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Posted on Sep 11, 2024

PRICE DATA FOR 6 STOCKS AND THE S&P500 Teva Kellogg Ford S&P500 Hewlett- Pfizer El Paso Packard Pipelines Date HPQ PFE EPB Jar/10 44.77 16.54

PRICE DATA FOR 6 STOCKS AND THE S&P500 Teva Kellogg Ford S&P500 Hewlett- Pfizer El Paso Packard Pipelines Date HPQ PFE EPB Jar/10 44.77 16.54 20.68 JFeb/10 48.30 15.70 22.23 /Mar/10 50.63 15.34 23.95 JApr/10 49.50 14.96 23.53 May/10 43.83 13.77 24.02 /Jun/10 41.29 12.89 24.96 1/Juv10 43.93 13.56 27.77 P/Aug/10 36.69 14.54 27.61 JSep/10 40.22 15.70 28.28 Oct 10 40.20 15.92 30.09 L/Nov/10 40.09 15.05 29.57 Dec/10 40.33 16.17 29.86 3/Jan/11 43.77 16.83 31:40 1/Feb/11 41.79 17.96 34.09 1/Mar/11 39.32 18.95 32.76 1/Apr/11 38.75 19.57 33.91 2/May/ 35.88 20.21 31.47 1/Jun/11 35.05 19.41 31.81 1/JUV11 33.87 18.14 32.64 1/Aug/11 25.07 18.08 34.13 1/Sep/11 21.74 16.85 32.90 3/Oculi 25.76 18.35 31.36 1/Nov/11 27.06 19.32 30.83 1/Dec/11 25.05 20.83 32.58 3/Jan/12 27.21 20.60 33.52 1/Feb/12 24.61 20.55 34.99 1/Mar/12 23.29 22.02 33.29 2/Apr/12 24.20 22 27 32.81 1/May/12 22.16 21.48 3178 1/Jun/12 19.77 22.59 32.74 2/Jul/12 17.93 23.61 34.30 1/Aug/12 16.59 23.65 35.61 4/Sep/12 16,90 24.63 36.62 1/Oct/12 13.72 24.65 35.71 1/Nov/12 12.87 25.02 37.33 3/Dec12 14.25 25.08 36.97 2/Jan/13 15.14 25.96 37.88 TEVA K 53.48 49.46 56.77 47.74 59.67 48.92 55.56 50.30 52.03 49.26 49.34 46.38 46.36 46.15 48.22 46.18 50.25 46.95 49.42 46.72 47.85 46.14 49.85 47.87 52.26 47.14 48.11 50.58 48.18 50.98 43.91 54.08 49.11 54.21 46.52 52.62 45.00 53.06 40.12 52.08 36.11 51.00 39.63 51.97 38.63 47.55 39.36 48.92 44.02 47.90 43.97 51.05 44.21 52.30 44.91 49.32 38.70 47.98 38.95 48.52 40.38 46.92 39.33 50.25 41.15 51.25 40.16 51.91 40.35 55.46 37.34 55.85 38.04 56.64 F AGSPC 10.64 1073.87 11.52 1104.49 12.34 1169.43 12.78 1186.69 11.51 1089.41 9.90 1030.71 12.54 1101.60 11.08 1049.33 12.02 1141.20 13.87 1183.26 15.65 1180.55 16.48 1257.64 15.66 1286.12 14.77 1327.22 14.64 1325.83 15.19 1363.61 14.65 1345.20 13.54 1320.64 11.99 1292.28 10.92 1218.89 9.49 1131.42 11.47 1253.30 10.41 1246.96 10.56 1257.60 12 24 1312.41 12.20 1365.68 12.30 1408.47 11.16 1397.91 10.45 1310.33 9.49 1362.16 9.15 1379.32 9.29 1406.58 9.81 1440.67 11.16 1412.16 11.45 1416.18 12.95 1426.19 13.57 1466.47 J L M N 0 P 0 R H PRICE DATA FOR 