AURIZON (AZJ.

AX)
Date
Open
High
Low
Close
8/3/2015
5.32
5.35
4.98
7/1/2015
5.15
5.605
5.14
6/1/2015
5.32
5.39
5.01
5/1/2015
4.83
5.37
4.8
4/1/2015
4.87
5.04
4.58
3/2/2015
4.7
5.06
4.63
2/2/2015
4.95
5.15
4.73
1/1/2015
4.62
5
4.5
12/1/2014
4.58
4.75
4.36
11/3/2014
4.68
4.85
4.58
10/1/2014
4.52
4.71
4.15
9/1/2014
4.77
4.8
4.425
8/1/2014
5.03
5.07
4.69
7/1/2014
5
5.13
4.96
6/2/2014
4.94
5.12
4.745
5/1/2014
5.18
5.2
4.845
4/1/2014
5.16
5.265
5.05
3/3/2014
5.08
5.25
5.03
2/3/2014
4.97
5.255
4.75
1/1/2014
4.88
5.08
4.79
12/2/2013
4.68
4.98
4.62
11/1/2013
4.8
4.825
4.615
10/1/2013
4.65
4.82
4.61
9/2/2013
4.53
4.775
4.45
8/1/2013
4.6
4.65
4.42
7/1/2013
4.2
4.58
4.125
6/3/2013
4.32
4.33
4.01
5/1/2013
4.14
4.57
4.07
4/1/2013
4.03
4.18
3.77
3/1/2013
4.03
4.13
3.94
2/1/2013
4
4.24
3.87
1/1/2013
3.74
4.105
3.73
12/3/2012
3.63
3.84
3.56
11/1/2012
3.71
3.76
3.46
10/1/2012
3.39
3.85
3.39
9/3/2012
3.44
3.54
3.35
8/1/2012
3.2
3.62
3.18
7/2/2012
3.42
3.43
3.07
6/1/2012
3.37
3.52
3.25
5/1/2012
3.61
3.74
3.24
4/2/2012
3.72
3.75
3.55
3/1/2012
3.85
4.03
3.63
2/1/2012
3.7
3.96
3.63
1/2/2012
3.42
3.78
3.42
12/1/2011
3.44
3.55
3.35
11/1/2011
3.26
3.53
3.17

5.24
5.3
5.13
5.34
4.85
4.85
4.73
4.95
4.62
4.61
4.68
4.53
4.77
5.02
4.98
4.94
5.18
5.14
5.09
4.92
4.88
4.67
4.79
4.68
4.55
4.54
4.16
4.3
4.15
4.03
4.03
3.97
3.74
3.61
3.74
3.41
3.5
3.2
3.4
3.41
3.64
3.73
3.91
3.71
3.42
3.38

Volume
Adj
6603600
6779300
6568600
5956600
7980400
8563600
10365000
4795300
5797100
6541600
9386900
8485200
6592300
4851300
9344000
6612000
4264500
5222100
5436400
3347400
12366800
5196000
5253300
6354600
6238800
8548200
6404900
10663600
9383700
18771300
15084200
4952700
3925800
6901300
15714700
7367100
9596300
7380200
6425400
8533300
5758700
11586500
8291900
5397500
6558000
8312500

Close
5.24
5.3
5.13
5.34
4.85
4.85
4.73
4.848
4.525
4.515
4.583
4.436
4.671
4.83
4.791
4.753
4.984
4.945
4.897
4.634
4.597
4.399
4.512
4.408
4.179
4.17
3.821
3.949
3.811
3.701
3.652
3.598
3.39
3.272
3.39
3.09
3.143
2.873
3.053
3.062
3.269
3.349
3.511
3.309
3.05
3.015

10/3/2011
9/1/2011
8/1/2011
7/1/2011
6/1/2011
5/2/2011
4/1/2011
3/1/2011
2/1/2011
1/4/2011
12/1/2010

3.1
3.3
3.38
3.4
3.45
3.45
3.37
3.21
2.8
2.73
2.78

3.375
3.36
3.53
3.52
3.45
3.59
3.59
3.42
3.22
2.85
2.9

2.85
3.09
2.94
3.34
3.12
3.29
3.35
3.09
2.75
2.6
2.6

3.31
3.16
3.29
3.36
3.38
3.45
3.43
3.35
3.21
2.8
2.75

11812500
8417700
13170200
5575500
11352100
8545600
10627900
24024900
10792400
6925600
8507900

