Task 2 (7) Exemplo Execel To Send

Date
Lioyds Banking
Adj Close Return = (pt/pt-1)
1/1/2008
398.45
2/1/2008
413.02
0.035913998
3/3/2008
435.16
0.052217762
4/1/2008
417.31
-0.041884429
5/1/2008
370.51
-0.118948916
6/2/2008
299.83
-0.211664788
7/1/2008
284.88
-0.051147608
8/1/2008
303.75
0.064136956
9/1/2008
226.5
-0.29346005
10/1/2008
197.8
-0.135488526
11/3/2008
168
-0.16329244
12/1/2008
126
-0.287682072
1/1/2009
90.7
-0.32872455
2/2/2009
58.3
-0.441955264
3/2/2009
70.7
0.19284348
4/1/2009
112
0.460053298
5/1/2009
68
-0.498991166
6/1/2009
69.93
0.027987037
7/1/2009
85
0.195156515
8/3/2009
111.34
0.269937326
9/1/2009
103.7
-0.071086468
10/1/2009
87.03
-0.175249228
11/2/2009
55.15
-0.456196141
12/1/2009
50.69
-0.084328093
1/4/2010
51.2
0.01001088
2/1/2010
52.5
0.025073638
3/1/2010
62.77
0.178664083
4/1/2010
66.13
0.052145249
5/3/2010
56.62
-0.155260222
6/1/2010
53.7
-0.052949278
7/1/2010
69.26
0.254454537
8/2/2010
69.49
0.003315318
9/1/2010
74.12
0.064502544
10/1/2010
68.94
-0.07244884
11/1/2010
60.41
-0.132081907
12/1/2010
65.7
0.083944271
1/4/2011
63.18
-0.03911113
2/1/2011
61.96
-0.01949878
3/1/2011
58.09
-0.064495484
4/1/2011
59.25
0.019772248
5/3/2011
52
-0.130522061
6/1/2011
49
-0.05942342
7/1/2011
43.35
-0.122513595
8/1/2011
33.6
-0.254780636
9/1/2011
34.87
0.037100794
10/3/2011
32.49
-0.070694511
11/1/2011
24.83
-0.26887975
Date
Bank of Lreland (BKIR.L)

Adj Close
1/1/2008
981
2/1/2008
930
3/3/2008
937.5
4/1/2008
889
5/1/2008
798
6/2/2008
554.5
7/1/2008
534.5
8/1/2008
550
9/1/2008
395
10/1/2008
235
11/3/2008
149.75
12/1/2008
85
1/1/2009
62.25
2/2/2009
23
3/2/2009
52
4/1/2009
78
5/1/2009
165.25
6/1/2009
168.5
7/1/2009
200.25
8/3/2009
273
9/1/2009
342
10/1/2009
171.5
11/2/2009
162
12/1/2009
132
1/4/2010
132.5
2/1/2010
100
3/1/2010
160
4/1/2010
168
5/3/2010
74
6/1/2010
67
7/1/2010
83.8
8/2/2010
75.6
9/1/2010
61.9
10/1/2010
53.6
11/1/2010
31.6
12/1/2010
40
1/4/2011
30.6
2/1/2011
34.5
3/1/2011
22
4/1/2011
27.8
5/3/2011
13.9
6/1/2011
11.7
7/1/2011
10.5
8/1/2011
8.7
9/1/2011
7.8
10/3/2011
10.4
11/1/2011
9.1
12/1/2011
1/2/2012
2/1/2012
3/1/2012
4/2/2012
5/1/2012
6/1/2012
7/2/2012
8/1/2012
9/3/2012
10/1/2012
11/1/2012
12/3/2012
1/1/2013
2/1/2013
25.91
30.62
34.94
33.6
31.01
25.38
31.1
30.35
33.31
38.83
40.58
46.49
47.92
51.66
53.7
0.042576395
0.167024396
0.131978914
-0.039106238
-0.080216334
-0.200348271
0.203246357
-0.024411302
0.093061135
0.153335492
0.044082191
0.135961901
0.030295718
0.075150834
0.038729214
12/1/2011
1/2/2012
2/1/2012
3/1/2012
4/2/2012
5/1/2012
6/1/2012
7/2/2012
8/1/2012
9/3/2012
10/1/2012
11/1/2012
12/3/2012
1/1/2013
2/1/2013
8.3
11.4
13.5
12.4
11.2
8.9
9.9
10
8.7
9.7
9.2
11.2
11.3
14.3
13.5
land (BKIR.L)
Return = (pt/pt-1)
-0.053387873
0.008032172
-0.053119522
-0.107988638
-0.364041791
-0.036735076
0.028586548
-0.331032513
-0.519300251
-0.450618277
-0.566315981
-0.311492721
-0.995664319
0.815749503
0.405465108
0.750750652
0.019476271
0.172630836
0.309905209
0.225338942
-0.69022747
-0.056986931
-0.204794413
0.003780723
-0.281412459
0.470003629
0.048790164
-0.819898886
-0.099372474
0.223740388
-0.102976724
-0.199936103
-0.143971112
-0.528391947
0.235722334
-0.267879445
0.119959315
-0.449916871
0.233993567
-0.693147181
-0.172299998
-0.108213585
-0.188052232
-0.109199292
0.287682072
-0.133531393
Date
Skywest Airlines LTd

1/1/2008
13.01
2/1/2008
12.8
-0.016273122
3/3/2008
13.01
0.016273122
4/1/2008
12.37
-0.050444106
5/1/2008
13.44
0.082961149
6/2/2008
11.09
-0.192191534
7/1/2008
10.66
-0.039545383
8/1/2008
11.3
0.058304307
9/1/2008
8.53
-0.281213364
10/1/2008
7.68
-0.104969814
11/3/2008
6.82
-0.118760075
12/1/2008
4.02
-0.528577569
1/1/2009
4.05
0.007434978
2/2/2009
3.67
-0.098525219
3/2/2009
2.47
-0.395973511
4/1/2009
4.91
0.687055791
5/1/2009
6.18
0.23004433
6/1/2009
6.4
0.034979719
7/1/2009
5.33
-0.182946752
8/3/2009
7.89
0.392244897
9/1/2009
8.74
0.102314055
10/1/2009
8.52
-0.025493849
11/2/2009
10.24
0.183885279
12/1/2009
11.52
0.117783036
1/4/2010
11.3
-0.01928193
2/1/2010
13.22
0.156928109
3/1/2010
17.7
0.291833805
4/1/2010
18.14
0.024554805
5/3/2010
14.65
-0.213679109
6/1/2010
13.55
-0.078053788
7/1/2010
16.18
0.177389364
8/2/2010
14.86
-0.085102872
9/1/2010
17.92
0.187244368
10/1/2010
23.39
0.266391173
11/1/2010
20.77
-0.118798943
12/1/2010
22.8
0.093250898
1/4/2011
27.82
0.198994651
2/1/2011
27.36
-0.016673094
3/1/2011
27.7
0.01235032
4/1/2011
29.3
0.056155103
5/3/2011
28.27
-0.035786344
6/1/2011
26.68
-0.057886951
7/1/2011
23.03
-0.147116507
8/1/2011
21.43
-0.072005904
9/1/2011
19.27
-0.106242327
10/3/2011
23.03
0.178248231
11/1/2011
23.48
0.019351281
-0.092018899
0.317357841
0.16907633
-0.084993213
-0.101782694
-0.229862502
0.10648348
0.010050336
-0.139262067
0.10880286
-0.052922401
0.196710294
0.008888947
0.235456812
-0.057569852
12/1/2011
1/2/2012
2/1/2012
3/1/2012
4/2/2012
5/1/2012
6/1/2012
7/2/2012
8/1/2012
9/3/2012
10/1/2012
11/1/2012
12/3/2012
1/1/2013
2/1/2013
25.87
24.9
24.9
24.17
22.33
20.99
18.8
17.09
19.41
18.31
26.12
27.38
26.75
29.12
28.88
0.096935001
-0.038216193
0
-0.029755609
-0.079181129
-0.061884932
-0.110189264
-0.095363373
0.1272949
-0.058341038
0.355253946
0.047111515
-0.023278347
0.08489075
-0.008275909
Date
Ryanair Holdings PLC

1/1/2008
379.75
2/1/2008
315.5
-0.185354459
3/3/2008
275.5
-0.135571053
4/1/2008
294.25
0.065842118
5/1/2008
272
-0.07862768
6/2/2008
279.75
0.028094281
7/1/2008
244
-0.136728122
8/1/2008
252
0.032260862
9/1/2008
226
-0.108894088
10/1/2008
278
0.207086114
11/3/2008
292.25
0.049988487
12/1/2008
305
0.042702176
1/1/2009
286
-0.064319966
2/2/2009
296.75
0.036898223
3/2/2009
289.75
-0.023871551
4/1/2009
328.25
0.124757031
5/1/2009
357
0.083960269
6/1/2009
330.2
-0.07803725
7/1/2009
314.95
-0.047284635
8/3/2009
311.25
-0.011817448
9/1/2009
342.75
0.096404871
10/1/2009
295
-0.150025962
11/2/2009
275.25
-0.069295581
12/1/2009
329.7
0.180503374
1/4/2010
334.25
0.013706066
2/1/2010
351
0.048897007
3/1/2010
368
0.047296715
4/1/2010
372.5
0.0121541
5/3/2010
328.75
-0.124939454
6/1/2010
360
0.090806448
7/1/2010
381.5
0.058006819
8/2/2010
385.8
0.01120825
9/1/2010
391.5
0.014666415
10/1/2010
413.2
0.053946222
11/1/2010
385.1
-0.070428696
12/1/2010
375
-0.026577015
1/3/2011
363.6
-0.030871664
2/1/2011
335.5
-0.080432406
3/1/2011
333
-0.007479466
4/1/2011
346.6
0.040028887
5/2/2011
354
0.021125536
6/1/2011
355.4
0.003947003
7/1/2011
317
-0.114342142
8/1/2011
313
-0.012698583
9/1/2011
331.8
0.058329187
10/3/2011
340.5
0.025882748
11/1/2011
380
0.109756127
Date
Home Retail Group PLC

Adj Close
1/1/2008
212.25
2/1/2008
194.25
3/3/2008
195.93
4/1/2008
198
5/1/2008
183.03
6/2/2008
170.34
7/1/2008
169.75
8/1/2008
198.27
9/1/2008
181.28
10/1/2008
153.73
11/3/2008
162.35
12/1/2008
169.15
1/1/2009
164.55
2/2/2009
169.95
3/2/2009
179.75
4/1/2009
201.34
5/1/2009
192.39
6/1/2009
216.43
7/1/2009
261.51
8/3/2009
260.02
9/1/2009
226.45
10/1/2009
242.61
11/2/2009
248.8
12/1/2009
238.91
1/1/2010
216.5
2/1/2010
215.65
3/1/2010
229.18
4/1/2010
233.16
5/3/2010
221.17
6/1/2010
188.26
7/1/2010
209.76
8/2/2010
191.86
9/1/2010
180.8
10/1/2010
192.21
11/1/2010
180.94
12/1/2010
169.18
1/4/2011
193.77
2/1/2011
197.9
3/1/2011
173.31
4/1/2011
197.36
5/3/2011
202.02
6/1/2011
153.82
7/1/2011
127.42
8/1/2011
119.8
9/1/2011
105.62
10/3/2011
94.06
11/1/2011
88.81
12/1/2011
1/2/2012
2/1/2012
3/1/2012
4/2/2012
5/1/2012
6/1/2012
7/2/2012
8/1/2012
9/3/2012
10/1/2012
11/1/2012
12/3/2012
1/1/2013
2/1/2013
362.7
415.1
410.5
448
425.5
405
400
397
417.8
441.9
446
473.8
469.2
549.1
565
-0.046595206
0.134943409
-0.011143526
0.087417304
-0.051528284
-0.049377881
-0.01242252
-0.007528266
0.051066568
0.056080763
0.00923534
0.06046634
-0.009756175
0.157251458
0.028545157
12/1/2011
1/2/2012
2/1/2012
3/1/2012
4/2/2012
5/1/2012
6/1/2012
7/2/2012
8/1/2012
9/3/2012
10/1/2012
11/1/2012
12/3/2012
1/1/2013
2/1/2013
82.67
106.46
101.1
113
105.66
77.36
83.38
76.82
93.02
88.32
113.1
111.7
126.7
120
125.5
ail Group PLC

