Académique Documents
Professionnel Documents
Culture Documents
Apple Return
350
300
250
200
150
100
50
200
150
100
50
0
-15% -10% -5% 0% 5% 10% 15%
-15% -10%
Apple Return
Mean 0.15%
Standard Error 0.06%
Median 0.14%
Mode 0.00%
Standard Deviation 2.05%
Sample Variance 0.04%
Kurtosis 5.08
Skewness -0.02
Range 24.85%
Minimum -12.86%
Maximum 11.98%
Sum 182.54%
Count 1257
Confidence Level(95.0%) 0.1134%
L1 0.032%
L2 0.259%
EPSILON 0.1134%
L1 0.032% =AVERAGE(APPLE)-AA28
L2 0.259% =AVERAGE(APPLE)+AA28
Nasdaq Return
450
400
350
300
250
200
150
100
250
200
150
100
50
0
-15% -10% -5% 0% 5% 10% 15%
Nasdaq Return
Mean 0.07%
Standard Error 0.05%
Median 0.13%
Mode #N/A
Standard Deviation 1.60%
Sample Variance 0.03%
Kurtosis 6.43
Skewness -0.39
Range 21.67%
Minimum -12.32%
Maximum 9.35%
Sum 87.13%
Count 1257
Confidence Level(95.0%) 0.089%
L1 -0.019%
L2 0.019%
=AA8/SQRT(AA16)
=STDEV(B2:B1258)/SQRT(COUNT(B2:B1258))
=AVERAGE(APPLE)-AA28
=AVERAGE(APPLE)+AA28
10% 15%
Germany_Wage_Euro
1 2428.3 Germany_Wage_Euro
2 2402.4
3 2376.9 Mean 2023.1655561
4 2351.6 Standard Error 38.360685644
5 2326.5 Median 2014.662149
6 2301.8 Mode #N/A
7 2277.3 Standard Deviation 230.16411386
8 2253.1 Sample Variance 52975.519309
9 2229.1 Kurtosis -1.229758273
10 2205.4 Skewness 0.1510186395
11 2181.9 Range 751.81720858
12 2155.3 Minimum 1676.4622397
13 2118.1 Maximum 2428.2794483
14 2087.7 Sum 72833.960019
15 2099.2 Count 36
16 2085.0
17 2058.6
18 2020.9
19 2008.4
20 1988.6
21 1973.2
22 1941.2
23 1916.1
24 1885.6
25 1852.3
26 1812.5
27 1824.9
28 1806.9
29 1787.8
30 1775.8
31 1756.7
32 1734.7
33 1723.6
34 1710.6
35 1699.5
36 1676.5
חוקר מעוניין לבדוק האם תוחלת השכר בגרמניה
.גבוהה מ 1800יורו
השערת האפס
השערת המחקר (האלטרנטיבית)
HO: M = 1800
H1: M > 1800
2.437723
H0
H1
Germany_Wage_Euro Italy_Wage_Euro
Mean 2208.81 1815.68
Variance 17539.99 9486.42
Observations 19 17
Pooled Variance 13750.08
Hypothesized Mean Difference 0
df 34 n1+n2-2
t Stat 10.0422127038593
P(T<=t) one-tail 5.23574323773371E-12 חד צדדי- אלפא מינימלית
t Critical one-tail 1.69092425518685 חד צדדי- הערך הקריטי
P(T<=t) two-tail 0.000000001047% דו"צ- אלפא מינימלית
t Critical two-tail 2.03224450931772 דו"צ- הערך הקריטי
ממוצע במדגם
שונות במדגם
גודל מדגם
שונות משוקללת
דרגות חופש
להפרש תוחלות בלתי תלויות tמבחן
)אוכלוסיות אינן תלויות זו בזו
שונויות לא ידועות ,אך שוות
# ITALY # GERMANY
1 2099.5 1 2428.3
2 2106.0 2 2402.4
3 2112.4 3 2376.9
4 2118.9 4 2351.6
5 2125.4 5 2326.5
6 2131.9 6 2301.8
7 2138.4 7 2277.3
8 2144.9 8 2253.1
9 2151.5 9 2229.1
10 2158.1 10 2205.4
11 2164.7 11 2181.9
12 2148.0 12 2155.3
13 2098.9 13 2118.1
14 2084.2 14 2087.7
15 2078.1 15 2099.2
16 2020.5 16 2085.0
17 2039.1 17 2058.6
18 2063.6 18 2020.9
19 2057.1 19 2008.4
20 2056.0 20 1988.6
21 2034.7 21 1973.2
22 1982.5 22 1941.2
23 1963.7 23 1916.1
24 1947.5 24 1885.6
25 1917.0 25 1852.3
26 1901.6 26 1812.5
27 1899.5 27 1824.9
28 1864.7 28 1806.9
29 1854.7 29 1787.8
30 1848.2 30 1775.8
31 1849.3 31 1756.7
32 1852.6 32 1734.7
33 1862.9 33 1723.6
34 1867.7 34 1710.6
35 1856.7 35 1699.5
36 1850.5 36 1676.5
37 1863.0 37 1657.4
38 1877.6 38 1634.3
39 1885.3 39 1629.3
40 1873.1 40 1606.2
41 1856.4 41 1583.2
42 1847.5 42 1554.1
43 1850.5 43 1565.1
44 1850.6 44 1540.2
45 1850.3 45 1536.6
46 1856.2 46 1530.6
47 1866.2 47 1516.8
48 1859.9 48 1507.7
49 1873.1 49 1504.6
50 1869.9 50 1491.5
51 1850.2 51 1465.9
52 1837.6 52 1458.2
53 1826.2 53 1448.9
54 1815.1 54 1443.4
55 1814.6 55 1442.6
56 1811.1 56 1432.4
57 1811.9 57 1453.2
58 1817.7 58 1454.1
59 1806.5 59 1447.3
60 1775.2 60 1405.1
61 1776.8 61 1425.7
62 1772.6 62 1426.9
63 1733.6 63 1408.0
64 1719.1 64 1396.5
65 1716.3 65 1400.4
66 1717.5 66 1400.8
67 1721.7 67 1394.8
68 1719.2 68 1391.3
69 1722.3 69 1389.9
70 1717.8 70 1386.2
t-Test: Two-Sample Assuming Equal Variances
ITALY GERMANY
Mean 1914.4805677 1759.471249
Variance 18691.828733 104555.03211
Observations 70 70
Pooled Variance 61623.430424
Hypothesized Mean Difference 0
df 138
t Stat 3.6941871589
P(T<=t) one-tail 0.0159%
t Critical one-tail 1.6559703824
P(T<=t) two-tail 0.0003170354
t Critical two-tail 1.977303542
ITALY GERMANY
Mean 1914.4805677 1759.471249
Variance 18691.828733 104555.03211
Observations 70 70
Pooled Variance 61623.430424
Hypothesized Mean Difference 0
df 138
t Stat 3.6941871589
P(T<=t) one-tail 0.016%
t Critical one-tail 1.6559703824
P(T<=t) two-tail 0.0003170354
t Critical two-tail 1.977303542
ITALY GERMANY
Mean 1914.4805677 1759.471249
Variance 18691.828733 104555.03211
Observations 70 70
Hypothesized Mean Difference 0
df 93
t Stat 3.6941871589
P(T<=t) one-tail 0.019%
t Critical one-tail 1.6614036737
P(T<=t) two-tail 0.0003722601
t Critical two-tail 1.9858018143
t-Test: Two-Sample Assuming Equal Variances
ITALY
Meanממוצע במדגם מכל אחת מהאוכלוסיות 1914.4805677
Varianceשונות במדגם מכל אחת מהאוכלוסיות 18691.828733
Observationsמספר התצפיות 70
Pooled Varianceשונות משוקללת (משותפת) 61623.430424
Hypothesized Mean Differenceערך ההבדל לפי השערת האפס 0
dfדרגות חופש 138
t Statסטטיסטי המבחן 3.6941871589
P(T<=t) one-tailאלפא מינימלית במבחן חד צדדי 0.016%
t Critical one-tailטי קריטי ,כמה סטיות צריך לפחות כדי לדחות את הש 1.656
