Date 1-Nov-06 2-Oct-06 1-Sep-06 1-Aug-06 3-Jul-06 1-Jun-06 1-May-06 3-Apr-06 1-Mar-06 1-Feb-06 3-Jan-06 1-Dec-05 1-Nov-05 3-Oct-05 1-Sep-05 1-Aug-05 1-Jul-05 1-Jun-05 2-May-05 1-Apr-05 1-Mar-05 1-Feb-05 3-Jan-05 1-Dec-04 1-Nov-04 1-Oct-04 1-Sep-04 2-Aug-04 1-Jul-04 1-Jun-04 3-May-04 1-Apr-04 1-Mar-04 2-Feb-04 2-Jan-04 1-Dec-03 3-Nov-03 1-Oct-03 2-Sep-03 1-Aug-03 1-Jul-03 2-Jun-03 1-May-03 1-Apr-03 3-Mar-03 3-Feb-03 2-Jan-03 2-Dec-02 1-Nov-02 1-Oct-02 3-Sep-02
Open 92.5 81.76 81.13 76.65 77.54 79.89 82.59 82.72 80.2 80.9 82.45 89.15 81.85 80.22 80.16 83 74.3 75.57 76.88 91.49 92.64 93.67 98.97 94.5 89.33 85.95 84.05 86.87 88.28 88 88.13 91.67 96.5 99.15 92.86 90.9 89.9 88.75 82.4 81.15 81.4 89 85.3 78.5 78.9 78.2 78.8 88.6 78.9 59.2 74.2
High 93.4 92.68 83.79 81.68 78.53 80.87 83.69 84.45 84.99 82.24 85.03 89.92 89.94 84.6 82.11 84.2 85.11 77.73 78.11 91.76 93.73 94.97 99.1 99 96.63 90.27 87.28 87.39 88.44 91.21 89.75 94.55 97.6 100.43 99.85 94.12 91.48 94.54 93.47 84.72 87.03 89.08 90.4 86.49 84.9 80.05 88.95 89.46 88.11 79.79 77.5
Low 91.18 81.56 79.31 75.05 72.73 76.06 79.06 80.63 79.51 78.93 80.21 81.56 80.64 78.7 76.93 79.87 74.16 73.45 72.5 71.85 89.09 91.55 91.44 94.47 89.23 84.29 83.24 81.9 83.42 87.3 85.12 88.01 90.28 95.2 89.01 90.03 87.72 87.53 82.3 78.73 80.58 79.81 84.45 78.12 73.17 74.31 77.02 75.6 76.7 54.01 57.99
IBM 92.07 92.03 81.67 80.71 76.85 76.27 79.33 81.45 81.58 79.38 80.22 81.11 87.72 80.6 78.97 79.36 81.96 72.87 74.19 74.81 89.5 90.68 91.32 96.37 92.13 87.57 83.65 82.63 84.77 85.82 86.25 85.67 89.24 93.76 96.26 89.91 87.83 86.65 85.53 79.41 78.52 79.73 85.08 81.9 75.65 75.19 75.29 74.61 83.68 75.86 56.03
SP500 1384.42 1377.94 1335.85 1303.82 1276.66 1270.2 1270.09 1310.61 1294.87 1280.66 1280.08 1248.29 1249.48 1207.01 1228.81 1220.33 1234.18 1191.33 1191.5 1156.85 1180.59 1203.6 1181.27 1211.92 1173.82 1130.2 1114.58 1104.24 1101.72 1140.84 1120.68 1107.3 1126.21 1144.94 1131.13 1111.92 1058.2 1050.71 995.97 1008.01 990.31 974.5 963.59 916.92 848.18 841.15 855.7 879.82 936.31 885.76 815.28
IBM beta sp500
sd 0.094303187 1.658928888 0.041288398
1-Aug-02 1-Jul-02 3-Jun-02 1-May-02 1-Apr-02 1-Mar-02 1-Feb-02 2-Jan-02 3-Dec-01 1-Nov-01 1-Oct-01 4-Sep-01 1-Aug-01 2-Jul-01 1-Jun-01 1-May-01 2-Apr-01 1-Mar-01 1-Feb-01 2-Jan-01 1-Dec-00 1-Nov-00 2-Oct-00 1-Sep-00 1-Aug-00 3-Jul-00 1-Jun-00 1-May-00 3-Apr-00 1-Mar-00 1-Feb-00 3-Jan-00
