Price Data

Date Stock Index Turner Fastbuck Stock Index Return

Day 1 2737.41 25.13 -
Day 2 2748.07 25.06 0.3887%
Day 3 2798.74 25.17 1.8270%
Day 4 2784.67 24.93 -0.5040%
Day 5 2745.63 24.71 -1.4119%
Day 6 2765.77 24.89 0.7309%
Day 7 2751.72 24.87 -0.5093%
Day 8 2701.02 24.41 -1.8597%
Day 9 2715.61 24.67 0.5387%
Day 10 2700.97 24.68 -0.5406%
Day 11 2667.33 24.39 -1.2533%
Day 12 2616.82 23.82 -1.9118%
Day 13 2636.05 23.81 0.7322%
Day 14 2643.67 23.83 0.2887%
Day 15 2692.09 24.34 1.8150%
Day 16 2683.87 24.31 -0.3058%
Day 17 2698.30 24.54 0.5362%
Day 18 2736.42 24.80 1.4029%
Day 19 2743.06 24.61 0.2424%
Day 20 2730.68 24.41 -0.4523%
Day 21 2756.89 24.49 0.9553%
Day 22 2776.79 24.61 0.7192%
Day 23 2781.07 24.39 0.1540%
Day 24 2789.60 24.48 0.3062%
Day 25 2789.19 24.55 -0.0147%
Day 26 2791.19 24.77 0.0717%
Day 27 2799.82 25.12 0.3087%
Day 28 2796.14 25.17 -0.1315%
Day 29 2780.42 25.05 -0.5638%
Day 30 2771.51 24.96 -0.3210%
Day 31 2744.79 24.63 -0.9688%
Day 32 2761.52 24.62 0.6077%
Day 33 2760.22 24.42 -0.0471%
Day 34 2764.65 24.37 0.1604%
Day 35 2735.38 24.10 -1.0644%
Day 36 2744.97 24.16 0.3500%
Day 37 2802.51 24.75 2.0745%
Day 38 2820.16 24.52 0.6278%
Day 39 2825.88 24.61 0.2026%
Day 40 2847.54 25.16 0.7636%
Day 41 2869.88 25.34 0.7815%
Day 42 2872.53 25.66 0.0923%
Day 43 2873.54 24.90 0.0352%
Day 44 2864.08 24.65 -0.3298%
Day 45 2841.62 24.80 -0.7873%
Day 46 2828.23 25.04 -0.4723%
Day 47 2814.72 24.78 -0.4788%
Day 48 2827.56 24.85 0.4551%
Day 49 2843.25 24.82 0.5534%
Day 50 2871.89 24.66 1.0023%
Day 51 2845.06 24.36 -0.9386%
Day 52 2863.04 24.33 0.6300%
Day 53 2828.47 24.05 -1.2148%
Day 54 2782.31 23.61 -1.6454%
Day 55 2783.21 23.71 0.0323%
Day 56 2815.00 23.88 1.1357%
Day 57 2823.31 23.91 0.2948%
Day 58 2803.32 23.68 -0.7106%
Day 59 2758.90 23.37 -1.5972%
Day 60 2746.16 23.35 -0.4628%
Day 61 2761.38 23.39 0.5527%
Day 62 2782.92 23.86 0.7770%
Day 63 2796.86 23.94 0.4997%
Day 64 2835.30 24.19 1.3650%
Day 65 2769.19 23.63 -2.3593%
Day 66 2773.31 23.42 0.1487%
Day 67 2732.78 23.12 -1.4722%
Day 68 2702.56 23.22 -1.1120%
Day 69 2701.56 23.27 -0.0370%
Day 70 2675.38 23.15 -0.9738%
Day 71 2684.87 23.17 0.3541%
Day 72 2643.73 22.93 -1.5442%
Day 73 2639.69 23.25 -0.1529%
Day 74 2678.72 23.42 1.4678%
Day 75 2631.46 22.96 -1.7800%
Day 76 2623.70 23.21 -0.2953%
Day 77 2616.48 23.46 -0.2756%
Day 78 2629.66 23.66 0.5025%
Day 79 2687.26 23.94 2.1668%
Day 80 2669.19 23.84 -0.6747%
Day 81 2686.75 23.82 0.6557%
Day 82 2652.89 23.50 -1.2683%
Day 83 2688.28 24.37 1.3252%
Day 84 2729.31 24.95 1.5147%
Day 85 2740.49 24.78 0.4088%
