Sunteți pe pagina 1din 59

Returns Treasuries

Date Boston Beer Goldman Nvidea Tim Hortons Suncor RBC USA Monthly
7/31/2006 0.021212 0.033705 0.056214 -0.017434 0.010073 0.02361 4.72 0.0039
8/31/2006 0.066902 -0.04804 0.286171 0.023776 -0.06049 0.064089 4.79 0.0039
9/29/2006 0.031829 0.14817 0.025535 0.016331 -0.06375 0.010821 4.95 0.0040
10/31/2006 0.116335 0.129261 0.183979 0.111795 0.075571 0.013937 4.96 0.0040
11/30/2006 0.005072 0.044191 0.079187 0.088561 0.044406 0.06988 4.81 0.0039
12/29/2006 0.018674 0.044786 0.021491 -0.046419 0.019889 0.041667 4.92 0.0040
1/31/2007 -0.011248 0.078901 -0.16183 0.078658 -0.05001 -0.00901 4.94 0.0040
2/28/2007 -0.07418 -0.05624 0.003787 -0.032196 -0.04885 -0.00934 4.85 0.0040
3/30/2007 0.002133 0.009138 -0.08526 -0.002564 0.060164 0.063043 4.98 0.0041
4/30/2007 -0.072621 0.01752 0.097325 0.002856 0.01366 0.013565 5.03 0.0041
5/31/2007 0.148967 0.020242 0.017656 -0.048419 0.044245 0.007956 4.94 0.0040
6/29/2007 0.018774 -0.06886 0.182556 -0.014697 0.03305 -0.02848 4.87 0.0040
7/31/2007 0.038663 -0.12708 0.11075 0.001826 0.005106 -0.03656 4.73 0.0039
8/31/2007 0.185966 -0.07352 0.108376 0.065634 -0.01814 0.004622 4.61 0.0038
9/28/2007 -0.057716 0.16272 0.003281 -0.01 -0.00148 0.013066 4.82 0.0039
10/31/2007 0.02429 0.09271 -0.06872 0.040115 0.095173 0.027066 4.20 0.0034
11/30/2007 -0.330719 -0.03681 -0.06073 0.068812 -0.07482 -0.05425 3.89 0.0032
12/31/2007 0.123159 -0.06052 0.067963 -0.047074 0.128648 -0.04264 3.90 0.0032
1/31/2008 -0.04266 -0.05912 -0.26838 -0.06441 -0.1252 0.00808 3.27 0.0027
2/29/2008 -0.021181 -0.16911 -0.14975 0.013127 0.076271 -0.02488 3.00 0.0025
3/31/2008 0.396639 0.02144 -0.03074 0.008949 -0.02256 -0.02916 2.75 0.0023
4/30/2008 -0.085207 0.138002 0.019399 -0.013448 0.14555 0.011887 2.12 0.0017
5/30/2008 -0.113786 -0.09024 0.186214 -0.040313 0.193313 0.057893 1.26 0.0010
6/30/2008 0.046103 0.014203 -0.22471 -0.115758 -0.12624 -0.09784 1.29 0.0011
7/31/2008 0.120814 0.06134 -0.38478 -0.045922 -0.0598 0.041894 1.73 0.0014
8/29/2008 0.030668 -0.0752 0.146883 0.207974 0.092346 0.031746 1.86 0.0015
9/30/2008 0.051968 -0.22238 -0.15596 -0.074836 -0.27549 0.035897 1.63 0.0013
10/31/2008 -0.098797 -0.17833 -0.07368 -0.02836 -0.34205 -0.06257 1.72 0.0014
11/28/2008 -0.122701 -0.11749 -0.11874 0.031177 -0.01209 -0.07814 1.13 0.0009
12/31/2008 -0.131221 0.048441 0.060176 0.125484 -0.16888 -0.16397 0.67 0.0006
1/30/2009 -0.098579 -0.02971 -0.0008 -0.134996 -0.00885 -0.14377 0.19 0.0002
2/27/2009 -0.025741 0.163277 0.068461 0.005302 0.125479 0.016771 0.03 0.0000
3/31/2009 -0.1328 0.159947 0.186642 0.071759 0.065382 0.189521 0.13 0.0001
4/30/2009 0.209215 0.149348 0.104081 -0.105214 0.067164 0.163676 0.30 0.0002
5/29/2009 -0.021414 0.029436 -0.17077 0.00069 0.273726 0.033097 0.21 0.0002
6/30/2009 0.102842 0.084064 0.150609 -0.017289 -0.07399 0.088558 0.16 0.0001
7/31/2009 -0.019774 0.029975 0.065026 0.024279 -0.01498 0.088501 0.18 0.0001
8/31/2009 0.295809 0.032358 0.141793 0.0663 -0.03875 0.100819 0.18 0.0001
9/30/2009 -0.091894 0.084636 0.007689 -0.01616 0.119737 0.019486 0.18 0.0001
10/30/2009 0.036672 -0.06624 -0.19505 0.017411 -0.03957 -0.0391 0.17 0.0001
11/30/2009 0.082947 -0.02321 0.067638 0.007427 0.057906 0.036679 0.12 0.0001
12/31/2009 0.106141 -0.00574 0.429016 0.033119 -0.01821 -0.00722 0.07 0.0001
1/29/2010 -0.006718 -0.11077 -0.16827 -0.042328 -0.09272 -0.06418 0.05 0.0000
2/26/2010 0.020832 0.042194 0.041179 0.038024 -0.09923 0.086649 0.05 0.0000
3/31/2010 0.063481 0.050903 0.034283 0.039136 0.089444 0.046295 0.06 0.0000
4/30/2010 0.092149 -0.14806 -0.09609 0.015729 0.052074 0.044583 0.11 0.0001
5/31/2010 0.197581 0.02947 -0.13543 0.044074 -0.06475 -0.10537 0.15 0.0001
6/30/2010 0.031977 -0.08044 -0.21478 -0.024334 -0.03292 -0.07986 0.16 0.0001
7/30/2010 -0.004342 0.11244 -0.12849 0.029343 0.081711 0.069428 0.16 0.0001
8/31/2010 -0.017292 -0.05585 0.052532 0.081243 -0.04662 -0.05063 0.12 0.0001
9/30/2010 -0.018081 0.018792 0.208771 -0.008466 0.039926 0.050784 0.16 0.0001
10/29/2010 0.058388 0.101773 0.017254 0.022946 -0.02448 0.024258 0.16 0.0001
11/30/2010 0.150619 -0.02056 0.141752 0.059729 0.05508 0.010296 0.15 0.0001
12/31/2010 0.128127 0.043632 0.096562 0.014815 0.113109 -0.04932 0.13 0.0001
1/31/2011 -0.046159 -0.01953 0.565166 -0.00292 0.083072 0.037136 0.14 0.0001
2/28/2011 0.001598 -0.0257 -0.07989 0.044168 0.101302 0.057936 0.14 0.0001
3/31/2011 -0.005646 -0.03502 -0.1882 0.031549 -0.04555 0.056348 0.15 0.0001
4/29/2011 -0.004809 -0.06892 0.059454 0.04685 0.00299 0.001834 0.13 0.0001
5/31/2011 -0.091816 -0.04572 0.023465 -0.018032 -0.07246 -0.05 0.10 0.0001
6/30/2011 0.06414 -0.05866 -0.20852 0.045747 -0.06279 -0.03233 0.06 0.0000
7/29/2011 -0.002095 0.005827 -0.1392 -0.026333 -0.03122 -0.05201 0.04 0.0000
8/31/2011 -0.081226 -0.11759 -0.01674 0.020938 -0.14309 -0.0249 0.04 0.0000
9/30/2011 -0.045546 -0.13411 0.000368 0.044383 -0.14372 -0.0411 0.04 0.0000
10/31/2011 0.164721 0.108823 0.132181 0.007185 0.186472 0.022888 0.02 0.0000
11/30/2011 0.155893 -0.10096 0.081063 0.057277 -0.02898 -0.02797 0.01 0.0000
12/30/2011 0.084412 -0.05853 -0.11501 -0.045261 -0.04362 0.099873 0.02 0.0000
1/31/2012 -0.089699 0.21754 0.05258 -0.01013 0.17563 0.017891 0.01 0.0000
2/29/2012 -0.071741 0.018032 0.007847 0.094147 0.031268 0.063204 0.01 0.0000
3/30/2012 0.143698 0.093437 0.028659 0.002058 -0.08198 0.038254 0.03 0.0000
4/30/2012 -0.043353 -0.08453 -0.16505 0.068591 0.001227 -0.0026 0.09 0.0001
5/31/2012 0.061481 -0.12654 0.000129 -0.030866 -0.13699 -0.09704 0.08 0.0001
6/29/2012 0.137886 -0.01234 0.096273 -0.025068 0.050303 0.011833 0.08 0.0001
7/31/2012 -0.123767 0.036006 -0.03568 -0.006335 0.04144 -0.00403 0.09 0.0001
8/31/2012 -0.059042 0.035275 0.019393 -0.062254 0.009132 0.073764 0.09 0.0001
9/28/2012 0.083944 0.072497 -0.05165 0.027309 0.049659 0.024832 0.10 0.0001
10/31/2012 -0.023594 0.094114 -0.08774 -0.030884 0.036487 0.017687 0.10 0.0001
11/30/2012 0.043075 -0.03997 -0.00086 -0.064946 -0.02775 0.034422 0.11 0.0001
12/31/2012 0.192398 0.085 0.026171 0.058072 0.007702 0.016638 0.10 0.0001
1/31/2013 0.0462 0.161797 0.002292 0.024165 0.03638 0.047428 0.09 0.0001
2/28/2013 0.143305 0.049057 0.072292 0.0016 -0.07434 0.030586 0.07 0.0001
3/29/2013 0.01419 -0.02977 0.000703 0.107967 -0.02592 -0.04405 0.07 0.0001
4/30/2013 0.051146 -0.01622 0.063662 -0.011411 0.031866 0.003431 0.10 0.0001
5/31/2013 -0.072021 0.144244 0.085843 0.01539 0.007641 0.01234 0.09 0.0001
6/28/2013 0.134881 -0.05142 -0.01371 0.031182 -0.01431 -0.00406 0.06 0.0000
7/31/2013 0.025071 0.059884 0.004801 0.045534 0.047097 0.057278 0.04 0.0000
8/30/2013 0.21123 -0.04779 0.050921 -0.027072 0.099815 0.011534 0.05 0.0000
9/30/2013 0.127346 0.017 0.031619 0.037153 0.037465 0.016949 0.04 0.0000
10/31/2013 -0.047681 0.029929 -0.01119 0.041848 0.028781 0.071061 0.04 0.0000
Treasuries Market Capitalization We
CANADA Monthly THI RY NVDA SAM SU GS Sum THI
4.18 0.0034 5893.808 57742.83 6188.021 375.8417 30336.48 59842.55 160379.5 0.036749
4.32 0.0035 5625.117 57959.73 8100.75 379.3647 40770.47 67985.92 180821.3 0.031109
4.15 0.0034 5543.929 58299.84 7505.003 411.0837 41463.34 67751.72 180974.9 0.030634
4.13 0.0034 5447.278 59203.73 7804.638 413.3293 41891.48 68802.21 183562.7 0.029675
4.15 0.0034 5563.259 62954.16 10261.66 447.1022 39330.11 66955.47 185511.8 0.029989
4.16 0.0034 5654.112 63465.84 10430.86 457.2636 36830.64 76198.16 193036.9 0.02929
4.18 0.0034 6286.213 63795.22 12292.13 508.0707 39640.15 84403.88 206925.7 0.030379
4.16 0.0034 6829.394 68268.75 13151.61 506.8447 41363.64 86631.95 216752.2 0.031508
4.17 0.0034 6512.377 71094.16 13158.72 505.7203 42188.77 88655.44 222115.2 0.02932
4.19 0.0034 6970.266 69856.95 10897.45 494.0541 40088.79 94352.33 222659.8 0.031305
4.16 0.0034 6717.183 69204.62 11021.89 460.8829 38147.74 90544.16 216096.5 0.031084
4.16 0.0034 6685.125 73409.76 10361.9 475.8602 40406.07 92734.27 224073 0.029835
4.29 0.0035 6689.969 73682.29 11841.66 461.0404 40982.5 95194.28 228851.7 0.029233
4.42 0.0036 6338.515 74299.44 12570.96 548.2462 42749.71 100511.2 237018 0.026743
4.57 0.0037 6231.352 72207.21 14991.95 563.2764 44191.27 94384.34 232569.4 0.026794
3.83 0.0031 6229.066 68994.6 16606.92 583.4599 44486.31 81527.33 218427.7 0.028518
3.97 0.0032 6608.817 69366.14 18718.16 699.1727 43633.04 76190 215215.3 0.030708
3.96 0.0032 6526.937 70231.2 19888.96 697.7388 43588.35 93820.93 234754.1 0.027803
3.91 0.0032 6773.195 71498.31 19416.98 749.216 47787.8 105490 251715.5 0.026908
3.86 0.0032 7209.63 67627.13 17522.72 477.2041 44166.14 96435.32 233438.1 0.030885
3.41 0.0028 6870.243 64755.18 18900.54 541.3298 49876.14 91503.77 232447.2 0.029556
3.24 0.0027 6404.358 64644.21 13661.5 511.9987 43665.02 87602.45 216489.5 0.029583
1.72 0.0014 6460.392 63076.7 11883.67 512.7176 46972.45 74467.57 203373.5 0.031766
2.68 0.0022 6506.006 61989.8 10979.14 657.4269 45938.13 72606.2 198676.7 0.032747
2.68 0.0022 6400.283 62098.67 11400.77 617.6111 52624.41 81829.8 214971.6 0.029773
2.6 0.0021 6107.208 66656.46 13701.92 564.9925 62860.27 75432.91 225323.8 0.027104
2.41 0.0020 5400.252 60235.61 10384.61 570.7099 54896.58 74787.23 206275 0.02618
2.42 0.0020 5121.521 63185.99 6346.153 635.3848 51613.91 78695.5 205598.5 0.02491
1.92 0.0016 6156.827 65144.11 7035.196 631.7715 56793.13 70113.57 205874.6 0.029906
1.98 0.0016 5682.373 67584.02 5960.992 667.1743 41107.47 60881.32 181883.3 0.031242
1.7 0.0014 5498.403 62694.39 4875.658 530.9016 27060.44 43965.87 144625.7 0.038018
0.83 0.0007 5641.552 57892.27 4157.667 454.7967 26738.61 37544.47 132429.4 0.0426
0.83 0.0007 6334.961 50468.17 4334.099 402.6254 22179.95 40111.13 123830.9 0.051158
0.67 0.0006 5479.118 42515.83 4269.651 357.8263 21988.33 40740.16 115350.9 0.0475
0.39 0.0003 5490.035 43447.8 4446.882 339.8215 24753.97 45963.26 124441.8 0.044117
0.22 0.0002 5883.996 51746.16 5348.592 297.3807 26351.28 53502.68 143130.1 0.041109
0.2 0.0002 5264.915 59539.43 6252.389 379.2103 28123.81 70070.73 169630.5 0.031038
0.24 0.0002 5234.205 61554.86 5696.866 406.6358 35828.29 74778.52 183499.4 0.028524
0.23 0.0002 5143.71 66997.19 6166.598 421.8918 33136.44 76263.02 188128.9 0.027341
0.21 0.0002 5268.819 72336.68 7062.366 444.7045 32646.17 84466.57 202225.3 0.026054
0.22 0.0002 5600.043 79601.36 7954.056 562.5911 52184.57 86932.71 232835.3 0.024052
0.22 0.0002 5509.545 81273.79 8233.434 524.802 58281.25 96857.52 250680.3 0.021978
0.22 0.0002 5605.473 77546.24 6551.688 537.8229 55980.29 89407.34 235628.8 0.023789
0.19 0.0002 5629.003 80514.71 7246.994 599.8841 59082.34 89635.82 242708.8 0.023192
0.16 0.0001 5815.429 79953.19 10365.53 664.1625 58021.4 89202.59 244022.3 0.023832
0.16 0.0001 5514.496 74272.67 8539.911 653.4731 52647.36 78572.67 220200.6 0.025043
0.28 0.0002 5654.92 80751.75 8989.381 674.4242 47432.86 82603.8 226107.1 0.02501
0.39 0.0003 5838.357 84490.13 9857.1 732.6449 51536.95 92600.91 245056.1 0.023825
0.45 0.0004 5915.206 87557.37 8939.259 799.2363 54238.79 78887.5 236337.4 0.025029
0.5 0.0004 6127.159 78398.46 7518.708 925.2613 50726.93 77698.44 221394.9 0.027675
0.65 0.0005 5965.382 72166.68 5842.162 944.8732 48916.3 70702.02 204537.4 0.029165
0.62 0.0005 6127.687 76466.87 5258.518 971.6294 52918 81231.66 222974.4 0.027482
0.87 0.0007 6589.106 72603.54 5335.765 905.0305 50473.66 74014.72 209921.8 0.031388
0.92 0.0008 6519.894 76297.4 6705.468 921.0072 52335.89 78149.78 220929.4 0.029511
0.99 0.0008 6656.425 77440.08 6899.767 986.0162 51063.64 87095.55 230141.5 0.028923
0.98 0.0008 7018.053 78282.89 7811.566 1093.001 53886.09 84366.38 232458 0.030191
0.95 0.0008 7108.435 74437.92 8947.399 1272.447 59840.17 90861.1 242467.5 0.029317
0.95 0.0008 7029.536 76503.87 13897.52 1204.469 64834.49 88408.02 251877.9 0.027909
0.92 0.0008 7297.231 80951.83 13165.46 1242.071 71480.23 88494.47 262631.3 0.027785
0.97 0.0008 7409.308 85539.63 10917.24 1239.395 68118.8 88796.42 262020.8 0.028278
0.95 0.0008 7682.53 85062.94 11902.51 1261.34 68523.73 84546.95 258980 0.029665
0.93 0.0008 7474.821 81264.59 12029.78 1122.813 63627.55 75419.71 240939.3 0.031024
0.92 0.0008 7733.625 78279.76 9565.596 1200.383 59469.93 71325.3 227574.6 0.033983
0.93 0.0008 7478.419 73820.85 8301.988 1207.751 57624.01 72332.83 220765.8 0.033875
0.83 0.0007 7477.185 72010.88 8035.611 1086.105 49378.52 60996.69 198985 0.037577
0.89 0.0007 7850.739 69050.56 7552.629 973.9713 42120.09 49623.45 177171.4 0.044312
0.86 0.0007 7804.099 69911.76 8935.165 1185.378 49983.9 57496.02 195316.3 0.039956
0.83 0.0007 8187.6 67970.48 9544.514 1310.35 48362.38 48954.82 184330.1 0.044418
0.86 0.0007 7818.342 74843.9 8463.656 1423.798 46252.82 46181.77 184984.3 0.042265
0.93 0.0008 7722.801 75405.45 9019.352 1312.187 54376.19 56926.71 204762.7 0.037716
0.92 0.0008 8436.597 80177.99 9251.399 1203.883 56076.43 59446.78 214593.1 0.039314
1.06 0.0009 8407.124 83295.94 9483.753 1374.672 50815.71 64212.23 217589.4 0.038638
0.94 0.0008 8969.47 82327.95 8030.023 1330.003 50878.07 60538.55 212074.1 0.042294
0.86 0.0007 8579.495 74368.06 7691.735 1351.733 43705.56 48468.82 184165.4 0.046586
0.92 0.0008 8365.712 75257.4 8551.873 1559.94 45904.09 48549.86 188188.9 0.044454
1.03 0.0009 8287.359 74201.04 8378.607 1388.734 47387.66 51102.45 190745.8 0.043447
0.99 0.0008 7715.663 79678.13 8691.252 1331.681 47618.26 52312.97 197348 0.039097
0.99 0.0008 7926.385 81660.74 8263.814 1447.232 49749.22 56251.78 205299.2 0.038609
0.95 0.0008 7669.463 82244.07 7418.228 1390.49 51482.25 60561.71 210766.2 0.036388
0.92 0.0008 7127.497 85092.87 7479.464 1460.157 49861.18 57082.55 208103.7 0.03425
0.93 0.0008 7529.289 86544.72 7660.671 1737.789 50089.05 61817.21 215378.7 0.034958
0.96 0.0008 7698.01 89785.17 7660.671 1813.919 51921.9 71654.85 230534.5 0.033392
0.97 0.0008 7644.163 92561.13 7910.611 2008.96 47618.71 72575.62 230319.2 0.033189
0.99 0.0008 8469.481 88510.89 7903.025 2063.375 46347.33 70757.77 224051.9 0.037801
1.01 0.0008 8372.836 87908.39 8482.047 2188.49 47764.88 70138.77 224855.4 0.037237
1.03 0.0009 8461.811 88869.56 8362.45 1982.33 47594.03 77202.45 232472.6 0.036399
1 0.0008 8709.09 88509.92 8113.946 2213.196 46732.32 72043.86 226322.3 0.038481
0.99 0.0008 9105.653 92689.69 8342.224 2321.365 48937.77 78131.27 239528 0.038015
Weights Expected Return
RY NVDA SAM SU GS Value Weighted
0.360039 0.038584 0.002343 0.189154 0.373131 0.0245602033
0.320536 0.0448 0.002098 0.225474 0.375984 0.0025406061
0.322143 0.04147 0.002271 0.229111 0.374371 0.045982574
0.322526 0.042518 0.002252 0.228213 0.374816 0.0815922907
0.339354 0.055315 0.00241 0.212009 0.360923 0.0561263829
0.328776 0.054036 0.002369 0.190796 0.394734 0.0350182675
0.3083 0.059404 0.002455 0.191567 0.407895 0.0125754633
0.314962 0.060676 0.002338 0.190834 0.399682 -0.0357022868
0.320078 0.059243 0.002277 0.189941 0.399142 0.0301325726
0.313738 0.048942 0.002219 0.180045 0.423751 0.0188309587
0.320249 0.051005 0.002133 0.176531 0.418999 0.018553071
0.327615 0.046243 0.002124 0.180325 0.413857 -0.0238244611
0.321965 0.051744 0.002015 0.179079 0.415965 -0.0578568365
0.313476 0.053038 0.002313 0.180365 0.424065 -0.0250662373
0.310476 0.064462 0.002422 0.190013 0.405833 0.0696163821
0.315869 0.076029 0.002671 0.203666 0.373246 0.0585203267
0.32231 0.086974 0.003249 0.202741 0.354018 -0.0499274059
0.299169 0.084723 0.002972 0.185677 0.399656 -0.0082433979
0.284044 0.077139 0.002976 0.189848 0.419084 -0.0688112776
0.2897 0.075064 0.002044 0.189198 0.413109 -0.0735158023
0.27858 0.081311 0.002329 0.21457 0.393654 -0.0058345222
0.298602 0.063105 0.002365 0.201696 0.40465 0.0893736052
0.310152 0.058433 0.002521 0.230966 0.366162 0.0388759317
0.312013 0.055261 0.003309 0.23122 0.365449 -0.0705791155
0.288869 0.053034 0.002873 0.244797 0.380654 -0.0006132576
0.295825 0.06081 0.002507 0.278978 0.334776 0.0246260743
0.292016 0.050344 0.002767 0.266133 0.362561 -0.1531275686
0.307327 0.030867 0.00309 0.251042 0.382763 -0.1766417766
0.316426 0.034172 0.003069 0.275863 0.340564 -0.0715739294
0.371579 0.032774 0.003668 0.22601 0.334727 -0.0774690164
0.433494 0.033712 0.003671 0.187107 0.303998 -0.0785322775
0.437156 0.031395 0.003434 0.201908 0.283506 0.0812435848
0.407557 0.035 0.003251 0.179115 0.323918 0.1505330596
0.368578 0.037014 0.003102 0.190621 0.353185 0.1253815697
0.349142 0.035735 0.002731 0.19892 0.369356 0.0707469482
0.361532 0.037369 0.002078 0.184107 0.373805 0.0549495516
0.350995 0.036859 0.002236 0.165795 0.413079 0.0440673068
0.33545 0.031046 0.002216 0.19525 0.407514 0.0463890516
0.356124 0.032779 0.002243 0.176137 0.405377 0.0619431065
0.357703 0.034923 0.002199 0.161435 0.417685 -0.0543163494
0.341878 0.034162 0.002416 0.224127 0.373366 0.0195437595
0.324213 0.032844 0.002094 0.232492 0.386379 0.0062496773
0.329103 0.027805 0.002283 0.237578 0.379441 -0.0908833343
0.331734 0.029859 0.002472 0.243429 0.369314 0.0223347122
0.327647 0.042478 0.002722 0.237771 0.365551 0.0576049568
0.337296 0.038782 0.002968 0.239088 0.356823 -0.0284006132
0.357139 0.039757 0.002983 0.20978 0.36533 -0.0441423097
0.344779 0.040224 0.00299 0.210307 0.377876 -0.0739756571
0.370476 0.037824 0.003382 0.229497 0.333792 0.077865186
0.354111 0.033961 0.004179 0.229124 0.350949 -0.0442534742
0.352829 0.028563 0.00462 0.239156 0.345668 0.0395950242
0.34294 0.023584 0.004358 0.237328 0.364309 0.0408785284
0.34586 0.025418 0.004311 0.24044 0.352582 0.015682875
0.345347 0.030351 0.004169 0.23689 0.353732 0.0290986466
0.336489 0.029981 0.004284 0.221879 0.378444 0.040197826
0.336761 0.033604 0.004702 0.23181 0.362932 0.0323240031
0.307002 0.036901 0.005248 0.246797 0.374735 -0.0131148948
0.303734 0.055176 0.004782 0.257404 0.350996 -0.0182993468
0.308234 0.050129 0.004729 0.27217 0.336953 -0.0502989124
0.326461 0.041666 0.00473 0.259975 0.338891 -0.0538513501
0.328454 0.045959 0.00487 0.264591 0.326461 -0.0306276468
0.337282 0.049929 0.00466 0.264081 0.313024 -0.0835612714
0.343974 0.042033 0.005275 0.261321 0.313415 -0.0924447419
0.334385 0.037605 0.005471 0.261019 0.327645 0.0980966524
0.361891 0.040383 0.005458 0.248152 0.306539 -0.0419844111
0.389739 0.042629 0.005497 0.237736 0.280087 0.0057178713
0.357941 0.045747 0.006069 0.255913 0.294374 0.1168441867
0.368743 0.051779 0.007109 0.262368 0.265582 0.0403769133
0.404596 0.045753 0.007697 0.250036 0.249652 0.020811449
0.368258 0.044048 0.006408 0.265557 0.278013 -0.029089706
0.373628 0.043111 0.00561 0.261315 0.277021 -0.1079711122
0.382812 0.043586 0.006318 0.233539 0.295107 0.0167345999
0.388204 0.037864 0.006271 0.239907 0.285459 0.0162618215
0.403811 0.041765 0.00734 0.237317 0.263181 0.0387140641
0.399904 0.045443 0.008289 0.243926 0.257985 0.0403091795
0.389005 0.043926 0.007281 0.248434 0.267909 0.0357913782
0.403744 0.04404 0.006748 0.241291 0.26508 -0.005678115
0.397765 0.040253 0.007049 0.242325 0.273999 0.0364261534
0.390215 0.035196 0.006597 0.244262 0.287341 0.0751490242
0.408896 0.035941 0.007016 0.239598 0.274299 0.0118105817
0.401826 0.035568 0.008069 0.232563 0.287016 -0.0283572406
0.389465 0.03323 0.007868 0.225224 0.31082 0.0056079994
0.401882 0.034346 0.008723 0.206751 0.315109 0.0548225403
0.395046 0.035273 0.009209 0.20686 0.31581 -0.0188673775
0.390955 0.037722 0.009733 0.212425 0.311928 0.0531978657
0.38228 0.035972 0.008527 0.20473 0.332093 0.0116224329
0.391079 0.035851 0.009779 0.206486 0.318324 0.023584469
0.386968 0.034828 0.009691 0.204309 0.326189 0.0438800934
ECON 2503: Financial Economics
Term Assignment: Part 1
Descriptive Statistics on Stock Returns

