Sei sulla pagina 1di 35

Date Close ln return

10/2/2017 49.465 -0.00051


9/29/2017 49.49 0.001618
9/28/2017 49.41 -0.00202
9/27/2017 49.51 0
9/26/2017 49.51 -0.00785 ln return
9/25/2017 49.9 0
9/22/2017 49.9 0.019426 Mean
9/21/2017 48.94 -0.01097 Standard Error
9/20/2017 49.48 0.002833 Median
9/19/2017 49.34 0.025661 Mode
9/18/2017 48.09 0.004794 Standard Deviation
9/15/2017 47.86 0.01431 Sample Variance
9/14/2017 47.18 -0.00148 Kurtosis
9/13/2017 47.25 0.009783 Skewness
9/12/2017 46.79 0.010528 Range
9/11/2017 46.3 0.004112 Minimum
9/8/2017 46.11 -0.00195 Maximum
9/7/2017 46.2 -0.01525 Sum
9/6/2017 46.91 -0.00955 Count
9/5/2017 47.36 -0.01175 Largest(1)
9/1/2017 47.92 -0.00104 Smallest(1)
8/31/2017 47.97 -0.00312 Confidence Level(95.0%)
8/30/2017 48.12 -0.00807
8/29/2017 48.51 -0.00206
8/28/2017 48.61 -0.00144 0.1
8/25/2017 48.68 0.00763
8/24/2017 48.31 0.000621 0.08
8/23/2017 48.28 -0.00145
0.06
8/22/2017 48.35 0.004353
8/21/2017 48.14 0.009392 0.04
8/18/2017 47.69 -0.00418
8/17/2017 47.89 -0.0108 0.02
8/16/2017 48.41 -0.00144
0
8/15/2017 48.48 -0.00617 8/18/2016 10/7/2016 11/26/2016 1/15/2017 3/6/2017
8/14/2017 48.78 0.01487 -0.02
8/11/2017 48.06 0.000833
8/10/2017 48.02 -0.00416 -0.04
8/9/2017 48.22 -0.00785 -0.06
8/8/2017 48.6 -0.00534
8/7/2017 48.86 -0.00102
8/4/2017 48.91 0.006153
8/3/2017 48.61 0.008263
8/2/2017 48.21 -0.01401
8/1/2017 48.89 0.010073
7/31/2017 48.4 0.00955
7/28/2017 47.94 0.002715
7/27/2017 47.81 0.073995
7/26/2017 44.4 0.009505
7/25/2017 43.98 0.006158
7/24/2017 43.71 -0.01183
7/21/2017 44.23 0.000226
7/20/2017 44.22 0.017566
7/19/2017 43.45 0.002073
7/18/2017 43.36 -0.00689
7/17/2017 43.66 0.002293
7/14/2017 43.56 0.001608
7/13/2017 43.49 0.006228
7/12/2017 43.22 0.007665
7/11/2017 42.89 -0.0072
7/10/2017 43.2 -0.00646
7/7/2017 43.48 -0.00092
7/6/2017 43.52 -0.02563
7/5/2017 44.65 -0.00781
7/3/2017 45 0.007584
6/30/2017 44.66 0.005614
6/29/2017 44.41 -0.00964
6/28/2017 44.84 0
6/27/2017 44.84 -0.02009
6/26/2017 45.75 0.0079
6/23/2017 45.39 -0.00066
6/22/2017 45.42 0.00022
6/21/2017 45.41 -0.0116
6/20/2017 45.94 -0.01362
6/19/2017 46.57 -0.00129
6/16/2017 46.63 -0.00021
6/15/2017 46.64 -0.00107
6/14/2017 46.69 0.004938
6/13/2017 46.46 -0.01559
6/12/2017 47.19 0.01001
6/9/2017 46.72 0.011409
6/8/2017 46.19 -0.00669
6/7/2017 46.5 0.001291
6/6/2017 46.44 0.001508
6/5/2017 46.37 -0.00151
6/2/2017 46.44 -0.00151
6/1/2017 46.51 -0.00279
5/31/2017 46.64 0.009479
5/30/2017 46.2 0.019231
5/26/2017 45.32 0.000221
5/25/2017 45.31 0.005977
5/24/2017 45.04 -0.00972
5/23/2017 45.48 0
5/22/2017 45.48 0.00132
5/19/2017 45.42 0.008401
5/18/2017 45.04 0.012511
5/17/2017 44.48 -0.01849
5/16/2017 45.31 -0.00154
5/15/2017 45.38 -0.01009
5/12/2017 45.84 -0.00392
5/11/2017 46.02 -0.00779
5/10/2017 46.38 -0.00086
5/9/2017 46.42 -0.00451
5/8/2017 46.63 -0.00129
5/5/2017 46.69 0.017501
5/4/2017 45.88 -0.00587
5/3/2017 46.15 0.005214
5/2/2017 45.91 0.000654
5/1/2017 45.88 -0.00065
4/28/2017 45.91 -0.01642
4/27/2017 46.67 -0.01468
4/26/2017 47.36 0.014034
4/25/2017 46.7 -0.00747
4/24/2017 47.05 -0.00424
4/21/2017 47.25 -0.02425
4/20/2017 48.41 -0.01089
