Panel 1: Risk Parameters of the Investable Universe (annualized)

SD of
SD of excess Systematic SD of Correlation with
return Beta component Residual the S&P 500
S&P 500 0.1290 1 0.1290 0 1
HP 0.3422 1.496 0.1930 0.2850 0.564
INTC 0.2143 0.947 0.1222 0.1776 0.570
BP 0.3267 1.955 0.2522 0.1326 0.772
SHELL 0.2042 1.211 0.1563 0.1326 0.765
TARGET 0.2018 0.647 0.0834 0.1853 0.413
WMT 0.1530 0.462 0.0596 0.1421 0.390

Panel 2: Correlation of Residuals

HP INTC BP SHELL TARGET

HP 1
INTC 0.23 1
BP -0.15 0.12 1
SHELL -0.25 0.03 0.30 1
TARGET -0.08 0.13 -0.06 -0.18 1
WMT 0.03 0.10 0.00 -0.23 0.36

Panel 3: The Index Model Covariance Matrix

S&P 500 HP INTC BP SHELL

Beta 1.00 1.50 0.95 1.95 1.21
S&P 500 1.00 0.0166 0.0249 0.0158 0.0325 0.0202
HP 1.50 0.0249 0.0372 0.0236 0.0487 0.0302
INTC 0.95 0.0158 0.0236 0.0149 0.0308 0.0191
BP 1.95 0.0325 0.0487 0.0308 0.0636 0.0394
SHELL 1.21 0.0202 0.0302 0.0191 0.0394 0.0244
TARGET 0.65 0.0108 0.0161 0.0102 0.0210 0.0130
WMT 0.46 0.0077 0.0115 0.0073 0.0150 0.0093

Cells on the diagonal (shadowed) equal to variance

formula in cell C36 =B4^2
Cells off diagonal equal to covariance
formula in Cell C37 =C$25*$B27*$B$4^2
multiplies beta from row and column by index variance

Panel 4: Macro Forecast and Forecasts of Alpha Values

 S&P 500 HP INTC BP SHELL TARGET
Alpha 0 -0.0131 0.0046 -0.0207 -0.0045 0.0027
Risk premium (Index
model) 0.1347 0.1884 0.1322 0.2427 0.1587 0.0898

Table 5: Computation of the Optimal Risky Portfolio

S&P 500 Active Pf A HP INTC BP SHELL

s (e)
2
0.0812 0.0315 0.0176 0.0176
a/s2(e) -1.0826 -0.1608 0.1450 -1.1743 -0.2539
W0(i) 1.0000 0.1485 -0.1339 1.0847 0.2345
[W0(i)]2 0.0220 0.0179 1.1766 0.0550
aA -0.0277 -0.0019 -0.0006 -0.0224 -0.0010
s (eA)
2
0.0256 0.0018 0.0006 0.0207 0.0010
W0 -0.1338
W* 1.1135 -0.1135 -0.0169 0.0152 -0.1231 -0.0266
Beta* (see fn) 1 2.3323 0.2221 -0.1269 2.1206 0.2840
Risk premium* 0.1347 0.2865 0.0280 -0.0177 0.2632 0.0372
SD 0.1290 0.3408
Sharpe Ratio 1.0441 0.8407

* For Beta and Risk premium, the entries for the individual firms represent the contributions to portfolio beta
and risk premium. This presentation is slightly different from that in the text in Spreadsheet 8.1.
ualized)

TARGET WMT
0.65 0.46
0.0108 0.0077
0.0161 0.0115
0.0102 0.0073
0.0210 0.0150
0.0130 0.0093
0.0070 0.0050
0.0050 0.0036
WMT
0.0057

0.0680

TARGET WMT Overall Pf

0.0343 0.0202
0.0783 0.2831
-0.0723 -0.2615
0.0052 0.0684
-0.0002 -0.0015
0.0002 0.0014

0.0082 0.0297
-0.0468 -0.1208 0.8487
-0.0065 -0.0178 0.1175
0.1110
1.0584
Panel 1: Risk Parameters of the Investable Universe (annualized)

Mean of
excess return
(from index SD of excess
model) return
S&P 500 0.1347 0.1290
HP 0.1884 0.3422
INTC 0.1322 0.2143
BP 0.2427 0.3267
SHELL 0.1587 0.2042
TARGET 0.0898 0.2018
WMT 0.0680 0.1530

Panel 2: The Index Model Covariance Matrix

Correlation Matrix (excess return)

S&P 500 HP INTC BP SHELL
S&P 500 1 0.5639 0.5702 0.7720 0.7651
HP 0.5639 1 0.4744 0.3587 0.2986
INTC 0.5702 0.4744 1 0.5013 0.4547
BP 0.7720 0.3587 0.5013 1 0.7142
SHELL 0.7651 0.2986 0.4547 0.7142 1
TARGET 0.4134 0.1738 0.3365 0.2856 0.2127
WMT 0.3897 0.2421 0.2947 0.3037 0.1620

S&P 500 HP INTC BP SHELL

S&P 500 0.0164 0.0245 0.0155 0.0320 0.0198
HP 0.0245 0.1152 0.0342 0.0394 0.0205
INTC 0.0155 0.0342 0.0452 0.0345 0.0196
BP 0.0320 0.0394 0.0345 0.1050 0.0469
SHELL 0.0198 0.0205 0.0196 0.0469 0.0410
TARGET 0.0106 0.0118 0.0143 0.0185 0.0086
WMT 0.0076 0.0125 0.0095 0.0149 0.0050

Panel 3: Efficient Frontier with Two Mutual Fund Theorem

Weights
Target mean SD of return S&P 500 HP INTC BP
5.00% 11.48% 0.972 -0.160 0.093 -0.410
15.00% 14.59% 1.066 0.013 0.014 0.060
14.49% 15.74% 0.143 0.143 0.143 0.143
Table 4: Computation of the Optimal Risky Portfolio

portfolio A portfolio B
mean 5% 15%
standard deviation 11.5% 14.6%
covariance 0.00284

Optimal risky portfolio:

weight A 0.2583
weight B 0.7417
mean 0.1242
standard deviation 0.1170

S&P 500 HP INTC BP SHELL

1.041 -0.031 0.034 -0.061 -0.011
se (annualized)

