Rm-Rf | SMB | HML | Mom | Alpha | R2 | |
---|---|---|---|---|---|---|
0.46 | 0.35 | 0.15 | -0.11 | 6.23% | 0.135 | |
Standard error | 0.1420 | 0.2011 | 0.1849 | 0.1090 | 0.0058 | |
t-statistics | 3.27 | 1.74 | 0.81 | -1.04 | 0.90 |
Symbol | PWO |
---|---|
Issuer | PowerShares |
Type | ETF |
Region | USA |
Style | Mid Growth |
Month | RaR | Rm-Rf | SMB | HML | Mom | Rf |
---|---|---|---|---|---|---|
200003 | 0.00 | 5.20 | -16.39 | 7.67 | -6.85 | 0.47 |
200004 | 9.68 | -6.40 | -7.73 | 9.13 | -8.46 | 0.46 |
200005 | -1.76 | -4.43 | -4.85 | 3.72 | -9.09 | 0.50 |
200006 | -4.19 | 4.64 | 13.70 | -10.05 | 16.53 | 0.40 |
200007 | -4.38 | -2.45 | -2.80 | 8.51 | -0.07 | 0.48 |
200008 | 4.58 | 7.14 | -0.89 | -1.28 | 5.77 | 0.50 |
200009 | 0.63 | -5.44 | -1.87 | 6.85 | 2.22 | 0.51 |
200010 | -0.62 | -2.77 | -3.66 | 4.79 | -4.68 | 0.56 |
200011 | 0.00 | -10.73 | -3.10 | 12.42 | -2.50 | 0.51 |
200012 | 0.00 | 1.19 | 1.55 | 6.13 | 6.81 | 0.50 |
200101 | 9.37 | 3.12 | 7.03 | -5.70 | -24.97 | 0.54 |
200102 | -9.14 | -10.08 | -1.15 | 13.87 | 12.59 | 0.39 |
200103 | 0.00 | -7.27 | 0.55 | 6.36 | 8.38 | 0.44 |
200104 | 0.63 | 7.95 | 0.27 | -4.36 | -8.15 | 0.39 |
200105 | 1.25 | 0.73 | 2.99 | 2.77 | 2.13 | 0.32 |
200106 | -1.23 | -1.93 | 6.38 | -2.14 | 0.28 | 0.28 |
200107 | -3.12 | -2.13 | -4.22 | 5.62 | 5.55 | 0.30 |
200108 | 6.13 | -6.46 | 2.13 | 3.37 | 5.57 | 0.31 |
200109 | -8.81 | -9.26 | -6.61 | 1.80 | 11.55 | 0.28 |
200110 | 11.33 | 2.47 | 6.88 | -7.03 | -8.43 | 0.22 |
200111 | 7.78 | 7.54 | 0.38 | 0.69 | -8.57 | 0.17 |
200112 | 0.00 | 1.60 | 5.14 | 0.43 | -0.03 | 0.15 |
200201 | 4.17 | -1.44 | 1.12 | 3.45 | 3.69 | 0.14 |
200202 | 7.73 | -2.29 | -1.61 | 3.91 | 6.80 | 0.13 |
200203 | 3.47 | 4.24 | 4.30 | 1.17 | -1.72 | 0.13 |
200204 | 12.44 | -5.20 | 5.86 | 4.21 | 7.92 | 0.15 |
200205 | -3.83 | -1.38 | -3.72 | 2.54 | 3.16 | 0.14 |
200206 | -2.65 | -7.21 | 3.49 | 1.56 | 6.17 | 0.13 |
200207 | -6.82 | -8.18 | -5.14 | -3.63 | 3.41 | 0.15 |
200208 | -1.95 | 0.50 | -2.26 | 2.24 | 1.73 | 0.14 |
200209 | -0.50 | -10.35 | 2.70 | 1.23 | 9.11 | 0.14 |
200210 | -10.00 | 7.83 | -2.98 | -6.49 | -5.47 | 0.14 |
200211 | 11.11 | 5.96 | 3.17 | -1.57 | -16.29 | 0.12 |
200212 | 0.00 | -5.76 | -0.45 | 3.90 | 9.65 | 0.11 |
200301 | -3.00 | -2.57 | 1.40 | -0.88 | 1.55 | 0.10 |
200302 | 8.25 | -1.89 | -0.26 | -1.46 | 1.22 | 0.09 |
200303 | -4.29 | 1.09 | 0.77 | -1.67 | 1.55 | 0.10 |
200304 | 7.46 | 8.22 | 1.15 | -0.06 | -9.45 | 0.10 |
