Daily Closing Prices

Date Oakley Apple GE Coke Gen. Mills

29-Jul-04 10.77 16.32 32.41 42 43.48
30-Jul-04 10.8 16.17 32.45 42.78 43.42
2-Aug-04 10.55 15.79 32.46 43.12 43.86
3-Aug-04 10.57 15.65 32.08 43.02 43.43
4-Aug-04 10.49 15.9 32.09 43.11 43.42
5-Aug-04 10.4 15.69 31.45 42.77 43.45
6-Aug-04 10.48 14.89 30.76 42.42 43.58
9-Aug-04 10.47 15.15 31.09 42.15 43.57
10-Aug-04 10.86 15.76 31.32 42.39 43.74
11-Aug-04 10.64 15.51 31.43 43.35 44.22
12-Aug-04 10.52 15.19 30.85 42.76 43.9
13-Aug-04 10.58 15.42 31.12 43.27 44.35
16-Aug-04 10.95 15.39 31.53 43.42 44.2
17-Aug-04 11.01 15.44 31.37 43.23 44.43
18-Aug-04 11.45 15.87 31.99 43.47 44.89
19-Aug-04 11.41 15.35 31.93 42.93 44.94
20-Aug-04 11.69 15.4 31.87 43.12 45.08
23-Aug-04 11.78 15.54 31.73 43.24 45.01
24-Aug-04 11.31 15.98 31.85 42.93 45.09
25-Aug-04 11.45 16.52 32 43.24 45.27
26-Aug-04 11.31 17.33 32 43.36 45.45
27-Aug-04 11.36 17.17 31.98 43.61 45.64
30-Aug-04 11.61 17.06 31.79 43.25 45.4
31-Aug-04 11.47 17.25 32 43.6 45.69
1-Sep-04 11.7 17.93 32.09 43.54 45.77
2-Sep-04 11.89 17.83 32.34 44.27 45.92
3-Sep-04 11.88 17.61 32.05 44.37 45.96
7-Sep-04 11.91 17.88 32.54 44.52 45.76
8-Sep-04 11.92 18.17 32.85 42.38 44.99
9-Sep-04 11.73 17.85 33.05 42.43 45.11
10-Sep-04 11.93 17.93 33.07 41.9 45.11
13-Sep-04 11.83 17.8 32.94 41.99 45.17
14-Sep-04 11.84 17.75 33.01 42.05 45.3
15-Sep-04 11.75 17.6 32.73 40.38 45.55
16-Sep-04 12.03 18.17 32.73 39.28 45.22
17-Sep-04 12.04 18.57 33.4 39.53 45.67
20-Sep-04 12.01 18.85 33.39 39.67 44.8
21-Sep-04 12.52 19 33.63 39.96 43.85
22-Sep-04 12.39 18.46 33.12 39.65 43.44
23-Sep-04 12.2 18.64 32.81 39.26 43.41
24-Sep-04 12.13 18.65 32.8 39.23 43.6
27-Sep-04 11.79 18.76 32.52 38.88 43.41
28-Sep-04 11.87 19.02 32.7 39.23 43.32
29-Sep-04 11.83 19.34 32.84 39.25 43.6
30-Sep-04 11.9 19.38 32.97 39.29 43.42
1-Oct-04 12.09 19.33 33.35 39.54 43.8
4-Oct-04 12.42 19.4 33.5 39.97 43.76
5-Oct-04 12.39 19.68 33.43 39.87 43.61
 6-Oct-04 12.3 20.32 33.75 40.12 43.86
7-Oct-04 12.45 19.81 33.33 39.36 43.5
8-Oct-04 12.1 19.53 33.13 39.24 43.52
11-Oct-04 12.14 19.3 33.38 39.25 43.05
12-Oct-04 12.16 19.15 33.4 39.02 43.03
13-Oct-04 11.82 19.88 33.1 38.64 43.16
14-Oct-04 11.7 22.49 32.85 38.41 42.81
15-Oct-04 11.7 22.75 32.94 38.45 42.69
18-Oct-04 11.68 23.88 33.27 38.49 42.82
19-Oct-04 11.54 23.71 32.82 38.63 42.75
20-Oct-04 11.36 23.74 32.62 38.7 42.49
21-Oct-04 11.6 23.97 32.76 38.73 42.56
22-Oct-04 11.42 23.7 32.35 38.16 42.16
25-Oct-04 11.9 23.77 32.3 37.91 42.25
26-Oct-04 12.25 23.99 33.02 38.55 42.6
27-Oct-04 12.31 25.15 33.33 39.66 42.66
28-Oct-04 12.5 26.09 33.41 39.72 42.63
29-Oct-04 12.7 26.2 33.5 39.89 43.08
1-Nov-04 13.07 26.23 33.43 39.76 42.93
2-Nov-04 12.91 26.75 33.43 39.88 42.79
3-Nov-04 12.98 27.66 33.71 40.07 43.33
4-Nov-04 12.98 27.23 34.45 40.57 43.86
5-Nov-04 13.04 27.36 34.55 40.61 44.01
8-Nov-04 12.86 27.19 34.48 40.49 43.84
9-Nov-04 12.67 27.02 34.78 40.46 43.95
10-Nov-04 12.95 27.38 34.68 40.39 44.1
11-Nov-04 13.09 27.65 35.15 40.18 44.4
12-Nov-04 13.01 27.75 35.59 40.01 44.69
15-Nov-04 13.32 27.62 35.44 39.81 44.19
16-Nov-04 13.25 27.47 35.44 39.48 43.95
17-Nov-04 13.46 27.45 35.69 39.51 44.16
18-Nov-04 13.58 27.69 36.16 39.51 44.18
19-Nov-04 13.51 27.58 35.61 38.97 43.45
22-Nov-04 13.4 30.67 35.43 39.11 43.38
23-Nov-04 13.49 30.64 35.16 38.95 43.51
24-Nov-04 13.85 32.03 34.99 39.04 43.79
26-Nov-04 13.75 32.28 34.79 39.1 43.76
29-Nov-04 12.87 34.22 34.66 39.2 43.97
30-Nov-04 12.15 33.53 34.72 38.81 44.29
1-Dec-04 12.45 33.9 35.36 39.26 45.4
2-Dec-04 12.04 32.6 35.29 39.9 45.86
3-Dec-04 12.06 31.34 35.18 40.19 45.34
6-Dec-04 12.43 32.89 35.02 39.87 45.05
7-Dec-04 12.12 31.44 34.67 39.64 44.59
8-Dec-04 12.24 31.64 35.06 39.87 44.96
9-Dec-04 12.14 32 35.36 40.29 45.62
10-Dec-04 12.25 32.58 36.02 40.01 45.82
13-Dec-04 12.42 32.46 36.8 40.34 46.02
14-Dec-04 12.49 32.65 36.7 40.77 47.24
15-Dec-04 12.61 32.63 36.71 40.94 47.14
16-Dec-04 12.65 33.3 36.43 40.6 47.08
17-Dec-04 12.57 32.49 36.08 40.42 47.44
20-Dec-04 12.5 31.36 36.43 40.42 47.82
21-Dec-04 12.6 31.84 36.49 40.47 47.71
22-Dec-04 12.59 31.88 36.38 41.05 47.79
23-Dec-04 13.1 32.01 36.32 40.98 47.92
27-Dec-04 12.96 31.58 36.12 41.12 47.96
28-Dec-04 13.12 32.09 36.24 41.31 48.5
29-Dec-04 12.93 32.22 36.11 41.03 48.47
30-Dec-04 12.93 32.4 36.15 41.12 48.51
31-Dec-04 12.75 32.2 36.05 41.11 48.4
3-Jan-05 12.33 31.65 36.14 41.01 47.61
4-Jan-05 11.95 31.97 35.7 40.43 47.46
5-Jan-05 11.93 32.25 35.49 40.25 48.44
6-Jan-05 11.77 32.28 35.77 40.58 48.79
7-Jan-05 11.59 34.62 35.56 40.63 49.91
10-Jan-05 11.8 34.48 35.47 40.86 50.06
11-Jan-05 11.49 32.28 34.96 40.63 49.95
12-Jan-05 11.7 32.73 35.24 40.63 49.93
13-Jan-05 11.72 34.9 34.79 40.22 49.56
14-Jan-05 12.3 35.1 35.08 40.44 49.61
18-Jan-05 12.88 35.33 35.52 40.72 50.77
19-Jan-05 12.56 34.94 35 40.57 51.12
20-Jan-05 12.53 35.23 34.93 40.8 51.29
21-Jan-05 12.17 35.24 34.7 40.39 50.86
24-Jan-05 11.86 35.38 34.82 40.43 50.79
25-Jan-05 12.16 36.03 35.26 40.71 50.84
26-Jan-05 12.47 36.12 35.05 41.15 51.02
27-Jan-05 12.6 36.32 35.17 41.22 51.61
28-Jan-05 12.52 36.99 35.31 40.96 51.83
31-Jan-05 12.83 38.45 35.68 40.96 51.92
1-Feb-05 12.73 38.76 35.83 40.89 52.28
2-Feb-05 13.02 39.81 35.8 41.38 52.02
3-Feb-05 12.98 38.9 35.62 41.2 52
4-Feb-05 13.39 39.42 35.8 41.93 51.93
7-Feb-05 13.22 39.47 35.78 41.94 51.73
8-Feb-05 13.21 40.45 35.98 42.1 51.88
9-Feb-05 12.93 39.37 35.64 42.21 51.58
10-Feb-05 13.48 39.18 35.6 41.95 51.58
11-Feb-05 13.56 40.6 35.78 42.21 51.58
14-Feb-05 13.6 42.31 35.87 42.31 51.55
15-Feb-05 13.13 44.21 35.94 42.1 51.58
16-Feb-05 13.35 45.06 35.77 42.74 51.63
17-Feb-05 13.38 43.9 35.58 42.45 51.11
18-Feb-05 13.26 43.4 35.44 42.41 50.69
22-Feb-05 13.04 42.65 34.91 42.24 49.72
23-Feb-05 13.14 44.12 34.83 42.03 50.32
24-Feb-05 12.98 44.47 35.33 42.11 50.7
25-Feb-05 13.54 44.49 35.4 42.47 50.99
28-Feb-05 13.44 44.86 34.98 42.25 51.31
 1-Mar-05 13.56 44.5 35 42.71 51.76
2-Mar-05 13.32 44.12 35.38 42.49 51.27
3-Mar-05 13.54 41.79 35.33 42.63 51.28
4-Mar-05 13.58 42.81 35.9 43.08 51.24
7-Mar-05 13.55 42.75 35.91 43.16 50.8
8-Mar-05 13.17 40.53 35.84 42.86 50.65
9-Mar-05 13.19 39.35 35.52 42.66 50.1
10-Mar-05 12.97 39.83 35.91 42.52 50.72
11-Mar-05 13.16 40.27 35.6 42.21 50.27
14-Mar-05 13.28 40.32 36 42.07 50.83
15-Mar-05 13.2 40.96 35.78 41.97 51.35
16-Mar-05 13.58 41.18 35.39 41.67 50.9
17-Mar-05 13.53 42.25 35.15 41.73 49.97
18-Mar-05 13.27 42.96 35.66 41.2 50.49
21-Mar-05 13.1 43.7 35.79 41.33 50.48
22-Mar-05 13.33 42.83 35.28 41.14 48.42
23-Mar-05 12.87 42.55 35.28 40.92 49.13
24-Mar-05 13.33 42.5 35.51 40.94 48.84
28-Mar-05 13.19 42.53 35.75 40.86 49
29-Mar-05 12.77 41.75 35.31 41.13 48.32
30-Mar-05 12.88 42.8 35.98 41.68 48.46
31-Mar-05 12.82 41.67 35.84 41.4 48.15
1-Apr-05 12.7 40.89 35.25 41.12 47.66
4-Apr-05 12.92 41.09 35.02 41.21 47.8
5-Apr-05 12.9 41.89 35.28 41.59 48.33
6-Apr-05 13.01 42.33 35.28 41.44 48.51
7-Apr-05 13.05 43.56 35.56 41.85 48.44
8-Apr-05 12.96 43.74 35.52 41.83 48.23
11-Apr-05 12.6 41.92 35.6 41.6 48.38
12-Apr-05 12.81 42.66 35.87 42.06 48.56
13-Apr-05 12.64 41.04 35.42 41.83 48.08
14-Apr-05 12.5 37.26 35.28 41.8 47.88
15-Apr-05 12.1 35.35 35.53 41.03 47.37
18-Apr-05 12.7 35.62 35.78 40.71 47.57
19-Apr-05 12.95 37.09 35.78 42.13 47.52
20-Apr-05 12.55 35.51 35.3 41.61 47.18
21-Apr-05 14.23 37.18 35.9 41.71 47.54
22-Apr-05 14 35.5 35.88 41.86 47.58
25-Apr-05 14.2 36.98 36.16 42.41 48.04
26-Apr-05 13.74 36.19 35.96 42.69 47.47
27-Apr-05 13.8 35.95 36.18 42.55 47.85
28-Apr-05 13.42 35.54 35.45 42.42 48.06
29-Apr-05 13.35 36.06 35.98 43.16 48.4
2-May-05 13.8 36.43 36.03 43.29 48.28
3-May-05 13.93 36.21 35.88 43.48 48.94
4-May-05 14.1 37.15 35.98 43.65 48.67
5-May-05 14 36.68 35.63 43.87 48.64
6-May-05 14.14 37.24 35.63 43.91 48.45
9-May-05 14.06 36.97 36.01 44.29 48.56
10-May-05 14.01 36.42 35.61 43.95 48.24
11-May-05 13.93 35.61 35.97 43.99 48.59
12-May-05 13.8 34.13 35.65 43.89 48.21
13-May-05 13.72 34.77 35.48 43.83 47.95
16-May-05 13.94 35.55 36.02 43.98 48.4
17-May-05 13.87 35.36 36.24 44.12 48.43
18-May-05 14.25 35.84 36.67 44.63 48.17
19-May-05 14.53 37.55 36.69 44.96 48.45
20-May-05 14.33 37.55 36.77 44.76 48.44
23-May-05 14.4 39.76 36.95 44.68 48.53
24-May-05 14.44 39.7 36.84 44.73 48.41
25-May-05 14.38 39.78 36.63 44.61 48.33
26-May-05 14.6 40.74 36.71 44.6 48.75
27-May-05 14.68 40.56 36.65 44.64 48.67
31-May-05 14.7 39.76 36.26 44.35 48.5
1-Jun-05 14.86 40.3 36.7 44.31 49.55
2-Jun-05 14.89 40.04 36.67 44.49 49.64
3-Jun-05 14.55 38.24 36.47 43.95 49.56
6-Jun-05 14.48 37.92 36.38 43.69 49.82
7-Jun-05 15.16 36.54 36.61 43.83 50.02
8-Jun-05 15.36 36.92 36.57 43.62 49.82
9-Jun-05 15.33 37.65 36.56 43.37 50.08
10-Jun-05 15.25 35.81 36.4 43.67 50.24
13-Jun-05 15.62 35.9 36.32 43.59 49.99
14-Jun-05 16 36 36.19 43.73 49.83
15-Jun-05 16.49 37.13 36.1 43.64 49.97
16-Jun-05 16.88 37.98 35.89 43.78 49.93
17-Jun-05 16.5 38.31 36.28 44.05 50.21
20-Jun-05 16.38 37.61 36.06 43.91 49.97
21-Jun-05 16.42 37.86 35.93 43.68 50
22-Jun-05 16.53 38.55 35.5 43.43 50.03
23-Jun-05 16.72 38.89 34.66 43.07 49.97
24-Jun-05 16.25 37.76 34.78 42.2 49.66
27-Jun-05 16.42 37.1 34.61 42.33 49.38
28-Jun-05 16.96 37.31 35.15 42.87 49.58
29-Jun-05 17.35 36.37 35 42.7 46.25
30-Jun-05 17.03 36.81 34.65 41.75 45.84
1-Jul-05 16.8 36.5 34.74 42.21 45.76
5-Jul-05 17 37.98 34.72 42.4 46.15
6-Jul-05 16.92 37.39 34.32 41.95 45.11
7-Jul-05 16.71 37.63 34.18 41.76 44.94
8-Jul-05 16.92 38.25 34.99 42.73 45.26
11-Jul-05 16.94 38.1 35.11 42.77 45.71
12-Jul-05 16.72 38.24 35.1 42.82 46.22
13-Jul-05 16.74 38.35 35.18 42.93 46.01
14-Jul-05 16.53 40.75 35.63 43.18 45.94
15-Jul-05 16.4 41.55 35.53 43.08 45.88
18-Jul-05 16.24 41.49 35.2 42.93 45.57
19-Jul-05 16.7 43.19 35.33 43.33 45.57
20-Jul-05 16.95 43.63 35.3 43.33 45.35
21-Jul-05 18.18 43.29 35 43.95 45.58
22-Jul-05 18.9 44 35.07 44.03 45.71
25-Jul-05 18.51 43.81 34.77 43.65 45.94
26-Jul-05 18.59 43.63 34.7 43.69 45.9
27-Jul-05 18.86 43.99 34.8 44.01 45.97
28-Jul-05 18.9 43.8 34.88 44.39 46.58
 Daily Closing Prices Daily R
Date Oakley Apple GE Coke Gen. Mills Oakley
29-Jul-04 10.77 16.32 32.41 42 43.48
30-Jul-04 10.8 16.17 32.45 42.78 43.42 0.00279
2-Aug-04 10.55 15.79 32.46 43.12 43.86 -0.02315
3-Aug-04 10.57 15.65 32.08 43.02 43.43 0.00190
4-Aug-04 10.49 15.9 32.09 43.11 43.42 -0.00757
5-Aug-04 10.4 15.69 31.45 42.77 43.45 -0.00858
6-Aug-04 10.48 14.89 30.76 42.42 43.58 0.00769
9-Aug-04 10.47 15.15 31.09 42.15 43.57 -0.00095
10-Aug-04 10.86 15.76 31.32 42.39 43.74 0.03725
11-Aug-04 10.64 15.51 31.43 43.35 44.22 -0.02026
12-Aug-04 10.52 15.19 30.85 42.76 43.9 -0.01128
13-Aug-04 10.58 15.42 31.12 43.27 44.35 0.00570
16-Aug-04 10.95 15.39 31.53 43.42 44.2 0.03497
17-Aug-04 11.01 15.44 31.37 43.23 44.43 0.00548
18-Aug-04 11.45 15.87 31.99 43.47 44.89 0.03996
19-Aug-04 11.41 15.35 31.93 42.93 44.94 -0.00349
20-Aug-04 11.69 15.4 31.87 43.12 45.08 0.02454
23-Aug-04 11.78 15.54 31.73 43.24 45.01 0.00770
24-Aug-04 11.31 15.98 31.85 42.93 45.09 -0.03990
25-Aug-04 11.45 16.52 32 43.24 45.27 0.01238
26-Aug-04 11.31 17.33 32 43.36 45.45 -0.01223
27-Aug-04 11.36 17.17 31.98 43.61 45.64 0.00442
30-Aug-04 11.61 17.06 31.79 43.25 45.4 0.02201
31-Aug-04 11.47 17.25 32 43.6 45.69 -0.01206
1-Sep-04 11.7 17.93 32.09 43.54 45.77 0.02005
2-Sep-04 11.89 17.83 32.34 44.27 45.92 0.01624
3-Sep-04 11.88 17.61 32.05 44.37 45.96 -0.00084
7-Sep-04 11.91 17.88 32.54 44.52 45.76 0.00253
8-Sep-04 11.92 18.17 32.85 42.38 44.99 0.00084
9-Sep-04 11.73 17.85 33.05 42.43 45.11 -0.01594
10-Sep-04 11.93 17.93 33.07 41.9 45.11 0.01705
13-Sep-04 11.83 17.8 32.94 41.99 45.17 -0.00838
14-Sep-04 11.84 17.75 33.01 42.05 45.3 0.00085
15-Sep-04 11.75 17.6 32.73 40.38 45.55 -0.00760
16-Sep-04 12.03 18.17 32.73 39.28 45.22 0.02383
17-Sep-04 12.04 18.57 33.4 39.53 45.67 0.00083
20-Sep-04 12.01 18.85 33.39 39.67 44.8 -0.00249
21-Sep-04 12.52 19 33.63 39.96 43.85 0.04246
22-Sep-04 12.39 18.46 33.12 39.65 43.44 -0.01038
23-Sep-04 12.2 18.64 32.81 39.26 43.41 -0.01533
24-Sep-04 12.13 18.65 32.8 39.23 43.6 -0.00574
27-Sep-04 11.79 18.76 32.52 38.88 43.41 -0.02803
28-Sep-04 11.87 19.02 32.7 39.23 43.32 0.00679
29-Sep-04 11.83 19.34 32.84 39.25 43.6 -0.00337
30-Sep-04 11.9 19.38 32.97 39.29 43.42 0.00592
1-Oct-04 12.09 19.33 33.35 39.54 43.8 0.01597
4-Oct-04 12.42 19.4 33.5 39.97 43.76 0.02730
5-Oct-04 12.39 19.68 33.43 39.87 43.61 -0.00242
 6-Oct-04 12.3 20.32 33.75 40.12 43.86 -0.00726
7-Oct-04 12.45 19.81 33.33 39.36 43.5 0.01220
8-Oct-04 12.1 19.53 33.13 39.24 43.52 -0.02811
11-Oct-04 12.14 19.3 33.38 39.25 43.05 0.00331
12-Oct-04 12.16 19.15 33.4 39.02 43.03 0.00165
13-Oct-04 11.82 19.88 33.1 38.64 43.16 -0.02796
14-Oct-04 11.7 22.49 32.85 38.41 42.81 -0.01015
15-Oct-04 11.7 22.75 32.94 38.45 42.69 0.00000
18-Oct-04 11.68 23.88 33.27 38.49 42.82 -0.00171
19-Oct-04 11.54 23.71 32.82 38.63 42.75 -0.01199
20-Oct-04 11.36 23.74 32.62 38.7 42.49 -0.01560
21-Oct-04 11.6 23.97 32.76 38.73 42.56 0.02113
22-Oct-04 11.42 23.7 32.35 38.16 42.16 -0.01552
25-Oct-04 11.9 23.77 32.3 37.91 42.25 0.04203
26-Oct-04 12.25 23.99 33.02 38.55 42.6 0.02941
27-Oct-04 12.31 25.15 33.33 39.66 42.66 0.00490
28-Oct-04 12.5 26.09 33.41 39.72 42.63 0.01543
29-Oct-04 12.7 26.2 33.5 39.89 43.08 0.01600
1-Nov-04 13.07 26.23 33.43 39.76 42.93 0.02913
2-Nov-04 12.91 26.75 33.43 39.88 42.79 -0.01224
3-Nov-04 12.98 27.66 33.71 40.07 43.33 0.00542
4-Nov-04 12.98 27.23 34.45 40.57 43.86 0.00000
5-Nov-04 13.04 27.36 34.55 40.61 44.01 0.00462
8-Nov-04 12.86 27.19 34.48 40.49 43.84 -0.01380
9-Nov-04 12.67 27.02 34.78 40.46 43.95 -0.01477
10-Nov-04 12.95 27.38 34.68 40.39 44.1 0.02210
11-Nov-04 13.09 27.65 35.15 40.18 44.4 0.01081
12-Nov-04 13.01 27.75 35.59 40.01 44.69 -0.00611
15-Nov-04 13.32 27.62 35.44 39.81 44.19 0.02383
16-Nov-04 13.25 27.47 35.44 39.48 43.95 -0.00526
17-Nov-04 13.46 27.45 35.69 39.51 44.16 0.01585
18-Nov-04 13.58 27.69 36.16 39.51 44.18 0.00892
19-Nov-04 13.51 27.58 35.61 38.97 43.45 -0.00515
22-Nov-04 13.4 30.67 35.43 39.11 43.38 -0.00814
23-Nov-04 13.49 30.64 35.16 38.95 43.51 0.00672
24-Nov-04 13.85 32.03 34.99 39.04 43.79 0.02669
26-Nov-04 13.75 32.28 34.79 39.1 43.76 -0.00722
29-Nov-04 12.87 34.22 34.66 39.2 43.97 -0.06400
30-Nov-04 12.15 33.53 34.72 38.81 44.29 -0.05594
1-Dec-04 12.45 33.9 35.36 39.26 45.4 0.02469
2-Dec-04 12.04 32.6 35.29 39.9 45.86 -0.03293
3-Dec-04 12.06 31.34 35.18 40.19 45.34 0.00166
6-Dec-04 12.43 32.89 35.02 39.87 45.05 0.03068
7-Dec-04 12.12 31.44 34.67 39.64 44.59 -0.02494
8-Dec-04 12.24 31.64 35.06 39.87 44.96 0.00990
9-Dec-04 12.14 32 35.36 40.29 45.62 -0.00817
10-Dec-04 12.25 32.58 36.02 40.01 45.82 0.00906
13-Dec-04 12.42 32.46 36.8 40.34 46.02 0.01388
14-Dec-04 12.49 32.65 36.7 40.77 47.24 0.00564
15-Dec-04 12.61 32.63 36.71 40.94 47.14 0.00961
16-Dec-04 12.65 33.3 36.43 40.6 47.08 0.00317
17-Dec-04 12.57 32.49 36.08 40.42 47.44 -0.00632
20-Dec-04 12.5 31.36 36.43 40.42 47.82 -0.00557
21-Dec-04 12.6 31.84 36.49 40.47 47.71 0.00800
22-Dec-04 12.59 31.88 36.38 41.05 47.79 -0.00079
23-Dec-04 13.1 32.01 36.32 40.98 47.92 0.04051
27-Dec-04 12.96 31.58 36.12 41.12 47.96 -0.01069
28-Dec-04 13.12 32.09 36.24 41.31 48.5 0.01235
29-Dec-04 12.93 32.22 36.11 41.03 48.47 -0.01448
30-Dec-04 12.93 32.4 36.15 41.12 48.51 0.00000
31-Dec-04 12.75 32.2 36.05 41.11 48.4 -0.01392
3-Jan-05 12.33 31.65 36.14 41.01 47.61 -0.03294
4-Jan-05 11.95 31.97 35.7 40.43 47.46 -0.03082
5-Jan-05 11.93 32.25 35.49 40.25 48.44 -0.00167
6-Jan-05 11.77 32.28 35.77 40.58 48.79 -0.01341
7-Jan-05 11.59 34.62 35.56 40.63 49.91 -0.01529
10-Jan-05 11.8 34.48 35.47 40.86 50.06 0.01812
11-Jan-05 11.49 32.28 34.96 40.63 49.95 -0.02627
12-Jan-05 11.7 32.73 35.24 40.63 49.93 0.01828
13-Jan-05 11.72 34.9 34.79 40.22 49.56 0.00171
14-Jan-05 12.3 35.1 35.08 40.44 49.61 0.04949
18-Jan-05 12.88 35.33 35.52 40.72 50.77 0.04715
19-Jan-05 12.56 34.94 35 40.57 51.12 -0.02484
20-Jan-05 12.53 35.23 34.93 40.8 51.29 -0.00239
21-Jan-05 12.17 35.24 34.7 40.39 50.86 -0.02873
24-Jan-05 11.86 35.38 34.82 40.43 50.79 -0.02547
25-Jan-05 12.16 36.03 35.26 40.71 50.84 0.02530
26-Jan-05 12.47 36.12 35.05 41.15 51.02 0.02549
27-Jan-05 12.6 36.32 35.17 41.22 51.61 0.01043
28-Jan-05 12.52 36.99 35.31 40.96 51.83 -0.00635
31-Jan-05 12.83 38.45 35.68 40.96 51.92 0.02476
1-Feb-05 12.73 38.76 35.83 40.89 52.28 -0.00779
2-Feb-05 13.02 39.81 35.8 41.38 52.02 0.02278
3-Feb-05 12.98 38.9 35.62 41.2 52 -0.00307
4-Feb-05 13.39 39.42 35.8 41.93 51.93 0.03159
7-Feb-05 13.22 39.47 35.78 41.94 51.73 -0.01270
8-Feb-05 13.21 40.45 35.98 42.1 51.88 -0.00076
9-Feb-05 12.93 39.37 35.64 42.21 51.58 -0.02120
10-Feb-05 13.48 39.18 35.6 41.95 51.58 0.04254
11-Feb-05 13.56 40.6 35.78 42.21 51.58 0.00593
14-Feb-05 13.6 42.31 35.87 42.31 51.55 0.00295
15-Feb-05 13.13 44.21 35.94 42.1 51.58 -0.03456
16-Feb-05 13.35 45.06 35.77 42.74 51.63 0.01676
17-Feb-05 13.38 43.9 35.58 42.45 51.11 0.00225
18-Feb-05 13.26 43.4 35.44 42.41 50.69 -0.00897
22-Feb-05 13.04 42.65 34.91 42.24 49.72 -0.01659
23-Feb-05 13.14 44.12 34.83 42.03 50.32 0.00767
24-Feb-05 12.98 44.47 35.33 42.11 50.7 -0.01218
25-Feb-05 13.54 44.49 35.4 42.47 50.99 0.04314
28-Feb-05 13.44 44.86 34.98 42.25 51.31 -0.00739
 1-Mar-05 13.56 44.5 35 42.71 51.76 0.00893
2-Mar-05 13.32 44.12 35.38 42.49 51.27 -0.01770
3-Mar-05 13.54 41.79 35.33 42.63 51.28 0.01652
4-Mar-05 13.58 42.81 35.9 43.08 51.24 0.00295
7-Mar-05 13.55 42.75 35.91 43.16 50.8 -0.00221
8-Mar-05 13.17 40.53 35.84 42.86 50.65 -0.02804
9-Mar-05 13.19 39.35 35.52 42.66 50.1 0.00152
10-Mar-05 12.97 39.83 35.91 42.52 50.72 -0.01668
11-Mar-05 13.16 40.27 35.6 42.21 50.27 0.01465
14-Mar-05 13.28 40.32 36 42.07 50.83 0.00912
15-Mar-05 13.2 40.96 35.78 41.97 51.35 -0.00602
16-Mar-05 13.58 41.18 35.39 41.67 50.9 0.02879
17-Mar-05 13.53 42.25 35.15 41.73 49.97 -0.00368
18-Mar-05 13.27 42.96 35.66 41.2 50.49 -0.01922
21-Mar-05 13.1 43.7 35.79 41.33 50.48 -0.01281
22-Mar-05 13.33 42.83 35.28 41.14 48.42 0.01756
23-Mar-05 12.87 42.55 35.28 40.92 49.13 -0.03451
24-Mar-05 13.33 42.5 35.51 40.94 48.84 0.03574
28-Mar-05 13.19 42.53 35.75 40.86 49 -0.01050
29-Mar-05 12.77 41.75 35.31 41.13 48.32 -0.03184
30-Mar-05 12.88 42.8 35.98 41.68 48.46 0.00861
31-Mar-05 12.82 41.67 35.84 41.4 48.15 -0.00466
1-Apr-05 12.7 40.89 35.25 41.12 47.66 -0.00936
4-Apr-05 12.92 41.09 35.02 41.21 47.8 0.01732
5-Apr-05 12.9 41.89 35.28 41.59 48.33 -0.00155
6-Apr-05 13.01 42.33 35.28 41.44 48.51 0.00853
7-Apr-05 13.05 43.56 35.56 41.85 48.44 0.00307
8-Apr-05 12.96 43.74 35.52 41.83 48.23 -0.00690
11-Apr-05 12.6 41.92 35.6 41.6 48.38 -0.02778
12-Apr-05 12.81 42.66 35.87 42.06 48.56 0.01667
13-Apr-05 12.64 41.04 35.42 41.83 48.08 -0.01327
14-Apr-05 12.5 37.26 35.28 41.8 47.88 -0.01108
15-Apr-05 12.1 35.35 35.53 41.03 47.37 -0.03200
18-Apr-05 12.7 35.62 35.78 40.71 47.57 0.04959
19-Apr-05 12.95 37.09 35.78 42.13 47.52 0.01969
20-Apr-05 12.55 35.51 35.3 41.61 47.18 -0.03089
21-Apr-05 14.23 37.18 35.9 41.71 47.54 0.13386
22-Apr-05 14 35.5 35.88 41.86 47.58 -0.01616
25-Apr-05 14.2 36.98 36.16 42.41 48.04 0.01429
26-Apr-05 13.74 36.19 35.96 42.69 47.47 -0.03239
27-Apr-05 13.8 35.95 36.18 42.55 47.85 0.00437
28-Apr-05 13.42 35.54 35.45 42.42 48.06 -0.02754
29-Apr-05 13.35 36.06 35.98 43.16 48.4 -0.00522
2-May-05 13.8 36.43 36.03 43.29 48.28 0.03371
3-May-05 13.93 36.21 35.88 43.48 48.94 0.00942
4-May-05 14.1 37.15 35.98 43.65 48.67 0.01220
5-May-05 14 36.68 35.63 43.87 48.64 -0.00709
6-May-05 14.14 37.24 35.63 43.91 48.45 0.01000
9-May-05 14.06 36.97 36.01 44.29 48.56 -0.00566
10-May-05 14.01 36.42 35.61 43.95 48.24 -0.00356
11-May-05 13.93 35.61 35.97 43.99 48.59 -0.00571
12-May-05 13.8 34.13 35.65 43.89 48.21 -0.00933
13-May-05 13.72 34.77 35.48 43.83 47.95 -0.00580
16-May-05 13.94 35.55 36.02 43.98 48.4 0.01603
17-May-05 13.87 35.36 36.24 44.12 48.43 -0.00502
18-May-05 14.25 35.84 36.67 44.63 48.17 0.02740
19-May-05 14.53 37.55 36.69 44.96 48.45 0.01965
20-May-05 14.33 37.55 36.77 44.76 48.44 -0.01376
23-May-05 14.4 39.76 36.95 44.68 48.53 0.00488
24-May-05 14.44 39.7 36.84 44.73 48.41 0.00278
25-May-05 14.38 39.78 36.63 44.61 48.33 -0.00416
26-May-05 14.6 40.74 36.71 44.6 48.75 0.01530
27-May-05 14.68 40.56 36.65 44.64 48.67 0.00548
31-May-05 14.7 39.76 36.26 44.35 48.5 0.00136
1-Jun-05 14.86 40.3 36.7 44.31 49.55 0.01088
2-Jun-05 14.89 40.04 36.67 44.49 49.64 0.00202
3-Jun-05 14.55 38.24 36.47 43.95 49.56 -0.02283
6-Jun-05 14.48 37.92 36.38 43.69 49.82 -0.00481
7-Jun-05 15.16 36.54 36.61 43.83 50.02 0.04696
8-Jun-05 15.36 36.92 36.57 43.62 49.82 0.01319
9-Jun-05 15.33 37.65 36.56 43.37 50.08 -0.00195
10-Jun-05 15.25 35.81 36.4 43.67 50.24 -0.00522
13-Jun-05 15.62 35.9 36.32 43.59 49.99 0.02426
14-Jun-05 16 36 36.19 43.73 49.83 0.02433
15-Jun-05 16.49 37.13 36.1 43.64 49.97 0.03062
16-Jun-05 16.88 37.98 35.89 43.78 49.93 0.02365
17-Jun-05 16.5 38.31 36.28 44.05 50.21 -0.02251
20-Jun-05 16.38 37.61 36.06 43.91 49.97 -0.00727
21-Jun-05 16.42 37.86 35.93 43.68 50 0.00244
22-Jun-05 16.53 38.55 35.5 43.43 50.03 0.00670
23-Jun-05 16.72 38.89 34.66 43.07 49.97 0.01149
24-Jun-05 16.25 37.76 34.78 42.2 49.66 -0.02811
27-Jun-05 16.42 37.1 34.61 42.33 49.38 0.01046
28-Jun-05 16.96 37.31 35.15 42.87 49.58 0.03289
29-Jun-05 17.35 36.37 35 42.7 46.25 0.02300
30-Jun-05 17.03 36.81 34.65 41.75 45.84 -0.01844
1-Jul-05 16.8 36.5 34.74 42.21 45.76 -0.01351
5-Jul-05 17 37.98 34.72 42.4 46.15 0.01190
6-Jul-05 16.92 37.39 34.32 41.95 45.11 -0.00471
7-Jul-05 16.71 37.63 34.18 41.76 44.94 -0.01241
8-Jul-05 16.92 38.25 34.99 42.73 45.26 0.01257
11-Jul-05 16.94 38.1 35.11 42.77 45.71 0.00118
12-Jul-05 16.72 38.24 35.1 42.82 46.22 -0.01299
13-Jul-05 16.74 38.35 35.18 42.93 46.01 0.00120
14-Jul-05 16.53 40.75 35.63 43.18 45.94 -0.01254
15-Jul-05 16.4 41.55 35.53 43.08 45.88 -0.00786
18-Jul-05 16.24 41.49 35.2 42.93 45.57 -0.00976
19-Jul-05 16.7 43.19 35.33 43.33 45.57 0.02833
20-Jul-05 16.95 43.63 35.3 43.33 45.35 0.01497
21-Jul-05 18.18 43.29 35 43.95 45.58 0.07257
22-Jul-05 18.9 44 35.07 44.03 45.71 0.03960
25-Jul-05 18.51 43.81 34.77 43.65 45.94 -0.02063
26-Jul-05 18.59 43.63 34.7 43.69 45.9 0.00432
27-Jul-05 18.86 43.99 34.8 44.01 45.97 0.01452
28-Jul-05 18.9 43.8 34.88 44.39 46.58 0.00212
 Daily Return
Apple GE Coke Gen. Mills