Security Category: Risk Free Rates United States Stocks


Descripive Stat: USA 3 month Tbills Canada 3 month Tbills Boston Beer Company Goldman Sachs
Currency: $USD $CAD $USD $USD
Sample size (Days) 88 88 88 88
Average: .001 % .001 % 2.85% 0.49%
Standard Deviation: .002 % .001 % 10.73% 8.94%
Skewness: 1.292 % .919 % 27.58% -0.91%
Kurtosis: .135 % -.658 % 168.74% -30.61%
Min: .00001 % 0.0000083 -33.07% -22.24%
Max: .0041 % 0.0040980 39.66% 21.75%

Security Category: Canadian Stocks


Descripive Stat: Tim Hortons Suncor RBC
Currency: $CAD $CAD $CAD
Sample size (Days) 88 88 88
Average: 1.13% 0.35% 1.00%
Standard Deviation: 5.34% 9.43% 5.83%
Skewness: 28.44% -47.15% -16.33%
Kurtosis: 175.82% 219.57% 133.91%
Min: -13.50% -34.20% -16.40%
Max: 20.80% 27.37% 18.95%

** Monthly returns calculated by using daily adjusted closing price


Jae Chang
Brad Groenenberg

Nvdia
$USD
88
0.99%
14.06%
55.65%
283.16%
-38.48%
56.52%
Boston Beer Goldman Nvidea Tim Hortons Suncor RBC
Boston Bee 0.0113862
Goldman 0.000448134 0.007894
Nvidea 0.001426995 0.002092 0.019537
Tim Horton-8.58238E-05 0.000289 0.00144 0.002819
Suncor 0.000517423 0.003473 0.003497 0.000408 0.008789
RBC 0.000853662 0.001977 0.001973 0.000141 0.001851 0.003362
Question 1)

a) Variance Matrix:
Expected Return Portfolio: Asset: Boston Beer Goldman
1.133% Boston Beer 0.011386 0.00044813
b) Variance: StdDev: Goldman 0.000448 0.00789441
0.002621966 0.05 Nvidea 0.001427 0.00209179
Tim Hortons -8.58E-05 0.00028934
c) Investment: $1,000,000.00 Suncor 0.000517 0.0034728
Mean: 1.133% RBC 0.000854 0.00197687
StdDev: 5.12%
% Certainty: 99% Inv. Variance Matrix
Min Return at 99%: -10.78% 90.02479 1.08040815
Value of Portfolio: 892213.6970823 1.080408 166.814073
VaR: $107,786.30 -5.10803 -1.4768477
6.226131 -5.551389
Question 2) 0.440566 -50.498332
-21.0024 -69.461753
a)
Value Weighted Portfolio:
Expected Return: 0.548%
b)
Variance: 0.0035243547
StdDev: 6%

c) Investment: $1,000,000.00
Mean: 0.548%
StdDev: 5.94%
% Certainty: 99%
Min Return at 99%: -13.26%
Value of Portfolio: 867369.2580397
VaR: $132,630.74

Question 3) Can.Variance
Assets:
GMV Portfolio: Canada US Both RY
Expected Return 0.889% 0.892% 1.191% THI
Variance 0.0018471699 0.0030515538 0.001416 SU
Std Dev. 0.0429787151 0.0552408704 0.037627 Inv.Can.Variance

Can Mean
1.13%
0.35%
1.00%

A:
0.04778428

Question 4) Efficient Frontier


Return
0
0.0005
0.001
0.0015
0.002
0.0025
0.003
0.0035
0.004
0.0045
0.005
0.0055
0.006
0.0065
0.007
0.0075
0.008
0.0085
0.009
0.0095
0.01
0.0105
0.011
0.0115
0.012
0.0125
0.013
0.0135
0.014
0.0145
0.015
0.0155
0.016
0.0165
0.017
0.0175
0.018
0.0185
0.019
0.0195
0.02

Canadian Efficient Frontier


0.025

0.02

0.015

0.01

0.005

0
0.02 0.04 0.06 0.08 0.1 0.12 0.14

Question 4) A: B: C:
0.1364305696 8.408954 706.323043
Efficient Frontier
Return 0 0.01 0.02 0.03 0.04 0.05
Variance 0.00000 0.00000 0.00392 0.00000 0.00000 0.00000
Standard Deviatio 0 0 0.062641 0 0 0
Weight 1 0 0 0.563229 0 0 0
Weight 2 0 0 1E-08 0 0 0
Weight 3 0 0 1E-08 0 0 0
Weight 4 0 0 0.350206 0 0 0
Weight 5 0 0 1E-08 0 0 0
Weight 6 0 0 1E-08 0 0 0
Restictions 0.00000 0.01000 1.00000 0.03000 0.04000 0.05000
Expected Return 0.00000 0.00000 0.02000 0.00000 0.00000 0.00000
Nvidea Tim Hortons Suncor RBC Weights MeanRet
0.001427 -8.582375E-05 0.00051742 0.000854 0.166667 2.85%
0.0020918 0.0002893351 0.0034728 0.001977 0.166667 0.49%
0.019537 0.00144012 0.00349697 0.001973 0.166667 0.99%
0.0014401 0.0028192371 0.00040786 0.000141 0.166667 1.13%
0.003497 0.0004078556 0.00878935 0.001851 0.166667 0.35%
0.0019729 0.0001410689 0.00185131 0.003362 0.166667 1.00%

Unity Matrix
-5.108031 6.2261310664 0.44056567 -21.0024 1
-1.476848 -5.551388981 -50.498332 -69.4618 1
58.888299 -26.56938484 -16.655867 -22.1078 1
-26.56938 369.62803684 -5.7985866 4.959051 1
-16.65587 -5.798586628 149.609355 -42.7892 1
-22.10775 4.9590508419 -42.789186 379.9852 1

an.Variance US.Variance
RY THI SU Assets: GS SAM NVDA GMV Weights
0.0113862 0.0004481345 -8.5824E-05 GS 0.008789 0.001851 0.003497 W1
0.0004481 0.0078944099 0.00028934 SAM 0.001851 0.003362 0.001973 W2
-8.58E-05 0.0002893351 0.00281924 NVDA 0.003497 0.001973 0.019537 W3
nv.Can.Variance Inv.US.Variance W4
88.05112 -5.115798016 3.20549747 134.1621 -63.5583 -17.5956 W5
-5.115798 127.44740587 -13.235518 -63.5583 346.3237 -23.5966 W6
3.2054975 -13.23551827 356.161815 -17.5956 -23.5966 56.71714

Can.GMV Weights US Mean US.GMV Weights


W1 0.15911673 2.85% W1 0.161757
W2 0.20151902 0.49% W2 0.790867
W3 0.63936425 0.99% W3 0.047375

B: C: A: B: C: A:
4.8130652 541.36870346 0.09265 2.924475 327.7019 0.136431

fficient Frontier Efficient Frontier Efficient Frontier


Variance Standard Deviation Return Variance Standard Deviation Return
0.01768 0.1329516958 0 0.00425 0.065179 0
0.01595 0.126276643 0.0005 0.00412 0.064171 0.0005
0.01432 0.1196476414 0.001 0.00400 0.063207 0.001
0.01279 0.1130727906 0.0015 0.00388 0.062288 0.0015
0.01136 0.1065621145 0.002 0.00377 0.061416 0.002
0.01003 0.1001281323 0.0025 0.00367 0.060594 0.0025
0.00880 0.0937866295 0.003 0.00358 0.059824 0.003
0.00767 0.0875577024 0.0035 0.00349 0.059107 0.0035
0.00664 0.0814671774 0.004 0.00342 0.058446 0.004
0.00571 0.0755485349 0.0045 0.00335 0.057842 0.0045
0.00488 0.0698454839 0.005 0.00328 0.057297 0.005
0.00415 0.0644153125 0.0055 0.00323 0.056813 0.0055
0.00352 0.0593329901 0.006 0.00318 0.056392 0.006
0.00299 0.0546955695 0.0065 0.00314 0.056034 0.0065
0.00256 0.0506254611 0.007 0.00311 0.055742 0.007
0.00223 0.0472694369 0.0075 0.00308 0.055516 0.0075
0.00201 0.0447883064 0.008 0.00306 0.055357 0.008
0.00188 0.0433326146 0.0085 0.00305 0.055265 0.0085
0.00185 0.0430066153 0.009 0.00305 0.055242 0.009
0.00192 0.0438355199 0.0095 0.00306 0.055286 0.0095
0.00209 0.0457566063 0.01 0.00307 0.055398 0.01
0.00237 0.0486406374 0.0105 0.00309 0.055578 0.0105
0.00274 0.05232864 0.011 0.00312 0.055824 0.011
0.00321 0.05666385 0.0115 0.00315 0.056136 0.0115
0.00378 0.0615095732 0.012 0.00319 0.056513 0.012
0.00446 0.0667547277 0.0125 0.00324 0.056953 0.0125
0.00523 0.0723124479 0.013 0.00330 0.057456 0.013
0.00610 0.0781160479 0.0135 0.00337 0.058019 0.0135
0.00708 0.0841146487 0.014 0.00344 0.05864 0.014
0.00815 0.090269384 0.0145 0.00352 0.059319 0.0145
0.00932 0.0965503994 0.015 0.00361 0.060052 0.015
0.01060 0.1029345809 0.0155 0.00370 0.060838 0.0155
0.01197 0.1094038693 0.016 0.00380 0.061675 0.016
0.01344 0.1159440196 0.0165 0.00391 0.062562 0.0165
0.01502 0.1225436865 0.017 0.00403 0.063494 0.017
0.01669 0.1291937494 0.0175 0.00416 0.064472 0.0175
0.01847 0.1358868097 0.018 0.00429 0.065492 0.018
0.02034 0.1426168139 0.0185 0.00443 0.066554 0.0185
0.02231 0.1493787686 0.019 0.00458 0.067654 0.019
0.02439 0.1561685237 0.0195 0.00473 0.068791 0.0195
0.02656 0.1629826048 0.02 0.00489 0.069963 0.02
0.0205
0.021
0.0215
0.022
0.0225
0.023
0.0235
0.024
0.0245