TARGET WMT
0.4134 0.3897
0.1738 0.2421
0.3365 0.2947
0.2856 0.3037
0.2127 0.1620
1 0.4596
0.4596 1

TARGET WMT
0.0106 0.0076
0.0118 0.0125
0.0143 0.0095
0.0185 0.0149
0.0086 0.0050
0.0400 0.0140
0.0140 0.0230

SHELL TARGET WMT

0.023 0.000 0.482
-0.023 0.000 -0.130
0.143 0.143 0.143 <-equal weights
TARGET WMT
0.000 0.028
Date T-bills SP500_price HP_price INTEL_price BP_price Shell_price
(^GSPC) (HPQ) (INTC) (BP) (RDS.A)
1/4/2010 0.02 1073.9 42.2 16.0 43.9 41.0
2/1/2010 0.06 1104.5 45.6 17.1 42.3 41.1
3/1/2010 0.11 1169.4 47.8 18.5 45.4 43.5
4/1/2010 0.15 1186.7 46.7 19.0 41.5 47.1
5/3/2010 0.15 1089.4 41.3 17.9 34.1 39.9
6/1/2010 0.08 1030.7 39.0 16.3 23.0 38.3
7/1/2010 0.16 1101.6 41.4 17.3 30.6 42.2
8/2/2010 0.15 1049.3 34.6 14.9 27.7 41.0
9/1/2010 0.12 1141.2 37.9 16.2 32.7 46.6
10/1/2010 0.14 1183.3 37.9 16.9 32.4 50.2
11/1/2010 0.13 1180.6 37.8 18.0 31.8 47.5
12/1/2010 0.08 1257.6 38.0 17.9 35.1 52.3
1/3/2011 0.14 1286.1 41.3 18.3 37.7 55.6
2/1/2011 0.11 1327.2 39.4 18.4 38.9 57.2
3/1/2011 0.06 1325.8 37.1 17.3 35.4 57.7
4/1/2011 0.03 1363.6 36.6 19.9 37.0 61.4
5/2/2011 0.02 1345.2 33.8 19.5 37.4 57.2
6/1/2011 0.02 1320.6 33.1 19.2 35.9 57.0
7/1/2011 0.04 1292.3 32.0 19.3 36.8 58.9
8/1/2011 0.02 1218.9 23.7 17.6 32.2 54.4
9/1/2011 0.00 1131.4 20.5 18.6 29.5 49.9
10/3/2011 0.01 1253.3 24.3 21.4 36.1 57.5
11/1/2011 0.01 1247.0 25.5 21.9 36.0 57.4
12/1/2011 0.00 1257.6 23.6 21.4 35.3 60.0
1/3/2012 0.02 1312.4 25.7 23.3 37.9 58.6
2/1/2012 0.06 1365.7 23.2 23.9 39.3 60.7
3/1/2012 0.06 1408.5 22.0 25.0 37.5 58.2
4/2/2012 0.07 1397.9 22.8 25.2 36.2 59.4
5/1/2012 0.07 1310.3 20.9 23.1 30.8 52.3
6/1/2012 0.05 1362.2 18.7 23.8 34.2 56.7
7/2/2012 0.07 1379.3 16.9 23.0 33.7 57.3
8/1/2012 0.09 1406.6 15.7 22.4 35.9 59.6
9/4/2012 0.07 1440.7 15.9 20.4 36.2 59.1
10/1/2012 0.11 1412.2 12.9 19.5 36.6 58.3
11/1/2012 0.13 1416.2 12.1 17.8 36.1 57.7
12/3/2012 0.04 1426.2 13.4 18.8 36.0 59.4
1/2/2013 0.05 1498.1 15.6 19.2 38.5 60.8
2/1/2013 0.08 1514.7 19.0 19.2 35.4 57.3
3/1/2013 0.08 1569.2 22.6 20.1 37.1 56.9
4/1/2013 0.05 1597.6 19.6 22.1 38.2 59.3
5/1/2013 0.02 1630.7 23.2 22.6 38.0 58.7
6/3/2013 0.03 1606.3 23.7 22.5 37.0 56.4
7/1/2013 0.02 1685.7 24.5 21.7 36.7 60.5
 8/1/2013 0.04 1633.0 21.3 20.6 37.1 57.9
9/3/2013 0.02 1681.6 20.2 21.5 37.8 58.9
10/1/2013 0.11 1756.5 23.4 23.0 41.8 59.8
11/1/2013 0.05 1805.8 26.3 22.6 42.7 60.7
12/2/2013 0.02 1848.4 27.0 24.6 44.2 64.8
1/2/2014 0.02 1782.6 28.0 23.3 42.6 62.8
2/3/2014 0.05 1859.4 28.9 23.7 46.6 67.1
3/3/2014 0.05 1872.3 31.4 24.7 44.3 67.3
4/1/2014 0.02 1883.9 32.1 25.5 46.6 72.5
5/1/2014 0.03 1923.6 32.5 26.4 47.0 73.3
6/2/2014 0.02 1960.2 32.9 29.8 49.1 76.8
7/1/2014 0.02 1930.7 34.7 32.7 45.6 76.3
8/1/2014 0.03 2003.4 37.1 33.9 45.1 76.4
9/2/2014 0.01 1972.3 34.7 33.8 41.4 71.8
10/1/2014 0.02 2018.1 35.2 33.0 40.9 67.7
11/3/2014 0.04 2067.6 38.3 36.4 37.6 63.5
12/1/2014 0.03 2058.9 39.5 35.5 36.4 64.0
1/2/2015 0.03 2020.6 39.6 35.5 36.4 64.0
Target_price Walmart_price Stock excess return
(TGT) (WMT)
44.8 46.3 S&P 500 HP INTC BP SHELL TARGET
45.1 46.9 0.028 0.079 0.067 -0.037 0.004 0.008
46.1 48.5 0.059 0.048 0.086 0.072 0.057 0.021
49.8 46.8 0.015 -0.022 0.025 -0.086 0.084 0.081
47.9 44.4 -0.082 -0.115 -0.056 -0.177 -0.153 -0.038
43.2 42.2 -0.054 -0.058 -0.092 -0.328 -0.042 -0.098
45.1 44.9 0.069 0.064 0.059 0.332 0.103 0.044
45.2 44.2 -0.048 -0.165 -0.136 -0.095 -0.029 0.002
47.2 47.2 0.087 0.096 0.086 0.182 0.137 0.044
45.9 47.8 0.037 -0.001 0.044 -0.009 0.077 -0.028
50.5 47.7 -0.002 -0.003 0.064 -0.020 -0.054 0.101
53.3 47.9 0.065 0.006 -0.006 0.104 0.101 0.056
48.6 49.8 0.023 0.085 0.020 0.075 0.063 -0.088
46.8 46.1 0.032 -0.045 0.009 0.030 0.030 -0.037
44.6 46.5 -0.001 -0.059 -0.060 -0.089 0.008 -0.048
43.8 49.1 0.028 -0.015 0.147 0.045 0.063 -0.018
44.4 49.7 -0.014 -0.074 -0.020 0.012 -0.067 0.014
42.0 47.8 -0.018 -0.023 -0.016 -0.042 -0.004 -0.053
46.1 47.4 -0.021 -0.034 0.008 0.026 0.034 0.098
46.6 48.2 -0.057 -0.260 -0.090 -0.125 -0.078 0.010
44.2 47.0 -0.072 -0.133 0.060 -0.084 -0.082 -0.051
49.3 51.4 0.108 0.185 0.150 0.225 0.153 0.116
47.8 53.4 -0.005 0.050 0.024 -0.004 -0.001 -0.032
46.4 54.5 0.009 -0.074 -0.027 -0.019 0.044 -0.028
46.0 55.9 0.044 0.086 0.089 0.074 -0.024 -0.008
51.7 53.9 0.041 -0.095 0.026 0.038 0.036 0.122
53.1 56.2 0.031 -0.054 0.046 -0.046 -0.041 0.028
52.8 54.1 -0.008 0.039 0.010 -0.035 0.020 -0.006
53.1 60.8 -0.063 -0.084 -0.084 -0.150 -0.120 0.005
53.3 64.4 0.039 -0.108 0.031 0.112 0.084 0.005
55.6 68.8 0.013 -0.093 -0.036 -0.016 0.011 0.042
59.1 67.4 0.020 -0.075 -0.025 0.066 0.038 0.063
58.5 68.6 0.024 0.018 -0.087 0.007 -0.008 -0.010
58.8 69.7 -0.020 -0.188 -0.046 0.012 -0.013 0.004
58.5 66.9 0.003 -0.062 -0.086 -0.014 -0.010 -0.004
54.9 63.7 0.007 0.107 0.054 -0.003 0.029 -0.063
56.0 65.3 0.050 0.159 0.020 0.069 0.023 0.021
58.7 66.1 0.011 0.220 0.003 -0.081 -0.057 0.048
63.8 70.4 0.036 0.191 0.046 0.048 -0.008 0.087
65.8 73.1 0.018 -0.136 0.097 0.029 0.043 0.031
65.1 70.8 0.021 0.185 0.023 -0.004 -0.011 -0.010
64.5 70.5 -0.015 0.022 -0.002 -0.027 -0.039 -0.009
66.8 73.7 0.049 0.035 -0.037 -0.007 0.071 0.035
59.7 69.4 -0.031 -0.130 -0.049 0.010 -0.042 -0.106
60.3 70.4 0.030 -0.054 0.043 0.018 0.017 0.011
61.1 73.0 0.045 0.161 0.068 0.106 0.015 0.013
60.7 77.1 0.028 0.122 -0.017 0.023 0.014 -0.007
60.1 75.3 0.024 0.028 0.089 0.034 0.068 -0.010
53.8 71.5 -0.036 0.036 -0.055 -0.035 -0.030 -0.105
59.8 71.5 0.043 0.030 0.019 0.092 0.068 0.113
57.9 73.6 0.007 0.088 0.042 -0.050 0.003 -0.033
59.1 76.8 0.006 0.022 0.034 0.052 0.078 0.020
54.7 74.4 0.021 0.013 0.032 0.008 0.010 -0.074
55.8 72.8 0.019 0.010 0.131 0.046 0.048 0.021
57.4 71.3 -0.015 0.057 0.097 -0.072 -0.007 0.028
58.4 73.7 0.038 0.067 0.037 -0.011 0.001 0.017
60.9 74.6 -0.016 -0.063 -0.003 -0.081 -0.060 0.043
60.1 74.4 0.023 0.012 -0.023 -0.011 -0.057 -0.014
72.5 85.4 0.025 0.089 0.102 -0.082 -0.063 0.206
74.4 84.3 -0.004 0.032 -0.026 -0.031 0.008 0.026
73.8 84.3 -0.019 0.003 0.002 0.000 0.000 -0.008
 Mean excess ret. SD excess ret.
WMT (annualized) (annualized)
0.012 S&P 500 0.1347 0.1290
0.034 HP 0.0447 0.3422
-0.035 INTC 0.1824 0.2143
-0.052 BP 0.0153 0.3267
-0.049 SHELL 0.1095 0.2042
0.065 TARGET 0.1193 0.2018
0.4
-0.015 WMT 0.1308 0.1530
0.067
0.3
0.012
-0.002
0.002 0.2
0.040
-0.073 0.1
0.008
0.056 0
0.011
-0.038 -0.1
-0.008
0.016 -0.2
-0.024
0.093 -0.3
0.038
0.021 -0.4
0.027 1/1/2010 7/1/2010 1/1/2
-0.037
0.043
-0.037
0.125
0.059
0.068
0.25
-0.019
0.016
0.016 0.2
-0.040
-0.047
0.025 0.15
0.012
0.064
0.1
0.039
-0.031
-0.005 0.05
0.046

-0.05
 0.1

0.05

-0.058
0.013 0
0.038
0.055 -0.05
-0.023
-0.051
0.000 -0.1
0.030
0.043
-0.15
-0.031
1/1/2010 8/1/2010 3/1/2011 10/1/2011 5/1/2012 12/1/2012 7/1/2013 2/1/2014
-0.022
-0.020
0.033
0.013
-0.003
0.148
-0.014
0.000
 Comovement of Stock Returns
0.4

0.3

0.2

0.1

-0.1

-0.2

-0.3

-0.4
1/1/2010 7/1/2010 1/1/2011 7/1/2011 1/1/2012 7/1/2012 1/1/2013 7/1/2013 1/1/2014 7/1/2014 1/1/2015

BP SHELL HP

TARGET
WMT
 TARGET
WMT

012 7/1/2013 2/1/2014 9/1/2014

2014 1/1/2015
HP stock

SUMMARY OUTPUT

Regression Statistics
Multiple R 0.56394
R Square 0.3180283
Adjusted R 0.3062702
Standard Err 0.0822834
Observation 60

ANOVA
df SS MS F Significance F
Regression 1 0.1831266 0.1831266 27.047515 2.7038E-06
Residual 58 0.392692 0.0067706
Total 59 0.5758186

CoefficientsStandard Error t Stat P-value Lower 95% Upper 95% Lower 95.0%Upper 95.0%
Intercept -0.0130605 0.0111023 -1.1763741 0.2442511 -0.0352841 0.0091632 -0.0352841 0.0091632
Market Inde 1.4959498 0.2876427 5.2007226 2.7038E-06 0.9201704 2.0717292 0.9201704 2.0717292

