[Returnanalytics-commits] r3419 - in pkg/FactorAnalytics/inst: . extdata tests
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Fri Jun 13 01:38:40 CEST 2014
Author: gyollin
Date: 2014-06-13 01:38:40 +0200 (Fri, 13 Jun 2014)
New Revision: 3419
Added:
pkg/FactorAnalytics/inst/extdata/
pkg/FactorAnalytics/inst/extdata/factorDataSet.csv
pkg/FactorAnalytics/inst/extdata/timeSeriesReturns.csv
pkg/FactorAnalytics/inst/tests/
pkg/FactorAnalytics/inst/tests/test-fitTSFM.r
Log:
Unit tests
Added: pkg/FactorAnalytics/inst/extdata/factorDataSet.csv
===================================================================
--- pkg/FactorAnalytics/inst/extdata/factorDataSet.csv (rev 0)
+++ pkg/FactorAnalytics/inst/extdata/factorDataSet.csv 2014-06-12 23:38:40 UTC (rev 3419)
@@ -0,0 +1,4771 @@
+"DATE","PERMNO","GVKEY","CUSIP","TICKER","NAME","RETURN","GSECTOR","SECTOR","MARKETCAP","ENTVALUE","P2B","EV2S","EV2OIBDA"
+2000-01-31,24643,1356,"013817101","AA","ALCOA INC",-0.160392,15,"Materials",25.9563915,29.0593915,4.36902735229759,1.61118826236416,7.82007306243272
+2000-01-31,59176,1447,"025816109","AXP","AMERICAN EXPRESS CO",-0.007669,40,"Financials",66.23250625,93.81950625,6.45981724861016,3.89551180244146,20.3778249891399
+2000-01-31,19561,2285,"097023105","BA","BOEING CO",0.073906,20,"Industrials",32.8524453125,36.8784453125,2.77118897617039,0.930334140073158,10.5126697013968
+2000-01-31,59408,7647,"060505104","BAC","BANK OF AMERICA CORP",-0.034869,40,"Financials",86.928475375,213.459475375,1.92226074421742,3.77456987153416,10.8841258094534
+2000-01-31,18542,2817,"149123101","CAT","CATERPILLAR INC",-0.091368,20,"Industrials",13.7474786875,27.2344786875,2.50136075100073,1.38414711768144,8.15403553517964
+2000-01-31,76076,20779,"17275R102","CSCO","CISCO SYSTEMS INC",0.02217,45,"InformationTechnology",377.2275,373.2595,22.830448465775,21.4172308928162,74.473164405427
+2000-01-31,14541,2991,"166764100","CVX","CHEVRON CORP",-0.034632,10,"Energy",60.252796125,67.352796125,3.34644799361289,1.612390982596,7.36257063019239
+2000-01-31,11703,4087,"263534109","DD","DU PONT (E I) DE NEMOURS",-0.104364,15,"Materials",55.4334501875,65.7504501875,4.27298621656517,2.16483768561504,8.62414089552728
+2000-01-31,26403,3980,"254687106","DIS","DISNEY (WALT) CO",0.241453,25,"ConsumerDiscretionary",85.41225,95.09525,3.65697251241651,3.76943277310924,24.1358502538071
+2000-01-31,12060,5047,"369604103","GE","GENERAL ELECTRIC CO",-0.136511,20,"Industrials",512.65116,690.54616,11.5207685738685,5.76897376775271,19.6826519211036
+2000-01-31,66181,5680,"437076102","HD","HOME DEPOT INC",-0.176364,25,"ConsumerDiscretionary",130.481950125,131.090950125,10.5730451442347,3.57234985080118,31.0936788721537
+2000-01-31,27828,5606,"428236103","HPQ","HEWLETT-PACKARD CO",-0.048352,45,"InformationTechnology",108.262124,107.072124,5.60769315238786,2.2931578000514,21.8158361858191
+2000-01-31,12490,6066,"459200101","IBM","INTL BUSINESS MACHINES CORP",0.040556,45,"InformationTechnology",211.554766,236.087766,10.9778821026413,3.05054483667563,22.0725286088257
+2000-01-31,59328,6008,"458140100","INTC","INTEL CORP",0.201974,45,"InformationTechnology",441.8586875,432.3406875,12.2388357615711,13.5224786531965,30.7671995089667
+2000-01-31,22111,6266,"478160104","JNJ","JOHNSON & JOHNSON",-0.077078,35,"HealthCare",97.67033125,97.13033125,5.69506304664723,3.2637880124328,5.34740867925567
+2000-01-31,47896,2968,"46625H100","JPM","JPMORGAN CHASE & CO",0.043894,40,"Financials",71.856973125,124.622973125,3.11811556194402,2.10582921806354,6.51930179561624
+2000-01-31,11308,3144,"191216100","KO","COCA-COLA CO",-0.013948,30,"ConsumerStaples",116.118118,120.799118,13.044048303752,7.09581285244361,26.5609318381706
+2000-01-31,43449,7154,"580135101","MCD","MCDONALD'S CORP",-0.072868,25,"ConsumerDiscretionary",49.940475,56.982575,5.30655024386097,4.26031573359651,14.3157911265199
+2000-01-31,22592,7435,"88579Y101","MMM","3M CO",-0.043423,20,"Industrials",35.0538345625,37.3208345625,5.60054873981467,2.28962175230061,9.39598050415408
+2000-01-31,22752,7257,"58933Y105","MRK","MERCK & CO",0.173023,35,"HealthCare",142.961242375,145.467542375,11.8133189861755,4.10860266101973,15.686876415369