2.952
2.819
2.911
2.973
2.991
3.053
3.035
2.964
2.841
2.478
2.433

S&P200 (AXJO.AX)
Date
Open
High
Low
Close
Volume
8/3/2015
5699.2
5727.7
5351.5
5356.5
0
7/1/2015
5459
5718.9
5383.7
5699.2
0
6/1/2015
5777.2
5777.2
5390.5
5459
0
5/1/2015
5790
5901.8
5574.6
5777.2
0
4/1/2015
5891.5
5996.4
5749.9
5790
0
3/2/2015
5928.8
5996.9
5748.7
5891.5
0
2/2/2015
5588.3
5955.5
5588.3
5928.8
0
1/2/2015
5411
5619.5
5267.4
5588.3
0
12/1/2014
5313
5486.7
5142.8
5411 2.5E+008
11/3/2014
5526.6
5550.3
5292.9
5313 5.8E+008
10/1/2014
5292.8
5526.6
5122
5526.6 6.6E+008
9/1/2014
5625.9
5672.7
5253.1
5292.8 6.2E+008
8/1/2014
5632.9
5679.5
5425.2
5625.9 6.4E+008
7/1/2014
5395.7
5644.2
5370.9
5632.9 5.5E+008
6/2/2014
5484.1
5526
5373.6
5395.7 6.5E+008
5/1/2014
5489.1
5541.7
5372.1
5492.5 6.1E+008
4/1/2014
5394.8
5554.5
5350.5
5489.1 5.9E+008
3/3/2014
5404.8
5462.3
5288.5
5394.8 7.0E+008
2/3/2014
5190
5461.7
5052.2
5404.8 7.3E+008
1/2/2014
5352.2
5383.4
5158.9
5190 5.2E+008
12/2/2013
5320
5367.4
5028.2
5352.2 6.3E+008
11/1/2013
5425.5
5439.2
5284.9
5320.1 6.2E+008
10/1/2013
5218.9
5457.3
5118.9
5425.5 5.4E+008
9/2/2013
5135
5314.3
5115.1
5218.9 6.5E+008
8/1/2013
5052
5168.2
5007.9
5135 7.2E+008
7/1/2013
4802.6
5098.5
4702.7
5052 1.1E+008
6/3/2013
4926.6
4933.3
4632.3
4802.6
0
5/1/2013
5187.3
5249.6
4897.9
4926.6
0
4/2/2013
4966.5
5195.1
4883.7
5191.2
0
3/1/2013
5104.1
5163.5
4927.9
4966.5
0
2/1/2013
4878.8
5112.5
4869.5
5104.1
0
1/2/2013
4648.9
4906.2
4648.9
4878.8
0
12/3/2012
4506
4688.6
4500.2
4649
0
11/1/2012
4517
4519.3
4334.3
4506
0
10/1/2012
4387
4581.8
4375
4517
0
9/3/2012
4310
4421
4261.2
4387
0
8/1/2012
4269.2
4403.9
4212.7
4316.1
0
7/2/2012
4094.6
4288.1
4062.3
4269.2
0
6/1/2012
4076.3
4159.3
3985
4094.6
0
5/1/2012
4398.6
4448.5
4024.8
4076.3
0
4/2/2012
4349.4
4397.9
4248.9
4396.6
0
3/1/2012
4291
4361.1
4143.7
4335.2
0
2/1/2012
4258.9
4318.8
4170.2
4298.5
0
1/3/2012
4069.9
4315.6
4069.1
4262.7
0
12/1/2011
4157.5
4335.2
4038.1
4056.6
0
11/1/2011
4278.1
4365
3973.8
4119.8
0

10/3/2011
9/1/2011
8/1/2011
7/1/2011
6/1/2011
5/2/2011
4/1/2011
3/1/2011
2/1/2011
1/4/2011
12/1/2010

3990.6
4297.9
4440.9
4612.2
4711.3
4826.3
4836.1
4839.7
4759.1
4758.3
4581.4

4417.6
4354.6
4517.4
4657.4
4724.8
4835.5
4976.4
4864.3
4944.4
4839.2
4811.9

3840.2
3862.4
3765.9
4421.1
4451.7
4582.7
4788.6
4477.4
4751.8
4686.5
4557

4298.1
4008.6
4296.5
4424.6
4608
4708.3
4823.2
4837.9
4831.7
4753.9
4745.2

0
0
0
0
0
0
40169400
0
76887100
43505300
53885700

Adj Close
5356.5
5699.2
5459
5777.2
5790
5891.5
5928.8
5588.3
5411
5313
5526.6
5292.8
5625.9
5632.9
5395.7
5492.5
5489.1
5394.8
5404.8
5190
5352.2
5320.1
5425.5
5218.9
5135
5052
4802.6
4926.6
5191.2
4966.5
5104.1
4878.8
4649
4506
4517
4387
4316.1
4269.2
4094.6
4076.3
4396.6
4335.2
4298.5
4262.7
4056.6
4119.8