200305 | 5.09 | 6.05 | 4.78 | 0.15 | -10.73 | 0.09 |
200306 | 4.85 | 1.42 | 1.51 | 0.68 | -1.00 | 0.10 |
200307 | 21.85 | 2.34 | 5.57 | -2.11 | -0.33 | 0.07 |
200308 | -3.79 | 2.34 | 2.67 | 1.71 | -0.51 | 0.07 |
200309 | 5.56 | -1.23 | 0.55 | 1.00 | -0.06 | 0.08 |
200310 | 20.54 | 6.08 | 2.89 | 1.80 | 3.67 | 0.07 |
200311 | -7.04 | 1.35 | 2.21 | 1.46 | 1.60 | 0.07 |
200312 | -3.03 | 4.30 | -2.78 | 2.68 | -5.70 | 0.08 |
200401 | 13.00 | 2.15 | 2.63 | 1.64 | 2.59 | 0.07 |
200402 | -7.33 | 1.40 | -1.15 | 0.42 | -1.12 | 0.06 |
200403 | -7.16 | -1.33 | 1.85 | 0.04 | 0.19 | 0.09 |
200404 | -1.00 | -1.83 | -2.54 | -1.69 | -5.37 | 0.08 |
200405 | -12.31 | 1.18 | -0.16 | -0.29 | 1.65 | 0.06 |
200406 | 12.92 | 1.86 | 2.32 | 1.66 | 2.08 | 0.08 |
200407 | 0.00 | -4.07 | -3.82 | 4.48 | -2.37 | 0.10 |
200408 | -4.88 | 0.08 | -1.59 | 1.13 | -1.54 | 0.11 |
200409 | 1.69 | 1.61 | 2.89 | 0.36 | 5.26 | 0.11 |
200410 | 3.08 | 1.43 | 0.43 | -0.84 | -1.52 | 0.11 |
200411 | 1.94 | 4.54 | 4.17 | 1.93 | 3.23 | 0.15 |
200412 | 8.39 | 3.43 | 0.19 | -0.35 | -2.85 | 0.16 |
200501 | 2.74 | -2.75 | -1.65 | 2.66 | 3.12 | 0.16 |
200502 | -4.37 | 1.89 | -0.72 | 2.83 | 3.18 | 0.16 |
200503 | -3.64 | -1.96 | -1.38 | 1.75 | 0.94 | 0.21 |
200504 | 0.31 | -2.61 | -4.00 | -0.46 | -0.83 | 0.21 |
200505 | 2.48 | 3.65 | 2.99 | -1.23 | 0.41 | 0.24 |
200506 | 1.47 | 0.56 | 2.56 | 2.78 | 2.08 | 0.23 |
200507 | 0.36 | 3.92 | 2.77 | -0.45 | 0.04 | 0.24 |
200508 | 2.13 | -1.22 | -0.88 | 1.41 | 2.21 | 0.30 |
200509 | -1.26 | 0.48 | -0.68 | 1.16 | 3.48 | 0.29 |
200510 | -7.47 | -2.00 | -1.03 | -0.70 | -1.32 | 0.27 |
200511 | 6.18 | 3.62 | 1.00 | -1.85 | 0.37 | 0.31 |
200512 | 3.67 | -0.25 | -0.51 | 0.48 | 0.76 | 0.32 |
200601 | -2.92 | 3.04 | 5.33 | 1.17 | 2.80 | 0.35 |
200602 | 10.06 | -0.30 | -0.31 | -0.85 | -1.77 | 0.34 |
200603 | -1.45 | 1.46 | 3.56 | -0.11 | 1.21 | 0.37 |
200604 | 3.17 | 0.72 | -1.24 | 3.08 | 0.65 | 0.36 |
200605 | 2.56 | -3.57 | -3.04 | 2.77 | -3.73 | 0.43 |
200606 | 2.10 | -0.35 | -0.53 | 1.51 | 1.47 | 0.40 |
200607 | -4.88 | -0.78 | -3.99 | 3.27 | -2.20 | 0.40 |
200608 | 0.00 | 2.03 | 0.83 | -1.75 | -3.47 | 0.42 |
200609 | 0.00 | 1.84 | -1.24 | -0.42 | -0.94 | 0.41 |
200610 | 1.70 | 3.23 | 1.64 | 0.48 | -0.26 | 0.41 |
200611 | -9.11 | 1.71 | 0.77 | 0.48 | -1.03 | 0.42 |
200612 | 3.95 | 0.87 | -0.89 | 2.51 | 0.82 | 0.40 |
200701 | 7.74 | 1.41 | 0.09 | -0.02 | 0.26 | 0.44 |
200702 | -8.36 | -1.95 | 1.38 | 0.24 | -1.33 | 0.38 |
