Date

Adj Close apple

Adj Close WMT
r
1/18/2013
500
69.2 -0.00535
1/17/2013
502.68
68.85 -0.00676
1/16/2013
506.09
69.21 0.040671
1/15/2013
485.92
68.98 -0.03206
1/14/2013
501.75
68.3
-0.0363
1/11/2013
520.3
68.63 -0.00615
1/10/2013
523.51
68.36 0.01232
1/9/2013
517.1
68.57 -0.01575
1/8/2013
525.31
68.59 0.002688
1/7/2013
523.9
68.4
-0.0059
1/4/2013
527
69.06 -0.02825
1/3/2013
542.1
68.8
-0.0127
1/2/2013
549.03
69.24 0.03119
12/31/2012
532.17
68.23 0.043357
12/28/2012
509.59
67.61 -0.01068
12/27/2012
515.06
68.19 0.004008
12/26/2012
513
67.99 -0.01388
12/24/2012
520.17
68.57 0.001616
12/21/2012
519.33
68.65 -0.00461
12/20/2012
521.73
69 -0.00874
12/19/2012
526.31
68.52 -0.01432
12/18/2012
533.9
69.5 0.028632
12/17/2012
518.83
69.2 0.017577
12/14/2012
509.79
68.75 -0.03829
12/13/2012
529.69
69.04 -0.01742
12/12/2012
539
68.94 -0.00442
12/11/2012
541.39
70.89 0.021603
12/10/2012
529.82
72.15 -0.00645
12/7/2012
533.25
72.29
-0.0259
12/6/2012
547.24
71.59 0.015562
12/5/2012
538.79
71.65 -0.06652
12/4/2012
575.85
71.72
-0.0178
12/3/2012
586.19
70.95 0.001554
11/30/2012
585.28
71.62 -0.00695
11/29/2012
589.36
70.44 0.010953
11/28/2012
582.94
70.17 -0.00315
11/27/2012
584.78
69.12 -0.00809
11/26/2012
589.53
69.52 0.031061
11/23/2012
571.5
69.81 0.017297
11/21/2012
561.7
68.51 0.001407
11/20/2012
560.91
68.62 -0.00856
11/19/2012
565.73
68.64 0.069627
11/16/2012
527.68
67.65 0.003912
11/15/2012
525.62
68.34
-0.0212
11/14/2012
536.88
70.92 -0.01115
11/13/2012
542.9
71.41 0.000129

0.005071
-0.00522
0.003329
0.009907
-0.00482
0.003942
-0.00307
-0.00029
0.002774
-0.0096
0.003772
-0.00637
0.014694
0.009128
-0.00854
0.002937
-0.00849
-0.00117
-0.00509
0.006981
-0.0142
0.004326
0.006524
-0.00421
0.001449
-0.02789
-0.01762
-0.00194
0.00973
-0.00084
-0.00098
0.010794
-0.0094
0.016613
0.00384
0.015077
-0.00577
-0.00416
0.018798
-0.0016
-0.00029
0.014528
-0.01015
-0.03706
-0.00689
-0.00934

0.3021 0.163890043 Volatidad anual

0.01903 0.010324102 volatidiad diaria
3.16726E-05
0.161206158
0.161206158
0.007981502

covarianza
correlacion
correlacin con frmula
covarianza anualizada

11/12/2012
11/9/2012
11/8/2012
11/7/2012
11/6/2012
11/5/2012
11/2/2012
11/1/2012
10/31/2012
10/26/2012
10/25/2012
10/24/2012
10/23/2012
10/22/2012
10/19/2012
10/18/2012
10/17/2012
10/16/2012
10/15/2012
10/12/2012
10/11/2012
10/10/2012
10/9/2012
10/8/2012
10/5/2012
10/4/2012
10/3/2012
10/2/2012
10/1/2012
9/28/2012
9/27/2012
9/26/2012
9/25/2012
9/24/2012
9/21/2012
9/20/2012
9/19/2012
9/18/2012
9/17/2012
9/14/2012
9/13/2012
9/12/2012
9/11/2012
9/10/2012
9/7/2012
9/6/2012
9/5/2012