+2000-01-31,10107,12141,"594918104","MSFT","MICROSOFT CORP",-0.16167,45,"InformationTechnology",556.9625,535.7575,13.9968460997185,23.6809361739745,44.6464583333333
+2000-01-31,21936,8530,"717081103","PFE","PFIZER INC",0.115607,35,"HealthCare",141.1309940625,141.5919940625,13.8526692248233,4.94316415523321,15.0501694369154
+2000-01-31,18163,8762,"742718109","PG","PROCTER & GAMBLE CO",-0.074661,30,"ConsumerStaples",73.89635,85.19935,6.11319904037062,2.1772296330369,10.591664594729
+2000-01-31,59459,9380,"79299X952","SPC.2","ST PAUL COS",-0.103896,40,"Financials",7.2345,8.1195,1.10231601401798,0.94588769804287,3.75207948243993
+2000-01-31,66093,9899,"00206R102","T","AT&T INC",-0.115513,50,"Telecommunications",143.297455,168.948455,5.13040904371487,3.36470276029634,7.91105333395767
+2000-01-31,92655,10903,"91324P102","UNH","UNITEDHEALTH GROUP INC",-0.002353,35,"HealthCare",9.677793375,8.949793375,2.64420584016393,0.438801401010002,6.67895027985075
+2000-01-31,17830,10983,"913017109","UTX","UNITED TECHNOLOGIES CORP",-0.185577,20,"Industrials",29.956941,33.564941,4.25766642978965,1.31318235524257,9.54634271899886
+2000-01-31,65875,2136,"92343V104","VZ","VERIZON COMMUNICATIONS INC",0.012345,50,"Telecommunications",94.478223,119.451223,5.68050883838384,2.05496874139829,5.11524593182597
+2000-01-31,55976,11259,"931142103","WMT","WAL-MART STORES INC",-0.207957,30,"ConsumerStaples",244.02075,264.24675,9.4457207555934,1.2736501793013,15.4892584994138
+2000-01-31,11850,4503,"30231G102","XOM","EXXON MOBIL CORP",0.035687,10,"Energy",271.3004375,283.6944375,4.19937214611872,1.48437859721641,9.63374210472698
+2000-02-29,24643,1356,"013817101","AA","ALCOA INC",-0.013453,15,"Materials",25.9563915,29.0593915,4.36902735229759,1.61118826236416,7.82007306243272
+2000-02-29,59176,1447,"025816109","AXP","AMERICAN EXPRESS CO",-0.185508,40,"Financials",66.23250625,93.81950625,6.45981724861016,3.89551180244146,20.3778249891399
+2000-02-29,19561,2285,"097023105","BA","BOEING CO",-0.166798,20,"Industrials",32.8524453125,36.8784453125,2.77118897617039,0.930334140073158,10.5126697013968
+2000-02-29,59408,7647,"060505104","BAC","BANK OF AMERICA CORP",-0.050323,40,"Financials",86.928475375,213.459475375,1.92226074421742,3.77456987153416,10.8841258094534
+2000-02-29,18542,2817,"149123101","CAT","CATERPILLAR INC",-0.173785,20,"Industrials",13.7474786875,27.2344786875,2.50136075100073,1.38414711768144,8.15403553517964
+2000-02-29,76076,20779,"17275R102","CSCO","CISCO SYSTEMS INC",0.207192,45,"InformationTechnology",485.3660281,480.7130281,24.2367935733546,24.3621035931482,88.3014379316679
+2000-02-29,14541,2991,"166764100","CVX","CHEVRON CORP",-0.099103,10,"Energy",60.252796125,67.352796125,3.34644799361289,1.612390982596,7.36257063019239
+2000-02-29,11703,4087,"263534109","DD","DU PONT (E I) DE NEMOURS",-0.138136,15,"Materials",55.4334501875,65.7504501875,4.27298621656517,2.16483768561504,8.62414089552728
+2000-02-29,26403,3980,"254687106","DIS","DISNEY (WALT) CO",-0.077453,25,"ConsumerDiscretionary",85.41225,95.09525,3.65697251241651,3.76943277310924,24.1358502538071
+2000-02-29,12060,5047,"369604103","GE","GENERAL ELECTRIC CO",-0.009355,20,"Industrials",512.65116,690.54616,11.5207685738685,5.76897376775271,19.6826519211036
+2000-02-29,66181,5680,"437076102","HD","HOME DEPOT INC",0.020971,25,"ConsumerDiscretionary",130.5523465,130.1273465,10.0339978864038,2.92763108576314,28.1904996750433
+2000-02-29,27828,5606,"428236103","HPQ","HEWLETT-PACKARD CO",0.242494,45,"InformationTechnology",135.616815,134.215815,6.97294539565016,2.78965362071832,28.4596723918575
+2000-02-29,12490,6066,"459200101","IBM","INTL BUSINESS MACHINES CORP",-0.083563,45,"InformationTechnology",211.554766,236.087766,10.9778821026413,3.05054483667563,22.0725286088257
+2000-02-29,59328,6008,"458140100","INTC","INTEL CORP",0.142438,45,"InformationTechnology",441.8586875,432.3406875,12.2388357615711,13.5224786531965,30.7671995089667
+2000-02-29,22111,6266,"478160104","JNJ","JOHNSON & JOHNSON",-0.160145,35,"HealthCare",97.67033125,97.13033125,5.69506304664723,3.2637880124328,5.34740867925567
+2000-02-29,47896,2968,"46625H100","JPM","JPMORGAN CHASE & CO",-0.013168,40,"Financials",71.856973125,124.622973125,3.11811556194402,2.10582921806354,6.51930179561624
