Type in four Yahoo symbols then click the buttons (one-at-a-time).

Start Date:
End Date:

4/25/2005
4/25/2013

Select four Assets >>

Asset A =

GE

Asset B =

MSFT

Asset C =

XOM

URL used = http://chart.yahoo.com/table.csv?s=^DJI&a=5&b=15&c=1998&d=5&e=15&f=2006&g=m&q=q&y=0&z=^DJI&x=.csv

Index

Date

^DJI
1

Open

High

Low

Close

Volume

Jun 15/98

8723.34

9099.24

8524.55

8952.02

706,917,509

Jul 1/98

9011.56

9412.64

8786.48

8883.29

674,577,730

Aug 3/98
Sep 1/98

8868.10
7583.09

8948.17
8253.79

7517.70
7379.70

7539.07
7842.62

761,383,338
834,008,572

Oct 1/98

7749.42

8718.25

7399.78

8592.10

853,938,629

Nov 2/98

8645.65

9457.95

8573.56

9116.55

706,959,010

Dec 1/98

9039.57

9390.75

8610.63

9181.43

722,756,818

Jan 4/99

9212.84

9759.44

8994.26

9358.83

901,605,264

Feb 1/99

9405.43

9662.77

9025.41

9306.58

807,392,633

10

Mar 1/99

9315.27

10158.57

9163.41

9786.16

822,904,353

11

Apr 1/99

9825.29

11072.25

9707.91

10789.04

926,652,370

12

May 3/99

10788.75

11244.36

10372.96

10559.74

826,511,004

13

Jun 1/99

10549.08

11120.24

10334.42

10970.80

781,644,081

14

Jul 1/99

10972.39

11321.61

10594.99

10655.15

765,225,225

15

Aug 2/99

10654.83

11428.94

10487.34

10829.28

758,193,181

Sep 1/99

10828.44

11218.39

10055.17

10336.95

831,252,379

17

Oct 1/99

10335.69

10883.10

9884.20

10729.86

950,119,046

18

Nov 1/99

10730.78

11195.34

10449.42

10877.81

920,777,139

19

Dec 1/99

10876.47

11658.68

10798.07

11497.12

909,760,904

20

Jan 3/00

11501.85

10610.43

10940.53 1,124,410,012

12,162.00
2

3
4
11,162.00

10,162.00
9

9,162.00

8,162.00
16

10863.28

11600.43

10128.62

10733.91 1,110,055,797

24

May 1/00

10749.42

11086.72

10163.20

10522.33

25

Jun 1/00

10532.27

11013.05

10161.51

10447.89 1,054,454,539

26

Jul 3/00

10450.36

10980.34

10303.28

10521.98 1,002,085,003

27

Aug 1/00

10523.81

11415.99

10428.58

11215.10

28

Sep 1/00

11219.54

11518.83

10439.31

10650.92 1,101,770,006

29

Oct 2/00

10659.06

11108.79

9571.40

10971.14 1,241,718,184

30

Nov 1/00

10966.21

11152.02

10204.80

10414.49 1,034,229,999

31

Dec 1/00

10416.76

11044.70

10158.16

10787.99 1,162,065,506

32

Jan 2/01

10790.92

11224.41

10325.71

10887.36 1,215,162,377

33

Feb 1/01

10884.82

11140.09

10225.14

10495.28 1,203,668,416

34

Mar 1/01

10493.25

10940.45

9047.56

9878.78 1,322,155,002

35

Apr 2/01

9877.16

10973.15

9303.48

10734.97 1,327,224,496

36

May 1/01

10734.05

11436.42

10638.48

10911.94 1,170,568,174

37

Jun 1/01

10913.57

11236.68

10313.40

10502.40 1,265,732,833

38

Jul 2/01

10504.95

10758.14

10049.38

10522.81 1,186,805,241

39

Aug 1/01

10527.38

10663.07

9829.35

9949.75 1,055,621,737

40

Sep 4/01

9946.98

10238.50

7926.93

8847.56 1,217,243,690

41

Oct 1/01

8845.97

9626.54

8659.90

9075.14 1,361,033,892

42

Nov 1/01

9087.45

10054.58

8987.61

9851.56 1,317,790,468

43

Dec 3/01

9848.93

10220.78

9651.87

10021.57 1,303,608,496

44

Jan 2/02

10021.71

10345.40

9443.32

9920.00 1,490,628,565

45

Feb 1/02

9923.04

10315.72

9503.52

10106.13 1,444,199,989

46

Mar 1/02

10111.04

10728.87

10086.51

10403.94 1,385,540,006

47

Apr 1/02

10402.07

10437.43

9767.15

9946.22 1,372,613,637

48

May 1/02

9944.90

10400.62

9749.73

9925.25 1,279,613,620

Dec-05

Apr 3/00

Feb-05

10921.92 1,190,591,312

23

Apr-04

9611.75

Jun-03

10128.31 1,105,814,995

11311.28

Feb 1/00

Oct-01

9760.36

10128.11

Dec-00

11228.44

Mar 1/00

Feb-00

10937.74

22

21

Apr-99

11908.50

Jun-98

Aug-02

7,162.00

948,127,275

930,960,876

49

Jun 3/02

9923.94

10016.04

8831.92

9243.26 1,521,039,494

50

Jul 1/02

9239.25

9433.08