4/19/2017 48.94 -0.00571
4/18/2017 49.22 0.008365
4/17/2017 48.81 0.0039
4/13/2017 48.62 -0.00615
4/12/2017 48.92 0.004507
4/11/2017 48.7 0.003291
4/10/2017 48.54 -0.00247
4/7/2017 48.66 0.004738
4/6/2017 48.43 -0.01211
4/5/2017 49.02 -0.0059
4/4/2017 49.31 0.00264
4/3/2017 49.18 0.008782
3/31/2017 48.75 -0.00634
3/30/2017 49.06 -0.00143
3/29/2017 49.13 -0.00345
3/28/2017 49.3 0.003251
3/27/2017 49.14 -0.01093
3/24/2017 49.68 0.000805
3/23/2017 49.64 -0.00141
3/22/2017 49.71 -0.00901
3/21/2017 50.16 -0.00159
3/20/2017 50.24 -0.00298
3/17/2017 50.39 0.00697
3/16/2017 50.04 -0.002
3/15/2017 50.14 0.015679
3/14/2017 49.36 -0.00223
3/13/2017 49.47 0.002429
3/10/2017 49.35 0.001419
3/9/2017 49.28 0.002438
3/8/2017 49.16 -0.00568
3/7/2017 49.44 -0.01186
3/6/2017 50.03 -0.0012
3/3/2017 50.09 0.002198
3/2/2017 49.98 0.003407
3/1/2017 49.81 0.00362
2/28/2017 49.63 -0.00623
2/27/2017 49.94 -0.01313
2/24/2017 50.6 0.005748
2/23/2017 50.31 0.012803
2/22/2017 49.67 0.004844
2/21/2017 49.43 0.004867
2/17/2017 49.19 0.014952
2/16/2017 48.46 0.007872
2/15/2017 48.08 -0.00394
2/14/2017 48.27 -0.00578
2/13/2017 48.55 -0.00882
2/10/2017 48.98 0.003477
2/9/2017 48.81 0.009055
2/8/2017 48.37 0.006846
2/7/2017 48.04 0.000208
2/6/2017 48.03 -0.01139
2/3/2017 48.58 0.006195
2/2/2017 48.28 -0.00228
2/1/2017 48.39 -0.01273
1/31/2017 49.01 -0.00732
1/30/2017 49.37 -0.00465
1/27/2017 49.6 0.009725
1/26/2017 49.12 -0.01315
1/25/2017 49.77 -0.00701
1/24/2017 50.12 -0.04468
1/23/2017 52.41 -0.0059
1/20/2017 52.72 0.006852
1/19/2017 52.36 0.002103
1/18/2017 52.25 -0.00933
1/17/2017 52.74 0.003609
1/13/2017 52.55 -0.00247
1/12/2017 52.68 0.004185
1/11/2017 52.46 -0.0057
1/10/2017 52.76 0.001517
1/9/2017 52.68 -0.01095
1/6/2017 53.26 -0.02558
1/5/2017 54.64 0.002199
1/4/2017 54.52 -0.0011
1/3/2017 54.58 0.022231
12/30/2016 53.38 -0.00672
12/29/2016 53.74 0.005598
12/28/2016 53.44 -0.00374
12/27/2016 53.64 -0.00075
12/23/2016 53.68 0.000559
12/22/2016 53.65 0.012756
12/21/2016 52.97 -0.00283
12/20/2016 53.12 0.003961
12/19/2016 52.91 0.01217
12/16/2016 52.27 0.008839
12/15/2016 51.81 0.00348
12/14/2016 51.63 -0.01404
12/13/2016 52.36 0.011525
12/12/2016 51.76 0.00523
12/9/2016 51.49 0.007016
12/8/2016 51.13 -0.00488
12/7/2016 51.38 0.020052
12/6/2016 50.36 0.012187
12/5/2016 49.75 -0.00121
12/2/2016 49.81 -0.0012
12/1/2016 49.87 -0.0006
11/30/2016 49.9 -0.02102
11/29/2016 50.96 -0.00313
11/28/2016 51.12 0.008842
11/25/2016 50.67 0.008722
11/23/2016 50.23 0.014842
11/22/2016 49.49 0.024132
11/21/2016 48.31 0.00498
11/18/2016 48.07 0.004796
11/17/2016 47.84 -0.00188
11/16/2016 47.93 0.011753
11/15/2016 47.37 0.025442
11/14/2016 46.18 -0.01098
11/11/2016 46.69 0
11/10/2016 46.69 -0.02475
11/9/2016 47.86 0.004397
11/8/2016 47.65 0.003995
11/7/2016 47.46 0.008039
11/4/2016 47.08 0.004471
11/3/2016 46.87 -0.00149
11/2/2016 46.94 -0.01522
2.191
11/1/2016 47.66 -0.00919
10/31/2016 48.1 -0.00228
10/28/2016 48.21 -0.00682 1.191
10/27/2016 48.54 0.018925
10/26/2016 47.63 -0.0044
10/25/2016 47.84 -0.0077 0.191
10/24/2016 48.21 0.000207
10/21/2016 48.2 -0.01931
10/20/2016 49.14 -0.02492 -0.809

