Date, monthly
1 Month T-Bill, i.e. Risk Free Rate
Excess Return on the Market, i.e. Mkt Rate mines Risk Free Rate
Coca-Cola Return
Target Return
Wallmart Return
Small (market capitalization) minus Big
High (book-to-market ratio) minus Low
Market Excess Return squared
Market Return
Coca-Cola Excess Return
Walmart Excess Return
Target Excess Return