Return = (pt/pt-1)
-0.088618836
0.008611463
0.010509578
-0.078616957
-0.071853634
-0.003469673
0.155302972
-0.089586941
-0.16484498
0.054556682
0.041031397
-0.02757142
0.032289801
0.05606272
0.113428025
-0.045470459
0.117742608
0.189205354
-0.005713973
-0.138234381
0.068931046
0.025194145
-0.040562449
-0.098496365
-0.003933824
0.060850998
0.017217192
-0.052793277
-0.16110765
0.108140034
-0.089198081
-0.059374491
0.061197076
-0.06042304
-0.067202248
0.135708652
0.021089964
-0.132679954
0.129947574
0.02333723
-0.272583615
-0.188294371
-0.061665031
-0.125975938
-0.115914871
-0.05743362
Date
WM Morrison PLC
1/1/2008
257.86
2/1/2008
256.35
-0.005873104
3/3/2008
236.32
-0.081356879
4/1/2008
250.45
0.058072481
5/1/2008
255.7
0.020745582
6/2/2008
232.75
-0.094039966
7/1/2008
226.41
-0.027617401
8/1/2008
246.96
0.086878865
9/1/2008
225.98
-0.08877988
10/1/2008
231.27
0.023139359
11/3/2008
212.64
-0.083985264
12/1/2008
245.74
0.144673471
1/1/2009
237.41
-0.034485462
2/2/2009
226.45
-0.047264434
3/2/2009
224.04
-0.010699563
4/1/2009
216.37
-0.034834702
5/1/2009
216.72
0.001616293
6/1/2009
211.79
-0.02301098
7/1/2009
241.35
0.130652944
8/3/2009
248.06
0.02742249
9/1/2009
249.3
0.004986338
10/1/2009
251.73
0.009700094
11/2/2009
247.5
-0.016946503
12/1/2009
249.39
0.007607354
1/4/2010
259.91
0.041317481
2/1/2010
268.36
0.031993945
3/1/2010
263.86
-0.016910703
4/1/2010
261.08
-0.010591786
5/3/2010
243.4
-0.070120693
6/1/2010
245.15
0.007164088
7/1/2010
244.13
-0.004169398
8/2/2010
267.17
0.09018429
9/1/2010
273.52
0.023489585
10/1/2010
271.77
-0.006418625
11/1/2010
251.6
-0.077115596
12/1/2010
247.53
-0.016308738
1/4/2011
246.51
-0.004129226
2/1/2011
256.04
0.037931122
3/1/2011
255.3
-0.002894358
4/1/2011
272.69
0.065896295
5/3/2011
288.7
0.057052468
6/1/2011
283.09
-0.019623218
7/1/2011
276.62
-0.023120145
8/1/2011
274.81
-0.006564773
9/1/2011
279.28
0.016134913
10/3/2011
290.53
0.039491978
11/1/2011
309.56
0.063445093
-0.071642477
0.252912548
-0.051659202
0.111277693
-0.067161427
-0.311756541
0.074938621
-0.08194345
0.191349501
-0.051847941
0.247305801
-0.012455677
0.126005381
-0.054330345
0.044814016
12/1/2011
1/2/2012
2/1/2012
3/1/2012
4/2/2012
5/1/2012
6/1/2012
7/2/2012
8/1/2012
9/3/2012
10/1/2012
11/1/2012
12/3/2012
1/1/2013
2/1/2013
313.6
274.95
278.8
286.49
269.76
272.95
262.97
274.03
276.7
285.2
267.9
268.8
263
251
259
0.012966354
-0.131529026
0.013905416
0.027208953
-0.060170957
0.011755953
-0.037248671
0.041197632
0.009696297
0.030256802
-0.062576912
0.003353832
-0.021813576
-0.046701093
0.031375123
Date
Telecom plus PLC

1/1/2008
155.92
2/1/2008
183.05
0.160416284
3/3/2008
198.27
0.079870399
4/1/2008
236.13
0.174752763
5/1/2008
257.59
0.086986673
6/2/2008
226.76
-0.127476984
7/1/2008
279.5
0.209110103
8/1/2008
270.61
-0.032323623
9/1/2008
269.4
-0.004481406
10/1/2008
248.8
-0.079547903
11/3/2008
290
0.153231562
12/1/2008
250.84
-0.145065637
1/1/2009
260.68
0.038478316
2/2/2009
270.52
0.037052431
3/2/2009
248.38
-0.085386201
4/1/2009
241.82
-0.026766184
5/1/2009
227.27
-0.06205491
6/1/2009
235.68
0.036336215
7/1/2009
240.37
0.01970445
8/3/2009
249.78
0.038401128
9/1/2009
271.17
0.0821654
10/1/2009
260.69
-0.039413969
11/2/2009
245.5
-0.060035015
12/1/2009
261.6
0.063519672
1/4/2010
263.58
0.007540308
2/1/2010
264.46
0.003333084
3/1/2010
261.82
-0.010032766
4/1/2010
274.12
0.045908722
5/3/2010
277.42
0.011966637
6/1/2010
297.84
0.071023826
7/1/2010
333.66
0.113566081
8/2/2010
337.78
0.012272286
9/1/2010
354.69
0.048849373
10/1/2010
356.52
0.005146171
11/1/2010
374.8
0.050002211
12/1/2010
423.65
0.122515092
1/4/2011
423.65
0
2/1/2011
437.61
0.03242046
3/1/2011
425.04
-0.029144821
4/1/2011
454.37
0.066728562
5/3/2011
524.21
0.142980523
6/1/2011
619.18
0.166503655
7/1/2011
655.59
0.057139572
8/1/2011
650.83
-0.007287122
9/1/2011
685.04
0.051228759
10/3/2011
704.99
0.028706388
11/1/2011
772.21
0.091072915
Date
Kcom Group PLC

Adj Close
1/1/2008
32.7
2/1/2008
32.52
3/3/2008
32.33
4/1/2008
35.68
5/1/2008
32.7
6/2/2008
30.78
7/1/2008
28.04
8/1/2008
30.78
9/1/2008
16.47
10/1/2008
14.12
11/3/2008
9.41
12/1/2008
11.02
1/1/2009
12.65
2/2/2009
13.26
3/2/2009
14.28
4/1/2009
22.04
5/1/2009
22.24
6/1/2009
21.02
7/1/2009
24.35
8/3/2009
23.72
9/1/2009
31.34
10/1/2009
34.31
11/2/2009
35.58
12/1/2009
37.69
1/1/2010
46.9
2/1/2010
40.9
3/1/2010
41.97
4/1/2010
40.26
5/3/2010
41.12
6/1/2010
39.73
7/1/2010
42.81
8/2/2010
40.83
9/1/2010
46.76
10/1/2010
43.03
11/1/2010
45
12/1/2010
52.41
1/4/2011
51.51
2/1/2011
57.11
3/1/2011
55.09
4/1/2011
55.32
5/3/2011
65.84
6/1/2011
71.97
7/1/2011
74.75
8/1/2011
67.58
9/1/2011
65.22
10/3/2011
67.58
11/1/2011
69.43
12/1/2011
1/2/2012
2/1/2012
3/1/2012
4/2/2012
5/1/2012
6/1/2012
7/2/2012
8/1/2012
9/3/2012
10/1/2012
11/1/2012
12/3/2012
1/1/2013
2/1/2013
744.29
650.41
590.71
666.3
658.11
714.92
820.36
785.15
819.03
831.3
834.74
875
924.5
968.5
996
-0.03682579
-0.134827811
-0.09627773
0.120414816
-0.012367929
0.082798558
0.13757262
-0.043868486
0.042245931
0.014870027
0.004129559
0.047103587
0.055029164
0.046495432
0.027998775
12/1/2011
1/2/2012
2/1/2012
3/1/2012
4/2/2012
5/1/2012
6/1/2012
7/2/2012
8/1/2012
9/3/2012
10/1/2012
11/1/2012
12/3/2012
1/1/2013
2/1/2013
66.06
67.1
65.59
69.37
67.01
63.61
70.06
76.63
76.43
80.5
74.47
67.02
71.58
71.9
79.05
m Group PLC
Return = (pt/pt-1)
-0.005519793
-0.005859693
0.098594716
-0.08721523
-0.060509949
-0.093233066
0.093233066
-0.625324584
-0.153948312
-0.405819278
0.15793885
0.137945411
0.04709477
0.074107972
0.433999027
0.009033485
-0.056418104
0.147057484
-0.026213275
0.278576663
0.09054162
0.036346825
0.057611125
0.218622868
-0.136887612
0.025825014
-0.041596657
0.021136201
-0.034388051
0.07466515
-0.047354615
0.135611031
-0.08313059
0.044764943
0.152434923
-0.017321449
0.103203269
-0.036011021
0.004166295
0.17409305
0.089021809
0.037899847
-0.100837131
-0.035545911
0.035545911
0.027006969
Eurasian Natural Resources Corp

Date
1/1/2008
694.06
2/1/2008
928.41
0.290915033
3/3/2008
887.85
-0.044670636
4/1/2008 1081.65
0.197440122
5/1/2008
1315.1
0.195425055
6/2/2008 1201.53
-0.090316964
7/1/2008
950.95
-0.233889539
8/1/2008
905.88
-0.048554638
9/1/2008
458.37
-0.681230129
10/1/2008
280.7
-0.490390235
11/3/2008
252.56
-0.105637639
12/1/2008
299.53
0.170565735
1/1/2009
288.19
-0.038594595
2/2/2009
302.48
0.048395175
3/2/2009
409.59
0.3031415
4/1/2009
556.12
0.305827439
5/1/2009
606.6
0.086885497
6/1/2009
611.74
0.00843776
7/1/2009
807.08
0.27711544
8/3/2009
811.9
0.005954384
9/1/2009
822.69
0.013202279
10/1/2009
782.33
-0.050302813
11/2/2009
808.62
0.033052445
12/1/2009
858.83
0.060241907
1/1/2010
853.2
-0.006577011
2/1/2010
963.96
0.122055813
3/1/2010
1122.6
0.152352903
4/1/2010 1154.62
0.028123862
5/3/2010
945.54
-0.199770372
6/1/2010
810.87
-0.153648448
7/1/2010
853.72
0.051495526
8/2/2010
806.37
-0.057060577
9/1/2010
873.41
0.079862396
10/1/2010
827.77
-0.053669752
11/1/2010
835.37
0.009139402
12/1/2010
996.55
0.176424574
1/4/2011
957.56
-0.039910932
2/1/2011
917.15
-0.043117347
3/1/2011
901.09
-0.017665894
4/1/2011
877.03
-0.027063942
5/3/2011
813.53
-0.075158396
6/1/2011
751.95
-0.078712971
7/1/2011
743.29
-0.011583554
8/1/2011
666.83
-0.108551137
9/1/2011
563.68
-0.168048426
10/3/2011
643.37
0.132233272
11/1/2011
649.72
0.009821514
Cairn Energy PLC

