Microsoft Excel 15.

0 Answer Report
Worksheet: [Investments Project 3 (3).xlsx]Question1
Report Created: 4/18/2017 5:31:41 PM
Result: Solver found a solution. All Constraints and optimality conditions are satisfied.
Solver Engine
Engine: GRG Nonlinear
Solution Time: 0.062 Seconds.
Iterations: 10 Subproblems: 0
Solver Options
Max Time Unlimited, Iterations Unlimited, Precision 0.000001, Use Automatic Scaling
Convergence 0.0001, Population Size 100, Random Seed 0, Derivatives Forward, Require Bounds
Max Subproblems Unlimited, Max Integer Sols Unlimited, Integer Tolerance 1%, Assume NonNegative

Objective Cell (Max)

Cell Name Original Value Final Value
$X$38 Expected Return of the portfolio TWX 0.055917% 0.177083%

Variable Cells
Cell Name Original Value Final Value Integer
$X$34 Weight TWX 10.00% 100.00% Contin
$Y$34 Weight WDAY 10.00% 0.00% Contin
$Z$34 Weight WIRE 10.00% 0.00% Contin
$AA$34 Weight RST 10.00% 0.00% Contin
$AB$34 Weight STMP 10.00% 0.00% Contin
$AC$34 Weight WWE 10.00% 0.00% Contin
$AD$34 Weight SIMO 10.00% 0.00% Contin
$AE$34 Weight THC 10.00% 0.00% Contin
$AF$34 Weight ADBE 10.00% 0.00% Contin
$AG$34 Weight AAPL 10.00% 0.00% Contin

Constraints
Cell Name Cell Value Formula Status Slack
$AH$34 Weight AAPL 1 $AH$34=1 Binding 0
Microsoft Excel 15.0 Answer Report
Worksheet: [Investments Project 3 (3).xlsx]Question1
Report Created: 4/18/2017 6:02:37 PM
Result: Solver found a solution. All Constraints and optimality conditions are satisfied.
Solver Engine
Engine: GRG Nonlinear
Solution Time: 0.016 Seconds.
Iterations: 2 Subproblems: 0
Solver Options
Max Time Unlimited, Iterations Unlimited, Precision 0.000001, Use Automatic Scaling
Convergence 0.0001, Population Size 100, Random Seed 0, Derivatives Forward, Require Bounds
Max Subproblems Unlimited, Max Integer Sols Unlimited, Integer Tolerance 1%, Assume NonNegative

Objective Cell (Min)

Cell Name Original Value Final Value
$X$82 AAPL 9.08028E-06 0.00000E+00

Variable Cells
Cell Name Original Value Final Value Integer
$X$34 Weight TWX 10.00% 0.00% Contin
$Y$34 Weight WDAY 10.00% 11.06% Contin
$Z$34 Weight WIRE 10.00% 11.11% Contin
$AA$34 Weight RST 10.00% 11.12% Contin
$AB$34 Weight STMP 10.00% 11.10% Contin
$AC$34 Weight WWE 10.00% 11.11% Contin
$AD$34 Weight SIMO 10.00% 11.15% Contin
$AE$34 Weight THC 10.00% 11.07% Contin
$AF$34 Weight ADBE 10.00% 11.12% Contin
$AG$34 Weight AAPL 10.00% 11.15% Contin

