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Excel on Stock Markets

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Words 1828
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DATE MSFT % per month 100 20040130 1.023 1% 101.023 20040227 -4.0506 -4% 96.93096 20040331 -6.0309 -6% 91.08515 20040430 4.8135 5% 95.46954 20040528 0.3827 0% 95.8349 20040630 8.883 9% 104.3479 20040730 -0.2451 0% 104.0922 20040831 -3.8961 -4% 100.0366 20040930 1.2821 1% 101.3192 20041029 1.1573 1% 102.4918 20041130 6.8645 7% 109.5273 20041231 -0.3357 0% 109.1596 20050131 -1.6467 -2% 107.3621 20050228 -3.9574 -4% 103.1133 20050331 -3.9348 -4% 99.05604 20050429 4.6752 5% 103.6871 20050531 2.2925 2% 106.0641 20050630 -3.7209 -4% 102.1176 20050729 3.0998 3% 105.283 20050831 7.2237 7% 112.8884 20050930 -6.0263 -6% 106.0854 20051031 -0.1166 0% 105.9617 20051130 8.0156 8% 114.4551 20051230 -5.5275 -6% 108.1286 20060131 7.6482 8% 116.3985 20060228 -4.2273 -4% 111.478 20060331 1.2653 1% 112.8885 20060428 -11.2459 -11% 100.1932 20060531 -5.8385 -6% 94.34343 20060630 2.8698 3% 97.0509 20060731 3.2618 3% 100.2165 20060831 7.1904 7% 107.4225 20060929 6.4202 6% 114.3192 20061031 4.9726 5% 120.0038 20061130 2.6123 3% 123.1387 20061229 1.703 2% 125.2358 20070131 3.349 3% 129.4299 20070228 -8.3927 -8% 118.5672 20070330 -1.065 -1% 117.3045 20070430 7.4273 7% 126.0171 20070531 2.8393 3% 129.5951 20070629 -3.9756 -4% 124.4429 20070731 -1.6288 -2% 122.416 20070831 -0.5519 -1% 121.7403 20070928 2.5409 3% 124.8336 20071031 24.9491 25% 155.9785

9.16%

-0.94%

15.82%

YHOO 4.3304 -5.6194 9.3144 4.25 21.3537 18.7215 -15.3846 -7.4351 18.9407 6.7237 3.9514 0.1595 -6.5552 -8.3499 5.0511 1.7699 7.8261 -6.8548 -3.7807 -0.06 1.5606 9.2494 8.818 -2.61 -12.2639 -6.7345 0.6238 1.6119 -3.6303 4.4634 -17.7576 6.227 -12.3136 4.193 2.5437 -5.4424 10.8457 9.0074 1.3934 -10.3867 2.3538 -5.4704 -14.3015 -2.2366 18.0928 15.861

4.33% -5.62% 9.31% 4.25% 21.35% 18.72% -15.38% -7.44% 18.94% 6.72% 3.95% 0.16% -6.56% -8.35% 5.05% 1.77% 7.83% -6.85% -3.78% -0.06% 1.56% 9.25% 8.82% -2.61% -12.26% -6.73% 0.62% 1.61% -3.63% 4.46% -17.76% 6.23% -12.31% 4.19% 2.54% -5.44% 10.85% 9.01% 1.39% -10.39% 2.35% -5.47% -14.30% -2.24% 18.09% 15.86%

100 104.3304 98.46766 107.6393 112.214 136.1758 161.67 136.7977 126.6267 150.6106 160.7373 167.0886 167.3551 156.3847 143.3267 150.5663 153.2312 165.2232 153.8975 148.0791 147.9902 150.2997 164.2016 178.6809 174.0173 152.676 142.394 143.2823 145.5918 140.3064 146.5689 120.5417 128.0479 112.2806 116.9885 119.9643 113.4354 125.7383 137.064 138.9739 124.5391 127.4705 120.4973 103.2644 100.9548 119.2203 138.1299

