Walmart IBM Apple Chevron Amazon

Walmart 0.0001585579 0.0002457558 4.14971E-05 1.359716E-05 -2.063559E-05 Walmart

IBM 3.841271914E-05 0.0002457558 0.0001526544 0.0001558077 0.0002833133 IBM
Apple 4.149710243E-05 0.0001526544 0.0009606708 0.0002036648 0.0005745222 Apple
Chevron 1.359715532E-05 0.0001558077 0.0002036648 0.000393791 0.0002356608 Chevron
Amazon -2.063558865E-05 0.0002833133 0.0005745222 0.0002356608 0.0008996895 Amazon

returns 0.77% 1.13% 3.04% 0.63% 2.45%

0.00 0.00 1.00 0.00 0.00

Walmart IBM Apple Chevron Amazon

portfolio variance 0.0009607

use grg non linear
1 1 return 0.0304

risk minimum 0.000191 0.0105

return maximum 0.0012059 0.0304
Walmart IBM Apple Chevron Amazon
0 0 0 0 0
0 0 0 0 0
0 0 1.000001 0 0
0 0 0 0 0
0 0 0 0 0
WEEK Date 0 RETURN 0 RETURN 0 RETURN 0 RETURN
6/1/2007 $ 48.11 $ 105.25 $ 122.04 $ 84.24
1 7/2/2007 $ 45.95 -4.49% $ 110.65 5.13% $ 131.76 7.96% $ 85.26 1.21%
2 8/1/2007 $ 43.63 -5.05% $ 116.69 5.46% $ 138.48 5.10% $ 87.76 2.93%
3 9/4/2007 $ 43.65 0.05% $ 117.80 0.95% $ 153.47 10.82% $ 93.58 6.63%
4 10/1/2007 $ 45.21 3.57% $ 116.12 -1.43% $ 189.95 23.77% $ 91.51 -2.21%
5 11/1/2007 $ 47.90 5.95% $ 105.18 -9.42% $ 182.22 -4.07% $ 87.77 -4.09%
6 12/3/2007 $ 47.53 -0.77% $ 108.10 2.78% $ 198.08 8.70% $ 93.33 6.33%
7 1/2/2008 $ 50.74 6.75% $ 107.11 -0.92% $ 135.36 -31.66% $ 83.25 -10.80%
8 2/1/2008 $ 49.59 -2.27% $ 113.86 6.30% $ 125.02 -7.64% $ 86.66 4.10%
9 3/3/2008 $ 52.68 6.23% $ 115.14 1.12% $ 143.50 14.78% $ 85.36 -1.50%
10 4/1/2008 $ 57.98 10.06% $ 120.70 4.83% $ 173.95 21.22% $ 96.15 12.64%
11 5/1/2008 $ 57.74 -0.41% $ 129.43 7.23% $ 188.75 8.51% $ 99.15 3.12%
12 6/2/2008 $ 56.20 -2.67% $ 118.53 -8.42% $ 167.44 -11.29% $ 99.13 -0.02%
13 7/1/2008 $ 58.62 4.31% $ 127.98 7.97% $ 158.95 -5.07% $ 84.56 -14.70%
14 8/1/2008 $ 59.07 0.77% $ 121.73 -4.88% $ 169.53 6.66% $ 86.32 2.08%
