project_2.xlsx
WRDS
| PERMNO | Names Date | Company Name | Returns |
| 11308 | 2009/12/31 | COCA COLA CO | -0.003497 |
| 11308 | 2010/01/29 | COCA COLA CO | -0.048246 |
| 11308 | 2010/02/26 | COCA COLA CO | -0.028203 |
| 11308 | 2010/03/31 | COCA COLA CO | 0.051593 |
| 11308 | 2010/04/30 | COCA COLA CO | -0.028182 |
| 11308 | 2010/05/28 | COCA COLA CO | -0.038354 |
| 11308 | 2010/06/30 | COCA COLA CO | -0.016342 |
| 11308 | 2010/07/30 | COCA COLA CO | 0.099561 |
| 11308 | 2010/08/31 | COCA COLA CO | 0.014017 |
| 11308 | 2010/09/30 | COCA COLA CO | 0.055071 |
| 11308 | 2010/10/29 | COCA COLA CO | 0.047847 |
| 11308 | 2010/11/30 | COCA COLA CO | 0.037345 |
| 11308 | 2010/12/31 | COCA COLA CO | 0.041159 |
| 11308 | 2011/01/31 | COCA COLA CO | -0.044397 |
| 11308 | 2011/02/28 | COCA COLA CO | 0.017025 |
| 11308 | 2011/03/31 | COCA COLA CO | 0.045213 |
| 11308 | 2011/04/29 | COCA COLA CO | 0.016883 |
| 11308 | 2011/05/31 | COCA COLA CO | -0.009635 |
| 11308 | 2011/06/30 | COCA COLA CO | 0.014219 |
| 11308 | 2011/07/29 | COCA COLA CO | 0.0107 |
| 11308 | 2011/08/31 | COCA COLA CO | 0.035877 |
| 11308 | 2011/09/30 | COCA COLA CO | -0.034351 |
| 11308 | 2011/10/31 | COCA COLA CO | 0.011249 |
| 11308 | 2011/11/30 | COCA COLA CO | -0.009075 |
| 11308 | 2011/12/30 | COCA COLA CO | 0.040756 |
| 11308 | 2012/01/31 | COCA COLA CO | -0.034872 |
| 11308 | 2012/02/29 | COCA COLA CO | 0.034503 |
| 11308 | 2012/03/30 | COCA COLA CO | 0.066705 |
| 11308 | 2012/04/30 | COCA COLA CO | 0.031212 |
| 11308 | 2012/05/31 | COCA COLA CO | -0.020833 |
| 11308 | 2012/06/29 | COCA COLA CO | 0.053125 |
| 11308 | 2012/07/31 | COCA COLA CO | 0.03338 |
| 11308 | 2012/08/31 | COCA COLA CO | -0.074257 |
| 11308 | 2012/09/28 | COCA COLA CO | 0.020989 |
| 11308 | 2012/10/31 | COCA COLA CO | -0.019773 |
| 11308 | 2012/11/30 | COCA COLA CO | 0.026762 |
| 11308 | 2012/12/31 | COCA COLA CO | -0.04404 |
| 11308 | 2013/01/31 | COCA COLA CO | 0.02731 |
| 11308 | 2013/02/28 | COCA COLA CO | 0.039742 |
| 11308 | 2013/03/28 | COCA COLA CO | 0.051653 |
| 11308 | 2013/04/30 | COCA COLA CO | 0.046736 |
| 11308 | 2013/05/31 | COCA COLA CO | -0.05528 |
| 11308 | 2013/06/28 | COCA COLA CO | 0.010002 |
| 11308 | 2013/07/31 | COCA COLA CO | -0.000748 |
| 11308 | 2013/08/30 | COCA COLA CO | -0.047405 |
| 11308 | 2013/09/30 | COCA COLA CO | -0.000524 |
| 11308 | 2013/10/31 | COCA COLA CO | 0.044615 |
| 11308 | 2013/11/29 | COCA COLA CO | 0.022744 |
| 11308 | 2013/12/31 | COCA COLA CO | 0.027868 |
