Financial Engineering 3

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Lecture11dmExamplesMonthlyROR3yr.xlsx

Raw Stock Data

S&P500 APPL YHOO KO (Coca Cola) MCD IBM INTC AA (Alcoa)
Date Open High Low Close Avg Vol Adj Close Date Open High Low Close Avg Vol Adj Close Date Open High Low Close Avg Vol Adj Close Date Open High Low Close Avg Vol Adj Close Date Open High Low Close Avg Vol Adj Close Date Open High Low Close Avg Vol Adj Close Date Open High Low Close Avg Vol Adj Close Date Open High Low Close Avg Vol Adj Close
3/2/09 729.57 832.98 666.79 797.87 7633306300 797.87 3/2/09 88.12 109.98 82.33 105.12 25963400 105.12 3/2/09 12.85 14.14 12.31 12.81 20604100 12.81 3/2/09 40.45 45.2 37.44 43.95 14703300 40.44 3/2/09 51.8 56.09 50.44 54.57 13122100 50 3/2/09 91.17 99.86 83.02 96.89 13666700 91.8 3/2/09 12.51 15.89 12.07 15.03 77067700 13.65 3/2/09 6.05 8.2 4.97 7.34 63978300 7.13
4/1/09 793.59 888.7 783.32 872.81 6938945600 872.81 4/1/09 104.09 127.2 103.89 125.83 20952600 125.83 4/1/09 12.7 15.39 12.6 14.29 24663000 14.29 4/1/09 43.76 45.83 42 43.05 11844000 39.61 4/1/09 54.3 57.27 53.03 53.29 9188900 48.83 4/1/09 96.13 106.05 95.7 103.21 10679800 97.79 4/1/09 14.77 16.39 14.62 15.78 75386400 14.33 4/1/09 7.14 9.39 7.03 9.07 39426200 8.81
5/1/09 872.74 930.17 866.1 919.14 6883268000 919.14 5/1/09 125.8 135.9 119.38 135.81 17702900 135.81 5/1/09 14.5 15.84 13.91 15.84 24369700 15.84 5/1/09 43.14 49.16 42.18 49.16 14833600 45.24 5/1/09 53.21 59.03 51.76 58.99 10752800 54.05 5/1/09 103.78 106.82 99.83 106.28 7997800 101.22 5/1/09 15.76 16.74 15 15.72 70811400 14.4 5/1/09 9.09 10.98 8.33 9.22 36283400 8.99
6/1/09 923.26 956.23 888.86 919.32 5330941800 919.32 6/1/09 136.47 146.4 132.88 142.43 21282100 142.43 6/1/09 16.17 16.99 14.55 15.66 19810700 15.66 6/1/09 49.25 49.94 47.18 47.99 12201200 44.54 6/1/09 59.18 61.01 56.04 57.49 8943100 53.11 6/1/09 106.94 110.64 103.51 104.42 7637000 99.45 6/1/09 16.03 16.7 15.61 16.55 62342600 15.16 6/1/09 9.5 12.38 9.31 10.33 43895300 10.07
7/1/09 920.82 996.68 869.32 987.48 5080675400 987.48 7/1/09 143.5 165 134.42 163.39 18449100 163.39 7/1/09 15.49 17.68 14.22 14.32 36381400 14.32 7/1/09 48.48 51.03 48.02 49.84 10212700 46.25 7/1/09 57.65 59.59 54.92 55.06 10736400 50.86 7/1/09 105 119.37 99.5 117.93 8250000 112.32 7/1/09 16.67 19.8 15.78 19.25 80624800 17.63 7/1/09 10.48 11.88 8.96 11.76 38895900 11.46
8/3/09 990.22 1039.47 978.51 1020.62 5764944200 1020.62 8/3/09 165.21 172.49 159.42 168.21 14415700 168.21 8/3/09 14.56 15.21 14.3 14.61 28097800 14.61 8/3/09 50.03 50.15 47.42 48.77 8945400 45.26 8/3/09 55.11 57.22 54.43 56.24 9139900 52.41 8/3/09 118.88 120.88 116.12 118.05 5615200 112.96 8/3/09 19.48 20.65 18.41 20.32 55367000 18.74 8/3/09 12.17 13.88 12.02 12.05 36822200 11.77
9/1/09 1019.52 1080.15 991.97 1057.08 5633064200 1057.08 9/1/09 167.99 188.9 164.11 185.35 17906300 185.35 9/1/09 14.5 17.94 13.97 17.81 36378300 17.81 9/1/09 48.72 54.12 48.38 53.7 15343400 50.24 9/1/09 56.05 57.67 53.88 57.07 10629800 53.19 9/1/09 117.67 122.88 115.15 119.61 6631200 114.45 9/1/09 20.22 20.58 19.22 19.57 53809400 18.05 9/1/09 12.05 14.84 11.29 13.12 30461500 12.82
10/1/09 1054.91 1101.36 1019.95 1036.19 5451064000 1036.19 10/1/09 185.35 208.71 180.7 188.5 22197500 188.5 10/1/09 17.65 18.02 15.74 15.9 25250700 15.9 10/1/09 53.4 55.5 52.71 53.31 10039500 49.88 10/1/09 56.99 60.6 56.03 58.61 9572300 54.62 10/1/09 119.39 128.61 117.26 120.61 8692800 115.41 10/1/09 19.49 21.27 18.74 19.11 81652600 17.63 10/1/09 13.36 15.11 11.89 12.42 41460200 12.13
11/2/09 1036.18 1113.69 1029.38 1095.63 4443852500 1095.63 11/2/09 189.8 208 185.57 199.91 15856500 199.91 11/2/09 15.75 16.36 14.8 14.97 20043500 14.97 11/2/09 53.51 58.43 52.77 57.2 8671900 53.9 11/2/09 58.84 64.75 58.6 63.25 8536800 59.45 11/2/09 120.77 128.94 119.5 126.35 5852500 121.44 11/2/09 19.05 20.5 18.31 19.2 61651500 17.85 11/2/09 12.54 13.8 12.06 12.52 24982300 12.26
12/1/09 1098.89 1130.38 1085.89 1115.1 4163287200 1115.1 12/1/09 202.24 213.95 188.68 210.73 19068700 210.73 12/1/09 15.03 16.99 14.85 16.78 18305700 16.78 12/1/09 57.59 59.45 56.31 57 9014200 53.71 12/1/09 63.64 64.05 60.04 62.44 7169900 58.69 12/1/09 127.29 132.85 126 130.9 5849900 125.82 12/1/09 19.46 20.72 19 20.4 48385600 18.96 12/1/09 12.75 16.51 12.64 16.12 31222700 15.79
1/4/10 1116.56 1150.45 1071.59 1073.87 5071601500 1073.87 1/4/10 213.43 215.59 190.25 192.06 30855100 192.06 1/4/10 16.94 17.3 14.9 15.01 24600000 15.01 1/4/10 57.16 57.43 53.7 54.25 10724500 51.12 1/4/10 62.63 64.78 61.06 62.43 8734500 58.68 1/4/10 131.18 134.25 121.9 122.39 8825300 117.64 1/4/10 20.79 21.55 19.3 19.4 84480800 18.03 1/4/10 16.47 17.6 12.26 12.73 55728600 12.47
2/1/10 1073.89 1112.42 1044.5 1104.49 4658238400 1104.49 2/1/10 192.37 205.17 190.85 204.62 21209600 204.62 2/1/10 15.14 15.71 14.48 15.31 21501000 15.31 2/1/10 54.51 55.92 52.23 52.72 13712600 49.68 2/1/10 62.83 65.75 62.54 63.85 8364800 60.53 2/1/10 123.23 128.27 121.61 127.16 6210200 122.77 2/1/10 19.47 20.97 18.95 20.53 61752000 19.23 2/1/10 12.99 13.9 12.61 13.3 37629900 13.05
