Discussion Responses

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Data

Monthly Stock Price 0.022645574
Date S&P500 Return APPLE Return ADOBE Return General Mills Return Applied Materials Return AEP Return ARE Return AMP Return Accenture Return Abbot Return 3M Return AOS Return
12/1/10 1257.640015 9.85703 30.780001 25.246328 11.570049 24.493031 53.637955 45.110355 39.297047 18.329218 66.452415 8.171717
1/1/11 1286.119995 0.022645574 10.36920 0.05196 33.049999 0.0737491204 24.671745 -0.0227590721 12.920573 0.1167258669 24.288805 -0.0083381269 56.753162 0.0580784074 48.324139 0.0712427113 41.712086 0.0614559918 17.27713 -0.0573995028 67.699852 0.0187718836 9.186742 0.1242119618
2/1/11 1327.219971 0.0319565641 10.79366 0.04093 34.5 0.0438729514 26.548845 0.0760829848 13.529958 0.04716393 24.35688 0.0028027315 59.081043 0.0410176441 49.633148 0.0270880977 41.720181 0.0001940685 18.572725 0.0749890173 71.018616 0.049021732 8.697755 -0.0532274663
3/1/11 1325.829956 -0.0010473132 10.65003 -0.01331 33.16 -0.0388405797 26.127096 -0.0158857758 12.919028 -0.0451538726 24.230476 -0.005189663 57.438267 -0.0278054671 48.021057 -0.032480128 44.548538 0.0677934978 18.939548 0.0197506289 72.429527 0.0198667769 9.546 0.0975245911
4/1/11 1363.609985 0.0284953804 10.69954 0.00465 33.549999 0.0117611279 27.578201 0.055540233 12.976924 0.0044814517 25.154453 0.0381328456 60.878395 0.0598926148 48.791534 0.0160445656 46.29903 0.0392940392 20.09407 0.0609582657 75.303474 0.0396792181 9.466343 -0.0083445422
5/1/11 1345.199951 -0.0135009528 10.62926 -0.00657 34.630001 0.0321908206 28.648806 0.0388206976 11.397198 -0.1217334709 26.340475 0.0471495842 61.167423 0.0047476284 48.138996 -0.0133740005 46.887592 0.0127121886 20.36673 0.0135691774 73.111221 -0.0291122426 8.957175 -0.0537871911
6/1/11 1320.640015 -0.0182574613 10.25766 -0.03496 31.450001 -0.0918278922 26.811888 -0.0641184837 10.823827 -0.0503080669 26.312069 -0.0010784164 57.373177 -0.0620305027 45.517635 -0.0544540023 49.363098 0.0527966119 20.51095 0.0070811564 73.908394 0.0109035657 9.136449 0.0200145693
7/1/11 1292.280029 -0.0214744258 11.93258 0.16329 27.709999 -0.1189189787 26.905529 0.0034925179 10.249773 -0.0530361396 25.73946 -0.0217622187 61.125832 0.0654078299 42.692501 -0.0620668011 48.317345 -0.0211849143 20.004217 -0.0247054866 67.900673 -0.0812860445 8.957175 -0.0196218465
8/1/11 1218.890015 -0.0567911075 11.75993 -0.01447 25.24 -0.0891374626 27.534075 0.0233612207 9.417809 -0.0811690171 26.975462 0.0480197331 54.27523 -0.1120737629 36.063732 -0.15526776 43.783009 -0.0938448915 20.6541 0.0324873001 64.659149 -0.0477392028 8.517817 -0.0490509564
9/1/11 1131.420044 -0.0717619883 11.65267 -0.00912 24.17 -0.0423930269 27.955326 0.015299261 8.681923 -0.078137707 26.890816 -0.0031378888 45.762356 -0.156846392 31.201258 -0.1348300281 43.039532 -0.016980948 20.115234 -0.0260900257 56.316853 -0.1290195762 6.943898 -0.1847796214
10/1/11 1253.300049 0.1077230385 12.36958 0.06152 29.41 0.2167976831 27.984381 0.0010393368 10.324454 0.1891897682 27.781996 0.0331406827 49.642799 0.084795525 37.003925 0.185975418 49.232384 0.1438875311 21.189047 0.0533830727 61.988541 0.1007103149 8.056046 0.1601619148
11/1/11 1246.959961 -0.0050587152 11.67956 -0.05578 27.42 -0.0676640598 29.250257 0.0452350902 9.033895 -0.1250002179 28.064899 0.0101829617 49.244686 -0.0080195518 36.393543 -0.016495061 47.895763 -0.0271492236 21.65374 0.0219308117 63.573185 0.0255634989 8.548288 0.0611021834
12/1/11 1257.599976 0.0085327639 12.37630 0.05965 28.27 0.0309992706 29.587048 0.0115141211 9.039627 0.0006344993 29.567284 0.0535325283 51.806076 0.052013531 39.556732 0.0869162148 44.009869 -0.0811323123 22.32062 0.0307974512 64.567474 0.015640069 8.735541 0.0219053219
1/1/12 1312.410034 0.0435830622 13.94946 0.12711 30.950001 0.0948001769 29.162401 -0.0143524626 10.364768 0.1465924424 28.314747 -0.0423622609 54.774132 0.0572916582 42.672497 0.0787669972 47.407955 0.077211909 21.494957 -0.0369910424 68.50174 0.0609326299 9.249397 0.0588236035
2/1/12 1365.680054 0.0405894641 16.57629 0.18831 32.889999 0.0626816781 28.261177 -0.0309036283 10.339447 -0.0024429876 26.919043 -0.0492924765 54.229469 -0.0099437997 44.433575 0.0412696262 49.226894 0.0383678014 22.665344 0.0544493762 69.204842 0.0102640021 9.870782 0.0671811362
3/1/12 1408.469971 0.0313323145 18.32151 0.10528 34.310001 0.0431742792 29.102158 0.0297574655 10.573367 0.022624034 27.942623 0.038024383 55.318768 0.0200868461 45.758587 0.0298200629 53.327763 0.083305459 24.539112 0.0826710594 70.952515 0.0252536231 9.824883 -0.0046499862
4/1/12 1397.910034 -0.0074974527 17.84570 -0.02597 33.549999 -0.022151034 28.689039 -0.0141954765 10.182707 -0.0369475494 28.130941 0.0067394532 57.057041 0.0314228437 43.419807 -0.051111281 53.699802 0.0069764599 24.847399 0.012563087 71.071793 0.0016810962 10.404104 0.0589544934
5/1/12 1310.329956 -0.0626507256 17.65471 -0.01070 31.049999 -0.0745156505 28.457729 -0.0080626611 8.772923 -0.1384488427 27.891922 -0.0084966585 52.137276 -0.0862253793 38.381775 -0.1160307322 47.719601 -0.1113635577 24.95089 0.0041650637 67.134865 -0.0553936778 10.123401 -0.0269800263
6/1/12 1362.160034 0.0395549821 17.84631 0.01085 32.369999 0.0425120787 28.651022 0.0067922848 9.806899 0.1178599197 29.255634 0.0488927224 55.381588 0.0622263426 42.129684 0.0976481416 50.218399 0.0523641847 26.033079 0.0433727615 71.756233 0.0688370789 10.722123 0.0591423772
7/1/12 1379.319946 0.0125975741 18.66408 0.04582 30.879999 -0.0460302764 28.76996 0.0041512655 9.327262 -0.0489081207 30.97138 0.0586466867 56.373955 0.017918717 41.69437 -0.0103327146 50.393902 0.0034947948 26.776073 0.0285403813 73.061653 0.0181924266 10.838355 0.0108403905