Constraints
Cell Name Cell Value Formula Status Slack
$AH$34 Weight AAPL 1 $AH$34=1 Binding 0
 Date TWX WDAY WIRE RST STMP WWE SIMO THC ADBE
1/4/2016 63.31132 77.76 36.19878 6.88 107.32 17.06008 30.26802 29.43 91.97
1/5/2016 63.89645 77.24 36.26857 6.84 107.48 16.69194 28.88776 28.88 92.34
1/6/2016 66.91964 74.4 36.57778 6.77 106.35 16.14943 28.64303 27.28 91.02
1/7/2016 68.46049 71.75 35.02171 6.55 101.71 15.81036 26.83204 25.31 89.11
1/8/2016 69.40645 71.07 34.69254 6.78 100.77 15.79098 27.60538 25.34 87.85
1/11/2016 67.88511 70.25 34.90201 6.53 101.56 15.91692 28.62345 25.78 89.38
1/12/2016 69.32843 71.9 34.61274 6.48 106.8 16.256 27.64453 24.23 89.82
1/13/2016 68.89934 71.26 34.3135 6.4 95.98 15.59723 27.26276 22.63 88.3
1/14/2016 68.80182 70.5 34.68256 6.69 97.06 16.30443 28.11441 23.36 89.8
1/15/2016 67.92412 67.87 34.70251 6.45 91.59 16.27537 27.18445 23.08 89.17
1/19/2016 68.06065 66.1 34.60276 6.38 90.7 16.07193 27.36065 24.01 89.18
1/20/2016 67.1927 67.49 34.69254 6.66 92.72 16.0138 28.16336 24.69 87.94
1/21/2016 67.75833 68.6 34.45314 6.56 91.46 15.45191 29.2108 24.81 88
1/22/2016 69.13339 69.47 35.29103 6.85 97.54 16.21724 29.60236 25.07 89.63
1/25/2016 68.02164 67.37 34.52297 6.47 93.44 16.75007 28.90733 24.8 86.77
1/26/2016 70.20613 66.65 35.8197 6.61 96.32 17.4379 29.96456 26.1 86.89
1/27/2016 69.1919 64.5 35.75985 6.61 94.94 17.02132 29.91561 26.67 84.85
1/28/2016 67.85585 62.03 35.4207 6.53 94.7 17.26352 29.22059 25.58 84.52
1/29/2016 68.69454 63.01 37.11643 6.66 93.82 17.34102 30.43444 27.12 89.13
2/1/2016 70.55721 64.84 36.55784 6.85 95.58 17.24414 30.55191 27.35 89.61
2/2/2016 68.77256 61.79 35.48055 6.77 93.26 16.54663 30.17013 26.08 87.95
2/3/2016 69.68927 63.06 35.45063 6.8 92.04 16.11068 30.03308 25.57 87.99
2/4/2016 70.05985 64.84 35.84962 7.03 92.06 16.47881 30.43444 26.47 86.36
2/5/2016 67.44626 54.24 34.83218 7.17 87.88 16.05255 30.60085 25.91 79.2
2/8/2016 65.63235 48.97 34.81224 7.03 85.55 15.97505 29.7492 24.15 74.94
2/9/2016 61.6437 48.9 35.15138 7.01 84.73 15.95567 30.01351 24.21 73.85
2/10/2016 58.5815 49.96 34.02422 7.02 83.67 15.25816 30.65959 24.92 75.53
2/11/2016 60.77575 50.33 33.69505 7.01 84.36 14.47345 30.03308 23.39 74.94
2/12/2016 60.71723 49.25 34.60276 7.2 85.6 14.19251 30.88892 24 76.67
2/16/2016 61.76072 50.53 34.58281 7.22 86.55 14.88034 32.26614 23.58 78.88
2/17/2016 63.08702 54.78 34.70251 7.35 94.11 14.9869 32.51207 25.05 81.85
2/18/2016 63.01876 54.04 33.31601 7.13 92.07 14.76409 32.89572 25.04 80.53
2/19/2016 63.06752 57.12 35.17133 7.47 94.99 14.87065 32.74816 23.82 80.87
2/22/2016 64.0915 57.32 34.12397 7.56 94.56 15.83942 32.88588 25.5 83.8
2/23/2016 64.46208 56.53 34.49304 7.46 92.96 15.91692 32.66946 25.1 83.07
2/24/2016 65.80789 57.56 35.16136 7.48 93.79 15.82005 32.58093 24.79 83.42
2/25/2016 65.39878 59.38 35.59028 7.51 96.25 16.11068 32.38418 24.81 86.68
2/26/2016 65.39878 59.52 35.4606 7.73 116.51 16.29475 32.65963 25.68 86.6
2/29/2016 64.94748 60.45 36.04912 7.91 118.53 16.19787 33.14165 24.82 85.15
3/1/2016 65.53613 71.74 37.14635 8.23 122.25 16.32381 33.42693 25.85 88.37
3/2/2016 65.49689 71.91 37.85457 8.59 120.33 16.76944 32.92523 26.22 88.39
3/3/2016 67.51791 74.3 38.54283 8.36 119.25 17.13758 32.36451 28.09 87.21
3/4/2016 67.5081 73.11 37.79472 8.25 122.21 17.0407 33.00393 27.06 86.18
3/7/2016 68.25372 72.55 38.32338 7.75 121.97 17.46696 32.36451 26.73 85.11
 3/8/2016 66.79191 71.23 37.33587 7.36 119.85 17.4379 32.26614 25.83 84.35
3/9/2016 67.35113 72.88 37.66504 7.5 117.3 17.29258 32.20711 26.11 85.27
3/10/2016 67.48848 71.69 36.74736 7.15 115.44 16.93413 32.49239 25.5 84.85
3/11/2016 69.08764 71.19 38.15381 7.42 116.2 17.31457 33.70237 27.6 86
3/14/2016 69.41139 72.55 37.23613 7.53 113.09 17.49015 33.4466 27.3 87.01
3/15/2016 69.61742 70.27 36.10897 6.95 113.62 17.33408 33.34823 25.37 86.83
3/16/2016 70.1472 71.39 36.06907 7.06 112.62 17.43162 33.74172 26.32 88.17
3/17/2016 70.94188 70.16 37.33587 6.72 112.8 18.28028 34.67626 26.57 89.96
3/18/2016 70.99093 72 38.17376 6.75 114.12 17.55843 35.70917 28.14 93.42
3/21/2016 70.77509 73.03 39.51039 6.85 109.38 17.41211 35.80754 28.42 92.5
3/22/2016 71.44223 72 39.44057 6.9 110.79 17.18776 35.71901 29.24 92.56
3/23/2016 69.35253 71.26 38.21366 6.76 108.27 16.92438 36.71257 29.01 92.16
3/24/2016 68.6854 72.05 38.30344 6.85 108.2 16.70002 36.47647 27.98 92.52
3/28/2016 71.16753 72.2 37.97426 6.68 109.03 17.45113 36.02396 28.01 92.4
3/29/2016 70.84377 74.34 39.25104 6.59 111.09 17.89009 36.30924 29.27 93.22
3/30/2016 70.79472 76.14 39.09145 6.61 106.68 17.35359 39.24074 28.93 93.78
3/31/2016 71.17734 76.84 38.8321 6.71 106.28 17.22678 38.17832 28.93 93.8
4/1/2016 71.60901 78.6 38.96178 6.74 99.26 16.88536 37.62743 28.89 95.16
4/4/2016 72.16823 78.92 37.3658 7.1 98.08 16.15376 36.93882 28.56 94.5
4/5/2016 71.34412 78.13 37.65507 6.92 99.8 16.35861 36.2994 28.2 94.17
4/6/2016 72.57047 79.01 38.15381 7.41 97.87 16.04646 37.24378 28.85 95.4
4/7/2016 71.53053 77.98 37.64483 7.53 96.82 15.6075 38.34555 28.53 93.78
4/8/2016 72.21728 78.29 38.19373 7.6 94.58 15.81235 39.26041 29 94.07
4/11/2016 71.88371 77.03 37.25561 7.69 93.96 15.27584 37.82418 28.64 92.95
4/12/2016 72.37425 76.41 38.25362 7.94 94.11 15.76357 37.95206 29.04 93.42
4/13/2016 73.58098 78.87 40.02008 8.01 95.79 15.88063 37.5684 31.73 94.53
4/14/2016 73.63004 77.67 40.35941 7.94 93.03 15.81235 38.5718 32.23 94.44
4/15/2016 73.09044 76.8 39.99015 7.99 93.07 15.93916 39.0735 31.6 95.16
4/18/2016 73.79682 77.66 39.99015 8 94.57 16.0367 39.02432 31.87 96.55
4/19/2016 73.42401 75.38 40.62887 8.04 95.02 15.95867 39.08334 31.57 96.52
4/20/2016 73.36514 76.26 39.49114 8.05 99.55 16.37812 39.89983 32.06 96.33
4/21/2016 74.01266 77.44 39.97018 8.03 95.65 16.144 40.21462 31.68 96.37
4/22/2016 75.19977 76.95 41.06799 7.98 92.33 16.43665 39.66374 32.56 94.79
4/25/2016 74.90544 76.23 39.43126 7.79 94.24 16.3391 38.91611 31.66 95.8
4/26/2016 75.56276 76.26 40.63885 7.92 91.88 16.65125 40.43104 32.59 96.15
4/27/2016 75.45485 75.93 39.4113 7.95 93.17 16.45616 40.62779 32.61 95.64
4/28/2016 75.29787 75.17 39.40132 7.88 82.46 16.64149 38.68985 32.26 93.64
4/29/2016 73.71833 74.98 38.17377 7.95 82.36 16.2318 37.92255 31.69 94.22
5/2/2016 73.89493 75.45 39.1119 8.03 84.58 17.178 39.63423 31.64 94.9
5/3/2016 72.24671 72.4 38.42327 7.97 82.85 16.47566 39.91951 31.95 93.66
5/4/2016 73.38477 71.27 37.52507 8.02 82.09 16.25131 38.68001 31.46 92.94
5/5/2016 74.19906 71.52 37.78455 8.27 82.76 16.38787 38.67014 31.6 93.5
5/6/2016 73.47306 70.97 38.43325 7.82 84.37 16.70978 39.25276 31.41 94.3
5/9/2016 72.75688 70.23 36.87636 7.62 88.34 16.64149 39.93413 31.14 94.61
5/10/2016 73.38477 72.61 37.96419 7.59 83.64 17.00242 39.76625 31.46 96.52
5/11/2016 72.73725 71.61 37.32547 7.73 82.56 17.63647 39.9045 31.5 96.1
5/12/2016 72.00144 71.05 37.51509 7.49 83.44 17.35359 39.21326 28.41 95.96
5/13/2016 71.84447 70.65 37.08594 7.56 83.25 17.49015 39.39101 28.43 95.97
5/16/2016 71.73656 72.41 37.18574 7.67 83.59 17.47064 41.13887 28.81 97.23
5/17/2016 71.44223 71.83 36.17776 7.62 79.03 16.65125 39.96375 29.18 95.93
5/18/2016 70.11777 72.72 36.32746 7.67 79.4 16.7488 40.62537 28.51 96.7
5/19/2016 70.2355 73.58 35.65879 7.7 78.03 16.54395 40.12175 27.79 95.88
5/20/2016 71.42261 75.26 37.13584 7.8 81.58 16.61223 41.66223 27.96 96.88
5/23/2016 70.70642 75.19 37.07597 7.78 81.69 16.2318 41.43511 27.68 96.62
5/24/2016 71.74636 76.94 38.22367 7.83 84.2 16.70002 43.10397 28.1 99.63
5/25/2016 71.97201 77.82 38.64284 7.81 84.4 16.87561 42.00786 28.91 99.61
5/26/2016 73.06999 78 38.02407 7.79 90.07 17.00242 42.74848 28.43 99.37
5/27/2016 74.26365 76.03 38.53306 7.77 90.77 17.08046 44.14084 28.74 100.14
5/31/2016 74.63852 75.84 38.9123 7.58 90.99 17.13898 43.89397 28.94 99.47
6/1/2016 75.3784 77.38 39.40132 7.4 90.02 17.2853 45.0987 29.62 100.04
6/2/2016 75.7138 78.18 39.40132 7.36 91.21 17.35359 43.94334 29.67 100.17
6/3/2016 74.81609 80.14 39.05202 7.13 90.34 17.24629 44.20009 28.91 98.7
6/6/2016 74.9838 81.84 39.58096 7.23 92.58 17.36334 44.38771 29.66 99.12
6/7/2016 74.17487 81.32 39.44124 7.07 93.53 17.51942 44.79258 29.92 98.52
6/8/2016 74.44122 80.46 40.17977 7.21 93.54 17.59745 45.11845 30.32 98.68
6/9/2016 73.9973 79.89 39.33146 7.3 92.52 17.47064 45.03946 29.95 98.07
6/10/2016 72.63592 77.63 38.37337 7.37 91.61 17.15849 43.75572 28.9 97.09
6/13/2016 72.14267 78.89 38.16379 7.1 90.68 17.12903 43.87422 27.69 96.96
6/14/2016 71.77768 80.85 37.74463 7.04 90.7 17.28617 44.91108 27.62 96.98
6/15/2016 71.89605 80.23 37.44523 7.33 91.42 17.49243 45.83932 27.9 97.02
6/16/2016 72.42876 79.3 37.82447 7.23 89.74 18.21923 45.31595 27.44 97.19
6/17/2016 71.39294 78.6 38.22367 7.19 89.04 18.22906 44.44696 27.16 95.58
6/20/2016 71.65929 79.33 38.45321 7.21 92.14 18.54335 44.49634 27.65 97.99
6/21/2016 70.8405 79.41 38.39334 7.27 92.1 18.32727 44.85183 27.56 99.72
6/22/2016 71.462 78.21 38.24363 7.32 90.35 18.17995 44.84196 28 94.01
6/23/2016 72.06376 80.33 39.25162 7.8 88.54 18.72996 45.47395 29.38 96.21
6/24/2016 69.76522 74.03 36.76658 7.3 85.24 17.85583 43.32122 28 92.2
6/27/2016 68.2756 69.46 36.1578 7.35 82.33 17.42368 42.28436 26.04 90.85
6/28/2016 69.20291 70.72 35.93824 7.44 84.57 17.4335 44.16059 26.71 92.46
6/29/2016 70.72212 73.89 36.47746 7.6 86.51 17.74779 45.34557 27.65 94.39
6/30/2016 72.54714 74.67 37.22638 7.75 87.42 18.08173 47.20206 27.64 95.79
7/1/2016 73.30674 74.34 37.8355 7.88 86.89 17.7969 47.21194 27.95 95.32
7/5/2016 72.85296 72.65 36.8669 8.09 86.67 17.63975 47.14281 27.2 94.73
7/6/2016 73.53364 72.6 36.9368 8 87.71 18.57282 47.34031 27.85 95.18
7/7/2016 75.08245 73.79 37.12653 7.98 88.44 18.838 49.75966 28 95.14
7/8/2016 76.90747 75.71 39.06373 7.97 86.3 19.16212 51.54702 28.88 96.79
7/11/2016 77.32179 77.57 39.44319 8.04 79.28 20.09518 52.64313 29.35 97.14
7/12/2016 77.20342 80.48 40.05231 8.16 80.14 19.73178 52.30739 29.75 97.54
7/13/2016 76.99626 79.73 40.55159 8.15 73.85 19.72195 51.77414 29.84 97.34
7/14/2016 77.52896 79.94 40.85116 8.11 74.8 19.64338 52.21851 29.86 97.7
7/15/2016 77.57829 78.85 41.1008 8.21 74.72 19.70231 52.08027 29.84 97.83
7/18/2016 76.85815 78.41 42.05942 8.03 74.73 19.81035 53.54175 30.65 97.79
7/19/2016 77.02585 78.96 42.16926 8.08 71.34 19.32909 54.97361 30.61 97.79
7/20/2016 76.80882 79.82 42.19922 8.23 73.4 19.71213 54.85511 30.89 98.4
7/21/2016 76.69044 78.18 42.32903 8.22 72.73 19.7416 53.19613 31.19 96.34
7/22/2016 77.30207 79.97 42.22918 8.12 77.4 19.50588 50.8854 31.46 98.06
7/25/2016 77.44018 80.03 42.17925 8.08 79.62 19.5157 50.99402 31.13 97.32
7/26/2016 77.21328 80.1 42.5587 8 77.81 19.45677 51.83339 31.6 97.91
7/27/2016 76.87787 81.24 43.41746 7.87 79.54 19.38802 51.95189 30.72 97.93
7/28/2016 76.57206 83.09 38.48457 7.77 80.84 19.39784 51.2014 30.51 98.44
7/29/2016 75.61516 83.34 37.47602 7.7 75.81 19.39784 51.05327 30.61 97.86
8/1/2016 75.70394 82.74 36.9368 7.67 78.13 19.05408 52.09014 28.91 97.72
8/2/2016 74.7569 80.39 36.36762 7.53 77.35 18.85765 51.49765 27.57 96.05
8/3/2016 76.77923 82.03 36.85691 7.69 78 19.2014 52.32953 27.83 96.67
8/4/2016 76.82855 82.34 37.0766 8.16 78.67 19.29962 53.61697 27.3 97.09
8/5/2016 78.04194 83.09 37.30627 8.13 82.07 19.50588 52.94354 27.48 99.04
8/8/2016 77.67694 82.62 37.17645 8.18 81.27 19.63356 53.03267 27.32 98.49
8/9/2016 78.09127 83.05 37.19643 8.35 83.87 19.9675 54.25079 26.87 98.87
8/10/2016 78.78182 82.51 37.24635 8.61 82.74 20.00678 53.58726 26.37 100.62
8/11/2016 79.33425 83.65 37.99527 8.86 86.61 20.52733 53.17132 25.61 101.67
8/12/2016 79.4625 83.49 37.73565 8.95 86.87 20.32108 53.67639 25.5 101.04
8/15/2016 79.76832 83.65 38.45461 9.09 87.07 20.64519 54.03292 25.71 100.93
8/16/2016 79.95575 82.25 37.9054 9.08 86.88 20.45858 53.64668 25.16 100.6
8/17/2016 79.95575 80.7 37.51596 8.99 87.15 20.59608 53.80514 24.32 99.7
8/18/2016 79.73872 81.37 38.19499 8.92 87.02 20.49787 54.8648 24.16 100.67