-1.809
0.191

-0.809
10/19/2016 50.38 0.002186
10/18/2016 50.27 -0.00318
-1.809
10/17/2016 50.43 0.002979
10/14/2016 50.28 -0.0002
10/13/2016 50.29 -0.0002
-2.809
10/12/2016 50.3 0.007984 -0.0446773027 0.0053226973
10/11/2016 49.9 -0.00579
10/10/2016 50.19 0.005394
10/7/2016 49.92 -0.00679
10/6/2016 50.26 -0.0002
10/5/2016 50.27 -0.0195
10/4/2016 51.26 -0.01202
10/3/2016 51.88
ln return

-0.000189912
0.0006774697
-0.000505321
0
0.0107331389
0.0001152003
9.4945333572
0.9818854641
0.1186726318
-0.044677303
0.0739953291
-0.04766803
251
0.0739953291
-0.044677303
0.0013342755

Column D

/26/2016 1/15/2017 3/6/2017 4/25/2017 6/14/2017 8/3/2017 9/22/2017 11/11/2017


0.0053226973 0.0553226973
Date Close ln (Return)
10/2/2017 39.040001
9/29/2017 38.080002 0.006587
9/28/2017 37.830002 0.007695
9/27/2017 37.540001 0.001866 2.193
9/26/2017 37.470001 0.008308
9/25/2017 37.16 -0.00054 1.193
9/22/2017 37.18 -0.00054
9/21/2017 37.200001 0.003501 0.193
9/20/2017 37.07 -0.00431
9/19/2017 37.23 0.006197 -0.807
9/18/2017 37 0
9/15/2017 37 0.014154
-1.807
9/14/2017 36.48 0.00412
9/13/2017 36.330002 0.006628
-2.807
9/12/2017 36.09 0.008906 -0.0611711851 -0.0111711851
9/11/2017 35.77 0.016348
9/8/2017 35.189999 -0.0099
9/7/2017 35.540001 -0.00617
9/6/2017 35.759998 0.020911
9/5/2017 35.02 -0.002
9/1/2017 35.09 0.00057
8/31/2017 35.07 0.005146
8/30/2017 34.889999 0.004596 0.04
8/29/2017 34.73 0.002306
8/28/2017 34.650002 -0.00058 0.02
8/25/2017 34.669998 -0.00115
8/24/2017 34.709999 0.001442 0
8/23/2017 34.66 0.000289 8/18/2016 11/26/2016 3/6/2017
8/22/2017 34.650002 -0.00776 -0.02
8/21/2017 34.919998 -0.00257
8/18/2017 35.009998 -0.00456 -0.04
8/17/2017 35.169998 -0.01803
8/16/2017 35.810001 -0.00529 -0.06
8/15/2017 36 -0.0094
8/14/2017 36.34 0.013018 -0.08
8/11/2017 35.869999 -0.0075
8/10/2017 36.139999 -0.01237
8/9/2017 36.59 0.004932
90.0
8/8/2017 36.41 -0.00055
80.0
8/7/2017 36.43 0.003575
70.0
8/4/2017 36.299999 -0.00522
60.0
8/3/2017 36.490002 -0.0041
50.0
8/2/2017 36.639999 0.007946
40.0
8/1/2017 36.349998 0.024507
30.0
20.0
10.0
0.0
1

9
8

5
60.0
50.0
40.0
30.0
7/31/2017 35.470001 0.004521
20.0
7/28/2017 35.310001 0.009676
10.0
7/27/2017 34.970001 0.006311
7/26/2017 34.75 0.002305 0.0

