Real Estate Project

profilebub-9
FIRST1PROJECTFIN750-3.xlsx

all data

Date Adj Close AVB "AvalonBay Communities" R AVB "AvalonBay Communities" Adj Close CPT "Camden Property Trust " R CPT "(Camden Property Trust " Adj Close ABT. " Abbott Laboratories R ABT Abbott Laboratories Adj Close ATVI "Activision Blizzard" R ATVI "Activision Blizzard" SP 500 RSP 500
1/1/05 41.859993 23.847218 11.660873 5.779747 1181.27002 (Activision Blizzard—Abbott Laboratories. Equity stocks), (Camden Property Trust — AvalonBay Communities.)
2/1/05 43.473846 0.0385535898 24.420898 0.0240564748 12.050827 0.0334412355 5.590499 -0.0327433017 1203.599976 0.0189033461
3/1/05 41.841236 -0.0375538433 24.752466 0.0135772239 12.215901 0.013698147 5.046624 -0.0972855911 1180.589966 -0.0191176557
4/1/05 45.523331 0.0880015829 27.210777 0.0993158015 12.88146 0.0544830054 4.930687 -0.0229731797 1156.849976 -0.0201085819
5/1/05 47.337933 0.0398609232 27.536242 0.0119608859 12.793476 -0.0068302817 5.387612 0.0926696422 1191.5 0.0299520463
6/1/05 51.087284 0.0792039441 28.678026 0.0414647721 12.997683 0.0159618074 5.633123 0.0455695399 1191.329956 -0.0001427142
7/1/05 55.861259 0.0934474223 29.842899 0.0406190091 12.366495 -0.0485615782 6.939107 0.2318401356 1234.180054 0.0359682872
8/1/05 53.615574 -0.0402011168 28.234137 -0.0539076984 12.107506 -0.0209427975 7.621084 0.0982802254 1220.329956 -0.0112221049
9/1/05 54.674622 0.0197526189 30.096624 0.0659657846 11.375097 -0.0604921443 6.973206 -0.0850112661 1228.810059 0.0069490247
10/1/05 55.496109 0.0150250147 30.772936 0.0224713576 11.54948 0.0153302429 7.169843 0.0281989375 1207.01001 -0.0177407801
11/1/05 58.841949 0.0602896322 32.220108 0.047027427 10.255427 -0.1120442652 6.051402 -0.1559923976 1249.47998 0.0351860959
12/1/05 57.426399 -0.024056817 31.630314 -0.0183051528 10.723192 0.0456114602 6.246901 0.0323063978 1248.290039 -0.000952349
1/1/06 64.513649 0.1234144944 35.937801 0.1361822396 11.734864 0.094344296 6.519691 0.0436680524 1280.079956 0.0254667713
2/1/06 66.79644 0.0353846207 36.351841 0.0115210165 12.181204 0.038035379 5.683135 -0.128312216 1280.660034 0.0004531576
3/1/06 70.752319 0.0592229017 39.77449 0.0941533883 11.709731 -0.0387049589 6.269635 0.1032000823 1294.869995 0.0110958105
4/1/06 70.349861 -0.0056882659 38.289318 -0.0373398125 11.784177 0.0063576183 6.451494 0.0290063138 1310.609985 0.0121556527
5/1/06 69.435364 -0.0129992723 39.77676 0.0388474404 11.947297 0.0138422904 5.946832 -0.0782240517 1270.089966 -0.0309169161
6/1/06 72.25721 0.0406398964 40.974522 0.0301121057 12.20191 0.0213113477 5.173926 -0.1299693686 1270.199951 0.0000865962
7/1/06 76.935287 0.0647420098 42.987644 0.0491310673 13.365863 0.0953910494 5.433076 0.0500876897 1276.660034 0.0050858788
8/1/06 79.620026 0.0348960679 43.628662 0.0149116802 13.816717 0.0337317538 5.864995 0.0794980597 1303.819946 0.021274193
9/1/06 79.225189 -0.0049590162 42.740227 -0.0203635628 13.776998 -0.0028747061 6.865226 0.1705425154 1335.849976 0.0245662985
10/1/06 86.796692 0.0955693902 45.789253 0.0713385542 13.479103 -0.0216226351 7.010715 0.0211921647 1377.939941 0.031508003
11/1/06 88.134453 0.0154125805 45.227657 -0.0122647993 13.415139 -0.0047454196 7.729063 0.1024642993 1400.630005 0.0164666567
12/1/06 86.127785 -0.0227682584 41.892155 -0.0737491664 14.004529 0.043934692 7.838179 0.0141176233 1418.300049 0.0126157829
1/1/07 98.862091 0.147853634 44.877014 0.0712510254 15.237939 0.0880722229 7.738155 -0.0127611273 1438.23999 0.0140590427
2/1/07 91.525406 -0.0742113071 41.202129 -0.0818879126 15.897173 0.0432626748 7.601761 -0.0176261654 1406.819946 -0.021846176
3/1/07 86.627602 -0.0535130541 40.246193 -0.0232011312 16.240612 0.0216037782 8.611086 0.1327751557 1420.859985 0.0099799829
4/1/07 82.021034 -0.0531766769 40.260269 0.0003497474 16.479275 0.0146954437 9.093016 0.0559662277 1482.369995 0.0432906906
5/1/07 87.475288 0.0664982351 43.150452 0.0717874737 16.597727 0.0071879376 8.997539 -0.0105000365 1530.619995 0.0325492287
6/1/07 79.753502 -0.0882739134 38.71114 -0.1028798493 15.772996 -0.0496893942 8.48833 -0.0565942532 1503.349976 -0.0178163222
7/1/07 72.959793 -0.0851838331 32.096863 -0.1708623668 14.930592 -0.0534079892 7.779075 -0.0835564828 1455.27002 -0.0319818783
8/1/07 77.291298 0.0593683839 35.910408 0.1188136361 15.488183 0.0373455386 8.861143 0.1390998287 1473.98999 0.0128635715
9/1/07 79.778015 0.0321733114 37.522278 0.0448858726 15.998383 0.032941243 9.815911 0.1077477251 1526.75 0.0357940083
10/1/07 83.478088 0.0463796072 36.813183 -0.0188979731 16.296753 0.0186500098 10.75249 0.0954143737 1549.380005 0.0148223383
11/1/07 67.680893 -0.1892376237 31.062412 -0.1562149896 17.37603 0.0662265054 10.070515 -0.0634248439 1481.140015 -0.0440434172
12/1/07 64.073631 -0.0532980852 28.42911 -0.08477455 16.96512 -0.0236480945 13.503128 0.3408577416 1468.359985 -0.008628509
1/1/08 64.398354 0.0050679663 29.526415 0.0385979371 16.97418 0.0005340369 11.761816 -0.1289561944 1378.550049 -0.0611634319
2/1/08 63.471317 -0.0143953524 28.465483 -0.0359316226 16.36396 -0.0359498957 12.375592 0.0521837784 1330.630005 -0.0347611928
3/1/08 66.279915 0.0442498775 30.089855 0.057064621 16.852892 0.0298785868 12.416512 0.0033065085 1322.699951 -0.0059596236
4/1/08 69.125412 0.0429315125 32.138943 0.0680989656 16.119497 -0.0435174568 12.298303 -0.0095203065 1385.589966 0.0475466979
5/1/08 70.13028 0.0145368826 29.921833 -0.0689851561 17.462633 0.0833236918 15.344462 0.2476893763 1400.380005 0.0106741817
6/1/08 61.786694 -0.1189726606 26.884699 -0.1015022709 16.415182 -0.0599824207 15.489953 0.0094816619 1280 -0.0859623849
7/1/08 69.772072 0.1292410628 30.320635 0.1278026583 17.459534 0.0636211039 16.358332 0.0560607899 1267.380005 -0.0098593711
8/1/08 69.974998 0.002908413 30.092518 -0.0075234902 18.033245 0.0328594681 14.921638 -0.0878264361 1282.829956 0.0121904645
9/1/08 68.869415 -0.0157996861 28.273779 -0.0604382458 18.080349 0.0026120646 14.030522 -0.0597197171 1166.359985 -0.0907914338
