whole Apple Market Market Excess Market Excess Market Excess Date Excess Date Date Date Date Excess return Excess Return in % 19810130 in % -5.0067 19810227 19810331 19810430 19810529 19810630 19810731 19810831 19810930 0.4835 -17.9977 -7.2355 19850228 19850329 19811030 19811130 19811231 19820129 19820226 3.3023 -2.2016 0.2904 -2.5388 -22.9848 -1.4985 -5.0285 -6.9084 -20.7314 -7.6564 -25.4284 4.8495 29.8515 3.482 -7.957 -3.6838 17.8552 -3.3516 -8.6176 -6.0306 -11.3156 -8.8277 14.6604 15.3824 Return in return in % 1.0867 -15.2583 -0.79 -11.222 19850430 -0.9765 -4.7115 19850531 4.9718 -18.8412 19850628 1.1534 3.0424 19850731 -0.6446 -12.4256 19850830 -1.0592 -6.0912 19850930 -4.5879 4.3951 19851031 3.8419 17.6519 19891130 19851129 6.3074 7.4384 19820331 -2.1167 19820430 19820528 3.198 -3.7802 -8.6167 -13.675 -6.0222 19820630 -3.462 19820730 -3.074 19820831 11.0668 19820930 19821029 1.1642 11.3165 19821130 4.4729 19821231 0.8231 -9.96 4.833 32.3458 0.8722 38.0195 24.8959 -6.9039 19860731 19860829 19851231 3.6921 8.7031 19860131 0.4965 4.6275 19860228 6.7204 7.5784 19860331 4.7917 12.4037 19860430 -1.3241 6.5459 19860530 4.5906 21.8206 19860630 0.9004 -3.5656 -6.4711 -13.3931 19830131 3.4986 36.1336 19830228 2.4034 11.0024 19830331 2.8344 -8.0296 19830429 6.7272 18.8352 19830531 19830630 19830729 19830831 19830930 19831031 19831130 19831230 19840131 19840229 19840330 19840430 19840531 0.611 19840629 -0.56 -6.0238 1.5846 19840731 -2.9375 0.5636 3.1179 -3.8487 -29.3367 -0.4882 5.9758 0.8453 -38.6797 -3.5483 -2.9053 2.2361 -10.6649 -1.7499 18.9281 -2.1103 0.7297 -4.6398 5.3282 -6.442 25.955 -7.1648 -10.5404 -4.6495 13.5976 -16.0341 6.1566 17.9386 19860930 -8.3793 -9.9373 19861031 4.5101 2.9371 19861128 1.1156 15.1306 19861231 -3.1157 0.7733 19870130 12.4329 36.6219 19870227 4.3591 25.6951 19870331 1.8628 -8.3582 19870430 -2.1295 22.4395 19870529 0.136 -0.54 19870630 3.8659 2.0289 19870731 4.0172 1.4462 19870831 3.2386 30.5806 19870930 -2.561 4.148 19871030 -23.138 -32.241 19871130 -7.5656 -14.6926 19871231 6.7332 26.9742 19880129 4.2118 -1.4662 19840831 10.4727 3.1257 19840928 -0.7893 -6.0183 19841031 -0.9836 -1.9716 19841130 -1.8014 -1.2364 19841231 1.6727 19850131 7.9246 16.9847 -1.0764 19880229 4.7126 3.3506 19880331 -2.1002 -7.4172 19880429 0.6413 2.0423 19880531 -0.4611 19880630 4.6618 19880729 -1.233 -4.56 19880831 -3.3967 -10.5567 19880930 3.1065 7.8495 19881031 1.1566 -11.3014 19881130 -2.2152 -2.9042 19881230 1.4764 6.3464 19890131 6.0334 -6.7876 19890228 -2.256 -4.32 19890331 1.5257 -2.3453 -1.9059 5.3781 19901130 6.0089 19.3369 19901231 2.3531 16.4081 19910131 4.4443 28.6063 19910228 7.1083 2.8923 19910328 2.4529 18.3379 19910430 -0.2015 -19.6515 19910531 3.6269 -14.7731 19910628 -4.8201 -12.1191 19910731 4.196 10.962 19910830 2.221 14.393 19910930 -1.5528 -7.0598 19911031 1.3544 3.6154 19911129 -4.1195 -1.6145 19911231 10.2988 10.7048 19920131 -0.4249 14.5501 