Date,MktRF,SMB,HML,RMW,CMA,RF
19630701,-0.67,0,-0.32,-0.01,0.15,0.012
19630702,0.79,-0.27,0.27,-0.07,-0.19,0.012
19630703,0.63,-0.17,-0.09,0.17,-0.33,0.012
19630705,0.4,0.08,-0.28,0.08,-0.33,0.012
19630708,-0.63,0.04,-0.18,-0.29,0.13,0.012
19630709,0.45,0,0.1,0.14,-0.04,0.012
19630710,-0.18,0.21,0.01,0.06,-0.07,0.012
19630711,-0.16,0.14,-0.3,-0.06,0.05,0.012
19630712,-0.12,0.02,-0.11,0.12,0.04,0.012
19630715,-0.62,0.07,-0.03,0.17,-0.06,0.012
19630716,-0.07,-0.08,0.14,-0.06,-0.07,0.012
19630717,-0.33,-0.07,0.15,0.04,0.1,0.012
19630718,-0.54,0.27,0.05,-0.03,0.32,0.012
19630719,-0.23,-0.06,-0.05,0.16,-0.31,0.012
19630722,-0.7,-0.11,-0.31,-0.01,-0.1,0.012
19630723,0.01,-0.1,-0.2,0.04,-0.08,0.012
19630724,0.46,-0.1,-0.01,-0.11,-0.31,0.012
19630725,-0.04,0.14,0.26,-0.16,0.18,0.012
19630726,0.35,-0.14,0.07,0.04,-0.08,0.012
19630729,0.11,-0.17,0.26,0.07,-0.11,0.012
19630730,0.84,-0.29,-0.27,0.53,-0.4,0.012
19630731,-0.13,0.11,-0.01,-0.15,0.34,0.012
19630801,-0.08,-0.12,-0.12,0.17,-0.02,0.011
19630802,0.29,-0.14,0.15,-0.05,0.02,0.011
19630805,0.57,-0.42,0.16,0.03,0.11,0.011
19630806,0.6,-0.34,0.25,0.01,-0.03,0.011
19630807,-0.19,0.04,0.17,-0.19,0.14,0.011
19630808,0.14,-0.01,-0.25,0.29,-0.33,0.011
19630809,0.6,-0.09,-0.06,0.22,-0.17,0.011
19630812,0.24,0.2,0.41,-0.13,0.32,0.011
19630813,0.27,-0.26,-0.03,0.05,-0.04,0.011
19630814,0.3,-0.08,0.21,-0.19,0.05,0.011
19630815,0.43,-0.29,0.37,-0.19,0,0.011
19630816,0.15,0.07,0.1,0.04,-0.18,0.011
19630819,-0.05,-0.01,-0.1,-0.06,-0.06,0.011
19630820,-0.05,0.02,-0.25,0.02,0.09,0.011
19630821,-0.11,0.34,-0.12,-0.07,0.09,0.011
19630822,0.39,0.07,0.09,-0.09,-0.31,0.011
19630823,0.34,0,0.1,0.06,-0.03,0.011
19630826,0.18,-0.12,0.14,0.11,-0.2,0.011
19630827,-0.44,0.1,-0.05,-0.01,0.14,0.011
19630828,0.77,0.08,0.44,0.12,0.21,0.011
19630829,0.18,0.11,0.02,0.1,0.11,0.011
19630830,0.44,0.11,-0.09,0.13,-0.29,0.011
19630903,0.23,0.07,0.06,0.02,0.2,0.014
19630904,-0.01,0.06,-0.06,-0.39,-0.05,0.014
19630905,0.47,-0.1,0.11,-0.09,0.03,0.014
19630906,-0.27,-0.17,-0.01,0.13,-0.04,0.014
19630909,-0.36,-0.25,-0.01,0.05,0.13,0.014
19630910,0.52,-0.17,0.42,0.06,-0.24,0.014
19630911,0.24,-0.2,0.2,-0.07,0.32,0.014
19630912,-0.09,0.11,-0.11,-0.2,-0.13,0.014
19630913,0.02,0.35,-0.15,-0.31,0.12,0.014
19630916,-0.16,0.15,0.19,-0.08,-0.38,0.014
19630917,0.03,-0.2,0.17,0.05,0.08,0.014
19630918,-0.43,0.12,-0.24,-0.15,-0.06,0.014