8/1/12 1406.579956 0.0197633697 20.32891 0.08920 31.27 0.0126295665 29.487574 0.0249431699 10.012458 0.0734616439 31.521297 0.0177556505 56.696171 0.0057156891 44.266003 0.0616781834 51.480335 0.0215588188 26.672291 -0.0038759231 74.158798 0.015016701 12.046979 0.1115136015
9/1/12 1440.670044 0.0242361537 20.47328 0.00710 32.439999 0.0374160217 29.877432 0.0132210944 9.639557 -0.0372437018 32.581581 0.0336370677 56.40464 -0.0051419875 46.012325 0.0394506366 58.525452 0.136850644 27.90132 0.0460788689 74.486107 0.0044136233 12.670136 0.0517272422
10/1/12 1412.160034 -0.0197894099 18.27034 -0.10760 34.029999 0.049013565 30.049875 0.0057716808 9.147657 -0.051029316 32.952347 0.0113796197 54.424839 -0.035099967 47.375893 0.0296348424 56.335873 -0.0374124236 26.656012 -0.0446325837 70.601448 -0.0521527994 13.381372 0.0561348355
11/1/12 1416.180054 0.002846717 17.96221 -0.01687 34.610001 0.0170438442 30.98575 0.0311440563 9.259844 0.0122640147 31.625057 -0.0402790733 52.485233 -0.0356382497 49.242702 0.0394041966 57.422775 0.0192932485 26.645643 -0.0003889929 73.301384 0.0382419352 14.096063 0.0534093963
12/1/12 1426.189941 0.0070682305 16.40687 -0.08659 37.68 0.0887026556 30.554859 -0.013906102 9.960887 0.0757078629 31.994425 0.0116795995 53.567089 0.0206125788 51.228458 0.0403258944 56.222237 -0.0209070008 26.850609 0.0076922895 75.32885 0.027659314 14.122932 0.0019061351
1/1/13 1498.109985 0.0504280965 14.04282 -0.14409 37.830002 0.0039809448 31.703884 0.0376053118 11.240828 0.1284966891 33.950974 0.0611528102 56.481907 0.0544143439 54.246712 0.0589175259 60.779194 0.0810525736 28.946499 0.0780574474 81.575851 0.0829297275 15.513505 0.0984620616
2/1/13 1514.680054 0.0110606492 13.60842 -0.03093 39.310001 0.0391223611 35.241535 0.1115841516 11.937392 0.0619673213 35.075424 0.0331198156 55.422382 -0.018758662 56.1362 0.034831383 62.867462 0.0343582707 28.989498 0.0014854646 84.374825 0.0343113062 16.063084 0.0354258435
3/1/13 1569.189941 0.0359877235 13.72680 0.00870 43.52 0.1070974025 37.573177 0.0661617605 11.813679 -0.0103634864 36.84082 0.0503314229 55.297722 -0.0022492718 60.652073 0.0804449357 64.228615 0.0216511524 30.302135 0.0452797423 86.781555 0.0285242666 16.521198 0.028519679
4/1/13 1597.569946 0.0180857679 13.73052 0.00027 45.080002 0.0358456342 38.418976 0.0225107129 12.716359 0.0764097281 38.962025 0.0575775729 57.172501 0.0339033677 61.376762 0.0119482973 68.853218 0.0720022221 31.67482 0.0452999434 85.475471 -0.0150502489 16.93889 0.025282186
5/1/13 1630.73999 0.0207628117 13.94604 0.01570 42.91 -0.0481366882 36.118515 -0.0598782487 13.321057 0.0475527625 34.712036 -0.1090802904 53.817726 -0.0586781222 67.133141 0.0937875967 70.165428 0.019058078 31.579508 -0.0030090779 90.01413 0.0530989645 17.662624 0.0427261763
6/1/13 1606.280029 -0.0149993016 12.37771 -0.11246 45.560001 0.0617571895 37.230911 0.0307984977 13.163963 -0.011792908 34.252808 -0.0132296475 51.633587 -0.0405840076 67.084229 -0.000728582 61.491947 -0.123614738 30.037994 -0.0488137434 89.772049 -0.0026893667 16.34693 -0.0744902909
7/1/13 1685.72998 0.0494620798 14.12575 0.14123 47.279999 0.0377523697 39.893002 0.0715021719 14.399188 0.093833825 35.453712 0.0350600161 54.37743 0.0531406621 73.819206 0.1003958322 63.07283 0.025708781 31.545063 0.0501720921 96.405426 0.0738913401 18.617844 0.1389199073
8/1/13 1632.969971 -0.031298019 15.20860 0.07666 45.75 -0.0323603856 38.132515 -0.0441302211 13.243368 -0.0802698041 32.73827 -0.0765911902 48.955563 -0.0997080406 71.455292 -0.0320230212 61.739769 -0.0211352654 28.819305 -0.0864083866 93.244713 -0.0327856339 19.002464 0.0206586756
9/1/13 1681.550049 0.0297495232 14.98004 -0.01503 51.939999 0.1353005246 37.050087 -0.0283859588 15.566881 0.175447288 33.517639 0.0238060533 50.686115 0.0353494454 75.98838 0.0634395 62.927547 0.0192384588 28.698252 -0.0042004136 98.573219 0.0571453955 20.425959 0.0749110747
10/1/13 1756.540039 0.0445957526 16.42385 0.09638 54.220001 0.0438968434 38.983006 0.0521704308 15.859933 0.0188253511 36.216076 0.0805079678 52.766941 0.041053176 83.880882 0.1038645909 62.807915 -0.001901107 31.603529 0.1012353296 103.889458 0.0539318798 23.340717 0.14269871
11/1/13 1805.810059 0.0280494716 17.47237 0.06384 56.779999 0.047215012 39.301929 0.0081810777 15.36264 -0.0313553027 36.386185 0.0046970577 50.745461 -0.0383095924 90.313377 0.0766860678 67.077927 0.0679852531 33.161537 0.0492985451 110.212814 0.0608661949 24.528612 0.0508936808
12/1/13 1848.359985 0.0235627916 17.73083 0.01479 59.880001 0.0545967252 38.896679 -0.0103111987 15.793316 0.0280339837 36.530972 0.0039791751 51.034248 0.0056908932 96.477463 0.0682521926 71.190735 0.0613138805 33.283127 0.0036665972 116.344803 0.0556377138 24.433487 -0.003878124
1/1/14 1782.589966 -0.0355829057 15.82127 -0.10770 59.189999 -0.0115230793 37.423733 -0.0378681686 15.025084 -0.0486428563 38.148834 0.0442874063 56.860718 0.1141678427 88.586525 -0.0817904799 69.164642 -0.0284600658 31.832998 -0.0435694939 106.340378 -0.0859894447 21.389494 -0.1245828318
2/1/14 1859.449951 0.04311703 16.63161 0.05122 68.629997 0.1594863686 39.2897 0.0498605257 16.936718 0.127229505 39.235222 0.02847762 58.741764 0.0330816435 91.395744 0.0317115837 72.169159 0.0434400716 34.735302 0.0911728138 111.765663 0.051018109 22.512871 0.0525200362
3/1/14 1872.339966 0.0069321656 17.06501 0.02606 65.739998 -0.0421098518 40.695427 0.0357785119 18.338102 0.0827423589 40.011982 0.0197975176 58.830948 0.0015182384 92.751251 0.0148311829 69.026108 -0.0435511657 33.626362 -0.0319254458 113.276588 0.0135186869 20.914282 -0.0710077804