542.83
547.06
537.75
558
580.2
581.96
574.18
593.83
592.61
601.25
606.77
614.03
610.57
631.15
607.07
629.76
641.68
646.84
631.87
626.85
625.24
638
632.96
635.27
649.62
663.77
668.4
658.3
656.39
664.07
678.22
662.16
670.48
687.65
696.91
695.52
698.91
698.72
696.6
688.14
679.87
666.74
657.59
659.73
677.35
673.2
667.18

72.08
71.91
72.08
72.71
73.35
72.74
72.37
73.04
74.61
74.7
74.9
74.41
74.35
75.23
75.2
76.14
76.6
76.49
76.72
75.39
74.6
75
73.73
74.83
74.72
74.31
73.79
73.34
73.64
73.39
73.57
73.78
73.85
74.33
74.04
74.34
73.96
73.54
73.58
74.09
74.73
73.66
73.65
73.1
73.41
74.4
73.14

-0.00776
0.017165
-0.03697
-0.03901
-0.00303
0.013459
-0.03365
0.002057
-0.01447
-0.00914
-0.01189
0.005651
-0.03315
0.038899
-0.03669
-0.01875
-0.00801
0.023415
0.007976
0.002572
-0.0202
0.007931
-0.00364
-0.02234
-0.02155
-0.00695
0.015226
0.002906
-0.01163
-0.02108
0.023965
-0.01249
-0.02529
-0.01338
0.001997
-0.00486
0.000272
0.003039
0.012219
0.012091
0.019501
0.013819
-0.00325
-0.02636
0.006146
0.008983
-0.00705

0.002361
-0.00236
-0.0087
-0.00876
0.008351
0.0051
-0.00922
-0.02127
-0.00121
-0.00267
0.006564
0.000807
-0.01177
0.000399
-0.01242
-0.00602
0.001437
-0.003
0.017488
0.010534
-0.00535
0.017078
-0.01481
0.001471
0.005502
0.007022
0.006117
-0.00408
0.003401
-0.00245
-0.00285
-0.00095
-0.00648
0.003909
-0.00404
0.005125
0.005695
-0.00054
-0.00691
-0.0086
0.014422
0.000136
0.007496
-0.00423
-0.0134
0.017081
0.000547

9/4/2012
8/31/2012
8/30/2012
8/29/2012
8/28/2012
8/27/2012
8/24/2012
8/23/2012
8/22/2012
8/21/2012
8/20/2012
8/17/2012
8/16/2012
8/15/2012
8/14/2012
8/13/2012
8/10/2012
8/9/2012
8/8/2012
8/7/2012
8/6/2012
8/3/2012
8/2/2012
8/1/2012
7/31/2012
7/30/2012
7/27/2012
7/26/2012
7/25/2012
7/24/2012
7/23/2012
7/20/2012
7/19/2012
7/18/2012
7/17/2012
7/16/2012
7/13/2012
7/12/2012
7/11/2012
7/10/2012
7/9/2012
7/6/2012
7/5/2012
7/3/2012
7/2/2012
6/29/2012
6/28/2012

671.9
662.22
660.85
670.41
671.73
672.61
660.2
659.62
665.83
653.08
662.13
645.16
633.45
627.96
628.82
627.14
618.87
617.91
614.4
615.44
617.07
610.28
602.44
601.47
605.38
589.79
580.01
569.82
569.91
595.63
598.51
598.98
608.91
600.92
601.6
601.57
599.64
593.63
599.11
602.86
608.49
600.55
604.57
594.13
587.3
578.86
564.04

73.1
72.2
71.85
72.37
72.01
72.1
71.71
71.17
71.37
71.04
71.9
71.59
71.75
74.04
73.6
72.99
73.27
73.44
73.9
73.19
73.47
73.74
73.25
72.82
73.62
74.17
73.71
72.87
71.3
71.36
71.07
71.46
70.75
72.06
72.31
72.19
72.38
71.52
71.47
71.33
70.98
70.58
70.31
69.98
68.6
68.96
67.56