3/1/10 1105.36 1180.69 1105.36 1169.43 4702951700 1169.43 3/1/10 205.75 237.48 205.45 235 19541600 235 3/1/10 15.43 16.94 15.4 16.53 21831600 16.53 3/1/10 53.22 55.36 52.79 55 12144000 52.25 3/1/10 63.98 67.49 63.25 66.72 6922900 63.25 3/1/10 127.5 130.73 125.2 128.25 6300000 123.82 3/1/10 20.68 22.75 20.26 22.29 58125200 20.88 3/1/10 13.25 14.82 13.19 14.24 35526200 13.98
4/1/10 1171.23 1219.8 1170.69 1186.69 5847150900 1186.69 4/1/10 237.41 272.46 232.75 261.09 21955000 261.09 4/1/10 16.58 19.12 16.22 16.53 33650200 16.53 4/1/10 55.36 55.56 52.56 53.45 11028100 50.78 4/1/10 67.06 71.71 67.06 70.59 6806500 66.92 4/1/10 128.95 132.28 127.12 129 7271100 124.54 4/1/10 22.4 24.37 22.16 22.84 77725800 21.4 4/1/10 14.4 15.15 13.35 13.43 39229100 13.18
5/3/10 1188.58 1205.13 1040.78 1089.41 6626699400 1089.41 5/3/10 263.84 267.88 199.25 256.88 33746900 256.88 5/3/10 16.68 16.99 14.63 15.34 26797300 15.34 5/3/10 53.71 54.2 49.94 51.4 13815400 48.83 5/3/10 70.88 71.84 65.55 66.87 9631500 63.92 5/3/10 129.39 133.1 116 125.26 9793300 121.55 5/3/10 22.98 23.44 19.9 21.42 95164100 20.21 5/3/10 13.5 13.54 10.56 11.64 43424600 11.45
6/1/10 1087.3 1131.23 1028.33 1030.71 5235174000 1030.71 6/1/10 259.69 279.01 242.2 251.53 28231600 251.53 6/1/10 15.31 15.84 13.79 13.84 21523300 13.84 6/1/10 51.12 53.08 50.01 50.12 11513700 48.01 6/1/10 66.23 70.58 65.8 65.87 7112800 62.97 6/1/10 124.69 131.94 122.82 123.48 7728900 119.83 6/1/10 21.3 22 19.4 19.45 64926400 18.35 6/1/10 11.43 12.12 10.01 10.06 28713100 9.9
7/1/10 1031.1 1120.95 1010.91 1101.6 4704026600 1101.6 7/1/10 254.3 265.99 239.6 257.25 27411400 257.25 7/1/10 13.99 15.6 13.52 13.88 24186600 13.88 7/1/10 50.3 55.31 49.47 55.11 9285100 52.8 7/1/10 66.72 71.54 65.31 69.73 6636700 66.66 7/1/10 123.55 131.6 120.61 128.4 7147600 124.6 7/1/10 19.43 22.28 18.96 20.6 79776000 19.44 7/1/10 10.1 11.42 9.81 11.17 27481400 10.99
8/2/10 1107.53 1129.24 1039.7 1049.33 4044967700 1049.33 8/2/10 260.44 264.28 235.56 243.1 16249800 243.1 8/2/10 14.01 14.52 12.94 13.11 13811800 13.11 8/2/10 55.82 57.4 54.92 55.88 9290000 53.53 8/2/10 70.5 74.07 69.84 73.06 6149900 70.36 8/2/10 129.25 132.49 122.28 123.13 5591700 120.08 8/2/10 20.9 21.28 17.6 17.67 84245100 16.8 8/2/10 11.35 11.78 9.92 10.22 22174000 10.08
9/1/10 1049.72 1157.16 1049.72 1141.2 3993981400 1141.2 9/1/10 247.47 294.73 246.28 283.75 21298100 283.75 9/1/10 13.2 14.53 13.13 14.17 27527400 14.17 9/1/10 56.38 59.23 56.27 58.52 8675600 56.49 9/1/10 73.92 76.26 73.66 74.51 6979500 71.76 9/1/10 125.31 136.11 124.52 134.14 5834200 130.82 9/1/10 17.94 19.62 17.75 19.2 67757300 18.25 9/1/10 10.41 12.25 10.32 12.11 26627500 11.94
10/1/10 1143.49 1196.14 1131.87 1183.26 4432102300 1183.26 10/1/10 286.15 319 277.77 300.98 21539200 300.98 10/1/10 14.19 16.76 14.13 16.49 29726500 16.49 10/1/10 59.04 61.75 58.52 61.32 9556200 59.19 10/1/10 75.04 79.9 74.4 77.77 5488300 74.9 10/1/10 135.51 144 134.39 143.6 6939200 140.04 10/1/10 19.47 20.56 18.77 20.05 69520500 19.06 10/1/10 12.24 13.49 11.81 13.14 31917000 12.96
11/1/10 1185.71 1227.08 1173 1180.55 4354084200 1180.55 11/1/10 302.22 321.3 297.76 311.15 17023700 311.15 11/1/10 16.5 17.6 15.77 15.82 21166800 15.82 11/1/10 61.37 64.63 61.21 63.17 11045700 61.4 11/1/10 78.06 79.85 77.12 78.3 5886500 76 11/1/10 143.64 147.53 141.18 141.46 5322400 138.57 11/1/10 20.35 21.81 20.22 21.16 56160100 20.27 11/1/10 13.19 14.17 12.86 13.13 22615500 12.98
12/1/10 1186.6 1262.6 1186.6 1257.64 3762922700 1257.64 12/1/10 315.27 326.66 314.89 322.56 11634300 322.56 12/1/10 16 17.22 16 16.63 12970200 16.63 12/1/10 63.94 65.88 63.7 65.77 9496800 63.92 12/1/10 79.14 80.94 75.94 76.76 5306400 74.51 12/1/10 143.61 147.5 143.51 146.76 4380100 143.76 12/1/10 21.46 22.07 20.65 21.03 42571100 20.15 12/1/10 13.35 15.63 13.31 15.39 21547500 15.21
1/3/11 1257.62 1302.67 1257.62 1286.12 4816605000 1286.12 1/3/11 325.64 348.6 324.84 339.32 20033500 339.32 1/3/11 16.81 17.34 15.41 16.12 23201900 16.12 1/3/11 65.88 65.88 61.89 62.85 9561300 61.09 1/3/11 77.1 77.59 72.14 73.67 12017300 71.51 1/3/11 147.21 164.35 146.64 162 6301400 158.69 1/3/11 21.01 21.94 20.27 21.46 77014100 20.56 1/3/11 15.82 16.72 15.6 16.57 43549100 16.38
2/1/11 1289.14 1344.07 1289.14 1327.22 3225297300 1327.22 2/1/11 341.3 364.9 337.72 353.21 18231200 353.21 2/1/11 16.33 17.84 16.04 16.4 24578700 16.4 2/1/11 62.88 64.75 62.13 63.92 8799400 62.13 2/1/11 74.22 76.45 73.08 75.68 7746400 74.06 2/1/11 162.11 166.25 159.03 161.88 4938900 159.2 2/1/11 21.49 22.21 21.01 21.47 56267700 20.75 2/1/11 16.66 17.68 15.96 16.85 27344100 16.69
3/1/11 1328.64 1332.28 1249.05 1325.83 4046691700 1325.83 3/1/11 355.47 361.67 326.26 348.51 17982100 348.51 3/1/11 16.46 17.7 15.81 16.68 25018300 16.68 3/1/11 64.28 66.85 61.29 66.34 9759000 64.95 3/1/11 75.71 77.25 72.89 76.09 6427100 74.46 3/1/11 163.15 167.72 151.71 163.07 5807600 160.37 3/1/11 21.61 22.08 19.71 20.18 61648000 19.5 3/1/11 16.93 17.75 15.42 17.66 22717800 17.49
