Statistics

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ClosingStockPrices.xlsx

Data

Closing Stock Prices
Two-period Three period
Date IBM INTC CSCO GE DJ Industrials Index Date IBM INTC CSCO GE DJ Industrials Index Date IBM INTC CSCO GE DJ Industrials Index
9/3/10 $127.58 $18.43 $21.04 $15.39 10447.93 9/3/10 9/3/10
9/7/10 $125.95 $18.12 $20.58 $15.44 10340.69 9/7/10 9/7/10
9/8/10 $126.08 $17.90 $20.64 $15.70 10387.01 9/8/10 $126.77 $18.28 $20.81 $15.42 $10,394.31 9/8/10
9/9/10 $126.36 $18.00 $20.61 $15.91 10415.24 9/9/10 $126.02 $18.01 $20.61 $15.57 $10,363.85 9/9/10 $126.54 $18.15 $20.75 $15.51 $10,391.88
9/10/10 $127.99 $17.97 $20.62 $15.98 10462.77 9/10/10 $126.22 $17.95 $20.63 $15.81 $10,401.13 9/10/10 $126.13 $18.01 $20.61 $15.68 $10,380.98
9/13/10 $129.61 $18.56 $21.26 $16.25 10544.13 9/13/10 $127.18 $17.99 $20.62 $15.95 $10,439.01 9/13/10 $126.81 $17.96 $20.62 $15.86 $10,421.67
9/14/10 $128.85 $18.74 $21.45 $16.16 10526.49 9/14/10 $128.80 $18.26 $20.94 $16.12 $10,503.45 9/14/10 $127.99 $18.18 $20.83 $16.05 $10,474.05
9/15/10 $129.43 $18.72 $21.59 $16.34 10572.73 9/15/10 $129.23 $18.65 $21.36 $16.21 $10,535.31 9/15/10 $128.82 $18.42 $21.11 $16.13 $10,511.13
9/16/10 $129.67 $18.97 $21.93 $16.23 10594.83 9/16/10 $129.14 $18.73 $21.52 $16.25 $10,549.61 9/16/10 $129.30 $18.67 $21.43 $16.25 $10,547.78
9/17/10 $130.19 $18.81 $21.86 $16.29 10607.85 9/17/10 $129.55 $18.85 $21.76 $16.29 $10,583.78 9/17/10 $129.32 $18.81 $21.66 $16.24 $10,564.68
9/20/10 $131.79 $18.93 $21.75 $16.55 10753.62 9/20/10 $129.93 $18.89 $21.90 $16.26 $10,601.34 9/20/10 $129.76 $18.83 $21.79 $16.29 $10,591.80
9/21/10 $131.98 $19.14 $21.64 $16.52 10761.03 9/21/10 $130.99 $18.87 $21.81 $16.42 $10,680.74 9/21/10 $130.55 $18.90 $21.85 $16.36 $10,652.10
9/22/10 $132.57 $19.01 $21.67 $16.50 10739.31 9/22/10 $131.89 $19.04 $21.70 $16.54 $10,757.33 9/22/10 $131.32 $18.96 $21.75 $16.45 $10,707.50
9/23/10 $131.67 $18.98 $21.53 $16.14 10662.42 9/23/10 $132.28 $19.08 $21.66 $16.51 $10,750.17 9/23/10 $132.11 $19.03 $21.69 $16.52 $10,751.32
9/24/10 $134.11 $19.42 $22.09 $16.66 10860.26 9/24/10 $132.12 $19.00 $21.60 $16.32 $10,700.87 9/24/10 $132.07 $19.04 $21.61 $16.39 $10,720.92
9/27/10 $134.65 $19.24 $22.11 $16.43 10812.04 9/27/10 $132.89 $19.20 $21.81 $16.40 $10,761.34 9/27/10 $132.78 $19.14 $21.76 $16.43 $10,754.00
9/28/10 $134.89 $19.51 $21.86 $16.44 10858.14 9/28/10 $134.38 $19.33 $22.10 $16.55 $10,836.15 9/28/10 $133.48 $19.21 $21.91 $16.41 $10,778.24
9/29/10 $135.48 $19.24 $21.87 $16.36 10835.28 9/29/10 $134.77 $19.37 $21.99 $16.44 $10,835.09 9/29/10 $134.55 $19.39 $22.02 $16.51 $10,843.48
9/30/10 $134.14 $19.20 $21.90 $16.25 10788.05 9/30/10 $135.19 $19.37 $21.87 $16.40 $10,846.71 9/30/10 $135.01 $19.33 $21.95 $16.41 $10,835.15
10/1/10 $135.64 $19.32 $21.91 $16.36 10829.68 10/1/10 $134.81 $19.22 $21.89 $16.31 $10,811.67 10/1/10 $134.84 $19.32 $21.88 $16.35 $10,827.16
MAD
9/8/10 0.685 0.375 0.17 0.284 7.3
9/9/10 0.345 0.01 0 0.34 51.39
9/10/10 1.77 0.02 0.005 0.175 61.645
9/13/10 2.435 0.572 0.645 0.305 105.125
9/14/10 0.05 0.4765 0.51 0.045 23.04
9/15/10 0.2 0.0715 0.235 0.135 37.42
9/16/10 0.53 0.24 0.41 0.02 45.22
9/17/10 0.64 0.035 0.103 0.005 24.07
9/20/10 1.86 0.04 0.1465 0.29 152.28
9/21/10 0.99 0.27 0.1665 0.1 80.295
9/22/10 0.685 0.025 0.025 0.035 18.015
9/23/10 0.605 0.095 0.125 0.37 87.75
9/24/10 1.99 0.428 0.49 0.34 159.395
9/27/10 1.76 0.0335 0.3 0.03 50.7
9/28/10 0.51 0.176 0.237 0.105 21.99
9/29/10 0.71 0.13 0.1165 0.075 0.19
9/30/10 1.045 0.1725 0.0335 0.15 58.66
10/1/10 0.83 0.1 0.025 0.055 18.015
MAD 0.98 0.1816666667 0.2079444444 0.1588333333 55.6944444444

