Date

13-Jan-04
14-Jan-04
15-Jan-04
16-Jan-04
20-Jan-04
21-Jan-04
22-Jan-04
23-Jan-04
26-Jan-04
27-Jan-04
28-Jan-04
29-Jan-04
30-Jan-04
2-Feb-04
3-Feb-04
4-Feb-04
5-Feb-04
6-Feb-04
9-Feb-04
10-Feb-04
11-Feb-04
12-Feb-04
13-Feb-04
17-Feb-04
18-Feb-04
19-Feb-04
20-Feb-04
23-Feb-04
24-Feb-04
25-Feb-04
26-Feb-04
27-Feb-04
1-Mar-04
2-Mar-04
3-Mar-04
4-Mar-04
5-Mar-04
8-Mar-04
9-Mar-04
10-Mar-04
11-Mar-04
12-Mar-04
15-Mar-04
16-Mar-04

NYSE

-0.00523
0.00774
-0.00149
0.00269
0.00484
0.00892
-0.00018
-0.00455
0.00682
-0.00484
-0.01262
-0.00004
-0.00062
0.00261
0.00093
-0.00741
0.00279
0.01351
0.00138
0.00530
0.01108
-0.00516
-0.00369
0.01179
-0.00755
-0.00057
-0.00575
-0.00168
-0.00159
0.00231
0.00111
0.00220
0.01109
-0.00731
0.00018
0.00363
0.00553
-0.00570
-0.00642
-0.01588
-0.01687
0.01009
-0.01540
0.00692

Gillette

-0.00139
0.00305
-0.00166
0.01303
0.00028
0.00273
-0.01009
0.00055
0.04435
-0.00422
-0.01271
-0.00936
-0.01387
-0.00745
-0.00278
0.01505
0.01730
-0.00216
-0.00568
0.00571
0.00838
-0.00322
-0.00296
0.00567
0.00376
0.00989
0.00821
-0.00026
-0.00447
0.01425
-0.00546
0.00680
0.02053
-0.01578
0.00724
-0.00539
0.02169
-0.00834
-0.00663
0.00513
-0.02833
-0.00709
-0.00873
0.00560

17-Mar-04
18-Mar-04
19-Mar-04
22-Mar-04
23-Mar-04
24-Mar-04
25-Mar-04
26-Mar-04
29-Mar-04
30-Mar-04
31-Mar-04
1-Apr-04
2-Apr-04
5-Apr-04
6-Apr-04
7-Apr-04
8-Apr-04
12-Apr-04
13-Apr-04
14-Apr-04
15-Apr-04
16-Apr-04
19-Apr-04
20-Apr-04
21-Apr-04
22-Apr-04
23-Apr-04
26-Apr-04
27-Apr-04
28-Apr-04
29-Apr-04
30-Apr-04
3-May-04
4-May-04
5-May-04
6-May-04
7-May-04
10-May-04
11-May-04
12-May-04
13-May-04
14-May-04
17-May-04
18-May-04
19-May-04

0.01202
-0.00100
-0.00909
-0.01496
0.00219
-0.00665
0.01392
0.00080
0.01298
0.00505
0.00189
0.00686
0.00542
0.00520
-0.00312
-0.00280
-0.00295
0.00420
-0.01496
-0.00493
0.00279
0.00723
0.00047
-0.01404
0.00301
0.01322
-0.00248
-0.00290
0.00227
-0.01701
-0.00738
-0.00199
0.00766
0.00655
0.00349
-0.01082
-0.01836
-0.01764
0.00786
0.00162
-0.00262
-0.00020
-0.00988
0.00728
0.00169

0.02203
0.00441
-0.00569
-0.01456
-0.00501
0.00000
0.02784
-0.00877
0.01484
0.00769
-0.00483
-0.00844
0.00051
0.00387
0.00488
-0.00562
-0.00308
0.00335
0.00051
-0.00462
0.01161
0.01556
-0.03943
-0.00784
0.00843
0.01646
0.00000
0.01465
0.00405
-0.01716
0.06220
-0.00680
0.00684
0.00388
0.00653
0.00144
-0.01415
-0.01679
0.00148
0.01186
0.00293
0.01266
-0.01900
0.00931
0.00389