4/1/11 1329.48 1364.56 1294.7 1363.61 4042194000 1363.61 4/1/11 351.11 355.13 320.16 350.13 18321700 350.13 4/1/11 16.83 17.77 16.06 17.7 20733400 17.7 4/1/11 66.89 68.47 65.81 67.46 7964000 66.04 4/1/11 76.3 78.59 75.66 78.31 5124100 76.63 4/1/11 163.7 173 162.19 170.58 5317800 167.75 4/1/11 20.38 23.19 19.36 23.15 80155900 22.37 4/1/11 17.8 18.47 15.88 17 29375800 16.84
5/2/11 1365.21 1370.58 1311.8 1345.2 4114534200 1345.2 5/2/11 349.74 351.83 329.42 347.83 12465600 347.83 5/2/11 17.79 18.84 15.63 16.55 41061000 16.55 5/2/11 67.76 68.77 66.3 66.81 7117700 65.41 5/2/11 78.4 83.08 78.2 81.54 6057000 80.39 5/2/11 172.11 173.54 165.9 168.93 5710800 166.87 5/2/11 23.02 23.96 22.11 22.51 78241600 21.92 5/2/11 17.27 17.96 15.83 16.81 27652400 16.68
6/1/11 1345.2 1345.2 1258.07 1320.64 4105601300 1320.64 6/1/11 348.87 352.13 310.5 335.67 15563200 335.67 6/1/11 16.34 16.43 14.5 15.04 25766600 15.04 6/1/11 66.6 67.49 64.43 67.29 8291200 66.35 6/1/11 81.47 84.91 80 84.32 6067100 83.13 6/1/11 168.9 172.45 161.52 171.55 5024900 169.46 6/1/11 22.45 22.48 21 22.16 56253400 21.58 6/1/11 16.63 16.67 14.56 15.86 20657300 15.73
7/1/11 1320.64 1356.48 1282.86 1292.28 4308168000 1292.28 7/1/11 335.95 404.5 334.2 390.48 20130400 390.48 7/1/11 15.08 15.95 13.04 13.1 29531700 13.1 7/1/11 67.02 69.82 66.59 68.01 8650700 67.06 7/1/11 84.16 89.57 84.15 86.48 6136200 85.26 7/1/11 171.61 185.63 171.49 181.85 6012900 179.64 7/1/11 22.21 23.39 22.08 22.33 49860500 21.75 7/1/11 15.99 16.6 14.5 14.73 22757600 14.61
8/1/11 1292.59 1307.38 1101.54 1218.89 4942913400 1218.89 8/1/11 397.78 399.5 353.02 384.83 25803300 384.83 8/1/11 13.24 13.98 11.09 13.61 33464500 13.61 8/1/11 68.5 70.77 63.59 70.45 14570400 69.47 8/1/11 87.49 91.22 82.01 90.41 9123300 89.74 8/1/11 182.6 183.69 157.13 171.91 8744700 170.56 8/1/11 22.57 22.69 19.16 20.13 69911100 19.79 8/1/11 15.08 15.15 11.11 12.8 32353600 12.73
9/1/11 1219.12 1229.29 1114.22 1131.42 5104933800 1131.42 9/1/11 385.82 422.86 366.48 381.32 21301100 381.32 9/1/11 13.67 15.4 12.45 13.17 42721700 13.17 9/1/11 70.09 71.77 66.62 67.56 12911100 67.07 9/1/11 90.27 91.09 83.65 87.82 8310800 87.16 9/1/11 172.71 180.91 158.76 174.87 6938200 173.49 9/1/11 20.28 22.98 19.16 21.34 66708800 20.98 9/1/11 12.68 12.88 9.56 9.57 29585100 9.51
10/3/11 1131.21 1292.66 1074.77 1253.3 4874946600 1253.3 10/3/11 380.37 426.7 354.24 404.78 22989000 404.78 10/3/11 13.7 16.79 13.37 15.64 36397100 15.64 10/3/11 66.59 69.09 63.34 68.32 10130400 67.83 10/3/11 87.43 93.84 83.74 92.85 6792900 92.16 10/3/11 174.36 190.53 168.88 184.63 7108200 183.18 10/3/11 21.18 25.2 20.4 24.54 74602900 24.13 10/3/11 9.41 11.66 8.45 10.76 48202100 10.7
11/1/11 1251 1277.55 1158.66 1246.96 4287457600 1246.96 11/1/11 397.41 408 363.32 382.2 15928300 382.2 11/1/11 14.95 16.5 14.75 15.71 24317800 15.71 11/1/11 67.13 68.82 64.74 67.23 8663400 67.23 11/1/11 92.31 95.54 91.22 95.52 5597400 95.52 11/1/11 181.55 189.97 177.06 188 4992900 187.27 11/1/11 24.11 25.5 22.51 24.91 57649200 24.71 11/1/11 10.22 11.02 8.87 10.02 31224300 9.99
12/1/11 1246.91 1269.37 1202.37 1257.6 3667346600 1257.6 12/1/11 382.54 409.09 377.68 405 11018800 405 12/1/11 16.42 16.46 14.57 16.13 21930200 16.13 12/1/11 67 70.29 65.88 69.97 7557500 69.97 12/1/11 95.44 101 94.82 100.33 5402700 100.33 12/1/11 187.01 194.9 179.04 183.88 5093600 183.17 12/1/11 24.87 25.78 23.05 24.25 48066900 24.06 12/1/11 9.93 10.11 8.5 8.65 28126900 8.62
1/3/12 1258.86 1333.47 1258.86 1312.41 4182808000 1312.41 1/3/12 409.4 458.24 409 456.48 12924200 456.48 1/3/12 16.27 16.39 15.35 15.47 18156100 15.47 1/3/12 70.15 70.71 66.57 67.53 7844300 67.53 1/3/12 101.33 102.22 97.7 99.05 6346300 99.05 1/3/12 186.73 193.1 177.35 192.6 5742000 191.85 1/3/12 24.62 27 24.39 26.42 58261100 26.21 1/3/12 8.94 10.74 8.89 10.16 33417400 10.13
2/1/12 1312.45 1351 1312.45 1349.96 4758241600 1349.96 2/1/12 458.41 476.79 453.98 476.68 12633100 476.68 2/1/12 15.57 15.98 15.53 15.78 14740200 15.78 2/1/12 67.88 69.45 67.63 68.33 9685900 68.33 2/1/12 99.46 101.29 98.26 100.05 6018300 100.05 2/1/12 193.21 194.81 191.33 192.95 4699700 192.95 2/1/12 26.74 26.99 26.36 26.85 44548900 26.85 2/1/12 10.27 10.92 10.17 10.67 30293200 10.67

Stock Adj Close

Various Stock Closing Prices Monthly Rate of Return Monthly Total Return
Date S&P500 APPL YHOO KO MCD IBM INTC AA S&P500 APPL YHOO KO MCD IBM INTC AA S&P500 APPL YHOO KO MCD IBM INTC AA
3/2/09 797.87 105.12 12.81 40.44 50 91.8 13.65 7.13 0.0939250755 0.1970129376 0.1155347385 -0.0205242334 -0.0234 0.0652505447 0.0498168498 0.2356241234 1.0939250755 1.1970129376 1.1155347385 0.9794757666 0.9766 1.0652505447 1.0498168498 1.2356241234
4/1/09 872.81 125.83 14.29 39.61 48.83 97.79 14.33 8.81 0.0530814267 0.0793133593 0.1084674598 0.1421358243 0.106901495 0.0350751611 0.0048848569 0.020431328 1.0530814267 1.0793133593 1.1084674598 1.1421358243 1.106901495 1.0350751611 1.0048848569 1.020431328
5/1/09 919.14 135.81 15.84 45.24 54.05 101.22 14.4 8.99 0.0001958352 0.0487445696 -0.0113636364 -0.0154730327 -0.0173913043 -0.0174866627 0.0527777778 0.1201334816 1.0001958352 1.0487445696 0.9886363636 0.9845269673 0.9826086957 0.9825133373 1.0527777778 1.1201334816
