Date

2011-08-09
2011-08-10
2011-08-11
2011-08-12
2011-08-15
2011-08-16
2011-08-18
2011-08-19
2011-08-22
2011-08-23
2011-08-24
2011-08-25
2011-08-26
2011-09-05
2011-09-06
2011-09-07
2011-09-08
2011-09-09
2011-09-12
2011-09-13
2011-09-14
2011-09-15
2011-09-16
2011-09-19
2011-09-20
2011-09-21
2011-09-22
2011-09-23
2011-09-26
2011-09-27
2011-09-28
2011-09-29
2011-09-30
2011-10-03
2011-10-04
2011-10-05
2011-10-06
2011-10-07
2011-10-10
2011-10-11
2011-10-12
2011-10-13
2011-10-14
2011-10-17
2011-10-18
2011-10-19
2011-10-20
2011-10-21

Adj Close Log_Rt

375
405
430
430
430
430
425
400
400
420
420
430
420
425
415
425
420
440
420
420
415
425
430
420
415
415
370
365
360
375
370
370
385
355
340
345
365
365
365
385
425
425
415
460
430
475
460
460

0.07696
0.0599
0
0
0
-0.0117
-0.0606
0
0.04879
0
0.02353
-0.0235
0.01183
-0.0238
0.02381
-0.0118
0.04652
-0.0465
0
-0.012
0.02381
0.0117
-0.0235
-0.012
0
-0.1148
-0.0136
-0.0138
0.04082
-0.0134
0
0.03974
-0.0811
-0.0432
0.0146
0.05635
0
0
0.05335
0.09885
0
-0.0238
0.10295
-0.0674
0.09953
-0.0321
0

St*

410.063
442.869
470.206
470.206
470.206
470.206
464.739
437.401
437.401
459.271
459.271
470.206
459.271
464.739
453.804
464.739
459.271
481.141
459.271
459.271
453.804
464.739
470.206
459.271
453.804
453.804
404.596
399.128
393.661
410.063
404.596
404.596
420.998
388.193
371.791
377.258
399.128
399.128
399.128
420.998
464.739
464.739
453.804
503.011
470.206
519.414
503.011

VaR

-35.0634
-37.8685
-40.2061
-40.2061
-40.2061
-40.2061
-39.7386
-37.401
-37.401
-39.271
-39.271
-40.2061
-39.271
-39.7386
-38.8035
-39.7386
-39.271
-41.1411
-39.271
-39.271
-38.8035
-39.7386
-40.2061
-39.271
-38.8035
-38.8035
-34.5959
-34.1284
-33.6609
-35.0634
-34.5959
-34.5959
-35.9985
-33.1934
-31.7908
-32.2584
-34.1284
-34.1284
-34.1284
-35.9985
-39.7386
-39.7386
-38.8035
-43.0111
-40.2061
-44.4137
-43.0111

2011-10-24
2011-10-25

450
445

mean
var
stdev

-0.022 503.011
-0.0112 492.076
0.00349
0.00192
0.04382

-43.0111
-42.0761