65 WMT

rf rate 0.07% Mean monthly 0.65%

mean annual 7.8%
stdev monthly 4.79%
stdev annual 16.6%
standard error MO 0.59%
var 0.00229
min -17.4%
max 11.1%
upper limit normal 10.22%
lower limit normal -1.76%
skewness (0.53)
kurtosis 2.04
value at risk -7.22%
standard return 0.14
SHARPE RATIO 0.12

PRICES RETURNS

Date WMT IBM AAPL CVX AMZN Date WMT

6/1/2007 $ 48.11 $ 105.25 $ 122.04 $ 84.24 $ 68.41 6/1/2007
7/2/2007 $ 45.95 $ 110.65 $ 131.76 $ 85.26 $ 78.54 7/2/2007 -4.6%
8/1/2007 $ 43.63 $ 116.69 $ 138.48 $ 87.76 $ 79.91 8/1/2007 -5.2%
9/4/2007 $ 43.65 $ 117.80 $ 153.47 $ 93.58 $ 93.15 9/4/2007 0.0%
10/1/2007 $ 45.21 $ 116.12 $ 189.95 $ 91.51 $ 89.15 10/1/2007 3.5%
11/1/2007 $ 47.90 $ 105.18 $ 182.22 $ 87.77 $ 90.56 11/1/2007 5.8%
12/3/2007 $ 47.53 $ 108.10 $ 198.08 $ 93.33 $ 92.64 12/3/2007 -0.8%
1/2/2008 $ 50.74 $ 107.11 $ 135.36 $ 83.25 $ 77.70 1/2/2008 6.5%
2/1/2008 $ 49.59 $ 113.86 $ 125.02 $ 86.66 $ 64.47 2/1/2008 -2.3%
3/3/2008 $ 52.68 $ 115.14 $ 143.50 $ 85.36 $ 71.30 3/3/2008 6.0%
4/1/2008 $ 57.98 $ 120.70 $ 173.95 $ 96.15 $ 78.63 4/1/2008 9.6%
5/1/2008 $ 57.74 $ 129.43 $ 188.75 $ 99.15 $ 81.62 5/1/2008 -0.4%
6/2/2008 $ 56.20 $ 118.53 $ 167.44 $ 99.13 $ 73.33 6/2/2008 -2.7%
7/1/2008 $ 58.62 $ 127.98 $ 158.95 $ 84.56 $ 76.34 7/1/2008 4.2%
8/1/2008 $ 59.07 $ 121.73 $ 169.53 $ 86.32 $ 80.81 8/1/2008 0.8%
9/2/2008 $ 59.89 $ 116.96 $ 113.66 $ 82.48 $ 72.76 9/2/2008 1.4%
10/1/2008 $ 55.81 $ 92.97 $ 107.59 $ 74.60 $ 57.24 10/1/2008 -7.1%
11/3/2008 $ 55.88 $ 81.60 $ 92.67 $ 79.01 $ 42.70 11/3/2008 0.1%
12/1/2008 $ 56.06 $ 84.16 $ 85.35 $ 73.97 $ 51.28 12/1/2008 0.3%
1/2/2009 $ 47.12 $ 91.65 $ 90.13 $ 70.52 $ 58.82 1/2/2009 -17.4%
2/2/2009 $ 49.24 $ 92.03 $ 89.31 $ 60.71 $ 64.79 2/2/2009 4.4%
3/2/2009 $ 52.10 $ 96.89 $ 105.12 $ 67.24 $ 73.44 3/2/2009 5.6%
4/1/2009 $ 50.40 $ 103.21 $ 125.83 $ 66.10 $ 80.52 4/1/2009 -3.3%
5/1/2009 $ 49.74 $ 106.28 $ 135.81 $ 66.67 $ 77.99 5/1/2009 -1.3%
6/1/2009 $ 48.44 $ 104.42 $ 142.43 $ 66.25 $ 83.66 6/1/2009 -2.6%
 7/1/2009 $ 49.88 $ 117.93 $ 163.39 $ 69.47 $ 85.76 7/1/2009 2.9%
8/3/2009 $ 50.87 $ 118.05 $ 168.21 $ 69.94 $ 81.19 8/3/2009 2.0%
9/1/2009 $ 49.09 $ 119.61 $ 185.35 $ 70.43 $ 93.36 9/1/2009 -3.6%
10/1/2009 $ 49.68 $ 120.61 $ 188.50 $ 76.54 $ 118.81 10/1/2009 1.2%
11/2/2009 $ 54.55 $ 126.35 $ 199.91 $ 78.04 $ 135.91 11/2/2009 9.4%
12/1/2009 $ 53.45 $ 130.90 $ 210.73 $ 76.99 $ 134.52 12/1/2009 -2.0%
1/4/2010 $ 53.43 $ 122.39 $ 192.06 $ 72.12 $ 125.41 1/4/2010 0.0%
2/1/2010 $ 54.07 $ 127.16 $ 204.62 $ 72.30 $ 118.40 2/1/2010 1.2%
3/1/2010 $ 55.60 $ 128.25 $ 235.00 $ 75.83 $ 135.77 3/1/2010 2.8%
4/1/2010 $ 53.64 $ 129.00 $ 261.09 $ 81.44 $ 137.10 4/1/2010 -3.6%
