Académique Documents
Professionnel Documents
Culture Documents
8/1/2013
7/1/2013
6/3/2013
5/1/2013
4/1/2013
3/1/2013
2/1/2013
1/2/2013
12/3/2012
11/1/2012
10/1/2012
9/4/2012
8/1/2012
7/2/2012
6/1/2012
5/1/2012
4/2/2012
3/1/2012
2/1/2012
1/3/2012
12/1/2011
11/1/2011
10/3/2011
9/1/2011
8/1/2011
7/1/2011
6/1/2011
5/2/2011
4/1/2011
3/1/2011
2/1/2011
1/3/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/1/2010
2/1/2010
1/4/2010
12/1/2009
11/2/2009
10/1/2009
9/1/2009
8/3/2009
7/1/2009
6/1/2009
5/1/2009
NYA
1646.06
1685.73
1606.28
1630.74
1597.57
1569.19
1514.68
1498.11
1426.19
1416.18
1412.16
1440.67
1406.58
1379.32
1362.16
1310.33
1397.91
1408.47
1365.68
1312.41
1257.6
1246.96
1253.3
1131.42
1218.89
1292.28
1320.64
1345.2
1363.61
1325.83
1327.22
1286.12
1257.64
1180.55
1183.26
1141.2
1049.33
1101.6
1030.71
1089.41
1186.69
1169.43
1104.49
1073.87
1115.1
1095.63
1036.19
1057.08
1020.62
987.48
919.32
919.14
Com 1
BAC
14.15
14.60
12.86
13.65
12.30
12.17
11.22
11.30
11.59
9.83
9.30
8.81
7.96
7.31
8.15
7.32
8.07
9.52
7.93
7.08
5.52
5.40
6.77
6.07
8.10
9.62
10.85
11.63
12.15
13.19
14.13
13.58
13.19
10.82
11.31
12.94
12.30
13.86
14.18
15.53
17.59
17.61
16.42
14.97
14.85
15.62
14.36
16.67
17.32
14.56
13.00
11.09
4/1/2009
3/2/2009
2/2/2009
1/2/2009
12/1/2008
11/3/2008
10/1/2008
9/2/2008
8/1/2008
7/1/2008
872.81
797.87
735.09
825.88
903.25
896.24
968.75
1166.36
1282.83
1267.38
8.79
6.71
3.88
6.46
13.81
15.59
23.18
33.57
29.29
30.94
7.78
7.67
7.42
8.08
8.47
7.43
7.19
6.96
7.45
7.50
11.08
8.85
7.45
10.32
13.78
14.33
16.28
21.28
23.14
23.30
5.75
2.53
1.92
1.80
2.20
2.59
2.11
5.00
4.29
4.62
11.20
11.41
10.32
11.96
14.53
13.48
14.28
14.87
15.41
14.81
30.42
25.23
14.96
35.40
66.76
82.48
135.80
201.52
186.59
183.64
30.50
24.52
21.08
23.54
28.74
28.86
37.60
42.24
34.81
36.75
20.11
19.47
18.37
19.02
21.70
21.75
20.38
20.93
23.98
23.10
0.90
0.36
0.28
0.28
0.31
0.52
0.49
0.84
1.21
1.28
8.63
6.99
5.93
7.26
10.49
10.02
10.57
20.75
29.53
30.85
Com 11
CIM
2.92
2.98
3.00
2.96
3.20
3.09
2.81
2.88
2.46
2.50
2.43
2.47
2.24
1.91
2.08
2.38
2.46
2.41
2.52
2.49
2.06
2.10
2.37
2.18
2.28
2.32
2.60
2.83
2.94
2.87
3.02
2.94
2.88
2.69
2.76
2.66
2.53
2.49
2.32
2.43
2.51
2.40
2.36
2.31
2.29
2.28
1.98
2.16
2.09
1.96
1.92
1.92
Com 12 Com 13 Com 14 Com 15 Com 16 Com 17 Com 18 Com 19 Com 20 Com 21 Com 22
SID
VALE
ARR
ABX
JCP
WFC
GGB
HK
PBR PBRA
AMD
3.69
15.22
3.78
19.23
13.22
42.49
7.10
4.76
14.13
14.90
3.60
2.82
13.72
4.39
16.97
14.60
43.20
6.31
5.48
13.64
14.34
3.77
2.70
13.15
4.56
15.74
17.08
40.99
5.68
5.67
13.41
14.66
4.08
3.07
14.40
4.92
21.12
17.58
40.27
6.08
5.28
17.77
18.64
4.00
3.89
17.09
6.12
19.50
16.42
37.43
7.80
6.54
19.15
19.97
2.82
4.17
17.29
6.10
29.09
15.11
36.45
7.66
7.79
16.57
18.15
2.55
4.71
18.99
6.17
29.92
17.57
34.57
8.26
7.10
14.67
16.73
2.49
5.06
20.17
6.55
31.38
20.33
34.32
8.77
7.64
18.28
18.09
2.60
5.41
20.96
5.83
34.42
19.71
33.44
8.92
6.92
19.47
19.31
2.40
4.43
17.43
6.23
33.95
17.94
32.30
8.43
6.18
17.97
17.55
2.20
4.99
18.32
6.32
39.59
24.01
32.75
8.73
6.47
21.21
20.53
2.05
5.16
17.34
6.65
40.82
24.29
33.57
9.44
7.33
22.94
22.07
3.37
4.42
15.86
6.39
37.65
26.08
33.08
8.86
7.68
21.14
20.58
3.72
4.75
17.48
6.47
31.97
22.51
32.66
8.99
6.60
19.63
19.03
4.06
5.20
19.23
5.93
36.53
23.31
32.30
8.66
9.44
18.77
18.14
5.73
5.94
17.74
5.74
37.98
26.23
30.96
7.86
9.41
19.56
18.90
6.08
7.74
21.50
5.65
39.11
36.06
32.07
9.25
10.89