10/1/08 49.696239 -0.2783989961 21.092216 -0.2540008182 17.31732 -0.0422021168 11.329897 -0.1924821471 968.75 -0.1694245238
11/1/08 42.842346 -0.1379157284 16.562176 -0.2147730708 16.700031 -0.0356457581 10.638829 -0.0609950823 896.23999 -0.0748490426
12/1/08 42.778786 -0.0014835789 19.609316 0.1839818633 17.012421 0.0187059533 7.856366 -0.2615384644 903.25 0.0078215769
1/1/09 37.133347 -0.131968191 17.02466 -0.1318075551 17.672258 0.0387856026 7.965482 0.0138888641 825.880005 -0.0856573429
2/1/09 30.403328 -0.1812392241 12.135559 -0.2871776 15.31989 -0.1331107774 9.120294 0.1449770397 735.090027 -0.1099311976
3/1/09 33.728912 0.109382236 13.937491 0.1484836422 15.436395 0.0076048196 9.511294 0.042871425 797.869995 0.0854044616
4/1/09 41.495983 0.2302793224 18.046801 0.294838576 13.543254 -0.1226413939 9.793178 0.0296367666 872.809998 0.0939250799
5/1/09 44.907112 0.0822038365 19.969223 0.1065242532 14.863481 0.0974822594 10.984362 0.12163406 919.140015 0.0530814463
6/1/09 40.860504 -0.0901106266 18.359444 -0.0806130013 15.516603 0.043941389 11.484479 0.0455299088 919.320007 0.0001958265
7/1/09 43.200291 0.0572628032 19.952713 0.0867819853 14.840385 -0.0435802862 10.411503 -0.0934283567 987.47998 0.074141727
8/1/09 47.824642 0.107044441 24.814119 0.2436463653 15.198589 0.0241371097 10.55699 0.0139736789 1020.619995 0.0335601892
9/1/09 53.985516 0.1288221666 27.248199 0.0980925416 16.62335 0.0937429784 11.266246 0.0671835438 1057.079956 0.0357233458
10/1/09 51.684746 -0.042618283 24.782864 -0.090476989 16.992983 0.0222357708 9.847736 -0.1259079555 1036.189941 -0.0197620009
11/1/09 54.284752 0.0503050939 26.492029 0.0689655966 18.620691 0.0957870669 10.356945 0.0517082302 1095.630005 0.057364062
12/1/09 61.701561 0.1366278509 28.966892 0.0934191564 18.449829 -0.0091759216 10.10234 -0.0245830213 1115.099976 0.0177705712
1/1/10 58.171314 -0.0572148734 26.809042 -0.0744936668 18.091009 -0.0194484187 9.238503 -0.0855086049 1073.869995 -0.0369742462
2/1/10 61.823612 0.0627852072 27.694153 0.0330153909 18.833521 0.0410431502 9.665875 0.0462598757 1104.48999 0.0285136889
3/1/10 65.567047 0.0605502474 28.786705 0.0394506378 18.27837 -0.0294767505 11.106498 0.1490421716 1169.430054 0.058796426
4/1/10 79.81086 0.2172404226 33.846031 0.1757521745 17.750973 -0.0288536122 10.212448 -0.0804979211 1186.689941 0.0147592299
5/1/10 75.22348 -0.0574781427 31.896185 -0.0576092955 16.794292 -0.0538945668 9.908286 -0.0297834564 1089.410034 -0.0819758419
6/1/10 71.625702 -0.0478278591 28.548634 -0.1049514542 16.518864 -0.0164000959 9.668642 -0.0241862215 1030.709961 -0.053882442
7/1/10 81.337074 0.1355850167 32.140594 0.1258189796 17.331034 0.0491662139 10.949808 0.1325073366 1101.599976 0.0687778499
8/1/10 81.437675 0.0012368407 32.310055 0.0052724912 17.763496 0.0249530409 9.843766 -0.101010173 1049.329956 -0.047449184
9/1/10 80.439262 -0.0122598417 33.870487 0.0482955538 18.80756 0.0587758176 9.972805 0.0131087025 1141.199951 0.0875511029
10/1/10 82.98098 0.0315979776 35.346451 0.0435766985 18.476345 -0.0176107374 10.562694 0.0591497578 1183.26001 0.0368559944
11/1/10 86.118835 0.0378141473 36.40136 0.0298448351 17.036606 -0.0779233663 10.820771 0.0244328767 1180.550049 -0.0022902498
12/1/10 87.851669 0.0201214287 38.475536 0.0569807282 17.549431 0.0301013594 11.465961 0.0596251413 1257.640015 0.0653000405
1/1/11 91.212952 0.0382608895 39.859383 0.0359669323 16.542103 -0.0573994678 10.406006 -0.0924436251 1286.119995 0.022645574
2/1/11 95.225586 0.0439919322 42.548786 0.0674722687 17.963362 0.0859176732 10.249316 -0.0150576504 1327.219971 0.0319565641
3/1/11 94.478119 -0.0078494345 40.858917 -0.0397160333 18.318148 0.0197505344 10.111061 -0.0134891928 1325.829956 -0.0010473132
4/1/11 100.374512 0.0624101439 45.525009 0.11420009 19.434788 0.0609581274 10.647956 0.0530997687 1363.609985 0.0284953804
5/1/11 105.49588 0.0510225943 46.635017 0.0243823785 19.903418 0.0241129463 11.218715 0.0536026821 1345.199951 -0.0135009528
6/1/11 101.793564 -0.0350944132 46.1562 -0.0102673277 20.044357 0.0070811456 10.928658 -0.0258547436 1320.640015 -0.0182574613
7/1/11 107.133385 0.0524573538 49.036308 0.0623991576 19.54915 -0.0247055568 11.078365 0.0136985712 1292.280029 -0.0214744258
8/1/11 108.881805 0.0163200295 48.853531 -0.0037273809 20.385145 0.0427637519 11.087721 0.000844529 1218.890015 -0.0567911075
9/1/11 91.054199 -0.1637335641 40.401768 -0.1730020907 19.853296 -0.0260900278 11.134504 0.0042193522 1131.420044 -0.0717619883
10/1/11 107.532295 0.1809701934 44.721752 0.1069256177 20.913116 0.0533825718 12.528658 0.1252102474 1253.300049 0.1077230385
11/1/11 100.421928 -0.0661230842 42.575626 -0.0479884151 21.586897 0.0322181066 11.621055 -0.0724421562 1246.959961 -0.0050587152
12/1/11 105.046898 0.0460553795 45.901745 0.0781226094 22.251719 0.0307974787 11.527487 -0.0080515926 1257.599976 0.0085327639
1/1/12 110.139954 0.0484836401 47.982338 0.0453271003 21.428606 -0.0369909848 11.546201 0.0016234241 1312.410034 0.0435830622
2/1/12 105.005836 -0.046614492 46.122566 -0.0387595119 22.808764 0.0644072694 11.181288 -0.0316045944 1365.680054 0.0405894641
3/1/12 114.464233 0.090074965 48.912228 0.0604836687 24.694382 0.0826707664 11.995323 0.07280333 1408.469971 0.0313323145
4/1/12 118.570122 0.0358704976 50.782887 0.0382452216 25.00462 0.0125631004 12.225424 0.0191825597 1397.910034 -0.0074974527
5/1/12 113.962692 -0.0388582716 48.861744 -0.0378305196 25.343773 0.0135636134 11.143359 -0.0885094047 1310.329956 -0.0626507256
6/1/12 115.373451 0.0123791302 50.782887 0.0393179376 26.443007 0.0433729421 11.380653 0.0212946563 1362.160034 0.0395549821
7/1/12 120.801132 0.0470444539 53.970936 0.0627780181 27.197695 0.0285401732 11.418621 0.0033361882 1379.319946 0.0125975741
8/1/12 116.226669 -0.0378677163 52.548061 -0.0263637266 27.324148 0.0046494014 11.162343 -0.022443866 1406.579956 0.0197633697
9/1/12 111.685005 -0.0390759198 48.809231 -0.0711506748 28.58321 0.0460787286 10.706737 -0.0408163412 1440.670044 0.0242361537
