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Date XOM NKE AMZN GS V 29/1/2010 -0.05514008 -0.03511427 -0.06772228 -0.11916605 -0.06208553 26/2/2010 0.01536551 0.06039213 -0.05589667 0.05365791 0.04114348 31/3/2010 0.03046159 0.09127221 0.1467061 0.09133354 0.06742495 30/4/2010
Date | XOM | NKE | AMZN | GS | V |
29/1/2010 | -0.05514008 | -0.03511427 | -0.06772228 | -0.11916605 | -0.06208553 |
26/2/2010 | 0.01536551 | 0.06039213 | -0.05589667 | 0.05365791 | 0.04114348 |
31/3/2010 | 0.03046159 | 0.09127221 | 0.1467061 | 0.09133354 | 0.06742495 |
30/4/2010 | 0.01179446 | 0.03278917 | 0.00979599 | -0.14903598 | -0.00878826 |
28/5/2010 | -0.10137226 | -0.04650252 | -0.08490158 | -0.00406338 | -0.19555584 |
30/6/2010 | -0.05607012 | -0.06300075 | -0.12912479 | -0.09004568 | -0.02359921 |
30/7/2010 | 0.04573332 | 0.09015539 | 0.07898588 | 0.1489297 | 0.03674909 |
31/8/2010 | -0.00217828 | -0.04942965 | 0.05886846 | -0.08977599 | -0.05787314 |
30/9/2010 | 0.0453392 | 0.14871427 | 0.25819111 | 0.05586803 | 0.0765439 |
29/10/2010 | 0.07606404 | 0.01622165 | 0.05201833 | 0.11446952 | 0.0525182 |
30/11/2010 | 0.05278989 | 0.05758834 | 0.06155056 | -0.02879666 | -0.05322422 |
31/12/2010 | 0.05117891 | -0.00464413 | 0.02622581 | 0.07698222 | -0.04698715 |
31/1/2011 | 0.10339165 | -0.03441811 | -0.05755556 | -0.02699815 | -0.00753053 |
28/2/2011 | 0.06556766 | 0.07941313 | 0.02151612 | 0.003117 | 0.04795998 |
31/3/2011 | -0.01636854 | -0.14624286 | 0.03947147 | -0.03162775 | 0.00780287 |
29/4/2011 | 0.04576258 | 0.0874505 | 0.0870482 | -0.04785631 | 0.06112469 |
31/5/2011 | -0.04591955 | 0.0258746 | 0.00449418 | -0.06575723 | 0.03955447 |
30/6/2011 | -0.02503898 | 0.06915342 | 0.03965633 | -0.05428835 | 0.03947699 |
29/7/2011 | -0.01953793 | 0.00188929 | 0.08817057 | 0.01412582 | 0.01519106 |
31/8/2011 | -0.06642441 | -0.03882418 | -0.03276114 | -0.1363266 | 0.02910915 |
30/9/2011 | -0.0187787 | -0.00957876 | 0.00464619 | -0.1864567 | -0.02457893 |
31/10/2011 | 0.07517554 | 0.12676875 | -0.0125792 | 0.15864621 | 0.08796081 |
30/11/2011 | 0.03611226 | -0.00176438 | -0.09938645 | -0.1217709 | 0.04214024 |
30/12/2011 | 0.05370462 | 0.00571847 | -0.09979711 | -0.05664511 | 0.04702483 |
31/1/2012 | -0.01203403 | 0.0790702 | 0.12328131 | 0.23266616 | -0.00876588 |
29/2/2012 | 0.0385718 | 0.0377921 | -0.07585888 | 0.0360635 | 0.15848573 |
30/3/2012 | 0.002659 | 0.00815423 | 0.12699644 | 0.08016331 | 0.01400702 |
30/4/2012 | -0.00449679 | 0.0316304 | 0.14512864 | -0.07413364 | 0.04220342 |
31/5/2012 | -0.08269631 | -0.02976671 | -0.08188871 | -0.16491537 | -0.06147346 |