| 11308 | 2014/01/31 | COCA COLA CO | -0.084483 |
| 11308 | 2014/02/28 | COCA COLA CO | 0.010048 |
| 11308 | 2014/03/31 | COCA COLA CO | 0.020026 |
| 11308 | 2014/04/30 | COCA COLA CO | 0.055096 |
| 11308 | 2014/05/30 | COCA COLA CO | 0.002942 |
| 11308 | 2014/06/30 | COCA COLA CO | 0.042899 |
| 11308 | 2014/07/31 | COCA COLA CO | -0.072474 |
| 11308 | 2014/08/29 | COCA COLA CO | 0.061848 |
| 11308 | 2014/09/30 | COCA COLA CO | 0.029842 |
| 11308 | 2014/10/31 | COCA COLA CO | -0.018284 |
| 11308 | 2014/11/28 | COCA COLA CO | 0.077722 |
| 11308 | 2014/12/31 | COCA COLA CO | -0.05822 |
| 11775 | 2009/12/31 | JOHNSON OUTDOORS INC | 0.028421 |
| 11775 | 2010/01/29 | JOHNSON OUTDOORS INC | 0.085977 |
| 11775 | 2010/02/26 | JOHNSON OUTDOORS INC | 0.01508 |
| 11775 | 2010/03/31 | JOHNSON OUTDOORS INC | 0.053853 |
| 11775 | 2010/04/30 | JOHNSON OUTDOORS INC | 0.119824 |
| 11775 | 2010/05/28 | JOHNSON OUTDOORS INC | 0.131393 |
| 11775 | 2010/06/30 | JOHNSON OUTDOORS INC | -0.217663 |
| 11775 | 2010/07/30 | JOHNSON OUTDOORS INC | 0.131556 |
| 11775 | 2010/08/31 | JOHNSON OUTDOORS INC | -0.218382 |
| 11775 | 2010/09/30 | JOHNSON OUTDOORS INC | 0.288442 |
| 11775 | 2010/10/29 | JOHNSON OUTDOORS INC | 0.113885 |
| 11775 | 2010/11/30 | JOHNSON OUTDOORS INC | -0.093137 |
| 11775 | 2010/12/31 | JOHNSON OUTDOORS INC | -0.033205 |
| 11775 | 2011/01/31 | JOHNSON OUTDOORS INC | 0.215655 |
| 11775 | 2011/02/28 | JOHNSON OUTDOORS INC | 0.014455 |
| 11775 | 2011/03/31 | JOHNSON OUTDOORS INC | -0.016192 |
| 11775 | 2011/04/29 | JOHNSON OUTDOORS INC | 0.092166 |
| 11775 | 2011/05/31 | JOHNSON OUTDOORS INC | -0.038577 |
| 11775 | 2011/06/30 | JOHNSON OUTDOORS INC | 0.073354 |
| 11775 | 2011/07/29 | JOHNSON OUTDOORS INC | 0.041472 |
| 11775 | 2011/08/31 | JOHNSON OUTDOORS INC | -0.112731 |
| 11775 | 2011/09/30 | JOHNSON OUTDOORS INC | -0.027813 |
| 11775 | 2011/10/31 | JOHNSON OUTDOORS INC | 0.208713 |
| 11775 | 2011/11/30 | JOHNSON OUTDOORS INC | -0.112964 |
| 11775 | 2011/12/30 | JOHNSON OUTDOORS INC | -0.069133 |
| 11775 | 2012/01/31 | JOHNSON OUTDOORS INC | 0.108143 |
| 11775 | 2012/02/29 | JOHNSON OUTDOORS INC | -0.03351 |
| 11775 | 2012/03/30 | JOHNSON OUTDOORS INC | 0.1618 |
| 11775 | 2012/04/30 | JOHNSON OUTDOORS INC | -0.032984 |
| 11775 | 2012/05/31 | JOHNSON OUTDOORS INC | -0.01516 |
| 11775 | 2012/06/29 | JOHNSON OUTDOORS INC | 0.13249 |
| 11775 | 2012/07/31 | JOHNSON OUTDOORS INC | 0.016019 |
| 11775 | 2012/08/31 | JOHNSON OUTDOORS INC | -0.030578 |
| 11775 | 2012/09/28 | JOHNSON OUTDOORS INC | 0.054214 |