RESIDUAL OUTPUT

ObservationPredicted HP Residuals
1 0.0295697 0.049445
2 0.0748213 -0.0268041
3 0.0088815 -0.0311745
4 -0.1358792 0.0210726
5 -0.0938529 0.0359903
6 0.089728 -0.0260238
7 -0.0842415 -0.0807485
8 0.1177246 -0.0214101
9 0.0419247 -0.0427378
10 -0.0166611 0.0139279
11 0.0844631 -0.0786288
12 0.0207165 0.06449
13 0.0345704 -0.0797735
14 -0.0147643 -0.0444909
15 0.0294924 -0.0441873
16 -0.0332946 -0.0407952
17 -0.0403976 0.0174901
18 -0.04521 0.011402
19 -0.098067 -0.1618469
20 -0.1204377 -0.0125189
21 0.1480878 0.0372129
22 -0.0206405 0.0709892
23 -0.0003083 -0.074073
24 0.0521376 0.0340425
25 0.0476344 -0.1430764
26 0.0337363 -0.0875653
27 -0.0243511 0.0633275
28 -0.1068701 0.0228052
29 0.0460246 -0.1541211
30 0.0057226 -0.0987529
31 0.0164173 -0.091037
32 0.0230834 -0.0047782
33 -0.0427517 -0.145466
34 -0.008939 -0.0532466
35 -0.0026488 0.1100252
36 0.0623276 0.0962356
37 0.0034234 0.2164017
38 0.0406756 0.1504592
39 0.0138952 -0.1498679
40 0.0179373 0.1674579
41 -0.0355236 0.0570382
42 0.0608949 -0.025436
43 -0.0599056 -0.0701733
44 0.0313935 -0.0857404
45 0.0536276 0.1073848
46 0.028763 0.0934268
47 0.022126 0.0062505
48 -0.0663156 0.1027536
49 0.0514155 -0.0210875
50 -0.0027526 0.0909104
51 -0.0038467 0.0254367
52 0.0183749 -0.0050824
53 0.0154125 -0.0052882
54 -0.0356441 0.0929315
55 0.043245 0.0238542
56 -0.0363058 -0.026307
57 0.0216353 -0.0100846
58 0.0236156 0.0649965
59 -0.0193762 0.0509099
60 -0.0409403 0.0436563
 Intel stock

SUMMARY OUTPUT

Regression Statistics
Multiple R 0.5701912
R Square 0.325118
Adjusted R 0.3134821
Standard Err 0.0512688
Observation 60

ANOVA
df SS MS F Significance F
Regression 1 0.0734425 0.0734425 27.940954 1.977E-06
Residual 58 0.1524523 0.0026285
Total 59 0.2258948

Upper 95.0% CoefficientsStandard Error t Stat P-value Lower 95% Upper 95% Lower 95.0%
Intercept 0.0045727 0.0069176 0.6610296 0.5112106 -0.0092743 0.0184197 -0.0092743
Market Inde 0.9473598 0.1792232 5.2859203 1.977E-06 0.5886055 1.3061141 0.5886055

RESIDUAL OUTPUT

ObservationPredicted INTC Residuals

1 0.0315697 0.0351263
2 0.0602267 0.0254513
3 0.0184682 0.0061149
4 -0.0732063 0.0175241
5 -0.0465918 -0.0455033
6 0.0696669 -0.0106078
7 -0.040505 -0.0953178
8 0.0873967 -0.0009342
9 0.0393939 0.0047767
10 0.0022925 0.0612146
11 0.0663327 -0.0725846
12 0.0259631 -0.0055828
13 0.0347366 -0.0259171
14 0.0034937 -0.0636691
15 0.0315207 0.1156047
16 -0.0082412 -0.0117939
17 -0.0127395 -0.0028258
18 -0.0157871 0.0234418
19 -0.0492605 -0.0404939
20 -0.0634275 0.1235202
21 0.1066252 0.0433279
22 -0.0002276 0.0243138
23 0.0126484 -0.0391522
24 0.0458616 0.043623
25 0.0430098 -0.0174854
26 0.0342083 0.0118727
27 -0.0025774 0.0124847
28 -0.0548353 -0.0287684
29 0.0419903 -0.0107018
30 0.0164677 -0.0521566
31 0.0232405 -0.0486876
32 0.027462 -0.1149313
33 -0.0142302 -0.0312827
34 0.0071827 -0.0931894
35 0.0111662 0.0423791
36 0.0523147 -0.0319795
37 0.0150117 -0.0119922
38 0.0386029 0.0073076
39 0.0216433 0.0749018
40 0.0242031 -0.0009162
41 -0.0096528 0.0075768
42 0.0514074 -0.0881638
43 -0.0250936 -0.0239776
44 0.0327246 0.0100081
45 0.0468052 0.0208048
46 0.0310588 -0.047776
47 0.0268557 0.0620288
48 -0.0291529 -0.0255633
49 0.0454043 -0.0268346
50 0.0111005 0.031265
51 0.0104076 0.023646
52 0.0244802 0.007903
53 0.0226041 0.1084104
54 -0.0097291 0.1064762
55 0.04023 -0.0030002
56 -0.0101481 0.0072595
57 0.026545 -0.0498158
58 0.0277991 0.074632
59 0.000573 -0.0263782
60 -0.0130831 0.0149869
 BP stock

SUMMARY OUTPUT

Regression Statistics
Multiple R 0.7720104
R Square 0.5960001
Adjusted R 0.5890346
Standard Err 0.0604587
Observation 60

ANOVA
df SS MS F Significance F
Regression 1 0.3127595 0.3127595 85.564402 5.1405E-13
Residual 58 0.2120046 0.0036553
Total 59 0.5247641

Upper 95.0% CoefficientsStandard Error t Stat P-value Lower 95% Upper 95%
0.0184197 Intercept -0.0206599 0.0081575 -2.5326138 0.0140499 -0.036989 -0.0043308
1.3061141 Market Inde 1.954999 0.2113489 9.2501028 5.1405E-13 1.5319382 2.3780598

RESIDUAL OUTPUT

ObservationPredicted BP Residuals
1 0.0350517 -0.0724697
2 0.0941893 -0.0216965
3 0.0080152 -0.0943167
4 -0.181167 0.0046277
5 -0.1262444 -0.2014708
6 0.1136704 0.2183267
7 -0.1136837 0.0189312
8 0.150258 0.0316438
9 0.051198 -0.060285
10 -0.0253654 0.0056408
11 0.1067898 -0.0026481
12 0.0234818 0.0511629
13 0.0415871 -0.0113893
14 -0.0228866 -0.0665387
15 0.0349508 0.0103095
16 -0.0471031 0.0586915
17 -0.0563858 0.0141978
18 -0.062675 0.0886235
19 -0.1317516 0.0070054
20 -0.1609871 0.0766851
21 0.1899385 0.034902
22 -0.030566 0.0260852
23 -0.0039947 -0.0146129
24 0.0645449 0.0096244
25 0.0586599 -0.0207281
26 0.040497 -0.0863486
27 -0.0354152 3.1852E-05
28 -0.1432561 -0.0068097
29 0.056556 0.0552892
30 0.0038869 -0.0197154
31 0.0178634 0.048255
32 0.0265751 -0.0195174
33 -0.0594622 0.0719156
34 -0.0152738 0.0011894
35 -0.0070533 0.0040715
36 0.0778618 -0.0087308
37 0.0008822 -0.0820173
38 0.0495657 -0.0013652
39 0.0145674 0.0148819
40 0.0198499 -0.0235083
41 -0.0500161 0.0227331
42 0.0759895 -0.083202
43 -0.0818801 0.0915159
44 0.0374352 -0.019793
45 0.0664922 0.0398438
46 0.0339976 -0.0107077
47 0.0253239 0.0086698
48 -0.090257 0.0548566
49 0.0636013 0.0285232
50 -0.007189 -0.0424476
51 -0.0086188 0.060968
52 0.0204217 -0.0122594
53 0.0165502 0.0290145
54 -0.0501735 -0.0215019
55 0.0529236 -0.0641056
56 -0.0510383 -0.0302994
57 0.0246826 -0.03584
58 0.0272707 -0.1093234
59 -0.0289138 -0.0016385
60 -0.0570949 0.0570699
 Shell stock

SUMMARY OUTPUT

Regression Statistics
Multiple R 0.7650747
R Square 0.5853394
Adjusted R 0.57819
Standard Err 0.0382899
Observation 60

ANOVA
df SS MS F Significance F
Regression 1 0.1200358 0.1200358 81.873413 1.1034E-12
Residual 58 0.0850347 0.0014661
Total 59 0.2050705

Lower 95.0%Upper 95.0% CoefficientsStandard Error t Stat P-value Lower 95%

-0.036989 -0.0043308 Intercept -0.0044666 0.0051664 -0.8645619 0.390841 -0.0148082
1.5319382 2.3780598 Market Inde 1.2111468 0.1338521 9.0483929 1.1034E-12 0.9432126

RESIDUAL OUTPUT

ObservationPredicted Shell Residuals

1 0.0300474 -0.0265391
2 0.0666839 -0.0097372
3 0.0132979 0.0711248
4 -0.1039028 -0.0493236
5 -0.0698776 0.0281496
6 0.0787527 0.0247249
7 -0.0620961 0.0331291
8 0.1014192 0.0351193
9 0.0400503 0.0366326
10 -0.0073818 -0.046543
11 0.0744901 0.0261103
12 0.0228797 0.0400964
13 0.0340962 -0.0041239
14 -0.0058461 0.0141973
15 0.0299849 0.0333744
16 -0.0208486 -0.0466193
17 -0.0265993 0.0223827
18 -0.0304955 0.0646416
19 -0.0732894 -0.0044087
20 -0.0914011 0.0089086
21 0.1260018 0.0266315
22 -0.0106036 0.0098269
23 0.0058577 0.0382768
24 0.0483188 -0.0719883
25 0.044673 -0.0085217
26 0.0334208 -0.0739689
27 -0.0136077 0.0336633
28 -0.0804165 -0.0393727
29 0.0433696 0.0410044
30 0.0107404 0.0006371
31 0.0193991 0.019052
32 0.0247961 -0.0328745
33 -0.0285052 0.0150482
34 -0.0011299 -0.0084668
35 0.0039628 0.0254942
36 0.0565688 -0.033832
37 0.008879 -0.0660118
38 0.039039 -0.0465695
39 0.0173571 0.0257008
40 0.0206297 -0.031447
41 -0.0226532 -0.0160858
42 0.0554089 0.0158827
43 -0.0423933 0.00069
44 0.031524 -0.0146817
45 0.0495252 -0.0343165
46 0.0293944 -0.0154184
47 0.0240209 0.0444531
48 -0.0475829 0.0171187
49 0.0477342 0.0204053
50 0.0038788 -0.0013131
51 0.002993 0.0747097
52 0.0209839 -0.0108754
53 0.0185855 0.0293539
54 -0.0227507 0.0161783
55 0.0411193 -0.0398718
56 -0.0232865 -0.0365139
57 0.0236236 -0.0806396
58 0.025227 -0.0877941
59 -0.00958 0.0176779
60 -0.0270386 0.0274617
 Target stock