29/6/2012 | 0.08826151 | -0.18857461 | 0.07251891 | 0.00167193 | 0.07317708 |
31/7/2012 | 0.0149585 | 0.06345408 | 0.02167724 | 0.05257668 | 0.04400235 |
31/8/2012 | 0.01174444 | 0.04681309 | 0.06416631 | 0.05232903 | -0.0046487 |
28/9/2012 | 0.04753716 | -0.02516431 | 0.02436864 | 0.07529322 | 0.04701753 |
31/10/2012 | -0.00306177 | -0.0371932 | -0.08425177 | 0.07661857 | 0.03336309 |
30/11/2012 | -0.02698255 | 0.06675428 | 0.08225622 | -0.03349946 | 0.08129153 |
31/12/2012 | -0.01803944 | 0.06298721 | -0.00468164 | 0.08294419 | 0.01249078 |
31/1/2013 | 0.03951471 | 0.04748064 | 0.05831708 | 0.15914083 | 0.04176014 |
28/2/2013 | 0.00166724 | 0.01147086 | -0.00463281 | 0.01623153 | 0.00671266 |
28/3/2013 | 0.00625346 | 0.08354755 | 0.0084005 | -0.01742789 | 0.07060008 |
30/4/2013 | -0.01242928 | 0.07778343 | -0.0475815 | -0.00733936 | -0.00812523 |
31/5/2013 | 0.02371057 | -0.02720124 | 0.06063597 | 0.11302796 | 0.05942059 |
28/6/2013 | -0.00132644 | 0.03276031 | 0.03153785 | -0.06681886 | 0.02587853 |
31/7/2013 | 0.03763145 | -0.01193471 | 0.08473477 | 0.08449586 | -0.03140906 |
30/8/2013 | -0.06357329 | 0.00174828 | -0.06719338 | -0.06949945 | -0.01276762 |
30/9/2013 | -0.01284996 | 0.15631963 | 0.11267707 | 0.03996583 | 0.09563128 |
31/10/2013 | 0.04160858 | 0.04295158 | 0.16437431 | 0.01674985 | 0.029147 |
29/11/2013 | 0.05010043 | 0.04461453 | 0.0812845 | 0.05364915 | 0.03655875 |
31/12/2013 | 0.08258444 | -0.00328532 | 0.01313453 | 0.04924821 | 0.09446567 |
31/1/2014 | -0.089328 | -0.07362667 | -0.10055419 | -0.0741284 | -0.03255793 |
28/2/2014 | 0.05143221 | 0.07810576 | 0.00950683 | 0.01754815 | 0.05064295 |
31/3/2014 | 0.01464635 | -0.05670501 | -0.07107157 | -0.01562025 | -0.04461362 |
30/4/2014 | 0.04842346 | -0.01232066 | -0.09583335 | -0.02459566 | -0.06138238 |
30/5/2014 | -0.01162001 | 0.05757378 | 0.02768547 | 0.00337874 | 0.06228716 |
30/6/2014 | 0.00149211 | 0.00832141 | 0.03912978 | 0.04774423 | -0.01917793 |
31/7/2014 | -0.01728246 | -0.00541594 | -0.03630152 | 0.03242948 | 0.0014237 |
29/8/2014 | 0.0122296 | 0.02152218 | 0.08322956 | 0.0392781 | 0.00905175 |
30/9/2014 | -0.05439369 | 0.13558234 | -0.04896179 | 0.02490094 | 0.00399958 |
31/10/2014 | 0.02828279 | 0.04226462 | -0.05266099 | 0.03497302 | 0.13150863 |
28/11/2014 | -0.05666424 | 0.06797891 | 0.10862314 | -0.00515818 | 0.07140791 |
31/12/2014 | 0.0210956 | -0.02880451 | -0.08354007 | 0.02876704 | 0.01553124 |
30/1/2015 | -0.05440778 | -0.04056164 | 0.14235538 | -0.1105092 | -0.02780323 |
