4 Stock Regressions

Standard Correlation
Deviation with SPY

Using Actual returns
SPY
4.5%
100%
IBM
6.6%
62%
MSFT
7.0%
65%
C
14.9%
68%
Beta
vs SPY
Annualized
Return
1.00
0.92
1.01
2.25
Using Randomized returns

SPY
4.0%
100%
IBM
5.1%
60%
MSFT
6.4%
63%
C
14.1%
60%
???
???
14.4%
0.1%
2.6%
-5.1%
Dates
SPY
23-Aug-02
75.83
3-Sep-02
67.88
1-Oct-02
73.46
1-Nov-02
77.99
2-Dec-02
73.58
2-Jan-03
71.77
3-Feb-03
70.81
3-Mar-03
70.96
-20%
-15% 76.96
-10%
1-Apr-03
$4.50
Growth of $1.00 : using Randomized Returns
$4.00
Stock Prices:
IBM
6.5%
10.2%
-8.7%
-8.7%
1.00
0.77
1.01
2.14
3631
SPY
IBM
$3.50 MSFT
C
$3.00 10% SPY + 30% IBM + 30% MSFT + 30% C
$2.50
$2.00
1-May-03
81.18
2-Jun-03
82.05
1-Jul-03
83.52
1-Aug-03
85.25
2-Sep-03
84.32
1-Oct-03
88.83
3-Nov-03
MSFT
89.80
1-Dec-03
94.32
2-Jan-04
96.18
2-Feb-04
97.49
1-Mar-04
96.20
1-Apr-04
94.38
3-May-04
95.99
1-Jun-04
97.77
1-Jul-04
94.62
2-Aug-04
-20%
-15% 94.85
-10%
1-Sep-04
95.80
$1.50
1-Oct-04
97.04
1-Nov-04
101.36
1-Dec-04
104.41
3-Jan-05
102.07
$0.50
1-Feb-05
C
1-Mar-05
104.20
$0.00
1-Apr-05
100.38
2-May-05
103.61
1-Jun-05
103.77
$1.00
10
20
30
40
50
60
Enter your Allocations

