Академический Документы
Профессиональный Документы
Культура Документы
com
Date
Alcon Adj S&P 500 Adj.
###
71.74 1211.92
3-Jan-05
70.49 1181.27
1-Feb-05
76.81
1203.6
1-Mar-05
79.48 1180.59
1-Apr-05
86.34 1156.85
2-May-05
91.96
1191.5
1-Jun-05
98.33 1191.33
1-Jul-05
103.01 1234.18
1-Aug-05
106.15 1220.33
1-Sep-05
114.99 1228.81
3-Oct-05
119.51 1207.01
1-Nov-05
126.07 1249.48
1-Dec-05
116.54 1248.29
3-Jan-06
115.03 1280.08
1-Feb-06
103.55 1280.66
1-Mar-06
93.75 1294.87
3-Apr-06
91.46 1210.61
1-May-06
98.52 1270.09
1-Jun-06
89.84
1270.2
3-Jul-06
100.66 1276.66
1-Aug-06
107.37 1303.82
1-Sep-06
104.38 1335.85
3-Oct-06
96.7 1277.94
1-Nov-06
99.93 1400.63
1-Dec-06
101.89
1418.3
3-Jan-07
107.35 1438.24
1-Feb-07
113.7 1406.82
1-Mar-07
120.16 1420.86
2-Apr-07
123 1482.37
1-May-07
127.79 1530.62
1-Jun-07
124.88 1503.35
2-Jul-07
126.35 1455.27
1-Aug-07
125.2 1473.99
4-Sep-07
133.22 1526.75
1-Oct-07
140.89 1549.38
1-Nov-07
128.79 1481.14
3-Dec-07
129.76 1472.42
Returns on Alcon
Return on S&P
-0.02
0.09
0.03
0.09
0.07
0.07
0.05
0.03
0.08
0.04
0.05
-0.08
-0.01
-0.1
-0.09
-0.02
0.08
-0.09
0.12
0.07
-0.03
-0.07
0.03
0.02
0.05
0.06
0.06
0.02
0.04
-0.02
0.01
-0.01
0.06
0.06
-0.09
0.01
-0.03 Beta
Alpha
0.02
0.67
0.01
-0.02
-0.02
0.03
0
0.04
-0.01
0.01
-0.02
0.04
0
0.03
0
0.01
-0.07
0.05
0
0.01
0.02
0.02
-0.04
0.1
0.01
0.01
-0.02
0.01
0.04
0.03
-0.02
-0.03
0.01
0.04
0.01
-0.04
-0.01
Alcon Regression
-0.025290448
Linear Regression for
-0.025290448
Stock Premium
Alpha
Beta
0.01
0.67
Date
Alcon Adj.S&P 500 Adj.
3-Dec-07
132.4 1468.36
2-Jan-08
131.44 1378.55
1-Feb-08
133.97 1330.63
3-Mar-08
131.67
1322.7
1-Apr-08
146.25 1385.59
1-May-08
2-Jun-08
1-Jul-08
1-Aug-08
2-Sep-08
1-Oct-08
3-Nov-08
1-Dec-08
2-Jan-09
2-Feb-09
2-Mar-09
1-Apr-09
1-May-09
1-Jun-09
1-Jul-09
3-Aug-09
147.66
153.11
162.18
160.16
151.91
82.88
75.05
83.89
80.55
77.46
85.5
86.54
105.86
113.3
124.5
126.32
Rj
Rm
-0.06
-0.03
-0.01
0.05
1.95%
2.82%
-2.76%
6.44%
8.45%
1400.38
1280
1267.38
1282.83
1166.36
968.75
896.24
903.25
825.88
735.09
797.87
872.81
919.14
919.32
987.48
1020.62
-0.01
0.02
-0.02
0.11
Stock Premium
0.01
0.04
0.06
-0.01
-0.05
-0.45
-0.09
0.12
-0.04
-0.04
0.1
0.01
0.22
0.07
0.1
0.01
0.01 -1.19%
-0.09
8.03%
-0.01
5.15%
0.01 -3.51%
-0.09 -0.49%
-0.17 -35.49%
-0.07 -5.85%
0.01
9.81%
-0.09
0.34%
-0.11
2.12%
0.09
3.20%
0.09 -6.54%
0.05 17.32%
0
5.57%
0.07
3.46%
