Dates Solvay UCB GIB

cours divid. cours divid. cours divid.

0
Dec-00 15000 19300 1328
Jan-01 13600 18650 1336
Feb-01 12300 17175 1202
Mar-01 13650 19725 1258
Apr-01 13575 19300 1384
May-01 14425 23925 1378
Jun-01 13775 500 22425 360 1362 30.0
Jul-01 13400 25450 1456
Aug-01 11250 22100 1356
Sep-01 9390 18750 1218
Oct-01 10250 19475 1148
Nov-01 10125 18100 1082
Dec-01 10500 17625 1070
Jan-02 10675 16900 1014
Feb-02 12200 17825 1204
Mar-02 13000 18975 1296
Apr-02 13050 18150 1334
May-02 13425 17675 1376
Jun-02 13000 500 16700 375 1346 31.5
Jul-02 12650 17675 1276
Aug-02 12700 17975 1238
Sep-02 12375 18550 1218
Oct-02 12350 19550 1270
Nov-02 11375 18100 1232
Dec-02 11725 19000 1200
Jan-03 12250 20200 1344
Feb-03 12450 20550 1378
Mar-03 12050 20675 1342
Apr-03 12625 22000 1426
May-03 13275 23500 1448
Jun-03 12525 500 21625 420 1460 31.5
Jul-03 12550 20675 1440
Aug-03 11750 20475 1328
Sep-03 12100 22900 1338
Oct-03 11625 23075 1370
Nov-03 11150 22025 1330
Dec-03 11425 22175 1306
Jan-04 12750 24450 1242
Feb-04 12800 23475 1238
Mar-04 13150 23150 1236
Apr-04 12150 21875 1168
May-04 11100 21400 1234
Jun-04 11725 500 22100 430 1310 27.0
Jul-04 11950 21650 1262
Aug-04 12025 22650 1242
Sep-04 12325 21000 1194
Oct-04 13675 23625 1260
Nov-04 14300 24150 1342
Dec-04 14800 25825 1530
Jan-05 15175 25000 1520
Feb-05 14850 24300 1540
Mar-05 14700 23075 1570
Apr-05 16600 23450 1570
May-05 15750 25000 1565
Jun-05 14150 500 23750 430 1398 30.0
Jul-05 15650 24425 1376
Aug-05 16025 25525 1496
Sep-05 14350 23900 1372
Oct-05 15350 23825 1210
Nov-05 15150 24625 1300
Dec-05 15100 24500 1262
Ind. t. RETURNs
B. Bxl
SOLVAY UCB GIB Ind. T Dates
6380
6221 -0.09333 -0.0336788 0.006024 -0.024922 Jan-01
5652 -0.09559 -0.0790885 -0.100299 -0.091464 Feb-01
6131 0.10976 0.1484716 0.046589 0.084749 Mar-01
6031 -0.00549 -0.0215463 0.100159 -0.016311 Apr-01
6277 0.06262 0.2396373 -0.004335 0.040789 May-01
6206 -0.01040 -0.0476489 0.010160 -0.011311 Jun-01
6231 -0.02722 0.1348941 0.069016 0.004028 Jul-01
5564 -0.16045 -0.1316306 -0.068681 -0.107045 Aug-01
4961 -0.16533 -0.1515837 -0.101770 -0.108375 Sep-01
5167 0.09159 0.0386667 -0.057471 0.041524 Oct-01
4943 -0.01220 -0.0706033 -0.057491 -0.043352 Nov-01
4917 0.03704 -0.0262431 -0.011091 -0.005260 Dec-01
4863 0.01667 -0.0411348 -0.052336 -0.010982 Jan-02
5587 0.14286 0.0547337 0.187377 0.148879 Feb-02
5742 0.06557 0.0645161 0.076412 0.027743 Mar-02
5731 0.00385 -0.0434783 0.029321 -0.001916 Apr-02
5746 0.02874 -0.0261708 0.031484 0.002617 May-02
5730 0.00559 -0.0339463 0.001090 -0.002785 Jun-02
5969 -0.02692 0.0583832 -0.052006 0.041710 Jul-02
5621 0.00395 0.0169731 -0.029781 -0.058301 Aug-02
5371 -0.02559 0.0319889 -0.016155 -0.044476 Sep-02
5450 -0.00202 0.0539084 0.042693 0.014709 Oct-02
5322 -0.07895 -0.0741688 -0.029921 -0.023486 Nov-02
5459 0.03077 0.0497238 -0.025974 0.025742 Dec-02
5775 0.04478 0.0631579 0.120000 0.057886 Jan-03
5823 0.01633 0.0173267 0.025298 0.008312 Feb-03
5700 -0.03213 0.0060827 -0.026125 -0.021123 Mar-03
5686 0.04772 0.0640871 0.062593 -0.002456 Apr-03
5949 0.05149 0.0681818 0.015428 0.046254 May-03
5748 -0.01883 -0.0619149 0.030041 -0.033787 Jun-03
5681 0.00200 -0.0439306 -0.013699 -0.011656 Jul-03
5228 -0.06375 -0.0096735 -0.077778 -0.079739 Aug-03
5444 0.02979 0.1184371 0.007530 0.041316 Sep-03
5557 -0.03926 0.0076419 0.023916 0.020757 Oct-03
5544 -0.04086 -0.0455038 -0.029197 -0.002339 Nov-03
5555 0.02466 0.0068104 -0.018045 0.001984 Dec-03
5841 0.11597 0.1025930 -0.049005 0.051485 Jan-04
5958 0.00392 -0.0398773 -0.003221 0.020031 Feb-04
6319 0.02734 -0.0138445 -0.001616 0.060591 Mar-04
6045 -0.07605 -0.0550756 -0.055016 -0.043361 Apr-04
6102 -0.08642 -0.0217143 0.056507 0.009429 May-04
6612 0.10135 0.0528037 0.083468 0.083579 Jun-04
6854 0.01919 -0.0203620 -0.036641 0.036600 Jul-04
6740 0.00628 0.0461894 -0.015848 -0.016633 Aug-04
6689 0.02495 -0.0728477 -0.038647 -0.007567 Sep-04
7109 0.10953 0.1250000 0.055276 0.062790 Oct-04
7158 0.04570 0.0222222 0.065079 0.006893 Nov-04
7602 0.03497 0.0693582 0.140089 0.062028 Dec-04
7857 0.02534 -0.0319458 -0.006536 0.033544 Jan-05
7703 -0.02142 -0.0280000 0.013158 -0.019600 Feb-05
7455 -0.01010 -0.0504115 0.019481 -0.032195 Mar-05
7728 0.12925 0.0162514 0.000000 0.036620 Apr-05
7650 -0.05120 0.0660981 -0.003185 -0.010093 May-05
7267 -0.06984 -0.0328000 -0.087540 -0.050065 Jun-05
7563 0.10601 0.0284211 -0.015737 0.040732 Jul-05
7622 0.02396 0.0450358 0.087209 0.007801 Aug-05
7060 -0.10452 -0.0636631 -0.082888 -0.073734 Sep-05
7079 0.06969 -0.0031381 -0.118076 0.002691 Oct-05
7232 -0.01303 0.0335782 0.074380 0.021613 Nov-05
7175 -0.00330 -0.0050761 -0.029231 -0.007882 Dec-05