19630919,0.52,-0.39,0.17,0.15,-0.02,0.014
19630920,0.04,-0.07,-0.01,0.09,-0.34,0.014
19630923,-0.5,-0.09,-0.21,0.09,0.15,0.014
19630924,0.35,-0.33,0.13,-0.07,0.07,0.014
19630925,-0.58,-0.25,-0.08,-0.41,0.15,0.014
19630926,-0.81,0.47,-0.35,-0.06,0.29,0.014
19630927,-0.18,0.28,-0.22,0.2,-0.07,0.014
19630930,-0.6,0.2,0.08,0.21,-0.06,0.014
19631001,0.65,-0.21,0.25,-0.05,-0.13,0.013
19631002,0.1,-0.13,0,0.02,-0.12,0.013
19631003,0.67,-0.29,0.85,-0.35,0.17,0.013
19631004,0,0.03,0.06,0,0.16,0.013
19631007,-0.23,0.18,-0.02,-0.19,-0.02,0.013
19631008,-0.14,0.19,0.25,-0.03,-0.21,0.013
19631009,-0.61,0.15,-0.05,-0.01,0.2,0.013
19631010,0.08,-0.03,0.15,0.07,-0.09,0.013
19631011,0.13,0.39,0.08,0.01,-0.02,0.013
19631014,0.05,-0.01,0.07,0.1,-0.21,0.013
19631015,0.17,-0.29,0.14,0.01,0.02,0.013
19631016,0.89,-0.34,0.27,0.18,-0.41,0.013
19631017,0.14,0.1,-0.25,0.24,-0.01,0.013
19631018,0.09,0.11,-0.24,0.19,-0.06,0.013
19631021,0.03,-0.22,-0.3,0.55,0.08,0.013
19631022,-0.54,0.34,-0.46,0.27,-0.33,0.013
19631023,0.03,-0.12,-0.05,0.1,-0.1,0.013
19631024,0.35,-0.07,0.47,0.07,-0.12,0.013
19631025,0.85,-0.43,-0.89,0.63,-0.95,0.013
19631028,0.41,-0.78,-0.28,0.69,-0.41,0.013
19631029,-0.04,-0.29,-0.07,0.26,0.29,0.013
19631030,-0.79,0.43,-0.06,-0.22,0.5,0.013
19631031,0.21,-0.04,0.11,0.12,-0.32,0.013
19631101,-0.18,0.26,0.19,-0.22,0.22,0.015
19631104,-0.43,0.08,0.36,-0.22,0.45,0.015
19631106,-0.77,0.1,0.25,-0.12,0.51,0.015
19631107,0.33,0.05,-0.04,-0.07,-0.23,0.015
19631108,0.54,0.06,0.12,0.11,-0.16,0.015
19631111,0.2,0.22,0.15,0.13,-0.07,0.015
19631112,-0.37,0.25,-0.29,0.2,-0.18,0.015
19631113,0.05,0.05,-0.08,0.05,-0.12,0.015
19631114,-0.41,0.12,-0.03,-0.11,0.35,0.015
19631115,-0.75,0.35,0,-0.15,0.61,0.015
19631118,-0.74,0.08,-0.23,0.26,-0.04,0.015
19631119,0.1,-0.31,0.35,-0.17,0.07,0.015
19631120,0.76,-0.96,-0.35,0.26,0.53,0.015
19631121,-1.25,-0.11,0.03,-0.44,0.39,0.015
19631122,-2.9,-0.58,0.05,0.62,0.5,0.015
19631126,3.94,-1.22,0.87,-0.37,-0.36,0.015
19631127,-0.16,0.35,0.13,-0.02,-0.07,0.015
19631129,1.34,0.33,0.31,-0.23,-0.18,0.015
19631202,0.53,-0.31,-0.21,0.5,-0.35,0.014
19631203,-0.05,-0.07,-0.2,0.12,0.2,0.014
19631204,0.25,0.11,0.12,-0.13,0.16,0.014
19631205,0.57,-0.7,0.12,-0.24,0.35,0.014
19631206,-0.32,0.19,0.08,-0.12,0.01,0.014
19631209,-0.11,0.02,-0.16,0.12,-0.35,0.014
19631210,0.06,-0.13,0.2,0.19,0.18,0.014
