Sajedul Fin435 Project
Sajedul Fin435 Project
Sajedul Fin435 Project
Sajedul Islam
ID - 1520280630
Section - 02
Raw Data
Date GOOG GOOGL AMZN TM MMM T GE
2
Raw Data
Date GOOG GOOGL AMZN TM MMM T GE
3
Raw Data
Date GOOG GOOGL AMZN TM MMM T GE
4
Raw Data
Date F SNE JPM KO PBR MCD JCP
5
Raw Data
Date F SNE JPM KO PBR MCD JCP
6
Raw Data
Date F SNE JPM KO PBR MCD JCP
7
Raw Data
Date TTM MSFT C BA BAC DIS TSLA
8
Raw Data
Date TTM MSFT C BA BAC DIS TSLA
9
Raw Data
Date TTM MSFT C BA BAC DIS TSLA
10
Raw Data
Date MS FB INTC DAL TSM NFLX JNJ
11
Raw Data
Date MS FB INTC DAL TSM NFLX JNJ
12
Raw Data
Date MS FB INTC DAL TSM NFLX JNJ
13
Raw Data
Date B XOM
14
Raw Data
Date B XOM
15
Raw Data
Date B XOM
16
Date GOOG GOOGL AMZN TM MMM T GE
1/1/2013
2/1/2013 6.02% 6.02% $0.00 7.58% 3.43% 4.55% 4.22%
3/1/2013 -$0.01 -0.87% 0.84% 0.04% 2.85% 2.17% 0.38%
4/1/2013 3.83% 3.83% -4.76% 14.71% -1.51% 2.10% -3.59%
5/1/2013 5.66% 5.66% 6.06% 1.07% 5.31% -5.47% 4.62%
6/1/2013 1.05% 1.05% 3.15% 2.65% -0.27% 1.17% -0.56%
7/1/2013 0.84% 0.84% 8.47% 1.03% 7.39% -0.37% 5.93%
8/1/2013 -4.60% -4.60% -6.72% -0.91% -3.28% -2.86% -5.05%
9/1/2013 3.43% 3.43% 11.27% 5.99% 5.71% -0.03% 3.24%
10/1/2013 17.66% 17.66% 16.44% 2.01% 5.39% 7.04% 10.26%
11/1/2013 2.81% 2.81% 8.13% -3.38% 6.09% -1.43% 1.99%
12/1/2013 5.77% 5.77% 1.31% -2.50% 5.56% -0.14% 5.14%
1/1/2014 5.38% 5.38% -10.06% -5.87% -8.60% -5.23% -9.62%
2/1/2014 2.94% 2.94% 0.95% 0.47% 5.10% -2.89% 1.35%
3/1/2014 -8.28% -8.32% -7.11% -2.08% 1.35% 9.83% 2.54%
4/1/2014 -5.44% -4.11% -9.58% -2.20% 2.53% 1.80% 3.86%
5/1/2014 6.31% 6.87% 2.77% 4.33% 2.49% 0.66% -0.37%
6/1/2014 2.75% 2.28% 3.91% 5.79% 1.10% -0.31% -1.90%
7/1/2014 -0.64% -0.88% -3.63% -1.40% -1.64% 0.65% -3.51%
8/1/2014 0.00% 0.48% 8.32% -3.11% 2.21% -0.50% 3.30%
9/1/2014 1.01% 1.04% -4.90% 2.81% -1.02% 0.80% -1.39%
10/1/2014 -3.17% -3.49% -5.27% 4.36% 8.53% -1.14% 1.59%
11/1/2014 -3.09% -3.31% 10.86% 1.47% 4.11% 2.89% 2.63%
12/1/2014 -2.85% -3.35% -8.35% 1.91% 3.19% -5.06% -4.61%
1/1/2015 1.54% 1.30% 14.24% 2.69% -1.23% -1.99% -4.57%
2/1/2015 4.47% 4.67% 7.23% 5.06% 3.91% 6.47% 8.79%
3/1/2015 -1.86% -1.41% -2.12% 3.34% -1.59% -5.53% -3.66%
4/1/2015 -1.68% -1.07% 13.35% 0.80% -5.19% 6.09% 9.15%