6 STOCKS AND THE S&P500 Monthly Hewlett- Plizer El Paso Teva Kellogg Ford S&P500 returns Packard Pipelines HPQ PFE EPB TEVA K F AGSPC Mean Variance Soma Beta Excess Return Matrix Hewlett Pluer El Paso Teva Kellogg Ford S&P500 Packard peline Date HPG PFE EPS TEVA K F AGSPC 1 2 3 4 5 6 Hewlett- Pfizer El Paso Teva Kellogg Ford S&P500 Packard Pipelines Date HPO PFE EPB TEVA K F AGSPC 1/Feb/101 75.219 7.275.97% -35497.96 2.815 1/Mar/ 4.71% 2.32 745%4.382.44% 6.88965.71 1/Ap/10 2.26% -2.51% -1.77% 7.14% 2.78% 3.50 47 May12.17 8299 2007 -6.50 -2.09% 810475 8.554 Jurv10 5.97 -5.60 3.10% 5.31% -6.02% 15.075.54 luto 6,20% 5.07 10,67% -6.25% 0.0 23.69665% 2//10 18.01 60% oss 3.50% 0.00 12.3430% 1/50 9.17 7.60 2.4014126 1698.14% 0.39% 1/Oct 0,05 1.399 6.201.67% 0.496 14.32 3.62% Novic -0.21% -5.62% 174% 3.25 1.25 12.07 0.23% 1/Dec/ 0.00 7.109 0.906406517 6.306 Jarvil B 4.00% 5.0 4.72% 154% 5.10% 22% Fetil 4636 6.50 1.22 277.04% 5,85% 15% 1/M/11 6096 5:37 3.50 0.15 0.79-0.8096 0.1006 A/ -1.4616 3.22 3.45-920690 3.699 2.819 2/May/13 -7.70 -74M 11.1990.24% 3.5 1.30% 1/Jur 2,34% 4009 1075.42 2.9897.8184 111 -3.42% 63779 2.58% 3.32 0.83% 12,16% 2.17% 1/Aug/11 - 30.00 0.33 4.46% 11: 41.86% 9.35 5.05% 1/Sepi 14.25% -7.05% -3.6742054 2.10% 14.027:45 3 OCULI 16.97 8.5346 4.790 889 18.954 10.239 1/Nov/ 432 5.15 -1.70% 58% 3.89963.7050515 1/Dec/11 -7724 7.57 5.52% 1972.84 1430.85 Wan 12 8.27% 11196 2.4 111 211 14.4274 1/Feb/12 -10.04% -0.241 4.29% 116.37% 0.333.976 1/ M12 -5.519 691 490% 0.549 2.42 0.82 3.099 Apr 12 38396 113 -145N 1575.879.0,75% U/May/ -B. 1614 3.19% -142.755-657-6,475 turva -11.41% 5.04 2.90% 0.64% 12% 19,54% 30% 2012 -9.779 4.42 4.65% 3.615 3.35 3.65% 0.25% TA 7227 3151 9 10 11 12 13 14 15 16 17 18 15 20 21 22 23 24 25 K 1 M M 0 111 -0.24% 6.9196 113% -3.61% 5,04% H/Feb/12 Mar2 2/Apr/12 May 13 1/urv2 21312 Aug/12 4/Sep/12 1JOCV12 Nov12 3/Dec/ 2/Jarvia 1.27 -10.00% 55156 3,83% -8.8194 -11414 -9.774 -7.77% 1.85% -20.85% -6.4096 10.19 6.06% G . 2,84% 11.1962.01% 14.70% 426 4.29% 11% 6,37% 0.33% 3.98% 4.98% 0.54% 242% 0.2% 3.09% -1.45% 1576-5.87% 9.73% -0.75% -3.19% 14.886 -2.75% 657% -6.47% 2.9896 0.64% 1.12% -9,64% 3.89% 4.65% 3.6196 -3.35% 3.65% 0.25% 3.75% -263% 6.86% 1529 1.96% 280 452% 197% 5.45% 2399 2.52% 2.44% 1.28% 12.89% 2.00% 4.44% 0.47% 6.62% 2576 0.289 -0.97% 7.75% 0.70% 12319 