4/1/14 1883.949951 0.006200789 18.76121 0.09940 61.689999 -0.0616063146 41.637814 0.0231570736 17.116758 -0.06660144 42.499905 0.0621794491 60.444637 0.0274292537 94.065811 0.0141729625 69.45903 0.0062718588 33.827206 0.0059728138 116.140648 0.0252837771 21.25058 0.0160798253
5/1/14 1923.569946 0.02103028 20.12548 0.07272 64.540001 0.0461987688 43.481609 0.0442817435 18.131556 0.0592868112 42.136581 -0.0085488191 62.303326 0.0307502715 94.891617 0.0087790239 71.371834 0.0275385936 35.143639 0.0389163976 119.029724 0.0248756663 22.512875 0.0594004964
6/1/14 1960.22998 0.0190583317 20.79770 0.03340 72.360001 0.121165167 41.589733 -0.0435097974 20.352095 0.1224681985 44.468639 0.0553452118 63.572495 0.0203708065 101.651863 0.0712417621 70.837334 -0.0074889487 35.925404 0.0222448506 120.339622 0.0110047974 22.604063 0.0040504822
7/1/14 1930.670044 -0.0150798306 21.39525 0.02873 69.25 -0.0429795599 39.697845 -0.0454893038 18.917067 -0.0705100875 41.454636 -0.0677781706 64.965004 0.0219042685 101.313026 -0.0033333083 69.470337 -0.0192976912 36.996998 0.0298283076 118.365349 -0.0164058435 21.291035 -0.0580881411
8/1/14 2003.369995 0.0376552955 22.93947 0.07218 71.900002 0.0382671769 42.58149 0.0726398373 20.857512 0.1025764195 42.818111 0.0328907725 65.3452 0.0058523201 106.531174 0.0515052033 71.030106 0.0224523022 37.301399 0.0082277216 120.978111 0.0220737067 22.445436 0.0542200508
9/1/14 1972.290039 -0.0155138372 22.65997 -0.01218 69.190002 -0.0376912368 40.244202 -0.0548897655 19.592367 -0.0606565634 42.043533 -0.018089962 60.956348 -0.0671641069 105.033684 -0.0140568243 71.257935 0.0032074991 36.727402 -0.0153880824 119.738762 -0.0102444069 21.622252 -0.0366748946
10/1/14 2018.050049 0.0232014608 24.29059 0.07196 70.120003 0.0134412628 41.44873 0.029930473 20.027555 0.0222121196 46.979881 0.1174103994 69.275742 0.136481175 107.408836 0.0226132409 71.082687 -0.0024593472 38.493568 0.048088509 129.956451 0.0853331772 24.398207 0.1283841757
11/1/14 2067.560059 0.0245335888 26.74889 0.10120 73.68 0.0507700634 42.425564 0.0235672842 21.804556 0.0887278053 46.343723 -0.013541073 71.712914 0.0351807419 112.176147 0.044384719 76.674789 0.07867038 39.51482 0.0265304583 135.297714 0.0411004068 24.733961 0.0137614211
12/1/14 2058.899902 -0.0041885879 24.93353 -0.06787 72.699997 -0.0133008008 42.892052 0.010995446 22.694283 0.0408046373 49.334129 0.0645266674 74.06662 0.0328212294 113.094971 0.0081909035 79.321495 0.0345185952 39.96759 0.0114582326 139.617996 0.0319316703 25.871368 0.0459856389
1/1/15 1994.98999 -0.0310408058 26.46506 0.06142 70.129997 -0.035350758 42.208412 -0.0159386173 20.800056 -0.0834671446 51.032227 0.0344203503 82.071304 0.1080741095 106.843727 -0.055274288 74.632019 -0.059119864 39.736771 -0.0057751543 137.901642 -0.0122932147 27.247263 0.053182151
2/1/15 2104.5 0.054892511 29.01759 0.09645 79.099998 0.1279053384 43.598518 0.0329343355 22.812672 0.0967601241 46.782936 -0.0832668149 80.716347 -0.0165095098 114.275063 0.0695533206 79.960968 0.0714029859 42.276463 0.0639128932 143.297058 0.0391251034 28.907501 0.0609322852
3/1/15 2067.889893 -0.0173961069 28.21819 -0.02755 73.940002 -0.0652338322 45.876106 0.0522400326 20.630527 -0.09565495 46.093513 -0.0147366339 82.508904 0.0222081036 112.38343 -0.0165533315 83.211639 0.0406532222 41.348286 -0.0219549351 141.024994 -0.0158556221 30.207964 0.0449870433
4/1/15 2085.51001 0.0085208197 28.38147 0.00579 76.059998 0.0286718413 44.854847 -0.0222612399 18.097437 -0.1227835818 46.601551 0.011021898 78.339699 -0.0505303646 107.607727 -0.0424947254 82.287949 -0.0111004904 41.428608 0.0019425715 133.706604 -0.0518942763 29.398254 -0.0268045208
5/1/15 2107.389893 0.0104913824 29.54486 0.04099 79.089996 0.0398369456 45.871284 0.0226605834 18.408358 0.0171803886 46.126282 -0.0101985661 78.636513 0.003788807 107.580429 -0.0002536807 87.161346 0.0592237024 43.596111 0.0523189917 136.006424 0.0172004967 32.93425 0.1202791159
6/1/15 2063.110107 -0.0210116724 28.56379 -0.03321 81.010002 0.0242762182 45.520004 -0.00765795 17.663668 -0.0404539069 43.821224 -0.0499727682 74.167465 -0.0568317163 107.874023 0.0027290652 87.832932 0.0077050898 44.026691 0.009876569 132.753952 -0.0239141057 33.211086 0.0084057175
7/1/15 2103.840088 0.0197420297 27.62327 -0.03293 81.989998 0.0120972223 47.554184 0.0446876059 15.954285 -0.0967739543 46.799446 0.0679630035 79.306297 0.0692868767 108.512985 0.005923224 93.577728 0.0654059459 45.470917 0.0328034192 130.20726 -0.0191835494 33.137264 -0.002222812
8/1/15 1972.180054 -0.0625808182 25.67849 -0.07040 78.57 -0.0417123806 46.724758 -0.017441704 14.787122 -0.0731567099 45.426144 -0.0293444072 75.516762 -0.0477835322 97.804924 -0.0986799967 85.554962 -0.0857337122 41.138618 -0.095276262 122.291908 -0.0607904045 29.844948 -0.0993538875
9/1/15 1920.030029 -0.0264428316 25.23197 -0.01739 82.220001 0.0464554028 46.206139 -0.0110994475 13.580226 -0.0816180458 47.483593 0.045292178 72.428688 -0.0408925637 94.731972 -0.0314191952 89.176117 0.042325482 36.253189 -0.1187553019 122.822449 0.0043383165 30.159546 0.0105410805
10/1/15 2079.360107 0.0829831178 27.33655 0.08341 88.660004 0.0783264768 47.836075 0.0352753127 15.503096 0.1415933726 47.308224 -0.0036932546 77.444016 0.0692450483 100.140015 0.057087833 97.289627 0.0909829927 40.38147 0.1138735961 136.198898 0.1089088282 35.540062 0.1784017571
11/1/15 2080.409912 0.0005048693 27.06204 -0.01004 91.459999 0.0315812641 48.308006 0.0098655878 17.351999 0.1192602432 46.773762 -0.0112974438 79.472015 0.0261866456 98.617676 -0.0152021048 98.353279 0.0109328408 40.724743 0.0085007554 135.653076 -0.0040075361 36.995461 0.0409509415
12/1/15 2043.939941 -0.0175301852 24.18211 -0.10642 93.940002 0.0271157121 48.22438 -0.0017311002 17.357399 0.0003112033 49.1483 0.0507664532 77.979073 -0.0187857575 92.916267 -0.0578132565 95.858231 -0.0253682239 40.715683 -0.0002224692 131.364426 -0.0316148378 35.534382 -0.0394934665
