F382 Project 2 Final

Market Data Company 4 Mkt-RF SMB HML RF Date Open High Low Close 201407 -2.04 -4.26 -0.02 0 41821 103.4 105.09 97.02 97.09 201408 4.24 0.38 -0.43 0 41852 96.67 99.16 94.87 97.33 201409 -1.97 -3.71 -1.36 0 41883 97.63 100.39 96.51 98.29 201410 2.52 4.24 -1.85 0 41913 98.44 105.84 94.05 104.91 201411 2.55 -2.03 -3.12 0 41944 104.91 111.09 104.66 109.92 201412 -0.06 2.48 2.29 0 41974 110.3 113.1 106.47 111.17 201501 -3.11 -0.54 -3.61 0 42005 111.27 114.4 98.29 98.84 201502 6.13 0.6 -1.85 0 42036 99 102.82 98.34 101.73 201503 -1.12 3.06 -0.41 0 42064 101.73 102.37 96.32 96.94 201504 0.59 -3.04 1.83 0 42095 96.49 101.98 94.88 100.53 201505 1.36 0.91 -1.1 0 42125 100.95 102.84 98.58 99.22 201506 -1.53 2.88 -0.76 0 42156 99.77 101.68 96.81 96.91 201507 1.54 -4.2 -4.07 0 42186 97.52 102.76 94.15 102.36 201508 -6.04 0.36 2.8 0 42217 102.49 104.07 93.64 97.65 201509 -3.07 -2.63 0.57 0 42248 95.81 101.79 94.65 98.69 201510 7.75 -1.86 -0.46 0 42278 99 107.32 96.96 103.02 201511 0.56 3.6 -0.38 0 42309 103.01 105.37 101.43 103.01 201512 -2.17 -2.81 -2.59 0.01 42339 103.46 104.5 95.82 96.23 201601 -5.77 -3.39 2.06 0.01 42370 95.34 96.1 87.3 93.2 201602 -0.07 0.81 -0.57 0.02 42401 92.04 99.5 92.04 96.55 201603 6.96 0.76 1.1 0.02 42430 97.43 106.61 97.03 105.47 201604 0.91 0.67 3.21 0.01 42461 104.92 107.21 103.41 105.07 201605 1.78 -0.19 -1.66 0.01 42491 105.32 105.6 100.05 103.09 201606 -0.05 0.59 -1.45 0.02 42522 103.08 107.74 101.95 107.72 201607 3.95 2.49 -1.31 0.02 42552 107.6 111.83 105.96 108.1 201608 0.49 1.16 3.16 0.02 42583 108.14 111.03 106.92 109.22 201609 0.25 2.13 -1.22 0.02 42614 109.51 110.72 106.07 109.36 201610 -2.02 -4.4 4.12 0.02 42644 109.36 109.61 105.87 107.76 201611 4.86 5.68 8.2 0.01 42675 108.02 116.96 106.16 115.92 201612 1.81 0.11 3.56 0.03 42705 116.04 120.44 114.36 114.64 201701 1.94 -1.16 -2.73 0.04 42736 115.52 118.19 108.68 109.13 201702 3.57 -2.05 -1.66 0.04 42767 107.79 109.34 103.23 105.76 201703 0.17 1.13 -3.37 0.03 42795 106.97 108.97 103.75 107.3 201704 1.09 0.72 -2.15 0.05 42826 107.66 109.3 103.56 107.46 201705 1.06 -2.55 -3.76 0.06 42856 107.42 107.83 102.12 105.97 201706 0.78 2.24 1.48 0.06 42887 106.49 111.55 105.7 110.59 201707 1.87 -1.46 -0.22 0.07 42917 110.9 113.76 106.98 110.29 201708 0.16 -1.65 -2.07 0.09 42948 110.8 115.64 109.65 114.36 201709 2.51 4.45 3.09 0.09 42979 114.72 120.42 113.54 120.09 201710 2.25 -1.93 0.23 0.09 43009 120 121.75 116.52 117.53 201711 3.12 -0.56 -0.05 0.08 43040 117.94 122 111.3 121.45 201712 1.06 -1.32 0.03 0.09 43070 121.89 125.16 116.33 119.15 201801 5.57 -3.18 -1.36 0.12 43101 120.04 135.53 119.61 127.32

