Professional Documents
Culture Documents
MARKET
Date
Adj Close
3/26/2012 5295.55
3/19/2012
5278.2
3/12/2012
5317.9
3/5/2012 5333.55
2/27/2012 5359.35
2/21/2012
5429.3
2/13/2012
5564.3
2/6/2012
5381.6
1/30/2012 5325.85
1/23/2012
5204.7
1/16/2012
5048.6
1/10/2012
4866
1/2/2012
4754.1
12/26/2011
4624.3
12/19/2011
4714
12/12/2011
4651.6
12/5/2011
4866.7
11/28/2011 5050.15
11/21/2011 4710.05
11/14/2011
4905.8
11/8/2011 5168.85
10/31/2011
5284.2
10/24/2011
5360.7
10/17/2011 5049.95
10/10/2011
5132.3
10/3/2011 4888.05
9/26/2011 4943.25
9/19/2011 4867.75
9/12/2011 5084.25
9/5/2011 5059.45
8/29/2011
5040
8/22/2011
4747.8
8/16/2011 4845.65
8/8/2011 5072.95
8/1/2011 5211.25
7/25/2011
5482
7/18/2011 5633.95
7/11/2011
5581.1
7/4/2011 5660.65
6/27/2011
5627.2
Return
-0.32763
0.75215
0.294289
0.48373
1.305196
2.486508
-3.28343
-1.03594
-2.27475
-2.99921
-3.61684
-2.29963
-2.73027
1.939753
-1.32372
4.624215
3.769495
-6.73445
4.156007
5.36202
2.231638
1.447712
-5.79682
1.630709
-4.75907
1.129285
-1.52734
4.44764
-0.48778
-0.38443
-5.79762
2.060955
4.690805
2.726224
5.195491
2.771799
-0.93806
1.425346
-0.59092
Date
3/26/2012
3/19/2012
3/12/2012
3/5/2012
2/27/2012
2/21/2012
2/13/2012
2/6/2012
1/30/2012
1/23/2012
1/16/2012
1/10/2012
1/2/2012
12/26/2011
12/19/2011
12/12/2011
12/5/2011
11/28/2011
11/21/2011
11/14/2011
11/8/2011
10/31/2011
10/24/2011
10/17/2011
10/10/2011
10/3/2011
9/26/2011
9/19/2011
9/12/2011
9/5/2011
8/29/2011
8/22/2011
8/16/2011
8/8/2011
8/1/2011
7/25/2011
7/18/2011
7/11/2011
7/4/2011
6/27/2011
STOCK
Adj Close
434.5
421.88
424.16
425.89
422.82
432.62
445.99
444.2
423.22
414.31
410.84
397.28
402.18
394.11
401.14
399.06
400.94
392.03
365.95
372.33
378.12
368.52
369.66
352.43
359.76
330.65
336.59
332.93
335.26
331.84
331.15
316.79
316.74
339.46
365.95
386.98
402.28
410.99
427.18
419.95
Return
-2.90449
0.540438
0.407865
-0.72084
2.317771
3.090472
-0.40135
-4.7231
-2.10529
-0.83754
-3.30055
1.233387
-2.00656
1.783766
-0.51852
0.471107
-2.22228
-6.65255
1.743408
1.555072
-2.53888
0.309345
-4.66104
2.079846
-8.09151
1.796462
-1.08738
0.699847
-1.0201
-0.20793
-4.3364
-0.01578
7.173076
7.80357
5.746687
3.953693
2.165159
3.939269
-1.69249
6/20/2011
6/13/2011
6/6/2011
5/30/2011
5/23/2011
5/16/2011
5/9/2011
5/2/2011
4/25/2011
4/18/2011
4/11/2011
4/4/2011
4/1/2011
BETA
5471.25
5366.4
5485.8
5516.75
5476.1
5486.35
5544.75
5551.45
5749.5
5884.7
5824.55
5842
5826.05
-2.77136
-1.91638
2.224955
0.564184
-0.73685
0.187177
1.06446
0.120835
3.567536
2.351509
-1.02214
0.299594
-0.27302
6/20/2011
6/13/2011
6/6/2011
5/30/2011
5/23/2011
5/16/2011
5/9/2011
5/2/2011
4/25/2011
4/18/2011
4/11/2011