7489.53

8736.59

51

Aug 1/02

8732.58

9129.10

7991.43

8663.50 1,374,013,626

52

Sep 3/02

8659.27

8767.82

7422.28

7591.93 1,473,958,988

53

Oct 1/02

7593.04

8607.04

7181.47

8397.03 1,717,287,385

54

Nov 1/02

8395.64

8995.78

8237.65

8896.09 1,273,412,614

55

Dec 2/02

8902.95

9076.35

8214.93

8341.63 1,289,625,718

56

Jan 2/03

8342.38

8896.09

7884.66

8053.81 1,539,433,819

57

Feb 3/03

8053.74

8189.35

7602.81

7891.08 1,400,452,634

58

Mar 3/03

7890.24

8552.08

7397.31

7992.13 1,503,596,678

59

Apr 1/03

7992.83

8587.72

7947.38

8480.09 1,498,577,127

60

May 1/03

8478.48

8897.04

8328.55

8850.26 1,554,328,563

61

Jun 2/03

8851.45

9406.50

8823.51

8985.44 1,562,219,050

62

Jul 1/03

8983.66

9398.02

8843.61

9233.80 1,507,327,278

63

Aug 1/03

9232.68

9535.97

8964.13

9415.82 1,229,836,668

64

Sep 2/03

9416.67

9719.49

9199.43

9275.06 1,501,457,609

65

Oct 1/03

9275.06

9901.64

9275.06

9801.12 1,469,452,173

66

Nov 3/03

9802.46

9945.71

9556.68

9782.46 1,313,181,052

67

Dec 1/03

9785.35

10494.44

9777.64

10453.92 1,312,119,553

68

Jan 2/04

10452.74

10748.81

10341.19

10488.07 1,722,750,022

69

Feb 2/04

10487.78

10794.95

10394.81

10583.92 1,554,000,000

70

Mar 1/04

10582.25

10720.14

9975.86

10357.70 1,528,634,796

71

Apr 1/04

10357.52

10596.37

10198.39

10225.57 1,583,171,431

72

May 3/04

10227.27

10403.14

9822.10

10188.45 1,524,950,003

73

Jun 1/04

10187.18

10530.01

10104.07

10435.48 1,381,109,522

74

Jul 1/04

10434.00

10473.23

9874.38

10139.71 1,456,371,437

75

Aug 2/04

10138.45

10235.49

9746.60

10173.92 1,260,227,290

76

Sep 1/04

10170.12

10390.64

9950.71

10080.27 1,360,850,950

77

Oct 1/04

10082.04

10313.81

9660.18

10027.47 1,571,990,482

78

Nov 1/04

10028.73

10655.09

9953.29

10428.02 1,524,465,720

79

Dec 1/04

10425.80

10895.10

10389.81

10783.01 1,254,301,486

80

Jan 3/05

10783.75

10892.67

10317.10

10489.94 1,658,645,004

81

Feb 1/05

10489.72

10889.78

10464.38

10766.23 1,636,467,907

82

Mar 1/05

10794.98

11027.15

10351.76

10503.76

897,888,343

83

Apr 1/05

10504.57

10600.56

9961.52

10192.51

135,093,199

84

May 2/05

10192.00

10589.92

10062.76

10467.48 1,142,038,131

85

Jun 1/05

10462.86

10710.38

10229.40

10274.97 1,538,799,808

86

Jul 1/05

10273.59

10754.60

10142.24

10640.91 1,962,713,497

87

Aug 1/05

10641.78

10746.87

10321.42

10481.60 1,370,030,347

88

Sep 1/05

10481.44

10743.77

10303.51

10568.70 1,005,010,773

89

Oct 3/05

10569.50

10637.00

10098.18

10440.07 2,902,437,821

90

Nov 1/05

10437.51

10997.50

10347.70

10805.87 4,101,536,464

91

Dec 1/05

10806.03

10985.01

10675.64

10717.50

92

Jan 3/06

10718.30

11099.15

10607.36

10864.86 2,381,249,639

93

Feb 1/06

10862.14

11182.68

10691.97

10993.41 3,736,873,897

94

Mar 1/06

10993.25

11364.34

10885.35

11109.32 3,804,412,517

95

Apr 3/06

11113.00

11468.16

11017.43

11367.14 3,537,009,819

96

May 1/06

11367.78

11709.09

10980.29

11168.31 2,591,135,913

97

Jun 1/06

11169.03

11329.28

10653.23

10816.91 2,783,660,749

98
99
100
101
102
103
104

646,059,476

625,469,488

105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122

12646.83
7162.12

^DJI

Asset D =

Adj. Close*
8952.02

GM

displaying

^DJI

8883.29
7539.07
7842.62
8592.10
9116.55
9181.43
9358.83
9306.58
9786.16
10789.04
10559.74
10970.80
10655.15
10829.28
10336.95
10729.86
10877.81
11497.12
10940.53
10128.31
10921.92
10733.91
10522.33
10447.89
10521.98
11215.10
10650.92
10971.14
10414.49
10787.99
10887.36
10495.28
9878.78
10734.97
10911.94
10502.40
10522.81
9949.75
8847.56
9075.14
9851.56
10021.57
9920.00
10106.13
10403.94
9946.22
9925.25

