20180228 | -0.0365 | 0.0028 | -0.0119 | 0.0398 | 0.0011 | -0.027258 | -0.028358 |
| 20180329 | -0.0235 | 0.0393 | -0.0011 | -0.0126 | 0.0012 | -0.004389 | -0.005589 |
| 20180430 | 0.0029 | 0.011 | 0.0053 | 0.0027 | 0.0014 | 0.004069 | 0.002669 |
| 20180531 | 0.0265 | 0.0524 | -0.0316 | 0.0376 | 0.0014 | 0.032421 | 0.031021 |
| 20180629 | 0.0048 | 0.0117 | -0.0239 | -0.0243 | 0.0014 | -0.006454 | -0.007854 |
| 20180731 | 0.0319 | -0.0215 | 0.0039 | -0.0161 | 0.0016 | 0.005313 | 0.003713 |
| 20180831 | 0.0344 | 0.0123 | -0.0412 | 0.053 | 0.0016 | 0.020008 | 0.018408 |
| 20180928 | 0.0006 | -0.0237 | -0.0134 | -0.0009 | 0.0015 | -0.018505 | -0.020005 |
| 20181031 | -0.0768 | -0.0468 | 0.0341 | -0.0182 | 0.0019 | -0.081071 | -0.082971 |
| 20181130 | 0.0169 | -0.0074 | 0.0019 | -0.014 | 0.0018 | 0.017234 | 0.015434 |
| 20181231 | -0.0955 | -0.026 | -0.0151 | 0.0173 | 0.0019 | -0.097167 | -0.099067 |
Romanov88