-0.051891

-0.039518

-0.027145

-0.014772

-0.002399
-0.058078

-0.045705

-0.033332

-0.020958

-0.008585
7/25/2017 34.669998 0.004915
7/24/2017 34.5 -0.00664
7/21/2017 34.73 -0.00058
7/20/2017 34.75 0.005483
7/19/2017 34.560001 0.000868
7/18/2017 34.529999 0.001739
7/17/2017 34.470001 -0.00607
7/14/2017 34.68 0.012769
7/13/2017 34.240002 -0.00029
7/12/2017 34.25 0.009682
7/11/2017 33.919998 0.007992
7/10/2017 33.650002 -0.00681
7/7/2017 33.880001 0.007406
7/6/2017 33.630001 -0.02089
7/5/2017 34.34 0.02596
7/3/2017 33.459999 -0.00833
6/30/2017 33.740002 0.005945
6/29/2017 33.540001 -0.01949
6/28/2017 34.200001 0.016213
6/27/2017 33.650002 -0.0124
6/26/2017 34.07 -0.00352
6/23/2017 34.189999 -0.00496
6/22/2017 34.360001 -0.00638
6/21/2017 34.580002 -0.00806
6/20/2017 34.860001 -0.01847
6/19/2017 35.509998 0.008484
6/16/2017 35.209999 -0.00284
6/15/2017 35.310001 -0.00621
6/14/2017 35.529999 -0.0098
6/13/2017 35.880001 0.004189
6/12/2017 35.73 0.00056
6/9/2017 35.709999 -0.02133
6/8/2017 36.48 0.006049
6/7/2017 36.259998 0.003592
6/6/2017 36.130001 -0.0058
6/5/2017 36.34 0.000551
6/2/2017 36.32 0.005522
6/1/2017 36.119999 0.000277
5/31/2017 36.110001 -0.00194
5/30/2017 36.18 -0.00221
5/26/2017 36.259998 0
5/25/2017 36.259998 0.003868
5/24/2017 36.119999 0.007224
5/23/2017 35.860001 0.002513
5/22/2017 35.77 0.010398
5/19/2017 35.400002 0.005098
5/18/2017 35.220001 0.005124
5/17/2017 35.040001 -0.02202
5/16/2017 35.82 0.005318
5/15/2017 35.630001 0.002811
5/12/2017 35.529999 -0.00449
5/11/2017 35.689999 -0.00893
5/10/2017 36.009998 -0.00995
5/9/2017 36.369999 -0.00466
5/8/2017 36.540001 -0.00763
5/5/2017 36.82 -0.00081
5/4/2017 36.849998 -0.00352
5/3/2017 36.98 0.00027
5/2/2017 36.970001 0.018014
5/1/2017 36.310001 0.004416
4/28/2017 36.150002 -0.0348
4/27/2017 37.43 0.013448
4/26/2017 36.93 0.001626
4/25/2017 36.869999 0.00326
4/24/2017 36.75 0.01177
4/21/2017 36.32 0.003862
4/20/2017 36.18 0.007491
4/19/2017 35.91 0.003906
4/18/2017 35.77 0.00814
4/17/2017 35.48 0.006504
4/13/2017 35.25 -0.01072
4/12/2017 35.630001 -0.00308
4/11/2017 35.740002 -0.00168
4/10/2017 35.799999 -0.0064
4/7/2017 36.029999 0
4/6/2017 36.029999 -0.00526
4/5/2017 36.220001 -0.00166
4/4/2017 36.279999 0.003313
4/3/2017 36.16 0.002492
3/31/2017 36.07 0.008911
3/30/2017 35.75 0.005048
3/29/2017 35.57 -0.00084
3/28/2017 35.599998 0.005916
3/27/2017 35.389999 0.00652
3/24/2017 35.16 -0.00312
3/23/2017 35.27 -0.00283
3/22/2017 35.369999 0.009374
3/21/2017 35.040001 -0.01107
3/20/2017 35.43 0.004526
3/17/2017 35.27 0.003693
3/16/2017 35.139999 0.001139
3/15/2017 35.099998 -0.00228
3/14/2017 35.18 0.000569
3/13/2017 35.16 -0.02111
3/10/2017 35.91 0.002509
3/9/2017 35.82 0.005599
3/8/2017 35.619999 -0.00504
3/7/2017 35.799999 0.006445
3/6/2017 35.57 -0.00923
3/3/2017 35.900002 -0.00028
3/2/2017 35.91 -0.00056
3/1/2017 35.93 -0.00749
2/28/2017 36.200001 -0.00853
2/27/2017 36.509998 -0.00055
2/24/2017 36.529999 0.009627
2/23/2017 36.18 0.003045
2/22/2017 36.07 -0.0124
2/21/2017 36.52 0.001096
2/17/2017 36.48 0.001921
2/16/2017 36.41 0.009937
2/15/2017 36.049999 0.003334
2/14/2017 35.93 0.003625
2/13/2017 35.799999 0.012932
2/10/2017 35.34 -0.00339
2/9/2017 35.459999 -0.02561
2/8/2017 36.380001 0.000825
2/7/2017 36.349998 0.002203
2/6/2017 36.27 -0.00687
2/3/2017 36.52 -0.00437
2/2/2017 36.68 0.004372
2/1/2017 36.52 -0.00818
1/31/2017 36.82 -0.01616
1/30/2017 37.419998 -0.01485
1/27/2017 37.98 0.01112
1/26/2017 37.560001 -0.00637
1/25/2017 37.799999 0.004773
1/24/2017 37.619999 0.022854
1/23/2017 36.77 -0.00461
1/20/2017 36.939999 0.010067
1/19/2017 36.57 -0.00518
1/18/2017 36.759998 -0.00109
1/17/2017 36.799999 0.000272
1/13/2017 36.790001 0.002177
1/12/2017 36.709999 -0.00652
1/11/2017 36.950001 0.011158
1/10/2017 36.540001 -0.00191
1/9/2017 36.610001 0.003557
1/6/2017 36.48 0.00357
1/5/2017 36.349998 -0.00165
1/4/2017 36.41 -0.0052
1/3/2017 36.599998 0.009057
12/30/2016 36.27 -0.0107
12/29/2016 36.66 0.000819
12/28/2016 36.630001 -0.01194
12/27/2016 37.07 0.002701
12/23/2016 36.970001 0.001083
12/22/2016 36.93 -0.00135
12/21/2016 36.98 -0.0062
12/20/2016 37.209999 0.008637
12/19/2016 36.889999 0.015847
12/16/2016 36.310001 -0.01313
12/15/2016 36.790001 0.006545
12/14/2016 36.549999 -0.00682
12/13/2016 36.799999 0.022813
12/12/2016 35.970001 0.005855
12/9/2016 35.759998 0.001679
12/8/2016 35.700001 0.005618
12/7/2016 35.5 0.022217
12/6/2016 34.720001 0.00955
12/5/2016 34.389999 0.00671
12/2/2016 34.16 0.011779
12/1/2016 33.759998 -0.02746
11/30/2016 34.700001 -0.01743
11/29/2016 35.310001 -0.00565
11/28/2016 35.509998 0.001973
11/25/2016 35.439999 0.006795
11/23/2016 35.200001 -0.00792
11/22/2016 35.48 0.014193
11/21/2016 34.98 0.000858
11/18/2016 34.950001 -0.002
11/17/2016 35.02 0.005153
11/16/2016 34.84 -0.00201
11/15/2016 34.91 0.012394
11/14/2016 34.48 -0.00376
11/11/2016 34.610001 0.003183
11/10/2016 34.5 -0.00722
11/9/2016 34.75 0.000288
11/8/2016 34.740002 0.00144
11/7/2016 34.689999 0.031628
11/4/2016 33.610001 -0.00948
11/3/2016 33.93 -0.01955
11/2/2016 34.599998 0.002315 Count
11/1/2016 34.52 -0.01009 Sum
10/31/2016 34.869999 0.003735 Average
10/28/2016 34.740002 -0.00201 Median
10/27/2016 34.810001 -0.00315 Mode
10/26/2016 34.919998 -0.00514 Trimmed Mean (0.2)
10/25/2016 35.099998 -0.00455 Minimum
10/24/2016 35.259998 0.003124 Maximum
10/21/2016 35.150002 -0.00793 Range
10/20/2016 35.43 -0.00226 Standard Deviation
10/19/2016 35.509998 -0.06117 Variance
10/18/2016 37.75 0.01226 Standard Error
10/17/2016 37.290001 -0.00428 Skewness
10/14/2016 37.450001 0.0129 Kurtosis
10/13/2016 36.970001 -0.00432 Smallest (2)
10/12/2016 37.130001 -0.00376 Largest (2)
10/11/2016 37.27 -0.01992 1st Percentile
10/10/2016 38.02 -0.0021 5th Percentile
10/7/2016 38.099998 0.000788 10th Percentile
10/6/2016 38.07 0.002104 25th Percentile
10/5/2016 37.990002 0.011916 50th Percentile
10/4/2016 37.540001 -0.00319 75th Percentile
10/3/2016 37.66 #DIV/0! 90th Percentile
95th Percentile
99th Percentile
Interquartile Range
t statistic (mean = 0)
t statistic p-value
lower 95% c.i.
upper 95% c.i.
# of values > 0
sign test p-value
Sum of sign ranks (med = 0)
Wilcoxon p-value
-0.0111711851