Compare to

^DJI

9243.26
8736.59
8663.50
7591.93
8397.03
8896.09
8341.63
8053.81
7891.08
7992.13
8480.09
8850.26
8985.44
9233.80
9415.82
9275.06
9801.12
9782.46
10453.92
10488.07
10583.92
10357.70
10225.57
10188.45
10435.48
10139.71
10173.92
10080.27
10027.47
10428.02
10783.01
10489.94
10766.23
10503.76
10192.51
10467.48
10274.97
10640.91
10481.60
10568.70
10440.07
10805.87
10717.50
10864.86
10993.41
11109.32
11367.14
11168.31
10816.91

A = CoVariance
GE
MSFT
XOM
GM

GE
1.000
0.467
0.160
0.275

V=

0.590
0.546
0.360
0.474

AV =

1.033
0.956
0.631

28%

18%

MSFT
0.467
1.000
0.114
0.197

XOM
0.160
0.114
1.000
0.241

1.000

Angle =

1.000

1.751

22.76

20.86
Index = 30% GE + 28% MSFT + 18% XOM
23.93

25.04
25.86

23.02
26.53

29.29

30.15

30.11

38.05

28.80
31.87

32.64
38.97

$2.00

$1.50

35.36
35.09

32.56

39.22

0.546
0.360
0.474

31.50
$0.50

37.31

32.46

40.25

34.37

39.38

$0.00
39.28

40.25

37.72

39.59

44.98

50.77

38.95

42.56

38.47

38.86

45.37

46.20

45.84

30.33

46.02
46.35

27.20
34.79

45.32
51.41

30.36
30.36

50.81

26.23

48.17

29.95

43.55

24.95

42.27

18.86

40.54

26.55

41.00

25.66

37.04

23.78

42.94

29.46

43.36

30.08

43.36

31.74

38.62

28.78

36.31

24.81

33.17

22.25

32.47

25.29

34.33

27.92

35.90

28.81

33.28

27.70

34.65

25.37

33.66

26.23

28.39

22.73

28.02

22.14

26.31

23.79

29.16

20.86

27.30

21.34

22.48

19.02

0.360

8-year Index Gain = 35.0%

0.474

8-year ^DJI Gain = 20.8%

Index = 30% GE + 28% MSFT + 18% XOM + 24% GM

22.81

29.30

0.546

degrees

$2.50

30.36
$1.00

0.590

0.00

GM
0.275
0.197
0.241
1.000

Asset Prices
GE
MSFT
25.82
23.56
Growth of $1.00
25.50
23.90

Eigenvalue = 1.751
Eigenvector =
0.590

0.830
Normalized AV =

24%

Pick any (initial) V

Click on FIND button

in the red box, above

2
See: http://www.gummy-stuff.org/PCA.htm
Allocations
GE
29.9%
MSFT
27.7%
XOM
18.3%
to maximize Variance
GM
24.1%

10

30%

Allocations =

23.03

23.25

24.73

25.08

22.37

22.48

21.26

20.64

22.27

20.68

23.62

21.12

27.27

22.31

26.58

21.47

26.73

22.37

26.51

23.04

27.56

23.14

27.96

24.26

27.21

22.94

26.89

22.56

29.25

24.01

31.75

24.26

30.89

23.28

28.99

21.87

28.45

22.93

29.56

23.01

30.96

25.06

31.77

25.00

31.33

24.02

32.28

24.33

32.80

24.61

33.99

26.29

35.29

26.21

34.94

25.77

34.25

24.75

35.09

23.78

35.22

24.89

35.50

25.46

33.93

24.52

33.78

25.28

32.91

27.10

33.18

25.47

33.42

25.44

35.20

27.48

34.79

25.96

32.51

27.95

32.87

26.77

34.78

27.10

34.59

24.06

34.26

22.65

33.90

21.88

Asset Prices
XOM
29.71

Asset Returns
GE

29.25

GM
39.55
MSFT
42.81

GE

MSFT

96

XOM

GM

-1.24%

Index

GE
1

-1.55%

8.24%

1.73%

0.99

1.01

-6.29%

-19.04%

-12.41%

0.88

0.89

7.92%

-5.60%

4.11%

0.88

1.02

Index

1.44%

27.41
34.66
-10.55%
-12.72%
Index = 30% GE + 28% MSFT + 18% XOM + 24% GM
29.58
32.72
-0.22%
14.72%

