Regression from Sep 2004 - Aug 2014

Rm-Rf Alpha R2
0.89 -1.48% 0.870
Standard error 0.0316 0.0014
t-statistics 28.12 -0.89

Fund Profile

Symbol JKF
Issuer iShares
Type ETF
Region USA
Style Large Value

Rolling Charts:


Fund Returns from Sep 2004 - Aug 2014

Month RaR Rm-Rf Rf
200409 0.20 1.61 0.11
200410 1.41 1.43 0.11
200411 3.86 4.54 0.15
200412 3.31 3.43 0.16
200501 -1.62 -2.75 0.16
200502 4.82 1.89 0.16
200503 -2.44 -1.96 0.21
200504 -1.13 -2.61 0.21
200505 1.69 3.65 0.24
200506 0.97 0.56 0.23
200507 2.27 3.92 0.24
200508 -0.27 -1.22 0.30
200509 1.69 0.48 0.29
200510 -2.10 -2.00 0.27
200511 2.97 3.62 0.31
200512 -0.07 -0.25 0.32
200601 4.14 3.04 0.35
200602 0.63 -0.30 0.34
200603 0.89 1.46 0.37
200604 3.08 0.72 0.36
200605 -2.42 -3.57 0.43
200606 2.03 -0.35 0.40
200607 4.32 -0.78 0.40
200608 1.47 2.03 0.42
200609 1.24 1.84 0.41
200610 2.87 3.23 0.41
200611 2.01 1.71 0.42
200612 2.67 0.87 0.40
200701 0.57 1.41 0.44
200702 -2.01 -1.95 0.38
200703 2.22 0.68 0.43
200704 3.95 3.49 0.44
200705 3.67 3.24 0.41
200706 -2.37 -1.96 0.40
200707 -4.62 -3.74 0.40
200708 2.03 0.92 0.42
200709 3.35 3.23 0.32
200710 -1.16 1.80 0.32
200711 -5.31 -4.82 0.34
200712 -0.42 -0.86 0.27
200801 -3.70 -6.35 0.21
200802 -4.82 -3.09 0.13
200803 -1.79 -0.94 0.17
200804 5.90 4.60 0.18
200805 -2.46 1.86 0.18
200806 -10.46 -8.44 0.17
200807 -1.07 -0.77 0.15
200808 0.46 1.53 0.13
200809 -5.46 -9.24 0.15
200810 -13.86 -17.23 0.08
200811 -5.14 -7.86 0.03
200812 0.05 1.66 0.09
200901 -11.11 -8.12 0.00
200902 -12.50 -10.09 0.01
200903 7.99 8.95 0.02
200904 5.55 10.19 0.01
200905 6.72 5.21 0.00
200906 -0.55 0.43 0.01
200907 7.08 7.72 0.01
200908 4.95 3.32 0.01
200909 1.80 4.08 0.01
200910 -1.71 -2.59 0.00
200911 6.12 5.56 0.00
200912 -1.13 2.75 0.01
201001 -1.85 -3.36 0.00
201002 1.82 3.40 0.00
201003 5.73 6.32 0.01
201004 1.02 2.00 0.00
201005 -8.01 -7.89 0.01
201006 -5.03 -5.56 0.01
201007 7.87 6.92 0.01
201008 -2.83 -4.77 0.01
201009 6.94 9.54 0.01
201010 2.64 3.88 0.01
201011 -0.93 0.60 0.01
201012 7.76 6.82 0.01
201101 3.00 2.01 0.01
201102 3.83 3.49 0.01
201103 0.73 0.48 0.01
201104 2.97 2.90 0.00
201105 -2.19 -1.27 0.00
201106 -1.47 -1.75 0.00
201107 -3.43 -2.34 0.00
201108 -5.86 -6.00 0.01
201109 -6.92 -7.60 0.00
201110 10.09 11.34 0.00
201111 -0.61 -0.26 0.00
201112 2.94 0.74 0.00
201201 2.24 5.06 0.00
201202 3.08 4.43 0.00
201203 2.57 3.11 0.00
201204 -0.66 -0.84 0.00
201205 -5.53 -6.20 0.01
201206 4.32 3.88 0.00
201207 2.13 0.79 0.00
201208 1.35 2.56 0.01
201209 3.57 2.74 0.01
201210 -0.62 -1.75 0.01
201211 -1.87 0.77 0.01
201212 1.89 1.18 0.01
201301 5.50 5.58 0.00
201302 1.12 1.28 0.00
201303 3.45 4.03 0.00
201304 1.94 1.56 0.00
201305 2.59 2.81 0.00
201306 -1.22 -1.21 0.00
201307 5.11 5.65 0.00
201308 -4.68 -2.69 0.00
201309 1.60 3.76 0.00
201310 4.36 4.17 0.00
201311 3.74 3.12 0.00
201312 1.98 2.81 0.00
201401 -3.93 -3.26 0.00
201402 3.20 4.65 0.00
201403 3.00 0.41 0.00
201404 1.58 -0.14 0.00
201405 0.87 2.06 0.00
201406 1.92 2.59 0.00
201407 -0.74 -2.05 0.00
201408 2.84 4.23 0.00

Other Funds


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