4/4/2011
4/1/2011
416.08
400.34
429.96
434.37
434.07
439.76
434.37
432.06
441.23
454.03
439.76
455.94
465.79
-0.92154
-3.78293
7.398711
1.025677
-0.06907
1.310848
-1.22567
-0.5318
2.12239
2.900981
-3.14296
3.67928
2.160372
Intercept
X Variable 1
SS
MS
1 267.4171 267.4171
50 279.8751 5.597502
51 547.2923
Coefficients
Standard Error t Stat
0.007781 0.329107 0.023644
0.794734 0.11498 6.911901
F
Significance F
47.77437026 8.24E-09
P-value
Lower 95% Upper 95%Lower 95.0%
Upper 95.0%
0.981230556 -0.65325 0.668813 -0.65325 0.668813
8.24268E-09 0.563789 1.025679 0.563789 1.025679
Upper 95.0%
return
-0.32763
0.75215
0.294289
0.48373
1.305196
2.486508
-3.28343
-1.03594
-2.27475
-2.99921
-3.61684
-2.29963
-2.73027
1.939753
-1.32372
4.624215
3.769495
-6.73445
4.156007
5.36202
2.231638
1.447712
-5.79682
1.630709
-4.75907
1.129285
-1.52734
4.44764
-0.48778
-0.38443
-5.79762
2.060955
4.690805
2.726224
5.195491
2.771799
-0.93806
1.425346
-0.59092
STOCK
Date
Adj Close
3/26/2012
463.55
3/19/2012
417
3/12/2012
411
3/5/2012
416.5
2/27/2012
428.3
2/21/2012
426.5
2/13/2012
449.5
2/6/2012
440.5
1/30/2012
451.4
1/23/2012
442.15
1/16/2012
471.5
1/10/2012
466.05
1/2/2012
441
12/26/2011
401.65
12/19/2011
402.3
12/12/2011
383.2
12/5/2011
416.2
11/28/2011
442
11/21/2011
445.5
11/14/2011
460
11/8/2011
468
10/31/2011
503.45
10/24/2011
513.5
10/17/2011
498.25
10/10/2011
503
10/3/2011
517.5
9/26/2011
515
9/19/2011
474
9/12/2011
492
9/5/2011
499.25
8/29/2011
477.75
8/22/2011
454.5
8/16/2011
475.95
8/8/2011
482.35
8/1/2011
521.15
7/25/2011
540
7/18/2011
544.9
7/11/2011
545
7/4/2011
551
6/27/2011
527
return
-10.0421
-1.43885
1.3382
2.833133
-0.42027
5.392732
-2.00222
2.474461
-2.04918
6.638019
-1.15589
-5.37496
-8.9229
0.161832
-4.7477
8.611691
6.198943
0.791855
3.25477
1.73913
7.574786
1.996226
-2.96981
0.953337
2.882704
-0.48309
-7.96117
3.797468
1.473577
-4.30646
-4.86656
4.719472
1.344679
8.043951
3.617001
0.907407
0.018352
1.100917
-4.35572
6/20/2011
6/13/2011
6/6/2011
5/30/2011
5/23/2011
5/16/2011
5/9/2011
5/2/2011
4/25/2011
4/18/2011
4/11/2011
4/4/2011
4/1/2011
5471.25
5366.4
5485.8
5516.75
5476.1
5486.35
5544.75
5551.45
5749.5
5884.7
5824.55
5842
5826.05
-2.77136
-1.91638
2.224955
0.564184
-0.73685
0.187177
1.06446
0.120835
3.567536
2.351509
-1.02214
0.299594
-0.27302
6/20/2011
6/13/2011
6/6/2011
5/30/2011
5/23/2011
5/16/2011
5/9/2011
5/2/2011
4/25/2011
4/18/2011
4/11/2011
4/4/2011
4/1/2011
538
535.05
534.15
536.5
509.85
498
493.5
432.3
459.1
467
461.08
462.22
449.08
2.087287
-0.54833
-0.16821
0.439951
-4.96738
-2.32421
-0.90361
-12.4012
6.199399
1.720758
-1.26767
0.247246
-2.8428
Intercept
X Variable 1
