Book 4

Using Formulas
Using Functions
Days of data
254
125
254
125
Days of return
253
124
253
124
Mean daily return
0.000036
0.000706
Variance
0.002265
0.002046
Standard Deviation
0.047595
0.045233
0.047595
0.045233
75.25%
71.52%
75.25%
71.52%
Volatility
Date Closing Price Price relative Daily return

3/5/2009
13.64
1.0412
0.0404
3/4/2009
13.10
1.0100
0.0100
3/3/2009
12.97
0.9969
-0.0031
3/2/2009
13.01
0.9931
-0.0069
3/1/2009
13.10
0.9813
-0.0189
2/28/2009
13.35
0.9933
-0.0067
2/27/2009
13.44
1.0128
0.0127
2/26/2009
13.27
1.0208
0.0206
2/25/2009
13.00
0.9834
-0.0168
2/24/2009
13.22
0.9678
-0.0327
2/23/2009
13.66
1.0371
0.0364
2/22/2009
13.17
0.9450
-0.0565
2/21/2009
13.94
1.0685
0.0662
2/20/2009
13.04
0.9889
-0.0112
2/19/2009
13.19
0.9967
-0.0033
2/18/2009
13.24
0.9459
-0.0556
2/17/2009
13.99
1.0188
0.0186
2/16/2009
13.73
0.9960
-0.0040
2/15/2009
13.79
1.0606
0.0589
2/14/2009
13.00
0.9615
-0.0393
2/13/2009
13.52
0.9947
-0.0053
2/12/2009
13.59
1.0032
0.0032
2/11/2009
13.55
0.9666
-0.0340
2/10/2009
14.02
1.0736
0.0710
2/9/2009
13.06
1.0194
0.0192
2/8/2009
12.81
0.9689
-0.0316
2/7/2009
13.22
0.9937
-0.0063
2/6/2009
13.31
0.9532
-0.0479
2/5/2009
13.96
1.0254
0.0251
2/4/2009
13.61
1.0337
0.0331
2/3/2009
13.17
0.9895
-0.0105
2/2/2009
13.31
0.9757
-0.0246
2/1/2009
13.64
0.9895
-0.0106
1/31/2009
13.78
1.0336
0.0330
1/30/2009
13.34
0.9538
-0.0473
1/29/2009
13.98
1.0830
0.0798
1/28/2009
12.91
1.0090
0.0089
1/27/2009
12.79
0.9685
-0.0320
1/26/2009
13.21
0.9580
-0.0429
1/25/2009
13.79
1.0292
0.0287
1/24/2009
13.40
1.0029
0.0029
1/23/2009
13.36
1.0584
0.0568
1/22/2009
12.62
0.9881
-0.0120
1/21/2009
12.77
0.9325
-0.0698
1/20/2009
13.70
1.0380
0.0373
1/19/2009
13.20
0.9391
-0.0628
1/18/2009
14.05
1.0922
0.0882
1/17/2009
12.87
0.9541
-0.0470
1/16/2009
13.49
1.0276
0.0272
1/15/2009
13.12
0.9913
-0.0088
1/14/2009
13.24
0.9686
-0.0319
1/13/2009
13.67
1.0356
0.0349
1/12/2009
13.20
0.9774
-0.0229
1/11/2009
13.50
1.0298
0.0293
1/10/2009
13.11
0.9826
-0.0175
1/9/2009
13.35
0.9476
-0.0539
1/8/2009
14.09
1.0502
0.0490
1/7/2009
13.41
1.0192
0.0190
1/6/2009
13.16
1.0785
0.0756
1/5/2009
12.20
0.9082
-0.0963
1/4/2009
13.43
1.0037
0.0037
1/3/2009
13.38
0.9814
-0.0188
1/2/2009
13.64
1.0559
0.0544
1/1/2009
12.92
0.9692
-0.0313
12/31/2008
13.33
1.0024
0.0024
12/30/2008
13.29
1.0362
0.0356
12/29/2008
12.83
1.0194
0.0193
12/28/2008
12.58
0.9326
-0.0698
12/27/2008
13.49
1.0090
0.0089
12/26/2008
13.37
0.9836
-0.0165
12/25/2008
13.60
0.9380
-0.0640
12/24/2008
14.50
1.1227
0.1157
12/23/2008
12.91
0.9449
-0.0567
12/22/2008
13.67
1.0089
0.0089
12/21/2008
13.54
1.0658
0.0637
12/20/2008
12.71
0.9046
-0.1002
12/19/2008
14.05
1.0642
0.0622
12/18/2008
13.20
1.0016
0.0016
12/17/2008
13.18
0.9881
-0.0120
12/16/2008
13.34
0.9826
-0.0176
12/15/2008
13.57
0.9758
-0.0245
12/14/2008
13.91
1.0481
0.0470
12/13/2008
13.27
0.9953
-0.0047
12/12/2008
13.34
1.0154
0.0152
12/11/2008
13.13
1.0076
0.0076
12/10/2008
13.03
0.9522
-0.0490
12/9/2008
13.69
1.0502
0.0490
12/8/2008
13.04
0.9827
-0.0174
12/7/2008
13.26
0.9383
-0.0636
12/6/2008
14.14
1.0402
0.0394
12/5/2008
13.59
0.9832
-0.0169
12/4/2008
13.82
1.0417
0.0409
12/3/2008
13.27
0.9735
-0.0269
12/2/2008
13.63
1.0369
0.0362
12/1/2008
13.15
0.9418
-0.0600
11/30/2008
13.96
1.0358
0.0351
11/29/2008
13.48
1.0534
0.0520
11/28/2008
12.79
0.9927
-0.0073
11/27/2008
12.89
0.9024
-0.1027
11/26/2008
14.28
1.1048
0.0997
11/25/2008
12.93
0.9491
-0.0523
11/24/2008
13.62
0.9908
-0.0092
11/23/2008
13.75
1.0059
0.0059
11/22/2008
13.66
1.0315
0.0310
11/21/2008
13.25
0.9935
-0.0065
11/20/2008
13.33
0.9764
-0.0239
11/19/2008
13.66
1.0556
0.0541
11/18/2008
12.94
0.8894
-0.1172
11/17/2008
14.54
1.0782
0.0753
11/16/2008
13.49
1.0413
0.0404
11/15/2008
12.96
0.9699
-0.0306
11/14/2008
13.36
1.0261
0.0258
11/13/2008
13.02
0.9450
-0.0566
11/12/2008
13.78
1.0523
0.0509
11/11/2008
13.09
0.9560
-0.0450
11/10/2008
13.69
1.0101
0.0101
11/9/2008
13.56
1.0332
0.0327
11/8/2008
13.12
0.9711
-0.0293
11/7/2008
13.51
1.0380
0.0373
11/6/2008
13.02
1.0443
0.0433
11/5/2008
12.46
0.9265
-0.0763
11/4/2008
13.45
0.9522
-0.0490
11/3/2008
14.13
1.0661
0.0640
11/2/2008
13.25
1.0604
0.0587
11/1/2008
12.50
0.9112
-0.0930
10/31/2008
13.72
1.0769
0.0741
10/30/2008
12.74
0.9138
-0.0902
10/29/2008
13.94
1.0249
0.0246
10/28/2008
13.60
1.0067
0.0067
10/27/2008
13.51
1.0158
0.0156
10/26/2008
13.30
0.9755
-0.0249
10/25/2008
13.63
0.9878
-0.0123
10/24/2008
13.80
1.0239
0.0236
10/23/2008
13.48
1.0119
0.0118
10/22/2008
13.32
1.0634
0.0614
10/21/2008
12.53
0.9380
-0.0640
10/20/2008
13.35
0.9901
-0.0099
10/19/2008
13.49
1.0161
0.0159
10/18/2008
13.27
1.0388
0.0381
10/17/2008
12.78
0.9432
-0.0585
10/16/2008
13.55
1.0591
0.0575
10/15/2008
12.79
0.9376
-0.0644
10/14/2008
13.64
1.0571
0.0556
10/13/2008
12.90
0.9116
-0.0926
10/12/2008
14.16
1.0901
0.0862
10/11/2008
12.99
0.9246
-0.0783
10/10/2008
14.05
1.0523
0.0510
10/9/2008
13.35
1.0533
0.0519
10/8/2008
12.67
0.9744
-0.0259
10/7/2008
13.00
1.0395
0.0387
10/6/2008
12.51
0.9425
-0.0592
10/5/2008
13.27
1.0256
0.0252
10/4/2008
12.94
0.9462
-0.0553
10/3/2008
13.68
0.9994
-0.0006
10/2/2008
13.69
0.9948
-0.0052
10/1/2008
13.76
1.0742
0.0716
9/30/2008
12.81
1.0012
0.0012
9/29/2008
12.79
0.9869
-0.0132
9/28/2008
12.96
0.9050
-0.0998
9/27/2008
14.32
1.0616
0.0598
9/26/2008
13.49
1.0473
0.0463
9/25/2008
12.88
0.9211
-0.0822
9/24/2008
13.99
1.0898
0.0860
9/23/2008
12.83
0.9431
-0.0586
9/22/2008
13.61
1.0180
0.0179
9/21/2008
13.37
1.0189
0.0187
9/20/2008
13.12
0.9836
-0.0165
9/19/2008
13.34
0.9649
-0.0357
9/18/2008
13.82
1.0596
0.0579
9/17/2008
13.05
0.9421
-0.0596
9/16/2008
13.85
1.0231
0.0228
9/15/2008
13.53
0.9707
-0.0298
9/14/2008
13.94
0.9765
-0.0238
9/13/2008
14.28
1.1242
0.1170
9/12/2008
12.70
0.9671
-0.0335
9/11/2008
13.13
0.9940
-0.0060
9/10/2008
13.21
0.9416
-0.0602
9/9/2008
14.03
1.0547
0.0533
9/8/2008
13.31
0.9877
-0.0123
9/7/2008
13.47
1.0748
0.0721
9/6/2008
12.53
0.9611
-0.0397
9/5/2008
13.04
1.0322
0.0317
9/4/2008
12.63
0.9231
-0.0800
9/3/2008
13.69
1.0650
0.0630
9/2/2008
12.85
0.9376
-0.0644
9/1/2008
13.71
1.0961
0.0918
8/31/2008
12.51
0.9237
-0.0794
8/30/2008
13.54
1.0037
0.0037
8/29/2008
13.49
0.9942
-0.0058
8/28/2008
13.57
0.9734
-0.0270
8/27/2008
13.94
1.0497
0.0485
8/26/2008
13.28
0.9769
-0.0234
8/25/2008
13.59
0.9817
-0.0185
8/24/2008
13.85
1.0663
0.0642
8/23/2008
12.98
0.9469
-0.0546
8/22/2008
13.71
1.0555
0.0540
8/21/2008
12.99
0.9895
-0.0105
8/20/2008
13.13
0.9918
-0.0083
8/19/2008
13.24
0.9697
-0.0308
8/18/2008
13.65
1.0350
0.0344
8/17/2008
13.19
0.9545
-0.0466
8/16/2008
13.82
0.9838
-0.0164
8/15/2008
14.05
1.0889
0.0852
8/14/2008
12.90
0.9836
-0.0165
8/13/2008
13.12
0.9635
-0.0372
8/12/2008
13.61
1.0528
0.0515
8/11/2008
12.93
1.0213
0.0211
8/10/2008
12.66
0.9250
-0.0779
8/9/2008
13.69
1.0015
0.0015
8/8/2008
13.67
1.0633
0.0614
8/7/2008
12.85
0.9444
-0.0572
8/6/2008
13.61
0.9644
-0.0363
8/5/2008
14.11
1.0610
0.0592
8/4/2008
13.30
0.9899
-0.0102
8/3/2008
13.44
0.9830
-0.0172
8/2/2008
13.67
1.0342
0.0336
8/1/2008
13.22
0.9947
-0.0053
7/31/2008
13.29
0.9842
-0.0159
7/30/2008
13.50
1.0255
0.0252
7/29/2008
13.16
1.0246
0.0243
7/28/2008
12.85
0.9760
-0.0243
7/27/2008
13.16
0.9912
-0.0088
7/26/2008
13.28
0.9625
-0.0382
7/25/2008
13.80
1.0469
0.0458
7/24/2008
13.18
0.9977
-0.0023
7/23/2008
13.21
0.9855
-0.0146
7/22/2008
13.40
0.9925
-0.0076
7/21/2008
13.50
0.9940
-0.0060
7/20/2008
13.59
1.0258
0.0255
7/19/2008
13.24
1.0134
0.0133
7/18/2008
13.07
0.9298
-0.0728
7/17/2008
14.06
1.0649
0.0629
7/16/2008
13.20
0.9880
-0.0120
7/15/2008
13.36
1.0636
0.0617
7/14/2008
12.56
1.0037
0.0037
7/13/2008
12.51
0.9388
-0.0631
7/12/2008
13.33
1.0054
0.0053
7/11/2008
13.26
1.0373
0.0366
7/10/2008
12.78
0.9940
-0.0060
7/9/2008
12.86
0.9172
-0.0865
7/8/2008
14.02
1.0269
0.0265
7/7/2008
13.65
1.0253
0.0249
7/6/2008
13.32
1.0076
0.0076
7/5/2008
13.22
1.0996
0.0949
7/4/2008
12.02
0.8646
-0.1455
7/3/2008
13.90
1.0512
0.0499
7/2/2008
13.23
0.9342
-0.0681
7/1/2008
14.16
1.0128
0.0127
6/30/2008
13.98
1.0333
0.0328
6/29/2008
13.53
0.9893
-0.0108
6/28/2008
13.68
1.0436
0.0427
6/27/2008
13.10
0.9975
-0.0025
6/26/2008
13.14
0.9720
-0.0284
6/25/2008
13.51
254 days 125 days

