DataStockMarket.xlsx
Data
| Month | Microsoft | Exxon Mobil | Caterpillar | Johnson & Johnson | McDonald's | Sandisk | Qualcomm | Procter & Gamble | S&P 500 |
| Jan-03 | -0.08201 | -0.02261 | -0.0304 | -0.00186 | -0.11443 | -0.24867 | 0.0349 | 0.000465 | -0.027415 |
| Feb-03 | 0.00211 | 0.00293 | 0.06867 | -0.01781 | -0.04424 | 0.09363 | -0.08178 | -0.043356 | -0.017004 |
| Mar-03 | 0.02152 | 0.02734 | 0.04681 | 0.10334 | 0.06245 | 0.00839 | 0.04251 | 0.087833 | 0.008358 |
| Apr-03 | 0.05576 | 0.00715 | 0.07622 | -0.02609 | 0.18257 | 0.43876 | -0.11444 | 0.013588 | 0.081044 |
| May-03 | -0.03717 | 0.04119 | -0.00856 | -0.03141 | 0.09532 | 0.50165 | 0.05395 | 0.021925 | 0.050899 |
| Jun-03 | 0.04185 | -0.01346 | 0.06731 | -0.04876 | 0.17779 | 0.1164 | 0.07124 | -0.028752 | 0.011322 |
| Jul-03 | 0.03003 | -0.00919 | 0.21847 | 0.00174 | 0.04306 | 0.39734 | 0.04285 | -0.009587 | 0.016224 |
| Aug-03 | 0.00417 | 0.06661 | 0.06462 | -0.03804 | -0.02564 | 0.06633 | 0.10459 | -0.006601 | 0.017873 |
| Sep-03 | 0.04827 | -0.02918 | -0.04163 | -0.00121 | 0.04996 | 0.05409 | 0.00823 | 0.063352 | -0.011944 |
| Oct-03 | -0.05396 | -0.00055 | 0.06987 | 0.01636 | 0.06202 | 0.26491 | 0.13967 | 0.063833 | 0.054962 |
| Nov-03 | -0.01645 | -0.00355 | 0.0378 | -0.0157 | 0.0412 | 0.00273 | -0.06043 | -0.020857 | 0.007129 |
| Dec-03 | 0.06457 | 0.1326 | 0.09165 | 0.04787 | -0.03121 | -0.24276 | 0.21055 | 0.037822 | 0.050765 |
| Jan-04 | 0.01023 | -0.00512 | -0.05444 | 0.03407 | 0.03665 | -0.11275 | 0.08678 | 0.01657 | 0.017276 |
| Feb-04 | -0.04051 | 0.03996 | -0.03046 | 0.01367 | 0.09946 | -0.06372 | 0.07763 | 0.014147 | 0.012209 |
| Mar-04 | -0.06031 | -0.01375 | 0.04383 | -0.05917 | 0.00954 | 0.11566 | 0.05072 | 0.02312 | -0.016359 |
| Apr-04 | 0.04813 | 0.02308 | -0.01227 | 0.06526 | -0.0469 | -0.18371 | -0.05778 | 0.013063 | -0.016791 |
| May-04 | 0.00383 | 0.0228 | -0.03062 | 0.03637 | -0.03048 | 0.06479 | 0.07541 | 0.019574 | 0.012083 |
| Jun-04 | 0.08883 | 0.02682 | 0.05428 | -0.00018 | -0.01515 | -0.12008 | 0.08812 | 0.009831 | 0.017989 |
| Jul-04 | -0.00245 | 0.04256 | -0.06974 | -0.00772 | 0.05769 | 0.12125 | -0.05166 | -0.037472 | -0.034291 |
| Aug-04 | -0.03896 | 0.00151 | -0.01075 | 0.05636 | -0.01745 | -0.03988 | 0.10157 | 0.07325 | 0.002287 |
| Sep-04 | 0.01282 | 0.04837 | 0.1066 | -0.03046 | 0.03738 | 0.24711 | 0.02602 | -0.033053 | 0.009364 |
| Oct-04 | 0.01157 | 0.01842 | 0.00622 | 0.03639 | 0.03996 | -0.28331 | 0.06557 | -0.049704 | 0.014014 |
| Nov-04 | 0.06864 | 0.04673 | 0.1367 | 0.03811 | 0.07341 | 0.08194 | 0.00048 | 0.044939 | 0.038595 |