19631211,-0.14,0.05,0.09,-0.27,-0.16,0.014
19631212,-0.03,-0.16,-0.07,0.06,0.37,0.014
19631213,0.16,-0.06,0.11,-0.13,-0.02,0.014
19631216,0.25,-0.48,-0.03,0.03,-0.2,0.014
19631217,0.44,-0.64,0.06,0.2,-0.7,0.014
19631218,-0.18,-0.14,0.57,-0.43,0.61,0.014
19631219,-0.33,-0.08,-0.44,-0.02,0.25,0.014
19631220,-0.2,-0.23,0.11,-0.06,0.44,0.014
19631223,-0.6,0.25,-0.07,-0.46,0.09,0.014
19631224,0.23,0.18,-0.15,0.27,-0.59,0.014
19631226,0.47,0.13,0.08,-0.07,0.03,0.014
19631227,0.16,0.09,-0.14,-0.11,-0.08,0.014
19631230,0.1,-0.31,-0.17,0.47,-0.4,0.014
19631231,0.56,0.44,-0.11,0.2,-0.15,0.014
19640102,0.6,0.62,0.59,-0.36,0.04,0.013
19640103,0.17,0.22,0.38,-0.31,0.45,0.013
19640106,0.23,0.11,0.02,-0.23,0.4,0.013
19640107,0.04,0.21,0.76,-0.45,0.93,0.013
19640108,0.34,0.03,-0.15,0.23,-0.02,0.013
19640109,0.3,-0.15,-0.32,0.46,-0.85,0.013
19640110,-0.04,0.02,-0.12,0.16,-0.01,0.013
19640113,-0.1,0.12,0.45,-0.22,0.37,0.013
19640114,0.15,-0.21,0.64,-0.2,0.42,0.013
19640115,0.24,-0.28,-0.11,-0.05,-0.34,0.013
19640116,-0.1,0.22,-0.32,-0.22,0.05,0.013
19640117,-0.02,0.28,-0.03,0.19,0.02,0.013
19640120,-0.21,0.15,-0.54,0.42,-0.27,0.013
19640121,0.26,-0.43,0.07,0.13,0.24,0.013
19640122,0.48,-0.22,0.41,-0.31,-0.03,0.013
19640123,0.09,0,0.16,0.46,0,0.013
19640124,0.04,0.32,0.18,-0.06,-0.22,0.013
19640127,-0.11,-0.45,0.06,-0.36,0.41,0.013
19640128,-0.01,-0.22,0.18,-0.16,0.21,0.013
19640129,-0.58,-0.01,-0.15,-0.18,0.02,0.013
19640130,0.04,0.07,-0.3,0.88,-0.13,0.013
19640131,0.38,-0.33,-0.19,0.35,-0.21,0.013
19640203,0,0.03,0.06,-0.33,0.19,0.014
19640204,-0.13,-0.29,-0.2,-0.14,0.3,0.014
19640205,-0.08,0.07,0.29,0.02,0.39,0.014
19640206,0.24,0.04,-0.23,0.06,-0.04,0.014
19640207,0.37,-0.03,0.12,0.12,0.34,0.014
19640210,-0.13,0.14,-0.22,0.14,-0.14,0.014
19640211,0.33,-0.05,-0.14,0.22,0.37,0.014
19640212,0.3,0.04,0.18,-0.01,-0.12,0.014
19640213,0.08,0,-0.06,0.15,-0.33,0.014
19640214,-0.04,0.05,0.23,-0.23,-0.21,0.014
19640217,0.03,0.19,0.27,0.13,0.24,0.014
19640218,0.01,-0.23,0.53,0.02,0.12,0.014
19640219,0.11,-0.01,0.05,0.19,-0.23,0.014
19640220,0.09,0.01,0.7,-0.39,0.19,0.014
19640224,0.1,-0.02,0.46,-0.01,0,0.014
19640225,0.04,-0.07,0.17,0.13,-0.19,0.014
19640226,0.28,0.19,0.22,0.15,-0.02,0.014
19640227,-0.27,0.22,-0.08,-0.09,0.14,0.014
19640228,0.21,0.02,0.42,-0.07,-0.17,0.014
19640302,0.22,-0.06,0.32,-0.21,0.19,0.015
19640303,0.26,-0.35,-0.25,0.06,0.26,0.015