-0.00919 0.00123 0.01857 -0.00138

-0.02350 0.00031 0.00795 0.01013
-0.00887 -0.01171 -0.00232 -0.00980
0.01597 0.00031 0.00209 -0.00023
-0.01321 -0.01994 -0.00789 0.00069
-0.05099 -0.02194 -0.00818 0.00299
0.01746 0.01073 -0.00636 -0.00023
0.04026 0.00740 0.00569 0.00390
-0.01586 0.00351 0.02265 0.01097
-0.02063 -0.01845 -0.01361 -0.00724
0.01514 0.00875 0.01193 0.01025
-0.00195 0.01317 0.00347 -0.00338
0.00325 -0.00507 -0.00438 0.00520
0.02785 0.01976 0.00555 0.01035
-0.03277 -0.00188 -0.01242 0.00111
0.00326 -0.00188 0.00443 0.00312
0.00909 -0.00439 0.00278 -0.00155
0.02831 0.00378 -0.00717 0.00178
0.03379 0.00471 0.00722 0.00399
0.04903 0.00000 0.00278 0.00398
-0.00923 -0.00062 0.00577 0.00418
-0.00641 -0.00594 -0.00825 -0.00526
0.01114 0.00661 0.00809 0.00639
0.03942 0.00281 -0.00138 0.00175
-0.00558 0.00779 0.01677 0.00328
-0.01234 -0.00897 0.00226 0.00087
0.01533 0.01529 0.00338 -0.00435
0.01622 0.00953 -0.04807 -0.01683
-0.01761 0.00609 0.00118 0.00267
0.00448 0.00061 -0.01249 0.00000
-0.00725 -0.00393 0.00215 0.00133
-0.00281 0.00213 0.00143 0.00288
-0.00845 -0.00848 -0.03971 0.00552
0.03239 0.00000 -0.02724 -0.00724
0.02201 0.02047 0.00636 0.00995
0.01508 -0.00030 0.00354 -0.01905
0.00796 0.00719 0.00731 -0.02121
-0.02842 -0.01517 -0.00776 -0.00935
0.00975 -0.00936 -0.00984 -0.00069
0.00054 -0.00030 -0.00076 0.00438
0.00590 -0.00854 -0.00892 -0.00436
0.01386 0.00554 0.00900 -0.00207
0.01682 0.00428 0.00051 0.00646
0.00207 0.00396 0.00102 -0.00413
-0.00258 0.01153 0.00636 0.00875
0.00362 0.00450 0.01088 -0.00091
0.01443 -0.00209 -0.00250 -0.00343
 0.03252 0.00957 0.00627 0.00573
-0.02510 -0.01244 -0.01894 -0.00821
-0.01413 -0.00600 -0.00305 0.00046
-0.01178 0.00755 0.00025 -0.01080
-0.00777 0.00060 -0.00586 -0.00046
0.03812 -0.00898 -0.00974 0.00302
0.13129 -0.00755 -0.00595 -0.00811
0.01156 0.00274 0.00104 -0.00280
0.04967 0.01002 0.00104 0.00305
-0.00712 -0.01353 0.00364 -0.00163
0.00127 -0.00609 0.00181 -0.00608
0.00969 0.00429 0.00078 0.00165
-0.01126 -0.01252 -0.01472 -0.00940
0.00295 -0.00155 -0.00655 0.00213
0.00926 0.02229 0.01688 0.00828
0.04835 0.00939 0.02879 0.00141
0.03738 0.00240 0.00151 -0.00070
0.00422 0.00269 0.00428 0.01056
0.00115 -0.00209 -0.00326 -0.00348
0.01982 0.00000 0.00302 -0.00326
0.03402 0.00838 0.00476 0.01262
-0.01555 0.02195 0.01248 0.01223
0.00477 0.00290 0.00099 0.00342
-0.00621 -0.00203 -0.00295 -0.00386
-0.00625 0.00870 -0.00074 0.00251
0.01332 -0.00288 -0.00173 0.00341
0.00986 0.01355 -0.00520 0.00680
0.00362 0.01252 -0.00423 0.00653
-0.00468 -0.00421 -0.00500 -0.01119
-0.00543 0.00000 -0.00829 -0.00543
-0.00073 0.00705 0.00076 0.00478
0.00874 0.01317 0.00000 0.00045
-0.00397 -0.01521 -0.01367 -0.01652
0.11204 -0.00505 0.00359 -0.00161
-0.00098 -0.00762 -0.00409 0.00300
0.04537 -0.00484 0.00231 0.00644
0.00781 -0.00572 0.00154 -0.00069
0.06010 -0.00374 0.00256 0.00480
-0.02016 0.00173 -0.00995 0.00728
0.01103 0.01843 0.01159 0.02506
-0.03835 -0.00198 0.01630 0.01013
-0.03865 -0.00312 0.00727 -0.01134
0.04946 -0.00455 -0.00796 -0.00640
-0.04409 -0.00999 -0.00577 -0.01021
0.00636 0.01125 0.00580 0.00830
0.01138 0.00856 0.01053 0.01468
0.01813 0.01867 -0.00695 0.00438
-0.00368 0.02165 0.00825 0.00436
0.00585 -0.00272 0.01066 0.02651
-0.00061 0.00027 0.00417 -0.00212
 0.02053 -0.00763 -0.00830 -0.00127
-0.02432 -0.00961 -0.00443 0.00765
-0.03478 0.00970 0.00000 0.00801
0.01531 0.00165 0.00124 -0.00230
0.00126 -0.00301 0.01433 0.00168
0.00408 -0.00165 -0.00171 0.00272
-0.01343 -0.00551 0.00342 0.00083
0.01615 0.00332 0.00462 0.01126
0.00405 -0.00359 -0.00678 -0.00062
0.00559 0.00111 0.00219 0.00083
-0.00617 -0.00277 -0.00024 -0.00227
-0.01708 0.00250 -0.00243 -0.01632
0.01011 -0.01217 -0.01414 -0.00315
0.00876 -0.00588 -0.00445 0.02065
0.00093 0.00789 0.00820 0.00723
0.07249 -0.00587 0.00123 0.02296
-0.00404 -0.00253 0.00566 0.00301
-0.06381 -0.01438 -0.00563 -0.00220
0.01394 0.00801 0.00000 -0.00040
0.06630 -0.01277 -0.01009 -0.00741
0.00573 0.00834 0.00547 0.00101
0.00655 0.01254 0.00692 0.02338
-0.01104 -0.01464 -0.00368 0.00689
0.00830 -0.00200 0.00567 0.00333
0.00028 -0.00658 -0.01005 -0.00838
0.00397 0.00346 0.00099 -0.00138
0.01837 0.01264 0.00693 0.00098
0.00250 -0.00596 0.01081 0.00354
0.00554 0.00342 0.00170 0.01156
0.01845 0.00398 -0.00631 0.00426
0.03947 0.01048 0.00000 0.00174
0.00806 0.00420 -0.00171 0.00693
0.02709 -0.00084 0.01198 -0.00497
-0.02286 -0.00503 -0.00435 -0.00038
0.01337 0.00505 0.01772 -0.00135
0.00127 -0.00056 0.00024 -0.00385
0.02483 0.00559 0.00381 0.00290
-0.02670 -0.00945 0.00261 -0.00578
-0.00483 -0.00112 -0.00616 0.00000
0.03624 0.00506 0.00620 0.00000
0.04212 0.00252 0.00237 -0.00058
0.04491 0.00195 -0.00496 0.00058
0.01923 -0.00473 0.01520 0.00097
-0.02574 -0.00531 -0.00679 -0.01007
-0.01139 -0.00393 -0.00094 -0.00822
-0.01728 -0.01495 -0.00401 -0.01914
0.03447 -0.00229 -0.00497 0.01207
0.00793 0.01436 0.00190 0.00755
0.00045 0.00198 0.00855 0.00572
0.00832 -0.01186 -0.00518 0.00628
-0.00802 0.00057 0.01089 0.00877
-0.00854 0.01086 -0.00515 -0.00947
-0.05281 -0.00141 0.00329 0.00020
0.02441 0.01613 0.01056 -0.00078
-0.00140 0.00028 0.00186 -0.00859
-0.05193 -0.00195 -0.00695 -0.00295
-0.02911 -0.00893 -0.00467 -0.01086
0.01220 0.01098 -0.00328 0.01238
0.01105 -0.00863 -0.00729 -0.00887
0.00124 0.01124 -0.00332 0.01114
0.01587 -0.00611 -0.00238 0.01023
0.00537 -0.01090 -0.00715 -0.00876
0.02598 -0.00678 0.00144 -0.01827
0.01680 0.01451 -0.01270 0.01041
0.01723 0.00365 0.00316 -0.00020
-0.01991 -0.01425 -0.00460 -0.04081
-0.00654 0.00000 -0.00535 0.01466
-0.00118 0.00652 0.00049 -0.00590
0.00071 0.00676 -0.00195 0.00328
-0.01834 -0.01231 0.00661 -0.01388
0.02515 0.01897 0.01337 0.00290
-0.02640 -0.00389 -0.00672 -0.00640
-0.01872 -0.01646 -0.00676 -0.01018
0.00489 -0.00652 0.00219 0.00294
0.01947 0.00742 0.00922 0.01109
0.01050 0.00000 -0.00361 0.00372
0.02906 0.00794 0.00989 -0.00144
0.00413 -0.00112 -0.00048 -0.00434
-0.04161 0.00225 -0.00550 0.00311
0.01765 0.00758 0.01106 0.00372
-0.03797 -0.01255 -0.00547 -0.00988
-0.09211 -0.00395 -0.00072 -0.00416
-0.05126 0.00709 -0.01842 -0.01065
0.00764 0.00704 -0.00780 0.00422
0.04127 0.00000 0.03488 -0.00105
-0.04260 -0.01342 -0.01234 -0.00715
0.04703 0.01700 0.00240 0.00763
-0.04519 -0.00056 0.00360 0.00084
0.04169 0.00780 0.01314 0.00967
-0.02136 -0.00553 0.00660 -0.01187
-0.00663 0.00612 -0.00328 0.00801
-0.01140 -0.02018 -0.00306 0.00439
0.01463 0.01495 0.01744 0.00707
0.01026 0.00139 0.00301 -0.00248
-0.00604 -0.00416 0.00439 0.01367
0.02596 0.00279 0.00391 -0.00552
-0.01265 -0.00973 0.00504 -0.00062
0.01527 0.00000 0.00091 -0.00391
-0.00725 0.01067 0.00865 0.00227
-0.01488 -0.01111 -0.00768 -0.00659
-0.02224 0.01011 0.00091 0.00726
-0.04156 -0.00890 -0.00227 -0.00782
0.01875 -0.00477 -0.00137 -0.00539
0.02243 0.01522 0.00342 0.00938
-0.00534 0.00611 0.00318 0.00062
0.01357 0.01187 0.01156 -0.00537
0.04771 0.00055 0.00739 0.00581
0.00000 0.00218 -0.00445 -0.00021
0.05885 0.00490 -0.00179 0.00186
-0.00151 -0.00298 0.00112 -0.00247
0.00202 -0.00570 -0.00268 -0.00165
0.02413 0.00218 -0.00022 0.00869
-0.00442 -0.00163 0.00090 -0.00164
-0.01972 -0.01064 -0.00650 -0.00349
0.01358 0.01213 -0.00090 0.02165
-0.00645 -0.00082 0.00406 0.00182
-0.04496 -0.00545 -0.01214 -0.00161
-0.00837 -0.00247 -0.00592 0.00525
-0.03639 0.00632 0.00320 0.00401
0.01040 -0.00109 -0.00479 -0.00400
0.01977 -0.00027 -0.00573 0.00522
-0.04887 -0.00438 0.00692 0.00319
0.00251 -0.00220 -0.00183 -0.00498
0.00279 -0.00358 0.00321 -0.00320
0.03139 -0.00249 -0.00206 0.00281
0.02289 -0.00582 0.00321 -0.00080
0.00869 0.01087 0.00617 0.00561
-0.01827 -0.00606 -0.00318 -0.00478
0.00665 -0.00361 -0.00524 0.00060
0.01823 -0.01197 -0.00572 0.00060
0.00882 -0.02366 -0.00829 -0.00120
-0.02906 0.00346 -0.02020 -0.00620
-0.01748 -0.00489 0.00308 -0.00564
0.00566 0.01560 0.01276 0.00405
-0.02519 -0.00427 -0.00397 -0.06716
0.01210 -0.01000 -0.02225 -0.00886
-0.00842 0.00260 0.01102 -0.00175
0.04055 -0.00058 0.00450 0.00852
-0.01553 -0.01152 -0.01061 -0.02254
0.00642 -0.00408 -0.00453 -0.00377
0.01648 0.02370 0.02323 0.00712
-0.00392 0.00343 0.00094 0.00994
0.00367 -0.00028 0.00117 0.01116
0.00288 0.00228 0.00257 -0.00454
0.06258 0.01279 0.00582 -0.00152
0.01963 -0.00281 -0.00232 -0.00131
-0.00144 -0.00929 -0.00348 -0.00676
0.04097 0.00369 0.00932 0.00000
0.01019 -0.00085 0.00000 -0.00483
-0.00779 -0.00850 0.01431 0.00507
 0.01640 0.00200 0.00182 0.00285
-0.00432 -0.00855 -0.00863 0.00503
-0.00411 -0.00201 0.00092 -0.00087
0.00825 0.00288 0.00732 0.00153
-0.00432 0.00230 0.00863 0.01327
 Daily Closing Prices Daily Return
Date Oakley Apple GE Coke Gen. Mills Oakley Apple GE Coke
29-Jul-04 10.77 16.32 32.41 42 43.48
30-Jul-04 10.8 16.17 32.45 42.78 43.42 0.00279 -0.00919 0.00123 0.01857
2-Aug-04 10.55 15.79 32.46 43.12 43.86 -0.02315 -0.02350 0.00031 0.00795
3-Aug-04 10.57 15.65 32.08 43.02 43.43 0.00190 -0.00887 -0.01171 -0.00232
4-Aug-04 10.49 15.9 32.09 43.11 43.42 -0.00757 0.01597 0.00031 0.00209
5-Aug-04 10.4 15.69 31.45 42.77 43.45 -0.00858 -0.01321 -0.01994 -0.00789
6-Aug-04 10.48 14.89 30.76 42.42 43.58 0.00769 -0.05099 -0.02194 -0.00818
9-Aug-04 10.47 15.15 31.09 42.15 43.57 -0.00095 0.01746 0.01073 -0.00636
10-Aug-04 10.86 15.76 31.32 42.39 43.74 0.03725 0.04026 0.00740 0.00569
11-Aug-04 10.64 15.51 31.43 43.35 44.22 -0.02026 -0.01586 0.00351 0.02265
12-Aug-04 10.52 15.19 30.85 42.76 43.9 -0.01128 -0.02063 -0.01845 -0.01361
13-Aug-04 10.58 15.42 31.12 43.27 44.35 0.00570 0.01514 0.00875 0.01193
16-Aug-04 10.95 15.39 31.53 43.42 44.2 0.03497 -0.00195 0.01317 0.00347
17-Aug-04 11.01 15.44 31.37 43.23 44.43 0.00548 0.00325 -0.00507 -0.00438
18-Aug-04 11.45 15.87 31.99 43.47 44.89 0.03996 0.02785 0.01976 0.00555
19-Aug-04 11.41 15.35 31.93 42.93 44.94 -0.00349 -0.03277 -0.00188 -0.01242
20-Aug-04 11.69 15.4 31.87 43.12 45.08 0.02454 0.00326 -0.00188 0.00443
23-Aug-04 11.78 15.54 31.73 43.24 45.01 0.00770 0.00909 -0.00439 0.00278
24-Aug-04 11.31 15.98 31.85 42.93 45.09 -0.03990 0.02831 0.00378 -0.00717
25-Aug-04 11.45 16.52 32 43.24 45.27 0.01238 0.03379 0.00471 0.00722
26-Aug-04 11.31 17.33 32 43.36 45.45 -0.01223 0.04903 0.00000 0.00278
27-Aug-04 11.36 17.17 31.98 43.61 45.64 0.00442 -0.00923 -0.00062 0.00577
30-Aug-04 11.61 17.06 31.79 43.25 45.4 0.02201 -0.00641 -0.00594 -0.00825
31-Aug-04 11.47 17.25 32 43.6 45.69 -0.01206 0.01114 0.00661 0.00809
1-Sep-04 11.7 17.93 32.09 43.54 45.77 0.02005 0.03942 0.00281 -0.00138
2-Sep-04 11.89 17.83 32.34 44.27 45.92 0.01624 -0.00558 0.00779 0.01677
3-Sep-04 11.88 17.61 32.05 44.37 45.96 -0.00084 -0.01234 -0.00897 0.00226
7-Sep-04 11.91 17.88 32.54 44.52 45.76 0.00253 0.01533 0.01529 0.00338
8-Sep-04 11.92 18.17 32.85 42.38 44.99 0.00084 0.01622 0.00953 -0.04807
9-Sep-04 11.73 17.85 33.05 42.43 45.11 -0.01594 -0.01761 0.00609 0.00118
10-Sep-04 11.93 17.93 33.07 41.9 45.11 0.01705 0.00448 0.00061 -0.01249
13-Sep-04 11.83 17.8 32.94 41.99 45.17 -0.00838 -0.00725 -0.00393 0.00215
14-Sep-04 11.84 17.75 33.01 42.05 45.3 0.00085 -0.00281 0.00213 0.00143
15-Sep-04 11.75 17.6 32.73 40.38 45.55 -0.00760 -0.00845 -0.00848 -0.03971
16-Sep-04 12.03 18.17 32.73 39.28 45.22 0.02383 0.03239 0.00000 -0.02724
17-Sep-04 12.04 18.57 33.4 39.53 45.67 0.00083 0.02201 0.02047 0.00636
20-Sep-04 12.01 18.85 33.39 39.67 44.8 -0.00249 0.01508 -0.00030 0.00354
21-Sep-04 12.52 19 33.63 39.96 43.85 0.04246 0.00796 0.00719 0.00731
22-Sep-04 12.39 18.46 33.12 39.65 43.44 -0.01038 -0.02842 -0.01517 -0.00776
23-Sep-04 12.2 18.64 32.81 39.26 43.41 -0.01533 0.00975 -0.00936 -0.00984
24-Sep-04 12.13 18.65 32.8 39.23 43.6 -0.00574 0.00054 -0.00030 -0.00076
27-Sep-04 11.79 18.76 32.52 38.88 43.41 -0.02803 0.00590 -0.00854 -0.00892
28-Sep-04 11.87 19.02 32.7 39.23 43.32 0.00679 0.01386 0.00554 0.00900
29-Sep-04 11.83 19.34 32.84 39.25 43.6 -0.00337 0.01682 0.00428 0.00051
30-Sep-04 11.9 19.38 32.97 39.29 43.42 0.00592 0.00207 0.00396 0.00102
1-Oct-04 12.09 19.33 33.35 39.54 43.8 0.01597 -0.00258 0.01153 0.00636
4-Oct-04 12.42 19.4 33.5 39.97 43.76 0.02730 0.00362 0.00450 0.01088
5-Oct-04 12.39 19.68 33.43 39.87 43.61 -0.00242 0.01443 -0.00209 -0.00250
 6-Oct-04 12.3 20.32 33.75 40.12 43.86 -0.00726 0.03252 0.00957 0.00627
7-Oct-04 12.45 19.81 33.33 39.36 43.5 0.01220 -0.02510 -0.01244 -0.01894
8-Oct-04 12.1 19.53 33.13 39.24 43.52 -0.02811 -0.01413 -0.00600 -0.00305
11-Oct-04 12.14 19.3 33.38 39.25 43.05 0.00331 -0.01178 0.00755 0.00025
12-Oct-04 12.16 19.15 33.4 39.02 43.03 0.00165 -0.00777 0.00060 -0.00586
13-Oct-04 11.82 19.88 33.1 38.64 43.16 -0.02796 0.03812 -0.00898 -0.00974
14-Oct-04 11.7 22.49 32.85 38.41 42.81 -0.01015 0.13129 -0.00755 -0.00595
15-Oct-04 11.7 22.75 32.94 38.45 42.69 0.00000 0.01156 0.00274 0.00104
18-Oct-04 11.68 23.88 33.27 38.49 42.82 -0.00171 0.04967 0.01002 0.00104
19-Oct-04 11.54 23.71 32.82 38.63 42.75 -0.01199 -0.00712 -0.01353 0.00364
20-Oct-04 11.36 23.74 32.62 38.7 42.49 -0.01560 0.00127 -0.00609 0.00181
21-Oct-04 11.6 23.97 32.76 38.73 42.56 0.02113 0.00969 0.00429 0.00078
22-Oct-04 11.42 23.7 32.35 38.16 42.16 -0.01552 -0.01126 -0.01252 -0.01472
25-Oct-04 11.9 23.77 32.3 37.91 42.25 0.04203 0.00295 -0.00155 -0.00655
26-Oct-04 12.25 23.99 33.02 38.55 42.6 0.02941 0.00926 0.02229 0.01688
27-Oct-04 12.31 25.15 33.33 39.66 42.66 0.00490 0.04835 0.00939 0.02879
28-Oct-04 12.5 26.09 33.41 39.72 42.63 0.01543 0.03738 0.00240 0.00151
29-Oct-04 12.7 26.2 33.5 39.89 43.08 0.01600 0.00422 0.00269 0.00428
1-Nov-04 13.07 26.23 33.43 39.76 42.93 0.02913 0.00115 -0.00209 -0.00326
2-Nov-04 12.91 26.75 33.43 39.88 42.79 -0.01224 0.01982 0.00000 0.00302
3-Nov-04 12.98 27.66 33.71 40.07 43.33 0.00542 0.03402 0.00838 0.00476
4-Nov-04 12.98 27.23 34.45 40.57 43.86 0.00000 -0.01555 0.02195 0.01248
5-Nov-04 13.04 27.36 34.55 40.61 44.01 0.00462 0.00477 0.00290 0.00099
8-Nov-04 12.86 27.19 34.48 40.49 43.84 -0.01380 -0.00621 -0.00203 -0.00295
9-Nov-04 12.67 27.02 34.78 40.46 43.95 -0.01477 -0.00625 0.00870 -0.00074
10-Nov-04 12.95 27.38 34.68 40.39 44.1 0.02210 0.01332 -0.00288 -0.00173
11-Nov-04 13.09 27.65 35.15 40.18 44.4 0.01081 0.00986 0.01355 -0.00520
12-Nov-04 13.01 27.75 35.59 40.01 44.69 -0.00611 0.00362 0.01252 -0.00423
15-Nov-04 13.32 27.62 35.44 39.81 44.19 0.02383 -0.00468 -0.00421 -0.00500
16-Nov-04 13.25 27.47 35.44 39.48 43.95 -0.00526 -0.00543 0.00000 -0.00829
17-Nov-04 13.46 27.45 35.69 39.51 44.16 0.01585 -0.00073 0.00705 0.00076
18-Nov-04 13.58 27.69 36.16 39.51 44.18 0.00892 0.00874 0.01317 0.00000
19-Nov-04 13.51 27.58 35.61 38.97 43.45 -0.00515 -0.00397 -0.01521 -0.01367
22-Nov-04 13.4 30.67 35.43 39.11 43.38 -0.00814 0.11204 -0.00505 0.00359
23-Nov-04 13.49 30.64 35.16 38.95 43.51 0.00672 -0.00098 -0.00762 -0.00409
24-Nov-04 13.85 32.03 34.99 39.04 43.79 0.02669 0.04537 -0.00484 0.00231
26-Nov-04 13.75 32.28 34.79 39.1 43.76 -0.00722 0.00781 -0.00572 0.00154
29-Nov-04 12.87 34.22 34.66 39.2 43.97 -0.06400 0.06010 -0.00374 0.00256
30-Nov-04 12.15 33.53 34.72 38.81 44.29 -0.05594 -0.02016 0.00173 -0.00995
1-Dec-04 12.45 33.9 35.36 39.26 45.4 0.02469 0.01103 0.01843 0.01159
2-Dec-04 12.04 32.6 35.29 39.9 45.86 -0.03293 -0.03835 -0.00198 0.01630