15 9/2/2008 $ 59.89 1.39% $ 116.96 -3.92% $ 113.66 -32.96% $ 82.48 -4.45%
16 10/1/2008 $ 55.81 -6.81% $ 92.97 -20.51% $ 107.59 -5.34% $ 74.60 -9.55%
17 11/3/2008 $ 55.88 0.13% $ 81.60 -12.23% $ 92.67 -13.87% $ 79.01 5.91%
18 12/1/2008 $ 56.06 0.32% $ 84.16 3.14% $ 85.35 -7.90% $ 73.97 -6.38%
19 1/2/2009 $ 47.12 -15.95% $ 91.65 8.90% $ 90.13 5.60% $ 70.52 -4.66%
20 2/2/2009 $ 49.24 4.50% $ 92.03 0.41% $ 89.31 -0.91% $ 60.71 -13.91%
21 3/2/2009 $ 52.10 5.81% $ 96.89 5.28% $ 105.12 17.70% $ 67.24 10.76%
22 4/1/2009 $ 50.40 -3.26% $ 103.21 6.52% $ 125.83 19.70% $ 66.10 -1.70%
23 5/1/2009 $ 49.74 -1.31% $ 106.28 2.97% $ 135.81 7.93% $ 66.67 0.86%
24 6/1/2009 $ 48.44 -2.61% $ 104.42 -1.75% $ 142.43 4.87% $ 66.25 -0.63%
25 7/1/2009 $ 49.88 2.97% $ 117.93 12.94% $ 163.39 14.72% $ 69.47 4.86%
26 8/3/2009 $ 50.87 1.98% $ 118.05 0.10% $ 168.21 2.95% $ 69.94 0.68%
27 9/1/2009 $ 49.09 -3.50% $ 119.61 1.32% $ 185.35 10.19% $ 70.43 0.70%
28 10/1/2009 $ 49.68 1.20% $ 120.61 0.84% $ 188.50 1.70% $ 76.54 8.68%
29 11/2/2009 $ 54.55 9.80% $ 126.35 4.76% $ 199.91 6.05% $ 78.04 1.96%
30 12/1/2009 $ 53.45 -2.02% $ 130.90 3.60% $ 210.73 5.41% $ 76.99 -1.35%
31 1/4/2010 $ 53.43 -0.04% $ 122.39 -6.50% $ 192.06 -8.86% $ 72.12 -6.33%
32 2/1/2010 $ 54.07 1.20% $ 127.16 3.90% $ 204.62 6.54% $ 72.30 0.25%
33 3/1/2010 $ 55.60 2.83% $ 128.25 0.86% $ 235.00 14.85% $ 75.83 4.88%
34 4/1/2010 $ 53.64 -3.53% $ 129.00 0.58% $ 261.09 11.10% $ 81.44 7.40%
35 5/3/2010 $ 50.56 -5.74% $ 125.26 -2.90% $ 256.88 -1.61% $ 73.87 -9.30%
36 6/1/2010 $ 48.07 -4.92% $ 123.48 -1.42% $ 251.53 -2.08% $ 67.86 -8.14%
37 7/1/2010 $ 51.19 6.49% $ 128.40 3.98% $ 257.25 2.27% $ 76.21 12.30%
38 8/2/2010 $ 50.14 -2.05% $ 123.13 -4.10% $ 243.10 -5.50% $ 74.08 -2.79%
39 9/1/2010 $ 53.52 6.74% $ 134.14 8.94% $ 283.75 16.72% $ 81.05 9.41%
40 10/1/2010 $ 54.17 1.21% $ 143.60 7.05% $ 300.98 6.07% $ 82.60 1.91%