10/1/12 112.134888 0.0040281415 50.104771 0.02654293 27.307467 -0.0446326007 10.336557 -0.0345744927 1412.160034 -0.0197894099
11/1/12 109.01638 -0.0278103279 50.158211 0.0010665651 27.514624 0.0075860936 10.877587 0.0523414131 1416.180054 0.002846717
12/1/12 112.159706 0.0288335202 52.074448 0.0382038546 27.726274 0.007692273 10.080279 -0.0732982416 1426.189941 0.0070682305
1/1/13 108.138626 -0.0358513779 53.419819 0.0258355307 29.890518 0.0780575132 10.820639 0.0734463798 1498.109985 0.0504280965
2/1/13 104.006065 -0.0382154014 53.227352 -0.0036029137 29.934916 0.001485354 13.573256 0.2543858085 1514.680054 0.0110606492
3/1/13 105.539101 0.0147398712 52.873226 -0.0066530832 31.290361 0.0452797329 13.829535 0.0188811734 1569.189941 0.0359877235
4/1/13 111.791893 0.0592462125 56.199059 0.0629020253 32.707825 0.0453003403 14.386294 0.0402586927 1597.569946 0.0180857679
5/1/13 111.472603 -0.0028561105 53.798527 -0.0427148077 32.609394 -0.0030094022 13.876619 -0.0354278176 1630.73999 0.0207628117
6/1/13 113.363281 0.0169609209 53.713062 -0.0015886123 31.017603 -0.0488138786 13.713139 -0.0117809677 1606.280029 -0.0149993016
7/1/13 114.630173 0.0111755058 55.317905 0.029878077 32.57383 0.0501723811 17.290478 0.2608694479 1685.72998 0.0494620798
8/1/13 104.940735 -0.0845278145 48.456108 -0.1240429658 29.759178 -0.0864083837 15.69414 -0.0923246888 1632.969971 -0.031298019
9/1/13 107.642593 0.025746513 48.181629 -0.0056644871 29.634172 -0.0042005865 16.040331 0.0220586155 1681.550049 0.0297495232
10/1/13 106.787521 -0.0079436214 50.853191 0.0554477309 32.634193 0.1012351889 16.040331 0 1756.540039 0.0445957526
11/1/13 101.245323 -0.0518993039 45.878769 -0.0978192696 34.243027 0.0492990282 16.550009 0.0317747807 1805.810059 0.0280494716
12/1/13 100.963524 -0.0027833286 45.054981 -0.0179557564 34.368553 0.003665739 17.146231 0.0360254789 1848.359985 0.0235627916
1/1/14 106.422966 0.0540734097 49.513035 0.0989469733 32.871151 -0.0435689568 16.473076 -0.0392596484 1782.589966 -0.0355829057
2/1/14 111.136597 0.0442914831 53.421535 0.0789388087 35.868114 0.0911730472 18.607941 0.1295972288 1859.449951 0.04311703
3/1/14 113.161667 0.0182214505 53.934135 0.0095953813 34.723 -0.031925682 19.656141 0.0563307891 1872.339966 0.0069321656
4/1/14 118.727493 0.0491847297 55.405323 0.0272774932 34.930386 0.005972583 19.427654 -0.0116242044 1883.949951 0.006200789
5/1/14 123.327065 0.0387405805 56.821007 0.0255514078 36.289764 0.0389167758 20.175247 0.0384808686 1923.569946 0.02103028
6/1/14 123.631386 0.002467593 57.557156 0.0129555782 37.097019 0.0222447024 21.651009 0.073147159 1960.22998 0.0190583317
7/1/14 129.806747 0.0499497838 59.08625 0.0265665315 38.203575 0.029828704 21.728682 0.0035875002 1930.670044 -0.0150798306
8/1/14 135.083862 0.0406536264 61.111313 0.0342729992 38.517895 0.0082275023 22.854925 0.05183209 2003.369995 0.0376552955
9/1/14 123.57412 -0.0852044192 55.958824 -0.0843131778 37.925175 -0.0153881722 20.184956 -0.1168224792 1972.290039 -0.0155138372
10/1/14 137.742813 0.1146574461 63.220772 0.1297730631 39.748932 0.0480882949 19.369402 -0.0404040514 2018.050049 0.0232014608
11/1/14 142.117996 0.0317634213 63.229008 0.0001302736 40.803497 0.0265306499 21.019926 0.085212956 2067.560059 0.0245335888
12/1/14 144.416122 0.0161705489 60.887188 -0.0370371144 41.271027 0.0114580865 19.56358 -0.0692840688 2058.899902 -0.0041885879
1/1/15 153.967941 0.0661409465 64.112663 0.0529746094 41.032684 -0.0057750683 20.291754 0.0372208972 1994.98999 -0.0310408058
2/1/15 149.829254 -0.0268801867 60.567944 -0.055288906 43.655201 0.0639128798 22.641325 0.1157894483 2104.5 0.054892511
3/1/15 155.089386 0.0351075098 65.011307 0.0733616284 42.696762 -0.0219547494 22.068495 -0.0253001978 2067.889893 -0.0173961069
4/1/15 147.315628 -0.0501243715 63.03894 -0.0303388301 42.779701 0.0019425126 22.38266 0.0142359051 2085.51001 0.0085208197
5/1/15 149.251846 0.0131433306 62.95499 -0.0013317166 45.017899 0.0523191595 24.7759 0.1069238419 2107.389893 0.0104913824
6/1/15 143.30867 -0.0398197822 62.367256 -0.009335781 45.462513 0.0098763827 23.746021 -0.0415677735 2063.110107 -0.0210116724
7/1/15 155.691895 0.0864094615 67.4916 0.0821640125 46.953842 0.032803488 25.295742 0.0652623444 2103.840088 0.0197420297
8/1/15 149.115158 -0.0422419998 62.507912 -0.073841604 42.480255 -0.0952762715 28.081312 0.1101201143 1972.180054 -0.0625808182
9/1/15 157.932327 0.059129931 62.63504 0.0020337905 37.435486 -0.1187556195 30.298002 0.0789382633 1920.030029 -0.0264428316
10/1/15 159.106842 0.0074368245 63.152252 0.0082575504 41.69841 0.1138738789 34.09383 0.1252831127 2079.360107 0.0829831178
11/1/15 165.440903 0.0398101107 65.368858 0.0350993976 42.052876 0.0085007078 36.938255 0.0834293184 2080.409912 0.0005048693
12/1/15 167.570435 0.0128718591 65.694069 0.0049750142 42.043522 -0.0002224343 37.968128 0.0278809327 2043.939941 -0.0175301852
1/1/16 157.1353 -0.0622731271 65.917763 0.0034050867 35.434147 -0.1572031715 34.152683 -0.1004907326 1940.23999 -0.050735322
2/1/16 157.272736 0.0008746348 64.570038 -0.0204455512 36.496212 0.0299729241 31.063053 -0.0904652206 1932.22998 -0.0041283604
3/1/16 174.279144 0.1081332241 72.647758 0.1251001277 39.407234 0.0797623052 33.191467 0.0685191504 2059.73999 0.0659911146
4/1/16 163.170059 -0.0637430546 70.386635 -0.0311244705 36.646946 -0.0700452105 34.084522 0.0269061624 2065.300049 0.0026993985
5/1/16 166.021988 0.0174782617 74.292648 0.0554936743 37.562748 0.0249898586 38.820953 0.1389613444 2096.949951 0.0153246024
6/1/16 166.492676 0.0028350943 77.091385 0.0376717895 37.259438 -0.0080747553 39.186817 0.0094243951 2098.860107 0.0009109211
7/1/16 172.679733 0.0371611361 78.804192 0.0222178782 42.415657 0.1383869236 39.710892 0.0133737578 2173.600098 0.0356098011
8/1/16 162.783081 -0.0573121803 77.203293 -0.0203148964 40.073395 -0.0552216367 40.907356 0.030129366 2170.949951 -0.0012192431
9/1/16 165.415375 0.0161705626 73.658485 -0.0459152435 40.330891 0.0064256098 43.804596 0.0708244258 2168.27002 -0.0012344508
