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Enron Data (Problemset3)

This document contains stock price and return data for a company over multiple dates from 1999 to 2000. It includes the daily stock price, number of outstanding shares, daily return and annualized volatility of returns. There are over 170 rows of daily stock price and return data.

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0% found this document useful (0 votes)
34 views29 pages

Enron Data (Problemset3)

This document contains stock price and return data for a company over multiple dates from 1999 to 2000. It includes the daily stock price, number of outstanding shares, daily return and annualized volatility of returns. There are over 170 rows of daily stock price and return data.

Uploaded by

Seema
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLS, PDF, TXT or read online on Scribd
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A B C D E F

1 Beg of Beg of
2 Year Quarte Stock Pric ST_Liab LT_Debt Shares
3 2001 1 83.13 1679 8550 738917
4 2001 2 58.10 2159 9763 754367
5 2001 3 49.10 3457 9355 746105
6 2001 4 27.23 6437 7447 749857
7 2001 1-Dec 0.26 6437 7447 743905
A B C D E F
6 DATE Shares o/s Price Return sigma(equity) Annualised Sigmaequity
7 19991201 715613 37.75 -0.0082
8 19991202 715613 37.88 0.00331
9 19991203 715613 37.88 0
10 19991206 715613 37.63 -0.0066
11 19991207 715613 36.19 -0.0382
12 19991208 715613 36.44 0.00691
13 19991209 715613 38.94 0.06861
14 19991210 715613 37.44 -0.0385
15 19991213 715613 37.13 -0.0083
16 19991214 715613 36.63 -0.0135
17 19991215 715613 37.38 0.02048
18 19991216 715613 37 -0.01
19 19991217 715613 41 0.10811
20 19991220 715613 40.5 -0.0122
21 19991221 715613 40.5 0
22 19991222 715613 40.25 -0.0062
23 19991223 715613 40.06 -0.0047
24 19991227 715613 42.69 0.06552
25 19991228 715613 42.88 0.00439
26 19991229 715613 43.31 0.0102
27 19991230 715613 44.25 0.02165
28 19991231 715613 44.38 0.00282
29 20000103 715613 43.44 -0.0211
30 20000104 715613 42.5 -0.0216
31 20000105 715613 44 0.03529
32 20000106 715613 47.94 0.08949
33 20000107 715613 49.06 0.02347
34 20000110 715613 47.31 -0.0357
35 20000111 715613 47.63 0.00661
36 20000112 715613 51.5 0.08136
37 20000113 715613 53.38 0.03641
38 20000114 715613 56.38 0.05621
39 20000118 715613 55.5 -0.0155
40 20000119 715613 53.5 -0.036
A B C D E F
41 20000120 715613 67.25 0.25701
42 20000121 715613 71.63 0.06506
43 20000124 715613 65 -0.0925
44 20000125 715613 61.25 -0.0577
45 20000126 715613 61.13 -0.002
46 20000127 715613 61 -0.002
47 20000128 715613 60.19 -0.0133
48 20000131 715613 67.88 0.12773
49 20000201 715613 64.5 -0.0497
50 20000202 715613 62.88 -0.0252
51 20000203 715613 63.69 0.01292
52 20000204 715613 61.75 -0.0304
53 20000207 715613 62.5 0.01215
54 20000208 715613 66.13 0.058
55 20000209 715613 66.44 0.00473
56 20000210 715613 67.63 0.01787
57 20000211 715613 65.88 -0.0259
58 20000214 715613 67.81 0.02941
59 20000215 715613 68.94 0.01659
60 20000216 715613 69.88 0.0136
61 20000217 715613 70.31 0.00626
62 20000218 715613 69.19 -0.016
63 20000222 715613 66 -0.0461
64 20000223 715613 65.44 -0.0085
65 20000224 715613 65.56 0.00191
66 20000225 715613 63 -0.0391
67 20000228 715613 64.81 0.03075
68 20000229 715613 68.75 0.06075
69 20000301 715613 69 0.00364
70 20000302 715613 68.38 -0.0091
71 20000303 715613 68.5 0.00183
72 20000306 715613 68.75 0.00365
73 20000307 715613 71.31 0.03727
74 20000308 715613 67.19 -0.0578
75 20000309 715613 65.94 -0.0186
A B C D E F
76 20000310 715613 68.13 0.03318
77 20000313 715613 66 -0.0312
78 20000314 715613 65.19 -0.0123
79 20000315 715613 68.44 0.04986
80 20000316 715613 69.44 0.01461
81 20000317 715613 69.25 -0.0027
82 20000320 715613 68.56 -0.0099
83 20000321 715613 71.75 0.04649
84 20000322 715613 75.06 0.04617
85 20000323 715613 73.75 -0.0175
86 20000324 715613 72 -0.0237
87 20000327 715613 75.31 0.04601
88 20000328 715613 72.81 -0.0332
89 20000329 715613 76.5 0.05064
90 20000330 715613 72.06 -0.058
91 20000331 715613 74.88 0.03903
92 20000403 715613 73.56 -0.0175
93 20000404 715613 65.44 -0.1105
94 20000405 715613 66.56 0.01719
95 20000406 715613 67.94 0.02066
96 20000407 715613 69.94 0.02944
97 20000410 715613 70.25 0.00447
98 20000411 715613 68.31 -0.0276
99 20000412 715613 71.13 0.04117
100 20000413 715613 73.81 0.03779
101 20000414 715613 69 -0.0652
102 20000417 715613 65.5 -0.0507
103 20000418 715613 68 0.03817
104 20000419 715613 70.5 0.03676
105 20000420 715613 71 0.00709
106 20000424 715613 70.5 -0.007
107 20000425 715613 73.75 0.0461
108 20000426 715613 72.94 -0.011
109 20000427 715613 71.94 -0.0137
110 20000428 724621 69.69 -0.0313
A B C D E F
111 20000501 724621 72.31 0.03767
112 20000502 724621 76 0.05099
113 20000503 724621 74.63 -0.0181
114 20000504 724621 74.38 -0.0034
115 20000505 724621 74.25 -0.0017
116 20000508 724621 75.13 0.01178
117 20000509 724621 72.56 -0.0341
118 20000510 724621 74.75 0.03015
119 20000511 724621 77 0.0301
120 20000512 724621 75.56 -0.0187
121 20000515 724621 76.94 0.0182
