Group Name - Chernobyl

Project On Efficient Frontier

Investment and Portfolio Management (FIN 435)

Sajedul Islam
ID - 1520280630
Section - 02
 Raw Data
Date GOOG GOOGL AMZN TM MMM T GE

1/1/2013 $376.43 $378.22 $265.50 $78.46 $85.39 $24.23 $17.36

2/1/2013 $399.10 $401.00 $264.27 $84.41 $88.32 $25.33 $18.10
3/1/2013 $395.61 $397.49 $266.49 $84.45 $90.84 $25.88 $18.16
4/1/2013 $410.75 $412.70 $253.81 $96.87 $89.47 $26.42 $17.51
5/1/2013 $433.98 $436.05 $269.20 $97.91 $94.22 $24.98 $18.32
6/1/2013 $438.54 $440.63 $277.69 $100.50 $93.97 $25.27 $18.22
7/1/2013 $442.22 $444.32 $301.22 $101.53 $100.91 $25.17 $19.30
8/1/2013 $421.87 $423.87 $280.98 $100.61 $97.60 $24.45 $18.33
9/1/2013 $436.32 $438.39 $312.64 $106.64 $103.18 $24.45 $18.92
10/1/2013 $513.37 $515.81 $364.03 $108.78 $108.74 $26.17 $20.86
11/1/2013 $527.82 $530.33 $393.62 $105.10 $115.36 $25.79 $21.28
12/1/2013 $558.26 $560.92 $398.79 $102.47 $121.78 $25.76 $22.37
1/1/2014 $588.28 $591.08 $358.69 $96.46 $111.31 $24.41 $20.22
2/1/2014 $605.56 $608.43 $362.10 $96.91 $116.99 $23.70 $20.49
3/1/2014 $555.45 $557.81 $336.37 $94.89 $118.57 $26.03 $21.01
4/1/2014 $525.22 $534.88 $304.13 $92.80 $121.57 $26.50 $21.82
5/1/2014 $558.36 $571.65 $312.55 $96.81 $124.59 $26.68 $21.74
6/1/2014 $573.70 $584.67 $324.78 $102.42 $125.96 $26.59 $21.33
7/1/2014 $570.03 $579.55 $312.99 $100.99 $123.90 $26.77 $20.58
8/1/2014 $570.03 $582.36 $339.04 $97.85 $126.63 $26.63 $21.26
9/1/2014 $575.78 $588.41 $322.44 $100.60 $125.33 $26.85 $20.96
10/1/2014 $557.55 $567.87 $305.46 $104.98 $136.03 $26.54 $21.30
11/1/2014 $540.35 $549.08 $338.64 $106.52 $141.62 $27.31 $21.86
12/1/2014 $524.96 $530.66 $310.35 $108.56 $146.14 $25.93 $20.85
1/1/2015 $533.06 $537.55 $354.53 $111.47 $144.35 $25.41 $19.90
2/1/2015 $556.87 $562.63 $380.16 $117.11 $149.99 $27.05 $21.65
3/1/2015 $546.50 $554.70 $372.10 $121.02 $147.62 $25.56 $20.85
4/1/2015 $537.34 $548.77 $421.78 $121.99 $139.96 $27.12 $22.76
5/1/2015 $532.11 $545.32 $429.23 $120.99 $142.36 $27.43 $22.92
6/1/2015 $520.51 $540.04 $434.09 $117.36 $138.96 $28.20 $22.33
7/1/2015 $625.61 $657.50 $536.15 $117.11 $136.29 $27.59 $22.13
8/1/2015 $637.61 $647.82 $512.89 $103.87 $128.01 $26.91 $22.05
9/1/2015 $608.42 $638.37 $511.89 $104.26 $128.56 $26.21 $21.38
10/1/2015 $710.81 $737.39 $625.90 $109.09 $142.56 $26.96 $24.74
11/1/2015 $742.60 $762.85 $664.80 $110.69 $141.99 $27.48 $25.61
12/1/2015 $758.88 $778.01 $675.89 $109.47 $137.50 $28.08 $26.64
1/1/2016 $742.95 $761.35 $587.00 $106.79 $137.83 $29.43 $25.08
2/1/2016 $697.77 $717.22 $552.52 $92.62 $143.19 $30.58 $25.11

2
 Raw Data
Date GOOG GOOGL AMZN TM MMM T GE

3/1/2016 $744.95 $762.90 $593.64 $94.59 $153.20 $32.42 $27.61

4/1/2016 $693.01 $707.88 $659.59 $93.97 $153.89 $32.13 $26.71
5/1/2016 $735.72 $748.85 $722.79 $95.55 $154.75 $32.80 $26.26
6/1/2016 $692.10 $703.53 $715.62 $92.39 $162.08 $36.21 $27.34
7/1/2016 $768.79 $791.34 $758.81 $103.12 $165.07 $36.27 $27.25
8/1/2016 $767.05 $789.85 $769.16 $111.46 $165.89 $34.64 $27.34
9/1/2016 $777.29 $804.06 $837.31 $107.24 $164.12 $34.41 $25.92
10/1/2016 $784.54 $809.90 $789.82 $108.50 $153.94 $31.17 $25.67
11/1/2016 $758.04 $775.88 $750.57 $111.19 $159.94 $33.13 $27.13
12/1/2016 $771.82 $809.45 $768.66 $109.94 $167.29 $34.63 $27.87
1/1/2017 $796.79 $820.19 $823.48 $108.58 $163.85 $36.16 $26.39
2/1/2017 $823.21 $844.93 $845.04 $106.14 $174.66 $36.26 $26.49
3/1/2017 $829.56 $847.80 $886.54 $101.89 $180.49 $36.05 $26.69
4/1/2017 $905.96 $924.52 $924.99 $103.25 $184.74 $34.38 $25.97
5/1/2017 $964.86 $987.09 $994.62 $102.67 $192.89 $33.83 $24.53
6/1/2017 $908.73 $929.68 $968.00 $100.27 $197.57 $33.12 $24.19
7/1/2017 $930.50 $945.50 $987.78 $107.73 $190.91 $34.24 $23.33
8/1/2017 $939.33 $955.24 $980.60 $107.87 $193.90 $33.31 $22.37
9/1/2017 $959.11 $973.72 $961.35 $113.78 $200.34 $34.84 $22.03
10/1/2017 $1,016.64 $1,033.04 $1,105.28 $120.17 $219.70 $29.93 $18.55
11/1/2017 $1,021.41 $1,036.17 $1,176.75 $122.44 $232.06 $32.76 $16.83
12/1/2017 $1,046.40 $1,053.40 $1,169.47 $123.24 $225.78 $35.01 $16.06
1/1/2018 $1,169.94 $1,182.22 $1,450.89 $133.66 $240.30 $33.72 $15.09
2/1/2018 $1,104.73 $1,103.92 $1,512.45 $130.44 $225.92 $33.12 $13.17
3/1/2018 $1,031.79 $1,037.14 $1,447.34 $126.34 $211.82 $32.53 $12.68
4/1/2018 $1,017.33 $1,018.58 $1,566.13 $129.14 $187.57 $29.84 $13.24
5/1/2018 $1,084.99 $1,100.00 $1,629.62 $126.17 $190.31 $29.91 $13.25
6/1/2018 $1,115.65 $1,129.19 $1,699.80 $127.00 $191.12 $29.72 $12.81
7/1/2018 $1,217.26 $1,227.22 $1,777.44 $129.99 $206.27 $29.59 $12.94
8/1/2018 $1,218.19 $1,231.80 $2,012.71 $122.34 $204.91 $30.02 $12.28
9/1/2018 $1,193.47 $1,207.08 $2,003.00 $122.60 $206.08 $31.56 $10.72
10/1/2018 $1,076.77 $1,090.58 $1,598.01 $117.05 $186.08 $28.83 $9.68
11/1/2018 $1,094.43 $1,109.65 $1,690.17 $121.48 $203.35 $29.80 $7.19
12/1/2018 $1,035.61 $1,044.96 $1,501.97 $116.08 $187.63 $27.22 $7.25
1/1/2019 $1,116.37 $1,125.89 $1,718.73 $123.17 $197.24 $28.67 $9.75
2/1/2019 $1,119.92 $1,126.55 $1,639.83 $121.04 $204.22 $30.17 $10.37
3/1/2019 $1,173.31 $1,176.89 $1,780.75 $118.02 $206.02 $30.41 $9.97
4/1/2019 $1,188.48 $1,198.96 $1,926.52 $123.60 $187.90 $30.02 $10.16

3
 Raw Data
Date GOOG GOOGL AMZN TM MMM T GE

5/1/2019 $1,103.63 $1,106.50 $1,775.07 $117.58 $158.39 $30.12 $9.43

6/1/2019 $1,080.91 $1,082.80 $1,893.63 $123.99 $173.34 $33.01 $10.49

4
 Raw Data
Date F SNE JPM KO PBR MCD JCP

1/1/2013 $9.42 $14.27 $39.15 $30.30 $17.21 $77.89 $20.33

2/1/2013 $9.24 $13.92 $40.99 $31.51 $13.81 $78.39 $17.57
3/1/2013 $9.63 $16.62 $39.77 $32.91 $15.60 $82.15 $15.11
4/1/2013 $10.04 $15.83 $41.07 $34.70 $18.03 $84.17 $16.42
5/1/2013 $11.49 $19.41 $46.03 $32.78 $16.96 $79.58 $17.58
6/1/2013 $11.42 $20.41 $44.51 $32.88 $12.80 $82.22 $17.08
7/1/2013 $12.46 $20.27 $46.99 $33.08 $13.02 $81.45 $14.60
8/1/2013 $12.02 $19.23 $42.91 $31.51 $12.91 $78.36 $12.48
9/1/2013 $12.52 $20.73 $43.90 $31.26 $14.79 $80.55 $8.80
10/1/2013 $12.70 $16.72 $43.77 $32.89 $16.64 $80.80 $7.50
11/1/2013 $12.75 $17.74 $48.95 $33.41 $15.22 $81.52 $10.19
12/1/2013 $11.52 $16.76 $50.03 $34.58 $13.16 $81.91 $9.15
1/1/2014 $11.17 $15.26 $47.36 $31.66 $10.70 $79.49 $5.92
2/1/2014 $11.58 $17.01 $48.93 $31.98 $10.69 $80.32 $7.28
3/1/2014 $11.74 $18.53 $52.28 $32.36 $12.55 $83.46 $8.62
4/1/2014 $12.15 $17.21 $48.21 $34.42 $13.25 $86.31 $8.52
5/1/2014 $12.47 $15.79 $48.16 $34.52 $13.91 $86.35 $8.99
6/1/2014 $13.08 $16.36 $49.93 $35.74 $14.43 $86.45 $9.05
7/1/2014 $12.91 $17.98 $49.98 $33.40 $15.73 $81.15 $9.38
8/1/2014 $13.30 $18.64 $51.88 $35.47 $19.31 $80.43 $10.80
9/1/2014 $11.30 $17.60 $52.57 $36.27 $14.00 $82.78 $10.04
10/1/2014 $10.76 $19.34 $52.78 $35.86 $11.54 $81.84 $7.61
11/1/2014 $12.12 $21.45 $52.85 $38.39 $9.59 $84.53 $8.01
12/1/2014 $11.95 $19.97 $54.98 $36.40 $7.20 $82.53 $6.48
1/1/2015 $11.34 $22.72 $47.77 $35.50 $5.93 $81.42 $7.27
2/1/2015 $12.72 $27.63 $54.18 $37.33 $6.54 $87.11 $8.50
3/1/2015 $12.57 $26.13 $53.56 $34.96 $5.93 $86.57 $8.41
4/1/2015 $12.30 $29.49 $55.93 $35.26 $9.37 $85.78 $8.30
5/1/2015 $11.92 $30.17 $58.55 $35.61 $8.24 $85.23 $8.59
6/1/2015 $11.80 $27.70 $60.31 $34.11 $8.93 $85.20 $8.47
7/1/2015 $11.65 $27.66 $60.99 $36.01 $6.71 $89.50 $8.24
8/1/2015 $11.01 $25.23 $57.42 $34.47 $5.78 $87.23 $9.11
9/1/2015 $10.77 $24.79 $54.62 $35.17 $4.28 $89.08 $9.29
10/1/2015 $11.76 $27.80 $57.56 $37.44 $4.81 $101.49 $9.17
11/1/2015 $11.49 $25.37 $60.17 $37.68 $4.71 $103.21 $7.97
12/1/2015 $11.30 $24.09 $59.58 $38.27 $4.24 $107.65 $6.66
1/1/2016 $9.58 $23.37 $53.69 $38.24 $3.42 $112.79 $7.26
2/1/2016 $10.16 $20.67 $51.14 $38.43 $3.55 $106.78 $10.20