23.31
21.93
7.36
8.21
22.04
5.39
42.06
35.23
32.76
9.48
9.38
26.29
25.29
8.02
8.87
23.75
5.55
46.18
39.38
29.94
10.24
10.99
29.40
28.05
7.35
8.91
23.90
5.58
47.51
41.32
27.83
9.31
10.95
30.10
27.50
6.71
7.10
20.26
5.37
43.64
34.75
26.26
7.66
9.39
24.27
22.92
5.40
7.20
21.96
5.35
51.00
31.67
24.64
7.53
3.03
26.36
24.46
5.69
8.12
24.00
5.28
47.59
31.71
24.57
8.76
2.46
26.15
24.45
5.83
6.89
21.05
4.94
44.85
26.28
22.87
6.93
2.28
21.74
20.03
5.08
8.72
26.07
5.35
48.79
26.14
24.75
8.39
3.06
28.13
25.76
6.83
9.22
29.31
5.09
45.63
30.19
26.38
8.80
2.97
32.63
29.45
7.34
10.82
28.87
5.09
43.44
33.70
26.49
10.15
3.75
32.53
29.40
6.99
12.36
29.15
5.20
45.81
34.57
26.78
10.65
4.80
33.27
29.95
8.68
13.10
30.18
4.98
48.80
37.52
27.37
11.62
6.18
35.45
31.56
9.10
13.70
29.78
4.99
49.66
34.85
29.82
12.02
6.24
38.40
33.61
8.60
13.37
30.56
4.79
50.53
33.93
30.26
12.95
5.25
37.65
33.08
9.21
14.02
31.10
4.99
45.35
31.12
30.37
12.71
5.07
34.72
31.28
7.83
13.70
30.70
4.91
50.76
31.16
29.03
13.42
5.52
35.76
32.14
8.18
12.86
28.14
4.48
49.30
32.09
25.49
11.15
5.22
30.45
27.33
7.29
13.88
28.54
4.41
45.80
30.07
24.36
12.39
4.29
31.87
28.96
7.34
14.53
27.49
4.21
44.08
26.04
23.49
12.93
4.65
33.88
30.48
7.11
12.70
23.52
4.13
44.53
19.14
22.02
12.75
4.95
31.15
27.45
5.61
13.80
24.44
3.71
39.04
23.59
25.88
13.83
5.70
33.79
29.37
7.49
12.08
21.41
3.64
43.13
20.38
23.89
12.45
6.21
31.86
27.48
7.32
12.40
23.90
4.06
39.97
26.08
26.78
12.72
5.10
33.07
28.55
8.57
14.85
26.92
4.44
40.97
27.67
30.85
15.42
5.61
39.11
34.72
9.07
15.90
28.10
4.44
36.07
30.34
29.00
15.33
4.38
40.79
35.98
9.27
13.02
24.32
3.51
35.43
26.01
25.48
13.87
4.62
39.09
34.89
7.91
11.60
22.52
3.56
32.76
23.41
26.45
12.65
4.92
37.18
32.79
7.46
12.71
25.34
4.26
37.05
24.91
25.11
15.92
6.15
43.70
38.52
9.68
13.43
25.03
3.93
40.16
26.90
26.08
15.05
4.68
46.77
40.72
7.01
12.99
22.25
4.95
33.65
31.01
25.55
14.04
4.26
42.16
36.26
4.60
11.99
20.01
5.12
35.49
31.41
26.17
12.50
3.63
41.66
35.33
5.66
10.22
16.62
5.09
32.49
27.96
25.55
10.93
2.22
35.98
29.83
4.36
10.03
17.07
5.07
32.68
28.06
22.67
10.85
2.22
37.43
30.28
3.66
8.76
15.25
5.04
31.42
26.52
22.48
9.74
2.40
36.87
29.65
3.87
9.61
16.57
5.00
35.66
24.10
23.63
9.67
2.94
39.61
31.08
4.54
1.89
1.77
1.57
1.74
1.82
1.55
1.50
3.23
3.21
3.89
7.13
5.71
4.80
5.49
4.65
4.19
4.94
7.72
12.61
14.18
14.29
11.34
10.99
12.03
10.32
10.18
11.18
15.97
22.14
25.04
4.98
4.93
4.92
4.83
4.73
4.73
4.64
4.74
4.85
4.85
27.10
30.20
28.13
34.92
34.25
27.44
21.03
33.98
32.12
39.16
28.35
18.37
14.03
15.33
17.87
17.23
21.70
30.03
35.11
27.77
18.51
13.17
11.19
17.16
26.76
26.23
30.61
33.74
27.21
26.92
6.60
5.09
4.85
5.91
6.12
6.04
5.86
10.15
17.10
19.64
2.25
2.19
1.50
2.70
2.64
3.42
3.69
8.67
13.71
13.98
30.20
27.18
24.74
23.37
21.85
18.02
23.14
37.82
45.39
48.11
23.98
21.55
19.68
19.05
17.95
14.99
18.60
31.54
36.22
38.64
3.61
3.05
2.18
2.19
2.16
2.36
3.50
5.25
6.29
4.21
4.36
4.13
3.23
3.27
7.52
9.52
10.36
8.97
8.59
8.78
18.53
16.04
14.64
14.80
15.14
16.01
20.47
33.41
45.01
46.64
11.48
10.90
9.15
10.12
10.90
10.58
11.07
13.88
14.38
12.10
18.63
17.36
14.93
16.17
17.03
15.46
17.57
19.51
21.07
20.68
14.83
17.16
15.12
16.94
17.65
14.13
9.99
15.44
15.72
17.34
19.27
14.74
15.54
16.35
17.23
16.59
18.66
30.54
41.43
42.17
12.84
12.29
12.77
13.87
14.88
14.05
19.43
29.84
49.22
51.01
23.13
16.76
7.04
21.45
26.31
33.68
32.01
55.80
356.52
432.18
Date
8/1/2013
7/1/2013
6/3/2013