19920228 1.0512 4.1492 19920331 -2.7076 -14.0416 19920430 1.0137 2.8887 Excess return in 19890428 4.139 8.793 19890531 3.1334 21.8914 19890630 -1.2017 -14.3277 19890731 7.009 -4.34 19890831 1.5446 11.5326 19890929 -0.7857 -0.6387 19891031 -3.61 3.812 1.148 -5.236 19891229 1.2359 -20.9331 19900131 -7.5972 -4.1312 19900228 0.9082 -0.2578 19900330 1.776 17.744 19900430 -3.5119 -2.8569 19900531 8.2536 4.4006 19900629 -1.0098 7.8952 19900731 -1.6104 -6.8154 19900831 -9.8054 -12.2584 19900928 -5.9824 -22.2204 19901031 Return in % Excess return in % 19930630 0.2694 -30.5186 19930730 -0.3192 -29.9872 19930831 3.695 -4.325 19930930 -0.1716 -12.0276 19931029 1.585 31.33 19931130 -2.0087 2.5813 19931231 1.7257 -7.3693 19940131 2.8967 11.7157 19940228 -2.634 11.605 Return in 19940331 -4.8269 -9.1509 0.9099 10.9628 19920529 0.3662 -0.8998 19920630 -2.2481 -19.7841 19920731 3.6978 -2.8932 19920831 -2.3405 -1.6085 19920930 0.9857 -2.1593 19921030 0.8714 16.1144 19921130 3.7854 9.5174 19921231 1.548 3.686 19930129 1.0305 -0.6515 19930226 0.3191 -10.9439 19930331 2.2542 -3.0838 19930430 -2.7772 -0.7222 19930528 2.7422 10.5052 19940429 0.6769 -10.0451 19940531 0.621 -2.415 19940630 -3.1028 -9.7138 19940729 2.7879 26.8479 19940831 3.8913 7.4083 19940930 -2.2019 -7.2739 19941031 1.068 27.816 19941130 -4.0911 -13.8391 19941230 0.818 4.255 19950131 1.6244 3.1104 19950228 3.5627 -2.2683 19950331 2.2906 -11.1724 19950428 2.06 8.066 19950531 2.8655 8.4385 19950630 2.6456 11.2576 19950731 3.6258 -3.5482 19950831 0.4673 -4.6417 19950929 3.2051 -13.8029 19951031 -1.6034 -2.9884 19951130 3.8602 4.9112 19951229 19960131 19960229 1.2402 -0.8428 19960329 0.6987 -11.0763 19960430 2.0931 -1.2209 19960531 2.2818 6.7808 19960628 -1.228 -20.017 19960731 -5.8317 4.3123 19960830 2.8348 9.8148 19960930 4.8635 -8.9425 19961031 0.9384 3.2374 19961129 6.1559 4.4969 19961231 -1.5764 -13.9124 19970131 4.9436 -20.7604 19970228 -0.4928 -2.6348 19970331 -4.913 11.877 19970430 3.7987 -7.2803 19970530 6.7357 -2.6323 19970630 4.0406 -14.6604 19970731 7.2206 22.3776 1.0308 -16.8812 2.3872 -13.7608 Market Excess Excess Return in return in % 19970829 -4.0328 23.8802 19970930 5.3854 -0.7446 19971031 -3.8441 -21.8611 19971128 2.6687 3.8427 19971231 1.3141 -26.5189 19980130 0.0326 39.1036 19980227 6.9383 28.6253 19980331 4.6835 15.9535 19980430 0.6552 -0.8858 19980529 -2.9555 -3.1205 19980630 2.7969 7.3439 19980731 -2.7133 20.3097 19980831 -16.1682 -10.3292 19980930 5.9965 21.8565 19981030 7.1007 -2.9583 19981130 5.8757 -14.2963 19981231 5.9271 27.8021 19990129 3.4856 0.2616 19990226 -4.1482 -15.8152 19990331 3.3784 2.8244 19990430 4.5206 27.6216 19990528 -2.4203 -4.5583 19990630 4.6862 4.6962 19990730 -3.4268 19.8772 19990831 -1.3866 16.7844 19990930 -2.6545 -3.3395 19991029 5.8449 26.1969 19991130 3.3049 21.7719 19991231 8.0136 4.6686 20000131 -4.4103 0.4777 20000229 2.7445 10.0525 20000331 4.9153 18.0463 20000428 -6.4065 -9.1115 20000531 -4.3832 -32.7702 20000630 4.7906 24.3276 20000731 -2.1872 -3.4602 20000831 7.1368 19.4258 20000929 -5.6233 -58.2533 20001031 -2.9777 -24.5507 20001130 -10.7516 -16.1516 20001229 1.5441 -10.3389 20010131 3.4287 44.8537 20010228 -10.2923 -15.9723 Market Date Excess return in 20011031 2.5816 Excess Return in % 13.0016 20011130 7.6981 21.1231 20011231 1.6356 2.6686 20020131 -1.745 12.738 20020228 -2.2995 -12.3455 20020328 4.3349 8.9439 20020430 -5.1196 2.3804 20020531 -1.1902 -4.1412 20020628 -7.1562 -24.0792 20020731 -8.2647 -14.0337 20020830 0.6578 -3.4822 20020930 -10.1384 -1.8364 20021031 7.3626 10.6946 20021129 6.0114 -3.6636 20021231 -5.4389 -7.6559 20030131 -2.4374 0.1156 20030228 -1.6281 4.4389 20030331 0.932 -5.898 20030430 8.1861 0.4721 20030530 6.2607 26.1407 20030630 1.5346 6.0856 20030731 2.2456 10.5306 20030829 2.4221 7.1891 20030930 -0.9965 -8.4455 20031031 5.964 10.403 20031128 1.5885 -8.7225 20031231 4.4699 2.1169 20040130 2.2374 5.4994 20040227 1.4847 5.9657 20040331 -1.1534 12.9586 20040430 -2.5015 -4.7395 20040528 1.3527 8.7837 20040630 2.0753 15.8843 20040730 -3.8609 -0.7069 20040831 0.1594 6.5364 20040930 1.9375 12.2325 20041029 1.6681 35.1131 20041130 4.6709 27.8039 20041231 3.3508 -4.1192 20050131 -2.8221 19.2439 20050228 2.1059 16.5069 20050331 -1.9063 -7.3233 20010330 -7.461 20010430 8.0056 15.1096 20010531 0.7377 -22.0523 20010629 -2.0258 16.2632 20010731 -2.1339 -19.4829 20010831 -6.2076 -1.5766 20010928 -9.427 -16.661 20.5 20050429 -2.7262 -13.6702 20050531 3.5345 10.0195 20050630 0.9267 -7.6443 20050729 4.0947 15.6267 20050831 -0.886 9.649 20050930 0.7762 14.0462 20051031 -2.3508 7.1512 20051130 3.7355 17.4585 20051230 0.033 5.685
whole Apple Market Market Excess Market Excess Market Excess Date Excess Date Date Date Date Excess return Excess Return in % 19810130 in % -5.0067 19810227 19810331 19810430 19810529 19810630 19810731 19810831 19810930 0.4835 -17.9977 -7.2355 19850228 19850329 19811030 19811130 19811231 19820129 19820226 3.3023 -2.2016 0.2904 -2.5388 -22.9848 -1.4985 -5.0285 -6.9084 -20.7314 -7.6564 -25.4284 4.8495 29.8515 3.482 -7.957 -3.6838 17.8552 -3.3516 -8.6176 -6.0306 -11.3156 -8.8277 14.6604 15.3824 Return in return in % 1.0867 -15.2583 -0.79 -11.222 19850430 -0.9765 -4.7115 19850531 4.9718 -18.8412 19850628 1.1534 3.0424 19850731 -0.6446 -12.4256 19850830 -1.0592 -6.0912 19850930 -4.5879 4.3951 19851031 3.8419 17.6519 19891130 19851129 6.3074 7.4384 19820331 -2.1167 19820430 19820528 3.198 -3.7802 -8.6167 -13.675 -6.0222 19820630 -3.462 19820730 -3.074 19820831 11.0668 19820930 19821029 1.1642 11.3165 19821130 4.4729 19821231 0.8231 -9.96 4.833 32.3458 0.8722 38.0195 24.8959 -6.9039 19860731 19860829 19851231 3.6921 8.7031 19860131 0.4965 4.6275 19860228 6.7204 7.5784 19860331 4.7917 12.4037 19860430 -1.3241 6.5459 19860530 4.5906 21.8206 19860630 0.9004 -3.5656 -6.4711 -13.3931 19830131 3.4986 36.1336 