SPY
IBM
MSFT
10%
30%
30%
70
80
90
100
C
30%
110
120
1-Jul-05
107.74
1-Aug-05
106.73
1-Sep-05
107.59
3-Oct-05
-20%
Notes:
On the "assets" sheet, type in Yahoo symbols
then click the DOWNLOAD button.
On this sheet, press F9 to get a rearrangement of monthly returns
and the resultant Ratios, above.
102.30
-15%
105.04
-10%
1-Nov-05
109.66
1-Dec-05
109.45
3-Jan-06
112.08
1-Feb-06
112.72
1-Mar-06
114.58
3-Apr-06
116.03
1-May-06
112.53
1-Jun-06
112.83
3-Jul-06
113.33
1-Aug-06
115.81
1-Sep-06
118.93
2-Oct-06
122.68
1-Nov-06
125.12
1-Dec-06
126.79
3-Jan-07
128.70
1-Feb-07
126.18
1-Mar-07
127.64
2-Apr-07
133.29
1-May-07
137.81
1-Jun-07
135.80
2-Jul-07
131.55
1-Aug-07
133.23
4-Sep-07
138.39
1-Oct-07
140.27
1-Nov-07
134.84
3-Dec-07
133.32
2-Jan-08
125.26
1-Feb-08
122.02
3-Mar-08
120.93
1-Apr-08
126.69
1-May-08
128.61
2-Jun-08
117.86
1-Jul-08
116.80
1-Aug-08
118.61
2-Sep-08
107.44
1-Oct-08
89.69
3-Nov-08
83.45
1-Dec-08
84.26
2-Jan-09
77.34
2-Feb-09
69.03
2-Mar-09
74.79
1-Apr-09
82.21
1-May-09
87.02
1-Jun-09
86.96
1-Jul-09
93.45
3-Aug-09
96.90
1-Sep-09
100.34
1-Oct-09
98.41
2-Nov-09
104.47
1-Dec-09
106.47
4-Jan-10
102.60
1-Feb-10
105.80
1-Mar-10
111.78
1-Apr-10
113.51
3-May-10
104.49
1-Jun-10
99.08
1-Jul-10
105.85
2-Aug-10
101.09
1-Sep-10
110.14
1-Oct-10
114.35
1-Nov-10
114.35
1-Dec-10
122.00
3-Jan-11
124.84
1-Feb-11
129.18
1-Mar-11
129.19
1-Apr-11
132.93
2-May-11
131.44
1-Jun-11
129.22
1-Jul-11
126.64
1-Aug-11
119.68
1-Sep-11
111.37
3-Oct-11
123.52
1-Nov-11
123.02
1-Dec-11
124.31
3-Jan-12
130.07
1-Feb-12
135.72
1-Mar-12
140.08
2-Apr-12
139.15
1-May-12
130.79
1-Jun-12
136.10
2-Jul-12
137.71
1-Aug-12
141.76
Stock Prices:
Stock Returns
IBM
MSFT
65.60
18.77
255.86
50.75
30%
16.73
68.70
20.45
40%
Randomized Returns
SPY
IBM
231.64
-10.5%
-22.6%
290.08
8.2%
35.4%
IBM
MSFT
22.06
305.23
6.2%
10.3%
67.57
19.77
276.26
-5.7%
-10.8%
68.18
18.15
271.20
-2.5%
-15%
0.9% -5%
-10%
68.09
18.18
263.22
-1.3%
-0.1%
10%
68.51
0%
-5%74.170%
SPY
IBM
10%-10.9%
-9.5%
-1.3%
-4.8%
22.2%
25.2%
2.0%
-0.1%
5.2%
2.1%
-0.7%
-9.5%
5.0%
2.4%
5% 7.9%
75.78
20%
-20%
15%
-10.4%
0%
-8.2%
0%
0.2%
-5%
18.57
271.98
0.2%
0.6%
2.1%
5%
19.62 10%
15%
309.88
8.5%
8.3%
-10% 5.7%
77.05
-10%
18.88
325.51
5.5%
3.9%
-3.8%
72.20
19.67
339.64
1.1%
-6.3%
-15% 4.2%
71.11
-20%
20.26
358.28
1.8%
-1.5%
71.92
20.35
346.69
2.1%
1.1%
77.46
-1.1%
7.7%
78.47
21.33
363.96
y = 0.92x + 0.01
20.17
381.88
5.3%
30%
79.54
19.84
378.90
81.42
21.12
391.07
-30%
25%
5%
-1.8%
10%
-2.6%
6.7%
-2.9%
-1.3%
-4.8%
0.8%
15%
3.3%
0.4%
13.9%
2.1%
1.1%
5.0%
2.4%
-1.1%
y4.3%
= 0.77x - 0.01 -2.5%
5.5%
3.9%
0.9%
3.0%
0.4%
-3.2%
1.2%
1.4%
4.8%
5.0%
1.2%
1.4%
1.3%
-5.4%
4.9%
-0.9%
1.1%
1.1%
MSFT
1.4%
20%-1.6%
-0.8%
3.0%
4.6%
5.0%
2.4%
6.5%
3.2%
1.2%
1.4%
2.8%
5.3%
1.3%
1.6%
1.2%
0.2%
-6.1%
2.9%
0.2%
0.6%
4.8%
-6.2%
2.0%
-0.1%
-20%
-25%
1.0%
87.18
21.33
401.91
2.0%
7.1%
15%1.0%
20%
84.91
20.47
408.24
1.4%
-2.6%