5/1/2013
4/1/2013
3/1/2013
2/1/2013
1/2/2013
12/3/2012
11/1/2012
10/1/2012
9/4/2012
8/1/2012
7/2/2012
6/1/2012
5/1/2012
4/2/2012
3/1/2012
2/1/2012
1/3/2012
12/1/2011
11/1/2011
10/3/2011
9/1/2011
8/1/2011
7/1/2011
6/1/2011
5/2/2011
4/1/2011
3/1/2011
2/1/2011
1/3/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/1/2010
2/1/2010
1/4/2010
Com 1
BAC
-3.08%
13.53%
-5.79%
10.98%
1.07%
8.47%
-0.71%
-2.50%
17.90%
5.70%
5.56%
10.68%
8.89%
-10.31%
11.34%
-9.29%
-15.23%
20.05%
12.01%
28.26%
2.22%
-20.24%
11.53%
-25.06%
-15.80%
-11.34%
-6.71%
-4.28%
-7.88%
-6.65%
4.05%
2.96%
21.90%
-4.33%
-12.60%
5.20%
-11.26%
-2.26%
-8.69%
-11.71%
-0.11%
7.25%
9.69%
0.81%
Com 2
NLY
-10.57%
-5.17%
-4.48%
-14.82%
0.32%
5.55%
4.14%
5.90%
-1.56%
-8.82%
-4.16%
0.20%
-0.71%
3.90%
4.27%
1.86%
3.17%
-1.45%
-1.29%
5.52%
2.72%
-4.59%
1.28%
-4.92%
8.01%
-6.95%
3.03%
1.65%
2.23%
0.77%
0.62%
-0.54%
2.05%
2.93%
0.41%
5.15%
-0.09%
1.48%
5.12%
0.09%
-1.36%
-2.98%
5.75%
0.19%
Com 3
GE
-2.13%
5.09%
0.22%
4.66%
-3.62%
-0.43%
5.11%
6.15%
0.24%
0.29%
-7.27%
10.53%
-0.20%
-0.45%
10.10%
-2.50%
-2.44%
5.36%
2.70%
4.52%
13.61%
-4.76%
9.76%
-5.78%
-8.92%
-5.06%
-3.19%
-3.96%
1.99%
-4.13%
4.59%
10.11%
16.41%
-1.16%
-1.42%
13.04%
-10.14%
11.80%
-11.28%
-13.27%
3.60%
13.29%
0.56%
6.29%
12/1/2009
11/2/2009
10/1/2009
9/1/2009
8/3/2009
7/1/2009
6/1/2009
5/1/2009
4/1/2009
3/2/2009
2/2/2009
1/2/2009
12/1/2008
11/3/2008
10/1/2008
9/2/2008
8/1/2008
Average (Yearly adjusted)
Variance
Covariance
Beta
Average
Actual Return (yearly)
Expected return (Yeraly)
Risk free rate (Rf)
Market Return (Rm)
Actual Return (yearly)
Expected return (Yeraly)
2.23
2.33
2.37
2.57
2.46
2.71
2.13
1.86
1.82
1.87
1.6
1.52
2.29
2.73
2.88
3.14
3.3
1.63
1.78%
5.74%
-1.98%
3.57%
3.36%
7.41%
0.02%
5.31%
9.39%
8.54%
-10.99%
-8.57%
0.78%
-7.48%
-16.94%
-9.08%
1.22%
6.87%
-4.93%
8.77%
-13.86%
-3.75%
18.96%
12.00%
17.22%
26.17%
31.00%
72.94%
-39.94%
-53.22%
-11.42%
-32.74%
-30.95%
14.61%
-5.33%
5.85%
-1.82%
8.83%
-6.75%
8.43%
2.89%
11.25%
13.12%
-1.03%
1.43%
3.37%
-8.17%
-4.60%
14.00%
3.34%
3.30%
-6.58%
-0.67%
8.69%
-4.99%
12.40%
-13.17%
18.83%
3.72%
14.30%
-12.29%
6.50%
25.20%
18.79%
-27.81%
-25.11%
-3.84%
-11.98%
-23.50%
-8.04%
-0.69%
7.13%
0.034523 0.002957
0.01093
0.006842 0.000716 0.004714
0.20
0.24
0.43
1.63
5.85%
2.67%
8.69%
2.90%
7.13%
3.89%
5.85%
2.67%
8.69%
2.90%
7.13%
3.89%
1.63%
6.87%
Com 4
F
-4.50%
9.75%
-1.35%
15.23%
4.24%
4.34%
-2.66%
0.71%
13.10%
2.65%
13.74%
5.49%
1.67%
-3.66%
-9.18%
-6.40%
-9.21%
0.84%
-0.33%
15.85%
1.57%
-9.26%
20.75%
-13.00%
-8.94%
-11.46%
-7.60%
-3.56%
3.77%
-0.90%
-5.67%
-5.02%
5.35%
12.80%
15.46%
8.38%
-11.56%
26.73%
-14.10%
-9.90%
3.56%
7.09%
8.25%
8.42%
Com 5
PFE
-2.63%
5.22%
2.85%
-5.56%
0.74%
5.46%
0.30%
9.73%
0.25%
1.50%
0.08%
4.16%
0.17%
4.49%
5.21%
-3.59%
1.12%
7.19%
-0.20%
-1.13%
7.80%
5.25%
8.95%
-6.86%
-0.28%
-6.55%
-3.96%
3.30%
3.25%
5.54%
6.70%
4.06%
7.43%
-5.47%
1.44%
7.97%
7.26%
5.17%
-6.40%
-7.95%
-2.47%
-2.29%
-5.08%
2.61%
Com 6
C
-5.37%
8.69%
-7.73%
11.45%
5.47%
5.41%
-0.45%
6.60%
14.41%
-7.52%
14.29%
10.14%
9.52%
-0.99%
3.36%
-19.73%
-9.59%
9.68%
8.51%
16.76%
-4.27%
-12.98%
23.32%
-17.50%
-19.01%
-7.92%
1.19%
-10.31%
3.83%
-5.55%
-2.91%
1.91%
12.63%
0.70%
6.67%
5.38%
-9.51%
9.04%
-5.04%
-9.39%
7.90%
19.11%
2.42%
0.30%
Com 7
JPM
-7.00%
6.33%
-3.28%
11.36%
3.93%
-2.98%
3.96%
7.75%
7.03%
-1.44%
3.73%
8.97%
3.17%
1.60%
7.79%
-22.87%
-5.92%
17.18%
