6 7 114 16 4 203 36 9 01 232 127 26 2 158 374

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Unformatted text preview: -1.14 % -1.6 4 % 2.03% 36 9 .01 -2.32% -1.27% -2.6 2% -1.58% 374 .9 4 0.4 3% 0.05% 0.06 % -0.6 5% 377.4 1 -3.11% -0.50% -1.9 4 % -1.9 1% 384 .77 -3.76 % -1.06 % -1.54 % -1.04 % 388.83 0.4 6 % 0.16 % 0.6 2% 2.52% 379 .26 -2.19 % -0.9 5% -1.23% -1.39 % 384 .6 2 1.6 5% 1.30% 1.4 9 % -0.16 % 385.22 0.6 1% 1.6 9 % 1.32% -2.55% 39 5.28 -7.08% -2.9 7% -3.82% -2.70% 4 06 .23 2.28% 0.52% 0.55% 1.6 3% 39 9 .73 0.79 % 1.06 % 0.00% -0.13% 4 00.24 -1.19 % -0.4 3% -1.6 8% -0.70% 4 03.07 2.20% 1.9 3% 2.58% 1.4 2% 39 7.4 1 2.84 % 1.88% 1.4 4 % 0.23% 39 6 .51 -5.9 0% -2.75% -4 .13% -2.04 % 4 04 .78 -5.26 % -4 .16 % -3.13% -0.04 % 4 04 .9 5 0.05% -0.4 9 % 0.17% 0.06 % 4 04 .6 9 7.28% 1.00% 5.32% 1.02% 4 00.6 2.06 % 2.05% 0.80% 0.71% 39 7.77 -3.12% -0.9 1% -1.4 0% -1.9 7% 4 05.77 3.4 4 % 0.05% 0.86 % 3.28% 39 2.87 0.88% 1.80% -1.9 2% -0.6 2% 39 5.31 2.73% 0.36 % 0.6 7% -0.83% 39 8.6 2 -1.89 % -0.58% -1.14 % -5.59 % 4 22.24 5.9 0% 1.83% 2.9 6 % 0.54 % 4 19 .9 9 -2.6 7% -0.82% -2.23% -0.4 8% 4 22 0.9 2% 2.28% 2.34 % 3.32% 4 08.4 3 -4 .82% -1.02% -1.10% 1.55% 4 02.19 2.79 % 1.17% 1.6 1% 0.4 7% 4 00.29 0.00% -0.01% 0.00% 2.9 5% 388.81 5.21% 3.70% 4 .13% 5.14 % 36 9 .8 -5.19 % -0.4 5% -0.19 % -2.01% 377.37 4 .9 9 % -0.08% 1.70% -0.23% 378.25 1.9 2% 1.54 % 2.76 % 1.54 % 372.5 5.6 2% 2.36 % 1.16 % -0.56 % 374 .6 -4 .88% -2.04 % -3.4 8% -1.76 % 381.32 -4 .05% -1.6 9 % -4 .04 % -2.37% 39 0.57 3.02% 2.51% 2.6 5% -1.6 2% 39 7.01 -3.4 8% -1.15% -1.9 7% -0.56 % 39 9 .26 -0.25% 1.6 6 % 1.22% -0.9 7% 4 03.17 6 .9 6 % 3.4 8% 2.37% -0.28% 4 04 .3 1.09 % 0.10% 1.13% 0.6 2% 4 01.82 -3.53% -3.79 % -2.21% -2.50% 4 12.14 -5.9 2% -2.76 % -4 .11% -0.32% 4 13.4 5 -0.74 % 0.4 2% -0.87% 0.4 4 % 4 11.6 3 -2.81% -1.14 % -0.9 2% 2.78% 4 00.5 -1.12% 0.73% 1.55% 1.9 2% 39 2.9 6 3.08% 1.89 % 1.84 % 0.9 4 % 389 .3 0.9 5% 1.38% 2.4 7% 1.22% 384 .6 2 0.22% -0.26 % 2.6 6 % 1.23% 379 .9 4 1.06 % 1.17% -0.53% 0.6 5% 377.4 8 -4 .27% -2.4 9 % -3.21% -1.73% 384 .14 -3.76 % -1.13% -1.33% 0.05% 383.9 3 4 .13% 3.51% 3.6 1% 1.10% 379 .74 -3.4 4 % -1.37% -3.24 % 1.52% 374 .05 -4 .6 0% -1.84 % -2.72% -1.83% 381.03 -3.35% -0.72% -0.6 7% -0.9 9 % 384 .83 1.35% 0.15% 1.18% -1.32% 389 .9 9 -1.54 % -0.28% 0.50% 0.01% 389 .9 7 3.9 5% 2.04 % 3.22% 1.6 7% 383.58 1.37% 1.21% 0.58% 2.6 4 % 373.72 -0.31% -2.4 1% -1.72% -0.6 5% 376 .18 3.02% -0.16 % 1.16 % 0.6 9 % 373.6 4 .10% 4 .9 6 % 2.85% 4 .81% 356 .4 4 -2.74 % 0.54 % 0.13% 0.12% 356 .03 -2.39 % -1.6 1% -1.6 3% -2.74 % 36 6 .05 -3.77% -4 .34 % -5.4 