5
 Raw Data
Date F SNE JPM KO PBR MCD JCP

3/1/2016 $10.96 $25.18 $53.79 $41.33 $5.76 $115.39 $11.06

4/1/2016 $11.01 $23.67 $57.41 $40.22 $7.61 $116.13 $9.28
5/1/2016 $11.07 $27.37 $59.73 $40.04 $5.55 $112.06 $7.79
6/1/2016 $10.32 $28.83 $56.86 $40.70 $7.06 $110.48 $8.88
7/1/2016 $10.39 $32.82 $58.54 $39.47 $8.56 $108.81 $9.66
8/1/2016 $10.46 $31.59 $62.25 $39.29 $9.02 $106.97 $9.43
9/1/2016 $10.02 $32.62 $61.41 $38.29 $9.21 $107.52 $9.22
10/1/2016 $9.74 $30.86 $63.87 $38.67 $11.51 $104.92 $8.59
11/1/2016 $10.05 $28.63 $74.47 $36.80 $10.72 $111.16 $9.47
12/1/2016 $10.19 $27.61 $79.41 $38.63 $9.97 $114.33 $8.31
1/1/2017 $10.39 $29.81 $78.62 $38.24 $10.12 $115.13 $6.65
2/1/2017 $10.65 $30.49 $84.65 $38.60 $9.95 $119.90 $6.34
3/1/2017 $9.90 $33.22 $82.05 $39.04 $9.56 $122.64 $6.16
4/1/2017 $9.75 $34.09 $81.26 $40.04 $8.89 $132.40 $5.38
5/1/2017 $9.58 $36.17 $77.62 $42.19 $8.37 $142.77 $4.70
6/1/2017 $9.64 $37.72 $86.36 $41.62 $7.88 $144.92 $4.65
7/1/2017 $9.67 $40.56 $86.74 $42.89 $8.69 $147.71 $5.41
8/1/2017 $9.63 $39.14 $86.35 $42.62 $8.86 $152.31 $3.87
9/1/2017 $10.45 $36.88 $90.74 $42.11 $9.91 $150.06 $3.81
10/1/2017 $10.71 $43.00 $95.58 $43.36 $10.51 $159.86 $2.80
11/1/2017 $11.06 $46.36 $99.88 $43.16 $9.59 $164.71 $3.31
12/1/2017 $11.04 $44.53 $102.19 $43.62 $10.15 $165.84 $3.16
1/1/2018 $9.69 $47.49 $110.53 $45.25 $13.18 $164.89 $3.71
2/1/2018 $9.50 $49.99 $110.95 $41.09 $13.85 $151.98 $4.33
3/1/2018 $9.92 $47.89 $105.63 $41.29 $13.95 $151.62 $3.02
4/1/2018 $10.06 $45.53 $104.49 $41.45 $13.90 $162.35 $2.91
5/1/2018 $10.48 $46.78 $103.31 $41.24 $11.70 $155.14 $2.42
6/1/2018 $10.04 $50.93 $100.60 $42.07 $9.91 $151.92 $2.34
7/1/2018 $9.11 $53.67 $110.98 $45.12 $11.59 $153.72 $2.45
8/1/2018 $8.72 $56.46 $111.22 $43.13 $10.74 $158.29 $1.77
9/1/2018 $8.51 $60.26 $109.53 $44.70 $11.96 $164.25 $1.66
10/1/2018 $8.79 $53.90 $105.83 $46.73 $16.10 $173.69 $1.47
11/1/2018 $8.81 $52.59 $108.69 $49.19 $14.42 $185.09 $1.43
12/1/2018 $7.16 $48.07 $95.42 $46.58 $12.94 $175.42 $1.04
1/1/2019 $8.24 $49.91 $101.17 $47.34 $16.24 $176.61 $1.32
2/1/2019 $8.36 $47.79 $102.84 $44.60 $15.66 $181.61 $1.52
3/1/2019 $8.37 $42.06 $99.76 $46.09 $15.86 $188.79 $1.49
4/1/2019 $10.13 $50.37 $114.36 $48.68 $15.17 $196.42 $1.37

6
 Raw Data
Date F SNE JPM KO PBR MCD JCP

5/1/2019 $9.38 $48.00 $105.22 $48.75 $14.38 $197.12 $0.85

6/1/2019 $10.08 $52.39 $111.01 $50.53 $15.57 $207.66 $1.14

7
 Raw Data
Date TTM MSFT C BA BAC DIS TSLA

1/1/2013 $27.26 $23.44 $39.27 $62.54 $10.43 $49.28 $37.51

2/1/2013 $26.78 $23.74 $39.10 $65.11 $10.34 $49.92 $34.83
3/1/2013 $24.09 $24.63 $41.22 $73.15 $11.23 $51.95 $37.89
4/1/2013 $27.17 $28.50 $43.47 $77.89 $11.35 $57.47 $53.99
5/1/2013 $27.07 $30.05 $48.44 $84.37 $12.59 $57.69 $97.76
6/1/2013 $23.13 $29.95 $44.70 $87.74 $11.85 $57.75 $107.36
7/1/2013 $23.72 $27.61 $48.59 $90.01 $13.47 $59.12 $134.28
8/1/2013 $22.14 $28.96 $45.04 $89.00 $13.03 $55.63 $169.00
9/1/2013 $26.41 $29.06 $45.21 $101.09 $12.73 $58.98 $193.37
10/1/2013 $31.07 $30.92 $45.46 $112.28 $12.90 $62.73 $159.94
11/1/2013 $32.21 $33.29 $49.33 $115.50 $14.60 $64.51 $127.28
12/1/2013 $30.55 $32.91 $48.58 $117.86 $14.37 $69.87 $150.43
1/1/2014 $27.63 $33.29 $44.21 $108.16 $15.47 $67.22 $181.41
2/1/2014 $34.60 $33.70 $45.34 $111.32 $15.27 $74.82 $244.81
3/1/2014 $35.13 $36.33 $44.38 $108.97 $15.89 $74.13 $208.45
4/1/2014 $37.12 $35.81 $44.67 $112.04 $13.99 $73.46 $207.89
5/1/2014 $36.94 $36.29 $44.35 $117.45 $13.99 $77.78 $207.77
6/1/2014 $38.75 $37.22 $43.93 $111.10 $14.21 $79.38 $240.06
7/1/2014 $39.00 $38.52 $45.61 $105.21 $14.11 $79.51 $223.30
8/1/2014 $47.97 $40.55 $48.18 $110.73 $14.88 $83.21 $269.70
9/1/2014 $43.69 $41.64 $48.34 $111.91 $15.77 $82.43 $242.68
10/1/2014 $47.08 $42.17 $49.93 $109.74 $15.92 $84.60 $241.70
11/1/2014 $45.64 $42.94 $50.35 $118.04 $15.81 $85.65 $244.52
12/1/2014 $42.26 $41.98 $50.48 $114.86 $16.60 $87.20 $222.41
1/1/2015 $49.30 $36.51 $43.80 $128.46 $14.10 $85.28 $203.60
2/1/2015 $49.20 $39.63 $48.92 $133.30 $14.71 $97.59 $203.34
3/1/2015 $45.04 $37.01 $48.08 $133.44 $14.32 $98.34 $188.77
4/1/2015 $41.17 $44.27 $49.76 $127.45 $14.87 $101.94 $226.05
5/1/2015 $38.28 $42.65 $50.47 $124.94 $15.40 $103.48 $250.80
6/1/2015 $34.46 $40.45 $51.60 $124.13 $15.89 $107.02 $268.26
7/1/2015 $29.65 $42.78 $54.60 $129.01 $16.74 $112.51 $266.15
8/1/2015 $25.31 $39.87 $49.99 $116.94 $15.39 $96.08 $249.06
9/1/2015 $25.05 $40.82 $46.38 $117.92 $14.59 $96.38 $248.40
10/1/2015 $29.56 $48.54 $49.71 $133.34 $15.76 $107.26 $206.93
11/1/2015 $31.56 $50.12 $50.61 $130.98 $16.37 $107.01 $230.26
12/1/2015 $29.46 $51.51 $48.42 $131.01 $15.81 $99.10 $240.01
1/1/2016 $24.97 $51.15 $39.84 $108.85 $13.32 $90.94 $191.20
2/1/2016 $22.22 $47.24 $36.40 $107.08 $11.79 $90.66 $191.93

8
 Raw Data
Date TTM MSFT C BA BAC DIS TSLA

3/1/2016 $29.04 $51.64 $39.11 $116.08 $12.73 $94.25 $229.77

4/1/2016 $30.37 $46.63 $43.36 $123.27 $13.77 $98.00 $240.76
5/1/2016 $33.48 $49.56 $43.68 $115.36 $13.98 $94.17 $223.23
6/1/2016 $34.66 $48.18 $39.75 $119.73 $12.55 $92.84 $212.28
7/1/2016 $37.81 $53.37 $41.09 $123.23 $13.75 $91.07 $234.79
8/1/2016 $40.77 $54.11 $44.93 $119.35 $15.31 $90.30 $212.01
9/1/2016 $39.98 $54.58 $44.45 $122.46 $14.92 $88.77 $204.03
10/1/2016 $39.41 $56.77 $46.26 $132.40 $15.73 $88.61 $197.73
11/1/2016 $33.07 $57.10 $53.08 $139.96 $20.13 $94.76 $189.40
12/1/2016 $34.39 $59.27 $56.12 $146.96 $22.09 $99.63 $213.69
1/1/2017 $38.96 $61.67 $52.72 $154.26 $21.66 $106.60 $251.93
2/1/2017 $33.59 $61.03 $56.48 $170.13 $23.61 $106.06 $249.99
3/1/2017 $35.65 $63.20 $56.65 $168.38 $22.57 $109.24 $278.30
4/1/2017 $35.67 $65.70 $55.99 $175.97 $22.39 $111.36 $314.07
5/1/2017 $36.83 $67.02 $57.49 $178.64 $21.50 $103.98 $341.01
6/1/2017 $33.01 $66.53 $63.51 $189.71 $23.35 $102.36 $361.61
7/1/2017 $34.44 $70.17 $65.00 $232.61 $23.22 $105.90 $323.47
8/1/2017 $29.86 $72.17 $64.60 $229.92 $23.00 $98.22 $355.90
9/1/2017 $31.27 $72.28 $69.39 $245.33 $24.52 $95.66 $341.10
10/1/2017 $32.76 $80.71 $70.12 $248.97 $26.50 $94.93 $331.53
11/1/2017 $31.19 $81.67 $72.03 $267.14 $27.26 $101.73 $308.85
12/1/2017 $33.07 $83.42 $71.29 $286.14 $28.68 $104.34 $311.35
1/1/2018 $30.96 $92.65 $75.19 $343.84 $31.09 $106.32 $354.31
2/1/2018 $28.02 $91.44 $72.33 $351.44 $31.19 $100.92 $343.06
3/1/2018 $25.70 $89.42 $64.93 $319.70 $29.14 $98.26 $266.13
4/1/2018 $25.12 $91.63 $65.67 $325.24 $29.18 $98.16 $293.90
5/1/2018 $20.88 $96.84 $64.15 $343.38 $28.32 $97.31 $284.73
6/1/2018 $19.55 $97.03 $64.68 $328.78 $27.61 $102.54 $342.95
7/1/2018 $18.20 $104.38 $69.48 $349.15 $30.24 $111.10 $298.14
8/1/2018 $18.55 $110.54 $68.85 $335.91 $30.29 $110.47 $301.66
9/1/2018 $15.36 $112.98 $69.78 $366.24 $28.85 $115.33 $264.77
10/1/2018 $12.21 $105.51 $63.67 $349.46 $27.06 $113.24 $337.32
11/1/2018 $12.20 $109.54 $63.02 $341.48 $27.95 $113.90 $350.48
12/1/2018 $12.18 $100.77 $50.98 $319.05 $24.25 $108.14 $332.80
1/1/2019 $13.07 $103.60 $63.13 $381.50 $28.17 $110.83 $307.02
2/1/2019 $12.50 $111.14 $62.66 $435.26 $28.78 $112.15 $319.88
3/1/2019 $12.56 $117.51 $61.36 $379.24 $27.44 $110.35 $279.86
4/1/2019 $15.40 $130.12 $69.72 $375.53 $30.42 $136.13 $238.69

9
 Raw Data
Date TTM MSFT C BA BAC DIS TSLA

5/1/2019 $12.51 $123.22 $61.29 $339.66 $26.46 $131.23 $185.16

6/1/2019 $11.68 $133.96 $69.51 $364.01 $28.84 $138.78 $223.46

10
 Raw Data
Date MS FB INTC DAL TSM NFLX JNJ

1/1/2013 $20.25 $30.98 $17.27 $12.52 $14.27 $23.61 $61.73

2/1/2013 $19.98 $27.25 $17.14 $12.86 $14.68 $26.87 $63.56
3/1/2013 $19.52 $25.58 $18.12 $14.88 $13.82 $27.04 $68.63
4/1/2013 $19.67 $27.77 $19.87 $15.44 $15.34 $30.87 $71.75
5/1/2013 $23.05 $24.35 $20.14 $16.23 $15.01 $32.32 $70.86
6/1/2013 $21.75 $24.88 $20.29 $16.86 $14.73 $30.16 $72.82
7/1/2013 $24.22 $36.80 $19.54 $19.13 $13.65 $34.93 $79.30
8/1/2013 $22.97 $41.29 $18.40 $17.78 $13.69 $40.56 $73.29
9/1/2013 $24.03 $50.23 $19.38 $21.32 $14.02 $44.17 $74.08
10/1/2013 $25.62 $50.21 $20.69 $23.84 $15.22 $46.07 $79.14
11/1/2013 $27.96 $47.01 $20.16 $26.19 $14.65 $52.26 $80.89
12/1/2013 $28.01 $54.65 $22.15 $24.88 $14.42 $52.60 $78.81
1/1/2014 $26.36 $62.57 $20.94 $27.72 $13.99 $58.48 $76.13
2/1/2014 $27.56 $68.46 $21.13 $30.08 $14.94 $63.66 $79.27
3/1/2014 $27.89 $60.24 $22.24 $31.44 $16.55 $50.29 $85.13
4/1/2014 $27.68 $59.78 $22.99 $33.42 $16.61 $46.01 $87.78
5/1/2014 $27.70 $63.30 $23.54 $36.22 $16.99 $59.69 $87.93
6/1/2014 $29.02 $67.29 $26.85 $35.19 $17.68 $62.94 $91.30
7/1/2014 $29.03 $72.65 $29.45 $34.05 $16.53 $60.39 $87.35
8/1/2014 $30.89 $74.82 $30.34 $35.97 $17.70 $68.23 $90.53
9/1/2014 $31.13 $79.04 $30.46 $32.94 $17.05 $64.45 $93.65
10/1/2014 $31.47 $74.99 $29.75 $36.66 $18.61 $56.11 $94.70
11/1/2014 $31.77 $77.70 $32.58 $42.52 $19.83 $49.51 $95.11
12/1/2014 $35.04 $78.02 $31.95 $44.92 $18.91 $48.80 $92.47
1/1/2015 $30.53 $75.91 $29.09 $43.20 $19.19 $63.11 $88.56
2/1/2015 $32.41 $78.97 $29.28 $40.65 $20.73 $67.84 $90.65
3/1/2015 $32.32 $82.22 $27.73 $41.14 $19.84 $59.53 $89.59
4/1/2015 $33.79 $78.77 $28.87 $40.84 $20.65 $79.50 $88.34
5/1/2015 $34.74 $79.19 $30.56 $39.27 $20.52 $89.15 $89.18
6/1/2015 $35.27 $85.77 $27.17 $37.66 $19.19 $93.85 $87.42
7/1/2015 $35.32 $94.01 $25.86 $40.65 $19.27 $114.31 $89.89
8/1/2015 $31.45 $89.73 $25.49 $40.14 $17.33 $115.03 $84.30
9/1/2015 $28.75 $89.90 $27.14 $41.26 $17.90 $103.26 $84.38
10/1/2015 $30.10 $101.97 $30.50 $46.75 $19.14 $108.38 $91.32
11/1/2015 $31.46 $104.24 $31.31 $42.72 $19.84 $123.33 $91.51
12/1/2015 $29.17 $104.66 $31.25 $46.73 $19.83 $114.38 $93.53
1/1/2016 $23.73 $112.21 $28.13 $40.83 $19.48 $91.84 $95.10
2/1/2016 $22.79 $106.92 $26.84 $44.47 $20.53 $93.41 $95.80