11/26/2016 3/6/2017 6/14/2017 9/22/2017 12/31/2017


8

8
2

4
-0.039518
-0.033332
-0.027145
-0.020958
-0.014772
-0.008585
-0.002399
0.003788
0.009975
0.016161
0.022348
0.028534
Univariate Statistics
ln (Return)
250
0.011091
0.00004436
0.000569
0.000000
0.00040553
-0.061171
0.031628
0.092799
0.010036662
0.000100735
0.000634774
-1.019
5.950
-0.034796
0.025960
-0.026557
-0.017761
-0.009962
-0.005116
0.000569
0.005512
0.010470
0.013836
0.023697
0.010628
0.070
0.944
-0.00120585
0.00129457
133
0.252
16,161.000
0.451
Date Close ln (Return)
10/2/2017 957.960022 0.0016297857
9/28/2017 956.400024 0.0057989109
9/27/2017 950.869995 0.0129879719
9/26/2017 938.599976 -0.001267045
9/25/2017 939.789978 -0.016159599 Count
9/22/2017 955.099976 -0.009949344 Sum
9/21/2017 964.650024 -0.008834543 Average
9/20/2017 973.210022 0.0034481931 Median
9/19/2017 969.859985 -0.004454643 Mode
9/18/2017 974.190002 -0.01285087 Trimmed Mean (0.2)
9/15/2017 986.789978 -0.005477572 Minimum
9/14/2017 992.210022 -0.007420374 Maximum
9/13/2017 999.599976 0.0171733923 Range
9/12/2017 982.580017 0.0047129908 Standard Deviation
9/11/2017 977.960022 0.0124084579 Variance
9/8/2017 965.900024 -0.013951245 Standard Error
9/7/2017 979.469971 0.0119861375 Skewness
9/6/2017 967.799988 0.0026175663 Kurtosis
9/5/2017 965.27002 -0.013357385
9/1/2017 978.25 -0.002399344
0.06
8/31/2017 980.599976 0.013356133
8/30/2017 967.590027 0.0140819113
0.04
8/29/2017 954.059998 0.0084628288
8/28/2017 946.02002 0.0008036991
8/25/2017 945.26001 -0.007577592 0.02
8/24/2017 952.450012 -0.005810153
8/23/2017 958 -0.009247324 0
8/22/2017 966.900024 0.0141759658 8/18/2016 10/7/2016 11/26/2016 1/15/2017 3/6/2017 4/
8/21/2017 953.289978 -0.005419096 -0.02
8/18/2017 958.469971 -0.002188633
8/17/2017 960.570007 -0.018166829
-0.04
8/16/2017 978.179993 -0.004650884
8/15/2017 982.73999 -0.000569671
-0.06
8/14/2017 983.299988 0.0156925033
8/11/2017 967.98999 0.0115019707
8/10/2017 956.919983 -0.025881726
8/9/2017 982.01001 -0.007941839
8/8/2017 989.840027 -0.002451927 2.193
8/7/2017 992.27002 0.0047377445
8/4/2017 987.580017 0.0006685581 1.193
8/3/2017 986.919983 -0.00904786
8/2/2017 995.890015 -0.00030118 0.193
8/1/2017 996.190002 0.0084779742
7/31/2017 987.780029 -0.032137069 -0.807