| Dec-04 | -0.00336 | 0.0002 | 0.0651 | 0.05139 | 0.04294 | 0.10585 | 0.02042 | 0.029918 | 0.032458 |
| Jan-05 | -0.01647 | 0.00663 | -0.08204 | 0.02018 | 0.01029 | -0.01081 | -0.1217 | -0.029049 | -0.02529 |
| Feb-05 | -0.03957 | 0.23217 | 0.06678 | 0.01832 | 0.0213 | 0.08826 | -0.03008 | -0.00263 | 0.018903 |
| Mar-05 | -0.03935 | -0.0586 | -0.03798 | 0.02378 | -0.05865 | 0.03423 | 0.01609 | -0.001695 | -0.019118 |
| Apr-05 | 0.04675 | -0.04312 | -0.03259 | 0.02189 | -0.05877 | -0.14748 | -0.0475 | 0.026981 | -0.020109 |
| May-05 | 0.02292 | -0.00947 | 0.06882 | -0.01749 | 0.05561 | 0.09578 | 0.07079 | 0.018467 | 0.029952 |
| Jun-05 | -0.03721 | 0.0226 | 0.01275 | -0.0313 | -0.1031 | -0.08625 | -0.1143 | -0.043518 | -0.000143 |
| Jul-05 | 0.031 | 0.02227 | 0.1365 | -0.016 | 0.12324 | 0.4252 | 0.196 | 0.059905 | 0.035968 |
| Aug-05 | 0.07224 | 0.02451 | 0.02931 | -0.00375 | 0.04107 | 0.14814 | 0.00811 | -0.002696 | -0.011222 |
| Sep-05 | -0.06026 | 0.06077 | 0.05875 | -0.00174 | 0.03205 | 0.24234 | 0.12692 | 0.071738 | 0.006949 |
| Oct-05 | -0.00117 | -0.11646 | -0.1006 | -0.01043 | -0.05643 | 0.22056 | -0.11151 | -0.053649 | -0.017741 |
| Nov-05 | 0.08016 | 0.03883 | 0.09869 | -0.00862 | 0.0924 | -0.13281 | 0.14361 | 0.021432 | 0.035186 |
| Dec-05 | -0.05527 | -0.03205 | -0.00017 | -0.02672 | -0.00384 | 0.23032 | -0.05058 | 0.012065 | -0.000952 |
Data_final
| Month | Microsoft | Exxon Mobil | Caterpillar | Johnson & Johnson | McDonald's | Sandisk | Qualcomm | Procter & Gamble | S&P 500 |
| Jan-03 | 0.21799 | 0.27739 | 0.2696 | 0.29814 | 0.18557 | 0.05133 | 0.3349 | 0.300465 | 0.272585 |
| Feb-03 | 0.30211 | 0.30293 | 0.36867 | 0.28219 | 0.25576 | 0.39363 | 0.21822 | 0.256644 | 0.282996 |
| Mar-03 | 0.32152 | 0.32734 | 0.34681 | 0.40334 | 0.36245 | 0.30839 | 0.34251 | 0.387833 | 0.308358 |
| Apr-03 | 0.35576 | 0.30715 | 0.37622 | 0.27391 | 0.48257 | 0.73876 | 0.18556 | 0.313588 | 0.381044 |
| May-03 | 0.26283 | 0.34119 | 0.29144 | 0.26859 | 0.39532 | 0.80165 | 0.35395 | 0.321925 | 0.350899 |
| Jun-03 | 0.34185 | 0.28654 | 0.36731 | 0.25124 | 0.47779 | 0.4164 | 0.37124 | 0.271248 | 0.311322 |
| Jul-03 | 0.33003 | 0.29081 | 0.51847 | 0.30174 | 0.34306 | 0.69734 | 0.34285 | 0.290413 | 0.316224 |
| Aug-03 | 0.30417 | 0.36661 | 0.36462 | 0.26196 | 0.27436 | 0.36633 | 0.40459 | 0.293399 | 0.317873 |
| Sep-03 | 0.34827 | 0.27082 | 0.25837 | 0.29879 | 0.34996 | 0.35409 | 0.30823 | 0.363352 | 0.288056 |
| Oct-03 | 0.24604 | 0.29945 | 0.36987 | 0.31636 | 0.36202 | 0.56491 | 0.43967 | 0.363833 | 0.354962 |
| Nov-03 | 0.28355 | 0.29645 | 0.3378 | 0.2843 | 0.3412 | 0.30273 | 0.23957 | 0.279143 | 0.307129 |