41 11/1/2010 $ 54.09 -0.15% $ 141.46 -1.49% $ 311.15 3.38% $ 80.97 -1.97%
42 12/1/2010 $ 53.93 -0.30% $ 146.76 3.75% $ 322.56 3.67% $ 91.25 12.70%
43 1/3/2011 $ 56.07 3.97% $ 162.00 10.38% $ 339.32 5.20% $ 94.93 4.03%
44 2/1/2011 $ 51.98 -7.29% $ 161.88 -0.07% $ 353.21 4.09% $ 103.75 9.29%
45 3/1/2011 $ 52.05 0.13% $ 163.07 0.74% $ 348.51 -1.33% $ 107.49 3.60%
46 4/1/2011 $ 54.98 5.63% $ 170.58 4.61% $ 350.13 0.46% $ 109.44 1.81%
47 5/2/2011 $ 55.22 0.44% $ 168.93 -0.97% $ 347.83 -0.66% $ 104.91 -4.14%
48 6/1/2011 $ 53.14 -3.77% $ 171.55 1.55% $ 335.67 -3.50% $ 102.84 -1.97%
49 7/1/2011 $ 52.71 -0.81% $ 181.85 6.00% $ 390.48 16.33% $ 104.02 1.15%
50 8/1/2011 $ 53.19 0.91% $ 171.91 -5.47% $ 384.83 -1.45% $ 98.84 -4.98%
51 9/1/2011 $ 51.90 -2.43% $ 174.87 1.72% $ 381.32 -0.91% $ 92.59 -6.32%
52 10/3/2011 $ 56.72 9.29% $ 184.63 5.58% $ 404.78 6.15% $ 105.05 13.46%
53 11/1/2011 $ 58.90 3.84% $ 188.00 1.83% $ 382.20 -5.58% $ 102.82 -2.12%
54 12/1/2011 $ 59.76 1.46% $ 183.88 -2.19% $ 405.00 5.97% $ 106.40 3.48%
55 1/3/2012 $ 61.36 2.68% $ 192.60 4.74% $ 456.48 12.71% $ 103.12 -3.08%
56 2/1/2012 $ 59.08 -3.72% $ 196.73 2.14% $ 542.44 18.83% $ 109.12 5.82%
57 3/1/2012 $ 61.20 3.59% $ 208.65 6.06% $ 599.55 10.53% $ 107.21 -1.75%
58 4/2/2012 $ 58.91 -3.74% $ 207.08 -0.75% $ 583.98 -2.60% $ 106.56 -0.61%
59 5/1/2012 $ 65.82 11.73% $ 192.90 -6.85% $ 577.73 -1.07% $ 98.31 -7.74%
60 6/1/2012 $ 69.72 5.93% $ 195.58 1.39% $ 584.00 1.09% $ 105.50 7.31%
61 7/2/2012 $ 74.43 6.76% $ 195.98 0.20% $ 610.76 4.58% $ 109.58 3.87%
62 8/1/2012 $ 72.60 -2.46% $ 194.85 -0.58% $ 665.24 8.92% $ 112.16 2.35%
63 9/4/2012 $ 73.80 1.65% $ 207.45 6.47% $ 667.10 0.28% $ 116.56 3.92%
64 10/1/2012 $ 75.02 1.65% $ 194.53 -6.23% $ 595.32 -10.76% $ 110.24 -5.42%
65 11/1/2012 $ 73.45 -2.09% $ 197.15 1.35% $ 596.54 0.20% $ 111.46 1.11%