10/1/16 160.412109 -0.0302466805 75.940826 0.0309854459 37.42218 -0.0721211689 42.687229 -0.0255079855 2126.149902 -0.0194256793
11/1/16 154.142944 -0.0390816195 73.395172 -0.0335215474 36.537189 -0.0236488361 36.200592 -0.1519573219 2198.810059 0.0341745222
12/1/16 166.006577 0.0769651383 78.393242 0.068098076 36.863491 0.0089306816 36.378578 0.0049166599 2238.830078 0.0182007622
Monthly Average 0.0123955445 0.0118797505 0.0094201422 0.0168693563 0.0053359626
Annual Average 0.9235816594 0.8171769119 0.1071681787 0.0589999191 0.2184091464
Monthly STDEV 0.0732373156 0.0832249423 0.0516502228 0.0898656708 0.0410978826
Annual STDEV 0.2537015033 0.2882996569 0.1789216202 0.3113038154 0.1423672415
Equal Weighted 25% 25% 25% 25%
RP 0.4767316673
Beta 1.1100195954 1.259048948 0.4830719911 0.7350282141
Beta P 0.8967921871
Treynor -1.0547355228
RF 1.23

Correlation

R AVB R CPT R ABT R ATVI
R AVB 1
R CPT 0.8782420631 1
R ABT 0.2253711365 0.2207594575 1
R ATVI 0.2011125176 0.0837732027 0.1930719076 1

Return

Date R AVB R CPT R ABT R ATVI
1/1/05
2/1/05 0.0385535898 0.0240564748 0.0334412355 -0.0327433017
3/1/05 -0.0375538433 0.0135772239 0.013698147 -0.0972855911
4/1/05 0.0880015829 0.0993158015 0.0544830054 -0.0229731797
5/1/05 0.0398609232 0.0119608859 -0.0068302817 0.0926696422
6/1/05 0.0792039441 0.0414647721 0.0159618074 0.0455695399
7/1/05 0.0934474223 0.0406190091 -0.0485615782 0.2318401356
8/1/05 -0.0402011168 -0.0539076984 -0.0209427975 0.0982802254
9/1/05 0.0197526189 0.0659657846 -0.0604921443 -0.0850112661
10/1/05 0.0150250147 0.0224713576 0.0153302429 0.0281989375
11/1/05 0.0602896322 0.047027427 -0.1120442652 -0.1559923976
12/1/05 -0.024056817 -0.0183051528 0.0456114602 0.0323063978
1/1/06 0.1234144944 0.1361822396 0.094344296 0.0436680524
2/1/06 0.0353846207 0.0115210165 0.038035379 -0.128312216
3/1/06 0.0592229017 0.0941533883 -0.0387049589 0.1032000823
4/1/06 -0.0056882659 -0.0373398125 0.0063576183 0.0290063138
5/1/06 -0.0129992723 0.0388474404 0.0138422904 -0.0782240517
6/1/06 0.0406398964 0.0301121057 0.0213113477 -0.1299693686
7/1/06 0.0647420098 0.0491310673 0.0953910494 0.0500876897
8/1/06 0.0348960679 0.0149116802 0.0337317538 0.0794980597
9/1/06 -0.0049590162 -0.0203635628 -0.0028747061 0.1705425154
10/1/06 0.0955693902 0.0713385542 -0.0216226351 0.0211921647
11/1/06 0.0154125805 -0.0122647993 -0.0047454196 0.1024642993
12/1/06 -0.0227682584 -0.0737491664 0.043934692 0.0141176233
1/1/07 0.147853634 0.0712510254 0.0880722229 -0.0127611273
2/1/07 -0.0742113071 -0.0818879126 0.0432626748 -0.0176261654
3/1/07 -0.0535130541 -0.0232011312 0.0216037782 0.1327751557
4/1/07 -0.0531766769 0.0003497474 0.0146954437 0.0559662277
5/1/07 0.0664982351 0.0717874737 0.0071879376 -0.0105000365
6/1/07 -0.0882739134 -0.1028798493 -0.0496893942 -0.0565942532
7/1/07 -0.0851838331 -0.1708623668 -0.0534079892 -0.0835564828
8/1/07 0.0593683839 0.1188136361 0.0373455386 0.1390998287
9/1/07 0.0321733114 0.0448858726 0.032941243 0.1077477251
10/1/07 0.0463796072 -0.0188979731 0.0186500098 0.0954143737
11/1/07 -0.1892376237 -0.1562149896 0.0662265054 -0.0634248439
12/1/07 -0.0532980852 -0.08477455 -0.0236480945 0.3408577416
1/1/08 0.0050679663 0.0385979371 0.0005340369 -0.1289561944
2/1/08 -0.0143953524 -0.0359316226 -0.0359498957 0.0521837784
3/1/08 0.0442498775 0.057064621 0.0298785868 0.0033065085
4/1/08 0.0429315125 0.0680989656 -0.0435174568 -0.0095203065
5/1/08 0.0145368826 -0.0689851561 0.0833236918 0.2476893763
6/1/08 -0.1189726606 -0.1015022709 -0.0599824207 0.0094816619
7/1/08 0.1292410628 0.1278026583 0.0636211039 0.0560607899
8/1/08 0.002908413 -0.0075234902 0.0328594681 -0.0878264361
9/1/08 -0.0157996861 -0.0604382458 0.0026120646 -0.0597197171
10/1/08 -0.2783989961 -0.2540008182 -0.0422021168 -0.1924821471
11/1/08 -0.1379157284 -0.2147730708 -0.0356457581 -0.0609950823
12/1/08 -0.0014835789 0.1839818633 0.0187059533 -0.2615384644
1/1/09 -0.131968191 -0.1318075551 0.0387856026 0.0138888641
2/1/09 -0.1812392241 -0.2871776 -0.1331107774 0.1449770397
3/1/09 0.109382236 0.1484836422 0.0076048196 0.042871425
4/1/09 0.2302793224 0.294838576 -0.1226413939 0.0296367666
5/1/09 0.0822038365 0.1065242532 0.0974822594 0.12163406
6/1/09 -0.0901106266 -0.0806130013 0.043941389 0.0455299088
7/1/09 0.0572628032 0.0867819853 -0.0435802862 -0.0934283567
8/1/09 0.107044441 0.2436463653 0.0241371097 0.0139736789
9/1/09 0.1288221666 0.0980925416 0.0937429784 0.0671835438
10/1/09 -0.042618283 -0.090476989 0.0222357708 -0.1259079555
11/1/09 0.0503050939 0.0689655966 0.0957870669 0.0517082302
12/1/09 0.1366278509 0.0934191564 -0.0091759216 -0.0245830213
1/1/10 -0.0572148734 -0.0744936668 -0.0194484187 -0.0855086049
2/1/10 0.0627852072 0.0330153909 0.0410431502 0.0462598757
3/1/10 0.0605502474 0.0394506378 -0.0294767505 0.1490421716
4/1/10 0.2172404226 0.1757521745 -0.0288536122 -0.0804979211
5/1/10 -0.0574781427 -0.0576092955 -0.0538945668 -0.0297834564
6/1/10 -0.0478278591 -0.1049514542 -0.0164000959 -0.0241862215
7/1/10 0.1355850167 0.1258189796 0.0491662139 0.1325073366
8/1/10 0.0012368407 0.0052724912 0.0249530409 -0.101010173
9/1/10 -0.0122598417 0.0482955538 0.0587758176 0.0131087025
10/1/10 0.0315979776 0.0435766985 -0.0176107374 0.0591497578
11/1/10 0.0378141473 0.0298448351 -0.0779233663 0.0244328767
12/1/10 0.0201214287 0.0569807282 0.0301013594 0.0596251413
1/1/11 0.0382608895 0.0359669323 -0.0573994678 -0.0924436251
2/1/11 0.0439919322 0.0674722687 0.0859176732 -0.0150576504
3/1/11 -0.0078494345 -0.0397160333 0.0197505344 -0.0134891928
4/1/11 0.0624101439 0.11420009 0.0609581274 0.0530997687
5/1/11 0.0510225943 0.0243823785 0.0241129463 0.0536026821
6/1/11 -0.0350944132 -0.0102673277 0.0070811456 -0.0258547436
7/1/11 0.0524573538 0.0623991576 -0.0247055568 0.0136985712
8/1/11 0.0163200295 -0.0037273809 0.0427637519 0.000844529
9/1/11 -0.1637335641 -0.1730020907 -0.0260900278 0.0042193522
10/1/11 0.1809701934 0.1069256177 0.0533825718 0.1252102474
11/1/11 -0.0661230842 -0.0479884151 0.0322181066 -0.0724421562
12/1/11 0.0460553795 0.0781226094 0.0307974787 -0.0080515926