Canadian Efficient Frontier United States Efficient Frontier Combined


0.025 0.03
0.02 0.025
0.02
0.015
0.015
0.01
0.01
0.005 0.005
0 0
0.0540.0560.058 0.06 0.0620.0640.0660.068 0.07 0.072 0.035 0.04 0.045 0.0
4 0.06 0.08 0.1 0.12 0.14 0.16 0.18

0.06 0.07 0.08 0.09


0.00000 0.00000 0.00000 0.00747
0 0 0 0.086416
0 0 0 1E-08
0 0 0 1E-08
0 0 0 1E-08
0 0 0 1E-08
0 0 0 0.921756
0 0 0 1E-08
0.06000 0.07000 0.08000 1.10564
0.00000 0.00000 0.00000 0.00321
GMV Weights Unity Matrix
0.1014570899 1
0.0579142363 1
-0.018447059 1
0.4854632195
0.048572604
0.3250399097
B: C:
8.4089537739 706.323

Efficient Frontier
Variance Standard Deviation
0.00532 0.072926
0.00500 0.070692
0.00469 0.068485
0.00440 0.066308
0.00412 0.064165
0.00385 0.062059
0.00360 0.059994
0.00336 0.057974
0.00314 0.056004
0.00293 0.054089
0.00273 0.052236
0.00255 0.050452
0.00238 0.048743
0.00222 0.047119
0.00208 0.045588
0.00195 0.04416
0.00184 0.042845
0.00174 0.041654
0.00165 0.040598
0.00158 0.039687
0.00152 0.038932
0.00147 0.038343
0.00144 0.037926
0.00142 0.037687
0.00142 0.03763
0.00143 0.037756
0.00145 0.038063
0.00149 0.038546
0.00154 0.039199
0.00160 0.040014
0.00168 0.040981
0.00177 0.04209
0.00188 0.043329
0.00200 0.044688
0.00213 0.046157
0.00228 0.047724
0.00244 0.049381
0.00261 0.05112
0.00280 0.052931
0.00300 0.054808
0.00322 0.056744
0.00345 0.058734
0.00369 0.060771
0.00395 0.062853
0.00422 0.064973
0.00451 0.067129
0.00480 0.069318
0.00512 0.071535
0.00544 0.073779
0.00578 0.076048