5/3/2010 $ 50.56 $ 125.26 $ 256.88 $ 73.87 $ 125.46 5/3/2010 -5.9%
6/1/2010 $ 48.07 $ 123.48 $ 251.53 $ 67.86 $ 109.26 6/1/2010 -5.1%
7/1/2010 $ 51.19 $ 128.40 $ 257.25 $ 76.21 $ 117.89 7/1/2010 6.3%
8/2/2010 $ 50.14 $ 123.13 $ 243.10 $ 74.08 $ 124.83 8/2/2010 -2.1%
9/1/2010 $ 53.52 $ 134.14 $ 283.75 $ 81.05 $ 157.06 9/1/2010 6.5%
10/1/2010 $ 54.17 $ 143.60 $ 300.98 $ 82.60 $ 165.23 10/1/2010 1.2%
11/1/2010 $ 54.09 $ 141.46 $ 311.15 $ 80.97 $ 175.40 11/1/2010 -0.1%
12/1/2010 $ 53.93 $ 146.76 $ 322.56 $ 91.25 $ 180.00 12/1/2010 -0.3%
1/3/2011 $ 56.07 $ 162.00 $ 339.32 $ 94.93 $ 169.64 1/3/2011 3.9%
2/1/2011 $ 51.98 $ 161.88 $ 353.21 $ 103.75 $ 173.29 2/1/2011 -7.6%
3/1/2011 $ 52.05 $ 163.07 $ 348.51 $ 107.49 $ 180.13 3/1/2011 0.1%
4/1/2011 $ 54.98 $ 170.58 $ 350.13 $ 109.44 $ 195.81 4/1/2011 5.5%
5/2/2011 $ 55.22 $ 168.93 $ 347.83 $ 104.91 $ 196.69 5/2/2011 0.4%
6/1/2011 $ 53.14 $ 171.55 $ 335.67 $ 102.84 $ 204.49 6/1/2011 -3.8%
7/1/2011 $ 52.71 $ 181.85 $ 390.48 $ 104.02 $ 222.52 7/1/2011 -0.8%
8/1/2011 $ 53.19 $ 171.91 $ 384.83 $ 98.84 $ 215.23 8/1/2011 0.9%
9/1/2011 $ 51.90 $ 174.87 $ 381.32 $ 92.59 $ 216.23 9/1/2011 -2.5%
10/3/2011 $ 56.72 $ 184.63 $ 404.78 $ 105.05 $ 213.51 10/3/2011 8.9%
11/1/2011 $ 58.90 $ 188.00 $ 382.20 $ 102.82 $ 192.29 11/1/2011 3.8%
12/1/2011 $ 59.76 $ 183.88 $ 405.00 $ 106.40 $ 173.10 12/1/2011 1.4%
1/3/2012 $ 61.36 $ 192.60 $ 456.48 $ 103.12 $ 194.44 1/3/2012 2.6%
2/1/2012 $ 59.08 $ 196.73 $ 542.44 $ 109.12 $ 179.69 2/1/2012 -3.8%
3/1/2012 $ 61.20 $ 208.65 $ 599.55 $ 107.21 $ 202.51 3/1/2012 3.5%
4/2/2012 $ 58.91 $ 207.08 $ 583.98 $ 106.56 $ 231.90 4/2/2012 -3.8%
5/1/2012 $ 65.82 $ 192.90 $ 577.73 $ 98.31 $ 212.91 5/1/2012 11.1%
6/1/2012 $ 69.72 $ 195.58 $ 584.00 $ 105.50 $ 228.35 6/1/2012 5.8%
7/2/2012 $ 74.43 $ 195.98 $ 610.76 $ 109.58 $ 233.30 7/2/2012 6.5%
8/1/2012 $ 72.60 $ 194.85 $ 665.24 $ 112.16 $ 248.27 8/1/2012 -2.5%
9/4/2012 $ 73.80 $ 207.45 $ 667.10 $ 116.56 $ 254.32 9/4/2012 1.6%
10/1/2012 $ 75.02 $ 194.53 $ 595.32 $ 110.24 $ 232.89 10/1/2012 1.6%
11/1/2012 $ 73.45 $ 197.15 $ 596.54 $ 111.46 $ 232.14 0 11/1/2012 -2.1%
 IBM AAPL CVX AMZN Value at risk in $ for T
0.97% 2.44% 0.43% 1.88% Investment
11.6% 29.3% 5.2% 22.6% Time in months
5.72% 10.90% 6.34% 10.58% Stdeviation for 3 month
19.8% 37.8% 22.0% 36.6% Confidence interval
0.71% 1.35% 0.79% 1.31% Inverse of confidence interval
0.003274 0.011884 0.004017 0.011185 Stdev in $ over 3 months
-23.0% -40.0% -15.9% -29.3% Stdev for the 95% CI
12.2% 21.3% 12.6% 24.1%
12.41% 24.24% 13.11% 23.03%
0.14% 7.49% -7.51% 1.41%
(1.38) (1.58) (0.29) (0.53)
3.96 4.94 0.04 0.50
-8.45% -15.49% -9.99% -15.52%
0.17 0.22 0.07 0.18
0.16 0.22 0.06 0.17

