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    Daily Closing Closing Prices of Four Stocks: Weekday Date IBM EDS Maytag Whirlpool Covariance Matrix

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    Rasesh Shah
    The document shows the daily closing prices of 4 stocks - IBM, EDS, Maytag, and Whirlpool - from September 1, 2004 to October 29, 2004. It includes the date, stock price for each of the 4 companies, and a covariance matrix showing the covariance between the stocks. The stocks fluctuated in price during this period, with IBM generally between $84-90, EDS between $19-21, Maytag between $15-21, and Whirlpool between $55-64.

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    Daily Closing Closing Prices of Four Stocks: Weekday Date IBM EDS Maytag Whirlpool Covariance Matrix

    Uploaded by

    Rasesh Shah
    7 views2 pages
    The document shows the daily closing prices of 4 stocks - IBM, EDS, Maytag, and Whirlpool - from September 1, 2004 to October 29, 2004. It includes the date, stock price for each of the 4 companies, and a covariance matrix showing the covariance between the stocks. The stocks fluctuated in price during this period, with IBM generally between $84-90, EDS between $19-21, Maytag between $15-21, and Whirlpool between $55-64.

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    Portfolio Sum

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    The document shows the daily closing prices of 4 stocks - IBM, EDS, Maytag, and Whirlpool - from September 1, 2004 to October 29, 2004. It includes the date, stock price for each of the 4 companies, and a covariance matrix showing the covariance between the stocks. The stocks fluctuated in price during this period, with IBM generally between $84-90, EDS between $19-21, Maytag between $15-21, and Whirlpool between $55-64.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLSX, PDF, TXT or read online from Scribd
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    Download as xlsx, pdf, or txt
    7 views2 pages

    Daily Closing Closing Prices of Four Stocks: Weekday Date IBM EDS Maytag Whirlpool Covariance Matrix

    Uploaded by

    Rasesh Shah
    The document shows the daily closing prices of 4 stocks - IBM, EDS, Maytag, and Whirlpool - from September 1, 2004 to October 29, 2004. It includes the date, stock price for each of the 4 companies, and a covariance matrix showing the covariance between the stocks. The stocks fluctuated in price during this period, with IBM generally between $84-90, EDS between $19-21, Maytag between $15-21, and Whirlpool between $55-64.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLSX, PDF, TXT or read online from Scribd
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    Daily Closing Closing Prices of Four Stocks

    Weekday

    Date

    IBM

    EDS

    Maytag

    Whirlpool

    Wed
    Thu
    Fri
    Tue
    Wed

    9/1/04
    9/2/04
    9/3/04
    9/7/04
    9/8/04

    84.22
    84.57
    84.39
    84.97
    85.86

    19.31
    19.63
    19.19
    19.35
    19.47

    20.13
    20.62
    20.20
    20.46
    20.62

    61.07
    61.75
    61.61
    62.03
    61.32

    Thu
    Fri
    Mon
    Tue
    Wed
    Thu
    Fri
    Mon
    Tue
    Wed
    Thu
    Fri
    Mon
    Tue
    Wed
    Thu
    Fri
    Mon
    Tue
    Wed
    Thu
    Fri
    Mon
    Tue
    Wed
    Thu
    Fri
    Mon
    Tue
    Wed
    Thu
    Fri
    Mon
    Tue
    Wed
    Thu
    Fri

    9/9/04
    9/10/04
    9/13/04
    9/14/04
    9/15/04
    9/16/04
    9/17/04
    9/20/04
    9/21/04
    9/22/04
    9/23/04
    9/24/04
    9/27/04
    9/28/04
    9/29/04
    9/30/04
    10/1/04
    10/4/04
    10/5/04
    10/6/04
    10/7/04
    10/8/04
    10/11/04
    10/12/04
    10/13/04
    10/14/04
    10/15/04
    10/18/04
    10/19/04
    10/20/04
    10/21/04
    10/22/04
    10/25/04
    10/26/04
    10/27/04
    10/28/04
    10/29/04

    86.44
    86.76
    86.49
    86.72
    86.37
    86.12
    85.74
    85.70
    85.72
    84.31
    83.88
    84.43
    84.16
    84.48
    84.98
    85.74
    86.72
    87.16
    87.32
    88.04
    87.42
    86.71
    86.63
    86.00
    84.98
    84.78
    84.85
    85.92
    89.37
    88.82
    88.10
    87.39
    88.43
    89.00
    90.00
    89.50
    89.75

    19.51
    20.10
    19.81
    19.79
    19.83
    20.10
    19.90
    19.82
    20.16
    19.89
    19.70
    19.22
    19.16
    19.30
    19.10
    19.39
    20.00
    20.36
    20.38
    20.49
    20.43
    20.02
    20.24
    20.14
    19.47
    19.30
    19.54
    19.43
    19.26
    19.17
    19.63
    19.75
    20.03
    20.99
    21.26
    21.41
    21.27

    20.84
    20.73
    20.81
    20.61
    20.21
    20.17
    20.03
    19.93
    19.85
    19.49
    18.54
    17.60
    17.69
    18.16
    18.10
    18.37
    18.58
    18.09
    17.80
    18.10
    17.57
    17.29
    17.44
    17.00
    16.74
    16.49
    16.26
    16.45
    16.33
    15.81
    16.38
    16.65
    16.87
    17.00
    17.58
    17.43
    17.40

    60.79
    61.17
    61.36
    60.75
    60.82
    61.11
    61.82
    61.55
    63.59
    63.03
    61.80
    61.44
    60.43
    60.42
    60.02
    60.09
    60.82
    59.62
    59.39
    60.30
    59.03
    57.91
    58.50
    58.79
    58.55
    57.86
    57.88
    58.28
    59.31
    57.09
    56.52
    55.70
    55.04
    56.75
    59.03
    58.52
    58.75

    Covariance Matrix

    IBM
    EDS
    Maytag
    Whirlpool

    Weights
    Mean

    IBM
    2.809565
    0.664826
    -0.99956
    -1.76611

    0.1
    86.40

    ERP

    42.05057

    weightvar

    0.852854

    weightcovar

    0.179788

    VRP

    1.21243

    Standard Deviation
    1.101104

    EDS

    Maytag

    Whirlpool

    0.343186
    -0.09436 2.467409
    -0.21751 2.418209 3.681025

    0.2

    0.3

    0.4

    19.86

    18.39

    59.80

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