P(T<=t) two-tailאלפא מינימלית במבחן דו צדדי 0.032%
t Critical two-tail 1.977303542
אלפא מינימלית -ההסבתרות לטעות שעולה מתוצאות המדגם .מה הסיכוי שקיבלנו זאת באופן מקרי .0.016% ,היות וזה סיכוי מאוד קטן
אז אנו מניחים שכנראה יש דברים בגו ,כלומר אכן ממוצע שעות העבודה באיטליה גבוה יותר מאשר בגרמניה
למעשה עבור כל רמת מובהקות של 0.016%ומעלה ( )20% ,10% ,5% ,1%מה תהיה מסקנתנו? דחיית
ניתן להבחין כי הקשר בין אלפא מינימלית במבחן דו צדדי לעומת חד צדדי ,הוא פי שניים
ולכן ,אם נתונה לנו רמת מובהקות מינימלית חד צדדית ,מותר לכפול פי שניים ולקבל את רמת המובהקות המינמלית במבחן דו צדדי
GERMANY
1759.471249
104555.03211
70
n1+n2-2
Average X 23.88889
Average Y 22.66667
Average D 1.222222
1.222222
STDEV D 4.711098
לפני אחרי
הרפורמה הרפורמה
Meanממוצע מדגם 23.88889 22.66667
Varianceשונות במדגם 100.8611 102.5
Observationsמספר התצפיות 9 9
Pearson Correlation 0.890891
H0 Hypothesized Mean Differenceערך ההפרש המשוער לפי 0
n-1 dfדרגות חופש 8
t Statסטטיסטי המבחן 0.778304
P(T<=t) one-tailאלפא מינימלית בחד צדדי 22.94%
t Critical one-tailקריטי חד צדדי Tערך 1.859548
P(T<=t) two-tailאלפא מינימלית בדו צדדי 45.88%
t Critical two-tailקריטי דו"צ Tערך 2.306004
SIGNIFICANCE
2
EXPECTED רמת סיכון ההשקעות מה השכיחות שהייתי מצפה לקבל אם לא הייתה תלות
מובהקות התוצאה
0.0005%
24.42514סטטיסטי המבחן
Expected
מה השכיחות שהייתי מצ
מגדר סה"כ
גברים 125 62.5%
נשים 75 37.5%
סה"כ 200
אוכלוסיות2מבחן להפרש תוחלות עבור יותר מ ניתוח שונות חד כיווני
4 מנהל 3 מנהל 2 מנהל 1 מנהל
תוחלות אינן שונות 25.4 20.6 26.3 18.5
לפחות אחת מהתוחלות שונה מהשאר 19.9 25.2 25.3 24
22.6 20.8 24 17.2
בעיית ריבוי אלפא 17.5 24.7 21.2 19.9
12 5% 20.4 22.9 24.5 18
13 5%
14 5%
23 5% Anova: Single Factor
24 5% ANOVA= Analysis of Variance
SUMMARY
Variance Average Sum Count Groups
7.237 19.52 97.6 5 1 מנהל
3.683 24.26 121.3 5 2 מנהל
4.553 22.84 114.2 5 3 מנהל
8.903 21.16 105.8 5 4 מנהל
SUMMARY
Variance Average Sum Count Groups
7.237 19.52 97.6 5 1 מנהל
3.683 24.26 121.3 5 2 מנהל
4.553 22.84 114.2 5 3 מנהל
8.903 21.16 105.8 5 4 מנהל
ANOVA
F crit P-value F MS df SS Source of Variation
3.238872 0.041366 3.461629 21.09517 3 63.2855 Between Groups
6.094 16 97.504 Within Groups
19 160.7895 Total
Anova: Single Factor
SUMMARY
Variance Average Sum Count Groups
7.237 19.52 97.6 5 1 מנהל
3.683 24.26 121.3 5 2 מנהל
4.553 22.84 114.2 5 3 מנהל
8.903 21.16 105.8 5 4 מנהל
ANOVA
F crit P-value F MS df SS Source of Variation
3.238872 0.041366 3.461629 21.09517 3 63.2855 Between Groups
6.094 16 97.504 Within Groups
19 160.7895 Total
P-VALUE SIGNIFICANCEאלפא מינימלית ההסתברות לטעות בפועל
ALPHA CRITICALאלפא קריטית ההסתברות המירבית לטעות המוגדרת לפני ביצ H0: μ1=μ2=μ3=μ4
H1: Else
POST HOCמבחני
H1
H1
H1
4.137% H1 אלפא מינימלית
H0
H0
H0
H0
10%
6%
5%
4.137% 4.137%
4.136%
3%
2%
1%
Date Nasdaq Return Apple Return
12/11/2023 0.20% -1.29%
12/8/2023 0.45% 0.74%
12/7/2023 1.37% 1.01% 0.853 דרך ראשונה
12/6/2023 -0.58% -0.57% דרך שניה
12/5/2023 0.31% 2.11%
12/4/2023 -0.84% -0.95% Nasdaq Return Apple Return
12/1/2023 0.55% 0.68% Nasdaq Return 1
11/30/2023 -0.23% 0.31% Apple Return 0.853 1
11/29/2023 -0.16% -0.54%
11/28/2023 0.29% 0.32%
11/27/2023 -0.07% -0.09%
11/24/2023 -0.11% -0.70%
11/22/2023 0.46% 0.35%
11/21/2023 -0.59% -0.42%
11/20/2023 1.13% 0.93%
11/17/2023 0.08% -0.01%
11/16/2023 0.07% 0.90%
11/15/2023 0.07% 0.30%
11/14/2023 2.37% 1.43%
11/13/2023 -0.22% -0.86%
11/10/2023 2.05% 2.32%
11/9/2023 -0.94% -0.26%
11/8/2023 0.08% 0.59%
11/7/2023 0.90% 1.45%
11/6/2023 0.30% 1.46%
11/3/2023 1.38% -0.52%
11/2/2023 1.78% 2.07%
11/1/2023 1.64% 1.87%
10/31/2023 0.48% 0.28%
10/30/2023 1.16% 1.23%
10/27/2023 0.38% 0.80%
10/26/2023 -1.76% -2.46%
10/25/2023 -2.43% -1.35%
10/24/2023 0.93% 0.25%
10/23/2023 0.27% 0.07%
10/20/2023 -1.53% -1.47%
10/19/2023 -0.96% -0.22%
10/18/2023 -1.62% -0.74%
10/17/2023 -0.25% -0.88%
10/16/2023 1.20% -0.07%
10/13/2023 -1.23% -1.03%
10/12/2023 -0.63% 0.51%
10/11/2023 0.71% 0.79%
10/10/2023 0.58% -0.34%
10/9/2023 0.39% 0.85%
10/6/2023 1.60% 1.48%
10/5/2023 -0.12% 0.72%
10/4/2023 1.35% 0.73%
10/3/2023 -1.87% -0.78%
10/2/2023 0.67% 1.48%
9/29/2023 0.14% 0.30%
9/28/2023 0.83% 0.15%
9/27/2023 0.22% -0.89%
9/26/2023 -1.57% -2.34%
9/25/2023 0.45% 0.74%
9/22/2023 -0.09% 0.49%
9/21/2023 -1.82% -0.89%
9/20/2023 -1.53% -2.00%
9/19/2023 -0.23% 0.62%
9/18/2023 0.01% 1.69%
9/15/2023 -1.56% -0.42%
9/14/2023 0.81% 0.88%
9/13/2023 0.29% -1.19%
9/12/2023 -1.04% -1.71%
9/11/2023 1.14% 0.66%
9/8/2023 0.09% 0.35%
9/7/2023 -0.89% -2.92%
9/6/2023 -1.06% -3.58%
9/5/2023 -0.08% 0.13%
9/1/2023 -0.02% 0.85%
8/31/2023 0.11% 0.12%
8/30/2023 0.54% 1.92%
8/29/2023 1.74% 2.18%
8/28/2023 0.84% 0.88%
8/25/2023 0.94% 1.26%
8/24/2023 -1.87% -2.62%
8/23/2023 1.59% 2.19%
8/22/2023 0.06% 0.79%
8/21/2023 1.56% 0.77%
8/18/2023 -0.20% 0.28%
8/17/2023 -1.17% -1.46%
8/16/2023 -1.15% -0.50%
8/15/2023 -1.14% -1.12%
8/14/2023 1.05% 0.94%
8/11/2023 -0.68% 0.03%
8/10/2023 0.12% -0.12%
8/9/2023 -1.17% -0.90%
8/8/2023 -0.79% 0.53%
8/7/2023 0.61% -1.73%
8/4/2023 -0.36% -4.80%
8/3/2023 -0.10% -0.73%
8/2/2023 -2.17% -1.55%
8/1/2023 -0.43% -0.43%
7/31/2023 0.21% 0.32%
7/28/2023 1.90% 1.35%
7/27/2023 -0.55% -0.66%
7/26/2023 -0.12% 0.45%
7/25/2023 0.61% 0.45%
7/24/2023 0.19% 0.42%