Combined Efficient Frontier


0.03
0.025
0.02
0.015
0.01
0.005
0
0.035 0.04 0.045 0.05 0.055 0.06 0.065 0.07 0.075 0.08
Boston Beer Co USD
Date Open High Low Close Volume Adj Close freq returns
7/3/2000 8.62 9.19 8.25 8.75 36600 8.75 159
8/1/2000 8.88 9.5 8.5 9.25 31100 9.25 158 0.0555699
9/1/2000 9.25 9.69 8.88 9 27800 9 157 -0.027399
10/2/2000 9 9.19 7.5 7.75 73200 7.75 156 -0.149532
11/1/2000 7.75 8.38 7.75 8.06 24400 8.06 155 0.0392207
12/1/2000 8 9.25 8 8.81 19800 8.81 154 0.0889739
1/2/2001 8.75 9.25 8.69 9 31500 9 153 0.0213371
2/1/2001 9 10.45 9 9.8 30900 9.8 152 0.0851578
3/1/2001 9.8 10.1 9.1 9.55 13900 9.55 151 -0.025841
4/2/2001 9.45 9.55 8.79 9.2 32300 9.2 150 -0.037338
5/1/2001 9.14 10.1 8.95 9.9 25700 9.9 149 0.0733313
6/1/2001 9.89 9.94 8.56 8.62 55200 8.62 148 -0.13845
7/2/2001 8.95 10.65 8.81 10.57 51900 10.57 147 0.2039347
8/1/2001 10.57 11.74 10.25 11.51 29900 11.51 146 0.0851964
9/4/2001 11.56 11.97 9.8 11.76 52800 11.76 145 0.0214877
10/1/2001 11.76 11.95 10.67 11.65 32400 11.65 144 -0.009398
11/1/2001 11.67 14.24 11.67 13.8 48200 13.8 143 0.1693624
12/3/2001 13.75 18.16 13.12 17.15 101700 17.15 142 0.2173296
1/2/2002 17.1 17.1 14.28 15.45 57500 15.45 141 -0.104389
2/4/2002 15.99 17.24 11.82 13.15 87400 13.15 140 -0.161187
3/1/2002 13.25 15.46 12.9 15.1 52200 15.1 139 0.138273
4/1/2002 15.2 15.23 12.8 14.5 53200 14.5 138 -0.040546
5/1/2002 14.5 16.75 14.01 16.49 34300 16.49 137 0.1286055
6/3/2002 16.45 16.88 15.62 15.9 32000 15.9 136 -0.036435
7/1/2002 15.95 16 12.86 14 72700 14 135 -0.127262
8/1/2002 14 16.07 13.95 14.3 45500 14.3 134 0.0212022
9/3/2002 14.34 14.87 13.69 13.9 17900 13.9 133 -0.028371
10/1/2002 13.85 16.45 13.28 15.68 50700 15.68 132 0.1204972
11/1/2002 15.7 18 15.16 15.68 51000 15.68 131 0
12/2/2002 15.73 15.79 13.85 14.3 46700 14.3 130 -0.092126
1/2/2003 14.3 15.3 13.75 14.7 39600 14.7 129 0.027588
2/3/2003 14.6 14.73 12.34 13.05 32300 13.05 128 -0.119059
3/3/2003 13.15 15.04 11.56 12.56 94900 12.56 127 -0.038271
4/1/2003 12.46 13.55 10.1 12.98 154400 12.98 126 0.0328926
5/1/2003 13.18 14.29 12.75 14.18 51100 14.18 125 0.0884228
6/2/2003 14.2 15.13 13.55 14.4 84100 14.4 124 0.0153957
7/1/2003 14.6 15.34 13.7 15.17 95400 15.17 123 0.0520916
8/1/2003 15.2 16.86 14.35 15.8 48400 15.8 122 0.0406901
9/2/2003 15.7 16.21 15.6 15.92 49700 15.92 121 0.0075662
10/1/2003 15.91 17.24 15.85 17.1 40300 17.1 120 0.0715023
11/3/2003 17.1 18.69 17 18.4 59900 18.4 119 0.0732722
12/1/2003 18.37 18.98 17.74 18.14 38100 18.14 118 -0.014231
1/2/2004 18.05 19.39 16.75 17.05 80300 17.05 117 -0.061969
2/2/2004 17.15 17.85 16.4 17.75 40600 17.75 116 0.0402353
3/1/2004 17.85 19.49 17.41 18.42 53900 18.42 115 0.0370515
4/1/2004 18.5 19.45 18.4 19.06 25800 19.06 114 0.0341549
5/3/2004 19.1 19.5 18.8 19.1 28100 19.1 113 0.0020964
6/1/2004 19.11 20.99 19.05 20.14 48000 20.14 112 0.0530196
7/1/2004 20.16 22.98 19.55 22.98 56300 22.98 111 0.1319164
8/2/2004 22.98 27.95 21.6 21.76 166900 21.76 110 -0.054551
9/1/2004 21.66 25.5 21.51 25.2 85000 25.2 109 0.1467706
10/1/2004 25.2 25.99 23.01 25.27 47700 25.27 108 0.0027739
11/1/2004 25.34 25.4 20.52 21.78 77500 21.78 107 -0.148626
12/1/2004 21.7 22.4 20.62 21.27 42800 21.27 106 -0.023694
1/3/2005 21.2 24.23 20.75 23.62 51000 23.62 105 0.1047962
2/1/2005 23.52 24.5 23 23.7 48500 23.7 104 0.0033812
3/1/2005 23.8 24.55 21.35 21.9 38700 21.9 103 -0.078988
4/1/2005 21.89 22.2 19.85 20 38100 20 102 -0.090754
5/2/2005 19.97 22.7 19.86 21.11 44700 21.11 101 0.0540146
6/1/2005 21.11 23.25 21.11 22.44 52600 22.44 100 0.0610982
7/1/2005 22.44 23.01 21.32 21.68 44000 21.68 99 -0.034455
8/1/2005 21.74 23.6 21 23.5 53100 23.5 98 0.0806102
9/1/2005 23.51 25.15 22.9 25 55500 25 97 0.0618754
10/3/2005 24.94 26.47 24.25 25.6 56000 25.6 96 0.0237165
11/1/2005 25.5 27.15 24.8 27.06 47900 27.06 95 0.0554643
12/1/2005 27.01 27.27 24.8 25 41200 25 94 -0.079181
1/3/2006 25 26.71 24.75 25.9 41500 25.9 93 0.0353671
2/1/2006 25.9 26.74 24.95 26.73 32700 26.73 92 0.0315436
3/1/2006 26.6 27.5 25.07 26.01 53700 26.01 91 -0.027305
4/3/2006 26.11 27.77 25.92 26.98 52700 26.98 90 0.0366148
5/1/2006 27.05 27.61 25.55 27.03 52900 27.03 89 0.0018515
6/1/2006 26.95 29.45 26.06 29.29 84000 29.29 88 0.0802988
7/3/2006 29.46 29.99 28 29.45 62900 29.45 87 0.0054477
8/1/2006 29.46 33.49 28.05 32.12 120000 32.12 86 0.086785
9/1/2006 32.22 33.99 31.54 32.85 84800 32.85 85 0.0224729
10/2/2006 32.1 37.29 30.8 36.5 80700 36.5 84 0.1053605
11/1/2006 36.45 37.5 34.46 36.06 75400 36.06 83 -0.012128
12/1/2006 36 37.5 34.89 35.98 44100 35.98 82 -0.002221
1/3/2007 35.93 36.23 33.93 35.15 44500 35.15 81 -0.023339
2/1/2007 35.16 35.66 31.71 32.79 55900 32.79 80 -0.069501
3/1/2007 32.5 34.7 30.8 33.35 77700 33.35 79 0.0169342
4/2/2007 33.27 34.6 32.07 32.21 59300 32.21 78 -0.034781
5/1/2007 32.26 39.99 32.26 38.3 119400 38.3 77 0.1731729
6/1/2007 38.5 41.33 37.17 39.35 119600 39.35 76 0.0270461
7/2/2007 41.05 43.44 38.86 40.76 135500 40.76 75 0.0352052
8/1/2007 40.6 49.73 40.46 48.76 235300 48.76 74 0.1792091
9/4/2007 48.77 49.6 44.54 48.66 191800 48.66 73 -0.002053
10/1/2007 48.53 55.3 47.92 52.25 107000 52.25 72 0.0711826
11/1/2007 51.5 53.42 31 33.19 335000 33.19 71 -0.453791
12/3/2007 32.56 39.23 32.02 37.65 171200 37.65 70 0.1260843
1/2/2008 37.53 37.96 33.64 35.61 144500 35.61 69 -0.055706
2/1/2008 35.87 39.58 34.91 35.66 113000 35.66 68 0.0014031
3/3/2008 35.66 49.98 33.77 47.54 244100 47.54 67 0.2875418
4/1/2008 46.14 48.34 43.07 44.3 145300 44.3 66 -0.070587
5/1/2008 44.56 46.75 39.06 39.78 203900 39.78 65 -0.10762
6/2/2008 39.79 41.47 37.99 40.68 128200 40.68 64 0.0223723
7/1/2008 40.47 46.28 39.5 45.29 135200 45.29 63 0.1073497
8/1/2008 45.29 47.99 40.51 44.97 137300 44.97 62 -0.007091
9/2/2008 45.4 54.15 42.01 47.49 117000 47.49 61 0.0545236
10/1/2008 47.09 48.03 34 37.79 138100 37.79 60 -0.228475
11/3/2008 37.6 38.33 29.14 32.08 142100 32.08 59 -0.163812
12/1/2008 31.59 31.8 25.55 28.4 103200 28.4 58 -0.121844
1/2/2009 28.23 28.95 22.2 25.24 97200 25.24 57 -0.117959
2/2/2009 25.1 29.26 23.01 23.97 90700 23.97 56 -0.051627
3/2/2009 23.5 23.7 17.5 20.86 150900 20.86 55 -0.13897
4/1/2009 20.64 28.35 20.31 26.6 109800 26.6 54 0.2430778
5/1/2009 26.63 31.36 26.13 28.52 84700 28.52 53 0.0696944
6/1/2009 29.07 30.83 27.9 29.59 70600 29.59 52 0.0368309
7/1/2009 29.79 31.61 27.88 31.19 79600 31.19 51 0.0526611
8/3/2009 31.12 42.21 30.59 39.75 120900 39.75 50 0.2425123
9/1/2009 39.77 40.68 36.76 37.08 71900 37.08 49 -0.069532
10/1/2009 36.76 40.02 36.2 38 64600 38 48 0.0245084
11/2/2009 38.28 42.34 36.32 42.09 98600 42.09 47 0.102224
12/1/2009 42.13 48.63 41.18 46.6 84400 46.6 46 0.1017904
1/4/2010 47.12 49.38 45.85 45.85 74700 45.85 45 -0.016225
2/1/2010 45.97 47.93 43.24 47.32 62200 47.32 44 0.0315578
3/1/2010 47.61 53.65 47.35 52.26 104600 52.26 43 0.0992982
4/1/2010 52.41 59.94 52.33 57.01 75400 57.01 42 0.0869954
5/3/2010 57.23 66.41 30 66.05 169200 66.05 41 0.1471853
6/1/2010 65.75 74.52 65.27 67.45 193500 67.45 40 0.0209746
7/1/2010 67.51 73 62.63 69.36 157700 69.36 39 0.0279237
8/2/2010 70.04 71.12 60.95 65.71 177300 65.71 38 -0.054059
9/1/2010 66.46 69.93 66.01 66.87 81200 66.87 37 0.0174993
10/1/2010 67.5 72.56 65.75 71.59 66500 71.59 36 0.068205
11/1/2010 72.06 84.2 71.58 81.68 89800 81.68 35 0.1318538
12/1/2010 83 100.93 82.02 95.09 86500 95.09 34 0.1520146
1/3/2011 96.01 97.23 88.01 90.01 73300 90.01 33 -0.054903
2/1/2011 90.31 97.75 88.07 92.82 65700 92.82 32 0.0307414
3/1/2011 92.93 95.47 83.7 92.62 96800 92.62 31 -0.002157
4/1/2011 92.93 94.99 89.01 94.26 51000 94.26 30 0.0175518
5/2/2011 94.8 94.8 79.22 83.81 107300 83.81 29 -0.117505
6/1/2011 84.1 90.68 81.79 89.6 85700 89.6 28 0.066803
7/1/2011 89.7 92.69 88.16 90.15 50000 90.15 27 0.0061196
8/1/2011 91.03 91.42 77.02 81.07 186400 81.07 26 -0.106162
9/1/2011 80.71 81.68 72.29 72.7 158400 72.7 25 -0.108972
10/3/2011 72.33 89.91 71 88.48 119700 88.48 24 0.1964352
11/1/2011 87.32 100 84.38 99.91 95800 99.91 23 0.1214932
12/1/2011 99.63 115.49 98.82 108.56 103900 108.56 22 0.0830332
1/3/2012 109.75 109.79 98.1 100.05 101400 100.05 21 -0.081633
2/1/2012 100 108.16 94.24 94.52 150400 94.52 20 -0.056859
3/1/2012 94.53 107.15 94.36 106.79 132300 106.79 19 0.1220528
4/2/2012 106.34 107.18 97.47 103.32 94500 103.32 18 -0.033033
5/1/2012 103.71 110.98 101.79 104.85 150000 104.85 17 0.0146998
6/1/2012 103.39 122.31 102.89 121 123700 121 16 0.1432598
7/2/2012 121.49 128.07 106.43 107.72 116700 107.72 15 -0.116255
8/1/2012 108.93 115.86 97.66 103.03 123700 103.03 14 -0.044515
9/4/2012 103.78 113.71 100.8 111.97 100900 111.97 13 0.0832108
10/1/2012 107.42 111.82 104.36 107.58 84700 107.58 12 -0.039996
11/1/2012 108.16 118.27 107.41 112.97 114400 112.97 11 0.0488875
12/3/2012 113 142.5 111.67 134.45 169400 134.45 10 0.1740701
1/2/2013 137.6 146.27 134.42 140.34 88600 140.34 9 0.0428757
2/1/2013 140.76 162.31 138.07 155.43 114900 155.43 8 0.1021274
3/1/2013 154.65 164.52 153.29 159.64 75000 159.64 7 0.0267258
4/1/2013 159.94 172.05 152.24 169.32 76600 169.32 6 0.0588691
5/1/2013 169.32 169.52 143.42 152.84 108200 152.84 5 -0.102399
6/3/2013 152.61 174.59 151.47 170.64 56500 170.64 4 0.1101645
7/1/2013 170.39 182.99 170.39 178.98 39500 178.98 3 0.047718
8/1/2013 192.72 216.38 190.01 211.84 49400 211.84 2 0.1685572
9/3/2013 216.08 250 215.16 247.98 63400 247.98 1 0.1575168
Goldman Sachs Group
Date Open High Low Close Volume Adj Close freq returns Date
5/4/1999 75.59 76.83 62.72 67.57 3231200 59.08 172 1/22/1999
6/1/1999 66.26 71.86 60.17 71.86 1159400 62.83 171 0.0615402 2/1/1999
7/1/1999 70.99 71.05 62.84 63.96 693600 55.93 170 -0.116332 3/1/1999
8/2/1999 63.9 64.78 55 59.61 877100 52.24 169 -0.068252 4/1/1999
9/1/1999 60.36 64.22 57.25 60.8 940100 53.28 168 0.0197125 5/3/1999
10/1/1999 60.8 73.65 57.75 70.9 1127400 62.25 167 0.1555975 6/1/1999
11/1/1999 70.4 82.89 68.22 75.02 870700 65.87 166 0.0565246 7/1/1999
12/1/1999 74.65 94.68 74.65 94.06 790300 82.59 165 0.2262055 8/2/1999
1/3/2000 94.06 94.25 78.27 91.63 1016600 80.56 164 -0.024886 9/1/1999
2/1/2000 92.87 94 80.69 92.5 1021000 81.33 163 0.0095127 10/1/1999
3/1/2000 93.25 128 93.19 105.25 1597900 92.54 162 0.129126 11/1/1999
4/3/2000 108.75 110.81 79.44 93.25 2235400 82.09 161 -0.119825 12/1/1999
5/1/2000 93.25 101.62 69.38 73.56 1963100 64.76 160 -0.237128 1/3/2000
6/1/2000 74.56 95.94 73.63 94.78 1733400 83.44 159 0.2534397 2/1/2000
7/3/2000 94.38 106.94 88.38 98.69 1582700 86.98 158 0.0415504 3/1/2000
8/1/2000 99 129.5 97 129.5 2422600 114.14 157 0.2717476 4/3/2000
9/1/2000 128 133.62 105.75 114.06 1979800 100.54 156 -0.12687 5/1/2000
10/2/2000 113.12 116.88 90.88 99.81 2568100 88.08 155 -0.13231 6/1/2000
11/1/2000 96.75 101.62 77 82.12 2063800 72.47 154 -0.195073 7/3/2000
12/1/2000 82.12 108.38 80.25 106.94 2897400 94.37 153 0.2640505 8/1/2000
1/2/2001 104.38 120 97.5 113.75 3376400 100.49 152 0.062835 9/1/2000
2/1/2001 114.9 118.85 90.25 91.75 3381600 81.06 151 -0.214869 10/2/2000
3/1/2001 89.4 97.5 81 85.1 4363000 75.18 150 -0.075304 11/1/2000
4/2/2001 85.1 102.5 77 91.1 3679000 80.58 149 0.0693652 12/1/2000
5/1/2001 90 105.15 89.29 95.1 2523100 84.12 148 0.0429939 1/2/2001
6/1/2001 95.49 98.14 84.5 85.8 2774000 75.89 147 -0.102959 2/1/2001
7/2/2001 85.95 88 80 83.16 2510700 73.66 146 -0.029825 3/1/2001
8/1/2001 83.5 87.5 75.05 80.1 2686700 70.95 145 -0.037485 4/2/2001
9/4/2001 79.95 81.45 63.27 71.35 4171400 63.2 144 -0.115671 5/1/2001
10/1/2001 71.36 86.5 71 78.16 3738200 69.34 143 0.0927176 6/1/2001
11/1/2001 78.5 92.75 77.31 89 2893800 78.95 142 0.1297928 7/2/2001
12/3/2001 88 95.17 85.55 92.75 2617600 82.28 141 0.0413133 8/1/2001
1/2/2002 92.8 97.25 81.6 86.98 4092800 77.27 140 -0.062822 9/4/2001
2/4/2002 84.2 86.5 77.52 80.94 3896200 71.9 139 -0.07203 10/1/2001
3/1/2002 81.5 92.25 80.85 90.25 3148000 80.17 138 0.1088731 11/1/2001
4/1/2002 89.4 89.45 75.8 78.75 3682600 70.06 137 -0.134797 12/3/2001
5/1/2002 78.55 82.1 74 75.45 3358800 67.13 136 -0.042721 1/2/2002
6/3/2002 75.45 77.02 69.03 73.35 3783500 65.26 135 -0.028252 2/1/2002
7/1/2002 73.75 77 65.55 73.15 9556200 65.19 134 -0.001073 3/1/2002
8/1/2002 73.15 81.97 67.75 77.3 4809100 68.89 133 0.0552049 4/1/2002
9/3/2002 76.06 76.1 64.49 66.03 5289000 58.85 132 -0.157519 5/1/2002
10/1/2002 66.5 75.35 58.57 71.6 5983000 63.92 131 0.0826405 6/3/2002
11/1/2002 71.6 81 71 78.87 3961700 70.41 130 0.096703 7/1/2002
12/2/2002 78.88 80.9 67 68.1 3553000 60.9 129 -0.145102 8/1/2002
1/2/2003 68.1 75.75 66.95 68.1 3904100 61 128 0.0016407 9/3/2002
2/3/2003 68.1 69.75 63.75 69.45 3894900 62.21 127 0.0196419 10/1/2002
3/3/2003 69.45 72.1 61.02 68.08 5422700 60.98 126 -0.01997 11/1/2002
4/1/2003 68.48 78.9 68.06 75.9 4522200 68.09 125 0.1102844 12/2/2002
5/1/2003 75.9 81.67 73.22 81.5 4237100 73.12 124 0.0712716 1/2/2003
6/2/2003 81.5 91.98 81.5 83.75 5543700 75.13 123 0.027118 2/3/2003
7/1/2003 83.75 90.35 82.36 87.14 3938900 78.41 122 0.0427315 3/3/2003
8/1/2003 86.95 89.1 82.9 88.49 2844600 79.62 121 0.0153138 4/1/2003
9/2/2003 88.54 93.74 83.64 83.9 4755500 75.49 120 -0.053265 5/1/2003
10/1/2003 83.9 94.89 83.9 93.9 3910700 84.73 119 0.1154695 6/2/2003
11/3/2003 94.65 97.39 91.7 96.08 2985300 86.7 118 0.0229842 7/1/2003
12/1/2003 96.23 100.78 95.73 98.73 3008200 89.09 117 0.0271932 8/1/2003
1/2/2004 98.8 102.75 96.15 99.55 4167700 90.05 116 0.010718 9/2/2003
2/2/2004 99.23 108 98.43 105.87 3433500 95.77 115 0.0615844 10/1/2003
3/1/2004 107.3 109.29 98.38 104.35 3870300 94.4 114 -0.014408 11/3/2003
4/1/2004 104.24 107.5 96.31 96.75 3389900 87.74 113 -0.073163 12/1/2003
5/3/2004 96.95 98.5 90.08 93.91 4582000 85.16 112 -0.029846 1/2/2004
6/1/2004 93.8 95.15 87.68 94.16 4438700 85.39 111 0.0026972 2/2/2004
7/1/2004 94.17 94.35 85.72 88.19 3921300 80.2 110 -0.062705 3/1/2004