-1.807
0.193

-0.807
7/28/2017 1020.039978 -0.025131545
7/27/2017 1046 -0.006479962
-1.807
7/26/2017 1052.800049 0.0123576276
7/25/2017 1039.869995 0.0008851599
-2.807
7/24/2017 1038.949951 0.0128644401 -0.0527375039 -0.0
7/21/2017 1025.670044 -0.002949721
7/20/2017 1028.699951 0.0017804857
7/19/2017 1026.869995 0.0023595004
7/18/2017 1024.449951 0.0141659231
7/17/2017 1010.039978 0.0081815503
7/14/2017 1001.809998 0.0011785553
7/13/2017 1000.630005 -0.005859105
7/12/2017 1006.51001 0.0123762025
7/11/2017 994.130005 -0.002351017
7/10/2017 996.469971 0.0179325301
7/7/2017 978.76001 0.0140132905
7/6/2017 965.140015 -0.006465171
7/5/2017 971.400024 0.0184311691
7/3/2017 953.659973 -0.014924902
6/30/2017 968 -0.008158768 2.191
6/29/2017 975.929993 -0.014647383
6/28/2017 990.330017 0.0137767608 1.191
6/27/2017 976.780029 -0.017455588
6/26/2017 993.97998 -0.009771227 0.191
6/23/2017 1003.73999 0.0024338699
6/22/2017 1001.299988 -0.000928354 -0.809
6/21/2017 1002.22998 0.0096650605
6/20/2017 992.590027 -0.002595844
-1.809
6/19/2017 995.169983 0.0075244051
6/16/2017 987.710022 0.0241215447
-2.809
6/15/2017 964.169983 -0.012676388 719.070007 819.070007 919.070007
6/14/2017 976.469971 -0.004414349
6/13/2017 980.789978 0.0163235422
6/12/2017 964.909973 -0.013791786
6/9/2017 978.309998 -0.032146329
6/8/2017 1010.27002 0.0001979993
6/7/2017 1010.070007 0.0070241333
6/6/2017 1003 -0.008280702
6/5/2017 1011.340027 0.0045687761
6/2/2017 1006.72998 0.0107656462
6/1/2017 995.950012 0.0013363179
5/31/2017 994.619995 -0.002089084
5/30/2017 996.700012 0.0009234552
5/26/2017 995.780029 0.0024131041
5/25/2017 993.380005 0.0132036483
5/24/2017 980.349976 0.0090272075
5/23/2017 971.539978 0.0008958816
5/22/2017 970.669983 0.0112199052
5/19/2017 959.840027 0.001407513
5/18/2017 958.48999 0.0144281815
5/17/2017 944.76001 -0.022305365
5/16/2017 966.070007 0.0084198706
5/15/2017 957.969971 -0.00352209
5/12/2017 961.349976 0.0143849489
5/11/2017 947.619995 -0.00140255
5/10/2017 948.950012 -0.004069893
5/9/2017 952.820007 0.0039750918
5/8/2017 949.039978 0.0158138736
5/5/2017 934.150024 -0.003611738
5/4/2017 937.530029 -0.003726263
5/3/2017 941.030029 -0.006260684
5/2/2017 946.940002 -0.001361332
5/1/2017 948.22998 0.0248141519
4/28/2017 924.98999 0.0071716621
4/27/2017 918.380005 0.0099472028
4/26/2017 909.289978 0.0018382677
4/25/2017 907.619995 0.0002314254
4/24/2017 907.409973 0.009834231
4/21/2017 898.530029 -0.003920908
4/20/2017 902.059998 0.003175542
4/19/2017 899.200012 -0.005080508
4/18/2017 903.780029 0.0019825776
4/17/2017 901.98999 0.0193887475
4/13/2017 884.669983 -0.012982379
4/12/2017 896.22998 -0.006816483
4/11/2017 902.359985 -0.005172989
4/10/2017 907.039978 0.0134968897
4/7/2017 894.880005 -0.003792219
4/6/2017 898.280029 -0.012171253
4/5/2017 909.280029 0.0026980892
4/4/2017 906.830017 0.0170383547
4/3/2017 891.51001 0.0055904446
3/31/2017 886.539978 0.0115720466
3/30/2017 876.340027 0.0023077249
3/29/2017 874.320007 0.0211760732
3/28/2017 856 0.0107822106
3/27/2017 846.820007 0.0014299229
3/24/2017 845.609985 -0.002091
3/23/2017 847.380005 -0.000802143
3/22/2017 848.059998 0.0057471936
3/21/2017 843.200012 -0.016198686
3/20/2017 856.969971 0.0054525702
3/17/2017 852.309998 -0.001301478
3/16/2017 853.419983 0.0005274433
3/15/2017 852.969971 0.0005159097
3/14/2017 852.530029 -0.00241342
3/13/2017 854.590027 0.0024955403
3/10/2017 852.460022 -0.000633234
3/9/2017 853 0.0029351357
3/8/2017 850.5 0.0052813882
3/7/2017 846.02002 -0.000697099
3/6/2017 846.609985 -0.003855047
3/3/2017 849.880005 0.0011420271
3/2/2017 848.909973 -0.004900208
3/1/2017 853.080017 0.0094694122
2/28/2017 845.039978 -0.004251148
2/27/2017 848.640015 0.0040144869
2/24/2017 845.23999 -0.00818891
2/23/2017 852.190002 -0.004005138
2/22/2017 855.609985 -0.000969618
2/21/2017 856.440002 0.0133647927
2/17/2017 845.070007 0.0011010971
2/16/2017 844.140015 0.0017073384
2/15/2017 842.700012 0.0075160076
2/14/2017 836.390015 -0.000167389
2/13/2017 836.530029 0.0109016239
2/10/2017 827.460022 0.0073993096
2/9/2017 821.359985 0.0020108387
2/8/2017 819.710022 0.0088347318
2/7/2017 812.5 0.0059994809
2/6/2017 807.640015 -0.003164712
2/3/2017 810.200012 -0.036061235
2/2/2017 839.950012 0.0090893839
2/1/2017 832.349976 0.0107137582
1/31/2017 823.47998 -0.008344195
1/30/2017 830.380005 -0.006470046
1/27/2017 835.77002 -0.004036024
1/26/2017 839.150024 0.0031390502
1/25/2017 836.52002 0.0169749191
1/24/2017 822.440002 0.0055599014
1/23/2017 817.880005 0.0117452207
1/20/2017 808.330017 -0.00087792
1/19/2017 809.039978 0.0019300702
1/18/2017 807.47998 -0.002770211
1/17/2017 809.719971 -0.009121984
1/13/2017 817.140015 0.004292431
1/12/2017 813.640015 0.0181320244
1/11/2017 799.02002 0.0039124218
1/10/2017 795.900024 -0.001280696
1/9/2017 796.919983 0.0011676656
1/6/2017 795.98999 0.0197159186
1/5/2017 780.450012 0.0302696951
1/4/2017 757.179993 0.0046464128
1/3/2017 753.669983 0.0050547324
12/30/2016 749.869995 -0.020172073
12/29/2016 765.150024 -0.009081012
12/28/2016 772.130005 0.0009458592
12/27/2016 771.400024 0.0141125935
12/23/2016 760.590027 -0.007531487
12/22/2016 766.340027 -0.00554343
12/21/2016 770.599976 -0.000804238
12/20/2016 771.219971 0.0067914692
12/19/2016 766 0.0108022338
12/16/2016 757.77002 -0.004253422
12/15/2016 761 -0.010223523
12/14/2016 768.820007 -0.007154207
12/13/2016 774.340027 0.0185347795
12/12/2016 760.119995 -0.011172395
12/9/2016 768.659973 0.0017317253
12/8/2016 767.330017 -0.00401882
12/7/2016 770.419983 0.0074260828
12/6/2016 764.719971 0.0070337623
12/5/2016 759.359985 0.0253663769
12/2/2016 740.340027 -0.00446095
12/1/2016 743.650024 -0.009262401
11/30/2016 750.570007 -0.015795837
11/29/2016 762.52002 -0.005558149
11/28/2016 766.77002 -0.017581247
11/25/2016 780.369995 0.0003204122
11/23/2016 780.119995 -0.006656286
11/22/2016 785.330017 0.0068101136
11/21/2016 780 0.0257650178
11/18/2016 760.159973 0.0049585334
11/17/2016 756.400024 0.0131881609
11/16/2016 746.48999 0.0043632137
11/15/2016 743.23999 0.0330602738
11/14/2016 719.070007 -0.027352746
11/11/2016 739.01001 -0.004549782
11/10/2016 742.380005 -0.038967856
11/9/2016 771.880005 -0.020351677
11/8/2016 787.75 0.0035862477
11/7/2016 784.929993 0.0388105766
11/4/2016 755.049988 -0.015741996
11/3/2016 767.030029 0.0019183623
11/2/2016 765.559998 -0.02559825
11/1/2016 785.409973 -0.00559924
10/31/2016 789.820007 0.0172402649
10/28/2016 776.320007 -0.052737504
10/27/2016 818.359985 -0.005155613
10/26/2016 822.590027 -0.01518933
10/25/2016 835.179993 -0.003478263
10/24/2016 838.090027 0.0230536639
10/21/2016 818.98999 0.0106426215
10/20/2016 810.320007 -0.009054054
10/19/2016 817.690002 4.889258E-05
10/18/2016 817.650024 0.0057647797
10/17/2016 812.950012 -0.012238002 2.193
10/14/2016 822.960022 -0.007650266
10/13/2016 829.280029 -0.005783453
1.193
10/12/2016 834.090027 0.0037115477
10/11/2016 831 -0.012805768
10/10/2016 841.710022 0.0027124813 0.193
10/7/2016 839.429993 -0.002653018
10/6/2016 841.659973 -0.003202826
10/5/2016 844.359985 0.0123095185 -0.807
10/4/2016 834.030029 -0.003243969
10/3/2016 836.73999
-1.807

