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    This document contains daily stock price data for the ticker symbol AABS from January 1, 2020 to January 31, 2020 including the open, high, low, close prices and trading volume each day. It also includes the daily closing returns for AABS and another ticker, HABSM. Some basic statistics are presented at the bottom including the average returns, risks and covariance between the two tickers over this time period.

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    This document contains daily stock price data for the ticker symbol AABS from January 1, 2020 to January 31, 2020 including the open, high, low, close prices and trading volume each day. It also includes the daily closing returns for AABS and another ticker, HABSM. Some basic statistics are presented at the bottom including the average returns, risks and covariance between the two tickers over this time period.

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    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
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    11 views4 pages

    Efficient Frontier-Acutal Data

    Uploaded by

    Abdul Raheem
    This document contains daily stock price data for the ticker symbol AABS from January 1, 2020 to January 31, 2020 including the open, high, low, close prices and trading volume each day. It also includes the daily closing returns for AABS and another ticker, HABSM. Some basic statistics are presented at the bottom including the average returns, risks and covariance between the two tickers over this time period.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 4

    Share Prices - Open Doors for All

    Symbol Date Open High Low Close Volume


      AABS   2020-01-31 223.00 224.47 223.00 224.39 600
      AABS   2020-01-30 220.00 224.00 220.00 224.00 500
      AABS   2020-01-29 226.00 226.00 222.00 224.44 3600
      AABS   2020-01-28 220.11 228.00 220.11 228.00 1700
      AABS   2020-01-27 228.00 228.00 226.00 226.00 700
      AABS   2020-01-24 227.21 229.00 227.00 228.27 900
      AABS   2020-01-23 225.16 227.88 225.16 227.00 2300
      AABS   2020-01-22 225.10 226.00 224.99 225.00 1700
      AABS   2020-01-21 222.99 227.00 222.99 224.13 3000
      AABS   2020-01-20 224.88 224.88 220.58 221.00 1500
      AABS   2020-01-17 215.10 229.00 213.10 221.08 7000
      AABS   2020-01-16 262.50 262.50 249.38 252.33 27700
      AABS   2020-01-15 262.95 265.98 262.32 262.50 4600
      AABS   2020-01-14 263.98 264.00 261.00 262.32 14000
      AABS   2020-01-13 272.29 272.50 259.73 264.00 14800
      AABS   2020-01-10 265.50 267.89 261.01 267.48 8000
      AABS   2020-01-09 270.00 271.00 265.00 268.64 5500
      AABS   2020-01-08 268.00 268.89 260.01 261.72 9600
      AABS   2020-01-07 253.00 263.91 253.00 263.91 12000
      AABS   2020-01-06 255.00 255.00 251.02 251.35 6300
      AABS   2020-01-03 257.50 257.50 251.99 255.86 13800
      AABS   2020-01-02 260.00 262.85 255.00 257.20 14100
      AABS   2020-01-01 251.00 260.48 250.00 258.98 10700
    Date Daily Closing Return Daily Closing Return SD of AABS SD of HABSM
    prices AABS AABS prices HABSM HABSM

      2020-01-31 224.39 0.17% 33.50 -0.45% 5.989173E-05 1.054447E-06


      2020-01-30 224.00 -0.20% 33.65 1.97% 1.630115E-05 0.0006341072
      2020-01-29 224.44 -1.56% 33.00 -0.06% 9.246999E-05 2.38029E-05
      2020-01-28 228.00 0.88% 33.02 -1.70% 0.0002204471 0.0001319011
      2020-01-27 226.00 -0.99% 33.59 -1.06% 1.557455E-05 2.620738E-05
      2020-01-24 228.27 0.56% 33.95 0.74% 0.0001343888 0.0001664852
      2020-01-23 227.00 0.89% 33.70 -0.41% 0.0002216166 1.815485E-06
      2020-01-22 225.00 0.39% 33.84 1.01% 9.760608E-05 0.0002444147
      2020-01-21 224.13 1.42% 33.50 1.52% 0.0004064578 0.0004258457
      2020-01-20 221.00 -0.04% 33.00 -1.49% 3.176498E-05 8.91298E-05
      2020-01-17 221.08 -12.38% 33.50 -1.18% 0.0138881168 3.98779E-05
      2020-01-16 252.33 -3.87% 33.90 -0.29% 0.001072232 6.468572E-06
      2020-01-15 262.50 0.07% 34.00 -0.12% 4.467703E-05 1.857116E-05
      2020-01-14 262.32 -0.64% 34.04 -2.74% 1.337607E-07 0.0004815416
      2020-01-13 264.00 -1.30% 35.00 -1.27% 4.917397E-05 5.197574E-05
      2020-01-10 267.48 -0.43% 35.45 -7.85% 2.821919E-06 0.0053316596
      2020-01-09 268.64 2.64% 38.47 1.69% 0.0010522481 0.0005018633
      2020-01-08 261.72 -0.83% 37.83 -0.13% 5.291749E-06 1.734354E-05
      2020-01-07 263.91 5.00% 37.88 2.27% 0.0031324242 0.0007931377
      2020-01-06 251.35 -1.76% 37.04 -2.35% 0.0001352319 0.0003232718
      2020-01-03 255.86 -0.52% 37.93 -1.48% 6.208651E-07 8.687507E-05
      2020-01-02 257.20 -0.69% 38.50 1.32% 7.660002E-07 0.0003475394
      2020-01-01 258.98 38.00 0.020680257 0.0097448894
    Return -0.60% -0.55% 14.38% 9.87%
    Risk 14.38% 9.87%
    Deviation AABS Deviation HABSM

    0.77% 0.10%
    0.40% 2.52%
    -0.96% 0.49% AABS HABSM LSTV GSTR
    1.48% -1.15% Return -0.60% -0.55% 1.30% 1.90%
    -0.39% -0.51% Risk 14.38% 9.87% 18.76% 24.56%
    1.16% 1.29% Cov 0.000162
    1.49% 0.13%
    0.99% 1.56%
    2.02% 2.06%
    0.56% -0.94%
    -11.78% -0.63% AABS HABSM LSTV GSTR
    -3.27% 0.25% AABS *
    0.67% 0.43% HABSM 0.000162 *
    -0.04% -2.19% LSTV *
    -0.70% -0.72% GSTR *
    0.17% -7.30%
    3.24% 2.24% * Covariance between same company is equal to its variance. So put varian
    -0.23% 0.42%
    5.60% 2.82%
    -1.16% -1.80%
    0.08% -0.93%
    -0.09% 1.86%
    0.60% 0.55%
    qual to its variance. So put variance of the company at *

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