+2000-02-29,11308,3144,"191216100","KO","COCA-COLA CO",-0.153428,30,"ConsumerStaples",116.118118,120.799118,13.044048303752,7.09581285244361,26.5609318381706
+2000-02-29,43449,7154,"580135101","MCD","MCDONALD'S CORP",-0.153846,25,"ConsumerDiscretionary",49.940475,56.982575,5.30655024386097,4.26031573359651,14.3157911265199
+2000-02-29,22592,7435,"88579Y101","MMM","3M CO",-0.051883,20,"Industrials",35.0538345625,37.3208345625,5.60054873981467,2.28962175230061,9.39598050415408
+2000-02-29,22752,7257,"58933Y105","MRK","MERCK & CO",-0.218874,35,"HealthCare",142.961242375,145.467542375,11.8133189861755,4.10860266101973,15.686876415369
+2000-02-29,10107,12141,"594918104","MSFT","MICROSOFT CORP",-0.086845,45,"InformationTechnology",556.9625,535.7575,13.9968460997185,23.6809361739745,44.6464583333333
+2000-02-29,21936,8530,"717081103","PFE","PFIZER INC",-0.109775,35,"HealthCare",141.1309940625,141.5919940625,13.8526692248233,4.94316415523321,15.0501694369154
+2000-02-29,18163,8762,"742718109","PG","PROCTER & GAMBLE CO",-0.130489,30,"ConsumerStaples",73.89635,85.19935,6.11319904037062,2.1772296330369,10.591664594729
+2000-02-29,59459,9380,"79299X952","SPC.2","ST PAUL COS",-0.258799,40,"Financials",7.2345,8.1195,1.10231601401798,0.94588769804287,3.75207948243993
+2000-02-29,66093,9899,"00206R102","T","AT&T INC",-0.112245,50,"Telecommunications",143.297455,168.948455,5.13040904371487,3.36470276029634,7.91105333395767
+2000-02-29,92655,10903,"91324P102","UNH","UNITEDHEALTH GROUP INC",-0.035377,35,"HealthCare",9.677793375,8.949793375,2.64420584016393,0.438801401010002,6.67895027985075
+2000-02-29,17830,10983,"913017109","UTX","UNITED TECHNOLOGIES CORP",-0.034002,20,"Industrials",29.956941,33.564941,4.25766642978965,1.31318235524257,9.54634271899886
+2000-02-29,65875,2136,"92343V104","VZ","VERIZON COMMUNICATIONS INC",-0.209889,50,"Telecommunications",94.478223,119.451223,5.68050883838384,2.05496874139829,5.11524593182597
+2000-02-29,55976,11259,"931142103","WMT","WAL-MART STORES INC",-0.107306,30,"ConsumerStaples",247.297938875,266.402938875,9.11160012066615,1.53291906734067,21.3463893329327
+2000-02-29,11850,4503,"30231G102","XOM","EXXON MOBIL CORP",-0.092105,10,"Energy",271.3004375,283.6944375,4.19937214611872,1.48437859721641,9.63374210472698
+2000-03-31,24643,1356,"013817101","AA","ALCOA INC",0.025547,15,"Materials",25.9563915,29.0593915,4.36902735229759,1.61118826236416,7.82007306243272
+2000-03-31,59176,1447,"025816109","AXP","AMERICAN EXPRESS CO",0.109921,40,"Financials",66.23250625,93.81950625,6.45981724861016,3.89551180244146,20.3778249891399
+2000-03-31,19561,2285,"097023105","BA","BOEING CO",0.023689,20,"Industrials",32.8524453125,36.8784453125,2.77118897617039,0.930334140073158,10.5126697013968
+2000-03-31,59408,7647,"060505104","BAC","BANK OF AMERICA CORP",0.150815,40,"Financials",86.928475375,213.459475375,1.92226074421742,3.77456987153416,10.8841258094534
+2000-03-31,18542,2817,"149123101","CAT","CATERPILLAR INC",0.124777,20,"Industrials",13.7474786875,27.2344786875,2.50136075100073,1.38414711768144,8.15403553517964
+2000-03-31,76076,20779,"17275R102","CSCO","CISCO SYSTEMS INC",0.16974,45,"InformationTechnology",485.3660281,480.7130281,24.2367935733546,24.3621035931482,88.3014379316679
+2000-03-31,14541,2991,"166764100","CVX","CHEVRON CORP",0.237657,10,"Energy",60.252796125,67.352796125,3.34644799361289,1.612390982596,7.36257063019239
+2000-03-31,11703,4087,"263534109","DD","DU PONT (E I) DE NEMOURS",0.048267,15,"Materials",55.4334501875,65.7504501875,4.27298621656517,2.16483768561504,8.62414089552728
+2000-03-31,26403,3980,"254687106","DIS","DISNEY (WALT) CO",0.231343,25,"ConsumerDiscretionary",85.41225,95.09525,3.65697251241651,3.76943277310924,24.1358502538071
+2000-03-31,12060,5047,"369604103","GE","GENERAL ELECTRIC CO",0.178735,20,"Industrials",512.65116,690.54616,11.5207685738685,5.76897376775271,19.6826519211036
+2000-03-31,66181,5680,"437076102","HD","HOME DEPOT INC",0.116368,25,"ConsumerDiscretionary",130.5523465,130.1273465,10.0339978864038,2.92763108576314,28.1904996750433
