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================================================================================ No. Test Portfolios: 17 R-squared: 0.6932 No. Factors: 6 J-statistic: 16.892 No. Observations: 95 P-value 0.1111 Date: Fri, Jul 14 2023 Distribution: chi2(11) Time: 11:28:53 Cov. Estimator: robust Risk Premia Estimates