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Daftar Saham Return Daily Std. Deviation Daily Return Weekly Std.

Deviation Weekly Return Monthly


BBRI 0.001623592 0.018054891 0.007773559 0.047205781 0.048949467
BMRI 0.001379807 0.020068424 0.006928389 0.047050854 0.046851306
ADRO 0.000689651 0.028343361 0.009003637 0.080265606 0.102200840
PTBA -0.002831169 0.025704254 -0.013927158 0.065552902 0.019397968
WIKA 0.000096289 0.022388390 0.001753069 0.053380627 0.095429907
JSMR 0.004559883 0.016741303 0.024242306 0.032154617 0.093865917
ICBP 0.000683700 0.014234874 0.004599740 0.025975230 0.003542494
MAPB 0.000978152 0.012564747 0.005492573 0.021039774 0.016862470
UNVR 0.002382220 0.014335306 0.010328495 0.033198606 0.055372067
APLN 0.001344149 0.022165992 0.006520539 0.038586549 0.036589899
WICO -0.003474194 0.040613823 -0.002272095 0.075024103 -0.132115632
INDF 0.001063870 0.014029587 0.006517699 0.022581455 0.035814569
OKAS 0.002506090 0.029830845 0.012116266 0.063734549 0.046098289
GGRM 0.002127592 0.017597416 0.011945390 0.036983351 0.054039512
UNTR 0.000242866 0.021304082 0.004828293 0.047474093 0.047871017
BBCA -0.000027148 0.013040269 -0.000065057 0.033712350 0.009838787
WSKT 0.000174414 0.023942108 0.005418096 0.055724155 0.089431101
AKRA 0.003104890 0.021701077 0.015174585 0.055651452 0.084514979
SSMS 0.001627335 0.010690741 0.006105726 0.026021121 0.044165318
AGRS -0.004735229 0.069035527 -0.022667457 0.173992830 -0.058799180
NIKL 0.000707976 0.048103129 0.010814777 0.143187763 0.072934150
INAF 0.015710277 0.019316559 0.010166131 0.015016868 0.012402983
BRPT 0.019814932 0.029052407 0.024849789 0.036494882 0.006159038
DOID 0.010166131 0.015016868 0.022395007 0.029392741 0.032150149
SMBR 0.024849789 0.036494882 0.012116079 0.015771365 0.024405553
TRIS -0.001273246 0.009735300 -0.004111811 0.026886300 -0.027074830
SMDR 0.000976571 0.037525939 -0.006867975 0.075618981 -0.108235251
BKSL 0.005109603 0.039068367 0.024322837 0.089235704 0.156990952
ASSA 0.004585853 0.021179773 0.019641909 0.051969222 0.152708456
PRAS -0.000632002 0.023851834 -0.002868947 0.035542017 0.018561786
Std. Deviation Monthly Bobot Return Daily x Bobot
0.069594169 0.0333333333 0.00005412
0.056265441 0.0333333333 0.00004599
0.059112352 0.0333333333 0.00002299
0.097028186 0.0333333333 -0.00009437
0.044847403 0.0333333333 0.00000321
0.064891416 0.0333333333 0.00015200
0.070781988 0.0333333333 0.00002279
0.017384008 0.0333333333 0.00003261
0.041133910 0.0333333333 0.00007941
0.024708562 0.0333333333 0.00004480
0.109170144 0.0333333333 -0.00011581
0.014814232 0.0333333333 0.00003546
0.108320051 0.0333333333 0.00008354
0.042694099 0.0333333333 0.00007092
0.095306215 0.0333333333 0.00000810
0.039139219 0.0333333333 -0.00000090
0.105678441 0.0333333333 0.00000581
0.069338589 0.0333333333 0.00010350
0.031559791 0.0333333333 0.00005424
0.408111760 0.0333333333 -0.00015784
0.229117026 0.0333333333 0.00002360
0.013149490 0.0333333333 0.00052368
0.006408796 0.0333333333 0.00066050
0.052163801 0.0333333333 0.00033887
0.033513434 0.0333333333 0.00082833
0.031219376 0.0333333333 -0.00004244
0.036576111 0.0333333333 0.00003255
0.345590792 0.0333333333 0.00017032
0.151189229 0.0333333333 0.00015286
0.013033380 0.0333333333 -0.00002107
Expected Return Portofolio Daily 0.31%
Std. Deviation Portofolio Daily 0.70%
Sharpe Ratio 0.44316
Risk free rate 0.001%
Return Weekly x Bobot Return Monthly x Bobot StdDev daily x Bobot
0.00025912 0.00163165 0.00060183
0.00023095 0.00156171 0.00066895
0.00030012 0.00340669 0.00094478
-0.00046424 0.00064660 0.00085681
0.00005844 0.00318100 0.00074628
0.00080808 0.00312886 0.00055804
0.00015332 0.00011808 0.00047450
0.00018309 0.00056208 0.00041882
0.00034428 0.00184574 0.00047784
0.00021735 0.00121966 0.00073887
-0.00007574 -0.00440385 0.00135379
0.00021726 0.00119382 0.00046765
0.00040388 0.00153661 0.00099436
0.00039818 0.00180132 0.00058658
0.00016094 0.00159570 0.00071014
-0.00000217 0.00032796 0.00043468
0.00018060 0.00298104 0.00079807
0.00050582 0.00281717 0.00072337
0.00020352 0.00147218 0.00035636
-0.00075558 -0.00195997 0.00230118
0.00036049 0.00243114 0.00160344
0.00033887 0.00041343 0.00064389
0.00082833 0.00020530 0.00096841
0.00074650 0.00107167 0.00050056
0.00040387 0.00081352 0.00121650
-0.00013706 -0.00090249 0.00032451
-0.00022893 -0.00360784 0.00125086
0.00081076 0.00523303 0.00130228
0.00065473 0.00509028 0.00070599
-0.00009563 0.00061873 0.00079506
Expected Return Portofolio Weekly 3.60% Expected Return Portofolio Monthly