19830228 2.4034 11.0024 19830331 2.8344 -8.0296 19830429 6.7272 18.8352 19830531 19830630 19830729 19830831 19830930 19831031 19831130 19831230 19840131 19840229 19840330 19840430 19840531 0.611 19840629 -0.56 -6.0238 1.5846 19840731 -2.9375 0.5636 3.1179 -3.8487 -29.3367 -0.4882 5.9758 0.8453 -38.6797 -3.5483 -2.9053 2.2361 -10.6649 -1.7499 18.9281 -2.1103 0.7297 -4.6398 5.3282 -6.442 25.955 -7.1648 -10.5404 -4.6495 13.5976 -16.0341 6.1566 17.9386 19860930 -8.3793 -9.9373 19861031 4.5101 2.9371 19861128 1.1156 15.1306 19861231 -3.1157 0.7733 19870130 12.4329 36.6219 19870227 4.3591 25.6951 19870331 1.8628 -8.3582 19870430 -2.1295 22.4395 19870529 0.136 -0.54 19870630 3.8659 2.0289 19870731 4.0172 1.4462 19870831 3.2386 30.5806 19870930 -2.561 4.148 19871030 -23.138 -32.241 19871130 -7.5656 -14.6926 19871231 6.7332 26.9742 19880129 4.2118 -1.4662 19840831 10.4727 3.1257 19840928 -0.7893 -6.0183 19841031 -0.9836 -1.9716 19841130 -1.8014 -1.2364 19841231 1.6727 19850131 7.9246 16.9847 -1.0764 19880229 4.7126 3.3506 19880331 -2.1002 -7.4172 19880429 0.6413 2.0423 19880531 -0.4611 19880630 4.6618 19880729 -1.233 -4.56 19880831 -3.3967 -10.5567 19880930 3.1065 7.8495 19881031 1.1566 -11.3014 19881130 -2.2152 -2.9042 19881230 1.4764 6.3464 19890131 6.0334 -6.7876 19890228 -2.256 -4.32 19890331 1.5257 -2.3453 -1.9059 5.3781 19901130 6.0089 19.3369 19901231 2.3531 16.4081 19910131 4.4443 28.6063 19910228 7.1083 2.8923 19910328 2.4529 18.3379 19910430 -0.2015 -19.6515 19910531 3.6269 -14.7731 19910628 -4.8201 -12.1191 19910731 4.196 10.962 19910830 2.221 14.393 19910930 -1.5528 -7.0598 19911031 1.3544 3.6154 19911129 -4.1195 -1.6145 19911231 10.2988 10.7048 19920131 -0.4249 14.5501 19920228 1.0512 4.1492 19920331 -2.7076 -14.0416 19920430 1.0137 2.8887 Excess return in 19890428 4.139 8.793 19890531 3.1334 21.8914 19890630 -1.2017 -14.3277 19890731 7.009 -4.34 19890831 1.5446 11.5326 19890929 -0.7857 -0.6387 19891031 -3.61 3.812 1.148 -5.236 19891229 1.2359 -20.9331 19900131 -7.5972 -4.1312 19900228 0.9082 -0.2578 19900330 1.776 17.744 19900430 -3.5119 -2.8569 19900531 8.2536 4.4006 19900629 -1.0098 7.8952 19900731 -1.6104 -6.8154 19900831 -9.8054 -12.2584 19900928 -5.9824 -22.2204 19901031 Return in % Excess return in % 19930630 0.2694 -30.5186 19930730 -0.3192 -29.9872 19930831 3.695 -4.325 19930930 -0.1716 -12.0276 19931029 1.585 31.33 19931130 -2.0087 2.5813 19931231 1.7257 -7.3693 19940131 2.8967 11.7157 19940228 -2.634 11.605 Return in 19940331 -4.8269 -9.1509 0.9099 10.9628 19920529 0.3662 -0.8998 19920630 -2.2481 -19.7841 19920731 3.6978 -2.8932 19920831 -2.3405 -1.6085 19920930 0.9857 -2.1593 19921030 0.8714 16.1144 19921130 3.7854 9.5174 19921231 1.548 3.686 19930129 1.0305 -0.6515 19930226 0.3191 -10.9439 19930331 2.2542 -3.0838 19930430 -2.7772 -0.7222 19930528 2.7422 10.5052 19940429 0.6769 -10.0451 19940531 0.621 -2.415 19940630 -3.1028 -9.7138 19940729 2.7879 26.8479 