fm3_chapter10 - A 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17...

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Price data Date GE MSFT JNJ K BA IBM 4-Jan-93 2.36 2.68 6.78 20.37 2.34 11.79 3-Jan-94 4.15 2.64 7.20 18.47 4.21 14.62 3-Jan-95 4.98 3.68 10.91 19.90 4.20 15.53 2-Jan-96 8.80 5.73 19.43 29.03 8.09 20.41 2-Jan-97 13.51 12.64 24.44 27.59 13.93 30.78 2-Jan-98 21.64 18.49 29.15 38.01 20.19 31.60 4-Jan-99 30.57 43.37 38.04 34.14 23.47 30.94 3-Jan-00 40.51 48.51 39.36 20.93 36.27 39.24 2-Jan-01 42.42 30.26 43.80 23.52 48.13 48.78 2-Jan-02 34.82 31.58 55.19 28.70 41.39 51.05 2-Jan-03 22.25 23.52 52.15 32.00 32.81 59.63 2-Jan-04 31.86 28.16 51.49 37.36 48.86 81.95 Shares outstanding 10.56 10.86 2.97 0.41 0.84 0.79 Market value 336.44 305.82 152.93 15.44 41.01 65.13 Percentage of portfolio ### ### ### ### ### ### Return data Date GE MSFT JNJ K BA IBM 3-Jan-94 56.44% -1.50% 6.01% -9.79% 58.73% 21.51% 3-Jan-95 18.23% 33.21% 41.56% 7.46% -0.24% 6.04% 2-Jan-96 56.93% 44.28% 57.71% 37.76% 65.55% 27.33% 2-Jan-97 42.87% 79.12% 22.94% -5.09% 54.34% 41.08% 2-Jan-98 47.11% 38.04% 17.62% 32.04% 37.11% 2.63% 4-Jan-99 34.55% 85.25% 26.62% -10.74% 15.05% -2.11% 3-Jan-00 28.15% 11.20% 3.41% -48.93% 43.53% 23.76% 2-Jan-01 4.61% -47.19% 10.69% 11.67% 28.29% 21.76% 2-Jan-02 -19.74% 4.27% 23.11% 19.90% -15.09% 4.55% 2-Jan-03 -44.78% -29.47% -5.67% 10.88% -23.23% 15.54% 2-Jan-04 35.90% 18.01% -1.27% 15.49% 39.82% 31.80% Average 23.66% 21.38% 18.43% 5.51% 27.63% 17.63% Standard deviation 32.17% 40.71% 18.97% 23.86% 29.93% 13.56% Variance 0.1035 0.1657 0.0360 0.0570 0.0896 0.0184 Excess returns Date GE MSFT JNJ K BA IBM 3-Jan-94 32.78% -22.89% -12.42% -15.31% 31.11% 3.89% 3-Jan-95 -5.43% 11.83% 23.13% 1.94% -27.86% -11.59% 2-Jan-96 33.27% 22.90% 39.28% 32.25% 37.93% 9.70% 2-Jan-97 19.21% 57.73% 4.51% -10.60% 26.72% 23.46% 2-Jan-98 23.45% 16.65% -0.81% 26.53% 9.49% -15.00% 4-Jan-99 10.89% 63.87% 8.19% -16.25% -12.57% -19.74% 3-Jan-00 4.49% -10.18% -15.02% -54.44% 15.90% 6.14% 2-Jan-01 -19.05% -68.58% -7.74% 6.15% 0.67% 4.14% 2-Jan-02 -43.40% -17.11% 4.68% 14.39% -42.71% -13.08% ANNUAL STOCK PRICE AND RETURN DATA FOR S A B C D E F G 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50
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2-Jan-03 -68.45% -50.85% -24.10% 5.37% -50.86% -2.09% 2-Jan-04 12.24% -3.38% -19.70% 9.97% 12.20% 14.17% #MACRO? GE MSFT JNJ K BA IBM GE 0.1035 0.0758 0.0222 -0.0043 0.0857 0.0123 MSFT 0.0758 0.1657 0.0412 -0.0052 0.0379 -0.0022 JNJ 0.0222 0.0412 0.0360 0.0181 0.0101 -0.0039 K -0.0043 -0.0052 0.0181 0.0570 -0.0076 -0.0046 BA 0.0857 0.0379 0.0101 -0.0076 0.0896 0.0248 IBM 0.0123 -0.0022 -0.0039 -0.0046 0.0248 0.0184 Note: To put the array formula into cells B56:G61: 1. Mark the whole area B56:G61 #MACRO? 3.
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This note was uploaded on 01/23/2011 for the course FGB 780 taught by Professor Edwardchang during the Spring '09 term at Missouri State University-Springfield.

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fm3_chapter10 - A 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17...

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