3-Dec-04 12.06 31.34 35.18 40.19 45.34 0.00166 -0.03865 -0.00312 0.00727
6-Dec-04 12.43 32.89 35.02 39.87 45.05 0.03068 0.04946 -0.00455 -0.00796
7-Dec-04 12.12 31.44 34.67 39.64 44.59 -0.02494 -0.04409 -0.00999 -0.00577
8-Dec-04 12.24 31.64 35.06 39.87 44.96 0.00990 0.00636 0.01125 0.00580
9-Dec-04 12.14 32 35.36 40.29 45.62 -0.00817 0.01138 0.00856 0.01053
10-Dec-04 12.25 32.58 36.02 40.01 45.82 0.00906 0.01813 0.01867 -0.00695
13-Dec-04 12.42 32.46 36.8 40.34 46.02 0.01388 -0.00368 0.02165 0.00825
14-Dec-04 12.49 32.65 36.7 40.77 47.24 0.00564 0.00585 -0.00272 0.01066
15-Dec-04 12.61 32.63 36.71 40.94 47.14 0.00961 -0.00061 0.00027 0.00417
16-Dec-04 12.65 33.3 36.43 40.6 47.08 0.00317 0.02053 -0.00763 -0.00830
17-Dec-04 12.57 32.49 36.08 40.42 47.44 -0.00632 -0.02432 -0.00961 -0.00443
20-Dec-04 12.5 31.36 36.43 40.42 47.82 -0.00557 -0.03478 0.00970 0.00000
21-Dec-04 12.6 31.84 36.49 40.47 47.71 0.00800 0.01531 0.00165 0.00124
22-Dec-04 12.59 31.88 36.38 41.05 47.79 -0.00079 0.00126 -0.00301 0.01433
23-Dec-04 13.1 32.01 36.32 40.98 47.92 0.04051 0.00408 -0.00165 -0.00171
27-Dec-04 12.96 31.58 36.12 41.12 47.96 -0.01069 -0.01343 -0.00551 0.00342
28-Dec-04 13.12 32.09 36.24 41.31 48.5 0.01235 0.01615 0.00332 0.00462
29-Dec-04 12.93 32.22 36.11 41.03 48.47 -0.01448 0.00405 -0.00359 -0.00678
30-Dec-04 12.93 32.4 36.15 41.12 48.51 0.00000 0.00559 0.00111 0.00219
31-Dec-04 12.75 32.2 36.05 41.11 48.4 -0.01392 -0.00617 -0.00277 -0.00024
3-Jan-05 12.33 31.65 36.14 41.01 47.61 -0.03294 -0.01708 0.00250 -0.00243
4-Jan-05 11.95 31.97 35.7 40.43 47.46 -0.03082 0.01011 -0.01217 -0.01414
5-Jan-05 11.93 32.25 35.49 40.25 48.44 -0.00167 0.00876 -0.00588 -0.00445
6-Jan-05 11.77 32.28 35.77 40.58 48.79 -0.01341 0.00093 0.00789 0.00820
7-Jan-05 11.59 34.62 35.56 40.63 49.91 -0.01529 0.07249 -0.00587 0.00123
10-Jan-05 11.8 34.48 35.47 40.86 50.06 0.01812 -0.00404 -0.00253 0.00566
11-Jan-05 11.49 32.28 34.96 40.63 49.95 -0.02627 -0.06381 -0.01438 -0.00563
12-Jan-05 11.7 32.73 35.24 40.63 49.93 0.01828 0.01394 0.00801 0.00000
13-Jan-05 11.72 34.9 34.79 40.22 49.56 0.00171 0.06630 -0.01277 -0.01009
14-Jan-05 12.3 35.1 35.08 40.44 49.61 0.04949 0.00573 0.00834 0.00547
18-Jan-05 12.88 35.33 35.52 40.72 50.77 0.04715 0.00655 0.01254 0.00692
19-Jan-05 12.56 34.94 35 40.57 51.12 -0.02484 -0.01104 -0.01464 -0.00368
20-Jan-05 12.53 35.23 34.93 40.8 51.29 -0.00239 0.00830 -0.00200 0.00567
21-Jan-05 12.17 35.24 34.7 40.39 50.86 -0.02873 0.00028 -0.00658 -0.01005
24-Jan-05 11.86 35.38 34.82 40.43 50.79 -0.02547 0.00397 0.00346 0.00099
25-Jan-05 12.16 36.03 35.26 40.71 50.84 0.02530 0.01837 0.01264 0.00693
26-Jan-05 12.47 36.12 35.05 41.15 51.02 0.02549 0.00250 -0.00596 0.01081
27-Jan-05 12.6 36.32 35.17 41.22 51.61 0.01043 0.00554 0.00342 0.00170
28-Jan-05 12.52 36.99 35.31 40.96 51.83 -0.00635 0.01845 0.00398 -0.00631
31-Jan-05 12.83 38.45 35.68 40.96 51.92 0.02476 0.03947 0.01048 0.00000
1-Feb-05 12.73 38.76 35.83 40.89 52.28 -0.00779 0.00806 0.00420 -0.00171
2-Feb-05 13.02 39.81 35.8 41.38 52.02 0.02278 0.02709 -0.00084 0.01198
3-Feb-05 12.98 38.9 35.62 41.2 52 -0.00307 -0.02286 -0.00503 -0.00435
4-Feb-05 13.39 39.42 35.8 41.93 51.93 0.03159 0.01337 0.00505 0.01772
7-Feb-05 13.22 39.47 35.78 41.94 51.73 -0.01270 0.00127 -0.00056 0.00024
8-Feb-05 13.21 40.45 35.98 42.1 51.88 -0.00076 0.02483 0.00559 0.00381
9-Feb-05 12.93 39.37 35.64 42.21 51.58 -0.02120 -0.02670 -0.00945 0.00261
10-Feb-05 13.48 39.18 35.6 41.95 51.58 0.04254 -0.00483 -0.00112 -0.00616
11-Feb-05 13.56 40.6 35.78 42.21 51.58 0.00593 0.03624 0.00506 0.00620
14-Feb-05 13.6 42.31 35.87 42.31 51.55 0.00295 0.04212 0.00252 0.00237
15-Feb-05 13.13 44.21 35.94 42.1 51.58 -0.03456 0.04491 0.00195 -0.00496
16-Feb-05 13.35 45.06 35.77 42.74 51.63 0.01676 0.01923 -0.00473 0.01520
17-Feb-05 13.38 43.9 35.58 42.45 51.11 0.00225 -0.02574 -0.00531 -0.00679
18-Feb-05 13.26 43.4 35.44 42.41 50.69 -0.00897 -0.01139 -0.00393 -0.00094
22-Feb-05 13.04 42.65 34.91 42.24 49.72 -0.01659 -0.01728 -0.01495 -0.00401
23-Feb-05 13.14 44.12 34.83 42.03 50.32 0.00767 0.03447 -0.00229 -0.00497
24-Feb-05 12.98 44.47 35.33 42.11 50.7 -0.01218 0.00793 0.01436 0.00190
25-Feb-05 13.54 44.49 35.4 42.47 50.99 0.04314 0.00045 0.00198 0.00855
28-Feb-05 13.44 44.86 34.98 42.25 51.31 -0.00739 0.00832 -0.01186 -0.00518
 1-Mar-05 13.56 44.5 35 42.71 51.76 0.00893 -0.00802 0.00057 0.01089
2-Mar-05 13.32 44.12 35.38 42.49 51.27 -0.01770 -0.00854 0.01086 -0.00515
3-Mar-05 13.54 41.79 35.33 42.63 51.28 0.01652 -0.05281 -0.00141 0.00329
4-Mar-05 13.58 42.81 35.9 43.08 51.24 0.00295 0.02441 0.01613 0.01056
7-Mar-05 13.55 42.75 35.91 43.16 50.8 -0.00221 -0.00140 0.00028 0.00186
8-Mar-05 13.17 40.53 35.84 42.86 50.65 -0.02804 -0.05193 -0.00195 -0.00695
9-Mar-05 13.19 39.35 35.52 42.66 50.1 0.00152 -0.02911 -0.00893 -0.00467
10-Mar-05 12.97 39.83 35.91 42.52 50.72 -0.01668 0.01220 0.01098 -0.00328
11-Mar-05 13.16 40.27 35.6 42.21 50.27 0.01465 0.01105 -0.00863 -0.00729
14-Mar-05 13.28 40.32 36 42.07 50.83 0.00912 0.00124 0.01124 -0.00332
15-Mar-05 13.2 40.96 35.78 41.97 51.35 -0.00602 0.01587 -0.00611 -0.00238
16-Mar-05 13.58 41.18 35.39 41.67 50.9 0.02879 0.00537 -0.01090 -0.00715
17-Mar-05 13.53 42.25 35.15 41.73 49.97 -0.00368 0.02598 -0.00678 0.00144
18-Mar-05 13.27 42.96 35.66 41.2 50.49 -0.01922 0.01680 0.01451 -0.01270
21-Mar-05 13.1 43.7 35.79 41.33 50.48 -0.01281 0.01723 0.00365 0.00316
22-Mar-05 13.33 42.83 35.28 41.14 48.42 0.01756 -0.01991 -0.01425 -0.00460
23-Mar-05 12.87 42.55 35.28 40.92 49.13 -0.03451 -0.00654 0.00000 -0.00535
24-Mar-05 13.33 42.5 35.51 40.94 48.84 0.03574 -0.00118 0.00652 0.00049
28-Mar-05 13.19 42.53 35.75 40.86 49 -0.01050 0.00071 0.00676 -0.00195
29-Mar-05 12.77 41.75 35.31 41.13 48.32 -0.03184 -0.01834 -0.01231 0.00661
30-Mar-05 12.88 42.8 35.98 41.68 48.46 0.00861 0.02515 0.01897 0.01337
31-Mar-05 12.82 41.67 35.84 41.4 48.15 -0.00466 -0.02640 -0.00389 -0.00672
1-Apr-05 12.7 40.89 35.25 41.12 47.66 -0.00936 -0.01872 -0.01646 -0.00676
4-Apr-05 12.92 41.09 35.02 41.21 47.8 0.01732 0.00489 -0.00652 0.00219
5-Apr-05 12.9 41.89 35.28 41.59 48.33 -0.00155 0.01947 0.00742 0.00922
6-Apr-05 13.01 42.33 35.28 41.44 48.51 0.00853 0.01050 0.00000 -0.00361
7-Apr-05 13.05 43.56 35.56 41.85 48.44 0.00307 0.02906 0.00794 0.00989
8-Apr-05 12.96 43.74 35.52 41.83 48.23 -0.00690 0.00413 -0.00112 -0.00048
11-Apr-05 12.6 41.92 35.6 41.6 48.38 -0.02778 -0.04161 0.00225 -0.00550
12-Apr-05 12.81 42.66 35.87 42.06 48.56 0.01667 0.01765 0.00758 0.01106
13-Apr-05 12.64 41.04 35.42 41.83 48.08 -0.01327 -0.03797 -0.01255 -0.00547
14-Apr-05 12.5 37.26 35.28 41.8 47.88 -0.01108 -0.09211 -0.00395 -0.00072
15-Apr-05 12.1 35.35 35.53 41.03 47.37 -0.03200 -0.05126 0.00709 -0.01842
18-Apr-05 12.7 35.62 35.78 40.71 47.57 0.04959 0.00764 0.00704 -0.00780
19-Apr-05 12.95 37.09 35.78 42.13 47.52 0.01969 0.04127 0.00000 0.03488
20-Apr-05 12.55 35.51 35.3 41.61 47.18 -0.03089 -0.04260 -0.01342 -0.01234
21-Apr-05 14.23 37.18 35.9 41.71 47.54 0.13386 0.04703 0.01700 0.00240
22-Apr-05 14 35.5 35.88 41.86 47.58 -0.01616 -0.04519 -0.00056 0.00360
25-Apr-05 14.2 36.98 36.16 42.41 48.04 0.01429 0.04169 0.00780 0.01314
26-Apr-05 13.74 36.19 35.96 42.69 47.47 -0.03239 -0.02136 -0.00553 0.00660
27-Apr-05 13.8 35.95 36.18 42.55 47.85 0.00437 -0.00663 0.00612 -0.00328
28-Apr-05 13.42 35.54 35.45 42.42 48.06 -0.02754 -0.01140 -0.02018 -0.00306
29-Apr-05 13.35 36.06 35.98 43.16 48.4 -0.00522 0.01463 0.01495 0.01744
2-May-05 13.8 36.43 36.03 43.29 48.28 0.03371 0.01026 0.00139 0.00301
3-May-05 13.93 36.21 35.88 43.48 48.94 0.00942 -0.00604 -0.00416 0.00439
4-May-05 14.1 37.15 35.98 43.65 48.67 0.01220 0.02596 0.00279 0.00391
5-May-05 14 36.68 35.63 43.87 48.64 -0.00709 -0.01265 -0.00973 0.00504
6-May-05 14.14 37.24 35.63 43.91 48.45 0.01000 0.01527 0.00000 0.00091
9-May-05 14.06 36.97 36.01 44.29 48.56 -0.00566 -0.00725 0.01067 0.00865
10-May-05 14.01 36.42 35.61 43.95 48.24 -0.00356 -0.01488 -0.01111 -0.00768
11-May-05 13.93 35.61 35.97 43.99 48.59 -0.00571 -0.02224 0.01011 0.00091
12-May-05 13.8 34.13 35.65 43.89 48.21 -0.00933 -0.04156 -0.00890 -0.00227
13-May-05 13.72 34.77 35.48 43.83 47.95 -0.00580 0.01875 -0.00477 -0.00137
16-May-05 13.94 35.55 36.02 43.98 48.4 0.01603 0.02243 0.01522 0.00342
17-May-05 13.87 35.36 36.24 44.12 48.43 -0.00502 -0.00534 0.00611 0.00318
18-May-05 14.25 35.84 36.67 44.63 48.17 0.02740 0.01357 0.01187 0.01156
19-May-05 14.53 37.55 36.69 44.96 48.45 0.01965 0.04771 0.00055 0.00739
20-May-05 14.33 37.55 36.77 44.76 48.44 -0.01376 0.00000 0.00218 -0.00445
23-May-05 14.4 39.76 36.95 44.68 48.53 0.00488 0.05885 0.00490 -0.00179
24-May-05 14.44 39.7 36.84 44.73 48.41 0.00278 -0.00151 -0.00298 0.00112
25-May-05 14.38 39.78 36.63 44.61 48.33 -0.00416 0.00202 -0.00570 -0.00268
26-May-05 14.6 40.74 36.71 44.6 48.75 0.01530 0.02413 0.00218 -0.00022
27-May-05 14.68 40.56 36.65 44.64 48.67 0.00548 -0.00442 -0.00163 0.00090
31-May-05 14.7 39.76 36.26 44.35 48.5 0.00136 -0.01972 -0.01064 -0.00650
1-Jun-05 14.86 40.3 36.7 44.31 49.55 0.01088 0.01358 0.01213 -0.00090
2-Jun-05 14.89 40.04 36.67 44.49 49.64 0.00202 -0.00645 -0.00082 0.00406
3-Jun-05 14.55 38.24 36.47 43.95 49.56 -0.02283 -0.04496 -0.00545 -0.01214
6-Jun-05 14.48 37.92 36.38 43.69 49.82 -0.00481 -0.00837 -0.00247 -0.00592
7-Jun-05 15.16 36.54 36.61 43.83 50.02 0.04696 -0.03639 0.00632 0.00320
8-Jun-05 15.36 36.92 36.57 43.62 49.82 0.01319 0.01040 -0.00109 -0.00479
9-Jun-05 15.33 37.65 36.56 43.37 50.08 -0.00195 0.01977 -0.00027 -0.00573
10-Jun-05 15.25 35.81 36.4 43.67 50.24 -0.00522 -0.04887 -0.00438 0.00692
13-Jun-05 15.62 35.9 36.32 43.59 49.99 0.02426 0.00251 -0.00220 -0.00183
14-Jun-05 16 36 36.19 43.73 49.83 0.02433 0.00279 -0.00358 0.00321
15-Jun-05 16.49 37.13 36.1 43.64 49.97 0.03062 0.03139 -0.00249 -0.00206
16-Jun-05 16.88 37.98 35.89 43.78 49.93 0.02365 0.02289 -0.00582 0.00321
17-Jun-05 16.5 38.31 36.28 44.05 50.21 -0.02251 0.00869 0.01087 0.00617
20-Jun-05 16.38 37.61 36.06 43.91 49.97 -0.00727 -0.01827 -0.00606 -0.00318
21-Jun-05 16.42 37.86 35.93 43.68 50 0.00244 0.00665 -0.00361 -0.00524
22-Jun-05 16.53 38.55 35.5 43.43 50.03 0.00670 0.01823 -0.01197 -0.00572
23-Jun-05 16.72 38.89 34.66 43.07 49.97 0.01149 0.00882 -0.02366 -0.00829
24-Jun-05 16.25 37.76 34.78 42.2 49.66 -0.02811 -0.02906 0.00346 -0.02020
27-Jun-05 16.42 37.1 34.61 42.33 49.38 0.01046 -0.01748 -0.00489 0.00308
28-Jun-05 16.96 37.31 35.15 42.87 49.58 0.03289 0.00566 0.01560 0.01276
29-Jun-05 17.35 36.37 35 42.7 46.25 0.02300 -0.02519 -0.00427 -0.00397
30-Jun-05 17.03 36.81 34.65 41.75 45.84 -0.01844 0.01210 -0.01000 -0.02225
1-Jul-05 16.8 36.5 34.74 42.21 45.76 -0.01351 -0.00842 0.00260 0.01102
5-Jul-05 17 37.98 34.72 42.4 46.15 0.01190 0.04055 -0.00058 0.00450
6-Jul-05 16.92 37.39 34.32 41.95 45.11 -0.00471 -0.01553 -0.01152 -0.01061
7-Jul-05 16.71 37.63 34.18 41.76 44.94 -0.01241 0.00642 -0.00408 -0.00453
8-Jul-05 16.92 38.25 34.99 42.73 45.26 0.01257 0.01648 0.02370 0.02323
11-Jul-05 16.94 38.1 35.11 42.77 45.71 0.00118 -0.00392 0.00343 0.00094
12-Jul-05 16.72 38.24 35.1 42.82 46.22 -0.01299 0.00367 -0.00028 0.00117
13-Jul-05 16.74 38.35 35.18 42.93 46.01 0.00120 0.00288 0.00228 0.00257
14-Jul-05 16.53 40.75 35.63 43.18 45.94 -0.01254 0.06258 0.01279 0.00582
15-Jul-05 16.4 41.55 35.53 43.08 45.88 -0.00786 0.01963 -0.00281 -0.00232
18-Jul-05 16.24 41.49 35.2 42.93 45.57 -0.00976 -0.00144 -0.00929 -0.00348
19-Jul-05 16.7 43.19 35.33 43.33 45.57 0.02833 0.04097 0.00369 0.00932
20-Jul-05 16.95 43.63 35.3 43.33 45.35 0.01497 0.01019 -0.00085 0.00000
21-Jul-05 18.18 43.29 35 43.95 45.58 0.07257 -0.00779 -0.00850 0.01431
22-Jul-05 18.9 44 35.07 44.03 45.71 0.03960 0.01640 0.00200 0.00182
25-Jul-05 18.51 43.81 34.77 43.65 45.94 -0.02063 -0.00432 -0.00855 -0.00863
26-Jul-05 18.59 43.63 34.7 43.69 45.9 0.00432 -0.00411 -0.00201 0.00092
27-Jul-05 18.86 43.99 34.8 44.01 45.97 0.01452 0.00825 0.00288 0.00732
28-Jul-05 18.9 43.8 34.88 44.39 46.58 0.00212 -0.00432 0.00230 0.00863
urn
Gen. Mills Covariance Matrix
Oakley Apple GE Coke Gen. Mills
-0.00138 Oakley 0.00045421 0.00012632 0.00005159 0.00004805 0.00001277
0.01013 Apple 0.00012632 0.00067822 0.00006129 0.00004063 0.00004870
-0.00980 GE 0.00005159 0.00006129 0.00007698 0.00003199 0.00003033
-0.00023 Coke 0.00004805 0.00004063 0.00003199 0.00008241 0.00002462
0.00069 Gen. Mills 0.00001277 0.00004870 0.00003033 0.00002462 0.00008435
0.00299
-0.00023 Correlation Matrix
0.00390 Oakley Apple GE Coke Gen. Mills
0.01097 Oakley 1 0.227593446 0.2758805358 0.24838194 0.06523712
-0.00724 Apple 0.22759345 1 0.2682275147 0.1718743 0.20359626
0.01025 GE 0.27588054 0.268227515 1 0.40169457 0.37646847
-0.00338 Coke 0.24838194 0.171874302 0.4016945747 1 0.29533462
0.00520 Gen. Mills 0.06523712 0.203596263 0.3764684657 0.29533462 1
0.01035
0.00111 Expected Cumulative Return (annualized)
0.00312 Oakley Apple GE Coke Gen. Mills
-0.00155 75.49% 168.38% 7.62% 5.69% 7.13%
0.00178
0.00399 Standard Deviation (annualized)
0.00398 Oakley Apple GE Coke Gen. Mills
0.00418 0.02135450495 0.02609445 0.008791138 0.0090958441 0.00920231
-0.00526
0.00639
0.00175
0.00328
0.00087
-0.00435
-0.01683
0.00267
0.00000
0.00133
0.00288
0.00552
-0.00724
0.00995
-0.01905
-0.02121
-0.00935
-0.00069
0.00438
-0.00436
-0.00207
0.00646
-0.00413
0.00875
-0.00091
-0.00343
 0.00573
-0.00821
0.00046
-0.01080
-0.00046
0.00302
-0.00811
-0.00280
0.00305
-0.00163
-0.00608
0.00165
-0.00940
0.00213
0.00828
0.00141
-0.00070
0.01056
-0.00348
-0.00326
0.01262
0.01223
0.00342
-0.00386
0.00251
0.00341
0.00680
0.00653
-0.01119
-0.00543
0.00478
0.00045
-0.01652
-0.00161
0.00300
0.00644
-0.00069
0.00480
0.00728
0.02506
0.01013
-0.01134
-0.00640
-0.01021
0.00830
0.01468
0.00438
0.00436
0.02651
-0.00212
-0.00127
0.00765
0.00801
-0.00230
0.00168
0.00272
0.00083
0.01126
-0.00062
0.00083
-0.00227
-0.01632
-0.00315
0.02065
0.00723
0.02296
0.00301
-0.00220
-0.00040
-0.00741
0.00101
0.02338
0.00689
0.00333
-0.00838
-0.00138
0.00098
0.00354
0.01156
0.00426
0.00174
0.00693
-0.00497
-0.00038
-0.00135
-0.00385
0.00290
-0.00578
0.00000
0.00000
-0.00058
0.00058
0.00097
-0.01007
-0.00822
-0.01914
0.01207
0.00755
0.00572
0.00628
 0.00877
-0.00947
0.00020
-0.00078
-0.00859
-0.00295
-0.01086
0.01238
-0.00887
0.01114
0.01023
-0.00876
-0.01827
0.01041
-0.00020
-0.04081
0.01466
-0.00590
0.00328
-0.01388
0.00290
-0.00640
-0.01018
0.00294
0.01109
0.00372
-0.00144
-0.00434
0.00311
0.00372
-0.00988
-0.00416
-0.01065
0.00422
-0.00105
-0.00715
0.00763
0.00084
0.00967
-0.01187
0.00801
0.00439
0.00707
-0.00248
0.01367
-0.00552
-0.00062
-0.00391
0.00227
-0.00659
 0.00726
-0.00782
-0.00539
0.00938
0.00062
-0.00537
0.00581
-0.00021
0.00186
-0.00247
-0.00165
0.00869
-0.00164
-0.00349
0.02165
0.00182
-0.00161
0.00525
0.00401
-0.00400
0.00522
0.00319
-0.00498
-0.00320
0.00281
-0.00080
0.00561
-0.00478
0.00060
0.00060
-0.00120
-0.00620
-0.00564
0.00405
-0.06716
-0.00886
-0.00175
0.00852
-0.02254
-0.00377
0.00712
0.00994
0.01116
-0.00454
-0.00152
-0.00131
-0.00676
0.00000
-0.00483
0.00507
 0.00285
0.00503
-0.00087
0.00153
0.01327
 (Daily return + 1)