27/2/2015 | 0.02070468 | 0.05582659 | 0.07229291 | 0.10428623 | 0.06621943 |
31/3/2015 | -0.03998194 | 0.03305189 | -0.02120159 | -0.0095895 | -0.03564182 |
30/4/2015 | 0.02788239 | -0.01485105 | 0.13351248 | 0.04495396 | 0.00978443 |
29/5/2015 | -0.0164817 | 0.03146501 | 0.01766327 | 0.05304961 | 0.04163508 |
30/6/2015 | -0.02347418 | 0.06245695 | 0.01132257 | 0.01260968 | -0.02227721 |
31/7/2015 | -0.04795671 | 0.06665437 | 0.23511261 | -0.01781688 | 0.12196567 |
31/8/2015 | -0.04090394 | -0.03011631 | -0.0433834 | -0.07714439 | -0.05203071 |
30/9/2015 | -0.01182881 | 0.10290829 | -0.00194974 | -0.0786851 | -0.02300139 |
30/10/2015 | 0.11284465 | 0.06554442 | 0.22272365 | 0.07907462 | 0.11369506 |
30/11/2015 | -0.00423005 | 0.0095398 | 0.06215044 | 0.01690669 | 0.02023718 |
31/12/2015 | -0.04543236 | -0.05261565 | 0.01668175 | -0.05152094 | -0.01847866 |
29/1/2016 | -0.00128285 | -0.00784003 | -0.1315155 | -0.10358985 | -0.03945848 |
29/2/2016 | 0.03892104 | -0.00677307 | -0.05873932 | -0.07043822 | -0.02631224 |
31/3/2016 | 0.04291946 | 0.00064947 | 0.07442264 | 0.04982276 | 0.05649957 |
29/4/2016 | 0.05754283 | -0.04115833 | 0.11109428 | 0.04541983 | 0.00993717 |
31/5/2016 | 0.01549768 | -0.06311499 | 0.09581702 | -0.02425206 | 0.02382191 |
30/6/2016 | 0.05302181 | 0.0025353 | -0.00991987 | -0.06834709 | -0.06042569 |
29/7/2016 | -0.05109879 | 0.00543477 | 0.06035326 | 0.06885177 | 0.05231232 |
31/8/2016 | -0.01191678 | 0.03855855 | 0.01363975 | 0.07115427 | 0.03830875 |
30/9/2016 | 0.0016066 | -0.08379594 | 0.08860318 | -0.04833 | 0.02224963 |
31/10/2016 | -0.04537121 | -0.0469136 | -0.05671733 | 0.10522726 | -0.0022974 |
30/11/2016 | 0.05676913 | -0.00219212 | -0.04969487 | 0.23395415 | -0.06090173 |
30/12/2016 | 0.03390606 | 0.01877376 | -0.00093264 | 0.09193308 | 0.00905325 |
31/1/2017 | -0.07057393 | 0.04072398 | 0.09816366 | -0.04230524 | 0.06011283 |
28/2/2017 | -0.02169507 | 0.08052927 | 0.02618157 | 0.08455429 | 0.06522795 |
31/3/2017 | 0.00848503 | -0.02186844 | 0.0491101 | -0.07393371 | 0.0105754 |
28/4/2017 | -0.00438972 | -0.00574196 | 0.04337087 | -0.02577049 | 0.0264431 |
31/5/2017 | -0.00465403 | -0.04367439 | 0.07527649 | -0.052681 | 0.0457685 |
30/6/2017 | 0.00285718 | 0.11681446 | -0.02676398 | 0.05036448 | -0.01522634 |
31/7/2017 | -0.00854704 | 0.00084744 | 0.02043391 | 0.01545745 | 0.0616336 |
31/8/2017 | -0.03673162 | -0.10262486 | -0.00726888 | -0.00372785 | 0.04143229 |
29/9/2017 | 0.07402072 | -0.01817843 | -0.01963084 | 0.0601144 | 0.01661516 |
31/10/2017 | 0.01671133 | 0.06055937 | 0.1497166 | 0.02230277 | 0.04503996 |