1/1/16 1940.23999 -0.050735322 22.36259 -0.07524 89.129997 -0.0512029476 47.262558 -0.0199447251 16.409111 -0.0546330703 51.425636 0.0463360076 68.909172 -0.116311988 79.147362 -0.1481861621 96.812218 0.0099520614 34.315044 -0.1572032821 131.678406 0.0023901448 32.398861 -0.088239075
2/1/16 1932.22998 -0.0041283604 22.21326 -0.00668 85.150002 -0.0446538218 49.604389 0.0495493917 17.543339 0.0691218433 52.083534 0.0127931913 68.891777 -0.0002524337 73.297516 -0.0739108146 91.968842 -0.0500285615 35.343563 0.0299728306 136.797287 0.0388741112 32.644695 0.0075877359
3/1/16 2059.73999 0.0659911146 25.17489 0.13333 93.800003 0.1015854468 53.397392 0.0764650684 19.79743 0.1284870001 56.509201 0.084972479 79.10022 0.1481808634 82.781563 0.1293911106 105.856827 0.151007501 38.162666 0.0797628411 146.358292 0.0698917735 35.520264 0.0880868699
4/1/16 2065.300049 0.0026993985 21.65240 -0.13992 94.220001 0.0044775905 51.703186 -0.0317282537 19.133774 -0.0335223309 54.041176 -0.043674746 81.617935 0.0318294311 84.445816 0.0201041505 103.581902 -0.0214905837 35.48954 -0.0700455781 147.017014 0.0045007494 35.943851 0.0119252211
5/1/16 2096.949951 0.0153246024 23.06602 0.06529 99.470001 0.0557206532 53.299206 0.0308688907 22.82593 0.1929653815 55.087959 0.0193701003 85.086365 0.0424959294 89.526672 0.0601670543 110.191216 0.0638076138 36.376411 0.0249896448 147.842621 0.0056157242 38.423691 0.068992051
6/1/16 2098.860107 0.0009109211 22.21647 -0.03683 95.790001 -0.0369960788 60.54953 0.1360306193 22.503572 -0.0141224476 60.166702 0.0921933412 90.899277 0.0683177851 79.749489 -0.1092097224 104.930351 -0.0477430524 36.082687 -0.0080745734 154.839584 0.0473271033 41.136208 0.0705949098
7/1/16 2173.600098 0.0356098011 24.21734 0.09006 97.860001 0.0216097711 61.033463 0.0079923494 24.681643 0.09678779 59.488571 -0.0112708687 99.411125 0.0936404368 85.066116 0.0666665964 104.485748 -0.0042371249 41.076061 0.1383869777 157.704376 0.0185016772 43.36787 0.0542505522
8/1/16 2170.949951 -0.0012192431 24.65656 0.01814 102.309998 0.0454730938 60.525425 -0.0083239255 28.014462 0.1350322991 55.428226 -0.068254203 97.454773 -0.0196794071 89.717072 0.0546746016 106.51416 0.0194132888 38.807781 -0.0552214586 158.482483 0.0049339595 45.159592 0.0413145031
9/1/16 2168.27002 -0.0012344508 26.41399 0.07128 108.540001 0.0608933938 54.594246 -0.0979948344 28.402933 0.0138668021 55.577908 0.0027004653 96.286255 -0.0119903619 89.260399 -0.0050901461 113.155098 0.0623479357 39.057133 0.0064253094 156.791992 -0.0106667372 46.240833 0.0239426654
10/1/16 2126.149902 -0.0194256793 26.52848 0.00433 107.510002 -0.0094895798 52.970428 -0.0297433909 27.394938 -0.0354891166 56.123215 0.0098115784 96.119713 -0.001729655 79.07917 -0.114062105 107.662666 -0.0485389708 36.240303 -0.072120757 147.067535 -0.0620213882 42.285625 -0.0855349643
11/1/16 2198.810059 0.0341745222 25.82286 -0.02660 102.809998 -0.0437168999 52.48114 -0.009237003 30.334145 0.1072901497 51.111599 -0.0892966663 97.706711 0.0165106402 102.179337 0.2921144342 111.76796 0.0381310825 35.383247 -0.0236492504 152.797226 0.0389595909 45.645363 0.0794534313
12/1/16 2238.830078 0.0182007622 27.20013 0.05334 102.949997 0.0013617255 53.195938 0.0136200929 30.497372 0.0053809659 55.009159 0.0762558808 99.07972 0.014052351 100.119286 -0.020161131 109.615517 -0.0192581398 35.699249 0.0089308367 159.820816 0.0459667376 44.44392 -0.0263212498
1/1/17 2278.870117 0.0178843582 28.49884 0.04775 113.379997 0.1013113191 53.807388 0.0114942987 32.36861 0.0613573524 55.970253 0.0174715269 99.557076 0.0048178982 101.319565 0.0119884894 106.564667 -0.0278322822 38.822121 0.0874772464 156.534729 -0.0205610701 45.757996 0.0295670589
2/1/17 2363.639893 0.0371981603 32.17187 0.12888 118.339996 0.0437466849 52.394268 -0.0262625645 34.230389 0.0575180399 58.512772 0.0454262553 107.184227 0.0766108378 118.67392 0.1712833548 114.640999 0.0757880846 42.169163 0.0862148155 166.858734 0.0659534473 47.405151 0.0359970966
3/1/17 2362.719971 -0.0003891972 33.88459 0.05324 130.130005 0.0996282694 51.213943 -0.0225277506 36.971622 0.0800818536 59.198891 0.0117259698 99.287575 -0.0736736386 117.757866 -0.0077190844 112.189095 -0.0213876713 41.542427 -0.0148624245 172.433548 0.0334103817 48.158218 0.0158857631
4/1/17 2384.199951 0.0090912085 33.88223 -0.00007 133.740005 0.0277414882 49.912106 -0.0254195815 38.596855 0.0439589315 59.816189 0.0104275264 101.839096 0.0256982911 116.096107 -0.0141116603 113.51799 0.0118451352 40.822144 -0.0173384911 176.489105 0.0235195358 50.718613 0.0531663152
5/1/17 2411.800049 0.0115762514 36.03097 0.06342 141.860001 0.0607147876 49.653 -0.0051912456 43.605614 0.1297711692 63.299511 0.0582337668 105.613586 0.0370632709 109.685173 -0.0552209214 117.693108 0.036779351 42.972965 0.052687605 184.275772 0.0441198169 51.787949 0.0210836996
6/1/17 2423.409912 0.0048137751 34.10971 -0.05332 141.440002 -0.0029606584 48.480366 -0.0236165791 39.350128 -0.097590324 61.795403 -0.0237617633 109.044136 0.0324820899 116.335983 0.0606354516 116.946106 -0.0063470327 45.749359 0.0646079227 188.748962 0.0242744336 53.165947 0.0266084683
7/1/17 2470.300049 0.0193488261 35.22523 0.03270 146.490005 0.0357042062 48.707897 0.0046932608 42.207802 0.0726217206 62.747192 0.0154022622 110.531876 0.0136434663 132.412308 0.138188758 121.806267 0.041558981 46.285824 0.0117261752 182.384506 -0.0337191576 50.542099 -0.0493520411
8/1/17 2471.649902 0.0005464328 38.84178 0.10267 155.160004 0.0591849185 47.028091 -0.034487344 42.979374 0.018280317 65.495819 0.0438047809 110.586555 0.0004946899 126.590439 -0.043967733 123.640617 0.01505957 48.207558 0.041518846 185.240387 0.0156585724 52.698044 0.0426564199