SUMMARY OUTPUT

Regression Statistics
Multiple R 0.4134189
R Square 0.1709152
Adjusted R 0.1566206
Standard Err 0.0534945
Observation 60

ANOVA
ignificance F df SS MS F
Regression 1 0.0342159 0.0342159 11.956655
Residual 58 0.1659764 0.0028617
Total 59 0.2001923

Upper 95% Lower 95.0%Upper 95.0% CoefficientsStandard Error t Stat P-value

0.005875 -0.0148082 0.005875 Intercept 0.002689 0.0072179 0.3725466 0.7108438
1.4790809 0.9432126 1.4790809 Market Inde 0.6466293 0.1870038 3.4578397 0.0010264

RESIDUAL OUTPUT

Observation
Predicted TargetResiduals
1 0.021116 -0.0128345
2 0.0406762 -0.0197635
3 0.0121735 0.0689136
4 -0.0503998 0.0120454
5 -0.0322338 -0.0661857
6 0.0471197 -0.0034605
7 -0.0280792 0.0297457
8 0.0592213 -0.0147802
9 0.0264565 -0.0546254
10 0.0011326 0.1001346
11 0.0448439 0.0110717
12 0.0172892 -0.1054982
13 0.0232776 -0.0605517
14 0.0019525 -0.0503792
15 0.0210826 -0.0393289
16 -0.0060573 0.0197088
17 -0.0091276 -0.0437863
18 -0.0112078 0.108825
19 -0.0340553 0.0437739
20 -0.0437252 -0.0071914
21 0.0723459 0.0440897
22 -0.0005875 -0.0313915
23 0.0082011 -0.036293
24 0.0308711 -0.0388757
25 0.0289246 0.0932047
26 0.0229171 0.0049039
27 -0.0021914 -0.0035219
28 -0.0378605 0.0427233
29 0.0282287 -0.0234519
30 0.010808 0.0314257
31 0.0154309 0.0473183
32 0.0183123 -0.0280611
33 -0.0101451 0.0144983
34 0.0044705 -0.0085506
35 0.0071895 -0.0700255
36 0.0352757 -0.0143525
37 0.0098142 0.0383368
38 0.0259166 0.061215
39 0.0143407 0.016418
40 0.0160879 -0.0260413
41 -0.0070208 -0.0022046
42 0.0346565 2.6693E-05
43 -0.01756 -0.0882889
44 0.0219044 -0.0113549
45 0.0315151 -0.0188715
46 0.0207673 -0.0277485
47 0.0178984 -0.0282639
48 -0.0203307 -0.0844749
49 0.030559 0.0820049
50 0.0071446 -0.0396455
51 0.0066717 0.0137791
52 0.016277 -0.0903133
53 0.0149965 0.005944
54 -0.0070728 0.0353565
55 0.0270272 -0.009901
56 -0.0073589 0.0507832
57 0.0176864 -0.0314151
58 0.0185424 0.1876711
59 -4.102E-05 0.0258185
60 -0.0093621 0.0016965
 Walmart stock

SUMMARY OUTPUT

Regression Statistics
Multiple R 0.3897044
R Square 0.1518695
Adjusted R 0.1372466
Standard Err 0.0410182
Observation 60

ANOVA
Significance F df SS MS
0.0010264 Regression 1 0.0174739 0.0174739
Residual 58 0.0975848 0.0016825
Total 59 0.1150587

Lower 95% Upper 95% Lower 95.0%Upper 95.0% CoefficientsStandard Error t Stat
-0.0117592 0.0171372 -0.0117592 0.0171372 Intercept 0.0057151 0.0055345 1.0326307
0.2723004 1.0209581 0.2723004 1.0209581 Market Inde 0.4621003 0.1433898 3.222686

RESIDUAL OUTPUT

Observation
Predicted WalmartResiduals
1 0.0188836 -0.0069219
2 0.0328618 0.0011808
3 0.012493 -0.0478364
4 -0.0322237 -0.0198453
5 -0.0192418 -0.0301317
6 0.0374665 0.0273722
7 -0.0162728 0.0013442
8 0.0461147 0.0211716
9 0.0227 -0.0106551
10 0.0046028 -0.0061963
11 0.0358402 -0.0333925
12 0.0161488 0.0234656
13 0.0204283 -0.0934895
14 0.0051888 0.0030849
15 0.0188597 0.0373823
16 -0.0005353 0.0115209
17 -0.0027294 -0.0349548
18 -0.004216 -0.0038926
19 -0.0205435 0.0369167
20 -0.0274539 0.0031846
21 0.0554939 0.0373769
22 0.0033736 0.0350525
23 0.0096542 0.011278
24 0.0258548 0.000919
25 0.0244638 -0.0616382
26 0.0201707 0.0225964
27 0.0022274 -0.0396957
28 -0.0232628 0.1480838
29 0.0239665 0.0352277
30 0.0115172 0.0559971
31 0.0148208 -0.0341908
32 0.01688 -0.000426
33 -0.0034566 0.0199293
34 0.0069882 -0.0470692
35 0.0089313 -0.0564066
36 0.0290025 -0.0038272
37 0.010807 0.0010171
38 0.0223142 0.0416595
39 0.0140417 0.0245124
40 0.0152903 -0.0466125
41 -0.0012238 -0.0034695
42 0.02856 0.01773
43 -0.0087554 -0.049214
44 0.0194469 -0.006052
45 0.0263151 0.0113914
46 0.0186344 0.0367789
47 0.0165842 -0.0396099
48 -0.0107355 -0.0402407
49 0.0256318 -0.0253808
50 0.0088992 0.0208195
51 0.0085612 0.0343123
52 0.0154255 -0.0463631
53 0.0145104 -0.0366795
54 -0.001261 -0.0186037
55 0.0231079 0.0097293
56 -0.0014654 0.0142881
57 0.0164326 -0.0190564
58 0.0170444 0.1307035
59 0.0037641 -0.0172796
60 -0.002897 0.0031049
 F Significance F
10.385705 0.0020853

P-value Lower 95% Upper 95% Lower 95.0%Upper 95.0%

0.3060635 -0.0053634 0.0167936 -0.0053634 0.0167936
0.0020853 0.1750744 0.7491262 0.1750744 0.7491262
Variance-Covariance Matrix (excess return)
S&P 500 HP INTC BP SHELL TARGET WMT
S&P 500 0.001363849
HP 0.002040249 0.00959698
INTC 0.001292055 0.00285171 0.00376491
BP 0.002666323 0.00328629 0.00287672 0.00874607
SHELL 0.001651821 0.00171025 0.00163097 0.00390504 0.00341784
TARGET 0.000881904 0.00098327 0.00119259 0.00154307 0.00071819 0.00333654
WMT 0.000630235 0.0010387 0.00079181 0.00124382 0.00041462 0.0011625 0.00191764

Correlation Matrix (excess return)

S&P 500 HP INTC BP SHELL TARGET WMT
S&P 500 1
HP 0.563939966 1
INTC 0.570191224 0.47441712 1
BP 0.772010447 0.35870067 0.50131859 1
SHELL 0.765074737 0.29861886 0.45466564 0.71423818 1
TARGET 0.413418911 0.17376378 0.33648559 0.28564844 0.21267561 1
WMT 0.389704416 0.24212563 0.29468421 0.30371556 0.16195419 0.45958076 1

Correlation Matrix of Residuals

HP INTC BP SHELL TARGET WMT
HP 1
INTC 0.225323614 1
BP -0.14606089 0.1170616 1
SHELL -0.24979898 0.03483278 0.30196392 1
TARGET -0.078968713 0.13469923 -0.0579099 -0.1767262 1
WMT 0.029395065 0.09579922 0.00488534 -0.2296654 0.35593383 1
Residual data from regression:

HP INTC BP SHELL TARGET WMT

0.049445 0.0351263 -0.0724697 -0.0265391 -0.0128345 -0.0069219
-0.0268041 0.0254513 -0.0216965 -0.0097372 -0.0197635 0.0011808
-0.0311745 0.0061149 -0.0943167 0.0711248 0.0689136 -0.0478364
0.0210726 0.0175241 0.0046277 -0.0493236 0.0120454 -0.0198453
0.0359903 -0.0455033 -0.2014708 0.0281496 -0.0661857 -0.0301317
-0.0260238 -0.0106078 0.2183267 0.0247249 -0.0034605 0.0273722
-0.0807485 -0.0953178 0.0189312 0.0331291 0.0297457 0.0013442
-0.0214101 -0.0009342 0.0316438 0.0351193 -0.0147802 0.0211716
-0.0427378 0.0047767 -0.060285 0.0366326 -0.0546254 -0.0106551
0.0139279 0.0612146 0.0056408 -0.046543 0.1001346 -0.0061963
-0.0786288 -0.0725846 -0.0026481 0.0261103 0.0110717 -0.0333925
0.06449 -0.0055828 0.0511629 0.0400964 -0.1054982 0.0234656
-0.0797735 -0.0259171 -0.0113893 -0.0041239 -0.0605517 -0.0934895
-0.0444909 -0.0636691 -0.0665387 0.0141973 -0.0503792 0.0030849
-0.0441873 0.1156047 0.0103095 0.0333744 -0.0393289 0.0373823
-0.0407952 -0.0117939 0.0586915 -0.0466193 0.0197088 0.0115209
0.0174901 -0.0028258 0.0141978 0.0223827 -0.0437863 -0.0349548
0.011402 0.0234418 0.0886235 0.0646416 0.108825 -0.0038926
-0.1618469 -0.0404939 0.0070054 -0.0044087 0.0437739 0.0369167
-0.0125189 0.1235202 0.0766851 0.0089086 -0.0071914 0.0031846
0.0372129 0.0433279 0.034902 0.0266315 0.0440897 0.0373769
0.0709892 0.0243138 0.0260852 0.0098269 -0.0313915 0.0350525
-0.074073 -0.0391522 -0.0146129 0.0382768 -0.036293 0.011278
0.0340425 0.043623 0.0096244 -0.0719883 -0.0388757 0.000919
-0.1430764 -0.0174854 -0.0207281 -0.0085217 0.0932047 -0.0616382
-0.0875653 0.0118727 -0.0863486 -0.0739689 0.0049039 0.0225964
0.0633275 0.0124847 3.1852E-05 0.0336633 -0.0035219 -0.0396957
0.0228052 -0.0287684 -0.0068097 -0.0393727 0.0427233 0.1480838
-0.1541211 -0.0107018 0.0552892 0.0410044 -0.0234519 0.0352277
-0.0987529 -0.0521566 -0.0197154 0.0006371 0.0314257 0.0559971
-0.091037 -0.0486876 0.048255 0.019052 0.0473183 -0.0341908
-0.0047782 -0.1149313 -0.0195174 -0.0328745 -0.0280611 -0.000426
-0.145466 -0.0312827 0.0719156 0.0150482 0.0144983 0.0199293
-0.0532466 -0.0931894 0.0011894 -0.0084668 -0.0085506 -0.0470692
0.1100252 0.0423791 0.0040715 0.0254942 -0.0700255 -0.0564066
0.0962356 -0.0319795 -0.0087308 -0.033832 -0.0143525 -0.0038272
0.2164017 -0.0119922 -0.0820173 -0.0660118 0.0383368 0.0010171
0.1504592 0.0073076 -0.0013652 -0.0465695 0.061215 0.0416595
-0.1498679 0.0749018 0.0148819 0.0257008 0.016418 0.0245124
0.1674579 -0.0009162 -0.0235083 -0.031447 -0.0260413 -0.0466125
0.0570382 0.0075768 0.0227331 -0.0160858 -0.0022046 -0.0034695
-0.025436 -0.0881638 -0.083202 0.0158827 2.6693E-05 0.01773
-0.0701733 -0.0239776 0.0915159 0.00069 -0.0882889 -0.049214
-0.0857404 0.0100081 -0.019793 -0.0146817 -0.0113549 -0.006052
0.1073848 0.0208048 0.0398438 -0.0343165 -0.0188715 0.0113914
0.0934268 -0.047776 -0.0107077 -0.0154184 -0.0277485 0.0367789
0.0062505 0.0620288 0.0086698 0.0444531 -0.0282639 -0.0396099
 0.1027536 -0.0255633 0.0548566 0.0171187 -0.0844749 -0.0402407
-0.0210875 -0.0268346 0.0285232 0.0204053 0.0820049 -0.0253808
0.0909104 0.031265 -0.0424476 -0.0013131 -0.0396455 0.0208195
0.0254367 0.023646 0.060968 0.0747097 0.0137791 0.0343123
-0.0050824 0.007903 -0.0122594 -0.0108754 -0.0903133 -0.0463631
-0.0052882 0.1084104 0.0290145 0.0293539 0.005944 -0.0366795
0.0929315 0.1064762 -0.0215019 0.0161783 0.0353565 -0.0186037
0.0238542 -0.0030002 -0.0641056 -0.0398718 -0.009901 0.0097293
-0.026307 0.0072595 -0.0302994 -0.0365139 0.0507832 0.0142881
-0.0100846 -0.0498158 -0.03584 -0.0806396 -0.0314151 -0.0190564
0.0649965 0.074632 -0.1093234 -0.0877941 0.1876711 0.1307035
0.0509099 -0.0263782 -0.0016385 0.0176779 0.0258185 -0.0172796
0.0436563 0.0149869 0.0570699 0.0274617 0.0016965 0.0031049
FRED Graph Observations
Federal Reserve Economic Data
Link: http://research.stlouisfed.org/fred2
Help: http://research.stlouisfed.org/fred2/help-faq
Economic Research Division
Federal Reserve Bank of St. Louis
FRED Graph Observations
Federal Reserve Economic Data
Link: https://research.stlouisfed.org/fred2
Help: https://research.stlouisfed.org/fred2/help-faq
Economic Research Division
Federal Reserve Bank of St. Louis

TB4WK 4-Week Treasury Bill: Secondary Market Rate, Percent, Monthly, Not Seasonally Adjusted