0.00163
0.00158
0.00010
0.00009
0.00001
0.00001
0.00005
0.00006
0.00036
0.00038
0.00005
0.00006
0.00016
0.00014
0.00042
0.00039
0.00028
0.00031
0.00107
0.00112
0.00132
0.00128
0.00320
0.00328
0.00438
0.00429
0.00013
0.00014
0.00001
0.00002
0.00310
0.00317
0.00034
0.00032
0.00002
0.00002
0.00346
0.00338
0.00155
0.00160
0.00003
0.00004
0.00001
0.00001
0.00116
0.00121
0.00504
0.00495
0.00037
0.00034
0.00100
0.00105
0.00004
0.00005
0.00230
0.00236
0.00063
0.00060
0.00110
0.00105
0.00011
0.00013
0.00061
0.00064
0.00011
0.00013
0.00109
0.00105
0.00224
0.00230
0.00636
0.00625
0.00008
0.00007
0.00103
0.00107
0.00184
0.00190
0.00082
0.00079
0.00001
0.00000
0.00322
0.00314
0.00014
0.00016
0.00488
0.00498
0.00139
0.00134
0.00395
0.00403
0.00777
0.00765
0.00221
0.00227
0.00074
0.00070
0.00008
0.00009
0.00102
0.00106
0.00122
0.00117
0.00052
0.00056
0.00086
0.00082
0.00031
0.00033
0.00290
0.00298
0.00240
0.00233
0.00036
0.00034
0.00571
0.00561
0.00928
0.00941
0.00001
0.00001
0.00035
0.00038
0.00296
0.00289
0.00098
0.00102
0.00001
0.00000
0.00126
0.00121
0.00037
0.00034
0.00488
0.00497
0.00008
0.00007
0.00027
0.00030
0.00410
0.00419
0.01339
0.01323
0.00322
0.00330
0.00008
0.00007
0.00406
0.00397
0.01005
0.01019
0.00386
0.00378
0.00000
0.00000
0.00014
0.00016
0.00031
0.00033
0.00060
0.00064
0.00221
0.00214
0.00002
0.00003
0.00023
0.00021
0.00006
0.00005
0.00240
0.00247
0.00239
0.00233
0.00030
0.00033
0.00406
0.00414
0.00155
0.00150
0.00029
0.00031
0.00167
0.00161
0.00073
0.00076
0.00131
0.00126
0.00360
0.00368
0.00123
0.00119
0.00270
0.00263
0.00005
0.00006
0.01056
0.01070
0.00993
0.00980
0.00274
0.00281
0.00009
0.00010
0.00003
0.00003
0.00096
0.00092
0.00004
0.00005
0.00057
0.00060
0.00293
0.00285
0.01374
0.01390
0.00566
0.00556
0.00163
0.00158
0.00094
0.00098
0.00066
0.00063
0.00321
0.00328
0.00259
0.00252
0.00203
0.00209
0.00010
0.00009
0.00107
0.00102
0.00086
0.00090
0.00139
0.00134
0.00187
0.00181
0.00583
0.00593
0.00240
0.00247
0.00409
0.00400
0.00344
0.00336
0.00865
0.00549
0.00813
0.00060
0.00004
0.00024
0.00062
0.00015
0.00056
0.00014
0.00377
0.00410
0.00010
0.00025
0.00145
0.00342
0.00330
0.00416
0.00308
0.00858
0.00743
0.00614
0.00260
0.00269
0.00067
0.00150
0.00351
0.00064
0.00306
0.00000
0.00003
0.00512
0.00000
0.00017
0.00996
0.00357
0.00214
0.00676
0.00738
0.00344
0.00032
0.00035
0.00027
0.00128
0.00335
0.00356
0.00052
0.00089
0.00057
0.01369
0.00112
0.00004
0.00363
0.00283
0.00015
0.00519
0.00158
0.00100
0.00641
0.00396
0.00416
0.00841
0.00630
0.00001
0.00003
0.00073
0.00235
0.00055
0.00034
0.00411
0.00299
0.00292
0.00011
0.00007
0.00095
0.00118
0.00217
0.00027
0.00725
0.00028
0.00139
0.00265
0.00044
0.00608
0.00000
0.00376
0.00328
0.00132
0.00350
0.00010
0.00030
0.00113
0.00003
0.00025
0.00063
0.00059
0.00059
0.00008
0.00146
0.00210
0.00001
0.00021
0.00006
0.00004
0.00065
0.00018
0.00531
0.00395
0.00015
0.00380
0.00001
0.00399
0.00003
0.00133
0.00004
0.00749
0.00070
0.00062
0.00006
0.00900
0.02119
0.00249
0.00464
0.00016
0.00107
0.00012
0.00182
0.00001
0.00081
0.00000
Using Formulas Using Functions