9/1/17 2519.360107 0.0193029785 36.64514 -0.05655 149.179993 -0.0385409309 45.703606 -0.028163699 49.733528 0.1571487291 63.000996 -0.0380913322 108.453415 -0.019289325 136.508499 0.0783476231 127.715981 0.032961369 50.497746 0.0475068246 191.393829 0.0332186846 56.237103 0.0671573123
10/1/17 2575.26001 0.0221881353 40.19267 0.09681 175.160004 0.174152113 45.844891 0.0030913316 53.877193 0.0833173347 66.741241 0.0593680297 113.835075 0.0496218584 143.889572 0.0540704282 134.60907 0.0539720162 51.321075 0.0163042723 209.894943 0.0966651542 56.019466 -0.0038699895
11/1/17 2584.840088 0.003720043 40.86081 0.01662 181.470001 0.0360241885 50.416222 0.0997129866 50.382771 -0.0648590211 69.629379 0.0432736634 116.681862 0.0250079951 150.038956 0.0427368288 141.306915 0.0497577541 53.607239 0.0445462999 221.703201 0.0562579442 60.154049 0.0738061837
12/1/17 2673.610107 0.0343425574 40.38250 -0.01171 175.240005 -0.0343307211 52.849678 0.0482673216 48.890556 -0.0296175651 66.534035 -0.0444545685 119.923538 0.0277821758 156.584122 0.0436231108 146.156876 0.0343221774 54.27293 0.0124179311 215.700958 -0.0270733258 58.124245 -0.033743431
1/1/18 2823.810059 0.0561787044 39.95298 -0.01064 199.759995 0.1399223311 52.136578 -0.0134929867 51.291092 0.0491001984 62.202145 -0.0651078805 119.928711 0.0000431358 155.872665 -0.0045436088 153.422226 0.049709259 59.113457 0.0891886065 229.566605 0.0642818054 63.341019 0.0897521164
2/1/18 2713.830078 -0.0389473721 42.50388 0.06385 209.130005 0.0469063388 45.429314 -0.1286479523 55.078384 0.0738391766 59.308155 -0.046525566 112.170792 -0.0646877544 144.544861 -0.0726734479 153.71817 0.0019289513 57.647526 -0.0247986004 215.829254 -0.0598403718 61.048851 -0.0361877348
3/1/18 2640.870117 -0.0268844986 40.19973 -0.05421 216.080002 0.0332329022 40.495449 -0.1086053159 53.281555 -0.0326231249 62.632816 0.0560574005 115.481094 0.0295112653 137.40152 -0.0494195432 146.548294 -0.0466429961 57.255756 -0.0067959551 202.361755 -0.0623988581 60.478207 -0.009347334
4/1/18 2648.050049 0.0027187751 39.59594 -0.01502 221.600006 0.0255461123 39.30917 -0.0292941313 47.590267 -0.106815351 63.902103 0.0202655266 116.041382 0.0048517725 130.222153 -0.0522510013 144.352463 -0.0149836681 55.545341 -0.029873241 179.195969 -0.1144770957 58.347824 -0.0352256309
5/1/18 2705.27002 0.021608342 44.77365 0.13076 249.279999 0.1249097123 38.420074 -0.0226180303 48.65379 0.0223474897 62.048401 -0.0290084663 116.367416 0.0028096356 128.75473 -0.0112686126 149.998917 0.0391157441 59.077171 0.0635846308 181.813965 0.0146096813 60.156494 0.0309980712
6/1/18 2718.370117 0.004842436 44.52298 -0.00560 243.809998 -0.0219432005 40.209805 0.0465832263 44.432835 -0.0867549065 63.823906 0.0286148389 117.531837 0.0100064179 130.811035 0.0159707142 157.559555 0.0504046173 58.558701 -0.0087761481 182.584122 0.0042359617 56.417576 -0.06215319
7/1/18 2816.290039 0.0360215562 45.76888 0.02798 244.679993 0.0035683319 41.845085 0.0406686876 46.78001 0.0528252361 65.565826 0.0272925947 119.606056 0.0176481458 136.225647 0.0413926241 153.456573 -0.0260408326 62.927315 0.0746023038 197.063126 0.0793004553 56.780025 0.0064243987
8/1/18 2901.52002 0.0302632115 54.74997 0.19623 263.51001 0.0769577307 42.259407 0.0099013301 41.383427 -0.1153608774 66.109596 0.0082934973 120.460106 0.0071405247 132.75618 -0.0254685302 162.837524 0.061130982 64.463966 0.0244194592 195.763718 -0.0065938668 55.566158 -0.0213784161
9/1/18 2913.97998 0.0042942871 54.48580 -0.00482 269.950012 0.0244393069 39.421299 -0.0671592008 37.350365 -0.0974559695 65.902237 -0.0031365946 118.05748 -0.0199454083 138.978592 0.0468709781 163.925858 0.0066835578 70.752197 0.0975464494 196.8797 0.005700658 51.060017 -0.0810950615
10/1/18 2711.73999 -0.069403356 52.82521 -0.03048 245.759995 -0.0896092459 40.229565 0.0205032817 31.774389 -0.1492883938 68.208084 0.0349889033 115.594391 -0.0208634726 119.759148 -0.13829068 151.809601 -0.0739130309 66.489319 -0.0602508216 177.771973 -0.0970528043 43.559353 -0.1468989719
11/1/18 2760.169922 0.0178593568 43.10302 -0.18404 250.889999 0.0208740401 39.294777 -0.0232363437 36.026436 0.1338199454 72.280472 0.0597053569 117.74115 0.0185714807 122.121552 0.0197262926 159.903503 0.0533161404 71.711311 0.0785388101 194.272812 0.0928202501 45.56638 0.0460756844
12/1/18 2506.850098 -0.0917768946 38.20580 -0.11362 226.240005 -0.0982502057 36.164944 -0.0796501021 31.816998 -0.1168430316 70.116463 -0.0299390546 108.983856 -0.0743775137 98.919525 -0.1899912556 137.053207 -0.1429005342 70.045631 -0.023227577 179.249359 -0.0773317318 41.065521 -0.0987758738
1/1/19 2704.100098 0.0786844017 40.31301 0.05515 247.820007 0.0953854381 41.272984 0.1412428566 37.97826 0.1936468676 74.225502 0.0586030559 125.624092 0.1526853298 119.988609 0.2129921671 149.241318 0.088929776 70.67511 0.008986699 188.43103 0.0512228945 46.028008 0.1208431521
2/1/19 2784.48999 0.0297288891 41.93822 0.04031 262.5 0.0592365127 44.299557 0.0733306077 37.259125 -0.0189354383 76.129921 0.0256572061 129.610931 0.0317362612 124.755936 0.0397314965 156.851593 0.0509930836 75.517128 0.0685109369 195.100906 0.0353969089 50.172844 0.0900503015
3/1/19 2834.399902 0.0179242562 46.20462 0.10173 266.48999 0.0151999619 48.642097 0.0980267139 38.739052 0.0397198539 79.239342 0.0408436126 135.972733 0.0490838385 122.25798 -0.0200227426 171.080811 0.0907177143 77.774269 0.0298891266 196.819229 0.0088073553 51.515816 0.02676691
4/1/19 2945.830078 0.0393134984 48.81222 0.05644 289.25 0.0854066226 48.378918 -0.0054105192 43.046646 0.111195132 80.942398 0.0214925561 136.738693 0.0056331882 140.076553 0.1457456847 177.54422 0.0377798595 77.404556 -0.0047536673 179.513 -0.087929564 50.791191 -0.0140660686