-4.0%
80.81
15%
19.23
419.94
-1.3%
-4.8%
77.58
20.16
393.87
-1.9%
-4.0%
78.11
10%
20.24
380.27
1.7%
0.7%
0.4%
-3.5%
3.6%
1.3%
77.72
5%
22.03
380.85
1.9%
-0.5%
0.2%
5.0%
2.4%
76.77
21.98
364.41
-10%
-1.2% -5%
0%8.8%
0%
-0.2%
5.3%
1.3%
384.99
15%
0.2%
-2.5%
-5%-3.9%
5.6%
3.9%
1.0%
-5%
75.76
21.12 10%
5%
21.40
364.66
1.0%
1.2%
1.3%
-5.3%
1.3%
4.7%
79.30
21.64
370.10
1.3%
4.7%
1.1%
-1.2%
83.43
23.12
373.27
4.5%
5.2%
6.8%
1.5%
-3.2%
y = 1.01x - 0.01
0.9%
-2.0%
-15%
87.27
23.04
401.88
y = 1.01x +
0.00
22.66
409.13
3.0%
4.6%
-0.3%
7.7%
6.8%
4.0%
82.70
-20%
-2.2%
-5.2%
-1.6%
-20%
1.8%
1.9%
3.6%
82.12
21.77
401.60
2.1%
-0.7%
-3.9%
-1.8%
-1.9%
-16.4%
80%
81.05
20.91
378.20
-1.8%
-1.3%
80%-4.0%
-5.8%
-1.3%
-4.8%
67.75
21.89
398.93
-1.9%
-16.4%
4.7%
5.5%
1.3%
5.8%
67.19
22.39
400.21
3.2%
-0.8%
2.3%
0.3%
3.6%
1.3%
65.99
21.56
392.73
0.2%
-1.8%
-3.7%
-1.9%
-0.7%
-0.8%
74.22
22.23
373.24
3.8%
12.5%
3.1%
-5.0%
1.0%
-2.2%
71.87
20%
23.83
375.55
-0.9%
-3.2%
20%7.2%
0.6%
1.1%
-6.3%
71.51
22.40
390.57
0.8%
-0.5%
-6.0%
4.0%
6.2%
5.2%
0%
72.99
22.37
392.80
-2.4%
2.1%
0%-0.1%
0%
0.6%
-3.0%
-2.6%
7.1%
0.6%
-1.1%
-5.5%
0.0%
-8.2%
8.9%
7.6%
-4.0%
-5.7%
-10.8%
0.6%
-0.1%
y = 2.14x - 0.02
1.9%
0.3%
-1.7%
0%
-5%74.830%
-10%
60%
40%
-5%
0%
79.44
-20%
5%
24.16
10%
15%
420.63
-20%
-20%
-15%
-3.2%
-15%
4.4%
-10%
8.8%
10%
5%
-10%
-15%
60%
40%
-5%
8.0%
-20%
73.46
22.83
420.46
-0.2%
-7.5%
72.65
24.57
403.56
2.4%
-1.1%
71.88
23.54
406.04
0.6%
-1.1%
-4.2%
73.88
-60%
23.83
413.57
1.7%
2.8%
-60%1.2%
73.77
21.15
441.92
1.3%
-0.1%
-80%
71.84
-3.0%
-2.6%
69.07
19.92
y = 2.25x436.17
- 0.02
20.49
426.88
0.3%
69.60
21.16
427.41
0.4%
73.09
22.68
441.05
2.2%
-40%
5%
-40%
-11.2%
5%
10%
-4.3%
10%
15%
15%
-6.0%
-3.9%
6.9%
1.1%
1.4%
-80%-5.8%
-1.3%
-1.1%
-0.5%
-3.9%
2.9%
-2.1%
5.0%
2.4%
0.8%
3.3%
0.1%
-5.2%
-1.4%
5.0%
7.2%
3.2%
1.0%
-2.2%
73.97
24.14
443.91
2.7%
1.2%
6.4%
0.6%
6.7%
3.7%
83.35
25.34
448.29
3.2%
12.7%
5.0%
1.0%
-1.9%
-16.4%
83.24
26.00
447.57
2.0%
-0.1%
2.6%
-0.2%
-0.2%
-7.5%
87.98
26.44
502.72
1.3%
5.7%
1.7%
12.3%
5.9%
3.5%
89.79
27.33
497.57
1.5%
2.1%
3.4%
-1.0%
3.2%
6.1%
84.42
25.03
459.11
-2.0%
-6.0%
-8.4%
-7.7%
0.0%
-1.1%
85.62
24.77
467.95
1.2%
1.4%
-1.0%
1.9%
6.2%
5.2%
92.84
26.61
488.73
4.4%
8.4%
7.4%
4.4%
1.3%
5.7%
97.21
27.36
501.65
3.4%
4.7%
2.8%
2.6%
3.4%
4.7%
95.98
26.27
472.19
-1.5%
-1.3%
-4.0%
-5.9%
1.5%
0.6%
100.90
25.85
428.74
-3.1%
5.1%
-1.6%
-9.2%
-7.9%
-2.4%
106.78
25.70
436.62
1.3%
5.8%
-0.6%
1.8%
1.3%
-0.1%
107.80
26.36
434.67
3.9%
1.0%
2.6%
-0.4%
1.3%
5.7%
106.26
32.93
390.24
1.4%
-1.4%
24.9%
-10.2%
-0.9%
1.1%
96.59
30.16
314.19
-3.9%
-9.1%
-8.4%
-19.5%
-3.9%
-9.1%
99.27
31.96
277.77
-1.1%
2.8%
6.0%
-11.6%
-0.1%
-1.7%
98.36
29.26
268.88
-6.0%
-0.9%
-8.4%
-3.2%
-0.9%
-3.2%
104.96
24.51
226.31
-2.6%
6.7%
-16.2%
-15.8%
0.2%
-2.5%
106.14
25.57
204.45
-0.9%
1.1%
4.3%
-9.7%
3.7%
0.6%
111.27
25.70
241.20
4.8%
4.8%
0.5%
18.0%