Days of data
134
Days of return
133
Mean daily return
0.000090
Variance
0.002093
Standard Deviation
0.045744
0.045744
72.33%
72.33%
Volatility
Date
Closing Price Price relative Daily return
3/5/2009
13.64
1.041221 0.04039442
3/4/2009
13.10
1.010023 0.00997323
3/3/2009
12.97
0.996925 -0.0030793
3/2/2009
13.01
0.993130 -0.0068939
3/1/2009
13.10
0.981273 -0.0189042
2/28/2009
13.35
0.993304
2/27/2009
13.44
1.012811 0.01272949
2/26/2009
13.27
1.020769 0.02055649
2/25/2009
13.00
0.983359 -0.0167815
2/24/2009
13.22
0.967789
2/23/2009
13.66
1.037104 0.03643217
2/22/2009
13.17
0.945030 -0.0565391
2/21/2009
13.94
1.068452 0.06621111
2/20/2009
13.04
0.988906 -0.0111563
2/19/2009
13.19
0.996662 -0.0033438
2/18/2009
13.24
0.945918 -0.0555995
2/17/2009
13.99
1.018780 0.01860592
2/16/2009
13.73
0.996013 -0.0039948
2/15/2009
13.79
1.060627 0.05886069
2/14/2009
13.00
0.961462 -0.0392999
2/13/2009
13.52
0.994680 -0.0053338
2/12/2009
13.59
1.003169 0.00316365
2/11/2009
13.55
0.966559
2/10/2009
14.02
1.073613 0.07102962
2/9/2009
13.06
1.019429 0.01924244
-0.006719
-0.032741
-0.034013
2/8/2009
12.81
0.968873 -0.0316222
2/7/2009
13.22
0.993708 -0.0063114
2/6/2009
13.31
0.953216 -0.0479136
2/5/2009
13.96
1.025433 0.02511458
2/4/2009
13.61
1.033693 0.03313785
2/3/2009
13.17
0.989527
2/2/2009
13.31
0.975720 -0.0245791
2/1/2009
13.64
0.989468 -0.0105881
1/31/2009
13.78
1.033587 0.03303563
1/30/2009
13.34
0.953824 -0.0472758
1/29/2009
13.98
1.083033 0.07976524
1/28/2009
12.91
1.008985 0.00894479
1/27/2009
12.79
0.968488 -0.0320189
1/26/2009
13.21
0.958039 -0.0428666
1/25/2009
13.79
1.029167 0.0287498
1/24/2009
13.40
1.002868 0.00286343
1/23/2009
13.36
1.058427 0.0567842
1/22/2009
12.62
0.988103
1/21/2009
12.77
0.932537 -0.0698466
1/20/2009
13.70
1.037989 0.03728524
1/19/2009
13.20
0.939136 -0.0627948
1/18/2009
14.05
1.092164 0.08816141
1/17/2009
12.87
0.954097 -0.0469902
1/16/2009
13.49
1.027570 0.02719727
1/15/2009
13.12
0.991256 -0.0087825
1/14/2009
13.24
0.968637 -0.0318657
1/13/2009
13.67
1.035550 0.03493302
1/12/2009
13.20
0.977387 -0.0228731
1/11/2009
13.50
1.029765 0.02933014
1/10/2009
13.11
0.982614 -0.0175388
1/9/2009
13.35
0.947573 -0.0538518
1/8/2009
14.09
1.050199 0.04897995
1/7/2009
13.41
1.019224 0.01904161
1/6/2009
13.16
1.078545 0.07561292
1/5/2009
12.20
0.908184 -0.0963088
1/4/2009
13.43
1.003739 0.00373243
1/3/2009
13.38
0.981401 -0.0187741
1/2/2009
13.64
1.055945 0.05443565
1/1/2009
12.92
0.969225 -0.0312585
12/31/2008
13.33
1.002369 0.00236577
-0.010528
-0.011968
12/30/2008
13.29
1.036200 0.0355606
12/29/2008
12.83
1.019449 0.01926208
12/28/2008
12.58
0.932585
12/27/2008
13.49
1.008958 0.00891822
12/26/2008
13.37
0.983602 -0.0165337
12/25/2008
13.60
0.938001
12/24/2008
14.50
1.122693 0.1157307
12/23/2008
12.91
0.944858 -0.0567211
12/22/2008
13.67
1.008946 0.00890641
12/21/2008
13.54
1.065799 0.0637252
12/20/2008
12.71
0.904641 -0.1002174
12/19/2008
14.05
1.064171 0.0621965
12/18/2008
13.20
1.001602 0.00160026
12/17/2008
13.18
0.988098 -0.0119731
12/16/2008
13.34
0.982566 -0.0175881
12/15/2008
13.57
0.975773 -0.0245253
12/14/2008
13.91
1.048137 0.04701386
12/13/2008
13.27
0.995302 -0.0047094
12/12/2008
13.34
1.015361 0.01524402
12/11/2008
13.13
1.007597 0.00756863
12/10/2008
13.03
0.952206 -0.0489736
12/9/2008
13.69
1.050170 0.04895176
12/8/2008
13.04
0.982738 -0.0174128
12/7/2008
13.26
0.938340 -0.0636424
12/6/2008
14.14
1.040209 0.03942123
12/5/2008
13.59
0.983196 -0.0169465
12/4/2008
13.82
1.041737 0.04088942
12/3/2008
13.27
0.973457 -0.0269012
12/2/2008
13.63
1.036863 0.03619969
12/1/2008
13.15
0.941792 -0.0599708
11/30/2008
13.96
1.035754 0.03512971
11/29/2008
13.48
1.053413 0.05203495
11/28/2008
12.79
0.992705 -0.0073216
11/27/2008
12.89
0.902363 -0.1027379
11/26/2008
14.28
1.104844 0.09970379
11/25/2008
12.93
0.949063 -0.0522799
11/24/2008
13.62
0.990798
11/23/2008
13.75
1.005948 0.00593036
11/22/2008
13.66
1.031522 0.03103519
11/21/2008
13.25
0.993506 -0.0065157
-0.069795
-0.064004
-0.009245
11/20/2008
13.33
0.976421 -0.0238614
11/19/2008
13.66
1.055627 0.05413521
11/18/2008
12.94
0.889421 -0.1171841
11/17/2008
14.54
1.078159 0.07525534
11/16/2008
13.49
1.041254 0.04042611
11/15/2008
12.96
0.969901 -0.0305614
11/14/2008
13.36
1.026086 0.02575143
11/13/2008
13.02
0.944969 -0.0566029
11/12/2008
13.78
1.052260 0.0509406
11/11/2008
13.09
0.955961 -0.0450382
11/10/2008
13.69
1.010118 0.01006765
11/9/2008
13.56
1.033236 0.03269608
11/8/2008
13.12
0.971148 -0.0292766
11/7/2008
13.51
1.038044 0.03733862
11/6/2008
13.02
1.044257 0.04330598
11/5/2008
12.46
0.926534
11/4/2008
13.45
0.952204 -0.0489757
11/3/2008
14.13
1.066070 0.06397916
11/2/2008
13.25
1.060438 0.05868222
11/1/2008
12.50
0.911201 -0.0929913
10/31/2008
13.72
1.076943 0.07412684
10/30/2008
12.74
0.913788 -0.0901562
10/29/2008
13.94
1.024925 0.0246199
10/28/2008
13.60
1.006725 0.00670199
10/27/2008
13.51
1.015769 0.01564624
10/26/2008
13.30
0.975454 -0.0248526
10/25/2008
13.63
0.987783 -0.0122926
10/24/2008
13.80
1.023911 0.02362987
10/23/2008
13.48
1.011914 0.01184363
10/22/2008
13.32
1.063361 0.06143425
10/21/2008
12.53
0.938035 -0.0639681
10/20/2008
13.35
0.990102 -0.0099473
10/19/2008
13.49
1.016053 0.01592556
10/18/2008
13.27
1.038806 0.03807221
10/17/2008
12.78
0.943210 -0.0584664
10/16/2008
13.55
1.059134 0.05745191
10/15/2008
12.79
0.937604 -0.0644272
10/14/2008
13.64
1.057136 0.0555636
10/13/2008
12.90
0.911577 -0.0925787
10/12/2008
14.16
1.090061 0.08623402
-0.076305
10/11/2008
12.99
0.924650 -0.0783402
10/10/2008
14.05
1.052314 0.05099128
10/9/2008
13.35
1.053264 0.05189346
10/8/2008
12.67
0.974400 -0.0259332
10/7/2008
13.00
1.039469 0.03870978
10/6/2008
12.51
0.942492 -0.0592281
10/5/2008
13.27
1.025567 0.02524596
10/4/2008
12.94
0.946213
10/3/2008
13.68
0.999406 -0.0005939
10/2/2008
13.69
0.994804 -0.0052096
10/1/2008
13.76
1.074199 0.07157565
9/30/2008
12.81
1.001161 0.00116002
9/29/2008
12.79
0.986935 -0.0131512
9/28/2008
12.96
0.905035 -0.0997812
9/27/2008
14.32
1.061606 0.05978332
9/26/2008
13.49
1.047349 0.04626247
9/25/2008
12.88
0.921107 -0.0821795
9/24/2008
13.99
1.089767 0.08596416
9/23/2008
12.83
0.943080 -0.0586046
9/22/2008
13.61
1.018039 0.01787783
9/21/2008
13.37
1.018882 0.0187055
9/20/2008
13.12
0.983630 -0.0165057
9/19/2008
13.34
0.964890 -0.0357412
9/18/2008
13.82
1.059626 0.05791592
9/17/2008
13.05
0.942101 -0.0596424
9/16/2008
13.85
1.023055 0.02279303
9/15/2008
13.53
0.970668 -0.0297706
9/14/2008
13.94
0.976501 -0.0237793
9/13/2008
14.28
1.124175 0.11704976
9/12/2008
12.70
0.967068 -0.0334866
9/11/2008
13.13
0.993994 -0.0060239
9/10/2008
13.21
0.941561
9/9/2008
14.03
1.054708 0.05326382
9/8/2008
13.31
0.987738 -0.0123379
9/7/2008
13.47
1.074765 0.07210192
9/6/2008
12.53
0.961105 -0.0396719
9/5/2008
13.04
1.032193 0.03168536
9/4/2008
12.63