122 20000516 724621 77.88 0.01219
123 20000517 724621 77.5 -0.0048
124 20000518 724621 77.13 -0.0048
125 20000519 724621 76.63 -0.0065
126 20000522 724621 73.25 -0.044
127 20000523 724621 69.88 -0.0461
128 20000524 724621 67.44 -0.0349
129 20000525 724621 69 0.02317
130 20000526 724621 69.94 0.01359
131 20000530 724621 69.88 0.00089
132 20000531 732044 72.88 0.04293
133 20000601 732044 71.13 -0.024
134 20000602 732044 69.5 -0.0228
135 20000605 732044 66 -0.0504
136 20000606 732044 69.88 0.05871
137 20000607 732044 71.38 0.02147
138 20000608 732044 73.06 0.02364
139 20000609 732044 71.5 -0.0214
140 20000612 732044 73.25 0.02448
141 20000613 732044 74 0.01024
142 20000614 732044 71.13 -0.0389
143 20000615 732044 71.25 0.00176
144 20000616 732044 71.63 0.00526
145 20000619 732044 71.06 -0.0079
A B C D E F
146 20000620 732044 73 0.02726
147 20000621 732044 74.19 0.01627
148 20000622 732044 73.44 -0.0101
149 20000623 732044 73.19 -0.0034
150 20000626 732044 69.63 -0.0487
151 20000627 732044 68.75 -0.0126
152 20000628 732044 68.75 0
153 20000629 732044 68.5 -0.0036
154 20000630 732044 64.5 -0.0584
155 20000703 732044 68.19 0.05717
156 20000705 732044 66.44 -0.0257
157 20000706 732044 67.06 0.00941
158 20000707 732044 67.63 0.00839
159 20000710 732044 68.75 0.01664
160 20000711 732044 70.75 0.02909
161 20000712 732044 71.31 0.00795
162 20000713 732044 71.5 0.00263
163 20000714 732044 71.88 0.00524
164 20000717 732044 72.44 0.00783
165 20000718 732044 72.5 0.00086
166 20000719 732044 72.56 0.00086
167 20000720 732044 71.44 -0.0155
168 20000721 732044 73 0.02187
169 20000724 732044 73 0
170 20000725 732044 71.81 -0.0163
171 20000726 732044 72.31 0.00696
172 20000727 732044 77 0.06482
173 20000728 732044 75.19 -0.0235
174 20000731 732044 73.63 -0.0208
175 20000801 732044 75.88 0.03056
176 20000802 732044 77.81 0.02554
177 20000803 732044 78 0.00241
178 20000804 732044 79 0.01282
179 20000807 732044 80.25 0.01582
180 20000808 732044 82.44 0.02726
A B C D E F
181 20000809 732044 82.31 -0.0015
182 20000810 732044 80.75 -0.019
183 20000811 732044 80.25 -0.0062
184 20000814 732044 83.75 0.04361
185 20000815 732044 82.13 -0.0194
186 20000816 732044 84 0.02283
187 20000817 732044 86.69 0.03199
188 20000818 732044 86.94 0.00288
189 20000821 732044 87.63 0.00791
190 20000822 732044 87.5 -0.0014
191 20000823 732044 90 0.02857
192 20000824 732044 85.5 -0.05
193 20000825 732044 84.88 -0.0073
194 20000828 732044 86.25 0.0162
195 20000829 732044 86.25 0
196 20000830 732044 84.88 -0.0159
197 20000831 738917 84.88 0
198 20000901 738917 85.31 0.00515
199 20000905 738917 86 0.00806
200 20000906 738917 84.38 -0.0174
201 20000907 738917 83 -0.0163
202 20000908 738917 84.19 0.01431
203 20000911 738917 86 0.02153
204 20000912 738917 86.13 0.00145
205 20000913 738917 86.44 0.00363
206 20000914 738917 86.94 0.00578
207 20000915 738917 89.44 0.02876
208 20000918 738917 89.44 0
209 20000919 738917 84.88 -0.051
210 20000920 738917 82.19 -0.0317
211 20000921 738917 80.63 -0.019
212 20000922 738917 82.88 0.02791
213 20000925 738917 84.44 0.01885
214 20000926 738917 85.69 0.0148
215 20000927 738917 87.44 0.02042
A B C D E F
216 20000928 738917 89.25 0.02073
217 20000929 738917 87.63 -0.0182
218 20001002 738917 86.44 -0.0136
219 20001003 738917 85.56 -0.0101
220 20001004 738917 83.06 -0.0292
221 20001005 738917 83 -0.0008
222 20001006 738917 81.63 -0.0166
223 20001009 738917 83 0.01685
224 20001010 738917 81.69 -0.0158
225 20001011 738917 82.81 0.01377
226 20001012 738917 79.88 -0.0355
227 20001013 738917 79.5 -0.0047
228 20001016 738917 80 0.00629
229 20001017 738917 79.19 -0.0102
230 20001018 738917 78.75 -0.0055
231 20001019 738917 79 0.00317
232 20001020 738917 80.5 0.01899
233 20001023 738917 82 0.01863
234 20001024 738917 80.19 -0.0221
235 20001025 738917 76.13 -0.0507
236 20001026 738917 77.5 0.01806
237 20001027 738917 78.88 0.01774
238 20001030 738917 80.69 0.02298
239 20001031 738917 82.06 0.01704
240 20001101 738917 83.25 0.01447
241 20001102 738917 81.75 -0.018
242 20001103 738917 77.38 -0.0535
243 20001106 738917 81.56 0.05412
244 20001107 738917 81.81 0.00307
245 20001108 738917 82.13 0.00382
246 20001109 738917 82.94 0.00989
247 20001110 738917 82.94 0
248 20001113 738917 79.44 -0.0422
249 20001114 738917 79.56 0.00157
250 20001115 738917 80.38 0.01021
A B C D E F
251 20001116 738917 81.25 0.01089
252 20001117 738917 81.5 0.00308
253 20001120 738917 80.25 -0.0153
254 20001121 738917 80.38 0.00156
255 20001122 738917 75.56 -0.0599
256 20001124 738917 77.75 0.02895
257 20001127 738917 78.88 0.01447
258 20001128 738917 78.44 -0.0055 3.51% 55.71%
259 20001129 738917 70.25 -0.1028 3.57% 56.71%
260 20001130 738917 64.75 -0.0783 3.61% 57.29%
261 20001201 738917 65.5 0.01158 3.61% 57.29%
262 20001204 738917 65.94 0.00668 3.61% 57.29%
263 20001205 738917 68.25 0.03507 3.61% 57.23%
264 20001206 738917 71.94 0.05403 3.62% 57.45%
265 20001207 738917 72.88 0.01303 3.60% 57.09%
266 20001208 738917 73.06 0.00257 3.59% 56.93%
267 20001211 738917 76.5 0.04705 3.60% 57.09%