200703 | 3.70 | 0.68 | -0.26 | 0.39 | 2.52 | 0.43 |
200704 | -0.14 | 3.49 | -2.09 | -0.96 | -0.15 | 0.44 |
200705 | -0.63 | 3.24 | -0.04 | -0.13 | -0.30 | 0.41 |
200706 | -2.82 | -1.96 | 0.76 | -1.06 | 0.24 | 0.40 |
200707 | -6.98 | -3.74 | -2.67 | -2.99 | 2.78 | 0.40 |
200708 | 1.99 | 0.92 | -0.14 | -2.36 | 0.10 | 0.42 |
200709 | 6.55 | 3.23 | -2.46 | -2.13 | 4.61 | 0.32 |
200710 | 2.03 | 1.80 | 0.21 | -1.97 | 4.89 | 0.32 |
200711 | -4.92 | -4.82 | -2.77 | -1.09 | 0.88 | 0.34 |
200712 | 2.35 | -0.86 | 0.05 | -0.03 | 6.55 | 0.27 |
200801 | -6.33 | -6.35 | -0.77 | 3.05 | -7.83 | 0.21 |
200802 | -0.30 | -3.09 | -0.55 | -0.03 | 6.11 | 0.13 |
200803 | -0.06 | -0.94 | 0.83 | 0.28 | 4.12 | 0.17 |
200804 | 1.03 | 4.60 | -1.49 | -0.03 | -0.22 | 0.18 |
200805 | -1.66 | 1.86 | 2.98 | -0.34 | 3.20 | 0.18 |
200806 | 4.62 | -8.44 | 1.07 | -1.02 | 12.53 | 0.17 |
200807 | -3.60 | -0.77 | 3.58 | 3.69 | -5.32 | 0.15 |
200808 | -2.00 | 1.53 | 3.75 | 1.48 | -3.80 | 0.13 |
200809 | -7.09 | -9.24 | -0.34 | 4.40 | 0.34 | 0.15 |
200810 | -27.47 | -17.23 | -2.28 | -2.99 | 7.83 | 0.08 |
200811 | -13.65 | -7.86 | -3.63 | -4.94 | 7.13 | 0.03 |
200812 | -12.88 | 1.66 | 3.97 | -1.20 | -5.03 | 0.09 |
200901 | 12.95 | -8.12 | -0.98 | -9.86 | -1.88 | 0.00 |
200902 | -16.03 | -10.09 | -0.35 | -6.90 | 4.29 | 0.01 |
200903 | -2.10 | 8.95 | 0.73 | 2.60 | -11.35 | 0.02 |
200904 | 6.73 | 10.19 | 5.40 | 5.42 | -34.72 | 0.01 |
200905 | 5.39 | 5.21 | -2.66 | 0.56 | -12.47 | 0.00 |
200906 | 10.83 | 0.43 | 2.67 | -2.44 | 5.31 | 0.01 |
200908 | -0.38 | 3.32 | -0.51 | 7.59 | -8.87 | 0.01 |
200909 | -0.41 | 4.08 | 2.47 | 1.40 | -5.02 | 0.01 |
200911 | -7.43 | 5.56 | -2.65 | 0.17 | 0.37 | 0.00 |
201001 | 26.56 | -3.36 | 0.19 | 0.61 | -5.34 | 0.00 |
201002 | 3.97 | 3.40 | 1.44 | 2.74 | 3.62 | 0.00 |
201003 | 11.44 | 6.32 | 1.58 | 2.03 | 3.70 | 0.01 |
201004 | 3.02 | 2.00 | 4.94 | 3.15 | 3.14 | 0.00 |
201005 | -4.87 | -7.89 | -0.08 | -2.33 | -0.22 | 0.01 |
201006 | 14.19 | -5.56 | -2.13 | -4.26 | -2.90 | 0.01 |
201007 | 0.11 | 6.92 | 0.17 | 0.22 | 1.92 | 0.01 |
201008 | -0.31 | -4.77 | -2.94 | -1.64 | -0.13 | 0.01 |
201009 | 9.18 | 9.54 | 3.84 | -3.02 | 1.35 | 0.01 |
201010 | 10.83 | 3.88 | 1.04 | -2.30 | 1.58 | 0.01 |
201011 | -1.62 | 0.60 | 3.66 | -0.54 | 2.51 | 0.01 |
201012 | 2.08 | 6.82 | 0.78 | 3.58 | -3.21 | 0.01 |
201101 | -2.43 | 2.01 | -2.46 | 0.86 | -0.30 | 0.01 |
201102 | 12.68 | 3.49 | 1.63 | 1.67 | 2.05 | 0.01 |
201103 | -9.77 | 0.48 | 2.62 | -1.22 | 3.59 | 0.01 |