0.923119 -0.0799975
9/3/2008
13.69
1.065006 0.06298085
9/2/2008
12.85
0.937587 -0.0644454
-0.055288
-0.060216
9/1/2008
13.71
1.096093 0.09175194
8/31/2008
12.51
0.923707 -0.0793598
8/30/2008
13.54
1.003678 0.00367111
8/29/2008
13.49
0.994220 -0.0057967
8/28/2008
13.57
0.973400 -0.0269598
8/27/2008
13.94
1.049709 0.04851318
8/26/2008
13.28
0.976865 -0.0234063
8/25/2008
13.59
0.981715 -0.0184543
8/24/2008
13.85
1.066278 0.06417439
8/23/2008
12.98
0.946855 -0.0546093
8/22/2008
13.71
1.055525 0.05403864
8/21/2008
12.99
0.989548 -0.0105066
8/20/2008
13.13
0.991774 -0.0082596
8/19/2008
13.24
0.969710 -0.0307579
8/18/2008
13.65
1.034951 0.03435361
8/17/2008
13.19
0.954470
8/16/2008
13.82
0.983754 -0.0163795
8/15/2008
14.05
1.088934 0.08519893
8/14/2008
12.90
0.983588 -0.0165486
8/13/2008
13.12
0.963493 -0.0371902
8/12/2008
13.61
1.052845 0.05149634
8/11/2008
12.93
1.021283 0.02106003
8/10/2008
12.66
0.925045 -0.0779124
8/9/2008
13.69
1.001520 0.00151914
8/8/2008
13.67
1.063317 0.06139364
8/7/2008
12.85
0.944393 -0.0572127
8/6/2008
13.61
0.964398 -0.0362509
8/5/2008
14.11
1.060985 0.05919744
8/4/2008
13.30
0.989898 -0.0101538
8/3/2008
13.44
0.982981 -0.0171652
8/2/2008
13.67
1.034207 0.03363533
8/1/2008
13.22
0.994743 -0.0052713
7/31/2008
13.29
0.984220 -0.0159063
7/30/2008
13.50
1.025519 0.02519914
7/29/2008
13.16
1.024624 0.02432614
7/28/2008
12.85
0.975980 -0.0243133
7/27/2008
13.16
0.991205 -0.0088343
7/26/2008
13.28
0.962536 -0.0381835
7/25/2008
13.80
1.046906 0.04583904
7/24/2008
13.18
0.997671
-0.046599
-0.002332
7/23/2008
13.21
0.985521 -0.0145849
7/22/2008
13.40
0.992475 -0.0075536
7/21/2008
13.50
0.994027
7/20/2008
13.59
1.025791 0.02546382
7/19/2008
13.24
1.013435 0.01334604
7/18/2008
13.07
0.929752 -0.0728378
7/17/2008
14.06
1.064923 0.06290268
7/16/2008
13.20
0.988042 -0.0120302
7/15/2008
13.36
1.063610 0.0616684
7/14/2008
12.56
1.003721 0.00371427
7/13/2008
12.51
0.938819 -0.0631322
7/12/2008
13.33
1.005364 0.00534932
7/11/2008
13.26
1.037251 0.03657404
7/10/2008
12.78
0.993975 -0.0060434
7/9/2008
12.86
0.917154 -0.0864795
7/8/2008
14.02
1.026853 0.0264986
7/7/2008
13.65
1.025252 0.02493833
7/6/2008
13.32
1.007618 0.00758866
7/5/2008
13.22
1.099559 0.09490943
7/4/2008
12.02
0.864569 -0.1455245
7/3/2008
13.90
1.051164 0.04989791
7/2/2008
13.23
0.934165 -0.0681022
7/1/2008
14.16
1.012790 0.01270853
6/30/2008
13.98
1.033311 0.03276838
6/29/2008
13.53
0.989290 -0.0107673
6/28/2008
13.68
1.043622 0.04269718
6/27/2008
13.10
0.997506 -0.0024969
6/26/2008
13.14
0.972046 -0.0283526
6/25/2008
13.51
-0.005991
For Formula
Days
For Function
Daily return Squared deviation
0.04039442
0.0016244718
0.04039442
0.00997323 9.76844881E-005
0.00997323
-0.0030793 1.00424326E-005
-0.00307929
-0.0068939
0.000048771
-0.00689394
-0.0189042
0.000360766
-0.01890415
-0.006719 4.63575214E-005
-0.00671895
6
7
0.01272949
0.0001597646
0.01272949
0.02055649
0.0004188901
0.02055649
-0.0167815
0.0002846361
-0.01678148
10
-0.032741
0.0010778552
-0.03274102
11
0.03643217
0.0013207758
0.03643217
12
-0.0565391
0.0032068195
-0.0565391
13
0.06621111
0.0043720434
0.06621111
14
-0.0111563
0.0001264717
-0.01115628
15
-0.0033438 1.17888688E-005
-0.00334381
16
-0.0555995
0.0031012892
-0.05559953
17
0.01860592
0.000342851
0.01860592
18
-0.0039948 1.66826926E-005
-0.00399476
19
0.05886069
0.0034540312
0.05886069
20
-0.0392999
0.00155154
-0.03929991
21
-0.0053338 2.94145293E-005
-0.00533383
22
0.00316365 9.44923400E-006
0.00316365
23
-0.034013
0.0011629909
-0.03401297
24
0.07102962
0.0050324749
0.07102962
25
0.01924244
0.0003668282
0.01924244
26
-0.0316222
0.0010056445
-0.03162221
27
-0.0063114 4.09740646E-005
-0.00631141
28
-0.0479136
0.0023043125
-0.04791357
29
0.02511458
0.0006262453
0.02511458
30
0.03313785
0.001092181
0.03313785
31
-0.010528
0.0001127345
-0.01052796
32
-0.0245791
0.0006085499
-0.02457912
33
-0.0105881
0.0001140153
-0.01058811
34
0.03303563
0.0010854354
0.03303563
35
-0.0472758
0.0022434897
-0.0472758
36
0.07976524
0.0063481941
0.07976524
37
0.00894479 7.84128986E-005
0.00894479
38
-0.0320189
0.0010309618
-0.03201891
39
-0.0428666
0.0018452386
-0.04286656
40
0.0287498
0.0008214024
0.0287498
0.00286343 7.69363839E-006
0.00286343
41
42
0.0567842
0.0032142682
0.0567842
43
-0.011968
0.0001453878
-0.011968
44
-0.0698466
0.0048910831
-0.06984659
45
0.03728524
0.0013835092
0.03728524
46
-0.0627948
0.003954455
-0.06279477
47
0.08816141
0.0077566295
0.08816141
48
-0.0469902
0.0022165182
-0.04699023
49
0.02719727
0.0007348214
0.02719727
50
-0.0087825 7.87157241E-005
-0.0087825
51
-0.0318657
0.0010211436
-0.03186565
52
0.03493302
0.0012140583
0.03493302
53
-0.0228731
0.0005272886
-0.02287308
54
0.02933014
0.0008550043
0.02933014
55
-0.0175388
0.000310763
-0.01753879
56
-0.0538518
0.0029096808
-0.05385177
57
0.04897995
0.0023902581
0.04897995
58
0.01904161
0.0003591755
0.01904161
59
0.07561292
0.0057037582
0.07561292
60
-0.0963088
0.0092926672
-0.0963088
61
0.00373243 1.32696225E-005
0.00373243
62
-0.0187741
0.0003558408
-0.01877406
63
0.05443565
0.002953484
0.05443565
64
-0.0312585
0.0009827114
-0.03125854
65
0.00236577 5.18057564E-006
0.00236577
66
0.0355606
0.0012581858
0.0355606
67
0.01926208
0.0003675809
0.01926208
68
-0.069795
0.0048838662
-0.06979498
69
0.00891822 7.79430741E-005
0.00891822
70
-0.0165337
0.000276338
-0.01653373
71
-0.064004
0.0041080055
-0.06400404
72
0.1157307
0.013372845
0.1157307
73
-0.0567211
0.0032274612
-0.05672106
74
0.00890641 7.77346166E-005
0.00890641
75
0.0637252
0.0040494786
0.0637252
76
-0.1002174
0.0100615078
-0.10021738
77
0.0621965
0.0038572563
0.0621965
78
0.00160026 2.28183333E-006
0.00160026
79
-0.0119731
0.0001455103
-0.01197308
80
-0.0175881
0.0003125046
-0.01758811
81
-0.0245253
0.0006058997
-0.02452534
82
0.04701386
0.0022018785
0.04701386
83
-0.0047094 2.30308515E-005
-0.00470936
84
0.01524402
0.0002296538
0.01524402
85
0.00756863 5.59346653E-005
0.00756863
86
-0.0489736
0.0024072036
-0.04897358
87
0.04895176
0.0023875027
0.04895176
88
-0.0174128
0.0003063362
-0.01741278
89
-0.0636424
0.0040617798
-0.06364241
90
0.03942123
0.0015469703
0.03942123
91
-0.0169465
0.0002902308
-0.01694647
92
0.04088942
0.0016646183
0.04088942
93
-0.0269012
0.0007285099
-0.02690124
94
0.03619969
0.0013039324
0.03619969
95
-0.0599708
0.0036072664
-0.05997084
96
0.03512971
0.001227803
0.03512971
97
0.05203495
0.0026983102
0.05203495
98
-0.0073216 5.49264444E-005
-0.00732155
99
-0.1027379
0.0105735155
-0.10273792
100
0.09970379
0.0099229693
0.09970379
101
-0.0522799
0.0027425685
-0.05227985
102
-0.009245 8.71358884E-005
-0.00924498
103
0.00593036 3.41134480E-005
0.00593036
104
0.03103519
0.0009576244
0.03103519
105
-0.0065157 4.36307799E-005
-0.00651567
106
-0.0238614
0.0005736521
-0.02386135
107
0.05413521
0.0029209182
0.05413521
108
-0.1171841