Std. Deviation Portofolio Weekly 2.45% Std. Deviation Portofolio Monthly
Sharpe Ratio 1.46586 Sharpe Ratio
Risk free rate 0.008% Risk free rate
StdDev weekly x Bobot StdDev monthly x Bobot
0.00157353 0.00231981
0.00156836 0.00187551
0.00267552 0.00197041
0.00218510 0.00323427
0.00177935 0.00149491
0.00107182 0.00216305
0.00086584 0.00235940
0.00070133 0.00057947
0.00110662 0.00137113
0.00128622 0.00082362
0.00250080 0.00363900
0.00075272 0.00049381
0.00212448 0.00361067
0.00123278 0.00142314
0.00158247 0.00317687
0.00112375 0.00130464
0.00185747 0.00352261
0.00185505 0.00231129
0.00086737 0.00105199
0.00579976 0.01360373
0.00477293 0.00763723
0.00050056 0.00043832
0.00121650 0.00021363
0.00097976 0.00173879
0.00052571 0.00111711
0.00089621 0.00104065
0.00252063 0.00121920
0.00297452 0.01151969
0.00173231 0.00503964
0.00118473 0.00043445
5.18%
8.27%
0.57516
0.423%
Daftar Saham Return Daily Std. Deviation Daily Return Weekly Std. Deviation Weekly Return Monthly
BBRI 0.001623592 0.018054891 0.007773559 0.047205781 0.048949467
BMRI 0.001379807 0.020068424 0.006928389 0.047050854 0.046851306
ADRO 0.000689651 0.028343361 0.009003637 0.080265606 0.102200840
PTBA -0.002831169 0.025704254 -0.013927158 0.065552902 0.019397968
WIKA 0.000096289 0.022388390 0.001753069 0.053380627 0.095429907
JSMR 0.004559883 0.016741303 0.024242306 0.032154617 0.093865917
ICBP 0.000683700 0.014234874 0.004599740 0.025975230 0.003542494
MAPB 0.000978152 0.012564747 0.005492573 0.021039774 0.016862470
UNVR 0.002382220 0.014335306 0.010328495 0.033198606 0.055372067
APLN 0.001344149 0.022165992 0.006520539 0.038586549 0.036589899
WICO -0.003474194 0.040613823 -0.002272095 0.075024103 -0.132115632
INDF 0.001063870 0.014029587 0.006517699 0.022581455 0.035814569
OKAS 0.002506090 0.029830845 0.012116266 0.063734549 0.046098289
GGRM 0.002127592 0.017597416 0.011945390 0.036983351 0.054039512
UNTR 0.000242866 0.021304082 0.004828293 0.047474093 0.047871017
BBCA -0.000027148 0.013040269 -0.000065057 0.033712350 0.009838787
WSKT 0.000174414 0.023942108 0.005418096 0.055724155 0.089431101
AKRA 0.003104890 0.021701077 0.015174585 0.055651452 0.084514979
SSMS 0.001627335 0.010690741 0.006105726 0.026021121 0.044165318
AGRS -0.004735229 0.069035527 -0.022667457 0.173992830 -0.058799180
NIKL 0.000707976 0.048103129 0.010814777 0.143187763 0.072934150
INAF 0.015710277 0.019316559 0.010166131 0.015016868 0.012402983
BRPT 0.019814932 0.029052407 0.024849789 0.036494882 0.006159038
DOID 0.010166131 0.015016868 0.022395007 0.029392741 0.032150149
SMBR 0.024849789 0.036494882 0.012116079 0.015771365 0.024405553
TRIS -0.001273246 0.009735300 -0.004111811 0.026886300 -0.027074830
SMDR 0.000976571 0.037525939 -0.006867975 0.075618981 -0.108235251
BKSL 0.005109603 0.039068367 0.024322837 0.089235704 0.156990952
ASSA 0.004585853 0.021179773 0.019641909 0.051969222 0.152708456
PRAS -0.000632002 0.023851834 -0.002868947 0.035542017 0.018561786
Std. Deviation Monthly Bobot Return Daily x Bobot
0.069594169 0.0333333333 0.00005412
0.056265441 0.0333333333 0.00004599
0.059112352 0.0333333333 0.00002299
0.097028186 0.0333333333 -0.00009437
0.044847403 0.0333333333 0.00000321
0.064891416 0.0333333333 0.00015200
0.070781988 0.0333333333 0.00002279
0.017384008 0.0333333333 0.00003261
0.041133910 0.0333333333 0.00007941
0.024708562 0.0333333333 0.00004480
0.109170144 0.0333333333 -0.00011581
0.014814232 0.0333333333 0.00003546
0.108320051 0.0333333333 0.00008354
0.042694099 0.0333333333 0.00007092
0.095306215 0.0333333333 0.00000810
0.039139219 0.0333333333 -0.00000090
0.105678441 0.0333333333 0.00000581
0.069338589 0.0333333333 0.00010350
0.031559791 0.0333333333 0.00005424
0.408111760 0.0333333333 -0.00015784
0.229117026 0.0333333333 0.00002360
0.013149490 0.0333333333 0.00052368
0.006408796 0.0333333333 0.00066050
0.052163801 0.0333333333 0.00033887
0.033513434 0.0333333333 0.00082833
0.031219376 0.0333333333 -0.00004244
0.036576111 0.0333333333 0.00003255
0.345590792 0.0333333333 0.00017032
0.151189229 0.0333333333 0.00015286
0.013033380 0.0333333333 -0.00002107
Expected Return Portofolio Daily 0.31%
Std. Deviation Portofolio Daily 0.70%
Sharpe Ratio 0.44316
Risk free rate 0.001%
Return Weekly x Bobot Return Monthly x Bobot StdDev daily x Bobot
0.00025912 0.00163165 0.00060183
0.00023095 0.00156171 0.00066895
0.00030012 0.00340669 0.00094478
-0.00046424 0.00064660 0.00085681
0.00005844 0.00318100 0.00074628
0.00080808 0.00312886 0.00055804
0.00015332 0.00011808 0.00047450
0.00018309 0.00056208 0.00041882
0.00034428 0.00184574 0.00047784