Date
1/1/2008
2/1/2008
3/3/2008
4/1/2008
5/1/2008
6/2/2008
7/1/2008
8/1/2008
9/1/2008
10/1/2008
11/3/2008
12/1/2008
1/1/2009
2/2/2009
3/2/2009
4/1/2009
5/1/2009
6/1/2009
7/1/2009
8/3/2009
9/1/2009
10/1/2009
11/2/2009
12/1/2009
1/1/2010
2/1/2010
3/1/2010
4/1/2010
5/3/2010
6/1/2010
7/1/2010
8/2/2010
9/1/2010
10/1/2010
11/1/2010
12/1/2010
1/3/2011
2/1/2011
3/1/2011
4/1/2011
5/2/2011
6/1/2011
7/1/2011
8/1/2011
9/1/2011
10/3/2011
11/1/2011
-0.049755631
0.015620624
-0.022760799
0.056031252
-0.034612635
-0.052071171
0.096581327
0.089636627
-0.002613356
0.051881895
-0.077860825
-0.105405277
0.065824623
0.004460559
0.094804299
12/1/2011
1/2/2012
2/1/2012
3/1/2012
4/2/2012
5/1/2012
6/1/2012
7/2/2012
8/1/2012
9/3/2012
10/1/2012
11/1/2012
12/3/2012
1/1/2013
2/1/2013
621.37
675.15
684.92
585.88
553.24
417.78
410.76
388.61
301.9
308.7
327.7
270.2
284
329.8
338.4
-0.044614783
0.083008171
0.014367155
-0.156187053
-0.057323087
-0.280836926
-0.016945876
-0.055432832
-0.252480433
0.022274095
0.059728624
-0.19293613
0.049811813
0.149512172
0.025742218
12/1/2011
1/2/2012
2/1/2012
3/1/2012
4/2/2012
5/1/2012
6/1/2012
7/2/2012
8/1/2012
9/3/2012
10/1/2012
11/1/2012
12/3/2012
1/1/2013
2/1/2013
Cairn Energy PLC

65.11
68.97
0.05759348
71.94
0.042160811
79.55
0.100553317
85.44
0.07142862
82.12
-0.039632783
69.55
-0.166135674
75.6
0.083410365
52.6
-0.362740163
40.72
-0.255996748
42.9
0.052152454
51.15
0.175890666
46.2
-0.101782694
49.78
0.074633499
55.21
0.103530799
54.4
-0.014779942
63.21
0.150098363
59.45
-0.061326893
60.82
0.022783059
63.64
0.045323521
70.75
0.105910333
67.07
-0.053415686
78.18
0.15327701
844.26
2.379446644
825
-0.023077118
848.84
0.028487325
1058.52
0.220756274
1018.7
-0.038344401
1022.76
0.003977551
1053.24
0.029366272
1184.95
0.117829452
1186.49
0.001298789
1151.44
-0.029986036
979.58
-0.161644704
981.13
0.00158106
1066.12
0.0830762
1051.69
-0.013627496
1084.17
0.030416323
1173.03
0.078775428
1147.12
-0.022335691
1119.99
-0.023934697
1052.98
-0.061695517
938.73
-0.114851621
849.87
-0.099444501
712.55
-0.176233311
747.8
0.048285477
691.23
-0.078662943
673.44
715.33
344.2
323.1
343.8
285.5
264.9
286.9
287
275.1
280.3
268.7
264.8
287
271.7
-0.026073714
0.06034507
-0.731521091
-0.063261011
0.06209822
-0.185818064
-0.074889633
0.079781327
0.000348493
-0.042347548
0.01872579
-0.042264943
-0.014620692
0.080507392
-0.054783699
Lioyds Banking
0.035913998
0.052217762
-0.041884429
-0.118948916
-0.211664788
-0.051147608
0.064136956
-0.29346005
-0.135488526
-0.16329244
-0.287682072
-0.32872455
-0.441955264
0.19284348
0.460053298
-0.498991166
0.027987037
0.195156515
0.269937326
-0.071086468
-0.175249228
-0.456196141
-0.084328093
0.01001088
0.025073638
0.178664083
0.052145249
-0.155260222
-0.052949278
0.254454537
0.003315318
0.064502544
-0.07244884
-0.132081907
0.083944271
-0.03911113
-0.01949878
-0.064495484
0.019772248
-0.130522061
-0.05942342
-0.122513595
-0.254780636
0.037100794
-0.070694511
-0.26887975
0.042576395
0.167024396
0.131978914
-0.039106238
-0.080216334
Column1
Mean
Standard Error
Median
Mode
Standard Deviation
Sample Variance
Kurtosis
Skewness
Range
Minimum
Maximum
Sum
Count
Confidence Level(95.0%)
Column 1
-0.03285523
0.022950461
-0.024411302
#N/A
0.179248831
0.032130144
0.815592336
-0.30013032
0.959044464
-0.498991166
0.460053298
-2.004169017
61
0.045907757
Column 1
0.03160342
-0.200348271
0.203246357
-0.024411302
0.093061135
0.153335492
0.044082191
0.135961901
0.030295718
0.075150834
0.038729214

-0.053387873
0.008032172
-0.053119522
-0.107988638
-0.364041791
-0.036735076
0.028586548
-0.331032513
-0.519300251
-0.450618277
-0.566315981
-0.311492721
-0.995664319
0.815749503
0.405465108
0.750750652
0.019476271
0.172630836
0.309905209
0.225338942
-0.69022747
-0.056986931
-0.204794413
0.003780723
-0.281412459
0.470003629
0.048790164
-0.819898886
-0.099372474
0.223740388
-0.102976724
-0.199936103
-0.143971112
-0.528391947
0.235722334
-0.267879445
0.119959315
-0.449916871
0.233993567
-0.693147181
-0.172299998
-0.108213585
-0.188052232
-0.109199292
0.287682072
-0.133531393
-0.092018899
0.317357841
0.16907633
-0.084993213
-0.101782694
Column1
Mean
Standard Error
Median
Mode
Standard Deviation
Sample Variance
Kurtosis
Skewness
Range
Minimum
Maximum
Sum
Count
Column 1
-0.070260373
0.042911208
-0.057569852
#N/A
0.335147249
0.112323678
1.046877312
-0.145839924
1.811413822
-0.995664319
0.815749503
-4.285882773
61
0.085835196
Column 1
0.110482306
-0.229862502
0.10648348
0.010050336
-0.139262067
0.10880286
-0.052922401
0.196710294
0.008888947
0.235456812
-0.057569852

-0.016273122
0.016273122
-0.050444106
0.082961149
-0.192191534
-0.039545383
0.058304307
-0.281213364
-0.104969814
-0.118760075
-0.528577569
0.007434978
-0.098525219
-0.395973511
0.687055791
0.23004433
0.034979719
-0.182946752
0.392244897
0.102314055
-0.025493849
0.183885279
0.117783036
-0.01928193
0.156928109
0.291833805
0.024554805
-0.213679109
-0.078053788
0.177389364
-0.085102872
0.187244368
0.266391173
-0.118798943
0.093250898
0.198994651
-0.016673094
0.01235032
0.056155103
-0.035786344
-0.057886951
-0.147116507
-0.072005904
-0.106242327
0.178248231
0.019351281
0.096935001
-0.038216193
0
-0.029755609
-0.079181129
Column1
Mean
Standard Error
Median
Mode
Standard Deviation
Sample Variance
Kurtosis
Skewness
Range
Minimum
Maximum
Sum
Count
Column 1
0.01307264
0.023440277
-0.016273122
#N/A
0.183074412
0.03351624
3.215016344
0.50672589
1.21563336
-0.528577569
0.687055791
0.797431022
61
0.046887534
Column 1
0.032966794
-0.061884932
-0.110189264
-0.095363373
0.1272949
-0.058341038
0.355253946
0.047111515
-0.023278347
0.08489075
-0.008275909

-0.185354459
-0.135571053
0.065842118
-0.07862768
0.028094281
-0.136728122
0.032260862
-0.108894088
0.207086114
0.049988487
0.042702176
-0.064319966
0.036898223
-0.023871551
0.124757031
0.083960269
-0.07803725
-0.047284635
-0.011817448
0.096404871
-0.150025962
-0.069295581
0.180503374
0.013706066
0.048897007
0.047296715
0.0121541
-0.124939454
0.090806448
0.058006819
0.01120825
0.014666415
0.053946222
-0.070428696
-0.026577015
-0.030871664
-0.080432406
-0.007479466
0.040028887
0.021125536
0.003947003
-0.114342142
-0.012698583
0.058329187
0.025882748
0.109756127
-0.046595206
0.134943409
-0.011143526
0.087417304
-0.051528284
Column1
Mean
Standard Error
Median
Mode
Standard Deviation
Sample Variance
Kurtosis
Skewness
Range
Minimum
Maximum
Sum
Count
Column 1
0.006513321
0.010390843
0.0121541
#N/A
0.081155078
0.006586147
0.097243574
-0.030102186
0.392440573
-0.185354459
0.207086114
0.397312596
61
0.02078478
Column 1
0.006478177
-0.049377881
-0.01242252
-0.007528266
0.051066568
0.056080763
0.00923534
0.06046634
-0.009756175
0.157251458
0.028545157

