Johnson

Exxon Caterpilla &

Month Microsoft Mobil r Johnson McDonald's Sandisk Qualcomm
Jan-03 -0.08201 -0.02261 -0.0304 -0.00186 -0.11443 -0.24867 0.0349
Feb-03 0.00211 0.00293 0.06867 -0.01781 -0.04424 0.09363 -0.08178
Mar-03 0.02152 0.02734 0.04681 0.10334 0.06245 0.00839 0.04251
Apr-03 0.05576 0.00715 0.07622 -0.02609 0.18257 0.43876 -0.11444
May-03 -0.03717 0.04119 -0.00856 -0.03141 0.09532 0.50165 0.05395
Jun-03 0.04185 -0.01346 0.06731 -0.04876 0.17779 0.1164 0.07124
Jul-03 0.03003 -0.00919 0.21847 0.00174 0.04306 0.39734 0.04285
Aug-03 0.00417 0.06661 0.06462 -0.03804 -0.02564 0.06633 0.10459
Sep-03 0.04827 -0.02918 -0.04163 -0.00121 0.04996 0.05409 0.00823
Oct-03 -0.05396 -0.00055 0.06987 0.01636 0.06202 0.26491 0.13967
Nov-03 -0.01645 -0.00355 0.0378 -0.0157 0.0412 0.00273 -0.06043
Dec-03 0.06457 0.1326 0.09165 0.04787 -0.03121 -0.24276 0.21055
Jan-04 0.01023 -0.00512 -0.05444 0.03407 0.03665 -0.11275 0.08678
Feb-04 -0.04051 0.03996 -0.03046 0.01367 0.09946 -0.06372 0.07763
Mar-04 -0.06031 -0.01375 0.04383 -0.05917 0.00954 0.11566 0.05072
Apr-04 0.04813 0.02308 -0.01227 0.06526 -0.0469 -0.18371 -0.05778
May-04 0.00383 0.0228 -0.03062 0.03637 -0.03048 0.06479 0.07541
Jun-04 0.08883 0.02682 0.05428 -0.00018 -0.01515 -0.12008 0.08812
Jul-04 -0.00245 0.04256 -0.06974 -0.00772 0.05769 0.12125 -0.05166
Aug-04 -0.03896 0.00151 -0.01075 0.05636 -0.01745 -0.03988 0.10157
Sep-04 0.01282 0.04837 0.1066 -0.03046 0.03738 0.24711 0.02602
Oct-04 0.01157 0.01842 0.00622 0.03639 0.03996 -0.28331 0.06557
Nov-04 0.06864 0.04673 0.1367 0.03811 0.07341 0.08194 0.00048
Dec-04 -0.00336 0.0002 0.0651 0.05139 0.04294 0.10585 0.02042
Jan-05 -0.01647 0.00663 -0.08204 0.02018 0.01029 -0.01081 -0.1217
Feb-05 -0.03957 0.23217 0.06678 0.01832 0.0213 0.08826 -0.03008
Mar-05 -0.03935 -0.0586 -0.03798 0.02378 -0.05865 0.03423 0.01609
Apr-05 0.04675 -0.04312 -0.03259 0.02189 -0.05877 -0.14748 -0.0475
May-05 0.02292 -0.00947 0.06882 -0.01749 0.05561 0.09578 0.07079
Jun-05 -0.03721 0.0226 0.01275 -0.0313 -0.1031 -0.08625 -0.1143
Jul-05 0.031 0.02227 0.1365 -0.016 0.12324 0.4252 0.196
Aug-05 0.07224 0.02451 0.02931 -0.00375 0.04107 0.14814 0.00811
Sep-05 -0.06026 0.06077 0.05875 -0.00174 0.03205 0.24234 0.12692
Oct-05 -0.00117 -0.11646 -0.1006 -0.01043 -0.05643 0.22056 -0.11151
Nov-05 0.08016 0.03883 0.09869 -0.00862 0.0924 -0.13281 0.14361
Dec-05 -0.05527 -0.03205 -0.00017 -0.02672 -0.00384 0.23032 -0.05058
Procter &
Gamble S&P 500
0.000465 -0.027415
-0.043356 -0.017004
0.087833 0.008358
0.013588 0.081044
0.021925 0.050899
-0.028752 0.011322
-0.009587 0.016224
-0.006601 0.017873
0.063352 -0.011944
0.063833 0.054962
-0.020857 0.007129
0.037822 0.050765
0.01657 0.017276
0.014147 0.012209
0.02312 -0.016359
0.013063 -0.016791
0.019574 0.012083
0.009831 0.017989
-0.037472 -0.034291
0.07325 0.002287
-0.033053 0.009364
-0.049704 0.014014
0.044939 0.038595
0.029918 0.032458
-0.029049 -0.02529
-0.00263 0.018903
-0.001695 -0.019118
0.026981 -0.020109
0.018467 0.029952
-0.043518 -0.000143
0.059905 0.035968
-0.002696 -0.011222
0.071738 0.006949
-0.053649 -0.017741
0.021432 0.035186
0.012065 -0.000952