0.00021735 0.00121966 0.00073887
-0.00007574 -0.00440385 0.00135379
0.00021726 0.00119382 0.00046765
0.00040388 0.00153661 0.00099436
0.00039818 0.00180132 0.00058658
0.00016094 0.00159570 0.00071014
-0.00000217 0.00032796 0.00043468
0.00018060 0.00298104 0.00079807
0.00050582 0.00281717 0.00072337
0.00020352 0.00147218 0.00035636
-0.00075558 -0.00195997 0.00230118
0.00036049 0.00243114 0.00160344
0.00033887 0.00041343 0.00064389
0.00082833 0.00020530 0.00096841
0.00074650 0.00107167 0.00050056
0.00040387 0.00081352 0.00121650
-0.00013706 -0.00090249 0.00032451
-0.00022893 -0.00360784 0.00125086
0.00081076 0.00523303 0.00130228
0.00065473 0.00509028 0.00070599
-0.00009563 0.00061873 0.00079506
Expected Return Portofolio Weekly 3.60% Expected Return Portofolio Monthly
Std. Deviation Portofolio Weekly 2.45% Std. Deviation Portofolio Monthly
Sharpe Ratio 1.46586 Sharpe Ratio
Risk free rate 0.008% Risk free rate
StdDev weekly x Bobot StdDev monthly x Bobot
0.00157353 0.00231981
0.00156836 0.00187551
0.00267552 0.00197041
0.00218510 0.00323427
0.00177935 0.00149491
0.00107182 0.00216305
0.00086584 0.00235940
0.00070133 0.00057947
0.00110662 0.00137113
0.00128622 0.00082362
0.00250080 0.00363900
0.00075272 0.00049381
0.00212448 0.00361067
0.00123278 0.00142314
0.00158247 0.00317687
0.00112375 0.00130464
0.00185747 0.00352261
0.00185505 0.00231129
0.00086737 0.00105199
0.00579976 0.01360373
0.00477293 0.00763723
0.00050056 0.00043832
0.00121650 0.00021363
0.00097976 0.00173879
0.00052571 0.00111711
0.00089621 0.00104065
0.00252063 0.00121920
0.00297452 0.01151969
0.00173231 0.00503964
0.00118473 0.00043445
5.18%
8.27%
0.57516
0.423%
Daily Weekly Monthly
Closing Price Return Return +1 Closing Price Return Return +1 Closing Price Return Return +1
740 700 740
720 -0.0270 0.9730 740 0.0571 1.0571 650 -0.1216 0.8784
720 0.0000 1.0000 720 -0.027 0.9730 490 -0.2462 0.7538
735 0.0208 1.0208 695 -0.0347 0.9653 476 -0.0286 0.9714
720 -0.0204 0.9796 655 -0.0576 0.9424
720 0.0000 1.0000 650 -0.0076 0.9924
725 0.0069 1.0069 565 -0.1308 0.8692
700 -0.0345 0.9655 510 -0.0973 0.9027
695 -0.0071 0.9929 500 -0.0196 0.9804
700 0.0072 1.0072 500 0 1.0000
695 -0.0071 0.9929 498 -0.004 0.9960
700 0.0072 1.0072 490 -0.0161 0.9839
730 0.0429 1.0429 490 0 1.0000
700 -0.0411 0.9589 492 0.0041 1.0041
700 0.0000 1.0000 478 -0.0285 0.9715
655 -0.0643 0.9357 494 0.0335 1.0335
660 0.0076 1.0076 530 0.0729 1.0729
635 -0.0379 0.9621 645 0.217 1.2170
635 0.0000 1.0000
640 0.0079 1.0079
650 0.0156 1.0156
640 -0.0154 0.9846
555 -0.1328 0.8672
625 0.1261 1.1261
565 -0.0960 0.9040
520 -0.0796 0.9204
520 0.0000 1.0000
510 -0.0192 0.9808
510 0.0000 1.0000
510 0.0000 1.0000
500 -0.0196 0.9804
500 0.0000 1.0000
500 0.0000 1.0000
500 0.0000 1.0000
500 0.0000 1.0000
500 0.0000 1.0000
500 0.0000 1.0000
500 0.0000 1.0000
500 0.0000 1.0000
490 -0.0200 0.9800
490 0.0000 1.0000
505 0.0306 1.0306
490 -0.0297 0.9703
498 0.0163 1.0163
498 0.0000 1.0000
500 0.0040 1.0040
490 -0.0200 0.9800
500 0.0204 1.0204
490 -0.0200 0.9800
490 0.0000 1.0000
490 0.0000 1.0000
500 0.0204 1.0204
490 -0.0200 0.9800
510 0.0408 1.0408
515 0.0098 1.0098
515 0.0000 1.0000
500 -0.0291 0.9709
492 -0.0160 0.9840
490 -0.0041 0.9959
476 -0.0286 0.9714
490 0.0294 1.0294
478 -0.0245 0.9755
478 0.0000 1.0000
490 0.0251 1.0251
490 0.0000 1.0000
500 0.0204 1.0204
510 0.0200 1.0200
494 -0.0314 0.9686
496 0.0040 1.0040
550 0.1089 1.1089
550 0.0000 1.0000
540 -0.0182 0.9818
530 -0.0185 0.9815
610 0.1509 1.1509
620 0.0164 1.0164
595 -0.0403 0.9597
640 0.0756 1.0756
645 0.0078 1.0078
595 -0.0775 0.9225
565 -0.0504 0.9496
525 -0.0708 0.9292
Arithmetic Geometric
Expected Return Daily -0.003474194 0.995718543
Std. Deviation Daily 0.0406138234 0.040613823
Expected Return Weekly -0.0022720955 0.995198036
Std. Deviation Weekly 0.0750241032 0.075024103
Expected Return Month -0.1321156321 0.863227123
Std. Deviation Month 0.1091701438 0.109170144
Daily Weekly Monthly
Closing Price Return Return + 1 Closing Price Return Return + 1 Closing Price Return
6,975 6,900 6,975
6,775 -0.0287 0.9713 6,775 -0.018115942 0.9819 7,200 0.0322581
6,750 -0.0037 0.9963 7,100 0.0479704797 1.0480 7,575 0.0520833
6,875 0.0185 1.0185 7,075 -0.0035211268 0.9965 7,750 0.0231023
6,900 0.0036 1.0036 7,100 0.0035335689 1.0035
7,000 0.0145 1.0145 7,200 0.014084507 1.0141
7,100 0.0143 1.0143 7,150 -0.0069444444 0.9931
7,150 0.0070 1.0070 7,150 0 1.0000
7,050 -0.0140 0.9860 7,450 0.041958042 1.0420
7,100 0.0071 1.0071 7,700 0.033557047 1.0336
7,050 -0.0070 0.9930 7,625 -0.0097402597 0.9903