5/1/19 2752.060059 -0.0657777312 42.58512 -0.12757 270.899994 -0.0634399516 46.918896 -0.0301788891 37.79158 -0.1220784077 81.481689 0.0066626516 140.599136 0.0282322649 131.92601 -0.0581863476 174.506821 -0.017107845 74.370605 -0.0391960261 151.322906 -0.1570365043 39.284184 -0.2265551717
6/1/19 2941.76001 0.0689301639 48.32870 0.13487 294.649994 0.0876707291 49.841827 0.0622975229 44.091499 0.1667016568 83.941589 0.0301896049 135.49028 -0.0363363257 139.457886 0.0570916683 181.072754 0.0376256525 82.156425 0.1046894805 165.600891 0.0943544198 45.744255 0.1644445765
7/1/19 2980.379883 0.0131281521 52.02074 0.07639 298.859985 0.0142881082 50.401752 0.0112340384 48.470211 0.0993096651 83.750832 -0.0022724969 141.570267 0.0448739718 139.794128 0.0024110648 188.726456 0.0422686563 85.087082 0.0356716714 166.919266 0.0079611589 44.085583 -0.0362596789
8/1/19 2926.459961 -0.0180916273 50.97076 -0.02018 284.51001 -0.0480157121 51.523663 0.0222593651 47.144817 -0.0273445065 86.936432 0.0380366371 144.936417 0.0237772385 123.91346 -0.1136003939 194.20459 0.0290268472 83.660355 -0.016767845 154.499695 -0.0744046586 45.351151 0.0287070719
9/1/19 2976.73999 0.0171811778 54.89745 0.07704 276.25 -0.0290324056 52.787807 0.0245352121 49.211712 0.0438414047 90.031189 0.0355979298 148.998947 0.0280297394 142.303726 0.1484121741 188.501068 -0.0293686261 82.042458 -0.0193388732 158.497177 0.025873721 46.511253 0.0255804312
10/1/19 3037.560059 0.0204317707 60.97374 0.11068 277.929993 0.0060814226 48.708057 -0.0772858399 54.310394 0.1036070844 90.70385 0.0074714219 154.55043 0.0372585385 145.970139 0.0257647013 181.709732 -0.0360281036 81.983627 -0.0007170799 159.06601 0.0035889157 48.431755 0.0412911258
11/1/19 3140.97998 0.0340470374 65.50584 0.07433 309.529999 0.1136977181 51.530262 0.0579412355 57.10136 0.0513891687 87.782578 -0.0322067035 158.220703 0.0237480607 158.526901 0.0860228132 197.981766 0.089549601 84.123741 0.0261041635 163.674393 0.0289715131 47.41507 -0.0209921156
12/1/19 3230.780029 0.028589819 72.19286 0.10208 329.809998 0.0655186866 51.762211 0.0045012191 60.406212 0.0578769402 91.515633 0.0425261491 157.305573 -0.0057838828 162.191208 0.0231147331 207.243088 0.0467786614 85.511848 0.0165007759 171.558121 0.0481671437 46.670528 -0.0157026447
1/1/20 3225.52002 -0.0016280926 76.09200 0.05401 351.140015 0.0646736519 50.467186 -0.0250187342 57.387878 -0.0499672782 100.917984 0.102740381 159.909561 0.016553692 161.052032 -0.0070236606 201.967789 -0.0254546439 85.787506 0.0032236235 154.287567 -0.1006688223 41.821259 -0.1039043098
2/1/20 2954.219971 -0.0841104837 67.20463 -0.11680 345.119995 -0.0171442152 47.797337 -0.0529026722 57.516525 0.0022417103 86.431976 -0.1435423839 148.817795 -0.0693627444 137.577255 -0.1457589619 178.423889 -0.1165725491 76.156509 -0.1122657302 145.127167 -0.05937225 38.956165 -0.0685080762
3/1/20 2584.590088 -0.1251192825 62.66471 -0.06755 318.23999 -0.0778859683 51.474804 0.0769387424 45.487133 -0.2091467104 77.979836 -0.0977895033 134.2966 -0.0975770068 100.324768 -0.270775042 161.301758 -0.0959632205 78.015198 0.0244061739 133.950104 -0.0770156493 37.24229 -0.043994962
4/1/20 2912.429932 0.1268440383 72.40115 0.15537 353.640015 0.1112368845 58.420048 0.1349251179 49.319088 0.0842426143 81.031563 0.039134822 155.035797 0.1544283102 112.52272 0.121584652 182.968719 0.1343256346 91.045731 0.1670255711 149.071121 0.1128854443 41.743671 0.1208674601
5/1/20 3044.310059 0.0452818197 78.34998 0.08216 386.600006 0.0932020971 62.031281 0.0618149612 55.771866 0.1308373342 83.11805 0.0257490652 151.709869 -0.0214526455 137.124222 0.2186358631 200.100464 0.0936320978 94.238823 0.0350712984 153.506363 0.0297525233 47.047207 0.1270500623
6/1/20 3100.290039 0.0183883964 90.87907 0.15991 435.309998 0.1259958387 60.663521 -0.0220495205 60.249805 0.0802902847 78.344109 -0.0574356713 160.128311 0.0554904045 148.14119 0.0803429754 213.101746 0.0649737724 90.773872 -0.0367677661 154.582962 0.0070133835 46.670826 -0.0080000711
7/1/20 3271.120117 0.0551013214 105.88609 0.16513 444.320007 0.0206979142 62.257599 0.0262773735 64.116959 0.0641853364 85.466301 0.0909090944 176.383575 0.1015139915 151.685776 0.0239270793 223.085922 0.0468516856 99.917778 0.1007327968 149.112747 -0.0353869206 47.681103 0.0216468635
8/1/20 3500.310059 0.0700646671 128.58591 0.21438 513.390015 0.1554510418 63.42046 0.0186782179 61.395996 -0.042437493 77.547287 -0.0926565665 167.273819 -0.0516474167 154.815659 0.0206339914 238.994141 0.0713098292 109.106346 0.0919612924 161.549545 0.0834053309 48.722584 0.0218426365
9/1/20 3363 -0.0392279703 115.61054 -0.10091 490.429993 -0.0447223774 61.169254 -0.0354965259 59.450001 -0.0316957966 81.064804 0.0453596397 158.948868 -0.049768404 153.1819 -0.0105529312 225.108521 -0.0581002528 108.468475 -0.0058463235 160.179993 -0.0084775974 52.53323 0.0782110817
10/1/20 3269.959961 -0.0276657862 108.67252 -0.06001 447.100006 -0.0883510136 58.630451 -0.0415045604 59.23 -0.0037006055 89.198059 0.1003302864 151.520004 -0.0467374452 159.861435 0.0436052497 216.063934 -0.0401787856 104.760834 -0.0341817381 159.960007 -0.0013733675 51.428837 -0.0210227507
11/1/20 3609.530029 0.103845329 119.18438 0.09673 467.950012 0.0466338755 61.279999 0.0451906468 74.370003 0.2556137599 86.024109 -0.0355831734 165.289993 0.0908790169 183.120499 0.1454951533 243.820007 0.1284623143 113.059998 0.0792201024 173.639999 0.0855213266 56.380001 0.0962721362
11/17/20 3609.530029 0 119.39000 0.00173 467.950012 0 61.279999 0 74.370003 0 86.730003 0.0082057694 165.289993 0 184.229996 0.0060588356 243.820007 0 113.059998 0 173.639999 0 56.380001 0