-0.088618836
0.008611463
0.010509578
-0.078616957
-0.071853634
-0.003469673
0.155302972
-0.089586941
-0.16484498
0.054556682
0.041031397
-0.02757142
0.032289801
0.05606272
0.113428025
-0.045470459
0.117742608
0.189205354
-0.005713973
-0.138234381
0.068931046
0.025194145
-0.040562449
-0.098496365
-0.003933824
0.060850998
0.017217192
-0.052793277
-0.16110765
0.108140034
-0.089198081
-0.059374491
0.061197076
-0.06042304
-0.067202248
0.135708652
0.021089964
-0.132679954
0.129947574
0.02333723
-0.272583615
-0.188294371
-0.061665031
-0.125975938
-0.115914871
-0.05743362
-0.071642477
0.252912548
-0.051659202
0.111277693
-0.067161427
Column1
Mean
Standard Error
Median
Mode
Standard Deviation
Sample Variance
Kurtosis
Skewness
Range
Minimum
Maximum
Sum
Count
Column 1
-0.008614083
0.014521565
-0.012455677
#N/A
0.113417045
0.012863426
0.36965999
0.017848765
0.564669089
-0.311756541
0.252912548
-0.525459067
61
0.029047454
Column 1
0.01265255
-0.311756541
0.074938621
-0.08194345
0.191349501
-0.051847941
0.247305801
-0.012455677
0.126005381
-0.054330345
0.044814016
WM Morrison PLC
-0.005873104
-0.081356879
0.058072481
0.020745582
-0.094039966
-0.027617401
0.086878865
-0.08877988
0.023139359
-0.083985264
0.144673471
-0.034485462
-0.047264434
-0.010699563
-0.034834702
0.001616293
-0.02301098
0.130652944
0.02742249
0.004986338
0.009700094
-0.016946503
0.007607354
0.041317481
0.031993945
-0.016910703
-0.010591786
-0.070120693
0.007164088
-0.004169398
0.09018429
0.023489585
-0.006418625
-0.077115596
-0.016308738
-0.004129226
0.037931122
-0.002894358
0.065896295
0.057052468
-0.019623218
-0.023120145
-0.006564773
0.016134913
0.039491978
0.063445093
0.012966354
-0.131529026
0.013905416
0.027208953
-0.060170957
Column1
Mean
Standard Error
Median
Mode
Standard Deviation
Sample Variance
Kurtosis
Skewness
Range
Minimum
Maximum
Sum
Count
Column 1
7.23E-05
0.006618542
0.001616293
#N/A
0.051692464
0.002672111
0.873443168
0.16779983
0.276202497
-0.131529026
0.144673471
0.004411259
61
0.013239055
Column 1
0.002628306
0.011755953
-0.037248671
0.041197632
0.009696297
0.030256802
-0.062576912
0.003353832
-0.021813576
-0.046701093
0.031375123
Telecom plus PLC

0.160416284
0.079870399
0.174752763
0.086986673
-0.127476984
0.209110103
-0.032323623
-0.004481406
-0.079547903
0.153231562
-0.145065637
0.038478316
0.037052431
-0.085386201
-0.026766184
-0.06205491
0.036336215
0.01970445
0.038401128
0.0821654
-0.039413969
-0.060035015
0.063519672
0.007540308
0.003333084
-0.010032766
0.045908722
0.011966637
0.071023826
0.113566081
0.012272286
0.048849373
0.005146171
0.050002211
0.122515092
0
0.03242046
-0.029144821
0.066728562
0.142980523
0.166503655
0.057139572
-0.007287122
0.051228759
0.028706388
0.091072915
-0.03682579
-0.134827811
-0.09627773
0.120414816
-0.012367929
Column1
Mean
Standard Error
Median
Mode
Standard Deviation
Sample Variance
Kurtosis
Skewness
Range
Minimum
Maximum
Sum
Count
Column 1
0.030400069
0.009792525
0.036336215
#N/A
0.076482067
0.005849507
0.076131902
-0.049238421
0.35417574
-0.145065637
0.209110103
1.854404203
61
0.019587967
Column 1
0.005753613
0.082798558
0.13757262
-0.043868486
0.042245931
0.014870027
0.004129559
0.047103587
0.055029164
0.046495432
0.027998775
Kcom Group PLC

-0.005519793
-0.005859693
0.098594716
-0.08721523
-0.060509949
-0.093233066
0.093233066
-0.625324584
-0.153948312
-0.405819278
0.15793885
0.137945411
0.04709477
0.074107972
0.433999027
0.009033485
-0.056418104
0.147057484
-0.026213275
0.278576663
0.09054162
0.036346825
0.057611125
0.218622868
-0.136887612
0.025825014
-0.041596657
0.021136201
-0.034388051
0.07466515
-0.047354615
0.135611031
-0.08313059
0.044764943
0.152434923
-0.017321449
0.103203269
-0.036011021
0.004166295
0.17409305
0.089021809
0.037899847
-0.100837131
-0.035545911
0.035545911
0.027006969
-0.049755631
0.015620624
-0.022760799
0.056031252
-0.034612635
Column1
Mean
Standard Error
Median
Mode
Standard Deviation
Sample Variance
Kurtosis
Skewness
Range
Minimum
Maximum
Sum
Count
Column 1
0.014470582
0.018229595
0.021136201
#N/A
0.142377688
0.020271406
7.654723406
-1.389040252
1.059323611
-0.625324584
0.433999027
0.882705485
61
0.036464619
Column 1
0.019939088
-0.052071171
0.096581327
0.089636627
-0.002613356
0.051881895
-0.077860825
-0.105405277
0.065824623
0.004460559
0.094804299

0.290915033
-0.044670636
0.197440122
0.195425055
-0.090316964
-0.233889539
-0.048554638
-0.681230129
-0.490390235
-0.105637639
0.170565735
-0.038594595
0.048395175
0.3031415
0.305827439
0.086885497
0.00843776
0.27711544
0.005954384
0.013202279
-0.050302813
0.033052445
0.060241907
-0.006577011
0.122055813
0.152352903
0.028123862
-0.199770372
-0.153648448
0.051495526
-0.057060577
0.079862396
-0.053669752
0.009139402
0.176424574
-0.039910932
-0.043117347
-0.017665894
-0.027063942
-0.075158396
-0.078712971
-0.011583554
-0.108551137
-0.168048426
0.132233272
0.009821514
-0.044614783
0.083008171
0.014367155
-0.156187053
-0.057323087
Column1
Mean
Standard Error
Median
Mode
Standard Deviation
Sample Variance
Kurtosis
Skewness
Range
Minimum
Maximum
Sum
Count
Column 1
-0.011775898
0.02167158
-0.006577011
#N/A
0.169260451
0.0286491
3.854568626
-1.120994577
0.987057568
-0.681230129
0.305827439
-0.718329784
61
0.043349614
Column 1
0.028179443
-0.280836926
-0.016945876
-0.055432832
-0.252480433
0.022274095
0.059728624
-0.19293613
0.049811813
0.149512172
0.025742218
Cairn Energy PLC

0.05759348
0.042160811
0.100553317
0.07142862
-0.039632783
-0.166135674
0.083410365
-0.362740163
-0.255996748
0.052152454
0.175890666
-0.101782694
0.074633499
0.103530799
-0.014779942
0.150098363
-0.061326893
0.022783059
0.045323521
0.105910333
-0.053415686
0.15327701
2.379446644
-0.023077118
0.028487325
0.220756274
-0.038344401
0.003977551
0.029366272
0.117829452
0.001298789
-0.029986036
-0.161644704
0.00158106
0.0830762
-0.013627496
0.030416323
0.078775428
-0.022335691
-0.023934697
-0.061695517
-0.114851621
-0.099444501
-0.176233311
0.048285477
-0.078662943
-0.026073714
0.06034507
-0.731521091
-0.063261011
0.06209822
Column1
Mean
Standard Error
Median
Mode
Standard Deviation
Sample Variance
Kurtosis
Skewness
Range
Minimum
Maximum
Sum
Count
Column 1
0.023420006
0.043076178
0.001298789
#N/A
0.336435702
0.113188982
41.66630164
5.676258196
3.110967735
-0.731521091
2.379446644
1.428620369
61
0.086165184
Column 1
0.111333425
-0.185818064
-0.074889633
0.079781327
0.000348493
-0.042347548
0.01872579
-0.042264943
-0.014620692
0.080507392
-0.054783699
Lioyds Banking Bank of Lreland (BKIR.L)

0.035913998
0.052217762
-0.041884429
-0.118948916
-0.211664788
-0.051147608
0.064136956
-0.29346005
-0.135488526
-0.16329244
-0.287682072
-0.32872455
-0.441955264
0.19284348
0.460053298
-0.498991166
0.027987037
0.195156515
0.269937326
-0.071086468
-0.175249228
-0.456196141
-0.084328093
0.01001088
0.025073638
0.178664083
0.052145249
-0.155260222
-0.052949278
0.254454537
0.003315318
0.064502544
-0.07244884
-0.132081907
0.083944271
-0.03911113
-0.01949878
-0.064495484
0.019772248
-0.130522061
-0.05942342
-0.122513595
-0.254780636
0.037100794
-0.070694511
-0.26887975
0.042576395
0.167024396
0.131978914
-0.039106238
-0.080216334
-0.053387873
0.008032172
-0.053119522
-0.107988638
-0.364041791
-0.036735076
0.028586548
-0.331032513
-0.519300251
-0.450618277
-0.566315981
-0.311492721
-0.995664319
0.815749503
0.405465108
0.750750652
0.019476271
0.172630836
0.309905209
0.225338942
-0.69022747
-0.056986931
-0.204794413
0.003780723
-0.281412459
0.470003629
0.048790164
-0.819898886
-0.099372474
0.223740388
-0.102976724
-0.199936103
-0.143971112
-0.528391947
0.235722334
-0.267879445
0.119959315
-0.449916871
0.233993567
-0.693147181
-0.172299998
-0.108213585
-0.188052232
-0.109199292
0.287682072
-0.133531393
-0.092018899
0.317357841
0.16907633
-0.084993213
-0.101782694
Expected Return
Standard Deviation
Covariance
Lioyds Banking
WM Morrison PLC
Telecom plus PLC
Kcom Group PLC
Cairn Energy PLC
-0.200348271
0.203246357
-0.024411302
0.093061135
0.153335492
0.044082191
0.135961901
0.030295718
0.075150834
0.038729214
-0.229862502
0.10648348
0.010050336
-0.139262067
0.10880286
-0.052922401
0.196710294
0.008888947
0.235456812
-0.057569852
-0.03285523
0.179248831
-0.070260373
0.335147249
Lioyds Banking Bank of Lreland (BKIR.L)

0.03160342
0.03115483
0.03115483
0.110482306
0.011033457
0.0218702
0.002040421
0.005017845
0.006715565
0.006732547
0.000572299
0.001141215
0.001204285
-0.001556671
0.007128844
0.010194209
0.009668566
0.023031515
-0.001903481
0.00226863

-0.016273122
0.016273122
-0.050444106
0.082961149
-0.192191534
-0.039545383
0.058304307
-0.281213364
-0.104969814
-0.118760075
-0.528577569
0.007434978
-0.098525219
-0.395973511
0.687055791
0.23004433
0.034979719
-0.182946752
0.392244897
0.102314055
-0.025493849
0.183885279
0.117783036
-0.01928193
0.156928109
0.291833805
0.024554805
-0.213679109
-0.078053788
0.177389364
-0.085102872
0.187244368
0.266391173
-0.118798943
0.093250898
0.198994651
-0.016673094
0.01235032
0.056155103
-0.035786344
-0.057886951
-0.147116507
-0.072005904
-0.106242327
0.178248231
0.019351281
0.096935001
-0.038216193
0
-0.029755609
-0.079181129
Ryanair Holdings PLC Home Retail Group PLC WM Morrison PLC