AVERAGE 0.77% 1.13% 3.04% 0.63%

 0 RETURN
$ 68.41
$ 78.54 14.81%
$ 79.91 1.74%
$ 93.15 16.57%
$ 89.15 -4.29%
$ 90.56 1.58% Returns 0.77% 1.13% 3.04% 0.63% 2.45%
$ 92.64 2.30%
$ 77.70 -16.13%
$ 64.47 -17.03% Walmart IBM Apple Chevron Amazon
$ 71.30 10.59% 39 6.74% 8.94% 16.72% 9.41% 25.82%
$ 78.63 10.28% 15 1.39% -3.92% -32.96% -4.45% -9.96%
$ 81.62 3.80% 30 -2.02% 3.60% 5.41% -1.35% -1.02%
$ 73.33 -10.16% 21 5.81% 5.28% 17.70% 10.76% 13.35%
$ 76.34 4.10% 54 1.46% -2.19% 5.97% 3.48% -9.98%
$ 80.81 5.86% 9 6.23% 1.12% 14.78% -1.50% 10.59%
$ 72.76 -9.96% 31 -0.04% -6.50% -8.86% -6.33% -6.77%
$ 57.24 -21.33% 4 3.57% -1.43% 23.77% -2.21% -4.29%
$ 42.70 -25.40% 36 -4.92% -1.42% -2.08% -8.14% -12.91%
$ 51.28 20.09% 27 -3.50% 1.32% 10.19% 0.70% 14.99%
$ 58.82 14.70% 15 1.39% -3.92% -32.96% -4.45% -9.96%
$ 64.79 10.15% 5 5.95% -9.42% -4.07% -4.09% 1.58%
$ 73.44 13.35%
$ 80.52 9.64%
$ 77.99 -3.14%
$ 83.66 7.27% MONTH Walmart IBM Apple Chevron Amazon
$ 85.76 2.51% 1 1.067411249 1.089418 1.167215 1.094087 1.258191
$ 81.19 -5.33% 2 1.013881835 0.960815 0.670442 0.955514 0.900384
$ 93.36 14.99% 3 0.979835014 1.036011 1.054124 0.986545 0.989773
$ 118.81 27.26% 4 1.058082859 1.052809 1.177024 1.107561 1.133508
$ 135.91 14.39% 5 1.014601019 0.978085 1.059655 1.034818 0.900203
$ 134.52 -1.02% 6 1.06231095 1.011242 1.147816 0.984999 1.105941
$ 125.41 -6.77% 7 0.999625819 0.934989 0.911403 0.936745 0.932278
$ 118.40 -5.59% 8 1.035738832 0.985739 1.237701 0.97788 0.957059
$ 135.77 14.67% 9 0.950751582 0.98579 0.979173 0.918641 0.870875
$ 137.10 0.98% 10 0.965008846 1.013215 1.101896 1.007006 1.149895
$ 125.46 -8.49% 11 1.013881835 0.960815 0.670442 0.955514 0.900384
$ 109.26 -12.91% 12 1.059500111 0.905787 0.959305 0.95913 1.015816
$ 117.89 7.90%
$ 124.83 5.89% 0.998921584 0.991688 0.993473 0.991645 1.002795
$ 157.06 25.82% Walmart IBM Apple Chevron Amazon
$ 165.23 5.20% -0.11% -0.83% -0.65% -0.84% 0.28%
$ 175.40 6.16% 2.19% 1.33% 1.58%
$ 180.00 2.62% -0.38% -1.81% 2.99%
$ 169.64 -5.76% 3.19% 0.60% 3.82%
$ 173.29 2.15% 1.31% -0.53% 7.48%
$ 180.13 3.95% 4.72% -1.42% 4.21%
$ 195.81 8.70% 5.06% 0.21% 4.02%
$ 196.69 0.45% -1.97% 0.17% -3.30%
$ 204.49 3.97% 7.23% 2.10% 7.28%
$ 222.52 8.82% 5.10% 2.54% 3.20%
$ 215.23 -3.28% -1.66% 0.47% 6.76%
$ 216.23 0.46% 4.21% 0.48% 6.76%
$ 213.51 -1.26% 3.19% 1.98% 1.34%
$ 192.29 -9.94% -0.86% 2.97% 0.80%
$ 173.10 -9.98% 4.07% 3.09% 6.31%
$ 194.44 12.33% -0.38% -1.18% -0.97%