268 20001212 738917 77.19 0.00899 3.59% 57.07%
269 20001213 738917 74.5 -0.0348 3.60% 57.17%
270 20001214 738917 76.5 0.02685 3.60% 57.20%
271 20001215 738917 77.56 0.01389 3.54% 56.24%
272 20001218 738917 79.56 0.02579 3.54% 56.26%
273 20001219 738917 79.75 0.00236 3.54% 56.26%
274 20001220 738917 79.75 0 3.54% 56.26%
275 20001221 738917 79.31 -0.0055 3.54% 56.26%
276 20001222 738917 81.19 0.02364 3.52% 55.95%
277 20001226 738917 83.5 0.02848 3.53% 56.00%
278 20001227 738917 82.81 -0.0082 3.53% 56.01%
279 20001228 738917 84.63 0.02189 3.53% 56.01%
280 20001229 738917 83.13 -0.0177 3.53% 56.05%
281 20010102 738917 79.88 -0.0391 3.54% 56.16%
282 20010103 738917 75.06 -0.0603 3.56% 56.46%
283 20010104 738917 72 -0.0408 3.56% 56.54%
284 20010105 738917 71.38 -0.0087 3.52% 55.87%
285 20010108 738917 71.25 -0.0018 3.52% 55.83%
A B C D E F
286 20010109 738917 68.63 -0.0368 3.52% 55.84%
287 20010110 738917 68.94 0.00455 3.52% 55.84%
288 20010111 738917 69.44 0.00725 3.48% 55.27%
289 20010112 738917 70.44 0.0144 3.48% 55.17%
290 20010116 738917 68.44 -0.0284 3.46% 54.98%
291 20010117 738917 71.13 0.03927 3.47% 55.09%
292 20010118 738917 72.06 0.01318 3.46% 54.97%
293 20010119 738917 70.88 -0.0165 3.07% 48.66%
294 20010122 738917 75.06 0.05908 3.06% 48.59%
295 20010123 738917 78.56 0.04663 3.02% 47.90%
296 20010124 738917 79.75 0.01512 3.00% 47.55%
297 20010125 738917 82 0.02821 3.00% 47.62%
298 20010126 738917 82 0 3.00% 47.62%
299 20010129 738917 80.77 -0.015 3.00% 47.63%
300 20010130 738917 78.5 -0.0281 2.90% 46.01%
301 20010131 738917 80 0.01911 2.88% 45.76%
302 20010201 738917 78.79 -0.0151 2.88% 45.71%
303 20010202 738917 80 0.0151 2.88% 45.72%
304 20010205 738917 81.81 0.02288 2.88% 45.66%
305 20010206 738917 80.15 -0.0203 2.88% 45.70%
306 20010207 738917 80.35 0.0025 2.86% 45.34%
307 20010208 738917 80 -0.0044 2.86% 45.34%
308 20010209 738917 80.2 0.0025 2.85% 45.31%
309 20010212 738917 79.8 -0.005 2.85% 45.24%
310 20010213 738917 81.15 0.01692 2.85% 45.17%
311 20010214 738917 80 -0.0142 2.85% 45.17%
312 20010215 738917 77.9 -0.0262 2.85% 45.24%
313 20010216 738917 76.65 -0.016 2.85% 45.27%
314 20010220 738917 75.09 -0.0204 2.85% 45.29%
315 20010221 738917 73.09 -0.0266 2.84% 45.12%
316 20010222 738917 72.15 -0.0129 2.84% 45.14%
317 20010223 738917 71 -0.0159 2.85% 45.17%
318 20010226 738917 70.56 -0.0062 2.83% 44.99%
319 20010227 738917 70 -0.0056 2.83% 44.90%
320 20010228 738917 68.5 -0.022 2.81% 44.55%
A B C D E F
321 20010301 738917 68.68 0.00263 2.81% 44.55%
322 20010302 738917 70.19 0.02199 2.81% 44.59%
323 20010305 738917 70.11 -0.0011 2.81% 44.59%
324 20010306 738917 68.87 -0.0177 2.81% 44.63%
325 20010307 738917 70 0.01641 2.80% 44.50%
326 20010308 738917 70.59 0.00843 2.78% 44.12%
327 20010309 738917 68.84 -0.0248 2.78% 44.16%
328 20010312 738917 61.27 -0.11 2.86% 45.40%
329 20010313 738917 62 0.01273 2.85% 45.31%
330 20010314 738917 62.75 0.01128 2.85% 45.30%
331 20010315 738917 66.53 0.06024 2.86% 45.43%
332 20010316 738917 62.24 -0.0645 2.89% 45.87%
333 20010319 738917 61.8 -0.0071 2.89% 45.87%
334 20010320 738917 61 -0.0138 2.89% 45.88%
335 20010321 738917 55.89 -0.083 2.92% 46.39%
336 20010322 738917 55 -0.0155 2.91% 46.17%
337 20010323 738917 59.4 0.07955 2.95% 46.84%
338 20010326 738917 61.48 0.03502 2.96% 46.91%
339 20010327 738917 60.46 -0.0166 2.94% 46.71%
340 20010328 738917 58.1 -0.039 2.95% 46.75%
341 20010329 738917 55.31 -0.048 2.94% 46.71%
342 20010330 754367 58.1 0.05044 2.94% 46.64%
343 20010402 754367 56.57 -0.0263 2.93% 46.54%
344 20010403 754367 54.06 -0.0444 2.94% 46.72%
345 20010404 754367 53.72 -0.0063 2.86% 45.40%
346 20010405 754367 55.7 0.03686 2.87% 45.52%
347 20010406 754367 53.5 -0.0395 2.88% 45.64%
348 20010409 754367 56 0.04598 2.88% 45.78%
349 20010410 754367 58.82 0.05111 2.90% 46.07%
350 20010411 754367 58.51 -0.0053 2.90% 45.99%
351 20010412 754367 57.3 -0.0207 2.89% 45.85%
352 20010416 754367 59.44 0.03735 2.89% 45.84%
353 20010417 754367 60 0.00942 2.86% 45.39%
354 20010418 754367 61.62 0.027 2.85% 45.18%
355 20010419 754367 61.16 -0.0075 2.84% 45.03%
A B C D E F
356 20010420 754367 60 -0.0191 2.83% 44.92%
357 20010423 754367 61.65 0.02767 2.83% 45.00%
358 20010424 754367 61.87 0.00357 2.83% 45.00%
359 20010425 754367 62.88 0.01632 2.82% 44.79%
360 20010426 754367 63.66 0.0124 2.82% 44.79%
361 20010427 754367 63.5 -0.0025 2.82% 44.77%
362 20010430 754367 62.72 -0.0123 2.81% 44.68%
363 20010501 754367 62.41 -0.0049 2.80% 44.52%
364 20010502 754367 60.5 -0.0306 2.79% 44.33%
365 20010503 754367 58.35 -0.0355 2.80% 44.43%
366 20010504 754367 59.48 0.01937 2.80% 44.47%
367 20010507 754367 58 -0.0242 2.81% 44.54%
368 20010508 754367 56.11 -0.0333 2.81% 44.64%
369 20010509 754367 59.2 0.05507 2.83% 44.86%
370 20010510 754367 57.6 -0.027 2.82% 44.83%
371 20010511 754367 58.2 0.01042 2.82% 44.74%
372 20010514 754367 58.75 0.00945 2.82% 44.72%
373 20010515 754367 57 -0.03 2.82% 44.77%
374 20010516 754367 55 -0.0347 2.83% 44.88%
375 20010517 754367 52.2 -0.0511 2.84% 45.16%
376 20010518 754367 54.9 0.05172 2.86% 45.47%