20-May-04
21-May-04
24-May-04
25-May-04
26-May-04
27-May-04
28-May-04
1-Jun-04
2-Jun-04
3-Jun-04
4-Jun-04
7-Jun-04
8-Jun-04
9-Jun-04
10-Jun-04
14-Jun-04
15-Jun-04
16-Jun-04
17-Jun-04
18-Jun-04
21-Jun-04
22-Jun-04
23-Jun-04
24-Jun-04
25-Jun-04
28-Jun-04
29-Jun-04
30-Jun-04
1-Jul-04
2-Jul-04
6-Jul-04
7-Jul-04
8-Jul-04
9-Jul-04
12-Jul-04
13-Jul-04
14-Jul-04
15-Jul-04
16-Jul-04
19-Jul-04
20-Jul-04
21-Jul-04
22-Jul-04
23-Jul-04
26-Jul-04

-0.00160
0.00494
0.00412
0.01503
0.00091
0.00888
-0.00117
0.00039
0.00294
-0.00763
0.00731
0.01645
-0.00113
-0.01180
0.00482
-0.01399
0.00941
0.00143
0.00163
0.00314
-0.00326
0.00132
0.00740
-0.00072
-0.00400
0.00006
0.00045
0.00433
-0.00882
-0.00037
-0.00685
0.00326
-0.00692
0.00414
0.00052
0.00013
-0.00243
-0.00488
-0.00017
-0.00145
0.00409
-0.01279
0.00007
-0.01041
-0.00418

0.00411
0.00217
0.00865
0.00048
-0.00072
0.02622
0.00093
0.00395
0.00208
-0.00761
-0.00256
0.00536
0.00440
0.00392
0.00460
-0.00732
-0.00208
-0.00208
-0.00370
-0.00790
-0.00492
0.00635
0.00842
-0.01090
0.00469
-0.01750
0.00333
0.00379
0.00094
-0.00825
0.00380
0.00237
-0.00118
0.00993
0.00187
-0.00467
-0.01268
-0.00975
0.01009
-0.01212
-0.00698
-0.03150
-0.00876
0.00000
-0.00353

27-Jul-04
28-Jul-04
29-Jul-04
30-Jul-04
2-Aug-04
3-Aug-04
4-Aug-04
5-Aug-04
6-Aug-04
9-Aug-04
10-Aug-04
11-Aug-04
12-Aug-04
13-Aug-04
16-Aug-04
17-Aug-04
18-Aug-04
19-Aug-04
20-Aug-04
23-Aug-04
24-Aug-04
25-Aug-04
26-Aug-04
27-Aug-04
30-Aug-04
31-Aug-04
1-Sep-04
2-Sep-04
3-Sep-04
7-Sep-04
8-Sep-04
9-Sep-04
10-Sep-04
13-Sep-04
14-Sep-04
15-Sep-04
16-Sep-04
17-Sep-04
20-Sep-04
21-Sep-04
22-Sep-04
23-Sep-04
24-Sep-04
27-Sep-04
28-Sep-04

0.00793
0.00160
0.00571
0.00142
0.00363
-0.00369
-0.00276
-0.01409
-0.01100
0.00028
0.01085
-0.00262
-0.00980
0.00286
0.01301
0.00068
0.01052
-0.00221
0.00660
-0.00456
-0.00046
0.00772
0.00125
0.00244
-0.00635
0.00619
0.00242
0.01008
-0.00377
0.00694
-0.00329
0.00156
0.00367
0.00206
0.00188
-0.00726
0.00432
0.00447
-0.00577
0.01025
-0.01276
-0.00414
0.00152
-0.00536
0.00724

0.01672
0.01096
-0.05585
0.02149
0.00359
0.01227
0.00531
-0.00025
-0.00050
0.00352
0.00927
0.02606
-0.00145
-0.00339
0.00073
-0.01579
0.00814
-0.00367
0.00958
0.00122
0.00608
0.02102
-0.00331
0.00071
-0.00783
0.01626
-0.00282
0.00802
-0.00164
0.01219
-0.00486
-0.00442
0.00304
-0.01725
-0.00285
-0.00571
-0.00789
0.02243
-0.02689
-0.02084
-0.01535
0.01760
-0.00617
0.00671
0.00766

