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Chapter 15a - STOCK PRICE DATE DAILY 26OCT98-25OCT99 Date...

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STOCK PRICE DATE, DAILY, 26OCT98-25OCT99 min -0.028459 Returns max 0.028496 Date SP500 Abbott Ford Kellogg Microsoft ATT SP500 MSFT n 30 26-Oct-98 1072.32 44.8953 48.646 32.9852 92.375 44 bin size 0.001898 27-Oct-98 1065.34 44.2795 49.1301 32.4983 92.4375 44.6875 -0.006531 0.000676 28-Oct-98 1068.09 45.3264 49.8237 31.8897 92.6875 43 0.002578 0.002701 29-Oct-98 1085.93 46.4966 50.1901 31.342 93.0625 43.375 0.016565 0.004038 -0.028459 1 30-Oct-98 1098.67 46.3118 52.9987 32.1332 92.25 43.875 0.011664 -0.008769 -0.02656 1 2-Nov-98 1111.6 46.3734 53.1819 32.8635 86.3125 44 0.0117 -0.066528 -0.024662 0 3-Nov-98 1110.84 46.127 52.0218 33.1677 87.875 44 -0.000684 0.017941 -0.022763 2 4-Nov-98 1118.67 44.9569 52.7545 33.898 88.0625 43.1875 0.007024 0.002131 -0.020865 7 5-Nov-98 1133.85 45.8807 52.3882 34.5675 90.6875 44.6875 0.013478 0.029373 -0.018966 2 6-Nov-98 1141.01 46.6197 52.6934 34.5675 91.0625 45.75 0.006295 0.004127 -0.017068 9 9-Nov-98 1130.2 45.8807 51.7776 34.0806 92.5625 47.875 -0.009519 0.016338 -0.01517 4 10-Nov-98 1128.26 46.8045 52.6934 33.7763 94.3125 48.75 -0.001718 0.01873 -0.013271 5 11-Nov-98 1120.97 45.2649 52.6324 33.472 94.9375 47.4375 -0.006482 0.006605 -0.011373 7 12-Nov-98 1117.69 45.0801 50.8006 33.4112 93.75 46.9375 -0.00293 -0.012587 -0.009474 6 13-Nov-98 1125.72 45.2649 52.1439 33.3503 93.6875 46.625 0.007159 -0.000667 -0.007576 11 16-Nov-98 1135.87 47.6667 53.3651 33.7763 91.8125 45 0.008976 -0.020216 -0.005677 18 17-Nov-98 1139.32 46.4966 53.5483 33.2286 92.5625 43.75 0.003033 0.008136 -0.003779 15 18-Nov-98 1144.48 46.6197 53.6093 32.9243 89.9844 41.75 0.004519 -0.028248 -0.00188 18 19-Nov-98 1152.61 48.0362 53.1209 33.3503 90.5625 43.5 0.007079 0.006404 1.85E-005 17 20-Nov-98 1163.55 48.4673 54.0978 33.1677 89.5 43.5 0.009447 -0.011802 0.001917 14 23-Nov-98 1188.21 48.9599 54.4641 33.1069 92.125 43.75 0.020972 0.028908 0.003815 17 24-Nov-98 1182.99 48.1593 53.9757 33.8276 91.4375 43.405 -0.004403 -0.007491 0.005714 13 25-Nov-98 1186.87 48.0978 53.5483 35.4822 90.9375 42.41 0.003274 -0.005483 0.007612 18 27-Nov-98 1192.33 48.5904 53.8536 35.237 91.1875 42.2235 0.00459 0.002745 0.009511 9 30-Nov-98 1163.63 47.2972 53.7925 35.9111 96.0625 43.7781 -0.024365 0.052081 0.011409 10 1-Dec-98 1175.28 47.174 56.7844 36.5852 94.625 44.2756 0.009962 -0.015077 0.013308 9 2-Dec-98 1171.25 48.1593 55.1358 35.666 97.5625 44.8353 -0.003435 0.030571 0.015206 9 3-Dec-98 1150.14 47.174 53.8536 34.9919 96.4375 45.3949 -0.018188 -0.011598 0.017105 10 4-Dec-98 1176.74 49.0215 55.0747 34.3178 94 45.2705 0.022864 -0.0256 0.019003 4 7-Dec-98 1187.7 49.0215 55.1968 34.6242 92.625 44.2756 0.009271 -0.014736 0.020902 1 8-Dec-98 1181.38 48.8984 53.6704 34.9306 95.0625 44.2756 -0.005335 0.025975 0.0228 9 9-Dec-98 1183.49 48.652 53.5483 35.0532 93.875 44.8974 0.001784 -0.01257 0.024699 3 10-Dec-98 1165.02 47.4203 52.8156 34.6855 95 45.6437 -0.015729 0.011913 0.026597 2 11-Dec-98 