1M Treasury Bill | 0.05423 | |||
Factor Risk Premiums | S&P-Rf | CPI-Rf | M2-Rf | IndProd-Rf |
0.783212087 | 0.180902788 | 0.511069565 | −0.02132696 | |
Significant Coefficient | APPL | MRK | PG | NKE |
SP500_PCH | 0.010201105 | 0.000947565 | 0.00325375 | 0.007692842 |
APPL | MRK | PG | NKE | |
Expected Returns | 6.22% | 5.50% | 5.68% | 6.03% |