29-Sep-04
30-Sep-04
1-Oct-04
4-Oct-04
5-Oct-04
6-Oct-04
7-Oct-04
8-Oct-04
11-Oct-04
12-Oct-04
13-Oct-04
14-Oct-04
15-Oct-04
18-Oct-04
19-Oct-04
20-Oct-04
21-Oct-04
22-Oct-04
25-Oct-04
26-Oct-04
27-Oct-04
28-Oct-04
29-Oct-04
1-Nov-04
2-Nov-04
3-Nov-04
4-Nov-04
5-Nov-04
8-Nov-04
9-Nov-04
10-Nov-04
11-Nov-04
12-Nov-04
15-Nov-04
16-Nov-04
17-Nov-04
18-Nov-04
19-Nov-04
22-Nov-04
23-Nov-04
24-Nov-04
26-Nov-04
29-Nov-04
30-Nov-04
1-Dec-04

0.00264
0.00146
0.01414
0.00219
0.00022
0.00572
-0.00941
-0.00267
0.00102
-0.00504
-0.00805
-0.00617
0.00664
0.00198
-0.00639
0.00139
0.00367
-0.00642
-0.00006
0.01189
0.01022
0.00069
0.00333
0.00107
0.00024
0.01282
0.01441
0.00363
-0.00292
-0.00053
0.00071
0.00867
0.00909
-0.00159
-0.00625
0.00778
-0.00150
-0.00796
0.00469
0.00079
0.00445
0.00432
-0.00205
-0.00377
0.01308

0.01323
0.00943
0.00503
-0.00429
-0.01987
0.00782
0.00048
-0.00460
-0.00730
-0.01103
-0.00397
-0.01070
0.01057
0.00099
-0.00821
-0.00552
0.00908
0.00225
-0.01870
0.02287
-0.00422
0.05166
-0.01215
0.00048
0.00482
0.01343
0.01444
0.01586
-0.00069
-0.00115
0.01081
0.00114
0.00818
-0.01240
-0.00571
0.00643
-0.00570
-0.00780
0.01179
-0.01440
-0.00417
0.00256
0.00581
0.00439
0.01334

2-Dec-04
3-Dec-04
6-Dec-04
7-Dec-04
8-Dec-04
9-Dec-04
10-Dec-04
13-Dec-04
14-Dec-04
15-Dec-04
16-Dec-04
17-Dec-04
20-Dec-04
21-Dec-04
22-Dec-04
23-Dec-04
27-Dec-04
28-Dec-04
29-Dec-04
30-Dec-04
31-Dec-04
3-Jan-05
4-Jan-05
5-Jan-05
6-Jan-05
7-Jan-05
10-Jan-05
11-Jan-05
12-Jan-05
13-Jan-05
14-Jan-05
18-Jan-05
19-Jan-05
20-Jan-05
21-Jan-05
24-Jan-05
25-Jan-05
26-Jan-05
27-Jan-05
28-Jan-05
31-Jan-05
1-Feb-05
2-Feb-05
3-Feb-05
4-Feb-05

-0.00317
0.00252
-0.00142
-0.00958
0.00217
0.00258
-0.00278
0.01051
0.00313
0.00492
-0.00386
-0.00475
0.00266
0.00703
0.00322
0.00259
-0.00160
0.00674
-0.00049
0.00156
-0.00048
-0.00970
-0.01242
-0.00498
0.00308
-0.00275
0.00343
-0.00531
0.00448
-0.00664
0.00534
0.00684
-0.00777
-0.00691
-0.00198
-0.00179
0.00209
0.00682
0.00036
-0.00241
0.00823
0.00795
0.00324
-0.00294
0.00967