1/1/12 0.0484836401 0.0453271003 -0.0369909848 0.0016234241
2/1/12 -0.046614492 -0.0387595119 0.0644072694 -0.0316045944
3/1/12 0.090074965 0.0604836687 0.0826707664 0.07280333
4/1/12 0.0358704976 0.0382452216 0.0125631004 0.0191825597
5/1/12 -0.0388582716 -0.0378305196 0.0135636134 -0.0885094047
6/1/12 0.0123791302 0.0393179376 0.0433729421 0.0212946563
7/1/12 0.0470444539 0.0627780181 0.0285401732 0.0033361882
8/1/12 -0.0378677163 -0.0263637266 0.0046494014 -0.022443866
9/1/12 -0.0390759198 -0.0711506748 0.0460787286 -0.0408163412
10/1/12 0.0040281415 0.02654293 -0.0446326007 -0.0345744927
11/1/12 -0.0278103279 0.0010665651 0.0075860936 0.0523414131
12/1/12 0.0288335202 0.0382038546 0.007692273 -0.0732982416
1/1/13 -0.0358513779 0.0258355307 0.0780575132 0.0734463798
2/1/13 -0.0382154014 -0.0036029137 0.001485354 0.2543858085
3/1/13 0.0147398712 -0.0066530832 0.0452797329 0.0188811734
4/1/13 0.0592462125 0.0629020253 0.0453003403 0.0402586927
5/1/13 -0.0028561105 -0.0427148077 -0.0030094022 -0.0354278176
6/1/13 0.0169609209 -0.0015886123 -0.0488138786 -0.0117809677
7/1/13 0.0111755058 0.029878077 0.0501723811 0.2608694479
8/1/13 -0.0845278145 -0.1240429658 -0.0864083837 -0.0923246888
9/1/13 0.025746513 -0.0056644871 -0.0042005865 0.0220586155
10/1/13 -0.0079436214 0.0554477309 0.1012351889 0
11/1/13 -0.0518993039 -0.0978192696 0.0492990282 0.0317747807
12/1/13 -0.0027833286 -0.0179557564 0.003665739 0.0360254789
1/1/14 0.0540734097 0.0989469733 -0.0435689568 -0.0392596484
2/1/14 0.0442914831 0.0789388087 0.0911730472 0.1295972288
3/1/14 0.0182214505 0.0095953813 -0.031925682 0.0563307891
4/1/14 0.0491847297 0.0272774932 0.005972583 -0.0116242044
5/1/14 0.0387405805 0.0255514078 0.0389167758 0.0384808686
6/1/14 0.002467593 0.0129555782 0.0222447024 0.073147159
7/1/14 0.0499497838 0.0265665315 0.029828704 0.0035875002
8/1/14 0.0406536264 0.0342729992 0.0082275023 0.05183209
9/1/14 -0.0852044192 -0.0843131778 -0.0153881722 -0.1168224792
10/1/14 0.1146574461 0.1297730631 0.0480882949 -0.0404040514
11/1/14 0.0317634213 0.0001302736 0.0265306499 0.085212956
12/1/14 0.0161705489 -0.0370371144 0.0114580865 -0.0692840688
1/1/15 0.0661409465 0.0529746094 -0.0057750683 0.0372208972
2/1/15 -0.0268801867 -0.055288906 0.0639128798 0.1157894483
3/1/15 0.0351075098 0.0733616284 -0.0219547494 -0.0253001978
4/1/15 -0.0501243715 -0.0303388301 0.0019425126 0.0142359051
5/1/15 0.0131433306 -0.0013317166 0.0523191595 0.1069238419
6/1/15 -0.0398197822 -0.009335781 0.0098763827 -0.0415677735
7/1/15 0.0864094615 0.0821640125 0.032803488 0.0652623444
8/1/15 -0.0422419998 -0.073841604 -0.0952762715 0.1101201143
9/1/15 0.059129931 0.0020337905 -0.1187556195 0.0789382633
10/1/15 0.0074368245 0.0082575504 0.1138738789 0.1252831127
11/1/15 0.0398101107 0.0350993976 0.0085007078 0.0834293184
12/1/15 0.0128718591 0.0049750142 -0.0002224343 0.0278809327
1/1/16 -0.0622731271 0.0034050867 -0.1572031715 -0.1004907326
2/1/16 0.0008746348 -0.0204455512 0.0299729241 -0.0904652206
3/1/16 0.1081332241 0.1251001277 0.0797623052 0.0685191504
4/1/16 -0.0637430546 -0.0311244705 -0.0700452105 0.0269061624
5/1/16 0.0174782617 0.0554936743 0.0249898586 0.1389613444
6/1/16 0.0028350943 0.0376717895 -0.0080747553 0.0094243951
7/1/16 0.0371611361 0.0222178782 0.1383869236 0.0133737578
8/1/16 -0.0573121803 -0.0203148964 -0.0552216367 0.030129366
9/1/16 0.0161705626 -0.0459152435 0.0064256098 0.0708244258
10/1/16 -0.0302466805 0.0309854459 -0.0721211689 -0.0255079855
11/1/16 -0.0390816195 -0.0335215474 -0.0236488361 -0.1519573219
12/1/16 0.0769651383 0.068098076 0.0089306816 0.0049166599

R AVB 38353 38384 38412 38443 38473 385 04 38534 38565 38596 38626 38657 38687 38718 38749 38777 38808 38838 38869 38899 38930 38961 38991 39022 39052 39083 39114 39142 39173 39203 39234 39264 39295 39326 39356 39387 39417 39448 39479 39508 39539 39569 39600 39630 39661 39692 39722 39753 39783 39814 39845 39873 39904 39934 39965 39995 40026 40057 40087 40118 401 48 40179 40210 40238 40269 40299 40330 40360 40391 40422 40452 40483 40513 40544 40575 40603 40634 40664 40695 40725 40756 40787 40817 40848 40878 40909 40940 40969 41000 41030 41061 41091 41122 41153 41183 41214 41244 41275 41306 41334 41365 41395 41426 41456 41487 41518 41548 41579 41609 41640 41671 41699 41730 41760 41791 41821 41852 41883 41913 41944 41974 42005 42036 42064 42095 42125 42156 42186 42217 42248 42278 42309 42339 42370 42401 42430 42461 42491 42522 42552 42583 42614 42644 42675 42705 3.8553589820237162E-2 -3.7553843292355581E-2 8.8001582936029818E-2 3.9860923182444642E-2 7.9203944118134542E-2 9.3447422258736645E-2 -4.0201116841995892E-2 1.9752618893905661E-2 1.5025014713407578E-2 6.0289632197457352E-2 -2.4056817016717039E-2 0.12341449443835051 3.5384620702512165E-2 5.9222901699551585E-2 -5.6882658503390644E-3 -1.2999272308441338E-2 4.0639896407830355E-2 6.4742009828500188E-2 3.489606791224413E-2 -4.9590162153425503E-3 9.5569390184730166E-2 1.5412580470232673E-2 -2.276825840173979E-2 0.14785363399279342 -7.421130714299784E-2 -5.3513054069380554E-2 -5.3176676874883318E-2 6.6498235074676157E-2 -8.8273913427984463E-2 -8.5183833056007907E-2 5.9368383898786452E-2 3.2173311412107462E-2 4.63796072138421E-2 -0.18923762365041233 -5.329808517745166E-2 5.067966259005856E-3 -1.4395352402951147E-2 4.4249877468274426E-2 4.2931512510237746E-2 1.4536882615614673E-2 -0.11897266059682068 0.12924106280876588 2.9084129822030376E-3 -1.5799686053581535E-2 -0.27839899612912355 -0.13791572839143823 -1.4835788871132899E-3 -0.13196819096268878 -0.18123922413996243 0.10938223604994832 0.23027932238075161 8.2203836453277779E-2 -9.011062657514024E-2 5.7262803219461055E-2 0.10704444097378875 0.12882216661444115 -4.2618283022431425E-2 5.0305093885921401E-2 0.13662785085579834 -5.7214873380593979E-2 6.2785207155540521E-2 6.0550247371505973E-2 0.21724042261656229 -5.7478142698875939E-2 -4.7827859067408093E-2 0.13558501667460093 1.2368406564514172E-3 -1.2259841651913557E-2 3.1597977614463979E-2 3.7814147290138073E-2 2.0121428721138607E-2 