Rate of Return

Geometric Average Annual Rate of Return
Sector: NAME Recent price Monthly Price 5 year Monthly Price 10 year Historic Average Geometric Average
5 Years 10 Years 5 Years 10 Years
Consumer Dicretionary Apple 119.39 18.60 25.27 1.75% 2.40% 1.48% 2.08%
Information Technology Adobe 467.95 52.58 25.09 2.08% 2.49% 1.85% 2.27%
Consumer Staples General mills 61.28 36.69 24.90 1.15% 0.85% 1.07% 0.74%
Materials Applied materials 64.56 14.46 24.69 1.02% 1.95% 0.67% 1.55%
Energy American electric power 86.73 36.73 24.51 1.26% 1.17% 1.15% 1.05%
Real Estate Alexandria real estate equities 165.29 62.02 24.32 0.78% 1.09% 0.62% 0.93%
Financials Ameriprise Financial 184.23 73.50 24.13 1.41% 1.53% 1.19% 1.17%
Commercials Services Accenture 243.82 65.18 23.93 1.64% 1.69% 1.47% 1.52%
Healthcare Abbott Laboratories 113.06 31.10 23.73 1.44% 1.66% 1.32% 1.52%
Utilities 3M 173.64 98.82 23.51 1.25% 0.94% 1.12% 0.80%
Industrials A.O Smith 56.38 18.91 23.28 2.71% 1.87% 2.44% 1.61%
Market Index S&P 500 1257.64 1656.53 2168.59 0.87% 0.96% 0.80% 0.88%
Variance is the expectation of the squared deviation of a random variable from its mean. Informally, it measures how far a set of numbers is spread out from their average while standard deviation is a measure of the amount of variation or dispersion of a set of values (Sharma, Sharma and Singh, 2018).
Annualized Variance and Standard Deviation
Sector: NAME Recent price Monthly Price 5 year Monthly Price 10 year Variance Standard Deviation
5 Years 10 Years 5 Years 10 Years
Consumer Dicretionary Apple 119.39 18.60 25.27 0.0049 0.0061 0.07 0.08
Information Technology Adobe 467.95 52.58 25.09 0.0041 0.0041 0.06 0.06
Consumer Staples General mills 61.28 36.69 24.90 0.0013 0.0010 0.04 0.03
Materials Applied materials 64.56 14.46 24.69 0.0070 0.0079 0.08 0.09
Energy American electric power 86.73 36.73 24.51 0.0018 0.0022 0.04 0.05
Real Estate Alexandria real estate equities 165.29 62.02 24.32 0.0030 0.0030 0.06 0.05
Financials Ameriprise Financial 184.23 73.50 24.13 0.0039 0.0069 0.06 0.08
Commercials Services Accenture 243.82 65.18 23.93 0.0029 0.0031 0.05 0.06
Healthcare Abbott Laboratories 113.06 31.10 23.73 0.0021 0.0027 0.05 0.05
Utilities 3M 173.64 98.82 23.51 0.0021 0.0027 0.05 0.05
Industrials A.O Smith 56.38 18.91 23.28 0.0047 0.0048 0.07 0.07
Market Index S&P500 1257.64 1656.53 2168.59 0.0011 0.0015
Sector: NAME Recent price Monthly Price 5 year Monthly Price 10 year Maximum Value Minimum Value Range
Consumer Dicretionary Apple 119.39 18.60 25.27 119.39 18.60 100.79
Information Technology Adobe 467.95 52.58 25.09 467.95 52.58 415.37
Consumer Staples General mills 61.28 36.69 24.90 61.28 36.69 24.59
Materials Applied materials 64.56 14.46 24.69 64.56 14.46 50.10
Energy American electric power 86.73 36.73 24.51 86.73 36.73 50.00
Real Estate Alexandria real estate equities 165.29 62.02 24.32 165.29 62.02 103.27
Financials Ameriprise Financial 184.23 73.50 24.13 184.23 73.50 110.73
Commercials Services Accenture 243.82 65.18 23.93 243.82 65.18 178.64
Healthcare Abbott Laboratories 113.06 31.10 23.73 113.06 31.10 81.96
Utilities 3M 173.64 98.82 23.51 173.64 98.82 74.82
Industrials A.O Smith 56.38 18.91 23.28 56.38 18.91 37.47
Sector: NAME Recent price Monthly Price 5 year Monthly Price 10 year Standard Deviation Coefficient of Variation
5 Years 10 Years 5 Years 10 Years
Consumer Dicretionary Apple 119.39 18.60 25.27 6.97% 7.84% 0.10% 0.17%
Information Technology Adobe 467.95 52.58 25.09 6.41% 6.40% 0.15% 0.16%
Consumer Staples General mills 61.28 36.69 24.90 3.63% 3.15% 0.04% 0.07%
Materials Applied materials 64.56 14.46 24.69 8.39% 8.90% 0.21% 0.23%
Energy American electric power 86.73 36.73 24.51 4.26% 4.71% 0.02% 0.03%
Real Estate Alexandria real estate equities 165.29 62.02 24.32 5.51% 5.46% 0.10% 0.13%
Financials Ameriprise Financial 184.23 73.50 24.13 6.24% 8.33% 0.18% 0.25%
Commercials Services Accenture 243.82 65.18 23.93 5.39% 5.61% 0.13% 0.16%
Healthcare Abbott Laboratories 113.06 31.10 23.73 4.53% 5.23% 0.10% 0.13%
Utilities 3M 173.64 98.82 23.51 4.60% 5.21% 0.13% 0.15%
Industrials A.O Smith 56.38 18.91 23.28 6.85% 6.94% 0.16% 0.18%

Correlation Matrices

C) Correlation matrice
Sector: NAME Recent price Monthly Price 5 year Monthly Price 10 year Correlation Matrices
5 Years 10 Years
Consumer Dicretionary Apple 119.39 18.60 25.27 0.43 0.56
Information Technology Adobe 467.95 52.58 25.09 0.69 0.66
Consumer Staples General mills 61.28 36.69 24.90 0.32 0.40
Materials Applied materials 64.56 14.46 24.69 0.73 0.68
Energy American electric power 86.73 36.73 24.51 0.14 0.16
Real Estate Alexandria real estate equities 165.29 62.02 24.32 0.54 0.60
Financials Ameriprise Financial 184.23 73.50 24.13 0.87 0.79
Commercials Services Accenture 243.82 65.18 23.93 0.69 0.75
Healthcare Abbott Laboratories 113.06 31.10 23.73 0.64 0.65
Utilities 3M 173.64 98.82 23.51 0.84 0.74
Industrials A.O Smith 56.38 18.91 23.28 0.69 0.66