-2.807
-0.0527375039 -0.0327375039 -0.0127375039
Univariate Statistics Count
ln (Return) Sum
250 0.5005411707 Average
0.1352927 Median
0.000541171 Mode
0.0008444 Trimmed Mean (0.2)
#NAME? Minimum
0.000896397 Maximum
-0.0527375 Range
0.0388106 Standard Deviation
0.0915481 Variance
0.0120662320 0.1907838793 Standard Error
0.0001455940 Skewness
0.0007631355 0.018740415 Kurtosis
-0.471 Smallest (2)
2.075 Largest (2)
1st Percentile
5th Percentile
10th Percentile
25th Percentile
50th Percentile
75th Percentile
90th Percentile
95th Percentile
99th Percentile
016 1/15/2017 3/6/2017 4/25/2017 6/14/2017 8/3/2017 9/22/2017 11/11/2017 Interquartile Range
t statistic (mean = 0)
t statistic p-value
lower 95% c.i.
upper 95% c.i.
# of values > 0
sign test p-value
Sum of sign ranks (med = 0)
Wilcoxon p-value
5039 -0.0027375039

19.070007 919.070007 1019.070007


375039 -0.0127375039 0.0072624961 0.0272624961
Univariate Statistics
ln (Return)
250
0.1352927
0.000541171
0.0008444
#NAME?
0.000896397
-0.0527375
0.0388106
0.0915481
0.0120662320
0.0001455940
0.0007631355
-0.471
2.075
-0.0389679
0.0330603
-0.0341429
-0.0179033
-0.0130199
-0.0055545
0.0008444
0.0080173
0.0141669
0.0182966
0.0280624
0.0135717
0.709
0.479
-0.000961853
0.002044194
133
0.343
16,907.000
0.287
Date Close ln (Return)
10/2/2017 33.75 0.003562
9/29/2017 33.630001 0.008361
9/28/2017 33.349998 -0.00389
9/27/2017 33.48 -0.00833
9/26/2017 33.759998 0.001185 Count
9/25/2017 33.720001 0.010434 Sum
9/22/2017 33.369999 0.020282 Average
9/21/2017 32.700001 0.003063 Median
9/20/2017 32.599998 0.00338 Mode
9/19/2017 32.490002 -0.00092 Trimmed Mean (0.2)
9/18/2017 32.52 0.002463 Minimum
9/15/2017 32.439999 0.007736 Maximum
9/14/2017 32.189999 0.000311 Range
9/13/2017 32.18 -0.00712 Standard Deviation
9/12/2017 32.41 0.006811 Variance
9/11/2017 32.189999 0.022303 Standard Error
9/8/2017 31.48 -0.00886 Skewness
9/7/2017 31.76 -0.00346 Kurtosis
9/6/2017 31.870001 0.007875
9/5/2017 31.620001 -0.02128
9/1/2017 32.299999 0.00279
8/31/2017 32.209999 0.006854
8/30/2017 31.99 0.016071
8/29/2017 31.48 -0.0019
8/28/2017 31.540001 0.003176
8/25/2017 31.440001 0.006382
8/24/2017 31.24 0.010296
8/23/2017 30.92 -0.01126
8/22/2017 31.27 0.019048
8/21/2017 30.68 0.010156
8/18/2017 30.370001 -0.02182
8/17/2017 31.040001 -0.04103
8/16/2017 32.34 0.00776
8/15/2017 32.09 0.007821
8/14/2017 31.84 0.011689
8/11/2017 31.469999 0.015047
8/10/2017 31 -0.0198
8/9/2017 31.620001 -0.00158
8/8/2017 31.67 -0.00535
8/7/2017 31.84 0.001257
8/4/2017 31.799999 0.007576
8/3/2017 31.559999 0.001268
8/2/2017 31.52 -0.00412
8/1/2017 31.65 0.006339
7/31/2017 31.450001 -0.00222
7/28/2017 31.52 -0.00159
7/27/2017 31.57 -0.00285
7/26/2017 31.66 -0.01442
7/25/2017 32.119999 0.008128
7/24/2017 31.860001 0.000628
7/21/2017 31.84 -0.00063
7/20/2017 31.860001 -0.00125
7/19/2017 31.9 0.012301
7/18/2017 31.51 0.000317
7/17/2017 31.5 0.002543
7/14/2017 31.42 0.004785
7/13/2017 31.27 0.003524
7/12/2017 31.16 0.002249
7/11/2017 31.09 0.003544
7/10/2017 30.98 0.002586
7/7/2017 30.9 0.005842
7/6/2017 30.719999 -0.01262
7/5/2017 31.110001 -0.00705
7/3/2017 31.33 0.000958
6/30/2017 31.299999 -0.00351
6/29/2017 31.41 -0.02111
6/28/2017 32.080002 0.010025
6/27/2017 31.76 -0.015
6/26/2017 32.240002 0.004664
6/23/2017 32.09 0.007507
6/22/2017 31.85 0.000314
6/21/2017 31.84 -0.00031
6/20/2017 31.85 -0.00439
6/19/2017 31.99 0.011317
6/16/2017 31.629999 0.001582
6/15/2017 31.58 -0.00063
6/14/2017 31.6 -0.00316
6/13/2017 31.700001 0.014297
6/12/2017 31.25 -0.00383
6/9/2017 31.370001 -0.00762
6/8/2017 31.610001 0
6/7/2017 31.610001 0.001583
6/6/2017 31.559999 -0.00632
6/5/2017 31.76 -0.0069
6/2/2017 31.98 0.005016
6/1/2017 31.82 0.009156
5/31/2017 31.530001 -0.00475
5/30/2017 31.68 0.005698
5/26/2017 31.5 0.001907
5/25/2017 31.440001 -0.00159
5/24/2017 31.49 -0.00854
5/23/2017 31.76 0.005367
5/22/2017 31.59 0.012102
5/19/2017 31.209999 -0.00543
5/18/2017 31.379999 -0.07488
5/17/2017 33.82 -0.01409
5/16/2017 34.299999 0.002043
5/15/2017 34.23 0.023051
5/12/2017 33.450001 -0.00537
5/11/2017 33.630001 -0.00327
5/10/2017 33.740002 -0.00473
5/9/2017 33.900002 -0.01144
5/8/2017 34.290001 -0.00291
5/5/2017 34.389999 0.006125
5/4/2017 34.18 -0.00205
