Regression from Feb 2012 - Oct 2013

Rm-Rf SMB HML Mom Alpha R2
0.91 0.17 -0.44 -0.39 -1.79% 0.628
Standard error 0.2370 0.4461 0.4715 0.3368 0.0087
t-statistics 3.85 0.39 -0.93 -1.15 -0.17

Fund Profile

Symbol SMH
Issuer Market Vectors
Type ETF
Region USA
Style Sector

Rolling Charts:


Fund Returns from Feb 2012 - Oct 2013

Month RaR Rm-Rf SMB HML Mom Rf
201202 2.93 4.43 -1.65 0.04 -0.28 0.00
201203 3.76 3.11 -0.23 -0.07 1.46 0.00
201204 -3.37 -0.84 -0.61 -0.20 3.84 0.00
201205 -10.19 -6.20 -0.10 0.10 6.61 0.01
201206 3.75 3.88 0.82 0.46 -1.14 0.00
201207 0.03 0.79 -2.59 0.02 3.06 0.00
201208 2.25 2.56 0.72 0.59 -2.51 0.01
201209 -4.03 2.74 0.49 1.57 -1.02 0.01
201210 -1.74 -1.75 -1.07 4.17 0.12 0.01
201211 3.06 0.77 0.67 -1.10 0.37 0.01
201212 3.09 1.18 1.66 3.28 -2.92 0.01
201301 6.09 5.58 0.49 1.35 -1.87 0.00
201302 2.39 1.28 -0.38 0.31 1.47 0.00
201303 1.17 4.03 0.84 -0.06 2.08 0.00
201304 4.28 1.56 -2.43 0.36 0.34 0.00
201305 3.35 2.81 1.93 1.31 -1.89 0.00
201306 -1.57 -1.21 1.23 -0.45 0.65 0.00
201307 2.31 5.65 1.85 0.79 1.69 0.00
201308 -3.68 -2.69 0.28 -2.46 0.05 0.00
201309 7.38 3.76 2.85 -1.51 3.01 0.00
201310 -0.73 4.17 -1.52 1.39 0.11 0.00

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