0.03 -2.23%
1-Sep-09
135.3 1057.08
0.07
0.04
1-Oct-09
139.32 1036.19
0.03
-0.02
2-Nov-09
144.29 1095.63
0.04
0.06
1-Dec-09
160.36
1115.1
0.11
0.02
4-Jan-10
151.93 1073.87
-0.05
-0.04
Stock Premium From September 2009-Janurary 4th
when purchase of the remaining 52% of Shares were
bought:
3.27%
2.86%
-1.73%
8.50%
-4.21%
1-Feb-10
1-Mar-10
1-Apr-10
3-May-10
1-Jun-10
1-Jul-10
2-Aug-10
1-Sep-10
1-Oct-10
1-Nov-10
1-Dec-10
3-Jan-11
1-Feb-11
1-Mar-11
-0.78%
-4.24%
-5.97%
-3.55%
7.67%
-1.41%
6.34%
-4.50%
-3.36%
-7.53%
-1.92%
-3.29%
-2.01%
-1.32%
155.84
157.64
152.07
140.48
148.19
155.08
162.2
166.79
167.72
157.25
163.4
162.86
165.43
165.51
1104.49
1169.43
1186.69
1089.41
1030.71
1101.6
1049.33
1141.2
1183.26
1180.55
1257.64
1286.12
1327.22
1325.83
0.03
0.01
-0.04
-0.08
0.05
0.05
0.05
0.03
0.01
-0.06
0.04
0
0.02
0
0.03
0.06
0.01
-0.08
-0.05
0.07
-0.05
0.09
0.04
0
0.07
0.02
0.03
0
8.69%
1-Apr-11
167.99 1332.41
0.01
-0.28%
Series1
Linear Regression for
Series1
Stock Premium
Alpha
Beta
0.02
Date
Alcon Adj.
NYSE
### 132.4 9740.32
### 131.44 9126.16
### 133.97 8962.46
### 131.67 8797.29
### 146.25
9299.6
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
147.66
153.11
162.18
160.16
151.91
82.88
75.05
83.89
80.55
77.46
85.5
86.54
105.86
113.3
124.5
126.32
135.3
139.32
144.29
160.36
151.93
Rj
0.31
Rm
-0.06
-0.02
-0.02
0.06
-0.37%
0.90%
-2.72%
7.76%
5.57%
9401.08
8660.48
8438.64
8382.08
7532.8
6061.09
5599.3
5757.05
5195.79
4617.03
4978.98
5513.36
6004.07
5905.15
6424.28
6643.24
6910.88
6739.45
7092.36
7184.96
6883.78
-0.01
0.02
-0.02
0.11
Bond Premium
0.01
0.04
0.06
-0.01
-0.05
-0.45
-0.09
0.12
-0.04
-0.04
0.1
0.01
0.22
0.07
0.1
0.01
0.07
0.03
0.04
0.11
-0.05
0.01 -0.94%
-0.08
4.52%
-0.03
5.14%
-0.01 -2.61%
-0.1 -3.63%
-0.2 -41.05%
-0.08 -8.69%
0.03
9.35%
-0.1 -2.58%
-0.11 -2.01%
0.08
6.42%
0.11 -3.63%
0.09 18.04%
-0.02
5.96%
0.09
5.63%
0.03 -1.15%
0.04
4.31%
-0.02
2.16%
0.05
0.40%
0.01
9.17%
-0.04 -5.55%
155.84
157.64
152.07
140.48
148.19
155.08
162.2
166.79
167.72
157.25
163.4
162.86
165.43
7035.04
7447.8
7474.4
6791.57
6469.65
6998.99
6704.15
7281.07
7513.35
7430.94
7964.02
8139.16
8438.55
0.03
0.01
-0.04
-0.08
0.05
0.05
0.05
0.03
0.01
-0.06
0.04
0
0.02
0.02
0.06
0
-0.09
-0.05
0.08
-0.04
0.09
0.03
-0.01
0.07
0.02
0.04
0.33%
-2.21%
-5.21%
-6.40%
5.36%
0.58%
4.31%
-1.37%
-1.99%
-7.48%
0.15%
-2.57%
-1.11%
-1.40%
-0.31%
###