30/11/2017 | 0.00851833 | 0.09874516 | 0.06466232 | 0.02437316 | 0.02550457 |
29/12/2017 | 0.00420217 | 0.03856341 | -0.00618656 | 0.02875139 | 0.01270095 |
31/1/2018 | 0.04375901 | 0.09064751 | 0.24063897 | 0.05153878 | 0.08954576 |
28/2/2018 | -0.12359685 | -0.0174436 | 0.04242909 | -0.01571549 | -0.00869356 |
29/3/2018 | -0.01491943 | -0.00581824 | -0.04304935 | -0.04210243 | -0.02700504 |
30/4/2018 | 0.0420855 | 0.02934974 | 0.08207473 | -0.05372031 | 0.06069215 |
31/5/2018 | 0.05543406 | 0.04986114 | 0.04053941 | -0.04888179 | 0.03191996 |
29/6/2018 | 0.01834079 | 0.11253478 | 0.04306529 | -0.02350805 | 0.01323436 |
31/7/2018 | -0.01474678 | -0.03476401 | 0.0456759 | 0.07643825 | 0.03238964 |
31/8/2018 | -0.00637963 | 0.07138205 | 0.13236454 | 0.00496991 | 0.07576418 |
28/9/2018 | 0.06049643 | 0.03065699 | -0.00482432 | -0.05706233 | 0.02178499 |
31/10/2018 | -0.06280871 | -0.11425874 | -0.20219171 | 0.0050392 | -0.08155101 |
30/11/2018 | 0.00803212 | 0.00399789 | 0.05767175 | -0.15033054 | 0.02981502 |
31/12/2018 | -0.14226411 | -0.01304584 | -0.11134978 | -0.12397084 | -0.06894364 |
31/1/2019 | 0.07464432 | 0.10439706 | 0.14431714 | 0.18533368 | 0.02326809 |
28/2/2019 | 0.08965611 | 0.0470201 | -0.045906 | -0.00257562 | 0.09895564 |
29/3/2019 | 0.02239661 | -0.01516394 | 0.08593576 | -0.02394505 | 0.0544829 |
30/4/2019 | -0.0064357 | 0.0429878 | 0.08185878 | 0.07255583 | 0.05275619 |
31/5/2019 | -0.10762335 | -0.11920758 | -0.07861329 | -0.1096542 | -0.01733255 |
28/6/2019 | 0.08280346 | 0.08828101 | 0.06679177 | 0.12115733 | 0.07574537 |
31/7/2019 | -0.02962282 | 0.02477667 | -0.0141791 | 0.0759042 | 0.02564101 |
30/8/2019 | -0.06737489 | -0.01522723 | -0.04847383 | -0.06800527 | 0.01724723 |
30/9/2019 | 0.03110393 | 0.11147927 | -0.02273278 | 0.01628165 | -0.04872255 |
31/10/2019 | -0.0430534 | -0.04652891 | 0.02347472 | 0.02967722 | 0.0398233 |
29/11/2019 | 0.0211632 | 0.04673361 | 0.0135873 | 0.0432093 | 0.03326621 |
31/12/2019 | 0.02421843 | 0.08364531 | 0.02612168 | 0.03876208 | 0.01837298 |
31/1/2020 | -0.10977358 | -0.04945212 | 0.08706382 | 0.03401038 | 0.05891436 |
28/2/2020 | -0.15792017 | -0.0693147 | -0.06221373 | -0.15028389 | -0.08498772 |
31/3/2020 | -0.26185843 | -0.07428955 | 0.03502056 | -0.23001447 | -0.11355634 |
30/4/2020 | 0.22386093 | 0.05366211 | 0.26890016 | 0.18649332 | 0.10923539 |
29/5/2020 | -0.0027975 | 0.13357423 | -0.01278492 | 0.07807223 | 0.09411372 |
30/6/2020 | -0.01649439 | -0.00537633 | 0.12956674 | 0.00575088 | -0.01060237 |
31/7/2020 | -0.05903398 | -0.00448753 | 0.14711356 | 0.00172053 | -0.01433972 |
