89 270 435 075 268 103 334 051 430 390 042 372 168

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Unformatted text preview: 4% -0.51% 4.30% 3.90% 0.42% 3.72% -1.68% 0.17% 1.17% -5.39% -4.33% 6.36% -0.83% -2.64% 1.07% #MACRO? ALCOA (AA) AND JOHNSON & JOHNSON (JNJ) 1997 2002 AA 0.47% 11.38% Monthly statistics Average Sigma Covariance Correlation 0.0008 0.0907 Annual statistics Average Sigma AA 5.67% 39.41% 2002 2007 1997 2002 2002 2007 JNJ 0.99% 0.45% 7.49% 3.47% ### ### JNJ 11.84% 5.37% 25.94% 12.03% 0.88% 8.69% ### ### -0.0003 -0.0963 #MACRO? 10.54% 30.10% AA 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 18.38 17.13 17.08 15.20 14.05 14.71 15.96 15.41 14.45...
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This document was uploaded on 03/29/2014.

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