3.8260889500004835E-2 4.3991932198401008E-2 -7.8494344996732322E-3 6.2410143876805893E-2 5.1022594261778367E-2 -3.5094413165708424E-2 5.2457353787121554E-2 1.6320029466071626E-2 -0.16373356411569409 0.1809701933680182 -6.6123084232509038E-2 4.6055379458558143E-2 4.8483640135665924E-2 -4.6614491958113589E-2 9.0074964976232283E-2 3.5870497642700359E-2 -3.8858271563556236E-2 1.2379130180603303E-2 4.7044453927273029E-2 -3.7867716338949496E-2 -3.9075919830413426E-2 4.028141468051148E-3 -2.7810327861566203E-2 2.8833520247140861E-2 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42491 42522 42552 42583 42614 42644 42675 42705 -3.2743301739678238E-2 -9.7285591143116176E-2 -2.2973179693989609E-2 9.2669642181708159E-2 4.5569539900052282E-2 0.23184013556955876 9.828022539499677E-2 -8.5011266113849362E-2 2.8198937475818146E-2 -0.15599239760201161 3.2306397757081724E-2 4.3668052367085639E-2 -0.12831221602373485 0.10320008234891481 2.9006313764676925E-2 -7.8224051669272363E-2 -0.12996936856464078 5.0087689696373699E-2 7.9498059662703152E-2 0.17054251538151344 2.1192164686202674E-2 0.10246429929044323 1.4117623313459888E-2 -1.27611 2729755219E-2 -1.7626165410230234E-2 0.132775155651434 5.5966227720870537E-2 -1.0500036511538162E-2 -5.6594253161892406E-2 -8.3556482841736807E-2 0.13909982870714069 0.10774772509596105 9.5414373663330901E-2 -6.3424843919873408E-2 0.34085774163486177 -0.1289561944462054 5.2183778423331877E-2 3.3065084886445533E-3 -9.5203065079790695E-3 0.24768937633102708 9.4816618529864269E-3 5.6060789855204914E-2 -8.7826436093851198E-2 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Price

Date Adj Close AVB Adj Close CPT Adj Close ABT Adj Close ATVI
1/1/05 41.859993 23.847218 11.660873 5.779747
2/1/05 43.473846 24.420898 12.050827 5.590499
3/1/05 41.841236 24.752466 12.215901 5.046624
4/1/05 45.523331 27.210777 12.88146 4.930687
5/1/05 47.337933 27.536242 12.793476 5.387612
6/1/05 51.087284 28.678026 12.997683 5.633123
7/1/05 55.861259 29.842899 12.366495 6.939107
8/1/05 53.615574 28.234137 12.107506 7.621084
9/1/05 54.674622 30.096624 11.375097 6.973206
10/1/05 55.496109 30.772936 11.54948 7.169843
11/1/05 58.841949 32.220108 10.255427 6.051402
12/1/05 57.426399 31.630314 10.723192 6.246901
1/1/06 64.513649 35.937801 11.734864 6.519691
2/1/06 66.79644 36.351841 12.181204 5.683135
3/1/06 70.752319 39.77449 11.709731 6.269635
4/1/06 70.349861 38.289318 11.784177 6.451494
5/1/06 69.435364 39.77676 11.947297 5.946832
6/1/06 72.25721 40.974522 12.20191 5.173926
7/1/06 76.935287 42.987644 13.365863 5.433076
8/1/06 79.620026 43.628662 13.816717 5.864995
9/1/06 79.225189 42.740227 13.776998 6.865226
10/1/06 86.796692 45.789253 13.479103 7.010715
11/1/06 88.134453 45.227657 13.415139 7.729063
12/1/06 86.127785 41.892155 14.004529 7.838179
1/1/07 98.862091 44.877014 15.237939 7.738155
2/1/07 91.525406 41.202129 15.897173 7.601761
3/1/07 86.627602 40.246193 16.240612 8.611086
4/1/07 82.021034 40.260269 16.479275 9.093016
5/1/07 87.475288 43.150452 16.597727 8.997539
6/1/07 79.753502 38.71114 15.772996 8.48833
7/1/07 72.959793 32.096863 14.930592 7.779075
8/1/07 77.291298 35.910408 15.488183 8.861143
9/1/07 79.778015 37.522278 15.998383 9.815911
10/1/07 83.478088 36.813183 16.296753 10.75249
11/1/07 67.680893 31.062412 17.37603 10.070515
12/1/07 64.073631 28.42911 16.96512 13.503128
1/1/08 64.398354 29.526415 16.97418 11.761816
2/1/08 63.471317 28.465483 16.36396 12.375592
3/1/08 66.279915 30.089855 16.852892 12.416512
4/1/08 69.125412 32.138943 16.119497 12.298303
5/1/08 70.13028 29.921833 17.462633 15.344462
6/1/08 61.786694 26.884699 16.415182 15.489953
7/1/08 69.772072 30.320635 17.459534 16.358332
8/1/08 69.974998 30.092518 18.033245 14.921638
9/1/08 68.869415 28.273779 18.080349 14.030522
10/1/08 49.696239 21.092216 17.31732 11.329897
11/1/08 42.842346 16.562176 16.700031 10.638829
12/1/08 42.778786 19.609316 17.012421 7.856366
1/1/09 37.133347 17.02466 17.672258 7.965482
2/1/09 30.403328 12.135559 15.31989 9.120294
3/1/09 33.728912 13.937491 15.436395 9.511294
4/1/09 41.495983 18.046801 13.543254 9.793178
5/1/09 44.907112 19.969223 14.863481 10.984362
6/1/09 40.860504 18.359444 15.516603 11.484479
7/1/09 43.200291 19.952713 14.840385 10.411503
8/1/09 47.824642 24.814119 15.198589 10.55699
9/1/09 53.985516 27.248199 16.62335 11.266246
10/1/09 51.684746 24.782864 16.992983 9.847736
11/1/09 54.284752 26.492029 18.620691 10.356945
12/1/09 61.701561 28.966892 18.449829 10.10234
1/1/10 58.171314 26.809042 18.091009 9.238503
2/1/10 61.823612 27.694153 18.833521 9.665875
3/1/10 65.567047 28.786705 18.27837 11.106498
4/1/10 79.81086 33.846031 17.750973 10.212448
5/1/10 75.22348 31.896185 16.794292 9.908286
6/1/10 71.625702 28.548634 16.518864 9.668642
7/1/10 81.337074 32.140594 17.331034 10.949808
8/1/10 81.437675 32.310055 17.763496 9.843766
9/1/10 80.439262 33.870487 18.80756 9.972805
10/1/10 82.98098 35.346451 18.476345 10.562694
11/1/10 86.118835 36.40136 17.036606 10.820771
12/1/10 87.851669 38.475536 17.549431 11.465961
1/1/11 91.212952 39.859383 16.542103 10.406006
2/1/11 95.225586 42.548786 17.963362 10.249316
3/1/11 94.478119 40.858917 18.318148 10.111061
4/1/11 100.374512 45.525009 19.434788 10.647956
5/1/11 105.49588 46.635017 19.903418 11.218715
6/1/11 101.793564 46.1562 20.044357 10.928658
7/1/11 107.133385 49.036308 19.54915 11.078365
8/1/11 108.881805 48.853531 20.385145 11.087721
9/1/11 91.054199 40.401768 19.853296 11.134504
10/1/11 107.532295 44.721752 20.913116 12.528658
11/1/11 100.421928 42.575626 21.586897 11.621055
12/1/11 105.046898 45.901745 22.251719 11.527487
1/1/12 110.139954 47.982338 21.428606 11.546201
2/1/12 105.005836 46.122566 22.808764 11.181288
3/1/12 114.464233 48.912228 24.694382 11.995323
4/1/12 118.570122 50.782887 25.00462 12.225424
5/1/12 113.962692 48.861744 25.343773 11.143359
6/1/12 115.373451 50.782887 26.443007 11.380653
7/1/12 120.801132 53.970936 27.197695 11.418621
8/1/12 116.226669 52.548061 27.324148 11.162343
9/1/12 111.685005 48.809231 28.58321 10.706737