19640304,-0.2,0.02,-0.11,-0.46,0.06,0.015
19640305,0,0.18,0.22,0.05,-0.17,0.015
19640306,0.32,0.33,0.01,0.03,0.06,0.015
19640309,0.01,0.02,0.42,-0.02,0,0.015
19640310,0.28,-0.37,0.25,0.2,0.11,0.015
19640311,0.4,-0.25,0.19,-0.09,0.26,0.015
19640312,0.18,-0.05,0.17,-0.12,-0.04,0.015
19640313,0.09,0.11,0.1,-0.24,0.27,0.015
19640316,0.03,0.05,-0.22,-0.06,-0.12,0.015
19640317,0.19,0.06,0.25,0.01,-0.01,0.015
19640318,0.1,0.07,0.5,-0.39,0.34,0.015
19640319,-0.09,0.09,0.02,0.1,0.04,0.015
19640320,-0.42,0.31,0.1,-0.18,0.21,0.015
19640323,0.01,0.35,-0.07,0.13,0.02,0.015
19640324,-0.18,0.14,0.3,-0.12,0.3,0.015
19640325,0.24,0.26,0.6,-0.31,0.16,0.015
19640326,0.26,0.19,0.66,-0.2,0.33,0.015
19640330,-0.1,0.05,0.06,-0.11,0.46,0.015
19640331,-0.19,0.19,-0.3,-0.03,0.09,0.015
19640401,0.34,0.25,0.65,-0.05,0.04,0.013
19640402,0.57,-0.03,0.29,0.27,0.33,0.013
19640403,0.22,0,-0.41,0.13,-0.09,0.013
19640406,0.07,0.11,0.28,-0.43,0.02,0.013
19640407,-0.34,0.22,-0.44,-0.13,-0.27,0.013
19640408,0.01,0.39,0.17,0.06,0,0.013
19640409,0,0.12,-0.16,0.15,0.04,0.013
19640410,0.19,0.05,0.1,-0.13,-0.16,0.013
19640413,-0.08,-0.08,-0.21,-0.05,0.23,0.013
19640414,0.19,-0.2,-0.13,0.39,-0.18,0.013
19640415,0.11,-0.17,-0.56,-0.2,0.24,0.013
19640416,0.08,-0.15,-0.07,-0.2,-0.01,0.013
19640417,0.38,-0.21,0.27,0.2,0,0.013
19640420,-0.07,-0.21,-0.17,0.03,-0.04,0.013
19640421,-0.01,-0.21,-0.1,-0.01,-0.43,0.013
19640422,-0.05,-0.2,0.21,-0.35,-0.21,0.013
19640423,-0.16,-0.4,-0.03,-0.4,0.05,0.013
19640424,-0.77,-0.17,-0.41,0.24,-0.21,0.013
19640427,-0.54,-0.03,0.22,-0.3,0.07,0.013
19640428,0.64,-0.15,0.77,-0.26,-0.08,0.013
19640429,-0.4,-0.21,-0.7,-0.13,-0.46,0.013
19640430,-0.25,-0.25,-0.04,-0.13,0.04,0.013
19640501,0.78,-0.16,0.32,0.07,-0.34,0.013
19640504,0.45,0.11,0.22,-0.18,-0.07,0.013
19640505,0.46,-0.49,0.12,0.06,-0.56,0.013
19640506,0.26,-0.2,0.19,-0.04,0.34,0.013
19640507,0.11,-0.06,0.73,-0.15,0.67,0.013
19640508,-0.18,-0.01,0.11,-0.12,0.06,0.013
19640511,-0.03,0.06,0.01,-0.06,-0.08,0.013
19640512,0.32,-0.18,0.04,0.16,-0.02,0.013
19640513,-0.25,-0.01,-0.17,-0.02,-0.08,0.013
19640514,-0.11,0.27,-0.02,0.03,0.01,0.013
19640515,0.15,-0.25,-0.06,0.09,0.12,0.013
19640518,-0.33,0,-0.21,-0.04,-0.06,0.013
19640519,-0.44,0.36,-0.15,0.11,0.44,0.013
19640520,0.42,-0.18,0.43,0.07,-0.17,0.013
19640521,0.07,-0.07,-0.2,0.24,-0.28,0.013
19640522,0.05,0.22,0.08,0.09,-0.06,0.013