Asset Growth

6.11%
GM

XOM

^DJI

MSFT

0.98

3.27%

15.25%

5.30%

11.39%

8.91%

1.00

1.13

30.80

42.99

13.26%

13.64%

-2.50%

2.43%

7.88%

1.13

1.28

29.59

53.91

2.80%

26.20%

-3.93%

25.40%

13.49%

1.17

1.62

28.20
29.89

49.86
52.54

-4.35%

-14.22%

-4.70%

-7.51%

-7.91%

1.12

1.39

10.66%

19.39%

5.99%

5.38%

10.95%

1.23

1.65

35.19

53.79

-4.74%

-9.26%

17.73%

2.38%

-0.17%

1.18

1.50

34.00

50.68

-3.49%

-0.76%

-3.38%

-5.78%

-3.27%

1.13

1.49

32.83

48.48

11.13%

11.77%

-3.44%

-4.34%

4.92%

1.26

1.66

33.79

44.90

-3.26%

-4.87%

2.92%

-7.38%

-3.57%

1.22

1.58

33.75

49.05

3.05%

7.88%

-0.12%

9.24%

5.30%

1.26

1.71

32.52

46.60

5.88%

-2.16%

-3.64%

-4.99%
Months

-0.71%

1.33

1.67

31.69

52.15

14.29%

2.21%

-2.55%

11.91%

7.29%

1.52

1.71

5.54%

1.11%

1.46

1.68

34.14

55.04

-3.97%

-1.64%

7.73%

90

0.97

80

5.85%

70

15.16%

60

1.42%

50

-3.80%

40

10.02%

30

37.68
41.97

20

30.00
31.59

34.68

54.21

19.25%

28.24%

1.58%

-1.51%

13.51%

1.74

2.15

35.67

60.08

-13.41%

-16.17%

2.85%

10.83%

-5.36%

1.51

1.81

32.60

57.09

-1.23%

-8.69%

-8.61%

-4.98%

-5.55%

1.49

1.65

33.76

62.15

17.94%

18.89%

3.56%

8.86%

13.39%

1.76

1.96

33.63

70.26

1.04%

-34.35%

-0.39%

13.05%

-6.14%

1.78

1.29

36.26
34.16

53.31
43.83

0.39%

-10.32%

7.82%

-24.12%

-7.12%

1.78

1.15

0.72%

27.90%

-5.79%

-17.78%

2.61%

1.80

1.48

34.90
35.72

42.98
53.28

-2.22%

-12.73%

2.17%

-1.94%

-4.26%

1.76

1.29

13.44%

0.00%

2.35%

23.96%

10.22%

1.99

1.29

38.99

49.47

-1.17%

-13.60%

9.15%

-7.15%

-4.16%

1.97

1.11

39.03

47.29

-5.20%

14.18%

0.10%

-4.41%

1.33%

1.87

1.27

38.70

38.01

-9.59%

-16.69%

-0.85%

-19.62%

-12.37%

1.69

1.06

38.23

39.12

-2.94%

-24.41%

-1.21%

2.92%

-7.16%

1.64

0.80

37.00

41.23

-4.09%

40.77%

-3.22%

5.39%

10.78%

1.57

1.13

35.83

41.31

1.13%

-3.35%

-3.16%

0.19%

-1.12%

1.59

1.09

35.80

40.18

-9.66%

-7.33%

-0.08%

-2.74%

-5.59%

1.43

1.01

39.16

42.47

15.93%

23.89%

9.39%

5.70%

14.47%

1.66

1.25

39.42

44.48

0.98%

2.10%

0.66%

4.73%

2.14%

1.68

1.28

38.81

50.31

0.00%

5.52%

-1.55%

13.11%

4.40%

1.68

1.35

37.11

49.72

-10.93%

-9.33%

-4.38%

-1.17%

-6.94%

1.50

1.22

35.88

43.14

-5.98%

-13.79%

-3.31%

-13.23%

-9.40%

1.41

1.05

35.21

33.81

-8.65%

-10.32%

-1.87%

-21.63%

-10.99%

1.28

0.94

35.25

32.56

-2.11%

13.66%

0.11%

-3.70%

2.28%

1.26

1.07

33.62

39.63

5.73%

10.40%

-4.62%

21.71%

8.98%

1.33

1.19

35.32

38.75

4.57%

3.19%

5.06%

-2.22%

2.64%

1.39

1.22

35.10

40.77

-7.30%

-3.85%

-0.62%

5.21%

-2.11%

1.29

1.18

37.34

42.67

4.12%

-8.41%

6.38%

4.66%

1.19%

1.34

1.08

39.63

48.69

-2.86%

3.39%

6.13%

14.11%

4.60%

1.30

1.11

36.32

51.67

-15.66%

-13.34%

-8.35%

6.12%

-8.44%

1.10

0.96

36.31

50.43

-1.30%