-0.185354459
-0.135571053
0.065842118
-0.07862768
0.028094281
-0.136728122
0.032260862
-0.108894088
0.207086114
0.049988487
0.042702176
-0.064319966
0.036898223
-0.023871551
0.124757031
0.083960269
-0.07803725
-0.047284635
-0.011817448
0.096404871
-0.150025962
-0.069295581
0.180503374
0.013706066
0.048897007
0.047296715
0.0121541
-0.124939454
0.090806448
0.058006819
0.01120825
0.014666415
0.053946222
-0.070428696
-0.026577015
-0.030871664
-0.080432406
-0.007479466
0.040028887
0.021125536
0.003947003
-0.114342142
-0.012698583
0.058329187
0.025882748
0.109756127
-0.046595206
0.134943409
-0.011143526
0.087417304
-0.051528284
-0.088618836
0.008611463
0.010509578
-0.078616957
-0.071853634
-0.003469673
0.155302972
-0.089586941
-0.16484498
0.054556682
0.041031397
-0.02757142
0.032289801
0.05606272
0.113428025
-0.045470459
0.117742608
0.189205354
-0.005713973
-0.138234381
0.068931046
0.025194145
-0.040562449
-0.098496365
-0.003933824
0.060850998
0.017217192
-0.052793277
-0.16110765
0.108140034
-0.089198081
-0.059374491
0.061197076
-0.06042304
-0.067202248
0.135708652
0.021089964
-0.132679954
0.129947574
0.02333723
-0.272583615
-0.188294371
-0.061665031
-0.125975938
-0.115914871
-0.05743362
-0.071642477
0.252912548
-0.051659202
0.111277693
-0.067161427
-0.005873104
-0.081356879
0.058072481
0.020745582
-0.094039966
-0.027617401
0.086878865
-0.08877988
0.023139359
-0.083985264
0.144673471
-0.034485462
-0.047264434
-0.010699563
-0.034834702
0.001616293
-0.02301098
0.130652944
0.02742249
0.004986338
0.009700094
-0.016946503
0.007607354
0.041317481
0.031993945
-0.016910703
-0.010591786
-0.070120693
0.007164088
-0.004169398
0.09018429
0.023489585
-0.006418625
-0.077115596
-0.016308738
-0.004129226
0.037931122
-0.002894358
0.065896295
0.057052468
-0.019623218
-0.023120145
-0.006564773
0.016134913
0.039491978
0.063445093
0.012966354
-0.131529026
0.013905416
0.027208953
-0.060170957
-0.061884932
-0.110189264
-0.095363373
0.1272949
-0.058341038
0.355253946
0.047111515
-0.023278347
0.08489075
-0.008275909
-0.049377881
-0.01242252
-0.007528266
0.051066568
0.056080763
0.00923534
0.06046634
-0.009756175
0.157251458
0.028545157
-0.311756541
0.074938621
-0.08194345
0.191349501
-0.051847941
0.247305801
-0.012455677
0.126005381
-0.054330345
0.044814016
0.011755953
-0.037248671
0.041197632
0.009696297
0.030256802
-0.062576912
0.003353832
-0.021813576
-0.046701093
0.031375123
0.01307264
0.183074412
0.006513321
0.081155078
-0.008614083
0.113417045
7.23157E-05
0.051692464
Skywest Airlines LTd Ryanair Holdings PLC Home Retail Group PLC WM Morrison PLC
0.011033457
0.002040421
0.006715565
0.000572299
0.0218702
0.005017845
0.006732547
0.001141215
0.032966794
0.00343687
0.00475432
-0.000698205
0.00343687
0.006478177
0.000805408
0.000654611
0.00475432
0.000805408
0.01265255
-0.000133657
-0.000698205
0.000654611
-0.000133657
0.002628306
0.001186643
-0.000932064
-0.001289701
7.34297E-06
0.006020485
0.001678285
0.001918456
0.002411336
0.00798245
0.000654053
0.005305426
0.001745762
0.007424078
0.007867477
0.002297711
0.000838552
Telecom plus PLC Kcom Group PLC Eurasian Natural Resources Corp
0.160416284
0.079870399
0.174752763
0.086986673
-0.127476984
0.209110103
-0.032323623
-0.004481406
-0.079547903
0.153231562
-0.145065637
0.038478316
0.037052431
-0.085386201
-0.026766184
-0.06205491
0.036336215
0.01970445
0.038401128
0.0821654
-0.039413969
-0.060035015
0.063519672
0.007540308
0.003333084
-0.010032766
0.045908722
0.011966637
0.071023826
0.113566081
0.012272286
0.048849373
0.005146171
0.050002211
0.122515092
0
0.03242046
-0.029144821
0.066728562
0.142980523
0.166503655
0.057139572
-0.007287122
0.051228759
0.028706388
0.091072915
-0.03682579
-0.134827811
-0.09627773
0.120414816
-0.012367929
-0.005519793
-0.005859693
0.098594716
-0.08721523
-0.060509949
-0.093233066
0.093233066
-0.625324584
-0.153948312
-0.405819278
0.15793885
0.137945411
0.04709477
0.074107972
0.433999027
0.009033485
-0.056418104
0.147057484
-0.026213275
0.278576663
0.09054162
0.036346825
0.057611125
0.218622868
-0.136887612
0.025825014
-0.041596657
0.021136201
-0.034388051
0.07466515
-0.047354615
0.135611031
-0.08313059
0.044764943
0.152434923
-0.017321449
0.103203269
-0.036011021
0.004166295
0.17409305
0.089021809
0.037899847
-0.100837131
-0.035545911
0.035545911
0.027006969
-0.049755631
0.015620624
-0.022760799
0.056031252
-0.034612635
0.290915033
-0.044670636
0.197440122
0.195425055
-0.090316964
-0.233889539
-0.048554638
-0.681230129
-0.490390235
-0.105637639
0.170565735
-0.038594595
0.048395175
0.3031415
0.305827439
0.086885497
0.00843776
0.27711544
0.005954384
0.013202279
-0.050302813
0.033052445
0.060241907
-0.006577011
0.122055813
0.152352903
0.028123862
-0.199770372
-0.153648448
0.051495526
-0.057060577
0.079862396
-0.053669752
0.009139402
0.176424574
-0.039910932
-0.043117347
-0.017665894
-0.027063942
-0.075158396
-0.078712971
-0.011583554
-0.108551137
-0.168048426
0.132233272
0.009821514
-0.044614783
0.083008171
0.014367155
-0.156187053
-0.057323087
Cairn Energy PLC

0.05759348
0.042160811
0.100553317
0.07142862
-0.039632783
-0.166135674
0.083410365
-0.362740163
-0.255996748
0.052152454
0.175890666
-0.101782694
0.074633499
0.103530799
-0.014779942
0.150098363
-0.061326893
0.022783059
0.045323521
0.105910333
-0.053415686
0.15327701
2.379446644
-0.023077118
0.028487325
0.220756274
-0.038344401
0.003977551
0.029366272
0.117829452
0.001298789
-0.029986036
-0.161644704
0.00158106
0.0830762
-0.013627496
0.030416323
0.078775428
-0.022335691
-0.023934697
-0.061695517
-0.114851621
-0.099444501
-0.176233311
0.048285477
-0.078662943
-0.026073714
0.06034507
-0.731521091
-0.063261011
0.06209822
0.082798558
0.13757262
-0.043868486
0.042245931
0.014870027
0.004129559
0.047103587
0.055029164
0.046495432
0.027998775
-0.052071171
0.096581327
0.089636627
-0.002613356
0.051881895
-0.077860825
-0.105405277
0.065824623
0.004460559
0.094804299
-0.280836926
-0.016945876
-0.055432832
-0.252480433
0.022274095
0.059728624
-0.19293613
0.049811813
0.149512172
0.025742218
-0.185818064
-0.074889633
0.079781327
0.000348493
-0.042347548
0.01872579
-0.042264943
-0.014620692
0.080507392
-0.054783699
0.030400069
0.076482067
0.014470582
0.142377688
-0.011775898
0.169260451
0.023420006
0.336435702
Telecom plus PLC Kcom Group PLC Eurasian Natural Resources Corp Cairn Energy PLC
0.001204285
0.007128844
0.009668566
-0.001903481
-0.001556671
0.010194209
0.023031515
0.00226863
0.001186643
0.006020485
0.00798245
0.007424078
-0.000932064
0.001678285
0.000654053
0.007867477
-0.001289701
0.001918456
0.005305426
0.002297711
7.34297E-06
0.002411336
0.001745762
0.000838552
0.005753613
4.23624E-05
-0.000329794
0.001732693
4.23624E-05
0.019939088
0.014157845
0.008104517
-0.000329794
0.014157845
0.028179443
0.014532283
0.001732693
0.008104517
0.014532283
0.111333425
Column1
Mean
Standard Error
Median
Mode
Standard Deviation
Sample Variance
Kurtosis
Skewness
Range
Minimum
Maximum
Sum
Count
Column2
-0.03285523
0.022950461
-0.024411302
#N/A
0.179248831
0.032130144
0.815592336
-0.30013032
0.959044464
-0.498991166
0.460053298
-2.004169017
61
Mean
Standard Error
Median
Mode
Standard Deviation
Sample Variance
Kurtosis
Skewness
Range
Minimum
Maximum
Sum
Count
-0.070260373
0.042911208
-0.057569852
#N/A
0.335147249
0.112323678
1.046877312
-0.145839924
1.811413822
-0.995664319
0.815749503
-4.285882773
61
Column3
Mean
Standard Error
Median
Mode
Standard Deviation
Sample Variance
Kurtosis
Skewness
Range
Minimum
Maximum
Sum
Count
Column4
0.01307264
0.023440277
-0.016273122
#N/A
0.183074412
0.03351624
3.215016344
0.50672589
1.21563336
-0.528577569
0.687055791
0.797431022
61
Mean
Standard Error
Median
Mode
Standard Deviation
Sample Variance
Kurtosis
Skewness
Range
Minimum
Maximum
Sum
Count
Column5
0.006513321
0.010390843
0.0121541
#N/A
0.081155078
0.006586147
0.097243574
-0.030102186
0.392440573
-0.185354459
0.207086114
0.397312596
61
Mean
Standard Error
Median
Mode
Standard Deviation
Sample Variance
Kurtosis
Skewness
Range
Minimum
Maximum
Sum
Count
Column6
-0.008614083
0.014521565
-0.012455677
#N/A
0.113417045
0.012863426
0.36965999
0.017848765
0.564669089
-0.311756541
0.252912548
-0.525459067
61
Mean
Standard Error
Median
Mode
Standard Deviation
Sample Variance
Kurtosis
Skewness
Range
Minimum
Maximum
Sum
Count
Column7
7.23157E-05
0.006618542
0.001616293
#N/A
0.051692464
0.002672111
0.873443168
0.16779983
0.276202497
-0.131529026
0.144673471
0.004411259
61
Mean
Standard Error
Median
Mode
Standard Deviation
Sample Variance
Kurtosis
Skewness
Range
Minimum
Maximum
Sum
Count
0.030400069
0.009792525
0.036336215
#N/A
0.076482067
0.005849507
0.076131902
-0.049238421
0.35417574
-0.145065637
0.209110103
1.854404203
61
Column8
Mean
Standard Error
Median
Mode
Standard Deviation
Sample Variance
Kurtosis
Skewness
Range
Minimum
Maximum
Sum
Count
Column9
0.014470582
0.018229595
0.021136201
#N/A
0.142377688
0.020271406
7.654723406
-1.389040252
1.059323611
-0.625324584
0.433999027
0.882705485
61
Mean
Standard Error
Median
Mode
Standard Deviation
Sample Variance
Kurtosis
Skewness
Range
Minimum
Maximum
Sum
Count
Column10
-0.011775898
0.02167158
-0.006577011
#N/A
0.169260451
0.0286491
3.854568627
-1.120994579
0.987057568
-0.681230129
0.305827439
-0.718329786
61
Mean
Standard Error
Median
Mode
Standard Deviation
Sample Variance
Kurtosis
Skewness
Range
Minimum
Maximum
Sum
Count
0.023420006
0.043076178
0.001298789
#N/A
0.336435702
0.113188982
41.66630164
5.676258196
3.110967735
-0.731521091
2.379446644
1.42862037
61
Expected Return
Standard Deviation
Weights
Expected Return
Standard Deviation
Variance
Sum Weights
0.01 Covariance
0.035609103
0.001268008
0.999999999
Without Short selling