| Dec-03 | 0.36457 | 0.4326 | 0.39165 | 0.34787 | 0.26879 | 0.05724 | 0.51055 | 0.337822 | 0.350765 |
| Jan-04 | 0.31023 | 0.29488 | 0.24556 | 0.33407 | 0.33665 | 0.18725 | 0.38678 | 0.31657 | 0.317276 |
| Feb-04 | 0.25949 | 0.33996 | 0.26954 | 0.31367 | 0.39946 | 0.23628 | 0.37763 | 0.314147 | 0.312209 |
| Mar-04 | 0.23969 | 0.28625 | 0.34383 | 0.24083 | 0.30954 | 0.41566 | 0.35072 | 0.32312 | 0.283641 |
| Apr-04 | 0.34813 | 0.32308 | 0.28773 | 0.36526 | 0.2531 | 0.11629 | 0.24222 | 0.313063 | 0.283209 |
| May-04 | 0.30383 | 0.3228 | 0.26938 | 0.33637 | 0.26952 | 0.36479 | 0.37541 | 0.319574 | 0.312083 |
| Jun-04 | 0.38883 | 0.32682 | 0.35428 | 0.29982 | 0.28485 | 0.17992 | 0.38812 | 0.309831 | 0.317989 |
| Jul-04 | 0.29755 | 0.34256 | 0.23026 | 0.29228 | 0.35769 | 0.42125 | 0.24834 | 0.262528 | 0.265709 |
| Aug-04 | 0.26104 | 0.30151 | 0.28925 | 0.35636 | 0.28255 | 0.26012 | 0.40157 | 0.37325 | 0.302287 |
| Sep-04 | 0.31282 | 0.34837 | 0.4066 | 0.26954 | 0.33738 | 0.54711 | 0.32602 | 0.266947 | 0.309364 |
| Oct-04 | 0.31157 | 0.31842 | 0.30622 | 0.33639 | 0.33996 | 0.01669 | 0.36557 | 0.250296 | 0.314014 |
| Nov-04 | 0.36864 | 0.34673 | 0.4367 | 0.33811 | 0.37341 | 0.38194 | 0.30048 | 0.344939 | 0.338595 |
| Dec-04 | 0.29664 | 0.3002 | 0.3651 | 0.35139 | 0.34294 | 0.40585 | 0.32042 | 0.329918 | 0.332458 |
| Jan-05 | 0.28353 | 0.30663 | 0.21796 | 0.32018 | 0.31029 | 0.28919 | 0.1783 | 0.270951 | 0.27471 |
| Feb-05 | 0.26043 | 0.53217 | 0.36678 | 0.31832 | 0.3213 | 0.38826 | 0.26992 | 0.29737 | 0.318903 |
| Mar-05 | 0.26065 | 0.2414 | 0.26202 | 0.32378 | 0.24135 | 0.33423 | 0.31609 | 0.298305 | 0.280882 |
| Apr-05 | 0.34675 | 0.25688 | 0.26741 | 0.32189 | 0.24123 | 0.15252 | 0.2525 | 0.326981 | 0.279891 |
| May-05 | 0.32292 | 0.29053 | 0.36882 | 0.28251 | 0.35561 | 0.39578 | 0.37079 | 0.318467 | 0.329952 |
| Jun-05 | 0.26279 | 0.3226 | 0.31275 | 0.2687 | 0.1969 | 0.21375 | 0.1857 | 0.256482 | 0.299857 |
| Jul-05 | 0.331 | 0.32227 | 0.4365 | 0.284 | 0.42324 | 0.7252 | 0.496 | 0.359905 | 0.335968 |
| Aug-05 | 0.37224 | 0.32451 | 0.32931 | 0.29625 | 0.34107 | 0.44814 | 0.30811 | 0.297304 | 0.288778 |
| Sep-05 | 0.23974 | 0.36077 | 0.35875 | 0.29826 | 0.33205 | 0.54234 | 0.42692 | 0.371738 | 0.306949 |
| Oct-05 | 0.29883 | 0.18354 | 0.1994 | 0.28957 | 0.24357 | 0.52056 | 0.18849 | 0.246351 | 0.282259 |
| Nov-05 | 0.38016 | 0.33883 | 0.39869 | 0.29138 | 0.3924 | 0.16719 | 0.44361 | 0.321432 | 0.335186 |
| Dec-05 | 0.24473 | 0.26795 | 0.29983 | 0.27328 | 0.29616 | 0.53032 | 0.24942 | 0.312065 | 0.299048 |