+2000-03-31,27828,5606,"428236103","HPQ","HEWLETT-PACKARD CO",-0.010892,45,"InformationTechnology",135.616815,134.215815,6.97294539565016,2.78965362071832,28.4596723918575
+2000-03-31,12490,6066,"459200101","IBM","INTL BUSINESS MACHINES CORP",0.148418,45,"InformationTechnology",211.554766,236.087766,10.9778821026413,3.05054483667563,22.0725286088257
+2000-03-31,59328,6008,"458140100","INTC","INTEL CORP",0.167589,45,"InformationTechnology",441.8586875,432.3406875,12.2388357615711,13.5224786531965,30.7671995089667
+2000-03-31,22111,6266,"478160104","JNJ","JOHNSON & JOHNSON",-0.024306,35,"HealthCare",97.67033125,97.13033125,5.69506304664723,3.2637880124328,5.34740867925567
+2000-03-31,47896,2968,"46625H100","JPM","JPMORGAN CHASE & CO",0.094976,40,"Financials",71.856973125,124.622973125,3.11811556194402,2.10582921806354,6.51930179561624
+2000-03-31,11308,3144,"191216100","KO","COCA-COLA CO",-0.031208,30,"ConsumerStaples",116.118118,120.799118,13.044048303752,7.09581285244361,26.5609318381706
+2000-03-31,43449,7154,"580135101","MCD","MCDONALD'S CORP",0.181818,25,"ConsumerDiscretionary",49.940475,56.982575,5.30655024386097,4.26031573359651,14.3157911265199
+2000-03-31,22592,7435,"88579Y101","MMM","3M CO",0.004252,20,"Industrials",35.0538345625,37.3208345625,5.60054873981467,2.28962175230061,9.39598050415408
+2000-03-31,22752,7257,"58933Y105","MRK","MERCK & CO",0.013848,35,"HealthCare",142.961242375,145.467542375,11.8133189861755,4.10860266101973,15.686876415369
+2000-03-31,10107,12141,"594918104","MSFT","MICROSOFT CORP",0.188811,45,"InformationTechnology",556.9625,535.7575,13.9968460997185,23.6809361739745,44.6464583333333
+2000-03-31,21936,8530,"717081103","PFE","PFIZER INC",0.138132,35,"HealthCare",141.1309940625,141.5919940625,13.8526692248233,4.94316415523321,15.0501694369154
+2000-03-31,18163,8762,"742718109","PG","PROCTER & GAMBLE CO",-0.357041,30,"ConsumerStaples",73.89635,85.19935,6.11319904037062,2.1772296330369,10.591664594729
+2000-03-31,59459,9380,"79299X952","SPC.2","ST PAUL COS",0.537207,40,"Financials",7.2345,8.1195,1.10231601401798,0.94588769804287,3.75207948243993
+2000-03-31,66093,9899,"00206R102","T","AT&T INC",0.106732,50,"Telecommunications",143.297455,168.948455,5.13040904371487,3.36470276029634,7.91105333395767
+2000-03-31,92655,10903,"91324P102","UNH","UNITEDHEALTH GROUP INC",0.166846,35,"HealthCare",9.677793375,8.949793375,2.64420584016393,0.438801401010002,6.67895027985075
+2000-03-31,17830,10983,"913017109","UTX","UNITED TECHNOLOGIES CORP",0.240491,20,"Industrials",29.956941,33.564941,4.25766642978965,1.31318235524257,9.54634271899886
+2000-03-31,65875,2136,"92343V104","VZ","VERIZON COMMUNICATIONS INC",0.249042,50,"Telecommunications",94.478223,119.451223,5.68050883838384,2.05496874139829,5.11524593182597
+2000-03-31,55976,11259,"931142103","WMT","WAL-MART STORES INC",0.157238,30,"ConsumerStaples",247.297938875,266.402938875,9.11160012066615,1.53291906734067,21.3463893329327
+2000-03-31,11850,4503,"30231G102","XOM","EXXON MOBIL CORP",0.034855,10,"Energy",271.3004375,283.6944375,4.19937214611872,1.48437859721641,9.63374210472698
+2000-04-30,24643,1356,"013817101","AA","ALCOA INC",-0.076512,15,"Materials",25.114029,33.036029,2.28641924617626,1.48303236667265,7.99516674733785
+2000-04-30,59176,1447,"025816109","AXP","AMERICAN EXPRESS CO",0.005388,40,"Financials",69.482625,94.147625,6.61172566371681,3.69496173469388,20.4490931798436
+2000-04-30,19561,2285,"097023105","BA","BOEING CO",0.049587,20,"Industrials",36.0780410625,37.7960410625,2.99427679164246,0.63668285598174,7.50517098143368
+2000-04-30,59408,7647,"060505104","BAC","BANK OF AMERICA CORP",-0.065554,40,"Financials",70.765143,210.152143,1.54556290132355,3.68791490593851,11.3009326199183
+2000-04-30,18542,2817,"149123101","CAT","CATERPILLAR INC",0.008241,20,"Industrials",11.71106175,25.97806175,2.14566906375962,1.21098553747902,6.58672965263692
+2000-04-30,76076,20779,"17275R102","CSCO","CISCO SYSTEMS INC",-0.103274,45,"InformationTechnology",485.3660281,480.7130281,24.2367935733546,24.3621035931482,88.3014379316679
+2000-04-30,14541,2991,"166764100","CVX","CHEVRON CORP",-0.079108,10,"Energy",55.35440475,61.17340475,2.95223492,1.27849449820264,5.62876377898417