6/1/09 919.32 142.43 15.66 44.54 53.11 99.45 15.16 10.07 0.074141757 0.1471600084 -0.0855683269 0.0383924562 -0.042364903 0.1294117647 0.1629287599 0.1380337637 1.074141757 1.1471600084 0.9144316731 1.0383924562 0.957635097 1.1294117647 1.1629287599 1.1380337637
7/1/09 987.48 163.39 14.32 46.25 50.86 112.32 17.63 11.46 0.0335601734 0.0294999694 0.0202513966 -0.0214054054 0.030475816 0.0056980057 0.0629608622 0.0270506108 1.0335601734 1.0294999694 1.0202513966 0.9785945946 1.030475816 1.0056980057 1.0629608622 1.0270506108
8/3/09 1020.62 168.21 14.61 45.26 52.41 112.96 18.74 11.77 0.0357233838 0.101896439 0.219028063 0.1100309324 0.014882656 0.0131905099 -0.0368196371 0.0892098556 1.0357233838 1.101896439 1.219028063 1.1100309324 1.014882656 1.0131905099 0.9631803629 1.0892098556
9/1/09 1057.08 185.35 17.81 50.24 53.19 114.45 18.05 12.82 -0.0197619858 0.0169948746 -0.1072431218 -0.0071656051 0.0268847528 0.0083879423 -0.0232686981 -0.0538221529 0.9802380142 1.0169948746 0.8927568782 0.9928343949 1.0268847528 1.0083879423 0.9767313019 0.9461778471
10/1/09 1036.19 188.5 15.9 49.88 54.62 115.41 17.63 12.13 0.057363997 0.060530504 -0.058490566 0.0805934242 0.0884291468 0.0522485053 0.0124787294 0.01071723 1.057363997 1.060530504 0.941509434 1.0805934242 1.0884291468 1.0522485053 1.0124787294 1.01071723
11/2/09 1095.63 199.91 14.97 53.9 59.45 121.44 17.85 12.26 0.0177705977 0.054124356 0.1209084836 -0.0035250464 -0.012783852 0.0360671937 0.0621848739 0.2879282219 1.0177705977 1.054124356 1.1209084836 0.9964749536 0.987216148 1.0360671937 1.0621848739 1.2879282219
12/1/09 1115.1 210.73 16.78 53.71 58.69 125.82 18.96 15.79 -0.0369742624 -0.0885967826 -0.1054827175 -0.0482219326 -0.0001703868 -0.0650135114 -0.0490506329 -0.210259658 0.9630257376 0.9114032174 0.8945172825 0.9517780674 0.9998296132 0.9349864886 0.9509493671 0.789740342
1/4/10 1073.87 192.06 15.01 51.12 58.68 117.64 18.03 12.47 0.0285136935 0.0653962303 0.0199866755 -0.0281690141 0.0315269257 0.0436076165 0.0665557404 0.0465116279 1.0285136935 1.0653962303 1.0199866755 0.9718309859 1.0315269257 1.0436076165 1.0665557404 1.0465116279
2/1/10 1104.49 204.62 15.31 49.68 60.53 122.77 19.23 13.05 0.0587963676 0.1484703353 0.0796864794 0.0517310789 0.0449363952 0.008552578 0.0858034321 0.0712643678 1.0587963676 1.1484703353 1.0796864794 1.0517310789 1.0449363952 1.008552578 1.0858034321 1.0712643678
3/1/10 1169.43 235 16.53 52.25 63.25 123.82 20.88 13.98 0.0147593272 0.1110212766 0 -0.0281339713 0.0580237154 0.0058148926 0.0249042146 -0.0572246066 1.0147593272 1.1110212766 1 0.9718660287 1.0580237154 1.0058148926 1.0249042146 0.9427753934
4/1/10 1186.69 261.09 16.53 50.78 66.92 124.54 21.4 13.18 -0.0819759162 -0.016124708 -0.0719903206 -0.0384009453 -0.0448296473 -0.0240083507 -0.0556074766 -0.1312594841 0.9180240838 0.983875292 0.9280096794 0.9615990547 0.9551703527 0.9759916493 0.9443925234 0.8687405159
5/3/10 1089.41 256.88 15.34 48.83 63.92 121.55 20.21 11.45 -0.0538823767 -0.0208268452 -0.0977835724 -0.0167929552 -0.0148623279 -0.0141505553 -0.0920336467 -0.135371179 0.9461176233 0.9791731548 0.9022164276 0.9832070448 0.9851376721 0.9858494447 0.9079663533 0.864628821
6/1/10 1030.71 251.53 13.84 48.01 62.97 119.83 18.35 9.9 0.0687778328 0.0227408261 0.0028901734 0.0997708811 0.058599333 0.0398063924 0.059400545 0.1101010101 1.0687778328 1.0227408261 1.0028901734 1.0997708811 1.058599333 1.0398063924 1.059400545 1.1101010101
7/1/10 1101.6 257.25 13.88 52.8 66.66 124.6 19.44 10.99 -0.0474491649 -0.0550048591 -0.0554755043 0.0138257576 0.0555055506 -0.0362760835 -0.1358024691 -0.0828025478 0.9525508351 0.9449951409 0.9445244957 1.0138257576 1.0555055506 0.9637239165 0.8641975309 0.9171974522
8/2/10 1049.33 243.1 13.11 53.53 70.36 120.08 16.8 10.08 0.087551104 0.1672151378 0.0808543097 0.0552960956 0.0198976691 0.0894403731 0.0863095238 0.1845238095 1.087551104 1.1672151378 1.0808543097 1.0552960956 1.0198976691 1.0894403731 1.0863095238 1.1845238095
9/1/10 1141.2 283.75 14.17 56.49 71.76 130.82 18.25 11.94 0.0368559411 0.060722467 0.1637261821 0.0477960701 0.0437569677 0.0704785201 0.0443835616 0.0854271357 1.0368559411 1.060722467 1.1637261821 1.0477960701 1.0437569677 1.0704785201 1.0443835616 1.0854271357
10/1/10 1183.26 300.98 16.49 59.19 74.9 140.04 19.06 12.96 -0.0022902828 0.0337896206 -0.0406306853 0.0373373881 0.0146862483 -0.0104970009 0.0634837356 0.0015432099 0.9977097172 1.0337896206 0.9593693147 1.0373373881 1.0146862483 0.9895029991 1.0634837356 1.0015432099
11/1/10 1180.55 311.15 15.82 61.4 76 138.57 20.27 12.98 0.065300072 0.0366704162 0.0512010114 0.0410423453 -0.0196052632 0.0374539944 -0.0059200789 0.1718027735 1.065300072 1.0366704162 1.0512010114 1.0410423453 0.9803947368 1.0374539944 0.9940799211 1.1718027735
12/1/10 1257.64 322.56 16.63 63.92 74.51 143.76 20.15 15.21 0.0226455902 0.0519593254 -0.0306674684 -0.0442740926 -0.0402630519 0.103853645 0.0203473945 0.0769230769 1.0226455902 1.0519593254 0.9693325316 0.9557259074 0.9597369481 1.103853645 1.0203473945 1.0769230769
