Risk 3.60% 9.37% 8.12% 3.

62%
correl 0.282925 0.63009
r2 8.00% 39.70%
beta 0.735763 1.419799

Date S&P 500 Reynolds (RHasbro (HAS) 99% mkt + 1 % has

Jan-02 -1.70% 6.13% 1.66% -1.67%
Feb-02 -2.31% 9.87% -13.27% -2.42%
Mar-02 4.37% -1.37% 10.55% 4.43%
Apr-02 -5.06% 6.87% 1.01% -5.00%
May-02 -1.19% 2.17% -4.26% -1.22%
Jun-02 -7.15% -23.97% -11.37% -7.19%
Jul-02 -8.23% 1.64% -9.66% -8.24%
Aug-02 0.64% 7.71% 7.35% 0.71%
Sep-02 -10.14% -31.48% -15.36% -10.19%
Oct-02 7.35% 0.57% -8.18% 7.19%
Nov-02 5.96% -4.81% 25.44% 6.15%
Dec-02 -5.50% 9.09% -9.91% -5.54%
Jan-03 -2.46% 0.59% 3.90% -2.40%
Feb-03 -1.72% -5.78% 0.92% -1.69%
Mar-03 0.89% -19.17% 14.70% 1.03%
Apr-03 8.12% -12.68% 15.19% 8.19%
May-03 6.18% 21.02% 0.06% 6.12%
Jun-03 1.48% 9.15% 9.24% 1.56%
Jul-03 2.18% -4.54% 7.78% 2.24%
Aug-03 2.34% -3.86% -1.86% 2.30%
Sep-03 -1.06% 15.78% 0.97% -1.04%
Oct-03 5.89% 21.47% 16.70% 6.00%
Nov-03 1.51% 14.93% 1.42% 1.51%
Dec-03 4.39% 5.34% -3.75% 4.31%
Jan-04 2.20% 1.56% -7.19% 2.11%
Feb-04 1.40% 4.52% 10.73% 1.49%
Mar-04 -1.20% -1.99% -0.55% -1.19%
Apr-04 -2.56% 7.06% -13.15% -2.67%
May-04 1.24% -13.23% 4.08% 1.27%
Jun-04 2.00% 20.27% -3.36% 1.95%
Jul-04 -3.88% 6.45% -4.37% -3.88%
Aug-04 0.11% 4.93% 1.98% 0.13%
Sep-04 1.91% -9.88% 1.46% 1.91%
Oct-04 1.66% 1.21% -5.90% 1.58%
Nov-04 4.43% 9.83% 7.57% 4.46%
Dec-04 3.34% 3.93% 1.84% 3.33%
Jan-05 -2.74% 2.32% 1.14% -2.70%
Feb-05 2.09% 1.90% 7.76% 2.15%
Mar-05 -1.86% -1.66% -3.17% -1.87%
Apr-05 -2.66% -3.25% -7.48% -2.71%
May-05 3.59% 6.34% 6.66% 3.62%
Jun-05 0.99% -4.96% 3.02% 1.01%
Jul-05 4.22% 5.72% 5.53% 4.23%
Aug-05 -0.78% 0.76% -5.65% -0.83%
Sep-05 0.93% -1.10% -5.07% 0.87%
Oct-05 -2.19% 2.38% -4.12% -2.21%
Nov-05 3.82% 4.73% 8.39% 3.87%
Dec-05 0.19% 7.09% -1.18% 0.18%
Jan-06 3.90% 6.08% 5.05% 3.91%
Feb-06 -0.36% 4.96% -4.29% -0.40%
Mar-06 1.76% -0.61% 3.99% 1.78%
Apr-06 1.15% 3.93% -6.59% 1.07%
May-06 -3.30% 0.26% -5.94% -3.33%
Jun-06 -0.19% 4.88% -2.32% -0.21%
Jul-06 -0.28% 9.96% 3.26% -0.24%
Aug-06 2.30% 2.65% 8.56% 2.36%
Sep-06 1.81% -4.76% 12.07% 1.91%
Oct-06 3.60% 1.92% 13.93% 3.70%
Nov-06 2.13% 1.71% 3.20% 2.14%
Dec-06 0.91% 1.91% 1.87% 0.92%
 market weight rj weight has weight
3.57%
3.59% 0.99 0.01
3.62% 0.99 0.01

0.0360%
-0.05%
-0.0003
has weight