8/19/2016 79.70913 82.08 38.21496 8.85 87.72 20.5568 53.62688 24.02 100.32
8/22/2016 79.42304 79.24 39.27344 8.89 88.3 20.65501 52.8148 24.22 100.24
8/23/2016 79.61047 79.95 39.75274 8.9 93.27 20.87109 52.18098 24.69 101.14
8/24/2016 79.08763 79.65 39.13363 8.86 93.83 20.77287 50.45779 23.68 101.14
8/25/2016 78.73249 85.33 39.38327 8.8 94.52 20.85145 48.39788 23.48 101.69
8/26/2016 78.17018 83.08 39.49312 8.8 93.53 20.66484 50.13098 23.22 102.06
8/29/2016 78.47062 83.36 39.14362 8.75 95.06 20.58626 49.70513 23.99 102.3
8/30/2016 78.24257 84.97 38.94391 8.8 96.37 20.64519 49.40803 24 102
8/31/2016 77.7468 84.79 38.66431 8.84 96.72 20.39965 49.99233 23.9 102.31
9/1/2016 77.49892 87.89 38.73421 8.89 98.85 20.54698 50.99257 23.58 102.9
9/2/2016 77.86578 88.98 38.94391 8.91 99.61 20.81216 53.01286 24.2 103.57
9/6/2016 77.72697 90.1 38.92394 8.93 98.35 20.58626 52.2503 24.06 103.5
9/7/2016 78.05418 89.28 38.92394 8.93 97.4 20.80234 55.31045 24.68 103
9/8/2016 78.25248 88.73 38.65432 8.89 94.98 20.38001 54.30031 24.67 101.88
9/9/2016 76.35864 87.22 36.6572 8.55 92.47 19.77106 51.29958 23.62 99.38
9/12/2016 77.70714 87.51 36.02811 8.59 92.56 19.66302 51.29958 24.57 100.32
9/13/2016 75.78355 86.67 35.03953 8.39 92.98 19.21838 50.51721 23.81 98.77
9/14/2016 75.57532 86.73 34.0909 8.4 90.23 19.16898 50.12108 23.25 98.79
9/15/2016 74.9804 88.5 35.95821 8.46 87.74 19.24802 50.60634 22.8 99.62
 9/16/2016 74.21691 88.93 35.28917 8.4 87.79 19.08993 50.07156 23.09 98.93
9/19/2016 75.06963 88.65 35.18932 8.19 89.06 19.1591 49.68532 23.04 99.68
9/20/2016 74.76226 88.69 34.84981 7.96 87.83 19.12945 49.87349 22.02 100.62
9/21/2016 76.0116 90.52 35.42897 8 90.16 19.98909 50.00224 21.37 107.78
9/22/2016 76.6561 90.28 36.25778 8.27 94.4 20.2954 50.63605 21.81 107.92
9/23/2016 76.08101 89.51 35.7585 8.2 94.32 20.33493 49.77445 21.97 107.47
9/26/2016 75.45633 88.32 35.10943 8 94.24 20.32504 48.96238 21.35 107.26
9/27/2016 77.22128 89.79 35.60871 8 94.92 20.43373 48.23943 21.68 109.7
9/28/2016 77.89553 90.88 35.90828 8.02 94.89 20.78945 50.65586 22.36 109.49
9/29/2016 77.94511 90.36 35.99815 8.22 93.55 20.60171 51.21045 22 107.8
9/30/2016 78.93665 91.69 36.71712 8.48 94.51 21.04635 51.28968 22.66 108.54
10/3/2016 78.6491 91.18 37.06661 8.24 95.18 20.79933 51.0718 21.75 108.45
10/4/2016 78.51029 90.49 37.01668 8.37 95.57 20.61159 50.31914 21.5 108.39
10/5/2016 78.91681 92.05 37.35638 8.44 95.53 20.53254 51.26987 21.68 108.8
10/6/2016 78.98623 91.56 37.71605 8.44 95.52 20.5523 50.87373 21.07 108.56
10/7/2016 78.31198 91.04 36.29733 8.11 94.35 20.09778 52.65634 20.7 108.64
10/10/2016 78.68876 91.78 36.11749 8.1 95.62 20.22623 52.58702 21.35 109.24
10/11/2016 77.90544 88.29 35.11839 7.76 93.9 19.79148 52.15127 20.95 107.37
10/12/2016 79.23411 87.62 35.26826 7.81 94.69 19.65314 50.56673 21.28 108.05
10/13/2016 78.72843 87.15 34.56888 7.54 93.23 19.72231 47.11044 23.13 108.01
10/14/2016 78.87716 87.01 34.81866 7.42 93.87 19.70255 47.79378 22.78 107.84
10/17/2016 78.17316 86.08 35.56799 7.38 91.8 19.74207 47.03122 23.03 107.49
10/18/2016 78.8375 86.54 35.41812 7.38 91.43 19.58398 46.26866 23.68 108.42
10/19/2016 78.56978 87.3 35.71785 7.31 91.04 19.55433 45.823 23.62 108.39
10/20/2016 82.28806 88.07 34.91857 7.51 89.9 19.49505 45.06044 23.52 109.03
10/21/2016 88.72317 88.48 34.96853 7.35 92.19 19.51481 44.77324 23.53 109.03
10/24/2016 86.00634 88.54 35.6679 7.49 95.69 19.75195 47.07083 23.82 110.81
10/25/2016 86.42279 87.71 34.71875 7.34 93.28 19.22826 45.48629 23.37 109.03
10/26/2016 87.94976 86.68 34.56888 7.22 91.27 18.90219 46.16962 21.6 107.97
10/27/2016 87.55315 85.76 34.06933 7.07 90.15 18.94172 45.96165 20.69 107.07
10/28/2016 86.73017 86.2 33.96943 7.22 94.27 17.85482 40.03942 20.25 107.6
10/31/2016 88.23731 86.68 34.11929 7.12 97.55 17.46946 40.21768 19.71 107.51
11/1/2016 87.50357 84.96 34.01938 7.15 96.9 17.48922 41.09908 19.12 106.87
11/2/2016 86.54177 83.1 34.01938 7.07 94.3 17.15327 41.94087 18.8 105.89
11/3/2016 86.41288 83 34.36907 6.93 94.95 17.27184 42.16973 17.47 107.17
11/4/2016 85.68905 82.77 34.36907 6.82 101.25 17.31137 41.83142 17.75 106.2
11/7/2016 86.99788 85.59 35.56799 7.04 100.3 17.59791 42.13988 19.82 108.66
11/8/2016 87.12679 85.7 36.26736 7.48 100.55 16.80744 42.02047 20.27 108.39
11/9/2016 85.86752 84.97 38.51533 7.75 103.93 17.53863 42.49809 15.21 107.86
11/10/2016 85.59981 82.08 40.96313 7.77 100.25 17.36077 41.93092 14.51 104.08
11/11/2016 86.06584 82.74 41.96223 8.35 104.85 17.88446 43.25432 14.55 103.68
11/14/2016 86.06584 80.52 42.01219 8.24 103.9 17.88446 43.65234 16.4 102.42
11/15/2016 87.92002 81.41 41.31281 8.01 108.85 17.59791 46.02053 16.5 103.66
11/16/2016 88.19765 80.92 41.21291 8 108.5 17.8647 45.90113 16.42 104.08
11/17/2016 89.92293 83.14 41.06304 7.79 109.15 18.30934 45.45336 17.24 105.81
11/18/2016 90.57735 82.75 41.113 7.91 112.1 18.3785 46.21954 16.87 105.02
11/21/2016 90.78557 83.85 41.31281 7.9 112.7 18.16112 45.95088 17.01 105.65
11/22/2016 91.54906 83.15 42.26196 7.89 112 18.02279 46.40859 16.14 105.21
11/23/2016 91.99525 83.13 42.16205 7.91 112.95 18.43779 46.29914 16.26 104.21
11/25/2016 92.4117 83.64 43.46088 8.31 113.45 18.56624 45.92103 16.22 105.02
11/28/2016 92.51428 83.18 42.6616 8.22 111.25 18.47731 45.58271 15.41 104.5
11/29/2016 92.52424 84.05 42.61165 8.5 110.55 18.68481 46.17973 14.99 104.95
11/30/2016 91.43876 84.32 42.46178 8.09 106.2 18.55636 45.76182 15.23 102.81
12/1/2016 93.74913 81.6 42.36187 8.17 104.85 18.23029 44.36877 15.18 99.51
12/2/2016 93.41054 71.4 41.91228 8.11 105.9 17.97339 43.17472 15.05 99.73
12/5/2016 92.95244 73.68 43.01129 8.37 108.6 18.69469 43.87125 15.35 101.95
12/6/2016 93.51012 73.5 43.06124 8.37 110 18.72434 45.02549 15.43 101.55
12/7/2016 93.58979 72.7 44.06034 8.49 110.2 19.19862 45.17475 14.96 103.36
12/8/2016 94.15743 71.81 45.05944 8.49 112.85 19.71243 45.40361 15.24 103.5
12/9/2016 94.8346 70.65 45.15935 8.57 114.2 20.02862 44.63743 15.18 104.31
12/12/2016 94.27692 70.02 45.95863 8.71 112.38 19.69267 43.43343 15.13 105.16
12/13/2016 94.27692 70.56 44.85963 8.8 114.1 18.86758 44.49812 15.03 106.15
12/14/2016 94.25701 68.92 43.71066 8.84 114.2 18.45007 43.25432 14.38 105.81
12/15/2016 94.92423 69.41 44.50994 9.07 114.1 18.43019 43.70209 14.7 105.1
12/16/2016 94.40639 69 45.00949 8.88 111.15 18.43019 43.99065 15.13 103.55
12/19/2016 94.68522 69.13 44.85963 8.89 111.45 18.81788 43.75184 14.98 105.29
12/20/2016 95.33253 68.66 44.55989 9.01 114.65 18.81788 44.0404 14.79 105.77
12/21/2016 95.59144 67.9 44.80967 8.69 115.85 18.75823 45.81157 14.88 105.51
12/22/2016 96.05949 66.55 44.16025 8.52 115.8 18.49977 45.40361 14.79 104.72
12/23/2016 96.0097 67.47 44.21021 8.84 115.4 18.48983 44.84638 15.24 105.02
12/27/2016 96.33833 68.1 44.6598 8.7 114.6 18.49977 44.39862 15.02 104.98
12/28/2016 95.82049 66.93 43.91048 8.66 115.15 18.3109 43.28417 14.71 103.77
12/29/2016 96.28854 67.04 44.1103 8.79 114.65 18.44013 43.35383 15 103.68
12/30/2016 96.1292 66.09 43.31102 8.91 114.65 18.29102 42.26923 14.84 102.95
 AAPL TWX Return WDAY Return WIRE Return RST Return STMP Return
102.6122
100.0408 0.0092421227 -0.0066872941 0.0019278273 -0.0058139535 0.0014908964
98.08303 0.0473138947 -0.0367684629 0.0085257575 -0.0102339181 -0.01051363
93.94347 0.0230252726 -0.0356183055 -0.042541507 -0.0324963072 -0.043629517
94.44022 0.0138176789 -0.0094773519 -0.009399084 0.0351145038 -0.009241982
95.96942 -0.021919317 -0.0115379204 0.0060380421 -0.0368731563 0.007839645
97.36226 0.0212612463 0.023487573 -0.008288118 -0.0076569678 0.0515951664
94.85905 -0.006189265 -0.0089012515 -0.008645516 -0.012345679 -0.101310859
96.93369 -0.001415398 -0.0106651976 0.0107557974 0.0453125 0.0112522918
94.6058 -0.01275693 -0.037304922 0.000575217 -0.0358744395 -0.056356914
94.14802 0.0020100371 -0.0260793417 -0.00287446 -0.0108527132 -0.009717208
94.27464 -0.012752538 0.021028745 0.0025944171 0.0438871473 0.0222712687
93.79738 0.0084180273 0.0164468815 -0.006900475 -0.015015015 -0.013589323
98.78432 0.0202935485 0.0126822598 0.0243196397 0.0442073171 0.0664771711
96.85578 -0.016081245 -0.0302288465 -0.021763717 -0.0554744526 -0.042034027
97.39148 0.0321146633 -0.0106872639 0.0375613729 0.0216383308 0.0308218957
90.99222 -0.014446459 -0.0322580936 -0.001670868 0 -0.014327222
91.6448 -0.019309298 -0.0382945891 -0.009483961 -0.0121028744 -0.002527965
94.81034 0.012359877 0.0157987912 0.0478738408 0.0199081164 -0.009292471
93.924 0.0271152106 0.0290429782 -0.015049644 0.0285285285 0.0187593477
92.02468 -0.02529373 -0.0470387907 -0.029467991 -0.0116788321 -0.02427286
93.84607 0.0133295906 0.0205534873 -0.000843363 0.0044313146 -0.013081717
94.60013 0.0053176196 0.0282270056 0.0112548641 0.0338235294 0.0002172642
92.07354 -0.037305021 -0.1634792513 -0.028380663 0.0199146515 -0.045405182
93.04305 -0.026894166 -0.0971607818 -0.000572631 -0.019525802 -0.02651336
93.02346 -0.060772713 -0.0014294262 0.00974212 -0.0028449502 -0.009585038
92.31836 -0.049675689 0.0216768294 -0.032065851 0.0014265335 -0.012510385
91.76016 0.0374563117 0.0074059849 -0.009674637 -0.0014245014 0.0082467195
92.04416 -0.000962802 -0.0214584136 0.0269389998 0.0271041369 0.0146988737
94.6393 0.0171860596 0.0259898274 -0.000576544 0.0027777778 0.0110981895
96.08866 0.021474813 0.0841084521 0.0034612858 0.0180055402 0.0873483274
94.26717 -0.001082077 -0.0135085435 -0.039953993 -0.0299319728 -0.021676772
94.05172 0.0007736903 0.0569947806 0.0556885113 0.0476858345 0.0317149777
94.87433 0.0162363141 0.0035014181 -0.029778744 0.0120481928 -0.004526792
92.72967 0.0057820772 -0.0137822924 0.0108156228 -0.0132275132 -0.016920464
94.11048 0.0208775292 0.0182204496 0.0193752984 0.0026809651 0.008928593
94.75682 -0.006216747 0.0316191794 0.012198591 0.0040106952 0.0262287981
94.90372 0 0.0023576793 -0.003643523 0.0292942743 0.2104935273
94.68827 -0.006900786 0.0156250168 0.0165963346 0.0232858991 0.0173375415
98.44877 0.0090635391 0.1867658695 0.0304372781 0.0404551201 0.0313844683
98.66421 -0.000598815 0.0023697519 0.0190654781 0.0437424058 -0.015705505
99.39869 0.0308567642 0.0332359737 0.0181817956 -0.0267753201 -0.008975334
100.8774 -0.000145339 -0.016016177 -0.019409939 -0.0131578947 0.0248217945
99.76103 0.0110449271 -0.0076596634 0.013987828 -0.0606060606 -0.001963816
98.93842 -0.021417236 -0.018194348 -0.025767793 -0.0503225806 -0.017381348
99.02656 0.0083724958 0.0231643118 0.0088164 0.0190217391 -0.021276554
99.07552 0.0020393126 -0.0163281428 -0.024364343 -0.0466666667 -0.015856786
100.143 0.0236952747 -0.0069744732 0.0382736087 0.0377622378 0.0065834632
100.3976 0.0046861931 0.0191038202 -0.024052249 0.0148247978 -0.026764209
102.4149 0.0029681871 -0.0314266837 -0.030270576 -0.0770252324 0.0046865949
103.7761 0.0076099345 0.015938552 -0.001104989 0.0158273381 -0.008801267
103.6097 0.0113286342 -0.017229234 0.0351216727 -0.0481586402 0.0015982951
103.7272 0.0006915098 0.0262257112 0.0224419013 0.0044642857 0.0117021273
103.7174 -0.003040374 0.0143055417 0.0350143903 0.0148148148 -0.041535278
104.5106 0.0094261268 -0.0141037795 -0.001767231 0.0072992701 0.0128908762
103.9328 -0.02925018 -0.01027775 -0.031107741 -0.0202898551 -0.022745771
103.4824 -0.009619462 0.0110861771 0.0023492645 0.0133136095 -0.000646532
103.0123 0.0361376675 0.0020818042 -0.008593798 -0.0248175182 0.0076709984
105.4507 -0.004549238 0.0296398766 0.0336222448 -0.0134730539 0.0188938551
107.2918 -0.000692354 0.0242131167 -0.004066057 0.0030349014 -0.039697508
106.7336 0.0054046404 0.0091935515 -0.006634316 0.015128593 -0.003749541
107.7129 0.0060647111 0.0229047643 0.0033393505 0.0044709389 -0.066051911
108.8195 0.0078092967 0.0040712469 -0.04096266 0.0534124629 -0.011887971
107.5366 -0.011419208 -0.0100101498 0.0077415983 -0.0253521127 0.0175367146
108.6628 0.0171892229 0.0112633436 0.0132450428 0.0708092486 -0.019338677
