eport the Fama-MacBeth test statistic, i.e. sqrt(N)*avg(X)/stddev(x), where N is the number of observations (the number of months), and X is the monthly estimated slope coefficient on MarketCap when explaining Returns by MarketCap and CAPM-Beta (i.e. the slope coefficients from the previous regression). Round the value to two decimal digits, and use the dot to separate decimal from non-decimal digits, i.e. enter like: 12.23
Use all slope coefficients from 2010 (i.e. N=12).
Coefficient 0.00423 -4.02658E-10
T-stat 0.322949664 -0.84670755