201104 | 23.71 | 2.90 | -0.32 | -2.25 | 0.08 | 0.00 |
201105 | 5.06 | -1.27 | -0.65 | -2.21 | -0.58 | 0.00 |
201106 | -8.76 | -1.75 | -0.08 | -0.42 | 1.76 | 0.00 |
201107 | 6.42 | -2.34 | -1.40 | -1.20 | 0.14 | 0.00 |
201108 | -21.32 | -6.00 | -3.30 | -1.56 | -0.35 | 0.01 |
201109 | -3.20 | -7.60 | -3.68 | -1.06 | -2.52 | 0.00 |
201110 | -0.56 | 11.34 | 3.58 | -0.90 | -1.45 | 0.00 |
201111 | -4.92 | -0.26 | -0.26 | -0.17 | 4.00 | 0.00 |
201112 | -1.20 | 0.74 | -0.57 | 1.53 | 1.89 | 0.00 |
201201 | 9.09 | 5.06 | 2.52 | -2.13 | -7.95 | 0.00 |
201202 | 24.58 | 4.43 | -1.65 | 0.04 | -0.28 | 0.00 |
201203 | -0.80 | 3.11 | -0.23 | -0.07 | 1.46 | 0.00 |
201204 | -1.83 | -0.84 | -0.61 | -0.20 | 3.84 | 0.00 |
201205 | -7.67 | -6.20 | -0.10 | 0.10 | 6.61 | 0.01 |
201206 | -10.45 | 3.88 | 0.82 | 0.46 | -1.14 | 0.00 |
201207 | -2.15 | 0.79 | -2.59 | 0.02 | 3.06 | 0.00 |
201208 | 1.59 | 2.56 | 0.72 | 0.59 | -2.51 | 0.01 |
201209 | -2.40 | 2.74 | 0.49 | 1.57 | -1.02 | 0.01 |
201210 | -8.76 | -1.75 | -1.07 | 4.17 | 0.12 | 0.01 |
201211 | -7.35 | 0.77 | 0.67 | -1.10 | 0.37 | 0.01 |
201212 | 3.37 | 1.18 | 1.66 | 3.28 | -2.92 | 0.01 |
201301 | 13.51 | 5.58 | 0.49 | 1.35 | -1.87 | 0.00 |
201302 | 8.93 | 1.28 | -0.38 | 0.31 | 1.47 | 0.00 |
201303 | -9.34 | 4.03 | 0.84 | -0.06 | 2.08 | 0.00 |
201304 | 7.20 | 1.56 | -2.43 | 0.36 | 0.34 | 0.00 |
201305 | 6.55 | 2.81 | 1.93 | 1.31 | -1.89 | 0.00 |
201306 | -3.94 | -1.21 | 1.23 | -0.45 | 0.65 | 0.00 |
201307 | 6.67 | 5.65 | 1.85 | 0.79 | 1.69 | 0.00 |
201308 | 2.83 | -2.69 | 0.28 | -2.46 | 0.05 | 0.00 |
201309 | 11.95 | 3.76 | 2.85 | -1.51 | 3.01 | 0.00 |
201310 | 4.32 | 4.17 | -1.52 | 1.39 | 0.11 | 0.00 |
201311 | -0.18 | 3.12 | 1.32 | -0.38 | 0.35 | 0.00 |
201312 | 8.22 | 2.81 | -0.44 | -0.17 | 0.05 | 0.00 |
201401 | 5.53 | -3.26 | 0.85 | -1.83 | 1.66 | 0.00 |
201402 | 4.21 | 4.65 | 0.27 | -0.48 | 2.15 | 0.00 |
201403 | 13.32 | 0.41 | -1.81 | 4.72 | -3.26 | 0.00 |
201404 | -0.36 | -0.14 | -4.23 | 1.57 | -3.80 | 0.00 |
201405 | 2.66 | 2.06 | -1.88 | -0.40 | 0.84 | 0.00 |
201406 | -7.73 | 2.59 | 2.98 | -0.63 | 0.60 | 0.00 |
201407 | -9.03 | -2.05 | -4.28 | 0.03 | -0.28 | 0.00 |
201408 | -0.42 | 4.23 | 0.49 | -0.75 | 0.74 | 0.00 |
201409 | -10.17 | -1.97 | -3.71 | -1.72 | 0.73 | 0.00 |
Use the form below to perform a regression analysis for a specific fund.
Pick a fund symbol, regression type, and optional start and end months to perform the calculation.