7/21/2023 -0.22% -0.62%
7/20/2023 -2.05% -1.01%
7/19/2023 0.03% 0.71%
7/18/2023 0.76% -0.13%
7/17/2023 0.93% 1.73%
7/14/2023 -0.18% 0.08%
7/13/2023 1.58% 0.41%
7/12/2023 1.15% 0.90%
7/11/2023 0.55% -0.28%
7/10/2023 0.18% -1.09%
7/7/2023 -0.13% -0.59%
7/6/2023 -0.82% 0.25%
7/5/2023 -0.18% -0.59%
7/3/2023 0.21% -0.78%
6/30/2023 1.45% 2.31%
6/29/2023 0.00% 0.18%
6/28/2023 0.27% 0.63%
6/27/2023 1.65% 1.51%
6/26/2023 -1.16% -0.76%
6/23/2023 -1.01% -0.17%
6/22/2023 0.95% 1.65%
6/21/2023 -1.21% -0.57%
6/20/2023 -0.16% 0.05%
6/16/2023 -0.68% -0.59%
6/15/2023 1.15% 1.12%
6/14/2023 0.39% 0.35%
6/13/2023 0.83% -0.26%
6/12/2023 1.53% 1.56%
6/9/2023 0.16% 0.22%
6/8/2023 1.02% 1.55%
6/7/2023 -1.29% -0.78%
6/6/2023 0.36% -0.21%
6/5/2023 -0.09% -0.76%
6/2/2023 1.07% 0.48%
6/1/2023 1.28% 1.60%
5/31/2023 -0.63% -0.03%
5/30/2023 0.32% 1.07%
5/26/2023 2.19% 1.41%
5/25/2023 1.71% 0.67%
5/24/2023 -0.61% 0.16%
5/23/2023 -1.26% -1.52%
5/22/2023 0.50% -0.55%
5/19/2023 -0.24% 0.06%
5/18/2023 1.51% 1.37%
5/17/2023 1.28% 0.36%
5/16/2023 -0.18% 0.00%
5/15/2023 0.66% -0.29%
5/12/2023 -0.36% -0.54%
5/11/2023 0.18% 0.11%
5/10/2023 1.04% 1.04%
5/9/2023 -0.63% -1.00%
5/8/2023 0.18% -0.04%
5/5/2023 2.25% 4.69%
5/4/2023 -0.49% -0.99%
5/3/2023 -0.46% -0.65%
5/2/2023 -1.08% -0.62%
5/1/2023 -0.11% -0.05%
4/28/2023 0.69% 0.75%
4/27/2023 2.43% 2.84%
4/26/2023 0.47% -0.01%
4/25/2023 -1.98% -0.94%
4/24/2023 -0.29% 0.19%
4/21/2023 0.11% -0.98%
4/20/2023 -0.80% -0.58%
4/19/2023 0.03% 0.70%
4/18/2023 -0.04% 0.75%
4/17/2023 0.28% 0.01%
4/14/2023 -0.35% -0.21%
4/13/2023 1.99% 3.41%
4/12/2023 -0.85% -0.44%
4/11/2023 -0.43% -0.76%
4/10/2023 -0.03% -1.60%
4/6/2023 0.76% 0.55%
4/5/2023 -1.07% -1.13%
4/4/2023 -0.52% -0.32%
4/3/2023 -0.27% 0.77%
3/31/2023 1.74% 1.56%
3/30/2023 0.73% 0.99%
3/29/2023 1.79% 1.98%
3/28/2023 -0.45% -0.40%
3/27/2023 -0.47% -1.23%
3/24/2023 0.31% 0.83%
3/23/2023 1.01% 0.70%
3/22/2023 -1.60% -0.91%
3/21/2023 1.58% 1.19%
3/20/2023 0.39% 1.55%
3/17/2023 -0.74% -0.55%
3/16/2023 2.48% 1.87%
3/15/2023 0.05% 0.26%
3/14/2023 2.14% 1.41%
3/13/2023 0.45% 1.33%
3/10/2023 -1.76% -1.39%
3/9/2023 -2.05% -1.49%
3/8/2023 0.40% 0.84%
3/7/2023 -1.25% -1.45%
3/6/2023 -0.11% 1.85%
3/3/2023 1.97% 3.51%
3/2/2023 0.73% 0.41%
3/1/2023 -0.66% -1.42%
2/28/2023 -0.10% -0.34%
2/27/2023 0.63% 0.82%
2/24/2023 -1.69% -1.80%
2/23/2023 0.72% 0.33%
2/22/2023 0.13% 0.29%
2/21/2023 -2.50% -2.67%
2/17/2023 -0.58% -0.75%
2/16/2023 -1.78% -1.04%
2/15/2023 0.92% 1.39%
2/14/2023 0.57% -0.42%
2/13/2023 1.48% 1.88%
2/10/2023 -0.61% 0.25%
2/9/2023 -1.02% -0.69%
2/8/2023 -1.68% -1.77%
2/7/2023 1.90% 1.92%
2/6/2023 -1.00% -1.79%
2/3/2023 -1.59% 2.44%
2/2/2023 3.25% 3.71%
2/1/2023 2.00% 0.79%
1/31/2023 1.67% 0.90%
1/30/2023 -1.96% -2.01%
1/27/2023 0.95% 1.37%
1/26/2023 1.76% 1.48%
1/25/2023 -0.18% -0.47%
1/24/2023 -0.27% 1.01%
1/23/2023 2.01% 2.35%
1/20/2023 2.66% 1.92%
1/19/2023 -0.96% 0.04%
1/18/2023 -1.24% -0.54%
1/17/2023 0.14% 0.88%
1/13/2023 0.71% 1.01%
1/12/2023 0.64% -0.06%
1/11/2023 1.76% 2.11%
1/10/2023 1.01% 0.45%
1/9/2023 0.63% 0.41%
1/6/2023 2.56% 3.68%
1/5/2023 -1.47% -1.06%
1/4/2023 0.69% 1.03%
1/3/2023 -0.76% -3.74%
12/30/2022 -0.11% 0.25%
12/29/2022 2.59% 2.83%
12/28/2022 -1.35% -3.07%
12/27/2022 -1.38% -1.39%
12/23/2022 0.21% -0.28%
12/22/2022 -2.18% -2.38%
12/21/2022 1.54% 2.38%
12/20/2022 0.01% -0.05%
12/19/2022 -1.49% -1.59%
12/16/2022 -0.97% -1.46%
12/15/2022 -3.23% -4.69%
12/14/2022 -0.76% -1.55%
12/13/2022 1.01% 0.68%
12/12/2022 1.26% 1.64%
12/9/2022 -0.70% -0.34%
12/8/2022 1.13% 1.21%
12/7/2022 -0.51% -1.38%
12/6/2022 -2.00% -2.54%
12/5/2022 -1.93% -0.80%
12/2/2022 -0.18% -0.34%
12/1/2022 0.13% 0.19%
11/30/2022 4.41% 4.86%
11/29/2022 -0.59% -2.11%
11/28/2022 -1.58% -2.63%
11/25/2022 -0.52% -1.96%
11/23/2022 0.99% 0.59%
11/22/2022 1.36% 1.47%
11/21/2022 -1.09% -2.17%
11/18/2022 0.01% 0.38%
11/17/2022 -0.35% 1.30%
11/16/2022 -1.54% -0.83%
11/15/2022 1.45% 1.19%
11/14/2022 -1.12% -0.95%
11/11/2022 1.88% 1.93%
11/10/2022 7.35% 8.90%
11/9/2022 -2.48% -3.32%
11/8/2022 0.49% 0.42%
11/7/2022 0.85% 0.39%
11/4/2022 1.28% -0.19%
11/3/2022 -1.73% -4.24%
11/2/2022 -3.36% -3.73%
11/1/2022 -0.89% -1.75%
10/31/2022 -1.03% -1.54%
10/28/2022 2.87% 7.56%
10/27/2022 -1.63% -3.05%
10/26/2022 -2.04% -1.96%
10/25/2022 2.25% 1.93%
10/24/2022 0.86% 1.48%
10/21/2022 2.31% 2.71%
10/20/2022 -0.61% -0.33%
10/19/2022 -0.85% 0.08%
10/18/2022 0.90% 0.94%
10/17/2022 3.43% 2.91%
10/14/2022 -3.08% -3.22%
10/13/2022 2.23% 3.36%
10/12/2022 -0.09% -0.46%
10/11/2022 -1.10% -1.03%
10/10/2022 -1.04% 0.24%
10/7/2022 -3.80% -3.67%
10/6/2022 -0.68% -0.66%
10/5/2022 -0.25% 0.21%
10/4/2022 3.34% 2.56%
10/3/2022 2.27% 3.08%
9/30/2022 -1.51% -3.00%
9/29/2022 -2.84% -4.91%
9/28/2022 2.05% -1.27%
9/27/2022 0.25% 0.66%
9/26/2022 -0.60% 0.23%
9/23/2022 -1.80% -1.51%
9/22/2022 -1.37% -0.64%
9/21/2022 -1.79% -2.03%
9/20/2022 -0.95% 1.57%
9/19/2022 0.76% 2.51%
9/16/2022 -0.90% -1.10%
9/15/2022 -1.43% -1.89%
9/14/2022 0.74% 0.96%
9/13/2022 -5.16% -5.87%
9/12/2022 1.27% 3.85%
9/9/2022 2.11% 1.88%
9/8/2022 0.60% -0.96%
9/7/2022 2.14% 0.93%
9/6/2022 -0.74% -0.82%
9/2/2022 -1.31% -1.36%
9/1/2022 -0.26% 0.47%
8/31/2022 -0.56% -1.06%