SS
MS
1 217.4973 217.4973
50 807.4696 16.14939
51 1024.967
Coefficients
Standard Error t Stat
-0.12182 0.559009 -0.21793
0.716727 0.195301 3.669855
F
Significance F
13.4678337 0.000589
P-value
Lower 95% Upper 95%Lower 95.0%
Upper 95.0%
0.82837036 -1.24463 1.000977 -1.24463 1.000977
0.00058938 0.324453 1.109002 0.324453 1.109002
Upper 95.0%
return
-0.32763
0.75215
0.294289
0.48373
1.305196
2.486508
-3.28343
-1.03594
-2.27475
-2.99921
-3.61684
-2.29963
-2.73027
1.939753
-1.32372
4.624215
3.769495
-6.73445
4.156007
5.36202
2.231638
1.447712
-5.79682
1.630709
-4.75907
1.129285
-1.52734
4.44764
-0.48778
-0.38443
-5.79762
2.060955
4.690805
2.726224
5.195491
2.771799
-0.93806
1.425346
STOCK
Date
Adj Close
3/26/2012
403.32
3/19/2012
399.06
3/12/2012
387.46
3/5/2012
379.44
2/27/2012
379.19
2/21/2012
383
2/13/2012
383.1
2/6/2012
383.7
1/30/2012
398.36
1/23/2012
387.46
1/16/2012
386.82
1/10/2012
388.45
1/2/2012
395.04
12/26/2011
402.58
12/19/2011
408.47
12/12/2011
387.41
12/5/2011
381.62
11/28/2011
392.52
11/21/2011
370.62
11/14/2011
387.46
11/8/2011
393.9
10/31/2011
376.02
10/24/2011
343.66
10/17/2011
321.28
10/10/2011
326.53
10/3/2011
324.17
9/26/2011
333.89
9/19/2011
323.78
9/12/2011
333.94
9/5/2011
327.17
8/29/2011
315.38
8/22/2011
314.16
8/16/2011
309.3
8/8/2011
310.03
8/1/2011
311.26
7/25/2011
319.12
7/18/2011
327.85
7/11/2011
323.78
7/4/2011
326.48
return
-1.05623
-2.90683
-2.06989
-0.06589
1.004773
0.02611
0.156617
3.820693
-2.73622
-0.16518
0.421385
1.696486
1.908667
1.463063
-5.15583
-1.49454
2.856244
-5.57933
4.543738
1.662107
-4.53922
-8.60593
-6.51225
1.634089
-0.72275
2.998427
-3.02794
3.137933
-2.02731
-3.60363
-0.38683
-1.54698
0.236017
0.396736
2.52522
2.735648
-1.24142
0.8339
6/27/2011
6/20/2011
6/13/2011
6/6/2011
5/30/2011
5/23/2011
5/16/2011
5/9/2011
5/2/2011
4/25/2011
4/18/2011
4/11/2011
4/4/2011
4/1/2011
5627.2
5471.25
5366.4
5485.8
5516.75
5476.1
5486.35
5544.75
5551.45
5749.5
5884.7
5824.55
5842
5826.05
-0.59092
-2.77136
-1.91638
2.224955
0.564184
-0.73685
0.187177
1.06446
0.120835
3.567536
2.351509
-1.02214
0.299594
-0.27302
6/27/2011
6/20/2011
6/13/2011
6/6/2011
5/30/2011
5/23/2011
5/16/2011
5/9/2011
5/2/2011
4/25/2011
4/18/2011
4/11/2011
4/4/2011
4/1/2011
326.52
314.76
311.26
302.18
308.98
294.26
302.18
299.17
265.94
277.74
280.85
267.2
269.14
275.65
0.012252
-3.60162
-1.11196
-2.91718
2.250314
-4.76406
2.691497
-0.9961
-11.1074
4.437091
1.119752
-4.86025
0.726048
2.418815
SS
MS
F
Significance F
1 75.39529 75.39529 7.927469681 0.006949
50 475.5319 9.510637
51 550.9272
Coefficients
Standard Error t Stat
P-value
Lower 95% Upper 95%Lower 95.0%
Upper 95.0%