377 20010521 754367 55 0.00164 2.86% 45.46%
378 20010522 754367 55 -0.0007 2.85% 45.26%
379 20010523 754367 55.35 0.00728 2.84% 45.03%
380 20010524 754367 54.16 -0.0215 2.83% 44.95%
381 20010525 754367 53 -0.0214 2.83% 44.94%
382 20010529 754367 53 0.00094 2.83% 44.91%
383 20010530 754367 53.23 0.00575 2.83% 44.92%
384 20010531 746105 52.91 -0.006 2.82% 44.71%
385 20010601 746105 53 0.00246 2.81% 44.65%
386 20010604 746105 54.54 0.02828 2.82% 44.69%
387 20010605 746105 53.75 -0.0145 2.80% 44.43%
388 20010606 746105 52.33 -0.0264 2.78% 44.11%
389 20010607 746105 50.52 -0.0346 2.78% 44.18%
390 20010608 746105 51.13 0.01207 2.78% 44.13%
A B C D E F
391 20010611 746105 51 -0.0025 2.78% 44.08%
392 20010612 746105 50.37 -0.0124 2.77% 44.02%
393 20010613 746105 49.92 -0.0089 2.77% 44.02%
394 20010614 746105 47.91 -0.0403 2.77% 44.03%
395 20010615 746105 47.26 -0.0136 2.77% 44.04%
396 20010618 746105 44.7 -0.0542 2.79% 44.36%
397 20010619 746105 46.18 0.03311 2.80% 44.49%
398 20010620 746105 45.8 -0.0082 2.80% 44.40%
399 20010621 746105 44 -0.0382 2.80% 44.52%
400 20010622 746105 44.88 0.01884 2.81% 44.55%
401 20010625 746105 44.07 -0.018 2.81% 44.58%
402 20010626 746105 44.19 0.00272 2.79% 44.33%
403 20010627 746105 46.72 0.05725 2.82% 44.71%
404 20010628 746105 48.34 0.03467 2.83% 44.85%
405 20010629 746105 49.1 0.01572 2.83% 44.88%
406 20010702 746105 48.3 -0.0163 2.81% 44.53%
407 20010703 746105 48.69 0.00807 2.78% 44.16%
408 20010705 746105 49.94 0.02567 2.78% 44.17%
409 20010706 746105 49.06 -0.0176 2.78% 44.19%
410 20010709 746105 49.06 0 2.78% 44.18%
411 20010710 746105 49.22 0.00326 2.78% 44.15%
412 20010711 746105 49.1 -0.0024 2.77% 44.05%
413 20010712 746105 49.55 0.00916 2.77% 44.05%
414 20010713 746105 48.78 -0.0155 2.78% 44.07%
415 20010716 746105 49.12 0.00697 2.78% 44.07%
416 20010717 746105 49.85 0.01486 2.78% 44.09%
417 20010718 746105 49 -0.0177 2.78% 44.13%
418 20010719 746105 49.08 0.00225 2.78% 44.13%
419 20010720 746105 48.16 -0.0187 2.78% 44.14%
420 20010723 746105 46.66 -0.0311 2.78% 44.18%
421 20010724 746105 43.24 -0.0733 2.82% 44.76%
422 20010725 746105 45 0.03978 2.83% 44.93%
423 20010726 746105 46.84 0.04181 2.84% 45.13%
424 20010727 746105 46.1 -0.0158 2.81% 44.66%
425 20010730 746105 45.73 -0.008 2.81% 44.61%
A B C D E F
426 20010731 748979 45.35 -0.0083 2.81% 44.57%
427 20010801 748979 45.61 0.00573 2.80% 44.46%
428 20010802 748979 45.58 -0.0007 2.80% 44.38%
429 20010803 748979 45.36 -0.0048 2.80% 44.38%
430 20010806 748979 44.5 -0.019 2.80% 44.39%
431 20010807 748979 43.6 -0.0202 2.80% 44.39%
432 20010808 748979 42.85 -0.0172 2.79% 44.32%
433 20010809 748979 42.78 -0.0016 2.79% 44.32%
434 20010810 748979 42.81 0.0007 2.79% 44.29%
435 20010813 748979 42.15 -0.0154 2.79% 44.31%
436 20010814 748979 42.93 0.01851 2.78% 44.12%
437 20010815 748979 40.25 -0.0624 2.80% 44.49%
438 20010816 748979 36.85 -0.0845 2.85% 45.17%
439 20010817 748979 36.67 -0.0049 2.84% 45.04%
440 20010820 748979 36.25 -0.0115 2.84% 45.04%
441 20010821 748979 36.88 0.01738 2.84% 45.07%
442 20010822 748979 37.26 0.0103 2.84% 45.09%
443 20010823 748979 37 -0.0081 2.83% 44.98%
444 20010824 748979 36.35 -0.0165 2.82% 44.76%
445 20010827 748979 37.76 0.03879 2.83% 44.95%
446 20010828 748979 38.16 0.01059 2.83% 44.93%
447 20010829 748979 37.3 -0.0225 2.83% 44.97%
448 20010830 748979 35.5 -0.0449 2.84% 45.15%
449 20010831 749857 35 -0.0144 2.84% 45.16%
450 20010904 749857 35 0.00029 2.84% 45.16%
451 20010905 749857 32.36 -0.0754 2.88% 45.72%
452 20010906 749857 30.49 -0.0578 2.90% 46.02%
453 20010907 749857 31.57 0.03542 2.91% 46.16%
454 20010910 749857 32.76 0.03769 2.92% 46.31%
455 20010917 749857 30.67 -0.0638 2.94% 46.64%
456 20010918 749857 28.08 -0.0844 2.98% 47.33%
457 20010919 749857 26.41 -0.0595 3.00% 47.65%
458 20010920 749857 28.39 0.07497 3.04% 48.29%
459 20010921 749857 28.3 -0.0032 3.04% 48.18%
460 20010924 749857 27 -0.0459 3.05% 48.36%
A B C D E F
461 20010925 749857 27 0 3.03% 48.14%
462 20010926 749857 25.15 -0.0685 3.05% 48.49%
463 20010927 749857 25.25 0.00398 3.05% 48.47%
464 20010928 749857 27.23 0.07842 3.09% 49.07%
465 20011001 749857 29.15 0.07051 3.12% 49.58%
466 20011002 749857 30.61 0.05009 3.14% 49.83%
467 20011003 749857 33.49 0.09409 3.20% 50.72%
468 20011004 749857 33.1 -0.0116 3.19% 50.67%
469 20011005 749857 31.73 -0.0414 3.20% 50.80%
470 20011008 749857 33.45 0.05421 3.22% 51.11%
471 20011009 749857 33.39 -0.0018 3.22% 51.11%
472 20011010 749857 35.2 0.05421 3.24% 51.36%
473 20011011 749857 36.79 0.04517 3.25% 51.58%
474 20011012 749857 35.81 -0.0266 3.25% 51.62%
475 20011015 749857 33.17 -0.0737 3.28% 52.07%
476 20011016 749857 33.84 0.0202 3.28% 52.10%
477 20011017 749857 32.2 -0.0485 3.29% 52.28%
478 20011018 749857 29 -0.0994 3.34% 53.06%
479 20011019 749857 26 -0.1017 3.40% 53.96%
480 20011022 749857 20.65 -0.2073 3.63% 57.66%
481 20011023 749857 19.79 -0.0416 3.64% 57.78%
482 20011024 749857 16.41 -0.1708 3.79% 60.11%
483 20011025 749857 16.35 -0.0037 3.79% 60.11%
484 20011026 749857 15.4 -0.0581 3.80% 60.29%