8/30/2022 -1.12% -1.53%
8/29/2022 -1.02% -1.37%
8/26/2022 -3.94% -3.77%
8/25/2022 1.67% 1.49%
8/24/2022 0.41% 0.18%
8/23/2022 0.00% -0.20%
8/22/2022 -2.55% -2.30%
8/19/2022 -2.01% -1.51%
8/18/2022 0.21% -0.23%
8/17/2022 -1.25% 0.88%
8/16/2022 -0.19% -0.09%
8/15/2022 0.62% 0.63%
8/12/2022 2.09% 2.14%
8/11/2022 -0.58% -0.44%
8/10/2022 2.89% 2.62%
8/9/2022 -1.19% 0.03%
8/8/2022 -0.10% -0.29%
8/5/2022 -0.50% -0.14%
8/4/2022 0.41% -0.19%
8/3/2022 2.59% 3.82%
8/2/2022 -0.16% -0.93%
8/1/2022 -0.18% -0.62%
7/29/2022 1.88% 3.28%
7/28/2022 1.08% 0.36%
7/27/2022 4.06% 3.42%
7/26/2022 -1.87% -0.88%
7/25/2022 -0.43% -0.74%
7/22/2022 -1.87% -0.81%
7/21/2022 1.36% 1.51%
7/20/2022 1.58% 1.35%
7/19/2022 3.11% 2.67%
7/18/2022 -0.81% -2.06%
7/15/2022 1.79% 1.15%
7/14/2022 0.03% 2.05%
7/13/2022 -0.15% -0.25%
7/12/2022 -0.95% 0.68%
7/11/2022 -2.26% -1.48%
7/8/2022 0.12% 0.47%
7/7/2022 2.28% 2.40%
7/6/2022 0.35% 0.96%
7/5/2022 1.75% 1.89%
7/1/2022 0.90% 1.62%
6/30/2022 -1.33% -1.80%
6/29/2022 -0.03% 1.30%
6/28/2022 -2.98% -2.98%
6/27/2022 -0.72% 0.00%
6/24/2022 3.34% 2.45%
6/23/2022 1.62% 2.16%
6/22/2022 -0.15% -0.38%
6/21/2022 2.51% 3.28%
6/17/2022 1.43% 1.15%
6/16/2022 -4.08% -3.97%
6/15/2022 2.50% 2.01%
6/14/2022 0.18% 0.67%
6/13/2022 -4.68% -3.83%
6/10/2022 -3.52% -3.86%
6/9/2022 -2.75% -3.60%
6/8/2022 -0.73% -0.50%
6/7/2022 0.94% 1.76%
6/6/2022 0.40% 0.52%
6/3/2022 -2.47% -3.86%
6/2/2022 2.69% 1.68%
6/1/2022 -0.72% -0.09%
5/31/2022 -0.41% -0.53%
5/27/2022 3.33% 4.08%
5/26/2022 2.68% 2.32%
5/25/2022 1.51% 0.11%
5/24/2022 -2.35% -1.92%
5/23/2022 1.59% 4.01%
5/20/2022 -0.30% 0.17%
5/19/2022 -0.26% -2.46%
5/18/2022 -4.73% -5.64%
5/17/2022 2.76% 2.54%
5/16/2022 -1.20% -1.07%
5/13/2022 3.82% 3.19%
5/12/2022 0.06% -2.69%
5/11/2022 -3.18% -5.18%
5/10/2022 0.98% 1.61%
5/9/2022 -4.29% -3.32%
5/6/2022 -1.40% 0.47%
5/5/2022 -4.99% -5.57%
5/4/2022 3.19% 4.10%
5/3/2022 0.22% 0.96%
5/2/2022 1.63% 0.20%
4/29/2022 -4.17% -3.66%
4/28/2022 3.06% 4.52%
4/27/2022 -0.01% -0.15%
4/26/2022 -3.95% -3.73%
4/25/2022 1.29% 0.67%
4/22/2022 -2.55% -2.78%
4/21/2022 -2.07% -0.48%
4/20/2022 -1.22% -0.10%
4/19/2022 2.15% 1.41%
4/18/2022 -0.14% -0.13%
4/14/2022 -2.14% -3.00%
4/13/2022 2.03% 1.63%
4/12/2022 -0.30% 1.15%
4/11/2022 -2.18% -2.55%
4/8/2022 -1.34% -1.19%
4/7/2022 0.06% 0.18%
4/6/2022 -2.22% -1.85%
4/5/2022 -2.26% -1.89%
4/4/2022 1.90% 2.37%
4/1/2022 0.29% -0.17%
3/31/2022 -1.54% -1.78%
3/30/2022 -1.21% -0.66%
3/29/2022 1.84% 1.91%
3/28/2022 1.31% 0.50%
3/25/2022 -0.16% 0.37%
3/24/2022 1.93% 2.27%
3/23/2022 -1.32% 0.82%
3/22/2022 1.95% 2.08%
3/21/2022 -0.40% 0.85%
3/18/2022 2.05% 2.09%
3/17/2022 1.33% 0.65%
3/16/2022 3.77% 2.90%
3/15/2022 2.92% 2.97%
3/14/2022 -2.04% -2.66%
3/11/2022 -2.18% -2.39%
3/10/2022 -0.95% -2.72%
3/9/2022 3.59% 3.50%
3/8/2022 -0.28% -1.17%
3/7/2022 -3.62% -2.37%
3/4/2022 -1.66% -1.84%
3/3/2022 -1.56% -0.20%
3/2/2022 1.62% 2.06%
3/1/2022 -1.59% -1.16%
2/28/2022 0.41% 0.16%
2/25/2022 1.64% 1.30%
2/24/2022 3.34% 1.67%
2/23/2022 -2.57% -2.59%
2/22/2022 -1.23% -1.78%
2/18/2022 -1.23% -0.94%
2/17/2022 -2.88% -2.13%
2/16/2022 -0.11% -0.14%
2/15/2022 2.53% 2.32%
2/14/2022 0.00% 0.14%
2/11/2022 -2.78% -2.02%
2/10/2022 -2.10% -2.36%
2/9/2022 2.08% 0.83%
2/8/2022 1.28% 1.85%
2/7/2022 -0.58% -0.42%
2/4/2022 1.58% -0.17%
2/3/2022 -3.74% -1.67%
2/2/2022 0.50% 0.70%
2/1/2022 0.75% -0.10%
1/31/2022 3.41% 2.61%
1/28/2022 3.13% 6.98%
1/27/2022 -1.40% -0.29%
1/26/2022 0.02% -0.06%
1/25/2022 -2.28% -1.14%
1/24/2022 0.63% -0.49%
1/21/2022 -2.72% -1.28%
1/20/2022 -1.30% -1.03%
1/19/2022 -1.15% -2.10%
1/18/2022 -2.60% -1.89%
1/14/2022 0.59% 0.51%
1/13/2022 -2.51% -1.90%
1/12/2022 0.23% 0.26%
1/11/2022 1.41% 1.68%
1/10/2022 0.05% 0.01%
1/7/2022 -0.96% 0.10%
1/6/2022 -0.13% -1.67%
1/5/2022 -3.34% -2.66%
1/4/2022 -1.33% -1.27%
1/3/2022 1.20% 2.50%
12/31/2021 -0.61% -0.35%
12/30/2021 -0.16% -0.66%
12/29/2021 -0.10% 0.05%
12/28/2021 -0.56% -0.58%
12/27/2021 1.39% 2.30%
12/23/2021 0.85% 0.36%
12/22/2021 1.18% 1.53%
12/21/2021 2.40% 1.91%
12/20/2021 -1.24% -0.81%
12/17/2021 -0.07% -0.65%
12/16/2021 -2.47% -3.93%
12/15/2021 2.15% 2.85%
12/14/2021 -1.14% -0.80%
12/13/2021 -1.39% -2.07%
12/10/2021 0.73% 2.80%
12/9/2021 -1.71% -0.30%
12/8/2021 0.64% 2.28%
12/7/2021 3.03% 3.54%
12/6/2021 0.93% 2.15%
12/3/2021 -1.92% -1.17%
12/2/2021 0.83% -0.61%
12/1/2021 -1.83% -0.32%
11/30/2021 -1.55% 3.16%
11/29/2021 1.88% 2.19%
11/26/2021 -2.23% -3.17%
11/24/2021 0.44% 0.33%
11/23/2021 -0.50% 0.24%
11/22/2021 -1.26% 0.29%
11/19/2021 0.40% 1.70%
11/18/2021 0.45% 2.85%
11/17/2021 -0.33% 1.65%
11/16/2021 0.76% 0.67%
11/15/2021 -0.04% 0.01%
11/12/2021 1.00% 1.43%
11/11/2021 0.52% -0.03%
11/10/2021 -1.66% -1.92%
11/9/2021 -0.60% 0.25%
11/8/2021 0.07% -0.56%
11/5/2021 0.20% 0.36%
11/4/2021 0.81% -0.35%
11/3/2021 1.04% 0.98%
11/2/2021 0.34% 0.71%
11/1/2021 0.63% -0.56%
10/29/2021 0.33% -1.82%
10/28/2021 1.39% 2.50%
10/27/2021 0.00% -0.31%
10/26/2021 0.06% 0.46%
10/25/2021 0.90% -0.03%
10/22/2021 -0.82% -0.53%
10/21/2021 0.62% 0.15%
10/20/2021 -0.05% 0.34%
10/19/2021 0.71% 1.51%
10/18/2021 0.84% 1.18%
10/15/2021 0.50% 0.75%
10/14/2021 1.73% 2.02%
10/13/2021 0.73% -0.42%
10/12/2021 -0.14% -0.91%