$ 179.69 -7.59% -0.04% -0.41% -3.91%
$ 202.51 12.70% -6.98% -3.41% 1.20%
$ 231.90 14.51% 1.77% -2.56% 3.95%
$ 212.91 -8.19% 4.81% -1.08% 2.35%
$ 228.35 7.25% -1.42% -0.53% 8.72%
$ 233.30 2.17% 3.10% 1.46% 1.86%
$ 248.27 6.42% 6.61% -1.11% -2.35%
$ 254.32 2.44% 0.28% 3.73% -9.32%
$ 232.89 -8.43% 10.86% -1.02% 3.70%
$ 232.14 -0.32% -0.46% 0.03% 1.54%
4.51% -1.98% -0.61%
2.45% 1.01% -3.69% 2.49%
2.10% 1.26% 1.36%
1.30% 2.13% -0.11%
-2.49% -1.81% -0.10%
6.61% 2.30% -1.27%
-1.87% -3.68% -2.00%
0.67% 0.27% 0.40%
0.64% -1.63% 0.75%
-1.96% -0.65% -3.02%
1.08% -1.96% 0.42%
1.74% 0.34% 2.87%
2.53% -1.44% 3.24%
0.70% -3.23% 1.52%
5.60% 3.02% 5.05%
7.21% 1.74% 2.13%
7.88% 5.89% 1.18%
-1.56% 0.81% 1.08%
3.24% -2.91% 0.27%
3.76% 1.03% -1.11%
-2.04% -2.31% -0.21%
4.11% 2.86% 1.34%
-0.24% -0.15% 3.83%
6.25% 1.53% 0.50%
3.94% 1.69% 5.98%
-0.32% -2.45% 2.18%
-2.39% 0.84% 2.03%
3.72% 0.52% 5.28%
-3.62% -0.85% -0.70%
3.93% -0.05% 2.76%
1.80% 1.73% 7.71%
4.34% 0.86% -0.66%
4.27% 1.55% 3.55%
-3.10% -2.50% 3.96%
-2.43% -4.18% -0.72%
6.05% 0.00% 2.50%
1.86% -1.00% 3.33%
0.48% 0.85% 4.42%
2.30% 2.40% 6.61%
7.25% 3.14% 8.94%
-8.05% -4.77% -4.21%
2.60% 1.24% -0.96%
2.40% 1.42% -2.86%
2.22% 1.40% -1.41%
6.16% 1.85% 3.76%
0.10% -1.44% -2.28%
0.17% 1.04% -0.64%
-1.92% -0.12% 2.52%
-3.56% -1.16% -1.23%
7.34% 0.78% 1.89%
0.95% -3.33% -0.66%
3.54% -1.23% 2.24%
1.46% 0.78% -0.03%
1.55% -0.96% 1.40%
1.47% 0.11% -3.89%
5.14% 0.80% 2.24%
5.52% 3.36% -0.44%
0.78% 4.22% 6.84%
2.76% 0.87% 7.48%
1.76% 2.35% 0.10%
-2.33% 0.50% 2.12%
-0.93% -4.05% 0.49%
-0.04% -0.79% 4.51%
-0.57% -0.60% 0.34%
2.86% 2.34% 1.90%
4.52% -0.25% 2.21%
-1.33% -1.63% -2.33%
0.44% 0.73% 2.22%
2.48% -2.01% 0.13%
4.68% 3.26% 1.90%
 6.27% -2.16% 5.74%
5.55% -0.16% 5.12%
0.65% 5.29% -2.91%
2.26% -0.42% -3.90%
3.65% 1.21% -1.80%
7.37% 1.82% 2.29%
5.92% -1.07% 0.95%
4.15% 2.56% 2.52%
3.11% 2.63% 2.90%
10.23% 0.63% 3.30%
4.07% 0.52% 6.36%
0.90% 1.35% -3.32%
6.46% 2.40% 0.21%
2.05% 2.29% 1.68%
-0.03% 3.37% -3.13%
2.34% 2.67% 3.33%
-3.50% 0.27% -3.42%
4.83% 1.61% 2.24%
-0.06% -0.59% 1.53%
3.43% 1.15% -0.47%
1.79% -1.57% 1.78%
2.92% -1.38% -2.16%
1.13% -0.67% 3.87%
3.36% 2.77% 0.79%
0.52% -0.60% 0.77%
1.96% -0.25% 1.17%
0.77% -0.61% -0.68%
0.80% -0.27% 2.40%
0.81% 1.29% 1.11%
-0.26% 1.87% 0.35%
3.73% -3.15% 5.90%
1.84% 0.49% 1.86%
1.85% -0.34% 0.82%
1.94% 2.11% 1.25%
4.83% 3.27% 3.20%
1.26% 0.96% 2.10%
0.07% -0.24% -1.01%
5.20% 1.25% -0.29%

0.62% -0.83% 2.08% 0.30% 1.52%