72 168 017 117 539 433 636 083 264 107 merck

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Unformatted text preview: 7% MERCK (MRK) AND JOHNSON & JOHNSON (JNJ) 1997 2002 Average Sigma 2002 2007 MRK 0.07% 0.41% 9.08% 7.98% Covariance Correlation 0.0036 0.5356 Monthly statistics Annual statistics Average Sigma 0.0010 0.3545 1997 2002 JNJ 0.99% 7.49% 2002 2007 0.45% 3.47% ### ### JNJ 11.84% 5.37% 25.94% 12.03% ### ### Merck had a big crisis during the second period (Vioxx). Did this impact the sigma and the correlation? ### MRK 0.86% 4.92% 31.46% 27.65% MRK 1-Jul-97 1-Aug-97 2-Sep-97 1-Oct-97 3-Nov-97 1-Dec-97 2-Jan-98 2-Feb-98 2-Mar-98 1-Apr-98 1-May-98 1-Jun-98 1-Jul-98 3-Aug-98 1-Sep-98 1-Oct-98 2-Nov-98 1-Dec-98 4-Jan-99 1-Feb-99 1-Mar-99 1-Apr-99 3-May-99 1-Jun-99 1-Jul-99 2-Aug-99 1-Sep-99 1-Oct-99 1-Nov-99 1-Dec-99 3-Jan-00 1-Feb-00 1-Mar-00 3-Apr-00 1-May-00 1-Jun-00 3-Jul-00 1-Aug-00 1-Sep-00 2-Oct-00 1-Nov-00 1-Dec-00 2-Jan-01 1-Feb-01 1-Mar-01 2-Apr-01 1-May-01 1-Jun-01 2-Jul-01 1-Aug-01 4-Sep-01 1-Oct-01 1-Nov-01 3-Dec-01 2-Jan-02 1-Feb-02 1-Mar-02 1-Apr-02 1-May-02 3-Jun-02 1-Jul-02 37.31 32.98 36.07 32.21 34.22 38.44 42.56 46.26 46.65 43.85 42.58 48.86 45.14...
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This document was uploaded on 03/29/2014.

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