10/11/2021 -0.64% -0.06%
10/8/2021 -0.51% -0.27%
10/7/2021 1.05% 0.91%
10/6/2021 0.47% 0.63%
10/5/2021 1.25% 1.42%
10/4/2021 -2.14% -2.46%
10/1/2021 0.82% 0.81%
9/30/2021 -0.44% -0.93%
9/29/2021 -0.24% 0.65%
9/28/2021 -2.83% -2.38%
9/27/2021 -0.52% -1.05%
9/24/2021 -0.03% 0.06%
9/23/2021 1.04% 0.67%
9/22/2021 1.02% 1.69%
9/21/2021 0.22% 0.34%
9/20/2021 -2.19% -2.14%
9/17/2021 -0.91% -1.83%
9/16/2021 0.13% -0.16%
9/15/2021 0.82% 0.61%
9/14/2021 -0.45% -0.96%
9/13/2021 -0.07% 0.39%
9/10/2021 -0.87% -3.31%
9/9/2021 -0.25% -0.67%
9/8/2021 -0.57% -1.01%
9/7/2021 0.07% 1.55%
9/3/2021 0.21% 0.42%
9/2/2021 0.14% 0.75%
9/1/2021 0.33% 0.45%
8/31/2021 -0.04% -0.84%
8/30/2021 0.90% 3.04%
8/27/2021 1.23% 0.72%
8/26/2021 -0.64% -0.55%
8/25/2021 0.15% -0.84%
8/24/2021 0.52% -0.06%
8/23/2021 1.55% 1.03%
8/20/2021 1.19% 1.02%
8/19/2021 0.11% 0.23%
8/18/2021 -0.89% -2.55%
8/17/2021 -0.93% -0.62%
8/16/2021 -0.20% 1.35%
8/13/2021 0.04% 0.14%
8/12/2021 0.35% 2.08%
8/11/2021 -0.16% 0.18%
8/10/2021 -0.49% -0.34%
8/9/2021 0.16% -0.03%
8/6/2021 -0.40% -0.48%
8/5/2021 0.78% 0.07%
8/4/2021 0.13% -0.28%
8/3/2021 0.55% 1.26%
8/2/2021 0.06% -0.23%
7/30/2021 -0.71% 0.15%
7/29/2021 0.11% 0.46%
7/28/2021 0.70% -1.22%
7/27/2021 -1.21% -1.49%
7/26/2021 0.03% 0.29%
7/23/2021 1.04% 1.20%
7/22/2021 0.36% 0.96%
7/21/2021 0.92% -0.51%
7/20/2021 1.57% 2.60%
7/19/2021 -1.06% -2.69%
7/16/2021 -0.80% -1.41%
7/15/2021 -0.70% -0.45%
7/14/2021 -0.22% 2.41%
7/13/2021 -0.38% 0.79%
7/12/2021 0.21% -0.42%
7/9/2021 0.98% 1.31%
7/8/2021 -0.72% -0.92%
7/7/2021 0.01% 1.80%
7/6/2021 0.17% 1.47%
7/2/2021 0.81% 1.96%
7/1/2021 0.13% 0.23%
6/30/2021 -0.17% 0.46%
6/29/2021 0.19% 1.15%
6/28/2021 0.98% 1.25%
6/25/2021 -0.06% -0.22%
6/24/2021 0.69% -0.22%
6/23/2021 0.13% -0.21%
6/22/2021 0.79% 1.27%
6/21/2021 0.79% 1.41%
6/18/2021 -0.92% -1.01%
6/17/2021 0.87% 1.26%
6/16/2021 -0.24% 0.39%
6/15/2021 -0.71% -0.64%
6/14/2021 0.74% 2.46%
6/11/2021 0.35% 0.98%
6/10/2021 0.78% -0.80%
6/9/2021 -0.09% 0.31%
6/8/2021 0.31% 0.67%
6/7/2021 0.49% 0.01%
6/4/2021 1.47% 1.90%
6/3/2021 -1.03% -1.22%
6/2/2021 0.14% 0.63%
6/1/2021 -0.09% -0.26%
5/28/2021 0.09% -0.53%
5/27/2021 -0.01% -1.24%
5/26/2021 0.59% -0.04%
5/25/2021 -0.03% -0.16%
5/24/2021 1.41% 1.33%
5/21/2021 -0.48% -1.48%
5/20/2021 1.77% 2.10%
5/19/2021 -0.03% -0.13%
5/18/2021 -0.56% -1.12%
5/17/2021 -0.38% -0.93%
5/14/2021 2.32% 1.98%
5/13/2021 0.72% 1.79%
5/12/2021 -2.67% -2.49%
5/11/2021 -0.09% -0.74%
5/10/2021 -2.55% -2.58%
5/7/2021 0.88% 0.53%
5/6/2021 0.37% 1.28%
5/5/2021 -0.37% 0.20%
5/4/2021 -1.88% -3.54%
5/3/2021 -0.48% 0.82%
4/30/2021 -0.85% -1.51%
4/29/2021 0.22% -0.07%
4/28/2021 -0.28% -0.60%
4/27/2021 -0.34% -0.24%
4/26/2021 0.87% 0.30%
4/23/2021 1.44% 1.80%
4/22/2021 -0.94% -1.17%
4/21/2021 1.19% 0.29%
4/20/2021 -0.92% -1.28%
4/19/2021 -0.98% 0.51%
4/16/2021 0.10% -0.25%
4/15/2021 1.31% 1.87%
4/14/2021 -0.99% -1.79%
4/13/2021 1.05% 2.43%
4/12/2021 -0.36% -1.32%
4/9/2021 0.51% 2.03%
4/8/2021 1.03% 1.92%
4/7/2021 -0.07% 1.34%
4/6/2021 -0.05% 0.25%
4/5/2021 1.67% 2.36%
4/1/2021 1.76% 0.70%
3/31/2021 1.54% 1.88%
3/30/2021 -0.11% -1.23%
3/29/2021 -0.60% 0.15%
3/26/2021 1.24% 0.51%
3/25/2021 0.12% 0.42%
3/24/2021 -2.01% -2.00%
3/23/2021 -1.12% -0.69%
3/22/2021 1.23% 2.83%
3/19/2021 0.76% -0.45%
3/18/2021 -3.02% -3.39%
3/17/2021 0.40% -0.65%
3/16/2021 0.09% 1.27%
3/15/2021 1.05% 2.45%
3/12/2021 -0.59% -0.76%
3/11/2021 2.52% 1.65%
3/10/2021 -0.04% -0.92%
3/9/2021 3.69% 4.06%
3/8/2021 -2.41% -4.17%
3/5/2021 1.55% 1.07%
3/4/2021 -2.11% -1.58%
3/3/2021 -2.70% -2.45%
3/2/2021 -1.69% -2.09%
3/1/2021 3.01% 5.39%
2/26/2021 0.56% 0.22%
2/25/2021 -3.52% -3.48%
2/24/2021 0.99% -0.41%
2/23/2021 -0.50% -0.11%
2/22/2021 -2.46% -2.98%
2/19/2021 0.07% 0.12%
2/18/2021 -0.72% -0.86%
2/17/2021 -0.58% -1.76%
2/16/2021 -0.34% -1.61%
2/12/2021 0.50% 0.18%
2/11/2021 0.38% -0.19%
2/10/2021 -0.25% -0.46%
2/9/2021 0.14% -0.66%
2/8/2021 0.95% 0.11%
2/5/2021 0.57% -0.31%
2/4/2021 1.23% 2.58%
2/3/2021 -0.02% -0.78%
2/2/2021 1.56% 0.63%
2/1/2021 2.55% 1.65%
1/29/2021 -2.00% -3.74%
1/28/2021 0.50% -3.50%
1/27/2021 -2.61% -0.77%
1/26/2021 -0.07% 0.17%
1/25/2021 0.69% 2.77%
1/22/2021 0.09% 1.61%
1/21/2021 0.55% 3.67%
1/20/2021 1.97% 3.29%
1/19/2021 1.53% 0.54%
1/15/2021 -0.87% -1.37%
1/14/2021 -0.12% -1.51%
1/13/2021 0.43% 1.62%
1/12/2021 0.28% -0.14%
1/11/2021 -1.25% -2.32%
1/8/2021 1.03% 0.86%
1/7/2021 2.56% 3.41%
1/6/2021 -0.61% -3.37%
1/5/2021 0.95% 1.24%
1/4/2021 -1.47% -2.47%
12/31/2020 0.14% -0.77%
12/30/2020 0.15% -0.85%
12/29/2020 -0.38% -1.33%
12/28/2020 0.74% 3.58%
12/24/2020 0.26% 0.77%
12/23/2020 -0.29% -0.70%
12/22/2020 0.51% 2.85%
12/21/2020 -0.10% 1.24%
12/18/2020 -0.07% -1.59%
12/17/2020 0.84% 0.70%
12/16/2020 0.50% -0.05%
12/15/2020 1.25% 5.01%
12/14/2020 0.50% -0.51%
12/11/2020 -0.23% -0.67%
12/10/2020 0.54% 1.20%
12/9/2020 -1.94% -2.09%
12/8/2020 0.50% 0.51%
12/7/2020 0.45% 1.23%
12/4/2020 0.70% -0.56%
12/3/2020 0.23% -0.11%
12/2/2020 -0.05% 0.29%
12/1/2020 1.28% 3.08%
11/30/2020 -0.06% 2.11%
11/27/2020 0.92% 0.48%
11/25/2020 0.48% 0.75%
11/24/2020 1.31% 1.16%
11/23/2020 0.22% -2.97%
11/20/2020 -0.42% -1.10%
11/19/2020 0.87% 0.52%
11/18/2020 -0.82% -1.14%