0.014512
0.002071
-0.01436
-0.00197
-0.00131
0.018623
0.000879
-0.00937
0.019335
-0.01376
0.025964
0.018317
0.008705
-0.00137
0.002675
0.013275
0.001552
0.005697
-0.00169
-0.00265
0.011065
0.01293
0.001611
-0.00648
0.02609
0.016721
0.017725
-0.00016
-0.04414
-0.00482
-0.00078
-0.01644
0.013209
-0.00113
4.99E-05
0.003213
0.010073
-0.00919
-0.00624
-0.0093
0.013135
-0.00667
0.017419
0.011562
0.014475
0.025935
-0.00953

0.012388
0.004859
-0.00721
0.004987
-0.00125
0.005424
0.007559
-0.00281
0.004635
-0.01203
0.004321
-0.00223
-0.03142
0.00596
0.008323
-0.00383
-0.00232
-0.00624
0.009654
-0.00382
-0.00367
0.006667
0.005888
-0.01093
-0.00744
0.006221
0.011461
0.021781
-0.00084
0.004072
-0.00547
0.009985
-0.01835
-0.00346
0.001661
-0.00263
0.011953
0.000699
0.001961
0.004919
0.005651
0.003833
0.004705
0.019917
-0.00523
0.020511
-0.00414

6/27/2012
6/26/2012
6/25/2012
6/22/2012
6/21/2012
6/20/2012
6/19/2012
6/18/2012
6/15/2012
6/14/2012
6/13/2012
6/12/2012
6/11/2012
6/8/2012
6/7/2012
6/6/2012
6/5/2012
6/4/2012
6/1/2012
5/31/2012
5/30/2012
5/29/2012
5/25/2012
5/24/2012
5/23/2012
5/22/2012
5/21/2012
5/18/2012
5/17/2012
5/16/2012
5/15/2012
5/14/2012
5/11/2012
5/10/2012
5/9/2012
5/8/2012
5/7/2012
5/4/2012
5/3/2012
5/2/2012
5/1/2012
4/30/2012
4/27/2012
4/26/2012
4/25/2012
4/24/2012
4/23/2012

569.44
566.99
565.75
576.98
572.59
580.58
582.24
580.62
569.08
566.5
567.12
571.09
566.14
575.21
566.69
566.43
557.88
559.32
556.05
572.64
574.07
567.23
557.34
560.34
565.54
552.07
556.34
525.71
525.45
541.27
548.3
553.31
561.72
565.5
564.17
563.18
564.47
560.27
576.7
580.82
577.01
578.84
597.69
602.35
604.63
555.35
566.67

67.84
67.83
67.44
66.57
66.96
67.78
67.07
67.38
67.01
66.89
66.34
66.98
66.8
67.48
65.15
65.21
64.79
65.27
64.84
65.1
64.73
64.97
64.6
64.36
63.88
63.04
62.35
61.75
61.01
58.55
58.7
58.43
58.77
58.55
58.39
58.01
58.15
57.67
57.96
57.98
58.03
57.88
57.99
57.92
56.35
56.76
58.5

0.004312
0.002189
-0.01966
0.007638
-0.01386
-0.00286
0.002786
0.020075
0.004544
-0.00109
-0.00698
0.008705
-0.01589
0.014923
0.000459
0.01521
-0.00258
0.005864
-0.0294
-0.00249
0.011986
0.017589
-0.00537
-0.00924
0.024106
-0.0077
0.05663
0.000495
-0.02966
-0.0129
-0.0091
-0.01509
-0.00671
0.002355
0.001756
-0.00229
0.007468
-0.0289
-0.00712
0.006581
-0.00317
-0.03205
-0.00777
-0.00378
0.085018
-0.02018
-0.00224

0.000147
0.005766
0.012984
-0.00584
-0.01217
0.01053
-0.00461
0.005506
0.001792
0.008256
-0.0096
0.002691
-0.01013
0.035139
-0.00092
0.006462
-0.00738
0.00661
-0.004
0.0057
-0.0037
0.005711
0.003722
0.007486
0.013237
0.011006
0.00967
0.012056
0.041157
-0.00256
0.00461
-0.0058
0.00375
0.002736
0.006529
-0.00241
0.008289
-0.00502
-0.00035
-0.00086
0.002588
-0.0019
0.001208
0.027481
-0.00725
-0.03019
-0.04757