0.01702
-0.00201
0.00156
-0.00915
0.00653
0.01567
0.00264
-0.01165
0.00511
0.00730
-0.00835
-0.00487
-0.00890
0.00471
0.00290
0.00245
-0.00912
0.00965
-0.01378
0.01082
-0.00178
-0.00268
-0.00694
-0.01082
0.00228
0.00068
0.01455
-0.00448 Beta
0.6485745106
0.00675 S.E (STEYX)
0.011404843
-0.01050 Rf
5.47945E-005
0.00768 R square
0.1327378977
0.00964
-0.00089 E.R
A.R
t-value
Result
-0.00556 -0.00446427
-0.00109 -0.095766 INSIG
-0.01497 -0.00126763
-0.01370 -1.201517 INSIG
0.00567 -0.00114226
0.00681 0.597326 INSIG
0.01444 0.00137602
0.01306 1.145326 INSIG
0.00067 0.00444525
-0.00378 -0.331289 INSIG
0.01889 0.00025581
0.01863 1.633783 INSIG
0.12941 -0.00154307
0.13095 11.48238 SIG
-0.01705 0.00535396
-0.02241 -1.964784 SIG
-0.00828 0.00517687
-0.01346 -1.180029 INSIG
0.00795 0.00212302
0.00583 0.511115 INSIG
-0.00592 -0.00188683
-0.00403 -0.353339 INSIG
-0.01290 0.00628968
-0.01919 -1.68241 INSIG

7-Feb-05
8-Feb-05
9-Feb-05
10-Feb-05
11-Feb-05
14-Feb-05
15-Feb-05

-0.00229
0.00091
-0.00631
0.00679
0.00707
0.00258
0.00324

-0.00382 -0.00146527
-0.00747 0.0006083
-0.01199 -0.00407154
0.00370
0.01579
0.00666
0.01684

-0.00235 -0.206363 INSIG

-0.00807 -0.707961 INSIG
-0.00792 -0.694653 INSIG

CAR
t-value
Result
-0.00109 -0.095766 INSIG
-0.01480 -1.297283 INSIG
-0.00798 -0.699957 INSIG
0.00508 0.445368 INSIG
0.00130 0.11408 INSIG
0.01993 1.747862 INSIG
0.15089 13.23024 SIG
0.12848 11.26546 SIG
0.11502 10.08543 SIG
0.12085 10.59654 SIG
0.11682 10.2432 SIG
0.09763 8.560794 SIG

0.09528 8.354431 SIG

0.08721 7.64647 SIG
0.07928 6.951817 SIG

Date

13-Jan-04
14-Jan-04
15-Jan-04
16-Jan-04
20-Jan-04
21-Jan-04
22-Jan-04
23-Jan-04
26-Jan-04
27-Jan-04
28-Jan-04
29-Jan-04
30-Jan-04
2-Feb-04
3-Feb-04
4-Feb-04
5-Feb-04
6-Feb-04
9-Feb-04
10-Feb-04
11-Feb-04
12-Feb-04
13-Feb-04
17-Feb-04
18-Feb-04
19-Feb-04
20-Feb-04
23-Feb-04
24-Feb-04
25-Feb-04
26-Feb-04
27-Feb-04
1-Mar-04
2-Mar-04
3-Mar-04
4-Mar-04
5-Mar-04
8-Mar-04
9-Mar-04
10-Mar-04
11-Mar-04
12-Mar-04
15-Mar-04
16-Mar-04

Gillette

-0.00139
0.00305
-0.00166
0.01303
0.00028
0.00273
-0.01009
0.00055
0.04435
-0.00422
-0.01271
-0.00936
-0.01387
-0.00745
-0.00278
0.01505
0.01730
-0.00216
-0.00568
0.00571
0.00838
-0.00322
-0.00296
0.00567
0.00376
0.00989
0.00821
-0.00026
-0.00447
0.01425
-0.00546
0.00680
0.02053
-0.01578
0.00724
-0.00539
0.02169
-0.00834
-0.00663
0.00513
-0.02833
-0.00709
-0.00873
0.00560

17-Mar-04
18-Mar-04
19-Mar-04
22-Mar-04
23-Mar-04
24-Mar-04
25-Mar-04
26-Mar-04
29-Mar-04
30-Mar-04
31-Mar-04
1-Apr-04
2-Apr-04
5-Apr-04
6-Apr-04
7-Apr-04
8-Apr-04
12-Apr-04
13-Apr-04
14-Apr-04
15-Apr-04
16-Apr-04
19-Apr-04
20-Apr-04
21-Apr-04
22-Apr-04
23-Apr-04
26-Apr-04
27-Apr-04
28-Apr-04
29-Apr-04
30-Apr-04
3-May-04
4-May-04
5-May-04
6-May-04
7-May-04
10-May-04
11-May-04
12-May-04
13-May-04
14-May-04
17-May-04
18-May-04
19-May-04

