00622115 412017 007726187 021894768 003070275 512017 031216579 017757756 Telus

00622115 412017 007726187 021894768 003070275 512017

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0.00622115 4/1/2017 0.07726187 -0.21894768 -0.03070275 5/1/2017 -0.31216579 -0.17757756 Telus Excess Returns Monthly (r Telus t - r f ) Telus Excess Returns (r Telus t - r f ) Market Excess Returns (r mt - r f )
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0.00943724 6/1/2017 0.11931383 -0.11130647 -0.00349867 7/1/2017 -0.0411855 -0.03547858 -0.01583141 8/1/2017 -0.17427776 0.25746628 0.04258049 9/1/2017 0.64935871 0.1949528 0.01166668 10/1/2017 0.1493422 -0.07266196 -0.0101286 11/1/2017 -0.11499584 -0.00068982 -0.02784124 12/1/2017 -0.28739918 -0.27491773 -0.0118074 1/1/2018 -0.13284015 -0.41673662 -0.03478711 2/1/2018 -0.34615115 -0.17952075 0.01543382 3/1/2018 0.20176479 0.05427503 -0.0199501 4/1/2018 -0.21480364 0.22342737 0.01147144 5/1/2018 0.14668337 0.00703988 0.01729201 6/1/2018 0.22842203 -0.03559437 0.00323463 7/1/2018 0.03951361 -0.26056815 -0.03158268 8/1/2018 -0.31962148 -0.28115754 -0.00361221 9/1/2018 -0.04249563 -0.63797128 -0.06837959 10/1/2018 -0.5725671 -0.06820732 0.01571881 11/1/2018 0.20581847 -0.60567916 -0.05191002 12/1/2018 -0.47253373 0.70519689
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-0.04342244 Annual market risk premium
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Date 2/1/2014 13694.9004 0.03759062 31.811596 0.01019628 3/1/2014 14209.7002 0.008839 32.135956 -0.01639708 4/1/2014 14335.2998 0.02208538 31.60902 0.06033167 5/1/2014 14651.9004 -0.00325556 33.516045 -0.02881599 6/1/2014 14604.2002 0.0370989 32.550247 -0.03423842 7/1/2014 15146 0.01220123 31.435778 0.04177622 8/1/2014 15330.7998 0.0193141 32.749046 -0.03556116 9/1/2014 15626.9004 -0.04277242 31.584452 0.06637212 10/1/2014 14958.5 -0.02181367 33.680779 0.07155223 11/1/2014 14632.2002 0.00828992 36.090714 -0.03211629 12/1/2014 14753.5 -0.00787611 34.931614 0.05079951 1/1/2015 14637.2998 0.00523325 36.706123 0.01949953 2/1/2015 14713.9004 0.03581647 37.421875 -0.0533303 3/1/2015 15240.9004 -0.02071401 35.426155 0.00113905 4/1/2015 14925.2002 0.02004665 35.466507 0.01461762 5/1/2015 15224.4004 -0.01205302 35.984943 0.01629684 6/1/2015 15040.9004 -0.03009795 36.571384 0.04805921 7/1/2015 14588.2002 -0.00839037 38.328976 -0.02978699 8/1/2015 14465.7998 -0.05350551 37.187271 -0.02931716 9/1/2015 13691.7998 -0.02405088 36.097046 0.04806596 10/1/2015 13362.5 0.01260992 37.832085 -0.02749769 11/1/2015 13531 -0.0031483 36.79179 -0.09849186 12/1/2015 13488.4004 -0.04209549 33.168098 0.02966965 1/1/2016 12920.5996 -0.01194986 34.152184 0.01129076 2/1/2016 12766.2002 0.01019094 34.537788 0.07282409 3/1/2016 12896.2998 0.03941439 37.052971 -0.04870438 4/1/2016 13404.5996 0.04172454 35.248329 0.04499748 5/1/2016 13963.9004 0.00380263 36.834415 0.00072163 6/1/2016 14017 0.01306268 36.860996 0.06191534 7/1/2016 14200.0996 0.02500691 39.143257 -0.01533518 8/1/2016 14555.2002 0.00124352 38.542988 0.00627614 9/1/2016 14573.2998 0.01023791 38.784889 0.01388453 10/1/2016 14722.5 0.00715914 39.323399 -0.03384776 11/1/2016 14827.9004 0.02095369 37.99239 0.01882759 12/1/2016 15138.5996 0.01507406 38.707695 0.02780873 1/1/2017 15366.7998 0.0037093 39.784107 -0.00506436 2/1/2017 15423.7998 0.00719021 39.582626 -0.00115685 3/1/2017 15534.7002 0.00336664 39.536835 0.06394943 4/1/2017 15587 0.00094311 42.065193 0.01144885 5/1/2017 15601.7002 -0.01529324 42.546791 -0.02546815 S&P/TSX Open Market Returns (r mt ) Risk Free Rate (r f ) Market Excess Returns Monthly (r mt - r f ) Telus Adj Close Telus Returns (r Telus t )
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6/1/2017 15363.0996 -0.00948371 41.463203 0.01669994 7/1/2017 15217.4004 -0.00166262 42.155636 0.00399733 8/1/2017 15192.0996 0.00017118 42.324146 -0.00729921 9/1/2017 15194.7002 0.02930626 42.015213 0.05261649 10/1/2017 15640 0.02898979 44.225906 0.02054798 11/1/2017 16093.4004 -0.00218724 45.134659 -0.0012583 12/1/2017 16058.2002 0.00966486 45.077866 -0.01728764 1/1/2018 16213.4004 -0.01809617 44.298576 0.0002159 2/1/2018 15920 -0.029353 44.30814 -0.02331601 3/1/2018 15452.7002 -0.00656843 43.275051 0.02667632 4/1/2018 15351.2002 0.01571863 44.42947 -0.0078346 5/1/2018 15592.5 0.03099566 44.081383 0.02434744 6/1/2018 16075.7998 0.01596192 45.154652 0.02990981 7/1/2018 16332.4004 0.00314708 46.505219 0.01766563 8/1/2018 16383.7998 -0.00656136 47.326763 -0.01611898 9/1/2018 16276.2998 -0.00761844 46.563904 0.01250649 10/1/2018 16152.2998 -0.06930902 47.146255 -0.05116379 11/1/2018 15032.7998 0.0216926 44.734074 0.03276981 12/1/2018 15358.9004 -0.07780505 46.200001 -0.03536762 1/1/2019 14163.9004 44.566017
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Date Telus Excess Returns Monthly (r Telus t - r f ) Telus Excess Returns Annual (r Telus t - r f ) Market Excess Returns Annual (r mt - r f )
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