11
 Raw Data
Date MS FB INTC DAL TSM NFLX JNJ

3/1/2016 $23.07 $114.10 $29.60 $45.02 $22.84 $102.23 $99.23

4/1/2016 $24.96 $117.58 $27.70 $38.54 $20.56 $90.03 $102.79
5/1/2016 $25.39 $118.81 $28.90 $40.19 $21.55 $102.57 $103.35
6/1/2016 $24.10 $114.28 $30.27 $33.80 $22.87 $91.48 $112.04
7/1/2016 $26.65 $123.94 $32.17 $35.95 $25.14 $91.25 $115.67
8/1/2016 $29.94 $126.12 $33.12 $34.10 $26.01 $97.45 $110.23
9/1/2016 $29.94 $128.27 $35.10 $36.72 $27.68 $98.55 $109.84
10/1/2016 $31.35 $130.99 $32.42 $38.97 $28.14 $124.87 $107.85
11/1/2016 $38.86 $118.42 $32.27 $44.95 $26.86 $117.00 $103.49
12/1/2016 $39.70 $115.05 $33.98 $46.10 $26.01 $123.80 $107.87
1/1/2017 $39.92 $130.32 $34.50 $44.27 $27.97 $140.71 $106.03
2/1/2017 $43.11 $135.54 $33.92 $46.80 $28.48 $142.13 $114.42
3/1/2017 $40.44 $142.05 $34.03 $43.25 $29.71 $147.81 $117.39
4/1/2017 $40.94 $150.25 $34.11 $42.76 $29.92 $152.20 $116.37
5/1/2017 $39.58 $151.46 $34.07 $46.23 $32.00 $163.07 $120.87
6/1/2017 $42.25 $150.98 $32.07 $50.77 $31.63 $149.41 $125.51
7/1/2017 $44.47 $169.25 $33.72 $46.64 $33.60 $181.66 $125.91
8/1/2017 $43.37 $171.97 $33.34 $44.59 $34.54 $174.71 $125.58
9/1/2017 $45.92 $170.87 $36.47 $45.85 $35.08 $181.35 $124.13
10/1/2017 $47.66 $180.06 $43.57 $47.57 $39.55 $196.43 $133.10
11/1/2017 $46.55 $177.18 $42.94 $50.32 $37.00 $187.58 $133.03
12/1/2017 $50.26 $176.46 $44.47 $53.58 $37.05 $191.96 $134.22
1/1/2018 $54.17 $186.89 $46.38 $54.32 $42.33 $270.30 $132.75
2/1/2018 $53.89 $178.32 $47.49 $51.57 $40.50 $291.38 $124.76
3/1/2018 $51.91 $159.79 $50.51 $52.75 $40.89 $295.35 $123.89
4/1/2018 $49.66 $172.00 $50.07 $50.25 $35.92 $312.46 $122.29
5/1/2018 $48.47 $191.78 $53.54 $52.01 $36.16 $351.60 $115.64
6/1/2018 $45.82 $194.32 $48.49 $47.96 $34.16 $391.43 $118.18
7/1/2018 $48.88 $172.58 $46.92 $52.68 $39.91 $337.45 $129.06
8/1/2018 $47.48 $175.73 $47.25 $57.00 $42.23 $367.68 $131.18
9/1/2018 $45.28 $164.46 $46.41 $56.37 $42.77 $374.13 $135.46
10/1/2018 $44.40 $151.79 $46.01 $53.34 $36.90 $301.78 $137.25
11/1/2018 $43.46 $140.61 $48.40 $59.17 $36.41 $286.13 $144.02
12/1/2018 $38.82 $131.09 $46.35 $48.94 $35.75 $267.66 $127.33
1/1/2019 $41.42 $166.69 $46.54 $48.48 $36.44 $339.50 $131.30
2/1/2019 $41.39 $161.45 $52.31 $48.63 $37.82 $358.10 $134.82
3/1/2019 $41.61 $166.69 $53.37 $51.01 $39.67 $356.56 $138.84
4/1/2019 $47.58 $193.40 $50.73 $57.57 $42.44 $370.54 $140.24

12
 Raw Data
Date MS FB INTC DAL TSM NFLX JNJ

5/1/2019 $40.38 $177.47 $43.77 $50.86 $37.14 $343.28 $130.26

6/1/2019 $43.47 $193.00 $47.87 $56.39 $37.94 $367.32 $139.28

13
 Raw Data
Date B XOM

1/1/2013 $22.13 $71.93

2/1/2013 $24.64 $71.60
3/1/2013 $26.89 $72.51
4/1/2013 $25.81 $71.60
5/1/2013 $28.09 $72.80
6/1/2013 $27.97 $73.20
7/1/2013 $30.78 $75.96
8/1/2013 $29.16 $70.62
9/1/2013 $32.68 $70.19
10/1/2013 $33.26 $73.11
11/1/2013 $34.16 $76.26
12/1/2013 $35.96 $83.12
1/1/2014 $35.14 $75.70
2/1/2014 $36.09 $79.07
3/1/2014 $36.22 $80.80
4/1/2014 $36.27 $84.71
5/1/2014 $35.19 $83.16
6/1/2014 $36.39 $83.84
7/1/2014 $32.34 $82.40
8/1/2014 $32.33 $82.83
9/1/2014 $28.75 $78.87
10/1/2014 $34.63 $81.10
11/1/2014 $34.79 $75.93
12/1/2014 $35.17 $78.09
1/1/2015 $32.64 $73.84
2/1/2015 $38.03 $74.78
3/1/2015 $38.59 $72.33
4/1/2015 $38.22 $74.35
5/1/2015 $38.37 $72.50
6/1/2015 $37.27 $71.39
7/1/2015 $37.22 $67.97
8/1/2015 $36.93 $64.56
9/1/2015 $34.57 $64.39
10/1/2015 $36.05 $71.66
11/1/2015 $36.94 $70.72
12/1/2015 $34.05 $68.10
1/1/2016 $31.27 $68.01
2/1/2016 $33.01 $70.02

14
 Raw Data
Date B XOM

3/1/2016 $33.82 $73.69

4/1/2016 $31.37 $77.93
5/1/2016 $32.24 $78.47
6/1/2016 $32.10 $83.33
7/1/2016 $36.77 $79.07
8/1/2016 $40.07 $77.46
9/1/2016 $39.43 $78.25
10/1/2016 $38.74 $74.70
11/1/2016 $44.92 $78.27
12/1/2016 $46.24 $81.64
1/1/2017 $46.94 $75.88
2/1/2017 $48.87 $73.55
3/1/2017 $50.20 $74.85
4/1/2017 $53.74 $74.53
5/1/2017 $55.33 $73.48
6/1/2017 $57.37 $74.38
7/1/2017 $58.99 $73.75
8/1/2017 $61.28 $70.33
9/1/2017 $69.21 $76.27
10/1/2017 $63.95 $77.54
11/1/2017 $65.11 $77.48
12/1/2017 $62.30 $78.53
1/1/2018 $64.78 $81.97
2/1/2018 $59.39 $71.11
3/1/2018 $59.10 $70.77
4/1/2018 $54.80 $73.75
5/1/2018 $58.64 $77.06
6/1/2018 $58.28 $79.26
7/1/2018 $67.14 $78.10
8/1/2018 $67.34 $76.81
9/1/2018 $70.45 $82.30
10/1/2018 $56.14 $77.13
11/1/2018 $59.56 $76.96
12/1/2018 $53.33 $66.68
1/1/2019 $58.76 $71.65
2/1/2019 $57.75 $77.28
3/1/2019 $51.26 $79.88
4/1/2019 $55.46 $79.37

15
 Raw Data
Date B XOM

5/1/2019 $51.57 $69.97

6/1/2019 $56.34 $76.63

16
Date GOOG GOOGL AMZN TM MMM T GE
1/1/2013
2/1/2013 6.02% 6.02% $0.00 7.58% 3.43% 4.55% 4.22%
3/1/2013 -$0.01 -0.87% 0.84% 0.04% 2.85% 2.17% 0.38%
4/1/2013 3.83% 3.83% -4.76% 14.71% -1.51% 2.10% -3.59%
5/1/2013 5.66% 5.66% 6.06% 1.07% 5.31% -5.47% 4.62%
6/1/2013 1.05% 1.05% 3.15% 2.65% -0.27% 1.17% -0.56%
7/1/2013 0.84% 0.84% 8.47% 1.03% 7.39% -0.37% 5.93%
8/1/2013 -4.60% -4.60% -6.72% -0.91% -3.28% -2.86% -5.05%
9/1/2013 3.43% 3.43% 11.27% 5.99% 5.71% -0.03% 3.24%
10/1/2013 17.66% 17.66% 16.44% 2.01% 5.39% 7.04% 10.26%
11/1/2013 2.81% 2.81% 8.13% -3.38% 6.09% -1.43% 1.99%
12/1/2013 5.77% 5.77% 1.31% -2.50% 5.56% -0.14% 5.14%
1/1/2014 5.38% 5.38% -10.06% -5.87% -8.60% -5.23% -9.62%
2/1/2014 2.94% 2.94% 0.95% 0.47% 5.10% -2.89% 1.35%
3/1/2014 -8.28% -8.32% -7.11% -2.08% 1.35% 9.83% 2.54%
4/1/2014 -5.44% -4.11% -9.58% -2.20% 2.53% 1.80% 3.86%
5/1/2014 6.31% 6.87% 2.77% 4.33% 2.49% 0.66% -0.37%
6/1/2014 2.75% 2.28% 3.91% 5.79% 1.10% -0.31% -1.90%
7/1/2014 -0.64% -0.88% -3.63% -1.40% -1.64% 0.65% -3.51%
8/1/2014 0.00% 0.48% 8.32% -3.11% 2.21% -0.50% 3.30%
9/1/2014 1.01% 1.04% -4.90% 2.81% -1.02% 0.80% -1.39%
10/1/2014 -3.17% -3.49% -5.27% 4.36% 8.53% -1.14% 1.59%
11/1/2014 -3.09% -3.31% 10.86% 1.47% 4.11% 2.89% 2.63%
12/1/2014 -2.85% -3.35% -8.35% 1.91% 3.19% -5.06% -4.61%
1/1/2015 1.54% 1.30% 14.24% 2.69% -1.23% -1.99% -4.57%
2/1/2015 4.47% 4.67% 7.23% 5.06% 3.91% 6.47% 8.79%
3/1/2015 -1.86% -1.41% -2.12% 3.34% -1.59% -5.53% -3.66%
4/1/2015 -1.68% -1.07% 13.35% 0.80% -5.19% 6.09% 9.15%
5/1/2015 -0.97% -0.63% 1.77% -0.81% 1.72% 1.14% 0.70%
6/1/2015 -2.18% -0.97% 1.13% -3.00% -2.39% 2.84% -2.57%
7/1/2015 20.19% 21.75% 23.51% -0.22% -1.92% -2.20% -0.93%
8/1/2015 1.92% -1.47% -4.34% -11.30% -6.08% -2.46% -0.34%
9/1/2015 -4.58% -1.46% -0.19% 0.37% 0.43% -2.57% -3.04%
10/1/2015 16.83% 15.51% 22.27% 4.64% 10.89% 2.85% 15.70%
11/1/2015 4.47% 3.45% 6.22% 1.47% -0.40% 1.92% 3.53%
12/1/2015 2.19% 1.99% 1.67% -1.11% -3.16% 2.20% 4.04%
1/1/2016 -2.10% -2.14% -13.15% -2.45% 0.24% 4.80% -5.88%
2/1/2016 -6.08% -5.80% -5.87% -13.27% 3.89% 3.91% 0.14%
3/1/2016 6.76% 6.37% 7.44% 2.13% 6.99% 6.01% 9.97%
4/1/2016 -6.97% -7.21% 11.11% -0.66% 0.45% -0.89% -3.27%
5/1/2016 6.16% 5.79% 9.58% 1.68% 0.56% 2.10% -1.69%
Date GOOG GOOGL AMZN TM MMM T GE
6/1/2016 -5.93% -6.05% -0.99% -3.31% 4.73% 10.37% 4.13%
7/1/2016 11.08% 12.48% 6.04% 11.61% 1.85% 0.19% -0.33%
8/1/2016 -0.23% -0.19% 1.36% 8.09% 0.49% -4.51% 0.32%
9/1/2016 1.33% 1.80% 8.86% -3.79% -1.07% -0.66% -5.19%
10/1/2016 0.93% 0.73% -5.67% 1.17% -6.20% -9.41% -0.99%
11/1/2016 -3.38% -4.20% -4.97% 2.48% 3.90% 6.28% 5.70%
12/1/2016 1.82% 4.33% 2.41% -1.12% 4.60% 4.53% 2.73%
1/1/2017 3.24% 1.33% 7.13% -1.24% -2.06% 4.41% -5.31%
2/1/2017 3.32% 3.02% 2.62% -2.25% 6.60% 0.27% 0.37%
3/1/2017 0.77% 0.34% 4.91% -4.00% 3.34% -0.57% 0.76%
4/1/2017 9.21% 9.05% 4.34% 1.33% 2.35% -4.62% -2.72%
5/1/2017 6.50% 6.77% 7.53% -0.55% 4.41% -1.61% -5.55%
6/1/2017 -5.82% -5.82% -2.68% -2.34% 2.43% -2.08% -1.35%
7/1/2017 2.40% 1.70% 2.04% 7.45% -3.37% 3.37% -3.55%
8/1/2017 0.95% 1.03% -0.73% 0.12% 1.57% -2.70% -4.14%
9/1/2017 2.11% 1.93% -1.96% 5.48% 3.32% 4.56% -1.51%
10/1/2017 6.00% 6.09% 14.97% 5.62% 9.67% -14.09% -15.79%
11/1/2017 0.47% 0.30% 6.47% 1.89% 5.63% 9.47% -9.28%
12/1/2017 2.45% 1.66% -0.62% 0.66% -2.71% 6.87% -4.59%
1/1/2018 11.81% 12.23% 24.06% 8.45% 6.43% -3.68% -6.04%
2/1/2018 -5.57% -6.62% 4.24% -2.41% -5.98% -1.79% -12.74%
3/1/2018 -6.60% -6.05% -4.30% -3.14% -6.24% -1.79% -3.67%
4/1/2018 -1.40% -1.79% 8.21% 2.22% -11.45% -8.27% 4.38%
5/1/2018 6.65% 7.99% 4.05% -2.30% 1.46% 0.24% 0.07%
6/1/2018 2.83% 2.65% 4.31% 0.66% 0.42% -0.65% -3.34%
7/1/2018 9.11% 8.68% 4.57% 2.35% 7.93% -0.44% 1.04%
8/1/2018 0.08% 0.37% 13.24% -5.89% -0.66% 1.46% -5.06%
9/1/2018 -2.03% -2.01% -0.48% 0.22% 0.57% 5.13% -12.75%
10/1/2018 -9.78% -9.65% -20.22% -4.53% -9.71% -8.64% -9.69%
11/1/2018 1.64% 1.75% 5.77% 3.78% 9.28% 3.34% -25.74%
12/1/2018 -5.37% -5.83% -11.13% -4.45% -7.73% -8.64% 0.93%
1/1/2019 7.80% 7.74% 14.43% 6.11% 5.12% 5.33% 34.40%
2/1/2019 0.32% 0.06% -4.59% -1.73% 3.54% 5.24% 6.35%
3/1/2019 4.77% 4.47% 8.59% -2.50% 0.88% 0.77% -3.85%
4/1/2019 1.29% 1.88% 8.19% 4.73% -8.79% -1.28% 1.91%
5/1/2019 -7.14% -7.71% -7.86% -4.87% -15.70% 0.35% -7.18%
6/1/2019 -2.06% -2.14% 6.68% 5.45% 9.44% 9.58% 11.23%
 Date GOOG GOOGL AMZN TM MMM T GE