8/2/2004 87.78 91.57 83.29 89.65 3356400 81.53 109 0.0164475 4/1/2004
9/1/2004 89.85 94.96 88.89 93.24 3329400 84.8 108 0.0393245 5/3/2004
10/1/2004 93.46 98.45 90.74 98.38 3646900 89.71 107 0.0562867 6/1/2004
11/1/2004 98.2 105.59 97.8 104.76 3357600 95.53 106 0.0628581 7/1/2004
12/1/2004 105.25 110.88 103 104.04 3544200 94.87 105 -0.006933 8/2/2004
1/3/2005 104.9 107.97 101.79 107.85 3918700 98.59 104 0.0384623 9/1/2004
2/1/2005 107.65 113.93 107.3 108.8 3123500 99.46 103 0.0087857 10/1/2004
3/1/2005 108.39 113.17 107.5 109.99 3650600 100.54 102 0.0108001 11/1/2004
4/1/2005 110.74 114.25 103.21 106.79 5073100 97.85 101 -0.02712 12/1/2004
5/2/2005 105.85 107.29 94.75 97.5 5941900 89.34 100 -0.090986 1/3/2005
6/1/2005 97.4 104.96 96.43 102.02 4439400 93.48 99 0.0452982 2/1/2005
7/1/2005 102.17 109.98 102.02 107.48 3275600 98.71 98 0.0544387 3/1/2005
8/1/2005 107.6 114.87 106.69 111.18 2677700 102.11 97 0.0338644 4/1/2005
9/1/2005 111.7 121.7 111.6 121.58 3697700 111.66 96 0.0894079 5/2/2005
10/3/2005 121.29 127.38 110.23 126.37 5186400 116.3 95 0.0407145 6/1/2005
11/1/2005 126.7 134.99 124.8 128.96 3045900 118.68 94 0.0202577 7/1/2005
12/1/2005 130.5 134.16 124.34 127.71 3048500 117.53 93 -0.009737 8/1/2005
1/3/2006 126.7 141.86 124.23 141.25 4603800 130.24 92 0.1026853 9/1/2005
2/1/2006 141.4 146.35 137.8 141.29 3546400 130.27 91 0.0002303 10/3/2005
3/1/2006 141.98 159.63 139.18 156.96 4676800 144.72 90 0.1051916 11/1/2005
4/3/2006 157.99 169.31 156.92 160.29 4390100 148.1 89 0.0230869 12/1/2005
5/1/2006 160.3 166.55 140.42 150.95 5216100 139.47 88 -0.060038 1/3/2006
6/1/2006 150.92 157 136.79 150.43 6599600 138.99 87 -0.003448 2/1/2006
7/3/2006 151.93 153.73 138.97 152.75 4677800 141.47 86 0.0176857 3/1/2006
8/1/2006 151.63 156.87 145.66 148.65 3886000 137.68 85 -0.027156 4/3/2006
9/1/2006 148.7 171.15 147.13 169.17 5499000 156.68 84 0.1292734 5/1/2006
10/2/2006 168.51 193.6 168.51 189.79 5615700 176.12 83 0.1169601 6/1/2006
11/1/2006 191 203.35 182.7 194.8 4650900 180.77 82 0.0260599 7/3/2006
12/1/2006 195.7 206.7 191.52 199.35 4755300 184.99 81 0.0230763 8/1/2006
1/3/2007 200.6 220.51 197.82 212.16 6994600 197.2 80 0.0639167 9/1/2006
2/1/2007 213.44 222.75 194.65 201.75 7133200 187.53 79 -0.05028 10/2/2006
3/1/2007 197.12 212.22 189.85 206.63 10574800 192.06 78 0.023869 11/1/2006
4/2/2007 207.67 226.61 203.29 218.61 5813900 203.53 77 0.0580056 12/1/2006
5/1/2007 219.08 233.97 215.35 230.82 5301200 214.89 76 0.0543129 1/3/2007
6/1/2007 232.08 233.64 212.56 216.75 7413100 201.79 75 -0.062899 2/1/2007
7/2/2007 217.5 225.77 187.25 188.34 10149400 175.66 74 -0.138677 3/1/2007
8/1/2007 187.03 198.5 157.38 176.01 17178000 164.16 73 -0.067709 4/2/2007
9/4/2007 176.18 218.67 175 216.74 13227600 202.15 72 0.2081684 5/1/2007
10/1/2007 215.41 250.7 213 247.92 10522400 231.59 71 0.1359586 6/1/2007
11/1/2007 243.55 244.41 201.57 226.64 14584700 211.71 70 -0.089751 7/2/2007
12/3/2007 226.09 229.35 196.9 215.05 11004600 200.88 69 -0.05251 8/1/2007
1/2/2008 214.8 215.05 175.42 199.55 13735700 186.73 68 -0.073044 9/4/2007
2/1/2008 199.15 208.78 169 169.63 11909600 158.73 67 -0.162459 10/1/2007
3/3/2008 169.29 184.52 140.27 165.39 18934700 154.77 66 -0.025265 11/1/2007
4/1/2008 171.49 194.93 161.68 191.37 10782700 179.41 65 0.1477335 12/3/2007
5/1/2008 191.77 203.39 170.8 176.41 7688500 165.39 64 -0.081367 1/2/2008
6/2/2008 177 187.01 161.21 174.9 13237600 163.97 63 -0.008623 2/1/2008
7/1/2008 173.13 190.04 152.25 184.04 13996400 172.87 62 0.0528564 3/3/2008
8/1/2008 185 186 152.59 163.97 8992900 154.02 61 -0.115457 4/1/2008
9/2/2008 167.5 172.45 86.31 128 30537000 120.23 60 -0.247676 5/1/2008
10/1/2008 127.32 142 74 92.5 27238900 87.15 59 -0.321776 6/2/2008
11/3/2008 92 95.25 47.41 78.99 32088500 74.42 58 -0.157906 7/1/2008
12/1/2008 75.8 86.15 60.22 84.39 19380300 79.51 57 0.0661581 8/1/2008
1/2/2009 84.02 92.2 59.13 80.73 22764300 76.06 56 -0.04436 9/2/2008
2/2/2009 78.78 98.66 78.57 91.08 28301500 86.28 55 0.1260753 10/1/2008
3/2/2009 87.86 115.65 72.78 106.02 30196400 100.44 54 0.1519627 11/3/2008
4/1/2009 104.1 131.27 103.94 128.5 28329800 121.73 53 0.1922449 12/1/2008
5/1/2009 127.9 145.9 126.16 144.57 18246900 137.31 52 0.1204357 1/2/2009
6/1/2009 145.8 151.17 137.01 147.44 12081600 140.03 51 0.0196155 2/2/2009
7/1/2009 147.59 166.42 135.23 163.3 12900900 155.1 50 0.1022134 3/2/2009
8/3/2009 165.2 170.94 157.2 165.46 9275800 157.49 49 0.0152919 4/1/2009
9/1/2009 164.8 188 158.14 184.35 9998100 175.47 48 0.1081061 5/1/2009
10/1/2009 184.01 193.6 169.68 170.17 11514400 161.97 47 -0.080057 6/1/2009
11/2/2009 171.59 181.43 163.22 169.66 9181500 161.83 46 -0.000865 7/1/2009
12/1/2009 171.25 171.33 160.2 168.84 7938900 161.05 45 -0.004832 8/3/2009
1/4/2010 170.05 178.75 147.81 148.72 15808600 141.86 44 -0.126874 9/1/2009
2/1/2010 149.82 160.21 148.87 156.35 12620100 149.47 43 0.052255 10/1/2009
3/1/2010 156.51 178.73 156.17 170.63 10808800 163.12 42 0.0873904 11/2/2009
4/1/2010 171.72 186.41 143.3 145.2 28878700 138.81 41 -0.16138 12/1/2009
5/3/2010 147.84 152.35 134.2 144.26 19071000 138.26 40 -0.00397 1/4/2010
6/1/2010 144.26 146.4 131.02 131.27 11005300 125.81 39 -0.094363 2/1/2010
7/1/2010 131.69 153.41 129.5 150.82 11327700 144.54 38 0.1387835 3/1/2010
8/2/2010 152.82 157.25 135.79 136.93 6478000 131.56 37 -0.094093 4/1/2010
9/1/2010 139.01 154.7 137.8 144.58 7002500 138.91 36 0.0543632 5/3/2010
10/1/2010 145.2 163.79 144.7 161.13 6960300 154.81 35 0.1083723 6/1/2010
11/1/2010 161.77 171.61 156.14 156.14 5961700 150.35 34 -0.029233 7/1/2010
12/1/2010 158.45 171.23 157 168.16 4330900 161.92 33 0.0741365 8/2/2010
1/3/2011 170.55 175.34 160.12 163.62 6016300 157.55 32 -0.02736 9/1/2010
2/1/2011 163.86 169.9 161.32 163.78 4590600 158.04 31 0.0031053 10/1/2010
3/1/2011 163.55 165.18 153.26 158.6 5018000 153.04 30 -0.032149 11/1/2010
4/1/2011 159.77 164.4 149.55 151.01 5401400 145.72 29 -0.049012 12/1/2010
5/2/2011 152.2 153.07 133.64 140.73 7225700 136.15 28 -0.06793 1/3/2011
6/1/2011 139.95 140 128.3 133.09 6399500 128.76 27 -0.055807 2/1/2011
7/1/2011 133.43 139.25 125.5 134.97 5932800 130.58 26 0.0140359 3/1/2011
8/1/2011 136.92 137.34 103.16 116.22 10302900 112.78 25 -0.146547 4/1/2011
9/1/2011 115.55 115.55 91.4 94.55 8216400 91.75 24 -0.206372 5/2/2011
10/3/2011 93.74 118.07 84.27 109.55 8931200 106.3 23 0.1471978 6/1/2011
11/1/2011 103.49 109.26 87.6 95.86 7669700 93.38 22 -0.129588 7/1/2011
12/1/2011 94.58 106.1 86.9 90.43 7752200 88.09 21 -0.058318 8/1/2011
1/3/2012 92.97 112.5 92.42 111.47 8386700 108.59 20 0.2092203 9/1/2011
2/1/2012 112.61 118.66 111.4 115.14 6055000 112.5 19 0.0353739 10/3/2011
3/1/2012 115.97 128.72 113.11 124.37 6969700 121.52 18 0.0771256 11/1/2011
4/2/2012 124.14 125.54 110.07 115.15 6123800 112.51 17 -0.077037 12/1/2011
5/1/2012 114.84 116.48 93.7 95.7 5725000 93.95 16 -0.180279 1/3/2012
6/1/2012 94.07 97.6 90.43 95.86 5350400 94.11 15 0.0017016 2/1/2012
7/2/2012 96.56 102.18 91.15 100.9 4769500 99.06 14 0.0512614 3/1/2012
8/1/2012 101.27 107.34 96.72 105.72 3224300 104.25 13 0.0510661 4/2/2012
9/4/2012 105.55 122.6 105.54 113.68 4989900 112.09 12 0.0725103 5/1/2012
10/1/2012 116.67 126.48 116.22 122.39 4752100 120.68 11 0.0738403 6/1/2012
11/1/2012 122.82 126.73 113.84 117.79 3939800 116.64 10 -0.03405 7/2/2012
12/3/2012 118.42 129.72 115.62 127.56 4200100 126.31 9 0.0796469 8/1/2012
1/2/2013 131.3 148 129.62 147.86 4885400 146.42 8 0.14774 9/4/2012
2/1/2013 148.51 159 146.62 149.76 5128200 148.8 7 0.0161239 10/1/2012
3/1/2013 148.12 157.19 144.68 147.15 4327800 146.21 6 -0.017559 11/1/2012
4/1/2013 146.67 151.45 137.29 146.07 3836500 145.13 5 -0.007414 12/3/2012
5/1/2013 145.83 165.83 140.39 162.08 4267500 161.55 4 0.1071848 1/2/2013
6/3/2013 161.56 168.2 148.71 151.25 3951600 150.76 3 -0.069126 2/1/2013
7/1/2013 152.78 167.41 149.28 164.03 3136100 163.49 2 0.0810627 3/1/2013
8/1/2013 165.74 169.69 151.33 152.13 2470800 152.13 1 -0.072016 4/1/2013
5/1/2013
6/3/2013
7/1/2013
8/1/2013
NVIDIA Corp
Open High Low Close Volume Adj Close freq returns
21 23.44 18.62 19 18868000 1.55 176
19 26.25 17.31 21.94 4367300 1.79 175 0.1439607
22.5 23 18.25 21.12 2356600 1.72 174 -0.039891
21.12 22 16 18.25 2221800 1.49 173 -0.143548
18.44 21.37 16.5 17.06 3213900 1.39 172 -0.069472
17 19.12 16.37 19.12 2994700 1.56 171 0.1153821
19.12 23.12 17.12 20.12 5019400 1.64 170 0.0500104
20.12 28.37 19.5 28.12 9865500 2.29 169 0.3338556
28.12 28.12 16.75 19.25 8732300 1.57 168 -0.377476
18.94 25 18.12 22.12 9861900 1.8 167 0.136711
21.75 44.38 21.75 34.63 16943600 2.82 166 0.4489502
34.63 47.44 34.63 46.94 5732800 3.82 165 0.3035135
47.25 48.25 35 37.06 6404800 3.02 164 -0.234994
37.13 68.25 35.75 64 11833600 5.21 163 0.545323
64 150 57.5 84.48 20125100 6.88 162 0.2780388
83.72 110.37 57 89.12 8764100 7.26 161 0.0537612
92.5 117.94 75.5 114.12 10414900 9.3 160 0.2476346
117.5 176 57.5 63.56 16455100 10.36 159 0.1079378
64 77.31 50 60 9564400 9.78 158 -0.057613
60 82.5 54 79.37 7030500 12.93 157 0.2792107
81 85.37 62.5 81.87 7803000 13.34 156 0.0312168
83 86.25 52.56 62.14 10387300 10.12 155 -0.276253
60.63 80 36.38 40.5 11496500 6.6 154 -0.427444
43 50.75 27.5 32.77 18685400 5.34 153 -0.211844
33 57 28.25 51.63 13198800 8.41 152 0.4541958
51.63 61 41 44.69 16353700 7.28 151 -0.144291
44.13 71.69 40 64.92 34504100 10.58 150 0.3738346
64.75 89.99 53.81 83.3 40857700 13.57 149 0.248896
83.6 100 75.55 85.61 33300600 13.95 148 0.027618
86.2 99.6 82.95 92.75 24866200 15.11 147 0.0798773
89.08 90.7 67.26 80.9 27133600 13.18 146 -0.136656
82.49 90.72 80.25 84.71 33425400 13.8 145 0.0459681
84.48 84.48 25.51 27.47 37023400 8.95 144 -0.433015
27.45 50.44 22.66 42.86 29746100 13.97 143 0.4452586
43.41 55.99 42.75 54.64 35438800 17.81 142 0.2428479
53.49 70.25 52.85 66.9 22982700 21.8 141 0.2021499
67.19 72.66 59.76 65.74 29241800 21.42 140 -0.017585
65.63 66.33 49.25 51.01 42869300 16.62 139 -0.253718
51.5 60.49 41.87 44.36 37992200 14.46 138 -0.139221
41.9 44.69 30.37 34.81 38494400 11.34 137 -0.24305
34.24 40.65 30.71 33.46 32357700 10.9 136 -0.039574
32.65 33.64 16.43 17.18 38537800 5.6 135 -0.665996
17.1 23.35 10.94 11.07 42406000 3.61 134 -0.439059
11.16 13.45 8.49 10.1 28531000 3.29 133 -0.09282
9.62 11.9 8.35 8.56 23014800 2.79 132 -0.164846
8.63 11.98 7.2 11.9 21326100 3.88 131 0.3297936
11.72 17.78 10.22 17.13 43383200 5.58 130 0.3633536
18.04 18.27 11.19 11.51 27061900 3.75 129 -0.397433
12 13.88 9.56 10.32 29141400 3.36 128 -0.109815
10.51 13.49 9.33 12.62 30127700 4.11 127 0.2014821
12.77 14.83 12 12.88 22242400 4.2 126 0.0216615
13.15 14.7 12.86 14.33 15529400 4.67 125 0.1060745
14.23 26.63 14.15 26.17 46933400 8.53 124 0.6024303
26.85 27.75 22.06 22.91 28262200 7.47 123 -0.132694
22.62 25.75 18.36 19.09 23638500 6.22 122 -0.183125
19.1 21.47 15.26 18.17 26519700 5.92 121 -0.049433
18.49 21.47 15.7 15.97 29297400 5.2 120 -0.129678
16 18.76 15.95 17.68 15637600 5.76 119 0.1022788
17.59 22.12 17.41 21.23 23640800 6.92 118 0.1834783
21.47 24.2 19.5 23.2 14596500 7.56 117 0.0884554
23.57 25.88 21.15 22.25 16085000 7.25 116 -0.04187
22.43 24.33 21.89 22.25 16392500 7.25 115 0
22.19 26.68 20.63 26.4 14996700 8.6 114 0.1707607
26.43 27.35 20.44 20.52 15328000 6.69 113 -0.251148
20.74 23.58 19.9 23.45 13660300 7.64 112 0.1327837
23.05 24.11 19.28 20.47 11731100 6.67 111 -0.135778
20.7 20.73 13.84 15.42 14461800 5.02 110 -0.28419
15.43 15.7 9.3 12.46 26360800 4.06 109 -0.212247
12.3 15.18 12.14 14.52 19337800 4.73 108 0.1527422
14.59 15.89 13.08 14.47 20350500 4.72 107 -0.002116
14.67 20.53 14.48 19.13 22568000 6.23 106 0.2775675
19.3 24.96 19.16 23.56 20714600 7.68 105 0.2092432
24.38 24.72 20.46 22.92 17852100 7.47 104 -0.027725
22.9 29.29 22.76 28.99 23713100 9.45 103 0.2351197
29.12 29.6 23.47 23.76 17780500 7.74 102 -0.199613
24.05 24.39 20.92 21.93 12222500 7.15 101 -0.079289
22.19 27.91 21.52 27.1 17812900 8.83 100 0.2110427
26.92 29.39 25.77 26.72 19090300 8.71 99 -0.013683
26.63 29.3 25.42 27.06 17468200 8.82 98 0.0125501
27.22 31.06 27.04 30.68 16565500 10 97 0.1255632
30.59 34.59 29.84 34.28 13759400 11.17 96 0.1106465
34.68 35.95 30.51 33.55 11683700 10.93 95 -0.02172
33.55 38.5 32.84 36.15 16292200 11.78 94 0.0748919
36.45 38.24 35.42 36.56 9168200 11.91 93 0.0109752
36.77 46.76 36.65 44.96 12379600 14.65 92 0.207062
44.15 50.72 42.87 47.13 16361200 15.36 91 0.0473264
47.3 58.23 46.26 57.26 18050800 18.66 90 0.1946155
57.56 61.68 27.73 29.22 17942800 19.04 89 0.0201598
29.42 31.88 22.84 22.98 17022200 14.98 88 -0.239826
23.24 24.69 19.12 21.29 14480900 13.88 87 -0.076267
21.78 22.71 17.17 22.14 15874300 14.43 86 0.0388604
21.87 29.52 20.85 29.11 18216100 18.97 85 0.2735494
28.68 31.25 26.34 29.59 14838900 19.29 84 0.016728
29.45 34.87 27.67 34.87 16551000 22.73 83 0.1640988
34.41 37.29 31.52 36.99 16713200 24.11 82 0.0589411
36.58 38.96 34.9 37.01 12993500 24.12 81 0.0004147
37.07 37.52 29.91 30.65 21919200 19.98 80 -0.18831
30.36 34.91 30.3 31 18751200 20.2 79 0.0109508
30.33 31.6 28.04 28.78 17391400 18.76 78 -0.073956
28.71 33.94 28.28 32.89 17604400 21.44 77 0.1335314
33.49 36 32.2 34.64 14889200 22.58 76 0.0518062
35.03 43.87 34.42 41.31 17829800 26.92 75 0.1758049
41.9 47.93 41.77 45.76 13254000 29.82 74 0.1023098
45.1 51.35 40.5 51.16 17838100 33.34 73 0.1115786
51.39 54 31.83 36.24 13400100 35.43 72 0.060801
36.55 39.67 32.56 35.38 12091400 34.59 71 -0.023994
34.83 38.2 29.11 31.54 15110000 30.83 70 -0.115076
32 36.4 31.35 34.02 9822000 33.26 69 0.0758672
34.12 34.25 22.33 24.59 19148700 24.04 68 -0.324636
24.54 27.59 21.16 21.39 17709400 20.91 67 -0.139492
21.36 21.67 17.31 19.79 20632400 19.35 66 -0.077535
20.38 21.06 17.61 20.55 20105200 20.09 65 0.0375298
20.8 25.31 20.7 24.7 25266500 24.15 64 0.1840622
24.7 25.35 18.59 18.72 21211600 18.3 63 -0.277383