106.2929 -0.014330099 -0.0130363115 -0.013340266 0.016194332 -0.010728548
106.4105 0.0096008377 0.0039753525 0.0145810992 0.0092961487 -0.023135695
106.763 -0.004618991 -0.0160940348 -0.024562276 0.0118421053 -0.006555329
108.1536 0.0068240634 -0.0080487473 0.0267881013 0.0325097529 0.0015964453
109.7205 0.0166734992 0.0321947241 0.0461778318 0.0088161209 0.0178514502
109.7792 0.0006667076 -0.0152149734 0.0084788178 -0.0087390762 -0.028813049
107.5758 -0.00732849 -0.0112011719 -0.009149342 0.0062972292 0.0004299796
105.2549 0.0096644511 0.0111979293 0 0.0012515645 0.0161169013
104.6967 -0.005051925 -0.0293588319 0.0159720351 0.005 0.0047583483
104.9121 -0.000801672 0.0116742509 -0.028002945 0.0012437811 0.0476742385
103.7761 0.0088259352 0.0154733801 0.0121303915 -0.002484472 -0.039176302
103.4921 0.0160392292 -0.0063275437 0.0274657229 -0.0062266501 -0.034709879
102.9046 -0.003913935 -0.0093566475 -0.039854248 -0.0238095238 0.0206866236
102.1897 0.0087753575 0.0003935327 0.0306252197 0.0166880616 -0.025042456
95.79487 -0.001428111 -0.0043273275 -0.030206267 0.0037878788 0.0140400636
92.86677 -0.00208041 -0.0100092454 -0.000253278 -0.0088050314 -0.114951156
91.79934 -0.020977207 -0.0025275376 -0.031155021 0.0088832487 -0.001212685
91.70141 0.0023955371 0.006268258 0.0245751455 0.0100628931 0.0269548443
93.20953 -0.022304833 -0.0404240573 -0.017606509 -0.0074719801 -0.020454055
92.24002 0.0157523568 -0.0156078034 -0.023376665 0.0062735257 -0.009173229
91.86563 0.0110961717 0.0035077874 0.0069149512 0.0311720698 0.0081618472
91.35329 -0.00978445 -0.007690101 0.0171684458 -0.0544135429 0.019453854
91.42226 -0.009747573 -0.0104269126 -0.04050888 -0.0255754476 0.0470545556
92.04297 0.0086299882 0.0338886216 0.0294993292 -0.0039370079 -0.0532035
91.14639 -0.008823575 -0.0137722075 -0.01682438 0.0184453228 -0.012912494
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92.49619 -0.00150212 0.0249115633 0.0026910465 0.0145502646 0.004084036
92.11194 -0.004102887 -0.0080099706 -0.027106786 -0.0065189048 -0.054551947
93.16617 -0.018538854 0.0123903519 0.0041379844 0.0065616798 0.0046818044
92.81147 0.001678961 0.0118261962 -0.018406654 0.0039113429 -0.017254445
93.81644 0.0169018953 0.0228322908 0.0414217598 0.012987013 0.0454953613
95.00861 -0.010027511 -0.0009301089 -0.001612404 -0.0025641026 0.0013483697
96.45694 0.0147078869 0.023274371 0.0309555252 0.0064267352 0.0307258531
98.15159 0.0031451352 0.0114374575 0.0109661102 -0.0025542784 0.0023753564
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97.00868 0.0099127765 0.0203059214 0.0125672862 -0.0237467018 -0.010660523
96.27959 0.0044496303 0.010338628 0 -0.0054054054 0.0132193073
96.47664 -0.011856728 0.0250703377 -0.00886521 -0.03125 -0.009538461
97.17617 0.0022416436 0.0212128403 0.013544549 0.0140252454 0.0247952856
97.57028 -0.010788051 -0.0063538126 -0.00352998 -0.0221300138 0.0102613629
97.48161 0.0035908524 -0.0105755165 0.0187246385 0.0198019802 0.000106939
98.18114 -0.00596339 -0.0070842656 -0.021112742 0.012482663 -0.010904469
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93.69821 0.0037307891 0.0092875829 0.0060052054 0.0027816412 0.0348157903
94.49627 -0.011426236 0.0010084709 -0.001557165 0.0083217753 -0.000434133
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92.02327 -0.031895977 -0.0784265261 -0.063310505 -0.0641025641 -0.037271323
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95.44212 -0.00268334 -0.0093190851 0.0124657223 -0.0012254902 -0.07848766
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104.4868 0.0011741297 -0.0071994004 -0.014388427 -0.0038961039 0.0306028105
102.94 -0.012509772 -0.0284022124 -0.015409646 -0.0182529335 -0.009983349
104.2306 0.0270520454 0.0204005476 0.0134541947 0.02124834 0.0084033874
104.8745 0.0006423613 0.0037790687 0.0059604556 0.0611183355 0.0085897179
106.4694 0.01579357 0.0091085746 0.0061944464 -0.0036764706 0.0432185342
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-0.0180839919 -0.006377793 0.0136286201 0.0041177888 0.004536962
-0.0004977758 -0.010194449 0.0030252101 -0.0020504921 -0.005645607
-0.0039840882 0.0085828752 0.0006702748 0.0036983872 0.019820358
0.002999993 -0.00264749 -0.0006698258 0.0013306551 -0.000101249
0.0054835705 0.0280621844 0.0271447721 -0.0004088827 0.010629715
-0.0242934652 0.0267428497 -0.0013050245 0 0.000400687
0.019817026 -0.002155543 0.0091472718 0.0062378668 0.000901137
0.0014948156 -0.030243034 0.0097119459 -0.0209350199 -0.005302114
-0.0119403207 -0.043437918 0.0086565563 0.0178534572 -0.0077441
0.0005035406 0.0021346988 -0.0104895108 -0.0075463799 -0.013379364
-0.0030196717 0.0164601448 0.0150980088 0.0060625154 -0.006883069
-0.0035335778 0.0022861325 -0.0278481329 0.0002042284 0.064963271
0.0005066016 -0.014445961 -0.0068359052 0.0052078219 0.013501689
0 -0.002892909 0.0032776467 -0.0058919239 -0.0012459
-0.0177215119 0.0203094517 -0.0555374369 -0.0014306151 0.017656693
-0.0103092367 -0.01137438 -0.0463507437 -0.0170896232 -0.014804338
0.0182291055 0.0161538649 0.0094305404 0.0064549191 0.012538261
0.005115095 0.0246025519 -0.0190442328 0.0043446572 0.006177541
0.0106870498 -0.012560034 0.0065934435 0.02008451 0.015207334
0.0065458224 0.0016835104 -0.0058224163 -0.005553342 0.008280605
0.0170084811 0.0229691806 -0.0164714129 0.0038583106 0.00406012
0.0019675978 -0.012230716 -0.0186081124 0.0177000096 -0.007444153
0.0260185758 -0.007761994 -0.0288206284 0.0104352511 -0.000648141
-0.0100477748 0.0094990122 -0.0042952361 -0.0061964888 0.002316313
0.015949696 0.0066420819 0.0082352549 -0.0010886876 0.012017043
-0.0090390053 -0.007148161 -0.0213924162 -0.0032696126 -0.000913467
0.0067210432 0.0029537336 -0.0333863275 -0.0089463322 -0.001462758
-0.0047686737 0.0196944574 -0.0065789474 0.0097291979 -0.001281811
0.0028749333 -0.022563173 -0.005794702 -0.0034766863 0.002566912
0.0047778358 -0.015143116 0.008326353 -0.0007974681 -0.00777248
0.0104612372 -0.012000822 0.0194055334 0.0089784619 0.003133314
-0.0047059351 -0.033023298 -0.0409072887 0 -0.007533296
0.0037825293 -0.04082438 -0.0084459459 0.0054380364 -0.00425807
-0.0089495468 0.0358092943 -0.0110732964 0.0036384698 -0.005856621
-0.0038023529 -0.008494668 0.0331611125 0.0023516069 -0.001122156
0.0028626374 -0.00597727 0.0004168404 -0.0029325806 -0.007676459
-0.0118934229 0.0118260131 -0.0041666667 0.0030391961 0.00094338
0.0072219376 0.0200079696 -0.0133891213 0.0057668264 0.00593784
0.0129063281 0.0396192983 0.0262935115 0.0065111563 0.009369435
-0.0108542309 -0.014384471 -0.0057852064 -0.0006758714 -0.000278531
0.0104962237 0.0585671065 0.0257689537 -0.0048309179 0.00612817
-0.0203021881 -0.018263149 -0.0004051864 -0.0108738155 -0.02620897
-0.02987953 -0.055261768 -0.0425617754 -0.0245386737 -0.022649733
-0.0054644513 0 0.0402201084 0.0094586741 0.022398968
-0.022613054 -0.015250983 -0.0309320716 -0.0154505881 0.02380495
-0.0025707679 -0.007841546 -0.0235194886 0.0002025311 0.035386752
0.0041237466 0.0096818354 -0.0193548817 0.0084016802 0.033998424
-0.0082135704 -0.010567471 0.0127193427 -0.0069263499 -0.005624313
0.003623167 -0.007713661 -0.0021653963 0.007581118 -0.011660257
-0.0015470981 0.0037871747 -0.0442708748 0.0094302067 -8.80617E-05
0.0449379266 0.0025814315 -0.029518574 0.0711587735 -0.000176068
0.0153238576 0.0126757534 0.0205895171 0.001298933 0.009423153
0.0019473869 -0.017015486 0.0073360847 -0.0041697277 -0.016663788
-0.0004859128 -0.016315156 -0.0282202562 -0.0019540244 0.001508282
0.0053475899 -0.014765378 0.0154566745 0.0227484146 0.00186037
0.0174081741 0.0500924472 0.0313653598 -0.0019143027 0.007604576
-0.0090304466 0.0109481314 -0.0161002229 -0.0154351542 -0.015533102
0.0215826744 0.0015471258 0.03 0.0068645453 0.007755415
-0.0117370946 -0.00424795 -0.0401588703 -0.0008292242 -0.004688249
-0.0090260613 -0.014737213 -0.0114942529 -0.0005532319 0.004265938
-0.0038350751 0.0188939029 0.008372093 0.0037826737 0.000442506
0.0009623747 -0.007726507 -0.0281365314 -0.0022059282 0.007430308
-0.0221153307 0.0350398912 -0.0175604651 0.0007369289 0.001492655
0.006391302 -0.001316537 0.0314009164 0.0055228185 0.017447008
-0.0214948072 -0.008286228 -0.0187353162 -0.0171182262 0.002154241
-0.0069895751 -0.030383556 0.0157517892 0.00633324 0.008942329
0.0035193357 -0.068350992 0.0869359922 -0.0003702082 -0.003067947
-0.0010019112 0.0145049159 -0.0151317776 -0.0015739839 0.005556461
0.0020059335 -0.015955174 0.0109745386 -0.0032455305 -0.000680049
-0.0080079753 -0.016213954 0.0282240109 0.0086519678 -0.000680581
-0.0015135844 -0.009631856 -0.0025337416 -0.0002766925 -0.002979475
-0.00303186 -0.016641468 -0.0042337424 0.0059046038 -0.00051234
0.0010136934 -0.006373639 0.0004252126 0 -0.003929594
0.0121518996 0.0513160752 0.0123246489 0.0163257729 0.009005171
-0.0265133303 -0.03366293 -0.0188916457 -0.0160635234 0.005099861
-0.0169578518 0.0150228357 -0.0757381654 -0.0097220766 -0.022494753
0.0020910274 -0.004504477 -0.0421295833 -0.008335658 -0.009602847
-0.0573813376 -0.128851534 -0.0212663595 0.004950014 -0.006638733
-0.0215826935 0.0044521374 -0.026666716 -0.0008363941 -0.001582831
0.0011312313 0.0219157838 -0.0299339437 -0.0059529252 -0.018055344
-0.0192090306 0.0204818682 -0.0167365054 -0.0091700568 0.000896935
0.0069123842 0.0054567777 -0.0707446846 0.0120880065 -0.010718736
0.002288349 -0.008022674 0.0160275338 -0.0090510499 -0.009013973
0.0165524787 0.0073738836 0.1166197183 0.0231639084 0.014424904
-0.0449185702 -0.002833516 0.0227043391 -0.0024848609 0.005887093
0.0435038344 0.0113663166 -0.2496299951 -0.0048897316 -0.001620746
-0.0101408742 -0.013345799 -0.0460223537 -0.0350454197 -0.027867931
0.0301650808 0.0315615064 0.0027567195 -0.0038432167 0.00593746
0 0.009201693 0.1271477663 -0.0121527971 -0.025085317
-0.0160221238 0.0542512089 0.006097561 0.0121070692 0.013243796
0.015160038 -0.00259456 -0.0048484848 0.0040516881 0.026888223
0.0248894244 -0.009755055 0.0499390987 0.0166217906 -0.000363676
 0.0037776352 0.0168564007 -0.0214616589 -0.0074662226 0.001000453
-0.011828003 -0.005812715 0.0082986954 0.0059989051 0.015173598
-0.0076169849 0.0099610071 -0.0511464433 -0.0041647231 0.000626503
0.0230263461 -0.002358507 0.0074350067 -0.0095048 -0.005098386
0.0069668332 -0.008166718 -0.0024600861 0.0077727474 0.00503459
-0.0047898223 -0.007367279 -0.0499382891 -0.0049514094 -0.001967982
0.0112299337 0.0130975311 -0.0272550292 0.0043061914 -0.000985936
-0.0068746209 -0.009049727 0.0160106738 -0.0203906533 -0.008433536
-0.017571872 -0.030441425 -0.0032829941 -0.0320980067 -0.009319575
-0.0140921503 -0.026911883 -0.0085638999 0.0022108431 0.00374467
0.0401318906 0.0161327516 0.0199335548 0.0222600414 -0.007188365
0.0015856372 0.02630983 0.0052117264 -0.0039234332 0.007698627
0.0253298168 0.0033149445 -0.0304601426 0.0178237119 0.009822658
0.0267627569 0.0050660826 0.0187165775 0.0013544795 0.009817206
0.016040084 -0.016874893 -0.0039370079 0.0078260676 0.016321743
-0.0167735496 -0.02697277 -0.0032938076 0.0081488449 -0.005704203
-0.0418980345 0.0245131688 -0.0066093853 0.0094142066 0.016681375
-0.0221285907 -0.027951697 -0.0432468397 -0.0032030522 0
-0.0010775027 0.0103518901 0.0222531293 -0.0067101409 0.005469195
0 0.0066029341 0.0292517007 -0.0147478119 0.001295126
0.0210355412 -0.005428586 -0.009914078 0.0168034568 0.005777341
0 0.0065953337 -0.0126835781 0.0045587995 0.002657726
-0.0031695391 0.0402169599 0.0060851927 -0.0024581167 0.00094058
-0.0137784826 -0.008905283 -0.0060483871 -0.0074874513 -0.006577789
-0.0005373579 -0.01227266 0.0304259635 0.0028647441 0.00197777
0.0005376468 -0.009984484 -0.0144356955 -0.0003808227 0.006350889
-0.0102095842 -0.025100828 -0.0206391478 -0.0115260618 -0.004264024
0.0070574907 0.0016091794 0.0197144799 -0.0008672738 -0.000256924
-0.0080862237 -0.025017216 -0.0106666667 -0.007040924 -0.007795805
 Correlation Matrix