5.20%
12.99%
7.36%
-10.89%
16.40%
-19.81%
-7.13%
-0.60%
-5.33%
-5.24%
-0.47%
-1.26%
3.89%
6.05%
13.44%
-0.63%
-0.99%
4.67%
-9.74%
10.17%
-7.48%
-7.05%
-4.74%
6.63%
7.78%
-6.45%
Com 8
T
-4.20%
0.89%
1.19%
-6.60%
3.32%
2.17%
3.21%
4.56%
-1.25%
-1.32%
-7.19%
2.89%
-3.38%
7.66%
4.36%
3.84%
6.87%
2.08%
4.00%
-1.30%
4.34%
-1.12%
4.36%
0.12%
-2.66%
-5.56%
-0.46%
1.41%
3.10%
7.85%
3.15%
-4.97%
5.71%
-2.56%
1.15%
5.83%
4.22%
9.10%
-0.44%
-6.75%
2.45%
4.16%
-2.16%
-8.19%
Com 9
RAD
13.33%
4.90%
-2.72%
10.94%
39.47%
15.85%
2.50%
17.65%
34.65%
-12.93%
-0.85%
-1.68%
2.59%
-17.14%
7.69%
-10.34%
-16.67%
12.99%
10.79%
10.32%
3.28%
5.17%
18.37%
-10.91%
-15.38%
-2.26%
26.67%
-5.41%
4.72%
-19.08%
2.34%
45.45%
-6.38%
3.30%
-3.19%
8.05%
-12.12%
1.02%
-14.78%
-22.30%
-1.33%
-1.32%
11.76%
-9.93%
Com 10
AA
0.25%
1.67%
-8.03%
0.36%
-0.24%
0.00%
-3.31%
1.86%
3.25%
-1.89%
-2.97%
3.55%
1.44%
-3.26%
2.38%
-11.86%
-2.85%
-1.51%
0.40%
17.40%
-13.60%
-6.68%
12.45%
-25.20%
-12.93%
-7.14%
-5.63%
-0.97%
-3.74%
4.83%
1.87%
7.65%
17.23%
0.16%
8.46%
18.54%
-8.27%
11.04%
-13.64%
-13.09%
-5.70%
7.12%
4.67%
-21.02%
Com 11
CIM
-2.01%
-0.67%
1.35%
-7.50%
3.56%
9.96%
-2.43%
17.07%
-1.60%
2.88%
-1.62%
10.27%
17.28%
-8.17%
-12.61%
-3.25%
2.07%
-4.37%
1.20%
20.87%
-1.90%
-11.39%
8.72%
-4.39%
-1.72%
-10.77%
-8.13%
-3.74%
2.44%
-4.97%
2.72%
2.08%
7.06%
-2.54%
3.76%
5.14%
1.61%
7.33%
-4.53%
-3.19%
4.58%
1.69%
2.16%
0.87%
Com 12
SID
30.85%
4.44%
-12.05%
-21.08%
-6.71%
-11.46%
-6.92%
-6.47%
22.12%
-11.22%
-3.29%
16.74%
-6.95%
-8.65%
-12.46%
-23.26%
-5.72%
-7.44%
-0.45%
25.49%
-1.39%
-11.33%
17.85%
-20.99%
-5.42%
-14.79%
-12.46%
-5.65%
-4.38%
2.47%
-4.64%
2.34%
6.53%
-7.35%
-4.47%
14.41%
-7.97%
14.24%
-2.58%
-16.50%
-6.60%
22.12%
12.24%
-8.73%
Com 13
VALE
10.93%
4.33%
-8.68%
-15.74%
-1.16%
-8.95%
-5.85%
-3.77%
20.25%
-4.86%
5.65%
9.33%
-9.27%
-9.10%
8.40%
-17.49%
-2.45%
-7.20%
-0.63%
17.97%
-7.74%
-8.50%
14.01%
-19.26%
-11.05%
1.52%
-0.96%
-3.41%
1.34%
-2.55%
-1.74%
1.30%
9.10%
-1.40%
3.82%
16.88%
-3.76%
14.15%
-10.42%
-11.22%
-4.20%
15.54%
7.99%
-11.13%
12.51%
27.04%
-2.89%
-5.20%
-4.94%
31.68%
5.61%
-3.83%
127.27%
31.77%
6.67%
-18.18%
-15.06%
22.75%
-57.80%
16.55%
-7.14%
46.87%
0.13%
7.68%
2.89%
-0.91%
5.93%
6.22%
-1.24%
14.91%
-1.84%
10.56%
-13.71%
-17.69%
7.79%
-5.60%
-3.97%
-3.50%
4.05%
15.04%
-19.47%
0.49%
-15.50%
-3.19%
57.73%
6.72%
-20.16%
21.96%
20.57%
68.65%
-57.74%
-46.97%
-19.06%
-39.26%
-32.61%
8.00%
1.61%
-1.04%
-1.93%
1.73%
-4.56%
0.82%
12.47%
13.45%
-7.54%
11.80%
24.39%
16.32%
-10.45%
-18.09%
-0.42%
-23.24%
-10.98%
21.34%
-5.28%
12.97%
4.08%
4.95%
-3.53%
3.70%
-0.72%
7.44%
0.21%
-3.28%
3.29%
5.99%
-3.42%
-12.35%
-0.23%
6.72%
-2.63%
-12.72%
3.81%
8.89%
17.97%
-0.78%
-21.34%
6.49%
5.48%
-3.31%
30.17%
28.89%
150.00%
28.57%
0.00%
-9.68%
-40.38%
6.12%
-41.67%
-30.58%
-5.47%
48.70%
28.73%
1.09%
-5.34%
8.85%
2.67%
13.89%
12.05%
1.97%
23.46%
17.88%
-18.32%
-30.79%
4.69%
-5.20%
-49.06%
-29.73%
-4.28%
-14.63%
0.44%
15.15%
-8.33%
3.35%
6.63%
2.08%
0.00%
1.59%
6.78%
12.74%
-9.77%
-4.40%
17.42%
3.33%
-53.56%
0.62%
-17.48%
2.32%
-5.36%
3.39%
8.34%
17.32%
1.89%
14.50%
-8.84%
34.78%
24.87%
18.96%
-12.57%
18.06%
10.98%
-15.18%
-36.01%
-38.78%
-11.07%
-12.25%
1.24%
12.49%
11.19%
20.40%
-2.64%
11.93%
-7.97%
15.96%
26.01%
3.18%
-8.65%
16.57%
1.38%
-8.94%
-29.99%
-27.87%
-11.58%
-1.42%
15.04%
4.64%
-1.04%
2.62%
12.97%
3.54%
8.89%
4.65%
48.70%
2.17%
-14.63%
3.42%
2.32%