1/3/11 1286.12 339.32 16.12 61.09 71.51 158.69 20.56 16.38 0.0319565826 0.0409348108 0.017369727 0.0170240629 0.0356593483 0.0032138131 0.0092412451 0.0189255189 1.0319565826 1.0409348108 1.017369727 1.0170240629 1.0356593483 1.0032138131 1.0092412451 1.0189255189
2/1/11 1327.22 353.21 16.4 62.13 74.06 159.2 20.75 16.69 -0.0010473019 -0.0133065315 0.0170731707 0.0453887011 0.0054010262 0.0073492462 -0.0602409639 0.0479328939 0.9989526981 0.9866934685 1.0170731707 1.0453887011 1.0054010262 1.0073492462 0.9397590361 1.0479328939
3/1/11 1325.83 348.51 16.68 64.95 74.46 160.37 19.5 17.49 0.0284953576 0.0046483602 0.0611510791 0.0167821401 0.0291431641 0.046018582 0.1471794872 -0.0371640938 1.0284953576 1.0046483602 1.0611510791 1.0167821401 1.0291431641 1.046018582 1.1471794872 0.9628359062
4/1/11 1363.61 350.13 17.7 66.04 76.63 167.75 22.37 16.84 -0.0135009277 -0.0065689887 -0.0649717514 -0.0095396729 0.0490669451 -0.0052459016 -0.0201162271 -0.0095011876 0.9864990723 0.9934310113 0.9350282486 0.9904603271 1.0490669451 0.9947540984 0.9798837729 0.9904988124
5/2/11 1345.2 347.83 16.55 65.41 80.39 166.87 21.92 16.68 -0.0182575082 -0.0349596067 -0.0912386707 0.0143708913 0.0340838413 0.0155210643 -0.0155109489 -0.0569544365 0.9817424918 0.9650403933 0.9087613293 1.0143708913 1.0340838413 1.0155210643 0.9844890511 0.9430455635
6/1/11 1320.64 335.67 15.04 66.35 83.13 169.46 21.58 15.73 -0.0214744366 0.1632853696 -0.1289893617 0.0107008289 0.0256225189 0.0600731736 0.0078776645 -0.0712015257 0.9785255634 1.1632853696 0.8710106383 1.0107008289 1.0256225189 1.0600731736 1.0078776645 0.9287984743
7/1/11 1292.28 390.48 13.1 67.06 85.26 179.64 21.75 14.61 -0.0567910979 -0.014469371 0.0389312977 0.035937966 0.052545156 -0.0505455355 -0.0901149425 -0.128678987 0.9432089021 0.985530629 1.0389312977 1.035937966 1.052545156 0.9494544645 0.9098850575 0.871321013
8/1/11 1218.89 384.83 13.61 69.47 89.74 170.56 19.79 12.73 -0.071762013 -0.0091209105 -0.0323291697 -0.0345472866 -0.0287497214 0.0171787054 0.0601313795 -0.2529457973 0.928237987 0.9908790895 0.9676708303 0.9654527134 0.9712502786 1.0171787054 1.0601313795 0.7470542027
9/1/11 1131.42 381.32 13.17 67.07 87.16 173.49 20.98 9.51 0.1077230383 0.0615231302 0.1875474563 0.0113314448 0.0573657641 0.0558533633 0.1501429933 0.1251314406 1.1077230383 1.0615231302 1.1875474563 1.0113314448 1.0573657641 1.0558533633 1.1501429933 1.1251314406
10/3/11 1253.3 404.78 15.64 67.83 92.16 183.18 24.13 10.7 -0.0050586452 -0.0557833885 0.0044757033 -0.0088456435 0.0364583333 0.022327765 0.0240364691 -0.0663551402 0.9949413548 0.9442166115 1.0044757033 0.9911543565 1.0364583333 1.022327765 1.0240364691 0.9336448598
11/1/11 1246.96 382.2 15.71 67.23 95.52 187.27 24.71 9.99 0.0085327517 0.0596546311 0.026734564 0.0407556151 0.0503559464 -0.0218935227 -0.0263051396 -0.1371371371 1.0085327517 1.0596546311 1.026734564 1.0407556151 1.0503559464 0.9781064773 0.9736948604 0.8628628629
12/1/11 1257.6 405 16.13 69.97 100.33 183.17 24.06 8.62 0.0435830153 0.1271111111 -0.0409175449 -0.034872088 -0.0127578989 0.0473876727 0.0893599335 0.1751740139 1.0435830153 1.1271111111 0.9590824551 0.965127912 0.9872421011 1.0473876727 1.0893599335 1.1751740139
1/3/12 1312.41 456.48 15.47 67.53 99.05 191.85 26.21 10.13 0.0286114857 0.0442516649 0.0200387847 0.0118465867 0.0100959112 0.0057336461 0.024418161 0.0533070089 1.0286114857 1.0442516649 1.0200387847 1.0118465867 1.0100959112 1.0057336461 1.024418161 1.0533070089
2/1/12 1349.96 476.68 15.78 68.33 100.05 192.95 26.85 10.67

Beta Calculations

Monthly Rate of Return
S&P500 APPL YHOO KO MCD IBM INTC AA
Average 0.016218 0.046283 0.009506 0.016063 0.020661 0.022282 0.021738 0.019058
StDev 0.047342 0.068283 0.086713 0.045391 0.036794 0.041985 0.068093 0.123994
Variance 0.002241 0.004663 0.007519 0.002060 0.001354 0.001763 0.004637 0.015374
Months/year 12
Annual
Average 0.194619 0.555398 0.114073 0.192754 0.247929 0.267387 0.260852 0.228692
StDev 0.163997 0.236540 0.300383 0.157240 0.127459 0.145442 0.235881 0.429527
Variance 0.026895 0.055951 0.090230 0.024725 0.016246 0.021153 0.055640 0.184493
0.0223973944
3 years
S&P500 APPL YHOO KO MCD IBM INTC AA
S&P500 0.0021772174
APPL 0.0020847235 0.0045293997
YHOO 0.0022913071 0.0019917361 0.0073043167
KO 0.0008799584 0.0006947857 0.0016594231 0.0020015112
MCD 0.0003212679 -0.0001130665 0.0006680483 0.000892708 0.0013151303
IBM 0.00129233 0.001758525 0.0007959659 0.0003146539 -0.0002366132 0.001712407
INTC 0.0020634543 0.002361856 0.0017307677 0.0000212204 -0.0002354985 0.0018381102 0.0045041736
AA 0.0044932806 0.0050066633 0.0054879747 0.0012849058 -0.0006481781 0.0030583436 0.0041815768 0.0149351696
Beta
S&P500 1.000000
APPL 0.957517
YHOO 1.052402
KO 0.404167
MCD 0.147559
IBM 0.593570
INTC 0.947748
AA 2.063772
Beta Yahoo Finance Beta Calculated Stock Annual StDev Stock Average Annual Return Beta Calculated Weight Beta Contribution Beta Calculated Weight Beta Contribution
S&P500 1.000000 0.163997 0.194619 APPL 0.957517 30% 0.287255 APPL 0.957517 4% 0.036312
APPL 0.920000 0.957517 0.236540 0.555398 YHOO 1.052402 20% 0.210480 YHOO 1.052402 0% 0.000000
YHOO 0.650000 1.052402 0.300383 0.114073 KO 0.404167 15% 0.060625 KO 0.404167 34% 0.139272