5/1/2015 -0.97% -0.63% 1.77% -0.81% 1.72% 1.14% 0.70%
6/1/2015 -2.18% -0.97% 1.13% -3.00% -2.39% 2.84% -2.57%
7/1/2015 20.19% 21.75% 23.51% -0.22% -1.92% -2.20% -0.93%
8/1/2015 1.92% -1.47% -4.34% -11.30% -6.08% -2.46% -0.34%
9/1/2015 -4.58% -1.46% -0.19% 0.37% 0.43% -2.57% -3.04%
10/1/2015 16.83% 15.51% 22.27% 4.64% 10.89% 2.85% 15.70%
11/1/2015 4.47% 3.45% 6.22% 1.47% -0.40% 1.92% 3.53%
12/1/2015 2.19% 1.99% 1.67% -1.11% -3.16% 2.20% 4.04%
1/1/2016 -2.10% -2.14% -13.15% -2.45% 0.24% 4.80% -5.88%
2/1/2016 -6.08% -5.80% -5.87% -13.27% 3.89% 3.91% 0.14%
3/1/2016 6.76% 6.37% 7.44% 2.13% 6.99% 6.01% 9.97%
4/1/2016 -6.97% -7.21% 11.11% -0.66% 0.45% -0.89% -3.27%
5/1/2016 6.16% 5.79% 9.58% 1.68% 0.56% 2.10% -1.69%
Date GOOG GOOGL AMZN TM MMM T GE
6/1/2016 -5.93% -6.05% -0.99% -3.31% 4.73% 10.37% 4.13%
7/1/2016 11.08% 12.48% 6.04% 11.61% 1.85% 0.19% -0.33%
8/1/2016 -0.23% -0.19% 1.36% 8.09% 0.49% -4.51% 0.32%
9/1/2016 1.33% 1.80% 8.86% -3.79% -1.07% -0.66% -5.19%
10/1/2016 0.93% 0.73% -5.67% 1.17% -6.20% -9.41% -0.99%
11/1/2016 -3.38% -4.20% -4.97% 2.48% 3.90% 6.28% 5.70%
12/1/2016 1.82% 4.33% 2.41% -1.12% 4.60% 4.53% 2.73%
1/1/2017 3.24% 1.33% 7.13% -1.24% -2.06% 4.41% -5.31%
2/1/2017 3.32% 3.02% 2.62% -2.25% 6.60% 0.27% 0.37%
3/1/2017 0.77% 0.34% 4.91% -4.00% 3.34% -0.57% 0.76%
4/1/2017 9.21% 9.05% 4.34% 1.33% 2.35% -4.62% -2.72%
5/1/2017 6.50% 6.77% 7.53% -0.55% 4.41% -1.61% -5.55%
6/1/2017 -5.82% -5.82% -2.68% -2.34% 2.43% -2.08% -1.35%
7/1/2017 2.40% 1.70% 2.04% 7.45% -3.37% 3.37% -3.55%
8/1/2017 0.95% 1.03% -0.73% 0.12% 1.57% -2.70% -4.14%
9/1/2017 2.11% 1.93% -1.96% 5.48% 3.32% 4.56% -1.51%
10/1/2017 6.00% 6.09% 14.97% 5.62% 9.67% -14.09% -15.79%
11/1/2017 0.47% 0.30% 6.47% 1.89% 5.63% 9.47% -9.28%
12/1/2017 2.45% 1.66% -0.62% 0.66% -2.71% 6.87% -4.59%
1/1/2018 11.81% 12.23% 24.06% 8.45% 6.43% -3.68% -6.04%
2/1/2018 -5.57% -6.62% 4.24% -2.41% -5.98% -1.79% -12.74%
3/1/2018 -6.60% -6.05% -4.30% -3.14% -6.24% -1.79% -3.67%
4/1/2018 -1.40% -1.79% 8.21% 2.22% -11.45% -8.27% 4.38%
5/1/2018 6.65% 7.99% 4.05% -2.30% 1.46% 0.24% 0.07%
6/1/2018 2.83% 2.65% 4.31% 0.66% 0.42% -0.65% -3.34%
7/1/2018 9.11% 8.68% 4.57% 2.35% 7.93% -0.44% 1.04%