-10.7%
1.0%
119.80
25.61
211.61
1.5%
7.7%
-0.4%
-12.3%
1.2%
0.2%
109.72
24.88
162.02
-8.4%
-8.4%
-2.9%
-23.4%
4.4%
8.4%
118.46
23.26
183.81
-0.9%
8.0%
-6.5%
13.4%
1.2%
1.4%
113.12
24.78
186.76
1.5%
-4.5%
6.5%
1.6%
1.5%
-4.5%
108.68
24.24
201.71
-9.4%
-3.9%
-2.2%
8.0%
3.5%
0.3%
86.39
20.28
135.93
-16.5%
-20.5%
-16.3%
-32.6%
2.1%
1.1%
76.25
18.48
82.55
-7.0%
-11.7%
-8.9%
-39.3%
0.4%
0.8%
78.64
17.77
66.82
1.0%
3.1%
-3.8%
-19.1%
1.3%
-0.1%
85.64
15.63
35.43
-8.2%
8.9%
-12.0%
-47.0%
6.8%
4.0%
86.46
14.87
14.97
-10.7%
1.0%
-4.9%
-57.7%
5.5%
3.9%
91.03
16.91
25.25
8.3%
5.3%
13.7%
68.7%
-5.7%
-10.8%
96.97
18.65
30.44
9.9%
6.5%
10.3%
20.6%
8.5%
8.3%
100.37
19.35
37.13
5.9%
3.5%
3.8%
22.0%
-0.2%
-7.5%
98.62
22.02
29.65
-0.1%
-1.7%
13.8%
-20.1%
4.5%
5.2%
111.38
21.79
31.64
7.5%
12.9%
-1.0%
6.7%
-1.9%
-16.4%
112.01
22.96
49.91
3.7%
0.6%
5.4%
57.7%
2.9%
4.6%
113.49
23.96
48.31
3.6%
1.3%
4.4%
-3.2%
-3.0%
-2.6%
114.44
25.83
40.82
-1.9%
0.8%
7.8%
-15.5%
5.0%
2.4%
120.42
27.52
41.02
6.2%
5.2%
6.5%
0.5%
2.1%
1.1%
124.76
28.52
33.04
1.9%
3.6%
3.6%
-19.5%
-3.0%
-2.6%
116.65
26.37
33.14
-3.6%
-6.5%
-7.5%
0.3%
3.8%
7.0%
121.74
26.95
33.94
3.1%
4.4%
2.2%
2.4%
-5.5%
-5.1%
122.78
27.53
40.43
5.7%
0.9%
2.2%
19.1%
0.8%
-0.5%
123.50
28.71
43.62
1.5%
0.6%
4.3%
7.9%
3.7%
0.6%
120.53
24.36
39.53
-7.9%
-2.4%
-15.2%
-9.4%
2.1%
1.1%
118.82
21.73
37.53
-5.2%
-1.4%
-10.8%
-5.1%
2.7%
1.2%
123.55
24.37
40.92
6.8%
4.0%
12.1%
9.0%
6.7%
3.7%
119.07
22.28
37.03
-4.5%
-3.6%
-8.6%
-9.5%
-2.5%
0.9%
129.72
23.25
39.03
9.0%
8.9%
4.4%
5.4%
6.2%
5.2%
138.86
25.32
41.62
3.8%
7.0%
8.9%
6.6%
-4.5%
-3.6%
137.40
24.13
41.92
0.0%
-1.1%
-4.7%
0.7%
-1.8%
-1.3%
142.55
26.66
47.21
6.7%
3.7%
10.5%
12.6%
-2.0%
6.0%
157.35
26.49
48.11
2.3%
10.4%
-0.6%
1.9%
4.3%
2.5%
157.86
25.54
46.71
3.5%
0.3%
-3.6%
-2.9%
1.9%
3.6%
159.02
24.39
44.12
0.0%
0.7%
-4.5%
-5.5%
1.1%
1.4%
166.34
24.90
45.82
2.9%
4.6%
2.1%
3.9%
1.4%
-2.6%
165.47
24.19
41.08
-1.1%
-0.5%
-2.9%
-10.3%
4.3%
2.5%
168.04
25.14
41.57
-1.7%
1.6%
3.9%
1.2%
6.8%
4.0%
178.13
26.50
38.29
-2.0%
6.0%
5.4%
-7.9%
3.7%
0.6%
169.12
25.89
31.01
-5.5%
-5.1%
-2.3%
-19.0%
-2.0%
6.0%
172.04
24.22
25.59
-6.9%
1.7%
-6.5%
-17.5%
0.3%
-3.9%
181.64
25.92
31.55
10.9%
5.6%
7.0%
23.3%
-0.9%
-3.2%
185.70
25.08
27.45
-0.4%
2.2%
-3.2%
-13.0%
-1.3%
-4.8%
181.63
25.45
26.28
1.0%
-2.2%
1.5%
-4.3%
1.0%
-2.2%
190.24
28.95
30.69
4.6%
4.7%
13.8%
16.8%
0.0%
0.7%
195.08
31.33
33.30
4.3%
2.5%
8.2%
8.5%
4.8%
4.8%
206.90
31.84
36.53
3.2%
6.1%
1.6%
9.7%
9.0%
8.9%
205.34
31.60
33.02
-0.7%
-0.8%
-0.8%
-9.6%
5.3%
1.3%
192.08
29.00
26.50
-6.0%
-6.5%
-8.2%
-19.7%
5.5%
3.9%
194.75
30.39
27.40
4.1%
1.4%
4.8%
3.4%
8.5%
8.3%
195.15
29.28
27.12
1.2%
0.2%
-3.7%
-1.0%
-16.5%
-20.5%
198.65
30.80
30.73
2.9%
1.8%
5.2%
13.3%
10.9%
5.6%
zed Returns
Portfolio Allocations
Randomized Returns
MSFT
SPY
IBM
MSFT
$1.00
$1.00
$1.00
$1.00
10% SPY + 30% IBM + 30% MSFT + 30% C