KO 0.440000 0.404167 0.157240 0.192754 MCD 0.147559 15% 0.022134 MCD 0.147559 38% 0.055503
MCD 0.310000 0.147559 0.127459 0.247929 IBM 0.593570 15% 0.089035 IBM 0.593570 24% 0.143253
IBM 0.520000 0.593570 0.145442 0.267387 INTC 0.947748 15% 0.142162 INTC 0.947748 0% 0.000000
INTC 0.920000 0.947748 0.235881 0.260852 AA 2.063772 5% 0.103189 AA 2.063772 0% 0.000000
AA 2.020000 2.063772 0.429527 0.228692 Total 0.914881 Total 0.374341

Sheet2

Date Open High Low Close Volume Adj Close AAPL Date Open High Low Close Volume Adj Close YHOO Date Open High Low Close Volume Adj Close KO Date Open High Low Close Volume Adj Close MCD Date Open High Low Close Volume Adj Close IBM Date Open High Low Close Volume Adj Close INTC Date Open High Low Close Volume Adj Close AA Date Open High Low Close Volume Adj Close
2/9/09 868.24 875.01 734.52 735.09 7309323500 735.09 2/9/09 100 103 86.51 89.31 28499100 89.31 2/9/09 13.59 14 11.75 13.23 18565500 13.23 2/9/09 43.32 44.45 40.28 40.85 15469600 37.19 2/9/09 59.03 59.43 51.5 52.25 11968600 47.87 2/9/09 95.93 96.98 82.85 92.03 13619200 87.2 2/9/09 14.64 15.15 12.05 12.74 76432200 11.57 2/9/09 8.52 8.9 5.7 6.23 31588700 6.05
3/2/09 729.57 832.98 666.79 797.87 7633306300 797.87 3/2/09 88.12 109.98 82.33 105.12 25963400 105.12 3/2/09 12.85 14.14 12.31 12.81 20604100 12.81 3/2/09 40.45 45.2 37.44 43.95 14703300 40.44 3/2/09 51.8 56.09 50.44 54.57 13122100 50 3/2/09 91.17 99.86 83.02 96.89 13666700 91.8 3/2/09 12.51 15.89 12.07 15.03 77067700 13.65 3/2/09 6.05 8.2 4.97 7.34 63978300 7.13
4/1/09 793.59 888.7 783.32 872.81 6938945600 872.81 4/1/09 104.09 127.2 103.89 125.83 20952600 125.83 4/1/09 12.7 15.39 12.6 14.29 24663000 14.29 4/1/09 43.76 45.83 42 43.05 11844000 39.61 4/1/09 54.3 57.27 53.03 53.29 9188900 48.83 4/1/09 96.13 106.05 95.7 103.21 10679800 97.79 4/1/09 14.77 16.39 14.62 15.78 75386400 14.33 4/1/09 7.14 9.39 7.03 9.07 39426200 8.81
5/1/09 872.74 930.17 866.1 919.14 6883268000 919.14 5/1/09 125.8 135.9 119.38 135.81 17702900 135.81 5/1/09 14.5 15.84 13.91 15.84 24369700 15.84 5/1/09 43.14 49.16 42.18 49.16 14833600 45.24 5/1/09 53.21 59.03 51.76 58.99 10752800 54.05 5/1/09 103.78 106.82 99.83 106.28 7997800 101.22 5/1/09 15.76 16.74 15 15.72 70811400 14.4 5/1/09 9.09 10.98 8.33 9.22 36283400 8.99
6/1/09 923.26 956.23 888.86 919.32 5330941800 919.32 6/1/09 136.47 146.4 132.88 142.43 21282100 142.43 6/1/09 16.17 16.99 14.55 15.66 19810700 15.66 6/1/09 49.25 49.94 47.18 47.99 12201200 44.54 6/1/09 59.18 61.01 56.04 57.49 8943100 53.11 6/1/09 106.94 110.64 103.51 104.42 7637000 99.45 6/1/09 16.03 16.7 15.61 16.55 62342600 15.16 6/1/09 9.5 12.38 9.31 10.33 43895300 10.07
7/1/09 920.82 996.68 869.32 987.48 5080675400 987.48 7/1/09 143.5 165 134.42 163.39 18449100 163.39 7/1/09 15.49 17.68 14.22 14.32 36381400 14.32 7/1/09 48.48 51.03 48.02 49.84 10212700 46.25 7/1/09 57.65 59.59 54.92 55.06 10736400 50.86 7/1/09 105 119.37 99.5 117.93 8250000 112.32 7/1/09 16.67 19.8 15.78 19.25 80624800 17.63 7/1/09 10.48 11.88 8.96 11.76 38895900 11.46
8/3/09 990.22 1039.47 978.51 1020.62 5764944200 1020.62 8/3/09 165.21 172.49 159.42 168.21 14415700 168.21 8/3/09 14.56 15.21 14.3 14.61 28097800 14.61 8/3/09 50.03 50.15 47.42 48.77 8945400 45.26 8/3/09 55.11 57.22 54.43 56.24 9139900 52.41 8/3/09 118.88 120.88 116.12 118.05 5615200 112.96 8/3/09 19.48 20.65 18.41 20.32 55367000 18.74 8/3/09 12.17 13.88 12.02 12.05 36822200 11.77
9/1/09 1019.52 1080.15 991.97 1057.08 5633064200 1057.08 9/1/09 167.99 188.9 164.11 185.35 17906300 185.35 9/1/09 14.5 17.94 13.97 17.81 36378300 17.81 9/1/09 48.72 54.12 48.38 53.7 15343400 50.24 9/1/09 56.05 57.67 53.88 57.07 10629800 53.19 9/1/09 117.67 122.88 115.15 119.61 6631200 114.45 9/1/09 20.22 20.58 19.22 19.57 53809400 18.05 9/1/09 12.05 14.84 11.29 13.12 30461500 12.82
10/1/09 1054.91 1101.36 1019.95 1036.19 5451064000 1036.19 10/1/09 185.35 208.71 180.7 188.5 22197500 188.5 10/1/09 17.65 18.02 15.74 15.9 25250700 15.9 10/1/09 53.4 55.5 52.71 53.31 10039500 49.88 10/1/09 56.99 60.6 56.03 58.61 9572300 54.62 10/1/09 119.39 128.61 117.26 120.61 8692800 115.41 10/1/09 19.49 21.27 18.74 19.11 81652600 17.63 10/1/09 13.36 15.11 11.89 12.42 41460200 12.13
11/2/09 1036.18 1113.69 1029.38 1095.63 4443852500 1095.63 11/2/09 189.8 208 185.57 199.91 15856500 199.91 11/2/09 15.75 16.36 14.8 14.97 20043500 14.97 11/2/09 53.51 58.43 52.77 57.2 8671900 53.9 11/2/09 58.84 64.75 58.6 63.25 8536800 59.45 11/2/09 120.77 128.94 119.5 126.35 5852500 121.44 11/2/09 19.05 20.5 18.31 19.2 61651500 17.85 11/2/09 12.54 13.8 12.06 12.52 24982300 12.26
12/1/09 1098.89 1130.38 1085.89 1115.1 4163287200 1115.1 12/1/09 202.24 213.95 188.68 210.73 19068700 210.73 12/1/09 15.03 16.99 14.85 16.78 18305700 16.78 12/1/09 57.59 59.45 56.31 57 9014200 53.71 12/1/09 63.64 64.05 60.04 62.44 7169900 58.69 12/1/09 127.29 132.85 126 130.9 5849900 125.82 12/1/09 19.46 20.72 19 20.4 48385600 18.96 12/1/09 12.75 16.51 12.64 16.12 31222700 15.79
