s&p500

1166.36
968.75
896.24
903.25
825.88
735.09
797.87
872.81
919.14
919.32
987.48
1020.62
1057.08

Return X
-16.94%
-7.48%
0.78%
-8.57%
-10.99%
8.54%
9.39%
5.31%
0.02%
7.41%
3.36%
3.57%
Total

-5.60%

Mean

-0.47%

X-Mean
-16.48%
-7.02%
1.25%
-8.10%
-10.53%
9.01%
9.86%
5.77%
0.49%
7.88%
3.82%
4.04%

(x-mean)^2
2.71%
0.49%
0.02%
0.66%
1.11%
0.81%
0.97%
0.33%
0.00%
0.62%
0.15%
0.16%
8.04%

Variance

0.73%

0.7306%

SD

8.55%

8.55%

Calculate Average Monthly Return and Variance

CSFB
391.02
366.39
351.2
351.08
354.92
351.78
354.08
360.04
374.66
376.27
385.82
391.71
403.62

Returns X
-6.29891%
-4.14586%
-0.03417%
1.09377%
-0.88471%
0.65382%
1.68324%
4.06066%
0.42972%
2.53807%
1.52662%
3.04051%

Total

3.66277%

Mean

0.3052%

Variance

0.09%

Standard D

2.95%

X -Mean
-6.60414%
-4.45109%
-0.33940%
0.78854%
-1.18994%
0.34859%
1.37800%
3.75543%
0.12449%
2.23284%
1.22139%
2.73528%

(X-Mean)^2
0.43615%
0.19812%
0.00115%
0.00622%
0.01416%
0.00122%
0.01899%
0.14103%
0.00015%
0.04986%
0.01492%
0.07482%
0.96%

Downside Deviation
X-Mean
-6.60%
-4.45%
-0.34%
-1.19%

Downside Deviation
(X-Mean)^2
0.44%
0.20%
0.0012%
0.01%

Total

0.65%

Downside Variance
Downside SD

0.22%
4.65%

Computing Returns and Standard Deviation Of Two Asset Classes

Observation
1
2
3
4
5
6
7
8
9
10
Average Return
Sample Variance
Sample Standard deviation

Y
35.3
29.7
30.8
58.8
61.4
71.3
74.4
76.7
70.7
57.5

10.98
11.13
12.51
8.4
9.27
8.73
6.36
8.5
7.82
9.14
Mean
Variance

Asset Classes

X-XBAR

-15.86%
3.70%
90.91%
4.42%
16.12%
4.35%
3.09%
-7.82%
-18.67%

1.37%
12.40%
-32.85%
10.36%
-5.83%
-27.15%
33.65%
-8.00%
16.88%

8.92%

0.09%

-24.78%
-5.21%
81.99%
-4.49%
7.21%
-4.57%
-5.82%
-16.74%
-27.59%

Y-YBAR
1.27%
12.31%
-32.95%
10.27%
-5.92%
-27.24%
33.56%
-8.09%
16.79%
Total
Variance
SD
32.66%

(X-XBAR)^2 (Y-YBAR)^2
6.14%
0.27%
67.23%
0.20%
0.52%
0.21%
0.34%
2.80%
7.61%

0.02%
1.51%
10.85%
1.05%
0.35%
7.42%
11.26%
0.65%
2.82%

85.32%
10.67%
32.66%

35.94%
4.49%
21.20%

Distribution of Stock Prices

154
166
172
176
159
168
173
182

Classes
1
2
3
4
5

Histogram

171
157
173
164

175
177
178
170

154
168
162
174

167
172
169
182

171
177
173
164

176
158
181
171

Frequency f i

Class Boundaries
153.5 - 159.5
159.5 - 165.5
165.5 - 171.5
171.5 - 177.5
177.5 - 183.5

6
4
12
13
5
n= 40

Go to Insert

Chart

14
12
10

8
6
4

2
0
153.5 - 159.5

OR
Go to Tools Data Analysis Histogram
Raw Data Class Boundaries
Frequency
154
153.5
0
166
159.5 153.5 to 159.5
6
171
165.5 159.5 to 165.5
4
175
171.5 165.5 go 171.5
12
154
177.5 171.5 to 177.5
13
167
183.5 177.5 to 183.5
5
171
176
157
Percentile
167
165.5
172
171
176
174.25
157
177

159.5 - 165.5

165.5 - 171.5

171.5 - 177.5

Bin
Frequency Cumulative %
153.5
0
0.00%
159.5
6
15.00%
165.5
4
25.00%
171.5
12
55.00%
177.5
13
87.50%
183.5
5
100.00%
More
0
100.00%

Bin
Frequency Cumulative %
153.5
0
0.00%
159.5
6
15.00%
165.5
4
25.00%
171.5
12
55.00%
177.5
13
87.50%
183.5
5
100.00%
More
0
100.00%

Frequency

168
172
177
158
168
172
159
168
173
178
162
169
173
181
164
170
173
182
164
170
174
182
164
171
174
183