Frequency: Monthly
observation_date TB4WK
2010-01-01 0.02
2010-02-01 0.06
2010-03-01 0.11
2010-04-01 0.15
2010-05-01 0.15
2010-06-01 0.08
2010-07-01 0.16
2010-08-01 0.15
2010-09-01 0.12
2010-10-01 0.14
2010-11-01 0.13
2010-12-01 0.08
2011-01-01 0.14
2011-02-01 0.11
2011-03-01 0.06
2011-04-01 0.03
2011-05-01 0.02
2011-06-01 0.02
2011-07-01 0.04
2011-08-01 0.02
2011-09-01 0.00
2011-10-01 0.01
2011-11-01 0.01
2011-12-01 0.00
2012-01-01 0.02
2012-02-01 0.06
2012-03-01 0.06
2012-04-01 0.07
2012-05-01 0.07
2012-06-01 0.05
2012-07-01 0.07
2012-08-01 0.09
2012-09-01 0.07
2012-10-01 0.11
2012-11-01 0.13
2012-12-01 0.04
2013-01-01 0.05
2013-02-01 0.08
2013-03-01 0.08
2013-04-01 0.05
2013-05-01 0.02
2013-06-01 0.03
2013-07-01 0.02
2013-08-01 0.04
2013-09-01 0.02
2013-10-01 0.11
2013-11-01 0.05
2013-12-01 0.02
2014-01-01 0.02
2014-02-01 0.05
2014-03-01 0.05
2014-04-01 0.02
2014-05-01 0.03
2014-06-01 0.02
2014-07-01 0.02
2014-08-01 0.03
2014-09-01 0.01
2014-10-01 0.02
2014-11-01 0.04
2014-12-01 0.03
Percent, Monthly, Not Seasonally Adjusted
Date Open High Low Close Volume Adj Close
1/2/2015 2058.9 2072.4 2017.3 2020.6 5153470000 2020.6
12/1/2014 2065.8 2093.6 1972.6 2058.9 3788631300 2058.9
11/3/2014 2018.2 2075.8 2001.0 2067.6 3479201500 2067.6
10/1/2014 1971.4 2018.2 1820.7 2018.1 4260310800 2018.1
9/2/2014 2004.1 2019.3 1964.0 1972.3 3364623800 1972.3
8/1/2014 1929.8 2005.0 1904.8 2003.4 2875718500 2003.4
7/1/2014 1962.3 1991.4 1930.7 1930.7 3214440400 1930.7
6/2/2014 1923.9 1968.2 1916.0 1960.2 3158130000 1960.2
5/1/2014 1884.4 1924.0 1859.8 1923.6 3185100900 1923.6
4/1/2014 1874.0 1897.3 1814.4 1883.9 3589287600 1883.9
3/3/2014 1857.7 1884.0 1834.4 1872.3 3579015700 1872.3
2/3/2014 1782.7 1867.9 1737.9 1859.4 3875949400 1859.4
1/2/2014 1845.9 1850.8 1770.4 1782.6 3806266600 1782.6
12/2/2013 1806.6 1849.4 1768.0 1848.4 3203412300 1848.4
11/1/2013 1758.7 1813.6 1746.2 1805.8 3261324500 1805.8
10/1/2013 1682.4 1775.2 1646.5 1756.5 3498866500 1756.5
9/3/2013 1635.9 1729.9 1633.4 1681.6 3474152000 1681.6
8/1/2013 1689.4 1709.7 1627.5 1633.0 3069868600 1633.0
7/1/2013 1609.8 1698.8 1604.6 1685.7 3270645900 1685.7
6/3/2013 1631.7 1654.2 1560.3 1606.3 3996199000 1606.3
5/1/2013 1597.6 1687.2 1581.3 1630.7 3661220400 1630.7
4/1/2013 1569.2 1597.6 1536.0 1597.6 3674685000 1597.6
3/1/2013 1514.7 1570.3 1501.5 1569.2 3591577500 1569.2
2/1/2013 1498.1 1530.9 1485.0 1514.7 3851884200 1514.7
1/2/2013 1426.2 1509.9 1426.2 1498.1 3802304200 1498.1
12/3/2012 1416.3 1448.0 1398.1 1426.2 3479625500 1426.2
11/1/2012 1412.2 1434.3 1343.3 1416.2 3593110000 1416.2
10/1/2012 1440.9 1471.0 1403.3 1412.2 3587115700 1412.2
9/4/2012 1406.5 1474.5 1396.6 1440.7 3857553100 1440.7
8/1/2012 1379.3 1426.7 1354.7 1406.6 3183567800 1406.6
7/2/2012 1362.3 1391.7 1325.4 1379.3 3663113300 1379.3
6/1/2012 1309.9 1363.5 1266.7 1362.2 4103472300 1362.2
5/1/2012 1397.9 1415.3 1292.0 1310.3 4158095900 1310.3
4/2/2012 1408.5 1422.4 1357.4 1397.9 3916786000 1397.9
3/1/2012 1365.9 1419.2 1340.0 1408.5 3980752200 1408.5
2/1/2012 1312.4 1378.0 1312.4 1365.7 4143404000 1365.7
1/3/2012 1258.9 1333.5 1258.9 1312.4 4190155500 1312.4
12/1/2011 1246.9 1269.4 1202.4 1257.6 3667346600 1257.6
11/1/2011 1251.0 1277.6 1158.7 1247.0 4289379000 1247.0
10/3/2011 1131.2 1292.7 1074.8 1253.3 4874946600 1253.3
9/1/2011 1219.1 1229.3 1114.2 1131.4 5104933800 1131.4
8/1/2011 1292.6 1307.4 1101.5 1218.9 4942913400 1218.9
7/1/2011 1320.6 1356.5 1282.9 1292.3 4308168000 1292.3
6/1/2011 1345.2 1345.2 1258.1 1320.6 4105601300 1320.6
 5/2/2011 1365.2 1370.6 1311.8 1345.2 4114534200 1345.2
4/1/2011 1329.5 1364.6 1294.7 1363.6 4042194000 1363.6
3/1/2011 1328.6 1332.3 1249.1 1325.8 4046691700 1325.8
2/1/2011 1289.1 1344.1 1289.1 1327.2 3182974200 1327.2
1/3/2011 1257.6 1302.7 1257.6 1286.1 4816605000 1286.1
12/1/2010 1186.6 1262.6 1186.6 1257.6 3762922700 1257.6
11/1/2010 1185.7 1227.1 1173.0 1180.6 4354084200 1180.6
10/1/2010 1143.5 1196.1 1131.9 1183.3 4432102300 1183.3
9/1/2010 1049.7 1157.2 1049.7 1141.2 3993981400 1141.2
8/2/2010 1107.5 1129.2 1039.7 1049.3 4080773600 1049.3
7/1/2010 1031.1 1120.9 1010.9 1101.6 4704026600 1101.6
6/1/2010 1087.3 1131.2 1028.3 1030.7 5235174000 1030.7
5/3/2010 1188.6 1205.1 1040.8 1089.4 6626699400 1089.4
4/1/2010 1171.2 1219.8 1170.7 1186.7 5847150900 1186.7
3/1/2010 1105.4 1180.7 1105.4 1169.4 4702951700 1169.4
2/1/2010 1073.9 1112.4 1044.5 1104.5 4658238400 1104.5
1/4/2010 1116.6 1150.4 1071.6 1073.9 5071601500 1073.9
Date Open High Low Close Volume Adj Close
1/2/2015 40.1 40.5 39.6 40.2 19622600 39.6
12/1/2014 38.5 41.0 37.1 40.1 10830200 39.5
11/3/2014 36.0 39.6 35.8 39.1 10245500 38.3
10/1/2014 35.4 37.5 31.6 35.9 17445200 35.2
9/2/2014 38.0 38.3 34.6 35.5 9354800 34.7
8/1/2014 35.3 38.2 34.5 38.0 10769800 37.1
7/1/2014 33.9 36.2 33.2 35.6 9409400 34.7
6/2/2014 33.4 35.2 33.0 33.7 8878300 32.9
5/1/2014 33.1 34.1 31.2 33.5 12053600 32.5
4/1/2014 32.3 33.9 31.4 33.1 14584000 32.1
3/3/2014 29.3 33.1 28.8 32.4 13230700 31.4
2/3/2014 29.1 30.7 27.9 29.9 12980600 28.9
1/2/2014 27.9 30.1 27.3 29.0 14921700 28.0
12/2/2013 27.2 28.7 26.3 28.0 15056500 27.0
11/1/2013 24.5 27.7 24.5 27.4 18111100 26.3
10/1/2013 21.0 24.6 20.3 24.4 16105600 23.4
9/3/2013 22.5 22.7 20.8 21.0 15481000 20.2
8/1/2013 25.8 27.8 21.8 22.3 17345300 21.3
7/1/2013 25.0 26.7 24.8 25.7 14129800 24.5
6/3/2013 24.5 25.9 23.2 24.8 16476700 23.7
5/1/2013 20.5 25.5 20.2 24.4 21017500 23.2
4/1/2013 23.7 24.0 19.1 20.6 23423200 19.6
3/1/2013 20.0 23.9 19.8 23.8 26699100 22.6
2/1/2013 16.7 20.3 16.0 20.1 28877300 19.0
1/2/2013 14.8 17.5 14.7 16.5 31704900 15.6
12/3/2012 13.2 14.8 12.8 14.3 29750100 13.4
11/1/2012 13.9 14.5 11.4 13.0 35219800 12.1
10/1/2012 17.2 17.6 13.8 13.9 34397700 12.9
9/4/2012 16.8 18.6 16.2 17.1 23044800 15.9
8/1/2012 18.3 20.3 16.8 16.9 25425800 15.7
7/2/2012 20.1 20.4 17.7 18.2 18395800 16.9
6/1/2012 21.9 22.8 19.1 20.1 18135500 18.7
5/1/2012 24.7 25.4 20.6 22.7 22246900 20.9
4/2/2012 23.9 25.2 22.9 24.8 17838500 22.8
3/1/2012 25.4 25.7 22.9 23.8 23262900 22.0
2/1/2012 28.2 30.0 25.3 25.3 22608600 23.2
1/3/2012 26.3 28.9 26.3 28.0 13962700 25.7
12/1/2011 27.4 28.7 25.0 25.8 17995300 23.6
11/1/2011 25.9 28.6 25.3 28.0 23001400 25.5
10/3/2011 22.7 28.6 21.8 26.6 21737200 24.3
9/1/2011 26.2 26.5 21.5 22.5 34433200 20.5
8/1/2011 35.4 35.5 22.8 26.0 34955400 23.7
7/1/2011 36.5 37.7 34.8 35.2 17132600 32.0
6/1/2011 37.2 37.3 34.0 36.4 20955500 33.1
 5/2/2011 40.7 41.7 35.4 37.4 25379300 33.8
4/1/2011 41.1 41.8 39.2 40.4 16482500 36.6
3/1/2011 43.6 43.9 37.6 41.0 19732900 37.1
2/1/2011 46.1 49.4 42.1 43.6 24554600 39.4
1/3/2011 42.2 47.8 42.2 45.7 19513800 41.3
12/1/2010 42.5 43.3 41.0 42.1 15270700 38.0
11/1/2010 42.2 44.7 40.8 41.9 22206800 37.8
10/1/2010 41.2 43.5 40.3 42.0 21759400 37.9
9/1/2010 39.0 43.2 38.0 42.1 26875700 37.9
