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TB3MS 3-Month Treasury Bill Secondary Market Rate, Discount Basis, Percent, Monthly, Not Seasonall
Frequency: Monthly
observation_date TB3MS Monthly returns
2019-01-01 2.37 0.1975%
2019-02-01 2.39 0.1992%
2019-03-01 2.40 0.2000%
2019-04-01 2.38 0.1983%
2019-05-01 2.35 0.1958%
2019-06-01 2.17 0.1808%
2019-07-01 2.10 0.1750%
2019-08-01 1.95 0.1625%
2019-09-01 1.89 0.1575%
2019-10-01 1.65 0.1375%
2019-11-01 1.54 0.1283%
2019-12-01 1.54 0.1283%
2020-01-01 1.52 0.1267%
2020-02-01 1.52 0.1267%
2020-03-01 0.29 0.0242%
2020-04-01 0.14 0.0117%
2020-05-01 0.13 0.0108%
2020-06-01 0.16 0.0133%
2020-07-01 0.13 0.0108%
2020-08-01 0.10 0.0083%
2020-09-01 0.11 0.0092%
2020-10-01 0.10 0.0083%
2020-11-01 0.09 0.0075%
2020-12-01 0.09 0.0075%
2021-01-01 0.08 0.0067%
2021-02-01 0.04 0.0033%
2021-03-01 0.03 0.0025%
2021-04-01 0.02 0.0017%
2021-05-01 0.02 0.0017%
2021-06-01 0.04 0.0033%
2021-07-01 0.05 0.0042%
2021-08-01 0.05 0.0042%
2021-09-01 0.04 0.0033%
2021-10-01 0.05 0.0042%
2021-11-01 0.05 0.0042%
2021-12-01 0.06 0.0050%
2022-01-01 0.15 0.0125%
2022-02-01 0.33 0.0275%
2022-03-01 0.44 0.0367%
2022-04-01 0.76 0.0633%
2022-05-01 0.98 0.0817%
2022-06-01 1.49 0.1242%
2022-07-01 2.23 0.1858%
2022-08-01 2.63 0.2192%
2022-09-01 3.13 0.2608%
2022-10-01 3.72 0.3100%
2022-11-01 4.15 0.3458%
2022-12-01 4.25 0.3542%
2023-01-01 4.54 0.3783%
2023-02-01 4.65 0.3875%
2023-03-01 4.69 0.3908%
2023-04-01 4.92 0.4100%
2023-05-01 5.14 0.4283%
2023-06-01 5.16 0.4300%
2023-07-01 5.25 0.4375%
2023-08-01 5.30 0.4417%
2023-09-01 5.32 0.4433%
2023-10-01 5.34 0.4450%
2023-11-01 5.27 0.4392%
2023-12-01 5.24 0.4367%
Percent, Monthly, Not Seasonally Adjusted
Date PG Adj Close E[Ri] S&P500 Adj Close E[Rm] Rf: TB3MS E[Rm] - rf
1/1/2019 84.467789 2704.10 0.1975%
2/1/2019 86.971489 2.96% 2784.49 2.97% 0.1992% 2.77%
3/1/2019 91.825264 5.58% 2834.40 1.79% 0.2000% 1.59%
4/1/2019 93.969788 2.34% 2945.83 3.93% 0.1983% 3.73%
5/1/2019 91.460358 -2.67% 2752.06 -6.58% 0.1958% -6.77%
6/1/2019 97.450478 6.55% 2941.76 6.89% 0.1808% 6.71%
7/1/2019 104.907005 7.65% 2980.38 1.31% 0.1750% 1.14%
8/1/2019 107.545334 2.51% 2926.46 -1.81% 0.1625% -1.97%
9/1/2019 111.257492 3.45% 2976.74 1.72% 0.1575% 1.56%
10/1/2019 111.373779 0.10% 3037.56 2.04% 0.1375% 1.91%
11/1/2019 109.879715 -1.34% 3140.98 3.40% 0.1283% 3.28%
12/1/2019 112.436302 2.33% 3230.78 2.86% 0.1283% 2.73%
1/1/2020 112.184242 -0.22% 3225.52 -0.16% 0.1267% -0.29%
2/1/2020 102.536446 -8.60% 2954.22 -8.41% 0.1267% -8.54%
3/1/2020 99.611488 -2.85% 2584.59 -12.51% 0.0242% -12.54%
4/1/2020 106.738235 7.15% 2912.43 12.68% 0.0117% 12.67%
5/1/2020 105.672455 -1.00% 3044.31 4.53% 0.0108% 4.52%
6/1/2020 108.999779 3.15% 3100.29 1.84% 0.0133% 1.83%