AZJ Return
0.0114503817
-0.0320754717
0.0409356725
-0.0917602996
0
-0.024742268
0.0249471459
-0.0666254125
-0.0022099448
0.0150609081
-0.03207506
0.0529756537
0.0340398202
-0.0080745342
-0.0079315383
0.0486008837
-0.0078250401
-0.0097067745
-0.0537063508
-0.0079844627
-0.0430715684
0.0256876563
-0.0230496454
-0.0519509982
-0.0021536253
-0.0836930456
0.033499084
-0.0349455558
-0.0288638153
-0.013239665
-0.0147864184
-0.0578098944
-0.0348082596
0.0360635697
-0.0884955752
0.0171521036
-0.0859051861
0.0626522798
0.0029479201
0.0676028739
0.0244723157
0.0483726486
-0.0575334662
-0.0782713811
-0.0114754098
-0.0208955224
-0.0450542005

AXJO Return
0.0639783805
-0.0421462989
0.0582890997
0.0022155723
0.0175302245
0.006331122
-0.0574315226
-0.0317269673
-0.0181112549
0.0402032934
-0.0423045433
0.0629345732
0.0012442454
-0.0421096968
0.0179401749
-0.0006190081
-0.0171795543
0.0018536369
-0.0397424165
0.0312524461
-0.0059975516
0.0198116389
-0.0380794577
-0.0160761662
-0.0161635833
-0.0493665681
0.0258193473
0.0537084585
-0.0432848256
0.0277056474
-0.0441410413
-0.0471017082
-0.0307593031
0.0024411895
-0.0287801638
-0.0161613636
-0.0108662686
-0.0408976129
-0.0044693129
0.0785761708
-0.0139653145
-0.0084656287
-0.0083284413
-0.0483496581
0.0155794768
0.0432788731
-0.0673553415

4298.1
4008.6
4296.5
4424.6
4608
4708.3
4823.2
4837.9
4831.7
4753.9
4745.2

0.0326356864
0.0212985228
0.0060544904
0.0207288532
-0.0058958402
-0.0233937397
-0.0414979757
-0.1277719113
-0.0181598063

0.0718205595
0.0298149885
0.0414500515
0.0217664507
0.0244037964
0.0030477082
-0.0012814872
-0.0161020531
-0.0018300148

Slope()

Linest()
Beta: 0.560832225

Beta
0.5608322245

Regression
Beta:

0.560832225

Linest() & extra data

SUMMARY OUTPUT
Regression Statistics
Multiple R
0.4675650225
R Square
0.2186170502
Adjusted R Square
0.2041469956
Standard Error
0.0382002237
Observations
56

Variable
Std Error
Accuracy

ANOVA
df
Regression
Residual
Total

Intercept
X Variable 1

1
54
55

SS
0.0220468056
0.078799883
0.1008466886

MS
0.0220468056
0.0014592571

Coefficients
-0.011819985
0.560832225

Standard Error
0.0051095486
0.14428661

t Stat
-2.3133128904
3.8869318823

Predicted Y
0.0240611529
-0.0354569872
0.0208704208
-0.0105774202
-0.0019884698
-0.0082692874
-0.0440294332
-0.0296134902
-0.0219773599
0.0107273179
-0.0355457357
0.0234757521
-0.0111221717
-0.0354364595
-0.0017585564
-0.0121671443
-0.0214548322
-0.0107804053
-0.0341088124

Residuals
-0.0126107712
0.0033815155
0.0200652517
-0.0811828794
0.0019884698
-0.0164729807
0.068976579
-0.0370119223
0.0197674152
0.0043335902
0.0034706757
0.0294999016
0.0451619918
0.0273619253
-0.0061729819
0.0607680279
0.0136297921
0.0010736307
-0.0195975384

Standard Residuals
-0.3331656389
0.0893367059
0.530106549
-2.1447812743
0.0525336467
-0.4352018644
1.8223014031
-0.9778228922
0.522237967
0.1144896944
0.0916922418
0.7793618188
1.1931406609
0.72287834
-0.1630848287
1.605438601
0.3600872874
0.0283643934
-0.5177499698

RESIDUAL OUTPUT
Observation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19

20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56

0.0057073943
-0.0151836048
-0.0007089791
-0.0331761716
-0.0208360166
-0.0208850429
-0.0395063468
0.0026603374
0.0183014497
-0.0360955096
0.0037182353
-0.0365757029
-0.0382361404
-0.0290707929
-0.0104508868
-0.0279608279
-0.0208837981
-0.0179141382
-0.0347566838
-0.0143265193
0.0322480641
-0.019652183
-0.0165677819
-0.0164908428
-0.0389360309
-0.003082512
0.0124522021
-0.0495950306
0.0284592996
0.0049012217
0.01142654
0.0003873424
0.0018664509
-0.0101107316
-0.0125386839
-0.0208505348
-0.0128463158