8/2/2010 46.6 47.8 37.3 38.5 39411600 34.6
7/1/2010 43.2 48.0 42.3 46.0 15744100 41.4
6/1/2010 45.8 48.6 43.1 43.3 18361500 39.0
5/3/2010 52.0 53.0 41.9 46.0 23622600 41.3
4/1/2010 53.4 54.8 51.9 52.0 12745900 46.7
3/1/2010 50.7 53.8 50.7 53.2 13422300 47.8
2/1/2010 47.4 51.0 46.5 50.8 16651200 45.6
1/4/2010 51.5 52.9 46.8 47.1 16131600 42.2
Date Open High Low Close Volume Adj Close
1/2/2015 36.7 37.2 36.1 36.4 47211200 35.5
12/1/2014 37.2 37.9 35.3 36.3 28201200 35.5
11/3/2014 33.8 37.7 33.0 37.3 30617500 36.4
10/1/2014 34.6 34.8 29.7 34.0 41164600 33.0
9/2/2014 34.8 35.6 33.6 34.8 28255800 33.8
8/1/2014 33.8 35.2 32.4 34.9 29791600 33.9
7/1/2014 31.0 34.8 30.4 33.9 39593600 32.7
6/2/2014 27.3 31.0 27.1 30.9 37281300 29.8
5/1/2014 26.5 27.3 25.7 27.3 25503800 26.4
4/1/2014 25.8 27.2 25.6 26.7 36261100 25.5
3/3/2014 24.5 26.1 24.3 25.8 29355700 24.7
2/3/2014 24.5 25.0 23.5 24.8 28122500 23.7
1/2/2014 25.8 27.1 24.4 24.5 41079800 23.3
12/2/2013 24.0 26.0 23.4 26.0 30349700 24.6
11/1/2013 24.5 25.3 23.5 23.8 30270100 22.6
10/1/2013 22.9 24.7 22.5 24.5 36038900 23.0
9/3/2013 22.2 24.1 22.0 22.9 33902000 21.5
8/1/2013 23.4 23.5 21.9 22.0 31040400 20.6
7/1/2013 24.4 24.4 22.6 23.3 47457300 21.7
6/3/2013 24.9 26.0 23.4 24.2 47550100 22.5
5/1/2013 23.8 24.7 23.6 24.3 35811600 22.6
4/1/2013 21.7 24.0 20.8 24.0 58788200 22.1
3/1/2013 20.8 22.0 20.7 21.8 39456400 20.1
2/1/2013 21.2 21.4 20.1 20.9 38803600 19.2
1/2/2013 21.2 23.1 20.9 21.0 59850900 19.2
12/3/2012 19.9 21.3 19.5 20.6 42338800 18.8
11/1/2012 21.8 22.5 19.2 19.6 57594900 17.8
10/1/2012 22.8 23.2 21.2 21.6 55078700 19.5
9/4/2012 25.0 25.1 22.5 22.7 51639800 20.4
8/1/2012 25.8 26.9 24.2 24.8 34657800 22.4
7/2/2012 26.5 26.9 24.7 25.7 37827200 23.0
6/1/2012 25.4 27.8 24.8 26.7 39265400 23.8
5/1/2012 28.5 29.3 24.9 25.8 41581800 23.1
4/2/2012 28.0 28.8 27.2 28.4 38833400 25.2
3/1/2012 27.1 28.5 26.2 28.1 34980300 25.0
2/1/2012 26.7 27.5 26.4 26.9 41241900 23.9
1/3/2012 24.6 27.0 24.4 26.4 58261100 23.3
12/1/2011 24.9 25.8 23.0 24.3 48066900 21.4
11/1/2011 24.1 25.5 22.5 24.9 57645600 21.9
10/3/2011 21.2 25.2 20.4 24.5 74602900 21.4
9/1/2011 20.3 23.0 19.2 21.3 66708800 18.6
8/1/2011 22.6 22.7 19.2 20.1 69911100 17.6
 7/1/2011 22.2 23.4 22.1 22.3 49860500 19.3
6/1/2011 22.5 22.5 21.0 22.2 56253300 19.2
5/2/2011 23.0 24.0 22.1 22.5 78241600 19.5
4/1/2011 20.4 23.2 19.4 23.2 80155100 19.9
3/1/2011 21.6 22.1 19.7 20.2 61648000 17.3
2/1/2011 21.5 22.2 21.0 21.5 56267700 18.4
1/3/2011 21.0 21.9 20.3 21.5 77014100 18.3
12/1/2010 21.5 22.1 20.7 21.0 42571100 17.9
11/1/2010 20.4 21.8 20.2 21.2 56160100 18.0
10/1/2010 19.5 20.6 18.8 20.0 69520500 16.9
9/1/2010 17.9 19.6 17.8 19.2 67757300 16.2
8/2/2010 20.9 21.3 17.6 17.7 84245100 14.9
7/1/2010 19.4 22.3 19.0 20.6 79776000 17.3
6/1/2010 21.3 22.0 19.4 19.5 64926400 16.3
5/3/2010 23.0 23.4 19.9 21.4 95164100 17.9
4/1/2010 22.4 24.4 22.2 22.8 77725800 19.0
3/1/2010 20.7 22.8 20.3 22.3 58125200 18.5
2/1/2010 19.5 21.0 19.0 20.5 61752000 17.1
1/4/2010 20.8 21.5 19.3 19.4 84480800 16.0
Date Open High Low Close Volume Adj Close
1/2/2015 38.2 38.4 37.7 38.1 12580200 36.4
12/1/2014 39.6 41.6 34.9 38.1 10698400 36.4
11/3/2014 42.9 43.1 39.2 39.3 6696400 37.6
10/1/2014 43.8 44.1 39.5 43.5 7259500 40.9
9/2/2014 47.6 48.1 43.8 44.0 9599900 41.4
8/1/2014 48.7 49.4 46.8 47.8 4680900 45.1
7/1/2014 52.9 53.5 48.7 49.0 4246000 45.6
6/2/2014 50.8 53.5 49.9 52.8 3447100 49.1
5/1/2014 50.6 51.6 50.2 50.5 4193500 47.0
4/1/2014 48.3 50.8 47.1 50.6 4637400 46.6
3/3/2014 49.4 49.9 46.3 48.1 6344000 44.3
2/3/2014 46.7 51.0 45.8 50.6 5753100 46.6
1/2/2014 48.4 49.2 46.6 46.9 6146900 42.6
12/2/2013 46.7 48.7 45.3 48.6 4200300 44.2
11/1/2013 46.5 48.0 45.7 47.0 5353200 42.7
10/1/2013 42.0 46.7 41.3 46.5 7452500 41.8
9/3/2013 41.4 42.9 41.1 42.0 4425500 37.8
8/1/2013 41.6 42.2 40.5 41.3 4375700 37.1
7/1/2013 42.0 43.8 40.7 41.4 6426000 36.7
6/3/2013 43.1 43.5 41.2 41.7 4987400 37.0
5/1/2013 43.8 44.3 42.6 42.9 5219300 38.0
4/1/2013 42.3 43.7 40.1 43.6 6997000 38.2
3/1/2013 40.2 42.4 40.0 42.3 6565800 37.1
2/1/2013 44.7 45.0 40.2 40.4 9861500 35.4
1/2/2013 42.5 45.5 42.0 44.5 6290700 38.5
12/3/2012 41.7 42.3 40.8 41.6 4974700 36.0
11/1/2012 43.2 43.2 39.6 41.8 5771800 36.1
10/1/2012 42.4 43.9 41.3 42.9 6275800 36.6
9/4/2012 42.1 44.2 40.3 42.4 5770300 36.2
8/1/2012 39.8 42.9 39.5 42.1 4253200 35.9
7/2/2012 40.6 42.0 39.1 39.9 6394100 33.7
6/1/2012 37.1 40.6 36.3 40.5 7058700 34.2
5/1/2012 42.5 43.1 36.3 36.5 7676400 30.8
4/2/2012 44.6 45.6 41.3 43.4 6204100 36.2
3/1/2012 47.3 48.3 43.7 45.0 8078300 37.5
2/1/2012 45.8 48.0 45.2 47.2 10555200 39.3
1/3/2012 43.8 46.0 42.8 45.9 8630700 37.9
12/1/2011 43.2 44.3 40.4 42.7 5220600 35.3
11/1/2011 41.9 44.9 39.4 43.5 7519500 36.0
10/3/2011 35.9 45.8 33.6 44.2 10661100 36.1
9/1/2011 38.7 39.7 35.1 36.1 11496900 29.5
8/1/2011 46.0 46.0 36.8 39.4 12459300 32.2
7/1/2011 43.9 47.1 43.3 45.4 9713900 36.8
6/1/2011 46.2 46.3 41.3 44.3 7255900 35.9
 5/2/2011 46.3 46.5 42.3 46.2 9146800 37.4
4/1/2011 45.2 47.5 44.0 46.1 8505600 37.0
3/1/2011 48.3 49.1 42.5 44.1 9746200 35.4
2/1/2011 46.8 48.7 45.5 48.5 9884000 38.9
1/3/2011 44.9 49.5 44.8 47.5 13557600 37.7
12/1/2010 40.5 44.8 40.2 44.2 7765400 35.1
11/1/2010 41.0 44.4 39.8 40.0 9689800 31.8
10/1/2010 41.9 42.1 39.6 40.8 9055900 32.4
9/1/2010 35.9 41.3 35.7 41.2 10706000 32.7
8/2/2010 39.0 41.6 34.2 34.8 15781300 27.7
7/1/2010 29.9 39.8 28.8 38.5 44278100 30.6
6/1/2010 37.3 39.4 26.8 28.9 111196900 23.0
5/3/2010 49.4 52.0 40.6 43.0 40607900 34.1
4/1/2010 57.5 61.0 51.4 52.2 15736500 41.5
3/1/2010 53.4 58.5 53.3 57.1 5933200 45.4
2/1/2010 56.5 57.3 52.0 53.2 8216900 42.3
1/4/2010 59.3 62.4 55.9 56.1 5806500 43.9
Date Open High Low Close Volume Adj Close
1/2/2015 67.0 67.2 66.3 67.0 8974000 64.0
12/1/2014 66.8 69.5 60.8 66.9 3771200 64.0
11/3/2014 70.9 72.0 66.3 66.4 2799900 63.5
10/1/2014 75.5 75.8 65.7 71.8 3406300 67.7
9/2/2014 80.9 81.0 75.8 76.1 1498300 71.8
8/1/2014 81.3 82.3 78.7 81.0 1687800 76.4
7/1/2014 82.9 83.4 80.1 81.8 1494500 76.3
6/2/2014 79.0 82.9 78.3 82.4 1665100 76.8
5/1/2014 79.4 80.8 78.2 78.6 2805300 73.3
4/1/2014 73.4 79.6 72.9 78.7 2507800 72.5
3/3/2014 72.1 73.6 70.6 73.1 1970700 67.3
2/3/2014 68.7 74.2 67.8 72.9 2239200 67.1
1/2/2014 71.2 72.9 69.1 69.1 4089500 62.8
12/2/2013 66.3 71.5 65.6 71.3 2192400 64.8
11/1/2013 66.7 68.5 65.0 66.7 1896700 60.7
10/1/2013 65.4 70.2 63.3 66.7 2955600 59.8
9/3/2013 64.7 66.6 64.4 65.7 2138600 58.9
8/1/2013 64.8 66.4 63.1 64.6 2428900 57.9
7/1/2013 64.2 68.8 62.7 68.3 2034300 60.5
6/3/2013 66.4 66.9 62.8 63.8 2673100 56.4
5/1/2013 68.7 69.9 66.3 66.4 2104400 58.7
4/1/2013 65.2 68.2 63.3 68.0 3182300 59.3
3/1/2013 65.6 67.1 64.5 65.2 3175300 56.9
2/1/2013 70.3 70.9 64.5 65.7 3362400 57.3
1/2/2013 69.5 73.0 68.3 70.5 2252900 60.8