10/1/12 112.134888 50.104771 27.307467 10.336557
11/1/12 109.01638 50.158211 27.514624 10.877587
12/1/12 112.159706 52.074448 27.726274 10.080279
1/1/13 108.138626 53.419819 29.890518 10.820639
2/1/13 104.006065 53.227352 29.934916 13.573256
3/1/13 105.539101 52.873226 31.290361 13.829535
4/1/13 111.791893 56.199059 32.707825 14.386294
5/1/13 111.472603 53.798527 32.609394 13.876619
6/1/13 113.363281 53.713062 31.017603 13.713139
7/1/13 114.630173 55.317905 32.57383 17.290478
8/1/13 104.940735 48.456108 29.759178 15.69414
9/1/13 107.642593 48.181629 29.634172 16.040331
10/1/13 106.787521 50.853191 32.634193 16.040331
11/1/13 101.245323 45.878769 34.243027 16.550009
12/1/13 100.963524 45.054981 34.368553 17.146231
1/1/14 106.422966 49.513035 32.871151 16.473076
2/1/14 111.136597 53.421535 35.868114 18.607941
3/1/14 113.161667 53.934135 34.723 19.656141
4/1/14 118.727493 55.405323 34.930386 19.427654
5/1/14 123.327065 56.821007 36.289764 20.175247
6/1/14 123.631386 57.557156 37.097019 21.651009
7/1/14 129.806747 59.08625 38.203575 21.728682
8/1/14 135.083862 61.111313 38.517895 22.854925
9/1/14 123.57412 55.958824 37.925175 20.184956
10/1/14 137.742813 63.220772 39.748932 19.369402
11/1/14 142.117996 63.229008 40.803497 21.019926
12/1/14 144.416122 60.887188 41.271027 19.56358
1/1/15 153.967941 64.112663 41.032684 20.291754
2/1/15 149.829254 60.567944 43.655201 22.641325
3/1/15 155.089386 65.011307 42.696762 22.068495
4/1/15 147.315628 63.03894 42.779701 22.38266
5/1/15 149.251846 62.95499 45.017899 24.7759
6/1/15 143.30867 62.367256 45.462513 23.746021
7/1/15 155.691895 67.4916 46.953842 25.295742
8/1/15 149.115158 62.507912 42.480255 28.081312
9/1/15 157.932327 62.63504 37.435486 30.298002
10/1/15 159.106842 63.152252 41.69841 34.09383
11/1/15 165.440903 65.368858 42.052876 36.938255
12/1/15 167.570435 65.694069 42.043522 37.968128
1/1/16 157.1353 65.917763 35.434147 34.152683
2/1/16 157.272736 64.570038 36.496212 31.063053
3/1/16 174.279144 72.647758 39.407234 33.191467
4/1/16 163.170059 70.386635 36.646946 34.084522
5/1/16 166.021988 74.292648 37.562748 38.820953
6/1/16 166.492676 77.091385 37.259438 39.186817
7/1/16 172.679733 78.804192 42.415657 39.710892
8/1/16 162.783081 77.203293 40.073395 40.907356
9/1/16 165.415375 73.658485 40.330891 43.804596
10/1/16 160.412109 75.940826 37.42218 42.687229
11/1/16 154.142944 73.395172 36.537189 36.200592
12/1/16 166.006577 78.393242 36.863491 36.378578
Monthly Average
Annual Average
Monthly STDEV
Annual STDEV

Adj Close AVB 41.859993000000003 43.473846000000002 41.841236000000002 45.523330999999999 47.337933 51.087283999999997 55.861258999999997 53.615574000000002 54.674621999999999 55.496108999999997 58.841949 57.426399000000004 64.513649000000001 66.796440000000004 70.752319 70.349861000000004 69.435364000000007 72.257210000000001 76.935287000000002 79.620025999999996 79.225189 86.796691999999993 88.134452999999993 86.127785000000003 98.862091000000007 91.525406000000004 86.627601999999996 82.021034 87.475288000000006 79.753501999999997 72.959793000000005 77.291297999999998 79.778014999999996 83.478088 67.680892999999998 64.073631000000006 64.398353999999998 63.471316999999999 66.279915000000003 69.125411999999997 70.130279999999999 61.786693999999997 69.772071999999994 69.974997999999999 68.869415000000004 49.696238999999998 42.842345999999999 42.778785999999997 37.133347000000001 30.403327999999998 33.728912000000001 41.495983000000003 44.907111999999998 40.860503999999999 43.200291 47.824641999999997 53.985515999999997 51.684745999999997 54.284751999999997 61.701560999999998 58.171314000000002 61.823611999999997 65.567047000000002 79.810860000000005 75.223479999999995 71.625702000000004 81.337074000000001 81.437674999999999 80.439261999999999 82.980980000000002 86.118835000000004 87.851669000000001 91.212952000000001 95.225586000000007 94.478119000000007 100.374512 105.49588 101.793564 107.133385 108.881805 91.054198999999997 107.532295 100.42192799999999 105.046898 110.139954 105.005836 114.46423299999999 118.570122 113.962692 115.373451 120.801132 116.226669 111.685005 112.134888 109.01638 112.159706 108.138626 104.00606500000001 105.539101 111.791893 111.47260300000001 113.363281 114.630173 104.940735 107.64259300000001 106.787521 101.245323 100.96352400000001 106.422966 111.13659699999999 113.16166699999999 118.727493 123.327065 123.63138600000001 129.806747 135.08386200000001 123.57411999999999 137.74281300000001 142.11799600000001 144.416122 153.967941 149.82925399999999 155.08938599999999 147.315628 149.251846 143.30867000000001 155.69189499999999 149.11515800000001 157.93232699999999 159.106842 165.4409029999 9999 167.570435 157.1353 157.27273600000001 174.279144 163.17005900000001 166.02198799999999 166.49267599999999 172.679733 162.78308100000001 165.41537500000001 160.41210899999999 154.142944 166.00657699999999 Adj Close CPT 23.847218000000002 24.420898000000001 24.752465999999998 27.210777 27.536242000000001 28.678025999999999 29.842898999999999 28.234137 30.096623999999998 30.772936000000001 32.220108000000003 31.630313999999998 35.937801 36.351841 39.77449 38.289318000000002 39.776760000000003 40.974522 42.987644000000003 43.628661999999998 42.740226999999997 45.789253000000002 45.227657000000001 41.892155000000002 44.877014000000003 41.202128999999999 40.246192999999998 40.260269000000001 43.150452000000001 38.71114 32.096862999999999 35.910407999999997 37.522278 36.813183000000002 31.062411999999998 28.429110000000001 29.526415 28.465482999999999 30.089855 32.138942999999998 29.921832999999999 26.884699000000001 30.320634999999999 30.092517999999998 28.273779000000001 21.092216000000001 16.562176000000001 19.609316 17.024660000000001 12.135559000000001 13.937491 18.046800999999999 19.969223 18.359444 19.952712999999999 24.814119000000002 27.248199 24.782864 26.492028999999999 28.966892000000001 26.809042000000002 27.694153 28.786705000000001 33.846031000000004 31.896184999999999 28.548634 32.140594 32.310054999999998 33.870486999999997 