GOOG GOOGL AMZN TM MMM T GE

Average monthly return 1.53% 1.53% 2.91% 0.70% 1.06% 0.51% -0.38%
Annualized return 18.41% 18.41% 34.96% 8.35% 12.69% 6.12% -4.60%
Monthly Standard dev. 5.68% 5.75% 8.21% 4.48% 5.13% 4.61% 7.39%
Annualized Std. dev. 68.17% 68.96% 98.56% 53.70% 61.57% 55.35% 88.73%
Date F SNE JPM KO PBR MCD JCP
1/1/2013
2/1/2013 -1.91% -2.41% 4.69% 3.97% -19.75% 0.64% -13.58%
3/1/2013 4.28% 19.34% -2.98% 4.44% 12.95% 4.79% -14.00%
4/1/2013 4.26% -4.74% 3.27% 5.43% 15.57% 2.46% 8.67%
5/1/2013 14.37% 22.64% 12.08% -5.53% -5.89% -5.45% 7.06%
6/1/2013 -0.61% 5.16% -3.30% 0.30% -24.54% 3.32% -2.84%
7/1/2013 9.11% -0.71% 5.57% 0.62% 1.72% -0.93% -14.52%
8/1/2013 -3.52% -5.13% -8.67% -4.74% -0.88% -3.79% -14.52%
9/1/2013 4.20% 7.82% 2.30% -0.79% 14.57% 2.78% -29.49%
10/1/2013 1.42% -19.36% -0.29% 5.22% 12.52% 0.32% -14.77%
11/1/2013 0.39% 6.09% 11.84% 1.57% -8.55% 0.88% 35.87%
12/1/2013 -9.66% -5.52% 2.20% 3.51% -13.55% 0.48% -10.21%
1/1/2014 -3.05% -8.91% -5.34% -8.45% -18.65% -2.95% -35.30%
2/1/2014 3.70% 11.43% 3.31% 1.00% -0.09% 1.04% 22.97%
3/1/2014 1.36% 8.95% 6.85% 1.20% 17.41% 3.90% 18.41%
4/1/2014 3.53% -7.12% -7.79% 6.35% 5.55% 3.42% -1.16%
5/1/2014 2.59% -8.28% -0.11% 0.29% 4.98% 0.05% 5.52%
6/1/2014 4.87% 3.65% 3.69% 3.54% 3.76% 0.12% 0.67%
7/1/2014 -1.28% 9.90% 0.09% -6.55% 8.95% -6.13% 3.65%
8/1/2014 3.02% 3.69% 3.81% 6.18% 22.77% -0.89% 15.14%
9/1/2014 -15.05% -5.60% 1.33% 2.25% -27.49% 2.92% -7.04%
10/1/2014 -4.73% 9.87% 0.40% -1.11% -17.55% -1.14% -24.20%
11/1/2014 12.63% 10.95% 0.14% 7.04% -16.92% 3.29% 5.26%
12/1/2014 -1.46% -6.91% 4.02% -5.17% -24.90% -2.36% -19.10%
1/1/2015 -5.10% 13.78% -13.10% -2.49% -17.67% -1.34% 12.19%
2/1/2015 12.21% 21.60% 13.41% 5.17% 10.32% 6.99% 16.92%
3/1/2015 -1.22% -5.44% -1.14% -6.35% -9.35% -0.62% -1.06%
4/1/2015 -2.11% 12.88% 4.42% 0.85% 58.07% -0.91% -1.31%
5/1/2015 -3.08% 2.28% 4.67% 0.99% -12.11% -0.64% 3.49%
6/1/2015 -1.05% -8.18% 3.01% -4.22% 8.38% -0.04% -1.40%
7/1/2015 -1.20% -0.14% 1.14% 5.58% -24.86% 5.04% -2.72%
8/1/2015 -5.52% -8.78% -5.85% -4.28% -13.82% -2.53% 10.56%
9/1/2015 -2.16% -1.74% -4.88% 2.03% -25.94% 2.12% 1.98%
10/1/2015 9.14% 12.13% 5.38% 6.47% 12.44% 13.92% -1.29%
11/1/2015 -2.26% -8.73% 4.53% 0.64% -2.25% 1.70% -13.09%
12/1/2015 -1.67% -5.05% -0.97% 1.57% -9.85% 4.30% -16.44%
1/1/2016 -15.26% -2.97% -9.89% -0.09% -19.30% 4.77% 9.01%
2/1/2016 6.07% -11.56% -4.74% 0.49% 3.75% -5.32% 40.50%
3/1/2016 7.91% 21.78% 5.19% 7.56% 62.22% 8.06% 8.43%
4/1/2016 0.44% -5.97% 6.72% -2.67% 32.02% 0.64% -16.09%
5/1/2016 0.58% 15.60% 4.04% -0.45% -26.98% -3.50% -16.06%
Date F SNE JPM KO PBR MCD JCP
6/1/2016 -6.82% 5.35% -4.80% 1.64% 27.18% -1.41% 13.99%
7/1/2016 0.72% 13.83% 2.94% -3.01% 21.23% -1.52% 8.78%
8/1/2016 0.62% -3.74% 6.34% -0.46% 5.30% -1.69% -2.38%
9/1/2016 -4.21% 3.26% -1.35% -2.56% 2.08% 0.52% -2.23%
10/1/2016 -2.73% -5.41% 4.01% 1.01% 25.08% -2.42% -6.83%
11/1/2016 3.14% -7.21% 16.59% -4.83% -6.86% 5.95% 10.24%
12/1/2016 1.42% -3.58% 6.64% 4.97% -6.99% 2.85% -12.25%
1/1/2017 1.90% 7.99% -1.01% -1.02% 1.48% 0.70% -19.98%
2/1/2017 2.60% 2.28% 7.67% 0.94% -1.75% 4.14% -4.66%
3/1/2017 -7.10% 8.95% -3.07% 1.14% -3.87% 2.28% -2.84%
4/1/2017 -1.46% 2.63% -0.96% 2.57% -7.02% 7.96% -12.66%
5/1/2017 -1.74% 6.08% -4.49% 5.38% -5.88% 7.83% -12.64%
6/1/2017 0.63% 4.29% 11.26% -1.36% -5.78% 1.50% -1.06%
7/1/2017 0.27% 7.54% 0.44% 3.05% 10.26% 1.93% 16.34%
8/1/2017 -0.43% -3.51% -0.45% -0.63% 1.93% 3.11% -28.47%
9/1/2017 8.52% -5.78% 5.08% -1.19% 11.80% -1.48% -1.55%
10/1/2017 2.51% 16.61% 5.34% 2.97% 6.08% 6.53% -26.51%
11/1/2017 3.30% 7.81% 4.49% -0.46% -8.73% 3.03% 18.21%
12/1/2017 -0.24% -3.95% 2.32% 1.06% 5.86% 0.68% -4.53%
1/1/2018 -12.17% 6.65% 8.16% 3.73% 29.83% -0.57% 17.41%
2/1/2018 -2.02% 5.26% 0.37% -9.18% 5.09% -7.83% 16.71%
3/1/2018 4.43% -4.20% -4.79% 0.49% 0.71% -0.23% -30.25%
4/1/2018 1.44% -4.92% -1.08% 0.37% -0.35% 7.07% -3.64%
5/1/2018 4.14% 2.75% -1.13% -0.49% -15.83% -4.44% -16.84%
6/1/2018 -4.16% 8.86% -2.63% 2.00% -15.28% -2.07% -3.31%
7/1/2018 -9.30% 5.38% 10.32% 7.26% 16.95% 1.18% 4.70%
8/1/2018 -4.25% 5.20% 0.22% -4.42% -7.33% 2.98% -27.76%
9/1/2018 -2.43% 6.72% -1.52% 3.63% 11.30% 3.76% -6.21%
10/1/2018 3.24% -10.55% -3.39% 4.54% 34.63% 5.74% -11.45%
11/1/2018 0.30% -2.42% 2.70% 5.26% -10.40% 6.56% -2.72%
12/1/2018 -18.70% -8.60% -12.20% -5.31% -10.31% -5.22% -27.27%
1/1/2019 15.03% 3.81% 6.02% 1.65% 25.54% 0.68% 26.92%
2/1/2019 1.40% -4.25% 1.65% -5.80% -3.56% 2.83% 15.15%
3/1/2019 0.11% -11.98% -3.00% 3.35% 1.27% 3.95% -1.97%
4/1/2019 21.13% 19.76% 14.64% 5.61% -4.33% 4.04% -8.05%
5/1/2019 -7.44% -4.71% -8.00% 0.14% -5.25% 0.35% -37.96%
6/1/2019 7.46% 9.15% 5.51% 3.64% 8.29% 5.35% 34.12%
 Date F SNE JPM KO PBR MCD JCP