7,075 0.0035 1.0035 7,800 0.0229508197 1.0230
7,125 0.0071 1.0071 7,750 -0.0064102564 0.9936
7,225 0.0140 1.0140 7,775 0.0032258065 1.0032
7,250 0.0035 1.0035 8,075 0.038585209 1.0386
7,175 -0.0103 0.9897 7,925 -0.0185758514 0.9814
7,100 -0.0105 0.9895 7,850 -0.0094637224 0.9905
7,125 0.0035 1.0035 7,675 -0.0222929936 0.9777
7,200 0.0105 1.0105
7,150 -0.0069 0.9931
7,350 0.0280 1.0280
7,200 -0.0204 0.9796
7,125 -0.0104 0.9896
7,150 0.0035 1.0035
7,200 0.0070 1.0070
7,150 -0.0069 0.9931
7,150 0.0000 1.0000
7,275 0.0175 1.0175
7,000 -0.0378 0.9622
7,200 0.0286 1.0286
7,150 -0.0069 0.9931
7,175 0.0035 1.0035
7,325 0.0209 1.0209
7,500 0.0239 1.0239
7,550 0.0067 1.0067
7,450 -0.0132 0.9868
7,325 -0.0168 0.9832
7,275 -0.0068 0.9932
7,450 0.0241 1.0241
7,600 0.0201 1.0201
7,700 0.0132 1.0132
7,775 0.0097 1.0097
7,575 -0.0257 0.9743
7,575 0.0000 1.0000
7,550 -0.0033 0.9967
7,625 0.0099 1.0099
7,700 0.0098 1.0098
7,625 -0.0097 0.9903
7,750 0.0164 1.0164
7,850 0.0129 1.0129
7,800 -0.0064 0.9936
7,825 0.0032 1.0032
7,750 -0.0096 0.9904
7,775 0.0032 1.0032
7,750 -0.0032 0.9968
7,850 0.0129 1.0129
7,925 0.0096 1.0096
7,650 -0.0347 0.9653
7,800 0.0196 1.0196
7,775 -0.0032 0.9968
7,700 -0.0096 0.9904
7,750 0.0065 1.0065
7,800 0.0065 1.0065
8,075 0.0353 1.0353
8,075 0.0000 1.0000
8,000 -0.0093 0.9907
8,075 0.0094 1.0094
8,125 0.0062 1.0062
8,075 -0.0062 0.9938
7,925 -0.0186 0.9814
7,900 -0.0032 0.9968
7,950 0.0063 1.0063
7,900 -0.0063 0.9937
7,800 -0.0127 0.9873
7,850 0.0064 1.0064
7,875 0.0032 1.0032
7,825 -0.0063 0.9937
7,825 0.0000 1.0000
7,850 0.0032 1.0032
7,675 -0.0223 0.9777
7,725 0.0065 1.0065
7,650 -0.0097 0.9903
7,550 -0.0131 0.9869
Return + 1 Arithmetic Geometric
Expected Return Daily 0.0010639 1.000967
1.0323 Std. Deviation Daily 0.0140296 0.014030
1.0521 Expected Return Weekly 0.0065177 1.006281
1.0231 Std. Deviation Weekly 0.0225815 0.022581
Expected Return Month 0.0358146 1.035744
Std. Deviation Month 0.0148142 0.014814
Daily Weekly Monthly
Closing Price Return Return + 1 Closing Price Return Return + 1 Closing Price Return Return + 1
318 332 318
320 0.0063 1.0063 320 -0.036145 0.9639 346 0.0881 1.0881
318 -0.0063 0.9938 330 0.03125 1.0313 390 0.1272 1.1272
310 -0.0252 0.9748 324 -0.018182 0.9818 360 -0.0769 0.9231
322 0.0387 1.0387 322 -0.006173 0.9938
324 0.0062 1.0062 346 0.0745342 1.0745
330 0.0185 1.0185 348 0.0057803 1.0058
328 -0.0061 0.9939 350 0.0057471 1.0057
328 0.0000 1.0000 356 0.0171429 1.0171
320 -0.0244 0.9756 380 0.0674157 1.0674
330 0.0313 1.0313 398 0.0473684 1.0474
324 -0.0182 0.9818 332 -0.165829 0.8342
320 -0.0123 0.9877 324 -0.024096 0.9759
320 0.0000 1.0000 336 0.037037 1.0370
330 0.0313 1.0313 370 0.1011905 1.1012
318 -0.0364 0.9636 348 -0.059459 0.9405
322 0.0126 1.0126 364 0.045977 1.0460
318 -0.0124 0.9876 394 0.0824176 1.0824
330 0.0377 1.0377
342 0.0364 1.0364
340 -0.0058 0.9942
346 0.0176 1.0176
348 0.0058 1.0058
350 0.0057 1.0057
350 0.0000 1.0000
348 -0.0057 0.9943
348 0.0000 1.0000
358 0.0287 1.0287
358 0.0000 1.0000
360 0.0056 1.0056
350 -0.0278 0.9722
360 0.0286 1.0286
354 -0.0167 0.9833
354 0.0000 1.0000
356 0.0056 1.0056
356 0.0000 1.0000
368 0.0337 1.0337
360 -0.0217 0.9783
378 0.0500 1.0500
374 -0.0106 0.9894
380 0.0160 1.0160
386 0.0158 1.0158
390 0.0104 1.0104
398 0.0205 1.0205
392 -0.0151 0.9849
398 0.0153 1.0153
406 0.0201 1.0201
404 -0.0049 0.9951
402 -0.0050 0.9950
396 -0.0149 0.9851
332 -0.1616 0.8384
334 0.0060 1.0060
334 0.0000 1.0000
336 0.0060 1.0060
324 -0.0357 0.9643
324 0.0000 1.0000
322 -0.0062 0.9938
320 -0.0062 0.9938
340 0.0625 1.0625
336 -0.0118 0.9882
348 0.0357 1.0357
360 0.0345 1.0345
360 0.0000 1.0000
370 0.0278 1.0278
370 0.0000 1.0000
370 0.0000 1.0000
366 -0.0108 0.9892
384 0.0492 1.0492
348 -0.0938 0.9063
348 0.0000 1.0000
348 0.0000 1.0000
348 0.0000 1.0000
350 0.0057 1.0057
358 0.0229 1.0229
364 0.0168 1.0168
366 0.0055 1.0055
360 -0.0164 0.9836
372 0.0333 1.0333
386 0.0376 1.0376
394 0.0207 1.0207
374 -0.0508 0.9492
372 -0.0053 0.9947
376 0.0108 1.0108
Arithmetic Geometric
Expected Return Daily 0.002506 1.002045
Std. Deviation Daily 0.029831 0.029831
Expected Return Weekly 0.012116 1.010122
Std. Deviation Weekly 0.063735 0.063735
Expected Return Month 0.046098 1.042218
Std. Deviation Month 0.108320 0.108320
Daily Weekly Monthly
Closing Price Return Return + 1 Closing Price Return Return + 1 Closing Price Return Return + 1
69,325 70,000 69,325
67,800 -0.0220 0.9780 67,800 -0.0314 0.9686 72,475 0.0454 1.0454
68,050 0.0037 1.0037 75,800 0.118 1.1180 79,750 0.1004 1.1004
70,800 0.0404 1.0404 76,000 0.0026 1.0026 81,050 0.0163 1.0163