Beta

Beta Values
Variance Coefficient of variation Beta
Stock 5 Year 10 Year 5 Year 10 Year 5-Year 10 Year
Apple 0.49% 0.61% 0.10% 0.17% 0.2084 0.2783
Adobe 0.41% 0.41% 0.15% 0.16% 0.3618 0.3995
General mills 0.13% 0.10% 0.04% 0.07% 0.2938 0.7313
Applied materials 0.70% 0.79% 0.21% 0.23% 0.2933 0.2943
American electric power 0.18% 0.22% 0.02% 0.03% 0.1123 0.1349
Alexandria real estate equities 0.30% 0.30% 0.10% 0.13% 0.3279 0.4281
Ameriprise Financial 0.39% 0.69% 0.18% 0.25% 0.4692 0.3675
Accenture 0.29% 0.31% 0.13% 0.16% 0.4307 0.5183
Abbott Laboratories 0.21% 0.27% 0.10% 0.13% 0.4741 0.4792
3M 0.21% 0.27% 0.13% 0.15% 0.6135 0.5490
A.O Smith 0.47% 0.48% 0.16% 0.18% 0.3357 0.3676
Beta = covariance of stock/ variance of stock
Beta
Stock 5-Year 10 Year
Apple 0.2084 0.2783
Adobe 0.3618 0.3995
General mills 0.2938 0.7313
Applied materials 0.2933 0.2943
American electric power 0.1123 0.1349
Alexandria real estate equities 0.3279 0.4281
Ameriprise Financial 0.4692 0.3675
Accenture 0.4307 0.5183
Abbott Laboratories 0.4741 0.4792
3M 0.6135 0.5490
A.O Smith 0.3357 0.3676

Beta Values

5-Year Apple Adobe General mills Applied materials American electric power Alexandria real estate equities Ameriprise Financial Accenture Abbott Laboratories 3M A.O Smith 0.20836836070320464 0.36184597634936705 0.29378097960099192 0.29325664262557405 0.1123386082539049 0.32786186023040836 0.46923862512856224 0.43074359908476706 0.47408686897446739 0.61354758689300692 0.33566672344968029 10 Year Apple Adobe General mills Applied materials American electric power Alexandria real estate equities Ameriprise Financial Accenture Abbott Laboratories 3M A.O Smith 0.27831832304190529 0.39945018686139527 0.73128238780201682 0.29428883065080308 0.13491343745809087 0.42812867268943755 0.3675028 0965368776 0.51834384708251435 0.47920374654354475 0.54900644909743113 0.36764029884375249

fitted line plot

10 Year

0.20836836070320464 0.36184597634936705 0.29378097960099192 0.29325664262557405 0.1123386082539049 0.32786186023040836 0.46923862512856224 0.43074359908476706 0.47408686897446739 0.61354758689300692 0.33566672344968029 0.27831832304190529 0.39945018686139527 0.73128238780201682 0.29428883065080308 0.13491343745809087 0.42812867268943 755 0.36750280965368776 0.51834384708251435 0.47920374654354475 0.54900644909743113 0.36764029884375249

5- year

10-year

R-SQUARED

R-Squared Values
Correlation Matrices R-Squared
Stock 5 Years 10 Years 5 Years 10 Years
Apple 0.4334 0.5624 0.1878396643 0.3162429654
Adobe 0.6928 0.6592 0.4799354091 0.4345746406
General mills 0.3186 0.3952 0.1015157209 0.1561571979
Applied materials 0.7349 0.6753 0.5400207336 0.4560660131
American electric power 0.1427 0.1636 0.0203762265 0.0267685303
Alexandria real estate equities 0.5396 0.6023 0.291121043 0.3627797451
Ameriprise Financial 0.8744 0.7886 0.7646360077 0.6219035373
Accenture 0.6932 0.7490 0.4805005319 0.5610583616
Abbott Laboratories 0.6417 0.6455 0.4117550813 0.4166159583
3M 0.8429 0.7374 0.7104597433 0.5438283375
A.O Smith 0.6862 0.6580 0.470894736 0.4329217797
R-Squared = Correlation squared
R-Squared
Stock 5 Years 10 Years
Apple 0.1878396643 0.3162429654
Adobe 0.4799354091 0.4345746406
General mills 0.1015157209 0.1561571979
Applied materials 0.5400207336 0.4560660131
American electric power 0.0203762265 0.0267685303
Alexandria real estate equities 0.291121043 0.3627797451
Ameriprise Financial 0.7646360077 0.6219035373
Accenture 0.4805005319 0.5610583616
Abbott Laboratories 0.4117550813 0.4166159583
3M 0.7104597433 0.5438283375
A.O Smith 0.470894736 0.4329217797

R-Squared

5 Years Apple Adobe General mills Applied materials American electric power Alexandria real estate equities Ameriprise Financial Accenture Abbott Laboratories 3M A.O Smith 0.18783966427714632 0.479935409050818 0.10151572094463765 0.54002073362578229 2.0376226493098015E-2 0.29112104303389413 0.76463600771481188 0.48050053189100528 0.41175508130000887 0.71045974332539208 0.4708947360105315 10 Years Apple Adobe General mills Applied materials American electric power Alexandria real estate equities Ameriprise Financial Accenture Abbott Laboratories 3M A.O Smith 0.31624296536581448 0.43457464059273454 0.15615719787606522 0.45606601307797556 2.6768530291056261E-2 0.36277974514034905 0.62190353734212678 0.56105836160905953 0.41661595834855092 0.54382833754697191 0.43292177972178625

fitted line plot

10 Years

0.18783966427714632 0.479935409050818 0.10151572094463765 0.54002073362578229 2.0376226493098015E-2 0.29112104303389413 0.76463600771481188 0.48050053189100528 0.41175508130000887 0.71045974332539208 0.4708947360105315 0.31624296536581448 0.43457464059273454 0.15615719787606522 0.45606601307797556 2.6768530291056261E-2 0.36277974514034905 0.62190353734212678 0.56105836160905953 0.41661595834855092 0.54382833754697191 0.43292177972178625

%-year

10-year

Lowest Risk and Optimal Portfol

Lowest Risk over the Previous 5 Years
NAME Recent price Price 5 year Variance Risk
Apple 119.39 18.60 0.0048518005 7.0%
Adobe 467.95 52.58 0.0041106877 6.4%
General mills 61.28 36.69 0.0013190618 3.6%
Applied materials 64.56 14.46 0.0070419657 8.4%
American electric power 86.73 36.73 0.0018106932 4.3%
Alexandria real estate equities 165.29 62.02 0.0030371832 5.5%
Ameriprise Financial 184.23 73.50 0.0038944526 6.2%
Accenture 243.82 65.18 0.0029042593 5.4%
Abbott Laboratories 113.06 31.10 0.0020544818 4.5%
3M 173.64 98.82 0.0021165189 4.6%
A.O Smith 56.38 18.91 0.0046869081 6.8%
5.7%
Risk = Square root of variance
Optimal portfolio
Risk free return = 5.7%
NAME Mean Returns Portfolio Allocation Covariance Expected Returns
Apple 1.48% 0.0909 0.10% 0.13%
Adobe 0.0184599751 0.0909 0.15% 0.17%
General mills 0.0106660546 0.0909 0.04% 0.10% Optimal Portfolio -0.38
Applied materials 0.0066713203 0.0909 0.21% 0.06%
American electric power 0.0114826984 0.0909 0.02% 0.10%
Alexandria real estate equities 0.0061530092 0.0909 0.10% 0.06%
Ameriprise Financial 0.0119161251 0.0909 0.18% 0.11%
Accenture 0.0147257475 0.0909 0.13% 0.13%
Abbott Laboratories 0.013169853 0.0909 0.10% 0.12%
3M 0.0112345936 0.0909 0.13% 0.10%
A.O Smith 0.0243880783 0.0909 0.16% 0.22%
Total 1.000 0.11 0.01