70.4 72.01 80.75 83.85 104 98.6 107.64 120.6 114.8 107.25 91.72 100.15 105.35 113.5 112.5 115.85 97.45 99.3 112.4 84.5 94.44 98.44 112.62 133.06 112 108.75 107.56 112.5 120 102 112.37 112.44
82.85 74.2 80.95 86.49 104 108.85 109.3 126.39 124.7 117 112.1 103.13 110.09 115.4 119 119.9 118.05 108.4 118.64 116.75 104.75 104.37 119.62 134.94 134.25 117.81 122.31 113.62 128 128.25 119.75 124.75
65.85 65.7 66.1 75.92 83.34 98.5 95.76 101 113.21 106.9 91.34 87.49 98.86 101.56 111.1 110.96 90.05 87.65 99.1 83.75 80.06 91.62 86.94 110.25 110.25 100 105.5 102 101.25 99.5 100.94 109.62
72.44 67.5 69.04 77.14 80.16 99.52 93.9 103.11 115.6 110.47 103.16 87.55 95.41 100.29 108.2 106.58 109.63 91.57 95.12 106.52 80.84 88.92 93.56 106.97 125.4 106.5 103.95 101.81 105.66 112.17 97.37 106.26
916.07 911.62 989.82 1067.14 1076.92 1147.39 1106.73 1130.2 1148.08 1139.45 1059.78 1040.94 1133.58 1211.23 1224.38 1255.82 1249.46 1160.33 1239.94 1366.01 1320.28 1314.95 1429.4 1436.51 1517.68 1430.83 1454.6 1420.6 1452.43 1498.58 1366.42 1394.46
IBM R 0.00043 0.12685 0.01189 0.05023 0.0076 -0.03857 -0.02603 -0.00159 0.02771 -0.01047 -0.01097 -0.07535 0.08834 0.02064 -0.00491 -0.03172 0.12474 -0.01779 -0.00829 -0.16413 -0.01301 -0.00701 -0.0524 0.04602 0.05207 0.04686 0.01234 -0.02524 -0.01223 -0.00499 0.00677 -0.04 -0.04821 -0.02597 0.07063 0.02368 0.01362 0.01309 0.07707 0.01133 -0.01518 -0.06288 0.03883 0.08262 0.00612 -0.00133 0.00911 -0.10839 0.10308 0.35392 -0.22653
SP500 R 0.0047 0.03151 0.02457 0.02127 0.00509 8.7E-05 -0.03092 0.01216 0.0111 0.00045 0.02547 -0.00095 0.03519 -0.01774 0.00695 -0.01122 0.03597 -0.00014 0.02995 -0.02011 -0.01912 0.0189 -0.02529 0.03246 0.03859 0.01401 0.00936 0.00229 -0.03429 0.01799 0.01208 -0.01679 -0.01636 0.01221 0.01728 0.05077 0.00713 0.05496 -0.01194 0.01787 0.01622 0.01132 0.0509 0.08104 0.00836 -0.017 -0.02741 -0.06033 0.05707 0.08645 -0.11002
0.07319 -0.02231 -0.105 -0.03767 -0.19453 0.05985 -0.08932 -0.10804 0.04644 0.07086 0.1783 -0.08238 -0.04866 -0.07311 0.0152 -0.02782 0.19723 -0.03732 -0.10702 0.31766 -0.09087 -0.04959 -0.12536 -0.14697 0.17746 0.02453 0.02102 -0.03644 -0.05804 0.152 -0.08366
0.00488 -0.079 -0.07246 -0.00908 -0.06142 0.03674 -0.02077 -0.01557 0.00757 0.07518 0.0181 -0.08172 -0.06411 -0.01074 -0.02504 0.00509 0.07681 -0.0642 -0.09229 0.03464 0.00405 -0.08007 -0.00495 -0.05348 0.0607 -0.01634 0.02393 -0.02191 -0.0308 0.09672 -0.02011