72,500 0.0240 1.0240 73,900 -0.0276 0.9724
74,075 0.0217 1.0217 72,475 -0.0193 0.9807
75,800 0.0233 1.0233 71,000 -0.0204 0.9796
76,975 0.0155 1.0155 75,200 0.0592 1.0592
76,875 -0.0013 0.9987 78,300 0.0412 1.0412
74,850 -0.0263 0.9737 80,000 0.0217 1.0217
74,500 -0.0047 0.9953 81,400 0.0175 1.0175
76,000 0.0201 1.0201 80,625 -0.0095 0.9905
76,650 0.0086 1.0086 81,200 0.0071 1.0071
77,500 0.0111 1.0111 81,500 0.0037 1.0037
77,500 0.0000 1.0000 84,250 0.0337 1.0337
74,200 -0.0426 0.9574 84,025 -0.0027 0.9973
73,900 -0.0040 0.9960 83,050 -0.0116 0.9884
73,150 -0.0101 0.9899 84,775 0.0208 1.0208
72,000 -0.0157 0.9843
73,600 0.0222 1.0222
73,400 -0.0027 0.9973
72,475 -0.0126 0.9874
70,900 -0.0217 0.9783
70,700 -0.0028 0.9972
70,300 -0.0057 0.9943
71,000 0.0100 1.0100
72,850 0.0261 1.0261
74,950 0.0288 1.0288
74,475 -0.0063 0.9937
75,000 0.0070 1.0070
75,200 0.0027 1.0027
74,600 -0.0080 0.9920
72,500 -0.0282 0.9718
73,900 0.0193 1.0193
77,125 0.0436 1.0436
78,300 0.0152 1.0152
79,950 0.0211 1.0211
77,300 -0.0331 0.9669
79,750 0.0317 1.0317
79,200 -0.0069 0.9931
80,000 0.0101 1.0101
79,825 -0.0022 0.9978
79,750 -0.0009 0.9991
79,750 0.0000 1.0000
79,075 -0.0085 0.9915
81,400 0.0294 1.0294
79,650 -0.0215 0.9785
80,100 0.0056 1.0056
81,000 0.0112 1.0112
81,925 0.0114 1.0114
80,625 -0.0159 0.9841
80,000 -0.0078 0.9922
80,000 0.0000 1.0000
79,550 -0.0056 0.9944
81,200 0.0207 1.0207
83,150 0.0240 1.0240
83,250 0.0012 1.0012
82,600 -0.0078 0.9922
81,700 -0.0109 0.9891
81,500 -0.0024 0.9976
81,800 0.0037 1.0037
81,050 -0.0092 0.9908
80,050 -0.0123 0.9877
82,200 0.0269 1.0269
84,250 0.0249 1.0249
84,500 0.0030 1.0030
85,275 0.0092 1.0092
85,200 -0.0009 0.9991
85,000 -0.0023 0.9977
84,025 -0.0115 0.9885
83,600 -0.0051 0.9949
82,750 -0.0102 0.9898
84,000 0.0151 1.0151
82,000 -0.0238 0.9762
83,050 0.0128 1.0128
82,875 -0.0021 0.9979
83,000 0.0015 1.0015
81,600 -0.0169 0.9831
84,800 0.0392 1.0392
84,775 -0.0003 0.9997
84,000 -0.0091 0.9909
81,350 -0.0315 0.9685
81,500 0.0018 1.0018
Arithmetic Geometric
Expected Return Daily 0.0021276 1.001975
Std. Deviation Daily 0.0175974 0.017597
Expected Return Weekly 0.0119454 1.011329
Std. Deviation Weekly 0.0369834 0.036983
Expected Return Month 0.0540395 1.053467
Std. Deviation Month 0.0426941 0.042694
Daily Weekly Monthly
Closing Price Return Return + 1 Closing Price Return Return + 1 Closing Price Return
34,100 33,225 34,100
34,350 0.0073 1.0073 34,350 0.03386 1.0339 32,000 -0.061584
34,975 0.0182 1.0182 36,850 0.0727802 1.0728 35,600 0.1125
36,800 0.0522 1.0522 35,100 -0.04749 0.9525 38,900 0.0926966
37,900 0.0299 1.0299 32,200 -0.082621 0.9174
37,600 -0.0079 0.9921 32,000 -0.006211 0.9938
36,850 -0.0199 0.9801 32,000 0 1.0000
36,225 -0.0170 0.9830 32,575 0.0179688 1.0180
36,800 0.0159 1.0159 36,225 0.1120491 1.1120
36,500 -0.0082 0.9918 35,700 -0.014493 0.9855
34,950 -0.0425 0.9575 37,000 0.0364146 1.0364
35,100 0.0043 1.0043 37,750 0.0202703 1.0203
35,200 0.0028 1.0028 38,600 0.0225166 1.0225
35,575 0.0107 1.0107 39,200 0.015544 1.0155
35,650 0.0021 1.0021 39,650 0.0114796 1.0115
34,475 -0.0330 0.9670 37,400 -0.056747 0.9433
32,200 -0.0660 0.9340 37,025 -0.010027 0.9900
32,200 0.0000 1.0000 35,425 -0.043214 0.9568
32,000 -0.0062 0.9938
32,100 0.0031 1.0031
32,150 0.0016 1.0016
32,000 -0.0047 0.9953
31,800 -0.0063 0.9938
32,000 0.0063 1.0063
32,000 0.0000 1.0000
32,000 0.0000 1.0000
32,700 0.0219 1.0219
32,400 -0.0092 0.9908
32,050 -0.0108 0.9892
32,500 0.0140 1.0140
32,575 0.0023 1.0023
33,700 0.0345 1.0345
33,700 0.0000 1.0000
35,200 0.0445 1.0445
36,450 0.0355 1.0355
36,225 -0.0062 0.9938
35,975 -0.0069 0.9931
34,900 -0.0299 0.9701
36,075 0.0337 1.0337
35,175 -0.0249 0.9751
35,700 0.0149 1.0149
36,525 0.0231 1.0231
35,600 -0.0253 0.9747
36,600 0.0281 1.0281
36,600 0.0000 1.0000
37,000 0.0109 1.0109
35,875 -0.0304 0.9696
37,000 0.0314 1.0314
37,350 0.0095 1.0095
38,200 0.0228 1.0228
37,750 -0.0118 0.9882
37,725 -0.0007 0.9993
37,650 -0.0020 0.9980
37,650 0.0000 1.0000
38,600 0.0252 1.0252
38,750 0.0039 1.0039
38,500 -0.0065 0.9935
37,700 -0.0208 0.9792
38,575 0.0232 1.0232
39,200 0.0162 1.0162
38,800 -0.0102 0.9898
38,900 0.0026 1.0026
38,500 -0.0103 0.9897
39,800 0.0338 1.0338
39,650 -0.0038 0.9962
39,975 0.0082 1.0082
40,000 0.0006 1.0006
40,425 0.0106 1.0106
38,525 -0.0470 0.9530
37,400 -0.0292 0.9708
37,200 -0.0053 0.9947
37,700 0.0134 1.0134
37,325 -0.0099 0.9901
37,175 -0.0040 0.9960
37,025 -0.0040 0.9960
36,850 -0.0047 0.9953
36,900 0.0014 1.0014
35,900 -0.0271 0.9729
35,700 -0.0056 0.9944
35,425 -0.0077 0.9923