| 11775 | 2012/10/31 | JOHNSON OUTDOORS INC | -0.087892 |
| 11775 | 2012/11/30 | JOHNSON OUTDOORS INC | 0.07022 |
| 11775 | 2012/12/31 | JOHNSON OUTDOORS INC | -0.045977 |
| 11775 | 2013/01/31 | JOHNSON OUTDOORS INC | 0.078313 |
| 11775 | 2013/02/28 | JOHNSON OUTDOORS INC | 0.065177 |
| 11775 | 2013/03/28 | JOHNSON OUTDOORS INC | 0.041958 |
| 11775 | 2013/04/30 | JOHNSON OUTDOORS INC | -0.01594 |
| 11775 | 2013/05/31 | JOHNSON OUTDOORS INC | 0.054987 |
| 11775 | 2013/06/28 | JOHNSON OUTDOORS INC | 0.006061 |
| 11775 | 2013/07/31 | JOHNSON OUTDOORS INC | 0.022892 |
| 11775 | 2013/08/30 | JOHNSON OUTDOORS INC | -0.010993 |
| 11775 | 2013/09/30 | JOHNSON OUTDOORS INC | 0.064708 |
| 11775 | 2013/10/31 | JOHNSON OUTDOORS INC | 0.025541 |
| 11775 | 2013/11/29 | JOHNSON OUTDOORS INC | 0.044112 |
| 11775 | 2013/12/31 | JOHNSON OUTDOORS INC | -0.059008 |
| 11775 | 2014/01/31 | JOHNSON OUTDOORS INC | -0.115213 |
| 11775 | 2014/02/28 | JOHNSON OUTDOORS INC | -0.071939 |
| 11775 | 2014/03/31 | JOHNSON OUTDOORS INC | 0.152312 |
| 11775 | 2014/04/30 | JOHNSON OUTDOORS INC | -0.173682 |
| 11775 | 2014/05/30 | JOHNSON OUTDOORS INC | 0.192069 |
| 11775 | 2014/06/30 | JOHNSON OUTDOORS INC | 0.034068 |
| 11775 | 2014/07/31 | JOHNSON OUTDOORS INC | -0.103295 |
| 11775 | 2014/08/29 | JOHNSON OUTDOORS INC | 0.148742 |
| 11775 | 2014/09/30 | JOHNSON OUTDOORS INC | -0.022273 |
| 11775 | 2014/10/31 | JOHNSON OUTDOORS INC | 0.163127 |
| 11775 | 2014/11/28 | JOHNSON OUTDOORS INC | 0.008985 |
| 11775 | 2014/12/31 | JOHNSON OUTDOORS INC | 0.029024 |
| 14593 | 2009/12/31 | APPLE INC | 0.054134 |
| 14593 | 2010/01/29 | APPLE INC | -0.088591 |
| 14593 | 2010/02/26 | APPLE INC | 0.06538 |
| 14593 | 2010/03/31 | APPLE INC | 0.14847 |
| 14593 | 2010/04/30 | APPLE INC | 0.111021 |
| 14593 | 2010/05/28 | APPLE INC | -0.016125 |
| 14593 | 2010/06/30 | APPLE INC | -0.020827 |
| 14593 | 2010/07/30 | APPLE INC | 0.022741 |
| 14593 | 2010/08/31 | APPLE INC | -0.055005 |
| 14593 | 2010/09/30 | APPLE INC | 0.167215 |
| 14593 | 2010/10/29 | APPLE INC | 0.060723 |
| 14593 | 2010/11/30 | APPLE INC | 0.03379 |
| 14593 | 2010/12/31 | APPLE INC | 0.03667 |
| 14593 | 2011/01/31 | APPLE INC | 0.051959 |
| 14593 | 2011/02/28 | APPLE INC | 0.040935 |
| 14593 | 2011/03/31 | APPLE INC | -0.013314 |
| 14593 | 2011/04/29 | APPLE INC | 0.004656 |
| 14593 | 2011/05/31 | APPLE INC | -0.006569 |
| 14593 | 2011/06/30 | APPLE INC | -0.03496 |
| 14593 | 2011/07/29 | APPLE INC | 0.163285 |