0.0137531364
-0.11718408
109
0.07525534
0.0056498761
0.07525534
110
0.04042611
0.0016270275
0.04042611
111
-0.0305614
0.0009394906
-0.03056143
112
0.02575143
0.000658525
0.02575143
113
-0.0566029
0.0032140518
-0.05660292
114
0.0509406
0.0025858159
0.0509406
115
-0.0450382
0.0020365278
-0.04503822
116
0.01006765 9.95597623E-005
0.01006765
117
0.03269608
0.0010631772
0.03269608
118
-0.0292766
0.0008623782
-0.02927659
119
0.03733862
0.0013874834
0.03733862
120
0.04330598
0.0018676478
0.04330598
121
-0.076305
0.005836152
-0.07630503
122
-0.0489757
0.0024074131
-0.04897571
123
0.06397916
0.0040818648
0.06397916
124
0.05868222
0.003433085
0.05868222
125
-0.0929913
0.0086640705
-0.0929913
126
0.07412684
0.0054815008
0.07412684
127
-0.0901562
0.0081443188
-0.09015619
128
0.0246199
0.0006017315
0.0246199
129
0.00670199 4.37225937E-005
0.00670199
130
0.01564624
0.0002420063
0.01564624
131
-0.0248526
0.0006221164
-0.02485258
132
-0.0122926
0.0001533218
-0.01229263
133
0.02362987
0.0005541402
0.02362987
134
EXTRA
135
EXTRA
136
EXTRA
137
EXTRA
138
EXTRA
139
EXTRA
140
EXTRA
141
EXTRA
142
EXTRA
143
EXTRA
144
EXTRA
145
EXTRA
146
EXTRA
147
EXTRA
148
EXTRA
149
EXTRA
150
EXTRA
151
EXTRA
152
EXTRA
153
EXTRA
154
EXTRA
155
EXTRA
156
EXTRA
157
EXTRA
158
EXTRA
159
EXTRA
160
EXTRA
161
EXTRA
162
EXTRA
163
EXTRA
164
EXTRA
165
EXTRA
166
EXTRA
167
EXTRA
168
EXTRA
169
EXTRA
170
EXTRA
171
EXTRA
172
EXTRA
173
EXTRA
174
EXTRA
175
EXTRA
176
EXTRA
177
EXTRA
178
EXTRA
179
EXTRA
180
EXTRA
181
EXTRA
182
EXTRA
183
EXTRA
184
EXTRA
185
EXTRA
186
EXTRA
187
EXTRA
188
EXTRA
189
EXTRA
190
EXTRA
191
EXTRA
192
EXTRA
193
EXTRA
194
EXTRA
195
EXTRA
196
EXTRA
197
EXTRA
198
EXTRA
199
EXTRA
200
EXTRA
201
EXTRA
202
EXTRA
203
EXTRA
204
EXTRA
205
EXTRA
206
EXTRA
207
EXTRA
208
EXTRA
209
EXTRA
210
EXTRA
211
EXTRA
212
EXTRA
213
EXTRA
214
EXTRA
215
EXTRA
216
EXTRA
217
EXTRA
218
EXTRA
219
EXTRA
220
EXTRA
221
EXTRA
222
EXTRA
223
EXTRA
224
EXTRA
225
EXTRA
226
EXTRA
227
EXTRA
228
EXTRA
229
EXTRA
230
EXTRA
231
EXTRA
232
EXTRA
233
EXTRA
234
EXTRA
235
EXTRA
236
EXTRA
237
EXTRA
238
EXTRA
239
EXTRA
240
EXTRA
241
EXTRA
242
EXTRA
243
EXTRA
244
EXTRA
245
EXTRA
246
EXTRA
247
EXTRA
248
EXTRA
249
EXTRA
250
EXTRA
251
EXTRA
252
EXTRA
253
EXTRA
30.00
Price
10.00
Expected return
20.00%
25.00
Volatility
40.00%
20.00
Step size
Expected
12.00%
15.00
10.00
5.00
0.00
-5.00
50
Pr
Step count
Random
Day
Price
10.00
1 0.112788 -1.211836
9.70
2 0.951794 1.662498
10.12
3 0.881184 1.180928
10.44
4 0.439558 -0.152089
10.40
0.00896 -2.367269
9.80
6 0.865289 1.104394
10.08
7 0.512727 0.031906
10.10
8 0.695609 0.511814
10.23
0.2497 -0.675434
10.06
10 0.397782 -0.259093
10
10.00
11 0.642011 0.363839
11
10.10
12 0.872611 1.138819
12
10.40
13 0.041864 -1.729451
13
9.96
14 0.678973
0.46483
14
10.08
15 0.478087 -0.054956
15
10.07
16 0.229977 -0.738922
16
9.89
17
0.72004
17
10.08
18 0.742127 0.649918
18
10.25
19
0.50108 0.002708
19
10.26
20 0.312458 -0.488895
20
10.14
21 0.943611
1.58583
21
10.56
22 0.752752 0.683175
22
10.74
0.76425
Draw
23
0.81382
0.89206
23
11.00
24 0.973207 1.930161
24
11.55
25 0.553716 0.135055
25
11.60
26 0.707145 0.545064
26
11.76
27 0.982005 2.097037
27
12.41
28 0.245547 -0.688568
28
12.20
29 0.734404 0.626187
29
12.40
30 0.400356 -0.252426
30
12.33
31 0.198975 -0.845288
31
12.07
32
0.68258 0.474925
32
12.23
33 0.776221 0.759491
33
12.47
34 0.022436 -2.005846
34
11.86
35 0.841151
0.9992
35
12.17
36 0.588471 0.223613
36
12.24
37 0.859056 1.076089
37
12.59
38 0.438565 -0.154608
38
12.54
39 0.086377 -1.363405
39
12.12
40 0.950767 1.652339
40
12.65
41 0.419695 -0.202675
41
12.59
42 0.574415 0.187625
42
12.65
43 0.589637 0.226611
43
12.73
44 0.873828 1.144676
44
13.11
45 0.879675 1.173365
45
13.52
46 0.420468 -0.200696
46
13.45
47
0.81885 0.910992
47
13.77
48 0.166449 -0.968292
48
13.45
49 0.997494 2.806215
49
14.44
50
0.13996 -1.080501
50
14.06
51 0.013975 -2.197979
51
13.31
52 0.848419 1.029677
52
13.66
53 0.805462 0.861294
53
13.97
54 0.802818 0.851729
54
14.28
55 0.999114 3.125871
55
15.47
56 0.633386 0.340834
56
15.61
57 0.630487 0.333143
57
15.75
58 0.345444 -0.397649
58
15.60
59 0.266484 -0.623481
59
15.36
60 0.945715 1.604657
60
16.00
61
0.14886 -1.041333
61
15.60
62 0.591878 0.232378
62
15.69
63 0.144586 -1.059939
63
15.29
64
0.23409 -0.725443
64
15.02
65 0.259504 -0.644875
65
14.78
66 0.568135 0.171627
66
14.85
67 0.805126 0.860074
67
15.19
68 0.044438 -1.701356
68
14.55
69 0.375647 -0.316934
69
14.44
70 0.741569
0.64819
70
14.69
71 0.865769 1.106613
71
15.11
72 0.331744 -0.435102
72
14.96
73 0.791069 0.810136
73
15.27
74
74
15.14
-0.4781
75
14.97
76 0.847195 1.024479
76
15.37
77 0.850778 1.039776
77
15.79
78 0.504346 0.010894
78
15.80
79
0.26363 -0.632193
79
15.55
80 0.532425 0.081368
80
15.59
81 0.615531 0.293763
81
15.72
82 0.201486 -0.836324
82
15.40
83 0.161233 -0.989405
83
15.02
84 0.028518 -1.903033
84
14.32
85 0.414346 -0.216379
85
14.25
86 0.829452 0.952003
86
14.61
87 0.439026 -0.15344
87
14.56
88 0.604487 0.264978
88
14.66
89 0.805814 0.862574
89
14.99
90 0.761478 0.711065
90
15.27
91
0.40905 -0.229989
91
15.19
92 0.482808 -0.043106
92
15.18
93 0.336992 -0.420686
93
15.03
94 0.281433 -0.57859
94
14.82
95 0.827133 0.942898
95
15.18
96 0.215384 -0.787877
96
14.89
97 0.337071 -0.420471
97
14.74
98 0.410687 -0.225779
98
14.66
99 0.315305 -0.480868
99
14.49
0.83565
100
14.81
101 0.849161 1.032841
101
15.21
102 0.955235 1.697878
102
15.88
0.36177 -0.35373
75 0.316289
100 0.798324
103 0.962511 1.780597
103
16.62
104 0.090392 -1.338342
104
16.08
105 0.461545 -0.096543
105
16.05
106
0.54469 0.112257
106
16.10
107
0.62282 0.312894
107
16.23
0.86614
108
16.60
109 0.428349 -0.180579
109
16.53
110 0.898258 1.271686
110
17.08
111 0.674887 0.453447
111
17.29
112 0.930148 1.476898
112
17.96
113 0.949909 1.643975
113
18.73
114 0.238566 -0.710924
114
18.40
115 0.238512 -0.711097
115
18.08
116 0.465559 -0.086439
116
18.05
117 0.749825 0.673938
117
18.37
118 0.723041 0.591898
118
18.66
119 0.556097 0.141082
119
18.73
120
0.26578 -0.625625
120
18.45
121 0.569538 0.175197
121
18.54
122 0.868709 1.120308
122
19.08
123
0.15825 -1.001674
123
18.61
124 0.561759 0.155431
124
18.69
125 0.578165
0.1972
125
18.80
126 0.577264 0.194899
126
18.90
127 0.248707 -0.678564
127
18.59
128 0.960675 1.758572
128
19.44
129 0.341769 -0.407641
129
19.25
130 0.832582 0.964419
130
19.74
131 0.599162 0.251179
131
19.87
132 0.910525 1.343996
132
20.57
133 0.582835 0.209152
133
20.69
134 0.443161 -0.14296
134
20.62
135 0.176086 -0.930385
135
20.15
136 0.464503 -0.089095
136
20.12
137
0.79929 0.839088
137
20.56
138 0.575778 0.191105
138
20.67
139 0.348086 -0.390492
139
20.47
140 0.423667 -0.192521
140
20.38
141 0.438899 -0.153762
141
20.32
142 0.960356 1.754834
142
21.25
108 0.806793
143 0.892828 1.241711
143
21.94
144
0.7988 0.837344
144