1.00279 0.99081 1.00123 1.01857 0.99862

0.97685 0.97650 1.00031 1.00795 1.01013
1.00190 0.99113 0.98829 0.99768 0.99020
0.99243 1.01597 1.00031 1.00209 0.99977
0.99142 0.98679 0.98006 0.99211 1.00069
1.00769 0.94901 0.97806 0.99182 1.00299
0.99905 1.01746 1.01073 0.99364 0.99977
1.03725 1.04026 1.00740 1.00569 1.00390
0.97974 0.98414 1.00351 1.02265 1.01097
0.98872 0.97937 0.98155 0.98639 0.99276
1.00570 1.01514 1.00875 1.01193 1.01025
1.03497 0.99805 1.01317 1.00347 0.99662
1.00548 1.00325 0.99493 0.99562 1.00520
1.03996 1.02785 1.01976 1.00555 1.01035
0.99651 0.96723 0.99812 0.98758 1.00111
1.02454 1.00326 0.99812 1.00443 1.00312
1.00770 1.00909 0.99561 1.00278 0.99845
0.96010 1.02831 1.00378 0.99283 1.00178
1.01238 1.03379 1.00471 1.00722 1.00399
0.98777 1.04903 1.00000 1.00278 1.00398
1.00442 0.99077 0.99938 1.00577 1.00418
1.02201 0.99359 0.99406 0.99175 0.99474
0.98794 1.01114 1.00661 1.00809 1.00639
1.02005 1.03942 1.00281 0.99862 1.00175
1.01624 0.99442 1.00779 1.01677 1.00328
0.99916 0.98766 0.99103 1.00226 1.00087
1.00253 1.01533 1.01529 1.00338 0.99565
1.00084 1.01622 1.00953 0.95193 0.98317
0.98406 0.98239 1.00609 1.00118 1.00267
1.01705 1.00448 1.00061 0.98751 1.00000
0.99162 0.99275 0.99607 1.00215 1.00133
1.00085 0.99719 1.00213 1.00143 1.00288
0.99240 0.99155 0.99152 0.96029 1.00552
1.02383 1.03239 1.00000 0.97276 0.99276
1.00083 1.02201 1.02047 1.00636 1.00995
0.99751 1.01508 0.99970 1.00354 0.98095
1.04246 1.00796 1.00719 1.00731 0.97879
0.98962 0.97158 0.98483 0.99224 0.99065
0.98467 1.00975 0.99064 0.99016 0.99931
0.99426 1.00054 0.99970 0.99924 1.00438
0.97197 1.00590 0.99146 0.99108 0.99564
1.00679 1.01386 1.00554 1.00900 0.99793
0.99663 1.01682 1.00428 1.00051 1.00646
1.00592 1.00207 1.00396 1.00102 0.99587
1.01597 0.99742 1.01153 1.00636 1.00875
1.02730 1.00362 1.00450 1.01088 0.99909
0.99758 1.01443 0.99791 0.99750 0.99657
0.99274 1.03252 1.00957 1.00627 1.00573
1.01220 0.97490 0.98756 0.98106 0.99179
0.97189 0.98587 0.99400 0.99695 1.00046
1.00331 0.98822 1.00755 1.00025 0.98920
1.00165 0.99223 1.00060 0.99414 0.99954
0.97204 1.03812 0.99102 0.99026 1.00302
0.98985 1.13129 0.99245 0.99405 0.99189
1.00000 1.01156 1.00274 1.00104 0.99720
0.99829 1.04967 1.01002 1.00104 1.00305
0.98801 0.99288 0.98647 1.00364 0.99837
0.98440 1.00127 0.99391 1.00181 0.99392
1.02113 1.00969 1.00429 1.00078 1.00165
0.98448 0.98874 0.98748 0.98528 0.99060
1.04203 1.00295 0.99845 0.99345 1.00213
1.02941 1.00926 1.02229 1.01688 1.00828
1.00490 1.04835 1.00939 1.02879 1.00141
1.01543 1.03738 1.00240 1.00151 0.99930
1.01600 1.00422 1.00269 1.00428 1.01056
1.02913 1.00115 0.99791 0.99674 0.99652
0.98776 1.01982 1.00000 1.00302 0.99674
1.00542 1.03402 1.00838 1.00476 1.01262
1.00000 0.98445 1.02195 1.01248 1.01223
1.00462 1.00477 1.00290 1.00099 1.00342
0.98620 0.99379 0.99797 0.99705 0.99614
0.98523 0.99375 1.00870 0.99926 1.00251
1.02210 1.01332 0.99712 0.99827 1.00341
1.01081 1.00986 1.01355 0.99480 1.00680
0.99389 1.00362 1.01252 0.99577 1.00653
1.02383 0.99532 0.99579 0.99500 0.98881
0.99474 0.99457 1.00000 0.99171 0.99457
1.01585 0.99927 1.00705 1.00076 1.00478
1.00892 1.00874 1.01317 1.00000 1.00045
0.99485 0.99603 0.98479 0.98633 0.98348
0.99186 1.11204 0.99495 1.00359 0.99839
1.00672 0.99902 0.99238 0.99591 1.00300
1.02669 1.04537 0.99516 1.00231 1.00644
0.99278 1.00781 0.99428 1.00154 0.99931
0.93600 1.06010 0.99626 1.00256 1.00480
0.94406 0.97984 1.00173 0.99005 1.00728
1.02469 1.01103 1.01843 1.01159 1.02506
0.96707 0.96165 0.99802 1.01630 1.01013
1.00166 0.96135 0.99688 1.00727 0.98866
1.03068 1.04946 0.99545 0.99204 0.99360
0.97506 0.95591 0.99001 0.99423 0.98979
1.00990 1.00636 1.01125 1.00580 1.00830
0.99183 1.01138 1.00856 1.01053 1.01468
1.00906 1.01813 1.01867 0.99305 1.00438
1.01388 0.99632 1.02165 1.00825 1.00436
1.00564 1.00585 0.99728 1.01066 1.02651
1.00961 0.99939 1.00027 1.00417 0.99788
1.00317 1.02053 0.99237 0.99170 0.99873
0.99368 0.97568 0.99039 0.99557 1.00765
0.99443 0.96522 1.00970 1.00000 1.00801
1.00800 1.01531 1.00165 1.00124 0.99770
0.99921 1.00126 0.99699 1.01433 1.00168
1.04051 1.00408 0.99835 0.99829 1.00272
0.98931 0.98657 0.99449 1.00342 1.00083
1.01235 1.01615 1.00332 1.00462 1.01126
0.98552 1.00405 0.99641 0.99322 0.99938
1.00000 1.00559 1.00111 1.00219 1.00083
0.98608 0.99383 0.99723 0.99976 0.99773
0.96706 0.98292 1.00250 0.99757 0.98368
0.96918 1.01011 0.98783 0.98586 0.99685
0.99833 1.00876 0.99412 0.99555 1.02065
0.98659 1.00093 1.00789 1.00820 1.00723
0.98471 1.07249 0.99413 1.00123 1.02296
1.01812 0.99596 0.99747 1.00566 1.00301
0.97373 0.93619 0.98562 0.99437 0.99780
1.01828 1.01394 1.00801 1.00000 0.99960
1.00171 1.06630 0.98723 0.98991 0.99259
1.04949 1.00573 1.00834 1.00547 1.00101
1.04715 1.00655 1.01254 1.00692 1.02338
0.97516 0.98896 0.98536 0.99632 1.00689
0.99761 1.00830 0.99800 1.00567 1.00333
0.97127 1.00028 0.99342 0.98995 0.99162
0.97453 1.00397 1.00346 1.00099 0.99862
1.02530 1.01837 1.01264 1.00693 1.00098
1.02549 1.00250 0.99404 1.01081 1.00354
1.01043 1.00554 1.00342 1.00170 1.01156
0.99365 1.01845 1.00398 0.99369 1.00426
1.02476 1.03947 1.01048 1.00000 1.00174
0.99221 1.00806 1.00420 0.99829 1.00693
1.02278 1.02709 0.99916 1.01198 0.99503
0.99693 0.97714 0.99497 0.99565 0.99962
1.03159 1.01337 1.00505 1.01772 0.99865
0.98730 1.00127 0.99944 1.00024 0.99615
0.99924 1.02483 1.00559 1.00381 1.00290
0.97880 0.97330 0.99055 1.00261 0.99422
1.04254 0.99517 0.99888 0.99384 1.00000
1.00593 1.03624 1.00506 1.00620 1.00000
1.00295 1.04212 1.00252 1.00237 0.99942
0.96544 1.04491 1.00195 0.99504 1.00058
1.01676 1.01923 0.99527 1.01520 1.00097
1.00225 0.97426 0.99469 0.99321 0.98993
0.99103 0.98861 0.99607 0.99906 0.99178
0.98341 0.98272 0.98505 0.99599 0.98086
1.00767 1.03447 0.99771 0.99503 1.01207
0.98782 1.00793 1.01436 1.00190 1.00755
1.04314 1.00045 1.00198 1.00855 1.00572
0.99261 1.00832 0.98814 0.99482 1.00628
1.00893 0.99198 1.00057 1.01089 1.00877
0.98230 0.99146 1.01086 0.99485 0.99053
1.01652 0.94719 0.99859 1.00329 1.00020
1.00295 1.02441 1.01613 1.01056 0.99922
0.99779 0.99860 1.00028 1.00186 0.99141
0.97196 0.94807 0.99805 0.99305 0.99705
1.00152 0.97089 0.99107 0.99533 0.98914
0.98332 1.01220 1.01098 0.99672 1.01238
1.01465 1.01105 0.99137 0.99271 0.99113
1.00912 1.00124 1.01124 0.99668 1.01114
0.99398 1.01587 0.99389 0.99762 1.01023
1.02879 1.00537 0.98910 0.99285 0.99124
0.99632 1.02598 0.99322 1.00144 0.98173
0.98078 1.01680 1.01451 0.98730 1.01041
0.98719 1.01723 1.00365 1.00316 0.99980
1.01756 0.98009 0.98575 0.99540 0.95919
0.96549 0.99346 1.00000 0.99465 1.01466
1.03574 0.99882 1.00652 1.00049 0.99410
0.98950 1.00071 1.00676 0.99805 1.00328
0.96816 0.98166 0.98769 1.00661 0.98612
1.00861 1.02515 1.01897 1.01337 1.00290
0.99534 0.97360 0.99611 0.99328 0.99360
0.99064 0.98128 0.98354 0.99324 0.98982
1.01732 1.00489 0.99348 1.00219 1.00294
0.99845 1.01947 1.00742 1.00922 1.01109
1.00853 1.01050 1.00000 0.99639 1.00372
1.00307 1.02906 1.00794 1.00989 0.99856
0.99310 1.00413 0.99888 0.99952 0.99566
0.97222 0.95839 1.00225 0.99450 1.00311
1.01667 1.01765 1.00758 1.01106 1.00372
0.98673 0.96203 0.98745 0.99453 0.99012
0.98892 0.90789 0.99605 0.99928 0.99584
0.96800 0.94874 1.00709 0.98158 0.98935
1.04959 1.00764 1.00704 0.99220 1.00422
1.01969 1.04127 1.00000 1.03488 0.99895
0.96911 0.95740 0.98658 0.98766 0.99285
1.13386 1.04703 1.01700 1.00240 1.00763
0.98384 0.95481 0.99944 1.00360 1.00084
1.01429 1.04169 1.00780 1.01314 1.00967
0.96761 0.97864 0.99447 1.00660 0.98813
1.00437 0.99337 1.00612 0.99672 1.00801
0.97246 0.98860 0.97982 0.99694 1.00439
0.99478 1.01463 1.01495 1.01744 1.00707
1.03371 1.01026 1.00139 1.00301 0.99752
1.00942 0.99396 0.99584 1.00439 1.01367
1.01220 1.02596 1.00279 1.00391 0.99448
0.99291 0.98735 0.99027 1.00504 0.99938
1.01000 1.01527 1.00000 1.00091 0.99609
0.99434 0.99275 1.01067 1.00865 1.00227
0.99644 0.98512 0.98889 0.99232 0.99341
0.99429 0.97776 1.01011 1.00091 1.00726
0.99067 0.95844 0.99110 0.99773 0.99218
0.99420 1.01875 0.99523 0.99863 0.99461
1.01603 1.02243 1.01522 1.00342 1.00938
0.99498 0.99466 1.00611 1.00318 1.00062
1.02740 1.01357 1.01187 1.01156 0.99463
1.01965 1.04771 1.00055 1.00739 1.00581
0.98624 1.00000 1.00218 0.99555 0.99979
1.00488 1.05885 1.00490 0.99821 1.00186
1.00278 0.99849 0.99702 1.00112 0.99753
0.99584 1.00202 0.99430 0.99732 0.99835
1.01530 1.02413 1.00218 0.99978 1.00869
1.00548 0.99558 0.99837 1.00090 0.99836
1.00136 0.98028 0.98936 0.99350 0.99651
1.01088 1.01358 1.01213 0.99910 1.02165
1.00202 0.99355 0.99918 1.00406 1.00182
0.97717 0.95504 0.99455 0.98786 0.99839
0.99519 0.99163 0.99753 0.99408 1.00525
1.04696 0.96361 1.00632 1.00320 1.00401
1.01319 1.01040 0.99891 0.99521 0.99600
0.99805 1.01977 0.99973 0.99427 1.00522
0.99478 0.95113 0.99562 1.00692 1.00319
1.02426 1.00251 0.99780 0.99817 0.99502
1.02433 1.00279 0.99642 1.00321 0.99680
1.03063 1.03139 0.99751 0.99794 1.00281
1.02365 1.02289 0.99418 1.00321 0.99920
0.97749 1.00869 1.01087 1.00617 1.00561
0.99273 0.98173 0.99394 0.99682 0.99522
1.00244 1.00665 0.99639 0.99476 1.00060
1.00670 1.01823 0.98803 0.99428 1.00060
1.01149 1.00882 0.97634 0.99171 0.99880
0.97189 0.97094 1.00346 0.97980 0.99380
1.01046 0.98252 0.99511 1.00308 0.99436
1.03289 1.00566 1.01560 1.01276 1.00405
1.02300 0.97481 0.99573 0.99603 0.93284
0.98156 1.01210 0.99000 0.97775 0.99114
0.98649 0.99158 1.00260 1.01102 0.99825
1.01190 1.04055 0.99942 1.00450 1.00852
0.99529 0.98447 0.98848 0.98939 0.97746
0.98759 1.00642 0.99592 0.99547 0.99623
1.01257 1.01648 1.02370 1.02323 1.00712
1.00118 0.99608 1.00343 1.00094 1.00994
0.98701 1.00367 0.99972 1.00117 1.01116
1.00120 1.00288 1.00228 1.00257 0.99546
0.98746 1.06258 1.01279 1.00582 0.99848
0.99214 1.01963 0.99719 0.99768 0.99869
0.99024 0.99856 0.99071 0.99652 0.99324
1.02833 1.04097 1.00369 1.00932 1.00000
1.01497 1.01019 0.99915 1.00000 0.99517
1.07257 0.99221 0.99150 1.01431 1.00507
1.03960 1.01640 1.00200 1.00182 1.00285
0.97937 0.99568 0.99145 0.99137 1.00503
1.00432 0.99589 0.99799 1.00092 0.99913
1.01452 1.00825 1.00288 1.00732 1.00153
1.00212 0.99568 1.00230 1.00863 1.01327
 Oakley Linear (Oakley) Apple Linear (Apple)
Stock Prices GE Linear (GE) Coke Linear (Coke)

$60

$50
Price per share

f(x) = 0.015209362624154 x − 536.595555487311

R² = 0.325815286468093
f(x) = 0.074717750426758 x − 2835.3486999141
R²
f(x)==0.747122199480171
0.008030751447169 x − 266.492477471674
$40 R² = 0.251585252396093

f(x) = 0.010457596883187 x − 366.581303987842

R² = 0.549062199739985
$30

$20

f(x) = 0.014177937234223 x − 530.857473659947

R² = 0.727114859009948
$10

$0
29-Jul-04 17-Sep-04 6-Nov-04 26-Dec-04 14-Feb-05 5-Apr-05 25-May-05 14-Jul-05

Date
Input values for green-shaded cells

Amount to invest:
$1,000.00

Weight Amount invested Initial price # of shares Final price Value@end

Oakley 0.2 $200.00 $10.77 18.570102136 $18.90 $350.97
Apple 0.2 $200.00 $16.32 12.254901961 $43.80 $536.76
GE 0.2 $200.00 $32.41 6.1709348966 $34.88 $215.24
Coke 0.2 $200.00 $42.00 4.7619047619 $44.39 $211.38
Gen. Mills 0.2 $200.00 $43.48 4.5998160074 $46.58 $214.26
Total 1 $1,000.00 $1,528.62

Initial $1,000.00
Final $1,528.62
Return 52.86%
Total Portfolio Value

Portfolio Value

$1,800.00
$1,600.00
$1,400.00 f(x) = 1.35167954148107 x − 50604.399831702
R² = 0.850882195556012
$1,200.00
$1,000.00
$800.00
$600.00
$400.00
$200.00
$0.00
29-Jul-04 17-Sep-04 6-Nov-04 26-Dec-04 14-Feb-05 5-Apr-05 25-May-05