31/8/2020 | -0.03018068 | 0.14880647 | 0.09046097 | 0.04122039 | 0.11496855 |
30/9/2020 | -0.14046061 | 0.12199483 | -0.08757853 | -0.01903643 | -0.05670081 |
30/10/2020 | -0.04981074 | -0.0434921 | -0.03575412 | -0.05936213 | -0.09131367 |
30/11/2020 | 0.19558561 | 0.12175212 | 0.04343993 | 0.21974191 | 0.15937482 |
31/12/2020 | 0.08103856 | 0.05230144 | 0.02805832 | 0.14910221 | 0.03983831 |
29/1/2021 | 0.08782142 | -0.05570089 | -0.01557601 | 0.02828874 | -0.11649063 |
26/2/2021 | 0.23193574 | 0.01096641 | -0.03532843 | 0.1781539 | 0.10069858 |
31/3/2021 | 0.0268531 | -0.01402285 | 0.00037186 | 0.02745082 | -0.00310751 |
30/4/2021 | 0.02525523 | -0.00203179 | 0.12066263 | 0.06559636 | 0.10310302 |
28/5/2021 | 0.03494055 | 0.03102859 | -0.07047022 | 0.07122966 | -0.02543241 |
30/6/2021 | 0.08069219 | 0.13212661 | 0.06735498 | 0.02018711 | 0.02868458 |
30/7/2021 | -0.08734943 | 0.08427723 | -0.03272226 | -0.01225198 | 0.05375927 |
31/8/2021 | -0.03786693 | -0.01489457 | 0.04303413 | 0.10838136 | -0.06887452 |
30/9/2021 | 0.07887013 | -0.11842909 | -0.05351808 | -0.08580206 | -0.02771718 |
29/10/2021 | 0.09605579 | 0.15189698 | 0.02660238 | 0.09343176 | -0.04929291 |
30/11/2021 | -0.0581666 | 0.01165648 | 0.03992378 | -0.07828721 | -0.08322708 |
31/12/2021 | 0.02256013 | -0.0133834 | -0.04925193 | 0.00934407 | 0.11838779 |
31/1/2022 | 0.24137932 | -0.11159772 | -0.10282998 | -0.07285322 | 0.04365277 |
28/2/2022 | 0.0439705 | -0.07780106 | 0.02667252 | -0.0377523 | -0.04277757 |
31/3/2022 | 0.05317519 | -0.01233984 | 0.06143731 | -0.02692725 | 0.02614293 |
29/4/2022 | 0.03220734 | -0.07327587 | -0.23752514 | -0.07455321 | -0.03895928 |
31/5/2022 | 0.13642229 | -0.04691258 | -0.03276431 | 0.07646737 | -0.00274484 |
30/6/2022 | -0.10791668 | -0.1375263 | -0.11645917 | -0.09126516 | -0.07201771 |
29/7/2022 | 0.13183093 | 0.12446185 | 0.27059597 | 0.12244976 | 0.07730205 |
31/8/2022 | -0.00474573 | -0.07370346 | -0.06061505 | 0.00533909 | -0.06140679 |
30/9/2022 | -0.08661993 | -0.21629868 | -0.10862189 | -0.11909708 | -0.10598365 |
31/10/2022 | 0.26915589 | 0.1150144 | -0.09345131 | 0.17560151 | 0.1661132 |
30/11/2022 | 0.01299521 | 0.18353477 | -0.0575947 | 0.12812395 | 0.04967173 |
30/12/2022 | -0.0093407 | 0.06983316 | -0.12989435 | -0.11076004 | -0.04258067 |
Using the above data please calculate / generate a table individually for each company, the: mean, standard deviation (sample), skewness, sharpe ratio and variance and covariance matrix. (in annual term).
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