0.7096 243% 1.869 1.40%4.6 2.7944 0.179 4.05% 0.08% 1.49% 0.24% 3.454 25 26 27 28 25 30 31 32 33 SWS8OX 35 36 PRICE DATA FOR 6 STOCKS AND THE S&P500 Teva Kellogg Ford S&P500 Hewlett- Pfizer El Paso Packard Pipelines Date HPQ PFE EPB Jar/10 44.77 16.54 20.68 JFeb/10 48.30 15.70 22.23 /Mar/10 50.63 15.34 23.95 JApr/10 49.50 14.96 23.53 May/10 43.83 13.77 24.02 /Jun/10 41.29 12.89 24.96 1/Juv10 43.93 13.56 27.77 P/Aug/10 36.69 14.54 27.61 JSep/10 40.22 15.70 28.28 Oct 10 40.20 15.92 30.09 L/Nov/10 40.09 15.05 29.57 Dec/10 40.33 16.17 29.86 3/Jan/11 43.77 16.83 31:40 1/Feb/11 41.79 17.96 34.09 1/Mar/11 39.32 18.95 32.76 1/Apr/11 38.75 19.57 33.91 2/May/ 35.88 20.21 31.47 1/Jun/11 35.05 19.41 31.81 1/JUV11 33.87 18.14 32.64 1/Aug/11 25.07 18.08 34.13 1/Sep/11 21.74 16.85 32.90 3/Oculi 25.76 18.35 31.36 1/Nov/11 27.06 19.32 30.83 1/Dec/11 25.05 20.83 32.58 3/Jan/12 27.21 20.60 33.52 1/Feb/12 24.61 20.55 34.99 1/Mar/12 23.29 22.02 33.29 2/Apr/12 24.20 22 27 32.81 1/May/12 22.16 21.48 3178 1/Jun/12 19.77 22.59 32.74 2/Jul/12 17.93 23.61 34.30 1/Aug/12 16.59 23.65 35.61 4/Sep/12 16,90 24.63 36.62 1/Oct/12 13.72 24.65 35.71 1/Nov/12 12.87 25.02 37.33 3/Dec12 14.25 25.08 36.97 2/Jan/13 15.14 25.96 37.88 TEVA K 53.48 49.46 56.77 47.74 59.67 48.92 55.56 50.30 52.03 49.26 49.34 46.38 46.36 46.15 48.22 46.18 50.25 46.95 49.42 46.72 47.85 46.14 49.85 47.87 52.26 47.14 48.11 50.58 48.18 50.98 43.91 54.08 49.11 54.21 46.52 52.62 45.00 53.06 40.12 52.08 36.11 51.00 39.63 51.97 38.63 47.55 39.36 48.92 44.02 47.90 43.97 51.05 44.21 52.30 44.91 49.32 38.70 47.98 38.95 48.52 40.38 46.92 39.33 50.25 41.15 51.25 40.16 51.91 40.35 55.46 37.34 55.85 38.04 56.64 F AGSPC 10.64 1073.87 11.52 1104.49 12.34 1169.43 12.78 1186.69 11.51 1089.41 9.90 1030.71 12.54 1101.60 11.08 1049.33 12.02 1141.20 13.87 1183.26 15.65 1180.55 16.48 1257.64 15.66 1286.12 14.77 1327.22 14.64 1325.83 15.19 1363.61 14.65 1345.20 13.54 1320.64 11.99 1292.28 10.92 1218.89 9.49 1131.42 11.47 1253.30 10.41 1246.96 10.56 1257.60 12 24 1312.41 12.20 1365.68 12.30 1408.47 11.16 1397.91 10.45 1310.33 9.49 1362.16 9.15 1379.32 9.29 1406.58 9.81 1440.67 11.16 1412.16 11.45 1416.18 12.95 1426.19 13.57 1466.47 J L M N 0 P 0 R H PRICE DATA FOR 6 STOCKS AND THE S&P500 Monthly Hewlett- Plizer El Paso Teva Kellogg Ford S&P500 returns Packard Pipelines HPQ PFE EPB TEVA K F AGSPC Mean Variance Soma Beta Excess Return Matrix Hewlett Pluer El Paso Teva Kellogg Ford S&P500 Packard peline Date HPG PFE EPS TEVA K F AGSPC 1 2 3 4 5 6 Hewlett- Pfizer El Paso Teva Kellogg Ford S&P500 Packard Pipelines Date HPO PFE EPB TEVA K F AGSPC 1/Feb/101 75.219 7.275.97% -35497.96 2.815 1/Mar/ 4.71% 2.32 745%4.382.44% 6.88965.71 1/Ap/10 2.26% -2.51% -1.77% 7.14% 2.78% 3.50 47 May12.17 8299 2007 -6.50 -2.09% 810475 8.554 Jurv10 5.97 -5.60 3.10% 5.31% -6.02% 15.075.54 luto 6,20% 5.07 10,67% -6.25% 0.0 23.69665% 2//10 18.01 60% oss 3.50% 0.00 12.3430% 1/50 9.17 7.60 2.4014126 1698.14% 0.39% 1/Oct 0,05 1.399 6.201.67% 0.496 14.32 3.62% Novic -0.21% -5.62% 174% 3.25 1.25 12.07 0.23% 1/Dec/ 0.00 7.109 0.906406517 6.306 Jarvil B 4.00% 5.0 4.72% 154% 5.10% 22% Fetil 4636 6.50 1.22 277.04% 5,85% 15% 1/M/11 6096 5:37 3.50 0.15 0.79-0.8096 0.1006 A/ -1.4616 3.22 3.45-920690 3.699 2.819 2/May/13 -7.70 -74M 11.1990.24% 3.5 1.30% 1/Jur 2,34% 4009 1075.42 2.9897.8184 111 -3.42% 63779 2.58% 3.32 0.83% 12,16% 2.17% 1/Aug/11 - 30.00 0.33 4.46% 11: 41.86% 9.35 5.05% 1/Sepi 14.25% -7.05% -3.6742054 2.10% 14.027:45 3 OCULI 16.97 8.5346 4.790 889 18.954 10.239 1/Nov/ 432 5.15 -1.70% 58% 3.89963.7050515 1/Dec/11 -7724 7.57 5.52% 1972.84 1430.85 Wan 12 8.27% 11196 2.4 111 211 14.4274 1/Feb/12 -10.04% -0.241 4.29% 116.37% 0.333.976 1/ M12 -5.519 691 490% 0.549 2.42 0.82 3.099 Apr 12 38396 113 -145N 1575.879.0,75% U/May/ -B. 1614 3.19% -142.755-657-6,475 turva -11.41% 5.04 2.90% 0.64% 12% 19,54% 30% 2012 -9.779 4.42 4.65% 3.615 3.35 3.65% 0.25% TA 7227 3151 9 10 11 12 13 14 15 16 17 18 15 20 21 22 23 24 25 K 1 M M 0 111 -0.24% 6.9196 113% -3.61% 5,04% H/Feb/12 Mar2 2/Apr/12 May 13 1/urv2 21312 Aug/12 4/Sep/12 1JOCV12 Nov12 3/Dec/ 2/Jarvia 1.27 -10.00% 55156 3,83% -8.8194 -11414 -9.774 -7.77% 1.85% -20.85% -6.4096 10.19 6.06% G . 2,84% 11.1962.01% 14.70% 426 4.29% 11% 6,37% 0.33% 3.98% 4.98% 0.54% 242% 0.2% 3.09% -1.45% 1576-5.87% 9.73% -0.75% -3.19% 14.886 -2.75% 657% -6.47% 2.9896 0.64% 1.12% -9,64% 3.89% 4.65% 3.6196 -3.35% 3.65% 0.25% 3.75% -263% 6.86% 1529 1.96% 280 452% 197% 5.45% 2399 2.52% 2.44% 1.28% 12.89% 2.00% 4.44% 0.47% 6.62% 2576 0.289 -0.97% 7.75% 0.70% 12319 0.7096 243% 1.869 1.40%4.6 2.7944 0.179 4.05% 0.08% 1.49% 0.24% 3.454 25 26 27 28 25 30 31 32 33 SWS8OX 35 36