TWX
WDAY
WIRE
RST
STMP
WWE
SIMO
THC
ADBE
AAPL

Covariance Matrix

TWX
WDAY
WIRE
RST
STMP
WWE
SIMO
THC
ADBE
AAPL

TWX
Expected Return 0.0017708295
Standard Deviation 0.0145876228
Variance 0.0002127987
Weight 10.00%

Expected Return of the portfolio 0.055917%

Cell
$X$38
 Cell
$X$34
$Y$34
$Z$34
$AA$34
$AB$34
$AC$34
$AD$34
$AE$34
$AF$34
$AG$34

Cell
$AH$34

Variance -Covariance Matrix

TWX
WDAY
WIRE
RST
STMP
WWE
SIMO
THC
ADBE
AAPL

Portfolio Variance
9.08028E-06

Objective Cell (Min)

Variable Cells
Constraints
 TWX WDAY WIRE RST
1
0.3187575821 1
0.2569142837 0.3012062965 1
0.1825022601 0.2739180429 0.3529158602 1
0.194087881 0.2641704278 0.1213496032 0.2029229406
0.2571809819 0.2472913289 0.4126634644 0.1510421107
0.0962338258 0.2029790392 0.2893310809 0.2031527999
0.2285038838 0.3042691851 0.2073929766 0.2093615065
0.3099518837 0.5982398499 0.3182328159 0.2493969384
0.1821979394 0.3776627279 0.2405316347 0.2345308267

TWX WDAY WIRE RST

0.0002119509
0.0001252718 0.0007287022
7.95785048035109E-05 0.0001729932 0.0004526679
6.24445076934509E-05 0.0001737817 0.0001764694 0.0005523529
8.34700505035878E-05 0.000210656 7.626807884E-05 0.0001408815
7.68662187308971E-05 0.0001370449 0.0001802457 7.287614250695E-05
3.36923721942161E-05 0.0001317687 0.0001480373 0.0001148199
0.0001159357 0.0002862456 0.0001537764 0.000171479
6.99195246116778E-05 0.0002502286 0.0001049111 9.082093476374E-05
3.89968775761226E-05 0.0001498814 7.523687792E-05 8.103580889616E-05

WDAY WIRE RST STMP

-0.000280566 0.0009428481 0.0013066084 0.0006924741
0.0270484194 0.0213185034 0.0235491474 0.0295993004
0.000731617 0.0004544786 0.0005545623 0.0008761186
10.00% 10.00% 10.00% 10.00%

Name Original Value Final Value

Expected Return of the portfolio TWX 0.055917% 0.177083%
 Name Original Value Final Value Integer
Weight TWX 10.00% 100.00% Contin
Weight WDAY 10.00% 0.00% Contin
Weight WIRE 10.00% 0.00% Contin
Weight RST 10.00% 0.00% Contin
Weight STMP 10.00% 0.00% Contin
Weight WWE 10.00% 0.00% Contin
Weight SIMO 10.00% 0.00% Contin
Weight THC 10.00% 0.00% Contin
Weight ADBE 10.00% 0.00% Contin
Weight AAPL 10.00% 0.00% Contin