18.5 18.78 10.7 11.44 26419400 11.18 62 -0.492775
11.14 14.12 10.55 12.64 22811300 12.36 61 0.100339
12.85 12.96 8.8 10.71 24263600 10.47 60 -0.165951
10.55 10.74 5.97 8.76 22884100 8.56 59 -0.201414
8.95 9.11 5.75 7.47 16285800 7.3 58 -0.159226
7.17 9.45 6.74 8.07 13773000 7.89 57 0.0777218
8.07 9.43 7.08 7.95 19717600 7.77 56 -0.015326
7.83 9.97 7.21 8.28 22445400 8.09 55 0.0403586
8.08 11.85 7.47 9.86 26129400 9.64 54 0.1752924
9.74 12.08 9.37 11.48 22308300 11.22 53 0.1517768
11.45 12.39 8.33 10.43 27798400 10.2 52 -0.09531
10.55 12.2 10.09 11.29 17351000 11.04 51 0.0791373
11.36 13.21 9.71 12.93 18791200 12.64 50 0.1353413
13.24 15.03 12.72 14.52 16260300 14.19 49 0.1156711
14.51 16.58 13.95 15.03 15419300 14.69 48 0.0346295
14.98 14.98 11.9 11.96 18321400 11.69 47 -0.228433
11.94 13.91 11.56 13.06 16710000 12.77 46 0.0883649
13.13 18.95 13.06 18.68 19400000 18.26 45 0.3576142
18.51 18.96 15.15 15.39 17991000 15.05 44 -0.193335
15.45 17.9 15.32 16.2 17440400 15.84 43 0.0511604
16.21 18.34 16.08 17.4 13193100 17.01 42 0.071263
17.48 18.13 15.7 15.71 21640500 15.36 41 -0.102035
15.79 15.88 11.85 13.14 26647200 12.85 40 -0.178423
12.96 13.11 10.21 10.21 16267800 9.98 39 -0.252761
10.24 11.48 8.92 9.19 24071700 8.98 38 -0.105583
9.35 10.25 8.65 9.33 23118500 9.12 37 0.0154699
9.47 12.36 9.34 11.68 21810400 11.42 36 0.2248964
11.85 12.24 10.38 12.02 19473600 11.75 35 0.028487
12.1 13.84 11.94 13.61 18166900 13.31 34 0.1246624
13.88 15.42 13.86 15.4 13176500 15.06 33 0.1235266
15.52 25.05 15.42 23.92 41858800 23.38 32 0.4398387
24.13 26.17 21.78 22.66 32801900 22.15 31 -0.054043
22.7 22.99 17.01 18.46 30709400 18.05 30 -0.204692
18.7 20.44 16.83 20 20197500 19.55 29 0.0798296
20.42 20.52 17.12 20.04 21860900 19.59 28 0.0020439
19.95 19.98 14.86 15.94 18870500 15.58 27 -0.229031
15.94 16.28 13.59 13.83 19036600 13.52 26 -0.141818
14.15 15.38 11.65 13.31 25301800 13.01 25 -0.038452
13.49 16.1 12.38 12.51 24717200 12.23 24 -0.061826
12.35 15.89 11.47 14.8 18299200 14.47 23 0.1681856
14.26 15.67 13.5 15.63 20115200 15.28 22 0.0544672
15.5 16.05 13.11 13.86 11820500 13.55 21 -0.120158
14.3 15.24 13.5 14.77 14943200 14.44 20 0.0636156
14.94 16.9 14.73 15.15 17209300 14.81 19 0.0253005
15.21 15.6 14.24 15.4 12332300 15.06 18 0.0167396
15.36 15.49 12.75 13 12266400 12.71 17 -0.169653
12.93 13.68 11.83 12.43 13327500 12.15 16 -0.04506
12.17 13.85 11.63 13.82 14459300 13.51 15 0.106101
13.89 13.9 12.16 13.54 10580500 13.24 14 -0.020188
13.62 15.22 13.1 14.03 11306700 13.72 13 0.0356121
13.8 14.09 12.95 13.34 12151200 13.04 12 -0.050833
13.4 13.8 11.83 11.98 10098600 11.71 11 -0.107578
12.04 13.08 11.15 11.97 12435800 11.78 10 0.00596
12.12 12.81 11.7 12.26 10454700 12.06 9 0.023491
12.56 13.19 11.91 12.26 11490600 12.06 8 0
12.36 12.85 12.05 12.66 13806600 12.53 7 0.0382316
12.57 13 12.32 12.83 8703700 12.7 6 0.0134762
12.8 13.77 12.04 13.77 10980400 13.63 5 0.0706713
13.77 14.98 13.52 14.47 10078400 14.4 4 0.054955
14.49 15.48 13.83 14.04 12159000 13.97 3 -0.030316
14.14 14.78 13.96 14.44 6250100 14.37 2 0.0282305
14.49 15.4 13.11 14.75 9358100 14.75 1 0.0261004
Tim Hortons
Date Open High Low Close Volume Adj Close freq returns
4/3/2006 30.89 32.41 29.92 30.49 624400 27.67 89
5/1/2006 30.6 32.12 28.89 29.1 313200 26.41 88 -0.046606
6/1/2006 29.18 30.95 28.25 28.68 262500 26.03 87 -0.014493
7/4/2006 28.89 29.24 27.68 28.18 248400 25.57 86 -0.01783
8/1/2006 28.4 29.3 26.67 28.78 248900 26.18 85 0.023576
9/1/2006 28.9 30.03 27.26 29.25 586100 26.61 84 0.0162913
10/2/2006 29.24 32.86 28.71 32.52 1526900 29.59 83 0.1061494
11/1/2006 32.25 35.33 32.04 35.33 470100 32.21 82 0.0848405
12/1/2006 35.33 35.5 33.13 33.69 328100 30.72 81 -0.047363
1/2/2007 34 37.52 33.51 36.34 421500 33.13 80 0.0755253
2/1/2007 36.5 37.74 34.44 35.1 464700 32.06 79 -0.03283
3/1/2007 35 35.8 34 35.01 460600 31.98 78 -0.002498
4/2/2007 35.18 36.65 34.64 35.11 399400 32.07 77 0.0028103
5/1/2007 35.33 35.56 33.15 33.34 672700 30.52 76 -0.049539
6/1/2007 33.33 34.42 32.47 32.85 655500 30.07 75 -0.014854
7/3/2007 32.59 34.27 32.22 32.91 461700 30.12 74 0.0016614
8/1/2007 32.87 36.25 32.43 35 425600 32.1 73 0.0636666
9/4/2007 34.98 35.47 34.09 34.65 371100 31.78 72 -0.010019
10/1/2007 34.9 36.75 34.71 36.04 476500 33.05 71 0.0391844
11/1/2007 35.88 38.98 35.06 38.45 530700 35.33 70 0.0667109
12/3/2007 38.47 40.41 36.6 36.64 400000 33.67 69 -0.048125
1/2/2008 36.53 37.22 33.12 34.28 638500 31.5 68 -0.06662
2/1/2008 34.28 35.94 33.53 34.64 651600 31.91 67 0.0129319
3/3/2008 34.86 35.03 33.25 34.95 651800 32.2 66 0.009047
4/1/2008 35.09 36.23 34.01 34.48 347500 31.77 65 -0.013444
5/1/2008 34 34.15 32.5 33 908800 30.49 64 -0.041124
6/2/2008 32.82 33.05 27.91 29.18 626900 26.96 63 -0.123044
7/2/2008 29.18 29.73 26.75 27.84 435300 25.72 62 -0.047085
8/1/2008 28.09 33.96 27.69 33.54 563600 31.07 61 0.1889738
9/2/2008 33.53 34.6 30.16 31.03 627100 28.75 60 -0.077605
10/1/2008 31.57 32 26.39 30.15 778000 27.93 59 -0.028936
11/3/2008 30.5 31.5 25.8 31 560600 28.81 58 0.0310212
12/1/2008 31.86 35.18 29.23 34.89 693500 32.43 57 0.1183614
1/2/2009 34.58 35.23 29.67 30.18 493900 28.05 56 -0.145095
2/2/2009 30.3 31.6 28.01 30.24 640900 28.2 55 0.0053333
3/2/2009 29.73 33.2 28.89 32.41 491200 30.23 54 0.0695128
4/1/2009 32.45 33.36 28.91 29 457100 27.05 53 -0.111148
5/1/2009 29 30.16 28 28.92 677800 27.07 52 0.0007391
6/1/2009 29.25 29.79 28.42 28.42 376700 26.6 51 -0.017515
7/2/2009 28.5 29.5 28.28 29.11 293700 27.24 50 0.0237753
8/4/2009 29.49 33 29.09 30.94 439500 29.05 49 0.064332
9/1/2009 30.92 31.99 29.55 30.44 491200 28.58 48 -0.016311
10/1/2009 30.33 32.3 30 30.97 413100 29.08 47 0.0173435
11/2/2009 30.8 32.24 29.59 31.1 1461800 29.29 46 0.0071955
12/1/2009 30.55 32.2 30.06 32.13 472900 30.26 45 0.0325805
1/4/2010 32.11 32.23 30.26 30.77 450400 28.98 44 -0.043221
2/1/2010 30.69 32.35 30.66 31.94 385300 30.08 43 0.0372546
3/1/2010 32.03 34.68 31.7 33.06 514100 31.27 42 0.0387987
4/1/2010 33.06 34.38 32.92 33.58 363500 31.76 41 0.0155485
5/3/2010 33.71 35.76 32.3 34.93 514000 33.16 40 0.0431367
6/1/2010 34.74 35.03 33.72 34.08 401800 32.35 39 -0.02473
7/2/2010 34.08 36.05 33.45 35.08 436500 33.3 38 0.0289434
8/3/2010 35.49 38.22 34.94 37.8 451200 36.01 37 0.0782393
9/1/2010 37.8 38.82 36.73 37.48 464600 35.7 36 -0.008646
10/1/2010 37.4 39.36 36.98 38.34 351200 36.52 35 0.0227094
11/1/2010 38.26 41.27 38.03 40.5 389600 38.7 34 0.0579795
12/1/2010 40.73 42.26 40.38 41.1 433500 39.28 33 0.0148759
1/4/2011 41.39 43.14 40.47 40.98 419700 39.16 32 -0.00306
2/1/2011 40.98 43 40.69 42.79 380400 40.89 31 0.0432297
3/1/2011 42.61 46.05 42.31 43.97 430700 42.19 30 0.0312977
4/1/2011 44.1 46.92 43.39 46.03 474100 44.16 29 0.0456362
5/2/2011 46.05 48.74 44.61 45.03 486400 43.36 28 -0.018282
6/1/2011 45 47.33 43 47.09 348600 45.35 27 0.0448728
7/4/2011 47.36 48.04 44.5 45.85 246200 44.15 26 -0.026817
8/2/2011 46 47.44 41.53 46.64 552000 45.08 25 0.0208458
9/1/2011 46.67 51.23 44.5 48.71 517000 47.08 24 0.0434096
10/3/2011 48.21 51.68 47.66 49.06 447200 47.42 23 0.0071958
11/1/2011 48.7 52.65 48.57 51.7 397900 50.14 22 0.055775
12/1/2011 51.7 52.75 48.35 49.36 542600 47.87 21 -0.04633
1/3/2012 49.7 49.99 47.36 48.86 302600 47.39 20 -0.010078
2/1/2012 48.85 53.57 48.28 53.46 357800 51.85 19 0.0899437
3/1/2012 53.39 54.92 51.91 53.36 475400 51.96 18 0.0021193
4/2/2012 53.49 57.1 52.66 57.02 304700 55.52 17 0.0662691
5/1/2012 56.96 57.91 53.58 55.05 346500 53.81 16 -0.031284
6/1/2012 55.04 55.04 52.61 53.67 429200 52.46 15 -0.025408
7/3/2012 54.35 55.73 51.66 53.33 246300 52.13 14 -0.00631
8/1/2012 53.59 54.15 49.75 49.8 478800 48.89 13 -0.064168
9/4/2012 50.01 51.82 49.62 51.16 637900 50.22 12 0.0268405
10/1/2012 51.5 52.6 48.08 49.58 490400 48.67 11 -0.031351
11/1/2012 49.49 50.18 45.56 46.2 544700 45.56 10 -0.066033
12/3/2012 46.25 49.09 45.11 48.83 635000 48.15 9 0.055291
1/2/2013 49.25 50.98 47.83 50.01 429500 49.31 8 0.0238058
2/1/2013 49.91 50.8 48.68 49.83 566700 49.39 7 0.0016211
3/1/2013 49.99 55.5 49.5 55.21 594600 54.73 6 0.102664
4/1/2013 55.25 55.68 53.83 54.58 568800 54.1 5 -0.011578
5/1/2013 57 58.85 54.52 55.16 803400 54.92 4 0.0150434
6/3/2013 55 57.59 53.25 56.88 534200 56.64 3 0.0308379
7/2/2013 56.95 59.78 56.06 59.47 463600 59.21 2 0.044375
8/1/2013 59.7 61.52 57.42 57.6 449700 57.6 1 -0.027568
90 Err:502
91 Err:502
92 Err:502
93 Err:502
94 Err:502
95 Err:502
96 Err:502
97 Err:502
98 Err:502
99 Err:502
100 Err:502
101 Err:502
102 Err:502
103 Err:502
104 Err:502
105 Err:502
106 Err:502
107 Err:502
108 Err:502
109 Err:502
110 Err:502
111 Err:502
112 Err:502
113 Err:502
114 Err:502
115 Err:502
116 Err:502
117 Err:502
118 Err:502
119 Err:502
120 Err:502
121 Err:502
122 Err:502
123 Err:502
124 Err:502
125 Err:502
126 Err:502
127 Err:502
128 Err:502
129 Err:502
130 Err:502
131 Err:502
132 Err:502
133 Err:502
134 Err:502
135 Err:502
136 Err:502
137 Err:502
138 Err:502
139 Err:502
140 Err:502
141 Err:502
142 Err:502
143 Err:502
144 Err:502
145 Err:502
146 Err:502
147 Err:502
148 Err:502
149 Err:502
150 Err:502
151 Err:502
152 Err:502
153 Err:502
154 Err:502
155 Err:502
156 Err:502
157 Err:502
158 Err:502
159 Err:502
160 Err:502
161 Err:502
162 Err:502
163 Err:502
164 Err:502
165 Err:502
166 Err:502
167 Err:502
168 Err:502
169 Err:502
170 Err:502
171 Err:502
172 Err:502
173 Err:502
174 Err:502
175 Err:502
176 Err:502
177 Err:502
178 Err:502
179 Err:502
180 Err:502
181 Err:502
182 Err:502
183 Err:502
184 Err:502
185 Err:502
186 Err:502
187 Err:502
188 Err:502
189 Err:502
190 Err:502
191 Err:502
192 Err:502
193 Err:502
194 Err:502
195 Err:502
196 Err:502
197 Err:502
198 Err:502
199 Err:502
200 Err:502
201 Err:502
202 Err:502
203 Err:502
204 Err:502
205 Err:502
206 Err:502
207 Err:502
208 Err:502
209 Err:502
210 Err:502
211 Err:502
212 Err:502
213 Err:502
214 Err:502
215 Err:502
216 Err:502
217 Err:502
218 Err:502
219 Err:502
220 Err:502
221 Err:502
222 Err:502
223 Err:502
224 Err:502
Suncor Inc
Date Open High Low Close Volume Adj Close freq returns
1/12/1995 31.5 33.5 31 33.38 676500 1.9 224
2/1/1995 33.25 34.75 32.75 34.38 828800 1.96 223 0.0310906
3/1/1995 34 38 33.25 37.38 1435400 2.13 222 0.0831775
4/3/1995 36.63 39.25 36.38 38.75 991900 2.21 221 0.0368705
5/1/1995 38.5 40 37.13 39 1608000 2.23 220 0.0090091
6/1/1995 39.13 39.25 37.75 38.25 3746600 2.18 219 -0.022677
7/4/1995 38.13 39.13 38 39 863300 2.23 218 0.0226767
8/1/1995 39 40.5 38.75 40.13 1104100 2.29 217 0.0265502
9/1/1995 40.13 42.75 40.13 42.13 1292500 2.4 216 0.0469169
10/2/1995 42.25 42.38 39.13 40.88 2198700 2.33 215 -0.0296
11/1/1995 40.88 42.38 40.75 41.63 1115800 2.38 214 0.0212322
12/1/1995 41.5 43.25 41.5 42.75 943200 2.44 213 0.0248976
1/2/1996 42.88 43.75 41.75 41.88 1146000 2.39 212 -0.020705
2/1/1996 41.88 42.5 41.63 41.88 1289300 2.39 211 0
3/1/1996 42.13 43.13 41.75 43.13 1738800 2.46 210 0.028868
4/1/1996 43.13 44.5 43.13 43.95 1848000 2.51 209 0.0201214
5/1/1996 43.8 44 42.8 43.25 1072800 2.47 208 -0.016065
6/3/1996 43.2 43.25 40.6 43.1 936000 2.46 207 -0.004057
7/2/1996 43.2 44.85 43.05 44.25 3752200 2.52 206 0.0240976
8/1/1996 44.35 49 44.35 48.3 5519000 2.76 205 0.0909718
9/3/1996 48.6 49.95 48.1 49.05 5190100 2.8 204 0.0143887
10/1/1996 49.05 54.8 47.4 51.75 3656200 2.95 203 0.0521858
11/1/1996 52.9 58.9 49 58.9 1965100 3.36 202 0.1301358
12/2/1996 58.9 61 53.5 56.7 6346800 3.23 201 -0.039459
1/2/1997 56.5 64.05 55 62.1 3131900 3.54 200 0.0916446
2/3/1997 61.5 62.6 58.45 60.9 2198800 3.47 199 -0.019972
3/3/1997 62 63.9 59.6 61 1777600 3.48 198 0.0028777
4/1/1997 61.75 64.9 58.4 64 2577100 3.65 197 0.0476949
5/1/1997 63.5 67 33.1 34.25 1830400 3.91 196 0.0688102
6/2/1997 34.75 38 34 37 1031100 4.22 195 0.0762978
7/2/1997 37.4 45.9 35 45.65 1265900 5.21 194 0.2107447
8/1/1997 46.1 49.9 42.55 43.55 1651800 4.97 193 -0.04716
9/2/1997 43.85 52.3 43.65 50.2 1611300 5.73 192 0.1422957
10/1/1997 50.4 54.9 46 50.75 1803400 5.79 191 0.0104168
11/3/1997 51 52.95 46.25 46.95 1884300 5.36 190 -0.077168
12/1/1997 47 50.7 45 49 1473000 5.59 189 0.0420153
1/2/1998 49 49.7 40.5 49.25 2044900 5.62 188 0.0053524
2/2/1998 48.75 53.25 47.5 52.25 2343500 5.96 187 0.0587388
3/2/1998 52 54.75 47.5 51.75 2052600 5.9 186 -0.010118
4/1/1998 51.3 52.5 48.5 49.3 1934000 5.63 185 -0.046843
5/1/1998 49.5 55.4 49.35 51.5 1405600 5.88 184 0.0434473
6/1/1998 51.95 52.75 45.5 50 1302000 5.71 183 -0.029338
7/2/1998 51.7 54.45 47.25 51.05 1281300 5.83 182 0.020798
8/4/1998 51 51.45 43.5 43.85 2915300 5 181 -0.153579
9/1/1998 43.6 51.9 42.65 49.25 1797200 5.62 180 0.1168938
10/1/1998 49 50.25 46.45 49 1279200 5.59 179 -0.005352
11/2/1998 49.1 51.5 46.45 46.6 1960900 5.32 178 -0.049506
12/1/1998 47.4 48.1 43.2 46 1477800 5.25 177 -0.013245
1/4/1999 46 48.25 39.6 40.65 4221100 4.64 176 -0.123514
2/1/1999 41 47.45 40.15 44.15 4267000 5.04 175 0.0826917
3/1/1999 43.25 52.2 40.7 50.75 2855200 5.79 174 0.1387262
4/1/1999 51 59.55 48.15 58.25 1885200 6.65 173 0.1384846
5/3/1999 57.6 61 53.1 55 2462900 6.28 172 -0.057247
6/1/1999 55 61.7 54.6 60.35 2129500 6.89 171 0.0927011
7/2/1999 61.05 62.95 57 61.4 2119400 7.01 170 0.0172666
8/3/1999 61.65 63 58.75 61.55 1864400 7.02 169 0.0014255
9/1/1999 62 63.5 55.9 56 2581900 6.39 168 -0.094029
10/1/1999 55.5 59 52.3 56.6 1966800 6.46 167 0.010895
11/1/1999 56.8 62.85 52 55.4 1246800 6.32 166 -0.02191
12/1/1999 55.4 62 53.55 60.4 1803600 6.89 165 0.0863519
1/4/2000 58 69.9 58 61.7 2772500 7.04 164 0.0215371
2/1/2000 62 64 54.5 55.2 2639900 6.3 163 -0.111059
3/1/2000 56 63.8 54.5 62.85 3305600 7.17 162 0.129356
4/3/2000 62.5 69 60.95 63.25 2152800 7.22 161 0.0069493
5/1/2000 63.25 68.25 32 33.5 2085800 7.65 160 0.0578507
6/1/2000 33.25 35.5 32.3 34.2 2430700 7.8 159 0.0194181
7/4/2000 34.75 34.9 30.5 31 2046000 7.07 158 -0.098263