+2000-04-30,11703,4087,"263534109","DD","DU PONT (E I) DE NEMOURS",-0.103896,15,"Materials",45.60583125,55.49083125,3.5054443697156,1.75293250094769,7.16195550464636
+2000-04-30,26403,3980,"254687106","DIS","DISNEY (WALT) CO",0.05,25,"ConsumerDiscretionary",80.37680625,89.41680625,3.37349140644674,3.69307807079134,16.1986967844203
+2000-04-30,12060,5047,"369604103","GE","GENERAL ELECTRIC CO",0.010442,20,"Industrials",524.634916,709.889916,11.4237325204137,5.42281538179485,18.1594678195027
+2000-04-30,66181,5680,"437076102","HD","HOME DEPOT INC",-0.124031,25,"ConsumerDiscretionary",130.5523465,130.1273465,10.0339978864038,2.92763108576314,28.1904996750433
+2000-04-30,27828,5606,"428236103","HPQ","HEWLETT-PACKARD CO",0.015992,45,"InformationTechnology",135.616815,134.215815,6.97294539565016,2.78965362071832,28.4596723918575
+2000-04-30,12490,6066,"459200101","IBM","INTL BUSINESS MACHINES CORP",-0.055085,45,"InformationTechnology",192.9072415625,218.8202415625,10.19217211193,2.52667592215718,16.4625520284758
+2000-04-30,59328,6008,"458140100","INTC","INTEL CORP",-0.038844,45,"InformationTechnology",448.7889375,436.3999375,12.2552959448389,13.1445764307229,27.9743549679487
+2000-04-30,22111,6266,"478160104","JNJ","JOHNSON & JOHNSON",0.174377,35,"HealthCare",141.715154375,140.520154375,7.88226010206352,4.58018756111473,7.73618995678265
+2000-04-30,47896,2968,"46625H100","JPM","JPMORGAN CHASE & CO",-0.167254,40,"Financials",57.0357390625,99.6037390625,2.37095689484952,1.72169914717728,5.77613889251334
+2000-04-30,11308,3144,"191216100","KO","COCA-COLA CO",0.006658,30,"ConsumerStaples",142.244543125,146.777543125,15.4882995562936,6.68751335543102,21.5595686141304
+2000-04-30,43449,7154,"580135101","MCD","MCDONALD'S CORP",0.018395,25,"ConsumerDiscretionary",43.50055625,51.05725625,4.83387852674156,3.58487728542942,11.6134237671731
+2000-04-30,22592,7435,"88579Y101","MMM","3M CO",-0.021877,20,"Industrials",32.61159,35.23959,5.07731433909388,2.07633690784822,8.75735337972167
+2000-04-30,22752,7257,"58933Y105","MRK","MERCK & CO",0.118712,35,"HealthCare",176.2169645,179.5286645,13.85462414498,4.73590441331645,17.3096402194454
+2000-04-30,10107,12141,"594918104","MSFT","MICROSOFT CORP",-0.343529,45,"InformationTechnology",422.64,398.842,10.216592535293,17.1796175051688,34.9126400560224
+2000-04-30,21936,8530,"717081103","PFE","PFIZER INC",0.152137,35,"HealthCare",303.058848,303.876848,20.2403558405129,10.8698257261411,36.1242092249168
+2000-04-30,18163,8762,"742718109","PG","PROCTER & GAMBLE CO",0.063186,30,"ConsumerStaples",74.76088575,85.28688575,6.24673176387032,2.20698907333609,11.6194667234332
+2000-04-30,59459,9380,"79299X952","SPC.2","ST PAUL COS",0.043956,40,"Financials",7.268625,8.323625,1.08811751497006,1.05952456720978,6.32494300911854
+2000-04-30,66093,9899,"00206R102","T","AT&T INC",0.046083,50,"Telecommunications",146.5985565,172.5245565,5.16646895154185,3.26973990789174,8.11498384289746
+2000-04-30,92655,10903,"91324P102","UNH","UNITEDHEALTH GROUP INC",0.118449,35,"HealthCare",13.89604475,13.19304475,3.74657448099218,0.631850802203065,9.4506051217765
+2000-04-30,17830,10983,"913017109","UTX","UNITED TECHNOLOGIES CORP",-0.015826,20,"Industrials",27.563567625,31.172567625,3.86423210780878,1.11954344293205,7.11702457191781
+2000-04-30,65875,2136,"92343V104","VZ","VERIZON COMMUNICATIONS INC",-0.024376,50,"Telecommunications",138.10817175,189.75317175,4.04108648613062,2.82892795858429,7.22593951827875
+2000-04-30,55976,11259,"931142103","WMT","WAL-MART STORES INC",-0.019912,30,"ConsumerStaples",247.297938875,266.402938875,9.11160012066615,1.53291906734067,21.3463893329327
+2000-04-30,11850,4503,"30231G102","XOM","EXXON MOBIL CORP",-0.003208,10,"Energy",273.494,282.257,4.08590295207362,1.42614543543726,8.75161230311299
+2000-05-31,24643,1356,"013817101","AA","ALCOA INC",-0.095376,15,"Materials",25.114029,33.036029,2.28641924617626,1.48303236667265,7.99516674733785
+2000-05-31,59176,1447,"025816109","AXP","AMERICAN EXPRESS CO",0.083612,40,"Financials",69.482625,94.147625,6.61172566371681,3.69496173469388,20.4490931798436
+2000-05-31,19561,2285,"097023105","BA","BOEING CO",-0.01222,20,"Industrials",36.0780410625,37.7960410625,2.99427679164246,0.63668285598174,7.50517098143368