22.42
145 0.174599 -0.936146
145
21.90
146
0.97247 1.918407
146
23.00
147 0.100592 -1.278184
147
22.28
148 0.613762 0.289138
148
22.46
149 0.258531 -0.647881
149
22.10
150 0.027855 -1.913297
150
21.07
151 0.551199
0.12869
151
21.15
152 0.577542
0.19561
152
21.26
153 0.201384 -0.836688
153
20.83
154 0.138509 -1.087043
154
20.27
155 0.177352 -0.925503
155
19.81
156
0.646 0.374544
156
20.01
157 0.170162 -0.953524
157
19.54
158 0.353256 -0.376545
158
19.37
159
0.00133 -3.00451
159
17.96
160 0.617823 0.299768
160
18.10
161 0.610114 0.279616
161
18.24
162 0.549955 0.125549
162
18.31
163 0.365945 -0.342614
163
18.16
164
0.9109 1.346317
164
18.80
165 0.804981 0.859549
165
19.22
166 0.237574 -0.714128
166
18.88
167 0.866128 1.108272
167
19.43
168 0.741887 0.649174
168
19.76
169 0.129185 -1.13025
169
19.21
170 0.548728 0.122448
170
19.28
171 0.840416 0.996169
171
19.78
172 0.016918 -2.122014
172
18.76
173 0.273723 -0.601593
173
18.48
174 0.371253 -0.328538
174
18.34
175 0.507819 0.019602
175
18.36
176 0.322925 -0.459534
176
18.15
177 0.851208 1.041627
177
18.65
178 0.292397 -0.546397
178
18.40
179 0.532749 0.082182
179
18.45
180
0.19411 -0.862848
180
18.06
181 0.718821 0.579341
181
18.33
182 0.464756 -0.088458
182
18.30
183
0.19982 -0.842264
183
17.92
184 0.333986 -0.428934
184
17.74
185 0.381424 -0.301743
185
17.61
186 0.368887 -0.334802
186
17.47
187 0.815585 0.898668
187
17.88
188 0.320567 -0.466115
188
17.68
189 0.909809 1.339578
189
18.30
190 0.368823 -0.334973
190
18.15
191 0.902632 1.296694
191
18.77
192 0.871938 1.135602
192
19.32
193 0.006381 -2.490359
193
18.15
194 0.635023 0.345185
194
18.32
195 0.141957 -1.071569
195
17.84
196 0.580184 0.202363
196
17.94
197 0.717411 0.575169
197
18.21
198 0.952023 1.664791
198
19.00
199
0.38667
199
19.20
200 0.284695 -0.568949
200
18.94
201 0.741461 0.647857
201
19.26
202 0.589785 0.226992
202
19.38
203 0.932012 1.490946
203
20.13
204 0.217437 -0.780878
204
19.75
205 0.324593 -0.454894
205
19.53
206 0.722993 0.591757
206
19.84
207 0.482124 -0.044823
207
19.82
208 0.729693 0.611885
208
20.14
209 0.091286 -1.332878
209
19.48
210 0.738751 0.639501
210
19.81
211 0.869714
1.12504
211
20.39
212 0.966752 1.835066
212
21.37
213 0.978248 2.018844
213
22.50
214 0.789043 0.803105
214
22.97
215 0.115475 -1.197915
215
22.30
216 0.563385 0.159558
216
22.40
217 0.093658 -1.318562
217
21.68
218 0.920338 1.407349
218
22.47
219 0.411125 -0.224652
219
22.36
220 0.435075 -0.163467
220
22.27
221 0.466195 -0.084839
221
22.24
222
222
22.77
0.6505
0.81854 0.909814
223 0.323875 -0.456889
223
22.51
224 0.948182 1.627477
224
23.47
225
0.19839
225
23.60
226 0.000777 -3.164528
226
21.80
227 0.656432 0.402744
227
22.03
228 0.708385 0.548674
228
22.35
229 0.047542 -1.669165
229
21.43
230 0.329027 -0.442601
230
21.21
231 0.610321 0.280157
231
21.37
232 0.438928 -0.153688
232
21.29
233
0.06003 -1.55452
233
20.48
234 0.916834 1.384087
234
21.22
235 0.070101 -1.475037
235
20.46
236 0.951971 1.664273
236
21.35
237 0.072136 -1.460063
237
20.58
238 0.673391 0.449298
238
20.83
239 0.349222 -0.387421
239
20.63
240
0.68691
0.48711
240
20.90
241
0.26241 -0.635934
241
20.58
242 0.914799 1.370913
242
21.31
243
0.65293 0.393242
243
21.54
244 0.422055 -0.196638
244
21.44
245 0.431989 -0.171312
245
21.36
246
0.3501 -0.38505
246
21.16
247 0.052573 -1.620401
247
20.32
248 0.050058 -1.644296
248
19.50
249 0.444953 -0.138424
249
19.44
250 0.797529 0.832829
250
19.87
0.57863
50
100
150
Price
Certain
Certain Uncertain
10.00
0.00
10.00
-0.30
10.01
0.11
10.01
0.42
10.02
0.38
10.02
-0.22
10.03
0.06
10.03
0.06
10.04
0.19
10.04
0.02
10.05
-0.04
10.05
0.05
10.06
0.34
10.06
-0.10
10.07
0.02
10.07
0.00
10.08
-0.18
10.08
0.00
10.09
0.16
10.09
0.17
10.10
0.04
10.10
0.45
10.11
0.64
200
Uncertain
250
300
10.11
0.88
10.12
1.44
10.12
1.48
10.13
1.64
10.13
2.28
10.14
2.07
10.14
2.26
10.15
2.18
10.15
1.92
10.15
2.07
10.16
2.31
10.16
1.69
10.17
2.00
10.17
2.07
10.18
2.41
10.18
2.36
10.19
1.93
10.19
2.45
10.20
2.39
10.20
2.45
10.21
2.52
10.21
2.90
10.22
3.30
10.22
3.23
10.23
3.55
10.23
3.21
10.24
4.20
10.24
3.82
10.25
3.06
10.25
3.41
10.26
3.71
10.26
4.02
10.27
5.20
10.27
5.33
10.28
5.47
10.28
5.31
10.29
5.07
10.29
5.71
10.30
5.30
10.30
5.39
10.31
4.98
10.31
4.70
10.32
4.46
10.32
4.53
10.33
4.86
10.33
4.22
10.34
4.11
10.34
4.35
10.35
4.77
10.35
4.60
10.36
4.92
10.36
4.78
10.37
4.60
10.37
5.00
10.38
5.41
10.38
5.42
10.39
5.17
10.39
5.20
10.40
5.32
10.40
5.00
10.41
4.62
10.41
3.91
10.42
3.84
10.42
4.19
10.43
4.13
10.43
4.23
10.44
4.56
10.44
4.83
10.45
4.74
10.45
4.73
10.46
4.57
10.46
4.36
10.47
4.72
10.47
4.42
10.48
4.26
10.48
4.18
10.49
4.01
10.49
4.32
10.50
4.71
10.50
5.38
10.51
6.12
10.51
5.57
10.52
5.53
10.52
5.58
10.53
5.71
10.53
6.07
10.54
6.00
10.54
6.54
10.55
6.74
10.55
7.40
10.56
8.17
10.56
7.84
10.57
7.52
10.57
7.48
10.58
7.79
10.58
8.07
10.59
8.15
10.59
7.85
10.60
7.94
10.60
8.48
10.61
8.00
10.61
8.08
10.62
8.18
10.62
8.28
10.63
7.96
10.63
8.81
10.64
8.61
10.64
9.09
10.65
9.22
10.65
9.91
10.66
10.03
10.66
9.96
10.67
9.48
10.67
9.44
10.68
9.88
10.68
9.98
10.69
9.78
10.70
9.69
10.70
9.62
10.71
10.54
10.71
11.23
10.72
11.70
10.72
11.18
10.73
12.28
10.73
11.55
10.74
11.72
10.74
11.36
10.75
10.32
10.75
10.39
10.76
10.50
10.76
10.06
10.77
9.50
10.77
9.04
10.78
9.23
10.78
8.76
10.79
8.58
10.79
7.16
10.80
7.30
10.80
7.44
10.81
7.50
10.81
7.34
10.82
7.98
10.82
8.39
10.83
8.05
10.83
8.59
10.84
8.92
10.85
8.37
10.85
8.43
10.86
8.93
10.86
7.90
10.87
7.62
10.87
7.47
10.88
7.48
10.88
7.27
10.89
7.76
10.89
7.51
10.90
7.55
10.90
7.16
10.91
7.43
10.91
7.39
10.92
7.01
10.92
6.82
10.93
6.68
10.93
6.54
10.94
6.94
10.94
6.74
10.95
7.35
10.95
7.20
10.96
7.81
10.97
8.36
10.97
7.18
10.98
7.35
10.98
6.86
10.99
6.95
10.99
7.22
11.00
8.01
11.00
8.20
11.01
7.93
11.01
8.24
11.02
8.36
11.02
9.11
11.03
8.72
11.03
8.50
11.04
8.80
11.04
8.78
11.05
9.09
11.06
8.43
11.06
8.75
11.07
9.33
11.07
10.30
11.08
11.42
11.08
11.89
11.09
11.21
11.09
11.31
11.10
10.58
11.10
11.37
11.11
11.25
11.11
11.16
11.12
11.12
11.12
11.64
11.13
11.38
11.14
12.34
11.14
12.46
11.15
10.65
11.15
10.88
11.16
11.19
11.16
10.27
11.17
10.04
11.17
10.19
11.18
10.12
11.18
9.30
11.19
10.03
11.19
9.26
11.20
10.15
11.20
9.38
11.21
9.62
11.22
9.42
11.22
9.68
11.23
9.35
11.23
10.08
11.24
10.30
11.24
10.20
11.25
10.11
11.25
9.91
11.26
9.06
11.26
8.24
11.27
8.17
11.27
8.59
Price
10.00
Expected return
20.00%
Volatility
40.00%
Time
1.5
Expected
12.00%
Minimum
1.687
Maximum
84.960
Step
0.4164
0.000
20.000
Price
LN
Prob
1.687
0.5230
3.16712E-05
2.103
0.7436
#NAME?
2.520
0.9242
#NAME?
2.936
1.0771
#NAME?
3.353
1.2097
#NAME?
3.769
1.3268
#NAME?
4.185
1.4316
#NAME?
4.602
1.5264
#NAME?
5.018
1.6130
#NAME?
5.434
1.6927
#NAME?
5.851
1.7666
#NAME?
6.267
1.8353
#NAME?
6.683
1.8996
#NAME?
7.100
1.9601
#NAME?
7.516
2.0171
#NAME?
7.933
2.0710