RETURNS

IBM AAPL CVX AMZN

5.0% 7.7% 1.2% 13.8%

5.3% 5.0% 2.9% 1.7%
0.9% 10.3% 6.4% 15.3%
-1.4% 21.3% -2.2% -4.4%
-9.9% -4.2% -4.2% 1.6%
2.7% 8.3% 6.1% 2.3%
-0.9% -38.1% -11.4% -17.6%
6.1% -7.9% 4.0% -18.7%
1.1% 13.8% -1.5% 10.1%
4.7% 19.2% 11.9% 9.8%
7.0% 8.2% 3.1% 3.7%
-8.8% -12.0% 0.0% -10.7%
7.7% -5.2% -15.9% 4.0%
-5.0% 6.4% 2.1% 5.7%
-4.0% -40.0% -4.6% -10.5%
-23.0% -5.5% -10.0% -24.0%
-13.0% -14.9% 5.7% -29.3%
3.1% -8.2% -6.6% 18.3%
8.5% 5.4% -4.8% 13.7%
0.4% -0.9% -15.0% 9.7%
5.1% 16.3% 10.2% 12.5%
6.3% 18.0% -1.7% 9.2%
2.9% 7.6% 0.9% -3.2%
-1.8% 4.8% -0.6% 7.0%
12.2% 13.7% 4.7% 2.5%
0.1% 2.9% 0.7% -5.5%
1.3% 9.7% 0.7% 14.0%
0.8% 1.7% 8.3% 24.1%
4.6% 5.9% 1.9% 13.4%
3.5% 5.3% -1.4% -1.0%
-6.7% -9.3% -6.5% -7.0%
3.8% 6.3% 0.2% -5.8%
0.9% 13.8% 4.8% 13.7%
0.6% 10.5% 7.1% 1.0%
-2.9% -1.6% -9.8% -8.9%
-1.4% -2.1% -8.5% -13.8%
3.9% 2.2% 11.6% 7.6%
-4.2% -5.7% -2.8% 5.7%
8.6% 15.5% 9.0% 23.0%
6.8% 5.9% 1.9% 5.1%
-1.5% 3.3% -2.0% 6.0%
3.7% 3.6% 12.0% 2.6%
9.9% 5.1% 4.0% -5.9%
-0.1% 4.0% 8.9% 2.1%
0.7% -1.3% 3.5% 3.9%
4.5% 0.5% 1.8% 8.3%
-1.0% -0.7% -4.2% 0.4%
1.5% -3.6% -2.0% 3.9%
5.8% 15.1% 1.1% 8.4%
-5.6% -1.5% -5.1% -3.3%
1.7% -0.9% -6.5% 0.5%
5.4% 6.0% 12.6% -1.3%
1.8% -5.7% -2.1% -10.5%
-2.2% 5.8% 3.4% -10.5%
4.6% 12.0% -3.1% 11.6%
2.1% 17.3% 5.7% -7.9%
5.9% 10.0% -1.8% 12.0%
-0.8% -2.6% -0.6% 13.6%
-7.1% -1.1% -8.1% -8.5%
1.4% 1.1% 7.1% 7.0%
0.2% 4.5% 3.8% 2.1%
-0.6% 8.5% 2.3% 6.2%
6.3% 0.3% 3.8% 2.4%
-6.4% -11.4% -5.6% -8.8%
1.3% 0.2% 1.1% -0.3% 0 0 0
WMT IBM AAPL CVX AMZN
100,000 100,000 100,000 100,000 100,000
3 3 3 3 3
8.29% 9.91% 18.88% 10.98% 18.32%
95% 95% 95% 95% 95%
1.644853627 1.64485363 1.64485363 1.64485363 1.64485363
$ 8,289 $ 9,910 $ 18,882 $ 10,977 $ 18,318
$ 13,634 $ 16,300 $ 31,058 $ 18,056 $ 30,130
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0