Académique Documents
Professionnel Documents
Culture Documents
1.51 -1.77
0.52 1.03
0.60 4.26
0.44 1.33
2.17 -3.35
1.59 1.50
1.92 0.40
0.28 2.40
2.21 1.24
0.24 0.16
0.34 -1.25
-1.09 2.93
0.72 -0.05
3.54 8.68
22.58 20.18
4.04 1.77
-0.08 2.25
2.54 -0.19
1.02 0.04
1.58 1.39
3.35 0.05
2.34 2.83
-25.28 -24.02
1.02 -2.08
0.65 1.07
2.39 -1.47
0.62 7.80
3.04 3.45
0.38 -2.26
4.63 5.02
0.60 0.95
1.54 -1.33
0.25 1.24
1.56 -3.40
1.72 0.89
-1.19 -0.21
-10.19 61.77
1.03 0.41
2.13 -6.59
1.09 -1.36
-149.81 -86.23
-0.68 0.40
-1.13 -6.54
2.51 -13.84
0.30 1.00
-0.31 1.82
2.89 -2.15
1.74 -0.30
1.11 0.81
13.79 17.98
3.48 2.54
4.40 5.36
-3.88 -10.70
3.24 -4.16
-25.40 9.54
0.15 -0.70
3.94 0.89
0.21 1.67
-0.79 -0.22
Date AMD AMD Re DIS DIS Re SLB SLB Re SYK SYK Re SBUX
1/1/2018 13.74 105.6821 62.15813 154.0327 50.53214
2/1/2018 12.11 -0.12628 100.3236 -0.052035 55.45066 -0.114188 151.9524 -0.013598 50.7901
3/1/2018 10.05 -0.186459 97.67841 -0.026721 55.11035 -0.006156 150.7904 -0.007676 51.7721
4/1/2018 10.88 0.079354 97.57142 -0.001096 58.3261 0.056712 159.2274 0.054443 51.48591
5/1/2018 13.73 0.232657 96.73507 -0.008609 58.41969 0.001603 163.5507 0.02679 50.68102
6/1/2018 14.99 0.0878 101.9282 0.052293 57.02451 -0.024172 158.7012 -0.0301 43.91591
7/1/2018 18.33 0.201156 110.4377 0.080182 57.86022 0.014549 153.8561 -0.031005 47.09833
8/1/2018 25.17 0.317114 109.8157 -0.005648 54.12398 -0.066753 159.6805 0.037157 48.05127
9/1/2018 30.89 0.20478 114.6389 0.042984 52.20445 -0.03611 167.4558 0.047544 51.45463
10/1/2018 18.21 -0.528462 112.5704 -0.018208 44.32016 -0.163728 153.2953 -0.088353 52.74913
11/1/2018 21.3 0.156736 113.2174 0.005731 38.95614 -0.129003 165.8069 0.078458 60.39853
12/1/2018 18.46 -0.143101 107.4923 -0.05189 31.16491 -0.223144 148.1262 -0.112759 58.61135
1/1/2019 24.41 0.279387 110.1735 0.024637 38.60427 0.21407 168.3671 0.128082 62.01517
2/1/2019 23.53 -0.036717 111.4776 0.011767 38.47329 -0.003399 178.7401 0.059786 63.94461
3/1/2019 25.52 0.081186 109.6895 -0.01617 38.48586 0.000327 187.2831 0.046689 68.01099
4/1/2019 27.63 0.07944 135.3163 0.209961 37.69971 -0.020638 179.5954 -0.041915 71.06663
5/1/2019 27.41 -0.007994 130.4458 -0.036657 30.64206 -0.207279 174.2049 -0.030474 69.58453
6/1/2019 30.37 0.102547 137.954 0.055963 35.10278 0.135907 195.4434 0.115038 77.04883
7/1/2019 30.45 0.002631 141.2834 0.023847 35.81046 0.01996 199.9501 0.022797 87.03034
8/1/2019 31.45 0.032313 136.4425 -0.034864 29.05512 -0.209045 210.3203 0.050564 88.74906
9/1/2019 28.99 -0.081448 129.5439 -0.051884 30.61404 0.052264 206.1646 -0.019957 81.57557
10/1/2019 33.93 0.157349 129.1463 -0.003074 29.74669 -0.028741 206.6326 0.002267 78.01435
11/1/2019 39.15 0.143101 150.6773 0.154195 32.94067 0.10199 195.731 -0.054201 78.81702
12/1/2019 45.86 0.158193 143.7686 -0.046935 36.58051 0.104808 200.5846 0.024495 81.51975
1/1/2020 47 0.024554 138.31 -0.038708 30.91802 -0.168176 201.862 0.006348 78.65469
2/1/2020 45.48 -0.032875 117.65 -0.161783 24.99461 -0.212679 182.5955 -0.100311 72.72057
3/1/2020 45.48 0 96.6 -0.197135 12.63041 -0.682553 159.5065 -0.135189 61.23845
4/1/2020 52.39 0.141443 108.15 0.11294 15.74822 0.22062 179.2574 0.116738 71.47591
5/1/2020 53.8 0.026558 117.3 0.081216 17.29308 0.093579 188.1996 0.04868 72.64963
6/1/2020 52.61 -0.022367 111.51 -0.05062 17.21818 -0.004341 173.2575 -0.082724 68.93832