11/17/2020 -0.21% -0.76%
11/16/2020 0.80% 0.87%
11/13/2020 1.02% 0.04%
11/12/2020 -0.65% -0.23%
11/11/2020 2.01% 3.04%
11/10/2020 -1.37% -0.30%
11/9/2020 -1.53% -2.00%
11/6/2020 0.04% -0.11%
11/5/2020 2.59% 3.55%
11/4/2020 3.85% 4.08%
11/3/2020 1.85% 1.54%
11/2/2020 0.42% -0.08%
10/30/2020 -2.45% -5.60%
10/29/2020 1.64% 3.71%
10/28/2020 -3.73% -4.63%
10/27/2020 0.64% 1.35%
10/26/2020 -1.64% 0.01%
10/23/2020 0.37% -0.61%
10/22/2020 0.19% -0.96%
10/21/2020 -0.28% -0.54%
10/20/2020 0.33% 1.32%
10/19/2020 -1.65% -2.55%
10/16/2020 -0.36% -1.40%
10/15/2020 -0.47% -0.40%
10/14/2020 -0.80% 0.07%
10/13/2020 -0.10% -2.65%
10/12/2020 2.56% 6.35%
10/9/2020 1.39% 1.74%
10/8/2020 0.50% -0.10%
10/7/2020 1.88% 1.70%
10/6/2020 -1.57% -2.87%
10/5/2020 2.32% 3.08%
10/2/2020 -2.22% -3.23%
10/1/2020 1.42% 0.85%
9/30/2020 0.74% 1.51%
9/29/2020 -0.29% -0.76%
9/28/2020 1.87% 2.39%
9/25/2020 2.26% 3.75%
9/24/2020 0.37% 1.03%
9/23/2020 -3.02% -4.19%
9/22/2020 1.71% 1.57%
9/21/2020 -0.13% 3.03%
9/18/2020 -1.07% -3.17%
9/17/2020 -1.27% -1.60%
9/16/2020 -1.25% -2.95%
9/15/2020 1.21% 0.16%
9/14/2020 1.87% 3.00%
9/11/2020 -0.60% -1.31%
9/10/2020 -1.99% -3.26%
9/9/2020 2.71% 3.99%
9/8/2020 -4.11% -6.73%
9/4/2020 -1.27% 0.07%
9/3/2020 -4.96% -8.01%
9/2/2020 0.98% -2.07%
9/1/2020 1.39% 3.98%
8/31/2020 0.68% 3.39%
8/28/2020 0.60% -0.16%
8/27/2020 -0.34% -1.20%
8/26/2020 1.73% 1.36%
8/25/2020 0.76% -0.82%
8/24/2020 0.60% 1.20%
8/21/2020 0.42% 5.15%
8/20/2020 1.06% 2.22%
8/19/2020 -0.57% 0.13%
8/18/2020 0.73% 0.83%
8/17/2020 1.00% -0.26%
8/14/2020 -0.21% -0.09%
8/13/2020 0.27% 1.77%
8/12/2020 2.13% 3.32%
8/11/2020 -1.69% -2.97%
8/10/2020 -0.39% 1.45%
8/7/2020 -0.87% -2.27%
8/6/2020 1.00% 3.49%
8/5/2020 0.52% 0.36%
8/4/2020 0.35% 0.67%
8/3/2020 1.47% 2.52%
7/31/2020 1.49% 10.47%
7/30/2020 0.43% 1.21%
7/29/2020 1.35% 1.92%
7/28/2020 -1.27% -1.64%
7/27/2020 1.67% 2.37%
7/24/2020 -0.94% -0.25%
7/23/2020 -2.29% -4.55%
7/22/2020 0.24% 0.28%
7/21/2020 -0.81% -1.38%
7/20/2020 2.51% 2.11%
7/17/2020 0.28% -0.20%
7/16/2020 -0.73% -1.23%
7/15/2020 0.59% 0.69%
7/14/2020 0.94% 1.65%
7/13/2020 -2.13% -0.46%
7/10/2020 0.66% 0.17%
7/9/2020 0.53% 0.43%
7/8/2020 1.44% 2.33%
7/7/2020 -0.86% -0.31%
7/6/2020 2.21% 2.68%
7/2/2020 0.52% 0.00%
7/1/2020 0.95% -0.19%
6/30/2020 1.87% 0.83%
6/29/2020 1.20% 2.30%
6/26/2020 -2.59% -3.07%
6/25/2020 1.09% 1.33%
6/24/2020 -2.19% -1.77%
6/23/2020 0.74% 2.13%
6/22/2020 1.11% 2.62%
6/19/2020 0.03% -0.57%
6/18/2020 0.33% 0.04%
6/17/2020 0.15% -0.14%
6/16/2020 1.75% 2.65%
6/15/2020 1.43% 1.24%
6/12/2020 1.01% 0.86%
6/11/2020 -5.27% -4.80%
6/10/2020 0.67% 2.57%
6/9/2020 0.29% 3.16%
6/8/2020 1.13% 0.59%
6/5/2020 2.06% 2.85%
6/4/2020 -0.69% -0.86%
6/3/2020 0.78% 0.55%
6/2/2020 0.59% 0.46%
6/1/2020 0.66% 1.23%
5/29/2020 1.29% -0.10%
5/28/2020 -0.46% 0.04%
5/27/2020 0.77% 0.44%
5/26/2020 0.17% -0.68%
5/22/2020 0.43% 0.64%
5/21/2020 -0.97% -0.75%
5/20/2020 2.08% 1.94%
5/19/2020 -0.54% -0.58%
5/18/2020 2.44% 2.36%
5/15/2020 0.79% -0.59%
5/14/2020 0.91% 0.61%
5/13/2020 -1.55% -1.21%
5/12/2020 -2.06% -1.14%
5/11/2020 0.78% 1.57%
5/8/2020 1.58% 2.38%
5/7/2020 1.41% 1.03%
5/6/2020 0.51% 1.03%
5/5/2020 1.13% 1.50%
5/4/2020 1.23% 1.41%
5/1/2020 -3.20% -1.61%
4/30/2020 -0.28% 2.11%
4/29/2020 3.57% 3.28%
4/28/2020 -1.40% -1.62%
4/27/2020 1.11% 0.07%
4/24/2020 1.65% 2.89%
4/23/2020 -0.01% -0.39%
4/22/2020 2.81% 2.88%
4/21/2020 -3.48% -3.09%
4/20/2020 -1.03% -2.08%
4/17/2020 1.38% -1.36%
4/16/2020 1.66% 0.79%
4/15/2020 -1.44% -0.91%
4/14/2020 3.95% 5.05%
4/13/2020 0.48% 1.96%
4/9/2020 0.77% 0.72%
4/8/2020 2.58% 2.56%
4/7/2020 -0.33% -1.16%
4/6/2020 7.33% 8.72%
4/3/2020 -1.53% -1.44%
4/2/2020 1.72% 1.67%
4/1/2020 -4.41% -5.26%
3/31/2020 -0.95% -0.20%
3/30/2020 3.62% 2.85%
3/27/2020 -3.79% -4.14%
3/26/2020 5.60% 5.26%
3/25/2020 -0.45% -0.55%
3/24/2020 8.12% 10.03%
3/23/2020 -0.27% -2.12%
3/20/2020 -3.79% -6.35%
3/19/2020 2.30% -0.77%
3/18/2020 -4.70% -2.45%
3/17/2020 6.23% 4.40%
3/16/2020 -12.32% -12.86%
3/13/2020 9.35% 11.98%
3/12/2020 -9.43% -9.88%
3/11/2020 -4.70% -3.47%
3/10/2020 4.95% 7.20%
3/9/2020 -7.29% -7.91%
3/6/2020 -1.86% -1.33%
3/5/2020 -3.10% -3.24%
3/4/2020 3.85% 4.64%
3/3/2020 -2.99% -3.18%
3/2/2020 4.49% 9.31%
2/28/2020 0.01% -0.06%
2/27/2020 -4.61% -6.54%
2/26/2020 0.17% 1.59%
2/25/2020 -2.77% -3.39%
2/24/2020 -3.71% -4.75%
2/21/2020 -1.79% -2.26%
2/20/2020 -0.67% -1.03%
2/19/2020 0.87% 1.45%
2/18/2020 0.02% -1.83%
2/14/2020 0.20% 0.02%
2/13/2020 -0.14% -0.71%
2/12/2020 0.90% 2.37%
2/11/2020 0.11% -0.60%
2/10/2020 1.13% 0.47%
2/7/2020 -0.54% -1.36%
2/6/2020 0.67% 1.17%
2/5/2020 0.43% 0.82%
2/4/2020 2.10% 3.30%
2/3/2020 1.34% -0.27%
1/31/2020 -1.59% -4.43%
1/30/2020 0.26% -0.14%
1/29/2020 0.06% 2.09%
1/28/2020 1.43% 2.83%
1/27/2020 -1.89% -2.94%
1/24/2020 -0.93% -0.29%
1/23/2020 0.20% 0.48%
1/22/2020 0.14% 0.36%
1/21/2020 -0.19% -0.68%
1/17/2020 0.34% 1.11%
1/16/2020 1.06% 1.25%
1/15/2020 0.08% -0.43%
1/14/2020 -0.24% -1.35%
1/13/2020 1.04% 2.14%
1/10/2020 -0.27% 0.23%
1/9/2020 0.81% 2.12%
1/8/2020 0.67% 1.61%
1/7/2020 -0.03% -0.47%
1/6/2020 0.56% 0.80%
1/3/2020 -0.79% -0.97%
1/2/2020 1.33% 2.28%
12/31/2019 0.30% 0.73%
12/30/2019 -0.67% 0.59%
