| A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | |||||||||||||||
2 | Data Settings and Conditions | Apple (AAPL) | S&P500 (SPY) | Combined Data | |||||||||||
3 | Individual Financial Asset/Stock | AAPL | Date | Close | % Returns | Date | Close | % Returns | Date | AAPL | SPY | ||||
4 | Market/Index | SPY | 4/1/2021 16:00:00 | 123.00 | 4/1/2021 16:00:00 | 400.61 | April 1, 2021 | ||||||||
5 | Date From | April 1, 2021 | 4/5/2021 16:00:00 | 125.90 | 2.36% | 4/5/2021 16:00:00 | 406.36 | 1.44% | April 5, 2021 | 2.36% | 1.44% | ||||
6 | Date To | April 30, 2021 | 4/6/2021 16:00:00 | 126.21 | 0.25% | 4/6/2021 16:00:00 | 406.12 | -0.06% | April 6, 2021 | 0.25% | -0.06% | ||||
7 | 4/7/2021 16:00:00 | 127.90 | 1.34% | 4/7/2021 16:00:00 | 406.59 | 0.12% | April 7, 2021 | 1.34% | 0.12% | ||||||
8 | 1. Using Standard Deviation and Correlation | 4/8/2021 16:00:00 | 130.36 | 1.92% | 4/8/2021 16:00:00 | 408.52 | 0.47% | April 8, 2021 | 1.92% | 0.47% | |||||
9 | Correlation of AAPL and SPY | 0.71 | 4/9/2021 16:00:00 | 133.00 | 2.03% | 4/9/2021 16:00:00 | 411.49 | 0.73% | April 9, 2021 | 2.03% | 0.73% | ||||
10 | Standard deviation of AAPL | 1.32% | 4/12/2021 16:00:00 | 131.24 | -1.32% | 4/12/2021 16:00:00 | 411.64 | 0.04% | April 12, 2021 | -1.32% | 0.04% | ||||
11 | Standard deviation of SPY | 0.62% | 4/13/2021 16:00:00 | 134.43 | 2.43% | 4/13/2021 16:00:00 | 412.86 | 0.30% | April 13, 2021 | 2.43% | 0.30% | ||||
12 | Beta | 1.53 | 4/14/2021 16:00:00 | 132.03 | -1.79% | 4/14/2021 16:00:00 | 411.45 | -0.34% | April 14, 2021 | -1.79% | -0.34% | ||||
13 | 4/15/2021 16:00:00 | 134.50 | 1.87% | 4/15/2021 16:00:00 | 415.87 | 1.07% | April 15, 2021 | 1.87% | 1.07% | ||||||
14 | 2. Using Covariance and Variance | 4/16/2021 16:00:00 | 134.16 | -0.25% | 4/16/2021 16:00:00 | 417.26 | 0.33% | April 16, 2021 | -0.25% | 0.33% | |||||
15 | Covariance of AAPL and SPY | 0.00005811 | 4/19/2021 16:00:00 | 134.84 | 0.51% | 4/19/2021 16:00:00 | 415.21 | -0.49% | April 19, 2021 | 0.51% | -0.49% | ||||
16 | Variance of SPY | 0.00003806 | 4/20/2021 16:00:00 | 133.11 | -1.28% | 4/20/2021 16:00:00 | 412.17 | -0.73% | April 20, 2021 | -1.28% | -0.73% | ||||
17 | Beta | 1.53 | 4/21/2021 16:00:00 | 133.50 | 0.29% | 4/21/2021 16:00:00 | 416.07 | 0.95% | April 21, 2021 | 0.29% | 0.95% | ||||
18 | 4/22/2021 16:00:00 | 131.94 | -1.17% | 4/22/2021 16:00:00 | 412.27 | -0.91% | April 22, 2021 | -1.17% | -0.91% | ||||||
19 | 3. Using Regression Analysis | 4/23/2021 16:00:00 | 134.32 | 1.80% | 4/23/2021 16:00:00 | 416.74 | 1.08% | April 23, 2021 | 1.80% | 1.08% | |||||
20 | Regression Analysis (Slope) | 1.53 | 4/26/2021 16:00:00 | 134.72 | 0.30% | 4/26/2021 16:00:00 | 417.61 | 0.21% | April 26, 2021 | 0.30% | 0.21% | ||||
21 | Beta | 1.53 | 4/27/2021 16:00:00 | 134.39 | -0.24% | 4/27/2021 16:00:00 | 417.52 | -0.02% | April 27, 2021 | -0.24% | -0.02% | ||||
22 | 4/28/2021 16:00:00 | 133.58 | -0.60% | 4/28/2021 16:00:00 | 417.40 | -0.03% | April 28, 2021 | -0.60% | -0.03% | ||||||
23 | 4/29/2021 16:00:00 | 133.48 | -0.07% | 4/29/2021 16:00:00 | 420.06 | 0.64% | April 29, 2021 | -0.07% | 0.64% | ||||||
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