7/1/2020 119.52874 9.66% 3271.12 5.51% 0.0108% 5.50%
8/1/2020 126.897118 6.16% 3500.31 7.01% 0.0083% 7.00%
9/1/2020 127.502571 0.48% 3363.00 -3.92% 0.0092% -3.93%
10/1/2020 125.768784 -1.36% 3269.96 -2.77% 0.0083% -2.77%
11/1/2020 128.099823 1.85% 3621.63 10.75% 0.0075% 10.75%
12/1/2020 128.348892 0.19% 3756.07 3.71% 0.0075% 3.70%
1/1/2021 118.266571 -7.86% 3714.24 -1.11% 0.0067% -1.12%
2/1/2021 114.636848 -3.07% 3811.15 2.61% 0.0033% 2.61%
3/1/2021 125.68013 9.63% 3972.89 4.24% 0.0025% 4.24%
4/1/2021 123.814865 -1.48% 4181.17 5.24% 0.0017% 5.24%
5/1/2021 125.942574 1.72% 4204.11 0.55% 0.0017% 0.55%
6/1/2021 126.017242 0.06% 4297.50 2.22% 0.0033% 2.22%
7/1/2021 132.835083 5.41% 4395.26 2.27% 0.0042% 2.27%
8/1/2021 133.820892 0.74% 4522.68 2.90% 0.0042% 2.89%
9/1/2021 131.386795 -1.82% 4307.54 -4.76% 0.0033% -4.76%
10/1/2021 134.384796 2.28% 4605.38 6.91% 0.0042% 6.91%
11/1/2021 136.721451 1.74% 4567.00 -0.83% 0.0042% -0.84%
12/1/2021 154.688705 13.14% 4766.18 4.36% 0.0050% 4.36%
1/1/2022 151.728836 -1.91% 4515.55 -5.26% 0.0125% -5.27%
2/1/2022 148.212677 -2.32% 4373.94 -3.14% 0.0275% -3.16%
3/1/2022 145.274811 -1.98% 4530.41 3.58% 0.0367% 3.54%
4/1/2022 152.643188 5.07% 4131.93 -8.80% 0.0633% -8.86%
5/1/2022 141.385941 -7.37% 4132.15 0.01% 0.0817% -0.08%
6/1/2022 137.475525 -2.77% 3785.38 -8.39% 0.1242% -8.52%
7/1/2022 132.809845 -3.39% 4130.29 9.11% 0.1858% 8.93%
8/1/2022 132.738602 -0.05% 3955.00 -4.24% 0.2192% -4.46%
9/1/2022 121.48941 -8.47% 3585.62 -9.34% 0.2608% -9.60%
10/1/2022 129.591919 6.67% 3871.98 7.99% 0.3100% 7.68%
11/1/2022 144.554199 11.55% 4080.11 5.38% 0.3458% 5.03%
12/1/2022 146.880081 1.61% 3839.50 -5.90% 0.3542% -6.25%
1/1/2023 137.983551 -6.06% 4076.60 6.18% 0.3783% 5.80%
2/1/2023 134.148911 -2.78% 3970.15 -2.61% 0.3875% -3.00%
3/1/2023 145.00293 8.09% 4109.31 3.51% 0.3908% 3.11%
4/1/2023 152.502243 5.17% 4169.48 1.46% 0.4100% 1.05%
5/1/2023 139.836472 -8.31% 4179.83 0.25% 0.4283% -0.18%
6/1/2023 148.903748 6.48% 4450.38 6.47% 0.4300% 6.04%
7/1/2023 153.37854 3.01% 4588.96 3.11% 0.4375% 2.68%
8/1/2023 152.409424 -0.63% 4507.66 -1.77% 0.4417% -2.21%
9/1/2023 144.035507 -5.49% 4288.05 -4.87% 0.4433% -5.32%
10/1/2023 148.153351 2.86% 4193.80 -2.20% 0.4450% -2.64%
11/1/2023 152.556534 2.97% 4567.80 8.92% 0.4392% 8.48%
12/1/2023 145.620331 -4.55% 4769.83 4.42% 0.4367% 3.99%
E[Ri] - rf Beta (β) - Monthly (5 years) 0.4351
2.76%
Beta Monthly (5 years) of Procter & Gamble
5.38%
2.14% 15.00%
-2.87%
6.37%
10.00%
7.48%
2.35%
3.29% 5.00%
f(x) = 0.43512595172044 x + 0.00479350364352706
-0.03%
-1.47%
2.20% 0.00%
-15.00% -10.00% -5.00% 0.00% 5.00% 10.00% 15.00%
-0.35%
-8.73%
-5.00%
-2.88%
7.14%
-1.01% -10.00%
3.14%
9.65%
6.16% Beta (β) is measure through which company's can measure it's systematic risk agaisnt the market risk.