12/27/2019 -0.17% -0.04%
12/26/2019 0.78% 1.98%
12/24/2019 0.08% 0.10%
12/23/2019 0.23% 1.63%
12/20/2019 0.42% -0.21%
12/19/2019 0.67% 0.10%
12/18/2019 0.05% -0.24%
12/17/2019 0.10% 0.20%
12/16/2019 0.91% 1.71%
12/13/2019 0.20% 1.36%
12/12/2019 0.73% 0.25%
12/11/2019 0.44% 0.85%
12/10/2019 -0.07% 0.58%
12/9/2019 -0.40% -1.40%
12/6/2019 1.00% 1.93%
12/5/2019 0.05% 1.47%
12/4/2019 0.54% 0.88%
12/3/2019 -0.55% -1.78%
12/2/2019 -1.12% -1.16%
11/29/2019 -0.46% -0.22%
11/27/2019 0.66% 1.34%
11/26/2019 0.18% -0.78%
11/25/2019 1.32% 1.75%
11/22/2019 0.16% -0.09%
11/21/2019 -0.24% -0.45%
11/20/2019 -0.51% -1.16%
11/19/2019 0.24% -0.30%
11/18/2019 0.11% 0.50%
11/15/2019 0.73% 1.19%
11/14/2019 -0.04% -0.69%
11/13/2019 -0.05% 0.96%
11/12/2019 0.26% -0.09%
11/11/2019 -0.13% 0.79%
11/8/2019 0.48% 0.27%
11/7/2019 0.28% 1.15%
11/6/2019 -0.29% 0.04%
11/5/2019 0.02% -0.14%
11/4/2019 0.56% 0.66%
11/1/2019 1.13% 2.84%
10/31/2019 -0.14% 2.26%
10/30/2019 0.33% -0.01%
10/29/2019 -0.59% -2.31%
10/28/2019 1.01% 1.00%
10/25/2019 0.70% 1.23%
10/24/2019 0.81% 0.16%
10/23/2019 0.19% 1.34%
10/22/2019 -0.72% -0.23%
10/21/2019 0.91% 1.73%
10/18/2019 -0.83% 0.48%
10/17/2019 0.40% 0.39%
10/16/2019 -0.30% -0.40%
10/15/2019 1.24% -0.23%
10/14/2019 -0.10% -0.14%
10/11/2019 1.34% 2.66%
10/10/2019 0.60% 1.35%
10/9/2019 1.02% 1.17%
10/8/2019 -1.67% -1.17%
10/7/2019 -0.33% 0.02%
10/4/2019 1.40% 2.80%
10/3/2019 1.12% 0.85%
10/2/2019 -1.56% -2.51%
10/1/2019 -1.13% 0.28%
9/30/2019 0.75% 2.35%
9/27/2019 -1.13% -0.49%
9/26/2019 -0.58% -0.52%
9/25/2019 1.05% 1.54%
9/24/2019 -1.46% -0.48%
9/23/2019 -0.06% 0.45%
9/20/2019 -0.80% -1.46%
9/19/2019 0.07% -0.81%
9/18/2019 -0.11% 0.94%
9/17/2019 0.40% 0.36%
9/16/2019 -0.28% 0.53%
9/13/2019 -0.22% -1.95%
9/12/2019 0.30% -0.22%
9/11/2019 1.06% 3.18%
9/10/2019 -0.04% 1.18%
9/9/2019 -0.19% 0.43%
9/6/2019 -0.17% -0.01%
9/5/2019 1.75% 1.96%
9/4/2019 1.30% 1.70%
9/3/2019 -1.11% -1.46%
8/30/2019 -0.13% -0.13%
8/29/2019 1.48% 1.69%
8/28/2019 0.38% 0.67%
8/27/2019 -0.34% -1.13%
8/26/2019 1.32% 1.90%
8/23/2019 -3.00% -4.62%
8/22/2019 -0.36% -0.08%
8/21/2019 0.90% 1.08%
8/20/2019 -0.68% 0.00%
8/19/2019 1.35% 1.86%
8/16/2019 1.67% 2.36%
8/15/2019 -0.09% -0.50%
8/14/2019 -3.02% -2.98%
8/13/2019 1.95% 4.23%
8/12/2019 -1.20% -0.25%
8/9/2019 -1.00% -0.82%
8/8/2019 2.24% 2.21%
8/7/2019 0.38% 1.04%
8/6/2019 1.39% 1.89%
8/5/2019 -3.47% -5.23%
8/2/2019 -1.32% -2.12%
8/1/2019 -0.79% -2.16%
7/31/2019 -1.19% 2.04%
7/30/2019 -0.24% -0.43%
7/29/2019 -0.44% 0.93%
7/26/2019 1.11% 0.35%
7/25/2019 -1.00% -0.79%
7/24/2019 0.85% -0.08%
7/23/2019 0.58% 0.78%
7/22/2019 0.71% 2.29%
7/19/2019 -0.74% -1.49%
7/18/2019 0.27% 1.14%
7/17/2019 -0.46% -0.56%
7/16/2019 -0.43% -0.35%
7/15/2019 0.17% 0.94%
7/12/2019 0.59% 0.77%
7/11/2019 -0.08% -0.73%
7/10/2019 0.75% 0.99%
7/9/2019 0.54% 0.61%
7/8/2019 -0.78% -2.06%
7/5/2019 -0.10% -0.09%
7/3/2019 0.75% 0.83%
7/2/2019 0.22% 0.59%
7/1/2019 1.06% 1.83%
6/28/2019 0.48% -0.91%
6/27/2019 0.73% -0.03%
6/26/2019 0.32% 2.16%
6/25/2019 -1.51% -1.52%
6/24/2019 -0.32% -0.10%
6/21/2019 -0.24% -0.34%
6/20/2019 0.80% 0.80%
6/19/2019 0.42% -0.29%
6/18/2019 1.39% 2.35%
6/17/2019 0.62% 0.60%
6/14/2019 -0.52% -0.73%
6/13/2019 0.57% -0.02%
6/12/2019 -0.38% -0.32%
6/11/2019 -0.01% 1.16%
6/10/2019 1.05% 1.28%
6/7/2019 1.66% 2.66%
6/6/2019 0.53% 1.47%
6/5/2019 0.64% 1.61%
6/4/2019 2.65% 3.66%
6/3/2019 -1.61% -1.01%
5/31/2019 -1.51% -1.81%
5/30/2019 0.27% 0.52%
5/29/2019 -0.79% -0.48%
5/28/2019 -0.39% -0.41%
5/24/2019 0.11% -0.38%
5/23/2019 -1.58% -1.71%
5/22/2019 -0.45% -2.05%
5/21/2019 1.08% 1.92%
5/20/2019 -1.46% -3.13%
5/17/2019 -1.04% -0.57%
5/16/2019 0.97% -0.44%
5/15/2019 1.13% 1.20%
5/14/2019 1.14% 1.58%
5/13/2019 -3.41% -5.81%
5/10/2019 0.08% -1.39%
5/9/2019 -0.41% -1.07%
5/8/2019 -0.26% 0.02%
5/7/2019 -1.96% -2.70%
5/6/2019 -0.50% -1.54%
5/3/2019 1.58% 1.24%
5/2/2019 -0.16% -0.65%
5/1/2019 -0.57% 4.91%
4/30/2019 -0.81% -1.93%
4/29/2019 0.19% 0.15%
4/26/2019 0.34% -0.48%
4/25/2019 0.21% -0.91%
4/24/2019 -0.23% -0.15%
4/23/2019 1.32% 1.44%
4/22/2019 0.22% 0.33%
4/18/2019 0.02% 0.36%
4/17/2019 -0.05% 1.95%
4/16/2019 0.30% 0.01%
4/15/2019 -0.10% 0.18%
4/12/2019 0.46% -0.04%
4/11/2019 -0.21% -0.83%
4/10/2019 0.69% 0.56%
4/9/2019 -0.56% -0.30%
4/8/2019 0.19% 1.57%
4/5/2019 0.59% 0.67%
4/4/2019 -0.05% 0.17%
4/3/2019 0.60% 0.69%
4/2/2019 0.25% 1.45%
4/1/2019 1.29% 0.68%
3/29/2019 0.78% 0.65%
3/28/2019 0.34% 0.13%
3/27/2019 -0.63% 0.90%
3/26/2019 0.71% -1.03%
3/25/2019 -0.07% -1.21%
3/22/2019 -2.50% -2.07%
3/21/2019 1.42% 3.68%
3/20/2019 0.06% 0.87%
3/19/2019 0.12% -0.79%
3/18/2019 0.34% 1.02%
3/15/2019 0.76% 1.30%
3/14/2019 -0.16% 1.11%
3/13/2019 0.69% 0.44%
3/12/2019 0.44% 1.12%
3/11/2019 2.02% 3.46%
3/8/2019 -0.18% 0.24%
3/7/2019 -1.13% -1.16%
3/6/2019 -0.93% -0.58%
3/5/2019 -0.02% -0.18%
3/4/2019 -0.23% 0.50%
3/1/2019 0.83% 1.05%
2/28/2019 -0.29% -0.98%
2/27/2019 0.07% 0.31%
2/26/2019 -0.07% 0.06%
2/25/2019 0.36% 0.73%
2/22/2019 0.91% 1.12%
2/21/2019 -0.39% -0.56%
2/20/2019 0.03% 0.64%
2/19/2019 0.19% 0.30%
2/15/2019 0.61% -0.22%
2/14/2019 0.09% 0.36%
2/13/2019 0.08% -0.42%
2/12/2019 1.46% 0.86%
2/11/2019 0.13% -0.58%
2/8/2019 0.14% 0.12%
