AJ 314 project part 3 - Ticker S&P AMR UAL DAL CAL LUV...

Info iconThis preview shows pages 1–2. Sign up to view the full content.

View Full Document Right Arrow Icon
Ticker Returns S.D. 1.1532 12.46 AMR 0.88 45.88 UAL 0.13 55.94 DAL 0.68 43.38 CAL 0.57 41.94 LUV 0.14 19.71 Correlation Matricies: Weekly Correlation American United Delta Continental Southwest 1 0.39 0.21 0.2 0.37 0.64 American 0.39 1 0.73 0.74 0.86 0.68 United 0.21 0.73 1 0.76 0.81 0.49 Delta 0.2 0.74 0.76 1 0.8 0.5 Continental 0.37 0.86 0.81 0.8 1 0.6 Southwest 0.64 0.68 0.49 0.5 0.6 1 Covariance Matricies: Weekly Covariance AMR UAL DAL CAL LUV 155.17 222.85 146.31 108.66 191.99 98.86 AMR 820.78 2566.53 1444.3 1418.92 779.16 1437.13 UAL 657.05 1760.99 2346.12 834.56 1908.87 1531.99 DAL 378.41 1341.61 647.18 1819.36 1463.56 949.85 CAL 646.39 712.25 1908.87 1463.56 1758.96 1057.47 LUV 247.49 617.39 539.79 431.57 496.96 388.48 Covariance Matrix for Equally weighted portfolio SP AMR UAL DAL CAL LUV weight 0.2 0.2 0.2 0.2 0.2 0.2 0.17 5.17 7.43 4.88 3.62 6.4 3.3 0.17 27.36 85.57 48.15 47.31 25.98 47.91 0.17 21.91 58.71 78.22 27.82 63.64 51.08 0.17 12.62 44.73 21.58 60.66 48.8 31.67 0.17 21.55 23.75 63.64 48.8 58.64 35.26 0.17 8.25 20.58 18 14.39 16.57 12.95
Background image of page 1

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

View Full DocumentRight Arrow Icon
Image of page 2
This is the end of the preview. Sign up to access the rest of the document.

This note was uploaded on 05/02/2010 for the course ACCT Finc314 taught by Professor Depue during the Spring '10 term at University of Delaware.

Page1 / 8

AJ 314 project part 3 - Ticker S&P AMR UAL DAL CAL LUV...

This preview shows document pages 1 - 2. Sign up to view the full document.

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