Average and Annualized Return

F SNE JPM KO PBR MCD JCP

Average monthly return 0.30% 2.10% 1.53% 0.74% 1.29% 1.35% -2.30%
Annualized return 3.63% 25.19% 18.38% 8.90% 15.50% 16.22% -27.64%
Monthly Standard dev. 6.54% 9.03% 5.84% 3.87% 17.51% 3.77% 16.26%
Annualized Std. dev. 78.51% 108.39% 70.11% 46.41% 210.16% 45.25% 195.15%
Date TTM MSFT C BA BAC DIS TSLA
1/1/2013
2/1/2013 -1.77% 1.28% -0.43% 4.10% -0.80% 1.32% -7.14%
3/1/2013 -10.06% 3.77% 5.41% 12.36% 8.56% 4.05% 8.79%
4/1/2013 12.82% 15.69% 5.47% 6.48% 1.07% 10.63% 42.49%
5/1/2013 -0.40% 5.44% 11.42% 8.33% 10.97% 0.38% 81.07%
6/1/2013 -14.55% -0.34% -7.71% 3.99% -5.86% 0.11% 9.82%
7/1/2013 2.56% -7.82% 8.69% 2.60% 13.62% 2.38% 25.07%
8/1/2013 -6.66% 4.90% -7.31% -1.12% -3.29% -5.91% 25.86%
9/1/2013 19.27% 0.34% 0.39% 13.58% -2.27% 6.02% 14.42%
10/1/2013 17.66% 6.40% 0.56% 11.06% 1.30% 6.36% -17.29%
11/1/2013 3.67% 7.68% 8.51% 2.87% 13.24% 2.84% -20.42%
12/1/2013 -5.14% -1.14% -1.53% 2.04% -1.58% 8.31% 18.19%
1/1/2014 -9.58% 1.15% -8.98% -8.23% 7.65% -3.79% 20.59%
2/1/2014 25.24% 1.24% 2.55% 2.92% -1.31% 11.29% 34.95%
3/1/2014 1.52% 7.80% -2.12% -2.11% 4.05% -0.92% -14.85%
4/1/2014 5.68% -1.44% 0.65% 2.81% -11.92% -0.91% -0.27%
5/1/2014 -0.48% 1.34% -0.71% 4.83% 0.00% 5.89% -0.06%
6/1/2014 4.89% 2.57% -0.97% -5.40% 1.52% 2.06% 15.54%
7/1/2014 0.67% 3.50% 3.84% -5.31% -0.72% 0.16% -6.98%
8/1/2014 23.00% 5.26% 5.62% 5.25% 5.51% 4.66% 20.78%
9/1/2014 -8.92% 2.68% 0.33% 1.07% 5.97% -0.95% -10.02%
10/1/2014 7.76% 1.27% 3.30% -1.94% 0.96% 2.64% -0.40%
11/1/2014 -3.06% 1.83% 0.84% 7.57% -0.70% 1.24% 1.17%
12/1/2014 -7.40% -2.23% 0.26% -2.70% 4.99% 1.82% -9.04%
1/1/2015 16.65% -13.02% -13.23% 11.84% -15.07% -2.20% -8.46%
2/1/2015 -0.20% 8.54% 11.67% 3.77% 4.36% 14.42% -0.13%
3/1/2015 -8.45% -6.61% -1.72% 0.10% -2.66% 0.78% -7.17%
4/1/2015 -8.59% 19.63% 3.49% -4.49% 3.83% 3.65% 19.75%
5/1/2015 -7.02% -3.66% 1.43% -1.97% 3.58% 1.52% 10.95%
6/1/2015 -10.00% -5.17% 2.24% -0.65% 3.15% 3.42% 6.96%
7/1/2015 -13.95% 5.78% 5.83% 3.93% 5.37% 5.13% -0.79%
8/1/2015 -14.63% -6.81% -8.44% -9.36% -8.05% -14.61% -6.42%
9/1/2015 -1.03% 2.37% -7.24% 0.85% -5.23% 0.31% -0.26%
10/1/2015 18.00% 18.93% 7.18% 13.07% 8.05% 11.29% -16.69%
11/1/2015 6.76% 3.25% 1.82% -1.77% 3.87% -0.24% 11.27%
12/1/2015 -6.65% 2.77% -4.33% 0.02% -3.44% -7.39% 4.23%
1/1/2016 -15.24% -0.70% -17.72% -16.92% -15.75% -8.23% -20.34%
2/1/2016 -11.01% -7.64% -8.65% -1.62% -11.46% -0.31% 0.38%
3/1/2016 30.68% 9.33% 7.46% 8.41% 7.99% 3.97% 19.72%
4/1/2016 4.58% -9.70% 10.85% 6.19% 8.10% 3.98% 4.78%
5/1/2016 10.24% 6.28% 0.73% -6.42% 1.58% -3.91% -7.28%
Date TTM MSFT C BA BAC DIS TSLA
6/1/2016 3.52% -2.78% -8.98% 3.79% -10.28% -1.41% -4.91%
7/1/2016 9.11% 10.77% 3.35% 2.92% 9.56% -1.91% 10.60%
8/1/2016 7.82% 1.38% 9.37% -3.15% 11.39% -0.84% -9.70%
9/1/2016 -1.94% 0.87% -1.07% 2.61% -2.58% -1.69% -3.76%
10/1/2016 -1.43% 4.03% 4.07% 8.11% 5.43% -0.18% -3.09%
11/1/2016 -16.09% 0.57% 14.73% 5.71% 28.00% 6.94% -4.21%
12/1/2016 3.99% 3.82% 5.74% 5.00% 9.73% 5.15% 12.82%
1/1/2017 13.29% 4.04% -6.06% 4.97% -1.95% 6.99% 17.90%
2/1/2017 -13.78% -1.04% 7.13% 10.29% 9.01% -0.51% -0.77%
3/1/2017 6.13% 3.56% 0.30% -1.03% -4.42% 3.00% 11.32%
4/1/2017 0.06% 3.95% -1.17% 4.51% -0.76% 1.95% 12.85%
5/1/2017 3.25% 2.02% 2.68% 1.51% -3.98% -6.63% 8.58%
6/1/2017 -10.37% -0.74% 10.47% 6.20% 8.61% -1.57% 6.04%
7/1/2017 4.33% 5.47% 2.35% 22.61% -0.58% 3.46% -10.55%
8/1/2017 -13.30% 2.85% -0.61% -1.15% -0.95% -7.26% 10.03%
9/1/2017 4.72% 0.16% 7.42% 6.70% 6.61% -2.60% -4.16%
10/1/2017 4.76% 11.67% 1.04% 1.48% 8.09% -0.77% -2.81%
11/1/2017 -4.79% 1.19% 2.72% 7.30% 2.85% 7.17% -6.84%
12/1/2017 6.03% 2.14% -1.02% 7.12% 5.24% 2.57% 0.81%
1/1/2018 -6.38% 11.07% 5.47% 20.16% 8.40% 1.89% 13.80%
2/1/2018 -9.50% -1.31% -3.81% 2.21% 0.31% -5.07% -3.18%
3/1/2018 -8.28% -2.21% -10.22% -9.03% -6.57% -2.64% -22.42%
4/1/2018 -2.26% 2.47% 1.14% 1.73% 0.14% -0.11% 10.43%
5/1/2018 -16.88% 5.69% -2.31% 5.58% -2.94% -0.86% -3.12%
6/1/2018 -6.37% 0.20% 0.82% -4.25% -2.53% 5.37% 20.45%
7/1/2018 -6.91% 7.58% 7.43% 6.20% 9.54% 8.35% -13.07%
8/1/2018 1.92% 5.89% -0.90% -3.79% 0.16% -0.56% 1.18%
9/1/2018 -17.20% 2.21% 1.34% 9.03% -4.75% 4.39% -12.23%
10/1/2018 -20.51% -6.61% -8.75% -4.58% -6.20% -1.80% 27.40%
11/1/2018 -0.08% 3.82% -1.02% -2.28% 3.27% 0.57% 3.90%
12/1/2018 -0.16% -8.01% -19.10% -6.57% -13.24% -5.06% -5.04%
1/1/2019 7.31% 2.82% 23.82% 19.57% 16.19% 2.49% -7.75%
2/1/2019 -4.36% 7.28% -0.74% 14.09% 2.14% 1.18% 4.19%
3/1/2019 0.48% 5.72% -2.07% -12.87% -4.64% -1.60% -12.51%
4/1/2019 22.61% 10.73% 13.63% -0.98% 10.84% 23.36% -14.71%
5/1/2019 -18.77% -5.30% -12.09% -9.55% -13.02% -3.60% -22.43%
6/1/2019 -6.63% 8.71% 13.40% 7.17% 9.02% 5.76% 20.68%
 Date TTM MSFT C BA BAC DIS TSLA

TTM MSFT C BA BAC DIS TSLA

Average monthly return -0.52% 2.46% 1.01% 2.56% 1.61% 1.50% 3.49%
Annualized return -6.20% 29.51% 12.15% 30.76% 19.38% 17.95% 41.85%
Monthly Standard dev. 10.88% 5.90% 7.31% 7.15% 7.60% 5.41% 16.19%
Annualized Std. dev. 130.51% 70.86% 87.75% 85.82% 91.17% 64.96% 194.34%
Date MS FB INTC DAL TSM NFLX JNJ
1/1/2013
2/1/2013 -1.31% -12.04% -0.76% 2.74% 2.87% 13.82% 2.96%
3/1/2013 -2.31% -6.13% 5.72% 15.70% -5.81% 0.64% 7.98%
4/1/2013 0.77% 8.56% 9.66% 3.82% 10.99% 14.15% 4.54%
5/1/2013 17.20% -12.32% 1.38% 5.08% -2.20% 4.71% -1.23%
6/1/2013 -5.68% 2.18% 0.73% 3.89% -1.82% -6.70% 2.76%
7/1/2013 11.38% 47.91% -3.67% 13.47% -7.31% 15.82% 8.90%
8/1/2013 -5.16% 12.20% -5.83% -7.07% 0.25% 16.13% -7.58%
9/1/2013 4.62% 21.65% 5.30% 19.91% 2.42% 8.91% 1.08%
10/1/2013 6.60% -0.04% 6.76% 11.83% 8.55% 4.29% 6.83%
11/1/2013 9.13% -6.37% -2.57% 9.86% -3.69% 13.43% 2.21%
12/1/2013 0.19% 16.25% 9.91% -5.00% -1.64% 0.65% -2.57%
1/1/2014 -5.90% 14.49% -5.47% 11.43% -2.98% 11.18% -3.41%
2/1/2014 4.54% 9.41% 0.90% 8.49% 6.80% 8.87% 4.13%
3/1/2014 1.20% -12.01% 5.23% 4.54% 10.79% -21.00% 7.40%
4/1/2014 -0.77% -0.76% 3.41% 6.29% 0.40% -8.52% 3.12%
5/1/2014 0.10% 5.89% 2.36% 8.36% 2.29% 29.74% 0.17%
6/1/2014 4.76% 6.30% 14.08% -2.83% 4.04% 5.45% 3.83%
7/1/2014 0.03% 7.97% 9.68% -3.25% -6.50% -4.06% -4.33%
8/1/2014 6.41% 2.99% 3.04% 5.66% 7.04% 12.99% 3.64%
9/1/2014 0.76% 5.64% 0.38% -8.44% -3.63% -5.54% 3.45%
10/1/2014 1.10% -5.12% -2.33% 11.29% 9.12% -12.95% 1.12%
11/1/2014 0.95% 3.61% 9.53% 16.01% 6.58% -11.76% 0.44%
12/1/2014 10.29% 0.41% -1.94% 5.62% -4.64% -1.44% -2.77%
1/1/2015 -12.86% -2.70% -8.96% -3.82% 1.47% 29.33% -4.24%
2/1/2015 6.16% 4.03% 0.64% -5.90% 8.01% 7.49% 2.37%
3/1/2015 -0.28% 4.12% -5.28% 1.19% -4.28% -12.26% -1.18%
4/1/2015 4.54% -4.20% 4.09% -0.71% 4.09% 33.55% -1.39%
5/1/2015 2.80% 0.53% 5.87% -3.85% -0.65% 12.14% 0.95%
6/1/2015 1.54% 8.31% -11.09% -4.09% -6.47% 5.27% -1.97%
7/1/2015 0.13% 9.61% -4.83% 7.94% 0.43% 21.80% 2.82%
8/1/2015 -10.96% -4.55% -1.42% -1.26% -10.09% 0.63% -6.22%
9/1/2015 -8.56% 0.19% 6.48% 2.79% 3.27% -10.23% 0.09%
10/1/2015 4.67% 13.43% 12.34% 13.31% 6.97% 4.96% 8.23%
11/1/2015 4.52% 2.23% 2.69% -8.62% 3.64% 13.79% 0.21%
12/1/2015 -7.26% 0.40% -0.22% 9.39% -0.04% -7.26% 2.21%
1/1/2016 -18.64% 7.21% -9.96% -12.63% -1.76% -19.71% 1.67%
2/1/2016 -3.99% -4.71% -4.61% 8.92% 5.37% 1.71% 0.74%
3/1/2016 1.26% 6.72% 10.29% 1.23% 11.25% 9.44% 3.59%
4/1/2016 8.20% 3.05% -6.40% -14.40% -9.96% -11.93% 3.59%
5/1/2016 1.70% 1.05% 4.33% 4.30% 4.79% 13.93% 0.54%
Date MS FB INTC DAL TSM NFLX JNJ
6/1/2016 -5.08% -3.81% 4.73% -15.91% 6.11% -10.81% 8.41%
7/1/2016 10.59% 8.45% 6.28% 6.37% 9.93% -0.25% 3.24%
8/1/2016 12.36% 1.76% 2.95% -5.16% 3.46% 6.79% -4.70%
9/1/2016 0.00% 1.70% 5.98% 7.69% 6.44% 1.13% -0.35%
10/1/2016 4.71% 2.12% -7.63% 6.12% 1.67% 26.71% -1.81%
11/1/2016 23.94% -9.60% -0.49% 15.35% -4.53% -6.30% -4.04%
12/1/2016 2.15% -2.85% 5.32% 2.57% -3.17% 5.81% 4.23%
1/1/2017 0.57% 13.27% 1.52% -3.96% 7.51% 13.66% -1.70%
2/1/2017 7.97% 4.01% -1.68% 5.69% 1.81% 1.01% 7.91%
3/1/2017 -6.20% 4.80% 0.35% -7.59% 4.35% 4.00% 2.59%
4/1/2017 1.24% 5.77% 0.22% -1.13% 0.70% 2.97% -0.87%
5/1/2017 -3.32% 0.81% -0.11% 8.12% 6.92% 7.14% 3.87%
6/1/2017 6.76% -0.32% -5.87% 9.83% -1.13% -8.38% 3.83%
7/1/2017 5.25% 12.10% 5.13% -8.15% 6.21% 21.58% 0.33%
8/1/2017 -2.47% 1.61% -1.13% -4.40% 2.81% -3.83% -0.26%
9/1/2017 5.87% -0.64% 9.40% 2.84% 1.57% 3.80% -1.16%
10/1/2017 3.80% 5.38% 19.46% 3.75% 12.73% 8.32% 7.23%
11/1/2017 -2.32% -1.60% -1.43% 5.78% -6.45% -4.51% -0.06%
12/1/2017 7.96% -0.41% 3.55% 6.48% 0.13% 2.34% 0.89%
1/1/2018 7.78% 5.91% 4.29% 1.37% 14.27% 40.81% -1.10%
2/1/2018 -0.50% -4.59% 2.39% -5.06% -4.33% 7.80% -6.01%
3/1/2018 -3.68% -10.39% 6.38% 2.28% 0.95% 1.36% -0.70%
4/1/2018 -4.34% 7.64% -0.88% -4.73% -12.13% 5.79% -1.30%
5/1/2018 -2.40% 11.50% 6.94% 3.50% 0.65% 12.53% -5.43%
6/1/2018 -5.46% 1.32% -9.43% -7.80% -5.53% 11.33% 2.19%
7/1/2018 6.67% -11.19% -3.24% 9.85% 16.84% -13.79% 9.21%
8/1/2018 -2.85% 1.83% 0.69% 8.19% 5.80% 8.96% 1.64%
9/1/2018 -4.63% -6.41% -1.76% -1.11% 1.28% 1.75% 3.27%
10/1/2018 -1.95% -7.70% -0.87% -5.36% -13.72% -19.34% 1.32%
11/1/2018 -2.11% -7.37% 5.18% 10.93% -1.34% -5.19% 4.94%
12/1/2018 -10.68% -6.77% -4.23% -17.29% -1.81% -6.46% -11.59%
1/1/2019 6.68% 27.16% 0.40% -0.94% 1.92% 26.84% 3.12%
2/1/2019 -0.05% -3.14% 12.39% 0.30% 3.80% 5.48% 2.68%
3/1/2019 0.52% 3.25% 2.04% 4.90% 4.89% -0.43% 2.98%
4/1/2019 14.34% 16.02% -4.95% 12.86% 6.98% 3.92% 1.01%
5/1/2019 -15.14% -8.24% -13.71% -11.65% -12.48% -7.36% -7.12%
6/1/2019 7.67% 8.75% 9.36% 10.86% 2.14% 7.00% 6.93%
 Date MS FB INTC DAL TSM NFLX JNJ