34,000 -0.0402 0.9598
33,075 -0.0272 0.9728
34,150 0.0325 1.0325
Return + 1 Arithmetic Geometric
Expected Return Daily 0.000242866 1.000018
0.9384 Std. Deviation Daily 0.021304082 0.021304
1.1125 Expected Return Weekly 0.004828293 1.003779
1.0927 Std. Deviation Weekly 0.047474093 0.047474
Expected Return Month 0.047871017 1.044877
Std. Deviation Month 0.095306215 0.095306
Daily Weekly Monthly
Closing Price Return Return + 1 Closing Price Return Return + 1 Closing Price Return
22,100 22,475 22,100
21,500 -0.0271 0.9729 21,500 -0.043382 0.9566 23,300 0.0542986
21,350 -0.0070 0.9930 23,200 0.0790698 1.0791 23,175 -0.005365
21,750 0.0187 1.0187 22,900 -0.012931 0.9871 22,725 -0.019417
22,925 0.0540 1.0540 22,725 -0.007642 0.9924
23,000 0.0033 1.0033 23,300 0.0253025 1.0253
23,200 0.0087 1.0087 23,800 0.0214592 1.0215
23,100 -0.0043 0.9957 23,350 -0.018908 0.9811
22,975 -0.0054 0.9946 23,300 -0.002141 0.9979
22,775 -0.0087 0.9913 22,875 -0.01824 0.9818
22,750 -0.0011 0.9989 24,250 0.0601093 1.0601
22,900 0.0066 1.0066 23,450 -0.03299 0.9670
23,150 0.0109 1.0109 23,575 0.0053305 1.0053
23,325 0.0076 1.0076 23,975 0.0169671 1.0170
23,300 -0.0011 0.9989 22,700 -0.05318 0.9468
22,775 -0.0225 0.9775 22,450 -0.011013 0.9890
22,725 -0.0022 0.9978 22,425 -0.001114 0.9989
23,050 0.0143 1.0143 22,250 -0.007804 0.9922
23,300 0.0108 1.0108
23,400 0.0043 1.0043
23,400 0.0000 1.0000
23,300 -0.0043 0.9957
23,325 0.0011 1.0011
23,450 0.0054 1.0054
23,275 -0.0075 0.9925
23,800 0.0226 1.0226
23,450 -0.0147 0.9853
23,375 -0.0032 0.9968
23,275 -0.0043 0.9957
23,350 0.0032 1.0032
23,350 0.0000 1.0000
23,375 0.0011 1.0011
23,400 0.0011 1.0011
23,450 0.0021 1.0021
23,625 0.0075 1.0075
23,300 -0.0138 0.9862
23,300 0.0000 1.0000
22,600 -0.0300 0.9700
22,775 0.0077 1.0077
22,875 0.0044 1.0044
22,875 0.0000 1.0000
23,175 0.0131 1.0131
23,175 0.0000 1.0000
23,550 0.0162 1.0162
23,525 -0.0011 0.9989
24,250 0.0308 1.0308
23,900 -0.0144 0.9856
24,025 0.0052 1.0052
24,025 0.0000 1.0000
24,250 0.0094 1.0094
23,450 -0.0330 0.9670
23,700 0.0107 1.0107
23,800 0.0042 1.0042
23,500 -0.0126 0.9874
23,575 0.0032 1.0032
23,700 0.0053 1.0053
23,500 -0.0084 0.9916
23,525 0.0011 1.0011
23,800 0.0117 1.0117
23,975 0.0074 1.0074
23,375 -0.0250 0.9750
22,725 -0.0278 0.9722
22,800 0.0033 1.0033
22,800 0.0000 1.0000
22,700 -0.0044 0.9956
22,575 -0.0055 0.9945
22,575 0.0000 1.0000
22,650 0.0033 1.0033
22,475 -0.0077 0.9923
22,450 -0.0011 0.9989
22,575 0.0056 1.0056
22,150 -0.0188 0.9812
22,600 0.0203 1.0203
22,475 -0.0055 0.9945
22,425 -0.0022 0.9978
22,700 0.0123 1.0123
22,450 -0.0110 0.9890
22,525 0.0033 1.0033
22,350 -0.0078 0.9922
22,250 -0.0045 0.9955
22,225 -0.0011 0.9989
21,900 -0.0146 0.9854
21,900 0.0000 1.0000
Return + 1 Arithmetic Geometric
Expected Return Daily -0.0000271 0.999889
1.0543 Std. Deviation Daily 0.0130403 0.013040
0.9946 Expected Return Weekly -0.0000651 0.999408
0.9806 Std. Deviation Weekly 0.0337124 0.033712
Expected Return Month 0.0098388 1.009339
Std. Deviation Month 0.0391392 0.039139
Daily Weekly Monthly
Closing Price Return Return + 1 Closing Price Return Return + 1 Closing Price Return
2,210 2,150 2,210
2,160 -0.0226 0.9774 2,160 0.0046512 1.0047 2,470 0.1176471
2,260 0.0463 1.0463 2,430 0.125 1.1250 2,910 0.1781377
2,390 0.0575 1.0575 2,490 0.0246914 1.0247 2,830 -0.027491
2,460 0.0293 1.0293 2,550 0.0240964 1.0241
2,440 -0.0081 0.9919 2,470 -0.031373 0.9686
2,430 -0.0041 0.9959 2,520 0.0202429 1.0202
2,410 -0.0082 0.9918 2,540 0.0079365 1.0079
2,370 -0.0166 0.9834 2,680 0.0551181 1.0551
2,350 -0.0084 0.9916 2,950 0.1007463 1.1007
2,410 0.0255 1.0255 2,850 -0.033898 0.9661
2,490 0.0332 1.0332 2,900 0.0175439 1.0175
2,500 0.0040 1.0040 2,880 -0.006897 0.9931
2,500 0.0000 1.0000 2,810 -0.024306 0.9757
2,540 0.0160 1.0160 2,840 0.0106762 1.0107
2,510 -0.0118 0.9882 2,630 -0.073944 0.9261
2,550 0.0159 1.0159 2,560 -0.026616 0.9734
2,590 0.0157 1.0157 2,300 -0.101563 0.8984
2,520 -0.0270 0.9730
2,530 0.0040 1.0040
2,540 0.0040 1.0040
2,470 -0.0276 0.9724
2,530 0.0243 1.0243
2,560 0.0119 1.0119
2,520 -0.0156 0.9844
2,520 0.0000 1.0000
2,600 0.0317 1.0317
2,710 0.0423 1.0423
2,570 -0.0517 0.9483
2,570 0.0000 1.0000
2,540 -0.0117 0.9883
2,580 0.0157 1.0157
2,620 0.0155 1.0155
2,680 0.0229 1.0229
2,710 0.0112 1.0112
2,680 -0.0111 0.9889
2,710 0.0112 1.0112
2,740 0.0111 1.0111
2,850 0.0401 1.0401
2,910 0.0211 1.0211
2,950 0.0137 1.0137
2,910 -0.0136 0.9864
2,910 0.0000 1.0000
2,920 0.0034 1.0034
2,790 -0.0445 0.9555
2,850 0.0215 1.0215
2,940 0.0316 1.0316
2,940 0.0000 1.0000
3,050 0.0374 1.0374