67.36%

3.98%

-34.81%

20071130 20071231 20080131 20080229 20080331 20080430 20080530 20080630 20080731 20080829 20080930 20081031 20081128 20081231 20090130 20090227 20090331 20090430 20090529 20090630 20090731 20090831 20090930 20091030 20091130 20091231

-8.4216 5.9524 -8.427 -16.2273 4.3386 0.4933 -0.3156 -2.8602 -6.5067 6.5319 -2.1986 -16.3357 -8.867 -3.8576 -12.037 -4.7953 13.7461 10.2885 3.7512 13.7865 -1.0517 5.3571 4.3408 7.8149 6.5272 3.6382

-8% 6% -8% -16% 4% 0% 0% -3% -7% 7% -2% -16% -9% -4% -12% -5% 14% 10% 4% 14% -1% 5% 4% 8% 7% 4%

142.8426 151.3452 138.5913 116.1017 121.1389 121.7365 121.3523 117.8813 110.2112 117.41 114.8287 96.0706 87.55202 84.17461 74.04252 70.49195 80.18185 88.43136 91.7486 104.3975 103.2996 108.8334 113.5577 122.4321 130.4235 135.1685

20.85%

-44.38%

60.58%

-13.7942 -13.2413 -17.5408 44.8384 4.1397 -5.2541 -2.3714 -22.7952 -3.727 -2.5641 -10.7327 -25.896 -10.2184 5.9948 -3.8525 12.7877 -3.1746 11.5535 10.8467 -1.1364 -8.5568 2.0251 21.9028 -10.7243 -5.8491 12.0909

-13.79% -13.24% -17.54% 44.84% 4.14% -5.25% -2.37% -22.80% -3.73% -2.56% -10.73% -25.90% -10.22% 5.99% -3.85% 12.79% -3.17% 11.55% 10.85% -1.14% -8.56% 2.03% 21.90% -10.72% -5.85% 12.09%

119.076 103.3088 85.18757 123.3843 128.4921 121.741 118.854 91.76099 88.34105 86.0759 76.83763 56.93976 51.12143 54.18605 52.09854 58.76074 56.89532 63.46872 70.35299 69.5535 63.60194 64.88994 79.10266 70.61945 66.48885 74.52795

-8.93%

-47.55%

37.54%

T-BILL 0.07 0.06 0.09 0.08 0.06 0.08 0.1 0.11 0.11 0.11 0.15 0.16 0.16 0.16 0.21 0.21 0.24 0.23 0.24 0.3 0.29 0.27 0.31 0.32 0.35 0.34 0.37 0.36 0.43 0.4 0.4 0.42 0.41 0.41 0.42 0.4 0.44 0.38 0.43 0.44 0.41 0.4 0.4 0.42 0.32 0.32 0.07% 0.06% 0.09% 0.08% 0.06% 0.08% 0.10% 0.11% 0.11% 0.11% 0.15% 0.16% 0.16% 0.16% 0.21% 0.21% 0.24% 0.23% 0.24% 0.30% 0.29% 0.27% 0.31% 0.32% 0.35% 0.34% 0.37% 0.36% 0.43% 0.40% 0.40% 0.42% 0.41% 0.41% 0.42% 0.40% 0.44% 0.38% 0.43% 0.44% 0.41% 0.40% 0.40% 0.42% 0.32% 0.32%

100 100.07 100.13 100.2202 100.3003 100.3605 100.4408 100.5412 100.6518 100.7626 100.8734 101.0247 101.1863 101.3482 101.5104 101.7236 101.9372 102.1818 102.4169 102.6627 102.9706 103.2693 103.5481 103.8691 104.2015 104.5662 104.9217 105.3099 105.689 106.1435 106.5681 106.9943 107.4437 107.8842 108.3266 108.7815 109.2167 109.6972 110.1141 110.5875 111.0741 111.5295 111.9757 112.4236 112.8957 113.257 113.6194