Date
 Daily Closing Prices
Portfolio Value Date Oakley Apple
$1,000.00 29-Jul-04 10.77 16.32
$1,002.40 30-Jul-04 10.8 16.17
$996.81 2-Aug-04 10.55 15.79
$990.67 3-Aug-04 10.57 15.65
$992.69 4-Aug-04 10.49 15.9
$983.01 5-Aug-04 10.4 15.69
$969.37 6-Aug-04 10.48 14.89
$973.07 9-Aug-04 10.47 15.15
$991.14 10-Aug-04 10.86 15.76
$991.44 11-Aug-04 10.64 15.51
$977.43 12-Aug-04 10.52 15.19
$987.53 13-Aug-04 10.58 15.42
$996.59 16-Aug-04 10.95 15.39
$997.48 17-Aug-04 11.01 15.44
$1,018.01 18-Aug-04 11.45 15.87
$1,008.18 19-Aug-04 11.41 15.35
$1,015.17 20-Aug-04 11.69 15.4
$1,017.94 23-Aug-04 11.78 15.54
$1,014.24 24-Aug-04 11.31 15.98
$1,026.69 25-Aug-04 11.45 16.52
$1,035.41 26-Aug-04 11.31 17.33
$1,036.32 27-Aug-04 11.36 17.17
$1,035.63 30-Aug-04 11.61 17.06
$1,039.65 31-Aug-04 11.47 17.25
$1,052.89 1-Sep-04 11.7 17.93
$1,060.90 2-Sep-04 11.89 17.83
$1,056.89 3-Sep-04 11.88 17.61
$1,063.58 7-Sep-04 11.91 17.88
$1,055.50 8-Sep-04 11.92 18.17
$1,050.07 9-Sep-04 11.73 17.85
$1,052.37 10-Sep-04 11.93 17.93
$1,048.82 13-Sep-04 11.83 17.8
$1,049.71 14-Sep-04 11.84 17.75
$1,037.67 15-Sep-04 11.75 17.6
05 5-Apr-05 25-May-05 14-Jul-05
$1,043.10 16-Sep-04 12.03 18.17
$1,055.58 17-Sep-04 12.04 18.57
$1,055.06 20-Sep-04 12.01 18.85
$1,064.86 21-Sep-04 12.52 19
$1,049.32 22-Sep-04 12.39 18.46
$1,044.09 23-Sep-04 12.2 18.64
$1,043.58 24-Sep-04 12.13 18.65
$1,034.34 27-Sep-04 11.79 18.76
$1,041.38 28-Sep-04 11.87 19.02
$1,046.80 29-Sep-04 11.83 19.34
$1,048.76 30-Sep-04 11.9 19.38
$1,056.96 1-Oct-04 12.09 19.33
$1,066.73 4-Oct-04 12.42 19.4
$1,068.01 5-Oct-04 12.39 19.68
$1,078.50 6-Oct-04 12.3 20.32
$1,067.17 7-Oct-04 12.45 19.81
$1,055.52 8-Oct-04 12.1 19.53
$1,052.87 11-Oct-04 12.14 19.3
$1,050.34 12-Oct-04 12.16 19.15
$1,049.91 13-Oct-04 11.82 19.88
$1,075.42 14-Oct-04 11.7 22.49
$1,078.80 15-Oct-04 11.7 22.75
$1,095.10 18-Oct-04 11.68 23.88
$1,087.99 19-Oct-04 11.54 23.71
$1,082.92 20-Oct-04 11.36 23.74
$1,091.52 21-Oct-04 11.6 23.97
$1,077.78 22-Oct-04 11.42 23.7
$1,086.47 25-Oct-04 11.9 23.77
$1,104.77 26-Oct-04 12.25 23.99
$1,127.57 27-Oct-04 12.31 25.15
$1,143.26 28-Oct-04 12.5 26.09
$1,151.76 29-Oct-04 12.7 26.2
$1,157.26 1-Nov-04 13.07 26.23
$1,160.58 2-Nov-04 12.91 26.75
$1,178.15 3-Nov-04 12.98 27.66
$1,182.27 4-Nov-04 12.98 27.23
$1,186.47 5-Nov-04 13.04 27.36
$1,179.26 8-Nov-04 12.86 27.19
$1,175.86 9-Nov-04 12.67 27.02
$1,185.22 10-Nov-04 12.95 27.38
$1,194.40 11-Nov-04 13.09 27.65
$1,197.38 12-Nov-04 13.01 27.75
$1,197.37 15-Nov-04 13.32 27.62
$1,191.56 16-Nov-04 13.25 27.47
$1,197.86 17-Nov-04 13.46 27.45
$1,206.02 18-Nov-04 13.58 27.69
$1,194.05 19-Nov-04 13.51 27.58
$1,229.11 22-Nov-04 13.4 30.67
$1,228.59 23-Nov-04 13.49 30.64
$1,252.97 24-Nov-04 13.85 32.03
$1,253.09 26-Nov-04 13.75 32.28
$1,261.17 29-Nov-04 12.87 34.22
$1,239.32 30-Nov-04 12.15 33.53
$1,260.63 1-Dec-04 12.45 33.9
$1,241.81 2-Dec-04 12.04 32.6
$1,225.05 3-Dec-04 12.06 31.34
$1,247.08 6-Dec-04 12.43 32.89
$1,218.18 7-Dec-04 12.12 31.44
$1,228.06 8-Dec-04 12.24 31.64
$1,237.50 9-Dec-04 12.14 32
$1,250.31 10-Dec-04 12.25 32.58
$1,259.30 13-Dec-04 12.42 32.46
$1,269.97 14-Dec-04 12.49 32.65
$1,272.37 15-Dec-04 12.61 32.63
$1,277.70 16-Dec-04 12.65 33.3
$1,264.93 17-Dec-04 12.57 32.49
$1,253.69 20-Dec-04 12.5 31.36
$1,261.53 21-Dec-04 12.6 31.84
$1,264.28 22-Dec-04 12.59 31.88
$1,275.24 23-Dec-04 13.1 32.01
$1,266.99 27-Dec-04 12.96 31.58
$1,280.34 28-Dec-04 13.12 32.09
$1,276.13 29-Dec-04 12.93 32.22
$1,279.20 30-Dec-04 12.93 32.4
$1,272.23 31-Dec-04 12.75 32.2
$1,254.14 3-Jan-05 12.33 31.65
$1,244.84 4-Jan-05 11.95 31.97
$1,250.25 5-Jan-05 11.93 32.25
$1,252.56 6-Jan-05 11.77 32.28
$1,281.98 7-Jan-05 11.59 34.62
$1,285.40 10-Jan-05 11.8 34.48
$1,247.93 11-Jan-05 11.49 32.28
$1,258.98 12-Jan-05 11.7 32.73
$1,279.52 13-Jan-05 11.72 34.9
$1,295.80 14-Jan-05 12.3 35.1
$1,318.78 18-Jan-05 12.88 35.33
$1,305.74 19-Jan-05 12.56 34.94
$1,310.18 20-Jan-05 12.53 35.23
$1,298.27 21-Jan-05 12.17 35.24
$1,294.84 24-Jan-05 11.86 35.38
$1,312.66 25-Jan-05 12.16 36.03
$1,321.14 26-Jan-05 12.47 36.12
$1,329.80 27-Jan-05 12.6 36.32
$1,337.16 28-Jan-05 12.52 36.99
$1,363.50 31-Jan-05 12.83 38.45
$1,367.69 1-Feb-05 12.73 38.76
$1,386.90 2-Feb-05 13.02 39.81
$1,372.95 3-Feb-05 12.98 38.9
$1,391.20 4-Feb-05 13.39 39.42
$1,387.66 7-Feb-05 13.22 39.47
$1,402.17 8-Feb-05 13.21 40.45
$1,380.78 9-Feb-05 12.93 39.37
$1,387.18 10-Feb-05 13.48 39.18
$1,408.41 11-Feb-05 13.56 40.6
$1,431.01 14-Feb-05 13.6 42.31
$1,445.13 15-Feb-05 13.13 44.21
$1,461.86 16-Feb-05 13.35 45.06
$1,443.26 17-Feb-05 13.38 43.9
$1,431.92 18-Feb-05 13.26 43.4
$1,410.10 22-Feb-05 13.04 42.65
$1,431.24 23-Feb-05 13.14 44.12
$1,437.77 24-Feb-05 12.98 44.47
$1,451.89 25-Feb-05 13.54 44.49
$1,452.40 28-Feb-05 13.44 44.86
$1,454.60 1-Mar-05 13.56 44.5
$1,444.53 2-Mar-05 13.32 44.12
$1,420.47 3-Mar-05 13.54 41.79
$1,439.19 4-Mar-05 13.58 42.81
$1,436.31 7-Mar-05 13.55 42.75
$1,399.50 8-Mar-05 13.17 40.53
$1,379.96 9-Mar-05 13.19 39.35
$1,386.34 10-Mar-05 12.97 39.83
$1,389.81 11-Mar-05 13.16 40.27
$1,397.02 14-Mar-05 13.28 40.32
$1,403.94 15-Mar-05 13.2 40.96
$1,407.79 16-Mar-05 13.58 41.18
$1,414.50 17-Mar-05 13.53 42.25
$1,421.39 18-Mar-05 13.27 42.96
$1,428.67 21-Mar-05 13.1 43.7
$1,408.76 22-Mar-05 13.33 42.83
$1,399.00 23-Mar-05 12.87 42.55
$1,407.11 24-Mar-05 13.33 42.5
$1,406.71 28-Mar-05 13.19 42.53
$1,384.80 29-Mar-05 12.77 41.75
$1,407.11 30-Mar-05 12.88 42.8
$1,388.52 31-Mar-05 12.82 41.67
$1,369.51 1-Apr-05 12.7 40.89
$1,375.70 4-Apr-05 12.92 41.09
$1,390.98 5-Apr-05 12.9 41.89
$1,398.53 6-Apr-05 13.01 42.33
$1,417.70 7-Apr-05 13.05 43.56
$1,416.93 8-Apr-05 12.96 43.74
$1,388.03 11-Apr-05 12.6 41.92
$1,405.68 12-Apr-05 12.81 42.66
$1,376.59 13-Apr-05 12.64 41.04
$1,325.74 14-Apr-05 12.5 37.26
$1,290.44 15-Apr-05 12.1 35.35
$1,305.83 18-Apr-05 12.7 35.62
$1,335.02 19-Apr-05 12.95 37.09
$1,301.22 20-Apr-05 12.55 35.51
$1,358.72 21-Apr-05 14.23 37.18
$1,334.64 22-Apr-05 14 35.5
$1,362.95 25-Apr-05 14.2 36.98
$1,342.20 26-Apr-05 13.74 36.19
$1,342.82 27-Apr-05 13.8 35.95
$1,326.58 28-Apr-05 13.42 35.54
$1,340.01 29-Apr-05 13.35 36.06
$1,353.27 2-May-05 13.8 36.43
$1,356.01 3-May-05 13.93 36.21
$1,370.87 4-May-05 14.1 37.15
$1,362.00 5-May-05 14 36.68
$1,370.78 6-May-05 14.14 37.24
$1,370.65 9-May-05 14.06 36.97
$1,357.42 10-May-05 14.01 36.42
$1,350.03 11-May-05 13.93 35.61
$1,325.28 12-May-05 13.8 34.13
$1,329.10 13-May-05 13.72 34.77
$1,348.87 16-May-05 13.94 35.55
$1,347.40 17-May-05 13.87 35.36
$1,364.22 18-May-05 14.25 35.84
$1,393.36 19-May-05 14.53 37.55
$1,389.14 20-May-05 14.33 37.55
$1,418.67 23-May-05 14.4 39.76
$1,417.69 24-May-05 14.44 39.7
$1,415.32 25-May-05 14.38 39.78
$1,433.55 26-May-05 14.6 40.74
$1,432.28 27-May-05 14.68 40.56
$1,418.28 31-May-05 14.7 39.76
$1,435.22 1-Jun-05 14.86 40.3
$1,433.68 2-Jun-05 14.89 40.04
$1,401.13 3-Jun-05 14.55 38.24
$1,395.31 6-Jun-05 14.48 37.92
$1,394.03 7-Jun-05 15.16 36.54
$1,400.24 8-Jun-05 15.36 36.92
$1,408.57 9-Jun-05 15.33 37.65
$1,385.71 10-Jun-05 15.25 35.81
$1,391.66 13-Jun-05 15.62 35.9
$1,399.07 14-Jun-05 16 36
$1,421.68 15-Jun-05 16.49 37.13
$1,438.52 16-Jun-05 16.88 37.98
$1,440.49 17-Jun-05 16.5 38.31
$1,426.56 20-Jun-05 16.38 37.61
$1,428.60 21-Jun-05 16.42 37.86
$1,435.40 22-Jun-05 16.53 38.55
$1,435.92 23-Jun-05 16.72 38.89
$1,408.51 24-Jun-05 16.25 37.76
$1,401.86 27-Jun-05 16.42 37.1
$1,421.29 28-Jun-05 16.96 37.31
$1,399.96 29-Jun-05 17.35 36.37
$1,390.84 30-Jun-05 17.03 36.81
$1,385.15 1-Jul-05 16.8 36.5
$1,409.57 5-Jul-05 17 37.98
$1,391.46 6-Jul-05 16.92 37.39
$1,387.95 7-Jul-05 16.71 37.63
$1,410.54 8-Jul-05 16.92 38.25
$1,412.08 11-Jul-05 16.94 38.1
$1,412.23 12-Jul-05 16.72 38.24
$1,414.00 13-Jul-05 16.74 38.35
$1,443.16 14-Jul-05 16.53 40.75
$1,449.18 15-Jul-05 16.4 41.55
$1,441.29 18-Jul-05 16.24 41.49
$1,473.38 19-Jul-05 16.7 43.19
$1,482.21 20-Jul-05 16.95 43.63
$1,503.05 21-Jul-05 18.18 43.29
$1,526.53 22-Jul-05 18.9 44
$1,514.36 25-Jul-05 18.51 43.81
$1,513.21 26-Jul-05 18.59 43.63
$1,525.10 27-Jul-05 18.86 43.99
$1,528.62 28-Jul-05 18.9 43.8
Daily Closing Prices Daily Return
GE Coke Gen. Mills Oakley Apple GE Coke Gen. Mills
32.41 42 43.48
32.45 42.78 43.42 0.00279 -0.00919 0.00123 0.01857 -0.00138
32.46 43.12 43.86 -0.02315 -0.02350 0.00031 0.00795 0.01013
32.08 43.02 43.43 0.00190 -0.00887 -0.01171 -0.00232 -0.00980
32.09 43.11 43.42 -0.00757 0.01597 0.00031 0.00209 -0.00023
31.45 42.77 43.45 -0.00858 -0.01321 -0.01994 -0.00789 0.00069
30.76 42.42 43.58 0.00769 -0.05099 -0.02194 -0.00818 0.00299
31.09 42.15 43.57 -0.00095 0.01746 0.01073 -0.00636 -0.00023
31.32 42.39 43.74 0.03725 0.04026 0.00740 0.00569 0.00390
31.43 43.35 44.22 -0.02026 -0.01586 0.00351 0.02265 0.01097
30.85 42.76 43.9 -0.01128 -0.02063 -0.01845 -0.01361 -0.00724
31.12 43.27 44.35 0.00570 0.01514 0.00875 0.01193 0.01025
31.53 43.42 44.2 0.03497 -0.00195 0.01317 0.00347 -0.00338
31.37 43.23 44.43 0.00548 0.00325 -0.00507 -0.00438 0.00520
31.99 43.47 44.89 0.03996 0.02785 0.01976 0.00555 0.01035
31.93 42.93 44.94 -0.00349 -0.03277 -0.00188 -0.01242 0.00111
31.87 43.12 45.08 0.02454 0.00326 -0.00188 0.00443 0.00312
31.73 43.24 45.01 0.00770 0.00909 -0.00439 0.00278 -0.00155
31.85 42.93 45.09 -0.03990 0.02831 0.00378 -0.00717 0.00178
32 43.24 45.27 0.01238 0.03379 0.00471 0.00722 0.00399
32 43.36 45.45 -0.01223 0.04903 0.00000 0.00278 0.00398
31.98 43.61 45.64 0.00442 -0.00923 -0.00062 0.00577 0.00418
31.79 43.25 45.4 0.02201 -0.00641 -0.00594 -0.00825 -0.00526
32 43.6 45.69 -0.01206 0.01114 0.00661 0.00809 0.00639
32.09 43.54 45.77 0.02005 0.03942 0.00281 -0.00138 0.00175
32.34 44.27 45.92 0.01624 -0.00558 0.00779 0.01677 0.00328
32.05 44.37 45.96 -0.00084 -0.01234 -0.00897 0.00226 0.00087
32.54 44.52 45.76 0.00253 0.01533 0.01529 0.00338 -0.00435
32.85 42.38 44.99 0.00084 0.01622 0.00953 -0.04807 -0.01683
33.05 42.43 45.11 -0.01594 -0.01761 0.00609 0.00118 0.00267
33.07 41.9 45.11 0.01705 0.00448 0.00061 -0.01249 0.00000
32.94 41.99 45.17 -0.00838 -0.00725 -0.00393 0.00215 0.00133
33.01 42.05 45.3 0.00085 -0.00281 0.00213 0.00143 0.00288
32.73 40.38 45.55 -0.00760 -0.00845 -0.00848 -0.03971 0.00552
32.73 39.28 45.22 0.02383 0.03239 0.00000 -0.02724 -0.00724
33.4 39.53 45.67 0.00083 0.02201 0.02047 0.00636 0.00995
33.39 39.67 44.8 -0.00249 0.01508 -0.00030 0.00354 -0.01905
33.63 39.96 43.85 0.04246 0.00796 0.00719 0.00731 -0.02121
33.12 39.65 43.44 -0.01038 -0.02842 -0.01517 -0.00776 -0.00935
32.81 39.26 43.41 -0.01533 0.00975 -0.00936 -0.00984 -0.00069
32.8 39.23 43.6 -0.00574 0.00054 -0.00030 -0.00076 0.00438
32.52 38.88 43.41 -0.02803 0.00590 -0.00854 -0.00892 -0.00436
32.7 39.23 43.32 0.00679 0.01386 0.00554 0.00900 -0.00207
32.84 39.25 43.6 -0.00337 0.01682 0.00428 0.00051 0.00646
32.97 39.29 43.42 0.00592 0.00207 0.00396 0.00102 -0.00413
33.35 39.54 43.8 0.01597 -0.00258 0.01153 0.00636 0.00875
 33.5 39.97 43.76 0.02730 0.00362 0.00450 0.01088 -0.00091
33.43 39.87 43.61 -0.00242 0.01443 -0.00209 -0.00250 -0.00343
33.75 40.12 43.86 -0.00726 0.03252 0.00957 0.00627 0.00573
33.33 39.36 43.5 0.01220 -0.02510 -0.01244 -0.01894 -0.00821
33.13 39.24 43.52 -0.02811 -0.01413 -0.00600 -0.00305 0.00046
33.38 39.25 43.05 0.00331 -0.01178 0.00755 0.00025 -0.01080
33.4 39.02 43.03 0.00165 -0.00777 0.00060 -0.00586 -0.00046
33.1 38.64 43.16 -0.02796 0.03812 -0.00898 -0.00974 0.00302
32.85 38.41 42.81 -0.01015 0.13129 -0.00755 -0.00595 -0.00811
32.94 38.45 42.69 0.00000 0.01156 0.00274 0.00104 -0.00280
33.27 38.49 42.82 -0.00171 0.04967 0.01002 0.00104 0.00305
32.82 38.63 42.75 -0.01199 -0.00712 -0.01353 0.00364 -0.00163
32.62 38.7 42.49 -0.01560 0.00127 -0.00609 0.00181 -0.00608
32.76 38.73 42.56 0.02113 0.00969 0.00429 0.00078 0.00165
32.35 38.16 42.16 -0.01552 -0.01126 -0.01252 -0.01472 -0.00940
32.3 37.91 42.25 0.04203 0.00295 -0.00155 -0.00655 0.00213
33.02 38.55 42.6 0.02941 0.00926 0.02229 0.01688 0.00828
33.33 39.66 42.66 0.00490 0.04835 0.00939 0.02879 0.00141
33.41 39.72 42.63 0.01543 0.03738 0.00240 0.00151 -0.00070
33.5 39.89 43.08 0.01600 0.00422 0.00269 0.00428 0.01056
33.43 39.76 42.93 0.02913 0.00115 -0.00209 -0.00326 -0.00348
33.43 39.88 42.79 -0.01224 0.01982 0.00000 0.00302 -0.00326
33.71 40.07 43.33 0.00542 0.03402 0.00838 0.00476 0.01262
34.45 40.57 43.86 0.00000 -0.01555 0.02195 0.01248 0.01223
34.55 40.61 44.01 0.00462 0.00477 0.00290 0.00099 0.00342
34.48 40.49 43.84 -0.01380 -0.00621 -0.00203 -0.00295 -0.00386
34.78 40.46 43.95 -0.01477 -0.00625 0.00870 -0.00074 0.00251
34.68 40.39 44.1 0.02210 0.01332 -0.00288 -0.00173 0.00341
35.15 40.18 44.4 0.01081 0.00986 0.01355 -0.00520 0.00680
35.59 40.01 44.69 -0.00611 0.00362 0.01252 -0.00423 0.00653
35.44 39.81 44.19 0.02383 -0.00468 -0.00421 -0.00500 -0.01119
35.44 39.48 43.95 -0.00526 -0.00543 0.00000 -0.00829 -0.00543
35.69 39.51 44.16 0.01585 -0.00073 0.00705 0.00076 0.00478
36.16 39.51 44.18 0.00892 0.00874 0.01317 0.00000 0.00045
35.61 38.97 43.45 -0.00515 -0.00397 -0.01521 -0.01367 -0.01652
35.43 39.11 43.38 -0.00814 0.11204 -0.00505 0.00359 -0.00161
35.16 38.95 43.51 0.00672 -0.00098 -0.00762 -0.00409 0.00300