8/1/2018 0.08% 0.37% 13.24% -5.89% -0.66% 1.46% -5.06%
9/1/2018 -2.03% -2.01% -0.48% 0.22% 0.57% 5.13% -12.75%
10/1/2018 -9.78% -9.65% -20.22% -4.53% -9.71% -8.64% -9.69%
11/1/2018 1.64% 1.75% 5.77% 3.78% 9.28% 3.34% -25.74%
12/1/2018 -5.37% -5.83% -11.13% -4.45% -7.73% -8.64% 0.93%
1/1/2019 7.80% 7.74% 14.43% 6.11% 5.12% 5.33% 34.40%
2/1/2019 0.32% 0.06% -4.59% -1.73% 3.54% 5.24% 6.35%
3/1/2019 4.77% 4.47% 8.59% -2.50% 0.88% 0.77% -3.85%
4/1/2019 1.29% 1.88% 8.19% 4.73% -8.79% -1.28% 1.91%
5/1/2019 -7.14% -7.71% -7.86% -4.87% -15.70% 0.35% -7.18%
6/1/2019 -2.06% -2.14% 6.68% 5.45% 9.44% 9.58% 11.23%
Date GOOG GOOGL AMZN TM MMM T GE
B XOM
Average monthly return 1.49% 0.21%
Annualized return 17.85% 2.48%
Monthly Standard dev. 7.33% 4.95%
Annualized Std. dev. 87.96% 59.42%
GOOG GOOGL AMZN TM MMM T
Monthly Variance 0.32% 0.33% 0.67% 0.20% 0.26% 0.21%
Annualised Variance 3.87% 3.96% 8.09% 2.40% 3.16% 2.55%
0.01% 0.00% 0.00% 0.15% 0.00% 0.15% 0.00% 0.00% 0.00% 0.00%
0.05% 0.00% 0.00% 1.55% 0.00% 3.23% 0.00% 0.00% 0.00% 0.00%
y Output (Copy and Paste "as Values Only" Below)
w(7) w(8) w(9) w(10) w(11) w(12) w(13) w(14) w(15) w(16)
2% 1% 0% 0% 17% 0% 20% 0% 0% 0%
0.00% 0.00% 0.00% 0.01% 0.01% 0.00% 0.00% 0.00% 0.00% 0.00%
0.00% 0.00% 0.00% 0.99% 0.14% 0.09% 0.00% 0.00% 0.00% 0.00%
w(17) w(18) w(19) w(20) w(21) w(22) w(23) w(24) w(25) w(26)
0% 0% 0% 0% 2% 1% 0% 0% 0% 0%
w(17) w(18) w(19) w(20) w(21) w(22) w(23) w(24) w(25) w(26)
0.00% 0.00% 0.00% 0.00% 2.37% 0.92% 0.28% 0.00% 0.00% 0.00%
JNJ B XOM Total
0% 0% 7% 1
13.76% 17.85% 2.48%
JNJ B XOM
0.0071 0.0153 0.0061
0.0077 0.0155 0.0066
0.0119 0.0169 0.0134
0.0051 0.0147 0.0048
0.0150 0.0251 0.0185
0.0077 0.0116 0.0107
0.0077 0.0232 0.0194
0.0091 0.0214 0.0127
0.0110 0.0274 0.0076
0.0096 0.0268 0.0133
0.0115 0.0055 0.0076
0.0207 0.0043 0.0252
0.0098 0.0024 0.0070
0.0159 0.0183 0.0317
0.0134 0.0178 0.0152
0.0094 0.0117 0.0103
0.0140 0.0357 0.0214
0.0103 0.0221 0.0149
0.0108 0.0318 0.0139
0.0091 0.0182 0.0126
0.0029 0.0085 0.0031
0.0084 0.0315 0.0149
0.0050 0.0080 0.0072
0.0091 0.0059 0.0142
0.0144 0.0310 0.0105
0.0115 0.0199 0.0071
-0.0081 0.0118 0.0039
0.0202 0.0090 0.0122
0.0090 0.0645 0.0168
0.0122 0.0168 0.0294