Factor: factor_mom250

Return: aret_01

Port1

Port2

Port3

Port4

Port5

Port6

Port7

Port8

Port9

Port10

High-Low

excess_ret

0.0010

0.0008

0.0004

0.0016

0.0027

0.0005

0.0012

−0.0004

−0.0018

−0.0059

−0.0069

t-stats

0.5301

0.5730

0.4199

1.8223

2.8856

0.6820

1.9265

−0.4205

−1.3203

−2.5043

−1.8599

ff3-alpha

0.0008

0.0001

−0.0002

0.0011

0.0019

0.0001

0.0008

−0.0003

−0.0009

−0.0034

−0.0042

t-stats

0.4264

0.0511

−0.2082

1.3045

2.3942

0.1606

1.2759

−0.3770

−0.7346

−1.8058

−1.2694