| 14593 | 2011/08/31 | APPLE INC | -0.014469 |
| 14593 | 2011/09/30 | APPLE INC | -0.009121 |
| 14593 | 2011/10/31 | APPLE INC | 0.061523 |
| 14593 | 2011/11/30 | APPLE INC | -0.055783 |
| 14593 | 2011/12/30 | APPLE INC | 0.059655 |
| 14593 | 2012/01/31 | APPLE INC | 0.127111 |
| 14593 | 2012/02/29 | APPLE INC | 0.188311 |
| 14593 | 2012/03/30 | APPLE INC | 0.105284 |
| 14593 | 2012/04/30 | APPLE INC | -0.025969 |
| 14593 | 2012/05/31 | APPLE INC | -0.010702 |
| 14593 | 2012/06/29 | APPLE INC | 0.010853 |
| 14593 | 2012/07/31 | APPLE INC | 0.045822 |
| 14593 | 2012/08/31 | APPLE INC | 0.093539 |
| 14593 | 2012/09/28 | APPLE INC | 0.002803 |
| 14593 | 2012/10/31 | APPLE INC | -0.107607 |
| 14593 | 2012/11/30 | APPLE INC | -0.012413 |
| 14593 | 2012/12/31 | APPLE INC | -0.090738 |
| 14593 | 2013/01/31 | APPLE INC | -0.144094 |
| 14593 | 2013/02/28 | APPLE INC | -0.025116 |
| 14593 | 2013/03/28 | APPLE INC | 0.002855 |
| 14593 | 2013/04/30 | APPLE INC | 0.000271 |
| 14593 | 2013/05/31 | APPLE INC | 0.022596 |
| 14593 | 2013/06/28 | APPLE INC | -0.118303 |
| 14593 | 2013/07/31 | APPLE INC | 0.141225 |
| 14593 | 2013/08/30 | APPLE INC | 0.083389 |
| 14593 | 2013/09/30 | APPLE INC | -0.021481 |
| 14593 | 2013/10/31 | APPLE INC | 0.096386 |
| 14593 | 2013/11/29 | APPLE INC | 0.069673 |
| 14593 | 2013/12/31 | APPLE INC | 0.008902 |
| 14593 | 2014/01/31 | APPLE INC | -0.107697 |
| 14593 | 2014/02/28 | APPLE INC | 0.057311 |
| 14593 | 2014/03/31 | APPLE INC | 0.019953 |
| 14593 | 2014/04/30 | APPLE INC | 0.099396 |
| 14593 | 2014/05/30 | APPLE INC | 0.078293 |
| 14593 | 2014/06/30 | APPLE INC | 0.027662 |
| 14593 | 2014/07/31 | APPLE INC | 0.028731 |
| 14593 | 2014/08/29 | APPLE INC | 0.077092 |
| 14593 | 2014/09/30 | APPLE INC | -0.017073 |
| 14593 | 2014/10/31 | APPLE INC | 0.07196 |
| 14593 | 2014/11/28 | APPLE INC | 0.105556 |
| 14593 | 2014/12/31 | APPLE INC | -0.071891 |
| 84788 | 2009/12/31 | AMAZON COM INC | -0.010227 |
| 84788 | 2010/01/29 | AMAZON COM INC | -0.067722 |
| 84788 | 2010/02/26 | AMAZON COM INC | -0.055897 |
| 84788 | 2010/03/31 | AMAZON COM INC | 0.146706 |
| 84788 | 2010/04/30 | AMAZON COM INC | 0.009796 |
| 84788 | 2010/05/28 | AMAZON COM INC | -0.084902 |
| 84788 | 2010/06/30 | AMAZON COM INC | -0.129125 |
| 84788 | 2010/07/30 | AMAZON COM INC | 0.078986 |
| 84788 | 2010/08/31 | AMAZON COM INC | 0.058868 |
| 84788 | 2010/09/30 | AMAZON COM INC | 0.258191 |
| 84788 | 2010/10/29 | AMAZON COM INC | 0.052018 |
| 84788 | 2010/11/30 | AMAZON COM INC | 0.061551 |