34.99 39.04 43.79 0.02669 0.04537 -0.00484 0.00231 0.00644
34.79 39.1 43.76 -0.00722 0.00781 -0.00572 0.00154 -0.00069
34.66 39.2 43.97 -0.06400 0.06010 -0.00374 0.00256 0.00480
34.72 38.81 44.29 -0.05594 -0.02016 0.00173 -0.00995 0.00728
35.36 39.26 45.4 0.02469 0.01103 0.01843 0.01159 0.02506
35.29 39.9 45.86 -0.03293 -0.03835 -0.00198 0.01630 0.01013
35.18 40.19 45.34 0.00166 -0.03865 -0.00312 0.00727 -0.01134
35.02 39.87 45.05 0.03068 0.04946 -0.00455 -0.00796 -0.00640
34.67 39.64 44.59 -0.02494 -0.04409 -0.00999 -0.00577 -0.01021
35.06 39.87 44.96 0.00990 0.00636 0.01125 0.00580 0.00830
35.36 40.29 45.62 -0.00817 0.01138 0.00856 0.01053 0.01468
36.02 40.01 45.82 0.00906 0.01813 0.01867 -0.00695 0.00438
36.8 40.34 46.02 0.01388 -0.00368 0.02165 0.00825 0.00436
 36.7 40.77 47.24 0.00564 0.00585 -0.00272 0.01066 0.02651
36.71 40.94 47.14 0.00961 -0.00061 0.00027 0.00417 -0.00212
36.43 40.6 47.08 0.00317 0.02053 -0.00763 -0.00830 -0.00127
36.08 40.42 47.44 -0.00632 -0.02432 -0.00961 -0.00443 0.00765
36.43 40.42 47.82 -0.00557 -0.03478 0.00970 0.00000 0.00801
36.49 40.47 47.71 0.00800 0.01531 0.00165 0.00124 -0.00230
36.38 41.05 47.79 -0.00079 0.00126 -0.00301 0.01433 0.00168
36.32 40.98 47.92 0.04051 0.00408 -0.00165 -0.00171 0.00272
36.12 41.12 47.96 -0.01069 -0.01343 -0.00551 0.00342 0.00083
36.24 41.31 48.5 0.01235 0.01615 0.00332 0.00462 0.01126
36.11 41.03 48.47 -0.01448 0.00405 -0.00359 -0.00678 -0.00062
36.15 41.12 48.51 0.00000 0.00559 0.00111 0.00219 0.00083
36.05 41.11 48.4 -0.01392 -0.00617 -0.00277 -0.00024 -0.00227
36.14 41.01 47.61 -0.03294 -0.01708 0.00250 -0.00243 -0.01632
35.7 40.43 47.46 -0.03082 0.01011 -0.01217 -0.01414 -0.00315
35.49 40.25 48.44 -0.00167 0.00876 -0.00588 -0.00445 0.02065
35.77 40.58 48.79 -0.01341 0.00093 0.00789 0.00820 0.00723
35.56 40.63 49.91 -0.01529 0.07249 -0.00587 0.00123 0.02296
35.47 40.86 50.06 0.01812 -0.00404 -0.00253 0.00566 0.00301
34.96 40.63 49.95 -0.02627 -0.06381 -0.01438 -0.00563 -0.00220
35.24 40.63 49.93 0.01828 0.01394 0.00801 0.00000 -0.00040
34.79 40.22 49.56 0.00171 0.06630 -0.01277 -0.01009 -0.00741
35.08 40.44 49.61 0.04949 0.00573 0.00834 0.00547 0.00101
35.52 40.72 50.77 0.04715 0.00655 0.01254 0.00692 0.02338
35 40.57 51.12 -0.02484 -0.01104 -0.01464 -0.00368 0.00689
34.93 40.8 51.29 -0.00239 0.00830 -0.00200 0.00567 0.00333
34.7 40.39 50.86 -0.02873 0.00028 -0.00658 -0.01005 -0.00838
34.82 40.43 50.79 -0.02547 0.00397 0.00346 0.00099 -0.00138
35.26 40.71 50.84 0.02530 0.01837 0.01264 0.00693 0.00098
35.05 41.15 51.02 0.02549 0.00250 -0.00596 0.01081 0.00354
35.17 41.22 51.61 0.01043 0.00554 0.00342 0.00170 0.01156
35.31 40.96 51.83 -0.00635 0.01845 0.00398 -0.00631 0.00426
35.68 40.96 51.92 0.02476 0.03947 0.01048 0.00000 0.00174
35.83 40.89 52.28 -0.00779 0.00806 0.00420 -0.00171 0.00693
35.8 41.38 52.02 0.02278 0.02709 -0.00084 0.01198 -0.00497
35.62 41.2 52 -0.00307 -0.02286 -0.00503 -0.00435 -0.00038
35.8 41.93 51.93 0.03159 0.01337 0.00505 0.01772 -0.00135
35.78 41.94 51.73 -0.01270 0.00127 -0.00056 0.00024 -0.00385
35.98 42.1 51.88 -0.00076 0.02483 0.00559 0.00381 0.00290
35.64 42.21 51.58 -0.02120 -0.02670 -0.00945 0.00261 -0.00578
35.6 41.95 51.58 0.04254 -0.00483 -0.00112 -0.00616 0.00000
35.78 42.21 51.58 0.00593 0.03624 0.00506 0.00620 0.00000
35.87 42.31 51.55 0.00295 0.04212 0.00252 0.00237 -0.00058
35.94 42.1 51.58 -0.03456 0.04491 0.00195 -0.00496 0.00058
35.77 42.74 51.63 0.01676 0.01923 -0.00473 0.01520 0.00097
35.58 42.45 51.11 0.00225 -0.02574 -0.00531 -0.00679 -0.01007
35.44 42.41 50.69 -0.00897 -0.01139 -0.00393 -0.00094 -0.00822
34.91 42.24 49.72 -0.01659 -0.01728 -0.01495 -0.00401 -0.01914
34.83 42.03 50.32 0.00767 0.03447 -0.00229 -0.00497 0.01207
35.33 42.11 50.7 -0.01218 0.00793 0.01436 0.00190 0.00755
 35.4 42.47 50.99 0.04314 0.00045 0.00198 0.00855 0.00572
34.98 42.25 51.31 -0.00739 0.00832 -0.01186 -0.00518 0.00628
35 42.71 51.76 0.00893 -0.00802 0.00057 0.01089 0.00877
35.38 42.49 51.27 -0.01770 -0.00854 0.01086 -0.00515 -0.00947
35.33 42.63 51.28 0.01652 -0.05281 -0.00141 0.00329 0.00020
35.9 43.08 51.24 0.00295 0.02441 0.01613 0.01056 -0.00078
35.91 43.16 50.8 -0.00221 -0.00140 0.00028 0.00186 -0.00859
35.84 42.86 50.65 -0.02804 -0.05193 -0.00195 -0.00695 -0.00295
35.52 42.66 50.1 0.00152 -0.02911 -0.00893 -0.00467 -0.01086
35.91 42.52 50.72 -0.01668 0.01220 0.01098 -0.00328 0.01238
35.6 42.21 50.27 0.01465 0.01105 -0.00863 -0.00729 -0.00887
36 42.07 50.83 0.00912 0.00124 0.01124 -0.00332 0.01114
35.78 41.97 51.35 -0.00602 0.01587 -0.00611 -0.00238 0.01023
35.39 41.67 50.9 0.02879 0.00537 -0.01090 -0.00715 -0.00876
35.15 41.73 49.97 -0.00368 0.02598 -0.00678 0.00144 -0.01827
35.66 41.2 50.49 -0.01922 0.01680 0.01451 -0.01270 0.01041
35.79 41.33 50.48 -0.01281 0.01723 0.00365 0.00316 -0.00020
35.28 41.14 48.42 0.01756 -0.01991 -0.01425 -0.00460 -0.04081
35.28 40.92 49.13 -0.03451 -0.00654 0.00000 -0.00535 0.01466
35.51 40.94 48.84 0.03574 -0.00118 0.00652 0.00049 -0.00590
35.75 40.86 49 -0.01050 0.00071 0.00676 -0.00195 0.00328
35.31 41.13 48.32 -0.03184 -0.01834 -0.01231 0.00661 -0.01388
35.98 41.68 48.46 0.00861 0.02515 0.01897 0.01337 0.00290
35.84 41.4 48.15 -0.00466 -0.02640 -0.00389 -0.00672 -0.00640
35.25 41.12 47.66 -0.00936 -0.01872 -0.01646 -0.00676 -0.01018
35.02 41.21 47.8 0.01732 0.00489 -0.00652 0.00219 0.00294
35.28 41.59 48.33 -0.00155 0.01947 0.00742 0.00922 0.01109
35.28 41.44 48.51 0.00853 0.01050 0.00000 -0.00361 0.00372
35.56 41.85 48.44 0.00307 0.02906 0.00794 0.00989 -0.00144
35.52 41.83 48.23 -0.00690 0.00413 -0.00112 -0.00048 -0.00434
35.6 41.6 48.38 -0.02778 -0.04161 0.00225 -0.00550 0.00311
35.87 42.06 48.56 0.01667 0.01765 0.00758 0.01106 0.00372
35.42 41.83 48.08 -0.01327 -0.03797 -0.01255 -0.00547 -0.00988
35.28 41.8 47.88 -0.01108 -0.09211 -0.00395 -0.00072 -0.00416
35.53 41.03 47.37 -0.03200 -0.05126 0.00709 -0.01842 -0.01065
35.78 40.71 47.57 0.04959 0.00764 0.00704 -0.00780 0.00422
35.78 42.13 47.52 0.01969 0.04127 0.00000 0.03488 -0.00105
35.3 41.61 47.18 -0.03089 -0.04260 -0.01342 -0.01234 -0.00715
35.9 41.71 47.54 0.13386 0.04703 0.01700 0.00240 0.00763
35.88 41.86 47.58 -0.01616 -0.04519 -0.00056 0.00360 0.00084
36.16 42.41 48.04 0.01429 0.04169 0.00780 0.01314 0.00967
35.96 42.69 47.47 -0.03239 -0.02136 -0.00553 0.00660 -0.01187
36.18 42.55 47.85 0.00437 -0.00663 0.00612 -0.00328 0.00801
35.45 42.42 48.06 -0.02754 -0.01140 -0.02018 -0.00306 0.00439
35.98 43.16 48.4 -0.00522 0.01463 0.01495 0.01744 0.00707
36.03 43.29 48.28 0.03371 0.01026 0.00139 0.00301 -0.00248
35.88 43.48 48.94 0.00942 -0.00604 -0.00416 0.00439 0.01367
35.98 43.65 48.67 0.01220 0.02596 0.00279 0.00391 -0.00552
35.63 43.87 48.64 -0.00709 -0.01265 -0.00973 0.00504 -0.00062
35.63 43.91 48.45 0.01000 0.01527 0.00000 0.00091 -0.00391
36.01 44.29 48.56 -0.00566 -0.00725 0.01067 0.00865 0.00227
35.61 43.95 48.24 -0.00356 -0.01488 -0.01111 -0.00768 -0.00659
35.97 43.99 48.59 -0.00571 -0.02224 0.01011 0.00091 0.00726
35.65 43.89 48.21 -0.00933 -0.04156 -0.00890 -0.00227 -0.00782
35.48 43.83 47.95 -0.00580 0.01875 -0.00477 -0.00137 -0.00539
36.02 43.98 48.4 0.01603 0.02243 0.01522 0.00342 0.00938
36.24 44.12 48.43 -0.00502 -0.00534 0.00611 0.00318 0.00062
36.67 44.63 48.17 0.02740 0.01357 0.01187 0.01156 -0.00537
36.69 44.96 48.45 0.01965 0.04771 0.00055 0.00739 0.00581
36.77 44.76 48.44 -0.01376 0.00000 0.00218 -0.00445 -0.00021
36.95 44.68 48.53 0.00488 0.05885 0.00490 -0.00179 0.00186
36.84 44.73 48.41 0.00278 -0.00151 -0.00298 0.00112 -0.00247
36.63 44.61 48.33 -0.00416 0.00202 -0.00570 -0.00268 -0.00165
36.71 44.6 48.75 0.01530 0.02413 0.00218 -0.00022 0.00869
36.65 44.64 48.67 0.00548 -0.00442 -0.00163 0.00090 -0.00164
36.26 44.35 48.5 0.00136 -0.01972 -0.01064 -0.00650 -0.00349
36.7 44.31 49.55 0.01088 0.01358 0.01213 -0.00090 0.02165
36.67 44.49 49.64 0.00202 -0.00645 -0.00082 0.00406 0.00182
36.47 43.95 49.56 -0.02283 -0.04496 -0.00545 -0.01214 -0.00161
36.38 43.69 49.82 -0.00481 -0.00837 -0.00247 -0.00592 0.00525
36.61 43.83 50.02 0.04696 -0.03639 0.00632 0.00320 0.00401
36.57 43.62 49.82 0.01319 0.01040 -0.00109 -0.00479 -0.00400
36.56 43.37 50.08 -0.00195 0.01977 -0.00027 -0.00573 0.00522
36.4 43.67 50.24 -0.00522 -0.04887 -0.00438 0.00692 0.00319
36.32 43.59 49.99 0.02426 0.00251 -0.00220 -0.00183 -0.00498
36.19 43.73 49.83 0.02433 0.00279 -0.00358 0.00321 -0.00320
36.1 43.64 49.97 0.03062 0.03139 -0.00249 -0.00206 0.00281
35.89 43.78 49.93 0.02365 0.02289 -0.00582 0.00321 -0.00080
36.28 44.05 50.21 -0.02251 0.00869 0.01087 0.00617 0.00561
36.06 43.91 49.97 -0.00727 -0.01827 -0.00606 -0.00318 -0.00478
35.93 43.68 50 0.00244 0.00665 -0.00361 -0.00524 0.00060
35.5 43.43 50.03 0.00670 0.01823 -0.01197 -0.00572 0.00060
34.66 43.07 49.97 0.01149 0.00882 -0.02366 -0.00829 -0.00120
34.78 42.2 49.66 -0.02811 -0.02906 0.00346 -0.02020 -0.00620
34.61 42.33 49.38 0.01046 -0.01748 -0.00489 0.00308 -0.00564
35.15 42.87 49.58 0.03289 0.00566 0.01560 0.01276 0.00405
35 42.7 46.25 0.02300 -0.02519 -0.00427 -0.00397 -0.06716
34.65 41.75 45.84 -0.01844 0.01210 -0.01000 -0.02225 -0.00886
34.74 42.21 45.76 -0.01351 -0.00842 0.00260 0.01102 -0.00175
34.72 42.4 46.15 0.01190 0.04055 -0.00058 0.00450 0.00852
34.32 41.95 45.11 -0.00471 -0.01553 -0.01152 -0.01061 -0.02254
34.18 41.76 44.94 -0.01241 0.00642 -0.00408 -0.00453 -0.00377
34.99 42.73 45.26 0.01257 0.01648 0.02370 0.02323 0.00712
35.11 42.77 45.71 0.00118 -0.00392 0.00343 0.00094 0.00994
35.1 42.82 46.22 -0.01299 0.00367 -0.00028 0.00117 0.01116
35.18 42.93 46.01 0.00120 0.00288 0.00228 0.00257 -0.00454
35.63 43.18 45.94 -0.01254 0.06258 0.01279 0.00582 -0.00152
35.53 43.08 45.88 -0.00786 0.01963 -0.00281 -0.00232 -0.00131
35.2 42.93 45.57 -0.00976 -0.00144 -0.00929 -0.00348 -0.00676
35.33 43.33 45.57 0.02833 0.04097 0.00369 0.00932 0.00000
 35.3 43.33 45.35 0.01497 0.01019 -0.00085 0.00000 -0.00483
35 43.95 45.58 0.07257 -0.00779 -0.00850 0.01431 0.00507
35.07 44.03 45.71 0.03960 0.01640 0.00200 0.00182 0.00285
34.77 43.65 45.94 -0.02063 -0.00432 -0.00855 -0.00863 0.00503
34.7 43.69 45.9 0.00432 -0.00411 -0.00201 0.00092 -0.00087
34.8 44.01 45.97 0.01452 0.00825 0.00288 0.00732 0.00153
34.88 44.39 46.58 0.00212 -0.00432 0.00230 0.00863 0.01327
10.77 16.32 32.41 42 43.48 Daily Percent Return
10.8 16.17 32.45 42.78 43.42 0.00278552 -0.00919118 0.00123419
10.55 15.79 32.46 43.12 43.86 -0.02314815 -0.02350031 0.00030817
10.57 15.65 32.08 43.02 43.43 0.00189573 -0.00886637 -0.01170672
10.49 15.9 32.09 43.11 43.42 -0.00756859 0.01597444 0.00031172
10.4 15.69 31.45 42.77 43.45 -0.0085796 -0.01320755 -0.01994391
10.48 14.89 30.76 42.42 43.58 0.00769231 -0.05098789 -0.02193959
10.47 15.15 31.09 42.15 43.57 -0.0009542 0.01746138 0.01072822
10.86 15.76 31.32 42.39 43.74 0.03724928 0.04026403 0.00739788
10.64 15.51 31.43 43.35 44.22 -0.02025783 -0.01586294 0.00351213
10.52 15.19 30.85 42.76 43.9 -0.0112782 -0.02063185 -0.01845371
10.58 15.42 31.12 43.27 44.35 0.00570342 0.01514154 0.00875203
10.95 15.39 31.53 43.42 44.2 0.03497164 -0.00194553 0.01317481
11.01 15.44 31.37 43.23 44.43 0.00547945 0.00324886 -0.00507453
11.45 15.87 31.99 43.47 44.89 0.03996367 0.02784974 0.01976411
11.41 15.35 31.93 42.93 44.94 -0.00349345 -0.03276623 -0.00187559
11.69 15.4 31.87 43.12 45.08 0.02453988 0.00325733 -0.00187911
11.78 15.54 31.73 43.24 45.01 0.00769889 0.00909091 -0.00439285
11.31 15.98 31.85 42.93 45.09 -0.03989813 0.02831403 0.00378191
11.45 16.52 32 43.24 45.27 0.01237843 0.03379224 0.00470958
11.31 17.33 32 43.36 45.45 -0.01222707 0.04903148 0
11.36 17.17 31.98 43.61 45.64 0.00442087 -0.00923254 -0.000625
11.61 17.06 31.79 43.25 45.4 0.02200704 -0.00640652 -0.00594121
11.47 17.25 32 43.6 45.69 -0.01205857 0.01113716 0.00660585
11.7 17.93 32.09 43.54 45.77 0.02005231 0.03942029 0.0028125
11.89 17.83 32.34 44.27 45.92 0.01623932 -0.00557724 0.00779059
11.88 17.61 32.05 44.37 45.96 -0.00084104 -0.01233875 -0.00896722
11.91 17.88 32.54 44.52 45.76 0.00252525 0.0153322 0.01528861
11.92 18.17 32.85 42.38 44.99 0.00083963 0.01621924 0.00952674
11.73 17.85 33.05 42.43 45.11 -0.0159396 -0.01761145 0.00608828
11.93 17.93 33.07 41.9 45.11 0.0170503 0.00448179 0.00060514
11.83 17.8 32.94 41.99 45.17 -0.00838223 -0.00725042 -0.00393106
11.84 17.75 33.01 42.05 45.3 0.00084531 -0.00280899 0.00212508
11.75 17.6 32.73 40.38 45.55 -0.00760135 -0.0084507 -0.00848228
12.03 18.17 32.73 39.28 45.22 0.02382979 0.03238636 0
12.04 18.57 33.4 39.53 45.67 0.00083126 0.02201431 0.02047052
12.01 18.85 33.39 39.67 44.8 -0.00249169 0.01507808 -0.0002994
12.52 19 33.63 39.96 43.85 0.04246461 0.00795756 0.00718778
12.39 18.46 33.12 39.65 43.44 -0.01038339 -0.02842105 -0.01516503
12.2 18.64 32.81 39.26 43.41 -0.01533495 0.00975081 -0.0093599
12.13 18.65 32.8 39.23 43.6 -0.0057377 0.00053648 -0.00030479
11.79 18.76 32.52 38.88 43.41 -0.02802968 0.00589812 -0.00853659
11.87 19.02 32.7 39.23 43.32 0.00678541 0.01385928 0.00553506
11.83 19.34 32.84 39.25 43.6 -0.00336984 0.0168244 0.00428135
11.9 19.38 32.97 39.29 43.42 0.00591716 0.00206825 0.00395859
