fm3_chapter13 - PRICE AND MARKET CAP DATA F 16.85 73.98...

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Unformatted text preview: PRICE AND MARKET CAP DATA F 16.85 73.98 15.92 88.37 153.33 65.66 Benchmark proportion 2.71% 11.91% 2.56% 14.23% 24.69% 10.57% Monthly price data (includes dividends) 1-Jun-01 50.31 45.26 31.22 26.47 38.74 32.47 2-Jul-01 49.72 48.26 35.64 22.83 35.61 33.82 1-Aug-01 43.14 44.06 35.32 21.48 37.10 30.54 4-Sep-01 33.81 36.79 30.66 14.92 37.79 24.37 1-Oct-01 32.56 36.66 31.50 15.65 36.63 24.75 1-Nov-01 39.63 44.78 35.37 20.45 36.92 27.68 3-Dec-01 38.75 48.97 35.73 19.17 36.34 30.02 2-Jan-02 40.77 48.09 36.99 20.64 39.71 30.22 1-Feb-02 42.67 48.00 38.96 18.78 41.73 30.72 1-Mar-02 48.69 46.71 38.30 16.81 42.21 34.52 1-Apr-02 51.67 44.56 36.90 16.02 43.62 34.64 1-Dec-05 19.01 40.17 33.12 28.48 73.08 51.23 3-Jan-06 23.56 40.24 32.15 31.02 70.75 52.33 1-Feb-06 20.11 41.83 32.53 32.64 70.32 53.76 1-Mar-06 21.06 42.13 34.32 32.81 70.06 52.43 3-Apr-06 22.66 39.77 36.09 32.38 72.34 53.81 1-May-06 26.93 37.97 33.98 32.29 71.54 54.36 1-Jun-06 29.79 35.79 32.30 31.68 73.43 53.22 General Motors GM Home Depot HD International Paper IP Hewlett- Packard HPQ Altria MO American Express AXP Market capitalization (billion $) A B C D E F G 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 61 62 63 64 65 66 67 FOR 10 COMPANIES MMM 28.16 38.32 79.51 60.9 4.53% 6.17% 12.80% 9.81% #MACRO? 36.06 40.88 50.74 51.56 35.37 36.29 53.98 50.55 34.50 35.01 51.96 47.30 28.06 32.07 53.16 44.71 29.34 34.18 50.93 47.43 35.09 38.21 54.07 52.33 32.32 36.63 47.18 53.99 32.59 38.06 47.48 50.70 34.31 40.68 49.21 54.16 34.47 40.95 46.46 52.81 31.08 38.65 43.85 57.77 29.30 41.77 31.10 76.60 31.21 38.48 33.73 71.91 29.19 39.91 34.09 73.20 30.43 41.87 34.83 75.29 33.63 43.74 34.03 84.98 31.72 42.53 33.29 83.66 32.36 41.60 36.43 80.77 Alcoa Aluminum AA DuPont DD Merck MRK H I J K L 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 61 62 63 64 65 66 67 RETURN DATA FOR THE SUPER-DUPER BENCHMA Market cap (billion $) 16.85 73.98 15.92 88.37 153.33 65.66 Benchmark proportion 2.71% 11.91% 2.56% 14.23% 24.69% 10.57% Mean return-0.87%-0.39% 0.06% 0.30% 1.07% 0.82% Return sigma 10.78% 8.41% 6.23% 10.80% 8.71% 6.43% Date GM HD IP HPQ MO AXP 2-Jul-01-1.18% 6.42% 13.24%-14.79%-8.42% 4.07% 1-Aug-01-14.20%-9.11%-0.90%-6.10% 4.10%-10.20% 4-Sep-01-24.37%-18.03%-14.15%-36.44% 1.84%-22.57% 1-Oct-01-3.77%-0.35% 2.70% 4.78%-3.12% 1.55% 1-Nov-01 19.65% 20.01% 11.59% 26.75% 0.79% 11.19% 3-Dec-01-2.25% 8.94% 1.01%-6.46%-1.58% 8.12% 2-Jan-02 5.08%-1.81% 3.47% 7.39% 8.87% 0.66% 1-Sep-05-11.06%-5.56%-3.48% 5.32% 5.28% 3.90% 3-Oct-05-11.10% 7.33%-2.08%-4.05% 1.81%-0.78% 1-Nov-05-20.55% 2.02% 8.56% 5.66%-3.06% 3.28% 1-Dec-05-12.03%-3.16% 6.39%-3.32% 3.67% 0.08% 3-Jan-06 21.46% 0.17%-2.97% 8.54%-3.24% 2.12% 1-Feb-06-15.83% 3.88% 1.18% 5.09%-0.61% 2.70% 1-Mar-06 4.62% 0.71% 5.36% 0.52%-0.37%-2.51% 3-Apr-06 7.32%-5.76% 5.03%-1.32% 3.20% 2.60% 1-May-06 17.26%-4.63%-6.02%-0.28%-1.11% 1.02% 1-Jun-06 10.09%-5.91%-5.07%-1.91% 2.61%-2.12% General Motors GM Home Depot HD International Paper IP Hewlett- Packard HPQ Altria MO American Express AXP A B C D...
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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_chapter13 - PRICE AND MARKET CAP DATA F 16.85 73.98...

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