4/20/2012
4/19/2012
4/18/2012
4/17/2012
4/16/2012
4/13/2012
4/12/2012
4/11/2012
4/10/2012
4/9/2012
4/5/2012
4/4/2012
4/3/2012
4/2/2012
3/30/2012
3/29/2012
3/28/2012
3/27/2012
3/26/2012
3/23/2012
3/22/2012
3/21/2012
3/20/2012
3/19/2012
3/16/2012
3/15/2012
3/14/2012
3/13/2012
3/12/2012
3/9/2012
3/8/2012
3/7/2012
3/6/2012
3/5/2012
3/2/2012
3/1/2012
2/29/2012
2/28/2012
2/27/2012
2/24/2012
2/23/2012
2/22/2012
2/21/2012
2/17/2012
2/16/2012
2/15/2012
2/14/2012

567.94
582.27
602.99
604.33
575.02
599.9
617.29
620.69
622.91
630.63
628.1
618.81
623.78
613.18
594.27
604.49
612.18
609.07
601.64
590.8
594.06
597.2
600.63
595.81
580.42
580.41
584.39
563.1
547.14
540.37
537.22
526.02
525.59
528.47
540.38
539.68
537.67
530.7
521.13
517.81
511.84
508.52
510.32
497.7
497.79
493.29
504.98

61.35
60.67
60.97
60.79
59.52
58.72
59.09
58.75
58.88
59.08
59.61
59.2
59.59
60.28
60.13
59.75
60.12
60.02
60.13
59.68
59.59
59.5
59.54
59.67
59.77
60.16
60.01
59.93
59.62
59.03
58.72
58.42
57.55
57.97
57.59
57.4
57.66
57.51
57.05
57.38
57.13
57.19
58.62
60.98
60.55
60.27
60.72

-0.02492
-0.03497
-0.00222
0.049716
-0.04236
-0.02858
-0.00549
-0.00357
-0.01232
0.00402
0.014901
-0.008
0.017139
0.031325
-0.01705
-0.01264
0.005093
0.012274
0.018182
-0.0055
-0.00527
-0.00573
0.008057
0.02617
1.72E-05
-0.00683
0.037111
0.028753
0.012451
0.005846
0.021068
0.000818
-0.00546
-0.02229
0.001296
0.003731
0.013048
0.018197
0.006391
0.011596
0.006508
-0.00353
0.02504
-0.00018
0.009081
-0.02342
0.013557

0.011146
-0.00493
0.002957
0.021113
0.013532
-0.00628
0.005771
-0.00221
-0.00339
-0.00893
0.006902
-0.00657
-0.01151
0.002491
0.00634
-0.00617
0.001665
-0.00183
0.007512
0.001509
0.001511
-0.00067
-0.00218
-0.00167
-0.0065
0.002496
0.001334
0.005186
0.009945
0.005265
0.005122
0.015004
-0.00727
0.006577
0.003305
-0.00452
0.002605
0.008031
-0.00577
0.004366
-0.00105
-0.0247
-0.03947
0.007076
0.004635
-0.00744
0.006941

2/13/2012
2/10/2012
2/9/2012
2/8/2012
2/7/2012
2/6/2012
2/3/2012
2/2/2012
2/1/2012
1/31/2012
1/30/2012
1/27/2012
1/26/2012
1/25/2012
1/24/2012
1/23/2012

498.18
489.08
488.83
472.48
464.7
459.89
455.63
451.11
452.17
452.46
449.02
443.34
440.72
442.73
416.71
423.65

60.3
60.41
60.47
60.14
60.21
60.39
60.54
60.45
60.68
59.88
59.82
59.25
59.5
59.99
59.91
59.44

0.018435
0.000511
0.034019
0.016603
0.010405
0.009306
0.00997
-0.00235
-0.00064
0.007632
0.01273
0.005927
-0.00455
0.06057
-0.01652

-0.00182
-0.00099
0.005472
-0.00116
-0.00299
-0.00248
0.001488
-0.0038
0.013272
0.001003
0.009574
-0.00421
-0.0082
0.001334
0.007876

con frmula