1166.46 48.1593 53.6093 34.4404 94.0625 46.2655 0.001235 -0.009917 0.028496 1 14-Dec-98 1141.2 47.0508 51.167 34.8081 92.25 45.768 -0.021893 -0.019457 15-Dec-98 1162.83 46.3118 53.1209 35.4822 94.25 47.0739 0.018776 0.021449 16-Dec-98 1161.94 45.4496 54.342 34.2565 95.875 47.8823 -0.000766 0.017094 17-Dec-98 1179.98 46.9892 55.6853 33.8888 91.8125 46.763 0.015406 -0.043297 18-Dec-98 1188.03 46.3734 55.5632 33.6437 92.375 47.1361 0.006799 0.006108 21-Dec-98 1202.84 45.6344 54.0978 33.3373 92.5625 44.7731 0.012389 0.002028 22-Dec-98 1203.57 46.6197 54.5863 33.1535 92.25 45.768 0.000607 -0.003382 23-Dec-98 1228.54 47.6667 57.0286 33.5824 93.25 47.2605 0.020534 0.010782 24-Dec-98 1226.27 47.174 57.5171 34.1953 94.625 49.6857 -0.001849 0.014638 28-Dec-98 1225.49 46.2502 58.1887 33.9501 95.3125 49.0016 -0.000636 0.007239 29-Dec-98 1241.81 48.2209 57.8834 33.8888 92.1875 46.3899 0.013229 -0.033336 30-Dec-98 1231.93 47.913 56.7844 33.4599 86.4375 47.0117 -0.007988 -0.064403 31-Dec-98 1229.23 48.2825 57.3339 33.4599 83.375 46.6386 -0.002194 -0.036073 4-Jan-99 1228.1 48.0362 56.418 33.8276 83.8125 47.9445 -0.00092 0.005234 5-Jan-99 1244.78 48.0978 58.1277 35.6047 85 48.3798 0.013491 0.014069 6-Jan-99 1272.34 47.7282 60.3258 36.4627 84.5625 49.4991 0.021899 -0.00516 7-Jan-99 1269.73 47.1124 60.3868 36.7691 84.3125 48.8151 -0.002053 -0.002961 8-Jan-99 1275.09 46.9276 63.5008 36.5852 84.6875 49.0016 0.004212 0.004438 11-Jan-99 1263.88 46.3118 63.0123 37.9947 81.75 48.1932 -0.00883 -0.035302 12-Jan-99 1239.51 45.8807 61.4248 38.056 84.1875 48.1932 -0.01947 0.029381 13-Jan-99 1234.4 47.5118 59.9594 37.0755 82.9375 48.6907 -0.004131 -0.014959 14-Jan-99 1212.19 46.894 58.9825 36.524 83.8125 50.6184 -0.018156 0.010495 15-Jan-99 1243.26 47.0793 60.57 38.1786 85.125 51.4268 0.025308 0.015539 19-Jan-99 1252 45.8436 62.4628 37.7496 85.75 50.4319 0.007005 0.007315 20-Jan-99 1256.62 46.3379 63.1955 37.1368 84.9375 49.6857 0.003683 -0.00952 21-Jan-99 1235.16 44.4844 60.631 36.7078 84.75 50.6184 -0.017225 -0.00221 22-Jan-99 1225.19 43.743 59.4709 37.3819 84.8125 51.2403 -0.008105 0.000737 25-Jan-99 1233.98 42.9398 59.5931 38.056 85.8125 51.8621 0.007149 0.011722 26-Jan-99 1252.31 45.0404 60.3868 38.056 86.9375 53.168 0.014745 0.013025 27-Jan-99 1243.17 45.2258 59.3632 38.4237 90 54.6605 -0.007325 0.03462 28-Jan-99 1265.37 45.5038 61.5163 41.2427 88.8125 54.7226 0.0177 -0.013282 29-Jan-99 1279.64 45.9054 60.4705 39.8332 87.625 54.5983 0.011214 -0.013461 1-Feb-99 1273 45.2876 59.7938 39.4655 90.25 53.7277 -0.005202 0.029517 2-Feb-99 1261.99 45.5965 58.0713 40.2009 91.0625 54.4739 -0.008686 0.008962 3-Feb-99 1272.07 46.0908 59.4247 39.1591 94.6875 55.4689 0.007956 0.039036 4-Feb-99 1248.49 45.1022 56.9025 38.6075 93.3125 53.9142 -0.018711 -0.014628 5-Feb-99 1239.4 45.2876 56.3489 38.8527 98.375 55.531 -0.007307 0.052833 8-Feb-99 1243.77 44.608 57.7638 38.6075 99.4375 55.2201 0.00352 0.010743 9-Feb-99 1216.14 43.8048 56.595 37.4432 94.375 55.0957 -0.022465 -0.052253 10-Feb-99 1223.55 44.4844 57.8868 37.5045 94.9375 56.0285 0.006075 0.005943 11-Feb-99 1254.04 