7/1/2020 77.43 0.386468 116.94 0.047547 17.10008 -0.006882 186.4802 0.073546 71.69247
8/1/2020 90.82 0.159505 131.87 0.120156 17.92021 0.046846 191.1687 0.024831 79.13059
9/1/2020 81.99 -0.102282 124.08 -0.06089 14.66799 -0.200262 201.0185 0.05024 80.92677
10/1/2020 75.29 -0.08525 121.25 -0.023072 14.17675 -0.034064 195.4251 -0.02822 81.90635
11/1/2020 92.66 0.20759 148.01 0.199425 19.72789 0.33043 225.7919 0.144436 92.32359
12/1/2020 91.71 -0.010306 181.18 0.202211 20.71475 0.048813 237.0524 0.048668 101.238
1/1/2021 85.64 -0.068479 168.17 -0.074516 21.20283 0.023288 214.3665 -0.100594 91.61388
2/1/2021 84.51 -0.013283 189.04 0.116983 26.64435 0.228442 235.3948 0.093577 102.2317
3/1/2021 78.5 -0.073771 184.52 -0.024201 26.07877 -0.021456 236.258 0.003661 103.8453
4/1/2021 81.62 0.038976 186.02 0.008096 25.94449 -0.005162 255.4002 0.077907 108.8062
5/1/2021 80.08 -0.019048 178.65 -0.040426 30.04957 0.146889 248.2428 -0.028424 108.2265
6/1/2021 93.93 0.159524 175.77 -0.016252 30.70178 0.021472 252.58 0.017321 106.682
7/1/2021 106.19 0.12268 176.02 0.001421 27.76251 -0.100634 264.1205 0.044678 115.8608
8/1/2021 110.72 0.041775 181.3 0.029555 27.00176 -0.027784 270.1255 0.022481 112.1015
9/1/2021 102.9 -0.073247 169.17 -0.069249 28.66924 0.059923 257.0822 -0.049491 105.6593
10/1/2021 120.23 0.155649 169.07 -0.000591 31.20343 0.084703 259.9847 0.011227 101.5981
11/1/2021 158.37 0.275527 144.9 -0.154269 27.74068 -0.117628 231.218 -0.117262 105.0176
12/1/2021 143.9 -0.095815 154.89 0.066671 29.09173 0.047554 261.3038 0.122323 112.5216
1/1/2022 114.25 -0.23073 142.97 -0.08008 37.95038 0.265825 242.9997 -0.072623 94.58089
2/1/2022 123.34 0.076556 148.46 0.037681 38.11551 0.004342 257.9882 0.059854 88.29923
3/1/2022 109.34 -0.120482 137.16 -0.079167 40.25113 0.054517 261.9068 0.015075 87.95412
4/1/2022 85.52 -0.245712 111.63 -0.205958 38.01009 -0.057287 236.9512 -0.100134 72.1655
5/1/2022 101.86 0.174849 110.44 -0.010717 44.78194 0.163953 230.312 -0.02842 75.89755
6/1/2022 76.47 -0.286701 94.4 -0.156931 34.97033 -0.247305 195.3772 -0.164503 74.37769
7/1/2022 94.47 0.211384 106.1 0.116841 36.21228 0.034898 211.6584 0.080041 82.54667
8/1/2022 84.87 -0.107162 112.08 0.054831 37.30755 0.029797 202.2459 -0.045489 81.85537
9/1/2022 63.36 -0.292288 94.33 -0.172414 35.10724 -0.060788 199.6242 -0.013048 82.50781
10/1/2022 60.06 -0.053489 106.54 0.121721 51.11601 0.37569 226.7053 0.127215 84.78935
11/1/2022 77.63 0.25661 97.87 -0.08488 50.64445 -0.009268 231.3039 0.020081 100.0747
12/1/2022 64.77 -0.181111 86.88 -0.119112 52.5209 0.036382 241.7867 0.044324 97.69539
SBUX Re Risk Premium RF AMD Beta DIS Beta SLB Beta
0.40 -0.11
0.37 -0.77
18.94 -2.48
0.96 -0.65
-6.56 -30.14
-1.02 2.14
1.03 0.54
76.74 111.55
1.18 -0.30
4.54 7.91
1.20 0.33
1.50 0.65
1.71 0.85
4.07 5.43
-1.11 1.05
0.47 0.33
1.63 1.44
1.76 10.08
-1.90 -0.70
-1.52 -6.02
0.03 -2.24
-1.43 0.23
0.83 1.17
-4.59 33.71
1.25 0.98
1.02 1.29
0.86 1.13
0.87 0.29
-3.37 -2.14
1.27 0.68
0.32 1.29
-1.38 -0.62
1.35 -0.57
1.16 0.96
1.05 1.99
335.65 333.31
3.37 3.94
0.12 0.51
1.58 0.95
-9.80 -1.84
0.63 -0.52
3.52 6.50
0.77 -1.13
1.13 1.35
0.17 -0.59
7.57 -2.14
3.94 2.22
1.16 2.78
-2.61 3.00
0.49 -0.13
1.06 2.09
8.45 -14.74
1.96 0.25
0.83 1.08
1.26 0.27
0.16 -0.06
1.60 0.32
0.37 3.54
-0.64 0.43