12.09 19.33 33.35 39.54 43.8 0.01596639 -0.00257998 0.01152563
12.42 19.4 33.5 39.97 43.76 0.02729529 0.00362131 0.00449775
12.39 19.68 33.43 39.87 43.61 -0.00241546 0.01443299 -0.00208955
12.3 20.32 33.75 40.12 43.86 -0.00726392 0.03252033 0.00957224
12.45 19.81 33.33 39.36 43.5 0.01219512 -0.02509843 -0.01244444
 12.1 19.53 33.13 39.24 43.52 -0.02811245 -0.01413428 -0.0060006
12.14 19.3 33.38 39.25 43.05 0.00330579 -0.01177675 0.00754603
12.16 19.15 33.4 39.02 43.03 0.00164745 -0.00777202 0.00059916
11.82 19.88 33.1 38.64 43.16 -0.02796053 0.0381201 -0.00898204
11.7 22.49 32.85 38.41 42.81 -0.01015228 0.13128773 -0.00755287
11.7 22.75 32.94 38.45 42.69 0 0.01156069 0.00273973
11.68 23.88 33.27 38.49 42.82 -0.0017094 0.04967033 0.01001821
11.54 23.71 32.82 38.63 42.75 -0.0119863 -0.00711893 -0.0135257
11.36 23.74 32.62 38.7 42.49 -0.01559792 0.00126529 -0.00609385
11.6 23.97 32.76 38.73 42.56 0.02112676 0.00968829 0.00429185
11.42 23.7 32.35 38.16 42.16 -0.01551724 -0.01126408 -0.01251526
11.9 23.77 32.3 37.91 42.25 0.04203152 0.00295359 -0.0015456
12.25 23.99 33.02 38.55 42.6 0.02941176 0.00925536 0.02229102
12.31 25.15 33.33 39.66 42.66 0.00489796 0.04835348 0.00938825
12.5 26.09 33.41 39.72 42.63 0.01543461 0.03737575 0.00240024
12.7 26.2 33.5 39.89 43.08 0.016 0.00421617 0.0026938
13.07 26.23 33.43 39.76 42.93 0.02913386 0.00114504 -0.00208955
12.91 26.75 33.43 39.88 42.79 -0.01224178 0.01982463 0
12.98 27.66 33.71 40.07 43.33 0.00542215 0.03401869 0.00837571
12.98 27.23 34.45 40.57 43.86 0 -0.01554591 0.02195194
13.04 27.36 34.55 40.61 44.01 0.0046225 0.00477415 0.00290276
12.86 27.19 34.48 40.49 43.84 -0.01380368 -0.00621345 -0.00202605
12.67 27.02 34.78 40.46 43.95 -0.01477449 -0.0062523 0.0087007
12.95 27.38 34.68 40.39 44.1 0.02209945 0.01332346 -0.00287522
13.09 27.65 35.15 40.18 44.4 0.01081081 0.00986121 0.01355248
13.01 27.75 35.59 40.01 44.69 -0.00611154 0.00361664 0.01251778
13.32 27.62 35.44 39.81 44.19 0.02382782 -0.00468468 -0.00421467
13.25 27.47 35.44 39.48 43.95 -0.00525526 -0.00543085 0
13.46 27.45 35.69 39.51 44.16 0.01584906 -0.00072807 0.00705418
13.58 27.69 36.16 39.51 44.18 0.0089153 0.00874317 0.01316895
13.51 27.58 35.61 38.97 43.45 -0.00515464 -0.00397255 -0.01521018
13.4 30.67 35.43 39.11 43.38 -0.00814212 0.11203771 -0.00505476
13.49 30.64 35.16 38.95 43.51 0.00671642 -0.00097815 -0.00762066
13.85 32.03 34.99 39.04 43.79 0.02668643 0.04536554 -0.00483504
13.75 32.28 34.79 39.1 43.76 -0.00722022 0.00780518 -0.00571592
12.87 34.22 34.66 39.2 43.97 -0.064 0.06009913 -0.00373671
12.15 33.53 34.72 38.81 44.29 -0.05594406 -0.02016365 0.0017311
12.45 33.9 35.36 39.26 45.4 0.02469136 0.01103489 0.01843318
12.04 32.6 35.29 39.9 45.86 -0.03293173 -0.03834808 -0.00197964
12.06 31.34 35.18 40.19 45.34 0.00166113 -0.03865031 -0.00311703
12.43 32.89 35.02 39.87 45.05 0.03067993 0.04945756 -0.00454804
12.12 31.44 34.67 39.64 44.59 -0.02493966 -0.04408635 -0.00999429
12.24 31.64 35.06 39.87 44.96 0.00990099 0.00636132 0.01124892
12.14 32 35.36 40.29 45.62 -0.00816993 0.011378 0.00855676
12.25 32.58 36.02 40.01 45.82 0.00906096 0.018125 0.01866516
12.42 32.46 36.8 40.34 46.02 0.01387755 -0.00368324 0.02165464
12.49 32.65 36.7 40.77 47.24 0.00563607 0.00585336 -0.00271739
12.61 32.63 36.71 40.94 47.14 0.00960769 -0.00061256 0.00027248
12.65 33.3 36.43 40.6 47.08 0.00317209 0.02053325 -0.00762735
12.57 32.49 36.08 40.42 47.44 -0.00632411 -0.02432432 -0.00960747
 12.5 31.36 36.43 40.42 47.82 -0.00556881 -0.03477993 0.00970067
12.6 31.84 36.49 40.47 47.71 0.008 0.01530612 0.00164699
12.59 31.88 36.38 41.05 47.79 -0.00079365 0.00125628 -0.00301452
13.1 32.01 36.32 40.98 47.92 0.04050834 0.00407779 -0.00164926
12.96 31.58 36.12 41.12 47.96 -0.01068702 -0.0134333 -0.00550661
13.12 32.09 36.24 41.31 48.5 0.01234568 0.01614946 0.00332226
12.93 32.22 36.11 41.03 48.47 -0.01448171 0.00405111 -0.0035872
12.93 32.4 36.15 41.12 48.51 0 0.00558659 0.00110773
12.75 32.2 36.05 41.11 48.4 -0.01392111 -0.00617284 -0.00276625
12.33 31.65 36.14 41.01 47.61 -0.03294118 -0.01708075 0.00249653
11.95 31.97 35.7 40.43 47.46 -0.03081914 0.01011058 -0.01217488
11.93 32.25 35.49 40.25 48.44 -0.00167364 0.00875821 -0.00588235
11.77 32.28 35.77 40.58 48.79 -0.01341157 0.00093023 0.00788955
11.59 34.62 35.56 40.63 49.91 -0.01529312 0.07249071 -0.00587084
11.8 34.48 35.47 40.86 50.06 0.01811907 -0.00404391 -0.00253093
11.49 32.28 34.96 40.63 49.95 -0.02627119 -0.0638051 -0.01437835
11.7 32.73 35.24 40.63 49.93 0.01827676 0.01394052 0.00800915
11.72 34.9 34.79 40.22 49.56 0.0017094 0.06630003 -0.01276958
12.3 35.1 35.08 40.44 49.61 0.04948805 0.00573066 0.00833573
12.88 35.33 35.52 40.72 50.77 0.04715447 0.00655271 0.01254276
12.56 34.94 35 40.57 51.12 -0.02484472 -0.01103878 -0.01463964
12.53 35.23 34.93 40.8 51.29 -0.00238854 0.00829994 -0.002
12.17 35.24 34.7 40.39 50.86 -0.02873105 0.00028385 -0.0065846
11.86 35.38 34.82 40.43 50.79 -0.02547247 0.00397276 0.00345821
12.16 36.03 35.26 40.71 50.84 0.02529511 0.01837196 0.01263642
12.47 36.12 35.05 41.15 51.02 0.02549342 0.00249792 -0.00595576
12.6 36.32 35.17 41.22 51.61 0.01042502 0.0055371 0.00342368
12.52 36.99 35.31 40.96 51.83 -0.00634921 0.01844714 0.00398067
12.83 38.45 35.68 40.96 51.92 0.02476038 0.03947013 0.01047862
12.73 38.76 35.83 40.89 52.28 -0.00779423 0.00806242 0.00420404
13.02 39.81 35.8 41.38 52.02 0.02278083 0.02708978 -0.00083729
12.98 38.9 35.62 41.2 52 -0.0030722 -0.02285858 -0.00502793
13.39 39.42 35.8 41.93 51.93 0.03158706 0.01336761 0.00505334
13.22 39.47 35.78 41.94 51.73 -0.01269604 0.00126839 -0.00055866
13.21 40.45 35.98 42.1 51.88 -0.00075643 0.02482898 0.00558971
12.93 39.37 35.64 42.21 51.58 -0.02119606 -0.02669963 -0.00944969
13.48 39.18 35.6 41.95 51.58 0.04253674 -0.00482601 -0.00112233
13.56 40.6 35.78 42.21 51.58 0.00593472 0.03624298 0.00505618
13.6 42.31 35.87 42.31 51.55 0.00294985 0.04211823 0.00251537
13.13 44.21 35.94 42.1 51.58 -0.03455882 0.04490664 0.00195149
13.35 45.06 35.77 42.74 51.63 0.01675552 0.01922642 -0.00473011
13.38 43.9 35.58 42.45 51.11 0.00224719 -0.02574345 -0.00531171
13.26 43.4 35.44 42.41 50.69 -0.00896861 -0.01138952 -0.00393479
13.04 42.65 34.91 42.24 49.72 -0.01659125 -0.01728111 -0.01495485
13.14 44.12 34.83 42.03 50.32 0.00766871 0.03446659 -0.00229161
12.98 44.47 35.33 42.11 50.7 -0.01217656 0.00793291 0.01435544
13.54 44.49 35.4 42.47 50.99 0.0431433 0.00044974 0.00198132
13.44 44.86 34.98 42.25 51.31 -0.00738552 0.00831648 -0.01186441
13.56 44.5 35 42.71 51.76 0.00892857 -0.00802497 0.00057176
13.32 44.12 35.38 42.49 51.27 -0.01769912 -0.00853933 0.01085714
13.54 41.79 35.33 42.63 51.28 0.01651652 -0.05281052 -0.00141323
13.58 42.81 35.9 43.08 51.24 0.00295421 0.02440775 0.0161336
13.55 42.75 35.91 43.16 50.8 -0.00220913 -0.00140154 0.00027855
13.17 40.53 35.84 42.86 50.65 -0.02804428 -0.05192982 -0.00194932
13.19 39.35 35.52 42.66 50.1 0.0015186 -0.02911424 -0.00892857
12.97 39.83 35.91 42.52 50.72 -0.0166793 0.01219822 0.01097973
13.16 40.27 35.6 42.21 50.27 0.01464919 0.01104695 -0.00863269
13.28 40.32 36 42.07 50.83 0.00911854 0.00124162 0.01123596
13.2 40.96 35.78 41.97 51.35 -0.0060241 0.01587302 -0.00611111
13.58 41.18 35.39 41.67 50.9 0.02878788 0.00537109 -0.01089994
13.53 42.25 35.15 41.73 49.97 -0.00368189 0.02598349 -0.00678158
13.27 42.96 35.66 41.2 50.49 -0.01921656 0.01680473 0.01450925
13.1 43.7 35.79 41.33 50.48 -0.01281085 0.01722533 0.00364554
13.33 42.83 35.28 41.14 48.42 0.01755725 -0.01990847 -0.01424979
12.87 42.55 35.28 40.92 49.13 -0.03450863 -0.00653747 0
13.33 42.5 35.51 40.94 48.84 0.03574204 -0.00117509 0.00651927
13.19 42.53 35.75 40.86 49 -0.01050263 0.00070588 0.00675866
12.77 41.75 35.31 41.13 48.32 -0.0318423 -0.01834 -0.01230769
12.88 42.8 35.98 41.68 48.46 0.00861394 0.0251497 0.01897479
12.82 41.67 35.84 41.4 48.15 -0.00465839 -0.02640187 -0.00389105
12.7 40.89 35.25 41.12 47.66 -0.00936037 -0.0187185 -0.01646205
12.92 41.09 35.02 41.21 47.8 0.01732283 0.00489117 -0.00652482
12.9 41.89 35.28 41.59 48.33 -0.00154799 0.01946946 0.00742433
13.01 42.33 35.28 41.44 48.51 0.00852713 0.0105037 0
13.05 43.56 35.56 41.85 48.44 0.00307456 0.02905741 0.00793651
12.96 43.74 35.52 41.83 48.23 -0.00689655 0.00413223 -0.00112486
12.6 41.92 35.6 41.6 48.38 -0.02777778 -0.04160951 0.00225225
12.81 42.66 35.87 42.06 48.56 0.01666667 0.01765267 0.00758427
12.64 41.04 35.42 41.83 48.08 -0.01327088 -0.03797468 -0.0125453
12.5 37.26 35.28 41.8 47.88 -0.01107595 -0.09210526 -0.00395257
12.1 35.35 35.53 41.03 47.37 -0.032 -0.05126141 0.00708617
12.7 35.62 35.78 40.71 47.57 0.04958678 0.00763791 0.00703631
12.95 37.09 35.78 42.13 47.52 0.01968504 0.04126895 0
12.55 35.51 35.3 41.61 47.18 -0.03088803 -0.04259908 -0.01341532
14.23 37.18 35.9 41.71 47.54 0.13386454 0.04702901 0.01699717
14 35.5 35.88 41.86 47.58 -0.01616304 -0.04518558 -0.0005571
14.2 36.98 36.16 42.41 48.04 0.01428571 0.04169014 0.00780379
13.74 36.19 35.96 42.69 47.47 -0.03239437 -0.0213629 -0.00553097
13.8 35.95 36.18 42.55 47.85 0.00436681 -0.00663167 0.00611791
13.42 35.54 35.45 42.42 48.06 -0.02753623 -0.01140473 -0.02017689
13.35 36.06 35.98 43.16 48.4 -0.0052161 0.0146314 0.01495063
13.8 36.43 36.03 43.29 48.28 0.03370787 0.01026068 0.00138966
13.93 36.21 35.88 43.48 48.94 0.00942029 -0.00603898 -0.0041632
14.1 37.15 35.98 43.65 48.67 0.01220388 0.02595968 0.00278707
14 36.68 35.63 43.87 48.64 -0.0070922 -0.01265141 -0.00972763
14.14 37.24 35.63 43.91 48.45 0.01 0.01526718 0
14.06 36.97 36.01 44.29 48.56 -0.00565771 -0.00725027 0.01066517
14.01 36.42 35.61 43.95 48.24 -0.00355619 -0.01487693 -0.01110803
13.93 35.61 35.97 43.99 48.59 -0.00571021 -0.02224053 0.01010952
13.8 34.13 35.65 43.89 48.21 -0.00933238 -0.04156136 -0.0088963
13.72 34.77 35.48 43.83 47.95 -0.0057971 0.01875183 -0.00476858
13.94 35.55 36.02 43.98 48.4 0.01603499 0.02243313 0.01521984
13.87 35.36 36.24 44.12 48.43 -0.00502152 -0.00534459 0.00610772
14.25 35.84 36.67 44.63 48.17 0.02739726 0.01357466 0.01186534
14.53 37.55 36.69 44.96 48.45 0.01964912 0.04771205 0.0005454
14.33 37.55 36.77 44.76 48.44 -0.01376462 0 0.00218043
14.4 39.76 36.95 44.68 48.53 0.00488486 0.05885486 0.0048953
14.44 39.7 36.84 44.73 48.41 0.00277778 -0.00150905 -0.002977
14.38 39.78 36.63 44.61 48.33 -0.00415512 0.00201511 -0.00570033
14.6 40.74 36.71 44.6 48.75 0.01529903 0.02413273 0.002184
14.68 40.56 36.65 44.64 48.67 0.00547945 -0.00441826 -0.00163443
14.7 39.76 36.26 44.35 48.5 0.0013624 -0.01972387 -0.0106412
14.86 40.3 36.7 44.31 49.55 0.01088435 0.01358149 0.01213458
14.89 40.04 36.67 44.49 49.64 0.00201884 -0.00645161 -0.00081744
14.55 38.24 36.47 43.95 49.56 -0.02283412 -0.04495504 -0.00545405
14.48 37.92 36.38 43.69 49.82 -0.004811 -0.0083682 -0.00246778
15.16 36.54 36.61 43.83 50.02 0.04696133 -0.03639241 0.00632216
15.36 36.92 36.57 43.62 49.82 0.01319261 0.01039956 -0.0010926
15.33 37.65 36.56 43.37 50.08 -0.00195312 0.01977248 -0.00027345
15.25 35.81 36.4 43.67 50.24 -0.00521853 -0.04887118 -0.00437637
15.62 35.9 36.32 43.59 49.99 0.0242623 0.00251326 -0.0021978
16 36 36.19 43.73 49.83 0.02432778 0.00278552 -0.0035793
16.49 37.13 36.1 43.64 49.97 0.030625 0.03138889 -0.00248687
16.88 37.98 35.89 43.78 49.93 0.0236507 0.02289254 -0.00581717
16.5 38.31 36.28 44.05 50.21 -0.02251185 0.00868878 0.01086654
16.38 37.61 36.06 43.91 49.97 -0.00727273 -0.01827199 -0.00606395
16.42 37.86 35.93 43.68 50 0.002442 0.00664717 -0.0036051
16.53 38.55 35.5 43.43 50.03 0.00669915 0.01822504 -0.01196772
16.72 38.89 34.66 43.07 49.97 0.01149425 0.00881971 -0.02366197
16.25 37.76 34.78 42.2 49.66 -0.02811005 -0.02905631 0.0034622
16.42 37.1 34.61 42.33 49.38 0.01046154 -0.01747881 -0.00488787
16.96 37.31 35.15 42.87 49.58 0.03288672 0.00566038 0.01560243
17.35 36.37 35 42.7 46.25 0.02299528 -0.02519432 -0.00426743
17.03 36.81 34.65 41.75 45.84 -0.0184438 0.01209788 -0.01
16.8 36.5 34.74 42.21 45.76 -0.01350558 -0.00842162 0.0025974
17 37.98 34.72 42.4 46.15 0.01190476 0.04054795 -0.00057571
16.92 37.39 34.32 41.95 45.11 -0.00470588 -0.01553449 -0.01152074
16.71 37.63 34.18 41.76 44.94 -0.01241135 0.00641883 -0.00407925
16.92 38.25 34.99 42.73 45.26 0.01256732 0.01647622 0.02369807
16.94 38.1 35.11 42.77 45.71 0.00118203 -0.00392157 0.00342955
16.72 38.24 35.1 42.82 46.22 -0.01298701 0.00367454 -0.00028482
16.74 38.35 35.18 42.93 46.01 0.00119617 0.00287657 0.0022792
16.53 40.75 35.63 43.18 45.94 -0.0125448 0.06258149 0.01279136
16.4 41.55 35.53 43.08 45.88 -0.00786449 0.0196319 -0.00280662
16.24 41.49 35.2 42.93 45.57 -0.0097561 -0.00144404 -0.00928793
16.7 43.19 35.33 43.33 45.57 0.02832512 0.04097373 0.00369318
16.95 43.63 35.3 43.33 45.35 0.01497006 0.01018754 -0.00084914
18.18 43.29 35 43.95 45.58 0.07256637 -0.0077928 -0.00849858
18.9 44 35.07 44.03 45.71 0.03960396 0.01640102 0.002
18.51 43.81 34.77 43.65 45.94 -0.02063492 -0.00431818 -0.00855432
 18.59 43.63 34.7 43.69 45.9 0.00432199 -0.00410865 -0.00201323
18.86 43.99 34.8 44.01 45.97 0.01452394 0.0082512 0.00288184
18.9 43.8 34.88 44.39 46.58 0.00212089 -0.00431916 0.00229885