0.47%
-1.37%
1.85%
0.19%
-7.86%
-3.07%
9.63%
-1.49%
1.72%
0.06%
5.41%
0.74%
-1.82%
2.28%
1.73%
13.14%
-1.93%
-2.34%
-2.02%
5.01%
-7.46%
-2.89%
-3.58%
-0.27%
-8.74%
6.36%
11.20%
1.25%
-6.44%
-3.17%
7.70%
4.76%
-8.73%
6.05%
2.57%
-1.07%
-5.94%
2.41%
2.53%
-4.98%
0.00% 15.00%
WTB3MS 3-Month Treasury Bill Secondary Market Rate, Discount Basis, Percent, Weekly, Not Seasonally Adj
-1%
0% Beta Weekly (5 years) for Procter & Gamble
3% 20%
5%
0% 15%
0%
1%
10%
-1%
f(x) = 0.517834981475433 x + 0.000372022915650523
1%
5%
2%
0%
0%
1% -15.00% -10.00% -5.00% 0.00% 5.00% 10.00% 15.00% 20.00%
1%
1% -5%
0%
-1% -10%
1%
0% -15%
1%
-1%
-3%
5%
2%
1%
-2%
3%
1%
0%
1%
-3%
2%
3%
-1%
1%
1%
-2%
3%
1%
-1%
-2%
-1%
4%
-4%
0%
2%
-1%
2%
2%
0%
-1%
0%
-2%
2%
1%
-1%
0%
1%
0%
-2%
-3%
-3%
-7%
-10%
18%
2%
-2%
4%
-3%
-1%
0%
1%
-3%
4%
2%
-2%
1%
0%
3%
2%
1%
1%
5%
2%
1%
2%
0%
0%
0%
-1%
1%
1%
4%
-2%
0%
-1%
0%
3%
-3%
0%
-1%
-1%
1%
1%
-1%
0%
-2%
-2%
-2%
0%
-1%
-1%
-2%
2%
1%
1%
6%
-1%
0%
0%
-4%
4%
2%
0%
0%
-2%
1%
-1%
-1%
2%
0%
1%
2%
0%
2%
0%
2%
0%
-1%
1%
1%
-2%
-1%
-2%
3%
0%
-1%
2%
2%
2%
0%
1%
2%
4%
0%
3%
1%
-1%
0%
1%
0%
0%
-2%
2%
-3%
-2%
-5%
4%
2%
0%
3%
-2%
3%
-2%
-2%
0%
-7%
2%
-2%
-5%
-4%
8%
2%
0%
-2%
0%
0%
1%
2%
0%
-5%
-3%
3%
-2%
-2%
-6%
-4%
3%
1%
5%
1%
3%
2%
1%
1%
2%
-2%
1%
-1%
0%
-1%
-7%
0%
0%
-1%
0%
-1%
0%
-2%
5%
0%
2%
1%
0%
3%
0%
-1%
0%
-5%
-3%
0%
-1%
2%
-1%
2%
-3%
0%
3%
2%
0%
-1%
-3%
1%
0%
0%
-1%
-3%
-4%
-2%
1%
1%
1%
1%
1%
-2%
0%
0%
-5%
0%
-1%
0%
% 15.00% 20.00%