Intercept
-0.7696 0.428988
-1.794 0.078860977 -1.63125 0.092043 -1.63125 0.092043
X Variable 1
0.421987 0.149876 2.815576 0.006948923 0.120952 0.723022 0.120952 0.723022
Upper 95.0%
returns
-0.32763
0.75215
0.294289
0.48373
1.305196
2.486508
-3.28343
-1.03594
-2.27475
-2.99921
-3.61684
-2.29963
-2.73027
1.939753
-1.32372
4.624215
3.769495
-6.73445
4.156007
5.36202
2.231638
1.447712
-5.79682
1.630709
-4.75907
1.129285
-1.52734
4.44764
-0.48778
-0.38443
-5.79762
2.060955
4.690805
2.726224
5.195491
2.771799
-0.93806
1.425346
STOCK
Date
Adj Close
3/26/2012
129.4
3/19/2012
131.7
3/12/2012
140.55
3/5/2012
134.45
2/27/2012
147.4
2/21/2012
147.85
2/13/2012
151.05
2/6/2012
152.2
1/30/2012
152.4
1/23/2012
144.25
1/16/2012
143.6
1/10/2012
133.85
1/2/2012
119
12/26/2011
115.3
12/19/2011
121.6
12/12/2011
125.4
12/5/2011
132.2
11/28/2011
135.4
11/21/2011
113.3
11/14/2011
123.65
11/8/2011
128.7
10/31/2011
139.1
10/24/2011
142
10/17/2011
121.65
10/10/2011
128.1
10/3/2011
126.1
9/26/2011
130.3
9/19/2011
133.8
9/12/2011
144.2
9/5/2011
148.11
8/29/2011
153.55
8/22/2011
137.67
8/16/2011
138.91
8/8/2011
147.91
8/1/2011
162.06
7/25/2011
167.01
7/18/2011
175.22
7/11/2011
174.82
7/4/2011
186
1.777434
6.719818
-4.34009
9.631833
0.305292
2.164356
0.761337
0.131406
-5.34777
-0.45061
-6.78969
-11.0945
-3.10924
5.464007
3.125
5.422648
2.420575
-16.322
9.13504
4.084108
8.080808
2.084831
-14.331
5.302096
-1.56128
3.33069
2.686109
7.772795
2.711512
3.672946
-10.3419
0.900705
6.479015
9.566628
3.054424
4.915873
-0.22828
6.395149
6/27/2011
6/20/2011
6/13/2011
6/6/2011
5/30/2011
5/23/2011
5/16/2011
5/9/2011
5/2/2011
4/25/2011
4/18/2011
4/11/2011
4/4/2011
4/1/2011
BETA
5627.2
5471.25
5366.4
5485.8
5516.75
5476.1
5486.35
5544.75
5551.45
5749.5
5884.7
5824.55
5842
5826.05
-0.59092
-2.77136
-1.91638
2.224955
0.564184
-0.73685
0.187177
1.06446
0.120835
3.567536
2.351509
-1.02214
0.299594
-0.27302
6/27/2011
6/20/2011
6/13/2011
6/6/2011
5/30/2011
5/23/2011
5/16/2011
5/9/2011
5/2/2011
4/25/2011
4/18/2011
4/11/2011
4/4/2011
4/1/2011
185.36
171.31
168.39
182.64
187.79
196.69
190.26
196.89
198.37
213.71
217.96
207.57
206.78
211.83
-0.34409
-7.57984
-1.70451
8.462498
2.819755
4.739336
-3.2691
3.484705
0.751689
7.733024
1.988676
-4.76693
-0.38059
2.442209
SS
MS
F
Significance F
1 1060.619 1060.619 77.17462757 1.04E-11
50 687.1552 13.7431
51 1747.774
Coefficients
Standard Error t Stat
P-value
Lower 95% Upper 95%Lower 95.0%
Upper 95.0%
Intercept
0.770481 0.515683 1.494097 0.141434743
-0.2653 1.806261
-0.2653 1.806261
X Variable 1
1.58273 0.180165 8.784909 1.04166E-11 1.220858 1.944601 1.220858 1.944601
Upper 95.0%