Day 86 2773.52 25.14 1.1981%
Day 87 2816.03 25.16 1.5211%
Day 88 2825.77 25.17 0.3453%
Day 89 2834.02 25.46 0.2915%
Day 90 2872.66 25.89 1.3542%
Day 91 2859.81 26.03 -0.4483%
Day 92 2802.62 25.75 -2.0200%
Day 93 2781.91 25.67 -0.7417%
Day 94 2796.92 25.75 0.5381%
Day 95 2762.67 25.60 -1.2321%
Day 96 2789.80 25.90 0.9772%
Day 97 2765.11 25.71 -0.8889%
Day 98 2826.52 26.63 2.1966%
Day 99 2814.23 26.17 -0.4358%
Day 100 2834.43 26.21 0.7152%
Day 101 2858.83 26.62 0.8572%
Day 102 2842.80 26.99 -0.5623%
Day 103 2839.96 27.15 -0.1000%
Day 104 2764.79 26.43 -2.6825%
Day 105 2766.25 26.81 0.0528%
Day 106 2756.38 26.50 -0.3574%
Day 107 2744.61 26.37 -0.4279%
Day 108 2669.24 25.92 -2.7845%
Day 109 2693.07 26.03 0.8888%
Day 110 2556.39 25.09 -5.2086%
Day 111 2532.41 24.83 -0.9425%
Day 112 2357.69 23.67 -7.1489%
Day 113 2482.52 24.74 5.1592%
Day 114 2381.05 23.40 -4.1733%
Day 115 2492.68 24.36 4.5817%
Day 116 2507.98 24.27 0.6119%
Day 117 2555.20 24.67 1.8653%
Day 118 2523.45 24.67 -1.2503%
Day 119 2511.48 24.57 -0.4755%
Day 120 2380.43 24.01 -5.3591%
Day 121 2341.84 23.40 -1.6344%
Day 122 2345.38 23.34 0.1510%
Day 123 2446.06 24.06 4.2031%
Day 124 2467.69 24.23 0.8804%
Day 125 2419.63 23.91 -1.9668%
Day 126 2479.85 24.57 2.4583%
Day 127 2562.11 25.15 3.2633%
Day 128 2576.11 25.53 0.5449%
Day 129 2579.46 25.89 0.1300%
Day 130 2546.04 25.51 -1.3041%
Day 131 2480.33 25.11 -2.6148%
Day 132 2473.83 24.83 -0.2624%
Day 133 2548.94 25.30 2.9910%
Day 134 2529.14 25.52 -0.7798%
Day 135 2467.99 25.05 -2.4475%
Day 136 2495.09 25.20 1.0921%
Day 137 2532.15 25.34 1.4744%
Day 138 2572.55 25.79 1.5829%
Day 139 2607.07 26.27 1.3329%
Day 140 2622.31 26.39 0.5829%
Day 141 2612.83 26.48 -0.3622%
Day 142 2590.24 26.26 -0.8683%
Day 143 2538.19 25.29 -2.0299%
Day 144 2455.67 24.39 -3.3052%
Day 145 2483.23 24.39 1.1160%
Day 146 2516.69 24.76 1.3384%
Day 147 2546.83 24.98 1.1905%
Day 148 2491.58 24.89 -2.1932%
Day 149 2480.76 24.77 -0.4352%
Day 150 2415.40 24.22 -2.6700%
Day 151 2335.83 23.87 -3.3498%
Day 152 2404.82 24.66 2.9108%
Day 153 2460.51 25.20 2.2894%
Day 154 2506.82 25.63 1.8646%
Day 155 2479.35 25.55 -1.1019%
Day 156 2566.05 26.22 3.4371%
Day 157 2583.03 26.28 0.6595%
Day 158 2604.73 26.24 0.8366%
Day 159 2620.24 26.45 0.5937%
Day 160 2667.85 26.54 1.8007%
Day 161 2614.92 26.26 -2.0039%
Day 162 2657.43 26.58 1.6126%
Day 163 2604.04 26.40 -2.0295%
Day 164 2598.62 26.31 -0.2084%
Day 165 2637.46 26.43 1.4836%
Day 166 2699.44 26.46 2.3228%
Day 167 2638.42 26.09 -2.2864%
Day 168 2650.67 25.88 0.4632%
Day 169 2738.63 26.52 3.2645%
Day 170 2737.15 26.26 -0.0541%
