MONTHLY RETURNS (%)

DATE S&P 500 DATE

Jan-02 -1.7 Jan-02
Feb-02 -2.31 Feb-02
Mar-02 4.37 Mar-02
Apr-02 -5.06 Apr-02
May-02 -1.19 May-02
Jun-02 -7.15 Jun-02
Jul-02 -8.23 Jul-02
Aug-02 0.64 Aug-02
Sep-02 -10.14 Sep-02
Oct-02 7.35 Oct-02
Nov-02 5.96 Nov-02
Dec-02 -5.5 Dec-02
Jan-03 -2.46 Jan-03
Feb-03 -1.72 Feb-03
Mar-03 0.89 Mar-03
Apr-03 8.12 Apr-03
May-03 6.18 May-03
Jun-03 1.48 Jun-03
Jul-03 2.18 Jul-03
Aug-03 2.34 Aug-03
Sep-03 -1.06 Sep-03
Oct-03 5.89 Oct-03
Nov-03 1.51 Nov-03
Dec-03 4.39 Dec-03
Jan-04 2.2 Jan-04
Feb-04 1.4 Feb-04
Mar-04 -1.2 Mar-04
Apr-04 -2.56 Apr-04
May-04 1.24 May-04
Jun-04 2 Jun-04
Jul-04 -3.88 Jul-04
Aug-04 0.11 Aug-04
Sep-04 1.91 Sep-04
Oct-04 1.66 Oct-04
Nov-04 4.43 Nov-04
Dec-04 3.34 Dec-04
Jan-05 -2.74 Jan-05
Feb-05 2.09 Feb-05
Mar-05 -1.86 Mar-05
Apr-05 -2.66 Apr-05
 May-05 3.59 May-05
Jun-05 0.99 Jun-05
Jul-05 4.22 Jul-05
Aug-05 -0.78 Aug-05
Sep-05 0.93 Sep-05
Oct-05 -2.19 Oct-05
Nov-05 3.82 Nov-05
Dec-05 0.19 Dec-05
Jan-06 3.9 Jan-06
Feb-06 -0.36 Feb-06
Mar-06 1.76 Mar-06
Apr-06 1.15 Apr-06
May-06 -3.3 May-06
Jun-06 -0.19 Jun-06
Jul-06 -0.28 Jul-06
Aug-06 2.3 Aug-06
Sep-06 1.81 Sep-06
Oct-06 3.6 Oct-06
Nov-06 2.13 Nov-06
Dec-06 0.91 Dec-06
Average Return 0.574333
Annual Return 6.892
Standard deviation 3.601713
Annual SD 12.4767

COREL S&P and Reynolds 0.282925

COREL S&P and hasbro 0.63009

Portfolio risk With S&P and Reynolds 12.44762

Portfolio risk With S&P and hasbro 12.53098

Portfolio return With S&P and Reynolds 7.04806

Portfolio return With S&P and hasbro 6.96514

Beta for reynolds 0.735763

Beta for hasbro 1.419799

Beta capture the market risk

The more risk value the more riskier the portfolio is

Can there be any stock with negative beta value

and what its implication and significance?
URNS (%)
REYNOLDS DATE HASBRO
6.13 Jan-02 1.66
9.87 Feb-02 -13.27
-1.37 Mar-02 10.55
6.87 Apr-02 1.01
2.17 May-02 -4.26
-23.97 Jun-02 -11.37
1.64 Jul-02 -9.66 REYNOLDS
7.71 Aug-02 7.35 BETA 0.735763
-31.48 Sep-02 -15.36
0.57 Oct-02 -8.18
-4.81 Nov-02 25.44
9.09 Dec-02 -9.91
0.59 Jan-03 3.9
-5.78 Feb-03 0.92
-19.17 Mar-03 14.7
-12.68 Apr-03 15.19
21.02 May-03 0.06
9.15 Jun-03 9.24
-4.54 Jul-03 7.78
-3.86 Aug-03 -1.86
15.78 Sep-03 0.97
21.47 Oct-03 16.7
14.93 Nov-03 1.42
5.34 Dec-03 -3.75
1.56 Jan-04 -7.19
4.52 Feb-04 10.73
-1.99 Mar-04 -0.55
7.06 Apr-04 -13.15
-13.23 May-04 4.08
20.27 Jun-04 -3.36
6.45 Jul-04 -4.37
4.93 Aug-04 1.98
-9.88 Sep-04 1.46
1.21 Oct-04 -5.9
9.83 Nov-04 7.57
3.93 Dec-04 1.84
2.32 Jan-05 1.14
1.9 Feb-05 7.76
-1.66 Mar-05 -3.17
-3.25 Apr-05 -7.48
 6.34 May-05 6.66
-4.96 Jun-05 3.02
5.72 Jul-05 5.53
0.76 Aug-05 -5.65
-1.1 Sep-05 -5.07
2.38 Oct-05 -4.12
4.73 Nov-05 8.39
7.09 Dec-05 -1.18
6.08 Jan-06 5.05
4.96 Feb-06 -4.29
-0.61 Mar-06 3.99
3.93 Apr-06 -6.59
0.26 May-06 -5.94
4.88 Jun-06 -2.32
9.96 Jul-06 3.26
2.65 Aug-06 8.56
-4.76 Sep-06 12.07
1.92 Oct-06 13.93
1.71 Nov-06 3.2
1.91 Dec-06 1.87
1.87483333 1.183833
22.498 14.206
9.36645828 8.115834
32.4463632 28.11407
REYNOLDS HASBRO
1.419799