3.24%
-12.25%
2.74%
-1.42%
3.16%
46.87%
2.32%
15.04%
4.64%
-1.04%
2.62%
12.97%
3.54%
8.89%
4.65%
48.70%
2.17%
-14.63%
3.42%
2.32%
3.24%
-12.25%
2.74%
-1.42%
3.16%
Com 14
ARR
-13.90%
-3.73%
-7.32%
-19.61%
0.33%
-1.13%
-5.80%
12.35%
-6.42%
-1.42%
-4.96%
4.07%
-1.24%
9.11%
3.31%
1.59%
4.82%
-2.88%
-0.54%
3.91%
0.37%
1.33%
6.88%
-7.66%
5.11%
0.00%
-2.12%
4.42%
-0.20%
4.18%
-4.01%
1.63%
9.60%
1.59%
4.75%
1.94%
11.32%
1.92%
-10.34%
-8.56%
0.00%
26.50%
-1.40%
-16.43%
Com 15
ABX
13.32%
7.81%
-25.47%
8.31%
-32.97%
-2.77%
-4.65%
-8.83%
1.38%
-14.25%
-3.01%
8.42%
17.77%
-12.48%
-3.82%
-2.89%
-7.01%
-8.92%
-2.80%
8.87%
-14.43%
7.17%
6.11%
-8.08%
6.93%
5.04%
-5.17%
-6.13%
-1.73%
-1.72%
11.42%
-10.66%
2.96%
7.64%
3.90%
-1.01%
14.06%
-9.48%
7.91%
-2.44%
13.58%
1.81%
8.15%
-11.58%
Com 16
JCP
-9.45%
-14.52%
-2.84%
7.06%
8.67%
-14.00%
-13.58%
3.15%
9.87%
-25.28%
-1.15%
-6.86%
15.86%
-3.43%
-11.13%
-27.26%
2.36%
-10.54%
-4.70%
18.91%
9.73%
-0.13%
20.66%
0.54%
-13.42%
-10.42%
-2.52%
-7.86%
7.66%
2.71%
9.03%
-0.13%
-2.90%
6.72%
15.48%
36.05%
-18.86%
15.75%
-21.86%
-5.75%
-8.80%
16.65%
11.11%
-6.02%
Com 17
WFC
-1.64%
5.39%
1.79%
7.59%
2.69%
5.44%
0.73%
2.63%
3.53%
-1.37%
-2.44%
1.48%
1.29%
1.11%
4.33%
-3.46%
-2.11%
9.42%
7.58%
5.98%
6.57%
0.28%
7.43%
-7.60%
-6.18%
-0.42%
-1.08%
-2.16%
-8.22%
-1.45%
-0.36%
4.62%
13.89%
4.64%
3.70%
6.68%
-14.91%
8.33%
-10.79%
-13.19%
6.38%
13.81%
-3.67%
5.34%
Com 18
GGB
12.52%
11.09%
-6.58%
-22.05%
1.83%
-7.26%
-5.82%
-1.68%
5.81%
-3.44%
-7.52%
6.55%
-1.45%
3.81%
10.18%
-15.03%
-2.43%
-7.42%
9.99%
21.54%
1.73%
-14.04%
26.41%
-17.40%
-4.66%
-13.30%
-4.69%
-8.35%
-3.33%
-7.18%
1.89%
-5.29%
20.36%
-10.01%
-4.18%
1.41%
-7.81%
11.08%
-2.12%
-17.51%
0.59%
10.53%
9.64%
-20.54%
Com 19
HK
-13.14%
-3.35%
7.39%
-19.27%
-16.05%
9.72%
-7.07%
10.40%
11.97%
-4.48%
-11.73%
-4.56%
16.36%
-30.08%
0.32%
-13.59%
16.10%
-14.65%
0.37%
16.61%
209.90%
23.17%
7.89%
-25.49%
3.03%
-20.80%
-21.88%
-22.33%
-0.96%
18.86%
3.55%
-8.15%
5.75%
21.68%
-7.74%
-6.06%
-13.16%
-8.21%
21.76%
-9.09%
28.08%
-5.19%
-6.10%
-20.00%
Com 20
PBR
3.59%
1.72%
-24.54%
-7.21%
15.57%
12.95%
-19.75%
-6.11%
8.35%
-15.28%
-7.54%
8.51%
7.69%
4.58%
-4.04%
-16.09%
-11.34%
-10.58%
-2.33%
24.02%
-7.93%
0.80%
20.29%
-22.72%
-13.79%
0.31%
-2.22%
-6.15%
-7.68%
1.99%
8.44%
-2.91%
17.44%
-4.46%
-5.93%
8.76%
-7.81%
6.06%
-3.66%
-15.44%
-4.12%
4.35%
5.14%
-14.92%
Com 21
PBRA
3.91%
-2.18%
-21.35%
-6.66%
10.03%
8.49%
-7.52%
-6.32%
10.03%
-14.52%
-6.98%
7.24%
8.15%
4.91%
-4.02%
-13.82%
-13.29%
-9.84%
2.00%
19.98%
-6.30%
0.04%
22.07%
-22.24%
-12.53%
0.17%
-1.84%
-5.10%
-6.10%
1.60%
5.75%
-2.68%
17.60%
-5.63%
-4.99%
11.04%
-6.54%
6.88%
-3.75%
-17.77%
-3.50%
3.12%
6.40%
-14.88%
Com 22
AMD
-4.51%
-7.60%
2.00%
41.84%
10.59%
2.41%
-4.23%
8.33%
9.09%
7.32%
-39.17%
-9.41%
-8.37%
-29.14%
-5.76%
-17.39%
-8.23%
9.12%
9.54%
24.26%
-5.10%
-2.40%
14.76%
-25.62%
-6.95%
5.01%
-19.47%
-4.62%
5.81%
-6.62%
17.62%
-4.28%
12.21%
-0.68%
3.23%
26.74%
-25.10%
2.32%
-14.59%
-5.51%
-2.16%
17.19%
6.03%
-22.93%
Com 23
RF
-3.30%
5.04%
4.73%
7.57%
3.68%
7.09%
-1.68%
9.15%
7.09%
2.31%
-9.50%
3.62%
0.00%
3.13%
7.54%
-6.74%
2.30%
14.56%
10.47%
21.41%
4.68%
4.64%
17.93%
-26.40%
-25.38%
-1.80%
-12.10%
-3.74%
0.98%
-4.80%
7.60%
1.46%
30.36%
-14.59%
-13.34%
13.20%
-12.27%
11.34%
-13.67%
-13.66%
12.65%
16.39%
6.29%
20.16%
8.40%
-20.61%
-3.32%
0.59%
0.39%
0.60%
0.80%
0.40%
1.01%
0.20%
1.86%
2.11%
0.00%