Name Cell Value Formula Status

Weight AAPL 1 $AH$34=1 Binding

TWX WDAY WIRE RST

0.0002151 0.0001247749 8.1248128E-05 6.475828843629E-05
0.0001247749 0.0007287809 0.0001727286 0.0001734151
8.1248127997333E-05 0.0001727286 0.0004535569 0.0001777013
6.47582884362896E-05 0.0001734151 0.0001777013 0.0005540602
8.46963039864347E-05 0.0002104617 0.000076921 0.0001417863
7.77301080414857E-05 0.000136908 0.0001807056 7.351356416371E-05
3.6566252939544E-05 0.0001313134 0.0001495674 0.0001169404
0.0001122262 0.0002868333 0.0001518014 0.000168742
7.09287516365527E-05 0.0002500687 0.0001054484 9.156559400928E-05
4.00125309969957E-05 0.0001497205 7.577764534E-05 8.178520986489E-05

Cell Name Original Value Final Value

$X$82 AAPL 9.08028E-06 0.00000E+00
 Cell Name Original Value Final Value
$X$34 Weight TWX 10.00% 0.00%
$Y$34 Weight WDAY 10.00% 11.06%
$Z$34 Weight WIRE 10.00% 11.11%
$AA$34 Weight RST 10.00% 11.12%
$AB$34 Weight STMP 10.00% 11.10%
$AC$34 Weight WWE 10.00% 11.11%
$AD$34 Weight SIMO 10.00% 11.15%
$AE$34 Weight THC 10.00% 11.07%
$AF$34 Weight ADBE 10.00% 11.12%
$AG$34 Weight AAPL 10.00% 11.15%

Cell Name Cell Value Formula

$AH$34 Weight AAPL 1 $AH$34=1
 STMP WWE SIMO THC ADBE AAPL

1
0.2467789678 1
0.1500050366 0.2754657508 1
0.0996179599 0.230153823 0.2240420075 1
0.3436563119 0.3595907447 0.2876407248 0.3098526528 1
0.2803568701 0.2584784044 0.3146531303 0.2188457538 0.430926438 1

STMP WWE SIMO THC ADBE AAPL

0.0008726281
0.0001496586 0.0004214616
0.000106563 0.0001359981 0.0005783255
0.0001025553 0.0001646656 0.0001877679 0.0012145391
0.0001572988 0.0001143863 0.0001071823 0.0001673199 0.000240089
0.0001217572 7.80139E-05 0.0001112466 0.0001121276 9.81654E-05 0.000216141

WWE SIMO THC ADBE AAPL

0.0004878444 0.0016229009 -0.0020947396 0.0005699177 0.000573547
0.0205705477 0.0240964479 0.0349198695 0.0155257781 0.014731113
0.0004231474 0.0005806388 0.0012193973 0.0002410498 0.000217006
10.00% 10.00% 10.00% 10.00% 10.00% 1
 Slack
0

STMP WWE SIMO THC ADBE AAPL

8.4696304E-05 7.773011E-05 3.6566253E-05 0.0001122262 7.09288E-05 4.001253E-05
0.0002104617 0.000136908 0.0001313134 0.0002868333 0.000250069 0.000149721
0.000076921 0.0001807056 0.0001495674 0.0001518014 0.000105448 7.577765E-05
0.0001417863 7.351356E-05 0.0001169404 0.000168742 9.15656E-05 8.178521E-05
0.0008731076 0.0001499964 0.0001076869 0.0001011047 0.000157693 0.000122154
0.0001499964 0.0004216996 0.0001367898 0.0001636437 0.000114664 7.82937E-05
0.0001076869 0.0001367898 0.0005809593 0.0001843684 0.000108107 0.000112177
0.0001011047 0.0001636437 0.0001843684 0.0012189271 0.000166126 0.000110926
0.0001576935 0.0001146643 0.0001081072 0.000166126 0.000240414 9.849226E-05
0.0001221543 7.82937E-05 0.0001121775 0.0001109262 9.84923E-05 0.00021647
Integer
Contin
Contin
Contin
Contin
Contin
Contin
Contin
Contin
Contin
Contin

Status Slack
Binding 0
 Date AAPL Adj. Close SP500 Adj Close AAPL Return SP500 Return
12/30/2016 115.32002 2238.830078
12/29/2016 116.226096 2249.26001 0.786% 0.466%
12/28/2016 116.255965 2249.919922 0.026% 0.029%
12/27/2016 116.753806 2268.879883 0.428% 0.843%
12/23/2016 116.016995 2263.790039 -0.631% -0.224%
12/22/2016 115.787993 2260.959961 -0.197% -0.125%
12/21/2016 116.554665 2265.179932 0.662% 0.187%
12/20/2016 116.445139 2270.76001 -0.094% 0.246%
12/19/2016 116.13648 2262.530029 -0.265% -0.362%
12/16/2016 115.469374 2258.070068 -0.574% -0.197%
12/15/2016 115.32002 2262.030029 -0.129% 0.175%
12/14/2016 114.692743 2253.280029 -0.544% -0.387%
12/13/2016 114.692743 2271.719971 0.000% 0.818%
12/12/2016 112.810902 2256.959961 -1.641% -0.650%
12/9/2016 113.45809 2259.530029 0.574% 0.114%
12/8/2016 111.635996 2246.189941 -1.606% -0.590%
12/7/2016 110.550697 2241.350098 -0.972% -0.215%
12/6/2016 109.475358 2212.22998 -0.973% -1.299%
12/5/2016 108.638987 2204.709961 -0.764% -0.340%
12/2/2016 109.425578 2191.949951 0.724% -0.579%
12/1/2016 109.017344 2191.080078 -0.373% -0.040%
11/30/2016 110.042897 2198.810059 0.941% 0.353%
11/29/2016 110.978841 2204.659912 0.851% 0.266%
11/28/2016 111.088367 2201.719971 0.099% -0.133%
11/25/2016 111.307418 2213.350098 0.197% 0.528%
11/23/2016 110.749838 2204.719971 -0.501% -0.390%
11/22/2016 111.317377 2202.939941 0.512% -0.081%
11/21/2016 111.24768 2198.179932 -0.063% -0.216%
11/18/2016 109.584883 2181.899902 -1.495% -0.741%
11/17/2016 109.475358 2187.120117 -0.100% 0.239%
11/16/2016 109.515186 2176.939941 0.036% -0.465%
11/15/2016 106.647621 2180.389893 -2.618% 0.158%
11/14/2016 105.253663 2164.199951 -1.307% -0.743%
11/11/2016 107.961922 2164.449951 2.573% 0.012%
11/10/2016 107.324686 2167.47998 -0.590% 0.140%
11/9/2016 110.401343 2163.26001 2.867% -0.195%
11/8/2016 110.580566 2139.560059 0.162% -1.096%
11/7/2016 109.933378 2131.52002 -0.585% -0.376%
11/4/2016 108.370149 2085.179932 -1.422% -2.174%
11/3/2016 109.35588 2088.659912 0.910% 0.167%
11/2/2016 110.540737 2097.939941 1.083% 0.444%
11/1/2016 110.441678 2111.719971 -0.090% 0.657%
10/31/2016 112.472406 2126.149902 1.839% 0.683%
10/28/2016 112.650713 2126.409912 0.159% 0.012%
10/27/2016 113.403569 2133.040039 0.668% 0.312%
10/26/2016 114.503125 2139.429932 0.970% 0.300%
10/25/2016 117.138118 2143.159912 2.301% 0.174%
10/24/2016 116.543761 2151.330078 -0.507% 0.381%
10/21/2016 115.503631 2141.159912 -0.892% -0.473%
10/20/2016 115.959304 2141.340088 0.395% 0.008%
10/19/2016 116.018745 2144.290039 0.051% 0.138%
10/18/2016 116.365453 2139.600098 0.299% -0.219%
10/17/2016 116.444703 2126.5 0.068% -0.612%
10/14/2016 116.523945 2132.97998 0.068% 0.305%
10/13/2016 115.880062 2132.550049 -0.553% -0.020%
10/12/2016 116.23667 2139.179932 0.308% 0.311%
10/11/2016 115.206456 2136.72998 -0.886% -0.115%
10/10/2016 114.958807 2163.659912 -0.215% 1.260%
10/7/2016 112.987513 2153.73999 -1.715% -0.458%
10/6/2016 112.819113 2160.77002 -0.149% 0.326%
10/5/2016 111.987015 2159.72998 -0.738% -0.048%
10/4/2016 111.937482 2150.48999 -0.044% -0.428%
10/3/2016 111.461992 2161.199951 -0.425% 0.498%
9/30/2016 111.987015 2168.27002 0.471% 0.327%
9/29/2016 111.125193 2151.129883 -0.770% -0.790%
9/28/2016 112.878547 2171.370117 1.578% 0.941%
9/27/2016 112.026632 2159.929932 -0.755% -0.527%
9/26/2016 111.818608 2146.100098 -0.186% -0.640%
9/23/2016 111.650208 2164.689941 -0.151% 0.866%
9/22/2016 113.542252 2177.179932 1.695% 0.577%
9/21/2016 112.482314 2163.120117 -0.934% -0.646%
9/20/2016 112.502122 2139.76001 0.018% -1.080%
9/19/2016 112.51203 2139.120117 0.009% -0.030%
9/16/2016 113.839427 2139.159912 1.180% 0.002%
9/15/2016 114.483317 2147.26001 0.566% 0.379%
9/14/2016 110.719044 2125.77002 -3.288% -1.001%
9/13/2016 106.934963 2127.02002 -3.418% 0.059%
9/12/2016 104.44857 2159.040039 -2.325% 1.505%
9/9/2016 102.160285 2127.810059 -2.191% -1.446%
9/8/2016 104.527812 2181.300049 2.317% 2.514%
9/7/2016 107.341112 2186.159912 2.691% 0.223%
9/6/2016 106.687314 2186.47998 -0.609% 0.015%
9/2/2016 106.717038 2179.97998 0.028% -0.297%
9/1/2016 105.726441 2170.860107 -0.928% -0.418%
8/31/2016 105.10236 2170.949951 -0.590% 0.004%
8/30/2016 105.003302 2176.120117 -0.094% 0.238%
8/29/2016 105.815591 2180.379883 0.774% 0.196%
8/26/2016 105.934466 2169.040039 0.112% -0.520%
8/25/2016 106.558539 2172.469971 0.589% 0.158%
8/24/2016 107.014213 2175.439941 0.428% 0.137%
8/23/2016 107.826502 2186.899902 0.759% 0.527%
8/22/2016 107.489703 2182.639893 -0.312% -0.195%
8/19/2016 108.331709 2183.870117 0.783% 0.056%
8/18/2016 108.054343 2187.02002 -0.256% 0.144%
8/17/2016 108.193026 2182.219971 0.128% -0.219%
8/16/2016 108.351518 2178.149902 0.146% -0.187%
8/15/2016 108.450584 2190.149902 0.091% 0.551%
8/12/2016 107.162804 2184.050049 -1.187% -0.279%
8/11/2016 106.915155 2185.790039 -0.231% 0.080%
8/10/2016 106.984496 2175.48999 0.065% -0.471%
8/9/2016 107.786878 2181.73999 0.750% 0.287%
8/8/2016 107.35102 2180.889893 -0.404% -0.039%
8/5/2016 106.469389 2182.870117 -0.821% 0.091%
8/4/2016 104.874527 2164.25 -1.498% -0.853%
8/3/2016 104.230638 2163.790039 -0.614% -0.021%
8/2/2016 102.93995 2157.030029 -1.238% -0.312%
8/1/2016 104.486808 2170.840088 1.503% 0.640%
7/29/2016 102.673926 2173.600098 -1.735% 0.127%
7/28/2016 102.802007 2170.060059 0.125% -0.163%
7/27/2016 101.432497 2166.580078 -1.332% -0.160%
7/26/2016 95.245066 2169.179932 -6.100% 0.120%
7/25/2016 95.905188 2168.47998 0.693% -0.032%
7/22/2016 97.205739 2175.030029 1.356% 0.302%
7/21/2016 97.964385 2165.169922 0.780% -0.453%
7/20/2016 98.486572 2173.02002 0.533% 0.363%
7/19/2016 98.397902 2163.780029 -0.090% -0.425%
7/18/2016 98.358491 2166.889893 -0.040% 0.144%
7/15/2016 97.323965 2161.73999 -1.052% -0.238%
7/14/2016 97.33382 2163.75 0.010% 0.093%
7/13/2016 95.442123 2152.429932 -1.944% -0.523%
7/12/2016 95.984011 2152.139893 0.568% -0.013%
7/11/2016 95.550502 2137.159912 -0.452% -0.696%
7/8/2016 95.254921 2129.899902 -0.309% -0.340%
7/7/2016 94.525831 2097.899902 -0.765% -1.502%
7/6/2016 94.12187 2099.72998 -0.427% 0.087%
7/5/2016 93.589829 2088.550049 -0.565% -0.532%
7/1/2016 94.476565 2102.949951 0.947% 0.689%
6/30/2016 94.190838 2098.860107 -0.302% -0.194%
6/29/2016 93.00853 2070.77002 -1.255% -1.338%
6/28/2016 92.210464 2036.089966 -0.858% -1.675%
6/27/2016 90.683316 2000.540039 -1.656% -1.746%
6/24/2016 92.02327 2037.410034 1.478% 1.843%
6/23/2016 94.683468 2113.320068 2.891% 3.726%
6/22/2016 94.14158 2085.449951 -0.572% -1.319%
6/21/2016 94.496274 2088.899902 0.377% 0.165%
6/20/2016 93.698208 2083.25 -0.845% -0.270%
6/17/2016 93.924821 2071.219971 0.242% -0.577%
6/16/2016 96.1121 2077.98999 2.329% 0.327%
6/15/2016 95.708139 2071.5 -0.420% -0.312%
6/14/2016 96.023422 2075.320068 0.329% 0.184%
6/13/2016 95.905188 2079.060059 -0.123% 0.180%
6/10/2016 97.373231 2096.070068 1.531% 0.818%
6/9/2016 98.181144 2115.47998 0.830% 0.926%
6/8/2016 97.48161 2119.120117 -0.712% 0.172%
6/7/2016 97.57028 2112.129883 0.091% -0.330%
6/6/2016 97.176174 2109.409912 -0.404% -0.129%
6/3/2016 96.476641 2099.129883 -0.720% -0.487%
6/2/2016 96.279592 2105.26001 -0.204% 0.292%
6/1/2016 97.008682 2099.330078 0.757% -0.282%
5/31/2016 98.388047 2096.949951 1.422% -0.113%
5/27/2016 98.870823 2099.060059 0.491% 0.101%
5/26/2016 98.929943 2090.100098 0.060% -0.427%
5/25/2016 98.151587 2090.540039 -0.787% 0.021%
5/24/2016 96.456939 2076.060059 -1.727% -0.693%
5/23/2016 95.008606 2048.040039 -1.502% -1.350%
5/20/2016 93.816442 2052.320068 -1.255% 0.209%
5/19/2016 92.811473 2040.040039 -1.071% -0.598%
5/18/2016 93.166167 2047.630005 0.382% 0.372%
5/17/2016 92.111939 2047.209961 -1.132% -0.021%
5/16/2016 92.49619 2066.659912 0.417% 0.950%
5/13/2016 89.185717 2046.609985 -3.579% -0.970%
5/12/2016 89.00837 2064.110107 -0.199% 0.855%
5/11/2016 91.146389 2064.459961 2.402% 0.017%
5/10/2016 92.042972 2084.389893 0.984% 0.965%
5/9/2016 91.422261 2058.689941 -0.674% -1.233%
5/6/2016 91.353293 2057.139893 -0.075% -0.075%
5/5/2016 91.865625 2050.629883 0.561% -0.316%
5/4/2016 92.240024 2051.120117 0.408% 0.024%
5/3/2016 93.209527 2063.370117 1.051% 0.597%
5/2/2016 91.701408 2081.429932 -1.618% 0.875%
4/29/2016 91.799336 2065.300049 0.107% -0.775%
4/28/2016 92.866774 2075.810059 1.163% 0.509%
4/27/2016 95.794871 2095.149902 3.153% 0.932%
4/26/2016 102.189682 2091.699951 6.676% -0.165%
4/25/2016 102.904573 2087.790039 0.700% -0.187%
4/22/2016 103.492149 2091.580078 0.571% 0.182%
4/21/2016 103.776147 2091.47998 0.274% -0.005%
4/20/2016 104.912128 2102.399902 1.095% 0.522%
4/19/2016 104.696689 2100.800049 -0.205% -0.076%
4/18/2016 105.254888 2094.340088 0.533% -0.308%
4/15/2016 107.575818 2080.72998 2.205% -0.650%
4/14/2016 109.779237 2082.780029 2.048% 0.099%
4/13/2016 109.720482 2082.419922 -0.054% -0.017%
4/12/2016 108.153607 2061.719971 -1.428% -0.994%
4/11/2016 106.762999 2041.98999 -1.286% -0.957%
4/8/2016 106.410459 2047.599976 -0.330% 0.275%
4/7/2016 106.292941 2041.910034 -0.110% -0.278%
4/6/2016 108.662839 2066.659912 2.230% 1.212%
4/5/2016 107.536645 2045.170044 -1.036% -1.040%
4/4/2016 108.81953 2066.129883 1.193% 1.025%
4/1/2016 107.712919 2072.780029 -1.017% 0.322%
3/31/2016 106.733621 2059.73999 -0.909% -0.629%
3/30/2016 107.291821 2063.949951 0.523% 0.204%
3/29/2016 105.450744 2055.01001 -1.716% -0.433%
3/28/2016 103.012296 2037.050049 -2.312% -0.874%
3/24/2016 103.482354 2035.939941 0.456% -0.054%
3/23/2016 103.93283 2036.709961 0.435% 0.038%
3/22/2016 104.51062 2049.800049 0.556% 0.643%
3/21/2016 103.717391 2051.600098 -0.759% 0.088%
3/18/2016 103.727179 2049.580078 0.009% -0.098%
3/17/2016 103.609668 2040.589966 -0.113% -0.439%
3/16/2016 103.776147 2027.219971 0.161% -0.655%
3/15/2016 102.414924 2015.930054 -1.312% -0.557%
3/14/2016 100.397566 2019.640015 -1.970% 0.184%
3/11/2016 100.142954 2022.189941 -0.254% 0.126%
3/10/2016 99.075516 1989.569946 -1.066% -1.613%
3/9/2016 99.026556 1989.26001 -0.049% -0.016%
3/8/2016 98.938415 1979.26001 -0.089% -0.503%
3/7/2016 99.761029 2001.76001 0.831% 1.137%
3/4/2016 100.877427 1999.98999 1.119% -0.088%
3/3/2016 99.398686 1993.400024 -1.466% -0.329%
3/2/2016 98.664213 1986.449951 -0.739% -0.349%
3/1/2016 98.448766 1978.349976 -0.218% -0.408%
2/29/2016 94.688268 1932.22998 -3.820% -2.331%
2/26/2016 94.903715 1948.050049 0.228% 0.819%
2/25/2016 94.756818 1951.699951 -0.155% 0.187%
2/24/2016 94.110479 1929.800049 -0.682% -1.122%
2/23/2016 92.729673 1921.27002 -1.467% -0.442%
2/22/2016 94.874329 1945.5 2.313% 1.261%
2/19/2016 94.051723 1917.780029 -0.867% -1.425%
2/18/2016 94.26717 1917.829956 0.229% 0.003%
2/17/2016 96.088664 1926.819946 1.932% 0.469%
2/16/2016 94.6393 1895.579956 -1.508% -1.621%
2/12/2016 92.04416 1864.780029 -2.742% -1.625%
2/11/2016 91.760163 1829.079956 -0.309% -1.914%
2/10/2016 92.318363 1851.859985 0.608% 1.245%
2/9/2016 93.023458 1852.209961 0.764% 0.019%
2/8/2016 93.043048 1853.439941 0.021% 0.066%
2/5/2016 92.073538 1880.050049 -1.042% 1.436%
2/4/2016 94.600127 1915.449951 2.744% 1.883%
2/3/2016 93.846074 1912.530029 -0.797% -0.152%
2/2/2016 92.024676 1903.030029 -1.941% -0.497%
2/1/2016 93.923996 1939.380005 2.064% 1.910%
1/29/2016 94.810344 1940.23999 0.944% 0.044%
1/28/2016 91.644804 1893.359985 -3.339% -2.416%
1/27/2016 90.992218 1882.949951 -0.712% -0.550%
1/26/2016 97.391477 1903.630005 7.033% 1.098%
1/25/2016 96.855775 1877.079956 -0.550% -1.395%
1/22/2016 98.784315 1906.900024 1.991% 1.589%
1/21/2016 93.797377 1868.98999 -5.048% -1.988%
1/20/2016 94.274641 1859.329956 0.509% -0.517%
1/19/2016 94.148022 1881.329956 -0.134% 1.183%
1/15/2016 94.605802 1880.329956 0.486% -0.053%
1/14/2016 96.93369 1921.839966 2.461% 2.208%
1/13/2016 94.859047 1890.280029 -2.140% -1.642%
1/12/2016 97.362258 1938.680054 2.639% 2.560%
1/11/2016 95.96942 1923.670044 -1.431% -0.774%
1/8/2016 94.440222 1922.030029 -1.593% -0.085%
1/7/2016 93.943473 1943.089966 -0.526% 1.096%
1/6/2016 98.083025 1990.26001 4.406% 2.428%
1/5/2016 100.040792 2016.709961 1.996% 1.329%
1/4/2016 102.612183 2012.660034 2.570% -0.201%
SUMMARY OUTPUT