485 20011029 749857 13.81 -0.1032 3.84% 61.02%
486 20011030 749857 11.16 -0.1919 4.02% 63.76%
487 20011031 749857 13.9 0.24552 4.31% 68.43%
488 20011101 749857 12 -0.1374 4.39% 69.64%
489 20011102 749857 11.3 -0.0575 4.40% 69.79%
490 20011105 749857 11.17 -0.0115 4.39% 69.73%
491 20011106 749857 9.67 -0.1343 4.46% 70.84%
492 20011107 749857 9.05 -0.0641 4.47% 71.03%
493 20011108 749857 8.41 -0.0707 4.49% 71.30%
494 20011109 749857 8.63 0.02616 4.49% 71.24%
495 20011112 749857 9.24 0.07068 4.50% 71.40%
A B C D E F
496 20011113 749857 9.98 0.08009 4.53% 71.93%
497 20011114 749857 10 0.002 4.53% 71.93%
498 20011115 749857 9.48 -0.052 4.54% 72.05%
499 20011116 749857 9 -0.0506 4.55% 72.17%
500 20011119 749857 9.06 0.00667 4.54% 72.10%
501 20011120 749857 6.99 -0.2285 4.75% 75.41%
502 20011121 749857 5.01 -0.2833 5.05% 80.23%
503 20011123 749857 4.71 -0.0599 5.06% 80.37%
504 20011126 749857 4.01 -0.1486 5.14% 81.54%
505 20011127 749857 4.11 0.02494 5.14% 81.62%
506 20011128 749857 0.61 -0.8516 7.38% 117.21%
507 20011129 749857 0.36 -0.4098 7.79% 123.64%
508 20011130 743905 0.26 -0.2778 7.96% 126.32%
509 20011203 743905 0.4 0.53846 8.69% 137.93%
510 20011204 743905 0.87 1.175 11.47% 182.12%
511 20011205 743905 1.01 0.16092 11.51% 182.67%
512 20011206 743905 0.66 -0.3465 11.69% 185.65%
513 20011207 743905 0.75 0.13636 11.73% 186.21%
514 20011210 743905 0.81 0.08 11.74% 186.41%
515 20011211 743905 0.72 -0.1111 11.76% 186.64%
516 20011212 743905 0.66 -0.0833 11.76% 186.68%
517 20011213 743905 0.66 0 11.76% 186.67%
518 20011214 743905 0.63 -0.0455 11.76% 186.70%
519 20011217 743905 0.57 -0.0952 11.77% 186.80%
520 20011218 743905 0.502 -0.1193 11.79% 187.11%
521 20011219 743905 0.44 -0.1235 11.81% 187.43%
522 20011220 743905 0.42 -0.0455 11.81% 187.42%
523 20011221 743905 0.53 0.2619 11.93% 189.39%
524 20011224 743905 0.65 0.22642 12.02% 190.84%
525 20011226 743905 0.65 0 12.02% 190.84%
526 20011227 743905 0.6 -0.0769 12.03% 190.95%
527 20011228 743905 0.6 0 12.03% 190.95%
528 20011231 743905 0.6 0 12.03% 190.93%
Date Rate DATE Rate
1/2/2001 5.11 1/2/2001 0.0511
1/3/2001 5.04 1/3/2001 0.0504
1/4/2001 4.82 1/4/2001 0.0482
1/5/2001 4.6 1/5/2001 0.046
1/8/2001 4.61 1/8/2001 0.0461
1/9/2001 4.71 1/9/2001 0.0471
1/10/2001 4.82 1/10/2001 0.0482
1/11/2001 4.84 1/11/2001 0.0484
1/12/2001 4.96 1/12/2001 0.0496
1/16/2001 4.95 1/16/2001 0.0495
1/17/2001 4.91 1/17/2001 0.0491
1/18/2001 4.76 1/18/2001 0.0476
1/19/2001 4.79 1/19/2001 0.0479
1/22/2001 4.79 1/22/2001 0.0479
1/23/2001 4.85 1/23/2001 0.0485
1/24/2001 4.86 1/24/2001 0.0486
1/25/2001 4.83 1/25/2001 0.0483
1/26/2001 4.8 1/26/2001 0.048
1/29/2001 4.78 1/29/2001 0.0478
1/30/2001 4.68 1/30/2001 0.0468
1/31/2001 4.6 1/31/2001 0.046
2/1/2001 4.56 2/1/2001 0.0456
2/2/2001 4.67 2/2/2001 0.0467
2/5/2001 4.7 2/5/2001 0.047
2/6/2001 4.74 2/6/2001 0.0474
2/7/2001 4.73 2/7/2001 0.0473
2/8/2001 4.74 2/8/2001 0.0474
2/9/2001 4.68 2/9/2001 0.0468
2/12/2001 4.7 2/12/2001 0.047
2/13/2001 4.77 2/13/2001 0.0477
2/14/2001 4.84 2/14/2001 0.0484
2/15/2001 4.9 2/15/2001 0.049
2/16/2001 4.78 2/16/2001 0.0478
2/20/2001 4.77 2/20/2001 0.0477
2/21/2001 4.74 2/21/2001 0.0474
2/22/2001 4.68 2/22/2001 0.0468
2/23/2001 4.58 2/23/2001 0.0458
2/26/2001 4.48 2/26/2001 0.0448
2/27/2001 4.47 2/27/2001 0.0447
2/28/2001 4.47 2/28/2001 0.0447
3/1/2001 4.45 3/1/2001 0.0445
3/2/2001 4.48 3/2/2001 0.0448
3/5/2001 4.51 3/5/2001 0.0451
3/6/2001 4.5 3/6/2001 0.045
3/7/2001 4.44 3/7/2001 0.0444
3/8/2001 4.42 3/8/2001 0.0442
3/9/2001 4.46 3/9/2001 0.0446
3/12/2001 4.43 3/12/2001 0.0443
3/13/2001 4.43 3/13/2001 0.0443
3/14/2001 4.29 3/14/2001 0.0429
3/15/2001 4.19 3/15/2001 0.0419
3/16/2001 4.19 3/16/2001 0.0419
3/19/2001 4.25 3/19/2001 0.0425
3/20/2001 4.18 3/20/2001 0.0418
3/21/2001 4.14 3/21/2001 0.0414
3/22/2001 4.1 3/22/2001 0.041
3/23/2001 4.17 3/23/2001 0.0417
3/26/2001 4.18 3/26/2001 0.0418
3/27/2001 4.29 3/27/2001 0.0429
3/28/2001 4.22 3/28/2001 0.0422
3/29/2001 4.16 3/29/2001 0.0416
3/30/2001 4.09 3/30/2001 0.0409
4/2/2001 4.1 4/2/2001 0.041
4/3/2001 4.01 4/3/2001 0.0401
4/4/2001 3.97 4/4/2001 0.0397
4/5/2001 4.01 4/5/2001 0.0401
4/6/2001 3.9 4/6/2001 0.039
4/9/2001 3.94 4/9/2001 0.0394
4/10/2001 4.04 4/10/2001 0.0404
4/11/2001 4.11 4/11/2001 0.0411
4/12/2001 4.17 4/12/2001 0.0417
4/16/2001 4.26 4/16/2001 0.0426
4/17/2001 4.17 4/17/2001 0.0417
4/18/2001 3.97 4/18/2001 0.0397
4/19/2001 3.94 4/19/2001 0.0394
4/20/2001 3.88 4/20/2001 0.0388
4/23/2001 3.77 4/23/2001 0.0377
4/24/2001 3.76 4/24/2001 0.0376
4/25/2001 3.85 4/25/2001 0.0385
4/26/2001 3.83 4/26/2001 0.0383
4/27/2001 3.91 4/27/2001 0.0391
4/30/2001 3.94 4/30/2001 0.0394
5/1/2001 3.91 5/1/2001 0.0391
5/2/2001 3.95 5/2/2001 0.0395
5/3/2001 3.89 5/3/2001 0.0389
5/4/2001 3.79 5/4/2001 0.0379
5/7/2001 3.73 5/7/2001 0.0373
5/8/2001 3.7 5/8/2001 0.037
5/9/2001 3.69 5/9/2001 0.0369
5/10/2001 3.78 5/10/2001 0.0378
5/11/2001 3.89 5/11/2001 0.0389
5/14/2001 3.79 5/14/2001 0.0379
5/15/2001 3.75 5/15/2001 0.0375
5/16/2001 3.72 5/16/2001 0.0372
5/17/2001 3.75 5/17/2001 0.0375
5/18/2001 3.79 5/18/2001 0.0379