19640525,-0.12,-0.06,0.07,0.12,0.01,0.013
19640526,-0.17,0.12,0.15,-0.26,-0.01,0.013
19640527,-0.15,-0.28,0.23,-0.32,0.21,0.013
19640528,0.16,0.13,0.01,-0.1,0.09,0.013
19640601,-0.35,0,0.04,-0.2,0.09,0.014
19640602,-0.52,-0.13,-0.07,-0.06,0.07,0.014
19640603,-0.26,-0.11,0.19,-0.25,0.38,0.014
19640604,-1.03,-0.05,-0.33,0.11,0.16,0.014
19640605,0.42,-0.11,0.16,0.07,0.02,0.014
19640608,-0.46,0.05,-0.16,0.05,-0.07,0.014
19640609,0.56,-0.2,0.46,0.28,0.09,0.014
19640610,0.37,-0.02,-0.2,0.25,-0.08,0.014
19640611,0.3,-0.03,-0.36,0.09,-0.47,0.014
19640612,-0.23,0.23,0.1,0.18,-0.06,0.014
19640615,0.45,0.04,0.05,0.04,-0.25,0.014
19640616,0.51,0.01,0.35,0.09,-0.04,0.014
19640617,0.51,-0.1,0.12,-0.63,-0.1,0.014
19640618,0,0.03,0.09,-0.26,0.13,0.014
19640619,0.1,0.02,0.11,0.03,0,0.014
19640622,0.25,-0.17,0.36,-0.39,-0.08,0.014
19640623,-0.38,0.42,-0.24,0.1,0.22,0.014
19640624,0.35,0.03,0.23,-0.07,0.07,0.014
19640625,0.2,0.02,-0.02,-0.1,0.3,0.014
19640626,0.26,0.25,0.15,-0.23,-0.04,0.014
19640629,0.18,-0.01,-0.17,0.12,0.1,0.014
19640630,0.03,-0.08,-0.16,0.35,-0.34,0.014
19640701,0.62,-0.15,0.38,-0.26,-0.11,0.013
19640702,0.39,0.07,-0.26,0.04,-0.28,0.013
19640706,0.41,-0.11,-0.09,0.25,-0.21,0.013
19640707,0.15,-0.15,0.1,0.18,0.1,0.013
19640708,0.02,0.03,0.11,-0.01,0.15,0.013
19640709,0.13,0.3,-0.11,-0.23,0.32,0.013
19640710,0.19,0.04,0.43,0.15,0.24,0.013
19640713,-0.07,0.08,0.04,0.25,-0.13,0.013
19640714,-0.29,0.23,0.09,-0.33,0.29,0.013
19640715,0.37,-0.01,-0.35,0.31,-0.08,0.013
19640716,0.31,-0.19,0.18,-0.24,0.11,0.013
19640717,0.44,-0.16,-0.27,0.28,0.02,0.013
19640720,-0.31,0.17,0.09,-0.16,0.11,0.013
19640721,-0.19,0.12,-0.13,0.04,-0.09,0.013
19640722,0.02,0.01,0.01,0.11,0.31,0.013
19640723,-0.03,0.14,0.12,0.08,0.09,0.013
19640724,-0.03,0.11,-0.05,-0.01,0.16,0.013
19640727,-0.48,-0.07,0.28,-0.09,0.22,0.013
19640728,-0.24,0.15,0.05,0.14,0.06,0.013
19640729,0.13,-0.08,-0.02,0.23,-0.07,0.013
19640730,0.13,-0.13,-0.01,-0.31,0.09,0.013
19640731,0.07,0.1,0.1,-0.27,0.52,0.013
19640803,-0.24,-0.27,0.23,-0.03,0.06,0.013
19640804,-1.13,-0.14,-0.05,-0.23,0.54,0.013
19640805,0.16,-0.4,0.05,-0.05,-0.22,0.013
19640806,-0.87,0.41,-0.09,0.21,0.11,0.013
19640807,0.56,-0.09,-0.14,-0.01,-0.04,0.013
19640810,0.02,0.03,-0.2,-0.03,0.01,0.013
19640811,-0.01,0.13,0.17,-0.26,-0.2,0.013
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