MS FB INTC DAL TSM NFLX JNJ

Average monthly return 1.24% 2.80% 1.52% 2.29% 1.47% 4.33% 1.15%
Annualized return 14.89% 33.59% 18.23% 27.52% 17.64% 52.00% 13.76%
Monthly Standard dev. 7.00% 9.34% 6.15% 7.99% 6.21% 12.22% 4.10%
Annualized Std. dev. 84.03% 112.07% 73.79% 95.93% 74.49% 146.63% 49.20%
Date B XOM
1/1/2013
2/1/2013 11.34% -0.47%
3/1/2013 9.14% 1.27%
4/1/2013 -4.01% -1.24%
5/1/2013 8.82% 1.66%
6/1/2013 -0.43% 0.56%
7/1/2013 10.04% 3.76%
8/1/2013 -5.24% -7.03%
9/1/2013 12.06% -0.60%
10/1/2013 1.78% 4.16%
11/1/2013 2.70% 4.31%
12/1/2013 5.28% 9.00%
1/1/2014 -2.27% -8.93%
2/1/2014 2.70% 4.46%
3/1/2014 0.35% 2.18%
4/1/2014 0.13% 4.84%
5/1/2014 -2.96% -1.84%
6/1/2014 3.41% 0.83%
7/1/2014 -11.13% -1.73%
8/1/2014 -0.03% 0.53%
9/1/2014 -11.08% -4.78%
10/1/2014 20.46% 2.83%
11/1/2014 0.46% -6.38%
12/1/2014 1.09% 2.85%
1/1/2015 -7.19% -5.44%
2/1/2015 16.51% 1.28%
3/1/2015 1.48% -3.28%
4/1/2015 -0.96% 2.79%
5/1/2015 0.40% -2.48%
6/1/2015 -2.87% -1.54%
7/1/2015 -0.15% -4.80%
8/1/2015 -0.77% -5.01%
9/1/2015 -6.38% -0.26%
10/1/2015 4.27% 11.28%
11/1/2015 2.47% -1.31%
12/1/2015 -7.84% -3.71%
1/1/2016 -8.14% -0.13%
2/1/2016 5.54% 2.95%
3/1/2016 2.46% 5.24%
4/1/2016 -7.25% 5.75%
5/1/2016 2.77% 0.70%
Date B XOM
6/1/2016 -0.41% 6.19%
7/1/2016 14.52% -5.11%
8/1/2016 8.99% -2.03%
9/1/2016 -1.60% 1.01%
10/1/2016 -1.75% -4.54%
11/1/2016 15.96% 4.78%
12/1/2016 2.94% 4.31%
1/1/2017 1.50% -7.06%
2/1/2017 4.11% -3.06%
3/1/2017 2.72% 1.77%
4/1/2017 7.07% -0.44%
5/1/2017 2.95% -1.41%
6/1/2017 3.69% 1.23%
7/1/2017 2.82% -0.85%
8/1/2017 3.89% -4.64%
9/1/2017 12.93% 8.44%
10/1/2017 -7.60% 1.67%
11/1/2017 1.81% -0.07%
12/1/2017 -4.32% 1.35%
1/1/2018 3.98% 4.38%
2/1/2018 -8.33% -13.24%
3/1/2018 -0.48% -0.48%
4/1/2018 -7.28% 4.21%
5/1/2018 7.01% 4.49%
6/1/2018 -0.61% 2.87%
7/1/2018 15.20% -1.47%
8/1/2018 0.31% -1.64%
9/1/2018 4.61% 7.14%
10/1/2018 -20.32% -6.28%
11/1/2018 6.10% -0.23%
12/1/2018 -10.46% -13.36%
1/1/2019 10.18% 7.46%
2/1/2019 -1.71% 7.85%
3/1/2019 -11.24% 3.37%
4/1/2019 8.19% -0.64%
5/1/2019 -7.01% -11.85%
6/1/2019 9.25% 9.52%
 Date B XOM

B XOM
Average monthly return 1.49% 0.21%
Annualized return 17.85% 2.48%
Monthly Standard dev. 7.33% 4.95%
Annualized Std. dev. 87.96% 59.42%
 GOOG GOOGL AMZN TM MMM T
Monthly Variance 0.32% 0.33% 0.67% 0.20% 0.26% 0.21%
Annualised Variance 3.87% 3.96% 8.09% 2.40% 3.16% 2.55%

GOOG GOOGL AMZN TM MMM

GOOG 0.0032 0.0032 0.0030 0.0010 0.0010
GOOGL 0.0032 0.0033 0.0031 0.0010 0.0011
AMZN 0.0030 0.0031 0.0067 0.0012 0.0016
TM 0.0010 0.0010 0.0012 0.0020 0.0007
MMM 0.0010 0.0011 0.0016 0.0007 0.0026
T 0.0000 0.0000 0.0003 0.0001 0.0007
GE 0.0010 0.0010 0.0015 0.0005 0.0009
F 0.0004 0.0004 0.0014 0.0008 0.0007
SNE 0.0008 0.0008 0.0031 0.0012 0.0014
JPM 0.0008 0.0008 0.0016 0.0011 0.0012
KO 0.0007 0.0008 0.0010 0.0005 0.0007
PBR -0.0001 -0.0002 0.0023 0.0013 0.0005
MCD 0.0005 0.0005 0.0007 0.0004 0.0005
JCP 0.0001 0.0000 0.0016 0.0006 0.0026
TTM 0.0019 0.0019 0.0035 0.0018 0.0016
MSFT 0.0017 0.0017 0.0020 0.0012 0.0008
C 0.0013 0.0013 0.0026 0.0015 0.0017
BA 0.0014 0.0015 0.0026 0.0014 0.0015
BAC 0.0013 0.0013 0.0020 0.0014 0.0014
DIS 0.0008 0.0009 0.0015 0.0010 0.0008
TSLA 0.0005 0.0006 0.0003 0.0008 0.0009
MS 0.0009 0.0010 0.0017 0.0014 0.0014
FB 0.0017 0.0017 0.0024 0.0010 0.0005
INTC 0.0009 0.0009 0.0013 0.0009 0.0013
DAL 0.0013 0.0014 0.0017 0.0005 0.0017
TSM 0.0014 0.0015 0.0019 0.0010 0.0014
NFLX 0.0032 0.0033 0.0052 0.0015 0.0001
JNJ 0.0006 0.0006 0.0010 0.0004 0.0013
B 0.0013 0.0013 0.0014 0.0012 0.0021
XOM 0.0005 0.0006 0.0011 0.0004 0.0015
 GOOG GOOGL AMZN TM MMM
GOOG 0.0387 0.0388 0.0362 0.0119 0.0126
GOOGL 0.0388 0.0396 0.0367 0.0124 0.0130
AMZN 0.0362 0.0367 0.0809 0.0142 0.0191
TM 0.0119 0.0124 0.0142 0.0240 0.0081
MMM 0.0126 0.0130 0.0191 0.0081 0.0316
T 0.0001 0.0000 0.0037 0.0013 0.0086
GE 0.0121 0.0119 0.0174 0.0056 0.0112
F 0.0048 0.0053 0.0167 0.0091 0.0089
SNE 0.0100 0.0099 0.0374 0.0143 0.0167
JPM 0.0095 0.0096 0.0187 0.0127 0.0147
KO 0.0084 0.0092 0.0116 0.0057 0.0079
PBR -0.0014 -0.0020 0.0275 0.0157 0.0065
MCD 0.0059 0.0060 0.0088 0.0045 0.0063
JCP 0.0007 0.0004 0.0194 0.0067 0.0312
TTM 0.0231 0.0228 0.0422 0.0219 0.0193
MSFT 0.0201 0.0207 0.0243 0.0145 0.0093
C 0.0153 0.0159 0.0313 0.0182 0.0204
BA 0.0173 0.0176 0.0309 0.0169 0.0184
BAC 0.0154 0.0156 0.0240 0.0163 0.0172
DIS 0.0101 0.0110 0.0184 0.0120 0.0093
TSLA 0.0061 0.0073 0.0037 0.0093 0.0102
MS 0.0113 0.0114 0.0204 0.0163 0.0166
FB 0.0201 0.0205 0.0287 0.0120 0.0063
INTC 0.0103 0.0106 0.0155 0.0111 0.0159
DAL 0.0159 0.0170 0.0204 0.0063 0.0199
TSM 0.0174 0.0180 0.0228 0.0126 0.0172
NFLX 0.0389 0.0393 0.0623 0.0184 0.0007
JNJ 0.0071 0.0077 0.0119 0.0051 0.0150
B 0.0153 0.0155 0.0169 0.0147 0.0251
XOM 0.0061 0.0066 0.0134 0.0048 0.0185
GE F SNE JPM KO PBR MCD JCP
0.55% 0.43% 0.82% 0.34% 0.15% 3.07% 0.14% 2.64%
6.56% 5.14% 9.79% 4.10% 1.80% 36.81% 1.71% 31.74%

T GE F SNE JPM KO PBR MCD

0.0000 0.0010 0.0004 0.0008 0.0008 0.0007 -0.0001 0.0005
0.0000 0.0010 0.0004 0.0008 0.0008 0.0008 -0.0002 0.0005
0.0003 0.0015 0.0014 0.0031 0.0016 0.0010 0.0023 0.0007
0.0001 0.0005 0.0008 0.0012 0.0011 0.0005 0.0013 0.0004
0.0007 0.0009 0.0007 0.0014 0.0012 0.0007 0.0005 0.0005
0.0021 0.0011 0.0006 0.0004 0.0004 0.0004 0.0015 0.0003
0.0011 0.0055 0.0018 0.0008 0.0012 0.0006 0.0033 0.0003
0.0006 0.0018 0.0043 0.0020 0.0018 0.0006 0.0027 0.0005
0.0004 0.0008 0.0020 0.0082 0.0017 0.0006 0.0028 0.0005
0.0004 0.0012 0.0018 0.0017 0.0034 0.0004 0.0024 0.0004
0.0004 0.0006 0.0006 0.0006 0.0004 0.0015 0.0016 0.0009
0.0015 0.0033 0.0027 0.0028 0.0024 0.0016 0.0307 0.0006
0.0003 0.0003 0.0005 0.0005 0.0004 0.0009 0.0006 0.0014
0.0028 0.0035 0.0023 0.0030 0.0026 0.0008 0.0063 -0.0001
0.0005 0.0023 0.0024 0.0034 0.0012 0.0011 0.0055 0.0005
0.0005 0.0009 0.0010 0.0023 0.0015 0.0009 0.0032 0.0008
0.0006 0.0026 0.0028 0.0023 0.0035 0.0007 0.0040 0.0006
0.0007 0.0018 0.0015 0.0018 0.0014 0.0007 0.0039 0.0005
0.0002 0.0017 0.0021 0.0015 0.0038 0.0002 0.0029 0.0005
0.0006 0.0011 0.0016 0.0017 0.0018 0.0009 0.0019 0.0006
-0.0013 0.0005 0.0023 0.0028 0.0012 -0.0003 0.0047 -0.0006
0.0002 0.0016 0.0024 0.0012 0.0035 0.0002 0.0035 0.0001
-0.0003 0.0020 0.0016 0.0005 0.0003 0.0001 0.0008 0.0002
0.0005 0.0006 0.0012 0.0013 0.0007 0.0007 0.0026 0.0005
0.0003 0.0007 0.0025 0.0011 0.0016 0.0006 -0.0010 0.0007
0.0005 0.0007 0.0004 0.0021 0.0008 0.0010 0.0029 0.0003
-0.0004 0.0017 0.0010 0.0018 0.0009 0.0002 0.0042 -0.0009
0.0006 0.0006 0.0008 0.0009 0.0008 0.0010 0.0017 0.0008
0.0010 0.0019 0.0018 0.0023 0.0022 0.0005 0.0004 0.0002
0.0009 0.0016 0.0011 0.0006 0.0011 0.0006 0.0021 0.0006
T GE F SNE JPM KO PBR MCD
0.0001 0.0121 0.0048 0.0100 0.0095 0.0084 -0.0014 0.0059
0.0000 0.0119 0.0053 0.0099 0.0096 0.0092 -0.0020 0.0060
0.0037 0.0174 0.0167 0.0374 0.0187 0.0116 0.0275 0.0088
0.0013 0.0056 0.0091 0.0143 0.0127 0.0057 0.0157 0.0045
0.0086 0.0112 0.0089 0.0167 0.0147 0.0079 0.0065 0.0063
0.0255 0.0136 0.0067 0.0048 0.0051 0.0049 0.0175 0.0037
0.0136 0.0656 0.0213 0.0095 0.0150 0.0067 0.0398 0.0036
0.0067 0.0213 0.0514 0.0241 0.0219 0.0071 0.0320 0.0064
0.0048 0.0095 0.0241 0.0979 0.0202 0.0075 0.0340 0.0064
0.0051 0.0150 0.0219 0.0202 0.0410 0.0047 0.0284 0.0048
0.0049 0.0067 0.0071 0.0075 0.0047 0.0180 0.0193 0.0104
0.0175 0.0398 0.0320 0.0340 0.0284 0.0193 0.3681 0.0077
0.0037 0.0036 0.0064 0.0064 0.0048 0.0104 0.0077 0.0171
0.0339 0.0420 0.0279 0.0361 0.0307 0.0097 0.0755 -0.0010
0.0056 0.0281 0.0287 0.0406 0.0146 0.0137 0.0656 0.0054
0.0062 0.0111 0.0117 0.0272 0.0179 0.0105 0.0390 0.0094
0.0070 0.0309 0.0333 0.0271 0.0424 0.0088 0.0483 0.0075
0.0082 0.0222 0.0179 0.0213 0.0171 0.0081 0.0466 0.0062
0.0030 0.0207 0.0253 0.0176 0.0454 0.0018 0.0344 0.0055
0.0073 0.0137 0.0194 0.0200 0.0210 0.0106 0.0228 0.0074
-0.0158 0.0063 0.0274 0.0340 0.0143 -0.0032 0.0568 -0.0071
0.0019 0.0197 0.0282 0.0147 0.0419 0.0023 0.0419 0.0011
-0.0031 0.0235 0.0191 0.0063 0.0041 0.0018 0.0101 0.0028
0.0062 0.0077 0.0140 0.0158 0.0088 0.0078 0.0308 0.0058
0.0037 0.0079 0.0300 0.0137 0.0197 0.0076 -0.0114 0.0084
0.0064 0.0088 0.0052 0.0248 0.0096 0.0114 0.0349 0.0042
-0.0050 0.0204 0.0115 0.0218 0.0111 0.0026 0.0510 -0.0103
0.0077 0.0077 0.0091 0.0110 0.0096 0.0115 0.0207 0.0098
0.0116 0.0232 0.0214 0.0274 0.0268 0.0055 0.0043 0.0024
0.0107 0.0194 0.0127 0.0076 0.0133 0.0076 0.0252 0.0070
TTM MSFT C BA BAC DIS TSLA MS
1.18% 0.35% 0.53% 0.51% 0.58% 0.29% 2.62% 0.49%
14.19% 4.18% 6.42% 6.14% 6.93% 3.52% 31.47% 5.88%