1.94%
-2.11%
-2.27%
0.00%
-1.70%
-7.74%
19.35%
-5.18%
9.23%
-0.58%
4.01%
-11.89%
31.59%
-10.26%
7.36%
-19.44%
1.96%
24.82%
30.48%
-38.11%
5.79%
-17.98%
-3.22%
-7.40%
-13.25%
-1.27%
12.34%
-0.36%
5.81%
10.04%
-14.99%
54.33%
30.93%
-8.48%
-14.21%
3.71%
-20.60%
-27.74%
-14.47%
26.43%
-0.91%
-3.72%
2.07%
-2.37%
2.43%
12.70%
0.85%
-4.87%
27.66%
40.55%
17.69%
-34.79%
-35.87%
2.02%
-14.31%
-9.28%
24.00%
1.08%
17.20%
5.78%
7.19%
12.32%
14.36%
0.74%
11.40%
0.72%
46.52%
29.67%
4.95%
-17.94%
-3.43%
1.32%
3.07%
-42.27%
-40.64%
-12.93%
-6.55%
31.41%
9.86%
17.36%
63.51%
0.00%
-7.50%
-18.37%
30.67%
2.74%
46.00%
-44.44%
2.27%
-22.81%
-7.32%
-57.44%
-36.76%
-1.93%
24.99%
-6.56%
10.93%
1.20%
15.79%
-3.87%
1.52%
-6.92%
31.16%
11.11%
9.86%
5.86%
6.96%
21.25%
-22.13%
-38.82%
-16.68%
-5.65%
-13.56%
-5.40%
12.30%
2.63%
18.44%
-1.49%
2.12%
-4.60%
29.61%
11.28%
9.50%
3.31%
6.13%
19.75%
-19.41%
-41.03%
-12.92%
-6.26%
-9.24%
38.09%
52.39%
-18.73%
29.82%
19.13%
-5.43%
-14.76%
25.76%
18.36%
39.91%
-0.46%
1.39%
-8.47%
-32.57%
-33.33%
-16.53%
49.41%
19.59%
-9.63%
21.23%
-22.15%
6.14%
32.56%
9.41%
-3.20%
-6.88%
5.57%
27.86%
-1.22%
-56.52%
-21.01%
-8.11%
15.50%
4.42%
-2.16%
16.96%
0.005321 0.017193 0.024206 0.013302 0.021387 0.115302 0.016647 0.014956 0.039541 0.022034
0.000802 0.001522 0.005084 0.003903
0.00551 0.005335 0.004269 0.004302 0.006317 0.004059
0.15
0.09
0.21
0.29
0.26
0.05
0.26
0.29
0.16
0.18
-1.70%
2.42%
-3.22%
2.09%
-0.91%
2.73%
17.20%
3.17%
-6.55%
2.98%
24.99%
1.87%
-13.56%
2.97%
-9.24%
3.14%
19.59%
2.47%
16.96%
2.59%
-1.70%
2.42%
-3.22%
2.09%
-0.91%
2.73%
17.20%
3.17%
-6.55%
2.98%
24.99%
1.87%
-13.56%
2.97%
-9.24%
3.14%
19.59%
2.47%
16.96%
2.59%
Com 24
CHK
6.31%
14.78%
-6.67%
11.77%
-3.85%
1.25%
-0.10%
22.01%
-2.38%
-15.96%
7.88%
-2.47%
2.81%
1.65%
10.05%
-8.37%
-20.04%
-7.32%
18.28%
-4.81%
-12.05%
-9.87%
10.05%
-20.86%
-5.69%
15.68%
-4.97%
-6.94%
0.46%
-5.67%
20.61%
13.93%
23.07%
-2.60%
-4.28%
9.92%
-1.69%
0.40%
-5.92%
-6.13%
0.71%
-10.75%
7.23%
-4.28%
Com 25
PHM
-5.61%
-12.32%
-12.17%
2.87%
3.72%
5.54%
-7.54%
14.19%
8.05%
-3.07%
11.91%
13.27%
21.03%
5.62%
14.36%
-4.89%
11.22%
0.34%
18.30%
18.12%
3.28%
18.02%
30.96%
-17.75%
-30.07%
-10.34%
-9.16%
3.70%
9.89%
7.27%
-12.58%
4.93%
20.19%
-20.31%
-10.31%
8.85%
-8.34%
5.93%
-25.65%
-14.87%
16.31%
3.89%
2.96%
5.22%
Com 26
ORCL
-0.90%
5.75%
-9.09%
3.03%
1.40%
-5.57%
-3.56%
6.57%
4.11%
3.54%
-1.00%
-0.61%
4.79%
1.91%
12.17%
-9.96%
1.04%
-0.35%
3.71%
10.24%
-18.18%
-4.35%
14.27%
2.40%
-8.21%
-6.92%
-3.82%
-4.86%
7.78%
1.62%
2.72%
2.49%
15.69%
-7.92%
9.64%
22.90%
-7.60%
10.41%
-4.92%
-12.73%
0.80%
4.31%
6.89%
-5.81%
Com 27
KGC
9.18%
2.55%
-20.44%
17.83%
-31.40%
5.17%
-7.48%
-15.28%
-3.61%
0.91%
-2.18%
15.68%
7.11%
1.87%
2.30%
-10.92%
-8.63%
-10.93%
-1.82%
-0.99%
-18.37%
-2.65%
-2.92%
-14.23%
5.80%
3.46%
0.46%
-0.72%
0.52%
-0.33%
-4.72%
-12.21%
8.77%
-2.93%
-4.45%
11.05%
3.54%
-4.06%
-0.72%
-9.28%
11.04%
-5.45%
11.44%
-11.63%
Com 28
HAL
3.23%
8.32%
0.00%
-2.16%
5.83%
-2.35%
2.05%
17.26%
4.30%
3.28%
-4.13%
2.83%
-0.85%
16.71%
-5.30%
-12.16%
3.12%
-9.06%
-0.53%
6.57%
-6.22%
-1.23%
22.43%
-31.22%
-18.77%
7.31%
1.69%
-0.47%
1.27%
6.20%
4.49%
10.23%
8.15%
18.79%
-3.67%
17.24%
-5.32%
21.72%
-1.12%
-18.71%
1.72%
-0.07%
3.52%
-2.90%
Com 29
ACI
9.49%
3.17%
-26.74%
7.05%
-10.74%
3.85%
-26.14%
-2.76%
8.87%
-15.07%
25.68%
3.66%
-14.87%
4.59%
8.70%
-34.77%
-8.90%
-20.41%
-5.95%
-0.57%
-11.48%
-9.32%