12/3/2012 67.0 69.9 66.6 68.9 1509100 59.4
11/1/2012 69.8 70.6 64.2 67.0 1762100 57.7
10/1/2012 69.6 70.6 67.1 68.5 1900400 58.3
9/4/2012 70.1 74.0 69.0 69.4 2287900 59.1
8/1/2012 68.4 71.5 67.9 70.0 1850500 59.6
7/2/2012 67.8 69.9 66.5 68.2 2108000 57.3
6/1/2012 61.1 68.3 60.6 67.4 2970900 56.7
5/1/2012 71.6 72.1 61.2 62.2 2401700 52.3
4/2/2012 69.6 71.7 66.6 71.5 3241000 59.4
3/1/2012 72.9 73.8 69.1 70.1 2015000 58.2
2/1/2012 71.2 74.1 71.0 73.1 2911100 60.7
1/3/2012 73.7 74.5 68.4 71.4 3346000 58.6
12/1/2011 69.5 73.5 69.1 73.1 2252500 60.0
11/1/2011 68.2 72.0 64.7 70.0 2588400 57.4
10/3/2011 60.5 74.1 58.0 70.9 3357700 57.5
9/1/2011 67.0 67.8 60.0 61.5 3726200 49.9
8/1/2011 74.1 74.2 59.8 67.1 4470000 54.4
7/1/2011 71.0 75.6 70.3 73.6 3215100 58.9
6/1/2011 71.3 71.4 66.9 71.1 2091700 57.0
 5/2/2011 77.8 78.0 67.4 71.4 2649900 57.2
4/1/2011 72.8 77.7 70.3 77.5 1898000 61.4
3/1/2011 72.1 73.5 65.8 72.9 2305900 57.7
2/1/2011 72.5 73.8 67.5 72.3 3303100 57.2
1/3/2011 67.2 71.3 65.3 71.0 2438600 55.6
12/1/2010 62.0 67.3 61.9 66.8 1523200 52.3
11/1/2010 65.3 68.6 60.0 60.7 2320300 47.5
10/1/2010 61.6 65.1 60.5 64.9 2406000 50.2
9/1/2010 54.5 61.6 54.4 60.3 1785300 46.6
8/2/2010 57.3 58.6 52.2 53.0 1587400 41.0
7/1/2010 49.8 57.0 49.2 55.4 1824100 42.2
6/1/2010 52.5 55.5 50.1 50.2 2655500 38.3
5/3/2010 61.9 62.5 50.0 52.4 2861800 39.9
4/1/2010 58.4 63.1 58.2 62.8 1990200 47.1
3/1/2010 54.9 60.3 54.7 57.9 1246600 43.5
2/1/2010 56.2 57.4 53.2 54.7 1679100 41.1
1/4/2010 61.9 62.7 55.3 55.4 1600400 41.0
Date Open High Low Close Volume Adj Close
1/2/2015 76.1 76.6 74.6 75.3 7420600 73.8
12/1/2014 73.3 76.7 72.0 75.9 4536200 74.4
11/3/2014 61.8 74.8 61.0 74.0 6893400 72.5
10/1/2014 62.7 63.5 58.7 61.8 4410600 60.1
9/2/2014 60.3 64.7 60.0 62.7 4125100 60.9
8/1/2014 59.3 61.5 57.3 60.1 5345600 58.4
7/1/2014 58.4 61.6 58.0 59.6 4633300 57.4
6/2/2014 56.9 59.3 56.3 58.0 5056900 55.8
5/1/2014 61.8 62.6 55.3 56.8 7635600 54.7
4/1/2014 60.7 62.5 58.6 61.8 4508700 59.1
3/3/2014 61.9 62.5 58.6 60.5 4924400 57.9
2/3/2014 56.9 62.9 54.7 62.5 9636300 59.8
1/2/2014 63.5 64.2 56.0 56.6 6996800 53.8
12/2/2013 64.0 64.0 61.3 63.3 6198500 60.1
11/1/2013 64.9 67.3 63.3 63.9 5237700 60.7
10/1/2013 63.9 66.1 62.0 64.8 4666700 61.1
9/3/2013 63.5 65.6 62.8 64.0 4234600 60.3
8/1/2013 71.7 72.1 63.0 63.3 5185000 59.7
7/1/2013 69.2 73.5 69.0 71.3 3186300 66.8
6/3/2013 69.5 72.8 67.8 68.9 5059800 64.5
5/1/2013 70.4 71.9 67.6 69.5 5435000 65.1
4/1/2013 68.3 71.0 67.4 70.6 3688600 65.8
3/1/2013 63.2 69.8 63.2 68.4 5131700 63.8
2/1/2013 60.9 64.3 60.3 63.0 7078700 58.7
1/2/2013 58.6 62.1 58.0 60.4 5087500 56.0
12/3/2012 63.1 63.2 58.3 59.2 5014200 54.9
11/1/2012 63.0 64.5 61.0 63.1 5210900 58.5
10/1/2012 63.2 64.4 61.2 63.8 4080800 58.8
9/4/2012 64.0 65.8 62.5 63.5 3786700 58.5
8/1/2012 60.9 65.0 60.1 64.1 4108700 59.1
7/2/2012 58.3 62.2 56.7 60.7 5720800 55.6
6/1/2012 57.2 59.4 56.8 58.2 5437200 53.3
5/1/2012 57.4 58.5 54.7 57.9 5710500 53.1
4/2/2012 58.3 58.6 56.2 57.9 4531000 52.8
3/1/2012 56.6 59.0 56.1 58.3 4968600 53.1
2/1/2012 51.2 56.9 51.0 56.7 6943200 51.7
1/3/2012 51.9 51.9 47.3 50.8 7985800 46.0
12/1/2011 52.8 54.3 51.1 51.2 4919400 46.4
11/1/2011 53.2 55.0 51.1 52.7 7170000 47.8
10/3/2011 48.7 56.0 47.6 54.8 6334600 49.3
9/1/2011 52.2 53.4 48.4 49.0 7606100 44.2
8/1/2011 51.7 52.3 45.3 51.7 9677000 46.6
7/1/2011 47.0 52.1 46.8 51.5 7466700 46.1
6/1/2011 49.6 49.6 45.7 46.9 7336500 42.0
 5/2/2011 49.3 52.1 48.5 49.5 7905900 44.4
4/1/2011 50.1 51.1 49.0 49.1 6706200 43.8
3/1/2011 52.7 53.0 49.0 50.0 7928200 44.6
2/1/2011 54.7 55.5 50.0 52.5 9369400 46.8
1/3/2011 60.3 61.0 53.9 54.8 8716300 48.6
12/1/2010 57.6 60.7 57.3 60.1 4350900 53.3
11/1/2010 52.4 57.5 51.9 56.9 6249500 50.5
10/1/2010 53.8 55.1 51.7 51.9 5686200 45.9
9/1/2010 51.6 55.3 51.6 53.4 5074800 47.2
8/2/2010 51.6 53.7 49.4 51.2 6404700 45.2
7/1/2010 49.0 53.0 48.3 51.3 6465500 45.1
6/1/2010 54.3 55.4 48.2 49.2 6987600 43.2
5/3/2010 57.0 57.6 51.8 54.5 8535700 47.9
4/1/2010 52.8 58.5 52.7 56.9 5869200 49.8
3/1/2010 51.8 54.7 51.5 52.6 4444300 46.1
2/1/2010 51.5 51.6 48.2 51.5 7703900 45.1
1/4/2010 48.5 52.5 48.3 51.3 8735300 44.8
Date Open High Low Close Volume Adj Close
1/2/2015 86.3 86.7 85.6 85.9 9003600 84.3
12/1/2014 86.7 87.4 82.7 85.9 6503100 84.3
11/3/2014 76.3 88.1 75.6 87.5 8792600 85.4
10/1/2014 76.5 79.4 72.6 76.3 8041600 74.4
9/2/2014 75.4 77.7 75.4 76.5 6000100 74.6
8/1/2014 73.3 76.2 72.8 75.5 5704500 73.7
7/1/2014 75.3 77.6 73.5 73.6 5900700 71.3
6/2/2014 76.6 77.8 74.7 75.1 6312100 72.8
5/1/2014 79.7 79.8 75.2 76.8 6074400 74.4
4/1/2014 76.8 80.0 76.3 79.7 6652800 76.8
3/3/2014 74.5 77.5 73.8 76.4 7048200 73.6
2/3/2014 74.2 76.0 72.3 74.7 7797500 71.5
1/2/2014 78.7 79.5 73.6 74.7 7456800 71.5
12/2/2013 80.9 81.4 76.8 78.7 5790600 75.3
11/1/2013 77.0 81.3 76.6 81.0 5829500 77.1
10/1/2013 73.9 77.6 71.5 76.8 6765500 73.0
9/3/2013 73.5 76.7 72.2 74.0 6543100 70.4
8/1/2013 78.4 79.0 72.2 73.0 6359700 69.4
7/1/2013 75.0 78.7 74.1 77.9 5412100 73.7
6/3/2013 75.1 76.9 72.9 74.5 8857800 70.5
5/1/2013 77.8 80.0 74.8 74.8 7820000 70.8
4/1/2013 75.0 79.5 74.9 77.7 7865900 73.1
3/1/2013 70.8 75.1 70.8 74.8 7941200 70.4
2/1/2013 70.1 72.0 68.1 70.8 11807300 66.1
1/2/2013 68.9 70.4 67.7 69.9 7572500 65.3
12/3/2012 72.1 72.7 67.4 68.2 10272300 63.7
11/1/2012 75.1 75.2 67.7 72.0 9817700 66.9
10/1/2012 73.8 77.6 73.6 75.0 7209900 69.7
9/4/2012 72.8 75.2 72.6 73.8 6717100 68.6
8/1/2012 74.7 75.0 71.3 72.6 7369700 67.4
7/2/2012 69.6 75.2 69.2 74.4 10429000 68.8
6/1/2012 65.4 69.7 65.1 69.7 11425100 64.4
5/1/2012 59.0 66.7 58.3 65.8 11993700 60.8
4/2/2012 61.1 62.5 57.2 58.9 12963500 54.1
3/1/2012 59.4 61.5 58.6 61.2 8761900 56.2
2/1/2012 61.8 62.6 58.2 59.1 10539900 53.9
1/3/2012 60.0 62.0 58.4 61.4 8666900 55.9
12/1/2011 58.6 60.0 57.4 59.8 9441500 54.5
11/1/2011 55.8 59.4 55.7 58.9 11283700 53.4
10/3/2011 51.9 58.0 51.6 56.7 13252400 51.4
9/1/2011 53.2 53.5 49.9 51.9 13785000 47.0
8/1/2011 52.8 53.5 48.3 53.2 19032900 48.2
7/1/2011 53.2 54.8 52.7 52.7 10564800 47.4
6/1/2011 55.0 55.2 51.8 53.1 13297600 47.8
 5/2/2011 55.1 56.5 54.2 55.2 9742800 49.7
4/1/2011 52.3 55.2 51.9 55.0 9390400 49.1
3/1/2011 52.2 53.9 51.0 52.0 12615000 46.5
2/1/2011 56.4 56.7 51.5 52.0 15512600 46.1
1/3/2011 54.2 57.9 53.5 56.1 13817200 49.8
12/1/2010 54.4 55.3 53.1 53.9 11512500 47.9
11/1/2010 54.0 55.7 53.4 54.1 12350400 47.7
10/1/2010 53.6 54.8 52.9 54.2 10308400 47.8
9/1/2010 50.5 54.4 50.5 53.5 10818300 47.2
8/2/2010 51.5 52.5 50.0 50.1 13541700 44.2
7/1/2010 48.1 51.8 47.8 51.2 13994800 44.9
6/1/2010 50.8 52.1 48.0 48.1 18588000 42.2
5/3/2010 53.9 55.0 50.0 50.6 20606900 44.4
4/1/2010 55.8 55.9 53.5 53.6 14249000 46.8
3/1/2010 54.0 56.3 53.2 55.6 12205700 48.5
2/1/2010 53.6 54.5 52.7 54.1 15497700 46.9
1/4/2010 53.7 55.2 52.5 53.4 16624800 46.3