$1.00
-6.1%
2.9%
$0.99
$0.95
$0.94
$1.03
$0.97
2.6%
-0.2%
$1.01
$0.95
$0.96
$1.03
$0.98
-3.9%
-1.8%
$1.03
$0.94
$0.93
$1.01
$0.97
6.5%
3.2%
$1.08
$0.97
$0.99
$1.04
$1.01
-16.2%
-15.8%
$1.05
$1.03
$0.83
$0.88
$0.93
-6.1%
2.9%
$1.04
$0.98
$0.78
$0.90
$0.90
3.3%
0.1%
$1.04
$0.99
$0.80
$0.90
$0.92
0.4%
-3.2%
$1.06
$1.00
$0.80
$0.87
$0.91
7.6%
-4.0%
$1.09
$0.99
$0.87
$0.84
$0.92
-8.2%
-1.8%
$1.06
$1.00
$0.80
$0.82
$0.89
2.6%
-0.4%
$1.10
$1.01
$0.82
$0.82
$0.91
-1.0%
1.9%
$1.12
$1.02
$0.81
$0.83
$0.91
-1.0%
1.9%
$1.13
$1.04
$0.80
$0.85
$0.92
4.3%
-9.7%
$1.12
$1.05
$0.83
$0.77
$0.91
-0.3%
7.7%
$1.15
$1.10
$0.83
$0.83
$0.94
-1.0%
1.9%
$1.17
$1.11
$0.82
$0.84
$0.95
-5.4%
4.9%
$1.23
$1.13
$0.78
$0.88
$0.96
-3.7%
-1.0%
$1.24
$1.13
$0.75
$0.88
$0.95
2.1%
3.3%
$1.25
$1.14
$0.76
$0.90
$0.96
2.6%
-0.2%
$1.27
$1.13
$0.78
$0.90
$0.97
4.4%
-3.2%
$1.32
$1.15
$0.82
$0.87
$0.98
6.5%
3.2%
$1.38
$1.18
$0.87
$0.90
$1.02
-5.4%
4.9%
$1.46
$1.19
$0.82
$0.95
$1.03
2.6%
-0.4%
$1.51
$1.20
$0.85
$0.94
$1.04
1.1%
1.5%
$1.53
$1.26
$0.85
$0.96
$1.07
-0.2%
-4.3%
$1.48
$1.24
$0.85
$0.92
$1.05
-8.4%
-7.7%
$1.45
$1.17
$0.78
$0.84
$0.98
12.1%
9.0%
$1.55
$1.22
$0.88
$0.92
$1.06
3.6%
-19.5%
$1.58
$1.26
$0.91
$0.74
$1.02
4.7%
5.5%
$1.55
$1.05
$0.95
$0.78
$1.00
-6.1%
2.9%
$1.53
$1.00
$0.89
$0.80
$0.97
-0.6%
1.8%
$1.55
$1.06
$0.89
$0.82
$0.99
4.4%
-3.2%
$1.61
$1.07
$0.93
$0.79
$1.01
-0.8%
-9.6%
$1.60
$1.07
$0.92
$0.72
$0.97
1.5%
-4.3%
$1.61
$1.04
$0.93
$0.69
$0.96
4.2%
4.3%
$1.63
$0.98
$0.97
$0.72
$0.97
6.5%
0.5%
$1.73
$1.03
$1.04
$0.72
$1.01
-5.8%
-1.3%
$1.68
$1.00
$0.98
$0.71
$0.97
-4.2%
0.6%
$1.69
$0.99
$0.93
$0.71
$0.96
-12.0%
-47.0%
$1.55
$1.08
$0.82
$0.38
$0.81
-10.4%
-9.5%
$1.46
$0.96
$0.74
$0.34
$0.73
13.8%
-20.1%
$1.46
$0.95
$0.84
$0.27
$0.71
2.9%
-2.1%
$1.46
$0.91
$0.86
$0.27
$0.71
-1.6%
-0.8%
$1.48
$0.92
$0.85
$0.27
$0.70
-2.9%
-10.3%
$1.46
$0.92
$0.82
$0.24
$0.67
6.5%
3.2%
$1.54
$0.94
$0.88
$0.25
$0.70
-10.8%
-5.1%
$1.46
$0.92
$0.78
$0.23
$0.66
1.5%
-4.3%
$1.47
$0.90
$0.79
$0.22
$0.65
10.5%
12.6%
$1.57
$0.94
$0.88
$0.25
$0.71
4.7%
5.5%
$1.54
$0.78
$0.92
$0.27
$0.70
-5.5%
0.0%
$1.54
$0.73
$0.87
$0.27
$0.67
3.8%
22.0%
$1.63
$0.75
$0.90
$0.32
$0.73
1.6%
9.7%
$1.68
$0.80
$0.91
$0.36
$0.77
-4.7%
0.7%
$1.68
$0.79
$0.87
$0.36
$0.76
6.5%
0.5%
$1.79
$0.83
$0.93
$0.36
$0.79
1.7%
12.3%
$1.81
$0.88
$0.94
$0.40
$0.84
2.8%
2.6%
$1.87
$0.92
$0.97
$0.41
$0.87
4.3%
7.9%
$1.90
$0.92
$1.01
$0.45
$0.90
-15.2%
-9.4%
$1.75
$0.90
$0.86
$0.41
$0.82
-11.2%
6.9%
$1.77
$0.90
$0.76
$0.43
$0.81
1.7%
12.3%
$1.79
$0.95
$0.78
$0.49