+2000-05-31,59408,7647,"060505104","BAC","BANK OF AMERICA CORP",0.141582,40,"Financials",70.765143,210.152143,1.54556290132355,3.68791490593851,11.3009326199183
+2000-05-31,18542,2817,"149123101","CAT","CATERPILLAR INC",-0.030111,20,"Industrials",11.71106175,25.97806175,2.14566906375962,1.21098553747902,6.58672965263692
+2000-05-31,76076,20779,"17275R102","CSCO","CISCO SYSTEMS INC",-0.178724,45,"InformationTechnology",467.092875,461.567875,17.6281418651168,20.1734211101399,68.767561829559
+2000-05-31,14541,2991,"166764100","CVX","CHEVRON CORP",0.093539,10,"Energy",55.35440475,61.17340475,2.95223492,1.27849449820264,5.62876377898417
+2000-05-31,11703,4087,"263534109","DD","DU PONT (E I) DE NEMOURS",0.040316,15,"Materials",45.60583125,55.49083125,3.5054443697156,1.75293250094769,7.16195550464636
+2000-05-31,26403,3980,"254687106","DIS","DISNEY (WALT) CO",-0.031746,25,"ConsumerDiscretionary",80.37680625,89.41680625,3.37349140644674,3.69307807079134,16.1986967844203
+2000-05-31,12060,5047,"369604103","GE","GENERAL ELECTRIC CO",0.005167,20,"Industrials",524.634916,709.889916,11.4237325204137,5.42281538179485,18.1594678195027
+2000-05-31,66181,5680,"437076102","HD","HOME DEPOT INC",-0.136062,25,"ConsumerDiscretionary",119.825469,119.678469,8.62922864755869,2.37099748395277,19.8537606171201
+2000-05-31,27828,5606,"428236103","HPQ","HEWLETT-PACKARD CO",-0.109722,45,"InformationTechnology",107.9531353125,107.9161353125,7.38848369806995,2.28287644509435,18.8007204377178
+2000-05-31,12490,6066,"459200101","IBM","INTL BUSINESS MACHINES CORP",-0.03583,45,"InformationTechnology",192.9072415625,218.8202415625,10.19217211193,2.52667592215718,16.4625520284758
+2000-05-31,59328,6008,"458140100","INTC","INTEL CORP",-0.01652,45,"InformationTechnology",448.7889375,436.3999375,12.2552959448389,13.1445764307229,27.9743549679487
+2000-05-31,22111,6266,"478160104","JNJ","JOHNSON & JOHNSON",0.088727,35,"HealthCare",141.715154375,140.520154375,7.88226010206352,4.58018756111473,7.73618995678265
+2000-05-31,47896,2968,"46625H100","JPM","JPMORGAN CHASE & CO",0.035529,40,"Financials",57.0357390625,99.6037390625,2.37095689484952,1.72169914717728,5.77613889251334
+2000-05-31,11308,3144,"191216100","KO","COCA-COLA CO",0.12963,30,"ConsumerStaples",142.244543125,146.777543125,15.4882995562936,6.68751335543102,21.5595686141304
+2000-05-31,43449,7154,"580135101","MCD","MCDONALD'S CORP",-0.059113,25,"ConsumerDiscretionary",43.50055625,51.05725625,4.83387852674156,3.58487728542942,11.6134237671731
+2000-05-31,22592,7435,"88579Y101","MMM","3M CO",-0.003405,20,"Industrials",32.61159,35.23959,5.07731433909388,2.07633690784822,8.75735337972167
+2000-05-31,22752,7257,"58933Y105","MRK","MERCK & CO",0.077914,35,"HealthCare",176.2169645,179.5286645,13.85462414498,4.73590441331645,17.3096402194454
+2000-05-31,10107,12141,"594918104","MSFT","MICROSOFT CORP",-0.103047,45,"InformationTechnology",422.64,398.842,10.216592535293,17.1796175051688,34.9126400560224
+2000-05-31,21936,8530,"717081103","PFE","PFIZER INC",0.06,35,"HealthCare",303.058848,303.876848,20.2403558405129,10.8698257261411,36.1242092249168
+2000-05-31,18163,8762,"742718109","PG","PROCTER & GAMBLE CO",0.112971,30,"ConsumerStaples",74.76088575,85.28688575,6.24673176387032,2.20698907333609,11.6194667234332
+2000-05-31,59459,9380,"79299X952","SPC.2","ST PAUL COS",0.052632,40,"Financials",7.268625,8.323625,1.08811751497006,1.05952456720978,6.32494300911854
+2000-05-31,66093,9899,"00206R102","T","AT&T INC",-0.002853,50,"Telecommunications",146.5985565,172.5245565,5.16646895154185,3.26973990789174,8.11498384289746
+2000-05-31,92655,10903,"91324P102","UNH","UNITEDHEALTH GROUP INC",0.118088,35,"HealthCare",13.89604475,13.19304475,3.74657448099218,0.631850802203065,9.4506051217765
+2000-05-31,17830,10983,"913017109","UTX","UNITED TECHNOLOGIES CORP",-0.024925,20,"Industrials",27.563567625,31.172567625,3.86423210780878,1.11954344293205,7.11702457191781
+2000-05-31,65875,2136,"92343V104","VZ","VERIZON COMMUNICATIONS INC",-0.107595,50,"Telecommunications",138.10817175,189.75317175,4.04108648613062,2.82892795858429,7.22593951827875
+2000-05-31,55976,11259,"931142103","WMT","WAL-MART STORES INC",0.047404,30,"ConsumerStaples",245.369334,266.683334,8.7332479356492,1.43107309822272,18.5505936282693