5/3/2017 34.25 0.000292
5/2/2017 34.240002 0.007917
5/1/2017 33.970001 -0.00294
4/28/2017 34.07 0.009437
4/27/2017 33.75 0.010424
4/26/2017 33.400002 -0.0006
4/25/2017 33.419998 0.004198
4/24/2017 33.279999 0.013919
4/21/2017 32.82 -0.0003
4/20/2017 32.830002 0.005498
4/19/2017 32.650002 -0.00061
4/18/2017 32.669998 0.001838
4/17/2017 32.610001 0.005844
4/13/2017 32.419998 -0.00615
4/12/2017 32.619999 -0.00915
4/11/2017 32.919998 -0.00273
4/10/2017 33.009998 0.001516
4/7/2017 32.959999 -0.00363
4/6/2017 33.080002 0.002421
4/5/2017 33 -0.01235
4/4/2017 33.41 -0.00508
4/3/2017 33.580002 -0.00653
3/31/2017 33.799999 0.001777
3/30/2017 33.740002 0
3/29/2017 33.740002 -0.00826
3/28/2017 34.02 0.000882
3/27/2017 33.990002 -0.00264
3/24/2017 34.080002 0.003527
3/23/2017 33.959999 -0.00411
3/22/2017 34.099998 0.006472
3/21/2017 33.880001 -0.01174
3/20/2017 34.279999 0.00146
3/17/2017 34.23 0
3/16/2017 34.23 -0.00029
3/15/2017 34.240002 0.003511
3/14/2017 34.119999 0.000586
3/13/2017 34.099998 -0.00468
3/10/2017 34.259998 0.005561
3/9/2017 34.07 0.001469
3/8/2017 34.02 -0.00528
3/7/2017 34.200001 0.000292
3/6/2017 34.189999 -0.00292
3/3/2017 34.290001 -0.00291
3/2/2017 34.389999 -0.00145
3/1/2017 34.439999 0.007578
2/28/2017 34.18 -0.00234
2/27/2017 34.259998 -0.00175
2/24/2017 34.32 0.008192
2/23/2017 34.040001 -0.00147
2/22/2017 34.09 -0.00117
2/21/2017 34.130001 0.011493
2/17/2017 33.740002 0.004158
2/16/2017 33.599998 0.023488
2/15/2017 32.82 0.015661
2/14/2017 32.310001 0.010579
2/13/2017 31.969999 0.014493
2/10/2017 31.51 0.000317
2/9/2017 31.5 0.007328
2/8/2017 31.27 -0.00574
2/7/2017 31.450001 0.004781
2/6/2017 31.299999 -0.00064
2/3/2017 31.32 0.00448
2/2/2017 31.18 0.02205
2/1/2017 30.5 -0.00719
1/31/2017 30.719999 -0.00357
1/30/2017 30.83 -0.00485
1/27/2017 30.98 0.007777
1/26/2017 30.74 0.001302
1/25/2017 30.700001 0.003263
1/24/2017 30.6 0.010843
1/23/2017 30.27 0.005632
1/20/2017 30.1 0.003995
1/19/2017 29.98 -0.00167
1/18/2017 30.030001 0.001333
1/17/2017 29.99 -0.00266
1/13/2017 30.07 0.000998
1/12/2017 30.040001 -0.00366
1/11/2017 30.15 -0.0076
1/10/2017 30.379999 0.006605
1/9/2017 30.18 -0.00166
1/6/2017 30.23 0.001987
1/5/2017 30.17 0.002323
1/4/2017 30.1 -0.01451
1/3/2017 30.540001 0.010533
12/30/2016 30.219999 -0.00791
12/29/2016 30.459999 0.001314
12/28/2016 30.42 -0.00851
12/27/2016 30.68 0.004901
12/23/2016 30.530001 0.002296
12/22/2016 30.459999 0.001314
12/21/2016 30.42 -0.00459
12/20/2016 30.559999 -0.0062
12/19/2016 30.75 0.005217
12/16/2016 30.59 -0.00131
12/15/2016 30.629999 0.005566
12/14/2016 30.459999 -0.00426
12/13/2016 30.59 0.013825
12/12/2016 30.17 0.003653
12/9/2016 30.059999 0.003666
12/8/2016 29.950001 0
12/7/2016 29.950001 0.020918
12/6/2016 29.33 -0.0068
12/5/2016 29.530001 0.009527
12/2/2016 29.25 -0.00681
12/1/2016 29.450001 -0.01249
11/30/2016 29.82 -0.00034
11/29/2016 29.83 -0.00301
11/28/2016 29.92 -0.00567
11/25/2016 30.09 0.012709
11/23/2016 29.709999 -0.00604
11/22/2016 29.889999 -0.00534
11/21/2016 30.049999 -0.00432
11/18/2016 30.18 0.004317
11/17/2016 30.049999 -0.04934
11/16/2016 31.57 -0.00411
11/15/2016 31.700001 0.010465
11/14/2016 31.370001 0.000319
11/11/2016 31.360001 0.011546
11/10/2016 31 -0.01155
11/9/2016 31.360001 0.011546
11/8/2016 31 0.001937
11/7/2016 30.940001 0.024539
11/4/2016 30.190001 -0.0043
11/3/2016 30.32 -0.00231
11/2/2016 30.389999 -0.00296
11/1/2016 30.48 -0.00654
10/31/2016 30.68 0.002938
10/28/2016 30.59 0.006889
10/27/2016 30.379999 -0.00558
10/26/2016 30.549999 0.006898
10/25/2016 30.34 -0.00395
10/24/2016 30.459999 0.010229
10/21/2016 30.15 -0.00033
10/20/2016 30.16 -0.00628
10/19/2016 30.35 -0.00296
10/18/2016 30.440001 0.007254
10/17/2016 30.219999 0.001324
10/14/2016 30.18 0.000331
10/13/2016 30.17 -0.00562
10/12/2016 30.34 -0.02281
10/11/2016 31.040001 -0.01376
10/10/2016 31.469999 0
10/7/2016 31.469999 -0.00032
10/6/2016 31.48 -0.00349
10/5/2016 31.59 0.007626
10/4/2016 31.35 -0.00477
10/3/2016 31.5
Univariate Statistics
ln (Return)
251
0.068993
0.00027487
0.000317
0.000000
0.00071914
-0.074882
0.024539
0.099421
0.010189481
0.000103826
0.000643154
-2.173
14.054

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