#NAME?
8.349
2.1221
#NAME?
8.765
2.1708
#NAME?
9.182
2.2172
#NAME?
9.598
2.2616
#NAME?
10.014
2.3040
#NAME?
10.431
2.3448
#NAME?
10.847
2.3839
#NAME?
11.263
2.4216
#NAME?
40.000
11.680
2.4579
#NAME?
12.096
2.4929
#NAME?
12.513
2.5267
#NAME?
12.929
2.5595
#NAME?
13.345
2.5912
#NAME?
13.762
2.6219
#NAME?
14.178
2.6517
#NAME?
14.594
2.6806
#NAME?
15.011
2.7088
#NAME?
15.427
2.7361
#NAME?
15.843
2.7628
#NAME?
16.260
2.7887
#NAME?
16.676
2.8140
#NAME?
17.093
2.8386
#NAME?
17.509
2.8627
#NAME?
17.925
2.8862
#NAME?
18.342
2.9092
#NAME?
18.758
2.9316
#NAME?
19.174
2.9536
#NAME?
19.591
2.9751
#NAME?
20.007
2.9961
#NAME?
20.423
3.0167
#NAME?
20.840
3.0369
#NAME?
21.256
3.0566
#NAME?
21.672
3.0760
#NAME?
22.089
3.0951
#NAME?
22.505
3.1137
#NAME?
22.922
3.1321
#NAME?
23.338
3.1501
#NAME?
23.754
3.1678
#NAME?
24.171
3.1851
#NAME?
24.587
3.2022
#NAME?
25.003
3.2190
#NAME?
25.420
3.2355
#NAME?
25.836
3.2518
#NAME?
26.252
3.2678
#NAME?
26.669
3.2835
#NAME?
27.085
3.2990
#NAME?
27.502
3.3142
#NAME?
27.918
3.3293
#NAME?
28.334
3.3441
#NAME?
28.751
3.3587
#NAME?
29.167
3.3730
#NAME?
29.583
3.3872
#NAME?
30.000
3.4012
#NAME?
30.416
3.4150
#NAME?
30.832
3.4286
#NAME?
31.249
3.4420
#NAME?
31.665
3.4552
#NAME?
32.082
3.4683
#NAME?
32.498
3.4812
#NAME?
32.914
3.4939
#NAME?
33.331
3.5065
#NAME?
33.747
3.5189
#NAME?
34.163
3.5312
#NAME?
34.580
3.5433
#NAME?
34.996
3.5552
#NAME?
35.412
3.5671
#NAME?
35.829
3.5788
#NAME?
36.245
3.5903
#NAME?
36.662
3.6017
#NAME?
37.078
3.6130
#NAME?
37.494
3.6242
#NAME?
37.911
3.6352
#NAME?
38.327
3.6462
#NAME?
38.743
3.6570
#NAME?
39.160
3.6676
#NAME?
39.576
3.6782
#NAME?
39.992
3.6887
#NAME?
40.409
3.6990
#NAME?
40.825
3.7093
#NAME?
41.242
3.7194
#NAME?
41.658
3.7295
#NAME?
42.074
3.7394
#NAME?
42.491
3.7493
#NAME?
42.907
3.7590
#NAME?
43.323
3.7687
#NAME?
43.740
3.7783
#NAME?
44.156
3.7877
#NAME?
44.572
3.7971
#NAME?
44.989
3.8064
#NAME?
45.405
3.8156
#NAME?
45.822
3.8248
#NAME?
46.238
3.8338
#NAME?
46.654
3.8428
#NAME?
47.071
3.8516
#NAME?
47.487
3.8605
#NAME?
47.903
3.8692
#NAME?
48.320
3.8778
#NAME?
48.736
3.8864
#NAME?
49.152
3.8949
#NAME?
49.569
3.9034
#NAME?
49.985
3.9117
#NAME?
50.402
3.9200
#NAME?
50.818
3.9282
#NAME?
51.234
3.9364
#NAME?
51.651
3.9445
#NAME?
52.067
3.9525
#NAME?
52.483
3.9605
#NAME?
52.900
3.9684
#NAME?
53.316
3.9762
#NAME?
53.732
3.9840
#NAME?
54.149
3.9917
#NAME?
54.565
3.9994
#NAME?
54.982
4.0070
#NAME?
55.398
4.0145
#NAME?
55.814
4.0220
#NAME?
56.231
4.0295
#NAME?
56.647
4.0368
#NAME?
57.063
4.0442
#NAME?
57.480
4.0514
#NAME?
57.896
4.0586
#NAME?
58.312
4.0658
#NAME?
58.729
4.0729
#NAME?
59.145
4.0800
#NAME?
59.562
4.0870
#NAME?
59.978
4.0940
#NAME?
60.394
4.1009
#NAME?
60.811
4.1078
#NAME?
61.227
4.1146
#NAME?
61.643
4.1214
#NAME?
62.060
4.1281
#NAME?
62.476
4.1348
#NAME?
62.892
4.1414
#NAME?
63.309
4.1480
#NAME?
63.725
4.1546
#NAME?
64.142
4.1611
#NAME?
64.558
4.1676
#NAME?
64.974
4.1740
#NAME?
65.391
4.1804
#NAME?
65.807
4.1867
#NAME?
66.223
4.1930
#NAME?
66.640
4.1993
#NAME?
67.056
4.2055
#NAME?
67.472
4.2117
#NAME?
67.889
4.2179
#NAME?
68.305
4.2240
#NAME?
68.722
4.2301
#NAME?
69.138
4.2361
#NAME?
69.554
4.2421
#NAME?
69.971
4.2481
#NAME?
70.387
4.2540
#NAME?
70.803
4.2599
#NAME?
71.220
4.2658
#NAME?
71.636
4.2716
#NAME?
72.052
4.2774
#NAME?
72.469
4.2832
#NAME?
72.885
4.2889
#NAME?
73.302
4.2946
#NAME?
73.718
4.3002
#NAME?
74.134
4.3059
#NAME?
74.551
4.3115
#NAME?
74.967
4.3170
#NAME?
75.383
4.3226
#NAME?
75.800
4.3281
#NAME?
76.216
4.3336
#NAME?
76.632
4.3390
#NAME?
77.049
4.3444
#NAME?
77.465
4.3498
#NAME?
77.882
4.3552
#NAME?
78.298
4.3605
#NAME?
78.714
4.3658
#NAME?
79.131
4.3711
#NAME?
79.547
4.3763
#NAME?
79.963
4.3816
#NAME?
80.380
4.3868
#NAME?
80.796
4.3919
#NAME?
81.212
4.3971
#NAME?
81.629
4.4022
#NAME?
82.045
4.4073
#NAME?
82.462
4.4123
#NAME?
82.878
4.4174
#NAME?
83.294
4.4224
#NAME?
83.711
4.4274
#NAME?
84.127
4.4323
#NAME?
84.543
4.4373
#NAME?
84.960
4.4422
#NAME?
20.000
40.000
Price
60.000
Y value
1.687 3.16712E-05
2.103 1.61129E-04
2.520
#NAME?
2.936
#NAME?
3.353
#NAME?
3.769
#NAME?
4.185
#NAME?
4.602
#NAME?
5.018
#NAME?
5.434
#NAME?
5.851
#NAME?
6.267
#NAME?
6.683
#NAME?
7.100
#NAME?
7.516
#NAME?
7.933
#NAME?
8.349
#NAME?
8.765
#NAME?
9.182
#NAME?
9.598
#NAME?
10.014
#NAME?
10.431
#NAME?
10.847
#NAME?
11.263
#NAME?
80.000
100.000
11.680
#NAME?
12.096
#NAME?
12.513
#NAME?
12.929
#NAME?
13.345
#NAME?
13.762
#NAME?
14.178
#NAME?
14.594
#NAME?
15.011
#NAME?
15.427
#NAME?
15.843
#NAME?
16.260
#NAME?
16.676
#NAME?
17.093
#NAME?
17.509
#NAME?
17.925
#NAME?
18.342
#NAME?
18.758
#NAME?
19.174
#NAME?
19.591
#NAME?
20.007
#NAME?
20.423
#NAME?
20.840
#NAME?
21.256
#NAME?
21.672
#NAME?
22.089
#NAME?
22.505
#NAME?
22.922
#NAME?
23.338
#NAME?
23.754
#NAME?
24.171
#NAME?
24.587
#NAME?
25.003
#NAME?
25.420
#NAME?
25.836
#NAME?
26.252
#NAME?
26.669
#NAME?
27.085
#NAME?
27.502
#NAME?
27.918
#NAME?
28.334
#NAME?
28.751
#NAME?
29.167
#NAME?
29.583
#NAME?
30.000
#NAME?
30.416
#NAME?
30.832
#NAME?
31.249
#NAME?
31.665
#NAME?
32.082
#NAME?
32.498
#NAME?
32.914
#NAME?
33.331
#NAME?
33.747
#NAME?
34.163
#NAME?
34.580
#NAME?
34.996
#NAME?
35.412
#NAME?
35.829
#NAME?
36.245
#NAME?
36.662
#NAME?
37.078
#NAME?
37.494
#NAME?
37.911
#NAME?
38.327
#NAME?
38.743
#NAME?
39.160
#NAME?
39.576
#NAME?
39.992
#NAME?
40.409
#NAME?
40.825
#NAME?
41.242
#NAME?
41.658
#NAME?
42.074
#NAME?
42.491
#NAME?
42.907
#NAME?
43.323
#NAME?
43.740
#NAME?
44.156
#NAME?
44.572
#NAME?
44.989
#NAME?
45.405
#NAME?
45.822
#NAME?
46.238
#NAME?
46.654
#NAME?
47.071
#NAME?
47.487
#NAME?
47.903
#NAME?
48.320
#NAME?
48.736
#NAME?
49.152
#NAME?
49.569
#NAME?
49.985
#NAME?
50.402
#NAME?
50.818
#NAME?
51.234
#NAME?
51.651
#NAME?
52.067
#NAME?
52.483
#NAME?
52.900
#NAME?
53.316
#NAME?
53.732
#NAME?
54.149
#NAME?
54.565
#NAME?
54.982
#NAME?
55.398
#NAME?
55.814
#NAME?
56.231
#NAME?
56.647
#NAME?
57.063
#NAME?
57.480
#NAME?
57.896
#NAME?
58.312
#NAME?
58.729
#NAME?
59.145
#NAME?
59.562
#NAME?
59.978
#NAME?
60.394
#NAME?
60.811
#NAME?
61.227
#NAME?
61.643
#NAME?
62.060
#NAME?
62.476
#NAME?
62.892
#NAME?
63.309
#NAME?
63.725
#NAME?
64.142
#NAME?
64.558
#NAME?
64.974
#NAME?
65.391
#NAME?
65.807
#NAME?
66.223
#NAME?
66.640
#NAME?
67.056
#NAME?
67.472
#NAME?
67.889
#NAME?
68.305
#NAME?
68.722
#NAME?
69.138
#NAME?
69.554
#NAME?
69.971
#NAME?
70.387
#NAME?
70.803
#NAME?
71.220
#NAME?
71.636
#NAME?
72.052
#NAME?
72.469
#NAME?
72.885
#NAME?
73.302
#NAME?
73.718
#NAME?
74.134
#NAME?
74.551
#NAME?
74.967
#NAME?
75.383
#NAME?
75.800
#NAME?
76.216
#NAME?
76.632
#NAME?
77.049
#NAME?
77.465
#NAME?
77.882
#NAME?
78.298
#NAME?
78.714
#NAME?
79.131
#NAME?
79.547
#NAME?
79.963
#NAME?
80.380
#NAME?
80.796
#NAME?
81.212
#NAME?
81.629
#NAME?
82.045
#NAME?
82.462
#NAME?
82.878
#NAME?
83.294
#NAME?
83.711
#NAME?
84.127
#NAME?
84.543
#NAME?
84.960 1.36932E-06