Moyenne 0.00542 0.00784 0.00274 0.00305

Variance 0.00424959 0.00467307 0.00365123 0.00218853
Ecart type 0.06518888 0.06835988 0.06042542 0.04678176

V 0.00424959 0.00278431 0.00171699 0.00249101

0.00278431 0.00467307 0.00183632 0.00210861
0.00171699 0.00183632 0.00365123 0.00175667
0.00249101 0.00210861 0.00175667 0.00218853
 Solvay UCB GIB Ind
a) Moyenne 0.00541643 0.00784121 0.00274065 0.00305347

b) Statut Mo
Solvay down 0.00849918 0.00556862 0.00343397 1
UCB up 0.00556862 0.00934615 0.00367263 1
GIB down 0.00343397 0.00367263 0.00730246 1
1 1 1 0

M1
down 1 0 0 0
up 0.00556862 0.00934615 0.00367263 1
down 0 0 1 0
1 1 1 0

M2
Solvay up 0.00849918 0.00556862 0.00343397 1
UCB in 0.00556862 0.00934615 0.00367263 1
GIB down 0 0 1 0
1 1 1 0

M3
Solvay in 0.00849918 0.00556862 0.00343397 1
UCB in 0.00556862 0.00934615 0.00367263 1
GIB up 0.00343397 0.00367263 0.00730246 1
1 1 1 0
Eo Fo
0.00541643 0
0.00784121 0
0.00274065 0
0 1

E1 F1 M1^-1xE1 M1^-1xF1 MoxM1^-1xF1-Fo

0 0 0 0 -0.003777528513
0.00784121 0 0 1 0
0 0 0 0 -0.005673515525
0 1 0.00784121 -0.00934615 0

E2 F2 M2^-1xE2 M2^-1xF2 MoxM2^-1xF2-Fo

0.00541643 0 -0.36147093 0.56313012 0
0.00784121 0 0.36147093 0.43686988 0
0 0 0 0 -0.003680670079
0 1 0.00647575 -0.00721891 0

E3 F3 M3^-1xE3 M3^-1xF3 MoxM3^-1xF3-Fo

0.00541643 0 -0.09037601 0.30201642 0
0.00784121 0 0.60424867 0.20303078 0
0.00274065 0 -0.51387266 0.4949528 0
0 1 0.00458435 -0.00539715 0

Lambda
0
MoxM1^-1xE1-Eo Lambda crtq pot Lambda Crt
0.0024247801917 1.5578849274858 1.55788493
0 0
0.0051005651939 1.112330753381
0 0

MoxM2^-1xE2-Eo Bk-M2^-1xF2 Lambda crtq pot Lambda Crt

0 0 0.96318182
0.00 -0.43686988 -1.208589243528
0.003821365806 0.9631818218902
0 0

MoxM3^-1xE3-Eo Bk-M3^-1xF3 Lambda crtq pot Lambda Crt

0.00 0.69798358 -7.723106553471 0
0.00 -0.20303078 -0.336005331843
0.00 0
0.00 0