-0.0136918569
-0.0278879636
0.0263966354
0.0101265262
-0.0311149816
0.0187314177
-0.0441866988
0.0308387466
-0.0532470055
0.0072316943
-0.0169579003
0.0217892845
-0.019573754
-0.0057374666
0.0465144565
-0.0605347473
0.0380359016
-0.067991048
0.0974089636
0.0172744393
0.0353548098
0.0441244987
0.0649404305
-0.0410426234
-0.0393353502
-0.0083928979
-0.0333477245
0.0045408301
0.0041763868
0.0163973011
-0.0053720496
0.0203415108
-0.007762291
-0.0132830081
-0.0289592918
-0.1069213765
-0.0053134905

-0.3617269868
-0.7367758149
0.6973762155
0.2675340402
-0.8220308311
0.4948678111
-1.1673742643
0.8147329423
-1.4067397114
0.1910550929
-0.4480130195
0.5756540023
-0.5171216067
-0.1515788933
1.2288716047
-1.5992755305
1.004875537
-1.7962645268
2.5734603488
0.4563757075
0.934043417
1.1657309907
1.7156698584
-1.0843105191
-1.0392058416
-0.2217330837
-0.8810179627
0.1199647923
0.1103365181
0.4332024759
-0.1419248921
0.5374050761
-0.2050729975
-0.3509255559
-0.7650793763
-2.8247700468
-0.1403778105

X Variable 1 Residual P

Intercept (Rf)
-0.0118199846

0.2

Beta
0.5608
0.1443
0.2186
15.1082
0.0220

Intercept (Rf)
-0.0118
0.0051
0.0382
54.0000
0.0788

F
15.1082394578

Significance F
0.0002797968

P-value
0.0245420694
0.0002797968

Residuals

0
-0.08

-0.06

-0.04

0.02

-0.2
X Variable 1

Lower 95%
Upper 95%
Lower 95.0%
-0.0220640127 -0.0015759565 -0.0220640127
0.2715549886 0.8501094604 0.2715549886

PROBABILITY OUTPUT
Percentile
0.8928571429
2.6785714286
4.4642857143
6.25
8.0357142857
9.8214285714
11.6071428571
13.3928571429
15.1785714286
16.9642857143
18.75
20.5357142857
22.3214285714
24.1071428571
25.8928571429
27.6785714286
29.4642857143
31.25
33.0357142857

-0.02

Y
-0.1277719113
-0.0917602996
-0.0884955752
-0.0859051861
-0.0836930456
-0.0782713811
-0.0666254125
-0.0578098944
-0.0575334662
-0.0537063508
-0.0519509982
-0.0450542005
-0.0430715684
-0.0414979757
-0.0349455558
-0.0348082596
-0.0320754717
-0.03207506
-0.0288638153

0.

34.8214285714
36.6071428571
38.3928571429
40.1785714286
41.9642857143
43.75
45.5357142857
47.3214285714
49.1071428571
50.8928571429
52.6785714286
54.4642857143
56.25
58.0357142857
59.8214285714
61.6071428571
63.3928571429
65.1785714286
66.9642857143
68.75
70.5357142857
72.3214285714
74.1071428571
75.8928571429
77.6785714286
79.4642857143
81.25
83.0357142857
84.8214285714
86.6071428571
88.3928571429
90.1785714286
91.9642857143
93.75
95.5357142857
97.3214285714
99.1071428571

-0.024742268
-0.0233937397
-0.0230496454
-0.0208955224
-0.0181598063
-0.0147864184
-0.013239665
-0.0114754098
-0.0097067745
-0.0080745342
-0.0079844627
-0.0079315383
-0.0078250401
-0.0058958402
-0.0022099448
-0.0021536253
0
0.0029479201
0.0060544904
0.0114503817
0.0150609081
0.0171521036
0.0207288532
0.0212985228
0.0244723157
0.0249471459
0.0256876563
0.0326356864
0.033499084
0.0340398202
0.0360635697
0.0409356725
0.0483726486
0.0486008837
0.0529756537
0.0626522798
0.0676028739

