Professional Documents
Culture Documents
Company Name Stock Symbol Average Monthly Return (5 Years) Standard Deviation of Monthly Returns
Company Name Stock Symbol Average Monthly Return (5 Years) Standard Deviation of Monthly Returns
3/7/2012 29.98
4/2/2012 29.35 -2.10%
5/1/2012 31.01 5.66%
6/1/2012 27.25 -12.13% Company name
7/2/2012 28.06 2.97% Stock Symbol
8/1/2012 26.39 -5.95% Average monthly return (5 years)
9/3/2012 24.74 -6.25% Standard deviation of monthly returns
10/1/2012 24.66455 -0.30%
11/1/2012 26.82829 8.77%
12/3/2012 27.04664 0.81%
1/1/2013 29.02179 7.30%
2/1/2013 29.89523 3.01%
3/1/2013 27.98955 -6.37%
4/1/2013 26.81285 -4.20%
5/1/2013 26.75361 -0.22%
6/3/2013 26.88195 0.48%
7/24/2013 29.56719 9.99%
8/1/2013 30.4853 3.11%
9/2/2013 26.724 -12.34%
10/1/2013 27.15581 1.62%
11/1/2013 32.909 21.19%
12/2/2013 31.6327 -3.88%
1/1/2014 32.83046 3.79%
2/3/2014 32.7421 -0.27%
3/3/2014 32.28067 -1.41%
4/1/2014 33.27033 3.07%
5/1/2014 31.12984 -6.43%
6/2/2014 36.05588 15.82%
7/1/2014 34.56048 -4.15%
8/1/2014 32.41999 -6.19%
9/1/2014 32.55683 0.42%
10/1/2014 33.54144 3.02%
11/3/2014 30.83397 -8.07%
12/1/2014 33.33692 8.12%
1/1/2015 33.56092 0.67%
2/2/2015 30.50284 -9.11%
3/2/2015 30.30806 -0.64%
4/1/2015 31.58118 4.20%
5/1/2015 30.31017 -4.02%
6/1/2015 33.57016 10.76%
7/1/2015 32.04689 -4.54%
8/3/2015 33.00742 3.00%
9/1/2015 32.40588 -1.82%
10/1/2015 30.33733 -6.38%
11/2/2015 28.98428 -4.46%
12/1/2015 28.02064 -3.32%
1/1/2016 27.52547 -1.77%
2/1/2016 26.56925 -3.47%
3/1/2016 26.26188 -1.16%
4/1/2016 24.92127 -5.10%
5/2/2016 24.04431 -3.52%
6/1/2016 22.34145 -7.08%
7/1/2016 21.47299 -3.89%
8/1/2016 20.74076 -3.41%
9/1/2016 21.10688 1.77%
10/3/2016 19.982 -5.33%
11/1/2016 19.67654 -1.53%
12/1/2016 19.10805 -2.89%
1/2/2017 16.46075 -13.85%
2/1/2017 16.83409 2.27%
3/1/2017 16.94439 0.66%
AVERAGE -0.75%
ST DEV 6.35%
Twenty-first Century Fox, Inc
FOX
1.30%
6.51%
Date Adj Close FOX Return SP 500 SP Return
3/7/2012 29.98 2362.98
4/2/2012 29.35 -2.10% 2363.6399 0.03%
5/1/2012 31.01 5.66% 2278.8701 -3.59%
6/1/2012 27.25 -12.13% 2238.8301 -1.76%
7/2/2012 28.06 2.97% 2198.8101 -1.79%
8/1/2012 26.39 -5.95% 2126.1499 -3.30%
9/3/2012 24.74 -6.25% 2168.27 1.98%
10/1/2012 24.66455 -0.30% 2170.95 0.12%
11/1/2012 26.82829 8.77% 2173.6001 0.12%
12/3/2012 27.04664 0.81% 2098.8601 -3.44%
1/1/2013 29.02179 7.30% 2096.95 -0.09%