JCP TTM MSFT C BA BAC DIS TSLA

0.0001 0.0019 0.0017 0.0013 0.0014 0.0013 0.0008 0.0005
0.0000 0.0019 0.0017 0.0013 0.0015 0.0013 0.0009 0.0006
0.0016 0.0035 0.0020 0.0026 0.0026 0.0020 0.0015 0.0003
0.0006 0.0018 0.0012 0.0015 0.0014 0.0014 0.0010 0.0008
0.0026 0.0016 0.0008 0.0017 0.0015 0.0014 0.0008 0.0009
0.0028 0.0005 0.0005 0.0006 0.0007 0.0002 0.0006 -0.0013
0.0035 0.0023 0.0009 0.0026 0.0018 0.0017 0.0011 0.0005
0.0023 0.0024 0.0010 0.0028 0.0015 0.0021 0.0016 0.0023
0.0030 0.0034 0.0023 0.0023 0.0018 0.0015 0.0017 0.0028
0.0026 0.0012 0.0015 0.0035 0.0014 0.0038 0.0018 0.0012
0.0008 0.0011 0.0009 0.0007 0.0007 0.0002 0.0009 -0.0003
0.0063 0.0055 0.0032 0.0040 0.0039 0.0029 0.0019 0.0047
-0.0001 0.0005 0.0008 0.0006 0.0005 0.0005 0.0006 -0.0006
0.0264 0.0017 0.0013 0.0036 0.0037 0.0019 0.0017 0.0008
0.0017 0.0118 0.0019 0.0021 0.0021 0.0012 0.0025 0.0022
0.0013 0.0019 0.0035 0.0018 0.0010 0.0018 0.0013 0.0011
0.0036 0.0021 0.0018 0.0053 0.0026 0.0046 0.0021 0.0020
0.0037 0.0021 0.0010 0.0026 0.0051 0.0020 0.0015 0.0014
0.0019 0.0012 0.0018 0.0046 0.0020 0.0058 0.0017 0.0019
0.0017 0.0025 0.0013 0.0021 0.0015 0.0017 0.0029 0.0009
0.0008 0.0022 0.0011 0.0020 0.0014 0.0019 0.0009 0.0262
0.0024 0.0022 0.0014 0.0041 0.0020 0.0045 0.0019 0.0023
-0.0009 0.0029 0.0004 0.0017 0.0013 0.0014 0.0013 0.0028
0.0011 0.0022 0.0018 0.0008 0.0012 0.0009 0.0005 0.0011
0.0005 0.0015 0.0014 0.0022 0.0015 0.0025 0.0012 0.0006
0.0018 0.0034 0.0022 0.0008 0.0013 0.0005 0.0009 -0.0002
0.0026 0.0033 0.0022 0.0022 0.0033 0.0020 0.0012 0.0042
0.0013 0.0011 0.0008 0.0012 0.0009 0.0009 0.0008 0.0002
0.0015 0.0015 0.0010 0.0030 0.0018 0.0027 0.0015 0.0007
0.0026 0.0013 0.0009 0.0018 0.0012 0.0012 0.0010 0.0003
JCP TTM MSFT C BA BAC DIS TSLA
0.0007 0.0231 0.0201 0.0153 0.0173 0.0154 0.0101 0.0061
0.0004 0.0228 0.0207 0.0159 0.0176 0.0156 0.0110 0.0073
0.0194 0.0422 0.0243 0.0313 0.0309 0.0240 0.0184 0.0037
0.0067 0.0219 0.0145 0.0182 0.0169 0.0163 0.0120 0.0093
0.0312 0.0193 0.0093 0.0204 0.0184 0.0172 0.0093 0.0102
0.0339 0.0056 0.0062 0.0070 0.0082 0.0030 0.0073 -0.0158
0.0420 0.0281 0.0111 0.0309 0.0222 0.0207 0.0137 0.0063
0.0279 0.0287 0.0117 0.0333 0.0179 0.0253 0.0194 0.0274
0.0361 0.0406 0.0272 0.0271 0.0213 0.0176 0.0200 0.0340
0.0307 0.0146 0.0179 0.0424 0.0171 0.0454 0.0210 0.0143
0.0097 0.0137 0.0105 0.0088 0.0081 0.0018 0.0106 -0.0032
0.0755 0.0656 0.0390 0.0483 0.0466 0.0344 0.0228 0.0568
-0.0010 0.0054 0.0094 0.0075 0.0062 0.0055 0.0074 -0.0071
0.3174 0.0203 0.0153 0.0431 0.0442 0.0232 0.0206 0.0092
0.0203 0.1419 0.0229 0.0257 0.0252 0.0145 0.0299 0.0263
0.0153 0.0229 0.0418 0.0214 0.0117 0.0218 0.0152 0.0130
0.0431 0.0257 0.0214 0.0642 0.0315 0.0556 0.0257 0.0240
0.0442 0.0252 0.0117 0.0315 0.0614 0.0246 0.0181 0.0167
0.0232 0.0145 0.0218 0.0556 0.0246 0.0693 0.0202 0.0227
0.0206 0.0299 0.0152 0.0257 0.0181 0.0202 0.0352 0.0113
0.0092 0.0263 0.0130 0.0240 0.0167 0.0227 0.0113 0.3147
0.0285 0.0260 0.0164 0.0489 0.0241 0.0536 0.0227 0.0279
-0.0106 0.0351 0.0051 0.0208 0.0156 0.0166 0.0151 0.0342
0.0138 0.0263 0.0221 0.0099 0.0139 0.0107 0.0055 0.0135
0.0062 0.0182 0.0166 0.0260 0.0180 0.0303 0.0149 0.0071
0.0216 0.0405 0.0258 0.0096 0.0151 0.0058 0.0114 -0.0026
0.0308 0.0400 0.0263 0.0269 0.0394 0.0238 0.0143 0.0504
0.0159 0.0134 0.0094 0.0140 0.0103 0.0108 0.0091 0.0029
0.0183 0.0178 0.0117 0.0357 0.0221 0.0318 0.0182 0.0085
0.0317 0.0152 0.0103 0.0214 0.0149 0.0139 0.0126 0.0031
FB INTC DAL TSM NFLX JNJ B XOM
0.87% 0.38% 0.64% 0.39% 1.49% 0.17% 0.54% 0.25%
10.47% 4.54% 7.67% 4.62% 17.92% 2.02% 6.45% 2.94%

MS FB INTC DAL TSM NFLX JNJ B

0.0009 0.0017 0.0009 0.0013 0.0014 0.0032 0.0006 0.0013
0.0010 0.0017 0.0009 0.0014 0.0015 0.0033 0.0006 0.0013
0.0017 0.0024 0.0013 0.0017 0.0019 0.0052 0.0010 0.0014
0.0014 0.0010 0.0009 0.0005 0.0010 0.0015 0.0004 0.0012
0.0014 0.0005 0.0013 0.0017 0.0014 0.0001 0.0013 0.0021
0.0002 -0.0003 0.0005 0.0003 0.0005 -0.0004 0.0006 0.0010
0.0016 0.0020 0.0006 0.0007 0.0007 0.0017 0.0006 0.0019
0.0024 0.0016 0.0012 0.0025 0.0004 0.0010 0.0008 0.0018
0.0012 0.0005 0.0013 0.0011 0.0021 0.0018 0.0009 0.0023
0.0035 0.0003 0.0007 0.0016 0.0008 0.0009 0.0008 0.0022
0.0002 0.0001 0.0007 0.0006 0.0010 0.0002 0.0010 0.0005
0.0035 0.0008 0.0026 -0.0010 0.0029 0.0042 0.0017 0.0004
0.0001 0.0002 0.0005 0.0007 0.0003 -0.0009 0.0008 0.0002
0.0024 -0.0009 0.0011 0.0005 0.0018 0.0026 0.0013 0.0015
0.0022 0.0029 0.0022 0.0015 0.0034 0.0033 0.0011 0.0015
0.0014 0.0004 0.0018 0.0014 0.0022 0.0022 0.0008 0.0010
0.0041 0.0017 0.0008 0.0022 0.0008 0.0022 0.0012 0.0030
0.0020 0.0013 0.0012 0.0015 0.0013 0.0033 0.0009 0.0018
0.0045 0.0014 0.0009 0.0025 0.0005 0.0020 0.0009 0.0027
0.0019 0.0013 0.0005 0.0012 0.0009 0.0012 0.0008 0.0015
0.0023 0.0028 0.0011 0.0006 -0.0002 0.0042 0.0002 0.0007
0.0049 0.0011 0.0011 0.0022 0.0010 0.0016 0.0007 0.0026
0.0011 0.0087 0.0003 0.0008 0.0002 0.0040 0.0004 0.0007
0.0011 0.0003 0.0038 0.0010 0.0017 0.0005 0.0008 0.0005
0.0022 0.0008 0.0010 0.0064 0.0013 0.0005 0.0012 0.0026
0.0010 0.0002 0.0017 0.0013 0.0039 0.0017 0.0010 0.0017
0.0016 0.0040 0.0005 0.0005 0.0017 0.0149 -0.0007 0.0010
0.0007 0.0004 0.0008 0.0012 0.0010 -0.0007 0.0017 0.0007
0.0026 0.0007 0.0005 0.0026 0.0017 0.0010 0.0007 0.0054
0.0012 0.0006 0.0012 0.0009 0.0006 0.0003 0.0010 0.0014
MS FB INTC DAL TSM NFLX JNJ B
0.0113 0.0201 0.0103 0.0159 0.0174 0.0389 0.0071 0.0153
0.0114 0.0205 0.0106 0.0170 0.0180 0.0393 0.0077 0.0155
0.0204 0.0287 0.0155 0.0204 0.0228 0.0623 0.0119 0.0169
0.0163 0.0120 0.0111 0.0063 0.0126 0.0184 0.0051 0.0147
0.0166 0.0063 0.0159 0.0199 0.0172 0.0007 0.0150 0.0251
0.0019 -0.0031 0.0062 0.0037 0.0064 -0.0050 0.0077 0.0116
0.0197 0.0235 0.0077 0.0079 0.0088 0.0204 0.0077 0.0232
0.0282 0.0191 0.0140 0.0300 0.0052 0.0115 0.0091 0.0214
0.0147 0.0063 0.0158 0.0137 0.0248 0.0218 0.0110 0.0274
0.0419 0.0041 0.0088 0.0197 0.0096 0.0111 0.0096 0.0268
0.0023 0.0018 0.0078 0.0076 0.0114 0.0026 0.0115 0.0055
0.0419 0.0101 0.0308 -0.0114 0.0349 0.0510 0.0207 0.0043
0.0011 0.0028 0.0058 0.0084 0.0042 -0.0103 0.0098 0.0024
0.0285 -0.0106 0.0138 0.0062 0.0216 0.0308 0.0159 0.0183
0.0260 0.0351 0.0263 0.0182 0.0405 0.0400 0.0134 0.0178
0.0164 0.0051 0.0221 0.0166 0.0258 0.0263 0.0094 0.0117
0.0489 0.0208 0.0099 0.0260 0.0096 0.0269 0.0140 0.0357
0.0241 0.0156 0.0139 0.0180 0.0151 0.0394 0.0103 0.0221
0.0536 0.0166 0.0107 0.0303 0.0058 0.0238 0.0108 0.0318
0.0227 0.0151 0.0055 0.0149 0.0114 0.0143 0.0091 0.0182
0.0279 0.0342 0.0135 0.0071 -0.0026 0.0504 0.0029 0.0085
0.0588 0.0130 0.0128 0.0270 0.0114 0.0191 0.0084 0.0315
0.0130 0.1047 0.0038 0.0092 0.0019 0.0483 0.0050 0.0080
0.0128 0.0038 0.0454 0.0124 0.0200 0.0057 0.0091 0.0059
0.0270 0.0092 0.0124 0.0767 0.0150 0.0056 0.0144 0.0310
0.0114 0.0019 0.0200 0.0150 0.0462 0.0199 0.0115 0.0199
0.0191 0.0483 0.0057 0.0056 0.0199 0.1792 -0.0081 0.0118
0.0084 0.0050 0.0091 0.0144 0.0115 -0.0081 0.0202 0.0090
0.0315 0.0080 0.0059 0.0310 0.0199 0.0118 0.0090 0.0645
0.0149 0.0072 0.0142 0.0105 0.0071 0.0039 0.0122 0.0168
XOM
0.0005
0.0006
0.0011
0.0004
0.0015
0.0009
0.0016
0.0011
0.0006
0.0011
0.0006
0.0021
0.0006
0.0026
0.0013
0.0009
0.0018
0.0012
0.0012
0.0010
0.0003
0.0012
0.0006
0.0012
0.0009
0.0006
0.0003
0.0010
0.0014
0.0025
XOM
0.0061
0.0066
0.0134
0.0048
0.0185
0.0107
0.0194
0.0127
0.0076
0.0133
0.0076
0.0252
0.0070
0.0317
0.0152
0.0103
0.0214
0.0149
0.0139
0.0126
0.0031
0.0149
0.0072
0.0142
0.0105
0.0071
0.0039
0.0122
0.0168
0.0294
 Portfolio Optim
GOOG GOOGL AMZN TM MMM T GE
Weight 3% 0% 0% 21% 0% 25% 2%
Expectd Return 18.41% 18.41% 34.96% 8.35% 12.69% 6.12% -4.60%

