Appendix D

Parameter	p^b
Gross Alpha
Quarter	0.75
October	0.11
November	0.97
December	0.74
Gross Beta
Quarter	0.07
October	0.98
November	0.99
December	0.61
a. See the Determining Statistical Differences of the Helpful Information section for details on the Kruskal-Wallace test. b. A p-value greater than 0.05 signifies no statistical difference between data groups.

Mann-Whitney U Test^a
Parameter	Week	p^b
Gross Alpha
	October 1^st	0.32
	October 8^th	1.00
	October 15^th	0.47
	October 22^nd	0.57
	October 29^th	0.78
	November 5^th	0.78
	November 12^th	0.78
	November 19^th	0.39
	November 25^th	0.89
	December 3^rd	0.03
	December 10^th	0.48
	December 17^th	0.48
	December 23rd	0.67
	December 31^st	0.83
Gross Beta
	October 1^st	0.94
	October 8^th	0.78
	October 15^th	0.22
	October 22^nd	1.00
	October 29^th	0.09
	November 5^th	0.32
	November 12^th	0.02
	November 19^th	0.78
	November 25^th	0.22
	December 3^rd	0.01
	December 10^th	0.05
	December 17^th	0.06
	December 23rd	0.67
	December 31^st	0.29
a. See the Determining Statistical Differences of the Helpful Information section for details on the Mann Whitney U test. b. A ‘p’ value greater than 0.05 signifies no statistical difference between data groups. Red text indicates dates with significant statistically differences.