Expected Returns
0.74705927 1.66287725 0.0755839 0.05644063 0.07071175
Standard Deviation
0.02139709 0.02614648 0.00880867 0.00911398 0.00922066

Variance-Covariance Matrix
0.00045601 0.00012682 5.1791E-05
0.00012682 0.00068092 6.1531E-05
5.1791E-05 6.1531E-05 7.7284E-05
4.8245E-05 4.0795E-05 3.2121E-05
1.282E-05 4.8889E-05 3.0456E-05
4.8245E-05 1.282E-05
4.0795E-05 4.8889E-05
3.2121E-05 3.0456E-05
8.2734E-05 2.472E-05
2.472E-05 8.4683E-05
 0.01857143 -0.00137994
0.00794764 0.01013358
-0.00231911 -0.00980392
0.00209205 -0.00023026
-0.0078868 0.00069093
-0.00818331 0.00299194
-0.00636492 -0.00022946
0.00569395 0.00390177
0.02264685 0.01097394
-0.01361015 -0.00723654
0.01192703 0.01025057
0.00346661 -0.00338219
-0.00437586 0.00520362
0.0055517 0.01035336
-0.01242236 0.00111383
0.00442581 0.00311526
0.00278293 -0.0015528
-0.00716929 0.00177738
0.00722106 0.00399202
0.00277521 0.00397614
0.00576568 0.00418042
-0.00825499 -0.00525855
0.00809249 0.00638767
-0.00137615 0.00175093
0.01676619 0.00327726
0.00225887 0.00087108
0.00338066 -0.00435161
-0.04806828 -0.01682692
0.0011798 0.00266726
-0.01249116 0
0.00214797 0.00133008
0.00142891 0.00287802
-0.03971463 0.00551876
-0.02724121 -0.00724479
0.00636456 0.00995135
0.00354161 -0.0190497
0.00731031 -0.02120536
-0.00775776 -0.00935006
-0.00983607 -0.00069061
-0.00076414 0.00437687
-0.00892174 -0.0043578
0.00900206 -0.00207326
0.00050981 0.00646353
0.00101911 -0.00412844
0.00636294 0.00875173
0.01087506 -0.00091324
-0.00250188 -0.00342779
0.00627038 0.00573263
-0.01894317 -0.00820793
-0.00304878 0.00045977
0.00025484 -0.01079963
-0.00585987 -0.00046458
-0.0097386 0.00302115
-0.00595238 -0.00810936
0.0010414 -0.00280308
0.00104031 0.00304521
0.00363731 -0.00163475
0.00181206 -0.00608187
0.00077519 0.00164745
-0.01471727 -0.0093985
-0.00655136 0.00213472
0.01688209 0.00828402
0.02879377 0.00140845
0.00151286 -0.00070323
0.00427996 0.01055595
-0.00325896 -0.00348189
0.00301811 -0.00326112
0.00476429 0.01261977
0.01247816 0.01223171
0.00098595 0.00341997
-0.00295494 -0.00386276
-0.00074092 0.00250912
-0.0017301 0.00341297
-0.00519931 0.00680272
-0.00423096 0.00653153
-0.00499875 -0.01118819
-0.00828937 -0.00543109
0.00075988 0.00477816
0 0.0004529
-0.01366743 -0.01652331
0.00359251 -0.00161105
-0.00409103 0.00299677
0.00231065 0.0064353
0.00153689 -0.00068509
0.00255754 0.0047989
-0.00994898 0.00727769
0.01159495 0.02506209
0.01630158 0.01013216
0.00726817 -0.01133886
-0.00796218 -0.00639612
-0.00576875 -0.01021088
0.00580222 0.00829782
0.01053424 0.01467972
-0.00694962 0.00438404
0.00824794 0.00436491
0.0106594 0.02651021
0.00416973 -0.00211685
-0.00830484 -0.0012728
-0.0044335 0.00764656
 0 0.00801012
0.00123701 -0.00230029
0.0143316 0.0016768
-0.00170524 0.00272023
0.0034163 0.00083472
0.00462062 0.01125938
-0.00677802 -0.00061856
0.00219352 0.00082525
-0.00024319 -0.00226757
-0.0024325 -0.01632231
-0.01414289 -0.0031506
-0.00445214 0.02064897
0.00819876 0.00722543
0.00123213 0.02295552
0.00566084 0.00300541
-0.00562898 -0.00219736
0 -0.0004004
-0.01009107 -0.00741037
0.00546992 0.00100888
0.00692384 0.02338238
-0.00368369 0.00689383
0.00566921 0.00332551
-0.01004902 -0.0083837
0.00099034 -0.00137633
0.00692555 0.00098445
0.01080816 0.00354052
0.00170109 0.01156409
-0.00630762 0.00426274
0 0.00173645
-0.00170898 0.00693374
0.01198337 -0.00497322
-0.00434993 -0.00038447
0.01771845 -0.00134615
0.00023849 -0.00385134
0.00381497 0.00289967
0.00261283 -0.00578258
-0.00615968 0
0.00619785 0
0.00236911 -0.00058162
-0.00496337 0.00058196
0.0152019 0.00096937
-0.00678521 -0.01007166
-0.00094229 -0.00821757
-0.00400849 -0.01913592
-0.00497159 0.01206758
0.0019034 0.00755167
0.00854904 0.00571992
-0.00518013 0.00627574
0.01088757 0.00877022
-0.00515102 -0.00946677
 0.00329489 0.00019505
0.01055595 -0.00078003
0.00185701 -0.00858704
-0.00695088 -0.00295276
-0.00466636 -0.01085884
-0.00328176 0.01237525
-0.00729069 -0.00887224
-0.00331675 0.01113984
-0.00237699 0.01023018
-0.00714796 -0.00876339
0.00143988 -0.01827112
-0.01270069 0.01040624
0.00315534 -0.00019806
-0.00459714 -0.04080824
-0.00534759 0.01466336
0.00048876 -0.00590271
-0.00195408 0.003276
0.00660793 -0.01387755
0.01337223 0.00289735
-0.00671785 -0.00639703
-0.00676329 -0.01017653
0.00218872 0.00293747
0.00922106 0.01108787
-0.00360664 0.00372439
0.00989382 -0.001443
-0.0004779 -0.00433526
-0.00549845 0.0031101
0.01105769 0.00372055
-0.00546838 -0.00988468
-0.00071719 -0.00415973
-0.01842105 -0.01065163
-0.00779917 0.00422208
0.03488086 -0.00105108
-0.01234275 -0.00715488
0.00240327 0.00763035
0.00359626 0.0008414
0.01313903 0.00966793
0.00660222 -0.01186511
-0.00327946 0.00800506
-0.00305523 0.00438871
0.0174446 0.00707449
0.00301205 -0.00247934
0.004389 0.01367026
0.00390984 -0.00551696
0.00504009 -0.0006164
0.00091178 -0.00390625
0.00865407 0.00227038
-0.00767668 -0.00658979
0.00091013 0.00725539
-0.00227324 -0.00782054
-0.00136705 -0.00539307
0.00342231 0.00938478
0.00318327 0.00061983
0.01155938 -0.00536857
0.00739413 0.00581275
-0.0044484 -0.0002064
-0.00178731 0.00185797
0.00111907 -0.0024727
-0.00268276 -0.00165255
-0.00022416 0.00869025
0.00089686 -0.00164103
-0.00649642 -0.00349291
-0.00090192 0.02164948
0.00406229 0.00181635
-0.01213756 -0.0016116
-0.00591581 0.00524617
0.00320439 0.00401445
-0.00479124 -0.0039984
-0.00573132 0.00521879
0.00691722 0.00319489
-0.00183192 -0.00497611
0.00321175 -0.00320064
-0.00205808 0.00280955
0.00320807 -0.00080048
0.0061672 0.00560785
-0.00317821 -0.00477992
-0.00523799 0.00060036
-0.00572344 0.0006
-0.0082892 -0.00119928
-0.02019967 -0.00620372
0.00308057 -0.00563834
0.01275691 0.00405022
-0.00396548 -0.06716418
-0.02224824 -0.00886486
0.01101796 -0.0017452
0.0045013 0.00852273
-0.01061321 -0.02253521
-0.0045292 -0.00376857
0.02322797 0.00712061
0.00093611 0.00994255
0.00116904 0.0111573
0.00256889 -0.00454349
0.00582343 -0.00152141
-0.00231589 -0.00130605
-0.00348189 -0.00675676
0.00931749 0
0 -0.00482774
0.01430879 0.00507166
0.00182025 0.00285213
-0.00863048 0.00503172
0.00091638 -0.0008707
0.00732433 0.00152505
0.0086344 0.01326952
Using Solver to Generate the Efficient Frontier
CTRL + SHIFT + C to run macro

When adding data, input values for the green-shaded cells

(PASTE the data into the green cells. Do NOT 'replace' the contents of the cells)

Asset Data
expret expsd
0.7470592733 0.021397086
1.6628772474 0.026146482
0.0755838953 0.008808668
0.056440626 0.009113981
0.070711749 0.009220659
Covariance Matrix
0.000456 0.000127 5.179E-05 4.825E-05 1.282E-05
0.000127 0.000681 6.153E-05 4.079E-05 4.889E-05
5.179E-05 6.153E-05 7.728E-05 3.212E-05 3.046E-05
4.825E-05 4.079E-05 3.212E-05 8.273E-05 2.472E-05
1.282E-05 4.889E-05 3.046E-05 2.472E-05 8.468E-05

Risk-Free Rate:
0.05

Exp Ret 1.662877247 portret

Std Dev 0.026094449 portsd

R e tu r n (P o r tf o lio E x p e c te d R e t u r n )
Variance 0.00068092 portvar
Sharpe ratio 61.80920955

Constrained Frontier Portfolios

Efficient portfolio weights - effwts effsd effret
0.021811447 0 0.318871 0.324053 0.335264 0.006811 0.082393
0.043113761 0.030582162 0.290759 0.306063 0.329482 0.0069 0.145612
0.0591512429 0.063421566 0.264169 0.29091 0.322348 0.007112 0.208832
0.0751687464 0.096269193 0.237645 0.27575 0.315167 0.007434 0.272051
0.091159552 0.129128011 0.211136 0.260579 0.307997 0.007854 0.33527
0.1071600457 0.161982578 0.184622 0.245391 0.300844 0.008357 0.39849
0.1231638386 0.194835768 0.158088 0.230199 0.293713 0.008928 0.461709 R
0.1391669354 0.227689552 0.131509 0.215024 0.28661 0.009556 0.524929
180.00%
0.1553044111 0.260488539 0.104609 0.199996 0.279602 0.01023 0.588148 160.00%
0.1713203115 0.293337197 0.07801 0.184849 0.272484 0.010941 0.651367 140.00%
120.00%
0.1873530078 0.326178808 0.05138 0.169702 0.265386 0.011683 0.714587
100.00%
0.2033723935 0.35902621 0.024737 0.154566 0.258298 0.012451 0.777806 80.00%
0.2193010915 0.391895524 0.000148 0.138278 0.250378 0.013239 0.841025 60.00%
40.00%
0.2336956913 0.425237873 0 0.110403 0.230664 0.014047 0.904245 20.00%
0.2481396868 0.458557026 0 0.082331 0.210972 0.014872 0.967464 0.00%
0.5%
0.2625836581 0.49187619 0 0.05426 0.19128 0.015711 1.030683
0.2770276491 0.525195343 0 0.026189 0.171588 0.016563 1.093903
0.2912044215 0.558644884 0 0 0.150151 0.017426 1.157122
0.3016638351 0.593908917 0 0 0.104427 0.018301 1.220343
0.312123067 0.629172399 0 0 0.058705 0.019187 1.283562
0.3225821485 0.664435317 0 0 0.012983 0.020085 1.34678
0.2761209174 0.723879083 0 0 0 0.02103 1.410001
0.2070904151 0.792909585 0 0 0 0.02212 1.47322
0.1380599128 0.861940087 0 0 0 0.02334 1.536439
0.0690294104 0.93097059 0 0 0 0.02467 1.599659
0 1 0 0 0 0.026094 1.662877
 Efficient Frontier Endpoints and Number of Points
1.7260966222 target
1.6628772474 maxret
0.0823928774 minrisk (which is the RETURN at the minimum risk portfolio)
25 iternum
0.0632193748 diff

Constaints on Frontier Portfolio Weights

portmin 0 0 0 0 0
portwts 0 1 0 0 0 change
R e tu r n (P o r tf o lio E x p e c te d R e t u r n )

portmax 1 1 1 1 1

Return vs. Risk Efficient Frontier

180.00%
160.00%
140.00%
120.00%
100.00%
80.00%
60.00%
40.00%
20.00%
0.00%
0.5% 1.0% 1.5% 2.0% 2.5% 3.0%

Risk (Portfolio Standard Deviation)

0