Day 171 2684.41 25.92 -1.9456%
Day 172 2606.96 25.29 -2.9276%
Day 173 2639.98 25.31 1.2587%
Day 174 2697.97 25.82 2.1728%
Day 175 2686.15 25.55 -0.4391%
Day 176 2695.25 26.08 0.3382%
Day 177 2727.49 26.43 1.1891%
Day 178 2621.65 25.50 -3.9578%
Day 179 2625.15 25.57 0.1334%
Day 180 2678.75 26.19 2.0212%
Day 181 2657.22 26.04 -0.8070%
Day 182 2686.20 26.22 1.0847%
Day 183 2639.61 25.56 -1.7496%
Day 184 2587.99 25.04 -1.9750%
Day 185 2572.50 24.81 -0.6003%
Day 186 2523.14 24.51 -1.9374%
Day 187 2521.28 24.31 -0.0737%
Day 188 2460.08 23.99 -2.4573%
Day 189 2441.51 23.83 -0.7577%
Day 190 2527.34 24.38 3.4551%
Day 191 2515.51 24.36 -0.4692%
Day 192 2620.34 25.08 4.0829%
Day 193 2626.20 24.79 0.2234%
Day 194 2626.93 24.73 0.0278%
Day 195 2655.76 25.20 1.0915%
Day 196 2649.56 25.16 -0.2337%
Day 197 2649.21 25.10 -0.0132%
Day 198 2596.38 24.90 -2.0143%
Day 199 2646.85 25.20 1.9252%
Day 200 2612.26 25.01 -1.3155%
Day 201 2579.27 25.26 -1.2709%
Day 202 2539.31 25.09 -1.5614%
Day 203 2541.01 25.06 0.0669%
Day 204 2555.33 25.49 0.5620%
Day 205 2523.14 25.03 -1.2677%
Day 206 2603.73 25.52 3.1441%
Day 207 2577.97 25.26 -0.9943%
Day 208 2599.45 25.31 0.8298%
Day 209 2618.64 25.52 0.7355%
Day 210 2625.20 25.53 0.2502%
Day 211 2589.98 25.32 -1.3507%
Day 212 2613.74 25.51 0.9132%
Day 213 2605.15 25.45 -0.3292%
Day 214 2648.72 26.25 1.6586%
Day 215 2648.36 26.87 -0.0136%
Day 216 2669.86 27.14 0.8085%
Day 217 2674.22 27.56 0.1632%
Day 218 2676.56 27.20 0.0875%
Day 219 2702.50 27.30 0.9645%
Day 220 2710.76 27.18 0.3052%
Day 221 2724.70 27.45 0.5129%
Day 222 2710.67 27.70 -0.5162%
Day 223 2728.08 27.71 0.6402%
Day 224 2769.71 27.68 1.5145%
Day 225 2788.33 27.57 0.6700%
Day 226 2786.70 29.13 -0.0585%
Day 227 2784.17 29.15 -0.0908%
Day 228 2786.64 28.77 0.0887%
Day 229 2818.31 28.98 1.1301%
Day 230 2805.28 28.92 -0.4634%
Day 231 2816.55 28.66 0.4009%
Day 232 2811.94 29.03 -0.1638%
Day 233 2813.84 28.95 0.0675%
Day 234 2848.27 29.31 1.2162%
Day 235 2859.68 29.37 0.3998%
Day 236 2905.66 29.65 1.5951%
Day 237 2901.99 29.61 -0.1264%
Day 238 2904.08 29.76 0.0720%
Day 239 2915.86 30.06 0.4048%
Day 240 2927.23 30.17 0.3892%
Day 241 2903.88 29.90 -0.8009%
Day 242 2931.39 29.98 0.9429%
Day 243 2931.83 29.86 0.0150%
Day 244 2915.83 29.66 -0.5472%
Day 245 2959.85 30.88 1.4984%
Day 246 2951.78 30.84 -0.2730%
Day 247 2948.57 31.03 -0.1088%
Day 248 2933.17 30.86 -0.5237%
Day 249 2956.98 30.96 0.8085%
Day 250 2963.75 31.07 0.2287%
Day 251 2966.16 30.94 0.0813%
Day 252 2986.76 31.45 0.6921%
 Turner Fastbuck Return
Turner Fastbuck Return
-