0.02203
0.00441
-0.00569
-0.01456
-0.00501
0.00000
0.02784
-0.00877
0.01484
0.00769
-0.00483
-0.00844
0.00051
0.00387
0.00488
-0.00562
-0.00308
0.00335
0.00051
-0.00462
0.01161
0.01556
-0.03943
-0.00784
0.00843
0.01646
0.00000
0.01465
0.00405
-0.01716
0.06220
-0.00680
0.00684
0.00388
0.00653
0.00144
-0.01415
-0.01679
0.00148
0.01186
0.00293
0.01266
-0.01900
0.00931
0.00389

20-May-04
21-May-04
24-May-04
25-May-04
26-May-04
27-May-04
28-May-04
1-Jun-04
2-Jun-04
3-Jun-04
4-Jun-04
7-Jun-04
8-Jun-04
9-Jun-04
10-Jun-04
14-Jun-04
15-Jun-04
16-Jun-04
17-Jun-04
18-Jun-04
21-Jun-04
22-Jun-04
23-Jun-04
24-Jun-04
25-Jun-04
28-Jun-04
29-Jun-04
30-Jun-04
1-Jul-04
2-Jul-04
6-Jul-04
7-Jul-04
8-Jul-04
9-Jul-04
12-Jul-04
13-Jul-04
14-Jul-04
15-Jul-04
16-Jul-04
19-Jul-04
20-Jul-04
21-Jul-04
22-Jul-04
23-Jul-04
26-Jul-04

0.00411
0.00217
0.00865
0.00048
-0.00072
0.02622
0.00093
0.00395
0.00208
-0.00761
-0.00256
0.00536
0.00440
0.00392
0.00460
-0.00732
-0.00208
-0.00208
-0.00370
-0.00790
-0.00492
0.00635
0.00842
-0.01090
0.00469
-0.01750
0.00333
0.00379
0.00094
-0.00825
0.00380
0.00237
-0.00118
0.00993
0.00187
-0.00467
-0.01268
-0.00975
0.01009
-0.01212
-0.00698
-0.03150
-0.00876
0.00000
-0.00353

27-Jul-04
28-Jul-04
29-Jul-04
30-Jul-04
2-Aug-04
3-Aug-04
4-Aug-04
5-Aug-04
6-Aug-04
9-Aug-04
10-Aug-04
11-Aug-04
12-Aug-04
13-Aug-04
16-Aug-04
17-Aug-04
18-Aug-04
19-Aug-04
20-Aug-04
23-Aug-04
24-Aug-04
25-Aug-04
26-Aug-04
27-Aug-04
30-Aug-04
31-Aug-04
1-Sep-04
2-Sep-04
3-Sep-04
7-Sep-04
8-Sep-04
9-Sep-04
10-Sep-04
13-Sep-04
14-Sep-04
15-Sep-04
16-Sep-04
17-Sep-04
20-Sep-04
21-Sep-04
22-Sep-04
23-Sep-04
24-Sep-04
27-Sep-04
28-Sep-04

0.01672
0.01096
-0.05585
0.02149
0.00359
0.01227
0.00531
-0.00025
-0.00050
0.00352
0.00927
0.02606
-0.00145
-0.00339
0.00073
-0.01579
0.00814
-0.00367
0.00958
0.00122
0.00608
0.02102
-0.00331
0.00071
-0.00783
0.01626
-0.00282
0.00802
-0.00164
0.01219
-0.00486
-0.00442
0.00304
-0.01725
-0.00285
-0.00571
-0.00789
0.02243
-0.02689
-0.02084
-0.01535
0.01760
-0.00617
0.00671
0.00766

29-Sep-04
30-Sep-04
1-Oct-04
4-Oct-04
5-Oct-04
6-Oct-04
7-Oct-04
8-Oct-04
11-Oct-04
12-Oct-04
13-Oct-04
14-Oct-04
15-Oct-04
18-Oct-04
19-Oct-04
20-Oct-04
21-Oct-04
22-Oct-04
25-Oct-04
26-Oct-04
27-Oct-04
28-Oct-04
29-Oct-04
1-Nov-04
2-Nov-04
3-Nov-04
4-Nov-04
5-Nov-04
8-Nov-04
9-Nov-04
10-Nov-04
11-Nov-04
12-Nov-04
15-Nov-04
16-Nov-04
17-Nov-04
18-Nov-04
19-Nov-04
22-Nov-04
23-Nov-04
24-Nov-04
26-Nov-04
29-Nov-04
30-Nov-04
1-Dec-04