$0.86
4.3%
-9.7%
$1.78
$0.96
$0.81
$0.44
$0.85
-8.4%
-19.5%
$1.71
$0.87
$0.74
$0.35
$0.75
13.8%
-20.1%
$1.71
$0.86
$0.84
$0.28
$0.73
7.2%
0.6%
$1.69
$0.83
$0.90
$0.28
$0.74
-3.9%
5.6%
$1.70
$0.81
$0.87
$0.30
$0.74
5.4%
57.7%
$1.76
$0.82
$0.92
$0.47
$0.89
-4.9%
-57.7%
$1.57
$0.82
$0.87
$0.20
$0.71
-3.7%
-1.0%
$1.59
$0.82
$0.84
$0.20
$0.70
7.4%
4.4%
$1.66
$0.89
$0.90
$0.21
$0.75
-1.0%
1.9%
$1.68
$0.91
$0.89
$0.21
$0.76
6.5%
1.6%
$1.70
$0.87
$0.95
$0.21
$0.77
-3.6%
-2.9%
$1.76
$0.87
$0.92
$0.21
$0.75
0.4%
-3.2%
$1.80
$0.88
$0.92
$0.20
$0.75
3.3%
0.1%
$1.81
$0.89
$0.95
$0.20
$0.76
-11.2%
6.9%
$1.83
$0.88
$0.84
$0.22
$0.75
12.1%
9.0%
$1.96
$0.92
$0.95
$0.24
$0.81
-3.8%
5.0%
$2.06
$0.95
$0.91
$0.25
$0.83
-10.4%
-9.5%
$1.95
$0.85
$0.82
$0.22
$0.75
5.7%
13.9%
$2.11
$0.92
$0.86
$0.25
$0.82
-5.5%
0.0%
$2.11
$0.85
$0.81
$0.25
$0.79
6.8%
0.9%
$2.20
$0.90
$0.87
$0.26
$0.82
4.7%
5.5%
$2.16
$0.75
$0.91
$0.27
$0.80
2.1%
3.9%
$2.22
$0.78
$0.93
$0.28
$0.83
-5.8%
-1.3%
$2.15
$0.76
$0.88
$0.28
$0.80
6.5%
3.2%
$2.26
$0.78
$0.93
$0.29
$0.84
0.4%
-3.2%
$2.31
$0.79
$0.94
$0.28
$0.84
-5.8%
-1.3%
$2.24
$0.77
$0.88
$0.27
$0.81
8.9%
6.6%
$2.33
$0.82
$0.96
$0.29
$0.87
-2.3%
-19.0%
$2.20
$0.78
$0.94
$0.24
$0.79
-6.0%
4.0%
$2.22
$0.78
$0.88
$0.25
$0.79
5.4%
57.7%
$2.30
$0.78
$0.93
$0.39
$0.94
0.4%
-3.2%
$2.35
$0.79
$0.93
$0.38
$0.94
6.4%
0.6%
$2.41
$0.80
$0.99
$0.38
$0.96
10.5%
12.6%
$2.57
$0.83
$1.10
$0.43
$1.05
-8.2%
-1.8%
$2.51
$0.84
$1.01
$0.42
$1.02
6.5%
0.5%
$2.66
$0.88
$1.07
$0.42
$1.06
-8.6%
-9.5%
$2.54
$0.85
$0.98
$0.38
$0.99
-4.0%
-5.8%
$2.49
$0.84
$0.94
$0.36
$0.95
5.4%
-7.9%
$2.44
$0.89
$0.99
$0.33
$0.96
8.2%
8.5%
$2.55
$0.91
$1.08
$0.36
$1.02
3.6%
-19.5%
$2.60
$0.95
$1.11
$0.29
$0.98
-1.6%
-0.8%
$2.63
$0.96
$1.10
$0.29
$0.98
-4.0%
1.6%
$2.66
$0.93
$1.05
$0.29
$0.97
8.2%
8.5%
$2.78
$0.96
$1.14
$0.31
$1.03
12.1%
9.0%
$2.97
$1.00
$1.28
$0.34
$1.11
5.4%
57.7%
$3.08
$1.00
$1.35
$0.54
$1.33
5.4%
-7.9%
$3.02
$1.06
$1.42
$0.50
$1.34
2.9%
-2.1%
$3.03
$1.02
$1.46
$0.49
$1.33
7.2%
0.6%
$3.00
$0.99
$1.56
$0.49
$1.35
-6.1%
2.9%
$2.96
$0.94
$1.47
$0.50
$1.31
1.5%
-4.3%
$2.99
$0.92
$1.49
$0.48
$1.30
-4.5%
-5.5%
$2.99
$0.93
$1.42
$0.46
$1.26
0.5%
18.0%
$3.13
$0.97
$1.43
$0.54
$1.35
4.4%
5.4%
$3.41
$1.06
$1.49
$0.57
$1.44
-5.4%
4.9%
$3.59
$1.07
$1.41
$0.60
$1.45
-3.8%
5.0%
$3.79
$1.11
$1.36
$0.63
$1.48
5.7%
13.9%
$4.11
$1.21
$1.44
$0.71
$1.62
-16.3%
-32.6%
$3.43
$0.96
$1.20
$0.48
$1.25
7.0%
23.3%
$3.81
$1.01
$1.29
$0.59
$1.40
% MSFT + 30% C
Type in four Yahoo symbols then click the buttons (one-at-a-time).