8% -3.78% 380.4 4 1.50% 0.9 0% 0.50% -0.01% 380.4 8 -2.30% -1.06 % -1.4 6 % -0.76 % 383.4 1 2.70% 3.18% 3.21% 1.70% 376 .9 9 -2.13% 0.59 % 1.28% 0.88% 373.7 6 .75% 5.22% 3.9 1% 2.75% 36 3.6 9 -5.58% -5.04 % -5.4 5% -2.76 % 374 .01 6 .87% 2.07% 3.4 3% 5.89 % 353.21 -9 .4 1% -6 .19 % -6 .54 % -5.4 6 % 373.6 2 -0.84 % 1.33% 0.24 % -0.9 9 % 377.37 -4 .9 6 % -4 .9 9 % -5.72% -3.87% 39 2.57 0.15% -0.15% 1.51% 1.12% 388.21 -1.4 8% -2.21% -4 .23% -2.15% 39 6 .75 -0.02% -0.24 % 0.34 % 1.6 1% 39 0.4 8 -0.57% -2.05% -1.10% -0.34 % 39 1.82 0.02% -2.22% 0.00% -0.20% 39 2.59 -1.86 % -1.26 % -2.4 2% -2.6 8% 4 03.4 1 -0.6 0% -0.24 % -2.11% 1.23% 39 8.5 -1.19 % -0.76 % -0.4 2% 1.32% 39 3.3 -0.24 % 0.24 % -0.6 3% 1.55% 387.29 3.25% 2.06 % 1.9 7% 0.10% 386 .9 1.4 1% -0.39 % 1.13% 2.6 7% 376 .85 1.4 1% 1.19 % 1.59 % 0.82% 373.8 -0.38% -0.4 2% -0.6 5% 2.4 3% 36 4 .9 2 -0.9 2% 0.9 2% -0.6 5% 2.00% 357.77 1.84 % -0.29 % 0.11% -0.07% 358.02 0.58% 0.72% 0.71% 1.21% 353.75 -0.10% -0.01% -1.34 % -0.07% 354 -3.22% -0.6 3% -1.9 0% -1.59 % 359 .71 -1.4 0% 0.07% -1.6 1% 0.70% 357.2 1.87% 0.9 7% 1.31% 1.55% 351.76 -1.15% -0.04 % 0.05% 0.6 7% 34 9 .4 3 -1.32% -0.50% -0.83% 1.80% 34 3.26 1.56 % 0.77% 1.80% 2.26 % 335.6 7 1.21% 1.4 1% 1.6 2% 0.4 9 % 334 .04 2.30% 0.78% 0.6 5% -0.36 % 335.26 -0.85% 2.19 % 0.88% 0.9 7% 332.04 0.9 9 % 1.4 8% 1.73% 1.74 % 326 .35 -1.4 5% -2.12% -2.23% -1.4 7% 331.23 -1.52% -1.73% -0.9 7% 2.6 7% 322.6 1 -0.54 % -0.9 3% -1.33% -0.83% 325.3 1.06 % 1.08% 1.79 % 3.17% 315.32 -0.78% 0.87% -0.05% -1.54 % 320.26 1.09 % -0.25% 0.27% -1.51% 325.16 -0.79 % 0.71% 0.27% -0.4 9 % 326 .75 -2.21% -2.14 % -1.13% -1.71% 332.4 4 -0.17% 1.4 5% 1.14 % 1.79 % 326 .6 1.51% -0.6 9 % 0.38% 0.21% 325.9 0.17% -1.72% -1.4 0% -1.6 9 % 331.4 9 1.4 6 % 0.52% 0.38% -0.23% 332.24 -0.81% 0.9 5% 0.16 % 0.06 % 332.04 0.4 7% -0.36 % 0.11% -1.77% 338.04 -2.50% -1.10% -1.9 1% -1.57% 34 3.4 4 -0.10% -0.18% -1.4 1% -0.77% 34 6 .1 -0.36 % -0.85% -0.21% 0.17% 34 5.51 -3.4 2% -1.73% -2.6 0% -0.6 7% 34 7.83 1.05% 1.02% 1.03% 3.09 % JPM XOM GE AAPL Std dev Da ily Annua liz ed #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? JPM XOM GE AAPL Returns Da ily Annua liz ed 0.00% 0.72% 0.03% 6 .72% -0.02% -5.6 3% 0.08% 23.12% Correla tions JPM JPM XOM GE AAPL XOM 1 0.4 3 0.6 4 0.03 GE 1 0.4 7 0.01 AAPL 1 0.04 Reba l Avera ge Da ily Return Tota l Return Annua liz ed Return Da ily Sta nda rd Devia tion Annua liz ed Sta nda rd Devia tion 0.039 1% 26 0.38% 10.26 % #NAME? #NAME? 1 No Reba l 0.04 79 % 381.16 % 12.72% #NAME? #NAME? 0.81% -0.05% 0.18...
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