1/4/10 1116.56 1150.45 1071.59 1073.87 5071601500 1073.87 1/4/10 213.43 215.59 190.25 192.06 30855100 192.06 1/4/10 16.94 17.3 14.9 15.01 24600000 15.01 1/4/10 57.16 57.43 53.7 54.25 10724500 51.12 1/4/10 62.63 64.78 61.06 62.43 8734500 58.68 1/4/10 131.18 134.25 121.9 122.39 8825300 117.64 1/4/10 20.79 21.55 19.3 19.4 84480800 18.03 1/4/10 16.47 17.6 12.26 12.73 55728600 12.47
2/1/10 1073.89 1112.42 1044.5 1104.49 4658238400 1104.49 2/1/10 192.37 205.17 190.85 204.62 21209600 204.62 2/1/10 15.14 15.71 14.48 15.31 21501000 15.31 2/1/10 54.51 55.92 52.23 52.72 13712600 49.68 2/1/10 62.83 65.75 62.54 63.85 8364800 60.53 2/1/10 123.23 128.27 121.61 127.16 6210200 122.77 2/1/10 19.47 20.97 18.95 20.53 61752000 19.23 2/1/10 12.99 13.9 12.61 13.3 37629900 13.05
3/1/10 1105.36 1180.69 1105.36 1169.43 4702951700 1169.43 3/1/10 205.75 237.48 205.45 235 19541600 235 3/1/10 15.43 16.94 15.4 16.53 21831600 16.53 3/1/10 53.22 55.36 52.79 55 12144000 52.25 3/1/10 63.98 67.49 63.25 66.72 6922900 63.25 3/1/10 127.5 130.73 125.2 128.25 6300000 123.82 3/1/10 20.68 22.75 20.26 22.29 58125200 20.88 3/1/10 13.25 14.82 13.19 14.24 35526200 13.98
4/1/10 1171.23 1219.8 1170.69 1186.69 5847150900 1186.69 4/1/10 237.41 272.46 232.75 261.09 21955000 261.09 4/1/10 16.58 19.12 16.22 16.53 33650200 16.53 4/1/10 55.36 55.56 52.56 53.45 11028100 50.78 4/1/10 67.06 71.71 67.06 70.59 6806500 66.92 4/1/10 128.95 132.28 127.12 129 7271100 124.54 4/1/10 22.4 24.37 22.16 22.84 77725800 21.4 4/1/10 14.4 15.15 13.35 13.43 39229100 13.18
5/3/10 1188.58 1205.13 1040.78 1089.41 6626699400 1089.41 5/3/10 263.84 267.88 199.25 256.88 33746900 256.88 5/3/10 16.68 16.99 14.63 15.34 26797300 15.34 5/3/10 53.71 54.2 49.94 51.4 13815400 48.83 5/3/10 70.88 71.84 65.55 66.87 9631500 63.92 5/3/10 129.39 133.1 116 125.26 9793300 121.55 5/3/10 22.98 23.44 19.9 21.42 95164100 20.21 5/3/10 13.5 13.54 10.56 11.64 43424600 11.45
6/1/10 1087.3 1131.23 1028.33 1030.71 5235174000 1030.71 6/1/10 259.69 279.01 242.2 251.53 28231600 251.53 6/1/10 15.31 15.84 13.79 13.84 21523300 13.84 6/1/10 51.12 53.08 50.01 50.12 11513700 48.01 6/1/10 66.23 70.58 65.8 65.87 7112800 62.97 6/1/10 124.69 131.94 122.82 123.48 7728900 119.83 6/1/10 21.3 22 19.4 19.45 64926400 18.35 6/1/10 11.43 12.12 10.01 10.06 28713100 9.9
7/1/10 1031.1 1120.95 1010.91 1101.6 4704026600 1101.6 7/1/10 254.3 265.99 239.6 257.25 27411400 257.25 7/1/10 13.99 15.6 13.52 13.88 24186600 13.88 7/1/10 50.3 55.31 49.47 55.11 9285100 52.8 7/1/10 66.72 71.54 65.31 69.73 6636700 66.66 7/1/10 123.55 131.6 120.61 128.4 7147600 124.6 7/1/10 19.43 22.28 18.96 20.6 79776000 19.44 7/1/10 10.1 11.42 9.81 11.17 27481400 10.99
8/2/10 1107.53 1129.24 1039.7 1049.33 4044967700 1049.33 8/2/10 260.44 264.28 235.56 243.1 16249800 243.1 8/2/10 14.01 14.52 12.94 13.11 13811800 13.11 8/2/10 55.82 57.4 54.92 55.88 9290000 53.53 8/2/10 70.5 74.07 69.84 73.06 6149900 70.36 8/2/10 129.25 132.49 122.28 123.13 5591700 120.08 8/2/10 20.9 21.28 17.6 17.67 84245100 16.8 8/2/10 11.35 11.78 9.92 10.22 22174000 10.08
9/1/10 1049.72 1157.16 1049.72 1141.2 3993981400 1141.2 9/1/10 247.47 294.73 246.28 283.75 21298100 283.75 9/1/10 13.2 14.53 13.13 14.17 27527400 14.17 9/1/10 56.38 59.23 56.27 58.52 8675600 56.49 9/1/10 73.92 76.26 73.66 74.51 6979500 71.76 9/1/10 125.31 136.11 124.52 134.14 5834200 130.82 9/1/10 17.94 19.62 17.75 19.2 67757300 18.25 9/1/10 10.41 12.25 10.32 12.11 26627500 11.94
10/1/10 1143.49 1196.14 1131.87 1183.26 4432102300 1183.26 10/1/10 286.15 319 277.77 300.98 21539200 300.98 10/1/10 14.19 16.76 14.13 16.49 29726500 16.49 10/1/10 59.04 61.75 58.52 61.32 9556200 59.19 10/1/10 75.04 79.9 74.4 77.77 5488300 74.9 10/1/10 135.51 144 134.39 143.6 6939200 140.04 10/1/10 19.47 20.56 18.77 20.05 69520500 19.06 10/1/10 12.24 13.49 11.81 13.14 31917000 12.96
11/1/10 1185.71 1227.08 1173 1180.55 4354084200 1180.55 11/1/10 302.22 321.3 297.76 311.15 17023700 311.15 11/1/10 16.5 17.6 15.77 15.82 21166800 15.82 11/1/10 61.37 64.63 61.21 63.17 11045700 61.4 11/1/10 78.06 79.85 77.12 78.3 5886500 76 11/1/10 143.64 147.53 141.18 141.46 5322400 138.57 11/1/10 20.35 21.81 20.22 21.16 56160100 20.27 11/1/10 13.19 14.17 12.86 13.13 22615500 12.98
12/1/10 1186.6 1262.6 1186.6 1257.64 3762922700 1257.64 12/1/10 315.27 326.66 314.89 322.56 11634300 322.56 12/1/10 16 17.22 16 16.63 12970200 16.63 12/1/10 63.94 65.88 63.7 65.77 9496800 63.92 12/1/10 79.14 80.94 75.94 76.76 5306400 74.51 12/1/10 143.61 147.5 143.51 146.76 4380100 143.76 12/1/10 21.46 22.07 20.65 21.03 42571100 20.15 12/1/10 13.35 15.63 13.31 15.39 21547500 15.21
1/3/11 1257.62 1302.67 1257.62 1286.12 4816605000 1286.12 1/3/11 325.64 348.6 324.84 339.32 20033500 339.32 1/3/11 16.81 17.34 15.41 16.12 23201900 16.12 1/3/11 65.88 65.88 61.89 62.85 9561300 61.09 1/3/11 77.1 77.59 72.14 73.67 12017300 71.51 1/3/11 147.21 164.35 146.64 162 6301400 158.69 1/3/11 21.01 21.94 20.27 21.46 77014100 20.56 1/3/11 15.82 16.72 15.6 16.57 43549100 16.38
2/1/11 1289.14 1344.07 1289.14 1327.22 3225297300 1327.22 2/1/11 341.3 364.9 337.72 353.21 18231200 353.21 2/1/11 16.33 17.84 16.04 16.4 24578700 16.4 2/1/11 62.88 64.75 62.13 63.92 8799400 62.13 2/1/11 74.22 76.45 73.08 75.68 7746400 74.06 2/1/11 162.11 166.25 159.03 161.88 4938900 159.2 2/1/11 21.49 22.21 21.01 21.47 56267700 20.75 2/1/11 16.66 17.68 15.96 16.85 27344100 16.69