iable 1 Residual Plot

.06

Normal Probability P

0.2

0.1

0
-0.04

-0.02

Y
0

0.02

0.04

0.06

0.08

0.1

-0.2

0
-0.1

20

40

80

-0.2

X Variable 1

Sample Percentile

X Variable 1 Line Fit Plot

0.1
0
Y -0.08-0.06-0.04-0.02 0
-0.1

Y
0.02 0.04 0.06 0.08 0.1

-0.2

Upper 95.0%
-0.0015759565
0.8501094604

60

X Variable 1

Predicted Y

al Probability Plot
40

60

80

Sample Percentile

ot
Y
Predicted Y

100

120

JB Hi Fi (JBH.AX)
Date
Open
High
Low
Close
Volume
Adj Close
8/3/2015
19.55
22.37
19.28
20.35 1678800
20.35
7/1/2015
19.49
21.19
18.77
19.31
807500
19.31
6/1/2015
21.7
21.92
19.35
19.48
754900
19.48
5/1/2015
19.55
21.94
18.55
21.85
691300
21.85
4/1/2015
18.66
19.69
18.06
19.59
464600
19.59
3/2/2015
17.5
18.89
16.92
18.67
736700
18.67
2/2/2015
17.01
18.07
16.55
17.48
932500
17.48
1/1/2015
15.79
16.88
15.59
16.75
721700
16.2
12/1/2014
15.5
16.4
15.06
15.79
613800
15.272
11/3/2014
15.59
16.29
15.25
15.47
779700
14.962
10/1/2014
15.25
16.48
14.35
15.61 1011400
15.097
9/1/2014
16.82
17.32
15.03
15.4
838400
14.894
8/1/2014
19.5
20.05
16.48
16.87 1079900
16.316
7/1/2014
18.31
19.96
18.18
19.92
499600
18.798
6/2/2014
18.16
19.74
17.56
18.3
853800
17.27
5/1/2014
19.3
20.06
17.88
18.14
755900
17.119
4/1/2014
18.65
21.45
18.52
19.3
789100
18.213
3/3/2014
18.29
20.18
17.6
18.75
876300
17.694
2/3/2014
18.1
19.22
17.5
18.38 1226700
17.345
1/1/2014
21.5
22.5
17.48
18
948700
16.285
12/2/2013
20.2
21.7
18.64
21.5
517400
19.451
11/1/2013
21.6
23.13
19.94
20.4
531400
18.456
10/1/2013
20.84
22.07
20.29
21.8
492800
19.723
9/2/2013
18.88
21.69
18.48
20.95
569700
18.954
8/1/2013
18.45
19.345
18.11
18.86
837100
17.063
7/1/2013
16.75
18.93
16.11
18.58
616800
16.526
6/3/2013
15.14
17.23
14.9
16.81
600900
14.952
5/1/2013
16
17.55
14.54
15.08
619400
13.413
4/1/2013
14.76
16.66
14.51
16
532400
14.232
3/1/2013
12.95
15.65
12.93
14.76
991000
13.129
2/1/2013
9.95
13.04
9.9
12.95 1541100
11.519
1/1/2013
10.35
10.91
9.74
9.9
813200
8.311
12/3/2012
9.95
10.57
9.93
10.35
936300
8.688
11/1/2012
10.27
10.87
9.65
9.93 1017300
8.336
10/1/2012
8.97
10.58
8.92
10.25
951600
8.604
9/3/2012
9.16
9.18
8.47
9.07
534600
7.614
8/1/2012
8.87
10
8.7
9.13
623300
7.664
7/2/2012
8.95
9.15
8.34
8.84
422700
7.247
6/1/2012
9.09
9.21
7.83
8.86 1002000
7.263
5/1/2012
9.66
10.02
8.9
9.17
683600
7.517
4/2/2012
11
11
9.63
9.66
900500
7.919
3/1/2012
11.4
11.44
10.27
10.96 1054900
8.985
2/1/2012
12.59
12.86
11.11
11.4
982300
9.345
1/2/2012
11.29
12.62
11.11
12.6
713400
9.717
12/1/2011
15.8
16.29
11.1
11.29 1322000
8.707
11/1/2011
15.8
16.75
14.99
15.55
753700
11.992

10/3/2011
9/1/2011
8/1/2011
7/1/2011
6/1/2011
5/2/2011
4/1/2011
3/1/2011
2/1/2011
1/3/2011
12/1/2010

15.05
14.94
15.15
17.07
17.2
18.91
19.46
19.54
18.42
17.9
18.58

16.82
15.63
16.05
17.34
17.28
19.52
20.21
20.5
19.74
19.92
18.95

13.41
14.13
13.35
14.95
16.02
16.33
18.87
17.32
18.36
17.51
17.33

15.82
15.2
14.8
15
17.07
17.1
18.91
20.13
19.56
18.45
17.9

1222900
781000
1198100
1033500
1269600
1455100
575400
1396000
714700
689000
861500