5/21/2001 3.83 5/21/2001 0.0383
5/22/2001 3.79 5/22/2001 0.0379
5/23/2001 3.75 5/23/2001 0.0375
5/24/2001 3.79 5/24/2001 0.0379
5/25/2001 3.76 5/25/2001 0.0376
5/29/2001 3.76 5/29/2001 0.0376
5/30/2001 3.75 5/30/2001 0.0375
5/31/2001 3.63 5/31/2001 0.0363
6/1/2001 3.67 6/1/2001 0.0367
6/4/2001 3.68 6/4/2001 0.0368
6/5/2001 3.61 6/5/2001 0.0361
6/6/2001 3.62 6/6/2001 0.0362
6/7/2001 3.63 6/7/2001 0.0363
6/8/2001 3.64 6/8/2001 0.0364
6/11/2001 3.64 6/11/2001 0.0364
6/12/2001 3.62 6/12/2001 0.0362
6/13/2001 3.6 6/13/2001 0.036
6/14/2001 3.56 6/14/2001 0.0356
6/15/2001 3.53 6/15/2001 0.0353
6/18/2001 3.48 6/18/2001 0.0348
6/19/2001 3.48 6/19/2001 0.0348
6/20/2001 3.45 6/20/2001 0.0345
6/21/2001 3.47 6/21/2001 0.0347
6/22/2001 3.41 6/22/2001 0.0341
6/25/2001 3.48 6/25/2001 0.0348
6/26/2001 3.53 6/26/2001 0.0353
6/27/2001 3.59 6/27/2001 0.0359
6/28/2001 3.69 6/28/2001 0.0369
6/29/2001 3.72 6/29/2001 0.0372
7/2/2001 3.74 7/2/2001 0.0374
7/3/2001 3.71 7/3/2001 0.0371
7/5/2001 3.7 7/5/2001 0.037
7/6/2001 3.63 7/6/2001 0.0363
7/9/2001 3.66 7/9/2001 0.0366
7/10/2001 3.61 7/10/2001 0.0361
7/11/2001 3.6 7/11/2001 0.036
7/12/2001 3.6 7/12/2001 0.036
7/13/2001 3.64 7/13/2001 0.0364
7/16/2001 3.63 7/16/2001 0.0363
7/17/2001 3.63 7/17/2001 0.0363
7/18/2001 3.57 7/18/2001 0.0357
7/19/2001 3.6 7/19/2001 0.036
7/20/2001 3.59 7/20/2001 0.0359
7/23/2001 3.59 7/23/2001 0.0359
7/24/2001 3.59 7/24/2001 0.0359
7/25/2001 3.62 7/25/2001 0.0362
7/26/2001 3.59 7/26/2001 0.0359
7/27/2001 3.57 7/27/2001 0.0357
7/30/2001 3.56 7/30/2001 0.0356
7/31/2001 3.53 7/31/2001 0.0353
8/1/2001 3.56 8/1/2001 0.0356
8/2/2001 3.57 8/2/2001 0.0357
8/3/2001 3.57 8/3/2001 0.0357
8/6/2001 3.56 8/6/2001 0.0356
8/7/2001 3.56 8/7/2001 0.0356
8/8/2001 3.46 8/8/2001 0.0346
8/9/2001 3.48 8/9/2001 0.0348
8/10/2001 3.45 8/10/2001 0.0345
8/13/2001 3.43 8/13/2001 0.0343
8/14/2001 3.46 8/14/2001 0.0346
8/15/2001 3.47 8/15/2001 0.0347
8/16/2001 3.43 8/16/2001 0.0343
8/17/2001 3.39 8/17/2001 0.0339
8/20/2001 3.44 8/20/2001 0.0344
8/21/2001 3.41 8/21/2001 0.0341
8/22/2001 3.44 8/22/2001 0.0344
8/23/2001 3.46 8/23/2001 0.0346
8/24/2001 3.48 8/24/2001 0.0348
8/27/2001 3.51 8/27/2001 0.0351
8/28/2001 3.46 8/28/2001 0.0346
8/29/2001 3.44 8/29/2001 0.0344
8/30/2001 3.38 8/30/2001 0.0338
8/31/2001 3.41 8/31/2001 0.0341
9/4/2001 3.55 9/4/2001 0.0355
9/5/2001 3.47 9/5/2001 0.0347
9/6/2001 3.4 9/6/2001 0.034
9/7/2001 3.29 9/7/2001 0.0329
9/10/2001 3.31 9/10/2001 0.0331
9/17/2001 2.72 9/17/2001 0.0272
9/18/2001 2.69 9/18/2001 0.0269
9/19/2001 2.49 9/19/2001 0.0249
9/20/2001 2.56 9/20/2001 0.0256
9/21/2001 2.53 9/21/2001 0.0253
9/24/2001 2.56 9/24/2001 0.0256
9/25/2001 2.51 9/25/2001 0.0251
9/26/2001 2.48 9/26/2001 0.0248
9/27/2001 2.43 9/27/2001 0.0243
9/28/2001 2.49 9/28/2001 0.0249
10/1/2001 2.47 10/1/2001 0.0247
10/2/2001 2.43 10/2/2001 0.0243
10/3/2001 2.38 10/3/2001 0.0238
10/4/2001 2.37 10/4/2001 0.0237
10/5/2001 2.33 10/5/2001 0.0233
10/8/2001 2.33 10/8/2001 0.0233
10/9/2001 2.35 10/9/2001 0.0235
10/10/2001 2.35 10/10/2001 0.0235
10/11/2001 2.44 10/11/2001 0.0244
10/12/2001 2.4 10/12/2001 0.024
10/15/2001 2.39 10/15/2001 0.0239
10/16/2001 2.37 10/16/2001 0.0237
10/17/2001 2.37 10/17/2001 0.0237
10/18/2001 2.36 10/18/2001 0.0236
10/19/2001 2.34 10/19/2001 0.0234
10/22/2001 2.35 10/22/2001 0.0235
10/23/2001 2.37 10/23/2001 0.0237
10/24/2001 2.32 10/24/2001 0.0232
10/25/2001 2.26 10/25/2001 0.0226
10/26/2001 2.26 10/26/2001 0.0226
10/29/2001 2.18 10/29/2001 0.0218
10/30/2001 2.11 10/30/2001 0.0211
10/31/2001 2.07 10/31/2001 0.0207
11/1/2001 2.1 11/1/2001 0.021
11/2/2001 2.07 11/2/2001 0.0207
11/5/2001 2.05 11/5/2001 0.0205
11/6/2001 1.97 11/6/2001 0.0197
11/7/2001 1.93 11/7/2001 0.0193
11/8/2001 2 11/8/2001 0.02
11/9/2001 2.02 11/9/2001 0.0202
11/12/2001 2.02 11/12/2001 0.0202
11/13/2001 2.07 11/13/2001 0.0207
11/14/2001 2.13 11/14/2001 0.0213
11/15/2001 2.34 11/15/2001 0.0234
11/16/2001 2.41 11/16/2001 0.0241
11/19/2001 2.31 11/19/2001 0.0231
11/20/2001 2.31 11/20/2001 0.0231
11/21/2001 2.38 11/21/2001 0.0238
11/23/2001 2.41 11/23/2001 0.0241
11/26/2001 2.43 11/26/2001 0.0243
11/27/2001 2.36 11/27/2001 0.0236
11/28/2001 2.26 11/28/2001 0.0226
11/29/2001 2.03 11/29/2001 0.0203
11/30/2001 2.06 11/30/2001 0.0206
12/3/2001 2.08 12/3/2001 0.0208
12/4/2001 2.07 12/4/2001 0.0207
12/5/2001 2.27 12/5/2001 0.0227
12/6/2001 2.35 12/6/2001 0.0235
12/7/2001 2.26 12/7/2001 0.0226
12/10/2001 2.17 12/10/2001 0.0217
12/11/2001 2.12 12/11/2001 0.0212
12/12/2001 2.13 12/12/2001 0.0213
12/13/2001 2.2 12/13/2001 0.022
12/14/2001 2.22 12/14/2001 0.0222
12/17/2001 2.24 12/17/2001 0.0224
12/18/2001 2.24 12/18/2001 0.0224
12/19/2001 2.23 12/19/2001 0.0223
12/20/2001 2.22 12/20/2001 0.0222
12/21/2001 2.23 12/21/2001 0.0223
12/24/2001 2.24 12/24/2001 0.0224
12/26/2001 2.34 12/26/2001 0.0234
12/27/2001 2.27 12/27/2001 0.0227
12/28/2001 2.26 12/28/2001 0.0226
12/31/2001 2.17 12/31/2001 0.0217
Iteration Equity sigma(E) r(1yr) X PV(X)=Xe-rT A
1 43828.722 46.64% 4.10% 7040.500 6757.677 50869.222
2 43828.722 46.64% 4.10% 7040.500 6757.677 50586.398