Standard Deviation Expected Return
0.039730674
0.001
0.038720466
0.002
0.037822093
0.003
0.037043689
0.004
0.036392954
0.005
0.035876996
0.006
0.035513121
0.007
0.035324362
0.008
0.035355238
0.009
0.035609103
0.01
0.039812853
0.015
0.047558065
0.02
0.057821906
0.025
0.073906369
0.03
Can not go any further
With Short selling

0.038402308
0.001
0.037576444
0.002
-0.03285523
0.179248831
0
Lioyds Banking
WM Morrison PLC
Telecom plus PLC
Kcom Group PLC
Eurasian Natural
Cairn Energy PLC
0.035
0.03
0.025
0.02
0.015
0.01
0.005
0
0
0.06
0.05
0.02
0.05
0.036849694
0.036224966
0.035711844
0.035310731
0.035030211
0.034868143
0.034831291
0.034915147
0.03711478
0.041864966
0.048355636
0.056041015
0.064478968
0.073410643
0.082676046
0.092174555
0.003
0.004
0.005
0.006
0.007
0.008
0.009
0.01
0.015
0.02
0.025
0.03
0.035
0.04
0.045
0.05
0.04
0.03
0.02
0.01
0
0
0.02
0.04
Weights at 0.01
With Short Selling Without short Selling
-0.027264654
0
-0.005301598
0
0.012645404
0.002580543
0.195683443
0.180282426
0.122863453
0.105289702
0.419686764
0.393738546
0.295488705
0.318108782
-0.011840627
0
0.012664622
0
-0.014625505
0
-0.070260373
0.335147249
0
0.01307264
0.183074412
0.002580543
0.006513321
0.081155078
0.180282426
-0.008614083
0.113417045
0.105289702
Lioyds Banking
Bank of Lreland (BKIR.L) Skywest Airlines LTd Ryanair Holdings PLC
0.03160342
0.03115483
0.011033457
0.002040421
0.03115483
0.110482306
0.0218702
0.005017845
0.011033457
0.0218702
0.032966794
0.00343687
0.002040421
0.005017845
0.00343687
0.006478177
0.006715565
0.006732547
0.00475432
0.000805408
0.000572299
0.001141215
-0.000698205
0.000654611
0.001204285
-0.001556671
0.001186643
-0.000932064
0.007128844
0.010194209
0.006020485
0.001678285
0.009668566
0.023031515
0.00798245
0.000654053
-0.001903481
0.00226863
0.007424078
0.007867477
Expected Return
0.04
0.06
0.08
Expected Return
0.06
0.08
0.1
0.45
0.4
0.35
0.3
0.25
With Short Selling
0.2
Without short Selling
0.15
0.1
0.05
0
-0.05
10
7.23157E-05
0.051692464
0.393738546
0.030400069
0.076482067
0.318108782
0.014470582
0.142377688
0
-0.011775898
0.169260451
0
0.023420006
0.336435702
0
Home Retail Group WM

PLC Morrison PLC Telecom plus PLC Kcom Group PLC Eurasian Natural
0.006715565
0.000572299
0.001204285
0.007128844
0.009668566
0.006732547
0.001141215
-0.001556671
0.010194209
0.023031515
0.00475432
-0.000698205
0.001186643
0.006020485
0.00798245
0.000805408
0.000654611
-0.000932064
0.001678285
0.000654053
0.01265255
-0.000133657
-0.001289701
0.001918456
0.005305426
-0.000133657
0.002628306
7.34297E-06
0.002411336
0.001745762
-0.001289701
7.34297E-06
0.005753613
4.23624E-05
-0.000329794
0.001918456
0.002411336
4.23624E-05
0.019939088
0.014157845
0.005305426
0.001745762
-0.000329794
0.014157845
0.028179443
0.002297711
0.000838552
0.001732693
0.008104517
0.014532283
Cairn Energy PLC

-0.001903481
0.00226863
0.007424078
0.007867477
0.002297711
0.000838552
0.001732693
0.008104517
0.014532283
0.111333425
Weights
0
0
0.002581
0.180282
0.10529
0.393739
0.318109
0
0
0
Expected Return
Standard Deviation
Weights
Expected Return
Standard Deviation
Variance
Sum Weights
0.025125661 Covariance
0.058149701
0.003381388
1.000000031
-0.03285523
0.179248831
0
Lioyds Banking
WM Morrison PLC
Telecom plus PLC
Kcom Group PLC
Eurasian Natural
Cairn Energy PLC
Without Short selling

0.039730674
0.001
0.038720466
0.002
0.037822093
0.003
0.037043689
0.004
0.036392954
0.005
0.035876996
0.006
0.035513121
0.007
0.035324362
0.008
0.035355238
0.009
0.035609103
0.01
0.039812853
0.015
0.047558065
0.02
0.057821906
0.025
0.073906369
0.03
Efficient portfolios: tagency portfolio+t b

weight
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
1.1
1.2
1.3
1.4
Capital Market Line, Without Short Selling

0.04
0.035
0.03
0.025
0.02
0.015
0.015
0.01
0.005
0
0
0.02
0.04
0.06
-0.070260373
0.335147249
0
0.01307264
0.183074412
0
0.006513321
0.081155078
0.17295635
-0.008614083
0.113417045
0
Lioyds Banking Bank of Lreland (BKIR.L) Skywest Airlines LTd Ryanair Holdings PLC
0.03160342
0.03115483
0.011033457
0.002040421
0.03115483
0.110482306
0.0218702
0.005017845
0.011033457
0.0218702
0.032966794
0.00343687
0.002040421
0.005017845
0.00343687
0.006478177
0.006715565
0.006732547
0.00475432
0.000805408
0.000572299
0.001141215
-0.000698205
0.000654611
0.001204285
-0.001556671
0.001186643
-0.000932064
0.007128844
0.010194209
0.006020485
0.001678285
0.009668566
0.023031515
0.00798245
0.000654053
-0.001903481
0.00226863
0.007424078
0.007867477
ficient portfolios: tagency portfolio+t bills

E(p)
SD(Rp)
0.003
0.005212566
0.007425132
0.009637698
0.011850265
0.014062831
0.016275397
0.018487963
0.020700529
0.022913095
0.025125661
0.027338228
0.029550794
0.03176336
0.033975926
0
0.00581497
0.01162994
0.01744491
0.02325988
0.02907485
0.034889821
0.040704791
0.046519761
0.052334731
0.058149701
0.063964671
0.069779641
0.075594611
0.081409581
et Line, Without Short Selling
Expected Return
Series2
Series2
0.06
0.08
0.1
7.23157E-05
0.051692464
0
0.030400069
0.076482067
0.755287216
0.014470582
0.142377688
0.071756465
-0.011775898
0.169260451
0
0.023420006
0.336435702
0
Home Retail Group PLC WM Morrison PLC Telecom plus PLC Kcom Group PLC Eurasian Natural
0.006715565
0.000572299
0.001204285
0.007128844
0.009668566
0.006732547
0.001141215
-0.001556671
0.010194209
0.023031515
0.00475432
-0.000698205
0.001186643
0.006020485
0.00798245
0.000805408
0.000654611
-0.000932064
0.001678285
0.000654053
0.01265255
-0.000133657
-0.001289701
0.001918456
0.005305426
-0.000133657
0.002628306
7.34297E-06
0.002411336
0.001745762
-0.001289701
7.34297E-06
0.005753613
4.23624E-05
-0.000329794
0.001918456
0.002411336
4.23624E-05
0.019939088
0.014157845
0.005305426
0.001745762
-0.000329794
0.014157845
0.028179443
0.002297711
0.000838552
0.001732693
0.008104517
0.014532283
Rf
E(p)-Rf
Var(Rp)
Sharp Ratio
0.003 0.022125661 0.003381388 0.3804948
0.1
Cairn Energy PLC Weights

-0.001903481
0
0.00226863
0
0.007424078
0
0.007867477 0.17295635
0.002297711
0
0.000838552
0
0.001732693 0.755287216
0.008104517 0.071756465
0.014532283
0
0.111333425
0
Expected Return
Standard Deviation
Weights
Expected Return
Standard Deviation
Variance
Sum Weights
0.057453187 Covariance
0.106631416
0.011370259
1.000000024
Without Short Selling

0.039730674
0.001
0.038720466
0.002
0.037822093
0.003
0.037043689
0.004
0.036392954
0.005
0.035876996
0.006
0.035513121
0.007
0.035324362
0.008
0.035355238
0.009
0.035609103
0.01
0.039812853
0.015
0.047558065
0.02
0.057821906
0.025
0.073906369
0.03
-0.03285523
0.179248831
-0.306311803
Lioyds Banking
WM Morrison PLC
Telecom plus PLC
Kcom Group PLC
Eurasian Natural
Cairn Energy PLC
Efficient portfolios: tagency portfolio+t b

weight
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
Capital Market Line, Without Short Sellin

0.04
0.035
0.03
0.025
0.02
0.015
0.01
0.005
0.005
0
0
With Short Selling

0.038402308
0.001
0.037576444
0.002
0.036849694
0.003
0.036224966
0.004
0.035711844
0.005
0.035310731
0.006
0.035030211
0.007
0.034868143
0.008
0.034831291
0.009
0.034915147
0.01
0.03711478
0.015
0.041864966
0.02
0.048355636
0.025
0.056041015
0.03
0.064478968
0.035
0.073410643
0.04
0.082676046
0.045
0.092174555
0.05
0.02
0.04
0.06
Capital Market Line, With Short Selling

0.07
0.06
0.05
0.04
0.03
0.02
0.01
0
0
0.05
0.1
-0.070260373
0.335147249
-0.080108912
0.01307264
0.183074412
0.092864905
0.006513321
0.081155078
0.366935689
-0.008614083
0.113417045
0.057926614
Lioyds Banking Bank of Lreland (BKIR.L) Skywest Airlines LTd Ryanair Holdings PLC
0.03160342
0.03115483
0.011033457
0.002040421
0.03115483
0.110482306
0.0218702
0.005017845
0.011033457
0.0218702
0.032966794
0.00343687
0.002040421
0.005017845
0.00343687
0.006478177
0.006715565
0.006732547
0.00475432
0.000805408
0.000572299
0.001141215
-0.000698205
0.000654611
0.001204285
-0.001556671
0.001186643
-0.000932064
0.007128844
0.010194209
0.006020485
0.001678285
0.009668566
0.023031515
0.00798245
0.000654053
-0.001903481
0.00226863
0.007424078
0.007867477
ficient portfolios: tagency portfolio+t bills