8/1/2000 31.5 34.5 31 33.25 2306900 7.59 157 0.0709711
9/1/2000 33.9 39.8 32.15 33.2 2626200 7.58 156 -0.001318
10/2/2000 33.75 34.85 29.4 29.75 2693800 6.79 155 -0.110062
11/1/2000 30 34.4 29.95 34.4 2251900 7.85 154 0.1450626
12/1/2000 34.5 38.8 33 38.3 2562000 8.74 153 0.1073967
1/2/2001 39 39 31.7 34.75 2296000 7.93 152 -0.097257
2/1/2001 34.5 39.5 34.11 39.42 3038300 9 151 0.1265715
3/1/2001 39.07 44.38 39 40.54 3521600 9.25 150 0.027399
4/2/2001 40.9 44.25 38.25 43.05 3497400 9.82 149 0.0597976
5/1/2001 43 44.25 40.5 41.6 3563900 9.49 148 -0.034183
6/1/2001 41.6 42.74 37.05 38.6 2885200 8.81 147 -0.074351
7/3/2001 38.7 42.15 38.05 41.79 2232500 9.54 146 0.079606
8/1/2001 42.25 43.34 40.75 42.91 2345000 9.79 145 0.025868
9/4/2001 43.6 47.95 40.15 44 3858400 10.04 144 0.0252157
10/1/2001 44 49.18 41.5 48.4 2928100 11.05 143 0.0958533
11/1/2001 48.1 48.63 41.55 47.16 3679200 10.76 142 -0.026595
12/3/2001 47.5 53.7 45.75 52.4 3251400 11.96 141 0.1057322
1/2/2002 52.3 52.3 46.61 48.6 3231800 11.09 140 -0.075524
2/1/2002 48.75 53.71 47.25 53.44 2761100 12.2 139 0.0953922
3/1/2002 53.23 60 53.2 57.5 4988500 13.12 138 0.0727018
4/1/2002 57 58.99 51.35 54.5 4234800 12.44 137 -0.053221
5/1/2002 54.25 56.04 26.16 26.84 2289300 12.25 136 -0.015391
6/3/2002 26.89 27.2 24.66 26.6 2867200 12.14 135 -0.00902
7/2/2002 27 27 22.3 26.4 3716800 12.05 134 -0.007441
8/1/2002 26.5 28.51 25.22 28.15 2456400 12.85 133 0.0642792
9/3/2002 27.8 28.15 25.09 27.31 3019000 12.46 132 -0.03082
10/1/2002 27.2 27.2 22.56 22.65 4100000 10.34 131 -0.186504
11/1/2002 22.75 25.3 22.67 23.1 2674100 10.54 130 0.0191577
12/2/2002 23.5 25.45 23.11 24.7 2111900 11.27 129 0.0669668
1/2/2003 24.9 26.43 23.87 25.85 3347200 11.8 128 0.0459552
2/3/2003 25.85 27.5 25.06 27 2134400 12.32 127 0.0431244
3/3/2003 27.1 27.3 24.11 25.61 1997300 11.69 126 -0.05249
4/1/2003 25.75 25.75 23.31 23.59 2571800 10.77 125 -0.081969
5/1/2003 23.79 25.93 23.69 25.28 1810700 11.54 124 0.0690548
6/2/2003 25.3 26.6 24.78 25.34 2356000 11.57 123 0.0025963
7/2/2003 25.01 26.75 24.8 25.65 1655300 11.71 122 0.0120276
8/1/2003 25.51 27.14 25.08 26 2181100 11.87 121 0.013571
9/2/2003 26.2 26.85 24.75 24.93 2900000 11.4 120 -0.040401
10/1/2003 25.13 27.83 25.07 27.69 3316600 12.66 119 0.1048341
11/3/2003 27.7 29.3 27 28.67 3162700 13.11 118 0.0349279
12/1/2003 28.8 32.85 28.65 32.5 2838100 14.89 117 0.1273145
1/2/2004 32.35 35.05 31.62 33.4 3698500 15.3 116 0.027163
2/2/2004 33.2 35.52 32.82 34.77 2759600 15.93 115 0.0403513
3/1/2004 34.99 38.02 34.6 35.97 3369100 16.5 114 0.0351563
4/1/2004 36.25 36.8 30.95 32.7 4564000 15 113 -0.09531
5/3/2004 33.1 35.83 31.38 32.67 3139200 14.99 112 -0.000667
6/1/2004 32.8 36.35 31.94 34.01 2980600 15.63 111 0.0418088
7/2/2004 34.7 38.75 32.8 38.38 3894500 17.64 110 0.1209769
8/3/2004 39.52 39.75 35.29 36.49 3083100 16.8 109 -0.04879
9/1/2004 36.59 41.49 36.38 40.4 3277900 18.6 108 0.1017827
10/1/2004 40.45 44.49 39.66 41.65 3469600 19.17 107 0.030185
11/1/2004 41.89 42.4 38.53 41.01 2786200 18.88 106 -0.015243
12/1/2004 40.94 43 38.2 42.4 2290700 19.54 105 0.0343605
1/4/2005 41.1 42.62 38.76 39.71 3939900 18.3 104 -0.065563
2/1/2005 39.85 49.43 39.85 47.77 3249100 22.02 103 0.1850501
3/1/2005 47.76 50.07 44.61 48.73 3645100 22.49 102 0.0211196
4/1/2005 49.5 51.87 44 46.46 3772200 21.44 101 -0.047812
5/2/2005 46.22 50.13 45.4 49.06 3135300 22.64 100 0.0544599
6/1/2005 49.24 60.24 49.21 57.92 3053500 26.77 99 0.1675636
7/4/2005 60 63.99 57.75 59.95 3061700 27.7 98 0.0341506
8/2/2005 61.15 71.4 60.79 70.35 3532100 32.54 97 0.1610377
9/1/2005 70.35 73.25 66.2 70.42 4067200 32.57 96 0.0009215
10/3/2005 70.51 71.3 57 63.2 4721800 29.23 95 -0.108196
11/1/2005 63.1 69.1 61.28 66.34 3037000 30.68 94 0.0484154
12/1/2005 66.61 76.05 66.58 73.32 2858000 33.94 93 0.1009833
1/3/2006 74 91.7 73.58 91.05 3963800 42.15 92 0.2166404
2/1/2006 91.06 93.85 80.06 85 3846100 39.35 91 -0.068739
3/1/2006 85.16 91.66 80.68 89.63 2808200 41.52 90 0.0536793
4/3/2006 90.88 102.18 90.53 95.74 2857300 44.35 89 0.0659375
5/1/2006 97.22 99.13 83.4 88.88 3238100 41.21 88 -0.073432
6/1/2006 87.25 92.4 75 90.34 3930500 41.89 87 0.0163662
7/4/2006 91.75 94.85 86.33 91.25 2721600 42.31 86 0.0099763
8/1/2006 92.06 97.12 85.55 85.65 2631000 39.75 85 -0.062414
9/1/2006 85.85 87.75 71.18 80.19 5267300 37.21 84 -0.066032
10/2/2006 79.9 89.75 72.26 86.25 4670800 40.03 83 0.0730516
11/1/2006 84.09 92.38 83.25 90 2819100 41.81 82 0.0435064
12/1/2006 89.6 95 88.24 91.79 2384500 42.64 81 0.0196572
1/2/2007 92.4 92.85 81.5 87.2 4135700 40.51 80 -0.051244
2/1/2007 87.62 88.65 82.29 82.94 3263000 38.53 79 -0.050112
3/1/2007 82.22 90 79.66 87.85 3272600 40.85 78 0.0584697
4/2/2007 87.81 94.2 87.58 89.05 2919300 41.4 77 0.0133741
5/1/2007 89.44 96.81 88.39 92.89 2780500 43.24 76 0.0434851
6/1/2007 93.28 99.7 91.1 95.96 3143100 44.67 75 0.0325361
7/3/2007 96.4 100.67 93.23 96.45 3147900 44.89 74 0.0049129
8/1/2007 95.49 97.74 88.72 94.6 3022700 44.08 73 -0.018209
9/4/2007 95 101.55 92.14 94.46 3972100 44.02 72 -0.001362
10/1/2007 94.22 104.15 91.25 103.45 3992500 48.2 71 0.0907149
11/1/2007 102.79 108 94.59 95.61 3231100 44.6 70 -0.077625
12/3/2007 95 109.47 94.89 107.91 2599100 50.33 69 0.1208675
1/2/2008 108.65 112.28 81.83 94.4 4340400 44.03 68 -0.13373
2/1/2008 94.53 104.2 90.25 101.5 2890500 47.39 67 0.07354
3/3/2008 103.39 109.45 92.22 99.21 3791300 46.32 66 -0.022837
4/1/2008 98.5 122.2 95.55 113.65 3325600 53.06 65 0.1358495
5/1/2008 112.5 126.95 62.23 67.81 3802600 63.32 64 0.1767779
6/2/2008 66.55 71.25 58.75 59.2 3978700 55.32 63 -0.135067
7/2/2008 59.75 62.3 51.32 55.66 4144500 52.01 62 -0.061698
8/1/2008 55.84 62.37 51.28 60.8 3354800 56.82 61 0.0884524
9/2/2008 57 57.21 39.61 44 5733000 41.15 60 -0.322664
10/1/2008 43 43.78 21.85 28.95 8249500 27.08 59 -0.418428
11/3/2008 28.56 29.89 18.8 28.6 6278600 26.75 58 -0.012261
12/1/2008 25.7 28.14 19.9 23.72 4933500 22.22 57 -0.185542
1/2/2009 23.79 29.78 22 23.51 5111000 22.03 56 -0.008588
2/2/2009 23.35 27.25 21.15 26.46 6382600 24.79 55 0.1180352
3/2/2009 25.48 34.22 23.5 28.14 9002600 26.41 54 0.0633024
4/1/2009 27.54 32.17 27.44 30.03 5903300 28.19 53 0.0652246
5/1/2009 30.94 39.98 30.87 38.25 6329400 35.9 52 0.24177
6/1/2009 39.75 40.13 31.84 35.37 5737200 33.24 51 -0.076983
7/2/2009 34 36.84 29.9 34.84 5431300 32.74 50 -0.015156
8/4/2009 36.35 37.3 33.38 33.49 5731900 31.48 49 -0.039245
9/1/2009 33.5 39.84 32.76 37.4 5773300 35.26 48 0.1133968
10/1/2009 37.54 40.79 34.66 35.92 4839600 33.86 47 -0.040515
11/2/2009 35.94 39.24 34.72 37.9 4957900 35.82 46 0.056272
12/1/2009 38.49 39.5 35.33 37.21 4041200 35.17 45 -0.018313
1/4/2010 38.09 39.45 33.56 33.76 3630000 31.91 44 -0.097274
2/1/2010 34.03 34.86 29.93 30.41 6341700 28.74 43 -0.10463
3/1/2010 30.65 33.35 30.36 33.03 5050400 31.32 42 0.085967
4/1/2010 33.55 35.82 32.81 34.75 5170600 32.95 41 0.0507344
5/3/2010 35.09 35.59 29.91 32.5 6120100 30.82 40 -0.066827
6/1/2010 32.38 35.31 31.28 31.33 5126600 29.8 39 -0.033655
7/2/2010 31.64 34.04 30.72 33.89 3461300 32.24 38 0.0786995
8/3/2010 34.36 34.94 31.08 32.31 3760300 30.73 37 -0.047969
9/1/2010 32.65 34.47 31.8 33.5 4784100 31.96 36 0.0392457
10/1/2010 33.75 35.48 32.25 32.68 4210500 31.18 35 -0.024708
11/1/2010 32.97 36.55 32.66 34.48 4283500 32.9 34 0.0536958
12/1/2010 34.96 38.56 34.87 38.28 3383400 36.63 33 0.1073949
1/4/2011 39.4 41.73 36.31 41.46 4741900 39.67 32 0.0797277
2/1/2011 41.64 47.27 39.64 45.66 6220500 43.69 31 0.096524
3/1/2011 45.72 47.09 39.91 43.48 5141900 41.7 30 -0.046618
4/1/2011 43.68 44.78 40.61 43.61 4076400 41.82 29 0.0028736
5/2/2011 43.49 44.56 37.94 40.45 4947700 38.79 28 -0.075212
6/1/2011 40.55 40.7 36.31 37.8 4193700 36.35 27 -0.064968
7/4/2011 38.25 39.6 36.35 36.62 3482900 35.21 26 -0.031864
8/2/2011 36.62 36.81 28.71 31.38 7232600 30.18 25 -0.154151
9/1/2011 31.28 31.56 25.61 26.76 6516300 25.82 24 -0.15603
10/3/2011 26.2 33.1 23.97 31.75 6483800 30.64 23 0.171157
11/1/2011 29.89 33.75 28.07 30.72 5431100 29.76 22 -0.029141
12/1/2011 30.57 31.87 27.3 29.38 5041500 28.46 21 -0.044666
1/3/2012 30.1 34.87 30.07 34.54 4530800 33.46 20 0.1618511
2/1/2012 34.79 37.28 33.41 35.62 4944600 34.5 19 0.0306086
3/1/2012 35.4 35.94 31.73 32.59 4610400 31.67 18 -0.085589
4/2/2012 32.53 33.23 29.4 32.63 4203300 31.7 17 0.0009468
5/1/2012 33.13 33.39 27.28 28.03 4637200 27.36 16 -0.147235
6/1/2012 27.3 30.25 26.97 29.44 4756400 28.74 15 0.0492078
7/3/2012 29.88 32.05 28.43 30.66 3485900 29.93 14 0.0405714
8/1/2012 30.85 32.55 30.1 30.81 2741500 30.2 13 0.0089806
9/4/2012 30.82 34.83 30.5 32.34 4042100 31.7 12 0.0484748
10/1/2012 32.53 34.09 32.14 33.52 2822800 32.86 11 0.0359394
11/1/2012 34.03 34.99 31.23 32.46 2618200 31.95 10 -0.028084
12/3/2012 32.61 33.01 31.5 32.71 2829700 32.19 9 0.0074837
1/2/2013 33.2 34.8 33.01 33.9 2816000 33.36 8 0.0357017
2/1/2013 33.9 34.55 30.7 31.25 3863900 30.88 7 -0.077249
3/1/2013 31.17 31.99 30.22 30.44 3660300 30.08 6 -0.026248
4/1/2013 30.51 31.44 27.5 31.41 4206800 31.04 5 0.0314162
5/1/2013 31.11 33.3 30.36 31.45 5397700 31.28 4 0.0077022
6/3/2013 31.38 32.02 29.85 31 4439100 30.83 3 -0.014491
7/2/2013 31.15 33.5 30.79 32.46 2952600 32.28 2 0.0459596
8/1/2013 32.86 36.76 32.78 35.5 2957800 35.5 1 0.0950849
Royal Bank
Date Open High Low Close Volume Adj Close freq returns
1/22/1999 75 78.2 73.75 78.1 4634600 13.49 176
2/1/1999 78.65 80.7 72 73 3186500 12.61 175 -0.067459
3/1/1999 72.95 75.95 68.45 70.75 3211000 12.22 174 -0.031416
4/1/1999 71.6 79.4 70.75 71.1 3336100 12.28 173 0.004898
5/3/1999 71.45 72.5 64.95 68.6 2860700 11.85 172 -0.035644
6/1/1999 69 69.1 62.8 65 2770800 11.22 171 -0.05463
7/2/1999 65.9 71.95 64.75 65.25 1855100 11.27 170 0.0044464
8/3/1999 65.9 67.9 60.3 63.75 2870100 11.01 169 -0.02334
9/1/1999 64.1 66.4 59.4 60.9 2983200 10.52 168 -0.045526
10/1/1999 60.65 64.15 59.3 63.45 3566200 10.96 167 0.0409741
11/1/1999 63.6 69.4 61.5 66.5 2523900 11.48 166 0.0463541
12/1/1999 66.5 68.6 63.2 63.5 3034000 10.97 165 -0.045442
1/4/2000 63 63.5 54.5 59.05 4096700 10.2 164 -0.072777
2/1/2000 59.05 63.7 56.75 62.25 2850900 10.75 163 0.052518
3/1/2000 61.5 70.75 57.55 68 3904200 11.74 162 0.0880961
4/3/2000 69 76.5 68.25 69.9 3836100 12.07 161 0.0277212
5/1/2000 69.6 79.7 68.8 77.85 2986600 13.44 160 0.1075123
6/1/2000 77.7 82.25 73.8 75.75 2970900 13.08 159 -0.027151
7/4/2000 75.8 81 75.8 79.3 2078400 13.69 158 0.0455813
8/1/2000 79.1 88.75 78.35 86.15 2738100 14.88 157 0.0833524
9/1/2000 86.6 97.75 43.85 44.7 3079600 15.44 156 0.0369435
10/2/2000 45.25 48.45 40.9 48.3 3253000 16.68 155 0.0772489
11/1/2000 48.25 50.5 45.65 45.65 2637500 15.77 154 -0.056101
12/1/2000 46.1 51 45.1 50.85 3231100 17.56 153 0.1075142
1/2/2001 49.55 52.8 47.7 48.2 4364600 16.65 152 -0.053213
2/1/2001 48.45 51.25 44.15 46.85 3508100 16.18 151 -0.028634
3/1/2001 47.1 49.9 44.85 47.18 2861300 16.29 150 0.0067755
4/2/2001 47.2 47.95 42.42 44.4 3549600 15.33 149 -0.06074
5/1/2001 43.35 49.95 42.8 48.94 3709000 16.9 148 0.0975019
6/1/2001 49.16 49.75 46.3 48.57 3381000 16.77 147 -0.007722
7/3/2001 48.5 51.5 48.2 50.96 2049300 17.6 146 0.0483073
8/1/2001 50.83 53.25 49.48 49.61 2504300 17.13 145 -0.027068
9/4/2001 49.61 50.57 41.6 48.15 3285400 16.63 144 -0.029623
10/1/2001 48.09 49.35 44.5 46.8 5166500 16.16 143 -0.028669
11/1/2001 47.11 49.74 46.81 49.24 2504400 17.01 142 0.0512624
12/3/2001 48.7 52.45 48.57 51.83 2816700 17.9 141 0.0509993
1/2/2002 51.35 52.19 48.9 50 3036300 17.27 140 -0.03583
2/4/2002 50.1 51.25 46.36 50.71 4029000 17.51 139 0.0138013
3/1/2002 50.8 54.05 50.8 53.2 3418500 18.37 138 0.0479468
4/1/2002 53.2 57.07 52.55 54.97 4039600 18.98 137 0.0326669
5/1/2002 54.62 58.74 53.35 58.6 3286800 20.24 136 0.0642751
6/3/2002 58.26 58.89 50.6 52.5 3844300 18.13 135 -0.110093
7/2/2002 51.99 53.98 45.05 53.45 3803500 18.46 134 0.0180382
8/1/2002 53 56.1 52.3 56 3343500 19.34 133 0.0465693
9/3/2002 55.41 55.48 49.5 52.7 3336000 18.2 132 -0.060754
10/1/2002 52.7 57.55 48.8 54.41 4358200 18.79 131 0.0319032
11/1/2002 54.45 59.56 53.91 58.55 2645400 20.22 130 0.0733474
12/2/2002 59 59.86 56.4 57.85 2929400 19.98 129 -0.01194
1/2/2003 57.4 59.75 54.92 55.3 3721400 19.1 128 -0.045043
2/3/2003 55.55 59.48 53.26 58.1 2299200 20.07 127 0.0495378
3/3/2003 58.25 59.37 54.98 57.14 2627700 19.73 126 -0.017086
4/1/2003 57.35 59.91 56.89 59.8 2719600 20.65 125 0.045575
5/1/2003 59.7 61.64 58.51 58.89 3550000 20.34 124 -0.015126
6/2/2003 58.89 60.04 56.75 57.38 4316700 19.82 123 -0.025898
7/2/2003 57.59 59.75 56.91 59.1 2888700 20.41 122 0.0293334
8/1/2003 58.6 61.87 57.5 59.59 2874300 20.58 121 0.0082948
9/2/2003 59.62 60.59 58.86 59.45 2264100 20.53 120 -0.002432
10/1/2003 59.48 65 59.26 63.48 3129000 22.08 119 0.072785
11/3/2003 63.77 65.9 61.69 61.7 2861300 21.46 118 -0.028481
12/1/2003 61.74 62.69 60.26 61.8 3483200 21.5 117 0.0018622
1/2/2004 61.85 63.85 61.34 63.19 3703000 22.14 116 0.029333
2/2/2004 63.21 65.64 62.78 63.45 3871000 22.23 115 0.0040568
3/1/2004 63.5 63.7 61.19 62.55 4698800 21.92 114 -0.014043
4/1/2004 62.8 64.99 60.56 60.95 2786500 21.53 113 -0.017952
5/3/2004 61.3 61.65 58.04 59.06 2885900 20.86 112 -0.031614
6/1/2004 58.65 60 58.42 59.13 2620300 20.89 111 0.0014371
7/2/2004 58.82 61.88 58.61 61.5 2116800 21.91 110 0.0476726
8/3/2004 61.55 63.64 58.99 59.42 2554500 21.17 109 -0.034358
9/1/2004 59.42 60.7 58.94 59.95 2893800 21.36 108 0.0089349
10/1/2004 59.94 63.77 59.51 63.4 2905000 22.78 107 0.0643629
11/1/2004 63.4 64.4 60.9 62.4 2670700 22.42 106 -0.01593
12/1/2004 62.7 64.25 62.2 64.25 2336900 23.08 105 0.029013
1/4/2005 63.8 64.09 62.08 63.1 2864400 22.87 104 -0.00914
2/1/2005 63 73.15 62.76 72.25 3506900 26.18 103 0.1351698
3/1/2005 72 74.88 71.68 73.56 3304000 26.66 102 0.0181686
4/1/2005 73.8 75.25 72.6 74.95 3102700 27.36 101 0.0259178