35.346451000000002 36.401359999999997 38.475535999999998 39.859383000000001 42.548786 40.858916999999998 45.525008999999997 46.635016999999998 46.156199999999998 49.036307999999998 48.853530999999997 40.401767999999997 44.721752000000002 42.575626 45.901744999999998 47.982337999999999 46.122565999999999 48.912227999999999 50.782887000000002 48.861744000000002 50.782887000000002 53.970936000000002 52.548060999999997 48.809230999999997 50.104771 50.158211000000001 52.074447999999997 53.419818999999997 53.227352000000003 52.873226000000003 56.199058999999998 53.798527 53.713062000000001 55.317905000000003 48.456108 48.181629000000001 50.853191000000002 45.878768999999998 45.054980999999998 49.513035000000002 53.421534999999999 53.934134999999998 55.405323000000003 56.821007000000002 57.557155999999999 59.08625 61.111313000000003 55.958824 63.220771999999997 63.229008 60.887188000000002 64.112662999999998 60.567943999999997 65.011307000000002 63.038939999999997 62.954990000000002 62.367255999999998 67.491600000000005 62.507911999999997 62.635039999999996 63.152251999999997 65.368858000000003 65.694068999999999 65.917762999999994 64.570037999999997 72.647757999999996 70.386634999999998 74.292648 77.091385000000002 78.804192 77.203293000000002 73.658484999999999 75.940826000000001 73.395172000000002 78.393242000000001 Adj Close ABT 11.660873 12.050827 12.215901000000001 12.881460000000001 12.793476 12.997683 12.366495 12.107506000000001 11.375097 11.549480000000001 10.255426999999999 10.723191999999999 11.734864 12.181203999999999 11.709731 11.784177 11.947297000000001 12.20191 13.365862999999999 13.816717000000001 13.776998000000001 13.4 79103 13.415139 14.004529 15.237939000000001 15.897173 16.240611999999999 16.479275000000001 16.597726999999999 15.772995999999999 14.930592000000001 15.488182999999999 15.998383 16.296752999999999 17.37603 16.965119999999999 16.97418 16.363959999999999 16.852892000000001 16.119496999999999 17.462633 16.415182000000001 17.459534000000001 18.033245000000001 18.080348999999998 17.317319999999999 16.700030999999999 17.012421 17.672257999999999 15.319889999999999 15.436394999999999 13.543253999999999 14.863481 15.516603 14.840384999999999 15.198589 16.623349999999999 16.992982999999999 18.620691000000001 18.449829000000001 18.091009 18.833521000000001 18.278369999999999 17.750972999999998 16.794291999999999 16.518864000000001 17.331033999999999 17.763496 18.807559999999999 18.476344999999998 17.036605999999999 17.549430999999998 16.542103000000001 17.963362 18.318148000000001 19.434788000000001 19.903417999999999 20.044357000000002 19.549150000000001 20.385145000000001 19.853296 20.913115999999999 21.586897 22.251719000000001 21.428605999999998 22.808764 24.694382000000001 25.004619999999999 25.343772999999999 26.443007000000001 27.197695 27.324148000000001 28.583210000000001 27.307466999999999 27.514624000000001 27.726274 29.890518 29.934916000000001 31.290361000000001 32.707825 32.609394000000002 31.017603000000001 32.573830000000001 29.759177999999999 29.634172 32.6341930000000 03 34.243026999999998 34.368552999999999 32.871150999999998 35.868113999999998 34.722999999999999 34.930385999999999 36.289763999999998 37.097019000000003 38.203575000000001 38.517895000000003 37.925175000000003 39.748932000000003 40.803497 41.271026999999997 41.032684000000003 43.655200999999998 42.696762 42.779701000000003 45.017899 45.462513000000001 46.953842000000002 42.480255 37.435485999999997 41.698410000000003 42.052875999999998 42.043522000000003 35.434147000000003 36.496212 39.407234000000003 36.646946 37.562747999999999 37.259438000000003 42.415657000000003 40.073394999999998 40.330891000000001 37.422179999999997 36.537188999999998 36.863491000000003 Adj Close ATVI 5.7797470000000004 5.5904990000000003 5.0466240000000004 4.9306869999999998 5.3876119999999998 5.6331230000000003 6.9391069999999999 7.6210839999999997 6.9732060000000002 7.1698430000000002 6.0514020000000004 6.2469010000000003 6.5196909999999999 5.683135 6.2696350000000001 6.4514940000000003 5.9468319999999997 5.1739259999999998 5.4330759999999998 5.8649950000000004 6.8652259999999998 7.0107150000000003 7.729063 7.8381790000000002 7.7381549999999999 7.6017609999999998 8.6110860000000002 9.0930160000000004 8.9975389999999997 8.4883299999999995 7.7790749999999997 8.8611430000000002 9.8159109999999998 10.75249 10.070515 13.503128 11.761816 12.375591999999999 12.416512000000001 12.298303000000001 15.344462 15.489953 16.358332000000001 14.921638 14.030521999999999 11.329897000000001 10.638828999999999 7.8563660000000004 7.9654819999999997 9.1202939999999995 9.5112939999999995 9.7931779999999993 10.984362000000001 11.484479 10.411503 10.556990000000001 11.266246000000001 9.8477359999999994 10.356945 10.10234 9.2385029999999997 9.6658749999999998 11.106498 10.212448 9.9082860000000004 9.6686420000000002 10.949808000000001 9.8437660000000005 9.9728049999999993 10.562694 10.820771000000001 11.465961 10.406006 10.249316 10.111060999999999 10.647956000000001 11.218715 10.928658 11.078365 11.087721 11.134504 12.528658 11.621055 11.527487000000001 11.546201 11.181288 11.995323000000001 12.225424 11.143359 11.380653000000001 11.418621 11.162343 10.706737 10.336557000000001 10.877587 10.080279000000001 10.820639 13.573256000000001 13.829535 14.386293999999999 13.876619 13.713139 17.290478 15.694140000000001 16.040330999999998 16.040330999999998 16.550008999999999 17.146231 16.473075999999999 18.607941 19.656141000000002 19.427654 20.175246999999999 21.651008999999998 21.728681999999999 22. 854925000000001 20.184956 19.369402000000001 21.019926000000002 19.563580000000002 20.291754000000001 22.641324999999998 22.068494999999999 22.382660000000001 24.7759 23.746020999999999 25.295742000000001 28.081312 30.298002 34.093829999999997 36.938254999999998 37.968128 34.152683000000003 31.063053 33.191467000000003 34.084522 38.820953000000003 39.186816999999998 39.710892000000001 40.907356 43.804595999999997 42.687229000000002 36.200592 36.378577999999997