E(p)
SD(Rp)
0.003
0.008445319
0.013890637
0.019335956
0.024781275
0.030226593
0.035671912
0.041117231
0.046562549
0.052007868
0.057453187
0
0.010663142
0.021326283
0.031989425
0.042652566
0.053315708
0.063978849
0.074641991
0.085305133
0.095968274
0.106631416
pital Market Line, Without Short Selling
Expected Return
Series2
0.06
0.08
0.1
tal Market Line, With Short Selling
Expected Return
Series2
0.1
0.15
7.23157E-05
0.051692464
-0.432865853
0.030400069
0.076482067
1.089326952
0.014470582
0.142377688
0.339029068
-0.011775898
0.169260451
-0.103282015
0.023420006
0.336435702
-0.023514621
0.006715565
0.000572299
0.001204285
0.007128844
0.009668566
0.006732547
0.001141215
-0.001556671
0.010194209
0.023031515
0.00475432
-0.000698205
0.001186643
0.006020485
0.00798245
0.000805408
0.000654611
-0.000932064
0.001678285
0.000654053
0.01265255
-0.000133657
-0.001289701
0.001918456
0.005305426
-0.000133657
0.002628306
7.34297E-06
0.002411336
0.001745762
-0.001289701
7.34297E-06
0.005753613
4.23624E-05
-0.000329794
0.001918456
0.002411336
4.23624E-05
0.019939088
0.014157845
0.005305426
0.001745762
-0.000329794
0.014157845
0.028179443
0.002297711
0.000838552
0.001732693
0.008104517
0.014532283
Rf
E(p)-Rf
Var(Rp)
Sharp Ratio
0.003 0.054453187 0.011370259 0.5106674
0.1
Cairn Energy PLC

-0.001903481
0.00226863
0.007424078
0.007867477
0.002297711
0.000838552
0.001732693
0.008104517
0.014532283
0.111333425
Weights
-0.3063118
-0.08010891
0.092864905
0.366935689
0.057926614
-0.43286585
1.089326952
0.339029068
-0.10328202
-0.02351462
Weights with short s

-0.306311803
-0.080108912
0.092864905
Lioyds Banking Bank of Lreland (BKIR.L) Skywest Airlines LTd

0.035913998
0.052217762
-0.041884429
-0.118948916
-0.211664788
-0.051147608
0.064136956
-0.29346005
-0.135488526
-0.16329244
-0.287682072
-0.32872455
-0.441955264
0.19284348
0.460053298
-0.498991166
0.027987037
0.195156515
0.269937326
-0.071086468
-0.175249228
-0.456196141
-0.084328093
0.01001088
0.025073638
0.178664083
0.052145249
-0.155260222
-0.052949278
0.254454537
0.003315318
0.064502544
-0.07244884
-0.132081907
0.083944271
-0.03911113
-0.01949878
-0.064495484
0.019772248
-0.130522061
-0.05942342
-0.122513595
-0.254780636
0.037100794
-0.053387873
0.008032172
-0.053119522
-0.107988638
-0.364041791
-0.036735076
0.028586548
-0.331032513
-0.519300251
-0.450618277
-0.566315981
-0.311492721
-0.995664319
0.815749503
0.405465108
0.750750652
0.019476271
0.172630836
0.309905209
0.225338942
-0.69022747
-0.056986931
-0.204794413
0.003780723
-0.281412459
0.470003629
0.048790164
-0.819898886
-0.099372474
0.223740388
-0.102976724
-0.199936103
-0.143971112
-0.528391947
0.235722334
-0.267879445
0.119959315
-0.449916871
0.233993567
-0.693147181
-0.172299998
-0.108213585
-0.188052232
-0.109199292
-0.016273122
0.016273122
-0.050444106
0.082961149
-0.192191534
-0.039545383
0.058304307
-0.281213364
-0.104969814
-0.118760075
-0.528577569
0.007434978
-0.098525219
-0.395973511
0.687055791
0.23004433
0.034979719
-0.182946752
0.392244897
0.102314055
-0.025493849
0.183885279
0.117783036
-0.01928193
0.156928109
0.291833805
0.024554805
-0.213679109
-0.078053788
0.177389364
-0.085102872
0.187244368
0.266391173
-0.118798943
0.093250898
0.198994651
-0.016673094
0.01235032
0.056155103
-0.035786344
-0.057886951
-0.147116507
-0.072005904
-0.106242327
0.366935689
-0.185354459
-0.135571053
0.065842118
-0.07862768
0.028094281
-0.136728122
0.032260862
-0.108894088
0.207086114
0.049988487
0.042702176
-0.064319966
0.036898223
-0.023871551
0.124757031
0.083960269
-0.07803725
-0.047284635
-0.011817448
0.096404871
-0.150025962
-0.069295581
0.180503374
0.013706066
0.048897007
0.047296715
0.0121541
-0.124939454
0.090806448
0.058006819
0.01120825
0.014666415
0.053946222
-0.070428696
-0.026577015
-0.030871664
-0.080432406
-0.007479466
0.040028887
0.021125536
0.003947003
-0.114342142
-0.012698583
0.058329187
-0.070694511
-0.26887975
0.042576395
0.167024396
0.131978914
-0.039106238
-0.080216334
-0.200348271
0.203246357
-0.024411302
0.093061135
0.153335492
0.044082191
0.135961901
0.030295718
0.075150834
0.038729214
0.287682072
-0.133531393
-0.092018899
0.317357841
0.16907633
-0.084993213
-0.101782694
-0.229862502
0.10648348
0.010050336
-0.139262067
0.10880286
-0.052922401
0.196710294
0.008888947
0.235456812
-0.057569852
0.178248231
0.019351281
0.096935001
-0.038216193
0
-0.029755609
-0.079181129
-0.061884932
-0.110189264
-0.095363373
0.1272949
-0.058341038
0.355253946
0.047111515
-0.023278347
0.08489075
-0.008275909
0.025882748
0.109756127
-0.046595206
0.134943409
-0.011143526
0.087417304
-0.051528284
-0.049377881
-0.01242252
-0.007528266
0.051066568
0.056080763
0.00923534
0.06046634
-0.009756175
0.157251458
0.028545157
Weights with short selling

0.057926614
-0.432865853
1.089326952
0.339029068
-0.103282015
-0.088618836
0.008611463
0.010509578
-0.078616957
-0.071853634
-0.003469673
0.155302972
-0.089586941
-0.16484498
0.054556682
0.041031397
-0.02757142
0.032289801
0.05606272
0.113428025
-0.045470459
0.117742608
0.189205354
-0.005713973
-0.138234381
0.068931046
0.025194145
-0.040562449
-0.098496365
-0.003933824
0.060850998
0.017217192
-0.052793277
-0.16110765
0.108140034
-0.089198081
-0.059374491
0.061197076
-0.06042304
-0.067202248
0.135708652
0.021089964
-0.132679954
0.129947574
0.02333723
-0.272583615
-0.188294371
-0.061665031
-0.125975938
-0.005873104
-0.081356879
0.058072481
0.020745582
-0.094039966
-0.027617401
0.086878865
-0.08877988
0.023139359
-0.083985264
0.144673471
-0.034485462
-0.047264434
-0.010699563
-0.034834702
0.001616293
-0.02301098
0.130652944
0.02742249
0.004986338
0.009700094
-0.016946503
0.007607354
0.041317481
0.031993945
-0.016910703
-0.010591786
-0.070120693
0.007164088
-0.004169398
0.09018429
0.023489585
-0.006418625
-0.077115596
-0.016308738
-0.004129226
0.037931122
-0.002894358
0.065896295
0.057052468
-0.019623218
-0.023120145
-0.006564773
0.016134913
0.160416284
0.079870399
0.174752763
0.086986673
-0.127476984
0.209110103
-0.032323623
-0.004481406
-0.079547903
0.153231562
-0.145065637
0.038478316
0.037052431
-0.085386201
-0.026766184
-0.06205491
0.036336215
0.01970445
0.038401128
0.0821654
-0.039413969
-0.060035015
0.063519672
0.007540308
0.003333084
-0.010032766
0.045908722
0.011966637
0.071023826
0.113566081
0.012272286
0.048849373
0.005146171
0.050002211
0.122515092
0
0.03242046
-0.029144821
0.066728562
0.142980523
0.166503655
0.057139572
-0.007287122
0.051228759
-0.005519793
-0.005859693
0.098594716
-0.08721523
-0.060509949
-0.093233066
0.093233066
-0.625324584
-0.153948312
-0.405819278
0.15793885
0.137945411
0.04709477
0.074107972
0.433999027
0.009033485
-0.056418104
0.147057484
-0.026213275
0.278576663
0.09054162
0.036346825
0.057611125
0.218622868
-0.136887612
0.025825014
-0.041596657
0.021136201
-0.034388051
0.07466515
-0.047354615
0.135611031
-0.08313059
0.044764943
0.152434923
-0.017321449
0.103203269
-0.036011021
0.004166295
0.17409305
0.089021809
0.037899847
-0.100837131
-0.035545911
0.290915033
-0.044670636
0.197440122
0.195425055
-0.090316964
-0.233889539
-0.048554638
-0.681230129
-0.490390235
-0.105637639
0.170565735
-0.038594595
0.048395175
0.3031415
0.305827439
0.086885497
0.00843776
0.27711544
0.005954384
0.013202279
-0.050302813
0.033052445
0.060241907
-0.006577011
0.122055813
0.152352903
0.028123862
-0.199770372
-0.153648448
0.051495526
-0.057060577
0.079862396
-0.053669752
0.009139402
0.176424574
-0.039910932
-0.043117347
-0.017665894
-0.027063942
-0.075158396
-0.078712971
-0.011583554
-0.108551137
-0.168048426
-0.115914871
-0.05743362
-0.071642477
0.252912548
-0.051659202
0.111277693
-0.067161427
-0.311756541
0.074938621
-0.08194345
0.191349501
-0.051847941
0.247305801
-0.012455677
0.126005381
-0.054330345
0.044814016
0.039491978
0.063445093
0.012966354
-0.131529026
0.013905416
0.027208953
-0.060170957
0.011755953
-0.037248671
0.041197632
0.009696297
0.030256802
-0.062576912
0.003353832
-0.021813576
-0.046701093
0.031375123
0.028706388
0.091072915
-0.03682579
-0.134827811
-0.09627773
0.120414816
-0.012367929
0.082798558
0.13757262
-0.043868486
0.042245931
0.014870027
0.004129559
0.047103587
0.055029164
0.046495432
0.027998775
0.035545911
0.027006969
-0.049755631
0.015620624
-0.022760799
0.056031252
-0.034612635
-0.052071171
0.096581327
0.089636627
-0.002613356
0.051881895
-0.077860825
-0.105405277
0.065824623
0.004460559
0.094804299
0.132233272
0.009821514
-0.044614783
0.083008171
0.014367155
-0.156187053
-0.057323087
-0.280836926
-0.016945876
-0.055432832
-0.252480433
0.022274095
0.059728624
-0.19293613
0.049811813
0.149512172
0.025742218
-0.023514621
Cairn Energy PLC Weighted Montly Average of 10 Returns
R(p)
0.05759348
0.062634304
0.042160811
0.059483076
0.100553317
0.213064451
0.07142862
0.053730037
-0.039632783
-0.026114865
-0.166135674
0.200764513
0.083410365
-0.033843394
-0.362740163
-0.054419147
-0.255996748
0.047597968
0.052152454
0.171964357
0.175890666
-0.0864078
-0.101782694
0.21112765
0.074633499
0.291432415
0.103530799
-0.263703693
-0.014779942
0.044571539
0.150098363
0.064503855
-0.061326893
0.002287102
0.022783059
-0.111378364
0.045323521
-0.056359292
0.105910333
0.218529446
-0.053415686
0.045563986
0.15327701
0.084654761
2.379446644
0.140316823
-0.023077118
0.059834127
0.028487325
-0.022752594
0.220756274
-0.060177314
-0.038344401
0.026345074
0.003977551
0.115586452
0.029366272
0.118705973
0.117829452
0.09089594
0.001298789
-0.037584442
-0.029986036
0.097067414
-0.161644704
0.071348143
0.00158106
0.144456962
0.0830762
0.122441668
-0.013627496
0.048810032
0.030416323
0.024147021
0.078775428
0.003782849
-0.022335691
0.051526739
-0.023934697
0.299692382
-0.061695517
0.241920147
-0.114851621
0.068668616
-0.099444501
0.052455214
-0.176233311
0.0598929
0.048285477
-0.078662943
-0.026073714
0.06034507
-0.731521091
-0.063261011
0.06209822
-0.185818064
-0.074889633
0.079781327
0.000348493
-0.042347548
0.01872579
-0.042264943
-0.014620692
0.080507392
-0.054783699
0.029378695
0.213538113
-0.075291313
-0.1106013
-0.163948726
0.210555006
0.007872535
0.138685784
0.121003249
-0.041074221
0.091298937
-0.024141799
0.040021191
0.003480438
0.078468115
0.07559687
0.052739786
FTST-ALL SHARES
Date
1/2/2008
3000.1
2/1/2008 3013.02
0.004306523
3/3/2008 2927.05
-0.028532834
4/1/2008 3099.94
0.059066295
5/1/2008 3082.26
-0.005703336
6/2/2008 2855.69
-0.073507751
7/1/2008 2749.21
-0.03728696
8/1/2008 2868.69
0.043459758
9/1/2008 2483.67
-0.134214572
10/1/2008 2183.69
-0.120780941
11/3/2008 2133.99
-0.022759641
12/1/2008 2209.29
0.035286014
1/2/2009 2078.92
-0.059009908
2/2/2009 1929.75
-0.071753603
3/2/2009 1984.17
0.028200544
4/1/2009 2173.06
0.095198496
5/1/2009 2252.64
0.03662117
6/1/2009 2172.08
-0.035762483
7/1/2009 2353.47
0.083509815
8/3/2009 2520.66
0.071039784
9/1/2009 2634.79
0.045277824
10/1/2009 2584.59
-0.019052752
11/2/2009 2648.43
0.024700243
12/1/2009
2760.8
0.042428911
1/4/2010 2660.49
-0.036333671
2/1/2010
2736.8
0.028682686
3/1/2010 2910.19
0.063355013
4/1/2010 2863.35
-0.016095169
5/4/2010 2673.17
-0.066418705
6/1/2010 2543.47
-0.048519174
7/1/2010 2715.36
0.067580903
8/2/2010 2696.72
-0.006864651
9/1/2010 2867.58
0.06335845
10/1/2010 2936.15
0.023912149
11/1/2010 2861.61
-0.025386986
12/1/2010 3062.85
0.070324048
1/4/2011 3044.27
-0.006066245
2/1/2011 3106.58
0.020467961
3/1/2011 3067.73
-0.012505714
4/1/2011 3155.03
0.028457524
5/3/2011 3121.07
-0.010763765
6/1/2011 3096.72
-0.007801812
7/1/2011 3026.02
-0.022830608
8/1/2011 2800.51
-0.074523632
9/1/2011 2654.38
-0.052179782
10/3/2011 2860.86
0.07778841
11/1/2011 2835.84
-0.008745622
Expected Return
Standard Deviation
0.002897
0.048983
12/1/2011
1/3/2012
2/1/2012
3/1/2012
4/2/2012
5/1/2012
6/1/2012
7/2/2012
8/1/2012
9/3/2012
10/1/2012
11/1/2012
12/3/2012
1/2/2013
2/1/2013
2857.88
2932.91
3043.91
3002.78
2984.67
2767.09
2891.45
2927.27
2972.63
2998.86
3024.4
3065.3
3093.41
3287.38
3327.24
0.007771948
0.026253727
0.037846371
-0.013512226
-0.006031078
-0.072899181
0.044942521
0.012388248
0.015495667
0.008823836
0.00851657
0.013523343
0.009170391
0.062704265
0.012125157
Weighted Montly Average of 10 Returns FTST-ALL SHARES

