Drift and the Risk-Free Rate

Table 2

𝑃 values for testing 𝑟=𝜇, March 1, 2007, to August 30, 2007.

Symbol	UMPU	LRT	Effect size
AAPL	0.086	0.068	1.6×10^−1
APD	0.272	0.261	1.0×10^−1
C	0.596	0.593	−4.7×10^−2
CVS	0.257	0.244	1.0×10^−1
F	0.953	0.953	−5.3×10^−3
GE	0.528	0.525	5.6×10^−2
GM	0.939	0.939	−6.8×10^−3
IBM	0.121	0.103	1.5×10^−1
K	0.389	0.382	7.8×10^−2
LMT	0.974	0.974	2.9×10^−3
PG	0.911	0.911	1.0×10^−2