19940831 3.8913 7.4083 19940930 -2.2019 -7.2739 19941031 1.068 27.816 19941130 -4.0911 -13.8391 19941230 0.818 4.255 19950131 1.6244 3.1104 19950228 3.5627 -2.2683 19950331 2.2906 -11.1724 19950428 2.06 8.066 19950531 2.8655 8.4385 19950630 2.6456 11.2576 19950731 3.6258 -3.5482 19950831 0.4673 -4.6417 19950929 3.2051 -13.8029 19951031 -1.6034 -2.9884 19951130 3.8602 4.9112 19951229 19960131 19960229 1.2402 -0.8428 19960329 0.6987 -11.0763 19960430 2.0931 -1.2209 19960531 2.2818 6.7808 19960628 -1.228 -20.017 19960731 -5.8317 4.3123 19960830 2.8348 9.8148 19960930 4.8635 -8.9425 19961031 0.9384 3.2374 19961129 6.1559 4.4969 19961231 -1.5764 -13.9124 19970131 4.9436 -20.7604 19970228 -0.4928 -2.6348 19970331 -4.913 11.877 19970430 3.7987 -7.2803 19970530 6.7357 -2.6323 19970630 4.0406 -14.6604 19970731 7.2206 22.3776 1.0308 -16.8812 2.3872 -13.7608 Market Excess Excess Return in return in % 19970829 -4.0328 23.8802 19970930 5.3854 -0.7446 19971031 -3.8441 -21.8611 19971128 2.6687 3.8427 19971231 1.3141 -26.5189 19980130 0.0326 39.1036 19980227 6.9383 28.6253 19980331 4.6835 15.9535 19980430 0.6552 -0.8858 19980529 -2.9555 -3.1205 19980630 2.7969 7.3439 19980731 -2.7133 20.3097 19980831 -16.1682 -10.3292 19980930 5.9965 21.8565 19981030 7.1007 -2.9583 19981130 5.8757 -14.2963 19981231 5.9271 27.8021 19990129 3.4856 0.2616 19990226 -4.1482 -15.8152 19990331 3.3784 2.8244 19990430 4.5206 27.6216 19990528 -2.4203 -4.5583 19990630 4.6862 4.6962 19990730 -3.4268 19.8772 19990831 -1.3866 16.7844 19990930 -2.6545 -3.3395 19991029 5.8449 26.1969 19991130 3.3049 21.7719 19991231 8.0136 4.6686 20000131 -4.4103 0.4777 20000229 2.7445 10.0525 20000331 4.9153 18.0463 20000428 -6.4065 -9.1115 20000531 -4.3832 -32.7702 20000630 4.7906 24.3276 20000731 -2.1872 -3.4602 20000831 7.1368 19.4258 20000929 -5.6233 -58.2533 20001031 -2.9777 -24.5507 20001130 -10.7516 -16.1516 20001229 1.5441 -10.3389 20010131 3.4287 44.8537 20010228 -10.2923 -15.9723 Market Date Excess return in 20011031 2.5816 Excess Return in % 13.0016 20011130 7.6981 21.1231 20011231 1.6356 2.6686 20020131 -1.745 12.738 20020228 -2.2995 -12.3455 20020328 4.3349 8.9439 20020430 -5.1196 2.3804 20020531 -1.1902 -4.1412 20020628 -7.1562 -24.0792 20020731 -8.2647 -14.0337 20020830 0.6578 -3.4822 20020930 -10.1384 -1.8364 20021031 7.3626 10.6946 20021129 6.0114 -3.6636 20021231 -5.4389 -7.6559 20030131 -2.4374 0.1156 20030228 -1.6281 4.4389 20030331 0.932 -5.898 20030430 8.1861 0.4721 20030530 6.2607 26.1407 20030630 1.5346 6.0856 20030731 2.2456 10.5306 20030829 2.4221 7.1891 20030930 -0.9965 -8.4455 20031031 5.964 10.403 20031128 1.5885 -8.7225 20031231 4.4699 2.1169 20040130 2.2374 5.4994 20040227 1.4847 5.9657 20040331 -1.1534 12.9586 20040430 -2.5015 -4.7395 20040528 1.3527 8.7837 20040630 2.0753 15.8843 20040730 -3.8609 -0.7069 20040831 0.1594 6.5364 20040930 1.9375 12.2325 20041029 1.6681 35.1131 20041130 4.6709 27.8039 