R(P)-R(f)( Y)
R(p)
R(m)
0.062634304
0.004306523 0.059634304
0.059483076
-0.028532834 0.056483076
0.213064451
0.059066295 0.210064451
0.053730037
-0.005703336 0.050730037
-0.026114865
-0.073507751 -0.029114865
0.200764513
-0.03728696 0.197764513
-0.033843394
0.043459758 -0.036843394
-0.054419147
-0.134214572 -0.057419147
0.047597968
-0.120780941 0.044597968
0.171964357
-0.022759641 0.168964357
-0.0864078
0.035286014
-0.0894078
0.21112765
-0.059009908
0.20812765
0.291432415
-0.071753603 0.288432415
-0.263703693
0.028200544 -0.266703693
0.044571539
0.095198496 0.041571539
0.064503855
0.03662117 0.061503855
0.002287102
-0.035762483 -0.000712898
-0.111378364
0.083509815 -0.114378364
-0.056359292
0.071039784 -0.059359292
0.218529446
0.045277824 0.215529446
0.045563986
-0.019052752 0.042563986
0.084654761
0.024700243 0.081654761
0.140316823
0.042428911 0.137316823
0.059834127
-0.036333671 0.056834127
-0.022752594
0.028682686 -0.025752594
-0.060177314
0.063355013 -0.063177314
0.026345074
-0.016095169 0.023345074
0.115586452
-0.066418705 0.112586452
0.118705973
-0.048519174 0.115705973
0.09089594
0.067580903
0.08789594
-0.037584442
-0.006864651 -0.040584442
0.097067414
0.06335845 0.094067414
0.071348143
0.023912149 0.068348143
0.144456962
-0.025386986 0.141456962
0.122441668
0.070324048 0.119441668
0.048810032
-0.006066245 0.045810032
0.024147021
0.020467961 0.021147021
0.003782849
-0.012505714 0.000782849
0.051526739
0.028457524 0.048526739
0.299692382
-0.010763765 0.296692382
0.241920147
-0.007801812 0.238920147
0.068668616
-0.022830608 0.065668616
0.052455214
-0.074523632 0.049455214
0.0598929
-0.052179782
0.0568929
0.029378695
0.07778841 0.026378695
0.213538113
-0.008745622 0.210538113
-0.075291313
0.007771948 -0.078291313
r(m)-r(f) (X)
0.001306523
-0.031532834
0.056066295
-0.008703336
-0.076507751
-0.04028696
0.040459758
-0.137214572
-0.123780941
-0.025759641
0.032286014
-0.062009908
-0.074753603
0.025200544
0.092198496
0.03362117
-0.038762483
0.080509815
0.068039784
0.042277824
-0.022052752
0.021700243
0.039428911
-0.039333671
0.025682686
0.060355013
-0.019095169
-0.069418705
-0.051519174
0.064580903
-0.009864651
0.06035845
0.020912149
-0.028386986
0.067324048
-0.009066245
0.017467961
-0.015505714
0.025457524
-0.013763765
-0.010801812
-0.025830608
-0.077523632
-0.055179782
0.07478841
-0.011745622
0.004771948
-0.1106013
-0.163948726
0.210555006
0.007872535
0.138685784
0.121003249
-0.041074221
0.091298937
-0.024141799
0.040021191
0.003480438
0.078468115
0.07559687
0.052739786
0.026253727
0.037846371
-0.013512226
-0.006031078
-0.072899181
0.044942521
0.012388248
0.015495667
0.008823836
0.00851657
0.013523343
0.009170391
0.062704265
0.012125157
-0.1136013 0.023253727
-0.166948726 0.034846371
0.207555006 -0.016512226
0.004872535 -0.009031078
0.135685784 -0.075899181
0.118003249 0.041942521
-0.044074221 0.009388248
0.088298937 0.012495667
-0.027141799 0.005823836
0.037021191
0.00551657
0.000480438 0.010523343
0.075468115 0.006170391
0.07259687 0.059704265
0.049739786 0.009125157
SUMMARY OUTPUT
Regression Statistics
Multiple R
0.206754501
R Square
0.042747424
Adjusted R Square
0.026243069
Standard Error
0.106989418
Observations
60
ANOVA
df
Regression
Residual
Total
1
58
59
SS
0.029647839
0.663910658
0.693558497
MS
F
0.029647839 2.590069364
0.011446735
Coefficients Standard Error

t Stat
P-value
Intercept
0.054309619
0.01381232 3.931969275
0.00022736
0.001306523 -0.45381109
0.281980716 -1.609369244 0.112965667
Significance F
0.112965667
Lower 95%
Upper 95% Lower 95.0% Upper 95.0%
0.026661256 0.081957981 0.026661256 0.081957981
-1.018256823 0.110634638 -1.018256823 0.110634638
Expreturns
s.d
rf:
Tagent Portfolio1
FTSE ALL-SHARE
0.3%
4.9%
0.003
3%
5.81%
Sharp Ratio
-0.002094466
0.380494845
M2
ExpR
sd
m2
Hypothetical Portfolio1
2.163792721115900%
14.4861795
0.0187
Tangent Portfolio2
6%
10.66%
0.510817887
Hypothetical Portfolio2
2.802159151050040%
4.310567244
0.0251

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Bank of Lreland (BKIR.L)

Skywest Airlines LTd

Ryanair Holdings PLC

Home Retail Group PLC

ail Group PLC

Telecom plus PLC

Kcom Group PLC

Eurasian Natural Resources Corp

Cairn Energy PLC

Cairn Energy PLC

Bank of Lreland (BKIR.L)

Skywest Airlines LTd

Ryanair Holdings PLC

Home Retail Group PLC

Telecom plus PLC

Kcom Group PLC

Eurasian Natural Resources Corp

Cairn Energy PLC

Lioyds Banking Bank of Lreland (BKIR.L)

Lioyds Banking Bank of Lreland (BKIR.L)

Skywest Airlines LTd

Ryanair Holdings PLC Home Retail Group PLC WM Morrison PLC

Cairn Energy PLC

Without Short selling

With Short selling

With Short Selling

Without short Selling

Home Retail Group WM

Cairn Energy PLC

Without Short selling

Efficient portfolios: tagency portfolio+t b

Capital Market Line, Without Short Selling

ficient portfolios: tagency portfolio+t bills

et Line, Without Short Selling

Cairn Energy PLC Weights

Without Short Selling

Efficient portfolios: tagency portfolio+t b

Capital Market Line, Without Short Sellin

With Short Selling

Capital Market Line, With Short Selling

ficient portfolios: tagency portfolio+t bills

pital Market Line, Without Short Selling

tal Market Line, With Short Selling

Cairn Energy PLC

Weights with short s

Lioyds Banking Bank of Lreland (BKIR.L) Skywest Airlines LTd

Weights with short selling

Weighted Montly Average of 10 Returns FTST-ALL SHARES

Coefficients Standard Error

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