+2000-05-31,11850,4503,"30231G102","XOM","EXXON MOBIL CORP",0.078069,10,"Energy",273.494,282.257,4.08590295207362,1.42614543543726,8.75161230311299
+2000-06-30,24643,1356,"013817101","AA","ALCOA INC",-0.007487,15,"Materials",25.114029,33.036029,2.28641924617626,1.48303236667265,7.99516674733785
+2000-06-30,59176,1447,"025816109","AXP","AMERICAN EXPRESS CO",-0.034722,40,"Financials",69.482625,94.147625,6.61172566371681,3.69496173469388,20.4490931798436
+2000-06-30,19561,2285,"097023105","BA","BOEING CO",0.0704,20,"Industrials",36.0780410625,37.7960410625,2.99427679164246,0.63668285598174,7.50517098143368
+2000-06-30,59408,7647,"060505104","BAC","BANK OF AMERICA CORP",-0.224352,40,"Financials",70.765143,210.152143,1.54556290132355,3.68791490593851,11.3009326199183
+2000-06-30,18542,2817,"149123101","CAT","CATERPILLAR INC",-0.114379,20,"Industrials",11.71106175,25.97806175,2.14566906375962,1.21098553747902,6.58672965263692
+2000-06-30,76076,20779,"17275R102","CSCO","CISCO SYSTEMS INC",0.116356,45,"InformationTechnology",467.092875,461.567875,17.6281418651168,20.1734211101399,68.767561829559
+2000-06-30,14541,2991,"166764100","CVX","CHEVRON CORP",-0.082488,10,"Energy",55.35440475,61.17340475,2.95223492,1.27849449820264,5.62876377898417
+2000-06-30,11703,4087,"263534109","DD","DU PONT (E I) DE NEMOURS",-0.107143,15,"Materials",45.60583125,55.49083125,3.5054443697156,1.75293250094769,7.16195550464636
+2000-06-30,26403,3980,"254687106","DIS","DISNEY (WALT) CO",-0.074516,25,"ConsumerDiscretionary",80.37680625,89.41680625,3.37349140644674,3.69307807079134,16.1986967844203
+2000-06-30,12060,5047,"369604103","GE","GENERAL ELECTRIC CO",0.005931,20,"Industrials",524.634916,709.889916,11.4237325204137,5.42281538179485,18.1594678195027
+2000-06-30,66181,5680,"437076102","HD","HOME DEPOT INC",0.023867,25,"ConsumerDiscretionary",119.825469,119.678469,8.62922864755869,2.37099748395277,19.8537606171201
+2000-06-30,27828,5606,"428236103","HPQ","HEWLETT-PACKARD CO",0.29448,45,"InformationTechnology",107.9531353125,107.9161353125,7.38848369806995,2.28287644509435,18.8007204377178
+2000-06-30,12490,6066,"459200101","IBM","INTL BUSINESS MACHINES CORP",0.020373,45,"InformationTechnology",192.9072415625,218.8202415625,10.19217211193,2.52667592215718,16.4625520284758
+2000-06-30,59328,6008,"458140100","INTC","INTEL CORP",0.07218,45,"InformationTechnology",448.7889375,436.3999375,12.2552959448389,13.1445764307229,27.9743549679487
+2000-06-30,22111,6266,"478160104","JNJ","JOHNSON & JOHNSON",0.138268,35,"HealthCare",141.715154375,140.520154375,7.88226010206352,4.58018756111473,7.73618995678265
+2000-06-30,47896,2968,"46625H100","JPM","JPMORGAN CHASE & CO",-0.074895,40,"Financials",57.0357390625,99.6037390625,2.37095689484952,1.72169914717728,5.77613889251334
+2000-06-30,11308,3144,"191216100","KO","COCA-COLA CO",0.079297,30,"ConsumerStaples",142.244543125,146.777543125,15.4882995562936,6.68751335543102,21.5595686141304
+2000-06-30,43449,7154,"580135101","MCD","MCDONALD'S CORP",-0.080279,25,"ConsumerDiscretionary",43.50055625,51.05725625,4.83387852674156,3.58487728542942,11.6134237671731
+2000-06-30,22592,7435,"88579Y101","MMM","3M CO",-0.037901,20,"Industrials",32.61159,35.23959,5.07731433909388,2.07633690784822,8.75735337972167
+2000-06-30,22752,7257,"58933Y105","MRK","MERCK & CO",0.026801,35,"HealthCare",176.2169645,179.5286645,13.85462414498,4.73590441331645,17.3096402194454
+2000-06-30,10107,12141,"594918104","MSFT","MICROSOFT CORP",0.278721,45,"InformationTechnology",422.64,398.842,10.216592535293,17.1796175051688,34.9126400560224
+2000-06-30,21936,8530,"717081103","PFE","PFIZER INC",0.077139,35,"HealthCare",303.058848,303.876848,20.2403558405129,10.8698257261411,36.1242092249168
+2000-06-30,18163,8762,"742718109","PG","PROCTER & GAMBLE CO",-0.139098,30,"ConsumerStaples",74.76088575,85.28688575,6.24673176387032,2.20698907333609,11.6194667234332
+2000-06-30,59459,9380,"79299X952","SPC.2","ST PAUL COS",-0.0828,40,"Financials",7.268625,8.323625,1.08811751497006,1.05952456720978,6.32494300911854
+2000-06-30,66093,9899,"00206R102","T","AT&T INC",-0.010014,50,"Telecommunications",146.5985565,172.5245565,5.16646895154185,3.26973990789174,8.11498384289746