Book 4

Enviado por

Dados do documento

Título original

Direitos autorais

Formatos disponíveis

Compartilhar este documento

Compartilhar ou incorporar documento

Opções de compartilhamento

Você considera este documento útil?

Este conteúdo é inapropriado?

Direitos autorais:

Formatos disponíveis

Book 4

Enviado por

Direitos autorais:

Formatos disponíveis

Using Formulas

Mean daily return

Date Closing Price Price relative Daily return

254 days 125 days

Using Formulas Using Functions

Mean daily return

Closing Price Price relative Daily return

Daily return Squared deviation

101 0.849161 1.032841

102 0.955235 1.697878

103 0.962511 1.780597

104 0.090392 -1.338342

105 0.461545 -0.096543

109 0.428349 -0.180579

110 0.898258 1.271686

111 0.674887 0.453447

112 0.930148 1.476898

113 0.949909 1.643975

114 0.238566 -0.710924

115 0.238512 -0.711097

116 0.465559 -0.086439

117 0.749825 0.673938

118 0.723041 0.591898

119 0.556097 0.141082

121 0.569538 0.175197

122 0.868709 1.120308

124 0.561759 0.155431

126 0.577264 0.194899

127 0.248707 -0.678564

128 0.960675 1.758572

129 0.341769 -0.407641

130 0.832582 0.964419

131 0.599162 0.251179

132 0.910525 1.343996

133 0.582835 0.209152

134 0.443161 -0.14296

135 0.176086 -0.930385

136 0.464503 -0.089095

138 0.575778 0.191105

139 0.348086 -0.390492

140 0.423667 -0.192521

141 0.438899 -0.153762

142 0.960356 1.754834

143 0.892828 1.241711

145 0.174599 -0.936146

147 0.100592 -1.278184

148 0.613762 0.289138

149 0.258531 -0.647881

150 0.027855 -1.913297

153 0.201384 -0.836688

154 0.138509 -1.087043

155 0.177352 -0.925503

157 0.170162 -0.953524

158 0.353256 -0.376545

160 0.617823 0.299768

161 0.610114 0.279616

162 0.549955 0.125549

163 0.365945 -0.342614

165 0.804981 0.859549

166 0.237574 -0.714128

167 0.866128 1.108272

168 0.741887 0.649174

169 0.129185 -1.13025