20041231 3.3508 -4.1192 20050131 -2.8221 19.2439 20050228 2.1059 16.5069 20050331 -1.9063 -7.3233 20010330 -7.461 20010430 8.0056 15.1096 20010531 0.7377 -22.0523 20010629 -2.0258 16.2632 20010731 -2.1339 -19.4829 20010831 -6.2076 -1.5766 20010928 -9.427 -16.661 20.5 20050429 -2.7262 -13.6702 20050531 3.5345 10.0195 20050630 0.9267 -7.6443 20050729 4.0947 15.6267 20050831 -0.886 9.649 20050930 0.7762 14.0462 20051031 -2.3508 7.1512 20051130 3.7355 17.4585 20051230 0.033 5.685
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Related questions
Question
Apple CAPM Data file posted on has data about the monthly return on Apple Inc. from 1981 to 2005 (300 months) as well as the monthly return on the whole stock market (measured by a value-weight stock market index) and the monthly return on 30-day Treasury Bills. Use this file to answer the following questions:
Show all your work, Use Excel.
A) Run a regression of the excess return on Apple Inc. on the excess return on the whole market
and write down your estimated equation.
B) What is Beta for Apple Inc.? Is it significant
C) What is Alpha for Apple Inc.? Is it significant
Transcribed Image Text:whole
Apple
Market
Market
Excess
Market
Excess
Market
Excess
Date
Excess
Date
Date
Date
Date
Excess return
Excess
Return in %
19810130
in %
-5.0067
19810227
19810331
19810430
19810529
19810630
19810731
19810831
19810930
0.4835
-17.9977
-7.2355
19850228
19850329
19811030
19811130
19811231
19820129
19820226
3.3023
-2.2016
0.2904
-2.5388 -22.9848
-1.4985 -5.0285
-6.9084 -20.7314
-7.6564 -25.4284
4.8495 29.8515
3.482
-7.957
-3.6838
17.8552
-3.3516
-8.6176
-6.0306 -11.3156
-8.8277
14.6604
15.3824
Return in
return in
%
1.0867 -15.2583
-0.79 -11.222
19850430 -0.9765 -4.7115
19850531 4.9718 -18.8412
19850628 1.1534 3.0424
19850731 -0.6446 -12.4256
19850830 -1.0592 -6.0912
19850930 -4.5879 4.3951
19851031 3.8419 17.6519
19891130
19851129 6.3074 7.4384
19820331
-2.1167
19820430
19820528
3.198
-3.7802
-8.6167
-13.675
-6.0222
19820630
-3.462
19820730
-3.074
19820831
11.0668
19820930
19821029
1.1642
11.3165
19821130
4.4729
19821231
0.8231
-9.96
4.833
32.3458
0.8722
38.0195
24.8959
-6.9039
19860731
19860829
19851231 3.6921 8.7031
19860131 0.4965 4.6275
19860228 6.7204 7.5784
19860331 4.7917 12.4037
19860430 -1.3241 6.5459
19860530 4.5906 21.8206
19860630 0.9004 -3.5656
-6.4711 -13.3931
19830131
3.4986
36.1336
19830228
2.4034
11.0024
19830331
2.8344
-8.0296
19830429
6.7272
18.8352
19830531
19830630
19830729
19830831
19830930
19831031
19831130
19831230
19840131
19840229
19840330
19840430
19840531
0.611
19840629
-0.56
-6.0238
1.5846
19840731
-2.9375
0.5636
3.1179
-3.8487 -29.3367
-0.4882
5.9758
0.8453 -38.6797
-3.5483 -2.9053
2.2361 -10.6649
-1.7499 18.9281
-2.1103
0.7297
-4.6398
5.3282
-6.442
25.955
-7.1648
-10.5404
-4.6495
13.5976
-16.0341
6.1566 17.9386
19860930 -8.3793 -9.9373
19861031 4.5101 2.9371
19861128 1.1156 15.1306
19861231 -3.1157 0.7733