GOOG GOOGL AMZN TM MMM T GE

GOOG 0.0387 0.0388 0.0362 0.0119 0.0126 0.0001 0.0121
GOOGL 0.0388 0.0396 0.0367 0.0124 0.0130 0.0000 0.0119
AMZN 0.0362 0.0367 0.0809 0.0142 0.0191 0.0037 0.0174
TM 0.0119 0.0124 0.0142 0.0240 0.0081 0.0013 0.0056
MMM 0.0126 0.0130 0.0191 0.0081 0.0316 0.0086 0.0112
T 0.0001 0.0000 0.0037 0.0013 0.0086 0.0255 0.0136
GE 0.0121 0.0119 0.0174 0.0056 0.0112 0.0136 0.0656
F 0.0048 0.0053 0.0167 0.0091 0.0089 0.0067 0.0213
SNE 0.0100 0.0099 0.0374 0.0143 0.0167 0.0048 0.0095
JPM 0.0095 0.0096 0.0187 0.0127 0.0147 0.0051 0.0150
KO 0.0084 0.0092 0.0116 0.0057 0.0079 0.0049 0.0067
PBR -0.0014 -0.0020 0.0275 0.0157 0.0065 0.0175 0.0398
MCD 0.0059 0.0060 0.0088 0.0045 0.0063 0.0037 0.0036
JCP 0.0007 0.0004 0.0194 0.0067 0.0312 0.0339 0.0420
TTM 0.0231 0.0228 0.0422 0.0219 0.0193 0.0056 0.0281
MSFT 0.0201 0.0207 0.0243 0.0145 0.0093 0.0062 0.0111
C 0.0153 0.0159 0.0313 0.0182 0.0204 0.0070 0.0309
BA 0.0173 0.0176 0.0309 0.0169 0.0184 0.0082 0.0222
BAC 0.0154 0.0156 0.0240 0.0163 0.0172 0.0030 0.0207
DIS 0.0101 0.0110 0.0184 0.0120 0.0093 0.0073 0.0137
TSLA 0.0061 0.0073 0.0037 0.0093 0.0102 -0.0158 0.0063
MS 0.0113 0.0114 0.0204 0.0163 0.0166 0.0019 0.0197
FB 0.0201 0.0205 0.0287 0.0120 0.0063 -0.0031 0.0235
INTC 0.0103 0.0106 0.0155 0.0111 0.0159 0.0062 0.0077
DAL 0.0159 0.0170 0.0204 0.0063 0.0199 0.0037 0.0079
TSM 0.0174 0.0180 0.0228 0.0126 0.0172 0.0064 0.0088
NFLX 0.0389 0.0393 0.0623 0.0184 0.0007 -0.0050 0.0204
JNJ 0.0071 0.0077 0.0119 0.0051 0.0150 0.0077 0.0077
B 0.0153 0.0155 0.0169 0.0147 0.0251 0.0116 0.0232
XOM 0.0061 0.0066 0.0134 0.0048 0.0185 0.0107 0.0194

Variance Terms 0.02% 0.00% 0.00% 0.18% 0.00% 0.22% 0.02%

Return Terms 0.61% 0.00% 0.00% 1.76% 0.00% 1.52% -0.09%

Portfolio
Variance 0.84%
Std. dev. 9.19%
Return 10.00%
Target 10%

Temporary Output (Copy and P

Std. Dev E[r] w(1) w(2) w(3) w(4) w(5) w(6)
9.19% 10.00% 3% 0% 0% 21% 0% 25%

Output From Solver for Plot

X axis=SD Y axis=E[r] w(1) w(2) w(3) w(4) w(5) w(6)
9.19% 10.00% 3.30% 0.00% 0.00% 21.05% 0.00% 24.79%
Portfolio Optimization - Markowitz Method
F SNE JPM KO PBR MCD JCP TTM MSFT C
1% 0% 0% 17% 0% 20% 0% 0% 0% 0%
3.63% 25.19% 18.38% 8.90% 15.50% 16.22% -27.64% -6.20% 29.51% 12.15%

F SNE JPM KO PBR MCD JCP TTM MSFT C

0.0048 0.0100 0.0095 0.0084 -0.0014 0.0059 0.0007 0.0231 0.0201 0.0153
0.0053 0.0099 0.0096 0.0092 -0.0020 0.0060 0.0004 0.0228 0.0207 0.0159
0.0167 0.0374 0.0187 0.0116 0.0275 0.0088 0.0194 0.0422 0.0243 0.0313
0.0091 0.0143 0.0127 0.0057 0.0157 0.0045 0.0067 0.0219 0.0145 0.0182
0.0089 0.0167 0.0147 0.0079 0.0065 0.0063 0.0312 0.0193 0.0093 0.0204
0.0067 0.0048 0.0051 0.0049 0.0175 0.0037 0.0339 0.0056 0.0062 0.0070
0.0213 0.0095 0.0150 0.0067 0.0398 0.0036 0.0420 0.0281 0.0111 0.0309
0.0514 0.0241 0.0219 0.0071 0.0320 0.0064 0.0279 0.0287 0.0117 0.0333
0.0241 0.0979 0.0202 0.0075 0.0340 0.0064 0.0361 0.0406 0.0272 0.0271
0.0219 0.0202 0.0410 0.0047 0.0284 0.0048 0.0307 0.0146 0.0179 0.0424
0.0071 0.0075 0.0047 0.0180 0.0193 0.0104 0.0097 0.0137 0.0105 0.0088
0.0320 0.0340 0.0284 0.0193 0.3681 0.0077 0.0755 0.0656 0.0390 0.0483
0.0064 0.0064 0.0048 0.0104 0.0077 0.0171 -0.0010 0.0054 0.0094 0.0075
0.0279 0.0361 0.0307 0.0097 0.0755 -0.0010 0.3174 0.0203 0.0153 0.0431
0.0287 0.0406 0.0146 0.0137 0.0656 0.0054 0.0203 0.1419 0.0229 0.0257
0.0117 0.0272 0.0179 0.0105 0.0390 0.0094 0.0153 0.0229 0.0418 0.0214
0.0333 0.0271 0.0424 0.0088 0.0483 0.0075 0.0431 0.0257 0.0214 0.0642
0.0179 0.0213 0.0171 0.0081 0.0466 0.0062 0.0442 0.0252 0.0117 0.0315
0.0253 0.0176 0.0454 0.0018 0.0344 0.0055 0.0232 0.0145 0.0218 0.0556
0.0194 0.0200 0.0210 0.0106 0.0228 0.0074 0.0206 0.0299 0.0152 0.0257
0.0274 0.0340 0.0143 -0.0032 0.0568 -0.0071 0.0092 0.0263 0.0130 0.0240
0.0282 0.0147 0.0419 0.0023 0.0419 0.0011 0.0285 0.0260 0.0164 0.0489
0.0191 0.0063 0.0041 0.0018 0.0101 0.0028 -0.0106 0.0351 0.0051 0.0208
0.0140 0.0158 0.0088 0.0078 0.0308 0.0058 0.0138 0.0263 0.0221 0.0099
0.0300 0.0137 0.0197 0.0076 -0.0114 0.0084 0.0062 0.0182 0.0166 0.0260
0.0052 0.0248 0.0096 0.0114 0.0349 0.0042 0.0216 0.0405 0.0258 0.0096
0.0115 0.0218 0.0111 0.0026 0.0510 -0.0103 0.0308 0.0400 0.0263 0.0269
0.0091 0.0110 0.0096 0.0115 0.0207 0.0098 0.0159 0.0134 0.0094 0.0140
0.0214 0.0274 0.0268 0.0055 0.0043 0.0024 0.0183 0.0178 0.0117 0.0357
0.0127 0.0076 0.0133 0.0076 0.0252 0.0070 0.0317 0.0152 0.0103 0.0214

0.01% 0.00% 0.00% 0.15% 0.00% 0.15% 0.00% 0.00% 0.00% 0.00%

0.05% 0.00% 0.00% 1.55% 0.00% 3.23% 0.00% 0.00% 0.00% 0.00%
y Output (Copy and Paste "as Values Only" Below)
w(7) w(8) w(9) w(10) w(11) w(12) w(13) w(14) w(15) w(16)
2% 1% 0% 0% 17% 0% 20% 0% 0% 0%

t From Solver for Plotting the Portfolio Frontier

w(7) w(8) w(9) w(10) w(11) w(12) w(13) w(14) w(15) w(16)
2.04% 1.33% 0.00% 0.00% 17.44% 0.00% 19.90% 0.00% 0.00% 0.00%
 BA BAC DIS TSLA MS FB INTC DAL TSM NFLX
0% 0% 0% 2% 1% 0% 0% 0% 0% 0%
30.76% 19.38% 17.95% 41.85% 14.89% 33.59% 18.23% 27.52% 17.64% 52.00%

BA BAC DIS TSLA MS FB INTC DAL TSM NFLX

0.0173 0.0154 0.0101 0.0061 0.0113 0.0201 0.0103 0.0159 0.0174 0.0389
0.0176 0.0156 0.0110 0.0073 0.0114 0.0205 0.0106 0.0170 0.0180 0.0393
0.0309 0.0240 0.0184 0.0037 0.0204 0.0287 0.0155 0.0204 0.0228 0.0623
0.0169 0.0163 0.0120 0.0093 0.0163 0.0120 0.0111 0.0063 0.0126 0.0184
0.0184 0.0172 0.0093 0.0102 0.0166 0.0063 0.0159 0.0199 0.0172 0.0007
0.0082 0.0030 0.0073 -0.0158 0.0019 -0.0031 0.0062 0.0037 0.0064 -0.0050
0.0222 0.0207 0.0137 0.0063 0.0197 0.0235 0.0077 0.0079 0.0088 0.0204
0.0179 0.0253 0.0194 0.0274 0.0282 0.0191 0.0140 0.0300 0.0052 0.0115
0.0213 0.0176 0.0200 0.0340 0.0147 0.0063 0.0158 0.0137 0.0248 0.0218
0.0171 0.0454 0.0210 0.0143 0.0419 0.0041 0.0088 0.0197 0.0096 0.0111
0.0081 0.0018 0.0106 -0.0032 0.0023 0.0018 0.0078 0.0076 0.0114 0.0026
0.0466 0.0344 0.0228 0.0568 0.0419 0.0101 0.0308 -0.0114 0.0349 0.0510
0.0062 0.0055 0.0074 -0.0071 0.0011 0.0028 0.0058 0.0084 0.0042 -0.0103
0.0442 0.0232 0.0206 0.0092 0.0285 -0.0106 0.0138 0.0062 0.0216 0.0308
0.0252 0.0145 0.0299 0.0263 0.0260 0.0351 0.0263 0.0182 0.0405 0.0400
0.0117 0.0218 0.0152 0.0130 0.0164 0.0051 0.0221 0.0166 0.0258 0.0263
0.0315 0.0556 0.0257 0.0240 0.0489 0.0208 0.0099 0.0260 0.0096 0.0269
0.0614 0.0246 0.0181 0.0167 0.0241 0.0156 0.0139 0.0180 0.0151 0.0394
0.0246 0.0693 0.0202 0.0227 0.0536 0.0166 0.0107 0.0303 0.0058 0.0238
0.0181 0.0202 0.0352 0.0113 0.0227 0.0151 0.0055 0.0149 0.0114 0.0143
0.0167 0.0227 0.0113 0.3147 0.0279 0.0342 0.0135 0.0071 -0.0026 0.0504
0.0241 0.0536 0.0227 0.0279 0.0588 0.0130 0.0128 0.0270 0.0114 0.0191
0.0156 0.0166 0.0151 0.0342 0.0130 0.1047 0.0038 0.0092 0.0019 0.0483
0.0139 0.0107 0.0055 0.0135 0.0128 0.0038 0.0454 0.0124 0.0200 0.0057
0.0180 0.0303 0.0149 0.0071 0.0270 0.0092 0.0124 0.0767 0.0150 0.0056
0.0151 0.0058 0.0114 -0.0026 0.0114 0.0019 0.0200 0.0150 0.0462 0.0199
0.0394 0.0238 0.0143 0.0504 0.0191 0.0483 0.0057 0.0056 0.0199 0.1792
0.0103 0.0108 0.0091 0.0029 0.0084 0.0050 0.0091 0.0144 0.0115 -0.0081
0.0221 0.0318 0.0182 0.0085 0.0315 0.0080 0.0059 0.0310 0.0199 0.0118
0.0149 0.0139 0.0126 0.0031 0.0149 0.0072 0.0142 0.0105 0.0071 0.0039

0.00% 0.00% 0.00% 0.01% 0.01% 0.00% 0.00% 0.00% 0.00% 0.00%

0.00% 0.00% 0.00% 0.99% 0.14% 0.09% 0.00% 0.00% 0.00% 0.00%
w(17) w(18) w(19) w(20) w(21) w(22) w(23) w(24) w(25) w(26)
0% 0% 0% 0% 2% 1% 0% 0% 0% 0%

w(17) w(18) w(19) w(20) w(21) w(22) w(23) w(24) w(25) w(26)
0.00% 0.00% 0.00% 0.00% 2.37% 0.92% 0.28% 0.00% 0.00% 0.00%
 JNJ B XOM Total
0% 0% 7% 1
13.76% 17.85% 2.48%

JNJ B XOM
0.0071 0.0153 0.0061
0.0077 0.0155 0.0066
0.0119 0.0169 0.0134
0.0051 0.0147 0.0048
0.0150 0.0251 0.0185
0.0077 0.0116 0.0107
0.0077 0.0232 0.0194
0.0091 0.0214 0.0127
0.0110 0.0274 0.0076
0.0096 0.0268 0.0133
0.0115 0.0055 0.0076
0.0207 0.0043 0.0252
0.0098 0.0024 0.0070
0.0159 0.0183 0.0317
0.0134 0.0178 0.0152
0.0094 0.0117 0.0103
0.0140 0.0357 0.0214
0.0103 0.0221 0.0149
0.0108 0.0318 0.0139
0.0091 0.0182 0.0126
0.0029 0.0085 0.0031
0.0084 0.0315 0.0149
0.0050 0.0080 0.0072
0.0091 0.0059 0.0142
0.0144 0.0310 0.0105
0.0115 0.0199 0.0071
-0.0081 0.0118 0.0039
0.0202 0.0090 0.0122
0.0090 0.0645 0.0168
0.0122 0.0168 0.0294

0.00% 0.00% 0.06%

0.00% 0.00% 0.16%

w(27) w(28) w(29) w(30)
0% 0% 0% 7%

w(27) w(28) w(29) w(30)

0.00% 0.00% 0.00% 6.58%