BD_DC12 - 5. Excess Returns Date AAPL ADM BA C CAT DE HSY...

Info iconThis preview shows pages 1–3. Sign up to view the full content.

View Full Document Right Arrow Icon

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: 5. Excess Returns Date AAPL ADM BA C CAT DE HSY MOT 3-Apr-06-0.1 0.17-0.01-0.02-0.01 0.07-0.01 1-Mar-06 0.12 0.08 0.07 0.06 0.05 0.11 0.02-0.07 1-Feb-06-0.09 0.06 0.07 0.02-0.02 0.04 0.02 0.07 3-Jan-06-0.1 0.01 0.06 0.07 0.06-0.06 1-Dec-05 0.05 0.27-0.03-0.04 0.18 0.05-0.08 1-Nov-05 0.06 0.04 0.03-0.02 0.02-0.06 3-Oct-05 0.17-0.03 0.06 0.07 0.1 0.14-0.04 0.08 1-Sep-05 0.07-0.01-0.05-0.1-0.01 0.01 1-Aug-05 0.14 0.09 0.01 0.04 0.06-0.06-0.05 0.01 1-Jul-05 0.1-0.02 0.02 0.03-0.11-0.07 0.03 1-Jun-05 0.16 0.07-0.05 0.13 0.12 0.03 0.16 2-May-05-0.08 0.07 0.03-0.02 0.01-0.01-0.04 0.05 1-Apr-05 0.1 0.11 0.08 0.07 0.06 0.01 0.13 1-Mar-05-0.14-0.27 0.02 0.05-0.03-0.07 0.05 0.02 1-Feb-05-0.07 0.02 0.06-0.06-0.04-0.05-0.04-0.04 3-Jan-05 0.16 0.09-0.02 0.06 0.02 0.08-0.01 1-Dec-04 0.19 0.08-0.02 0.02-0.08-0.07 0.05-0.09 1-Nov-04-0.04 0.05-0.04 0.07 0.06 0.04 0.07 1-Oct-04 0.28 0.1 0.08 0.01 0.14 0.2 0.02 0.11 1-Sep-04 0.35 0.14-0.03 0.01-0.08 0.08-0.04 2-Aug-04 0.12 0.06-0.01-0.05 0.11 0.02-0.03 0.12 1-Jul-04 0.07 0.04 0.03 0.06-0.01 0.01 0.01 1-Jun-04-0.01-0.08-0.01-0.04-0.07-0.11 0.05-0.13 3-May-04 0.16 0.01 0.11 0.05 0.07 0.04-0.08 1-Apr-04 0.09-0.05 0.08-0.04-0.03-0.04 0.08 1-Mar-04-0.05 0.04 0.04-0.06-0.01-0.02 0.07 0.04 2-Feb-04 0.13-0.02-0.05 0.03 0.04 0.08-0.04 2-Jan-04 0.06 0.1 0.04 0.01-0.03 0.03 0.1 0.11 1-Dec-03 0.05 0.03-0.01 0.03-0.06-0.04-0.02 0.18 3-Nov-03 0.02 0.06 0.1 0.03 0.09 0.07-0.01 1-Oct-03-0.09-0.01 0.04 0.01 0.01 0.04 2-Sep-03 0.1 0.09 0.12 0.05 0.07 0.14 0.06 0.13 1-Aug-03-0.08-0.06-0.08 0.05-0.04-0.05 0.04 0.12 1-Jul-03 0.07 0.06 0.13-0.03 0.06 0.11-0.04 0.19 2-Jun-03 0.11 0.02-0.04 0.05 0.22 0.11 0.04-0.04 1-May-03 0.06 0.07 0.12 0.04 0.07 0.05-0.02 0.11 1-Apr-03 0.26 0.09 0.13 0.05-0.01-0.01 0.09 0.08 3-Mar-03 0.02 0.09 0.14 0.08 0.12 0.04-0.04 3-Feb-03-0.06-0.01-0.09 0.03 0.05-0.05-0.03-0.01 2-Jan-03 0.04-0.09-0.12-0.03 0.07-0.02 0.01 0.05 2-Dec-02-0.03-0.04-0.02-0.03-0.08-0.04-0.08 1-Nov-02-0.08-0.07-0.03-0.1-0.08-0.1 0.05-0.23 1-Oct-02-0.04-0.02 0.15 0.05 0.22 0.1-0.01 0.22 3-Sep-02 0.11 0.09-0.13 0.25 0.11 0.02 0.05-0.1 1-Aug-02-0.02 0.02-0.08-0.1-0.15-0.01-0.18-0.15 1-Jul-02-0.03 0.05-0.1 0.05-0.03 0.09-0.03 0.03 3-Jun-02-0.14-0.09-0.08-0.14-0.08-0.12 0.25-0.21 1-May-02-0.24-0.12 0.05-0.1-0.06 0.02-0.06-0.09 1-Apr-02-0.04 0.1-0.04-0.04 0.05-0.02 0.04 1-Mar-02 0.02-0.05-0.08-0.13-0.03-0.02-0.01 0.08 1-Feb-02 0.09 0.05 0.09 0.02-0.05-0.03 0.09 2-Jan-02-0.12 0.13-0.05 0.1 0.09 0.01-0.03 3-Dec-01 0.13-0.03 0.05-0.06-0.03 0.01 0.04-0.12 1-Nov-01 0.03-0.07 0.1 0.05 0.1 0.1 0.03-0.09 1-Oct-01 0.21 0.11 0.08 0.05 0.06 0.08 0.03 0.01 4-Sep-01 0.13 0.1-0.03 0.12-0.02-0.03 0.05 1-Aug-01-0.17-0.07-0.35-0.12-0.11-0.13 0.01-0.11 2-Jul-01-0.02 0.05-0.13-0.09-0.1 0.03 0.07-0.07 1-Jun-01-0.19 0.02 0.05-0.05 0.1 0.11-0.03 0.13 24-May-01 0.16-0.04-0.12 0.03-0.08 0.02 0.01 0.13 Std. Dev 0.12 0.08 0.09 0.07 0.08 0.07 0.06 0.1 Variance 0.01 0.01 0.01 0.01 0.01 0.01 Correlation 0.49 0.43 0.5 0.76 0.69 0.53 0.08 0.47 Covar 6. Beta 1.51 0.89 1.12 1.31....
View Full Document

This note was uploaded on 12/28/2009 for the course FEWEB CORPFIN taught by Professor Dorsman during the Spring '09 term at Vrije Universiteit Amsterdam.

Page1 / 17

BD_DC12 - 5. Excess Returns Date AAPL ADM BA C CAT DE HSY...

This preview shows document pages 1 - 3. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online