-2.60%

-0.03%

-2.40%

-1.69%

1.09

0.94

37.21

43.37

-6.10%

7.45%

2.48%

-14.00%

-2.68%

1.02

1.01

33.43

37.77

10.83%

-12.32%

-10.16%

-12.91%

-5.14%

1.13

0.89

32.45

39.28

-6.38%

2.30%

-2.93%

4.00%

-0.85%

1.06

0.91

29.20

31.93

-17.66%

-10.87%

-10.02%

-18.71%

-14.63%

0.87

0.81

30.81

27.29

2.45%

22.24%

5.51%

-14.53%

4.40%

0.89

0.99

32.06

33.06

7.38%

7.87%

4.06%

21.14%

10.22%

0.96

1.06

32.19

30.70

-9.54%

-10.37%

0.41%

-7.14%

-7.37%

0.87

0.95

31.46

30.26

-4.96%

-8.19%

-2.27%

-1.43%

-4.51%

0.82

0.88

31.55

28.52

4.75%

0.19%

0.29%

-5.75%

0.14%

0.86

0.88

32.42

28.39

6.06%

2.13%

2.76%

-0.46%

2.80%

0.91

0.90

32.65

30.45

15.45%

5.63%

0.71%

7.26%

8.06%

1.06

0.95

34.00

30.26

-2.53%

-3.77%

4.13%

-0.62%

-1.19%

1.03

0.91

33.55

30.83

0.56%

4.19%

-1.32%

1.88%

1.54%

1.04

0.95

33.24

32.05

-0.82%

3.00%

-0.92%

3.96%

1.37%

1.03

0.98

35.46

35.67

3.96%

0.43%

6.68%

11.29%

5.25%

1.07

0.98

34.43

35.52

1.45%

4.84%

-2.90%

-0.42%

1.14%

1.08

1.03

34.41

37.03

-2.68%

-5.44%

-0.06%

4.25%

-1.30%

1.05

0.97

34.29

37.57

-1.18%

-1.66%

-0.35%

1.46%

-0.52%

1.04

0.96

38.83

46.89

8.78%

6.43%

13.24%

24.81%

12.80%

1.13

1.02

38.64

43.63

8.55%

1.04%

-0.49%

-6.95%

1.08%

1.23

1.03

40.19

42.69

-2.71%

-4.04%

4.01%

-2.15%

-1.71%

1.20

0.99

39.64

41.92

-6.15%

-6.06%

-1.37%

-1.80%

-4.20%

1.12

0.93

40.55

42.07

-1.86%

4.85%

2.30%

0.36%

1.29%

1.10

0.97

41.49

40.72

3.90%

0.35%

2.32%

-3.21%

0.92%

1.14

0.98

42.60

41.80

4.74%

8.91%

2.68%

2.65%

5.01%

1.20

1.06

44.41

38.70

2.62%

-0.24%

4.25%

-7.42%

-0.29%

1.23

1.06

44.49

37.51

-1.38%

-3.92%

0.18%

-3.07%

-2.21%

1.21

1.02

46.64

38.57

3.03%

1.29%

4.83%

2.83%

2.83%

1.25

1.03

47.50

35.00

1.61%

1.15%

1.84%

-9.26%

-1.09%

1.27

1.04

49.72

35.50

3.63%

6.83%

4.67%

1.43%

4.18%

1.32

1.12

49.73

36.85

3.82%

-0.30%

0.02%

3.80%

1.98%

1.37

1.11

50.06

33.86

-0.99%

-1.68%

0.66%

-8.11%

-2.59%

1.35

1.09

61.72

33.23

-1.97%

-3.96%

23.29%

-1.86%

2.13%

1.33

1.05

58.11

27.40

2.45%

-3.92%

-5.85%

-17.54%

-5.64%

1.36

1.01

55.60

24.87

0.37%

4.67%

-4.32%

-9.23%

-1.61%

1.36

1.06

55.07

29.88

0.80%

2.29%

-0.95%

20.14%

5.55%

1.37

1.08

56.32

32.22

-4.42%

-3.69%

2.27%

7.83%

-0.05%

1.31

1.04

57.57

34.89

-0.44%

3.10%

2.22%

8.29%

3.13%

1.31

1.07

58.98

32.86

-2.58%

7.20%

2.45%

-5.82%

0.27%

1.27

1.15

62.57

29.42

0.82%

-6.01%

6.09%

-10.47%

-2.83%

1.29

1.08

55.28

26.33

0.72%

-0.12%

-11.65%

-10.50%

-4.48%

1.29

1.08

57.43

21.44

5.33%

8.02%

3.89%

-18.57%

0.06%

1.36

1.17

55.59

19.01

-1.16%

-5.53%

-3.20%

-11.33%

-5.19%

1.35

1.10

62.11

23.56

-6.55%

7.67%

11.73%

23.93%

8.07%

1.26

1.19

59.07

20.11

1.11%

-4.22%