19870130 12.4329 36.6219
19870227 4.3591 25.6951
19870331 1.8628 -8.3582
19870430 -2.1295 22.4395
19870529 0.136
-0.54
19870630 3.8659
2.0289
19870731 4.0172
1.4462
19870831 3.2386 30.5806
19870930 -2.561 4.148
19871030 -23.138 -32.241
19871130 -7.5656 -14.6926
19871231 6.7332 26.9742
19880129 4.2118 -1.4662
19840831
10.4727
3.1257
19840928
-0.7893
-6.0183
19841031
-0.9836
-1.9716
19841130
-1.8014
-1.2364
19841231
1.6727
19850131
7.9246
16.9847
-1.0764
19880229 4.7126 3.3506
19880331 -2.1002 -7.4172
19880429 0.6413 2.0423
19880531 -0.4611
19880630 4.6618
19880729 -1.233
-4.56
19880831 -3.3967 -10.5567
19880930 3.1065 7.8495
19881031 1.1566 -11.3014
19881130 -2.2152 -2.9042
19881230 1.4764 6.3464
19890131 6.0334
-6.7876
19890228 -2.256
-4.32
19890331 1.5257 -2.3453
-1.9059 5.3781
19901130 6.0089 19.3369
19901231 2.3531 16.4081
19910131 4.4443 28.6063
19910228 7.1083 2.8923
19910328 2.4529 18.3379
19910430 -0.2015 -19.6515
19910531 3.6269 -14.7731
19910628 -4.8201 -12.1191
19910731 4.196 10.962
19910830 2.221 14.393
19910930 -1.5528 -7.0598
19911031 1.3544 3.6154
19911129 -4.1195 -1.6145
19911231 10.2988 10.7048
19920131 -0.4249 14.5501
19920228 1.0512 4.1492
19920331 -2.7076 -14.0416
19920430 1.0137 2.8887
Excess
return in
19890428
4.139 8.793
19890531 3.1334 21.8914
19890630 -1.2017 -14.3277
19890731 7.009
-4.34
19890831 1.5446 11.5326
19890929 -0.7857 -0.6387
19891031 -3.61
3.812
1.148 -5.236
19891229 1.2359 -20.9331
19900131 -7.5972 -4.1312
19900228 0.9082 -0.2578
19900330 1.776 17.744
19900430 -3.5119 -2.8569
19900531 8.2536 4.4006
19900629 -1.0098
7.8952
19900731 -1.6104 -6.8154
19900831 -9.8054 -12.2584
19900928 -5.9824 -22.2204
19901031
Return in
%
Excess
return in
%
19930630 0.2694 -30.5186
19930730 -0.3192 -29.9872
19930831 3.695 -4.325
19930930 -0.1716 -12.0276
19931029
1.585 31.33
19931130 -2.0087 2.5813
19931231 1.7257 -7.3693
19940131 2.8967 11.7157
19940228 -2.634 11.605
Return in
19940331 -4.8269 -9.1509
0.9099
10.9628
19920529 0.3662 -0.8998
19920630 -2.2481 -19.7841
19920731 3.6978 -2.8932
19920831 -2.3405 -1.6085
19920930 0.9857 -2.1593
19921030 0.8714 16.1144
19921130 3.7854 9.5174
19921231 1.548 3.686
19930129 1.0305 -0.6515
19930226 0.3191 -10.9439
19930331 2.2542 -3.0838
19930430 -2.7772 -0.7222
19930528 2.7422 10.5052
19940429 0.6769 -10.0451
19940531 0.621 -2.415
19940630 -3.1028 -9.7138
19940729 2.7879 26.8479
19940831 3.8913 7.4083
19940930 -2.2019 -7.2739
19941031 1.068 27.816
19941130 -4.0911 -13.8391
19941230
0.818 4.255
19950131 1.6244 3.1104
19950228 3.5627 -2.2683
19950331 2.2906 -11.1724
19950428
2.06
8.066
19950531 2.8655 8.4385
19950630 2.6456 11.2576
19950731 3.6258
-3.5482
19950831 0.4673 -4.6417
19950929 3.2051 -13.8029
19951031 -1.6034 -2.9884
19951130 3.8602 4.9112
19951229
19960131
19960229 1.2402 -0.8428
19960329 0.6987 -11.0763
19960430
2.0931 -1.2209
19960531 2.2818 6.7808
19960628 -1.228 -20.017
19960731 -5.8317 4.3123