3/1/11 1328.64 1332.28 1249.05 1325.83 4046691700 1325.83 3/1/11 355.47 361.67 326.26 348.51 17982100 348.51 3/1/11 16.46 17.7 15.81 16.68 25018300 16.68 3/1/11 64.28 66.85 61.29 66.34 9759000 64.95 3/1/11 75.71 77.25 72.89 76.09 6427100 74.46 3/1/11 163.15 167.72 151.71 163.07 5807600 160.37 3/1/11 21.61 22.08 19.71 20.18 61648000 19.5 3/1/11 16.93 17.75 15.42 17.66 22717800 17.49
4/1/11 1329.48 1364.56 1294.7 1363.61 4042194000 1363.61 4/1/11 351.11 355.13 320.16 350.13 18321700 350.13 4/1/11 16.83 17.77 16.06 17.7 20733400 17.7 4/1/11 66.89 68.47 65.81 67.46 7964000 66.04 4/1/11 76.3 78.59 75.66 78.31 5124100 76.63 4/1/11 163.7 173 162.19 170.58 5317800 167.75 4/1/11 20.38 23.19 19.36 23.15 80155900 22.37 4/1/11 17.8 18.47 15.88 17 29375800 16.84
5/2/11 1365.21 1370.58 1311.8 1345.2 4114534200 1345.2 5/2/11 349.74 351.83 329.42 347.83 12465600 347.83 5/2/11 17.79 18.84 15.63 16.55 41061000 16.55 5/2/11 67.76 68.77 66.3 66.81 7117700 65.41 5/2/11 78.4 83.08 78.2 81.54 6057000 80.39 5/2/11 172.11 173.54 165.9 168.93 5710800 166.87 5/2/11 23.02 23.96 22.11 22.51 78241600 21.92 5/2/11 17.27 17.96 15.83 16.81 27652400 16.68
6/1/11 1345.2 1345.2 1258.07 1320.64 4105601300 1320.64 6/1/11 348.87 352.13 310.5 335.67 15563200 335.67 6/1/11 16.34 16.43 14.5 15.04 25766600 15.04 6/1/11 66.6 67.49 64.43 67.29 8291200 66.35 6/1/11 81.47 84.91 80 84.32 6067100 83.13 6/1/11 168.9 172.45 161.52 171.55 5024900 169.46 6/1/11 22.45 22.48 21 22.16 56253400 21.58 6/1/11 16.63 16.67 14.56 15.86 20657300 15.73
7/1/11 1320.64 1356.48 1282.86 1292.28 4308168000 1292.28 7/1/11 335.95 404.5 334.2 390.48 20130400 390.48 7/1/11 15.08 15.95 13.04 13.1 29531700 13.1 7/1/11 67.02 69.82 66.59 68.01 8650700 67.06 7/1/11 84.16 89.57 84.15 86.48 6136200 85.26 7/1/11 171.61 185.63 171.49 181.85 6012900 179.64 7/1/11 22.21 23.39 22.08 22.33 49860500 21.75 7/1/11 15.99 16.6 14.5 14.73 22757600 14.61
8/1/11 1292.59 1307.38 1101.54 1218.89 4942913400 1218.89 8/1/11 397.78 399.5 353.02 384.83 25803300 384.83 8/1/11 13.24 13.98 11.09 13.61 33464500 13.61 8/1/11 68.5 70.77 63.59 70.45 14570400 69.47 8/1/11 87.49 91.22 82.01 90.41 9123300 89.74 8/1/11 182.6 183.69 157.13 171.91 8744700 170.56 8/1/11 22.57 22.69 19.16 20.13 69911100 19.79 8/1/11 15.08 15.15 11.11 12.8 32353600 12.73
9/1/11 1219.12 1229.29 1114.22 1131.42 5104933800 1131.42 9/1/11 385.82 422.86 366.48 381.32 21301100 381.32 9/1/11 13.67 15.4 12.45 13.17 42721700 13.17 9/1/11 70.09 71.77 66.62 67.56 12911100 67.07 9/1/11 90.27 91.09 83.65 87.82 8310800 87.16 9/1/11 172.71 180.91 158.76 174.87 6938200 173.49 9/1/11 20.28 22.98 19.16 21.34 66708800 20.98 9/1/11 12.68 12.88 9.56 9.57 29585100 9.51
10/3/11 1131.21 1292.66 1074.77 1253.3 4874946600 1253.3 10/3/11 380.37 426.7 354.24 404.78 22989000 404.78 10/3/11 13.7 16.79 13.37 15.64 36397100 15.64 10/3/11 66.59 69.09 63.34 68.32 10130400 67.83 10/3/11 87.43 93.84 83.74 92.85 6792900 92.16 10/3/11 174.36 190.53 168.88 184.63 7108200 183.18 10/3/11 21.18 25.2 20.4 24.54 74602900 24.13 10/3/11 9.41 11.66 8.45 10.76 48202100 10.7
11/1/11 1251 1277.55 1158.66 1246.96 4287457600 1246.96 11/1/11 397.41 408 363.32 382.2 15928300 382.2 11/1/11 14.95 16.5 14.75 15.71 24317800 15.71 11/1/11 67.13 68.82 64.74 67.23 8663400 67.23 11/1/11 92.31 95.54 91.22 95.52 5597400 95.52 11/1/11 181.55 189.97 177.06 188 4992900 187.27 11/1/11 24.11 25.5 22.51 24.91 57649200 24.71 11/1/11 10.22 11.02 8.87 10.02 31224300 9.99
12/1/11 1246.91 1269.37 1202.37 1257.6 3667346600 1257.6 12/1/11 382.54 409.09 377.68 405 11018800 405 12/1/11 16.42 16.46 14.57 16.13 21930200 16.13 12/1/11 67 70.29 65.88 69.97 7557500 69.97 12/1/11 95.44 101 94.82 100.33 5402700 100.33 12/1/11 187.01 194.9 179.04 183.88 5093600 183.17 12/1/11 24.87 25.78 23.05 24.25 48066900 24.06 12/1/11 9.93 10.11 8.5 8.65 28126900 8.62
1/3/12 1258.86 1333.47 1258.86 1312.41 4182808000 1312.41 1/3/12 409.4 458.24 409 456.48 12924200 456.48 1/3/12 16.27 16.39 15.35 15.47 18156100 15.47 1/3/12 70.15 70.71 66.57 67.53 7844300 67.53 1/3/12 101.33 102.22 97.7 99.05 6346300 99.05 1/3/12 186.73 193.1 177.35 192.6 5742000 191.85 1/3/12 24.62 27 24.39 26.42 58261100 26.21 1/3/12 8.94 10.74 8.89 10.16 33417400 10.13
2/1/12 1312.45 1351 1312.45 1349.96 4758241600 1349.96 2/1/12 458.41 476.79 453.98 476.68 12633100 476.68 2/1/12 15.57 15.98 15.53 15.78 14740200 15.78 2/1/12 67.88 69.45 67.63 68.33 9685900 68.33 2/1/12 99.46 101.29 98.26 100.05 6018300 100.05 2/1/12 193.21 194.81 191.33 192.95 4699700 192.95 2/1/12 26.74 26.99 26.36 26.85 44548900 26.85 2/1/12 10.27 10.92 10.17 10.67 30293200 10.67

Sheet1

Yahoo Finance February 9, 2012
Stock Beta (Yahoo Finance)
rene: rene: Data taken on feb. 21 2011
Calculated Annual StDev Std. Dev. (from stock beta) Price of Stock
S&P500 1.0000 0.1640 $1,351.95
DELL 1.3300 0.2181 $18.06
NVDA 1.5300 0.2509 $16.30
X 2.4800 0.4067 $31.01
ADP 0.7200 0.1181 $54.57
THC 2.7200 0.4461 $5.58
K 0.4300 0.0705 $50.21

Sheet3