-4.89%

-14.64%

-5.26%

1.27

1.14

60.56

21.06

5.81%

1.23%

2.52%

4.72%

3.68%

1.35

1.15

62.76

22.66

-0.55%

-11.22%

3.63%

7.60%

-0.78%

1.34

1.02

60.91

26.93

-0.95%

-5.86%

-2.95%

18.84%

2.09%

1.33

0.96

57.80

25.36

-1.05%

-3.40%

-5.11%

-5.83%

-3.59%

1.31

0.93

Asset Growth

"Normalized" Returns

XOM

GM

Index

0.52%

0.57%

0.84%

0.14%

6.90%

11.47%

5.46%

10.95%

-0.80
0.47

0.98

1.08

1.02

-0.25

0.08

-0.44

0.74

0.16

0.92

0.88

0.89

-1.60

-1.16

-1.31

-1.75

0.27

1.00

0.83

0.93

-0.11

1.23

1.30

-0.52

1.01

0.95

0.98

1.38

-0.38

0.11

1.37

1.06

1.06

1.07

0.40

1.28

0.82

1.03

-0.80

1.04

1.09

1.15

1.85

1.14

-0.61

0.21

0.47

1.00

1.36

1.31

0.33

2.24

-0.87

2.31

0.16

0.95

1.26

1.21

-0.71

-1.29

-1.01

-0.70

0.27

1.01

1.33

1.34

1.47

1.64

0.94

0.48

1.18

1.36

1.34

-0.76

-0.86

3.10

0.20

1.14

1.28

1.29

-0.58

-0.12

-0.77

-0.54

1.11

1.23

1.36

1.54

0.98

-0.78

-0.41

1.14

1.14

1.31

-0.55

-0.47

0.38

-0.69

1.14

1.24

1.38

0.37

0.64

-0.18

0.83

1.09

1.18

1.37

0.78

-0.24

-0.82

-0.47

1.07

1.32

1.47

2.00

0.14

-0.62

1.08

1.15

1.39

1.48

-0.65

-0.19

1.26

0.49

1.17

1.37

1.68

2.72

2.41

0.14

-0.15

1.20

1.52

1.59

-2.02

-1.46

0.37

0.98

1.10

1.44

1.50

-0.25

-0.81

-1.73

-0.47

1.14

1.57

1.71

2.53

1.60

0.50

0.80

1.13

1.78

1.60

0.07

-3.04

-0.22

1.18

1.22

1.35

1.49

-0.02

-0.95

1.28

-2.22

1.15

1.11

1.53

0.03

2.38

-1.22

-1.64

Start with GUESSes, in cells AB17-AE17, the

1.17

1.09

1.46

-0.40

-1.16

0.24

-0.19

1.20

1.35

1.61

1.87

-0.05

0.28

2.18

Stare at the chart to pick your GUESSes

(We'll use Newton's method to FIND eigenvalues

1.31

1.25

1.54

-0.24

-1.24

1.52

-0.67

1.31

1.20

1.56

-0.83

1.19

-0.14

-0.41

1.30

0.96

1.37

-1.47

-1.51

-0.31

-1.80

1.29

0.99

1.27

-0.50

-2.18

-0.38

0.25

1.25

1.04

1.41

-0.67

3.51

-0.74

0.48

1.21

1.04

1.39

0.09

-0.34

-0.73

0.01

1.20

1.02

1.32

-1.48

-0.69

-0.17

-0.26

1.32

1.07

1.51

2.23

2.03

1.57

0.51

1.33

1.12

1.54

0.07

0.13

-0.03

0.42

1.31

1.27

1.61

-0.08

0.43

-0.44

1.18

1.25

1.26

1.49

-1.66

-0.86

-0.96

-0.12

1.21

1.09

1.35

-0.94

-1.25

-0.76

-1.22

1.19

0.85

1.20

-1.33

-0.95

-0.50

-1.99

1.19

0.82

1.23

-0.38

1.14

-0.13

-0.35

1.13

1.00

1.34

0.76

0.86

-1.00

1.97

1.19

0.98

1.38

0.59

0.23

0.77

-0.22

1.18

1.03

1.35

-1.13

-0.39

-0.27

0.46

1.26

1.08

1.37

0.52

-0.78

1.02

0.41

1.33

1.23

1.43

-0.49

0.25

0.97

1.28

1.22

1.31

1.31

-2.35

-1.21

-1.68

0.55

1.22

1.28

1.29

-0.26

-0.28

-0.16

-0.23

1.25

1.10

1.25

-0.96

0.60

0.30

-1.29

1.13

0.95

1.19

1.50

-1.12

-2.02

-1.19

1.09

0.99

1.18

-1.00

0.15

-0.69

0.35

0.98

0.81

1.00

-2.64

-1.00

-1.99

-1.72

next EigenGuess =

eigenGUESSes
0.40

Note:

1.04

0.69

1.05

0.28

1.89

0.86

1.08

0.84

1.16

1.00

0.64

0.59

-1.34
1.92

1.08

0.78

1.07

-1.46

-0.95

-0.08

-0.66

1.06

0.77

1.02

-0.79

-0.76

-0.57

-0.14

1.06

0.72

1.02

0.61

-0.03

-0.10

-0.54

1.09

0.72

1.05

0.80

0.14

0.35

-0.05

1.10

0.77

1.14

2.17

0.44

-0.02

0.65

1.14

0.77

1.12

-0.44

-0.38

0.60

-0.07

1.13

0.78

1.14

0.01

0.32

-0.40

0.16

1.12

0.81

1.16

-0.19

0.21

-0.32

0.35

1.19

0.90

1.22

0.50

-0.01

1.07

1.02

1.16

0.90

1.23

0.14

0.37

-0.69

-0.05

1.16

0.94

1.22

-0.46

-0.52

-0.16

0.38

1.15

0.95

1.21

-0.25

-0.19

-0.22

0.12

1.31

1.19

1.36

1.20

0.51

2.27

2.25

1.30

1.10

1.38

1.16

0.04

-0.24

-0.65

1.35

1.08

1.36

-0.47

-0.40

0.58

-0.21

1.33

1.06

1.30

-0.97

-0.58

-0.40

-0.18

1.36

1.06

1.31

-0.35

0.37

0.27

0.02

1.40

1.03

1.33

0.49

-0.02

0.27

-0.31

1.43

1.06

1.39

0.61

0.73

0.34

0.23

1.49

0.98

1.39

0.30

-0.07

0.62

-0.69

1.50

0.95

1.36

-0.28

-0.39

-0.12

-0.29

1.57

0.98

1.40

0.36

0.06

0.73

0.25

1.60

0.88

1.38

0.16

0.05

0.18

-0.86

1.67

0.90

1.44

0.45

0.55

0.70

0.12

1.67

0.93

1.47

0.48

-0.08

-0.15

0.33

1.68

0.86

1.43

-0.22

-0.20

-0.03

-0.75

2.08

0.84

1.46

-0.36

-0.39

4.12

-0.18

1.96

0.69

1.38

0.28

-0.39

-1.23

-1.61

1.87

0.63

1.36

-0.02

0.36

-0.95

-0.86

1.85

0.76

1.43

0.04

0.15

-0.33

1.83

1.90

0.81

1.43

-0.72

-0.37

0.26

0.70

1.94

0.88

1.48

-0.14

0.22

0.25

0.74

1.99

0.83

1.48

-0.45

0.58

0.30

-0.54

2.11

0.74

1.44

0.04

-0.57

0.96

-0.97

1.86

0.67

1.37

0.03

-0.06

-2.29

-0.97

1.93

0.54

1.37

0.70

0.65

0.56

-1.71

1.87

0.48

1.30

-0.24

-0.53

-0.74

-1.05

2.09

0.60

1.41

-1.03

0.62

2.00

2.17

1.99

0.51

1.33

0.09

-0.42

-1.05

-1.35

2.04

0.53

1.38

0.77

0.06

0.31

0.42

2.11

0.57

1.37

-0.15

-1.03

0.51

0.68

2.05

0.68

1.40

-0.21

-0.56

-0.69

1.71

1.95

0.64

1.35

-0.23

-0.35

-1.09

-0.54

eigenINCREMENT =

eigenMatrix
0.47
-0.80

0.16
0.11

0.27
0.20

0.60
0.020
0.47

0.47
0.60

0.16
0.11

0.27
0.20

0.11

-0.80

0.24

0.16

0.11

0.60

0.24

0.20

0.24

-0.80

EigenGuess =
Determinant =
0.47

0.015

0.12
0.40
0.03

0.27

0.20

0.24

0.60

1.796

0.48

0.47

0.16

0.27

0.52

0.0483

0.47
0.010

0.11
0.48

0.20
0.24

0.00

0.16

0.48
0.11

0.16

0.27

-0.80

0.11

0.20

0.27

0.20

0.24

0.48

0.11

-0.80

0.24

0.005
0.36

0.47

0.16

0.27

0.64

0.24
1.796

-0.80

0.47
0.16

0.36
0.11

0.11
0.36

0.20
0.24

0.00

0.20
EigenGuess =
Determinant =

D = 0.0483

0.0485

D' = 1.234

0.000

0.0
0.27

0.24
next EigenGuess =

eigenGUESSes
0.80

1.00
Eigenvalues

sum-of-Eigenvalues =
sum-of-Squares =

1.70
0.405
0.871
0.928
1.796
4.00
5.01

Start with GUESSes, in cells AB17-AE17, then click the FIND button.
Stare at the chart to pick your GUESSes
(We'll use Newton's method to FIND eigenvalues so pray!)