12.2
11.722
11.413
11.258
12.812
12.835
14.193
15.109
14.681
13.355
12.957

S&P200 (AXJO.AX)
Date
Open
High
Low
Close
Volume
Adj Close
8/3/2015
5699.2
5727.7
5351.5
5356.5
0
5356.5
7/1/2015
5459
5718.9
5383.7
5699.2
0
5699.2
6/1/2015
5777.2
5777.2
5390.5
5459
0
5459
5/1/2015
5790
5901.8
5574.6
5777.2
0
5777.2
4/1/2015
5891.5
5996.4
5749.9
5790
0
5790
3/2/2015
5928.8
5996.9
5748.7
5891.5
0
5891.5
2/2/2015
5588.3
5955.5
5588.3
5928.8
0
5928.8
1/2/2015
5411
5619.5
5267.4
5588.3
0
5588.3
12/1/2014
5313
5486.7
5142.8
5411 2.5E+008
5411
11/3/2014
5526.6
5550.3
5292.9
5313 5.8E+008
5313
10/1/2014
5292.8
5526.6
5122
5526.6 6.6E+008
5526.6
9/1/2014
5625.9
5672.7
5253.1
5292.8 6.2E+008
5292.8
8/1/2014
5632.9
5679.5
5425.2
5625.9 6.4E+008
5625.9
7/1/2014
5395.7
5644.2
5370.9
5632.9 5.5E+008
5632.9
6/2/2014
5484.1
5526
5373.6
5395.7 6.5E+008
5395.7
5/1/2014
5489.1
5541.7
5372.1
5492.5 6.1E+008
5492.5
4/1/2014
5394.8
5554.5
5350.5
5489.1 5.9E+008
5489.1
3/3/2014
5404.8
5462.3
5288.5
5394.8 7.0E+008
5394.8
2/3/2014
5190
5461.7
5052.2
5404.8 7.3E+008
5404.8
1/2/2014
5352.2
5383.4
5158.9
5190 5.2E+008
5190
12/2/2013
5320
5367.4
5028.2
5352.2 6.3E+008
5352.2
11/1/2013
5425.5
5439.2
5284.9
5320.1 6.2E+008
5320.1
10/1/2013
5218.9
5457.3
5118.9
5425.5 5.4E+008
5425.5
9/2/2013
5135
5314.3
5115.1
5218.9 6.5E+008
5218.9
8/1/2013
5052
5168.2
5007.9
5135 7.2E+008
5135
7/1/2013
4802.6
5098.5
4702.7
5052 1.1E+008
5052
6/3/2013
4926.6
4933.3
4632.3
4802.6
0
4802.6
5/1/2013
5187.3
5249.6
4897.9
4926.6
0
4926.6
4/2/2013
4966.5
5195.1
4883.7
5191.2
0
5191.2
3/1/2013
5104.1
5163.5
4927.9
4966.5
0
4966.5
2/1/2013
4878.8
5112.5
4869.5
5104.1
0
5104.1
1/2/2013
4648.9
4906.2
4648.9
4878.8
0
4878.8
12/3/2012
4506
4688.6
4500.2
4649
0
4649
11/1/2012
4517
4519.3
4334.3
4506
0
4506
10/1/2012
4387
4581.8
4375
4517
0
4517
9/3/2012
4310
4421
4261.2
4387
0
4387
8/1/2012
4269.2
4403.9
4212.7
4316.1
0
4316.1
7/2/2012
4094.6
4288.1
4062.3
4269.2
0
4269.2
6/1/2012
4076.3
4159.3
3985
4094.6
0
4094.6
5/1/2012
4398.6
4448.5
4024.8
4076.3
0
4076.3
4/2/2012
4349.4
4397.9
4248.9
4396.6
0
4396.6
3/1/2012
4291
4361.1
4143.7
4335.2
0
4335.2
2/1/2012
4258.9
4318.8
4170.2
4298.5
0
4298.5
1/3/2012
4069.9
4315.6
4069.1
4262.7
0
4262.7
12/1/2011
4157.5
4335.2
4038.1
4056.6
0
4056.6
11/1/2011
4278.1
4365
3973.8
4119.8
0
4119.8

10/3/2011
9/1/2011
8/1/2011
7/1/2011
6/1/2011
5/2/2011
4/1/2011
3/1/2011
2/1/2011
1/4/2011
12/1/2010