2/1/2013 29.89523 3.01% 2065.3 -1.51%
3/1/2013 27.98955 -6.37% 2059.74 -0.27%
4/1/2013 26.81285 -4.20% 1932.23 -6.19%
5/1/2013 26.75361 -0.22% 1940.24 0.41%
6/3/2013 26.88195 0.48% 2043.9399 5.34%
7/24/2013 29.56719 9.99% 2080.4099 1.78%
8/1/2013 30.4853 3.11% 2079.3601 -0.05%
9/2/2013 26.724 -12.34% 1920.03 -7.66%
10/1/2013 27.15581 1.62% 1972.1801 2.72%
11/1/2013 32.909 21.19% 2103.8401 6.68%
12/2/2013 31.6327 -3.88% 2063.1101 -1.94%
1/1/2014 32.83046 3.79% 2107.3899 2.15%
2/3/2014 32.7421 -0.27% 2085.51 -1.04%
3/3/2014 32.28067 -1.41% 2067.8899 -0.84%
4/1/2014 33.27033 3.07% 2104.5 1.77%
5/1/2014 31.12984 -6.43% 1994.99 -5.20%
6/2/2014 36.05588 15.82% 2058.8999 3.20%
7/1/2014 34.56048 -4.15% 2067.5601 0.42%
8/1/2014 32.41999 -6.19% 2018.05 -2.39%
9/1/2014 32.55683 0.42% 1972.29 -2.27%
10/1/2014 33.54144 3.02% 2003.37 1.58%
11/3/2014 30.83397 -8.07% 1930.67 -3.63%
12/1/2014 33.33692 8.12% 1960.23 1.53%
1/1/2015 33.56092 0.67% 1923.5699 -1.87%
2/2/2015 30.50284 -9.11% 1883.95 -2.06%
3/2/2015 30.30806 -0.64% 1872.34 -0.62%
4/1/2015 31.58118 4.20% 1859.45 -0.69%
5/1/2015 30.31017 -4.02% 1782.59 -4.13%
6/1/2015 33.57016 10.76% 1848.36 3.69%
7/1/2015 32.04689 -4.54% 1805.8101 -2.30%
8/3/2015 33.00742 3.00% 1756.54 -2.73%
9/1/2015 32.40588 -1.82% 1681.55 -4.27%
10/1/2015 30.33733 -6.38% 1632.97 -2.89%
11/2/2015 28.98428 -4.46% 1685.73 3.23%
12/1/2015 28.02064 -3.32% 1606.28 -4.71%
1/1/2016 27.52547 -1.77% 1630.74 1.52%
2/1/2016 26.56925 -3.47% 1597.5699 -2.03%
3/1/2016 26.26188 -1.16% 1569.1899 -1.78%
4/1/2016 24.92127 -5.10% 1514.6801 -3.47%
5/2/2016 24.04431 -3.52% 1498.11 -1.09%
6/1/2016 22.34145 -7.08% 1426.1899 -4.80%
7/1/2016 21.47299 -3.89% 1416.1801 -0.70%
8/1/2016 20.74076 -3.41% 1412.16 -0.28%
9/1/2016 21.10688 1.77% 1440.67 2.02%
10/3/2016 19.982 -5.33% 1406.58 -2.37%
11/1/2016 19.67654 -1.53% 1379.3199 -1.94%
12/1/2016 19.10805 -2.89% 1362.16 -1.24%
1/2/2017 16.46075 -13.85% 1310.33 -3.80%
2/1/2017 16.83409 2.27% 1397.91 6.68%
3/1/2017 16.94439 0.66% 1408.47 0.76%
Regression Statistics
Multiple R 0.6135971463
R Square 0.3765014579
Adjusted R Square 0.3657514831
Standard Error 0.0506110138
Observations 60
ANOVA
df SS MS F Significance F
Regression 1 0.0897117414 0.089712 35.02347 0.000000186
Residual 58 0.1485655336 0.002561
Total 59 0.2382772751
RESIDUAL OUTPUT
Y
0.00%
-10.00% -5.00% 0.00%
-10.00% 5.00% 10.00%
-20.00%
X Variable 1