2/7/2019 -1.18% -1.89%
2/6/2019 -0.36% 0.03%
2/5/2019 0.74% 1.71%
2/4/2019 1.15% 2.84%
2/1/2019 -0.25% 0.05%
1/31/2019 1.37% 0.72%
1/30/2019 2.20% 6.83%
1/29/2019 -0.81% -1.04%
1/28/2019 -1.11% -0.93%
1/25/2019 1.29% 3.31%
1/24/2019 0.68% -0.79%
1/23/2019 0.08% 0.40%
1/22/2019 -1.91% -2.24%
1/18/2019 1.03% 0.62%
1/17/2019 0.71% 0.59%
1/16/2019 0.15% 1.22%
1/15/2019 1.71% 2.05%
1/14/2019 -0.94% -1.50%
1/11/2019 -0.21% -0.98%
1/10/2019 0.42% 0.32%
1/9/2019 0.87% 1.70%
1/8/2019 1.08% 1.91%
1/7/2019 1.26% -0.22%
1/4/2019 4.26% 4.27%
1/3/2019 -3.04% -9.96%
1/2/2019 0.46% 0.11%
12/31/2018 0.77% 0.97%
12/28/2018 0.08% 0.05%
12/27/2018 0.38% -0.65%
12/26/2018 5.84% 7.04%
12/24/2018 -2.21% -2.59%
12/21/2018 -2.99% -3.89%
12/20/2018 -1.63% -2.52%
12/19/2018 -2.17% -3.12%
12/18/2018 0.45% 1.30%
12/17/2018 -2.27% -0.93%
12/14/2018 -2.26% -3.20%
12/13/2018 -0.39% 1.09%
Apple Return
15.00%
10.00%
5.00%
0.00%
-15.00% -10.00% -5.00% 0.00% 5.00
-5.00%
-10.00%
-15.00%
Apple Return
15.00%
10.00%
5.00%
0.00%
0.00% 5.00% 10.00% 15.00%
-5.00%
-10.00%
-15.00%
ביטא -מקדם הסיכון השיטתי
TESLAהשוק משתנה ב 1%המניה משתנה ביותר מ1% אגרסיבית ביטא גדולה מ1
RDCM RDWR KO דפנסיבית ביטא קטנה מ1
נכס חסר סיכון ביטא 0
HEDGE נכס מגדר ביטא שלילית
קורלציות
מדד ת"א 25
טבע
כיל
אפריקה
קורלציות
מדד ת"א 25
טבע
כיל
אפריקה
ביטא דרך שלישית
ע"י הצגה גרפית
טבע
𝑉𝑂𝐶(=𝑦𝑥_𝜌
5.00%
4.00%
3.00%
2.00%
1.00%
f(x) = 0.256980565034578 x + 0.000637782375816956
R² = 0.117148400371763
0.00%
-6.00% -4.00% -2.00% 0.00% 2.00% 4.00% 6.00%
-1.00%
-2.00%
-3.00%
-4.00%
-5.00%
ביטא דרך רביעית
הרצת רגרסיה
SUMMARY OUTPUT
מדד- רגרסיה טבע
Regression Statistics
Multiple R 0.342269485
R Square 0.1171484
Adjusted R0.113544924
Standard E0.010551541
Observatio 247
ANOVA
df SS MS F Significance F
Regression 1 0.003619 0.003619 32.50983 3.399517E-08
Residual 245 0.027277 0.000111
Total 246 0.030897
SUMMARY OUTPUT
מדד- רגרסיה כיל
Regression Statistics
Multiple R 0.738633901
R Square 0.545580039
Adjusted R0.543725264
Standard E0.017991705
Observatio 247
ANOVA
df SS MS F Significance F
Regression 1 0.095216 0.095216 294.1489 7.508681E-44
Residual 245 0.079307 0.000324
Total 246 0.174523
Regression Statistics
Multiple R 0.512045184
R Square 0.262190271
Adjusted R0.259178803
Standard E0.052811563
Observatio 247
ANOVA
df SS MS F Significance F
Regression 1 0.242827 0.242827 87.06393 6.546007E-18
Residual 245 0.68332 0.002789
Total 246 0.926147
) 𝑦_𝜎×𝑥_𝜎(_𝑥𝑦=(𝐶𝑂𝑉_𝑥𝑦)/
Lower 95.0% Upper 95.0%
-0.00070028 0.0019758455
0.168205366 0.3457557641
10
8
Outcome
Linear (Outcome)
6
0
0 5 10 15 20
נניח ואנו מעוניינים לבנות מודל רגרסיה לתשואת מניות שחילקו דיבידנד על בסיס שני משתנים :גודל החברה ושיעור הדיבידנד
לשם כך אספנו את הנתונים הבאים על 7חברות
x1
Div Percentage Observation
17 1
22 2
35 3
25 4
41 5
30 6
47 7
)Return (%
80
70
60 f(x) = 0.00184806551480661 x + 23.012401706668
R² = 0.758115341727031
50
40
30
20
10
0
0 5000 10000 15000 20000 25000 30000
70
60 f(x) = 0.00184806551480661 x + 23.012401706668
R² = 0.758115341727031
50
40
30
20
10
0
0 5000 10000 15000 20000 25000 30000
Size
Return (%)
80
70
f(x) = 1.59766763848397 x − 2.38483965014577
60 R² = 0.820985004852577
50
40
30
20
10
0
15 20 25 30 35 40 45 50
Div Percentage
גודל החברה ושיעור הדיבידנד
Y x2
Return (%)
Return (%) Size (Thousands $)
16 500
32 1900
45 14000
50 16000
69 15000
50 19000
5000 10000 15000 20000 25000 30000
68 25000
Return (%)
Y x2
Return (%) Size (Thousands $)
1
1 0.87
15 20 25 30 35 40 45 50
Y x2 x1
Return (%) Size (Thousands $) Div Percentage
1
1 0.819
1 0.871 0.906
80
70
60 f(x) = 0.0018480655148
R² = 0.75811534172703
50
Return (%) 40
Linear (Return (%)) 30
Size (Thousands $) 20
10
30000 0
25000 0 5000
Return (%)
80
60
40
20
0
0 5000 10000 15000
Return (%)
80
70
60
50
40
30
20
10
0
15 20 25 30 35
Size (Thousands $)
30000
25000
SUMMARY OUTPUT
מדדים לטיב מודל/הניבוי
Regression Statistics
מקדם המתאם המרובה -עוצמת הקשר בין כלל המשתנים שהוכנסו למודל ל 0.933328614859691 Multiple R
מקדם ההסבר ,תקף למודל רגרסיה של מתשנה מסביר אחד 87.110% R Square
מקדם ההסבר המתוקנן ,תקף לרגרסיה מרובת משתנים -אחוז השונות שנית 80.67% Adjusted R Square
.סטיית התקן של התחזית 8.2903614678507 Standard Error
מספר תצפיות 7 Observations
y^= 4.279+1.034*DIV+0.001*SIZE
87.110%
2K Regression
,7-2-1 N-K-1 Upper 95% Lower 95%
7-1 N-1 Total 36.498 -27.939
2.566 -0.499
0.003 -0.001
משתנה לא מובהק
משתנה לא מובהק
SUMMARY OUTPUT
Regression Statistics
0.87 Multiple R
75.812% R Square
0.7097384101 Adjusted R Square
10.157809027 Standard Error
7 Observations
ANOVA
Significance F F MS SS df
1.076% 15.671009 1616.9517 1616.9517 1 Regression
103.18108 515.90542 5 Residual
2132.8571 6 Total
Regression Statistics
0.91 Multiple R
82.099% R Square
0.7851820058 Adjusted R Square
8.7385743812 Standard Error
7 Observations
ANOVA
Significance F F MS SS df
0.493% 22.930621 1751.0437 1751.0437 1 Regression
76.362682 381.81341 5 Residual
2132.8571 6 Total
מסבירים
SIZE DIV
נריץ רגרסיה בין, שלב ראשוןDIV לביןSIZE
Size= Intercept+ B*DIV+eSIZE
Y x2 x1
Return (%) Size (Thousands $) Div PercentageObservation
16 500 17 1
32 1900 22 2
45 14000 35 3
50 16000 25 4
69 15000 41 5
50 19000 30 6
68 25000 47 7
מוסבר
Y