3990.6
4297.9
4440.9
4612.2
4711.3
4826.3
4836.1
4839.7
4759.1
4758.3
4581.4

4417.6
4354.6
4517.4
4657.4
4724.8
4835.5
4976.4
4864.3
4944.4
4839.2
4811.9

3840.2
3862.4
3765.9
4421.1
4451.7
4582.7
4788.6
4477.4
4751.8
4686.5
4557

4298.1
4008.6
4296.5
4424.6
4608
4708.3
4823.2
4837.9
4831.7
4753.9
4745.2

0
0
0
0
0
0
40169400
0
76887100
43505300
53885700

4298.1
4008.6
4296.5
4424.6
4608
4708.3
4823.2
4837.9
4831.7
4753.9
4745.2

JBH Return
-0.0511056511
0.0088037286
0.1216632444
-0.1034324943
-0.0469627361
-0.0637386181
-0.0732265446
-0.0572839506
-0.0202985856
0.0090228579
-0.0134463801
0.0954746878
0.1521206178
-0.0812852431
-0.0087434858
0.063905602
-0.0284961291
-0.0197242003
-0.0611127126
0.1944120356
-0.0511541823
0.0686497616
-0.0389900117
-0.099767859
-0.0314716052
-0.0952438582
-0.102929374
0.0610601655
-0.0775014053
-0.1226292939
-0.2784963973
0.045361569
-0.0405156538
0.0321497121
-0.1150627615
0.0065668505
-0.0544102296
0.0022078101
0.0349717747
0.0534787814
0.1346129562
0.040066778
0.0398073836
-0.1039415457
0.3772826461
0.0173448966
-0.0391803279

AXJO Return
0.0639783805
-0.0421462989
0.0582890997
0.0022155723
0.0175302245
0.006331122
-0.0574315226
-0.0317269673
-0.0181112549
0.0402032934
-0.0423045433
0.0629345732
0.0012442454
-0.0421096968
0.0179401749
-0.0006190081
-0.0171795543
0.0018536369
-0.0397424165
0.0312524461
-0.0059975516
0.0198116389
-0.0380794577
-0.0160761662
-0.0161635833
-0.0493665681
0.0258193473
0.0537084585
-0.0432848256
0.0277056474
-0.0441410413
-0.0471017082
-0.0307593031
0.0024411895
-0.0287801638
-0.0161613636
-0.0108662686
-0.0408976129
-0.0044693129
0.0785761708
-0.0139653145
-0.0084656287
-0.0083284413
-0.0483496581
0.0155794768
0.0432788731
-0.0673553415

Beta:

Slope ():
1.0942408116
Linest() + extra:
Variable
Std Error
Accuracy

Regression:
SUMMARY OUTPUT
Regression Statistics
Multiple R
R Square
Adjusted R Square
Standard Error
Observations
ANOVA
Regression
Residual
Total

Intercept
X Variable 1

RESIDUAL OUTPUT
Observation
1
2
3
4
5
6
7
8
9
10
11

-0.0263606893
-0.0135810041
0.138035175
0.001795192
0.105804441
0.0645388572
-0.0283274869
-0.0903208228
-0.0298015724

0.0718205595
0.0298149885
0.0414500515
0.0217664507
0.0244037964
0.0030477082
-0.0012814872
-0.0161020531
-0.0018300148

12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56

Linest():
Beta:
1.0942408116
Beta
1.0942408116
0.338299127
0.1623000935
10.4622251704
0.0839277481

Intercept (Rf):
-0.001876518

Intercept (Rf)
-0.001876518
0.0119800155
0.0895654998
54
0.433186853

ression Statistics
0.4028648576
0.1623000935
0.1467871322
0.0895654998
56

df
1
54
55

SS
0.0839277481
0.433186853
0.5171146011

MS
F
0.0839277481 10.46222517
0.0080219788

Coefficients
-0.001876518
1.0942408116

Standard Error
0.0119800155
0.338299127

t Stat
P-value
-0.1566373629 0.8761148178
3.2345363146 0.0020814097

Predicted Y
0.0681312369
-0.0479947184
0.0619057937
0.0005478517
0.0173057691
0.005051254
-0.0647204339
-0.0365934604
-0.0216945922
0.0421155664
-0.0481678758

Residuals
Standard Residuals
-0.119236888
-1.3435515795
0.056798447
0.6400002921
0.0597574507
0.6733421055
-0.1039803459
-1.1716421009
-0.0642685052
-0.7241723014
-0.0687898721
-0.7751186971
-0.0085061107
-0.095846165
-0.0206904902
-0.2331387644
0.0013960066
0.015730089
-0.0330927085
-0.3728859541
0.0347214957
0.3912389965

0.0669890605
-0.000515014
-0.0479546668
0.0177543535
-0.002553862
-0.0206750874
0.0001518071
-0.0453642921
0.0323211839
-0.0084392838
0.0198021858
-0.0435446148
-0.0194677151
-0.0195633705
-0.0558954316
0.0263760655
0.0568934692
-0.0492405407
0.0284401321
-0.0501774468
-0.0534171295
-0.0355346028
0.0007947312
-0.0333689479
-0.0195609416
-0.0137668326
-0.0466283552
-0.0067670226
0.0841047349
-0.0171579351
-0.0111399544
-0.0109898384
-0.0547826871
0.0151711813
0.0454809912
-0.0755794816
0.0767124693
0.0307482592
0.04347982
0.0219412207
0.024827112
0.0014584087
-0.0032787737
-0.0194960417
-0.0038789949