24.93%
-28.21%
-20.25%
-3.97%
-10.79%
-12.53%
-4.84%
7.49%
-1.79%
-2.32%
20.08%
19.15%
-7.96%
18.71%
-4.58%
19.58%
-8.09%
-19.78%
18.13%
1.61%
7.18%
-5.30%
Com 30
AIG
1.78%
1.81%
0.54%
7.34%
6.70%
2.13%
0.48%
7.17%
6.55%
-5.15%
6.53%
-4.49%
9.79%
-2.56%
9.97%
-14.25%
10.38%
5.51%
16.37%
8.23%
-0.47%
-5.59%
12.48%
-13.34%
-11.74%
-2.11%
2.88%
-8.51%
-11.35%
-5.18%
-8.15%
-16.43%
39.54%
-1.70%
7.45%
15.23%
-11.79%
11.68%
-2.66%
-9.02%
13.91%
37.88%
2.22%
-19.19%
8.53%
-2.37%
-13.73%
24.69%
6.52%
8.12%
-12.16%
14.95%
15.52%
9.56%
-1.08%
-2.25%
-5.43%
-21.79%
-38.73%
-25.77%
-3.49%
-2.70%
9.44%
1.45%
-18.07%
-13.97%
12.35%
28.86%
0.34%
-23.61%
5.32%
19.13%
-9.58%
-7.16%
3.02%
-4.43%
-20.24%
-3.48%
18.84%
16.37%
11.09%
4.65%
1.49%
-4.73%
-1.17%
3.59%
9.33%
1.29%
7.32%
16.28%
-7.67%
-5.05%
10.16%
-12.01%
-9.94%
-7.40%
1.89%
12.37%
-8.10%
7.77%
-14.37%
14.79%
-3.55%
8.20%
-10.20%
30.88%
-13.58%
13.49%
-10.74%
-4.02%
24.91%
41.44%
-35.30%
-1.78%
-9.34%
-11.64%
2.80%
0.50%
7.72%
14.36%
7.76%
6.72%
-9.75%
13.86%
30.73%
-5.15%
-4.95%
-5.11%
3.86%
-11.09%
-38.90%
-26.29%
-1.75%
11.28%
6.68%
-3.28%
-2.14%
27.80%
0.00%
13.24%
-17.06%
33.33%
4.48%
-3.76%
-7.93%
-6.79%
5.91%
-27.69%
-34.89%
-39.37%
-3.51%
-31.70%
5.55%
-15.51%
-23.78%
-2.69%
244.96%
-43.36%
-31.36%
22.44%
38.01%
138.07%
-67.18%
-18.47%
-21.88%
5.22%
-42.63%
-84.35%
-17.51%
34.69%
0.015562 0.018784
0.00637 0.016846 0.014579 0.025516 0.175475
0.004278 0.004131 0.003032 0.001747 0.004713 0.005299 0.009685
0.27
0.22
0.48
0.10
0.32
0.21
0.06
-2.70%
3.07%
16.37%
2.78%
12.37%
4.12%
-11.64%
2.17%
11.28%
3.32%
-31.70%
2.72%
34.69%
1.92%
-2.70%
3.07%
16.37%
2.78%
12.37%
4.12%
-11.64%
2.17%
11.28%
3.32%
-31.70%
2.72%
34.69%
1.92%
6.64%
2.95%
No Company Code
1
BAC
2
NLY
3
GE
4
F
5
PFE
6
C
7
JPM
8
T
9
RAD
10
AA
11
CIM
12
SID
13
VALE
14
ARR
15
ABX
16
JCP
17
WFC
18
GGB
19
HK
20
PBR
21
PBRA
22
AMD
23
RF
24
CHK
25
PHM
26
ORCL
27
KGC
28
HAL
29
ACI
30
AIG
Beta
0.22
0.27
0.47
0.15
0.65
0.21
0.41
0.61
0.11
0.38
0.35
0.26
0.35
0.17
0.12
0.22
0.32
0.31
0.05
0.31
0.34
0.16
0.19
0.31
0.23
0.52
0.14
0.38
0.25
0.06
Rm
5.85%
8.69%
7.13%
46.87%
15.04%
-1.04%
12.97%
8.89%
48.70%
-14.63%
2.32%
-12.25%
-1.42%
-1.70%
-3.22%
-0.91%
17.20%
-6.55%
24.99%
-13.56%
-9.24%
19.59%
16.96%
-2.70%
16.37%
12.37%
-11.64%
11.28%
-31.70%
34.69%
0.265124522
Ri
2.67%
2.90%
3.89%
2.32%
4.64%
2.62%
3.54%
4.65%
2.17%
3.42%
3.24%
2.74%
3.16%
2.42%
2.09%
2.73%
3.17%
2.98%
1.87%
2.97%
3.14%
2.47%
2.59%
3.07%
2.78%
4.12%
2.17%
3.32%
2.72%
1.92%
Rf
1.40%
1.20%
0.84%
0.71%
0.82%
0.85%
0.81%
0.70%
0.67%
0.71%
0.67%
0.71%
0.62%
0.71%
0.76%
0.89%
1.02%
0.83%
0.84%
0.89%
0.91%
1.06%
0.90%
1.02%
1.54%
1.58%
1.84%
2.17%
2.11%
2.26%
1.99%
1.93%
1.35%
1.18%
1.41%
1.47%
1.76%
2.00%
2.18%
2.58%
2.43%
2.36%
2.48%
2.34%
2.23%
2.33%
2.37%
2.57%
2.46%
2.71%
2.13%
1.86%
Rm
-2.4%
4.9%
-1.5%
2.1%
1.8%
3.6%
1.1%
5.0%
0.7%
0.3%
-2.0%
2.4%
2.0%
1.3%
4.0%
-6.3%
-0.7%
3.1%
4.1%
4.4%
0.9%
-0.5%
10.8%
-7.2%
-5.7%
-2.1%
-1.8%
-1.4%
2.8%
-0.1%
3.2%
2.3%
6.5%
-0.2%
3.7%
8.8%
-4.7%
6.9%
-5.4%
-8.2%
1.5%
5.9%
2.9%
-3.7%
1.8%
5.7%
-2.0%
3.6%
3.4%
7.4%
0.0%
5.3%
Rm-Rf (X)
Ri-Rf (Y)
Market Return Portfolio Return Rm-Rf (X)
5.47%
1.55%
5.67%
1.75%
6.03%
2.11%
6.16%
2.24%
6.05%
2.13%
6.02%
2.10%
6.06%
2.14%
6.17%
2.25%
6.20%
2.28%
6.16%
2.24%
6.20%
2.28%
6.16%
2.24%
6.25%
2.33%
6.16%
2.24%
6.11%
2.19%
5.98%
2.06%
5.85%
1.93%
6.04%
2.12%
6.03%