Regression Statistics
Multiple R
R Square
Adjusted R Square
Standard Error
Observations

ANOVA

Regression
Residual
Total

Intercept
Beta

Expected return of AAPL in 2016

Regression Statistics
0.568910656
0.3236593345
0.3209431069
0.0121851848
251

df SS MS F
1 0.0176923785 0.017692 119.15766475
249 0.0369712032 0.000148
250 0.0546635817

Coefficients Standard Error t Stat P-value

4.28084039674194E-05 0.0007699916 0.055596 0.9557082836
1.0224777016 0.0936683465 10.91594 6.315694712E-23

Latest risk-free rate 0.009%

Market return proxy -0.039%
Expected daily return of AAPL in 2016 -0.040%
Annualized expected return of AAPL in 2016 -10.114%
 Significance F
6.315694712E-23

Lower 95% Upper 95% Lower 95.0%

-0.0014737184 0.001559 -0.0014737184
0.8379944398 1.206961 0.8379944398
Upper 95.0%
0.001559
1.206961
 Date AAPL Adj Close SP500 Adj Close AAPL Return SP500 Return
12/1/2016 115.320023 2238.830078
11/1/2016 110.0429 2198.810059 10904.29% 219781.01%
10/3/2016 112.472404 2126.149902 11147.24% 212514.99%
9/1/2016 111.987015 2168.27002 11098.70% 216727.00%
8/1/2016 105.102364 2170.949951 10410.24% 216995.00%
7/1/2016 102.673927 2173.600098 10167.39% 217260.01%
6/1/2016 94.190842 2098.860107 9319.08% 209786.01%
5/2/2016 98.388046 2096.949951 9738.80% 209595.00%
4/1/2016 91.799339 2065.300049 9079.93% 206430.00%
3/1/2016 106.73362 2059.73999 10573.36% 205874.00%
2/1/2016 94.688271 1932.22998 9368.83% 193123.00%
1/4/2016 94.810341 1940.23999 9381.03% 193924.00%
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.6607008483
R Square 0.4365256109
Adjusted R Square 0.3739173455
Standard Error 6.0764448317
Observations 11

ANOVA
df
Regression 1
Residual 9
Total 10

Coefficients
Intercept -16.441501466
Beta 0.056157253

Expected return of AAPL in 2016

 SS MS F
257.4406809083 257.4406809083 6.972332
332.3086361381 36.9231817931
589.7493170464

Standard Error t Stat P-value

44.5450033692 -0.3690986693 0.720588
0.0212675189 2.6405173682 0.026891

AAPL in 2016
Latest risk-free rate 0.009%
Market return proxy 209273.637%
Expected daily return of AAPL in 2016 11752.241%
Annualized expected return of AAPL in 2016 141026.893%
 Significance F
0.0268909617