Start Date:
End Date:
7/21/2003
7/20/2013
Select four Assets >>
121
121
Asset A = SPY
Asset B = IBM
Asset C =
MSFT
URL used = http://chart.yahoo.com/table.csv?s=SPY&a=7&b=23&c=2002&d=7&e=22&f=2012&g=m&q=q&y=0&z=SPY&x=.csv

Date
1
2
Aug 23/02
Sep 3/02
96.01
90.73
96.25
93.33
90.81
80.90
91.78
81.79
40,925,300
54,346,200
Oct 1/02
82.43
91.29
77.07
88.52
60,255,100
Nov 1/02
88.35
94.95
87.45
93.98
41,881,400
Dec 2/02
95.47
96.05
87.11
88.23
36,301,000
Jan 2/03
88.85
93.86
84.15
86.06
46,030,300
144.007
Feb 3/03
86.14
86.81
81.00
84.90
47,679,700
Mar 3/03
85.26
89.88
79.38
84.74
57,999,500
134.009
Apr 1/03
85.25
92.80
84.91
91.91
49,753,400
10
May 1/03
91.92
97.09
90.50
96.95
44,478,000
11
124.00
Jun 2/03
97.53
102.18
96.67
97.63
42,919,900
12
Jul 1/03
97.25
101.90
96.43
99.39
43,190,800
13
114.00
Aug 1/03
99.19
101.82
96.34
101.44
38,162,300
14
Sep 2/03
101.64
104.70
99.25
99.95
42,346,500
15
Oct 1/03
100.24
105.97
100.20
105.30
37,280,900
16
Nov 3/03
105.75
106.95
103.62
106.45
33,745,300
17
Dec 1/03
106.85
111.52
105.96
111.28
32,266,000
18
Jan 2/04
111.74
116.50
110.73
113.48
38,432,900
19
Feb 2/04
113.70
116.60
112.78
115.02
37,699,400
20
Mar 1/04
115.43
116.97
108.85
113.10
51,022,600
21
Apr 1/04
113.07
115.41
110.90
110.96
48,442,900
74.00
22
May 3/04
111.37
113.26
108.06
112.86
50,222,500
23
Jun 1/04
112.46
114.94
111.87
114.53
36,862,400
64.00
24
Jul 1/04
114.25
114.40
108.21
110.84
47,438,100
25
Aug 2/04
110.19
111.63
106.59
111.11
43,955,300
26
Sep 1/04
110.95
113.74
110.41
111.76
39,734,600
27
Oct 1/04
112.26
114.68
109.35
113.20
52,042,400
28
Nov 1/04
113.56
119.14
113.20
117.89
48,346,900
29
Dec 1/04
118.16
121.66
117.73
120.87
42,628,100
30
Jan 3/05
121.56
121.76
116.37
118.16
61,837,200
31
Feb 1/05
118.25
121.67
118.10
120.63
57,631,000
32
Mar 1/05
120.82
123.25
116.25
117.96
63,414,700
33
Apr 1/05
118.63
119.26
113.55
115.75
82,729,100
34
May 2/05
116.07
120.25
114.80
119.48
65,620,200
35
Jun 1/05
119.52
121.94
118.75
119.18
52,345,900
36
Jul 1/05
119.45
124.64
118.26
123.74
61,933,200
37
Aug 1/05
123.83
124.74
120.38
122.58
61,283,000
38
Sep 1/05
122.52
124.74
120.44
123.04
63,563,200
39
Oct 3/05
122.96
123.34
116.88
120.13
88,679,300
40
Nov 1/05
120.58
127.41
120.13
125.41
59,035,200
41
Dec 1/05
126.02
128.09
124.36
124.51
53,228,200
42
Jan 3/06
125.19
129.44
124.39
127.50
65,342,300
43
Feb 1/06
127.82
130.04
125.40
128.23
64,191,500
44
Mar 1/06
128.60
131.47
127.18
129.83
61,465,300
45
Apr 3/06
130.07
131.86
128.02
131.47
71,378,000
46
May 1/06
131.47
132.80
124.76
127.51
83,621,500
47
Jun 1/06
127.38
129.43
122.34
127.28
100,820,700
48
Jul 3/06
127.43
128.14
122.39
127.85
87,044,700
SPY
154.00
5
104.00
94.00
Aug-02
84.00
Open
High
Low
Close
Volume
Aug-12
Index
49
Aug 1/06
127.34
131.04
126.28
130.64
63,385,000
50
Sep 1/06
131.14
133.99
129.35
133.58
70,582,700
51
Oct 2/06
133.54
139.00
132.65
137.79
68,846,200
52
Nov 1/06
138.22
141.16
135.62
140.53
75,526,300
53
Dec 1/06
140.53
143.24
138.97
141.62
62,910,900
54
Jan 3/07
142.25
144.13
140.25
143.75
71,109,900
55
Feb 1/07
144.15
146.42
139.00
140.93
88,004,400
56
Mar 1/07
139.34
143.81
136.75
142.00
138,477,200
57
Apr 2/07
142.16
149.80
141.48
148.29
94,608,200
58
May 1/07
148.42
153.89
147.67
153.32
119,229,300
59
Jun 1/07
153.88
154.40
148.06
150.43
176,313,600
60
Jul 2/07
150.87
155.53
145.04
145.72
205,031,000
61
Aug 1/07
145.18
150.59
137.00
147.59
277,452,000
62
Sep 4/07
147.45
154.39
144.33
152.58
163,177,900
63
Oct 1/07
152.60
157.52
148.66
154.65
177,001,000
64
Nov 1/07
153.29
153.41
140.66
148.66
271,219,900
65
Dec 3/07
148.19
152.89
143.96
146.21
170,095,700
66
Jan 2/08
146.53
146.99
126.00
137.37
307,167,300
67
Feb 1/08
137.94
139.61
131.73
133.82
220,182,200
68
Mar 3/08
133.14
135.81
126.07
131.97
281,440,600
69
Apr 1/08
133.61
140.59
132.33
138.26
191,956,700
70
May 1/08
138.38
144.30
137.52
140.35
179,255,100
71
Jun 2/08
139.83
140.89
127.04
127.98
269,879,800
72
Jul 1/08
126.52
129.16
120.02
126.83
337,891,300
73
Aug 1/08
127.12
131.51
124.76
128.79
