JPGL

Date Range: 201908 to 202509

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0008	0.9482	0.1390	0.2534	0.3189	0.1425	0.0812
t	-0.6683	36.2789	2.0460	3.6760	3.6365	1.5063	1.8377
Pr(>\|t\|)	0.2530	0.0000	0.0222	0.0002	0.0003	0.0682	0.0351
R^2	0.9638

AVWS

Date Range: 202411 to 202509

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0059	1.3414	0.6315	0.4069	-0.2663	0.1380	-0.1162
t	-0.6751	3.2822	1.2085	0.6596	-0.2194	0.1947	-0.1387
Pr(>\|t\|)	0.2575	0.0041	0.1273	0.2622	0.4154	0.4248	0.4462
R^2	0.9022

Date Range: 201503 to 202509

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0007	1.0563	0.7542	0.3865	0.0915	0.0134	-0.0764
t	1.0486	62.6176	25.3243	14.6095	2.4955	0.3452	-3.7117
Pr(>\|t\|)	0.1482	0.0000	0.0000	0.0000	0.0069	0.3652	0.0002
R^2	0.9869

Date Range: 201503 to 202509

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0014	1.0874	0.7131	0.3562	0.0571	-0.1168	-0.1389
t	1.4148	45.8312	13.1165	5.5478	0.6624	-1.2202	-3.6860
Pr(>\|t\|)	0.0798	0.0000	0.0000	0.0000	0.2544	0.1123	0.0002
R^2	0.9751

Date Range: 201410 to 202509

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0007	0.9808	0.1327	0.3028	0.0412	0.2593	-0.1355
t	0.7131	37.0215	2.0434	4.1736	0.4552	2.6328	-3.1901
Pr(>\|t\|)	0.2385	0.0000	0.0215	0.0000	0.3249	0.0047	0.0009
R^2	0.9440

Date Range: 201410 to 202509

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0008	1.0309	-0.2640	0.0700	-0.1169	-0.1997	0.4473
t	0.7651	37.3430	-3.9002	0.9253	-1.2391	-1.9456	10.1035
Pr(>\|t\|)	0.2228	0.0000	0.0001	0.1783	0.1088	0.0269	0.0000
R^2	0.9346

Date Range: 201502 to 202509

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0005	0.9630	-0.1707	-0.0132	-0.1108	-0.2161	0.4242
t	0.4462	37.8331	-2.9237	-0.1916	-1.2065	-2.1030	10.5358
Pr(>\|t\|)	0.3281	0.0000	0.0020	0.4242	0.1149	0.0187	0.0000
R^2	0.9419

Date Range: 201711 to 202509

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	-0.0013	0.8740	-0.0377	0.2131	0.3984	0.2078	-0.0628
t	-0.9515	30.4318	-0.4566	3.0680	3.9356	2.2277	-1.2222
Pr(>\|t\|)	0.1719	0.0000	0.3245	0.0014	0.0001	0.0141	0.1123
R^2	0.9341

Date Range: 201412 to 202509

Ticker	Alpha	Mkt-RF	SMB	HML	RMW	CMA	WML
Estimate	0.0007	1.0149	0.5376	0.2296	0.2529	0.0173	-0.0549
t	0.5619	35.1318	6.7514	3.3204	2.5142	0.1795	-1.0768
Pr(>\|t\|)	0.2876	0.0000	0.0000	0.0006	0.0066	0.4289	0.1418
R^2	0.9335