Distance to Default 4.77957


EDF 0.00009%

Iteration Equity sigma(E) r(1yr) X PV(X)=Xe-rT A


1 20418.606 49.07% 2.47% ### 9912.610 30579.106
2 20418.606 49.07% 2.47% ### 9912.610 30330.756
3 20418.606 49.07% 2.47% ### 9912.610 30330.696

Distance to Default 3.21993


EDF 0.06411%

Iteration Equity sigma(E) r(1yr) X PV(X)=Xe-rT A


1 193.415 126.32% 2.06% ### 9953.335 10353.915
2 193.415 126.32% 2.06% ### 9953.335 10131.826
3 193.415 126.32% 2.06% ### 9953.335 10104.097
4 193.415 126.32% 2.06% ### 9953.335 10071.007
5 193.415 126.32% 2.06% ### 9953.335 10049.023
6 193.415 126.32% 2.06% ### 9953.335 10030.189
7 193.415 126.32% 2.06% ### 9953.335 10016.387
8 193.415 126.32% 2.06% ### 9953.335 10005.066
9 193.415 126.32% 2.06% ### 9953.335 9996.532
10 193.415 126.32% 2.06% ### 9953.335 9989.628
11 193.415 126.32% 2.06% ### 9953.335 9984.359
12 193.415 126.32% 2.06% ### 9953.335 9980.125
13 193.415 126.32% 2.06% ### 9953.335 9976.871
14 193.415 126.32% 2.06% ### 9953.335 9974.265
15 193.415 126.32% 2.06% ### 9953.335 9972.255
16 193.415 126.32% 2.06% ### 9953.335 9970.649
17 193.415 126.32% 2.06% ### 9953.335 9969.406
18 193.415 126.32% 2.06% ### 9953.335 9968.416
19 193.415 126.32% 2.06% ### 9953.335 9967.647
20 193.415 126.32% 2.06% ### 9953.335 9967.036
21 193.415 126.32% 2.06% ### 9953.335 9966.561
22 193.415 126.32% 2.06% ### 9953.335 9966.183
23 193.415 126.32% 2.06% ### 9953.335 9965.890
24 193.415 126.32% 2.06% ### 9953.335 9965.656
25 193.415 126.32% 2.06% ### 9953.335 9965.475
26 193.415 126.32% 2.06% ### 9953.335 9965.331
27 193.415 126.32% 2.06% ### 9953.335 9965.218
28 193.415 126.32% 2.06% ### 9953.335 9965.129
29 193.415 126.32% 2.06% ### 9953.335 9965.060
30 193.415 126.32% 2.06% ### 9953.335 9965.005
31 193.415 126.32% 2.06% ### 9953.335 9964.962
32 193.415 126.32% 2.06% ### 9953.335 9964.928
33 193.415 126.32% 2.06% ### 9953.335 9964.901
34 193.415 126.32% 2.06% ### 9953.335 9964.880
35 193.415 126.32% 2.06% ### 9953.335 9964.864
36 193.415 126.32% 2.06% ### 9953.335 9964.851
37 193.415 126.32% 2.06% ### 9953.335 9964.841
38 193.415 126.32% 2.06% ### 9953.335 9964.833
39 193.415 126.32% 2.06% ### 9953.335 9964.827
40 193.415 126.32% 2.06% ### 9953.335 9964.822
41 193.415 126.32% 2.06% ### 9953.335 9964.818
42 193.415 126.32% 2.06% ### 9953.335 9964.815
43 193.415 126.32% 2.06% ### 9953.335 9964.812
44 193.415 126.32% 2.06% ### 9953.335 9964.810
45 193.415 126.32% 2.06% ### 9953.335 9964.809
46 193.415 126.32% 2.06% ### 9953.335 9964.808
47 193.415 126.32% 2.06% ### 9953.335 9964.807
48 193.415 126.32% 2.06% ### 9953.335 9964.806
49 193.415 126.32% 2.06% ### 9953.335 9964.806

