股票Carhart四因子1991-2020.11
模板:
Month | ID | RiskPremium1 | RiskPremium2 | SMB1 | SMB2 | HML1 | HML2 | UMD1 | UMD2 | UMD3 |
2005-09 | P9712 | -0.001425 | -0.004425 | 0.030512 | 0.032822 | -0.021013 | -0.025655 | -0.015376 | -0.024334 | 0.022892 |
2005-09 | P9714 | -0.001425 | -0.004425 | 0.030512 | 0.032822 | -0.021013 | -0.025655 | -0.015376 | -0.024334 | 0.022892 |
2005-09 | P9715 | 0.001575 | -0.001425 | 0.029996 | 0.032834 | -0.024332 | -0.028794 | -0.013889 | -0.022693 | 0.021788 |
2005-09 | P9713 | 0.001575 | -0.001425 | 0.029996 | 0.032834 | -0.024332 | -0.028794 | -0.014115 | -0.022918 | 0.021665 |
2005-10 | P9706 | -0.062425 | -0.061425 | -0.005455 | -0.008014 | -0.004718 | -0.0052 | 0.028414 | 0.025631 | 0.034827 |
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