0.01323
0.00943
0.00503
-0.00429
-0.01987
0.00782
0.00048
-0.00460
-0.00730
-0.01103
-0.00397
-0.01070
0.01057
0.00099
-0.00821
-0.00552
0.00908
0.00225
-0.01870
0.02287
-0.00422
0.05166
-0.01215
0.00048
0.00482
0.01343
0.01444
0.01586
-0.00069
-0.00115
0.01081
0.00114
0.00818
-0.01240
-0.00571
0.00643
-0.00570
-0.00780
0.01179
-0.01440
-0.00417
0.00256
0.00581
0.00439
0.01334

2-Dec-04
3-Dec-04
6-Dec-04
7-Dec-04
8-Dec-04
9-Dec-04
10-Dec-04
13-Dec-04
14-Dec-04
15-Dec-04
16-Dec-04
17-Dec-04
20-Dec-04
21-Dec-04
22-Dec-04
23-Dec-04
27-Dec-04
28-Dec-04
29-Dec-04
30-Dec-04
31-Dec-04
3-Jan-05
4-Jan-05
5-Jan-05
6-Jan-05
7-Jan-05
10-Jan-05
11-Jan-05
12-Jan-05
13-Jan-05
14-Jan-05
18-Jan-05
19-Jan-05
20-Jan-05
21-Jan-05
24-Jan-05
25-Jan-05
26-Jan-05
27-Jan-05
28-Jan-05
31-Jan-05
1-Feb-05
2-Feb-05
3-Feb-05
4-Feb-05

0.01702
-0.00201
0.00156
-0.00915
0.00653
0.01567
0.00264
-0.01165
0.00511
0.00730
-0.00835
-0.00487
-0.00890
0.00471
0.00290
0.00245
-0.00912
0.00965
-0.01378
0.01082
-0.00178
-0.00268
-0.00694
-0.01082
0.00228
0.00068
0.01455 Avg. Return 0.00100
-0.00448 Stdev
0.012223
0.00675 SQRT(N)
16.03122
-0.01050 S.E
0.000762
0.00768
0.00964
-0.00089 E.R
A.R
t-value
Result
-0.00556 0.00100 -0.00656 -8.59945 SIG
-0.01497 0.00100 -0.01597 -20.94724 SIG
0.00567 0.00100 0.00467 6.125399 SIG
0.01444 0.00100 0.01344 17.62571 SIG
0.00067 0.00100 -0.00033
-0.4368 INSIG
0.01889 0.00100 0.01789 23.46308 SIG
0.12941 0.00100 0.12841 168.4251 SIG
-0.01705 0.00100 -0.01805 -23.67978 SIG
-0.00828 0.00100 -0.00928 -12.17318 SIG
0.00795 0.00100 0.00695 9.118567 SIG
-0.00592 0.00100 -0.00692 -9.071814 SIG
-0.01290 0.00100 -0.01390 -18.22855 SIG

CAR
t-value
-0.00656 -8.59945
-0.02253 -29.54669
-0.01786 -23.42129
-0.00442 -5.795581
-0.00475 -6.232381
0.01314 17.2307
0.14155 185.6558
0.12349 161.976
0.11421 149.8029
0.12117 158.9214
0.11425 149.8496
0.10035 131.6211

7-Feb-05
8-Feb-05
9-Feb-05
10-Feb-05
11-Feb-05
14-Feb-05
15-Feb-05

-0.00382
-0.00747
-0.01199
0.00370
0.01579
0.00666
0.01684

0.00100 -0.00482 -6.320335 SIG

0.00100 -0.00847 -11.10385 SIG
0.00100 -0.01299 -17.04287 SIG

0.09553 125.3007
0.08707 114.1969
0.07407 97.15401

Result
SIG
SIG
SIG
SIG
SIG
SIG
SIG
SIG
SIG
SIG
SIG
SIG

SIG
SIG
SIG