0.2
0.200.3

0.4 0.24
0.5 0.6

0.70.36
0.8

0.9

0.47

0.16

0.27

0.76

0.47

0.24

0.11

0.20

0.00

0.16

0.11

0.24

0.24

0.27
-0.010

0.20

0.24

0.24

0.12

0.47

0.16

0.27

0.88

0.47

0.12

0.11

0.20

0.00

0.16

0.11

0.12

0.24

0.27

-0.005

1.757

0.1

-0.015

0.20

0.24

0.12

0.00

0.47

0.16

0.27

1.00

0.47

0.00

0.11

0.20

0.00

0.16

0.11

0.00

0.24

0.27

0.20

0.24

0.00

-0.12
0.47

0.47
-0.12

0.16
0.11

0.27
0.20

0.16
0.27

0.11
0.20

-0.12
0.24

0.24
-0.12

-0.24

0.47

0.16

0.27

1.24

0.47

-0.24

0.11

0.20

-0.05

0.16

0.11

-0.24

0.24

0.27

0.20

0.24

-0.24

-0.36

0.47

0.16

0.27

1.36

0.47

-0.36

0.11

0.20

-0.08

0.16

0.11

-0.36

0.24

0.27

0.20

0.24

-0.36

-0.48

0.47

0.16

0.27

1.48

0.47

-0.48

0.11

0.20

-0.10

0.16

0.11

-0.48

0.24

0.27

0.20

0.24

-0.48

-0.60

0.47

0.16

0.27

1.60

0.47

-0.60

0.11

0.20

-0.09

0.16

0.11

-0.60

0.24

0.27

0.20

0.24

-0.60

-0.72

0.47

0.16

0.27

1.72

0.47

-0.72

0.11

0.20

-0.03

0.16

0.11

-0.72

0.24

0.27

0.20

0.24

-0.72

-0.84

0.47

0.16

0.27

1.84

0.47

-0.84

0.11

0.20

0.11

0.16

0.11

-0.84

0.24

0.27

0.20

0.24

-0.84

-0.96

0.47

0.16

0.27

-0.020

1.12
-0.02

1.96

1.0

0.47

-0.96

0.11

0.20

0.16

0.11

-0.96

0.24

0.27

0.20

0.24

-0.96

0.36

eigenSTART =

1.0

0.4

Comparison Comparison

0.4

0.033

0.52

0.001

^DJI
8952.02

Growth
1.00

0.64

-0.004

8883.29

0.99

13

0.76

0.001

7539.07

0.84

17

0.88

0.004

7842.62

0.88

21

-0.002

25

1.12

-0.019

8592.1
9116.55

0.96
1.02

29

1.24

-0.047

9181.43

1.03

33

1.36

-0.076

9358.83

1.05

37

1.48

-0.095

41

1.6

-0.086

9306.58
9786.16

1.04
1.09

1.1
45

1.2 1.72
1.3

10789.04

1.21

49

1.84

1.4

1.5
1.6
-0.027

0.110

1.7

1.8

1.9

2.0

2.1

10559.74

1.18

53

1.96

0.356

10970.8

1.23

10655.15

1.19

10829.28

1.21

10336.95

1.15

10729.86

1.20

10877.81

1.22

11497.12

1.28

10940.53

1.22

10128.31

1.13

10921.92

1.22

10733.91

1.20

10522.33
10447.89

1.18
1.17

10521.98
11215.1

1.18
1.25

10650.92

1.19

10971.14

1.23

10414.49

1.16

10787.99

1.21

10887.36

1.22

10495.28

1.17

9878.78

1.10

10734.97

1.20

10911.94

1.22

10502.4

1.17

10522.81

1.18

9949.75

1.11

8847.56

0.99

9075.14

1.01

9851.56

1.10

10021.57

1.12

9920

1.11

10106.13

1.13

10403.94

1.16

9946.22

1.11

9925.25

1.11

9243.26

1.03

8736.59

0.98

8663.5

0.97

7591.93

0.85

Note:
Pick an eigenSTART and an eigenINCREMENT to get a chart

8397.03

0.94

8896.09

0.99

8341.63

0.93

8053.81

0.90

7891.08

0.88

7992.13

0.89

8480.09

0.95

8850.26

0.99

8985.44

1.00

9233.8

1.03

9415.82

1.05

9275.06

1.04

9801.12

1.09

9782.46

1.09

10453.92

1.17

10488.07

1.17

10583.92

1.18

10357.7

1.16

10225.57

1.14

10188.45

1.14

10435.48

1.17

10139.71

1.13

10173.92

1.14

10080.27

1.13

10027.47

1.12

10428.02

1.16

10783.01

1.20

10489.94

1.17

10766.23

1.20

10503.76

1.17

10192.51

1.14

10467.48

1.17

10274.97

1.15

10640.91

1.19

10481.6

1.17

10568.7

1.18

10440.07

1.17

10805.87

1.21

10717.5

1.20

10864.86

1.21

10993.41

1.23

11109.32

1.24

11367.14

1.27

11168.31

1.25

10816.91

1.21