+2000-06-30,92655,10903,"91324P102","UNH","UNITEDHEALTH GROUP INC",0.150042,35,"HealthCare",13.89604475,13.19304475,3.74657448099218,0.631850802203065,9.4506051217765
+2000-06-30,17830,10983,"913017109","UTX","UNITED TECHNOLOGIES CORP",-0.025853,20,"Industrials",27.563567625,31.172567625,3.86423210780878,1.11954344293205,7.11702457191781
+2000-06-30,65875,2136,"92343V104","VZ","VERIZON COMMUNICATIONS INC",-0.039007,50,"Telecommunications",138.10817175,189.75317175,4.04108648613062,2.82892795858429,7.22593951827875
+2000-06-30,55976,11259,"931142103","WMT","WAL-MART STORES INC",-0.005431,30,"ConsumerStaples",245.369334,266.683334,8.7332479356492,1.43107309822272,18.5505936282693
+2000-06-30,11850,4503,"30231G102","XOM","EXXON MOBIL CORP",-0.057764,10,"Energy",273.494,282.257,4.08590295207362,1.42614543543726,8.75161230311299
+2000-07-31,24643,1356,"013817101","AA","ALCOA INC",0.043103,15,"Materials",21.8943253125,29.7023253125,2.00167538055403,1.17903800065497,6.51938659185689
+2000-07-31,59176,1447,"025816109","AXP","AMERICAN EXPRESS CO",0.089065,40,"Financials",80.73675,107.90075,7.20028092392758,4.21619060643951,23.4363053866203
+2000-07-31,19561,2285,"097023105","BA","BOEING CO",0.171898,20,"Industrials",53.872497,55.383497,4.43285583806468,1.16577201734445,11.4334221717589
+2000-07-31,59408,7647,"060505104","BAC","BANK OF AMERICA CORP",0.101744,40,"Financials",85.414407,225.008407,1.82567932029497,3.76999542590979,11.6899629571904
+2000-07-31,18542,2817,"149123101","CAT","CATERPILLAR INC",0.015572,20,"Industrials",11.60166375,25.86366375,2.09227479711452,1.35298513025738,8.48545398622047
+2000-07-31,76076,20779,"17275R102","CSCO","CISCO SYSTEMS INC",0.029499,45,"InformationTechnology",467.092875,461.567875,17.6281418651168,20.1734211101399,68.767561829559
+2000-07-31,14541,2991,"166764100","CVX","CHEVRON CORP",-0.068534,10,"Energy",54.71489925,59.12789925,2.89251952051174,1.23905907900251,5.01423840315468
+2000-07-31,11703,4087,"263534109","DD","DU PONT (E I) DE NEMOURS",0.035714,15,"Materials",43.030440375,52.438440375,3.31054318933682,2.03407449088441,10.852326236548
+2000-07-31,26403,3980,"254687106","DIS","DISNEY (WALT) CO",-0.003221,25,"ConsumerDiscretionary",79.097175,87.716175,3.28204045643154,3.58434843903236,21.3525255598832
+2000-07-31,12060,5047,"369604103","GE","GENERAL ELECTRIC CO",-0.026903,20,"Industrials",571.614015375,760.543015375,11.9722277803959,6.02993003436985,21.4842659710452
+2000-07-31,66181,5680,"437076102","HD","HOME DEPOT INC",0.036295,25,"ConsumerDiscretionary",119.825469,119.678469,8.62922864755869,2.37099748395277,19.8537606171201
+2000-07-31,27828,5606,"428236103","HPQ","HEWLETT-PACKARD CO",-0.125626,45,"InformationTechnology",107.9531353125,107.9161353125,7.38848369806995,2.28287644509435,18.8007204377178
+2000-07-31,12490,6066,"459200101","IBM","INTL BUSINESS MACHINES CORP",0.026241,45,"InformationTechnology",199.61775,225.95575,10.3428886010363,2.59349605160461,17.4294777846344
+2000-07-31,59328,6008,"458140100","INTC","INTEL CORP",-0.001403,45,"InformationTechnology",279.715625,266.654625,7.4185287097202,7.63528304317947,22.5215054898649
+2000-07-31,22111,6266,"478160104","JNJ","JOHNSON & JOHNSON",-0.086503,35,"HealthCare",130.60656675,128.33156675,7.06516102726388,4.31337613437752,14.9361693144786
+2000-07-31,47896,2968,"46625H100","JPM","JPMORGAN CHASE & CO",0.085645,40,"Financials",60.5048398125,113.8928398125,2.11466656691248,1.93405854864319,7.35551794190778
+2000-07-31,11308,3144,"191216100","KO","COCA-COLA CO",0.067465,30,"ConsumerStaples",136.676539125,140.320539125,13.8786087657392,6.48071952360059,22.6323450201613
+2000-07-31,43449,7154,"580135101","MCD","MCDONALD'S CORP",-0.043643,25,"ConsumerDiscretionary",39.58486875,46.90186875,4.4951645734207,3.12762528340891,10.6556408465104
+2000-07-31,22592,7435,"88579Y101","MMM","3M CO",0.091667,20,"Industrials",35.942707125,38.393707125,5.58376683625913,2.24787512441452,8.74173659494536
[TRUNCATED]
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svnlook diff /svnroot/returnanalytics -r 3419
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