45.3494 59.1786 38.056 93.625 56.8369 0.024614 -0.013921 12-Feb-99 1230.13 44.4844 56.964 37.8109 94.1875 57.2722 -0.01925 0.00599 16-Feb-99 1241.87 46.3997 56.5334 38.1173 93.25 57.521 0.009498 -0.010003 17-Feb-99 1224.03 44.4844 58.1944 37.9334 92.5625 58.205 -0.01447 -0.0074 18-Feb-99 1237.28 45.4729 59.1171 37.8109 92.3125 57.9562 0.010767 -0.002705 19-Feb-99 1239.22 45.4729 57.8868 37.6883 89.5625 56.3394 0.001567 -0.030243 22-Feb-99 1272.14 46.7086 59.4862 38.2399 92 56.2773 0.026218 0.026852 23-Feb-99 1271.18 46.6468 58.3174 37.3819 91.1875 56.3394 -0.000755 -0.008871 24-Feb-99 1253.41 45.2258 58.5635 37.1368 90.1875 55.531 -0.014078 -0.011027 25-Feb-99 1245.02 45.7201 58.625 36.6903 88 55.3445 -0.006716 -0.024554 26-Feb-99 1238.33 45.7818 58.3789 36.5053 86.75 54.3495 -0.005388 -0.014306 1-Mar-99 1236.16 45.4111 57.4562 37.2453 84.9375 54.3495 -0.001754 -0.021115 2-Mar-99 1225.5 45.3494 56.2259 36.3203 84.625 53.852 -0.008661 -0.003686 3-Mar-99 1227.7 46.4615 55.9183 36.567 86 54.847 0.001794 0.016118 4-Mar-99 1246.64 47.8825 57.4562 36.382 86.5 55.9663 0.015309 0.005797 5-Mar-99 1275.47 48.871 59.1786 36.6903 88.9375 56.2151 0.022863 0.027789 8-Mar-99 1282.73 49.3653 59.1171 35.7037 85 55.3445 0.005676 -0.045283 9-Mar-99 1279.84 49.1182 56.841 35.5804 82.875 54.163 -0.002256 -0.025318 10-Mar-99 1286.84 49.1182 55.9798 36.012 81 54.0386 0.005455 -0.022884 11-Mar-99 1297.68 50.0449 57.0256 35.8887 77.6875 52.6705 0.008388 -0.041755 12-Mar-99 1294.59 49.2417 57.0256 36.8753 77.5625 52.6705 -0.002384 -0.00161 15-Mar-99 1307.26 50.1067 57.5792 37.8003 78.125 52.8882 0.009739 0.007226 16-Mar-99 1306.38 50.2303 57.0256 37.492 79.875 53.4168 -0.000673 0.022153 17-Mar-99 1297.82 48.7475 56.4719 37.862 82.3125 53.5411 -0.006574 0.03006 18-Mar-99 1316.55 48.9328 57.3947 37.6153 79.375 53.168 0.014329 -0.03634 19-Mar-99 1299.29 47.45 57.6407 36.5053 80.25 53.2302 -0.013197 0.010963 22-Mar-99 1297.01 48.0061 58.3174 36.6287 79.5625 53.1058 -0.001756 -0.008604 23-Mar-99 1262.14 45.7201 55.9798 34.9021 76.375 53.9764 -0.027253 -0.040887 24-Mar-99 1268.59 46.6468 55.3031 35.1487 78.4375 54.7226 0.005097 0.026647 25-Mar-99 1289.99 46.7086 57.4562 35.3337 78.5 54.7848 0.016728 0.000796 26-Mar-99 1282.8 46.2761 56.0413 33.6688 80.6875 55.2201 -0.005589 0.027485 29-Mar-99 1310.17 47.3882 56.2259 34.2854 78.375 56.0907 0.021112 -0.029079 30-Mar-99 1300.75 47.3264 55.7337 33.9771 78.5 56.9613 -0.007216 0.001594 31-Mar-99 1286.37 46.2761 55.7952 33.3605 76.25 57.1478 -0.011117 -0.029081 1-Apr-99 1293.72 47.0175 55.6107 33.8538 77.25 57.8941 0.005697 0.01303 5-Apr-99 1321.12 47.6971 57.3947 33.5454 77.5625 59.1378 0.020958 0.004037 6-Apr-99 1317.89 47.6971 57.3331 32.6821 78.4375 58.9512 -0.002448 0.011218 7-Apr-99 1326.89 47.9443 59.7938 33.8538 79.3125 58.2672 0.006806 0.011094 8-Apr-99 1343.98 50.8481 59.9168 34.3471 78.6875 58.8268 0.012798 -0.007911 9-Apr-99 1348.35 50.3539 59.6092 33.3605 79.125 59.3243 0.003246 0.005545 12-Apr-99 1358.63 51.8985 60.532 33.7921 76.875 58.6403 0.007595 -0.028848
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