15
10
5
0

157
168
164
174

167
172
170
183

Series1

Series2

171.5 - 177.5

177.5 - 183.5

Histogram
15
10
5
0
153.5

159.5

165.5

171.5
Bin

177.5

183.5

istogram
150.00%
100.00%
50.00%
0.00%
183.5

More

Frequency
Cumulative %

Raw Data
1.65%
1.26%
1.41%
-2.18%
1.00%
4.33%
3.25%
-1.78%
-3.20%
1.29%
3.58%
1.48%
-4.40%
-0.86%
-6.12%
-3.48%
-0.60%
4.75%
1.07%
-8.60%

Class Intervals
-18%
-16.50% -18 to -16.5
-15% -16.5 to -15
-13.50% -15 to -13.5
-12% -13.5 to -12
-10.50% -12 to -10.5
-9% -10.5 to -9
-7.50% -9 to -7.5
-6% -7.5 to -6
-4.50% -6 to -4.5
-3% -4.5 to -3
-1.50% -3 to -1.5
0% -1.5 to 0
1.50% 0 to 1.5
3% 1.5 to 3
4.50% 3 to 4.5
6% 4.5 to 6
7.50% 6 to 7.5
9% 7.5 to 9
10.50% 9 to 10.5

Frequency
0
1
0
0
0
1
1
2
2
0
3
2
3
9
1
5
2
1
1
1

-0.99%
1.22%
-9.08%
-16.94%
-7.48%
0.78%
-8.57%
-10.99%
8.54%
9.39%
5.31%
0.02%
7.41%
3.36%
3.57%

10
9
8
7
6
5
4
3
2
1
0

1377.94
1400.63
1418.3
1438.24
1406.82
1420.86
1482.37
1530.62
1503.35
1455.27
1473.99
1526.75
1549.38
1481.14
1468.36
1378.55
1330.63
1322.7
1385.59
1400.38
1280
1267.38
1282.83
1166.36
968.75
896.24
903.25
825.88
735.09
797.87
872.81
919.14
919.32
987.48
1020.62
1057.08

1.65%
1.26%
1.41%
-2.18%
1.00%
4.33%
3.25%
-1.78%
-3.20%
1.29%
3.58%
1.48%
-4.40%
-0.86%
-6.12%
-3.48%
-0.60%
4.75%
1.07%
-8.60%
-0.99%
1.22%
-9.08%
-16.94%
-7.48%
0.78%
-8.57%
-10.99%
8.54%
9.39%
5.31%
0.02%
7.41%
3.36%
3.57%

Series1

Oct-06

Raw Data Class Intervals

2.07%
-8.00%
1.83%
-7.25% -8 to -7.25
1.33%
-6.50% -7.25 to -7
0.74%
-5.75% -7 to -5.75
1.24%
-5.00% -5.75 to -5
2.02%
-4.25% -5 to -4.25
2.31%
-3.50% -4.25 to -4
0.78%
-2.75% -4 to -2.75
0.00%
-2.00% -2.75 to -2
-1.53%
-1.25% -2 to -1.25
2.71%
-0.50% -1.25 to -0.5
3.16%
0.25% -0.5 to 0.25
-1.21%
1.00% 0.25 to 1
0.47%
1.75% 1 to 1.75
-1.48%
2.50% 1.75 to 2.5
1.61%
3.25% 2.5 to 3.25
-2.11%
4.00% 3.25 to 4

Frequency
0
0
1
1
0
0
1
0
3
3
2
3
7
7
5
4
0

370.79
378.47
385.41
390.53
393.42
398.28
406.33
415.71
418.95
418.93
412.52
423.68
437.08
431.81
433.82
427.4
434.26
425.1
427.4
434.26
425.1
427.53
436.07
436.05
424.68
418.43
391.02
366.39
351.2
351.08
354.92
351.78
354.08
360.04
374.66
376.27
385.82
391.71
403.62

0.54%
1.61%
-2.11%
0.57%
2.00%
0.00%
-2.61%
-1.47%
-6.55%
-6.30%
-4.15%
-0.03%
1.09%
-0.88%
0.65%
1.68%
4.06%
0.43%
2.54%
1.53%
3.04%

8
7
6
5
4
3
2
1
0

4.75%
5.50%
6.25%
7.00%

4 to 4.75
4.75 to 5.5
5.5 to 6.25
6.25 to 7

1
0
0
0

10

Series1

Return
2.07%
1.83%
1.33%
0.74%
1.24%
2.02%
2.31%
0.78%
0.00%
-1.53%
2.71%
3.16%
-1.21%
0.47%
-1.48%
1.61%
-2.11%
0.54%
1.61%
-2.11%
0.57%
2.00%
0.00%
-2.61%
-1.47%
-6.55%
-6.30%
-4.15%
-0.03%
1.09%
-0.88%
0.65%
1.68%
4.06%
0.43%
2.54%
1.53%
3.04%

10
9
8
7
6
5
4
3
2
1
0

Series1