3,110 0.0197 1.0197
2,900 -0.0675 0.9325
2,900 0.0000 1.0000
2,900 0.0000 1.0000
2,900 0.0000 1.0000
2,880 -0.0069 0.9931
2,900 0.0069 1.0069
2,830 -0.0241 0.9759
2,780 -0.0177 0.9823
2,810 0.0108 1.0108
2,810 0.0000 1.0000
2,800 -0.0036 0.9964
2,830 0.0107 1.0107
2,780 -0.0177 0.9823
2,840 0.0216 1.0216
2,840 0.0000 1.0000
2,840 0.0000 1.0000
2,790 -0.0176 0.9824
2,630 -0.0573 0.9427
2,580 -0.0190 0.9810
2,630 0.0194 1.0194
2,660 0.0114 1.0114
2,670 0.0038 1.0038
2,650 -0.0075 0.9925
2,600 -0.0189 0.9811
2,560 -0.0154 0.9846
2,560 0.0000 1.0000
2,510 -0.0195 0.9805
2,510 0.0000 1.0000
2,400 -0.0438 0.9562
2,300 -0.0417 0.9583
2,290 -0.0043 0.9957
2,160 -0.0568 0.9432
2,190 0.0139 1.0139
Return + 1 Arithmetic Geometric
Expected Return Daily 0.000174414 0.999889
1.1176 Std. Deviation Daily 0.023942108 0.023942
1.1781 Expected Return Weekly 0.005418096 1.003975
0.9725 Std. Deviation Weekly 0.055724155 0.055724
Expected Return Month 0.0894311006 1.085921
Std. Deviation Month 0.105678441 0.105678
Daily Weekly Monthly
Closing Price Return Return + 1 Closing Price Return Return + 1 Closing Price Return
4,900 4,910 4,900
4,860 -0.0082 0.9918 4,860 -0.010183 0.9898 5,675 0.1581633
5,000 0.0288 1.0288 5,775 0.1882716 1.1883 6,100 0.0748899
5,400 0.0800 1.0800 5,600 -0.030303 0.9697 6,225 0.0204918
5,575 0.0324 1.0324 5,500 -0.017857 0.9821
5,575 0.0000 1.0000 5,675 0.0318182 1.0318
5,775 0.0359 1.0359 5,925 0.0440529 1.0441
5,825 0.0087 1.0087 5,775 -0.025316 0.9747
5,775 -0.0086 0.9914 5,775 0 1.0000
5,625 -0.0260 0.9740 5,975 0.034632 1.0346
5,800 0.0311 1.0311 5,925 -0.008368 0.9916
5,600 -0.0345 0.9655 6,075 0.0253165 1.0253
5,650 0.0089 1.0089 5,675 -0.065844 0.9342
5,825 0.0310 1.0310 5,825 0.0264317 1.0264
5,625 -0.0343 0.9657 6,275 0.0772532 1.0773
5,525 -0.0178 0.9822 6,300 0.0039841 1.0040
5,500 -0.0045 0.9955 6,275 -0.003968 0.9960
5,525 0.0045 1.0045 6,200 -0.011952 0.9880
5,450 -0.0136 0.9864
5,675 0.0413 1.0413
5,625 -0.0088 0.9912
5,675 0.0089 1.0089
5,600 -0.0132 0.9868
5,750 0.0268 1.0268
5,750 0.0000 1.0000
5,925 0.0304 1.0304
6,100 0.0295 1.0295
5,975 -0.0205 0.9795
6,050 0.0126 1.0126
6,100 0.0083 1.0083
5,775 -0.0533 0.9467
5,800 0.0043 1.0043
5,750 -0.0086 0.9914
5,850 0.0174 1.0174
5,775 -0.0128 0.9872
5,775 0.0000 1.0000
5,925 0.0260 1.0260
5,825 -0.0169 0.9831
5,950 0.0215 1.0215
6,025 0.0126 1.0126
5,975 -0.0083 0.9917
6,150 0.0293 1.0293
6,100 -0.0081 0.9919
6,025 -0.0123 0.9877
6,025 0.0000 1.0000
5,925 -0.0166 0.9834
5,900 -0.0042 0.9958
6,000 0.0169 1.0169
5,975 -0.0042 0.9958
6,150 0.0293 1.0293
6,075 -0.0122 0.9878
5,925 -0.0247 0.9753
5,950 0.0042 1.0042
5,900 -0.0084 0.9916
5,675 -0.0381 0.9619
5,725 0.0088 1.0088
5,550 -0.0306 0.9694
5,625 0.0135 1.0135
5,650 0.0044 1.0044
5,825 0.0310 1.0310
6,000 0.0300 1.0300
6,225 0.0375 1.0375
6,275 0.0080 1.0080
6,400 0.0199 1.0199
6,275 -0.0195 0.9805
6,275 0.0000 1.0000
6,300 0.0040 1.0040
6,225 -0.0119 0.9881
6,200 -0.0040 0.9960
6,300 0.0161 1.0161
6,375 0.0119 1.0119
6,425 0.0078 1.0078
6,350 -0.0117 0.9883
6,325 -0.0039 0.9961
6,275 -0.0079 0.9921
6,275 0.0000 1.0000
6,225 -0.0080 0.9920
6,300 0.0120 1.0120
6,450 0.0238 1.0238
6,200 -0.0388 0.9612
6,200 0.0000 1.0000
6,175 -0.0040 0.9960
6,200 0.0040 1.0040
Return + 1 Arithmetic Geometric
Expected Return Daily 0.003104890 1.002874
1.1582 Std. Deviation Daily 0.021701077 0.021701
1.0749 Expected Return Weekly 0.015174585 1.013817
1.0205 Std. Deviation Weekly 0.055651452 0.055651
Expected Return Month 0.084514979 1.083048
Std. Deviation Month 0.069338589 0.069339
Daily Weekly Monthly
Closing Price Return Return + 1 Closing Price Return Return + 1 Closing Price Return
1,310 1,310 1,310
1,335 0.0191 1.0191 1,335 0.019084 1.0191 1,415 0.0801527
1,370 0.0262 1.0262 1,430 0.071161 1.0712 1,445 0.0212014
1,430 0.0438 1.0438 1,425 -0.003497 0.9965 1,490 0.0311419
1,435 0.0035 1.0035 1,430 0.0035088 1.0035
1,435 0.0000 1.0000 1,415 -0.01049 0.9895
1,430 -0.0035 0.9965 1,420 0.0035336 1.0035
1,425 -0.0035 0.9965 1,440 0.0140845 1.0141
1,425 0.0000 1.0000 1,435 -0.003472 0.9965
1,430 0.0035 1.0035 1,455 0.0139373 1.0139
1,430 0.0000 1.0000 1,455 0 1.0000
1,425 -0.0035 0.9965 1,445 -0.006873 0.9931
1,425 0.0000 1.0000 1,465 0.0138408 1.0138
1,430 0.0035 1.0035 1,485 0.0136519 1.0137
1,430 0.0000 1.0000 1,500 0.010101 1.0101
1,430 0.0000 1.0000 1,400 -0.066667 0.9333
1,430 0.0000 1.0000 1,425 0.0178571 1.0179
1,430 0.0000 1.0000 1,445 0.0140351 1.0140
1,435 0.0035 1.0035
1,435 0.0000 1.0000
1,430 -0.0035 0.9965
1,415 -0.0105 0.9895
1,430 0.0106 1.0106
