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 |