215,877,300
74
Sep 2/08
130.03
130.71
110.53
115.99
401,587,700
75
Oct 1/08
115.27
116.69
83.58
96.83
534,504,800
76
Nov 3/08
96.78
100.86
74.34
90.09
467,397,100
77
Dec 1/08
87.51
92.43
81.86
90.24
323,359,700
78
Jan 2/09
90.44
94.45
80.05
82.83
362,760,400
79
Feb 2/09
81.57
87.74
73.81
73.93
407,663,300
80
Mar 2/09
72.52
83.30
67.10
79.52
417,157,600
81
Apr 1/09
78.53
89.02
78.33
87.42
301,163,100
82
May 1/09
87.44
93.70
86.72
92.53
272,718,800
83
Jun 1/09
93.67
96.11
88.85
91.95
240,170,100
84
Jul 1/09
92.34
99.83
87.00
98.81
204,691,000
85
Aug 3/09
99.85
104.35
98.11
102.46
196,839,300
86
Sep 1/09
101.95
108.06
99.57
105.59
192,016,100
87
Oct 1/09
103.00
110.31
101.99
103.56
218,514,000
88
Nov 2/09
104.13
111.74
103.08
109.94
179,587,000
89
Dec 1/09
110.92
113.03
109.02
111.44
135,205,600
90
Jan 4/10
112.37
115.14
107.22
107.39
211,448,400
91
Feb 1/10
108.15
111.58
104.58
110.74
243,447,400
92
Mar 1/10
111.20
118.17
111.17
117.00
176,551,500
93
Apr 1/10
117.80
122.12
117.10
118.81
197,956,600
94
May 3/10
119.38
120.68
104.38
109.37
385,590,600
95
Jun 1/10
108.35
113.20
102.88
103.22
272,280,000
96
Jul 1/10
103.15
112.29
101.13
110.27
235,498,600
97
Aug 2/10
111.99
113.18
104.29
105.31
218,904,700
98
Sep 1/10
106.73
115.79
106.66
114.13
205,845,200
99
Oct 1/10
114.99
119.76
113.18
118.49
186,276,000
100
Nov 1/10
119.07
122.95
117.59
118.49
200,838,500
101
Dec 1/10
120.20
126.20
120.19
125.75
127,907,600
102
Jan 3/11
126.71
130.35
125.70
128.68
150,478,100
103
Feb 1/11
129.46
134.69
129.38
133.15
155,864,500
104
Mar 1/11
133.57
133.69
125.28
132.59
213,912,800
105
Apr 1/11
133.41
136.57
129.51
136.43
146,399,300
106
May 2/11
137.07
137.18
131.38
134.90
166,778,000
107
Jun 1/11
134.51
134.92
126.19
131.97
224,277,400
108
Jul 1/11
132.09
135.70
127.97
129.33
207,393,800
109
Aug 1/11
130.84
130.96
110.27
122.22
406,620,800
110
Sep 1/11
122.29
123.40
111.30
113.15
308,413,100
111
Oct 3/11
112.49
129.42
107.43
125.50
283,279,500
112
Nov 1/11
122.03
128.02
116.20
124.99
254,230,300
113
Dec 1/11
124.85
127.26
120.03
125.50
187,820,700
114
Jan 3/12
127.76
133.40
126.43
131.32
152,051,600
115
Feb 1/12
132.29
138.19
132.13
137.02
154,025,800
116
Mar 1/12
137.31
141.83
134.36
140.81
145,136,500
117
Apr 2/12
140.64
142.21
135.76
139.87
157,536,800
118
May 1/12
139.79
141.66
129.55
131.47
190,924,600
119
Jun 1/12
129.41
136.27
127.14
136.10
183,662,900
120
Jul 2/12
136.48
139.34
132.60
137.71
142,158,000
121
Aug 1/12
138.70
143.09
135.58
141.76
114,415,700
122
121
121
< months
155.94
64.49
SPY
Asset D =
121
Adj Close
75.83
67.88
73.46
77.99
73.58
71.77
70.81
70.96
76.96
81.18
82.05
83.52
85.25
84.32
88.83
89.80
94.32
96.18
97.49
96.20
94.38
95.99
97.77
94.62
94.85
95.80
97.04
101.36
104.41
102.07
104.20
102.30
100.38
103.61
103.77
107.74
106.73
107.59
105.04
109.66
109.45
112.08
112.72
114.58
116.03
112.53
112.83
113.33
The first-named asset A

is the "benchmark"
115.81
118.93
122.68
125.12
126.79
128.70
126.18
127.64
133.29
137.81
135.80
131.55
133.23
138.39
140.27
134.84
133.32
125.26
122.02
120.93
126.69
128.61
117.86
116.80
118.61
107.44
89.69
83.45
84.26
77.34
69.03
74.79
82.21
87.02
86.96
93.45
96.90
100.34
98.41
104.47
106.47
102.60
105.80
111.78
113.51
104.49
99.08
105.85
101.09
110.14
114.35
114.35
122.00
124.84
129.18
129.19
132.93
131.44
129.22
126.64
119.68
111.37
123.52
123.02
124.31
130.07
135.72
140.08
139.15
130.79
136.10
137.71
141.76

4 Stock Regressions

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Copyright:

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4 Stock Regressions

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Standard Correlation

Deviation with SPY

Using Randomized returns

Enter your Allocations

10% SPY + 30% IBM + 30% MSFT + 30% C

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

Select four Assets >>

URL used = http://chart.yahoo.com/table.csv?s=SPY&a=7&b=23&c=2002&d=7&e=22&f=2012&g=m&q=q&y=0&z=SPY&x=.csv

The first-named asset A

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