Distance to Default 0.00077


EDF 49.969%
SigmaA d1 d2 N(d1) N(d2) MV of Assets Volatility of ass
40.18% 5.224 4.822 ### 1.000 50586.398 40.41%
40.41% 5.184 4.780 ### 1.000 50586.398 40.41%

SigmaA d1 d2 N(d1) N(d2) MV of Assets Volatility of ass


32.76% 3.602 3.275 1.000 0.999 30330.756 33.04%
33.04% 3.550 3.220 1.000 0.999 30330.696 33.04%
33.04% 3.550 3.220 1.000 0.999 30330.696 33.04%

SigmaA d1 d2 N(d1) N(d2) MV of Assets Volatility of ass


2.36% 1.684 1.660 0.954 0.952 10131.826 2.53%
2.53% 0.716 0.690 0.763 0.755 10104.097 3.17%
3.17% 0.490 0.458 0.688 0.677 10071.007 3.53%
3.53% 0.351 0.316 0.637 0.624 10049.023 3.82%
3.82% 0.270 0.232 0.606 0.592 10030.189 4.02%
4.02% 0.212 0.171 0.584 0.568 10016.387 4.18%
4.18% 0.172 0.130 0.568 0.552 10005.066 4.30%
4.30% 0.142 0.099 0.557 0.539 9996.532 4.39%
4.39% 0.121 0.077 0.548 0.531 9989.628 4.46%
4.46% 0.104 0.059 0.541 0.524 9984.359 4.52%
4.52% 0.091 0.046 0.536 0.518 9980.125 4.56%
4.56% 0.082 0.036 0.533 0.514 9976.871 4.60%
4.60% 0.074 0.028 0.530 0.511 9974.265 4.62%
4.62% 0.069 0.022 0.527 0.509 9972.255 4.65%
4.65% 0.064 0.018 0.526 0.507 9970.649 4.66%
4.66% 0.061 0.014 0.524 0.506 9969.406 4.68%
4.68% 0.058 0.011 0.523 0.504 9968.416 4.69%
4.69% 0.056 0.009 0.522 0.504 9967.647 4.69%
4.69% 0.054 0.007 0.522 0.503 9967.036 4.70%
4.70% 0.053 0.006 0.521 0.502 9966.561 4.70%
4.70% 0.052 0.005 0.521 0.502 9966.183 4.71%
4.71% 0.051 0.004 0.520 0.502 9965.890 4.71%
4.71% 0.050 0.003 0.520 0.501 9965.656 4.71%
4.71% 0.050 0.003 0.520 0.501 9965.475 4.72%
4.72% 0.049 0.002 0.520 0.501 9965.331 4.72%
4.72% 0.049 0.002 0.520 0.501 9965.218 4.72%
4.72% 0.049 0.002 0.519 0.501 9965.129 4.72%
4.72% 0.049 0.001 0.519 0.501 9965.060 4.72%
4.72% 0.049 0.001 0.519 0.501 9965.005 4.72%
4.72% 0.048 0.001 0.519 0.500 9964.962 4.72%
4.72% 0.048 0.001 0.519 0.500 9964.928 4.72%
4.72% 0.048 0.001 0.519 0.500 9964.901 4.72%
4.72% 0.048 0.001 0.519 0.500 9964.880 4.72%
4.72% 0.048 0.001 0.519 0.500 9964.864 4.72%
4.72% 0.048 0.001 0.519 0.500 9964.851 4.72%
4.72% 0.048 0.001 0.519 0.500 9964.841 4.72%
4.72% 0.048 0.001 0.519 0.500 9964.833 4.72%
4.72% 0.048 0.001 0.519 0.500 9964.827 4.72%
4.72% 0.048 0.001 0.519 0.500 9964.822 4.72%
4.72% 0.048 0.001 0.519 0.500 9964.818 4.72%
4.72% 0.048 0.001 0.519 0.500 9964.815 4.72%
4.72% 0.048 0.001 0.519 0.500 9964.812 4.72%
4.72% 0.048 0.001 0.519 0.500 9964.810 4.72%
4.72% 0.048 0.001 0.519 0.500 9964.809 4.72%
4.72% 0.048 0.001 0.519 0.500 9964.808 4.72%
4.72% 0.048 0.001 0.519 0.500 9964.807 4.72%
4.72% 0.048 0.001 0.519 0.500 9964.806 4.72%
4.72% 0.048 0.001 0.519 0.500 9964.806 4.72%
4.72% 0.048 0.001 0.519 0.500 9964.805 4.72%
Diff (Assets)Diff(Vol Assets)

0.000 0.00%

Diff (Assets)Diff(Vol Assets)

-0.060 0.00%
0.000 0.00%

Diff (Assets)Diff(Vol Assets)

-27.729 0.64%
-33.089 0.36%
-21.984 0.29%
-18.834 0.20%
-13.802 0.16%
-11.321 0.12%
-8.534 0.09%
-6.904 0.07%
-5.269 0.06%
-4.235 0.04%
-3.254 0.03%
-2.606 0.03%
-2.010 0.02%
-1.606 0.02%
-1.242 0.01%
-0.991 0.01%
-0.768 0.01%
-0.612 0.01%
-0.475 0.00%
-0.378 0.00%
-0.294 0.00%
-0.233 0.00%
-0.182 0.00%
-0.144 0.00%
-0.112 0.00%
-0.089 0.00%
-0.069 0.00%
-0.055 0.00%
-0.043 0.00%
-0.034 0.00%
-0.027 0.00%
-0.021 0.00%
-0.016 0.00%
-0.013 0.00%
-0.010 0.00%
-0.008 0.00%
-0.006 0.00%
-0.005 0.00%
-0.004 0.00%
-0.003 0.00%
-0.002 0.00%
-0.002 0.00%
-0.001 0.00%
-0.001 0.00%
-0.001 0.00%
-0.001 0.00%
-0.001 0.00%
0.000 0.00%

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