Lower 95% Upper 95% Lower 95.0% Upper 95.0%

-117.209299904 84.3262969725 -117.209299904 84.3262969725
0.0080467828 0.1042677232 0.0080467828 0.1042677232
 Date Mkt-RF SMB HML RF AAPL returns AAPL return - Rf
12/30/2016 -0.52 -0.13 0.18 0.01%
12/29/2016 -0.04 0.13 -0.3 0.01% 0.786% 0.777%
12/28/2016 -0.87 -0.3 0.06 0.01% 0.026% 0.017%
12/27/2016 0.27 0.21 0.14 0.01% 0.428% 0.419%
12/23/2016 0.19 0.57 -0.54 0.01% -0.631% -0.640%
12/22/2016 -0.3 -0.77 0.27 0.01% -0.197% -0.206%
12/21/2016 -0.24 -0.39 0.25 0.01% 0.662% 0.653%
12/20/2016 0.44 0.44 0.68 0.01% -0.094% -0.103%
12/19/2016 0.22 0.29 0.07 0.01% -0.265% -0.274%
12/16/2016 -0.22 0.06 -0.46 0.01% -0.574% -0.583%
12/15/2016 0.46 0.38 0.3 0.01% -0.129% -0.138%
12/14/2016 -0.82 -0.34 -0.28 0.01% -0.544% -0.553%
12/13/2016 0.6 -0.52 -0.28 0.01% 0.000% -0.009%
12/12/2016 -0.3 -0.93 -0.16 0.01% -1.641% -1.650%
12/9/2016 0.46 -0.29 0.1 0.01% 0.574% 0.565%
12/8/2016 0.36 1.12 0.61 0.01% -1.606% -1.615%
12/7/2016 1.26 -0.64 0.58 0.01% -0.972% -0.981%
12/6/2016 0.48 0.6 0.25 0.01% -0.973% -0.982%
12/5/2016 0.75 1.11 0.27 0.01% -0.764% -0.773%
12/2/2016 0 0.08 -0.31 0.01% 0.724% 0.715%
12/1/2016 -0.36 -0.68 2.02 0.01% -0.373% -0.382%
11/30/2016 -0.25 -0.39 2.23 0.01% 0.941% 0.932%
11/29/2016 0.11 -0.36 -0.08 0.01% 0.851% 0.842%
11/28/2016 -0.64 -0.77 0.07 0.01% 0.099% 0.090%
11/25/2016 0.4 -0.07 -0.24 0.01% 0.197% 0.188%
11/23/2016 0.16 0.52 0.2 0.01% -0.501% -0.510%
11/22/2016 0.31 0.57 0.62 0.01% 0.512% 0.503%
11/21/2016 0.77 -0.24 0.07 0.01% -0.063% -0.072%
11/18/2016 -0.16 0.55 0.37 0.01% -1.495% -1.504%
11/17/2016 0.56 0.14 -0.13 0.01% -0.100% -0.109%
11/16/2016 -0.12 0.3 -0.54 0.01% 0.036% 0.027%
11/15/2016 0.8 -0.54 0.17 0.01% -2.618% -2.627%
11/14/2016 0.21 0.6 1.44 0.01% -1.307% -1.316%
11/11/2016 0.18 2.51 -0.01 0.01% 2.573% 2.564%
11/10/2016 0.32 1.12 1.79 0.01% -0.590% -0.599%
11/9/2016 1.46 1.89 1.04 0.01% 2.867% 2.858%
11/8/2016 0.4 -0.07 -0.19 0.01% 0.162% 0.153%
11/7/2016 2.23 0.22 -0.15 0.01% -0.585% -0.594%
11/4/2016 -0.12 0.89 -0.46 0.01% -1.422% -1.431%
11/3/2016 -0.4 -0.46 1.04 0.01% 0.910% 0.901%
11/2/2016 -0.73 -0.68 0.37 0.01% 1.083% 1.074%
11/1/2016 -0.68 -0.35 0.15 0.01% -0.090% -0.099%
10/31/2016 0.02 0.04 0.15 0.01% 1.839% 1.830%
10/28/2016 -0.29 -0.1 0.09 0.01% 0.159% 0.150%
10/27/2016 -0.33 -0.98 0.58 0.01% 0.668% 0.659%
10/26/2016 -0.23 -0.83 0.76 0.01% 0.970% 0.961%
10/25/2016 -0.46 -0.58 0.22 0.01% 2.301% 2.292%
10/24/2016 0.54 0.07 -0.14 0.01% -0.507% -0.516%
10/21/2016 0.02 -0.13 -0.32 0.01% -0.892% -0.901%
10/20/2016 -0.16 -0.01 -0.1 0.01% 0.395% 0.386%
10/19/2016 0.25 0 0.9 0.01% 0.051% 0.042%
10/18/2016 0.6 -0.15 0.04 0.01% 0.299% 0.290%
10/17/2016 -0.29 -0.04 0.14 0.01% 0.068% 0.059%
10/14/2016 0.01 -0.36 0.58 0.01% 0.068% 0.059%
10/13/2016 -0.42 -0.69 -0.66 0.01% -0.553% -0.562%
10/12/2016 0.06 -0.25 0.38 0.01% 0.308% 0.299%
10/11/2016 -1.3 -0.61 0.48 0.01% -0.886% -0.895%
10/10/2016 0.52 0.58 -0.02 0.01% -0.215% -0.224%
10/7/2016 -0.38 -0.51 0.17 0.01% -1.715% -1.724%
10/6/2016 -0.06 -0.26 0.36 0.01% -0.149% -0.158%
10/5/2016 0.58 0.29 0.79 0.01% -0.738% -0.747%
10/4/2016 -0.46 -0.03 0.18 0.01% -0.044% -0.053%
10/3/2016 -0.26 0.02 -0.21 0.01% -0.425% -0.434%
9/30/2016 0.88 0.36 0.35 0.01% 0.471% 0.462%
9/29/2016 -0.98 -0.42 0.53 0.01% -0.770% -0.779%
9/28/2016 0.56 0.21 1.11 0.01% 1.578% 1.569%
9/27/2016 0.64 -0.07 -0.5 0.01% -0.755% -0.764%
9/26/2016 -0.88 -0.2 -0.33 0.01% -0.186% -0.195%
9/23/2016 -0.6 -0.09 -0.17 0.01% -0.151% -0.160%
9/22/2016 0.7 0.83 -0.05 0.01% 1.695% 1.686%
9/21/2016 1.12 0.14 0.34 0.01% -0.934% -0.943%
9/20/2016 -0.02 -0.21 -0.52 0.01% 0.018% 0.009%
9/19/2016 0.05 0.4 0.18 0.01% 0.009% 0.000%
9/16/2016 -0.36 0.33 -0.46 0.01% 1.180% 1.171%
9/15/2016 1.07 0.29 -0.33 0.01% 0.566% 0.557%
9/14/2016 -0.08 0.13 -0.82 0.01% -3.288% -3.297%
9/13/2016 -1.48 -0.26 -0.44 0.01% -3.418% -3.427%
9/12/2016 1.44 0.01 -0.46 0.01% -2.325% -2.334%
9/9/2016 -2.47 -0.58 0.37 0.01% -2.191% -2.200%
9/8/2016 -0.18 -0.04 0.57 0.01% 2.317% 2.308%
9/7/2016 0.09 0.62 0.02 0.01% 2.691% 2.682%
9/6/2016 0.26 0.07 -0.55 0.01% -0.609% -0.618%
9/2/2016 0.53 0.37 0.35 0.01% 0.028% 0.019%
9/1/2016 0.03 0.14 -0.5 0.01% -0.928% -0.937%
8/31/2016 -0.24 -0.39 0.13 0.01% -0.590% -0.599%
8/30/2016 -0.14 0.09 0.3 0.01% -0.094% -0.103%
8/29/2016 0.53 -0.07 0.36 0.01% 0.774% 0.765%
8/26/2016 -0.15 0.14 -0.13 0.01% 0.112% 0.103%
8/25/2016 -0.08 0.2 0.47 0.01% 0.589% 0.580%
8/24/2016 -0.56 -0.5 0.42 0.01% 0.428% 0.419%
8/23/2016 0.27 0.55 -0.03 0.01% 0.759% 0.750%
8/22/2016 -0.02 0.27 -0.39 0.01% -0.312% -0.321%
8/19/2016 -0.11 0.1 -0.13 0.01% 0.783% 0.774%
8/18/2016 0.32 0.45 0.36 0.01% -0.256% -0.265%
8/17/2016 0.12 -0.59 0.22 0.01% 0.128% 0.119%
8/16/2016 -0.57 -0.28 0.6 0.01% 0.146% 0.137%
8/15/2016 0.39 0.75 0.4 0.01% 0.091% 0.082%
8/12/2016 -0.06 0.06 -0.2 0.01% -1.187% -1.196%
8/11/2016 0.54 0.14 0.03 0.01% -0.231% -0.240%
8/10/2016 -0.29 -0.45 -0.14 0.01% 0.065% 0.056%
8/9/2016 0.05 -0.03 -0.31 0.01% 0.750% 0.741%
8/8/2016 -0.06 -0.01 0.54 0.01% -0.404% -0.413%
8/5/2016 0.93 0.41 0.91 0.01% -0.821% -0.830%
8/4/2016 0.05 0.08 -0.31 0.01% -1.498% -1.507%
8/3/2016 0.45 0.47 0.79 0.01% -0.614% -0.623%
8/2/2016 -0.7 -0.6 0.16 0.01% -1.238% -1.247%
8/1/2016 -0.16 0.18 -0.88 0.01% 1.503% 1.494%
7/29/2016 0.17 -0.01 0.03 0.01% -1.735% -1.744%
7/28/2016 0.18 -0.38 -0.3 0.01% 0.125% 0.116%
7/27/2016 -0.14 0.64 -0.41 0.01% -1.332% -1.341%
7/26/2016 0.13 0.59 0.57 0.01% -6.100% -6.109%
7/25/2016 -0.27 -0.02 -0.25 0.01% 0.693% 0.684%
7/22/2016 0.48 0.24 -0.09 0.01% 1.356% 1.347%
7/21/2016 -0.38 -0.06 -0.02 0.01% 0.780% 0.771%
7/20/2016 0.48 0.47 -0.91 0.01% 0.533% 0.524%
7/19/2016 -0.22 -0.62 0.06 0.01% -0.090% -0.099%
7/18/2016 0.25 -0.01 -0.11 0.01% -0.040% -0.049%
7/15/2016 -0.05 0.31 0.02 0.01% -1.052% -1.061%
7/14/2016 0.51 -0.42 0.47 0.01% 0.010% 0.001%
7/13/2016 -0.05 -0.52 0.5 0.01% -1.944% -1.953%
7/12/2016 0.75 0.62 1 0.01% 0.568% 0.559%
7/11/2016 0.43 0.61 0.27 0.01% -0.452% -0.461%
7/8/2016 1.6 0.88 0.37 0.01% -0.309% -0.318%
7/7/2016 0.02 0.35 -0.18 0.01% -0.765% -0.774%
7/6/2016 0.62 0.19 -0.12 0.01% -0.427% -0.436%
7/5/2016 -0.85 -0.62 -1.38 0.01% -0.565% -0.574%
7/1/2016 0.24 0.56 -0.4 0.01% 0.947% 0.938%
6/30/2016 1.42 0.35 0.45 0.01% -0.302% -0.311%
6/29/2016 1.8 0.27 -0.09 0.01% -1.255% -1.264%
6/28/2016 1.76 -0.39 0.13 0.01% -0.858% -0.867%
6/27/2016 -2.07 -0.94 -0.67 0.01% -1.656% -1.665%
6/24/2016 -3.7 0.14 -1.13 0.01% 1.478% 1.469%
6/23/2016 1.45 0.49 0.43 0.01% 2.891% 2.882%
6/22/2016 -0.2 -0.32 0.08 0.01% -0.572% -0.581%
6/21/2016 0.21 -0.63 0.49 0.01% 0.377% 0.368%
6/20/2016 0.71 0.61 -0.02 0.01% -0.845% -0.854%
6/17/2016 -0.3 -0.1 0.93 0.01% 0.242% 0.233%
6/16/2016 0.24 -0.35 -0.4 0.01% 2.329% 2.320%
6/15/2016 -0.11 0.25 -0.07 0.01% -0.420% -0.429%
6/14/2016 -0.19 0.27 -0.69 0.01% 0.329% 0.320%
6/13/2016 -0.83 -0.36 0.1 0.01% -0.123% -0.132%
6/10/2016 -1.05 -0.35 -0.18 0.01% 1.531% 1.522%
6/9/2016 -0.27 -0.41 -0.2 0.01% 0.830% 0.821%
6/8/2016 0.37 0.44 -0.11 0.01% -0.712% -0.721%
6/7/2016 0.12 0.2 0.1 0.01% 0.091% 0.082%
6/6/2016 0.6 0.67 0.32 0.01% -0.404% -0.413%
6/3/2016 -0.38 -0.14 -0.09 0.01% -0.720% -0.729%
6/2/2016 0.35 0.32 -0.59 0.01% -0.204% -0.213%
6/1/2016 0.2 0.64 -0.22 0.01% 0.757% 0.748%
5/31/2016 -0.01 0.51 -0.37 0.01% 1.422% 1.413%
5/27/2016 0.49 0.33 -0.22 0.01% 0.491% 0.482%
5/26/2016 -0.04 -0.09 -0.51 0.01% 0.060% 0.051%
5/25/2016 0.72 -0.21 0.57 0.01% -0.787% -0.796%
5/24/2016 1.43 0.68 -0.33 0.01% -1.727% -1.736%
5/23/2016 -0.19 0.26 -0.32 0.01% -1.502% -1.511%
5/20/2016 0.75 0.9 -0.3 0.01% -1.255% -1.264%
5/19/2016 -0.33 -0.32 -0.27 0.01% -1.071% -1.080%
5/18/2016 0.1 0.1 0.84 0.01% 0.382% 0.373%
5/17/2016 -0.95 -0.78 0.61 0.01% -1.132% -1.141%
5/16/2016 0.99 0.27 -0.26 0.01% 0.417% 0.408%
5/13/2016 -0.82 0.38 -0.67 0.01% -3.579% -3.588%
5/12/2016 -0.11 -0.6 0.13 0.01% -0.199% -0.208%
5/11/2016 -0.89 -0.36 0.8 0.01% 2.402% 2.393%
5/10/2016 1.26 -0.4 0.48 0.01% 0.984% 0.975%
5/9/2016 0.04 0.37 -1.49 0.01% -0.674% -0.683%
5/6/2016 0.38 0.04 0.25 0.01% -0.075% -0.084%
5/5/2016 -0.08 -0.49 0.08 0.01% 0.561% 0.552%
5/4/2016 -0.66 -0.16 0.07 0.01% 0.408% 0.399%
5/3/2016 -1.05 -0.65 -0.48 0.01% 1.051% 1.042%
5/2/2016 0.78 -0.01 -0.37 0.01% -1.618% -1.627%
4/29/2016 -0.5 -0.15 0.42 0.01% 0.107% 0.098%
4/28/2016 -0.96 -0.15 0.06 0.01% 1.163% 1.154%
4/27/2016 0.21 0.09 0.7 0.01% 3.153% 3.144%
4/26/2016 0.29 0.66 0.77 0.01% 6.676% 6.667%
4/25/2016 -0.24 -0.57 -0.19 0.01% 0.700% 0.691%
4/22/2016 0.12 0.81 0.49 0.01% 0.571% 0.562%
4/21/2016 -0.47 0.1 -0.59 0.01% 0.274% 0.265%
4/20/2016 0.15 -0.09 0.52 0.01% 1.095% 1.086%
4/19/2016 0.29 -0.36 1.48 0.01% -0.205% -0.214%
4/18/2016 0.65 0.1 -0.19 0.01% 0.533% 0.524%
4/15/2016 -0.04 0.32 -0.32 0.01% 2.205% 2.196%
4/14/2016 0.03 -0.27 0.19 0.01% 2.048% 2.039%
4/13/2016 1.23 0.85 0.35 0.01% -0.054% -0.063%
4/12/2016 0.99 -0.06 0.84 0.01% -1.428% -1.437%
4/11/2016 -0.28 -0.1 0.94 0.01% -1.286% -1.295%
4/8/2016 0.29 0.02 0.67 0.01% -0.330% -0.339%
4/7/2016 -1.23 -0.05 -0.34 0.01% -0.110% -0.119%
4/6/2016 1.14 0.17 -0.82 0.01% 2.230% 2.221%
4/5/2016 -0.94 -0.07 -0.36 0.01% -1.036% -1.045%
4/4/2016 -0.41 -0.25 -0.77 0.01% 1.193% 1.184%
4/1/2016 0.64 -0.26 -0.61 0.01% -1.017% -1.026%
3/31/2016 -0.11 0.44 -0.48 0.01% -0.909% -0.918%
3/30/2016 0.41 -0.29 0.14 0.01% 0.523% 0.514%
3/29/2016 1.07 1.76 -1.19 0.01% -1.716% -1.725%
3/28/2016 0.04 -0.02 0.14 0.01% -2.312% -2.321%
3/24/2016 0 0.46 -0.06 0.01% 0.456% 0.447%
3/23/2016 -0.86 -1.17 -0.08 0.01% 0.435% 0.426%
3/22/2016 -0.05 -0.01 -0.45 0.01% 0.556% 0.547%
3/21/2016 0.1 -0.21 -0.31 0.01% -0.759% -0.768%
3/18/2016 0.54 0.34 -0.17 0.01% 0.009% 0.000%
3/17/2016 0.72 0.84 0.57 0.01% -0.113% -0.122%
3/16/2016 0.63 0.1 -0.05 0.01% 0.161% 0.152%
3/15/2016 -0.36 -1.43 0.67 0.01% -1.312% -1.321%
3/14/2016 -0.12 -0.07 -0.88 0.01% -1.970% -1.979%
3/11/2016 1.69 0.28 0.17 0.01% -0.254% -0.263%
3/10/2016 -0.11 -0.82 0.64 0.01% -1.066% -1.075%
3/9/2016 0.5 0.04 0.37 0.01% -0.049% -0.058%
3/8/2016 -1.27 -1.14 -0.47 0.01% -0.089% -0.098%
3/7/2016 0.21 1.21 0.52 0.01% 0.831% 0.822%
3/4/2016 0.37 0.27 0.3 0.01% 1.119% 1.110%
3/3/2016 0.51 0.43 0.64 0.01% -1.466% -1.475%
3/2/2016 0.54 0.51 0.72 0.01% -0.739% -0.748%
3/1/2016 2.34 -0.64 0.28 0.01% -0.218% -0.227%
2/29/2016 -0.69 0.66 0.26 0.01% -3.820% -3.829%
2/26/2016 -0.01 0.81 0.26 0.01% 0.228% 0.219%
2/25/2016 1.1 -0.43 0.23 0.01% -0.155% -0.164%
2/24/2016 0.53 0.68 -0.3 0.01% -0.682% -0.691%
2/23/2016 -1.22 0.48 -0.5 0.01% -1.467% -1.476%
2/22/2016 1.43 -0.26 0.23 0.01% 2.313% 2.304%
2/19/2016 0.06 0.43 -0.63 0.01% -0.867% -0.876%
2/18/2016 -0.51 -0.01 0.2 0.01% 0.229% 0.220%
2/17/2016 1.75 -0.05 -0.65 0.01% 1.932% 1.923%
2/16/2016 1.78 0.55 -0.57 0.01% -1.508% -1.517%
2/12/2016 1.98 -0.53 1.13 0.01% -2.742% -2.751%
2/11/2016 -1.17 0.51 -1.5 0.01% -0.309% -0.318%
2/10/2016 0.01 -0.05 -0.58 0.01% 0.608% 0.599%
2/9/2016 -0.1 -0.48 -0.28 0.01% 0.764% 0.755%
2/8/2016 -1.51 -0.02 0.95 0.01% 0.021% 0.012%
2/5/2016 -2.06 -1.09 1.78 0.01% -1.042% -1.051%
2/4/2016 0.27 0.2 0.3 0.01% 2.744% 2.735%
2/3/2016 0.46 -0.32 0.45 0.01% -0.797% -0.806%
2/2/2016 -2 -0.02 -0.34 0.01% -1.941% -1.950%
2/1/2016 -0.04 -0.2 -0.96 0.01% 2.064% 2.055%
1/29/2016 2.57 0.46 0.39 0.01% 0.944% 0.935%
1/28/2016 0.49 -0.47 1.27 0.01% -3.339% -3.348%
1/27/2016 -1.11 -0.56 1.72 0.01% -0.712% -0.721%
1/26/2016 1.52 0.37 1.23 0.01% 7.033% 7.024%
1/25/2016 -1.71 -0.37 -0.96 0.01% -0.550% -0.559%
1/22/2016 2.08 0.21 -0.22 0.01% 1.991% 1.982%
1/21/2016 0.45 -0.48 0.01 0.01% -5.048% -5.057%
1/20/2016 -0.94 1.85 -1.21 0.01% 0.509% 0.500%
1/19/2016 -0.2 -1.34 -0.04 0.01% -0.134% -0.143%
1/15/2016 -2.14 0.42 -0.18 0.01% 0.486% 0.477%
1/14/2016 1.65 -0.01 -0.42 0.01% 2.461% 2.452%
1/13/2016 -2.67 -0.71 0.82 0.01% -2.140% -2.149%
1/12/2016 0.71 -0.39 -0.79 0.01% 2.639% 2.630%
1/11/2016 -0.06 -0.65 0.35 0.01% -1.431% -1.440%
1/8/2016 -1.11 -0.47 -0.04 0.01% -1.593% -1.602%
1/7/2016 -2.44 -0.28 0.12 0.01% -0.526% -0.535%
1/6/2016 -1.35 -0.13 0.01 0.01% 4.406% 4.397%
1/5/2016 0.12 -0.21 0 0.01% 1.996% 1.987%
1/4/2016 -1.59 -0.83 0.53 0.01% 2.570% 2.561%
(Mkt-RF)/100 SMB/100 HML/100
-0.0052 -0.0013 0.0018 Fama French 3 Factor Models:
-0.0004 0.0013 -0.003
-0.0087 -0.003 0.0006
0.0027 0.0021 0.0014
0.0019 0.0057 -0.0054 SUMMARY OUTPUT
-0.003 -0.0077 0.0027
-0.0024 -0.0039 0.0025 Regression Statistics
0.0044 0.0044 0.0068 Multiple R
0.0022 0.0029 0.0007 R Square
-0.0022 0.0006 -0.0046 Adjusted R Square
0.0046 0.0038 0.003 Standard Error
-0.0082 -0.0034 -0.0028 Observations
0.006 -0.0052 -0.0028
-0.003 -0.0093 -0.0016 ANOVA
0.0046 -0.0029 0.001
0.0036 0.0112 0.0061 Regression
0.0126 -0.0064 0.0058 Residual
0.0048 0.006 0.0025 Total
0.0075 0.0111 0.0027
0 0.0008 -0.0031
-0.0036 -0.0068 0.0202 Intercept
-0.0025 -0.0039 0.0223 Beta 1
0.0011 -0.0036 -0.0008 Beta 2
-0.0064 -0.0077 0.0007 Beta 3
0.004 -0.0007 -0.0024
0.0016 0.0052 0.002
0.0031 0.0057 0.0062
0.0077 -0.0024 0.0007
-0.0016 0.0055 0.0037
0.0056 0.0014 -0.0013
-0.0012 0.003 -0.0054
0.008 -0.0054 0.0017
0.0021 0.006 0.0144
0.0018 0.0251 -0.0001
0.0032 0.0112 0.0179
0.0146 0.0189 0.0104
0.004 -0.0007 -0.0019
0.0223 0.0022 -0.0015
-0.0012 0.0089 -0.0046
-0.004 -0.0046 0.0104
-0.0073 -0.0068 0.0037
-0.0068 -0.0035 0.0015
0.0002 0.0004 0.0015
-0.0029 -0.001 0.0009
-0.0033 -0.0098 0.0058
-0.0023 -0.0083 0.0076
-0.0046 -0.0058 0.0022
0.0054 0.0007 -0.0014
0.0002 -0.0013 -0.0032
-0.0016 -0.0001 -0.001
0.0025 0 0.009
0.006 -0.0015 0.0004
-0.0029 -0.0004 0.0014
0.0001 -0.0036 0.0058
-0.0042 -0.0069 -0.0066
0.0006 -0.0025 0.0038
-0.013 -0.0061 0.0048
0.0052 0.0058 -0.0002
-0.0038 -0.0051 0.0017
-0.0006 -0.0026 0.0036
0.0058 0.0029 0.0079
-0.0046 -0.0003 0.0018
-0.0026 0.0002 -0.0021
0.0088 0.0036 0.0035
-0.0098 -0.0042 0.0053
0.0056 0.0021 0.0111
0.0064 -0.0007 -0.005
-0.0088 -0.002 -0.0033
-0.006 -0.0009 -0.0017
0.007 0.0083 -0.0005
0.0112 0.0014 0.0034
-0.0002 -0.0021 -0.0052
0.0005 0.004 0.0018
-0.0036 0.0033 -0.0046
0.0107 0.0029 -0.0033
-0.0008 0.0013 -0.0082
-0.0148 -0.0026 -0.0044
0.0144 0.0001 -0.0046
-0.0247 -0.0058 0.0037
-0.0018 -0.0004 0.0057
0.0009 0.0062 0.0002
0.0026 0.0007 -0.0055
0.0053 0.0037 0.0035
0.0003 0.0014 -0.005
-0.0024 -0.0039 0.0013
-0.0014 0.0009 0.003
0.0053 -0.0007 0.0036
-0.0015 0.0014 -0.0013
-0.0008 0.002 0.0047
-0.0056 -0.005 0.0042
0.0027 0.0055 -0.0003
-0.0002 0.0027 -0.0039
-0.0011 0.001 -0.0013
0.0032 0.0045 0.0036
0.0012 -0.0059 0.0022
-0.0057 -0.0028 0.006
0.0039 0.0075 0.004
-0.0006 0.0006 -0.002
0.0054 0.0014 0.0003
-0.0029 -0.0045 -0.0014
0.0005 -0.0003 -0.0031
-0.0006 -0.0001 0.0054
0.0093 0.0041 0.0091
0.0005 0.0008 -0.0031
0.0045 0.0047 0.0079
-0.007 -0.006 0.0016
-0.0016 0.0018 -0.0088
0.0017 -0.0001 0.0003
0.0018 -0.0038 -0.003
-0.0014 0.0064 -0.0041
0.0013 0.0059 0.0057
-0.0027 -0.0002 -0.0025
0.0048 0.0024 -0.0009
-0.0038 -0.0006 -0.0002
0.0048 0.0047 -0.0091
-0.0022 -0.0062 0.0006
0.0025 -0.0001 -0.0011
-0.0005 0.0031 0.0002
0.0051 -0.0042 0.0047
-0.0005 -0.0052 0.005
0.0075 0.0062 0.01
0.0043 0.0061 0.0027
0.016 0.0088 0.0037
0.0002 0.0035 -0.0018
0.0062 0.0019 -0.0012
-0.0085 -0.0062 -0.0138
0.0024 0.0056 -0.004
0.0142 0.0035 0.0045
0.018 0.0027 -0.0009
0.0176 -0.0039 0.0013
-0.0207 -0.0094 -0.0067
-0.037 0.0014 -0.0113
0.0145 0.0049 0.0043
 -0.002 -0.0032 0.0008
0.0021 -0.0063 0.0049
0.0071 0.0061 -0.0002
-0.003 -0.001 0.0093
0.0024 -0.0035 -0.004
-0.0011 0.0025 -0.0007
-0.0019 0.0027 -0.0069
-0.0083 -0.0036 0.001
-0.0105 -0.0035 -0.0018
-0.0027 -0.0041 -0.002
0.0037 0.0044 -0.0011
0.0012 0.002 0.001
0.006 0.0067 0.0032
-0.0038 -0.0014 -0.0009
0.0035 0.0032 -0.0059
0.002 0.0064 -0.0022
-0.0001 0.0051 -0.0037
0.0049 0.0033 -0.0022
-0.0004 -0.0009 -0.0051
0.0072 -0.0021 0.0057
0.0143 0.0068 -0.0033
-0.0019 0.0026 -0.0032
0.0075 0.009 -0.003
-0.0033 -0.0032 -0.0027
0.001 0.001 0.0084
-0.0095 -0.0078 0.0061
0.0099 0.0027 -0.0026
-0.0082 0.0038 -0.0067
-0.0011 -0.006 0.0013
-0.0089 -0.0036 0.008
0.0126 -0.004 0.0048
0.0004 0.0037 -0.0149
0.0038 0.0004 0.0025
-0.0008 -0.0049 0.0008
-0.0066 -0.0016 0.0007
-0.0105 -0.0065 -0.0048
0.0078 -0.0001 -0.0037
-0.005 -0.0015 0.0042
-0.0096 -0.0015 0.0006
0.0021 0.0009 0.007
0.0029 0.0066 0.0077
-0.0024 -0.0057 -0.0019
0.0012 0.0081 0.0049
-0.0047 0.001 -0.0059
0.0015 -0.0009 0.0052
 0.0029 -0.0036 0.0148
0.0065 0.001 -0.0019
-0.0004 0.0032 -0.0032
0.0003 -0.0027 0.0019
0.0123 0.0085 0.0035
0.0099 -0.0006 0.0084
-0.0028 -0.001 0.0094
0.0029 0.0002 0.0067
-0.0123 -0.0005 -0.0034
0.0114 0.0017 -0.0082
-0.0094 -0.0007 -0.0036
-0.0041 -0.0025 -0.0077
0.0064 -0.0026 -0.0061
-0.0011 0.0044 -0.0048
0.0041 -0.0029 0.0014
0.0107 0.0176 -0.0119
0.0004 -0.0002 0.0014
0 0.0046 -0.0006
-0.0086 -0.0117 -0.0008
-0.0005 -0.0001 -0.0045
0.001 -0.0021 -0.0031
0.0054 0.0034 -0.0017
0.0072 0.0084 0.0057
0.0063 0.001 -0.0005
-0.0036 -0.0143 0.0067
-0.0012 -0.0007 -0.0088
0.0169 0.0028 0.0017
-0.0011 -0.0082 0.0064
0.005 0.0004 0.0037
-0.0127 -0.0114 -0.0047
0.0021 0.0121 0.0052
0.0037 0.0027 0.003
0.0051 0.0043 0.0064
0.0054 0.0051 0.0072
0.0234 -0.0064 0.0028
-0.0069 0.0066 0.0026
-0.0001 0.0081 0.0026
0.011 -0.0043 0.0023
0.0053 0.0068 -0.003
-0.0122 0.0048 -0.005
0.0143 -0.0026 0.0023
0.0006 0.0043 -0.0063
-0.0051 -0.0001 0.002
0.0175 -0.0005 -0.0065
0.0178 0.0055 -0.0057
 0.0198 -0.0053 0.0113
-0.0117 0.0051 -0.015
0.0001 -0.0005 -0.0058
-0.001 -0.0048 -0.0028
-0.0151 -0.0002 0.0095
-0.0206 -0.0109 0.0178
0.0027 0.002 0.003
0.0046 -0.0032 0.0045
-0.02 -0.0002 -0.0034
-0.0004 -0.002 -0.0096
0.0257 0.0046 0.0039
0.0049 -0.0047 0.0127
-0.0111 -0.0056 0.0172
0.0152 0.0037 0.0123
-0.0171 -0.0037 -0.0096
0.0208 0.0021 -0.0022
0.0045 -0.0048 0.0001
-0.0094 0.0185 -0.0121
-0.002 -0.0134 -0.0004
-0.0214 0.0042 -0.0018
0.0165 -0.0001 -0.0042
-0.0267 -0.0071 0.0082
0.0071 -0.0039 -0.0079
-0.0006 -0.0065 0.0035
-0.0111 -0.0047 -0.0004
-0.0244 -0.0028 0.0012
-0.0135 -0.0013 0.0001
0.0012 -0.0021 0
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Factor Models:

Regression Statistics
0.113923782
0.0129786281
0.0009905143
0.0147796396
251

df SS MS F Significance F
3 0.0007094583 0.000236 1.0826247 0.3570459129
247 0.0539541234 0.000218
250 0.0546635817

Coefficients Standard Error t Stat P-value Lower 95% Upper 95%

-0.0006339782 0.0009434422 -0.671984 0.50222183 -0.0024921959 0.0012242395
0.1142025116 0.1161227261 0.983464 0.32634151 -0.1145145231 0.3429195462
0.1752331214 0.1858217825 0.943017 0.3465936 -0.1907642033 0.5412304461
0.105186909 0.1637018573 0.642552 0.52111099 -0.2172426846 0.4276165026

Market risk premium last 12 months 27.07%

SMB last 12 months 6.96%
HML last 12 months 17.66%
Expected excess return of AAPL in 2016 6.169%
Latest risk-free rate 0.009%
Annual expected return of AAPL in 2016 6.178%
Lower 95.0% Upper 95.0%
-0.002492196 0.0012242395
-0.114514523 0.3429195462
-0.190764203 0.5412304461
-0.217242685 0.4276165026