201802 -3.65 0.26 -1.03 0.11 43132 119.22 121 103.81 104.41 201803 -2.35 4.06 -0.23 0.11 43160 104.96 111.2 101.45 104.66 201804 0.28 1.1 0.48 0.14 43191 104.33 114.46 102.4 113.5 201805 2.65 5.31 -3.13 0.14 43221 113.55 118.77 108.16 116.12 201806 0.48 1.12 -2.33 0.14 43252 116.69 119.17 105.1 106.23 201807 3.19 -2.24 0.45 0.16 43282 105.87 121.36 104.94 119.89 201808 3.44 1.13 -3.98 0.16 43313 119.89 124.44 117.72 122.88 201809 0.06 -2.29 -1.7 0.15 43344 123.79 125.09 115.73 116.75 201810 -7.68 -4.78 3.43 0.19 43374 118.55 119.22 103.83 106.54 201811 1.69 -0.69 0.26 0.18 43405 106.89 115.44 105.48 115.29 201812 -9.57 -2.41 -1.9 0.2 43435 116.62 117.29 89.89 97.53 201901 8.4 2.9 -0.44 0.21 43466 96.12 108 94.19 105.4 201902 3.4 2.04 -2.68 0.18 43497 105.72 112.28 105.26 110.2 201903 1.1 -2.98 -4.05 0.19 43525 110.94 112.9 104.94 111.74 201904 3.97 -1.72 2.17 0.21 43556 113.19 115.03 103.02 106.22 201905 -6.94 -1.33 -2.37 0.21 43586 106.06 106.95 92.65 92.92 201906 6.93 0.28 -0.71 0.18 43617 92.84 103.69 92.83 103.27 201907 1.19 -2.04 0.57 0.19 43647 104.58 121.3 101.16 119.47 201908 -2.58 -2.33 -4.89 0.16 43678 118.87 120.77 110.51 118.66 201909 1.43 -0.97 6.88 0.18 43709 117.66 123.63 116.19 119.82 201910 2.06 0.25 -1.91 0.16 43739 120.25 120.7 111.78 115.17 201911 3.87 0.85 -2.09 0.12 43770 116.46 125.31 116.11 119.73 201912 2.77 0.7 1.8 0.14 43800 120.09 121.32 114.25 117.06 202001 -0.11 -3.13 -6.17 0.13 43831 117.68 119.24 103.09 103.52 202002 -8.13 1.02 -3.75 0.12 43862 104.16 107.79 87.67 90.49 202003 -13.39 -4.89 -13.92 0.13 43891 92.05 103.8 82 93.42 202004 13.65 2.56 -1.3 0 43922 90.91 103.75 88.35 94.66 202005 5.58 2.53 -4.92 0.01 43952 93.23 101.1 88.85 99.71 202006 2.46 2.67 -2.12 0.01 43983 99.48 112.02 98.36 111.18 202007 5.77 -2.28 -1.53 0.01 44013 117.86 145.5 113.05 142.76 202008 7.63 -0.28 -2.95 0.01 44044 143.47 165.22 140.54 163.62 202009 -3.63 0.05 -2.58 0.01 44075 163.13 171.98 154.63 166.63 202010 -2.1 4.4 4.14 0.01 44105 169.04 178.01 155.25 157.11 202011 12.47 5.63 2.1 0.01 44136 158.88 173.11 156.97 171.07 202012 4.63 4.83 -1.41 0.01 44166 173.51 175.94 163.63 168.4 202101 -0.03 7.12 3 0.01 44197 168.4 168.54 154.76 155 202102 2.78 2.04 7.2 0 44228 156.2 168.23 154.91 157.83 202103 3.08 -2.41 7.41 0 44256 159.55 171 157.55 169.99 202104 4.93 -3.12 -0.95 0 44287 170.18 205.77 168.83 203.86 202105 0.29 -0.28 7.04 0 44317 207.42 219.59 207.12 214.6 202106 2.75 1.76 -7.82 0 44348 215.59 216.55 195.47 207.97 202107 1.27 -3.96 -1.74 0 44378 209.39 214.93 188.32 191.36 202108 2.91 -0.46 -0.15 0 44409 192.35 199.51 190.1 195.63 202109 -4.37 0.75 5.06 0 44440 195.72 199.25 182 182.1 202110 6.65 -2.3 -0.48 0 44470 182.89 220.24 177.13 213.47

202111 -1.55 -1.36 -0.42 0 44501 214.86 216.49 198.1 198.37 202112 3.1 -1.6 3.22 0.01 44531 200.88 216.34 193.82 214.34 202201 -6.25 -5.93 12.74 0 44562 214.65 219.45 192.74 202.21 202202 -2.29 2.18 3.09 0 44593 225.01 233.72 199.05 210.42 202203 3.05 -1.61 -1.82 0.01 44621 209.47 223.97 198.53 214.46 202204 -9.46 -1.4 6.16 0.01 44652 214.9 215.21 179.56 179.98 202205 -0.34 -1.87 8.38 0.03 44682 180.28 184.61 165.34 182.25 202206 -8.43 2.09 -5.93 0.06 44713 182.24 188.88 176.49 176.55