0.0284856273
0.1526356317
-0.0333305763
-0.0264978393
0.0664594639
-0.0078210417
-0.0198760074
-0.0157484205
0.1620908517
-0.0427148985
0.0488475758
0.0045546031
-0.0803001439
-0.0119082347
-0.0393484266
-0.1293054395
0.0041666963
-0.0282608646
-0.151069426
-0.2283189504
0.0987786985
-0.004981051
0.0313549809
-0.0816938137
0.0261277922
-0.040643397
0.0488361653
0.0417387973
-0.0306259535
0.1517708913
0.0512067324
0.050797222
-0.0491588586
0.3621114649
-0.0281360946
0.0363991537
-0.1030731586
-0.0443292633
0.094555355
-0.0201460287
0.080977329
0.0630804485
-0.0250487133
-0.0708247812
-0.0259225776

0.3209737373
1.7198859136
-0.375566229
-0.298575503
0.7488598469
-0.0881268633
-0.2239612387
-0.177451924
1.826426565
-0.4813080105
0.5504105207
0.0513208984
-0.9048155057
-0.1341810228
-0.4433748781
-1.4570032008
0.0469499959
-0.318441129
-1.7022380347
-2.5726794073
1.1130303597
-0.0561260783
0.3533053808
-0.9205192635
0.2944058421
-0.4579664999
0.550281948
0.4703093818
-0.3450907588
1.7101420879
0.5769933054
0.5723789763
-0.5539180299
4.0802426042
-0.317035231
0.4101427108
-1.161419988
-0.4994985417
1.065442068
-0.2270038165
0.9124459726
0.710785375
-0.2822468685
-0.7980478875
-0.2920935007

Significance F
0.0020814097

Lower 95%
Upper 95%
Lower 95.0%
-0.0258950029 0.0221419669 -0.0258950029
0.4159918986 1.7724897246 0.4159918986

PROBABILITY OUTPUT
Percentile
0.8928571429
2.6785714286
4.4642857143
6.25
8.0357142857
9.8214285714
11.6071428571
13.3928571429
15.1785714286
16.9642857143
18.75

Y
-0.278496397
-0.122629294
-0.115062762
-0.103941546
-0.103432494
-0.102929374
-0.099767859
-0.095243858
-0.090320823
-0.081285243
-0.077501405

Upper 95.0%
0.0221419669
1.7724897246

20.5357142857
22.3214285714
24.1071428571
25.8928571429
27.6785714286
29.4642857143
31.25
33.0357142857
34.8214285714
36.6071428571
38.3928571429
40.1785714286
41.9642857143
43.75
45.5357142857
47.3214285714
49.1071428571
50.8928571429
52.6785714286
54.4642857143
56.25
58.0357142857
59.8214285714
61.6071428571
63.3928571429
65.1785714286
66.9642857143
68.75
70.5357142857
72.3214285714
74.1071428571
75.8928571429
77.6785714286
79.4642857143
81.25
83.0357142857
84.8214285714
86.6071428571
88.3928571429
90.1785714286
91.9642857143
93.75
95.5357142857
97.3214285714
99.1071428571

-0.073226545
-0.063738618
-0.061112713
-0.057283951
-0.05441023
-0.051154182
-0.051105651
-0.046962736
-0.040515654
-0.039180328
-0.038990012
-0.031471605
-0.029801572
-0.028496129
-0.028327487
-0.026360689
-0.020298586
-0.0197242
-0.013581004
-0.01344638
-0.008743486
0.001795192
0.0022078101
0.0065668505
0.0088037286
0.0090228579
0.0173448966
0.0321497121
0.0349717747
0.0398073836
0.040066778
0.045361569
0.0534787814
0.0610601655
0.063905602
0.0645388572
0.0686497616
0.0954746878
0.105804441
0.1216632444
0.1346129562
0.138035175
0.1521206178
0.1944120356
0.3772826461

X Variable 1 Residual Plot

0.5
Residuals

0
-0.08 -0.06 -0.04 -0.02

0.02 0.04 0.06 0.08

0.1

-0.5
X Variable 1

X Variable 1 Line Fit Plot

0.5
Y
Y

0
-0.08-0.06-0.04-0.02 0

Predicted Y

0.02 0.04 0.06 0.08 0.1

-0.5
X Variable 1

Normal Probability Plot

0.5
Y

0
0

20

40

60

-0.5
Sample Percentile

80

100

120