2.11%
5.98%
2.06%
5.96%
2.04%
5.81%
1.89%
5.97%
2.05%
5.85%
1.93%
5.33%
1.41%
5.29%
1.37%
5.03%
1.11%
4.70%
0.78%
4.76%
0.84%
4.61%
0.69%
4.88%
0.96%
4.94%
1.02%
5.52%
1.60%
5.69%
1.77%
5.46%
1.54%
5.40%
1.48%
5.11%
1.19%
4.87%
0.95%
4.69%
0.77%
4.29%
0.37%
4.44%
0.52%
4.51%
0.59%
4.39%
0.47%
4.53%
0.61%
4.64%
0.72%
4.54%
0.62%
4.50%
0.58%
4.30%
0.38%
4.41%
0.49%
4.16%
0.24%
4.74%
0.82%
5.01%
1.09%
Ri-Rf (Y)
2.50%
2.00%
Portfolio return
Date Average Ri
8/1/2013
2.95%
7/1/2013
2.95%
6/3/2013
2.95%
5/1/2013
2.95%
4/1/2013
2.95%
3/1/2013
2.95%
2/1/2013
2.95%
1/2/2013
2.95%
12/3/2012
2.95%
11/1/2012
2.95%
10/1/2012
2.95%
9/4/2012
2.95%
8/1/2012
2.95%
7/2/2012
2.95%
6/1/2012
2.95%
5/1/2012
2.95%
4/2/2012
2.95%
3/1/2012
2.95%
2/1/2012
2.95%
1/3/2012
2.95%
12/1/2011
2.95%
11/1/2011
2.95%
10/3/2011
2.95%
9/1/2011
2.95%
8/1/2011
2.95%
7/1/2011
2.95%
6/1/2011
2.95%
5/2/2011
2.95%
4/1/2011
2.95%
3/1/2011
2.95%
2/1/2011
2.95%
1/3/2011
2.95%
12/1/2010
2.95%
11/1/2010
2.95%
10/1/2010
2.95%
9/1/2010
2.95%
8/2/2010
2.95%
7/1/2010
2.95%
6/1/2010
2.95%
5/3/2010
2.95%
4/1/2010
2.95%
3/1/2010
2.95%
2/1/2010
2.95%
1/4/2010
2.95%
12/1/2009
2.95%
11/2/2009
2.95%
10/1/2009
2.95%
9/1/2009
2.95%
8/3/2009
2.95%
7/1/2009
2.95%
6/1/2009
2.95%
5/1/2009
2.95%
1.50%
1.00%
0.50%
0.00%
0.00%
-0.50%
4/1/2009
3/2/2009
2/2/2009
1/2/2009
12/1/2008
11/3/2008
10/1/2008
9/2/2008
8/1/2008
Average
2.95%
2.95%
2.95%
2.95%
2.95%
2.95%
2.95%
2.95%
2.95%
2.95%
1.82%
1.87%
1.60%
1.52%
2.29%
2.73%
2.88%
3.14%
3.30%
1.63%
9.4%
8.5%
-11.0%
-8.6%
0.8%
-7.5%
-16.9%
-9.1%
1.2%
6.87%
5.05%
5.00%
5.27%
5.35%
4.58%
4.14%
3.99%
3.73%
3.57%
1.13%
1.08%
1.35%
1.43%
0.66%
0.22%
0.07%
-0.19%
-0.35%
y = 1x - 0.0392
R = 1
Portfolio Return
Linear (Portfolio Return)
Linear (Portfolio Return)
0.00%
2.00%
4.00%
6.00%
Market Return
8.00%
Company
No
Code
1
BAC
2
NLY
3
GE
4
F
5
PFE
6
C
7
JPM
8
T
9
RAD
10
AA
11
CIM
12
SID
13
VALE
14
ARR
15
ABX
16
JCP
17
WFC
18
GGB
19
HK
20
PBR
21
PBRA
22
AMD
23
RF
24
CHK
25
PHM
26
ORCL
27
KGC
28
HAL
29
ACI
30
AIG
Ri
2.67%
2.90%
3.89%
2.32%
4.64%
2.62%
3.54%
4.65%
2.17%
3.42%
3.24%
2.74%
3.16%
2.42%
2.09%
2.73%
3.17%
2.98%
1.87%
2.97%
3.14%
2.47%
2.59%
3.07%
2.78%
4.12%
2.17%
3.32%
2.72%
1.92%
Rf
1.63%
1.63%
1.63%
1.63%
1.63%
1.63%
1.63%
1.63%
1.63%
1.63%
1.63%
1.63%
1.63%
1.63%
1.63%
1.63%
1.63%
1.63%
1.63%
1.63%
1.63%
1.63%
1.63%
1.63%
1.63%
1.63%
1.63%
1.63%
1.63%
1.63%
Rm Rm-Rf (X)
5.85%
4.22%
8.69%
7.06%
7.13%
5.50%
46.87%
45.24%
15.04%
13.41%
-1.04%
-2.67%
12.97%
11.34%
8.89%
7.27%
48.70%
47.07%
-14.63% -16.26%
2.32%
0.69%
-12.25% -13.88%
-1.42%
-3.05%
-1.70%
-3.33%
-3.22%
-4.85%
-0.91%
-2.54%
17.20%
15.57%
-6.55%
-8.18%
24.99%
23.36%
-13.56% -15.19%
-9.24% -10.87%
19.59%
17.96%
16.96%
15.33%
-2.70%
-4.33%
16.37%
14.74%
12.37%
10.74%
-11.64% -13.27%
11.28%
9.65%
-31.70% -33.33%
34.69%
33.06%
Ri-Rf (Y)
0.91%
1.92%
2.57%
6.71%
8.68%
-0.55%
4.63%
4.41%
5.40%
-6.20%
0.25%
-3.58%
-1.08%
-0.58%
-0.59%
-0.57%
5.00%
-2.52%
1.16%
-4.71%
-3.74%
2.95%
2.93%
-1.36%
3.44%
5.58%
-1.83%
3.64%
-8.38%
1.96%
0.91%
1.92%
2.57%
6.71%
8.68%
-0.55%
4.63%
4.41%
5.40%
-6.20%
0.25%
-3.58%
-1.08%
-0.58%
-0.59%
-0.57%
5.00%
-2.52%
1.16%
-4.71%
-3.74%
2.95%
2.93%
-1.36%
3.44%
5.58%
-1.83%
3.64%
-8.38%
1.96%
Ri-Rf (Y)
y = 0.1847x - 0.0004
R = 0.682
10.00%
8.00%
6.00%
4.00%
2.00%
-40.00%
0.00%
-20.00%
-2.00%0.00%
-4.00%
-6.00%
-8.00%
-10.00%
Ri-Rf (Y)
20.00%
40.00%
60.00%