ESM

Closing Stock Prices
ALPHA 0.1
Date IBM INTC CSCO GE DJ Industrials Index Date IBM INTC CSCO GE DJ Industrials Index
9/3/10 $127.58 $18.43 $21.04 $15.39 10447.93 9/3/10 $127.58 $18.43 $21.04 $15.39 10447.93
9/7/10 $125.95 $18.12 $20.58 $15.44 10340.69 9/7/10 $127.58 $18.43 $21.04 $15.39 10447.93
9/8/10 $126.08 $17.90 $20.64 $15.70 10387.01 9/8/10 $127.42 $18.40 $20.99 $15.40 $10,437.21
9/9/10 $126.36 $18.00 $20.61 $15.91 10415.24 9/9/10 $127.28 $18.35 $20.96 $15.43 $10,432.19
9/10/10 $127.99 $17.97 $20.62 $15.98 10462.77 9/10/10 $127.19 $18.31 $20.92 $15.48 $10,430.49
9/13/10 $129.61 $18.56 $21.26 $16.25 10544.13 9/13/10 $127.27 $18.28 $20.89 $15.53 $10,433.72
9/14/10 $128.85 $18.74 $21.45 $16.16 10526.49 9/14/10 $127.50 $18.31 $20.93 $15.60 $10,444.76
9/15/10 $129.43 $18.72 $21.59 $16.34 10572.73 9/15/10 $127.64 $18.35 $20.98 $15.65 $10,452.93
9/16/10 $129.67 $18.97 $21.93 $16.23 10594.83 9/16/10 $127.82 $18.39 $21.04 $15.72 $10,464.91
9/17/10 $130.19 $18.81 $21.86 $16.29 10607.85 9/17/10 $128.00 $18.45 $21.13 $15.77 $10,477.90
9/20/10 $131.79 $18.93 $21.75 $16.55 10753.62 9/20/10 $128.22 $18.48 $21.20 $15.83 $10,490.90
9/21/10 $131.98 $19.14 $21.64 $16.52 10761.03 9/21/10 $128.58 $18.53 $21.26 $15.90 $10,517.17
9/22/10 $132.57 $19.01 $21.67 $16.50 10739.31 9/22/10 $128.92 $18.59 $21.30 $15.96 $10,541.56
9/23/10 $131.67 $18.98 $21.53 $16.14 10662.42 9/23/10 $129.28 $18.63 $21.33 $16.01 $10,561.33
9/24/10 $134.11 $19.42 $22.09 $16.66 10860.26 9/24/10 $129.52 $18.67 $21.35 $16.03 $10,571.44
9/27/10 $134.65 $19.24 $22.11 $16.43 10812.04 9/27/10 $129.98 $18.74 $21.43 $16.09 $10,600.32
9/28/10 $134.89 $19.51 $21.86 $16.44 10858.14 9/28/10 $130.45 $18.79 $21.50 $16.12 $10,621.49
9/29/10 $135.48 $19.24 $21.87 $16.36 10835.28 9/29/10 $130.89 $18.86 $21.53 $16.16 $10,645.16
9/30/10 $134.14 $19.20 $21.90 $16.25 10788.05 9/30/10 $131.35 $18.90 $21.57 $16.18 $10,664.17
10/1/10 $135.64 $19.32 $21.91 $16.36 10829.68 10/1/10 $131.63 $18.93 $21.60 $16.18 $10,676.56