| 84788 | 2010/12/31 | AMAZON COM INC | 0.026226 |
| 84788 | 2011/01/31 | AMAZON COM INC | -0.057556 |
| 84788 | 2011/02/28 | AMAZON COM INC | 0.021516 |
| 84788 | 2011/03/31 | AMAZON COM INC | 0.039471 |
| 84788 | 2011/04/29 | AMAZON COM INC | 0.087048 |
| 84788 | 2011/05/31 | AMAZON COM INC | 0.004494 |
| 84788 | 2011/06/30 | AMAZON COM INC | 0.039656 |
| 84788 | 2011/07/29 | AMAZON COM INC | 0.088171 |
| 84788 | 2011/08/31 | AMAZON COM INC | -0.032761 |
| 84788 | 2011/09/30 | AMAZON COM INC | 0.004646 |
| 84788 | 2011/10/31 | AMAZON COM INC | -0.012579 |
| 84788 | 2011/11/30 | AMAZON COM INC | -0.099386 |
| 84788 | 2011/12/30 | AMAZON COM INC | -0.099797 |
| 84788 | 2012/01/31 | AMAZON COM INC | 0.123281 |
| 84788 | 2012/02/29 | AMAZON COM INC | -0.075859 |
| 84788 | 2012/03/30 | AMAZON COM INC | 0.126996 |
| 84788 | 2012/04/30 | AMAZON COM INC | 0.145129 |
| 84788 | 2012/05/31 | AMAZON COM INC | -0.081889 |
| 84788 | 2012/06/29 | AMAZON COM INC | 0.072519 |
| 84788 | 2012/07/31 | AMAZON COM INC | 0.021677 |
| 84788 | 2012/08/31 | AMAZON COM INC | 0.064166 |
| 84788 | 2012/09/28 | AMAZON COM INC | 0.024369 |
| 84788 | 2012/10/31 | AMAZON COM INC | -0.084252 |
| 84788 | 2012/11/30 | AMAZON COM INC | 0.082256 |
| 84788 | 2012/12/31 | AMAZON COM INC | -0.004682 |
| 84788 | 2013/01/31 | AMAZON COM INC | 0.058317 |
| 84788 | 2013/02/28 | AMAZON COM INC | -0.004633 |
| 84788 | 2013/03/28 | AMAZON COM INC | 0.008401 |
| 84788 | 2013/04/30 | AMAZON COM INC | -0.047581 |
| 84788 | 2013/05/31 | AMAZON COM INC | 0.060636 |
| 84788 | 2013/06/28 | AMAZON COM INC | 0.031538 |
| 84788 | 2013/07/31 | AMAZON COM INC | 0.084735 |
| 84788 | 2013/08/30 | AMAZON COM INC | -0.067193 |
| 84788 | 2013/09/30 | AMAZON COM INC | 0.112677 |
| 84788 | 2013/10/31 | AMAZON COM INC | 0.164374 |
| 84788 | 2013/11/29 | AMAZON COM INC | 0.081285 |
| 84788 | 2013/12/31 | AMAZON COM INC | 0.013135 |
| 84788 | 2014/01/31 | AMAZON COM INC | -0.100554 |
| 84788 | 2014/02/28 | AMAZON COM INC | 0.009507 |
| 84788 | 2014/03/31 | AMAZON COM INC | -0.071072 |
| 84788 | 2014/04/30 | AMAZON COM INC | -0.095833 |
| 84788 | 2014/05/30 | AMAZON COM INC | 0.027685 |
| 84788 | 2014/06/30 | AMAZON COM INC | 0.03913 |
| 84788 | 2014/07/31 | AMAZON COM INC | -0.036302 |
| 84788 | 2014/08/29 | AMAZON COM INC | 0.08323 |
| 84788 | 2014/09/30 | AMAZON COM INC | -0.048962 |
| 84788 | 2014/10/31 | AMAZON COM INC | -0.052661 |
| 84788 | 2014/11/28 | AMAZON COM INC | 0.108623 |
| 84788 | 2014/12/31 | AMAZON COM INC | -0.08354 |