1.19%

2.98%

4.81%

MARKET 2.16 1.43 -1.25 -2.58 1.29 2 -3.97 0.05 1.83 1.56 4.52 3.2 -2.98 1.95 -2.11 -2.94 3.32 0.69 3.85 -1.19 0.48 -2.62 3.42 -0.29 3.3 -0.84 1.17 0.58 -3.96 -0.84 -0.99 1.67 1.12 2.89 1.53 0.28 1.06 -2.16 0.44 3.11 3.07 -2.27 -3.97 0.33 3.45 1.94

2.16% 1.43% -1.25% -2.58% 1.29% 2.00% -3.97% 0.05% 1.83% 1.56% 4.52% 3.20% -2.98% 1.95% -2.11% -2.94% 3.32% 0.69% 3.85% -1.19% 0.48% -2.62% 3.42% -0.29% 3.30% -0.84% 1.17% 0.58% -3.96% -0.84% -0.99% 1.67% 1.12% 2.89% 1.53% 0.28% 1.06% -2.16% 0.44% 3.11% 3.07% -2.27% -3.97% 0.33% 3.45% 1.94%

100 102.16 103.6209 102.3256 99.68563 100.9716 102.991 98.90226 98.95171 100.7625 102.3344 106.9599 110.3827 107.0933 109.1816 106.8778 103.7356 107.1797 107.9192 112.0741 110.7404 111.272 108.3566 112.0624 111.7374 115.4248 114.4552 115.7943 116.4659 111.8539 110.9143 109.8163 111.6502 112.9007 116.1635 117.9408 118.2711 119.5247 116.943 117.4575 121.1105 124.8286 121.995 117.1518 117.5384 121.5934 123.9523

10.38%

1.23%

5.85%

0.34 0.27 0.21 0.13 0.17 0.17 0.17 0.17 0.15 0.12 0.15 0.08 0.02 0.09 0 0.01 0.01 0.01 0 0 0.01 0.01 0 0 0 0

0.34% 0.27% 0.21% 0.13% 0.17% 0.17% 0.17% 0.17% 0.15% 0.12% 0.15% 0.08% 0.02% 0.09% 0.00% 0.01% 0.01% 0.01% 0.00% 0.00% 0.01% 0.01% 0.00% 0.00% 0.00% 0.00%

114.0057 114.3135 114.5536 114.7025 114.8975 115.0928 115.2885 115.4845 115.6577 115.7965 115.9702 116.063 116.0862 116.1907 116.1907 116.2023 116.2139 116.2255 116.2255 116.2255 116.2372 116.2488 116.2488 116.2488 116.2488 116.2488

4.67%

1.64%

0.05%

-5.61 -5.61% -0.97 -0.97% -6.65 -6.65% -2.46 -2.46% -1.38 -1.38% 4.77 4.77% 2.05 2.05% -8.2 -8.20% -1.62 -1.62% 0.87 0.87% -10.11 -10.11% -18.62 -18.62% -8.57 -8.57% 1.97 1.97% -7.75 -7.75% -10.13 -10.13% 8.75 8.75% 11.03 11.03% 6.73 6.73% -0.28 -0.28% 8.23 8.23% 3.17 3.17% 4.52 4.52% -2.84 -2.84% 5.74 5.74% 2.92 2.92%

116.9986 115.8637 108.1588 105.4981 104.0422 109.005 111.2396 102.118 100.4637 101.3377 91.09246 74.13104 67.77801 69.11324 63.75696 57.29838 62.31199 69.185 73.84115 73.6344 79.69451 82.22082 85.93721 83.49659 88.28929 90.86734

-2.04%

-40.35%

31.48%

total returns mean std dev sharpe ratio Beta Alpha

MFST YHOO 61.08% 17.59% 10.18% 2.93% 34.02% 43.50% 0.224091 0.008614 -5.18 -0.25 0.000054 0.000025

15.34% 2.56% 1.93%

6.55% 1.09% 23.49%

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