-0.2789%
0.4380%
-0.9581%
-0.8864%
0.7258%
-0.0804%
-8% -6% -4%
-1.8669%
1.0595%
0.0405%
-1.1820%
-2.3648%
-0.0420%
0.0840%
2.1176%
-0.1233% Stock Index Return and Turner Fastbuck Variance
0.9417% Turner Fastbuck Mean
1.0539% Stock Index Return Mean
-0.7691% Turner Fastbuck Variance
-0.8160% Stock Index Return Variance
0.3272% Turner Fastbuck, Stock Index Return Covariance
0.4888% Turner Fastbuck, Stock Index Return Correlation
-0.8980%
0.3683%
0.2855%
0.8921%
1.4031%
0.1988%
-0.4779%
-0.3599%
-1.3309%
-0.0406%
-0.8157%
-0.2050%
-1.1141%
0.2487%
2.4127%
-0.9336%
0.3664%
2.2103%
0.7129%
1.2549%
-3.0066%
-1.0091%
0.6067%
0.9631%
-1.0438%
0.2821%
-0.1208%
-0.6467%
-1.2240%
-0.1232%
-1.1575%
-1.8465%
0.4227%
0.7144%
0.1255%
-0.9666%
-1.3178%
-0.0856%
0.1712%
1.9895%
0.3347%
1.0389%
-2.3422%
-0.8927%
-1.2892%
0.4316%
0.2151%
-0.5170%
0.0864%
-1.0412%
1.3859%
0.7285%
-1.9837%
1.0830%
1.0714%
0.8489%
1.1765%
-0.4186%
-0.0839%
-1.3525%
3.6352%
2.3521%
-0.6837%
1.4423%
0.0795%
0.0397%
1.1456%
1.6748%
0.5393%
-1.0815%
-0.3112%
0.3112%
-0.5842%
1.1651%
-0.7363%
3.5158%
-1.7425%
0.1527%
1.5522%
1.3804%
0.5911%
-2.6877%
1.4275%
-1.1630%
-0.4918%
-1.7212%
0.4235%
-3.6780%
-1.0417%
-4.7844%
4.4213%
-5.5685%
4.0206%
-0.3701%
1.6347%
0.0000%
-0.4062%
-2.3056%
-2.5734%
-0.2567%
3.0382%
0.7041%
-1.3295%
2.7229%
2.3332%
1.4996%
1.4003%
-1.4786%
-1.5804%
-1.1214%
1.8752%
0.8658%
-1.8589%
0.5970%
0.5540%
1.7603%
1.8441%
0.4558%
0.3405%
-0.8343%
-3.7638%
-3.6236%
0.0000%
1.5056%
0.8846%
-0.3609%
-0.4833%
-2.2455%
-1.4556%
3.2560%
2.1661%
1.6920%
-0.3126%
2.5885%
0.2286%
-0.1523%
0.7971%
0.3397%
-1.0606%
1.2112%
-0.6795%
-0.3415%
0.4551%
0.1134%
-1.4082%
-0.8082%
2.4429%
-0.9852%
-1.3032%
-2.4606%
0.0791%
1.9950%
-1.0512%
2.0531%
1.3331%
-3.5821%
0.2741%
2.3958%
-0.5744%
0.6889%
-2.5494%
-2.0554%
-0.9228%
-1.2166%
-0.8193%
-1.3251%
-0.6692%
2.2818%
-0.0821%
2.9128%
-1.1630%
-0.2423%
1.8827%
-0.1589%
-0.2388%
-0.8000%
1.1976%
-0.7568%
0.9946%
-0.6753%
-0.1196%
1.7013%
-1.8211%
1.9387%
-1.0240%
0.1977%
0.8263%
0.0392%
-0.8260%
0.7476%
-0.2355%
3.0950%
2.3344%
0.9998%
1.5357%
-1.3148%
0.3670%
-0.4405%
0.9885%
0.9066%
0.0361%
-0.1083%
-0.3982%
5.5040%
0.0686%
-1.3122%
0.7273%
-0.2073%
-0.9031%
1.2827%
-0.2760%
1.2359%
0.2045%
0.9488%
-0.1350%
0.5053%
1.0030%
0.3653%
-0.8990%
0.2672%
-0.4011%
-0.6720%
4.0309%
-0.1296%
0.6142%
-0.5494%
0.3235%
0.3547%
-0.4193%
1.6349%
 8%

6%

4%

2%

0%
-4% -2% 0% 2%
-2%

-4%

-6%

-8%

Stock Index Return

d Turner Fastbuck Variance and Covariance

#NAME?
-
-
-
Return Covariance -
Return Correlation -
2% 4% 6%