1,440 0.0070 1.0070
1,430 -0.0069 0.9931
1,420 -0.0070 0.9930
1,425 0.0035 1.0035
1,430 0.0035 1.0035
1,430 0.0000 1.0000
1,435 0.0035 1.0035
1,440 0.0035 1.0035
1,450 0.0069 1.0069
1,450 0.0000 1.0000
1,455 0.0034 1.0034
1,440 -0.0103 0.9897
1,435 -0.0035 0.9965
1,425 -0.0070 0.9930
1,460 0.0246 1.0246
1,460 0.0000 1.0000
1,455 -0.0034 0.9966
1,455 0.0000 1.0000
1,445 -0.0069 0.9931
1,445 0.0000 1.0000
1,440 -0.0035 0.9965
1,455 0.0104 1.0104
1,455 0.0000 1.0000
1,455 0.0000 1.0000
1,445 -0.0069 0.9931
1,435 -0.0069 0.9931
1,440 0.0035 1.0035
1,445 0.0035 1.0035
1,450 0.0035 1.0035
1,450 0.0000 1.0000
1,455 0.0034 1.0034
1,465 0.0069 1.0069
1,450 -0.0102 0.9898
1,455 0.0034 1.0034
1,450 -0.0034 0.9966
1,485 0.0241 1.0241
1,485 0.0000 1.0000
1,490 0.0034 1.0034
1,490 0.0000 1.0000
1,490 0.0000 1.0000
1,505 0.0101 1.0101
1,500 -0.0033 0.9967
1,490 -0.0067 0.9933
1,485 -0.0034 0.9966
1,480 -0.0034 0.9966
1,440 -0.0270 0.9730
1,400 -0.0278 0.9722
1,445 0.0321 1.0321
1,450 0.0035 1.0035
1,425 -0.0172 0.9828
1,430 0.0035 1.0035
1,425 -0.0035 0.9965
1,425 0.0000 1.0000
1,425 0.0000 1.0000
1,440 0.0105 1.0105
1,425 -0.0104 0.9896
1,445 0.0140 1.0140
1,450 0.0035 1.0035
1,455 0.0034 1.0034
1,490 0.0241 1.0241
Return + 1 Arithmetic Geometric
Expected Return Daily 0.001627335 1.001571
1.0802 Std. Deviation Daily 0.010690741 0.010691
1.0212 Expected Return Weekly 0.006105726 1.005786
1.0311 Std. Deviation Weekly 0.0260211207 0.026021
Expected Return Month 0.044165318 1.043851
Std. Deviation Month 0.031559791 0.031560
Expected Standar Weight Expected Standar Weight
Return deviasi Return deviasi
-0.0162 0.0536 0.0333 -0.0398 0.0404 0.0333
-0.0382 0.0334 0.0333 -0.0344 0.0425 0.0333
-0.0337 0.0705 0.0333 -0.0246 0.1097 0.0333
-0.0172 0.1733 0.0333 -0.0475 0.0415 0.0333
-0.0128 0.0816 0.0333 -0.0206 0.0389 0.0333
-0.0792 0.0469 0.0333 0.0093 0.0248 0.0333
-0.0119 0.1924 0.0333 -0.0190 0.0193 0.0333
-0.0341 0.1304 0.0333 -0.0102 0.0086 0.0333
-0.0202 0.1851 0.0333 -0.0062 0.0158 0.0333
-0.0308 0.0254 0.0333 0.0041 0.0063 0.0333
-0.0364 0.0837 0.0333 0.0000 0.0161 0.0333
-0.0226 0.0424 0.0333 0.0116 0.0206 0.0333
0.0917 0.0790 0.0333 -0.0054 0.0180 0.0333
-0.0114 0.0708 0.0333 0.0058 0.0137 0.0333
-0.0334 0.1005 0.0333 0.0022 0.0202 0.0333
Daily Weekly Monthly
Closing Price Return Return + 1 Closing Price Return Return + 1 Closing Price Return
430 478 430
430 0.0000 1.0000 430 -0.100418 0.8996 515 0.1976744
442 0.0279 1.0279 480 0.1162791 1.1163 595 0.1553398
460 0.0407 1.0407 500 0.0416667 1.0417 280 -0.529412
472 0.0261 1.0261 555 0.11 1.1100
476 0.0085 1.0085 515 -0.072072 0.9279
480 0.0084 1.0084 560 0.0873786 1.0874
470 -0.0208 0.9792 630 0.125 1.1250
476 0.0128 1.0128 700 0.1111111 1.1111
476 0.0000 1.0000 560 -0.2 0.8000
490 0.0294 1.0294 685 0.2232143 1.2232
500 0.0204 1.0204 398 -0.418978 0.5810
535 0.0700 1.0700 408 0.0251256 1.0251
540 0.0093 1.0093 260 -0.362745 0.6373
535 -0.0093 0.9907 230 -0.115385 0.8846
535 0.0000 1.0000 244 0.0608696 1.0609
555 0.0374 1.0374 240 -0.016393 0.9836
565 0.0180 1.0180 240 0 1.0000
545 -0.0354 0.9646
555 0.0183 1.0183
520 -0.0631 0.9369
515 -0.0096 0.9904
535 0.0388 1.0388
560 0.0467 1.0467
545 -0.0268 0.9732
560 0.0275 1.0275
550 -0.0179 0.9821
565 0.0273 1.0273
570 0.0088 1.0088
605 0.0614 1.0614
630 0.0413 1.0413
660 0.0476 1.0476
685 0.0379 1.0379
650 -0.0511 0.9489
685 0.0538 1.0538
700 0.0219 1.0219
720 0.0286 1.0286
655 -0.0903 0.9097
735 0.1221 1.1221
590 -0.1973 0.8027
560 -0.0508 0.9492
570 0.0179 1.0179
595 0.0439 1.0439
600 0.0084 1.0084
610 0.0167 1.0167
685 0.1230 1.1230
740 0.0803 1.0803
695 -0.0608 0.9392
620 -0.1079 0.8921
496 -0.2000 0.8000
398 -0.1976 0.8024
406 0.0201 1.0201
360 -0.1133 0.8867
370 0.0278 1.0278
408 0.1027 1.1027
420 0.0294 1.0294
442 0.0524 1.0524
354 -0.1991 0.8009
284 -0.1977 0.8023
260 -0.0845 0.9155
264 0.0154 1.0154
280 0.0606 1.0606
278 -0.0071 0.9929
286 0.0288 1.0288
230 -0.1958 0.8042
234 0.0174 1.0174
242 0.0342 1.0342
240 -0.0083 0.9917
246 0.0250 1.0250
244 -0.0081 0.9919
244 0.0000 1.0000
244 0.0000 1.0000
242 -0.0082 0.9918
246 0.0165 1.0165
240 -0.0244 0.9756
240 0.0000 1.0000
240 0.0000 1.0000
244 0.0167 1.0167
238 -0.0246 0.9754
240 0.0084 1.0084
232 -0.0333 0.9667
242 0.0431 1.0431
236 -0.0248 0.9752
Return + 1 Arithmetic Geometric
Expected Return Daily -0.004735 0.992710
1.1977 Std. Deviation Daily 0.069036 0.069036
1.1553 Expected Return Weekly -0.022667 0.960283
0.4706 Std. Deviation Weekly 0.173993 0.173993
Expected Return Month -0.058799 0.866755
Std. Deviation Month 0.408112 0.408112