Factors

Shell Global

BG Group

R-Squared

0.08924274

0.085201916

Slope

0.5559461

−0.369905664

Intercept

0.00129533

−0.001258658

Steyx

0.01149988

0.00784828

Absolute value of t-statistics

1.96%

1.96%

Mean

0.12%

−0.12%

Median

0.17%

−0.21%

Days in estimation

30

30