5/2/2005 74.9 77.25 74 75 2833800 27.38 100 0.0007307
6/1/2005 75 76.9 73.51 75.9 2734500 27.71 99 0.0119805
7/4/2005 75.9 79.7 74.84 77.4 2153600 28.48 98 0.0274087
8/2/2005 77.35 81.58 74.39 80.75 2615300 29.71 97 0.0422816
9/1/2005 80.51 86.68 79.78 84.69 3201000 31.16 96 0.0476515
10/3/2005 85.04 86.4 81.26 83.33 2957800 30.9 95 -0.008379
11/1/2005 83.33 93 82.58 89.02 2954100 33.01 94 0.0660544
12/1/2005 89.15 90.94 86.16 90.81 2060400 33.67 93 0.0197967
1/3/2006 90.75 92.71 88.66 89.07 2586500 33.26 92 -0.012252
2/1/2006 89.25 95.75 88.84 94.96 2665400 35.46 91 0.0640498
3/1/2006 94.6 99.86 49.2 49.23 2476800 36.77 90 0.036277
4/3/2006 49.55 49.94 46.95 47.84 2797600 36 89 -0.021163
5/1/2006 48.26 48.26 44.54 45 2375800 33.87 88 -0.060989
6/1/2006 45.23 46.49 43.52 45.32 2486000 34.11 87 0.0070609
7/4/2006 45.52 48.17 45.09 46.03 1885800 34.91 86 0.0231827
8/1/2006 46.15 51.44 45.64 48.98 1792000 37.15 85 0.0621905
9/1/2006 49.4 50.32 48.01 49.51 2544700 37.55 84 0.0107096
10/2/2006 49.7 50.56 47.9 49.8 3069900 38.07 83 0.0137532
11/1/2006 49.8 54.94 49.5 53.28 2546700 40.73 82 0.0675384
12/1/2006 53.65 55.82 53.08 55.5 2222900 42.43 81 0.0408907
1/2/2007 55.1 55.96 53.21 54.6 2746300 42.05 80 -0.008996
2/1/2007 54.75 55.82 53.82 54.09 2121000 41.66 79 -0.009318
3/1/2007 54 58.96 52.5 57.5 3021700 44.29 78 0.0612175
4/2/2007 57.69 59.95 57.51 57.82 1978900 44.88 77 0.0132333
5/1/2007 58.05 61.08 56.65 58.28 2633300 45.23 76 0.0077683
6/1/2007 58.32 58.69 55 56.62 3385700 43.94 75 -0.028936
7/3/2007 56.55 58.45 53.9 54.09 2741100 42.32 74 -0.037565
8/1/2007 53.75 55.75 50.5 54.34 3869900 42.51 73 0.0044796
9/4/2007 54.54 55.37 51.92 55.05 2983000 43.07 72 0.0130874
10/1/2007 55.05 57 52.55 56.04 3257300 44.25 71 0.0270287
11/1/2007 55.6 55.84 48.55 53 3780900 41.85 70 -0.055764
12/3/2007 53.15 53.81 49 50.74 2801300 40.07 69 -0.043464
1/2/2008 50.75 51.4 45.15 50.65 4167200 40.44 68 0.0091915
2/1/2008 50.88 51.76 49.27 49.39 3438100 39.43 67 -0.025292
3/3/2008 49.64 49.68 42.82 47.95 5139400 38.28 66 -0.029599
4/1/2008 48.5 49.5 45.4 48.02 4047300 38.73 65 0.0116869
5/1/2008 48.13 51.22 47.76 50.8 3894500 40.98 64 0.0564696
6/2/2008 50.89 51.14 45 45.83 3796700 36.97 63 -0.102977
7/2/2008 46.5 47.7 39.51 47.25 5993300 38.55 62 0.0418493
8/1/2008 47.6 48.78 44.05 48.75 3547400 39.77 61 0.0311568
9/2/2008 49.48 51.5 44 50.5 7999200 41.2 60 0.0353254
10/1/2008 49.75 51.45 39.05 46.84 7496600 38.63 59 -0.064409
11/3/2008 47.24 48.3 33.39 43.18 5575400 35.61 58 -0.081403
12/1/2008 41.5 41.5 32.9 36.1 6721400 29.77 57 -0.179125
1/2/2009 36.18 38.18 28.05 30.41 7013400 25.47 56 -0.156
2/2/2009 30 32.5 25.52 30.92 6966800 25.9 55 0.0167417
3/2/2009 30 37.94 28.56 36.78 7629500 30.81 54 0.1735963
4/1/2009 36 43.74 35.51 42.3 5927200 35.87 53 0.152062
5/1/2009 42.2 45.69 41.12 43.7 5382900 37.05 52 0.0323671
6/1/2009 44.35 49.05 43.58 47.57 4388800 40.33 51 0.0848273
7/2/2009 47.39 51.55 44.42 51.28 4069100 43.92 50 0.0852742
8/4/2009 51.58 57.63 49.19 56.45 4086800 48.35 49 0.0960964
9/1/2009 55.7 58.5 54.55 57.55 3453000 49.29 48 0.019255
10/1/2009 57.4 57.59 52.83 54.8 3275300 47.36 47 -0.039943
11/2/2009 54.55 58.66 53.75 56.81 3124800 49.1 46 0.036081
12/1/2009 57.22 58.39 53.96 56.4 2911900 48.74 45 -0.007359
1/4/2010 56.36 56.98 52.1 52.28 2746900 45.6 44 -0.066592
2/1/2010 52.55 57.45 52.16 56.81 2508300 49.55 43 0.0830745
3/1/2010 56.97 60.55 56.82 59.44 2904600 51.84 42 0.0451798
4/1/2010 59.54 62.89 58.05 61.59 3097400 54.16 41 0.0437806
5/3/2010 61.84 62.75 54.82 55.12 4135200 48.47 40 -0.110998
6/1/2010 54.59 55.68 50.6 50.7 3684100 44.58 39 -0.08366
7/2/2010 50.9 55 50.38 53.72 3302200 47.69 38 0.0674364
8/3/2010 54.5 54.6 48.85 51 4275000 45.28 37 -0.051856
9/1/2010 51.53 54.84 51.47 53.59 3550700 47.58 36 0.0495471
10/1/2010 53.75 56.96 53.25 54.39 2633500 48.72 35 0.0236771
11/1/2010 54.6 55.77 52.51 54.95 3064100 49.22 34 0.0102104
12/1/2010 55.6 56.32 50.78 52.32 4071700 46.86 33 -0.049136
1/4/2011 52.92 54.3 51.28 53.68 3581400 48.53 32 0.0350177
2/1/2011 53.77 57.33 53.77 56.79 3419500 51.34 31 0.056288
3/1/2011 56.8 61.53 56.36 59.99 3851100 54.24 30 0.0549485
4/1/2011 60.1 61.06 58.96 59.6 2453700 54.34 29 0.001842
5/2/2011 59.48 60.25 56.46 56.62 2659700 51.62 28 -0.051351
6/1/2011 56.7 56.83 53.45 55.13 2801900 50.26 27 -0.0267
7/4/2011 55.31 55.81 50.94 51.4 2615600 47.33 26 -0.060065
8/2/2011 51.77 52.06 47.91 50.12 5182700 46.16 25 -0.025031
9/1/2011 50.29 50.44 44.38 48.06 4595400 44.26 24 -0.042032
10/3/2011 47.71 50.15 44.95 48.62 3369700 45.28 23 0.0227841
11/1/2011 47.69 47.74 43.3 47.26 3916700 44.02 22 -0.028221
12/1/2011 47.24 52 46.13 51.98 4583900 48.41 21 0.0950623
1/3/2012 52.3 54.87 51.34 52.37 3853800 49.26 20 0.017406
2/1/2012 52.75 55.97 52.45 55.68 3278500 52.37 19 0.0612215
3/1/2012 56.04 59.13 55.39 57.81 3510800 54.38 18 0.0376625
4/2/2012 57.62 58.74 55.67 57.09 2466500 54.24 17 -0.002578
5/1/2012 56.96 57.09 49.87 51.55 2667500 48.98 16 -0.102007
6/1/2012 50.69 53.23 48.7 52.16 3137800 49.56 15 0.011772
7/3/2012 52.94 54 50.18 51.38 2218600 49.36 14 -0.004044
8/1/2012 51.71 55.79 50.45 55.17 2793400 53 13 0.0711515
9/4/2012 55.27 56.9 54.66 56.54 2728700 54.32 12 0.0246006
10/1/2012 56.88 58.78 56.23 56.94 2159600 55.27 11 0.0173378
11/1/2012 57.01 58.9 54.51 58.9 1937600 57.17 10 0.033799
12/3/2012 58.91 60.85 58.21 59.88 2565700 58.12 9 0.0164806
1/2/2013 60.63 62.86 60.02 62.12 1908900 60.89 8 0.0465591
2/1/2013 62.5 64.92 61.67 64.02 2628900 62.75 7 0.0300896
3/1/2013 64 64.18 60.13 61.2 2947500 59.99 6 -0.044981
4/1/2013 61.25 62.31 58.82 60.78 2613600 60.2 5 0.0034945
5/1/2013 60.83 64.24 60.11 61.53 2769000 60.94 4 0.0122174
6/3/2013 61.99 62.07 58.55 61.28 3350600 60.69 3 -0.004111
7/2/2013 61.19 65.66 59.93 64.16 2647900 64.16 2 0.055601
8/1/2013 64.5 65.59 63.07 64.9 2165100 64.9 1 0.0114677
Title: 3-Month Treasury Bill: Secondary Market Rate GS
Series ID: TB3MS 31-Jul-06 3.3705
Source: Board of Governors of the Federal Reserve System 31-Aug-06 -4.8042
Release: H.15 Selected Interest Rates 29-Sep-06 14.817
Seasonal Adjustment: Not Seasonally Adjusted 31-Oct-06 12.9261
Frequency: Monthly 30-Nov-06 4.4191
Units: Percent 29-Dec-06 4.4786
Date Range: 1934-01-01 to 2013-08-01 31-Jan-07 7.8901
Last Updated: 2013-09-03 3:56 PM CDT 28-Feb-07 -5.6243
Notes: Averages of Business Days, Discount Basis 30-Mar-07 0.9138
USA CANADA 30-Apr-07 1.752
DATE VALUE Date V122531 31-May-07 2.0242
2006-04-01 4.60 2006-04 4.03 29-Jun-07 -6.8855
2006-05-01 4.72 2006-05 4.18 31-Jul-07 -12.7083
2006-06-01 4.79 2006-06 4.32 31-Aug-07 -7.3517
2006-07-01 4.95 2006-07 4.15 28-Sep-07 16.272
2006-08-01 4.96 2006-08 4.13 31-Oct-07 9.271
2006-09-01 4.81 2006-09 4.15 30-Nov-07 -3.6809
2006-10-01 4.92 2006-10 4.16 31-Dec-07 -6.0523
2006-11-01 4.94 2006-11 4.18 31-Jan-08 -5.9117
2006-12-01 4.85 2006-12 4.16 29-Feb-08 -16.9109
2007-01-01 4.98 2007-01 4.17 31-Mar-08 2.144
2007-02-01 5.03 2007-02 4.19 30-Apr-08 13.8002
2007-03-01 4.94 2007-03 4.16 30-May-08 -9.0239
2007-04-01 4.87 2007-04 4.16 30-Jun-08 1.4203
2007-05-01 4.73 2007-05 4.29 31-Jul-08 6.134
2007-06-01 4.61 2007-06 4.42 29-Aug-08 -7.5195
2007-07-01 4.82 2007-07 4.57 30-Sep-08 -22.2378
2007-08-01 4.20 2007-08 3.83 31-Oct-08 -17.8328
2007-09-01 3.89 2007-09 3.97 28-Nov-08 -11.7488
2007-10-01 3.90 2007-10 3.96 31-Dec-08 4.8441
2007-11-01 3.27 2007-11 3.91 30-Jan-09 -2.9712
2007-12-01 3.00 2007-12 3.86 27-Feb-09 16.3277
2008-01-01 2.75 2008-01 3.41 31-Mar-09 15.9947
2008-02-01 2.12 2008-02 3.24 30-Apr-09 14.9348
2008-03-01 1.26 2008-03 1.72 29-May-09 2.9436
2008-04-01 1.29 2008-04 2.68 30-Jun-09 8.4064
2008-05-01 1.73 2008-05 2.68 31-Jul-09 2.9975
2008-06-01 1.86 2008-06 2.6 31-Aug-09 3.2358
2008-07-01 1.63 2008-07 2.41 30-Sep-09 8.4636
2008-08-01 1.72 2008-08 2.42 30-Oct-09 -6.6236
2008-09-01 1.13 2008-09 1.92 30-Nov-09 -2.3205
2008-10-01 0.67 2008-10 1.98 31-Dec-09 -0.5742
2008-11-01 0.19 2008-11 1.7 29-Jan-10 -11.0772
2008-12-01 0.03 2008-12 0.83 26-Feb-10 4.2194
2009-01-01 0.13 2009-01 0.83 31-Mar-10 5.0903
2009-02-01 0.30 2009-02 0.67 30-Apr-10 -14.8055
2009-03-01 0.21 2009-03 0.39 31-May-10 2.947
2009-04-01 0.16 2009-04 0.22 30-Jun-10 -8.0439
2009-05-01 0.18 2009-05 0.2 30-Jul-10 11.244
2009-06-01 0.18 2009-06 0.24 31-Aug-10 -5.5854
2009-07-01 0.18 2009-07 0.23 30-Sep-10 1.8792
2009-08-01 0.17 2009-08 0.21 29-Oct-10 10.1773
2009-09-01 0.12 2009-09 0.22 30-Nov-10 -2.0559
2009-10-01 0.07 2009-10 0.22 31-Dec-10 4.3632
2009-11-01 0.05 2009-11 0.22 31-Jan-11 -1.9532
2009-12-01 0.05 2009-12 0.19 28-Feb-11 -2.5696
2010-01-01 0.06 2010-01 0.16 31-Mar-11 -3.5016
2010-02-01 0.11 2010-02 0.16 29-Apr-11 -6.8921
2010-03-01 0.15 2010-03 0.28 31-May-11 -4.5724
2010-04-01 0.16 2010-04 0.39 30-Jun-11 -5.8662
2010-05-01 0.16 2010-05 0.45 29-Jul-11 0.5827
2010-06-01 0.12 2010-06 0.5 31-Aug-11 -11.7594
2010-07-01 0.16 2010-07 0.65 30-Sep-11 -13.4113
2010-08-01 0.16 2010-08 0.62 31-Oct-11 10.8823
2010-09-01 0.15 2010-09 0.87 30-Nov-11 -10.0959
2010-10-01 0.13 2010-10 0.92 30-Dec-11 -5.8525
2010-11-01 0.14 2010-11 0.99 31-Jan-12 21.754
2010-12-01 0.14 2010-12 0.98 29-Feb-12 1.8032
2011-01-01 0.15 2011-01 0.95 30-Mar-12 9.3437
2011-02-01 0.13 2011-02 0.95 30-Apr-12 -8.4525
2011-03-01 0.10 2011-03 0.92 31-May-12 -12.6538
2011-04-01 0.06 2011-04 0.97 29-Jun-12 -1.234
2011-05-01 0.04 2011-05 0.95 31-Jul-12 3.6006
2011-06-01 0.04 2011-06 0.93 31-Aug-12 3.5275
2011-07-01 0.04 2011-07 0.92 28-Sep-12 7.2497
2011-08-01 0.02 2011-08 0.93 31-Oct-12 9.4114
2011-09-01 0.01 2011-09 0.83 30-Nov-12 -3.9969
2011-10-01 0.02 2011-10 0.89 31-Dec-12 8.5
2011-11-01 0.01 2011-11 0.86 31-Jan-13 16.1797
2011-12-01 0.01 2011-12 0.83 28-Feb-13 4.9057
2012-01-01 0.03 2012-01 0.86 29-Mar-13 -2.9765
2012-02-01 0.09 2012-02 0.93 30-Apr-13 -1.6222
2012-03-01 0.08 2012-03 0.92 31-May-13 14.4244
2012-04-01 0.08 2012-04 1.06 28-Jun-13 -5.1423
2012-05-01 0.09 2012-05 0.94 31-Jul-13 5.9884
2012-06-01 0.09 2012-06 0.86 30-Aug-13 -4.7786
2012-07-01 0.10 2012-07 0.92 30-Sep-13 1.7
2012-08-01 0.10 2012-08 1.03 31-Oct-13 2.9929
2012-09-01 0.11 2012-09 0.99
2012-10-01 0.10 2012-10 0.99
2012-11-01 0.09 2012-11 0.95
2012-12-01 0.07 2012-12 0.92
2013-01-01 0.07 2013-01 0.93
2013-02-01 0.10 2013-02 0.96
2013-03-01 0.09 2013-03 0.97
2013-04-01 0.06 2013-04 0.99
2013-05-01 0.04 2013-05 1.01
2013-06-01 0.05 2013-06 1.03
2013-07-01 0.04 2013-07 1
2013-08-01 0.04 2013-08 0.99
THI SAM SU NVDA RY
-1.7434 2.1212 1.0073 5.6214 2.361
2.3776 6.6902 -6.0493 28.6171 6.4089
1.6331 3.1829 -6.3748 2.5535 1.0821
11.1795 11.6335 7.5571 18.3979 1.3937
8.8561 0.5072 4.4406 7.9187 6.988
-4.6419 1.8674 1.9889 2.1491 4.1667
7.8658 -1.1248 -5.0005 -16.1825 -0.9009
-3.2196 -7.418 -4.8853 0.3787 -0.9341
-0.2564 0.2133 6.0164 -8.5255 6.3043
0.2856 -7.2621 1.366 9.7325 1.3565
-4.8419 14.8967 4.4245 1.7656 0.7956
-1.4697 1.8774 3.305 18.2556 -2.8483
0.1826 3.8663 0.5106 11.075 -3.656
6.5634 18.5966 -1.8144 10.8376 0.4622
-1 -5.7716 -0.148 0.3281 1.3066
4.0115 2.429 9.5173 -6.8724 2.7066
6.8812 -33.0719 -7.4819 -6.0728 -5.4247
-4.7074 12.3159 12.8648 6.7963 -4.2642
-6.441 -4.266 -12.5197 -26.8384 0.808
1.3127 -2.1181 7.6271 -14.9753 -2.4877
0.8949 39.6639 -2.2562 -3.0737 -2.9156
-1.3448 -8.5207 14.555 1.9399 1.1887
-4.0313 -11.3786 19.3313 18.6214 5.7893
-11.5758 4.6103 -12.6235 -22.4705 -9.7835
-4.5922 12.0814 -5.9797 -38.4777 4.1894
20.7974 3.0668 9.2346 14.6883 3.1746
-7.4836 5.1968 -27.5493 -15.5955 3.5897
-2.836 -9.8797 -34.2045 -7.3677 -6.2574
3.1177 -12.2701 -1.209 -11.8735 -7.8138
12.5484 -13.1221 -16.8881 6.0176 -16.3965
-13.4996 -9.8579 -0.8853 -0.0804 -14.3767
0.5302 -2.5741 12.5479 6.8461 1.6771
7.1759 -13.28 6.5382 18.6642 18.9521
-10.5214 20.9215 6.7164 10.4081 16.3676
0.069 -2.1414 27.3726 -17.0773 3.3097
-1.7289 10.2842 -7.3987 15.0609 8.8558
2.4279 -1.9774 -1.4984 6.5026 8.8501
6.63 29.5809 -3.8749 14.1793 10.0819
-1.616 -9.1894 11.9737 0.7689 1.9486
1.7411 3.6672 -3.9572 -19.5049 -3.9096
0.7427 8.2947 5.7906 6.7638 3.6679
3.3119 10.6141 -1.8206 42.9016 -0.7217
-4.2328 -0.6718 -9.2717 -16.8273 -6.4184
3.8024 2.0832 -9.923 4.1179 8.6649
3.9136 6.3481 8.9444 3.4283 4.6295
1.5729 9.2149 5.2074 -9.6086 4.4583
4.4074 19.7581 -6.4748 -13.5426 -10.5374
-2.4334 3.1977 -3.2923 -21.478 -7.9855
2.9343 -0.4342 8.1711 -12.8489 6.9428
8.1243 -1.7292 -4.6621 5.2532 -5.0633
-0.8466 -1.8081 3.9926 20.8771 5.0784
2.2946 5.8388 -2.4478 1.7254 2.4258
5.9729 15.0619 5.508 14.1752 1.0296
1.4815 12.8127 11.3109 9.6562 -4.9318
-0.292 -4.6159 8.3072 56.5166 3.7136
4.4168 0.1598 10.1302 -7.9886 5.7936
3.1549 -0.5646 -4.5554 -18.8199 5.6348
4.685 -0.4809 0.299 5.9454 0.1834
-1.8032 -9.1816 -7.246 2.3465 -5
4.5747 6.414 -6.2794 -20.8518 -3.2333
-2.6333 -0.2095 -3.1217 -13.9202 -5.2005
2.0938 -8.1226 -14.3091 -1.6736 -2.4903
4.4383 -4.5546 -14.3722 0.0368 -4.1101
0.7185 16.4721 18.6472 13.2181 2.2888
5.7277 15.5893 -2.8976 8.1063 -2.7972
-4.5261 8.4412 -4.362 -11.5011 9.9873
-1.013 -8.9699 17.563 5.258 1.7891
9.4147 -7.1741 3.1268 0.7847 6.3204
0.2058 14.3698 -8.1976 2.8659 3.8254
6.8591 -4.3353 0.1227 -16.5048 -0.2595
-3.0866 6.1481 -13.699 0.0129 -9.704
-2.5068 13.7886 5.0303 9.6273 1.1833
-0.6335 -12.3767 4.144 -3.5684 -0.4026
-6.2254 -5.9042 0.9132 1.9393 7.3764
2.7309 8.3944 4.9659 -5.1653 2.4832
-3.0884 -2.3594 3.6487 -8.7737 1.7687
-6.4946 4.3075 -2.7745 -0.0856 3.4422
5.8072 19.2398 0.7702 2.6171 1.6638
2.4165 4.62 3.638 0.2292 4.7428
0.16 14.3305 -7.4336 7.2292 3.0586
10.7967 1.419 -2.592 0.0703 -4.4049
-1.1411 5.1146 3.1866 6.3662 0.3431
1.539 -7.2021 0.7641 8.5843 1.234
3.1182 13.4881 -1.4308 -1.3709 -0.4063
4.5534 2.5071 4.7097 0.4801 5.7278
-2.7072 21.123 9.9815 5.0921 1.1534
3.7153 12.7346 3.7465 3.1619 1.6949
4.1848 -4.7681 2.8781 -1.119 7.1061

S-ar putea să vă placă și