19960830 2.8348
9.8148
19960930 4.8635 -8.9425
19961031 0.9384 3.2374
19961129 6.1559 4.4969
19961231 -1.5764 -13.9124
19970131 4.9436 -20.7604
19970228 -0.4928 -2.6348
19970331 -4.913 11.877
19970430 3.7987 -7.2803
19970530 6.7357 -2.6323
19970630 4.0406 -14.6604
19970731 7.2206 22.3776
1.0308 -16.8812
2.3872 -13.7608
Market Excess
Excess Return in
return in
%
19970829 -4.0328 23.8802
19970930 5.3854 -0.7446
19971031 -3.8441 -21.8611
19971128 2.6687 3.8427
19971231 1.3141 -26.5189
19980130 0.0326 39.1036
19980227 6.9383 28.6253
19980331 4.6835 15.9535
19980430 0.6552 -0.8858
19980529 -2.9555 -3.1205
19980630 2.7969 7.3439
19980731 -2.7133 20.3097
19980831 -16.1682 -10.3292
19980930 5.9965 21.8565
19981030 7.1007 -2.9583
19981130 5.8757 -14.2963
19981231 5.9271 27.8021
19990129 3.4856 0.2616
19990226 -4.1482 -15.8152
19990331 3.3784 2.8244
19990430 4.5206 27.6216
19990528 -2.4203 -4.5583
19990630 4.6862 4.6962
19990730 -3.4268 19.8772
19990831 -1.3866 16.7844
19990930 -2.6545 -3.3395
19991029 5.8449 26.1969
19991130 3.3049 21.7719
19991231 8.0136 4.6686
20000131 -4.4103 0.4777
20000229 2.7445 10.0525
20000331 4.9153 18.0463
20000428 -6.4065 -9.1115
20000531 -4.3832 -32.7702
20000630 4.7906 24.3276
20000731 -2.1872 -3.4602
20000831 7.1368 19.4258
20000929 -5.6233 -58.2533
20001031 -2.9777 -24.5507
20001130 -10.7516 -16.1516
20001229 1.5441 -10.3389
20010131 3.4287 44.8537
20010228 -10.2923 -15.9723
Market
Date
Excess
return in
20011031 2.5816
Excess
Return in
%
13.0016
20011130 7.6981 21.1231
20011231 1.6356 2.6686
20020131 -1.745 12.738
20020228 -2.2995 -12.3455
20020328 4.3349 8.9439
20020430 -5.1196 2.3804
20020531 -1.1902 -4.1412
20020628 -7.1562 -24.0792
20020731 -8.2647 -14.0337
20020830 0.6578 -3.4822
20020930 -10.1384 -1.8364
20021031 7.3626 10.6946
20021129 6.0114 -3.6636
20021231 -5.4389 -7.6559
20030131 -2.4374 0.1156
20030228 -1.6281 4.4389
20030331 0.932 -5.898
20030430 8.1861 0.4721
20030530 6.2607 26.1407
20030630 1.5346 6.0856
20030731 2.2456 10.5306
20030829 2.4221 7.1891
20030930 -0.9965 -8.4455
20031031 5.964 10.403
20031128 1.5885 -8.7225
20031231 4.4699 2.1169
20040130 2.2374 5.4994
20040227 1.4847 5.9657
20040331 -1.1534 12.9586
20040430 -2.5015 -4.7395
20040528 1.3527 8.7837
20040630 2.0753 15.8843
20040730 -3.8609 -0.7069
20040831 0.1594 6.5364
20040930 1.9375 12.2325
20041029 1.6681 35.1131
20041130 4.6709 27.8039
20041231 3.3508 -4.1192
20050131 -2.8221 19.2439
20050228 2.1059 16.5069
20050331 -1.9063 -7.3233
20010330 -7.461
20010430 8.0056 15.1096
20010531 0.7377 -22.0523
20010629 -2.0258 16.2632
20010731 -2.1339 -19.4829
20010831 -6.2076 -1.5766
20010928 -9.427 -16.661
20.5
20050429 -2.7262 -13.6702
20050531 3.5345 10.0195
20050630 0.9267 -7.6443
20050729 4.0947 15.6267
20050831 -0.886 9.649
20050930 0.7762 14.0462
20051031 -2.3508 7.1512
20051130 3.7355 17.4585
20051230 0.033 5.685
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