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The document contains monthly stock return data for various companies and market indices from January 2003 to December 2005. It shows the percentage change in stock price from the previous month for Microsoft, Exxon Mobil, Caterpillar, Johnson & Johnson, McDonald's, Sandisk, Qualcomm, Procter & Gamble, and the S&P 500 index over this period.

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Karan Trivedi
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0% found this document useful (0 votes)
53 views

Beta

The document contains monthly stock return data for various companies and market indices from January 2003 to December 2005. It shows the percentage change in stock price from the previous month for Microsoft, Exxon Mobil, Caterpillar, Johnson & Johnson, McDonald's, Sandisk, Qualcomm, Procter & Gamble, and the S&P 500 index over this period.

Uploaded by

Karan Trivedi
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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Johnson Procter

Exxon Caterpilla & &


Month Microsoft Mobil r Johnson McDonald's Sandisk Qualcomm Gamble
Jan-03 -0.08201 -0.02261 -0.0304 -0.00186 -0.11443 -0.24867 0.0349 0.000465
Feb-03 0.00211 0.00293 0.06867 -0.01781 -0.04424 0.09363 -0.08178 -0.043356
Mar-03 0.02152 0.02734 0.04681 0.10334 0.06245 0.00839 0.04251 0.087833
Apr-03 0.05576 0.00715 0.07622 -0.02609 0.18257 0.43876 -0.11444 0.013588
May-03 -0.03717 0.04119 -0.00856 -0.03141 0.09532 0.50165 0.05395 0.021925
Jun-03 0.04185 -0.01346 0.06731 -0.04876 0.17779 0.1164 0.07124 -0.028752
Jul-03 0.03003 -0.00919 0.21847 0.00174 0.04306 0.39734 0.04285 -0.009587
Aug-03 0.00417 0.06661 0.06462 -0.03804 -0.02564 0.06633 0.10459 -0.006601
Sep-03 0.04827 -0.02918 -0.04163 -0.00121 0.04996 0.05409 0.00823 0.063352
Oct-03 -0.05396 -0.00055 0.06987 0.01636 0.06202 0.26491 0.13967 0.063833
Nov-03 -0.01645 -0.00355 0.0378 -0.0157 0.0412 0.00273 -0.06043 -0.020857
Dec-03 0.06457 0.1326 0.09165 0.04787 -0.03121 -0.24276 0.21055 0.037822
Jan-04 0.01023 -0.00512 -0.05444 0.03407 0.03665 -0.11275 0.08678 0.01657
Feb-04 -0.04051 0.03996 -0.03046 0.01367 0.09946 -0.06372 0.07763 0.014147
Mar-04 -0.06031 -0.01375 0.04383 -0.05917 0.00954 0.11566 0.05072 0.02312
Apr-04 0.04813 0.02308 -0.01227 0.06526 -0.0469 -0.18371 -0.05778 0.013063
May-04 0.00383 0.0228 -0.03062 0.03637 -0.03048 0.06479 0.07541 0.019574
Jun-04 0.08883 0.02682 0.05428 -0.00018 -0.01515 -0.12008 0.08812 0.009831
Jul-04 -0.00245 0.04256 -0.06974 -0.00772 0.05769 0.12125 -0.05166 -0.037472
Aug-04 -0.03896 0.00151 -0.01075 0.05636 -0.01745 -0.03988 0.10157 0.07325
Sep-04 0.01282 0.04837 0.1066 -0.03046 0.03738 0.24711 0.02602 -0.033053
Oct-04 0.01157 0.01842 0.00622 0.03639 0.03996 -0.28331 0.06557 -0.049704
Nov-04 0.06864 0.04673 0.1367 0.03811 0.07341 0.08194 0.00048 0.044939
Dec-04 -0.00336 0.0002 0.0651 0.05139 0.04294 0.10585 0.02042 0.029918
Jan-05 -0.01647 0.00663 -0.08204 0.02018 0.01029 -0.01081 -0.1217 -0.029049
Feb-05 -0.03957 0.23217 0.06678 0.01832 0.0213 0.08826 -0.03008 -0.00263
Mar-05 -0.03935 -0.0586 -0.03798 0.02378 -0.05865 0.03423 0.01609 -0.001695
Apr-05 0.04675 -0.04312 -0.03259 0.02189 -0.05877 -0.14748 -0.0475 0.026981
May-05 0.02292 -0.00947 0.06882 -0.01749 0.05561 0.09578 0.07079 0.018467
Jun-05 -0.03721 0.0226 0.01275 -0.0313 -0.1031 -0.08625 -0.1143 -0.043518
Jul-05 0.031 0.02227 0.1365 -0.016 0.12324 0.4252 0.196 0.059905
Aug-05 0.07224 0.02451 0.02931 -0.00375 0.04107 0.14814 0.00811 -0.002696
Sep-05 -0.06026 0.06077 0.05875 -0.00174 0.03205 0.24234 0.12692 0.071738
Oct-05 -0.00117 -0.11646 -0.1006 -0.01043 -0.05643 0.22056 -0.11151 -0.053649
Nov-05 0.08016 0.03883 0.09869 -0.00862 0.0924 -0.13281 0.14361 0.021432
Dec-05 -0.05527 -0.03205 -0.00017 -0.02672 -0.00384 0.23032 -0.05058 0.012065
S&P 500
-0.027415
-0.017004
0.008358
0.081044
0.050899
0.011322
0.016224
0.017873
-0.011944
0.054962
0.007129
0.050765
0.017276
0.012209
-0.016359
-0.016791
0.012083
0.017989
-0.034291
0.002287
0.009364
0.014014
0.038595
0.032458
-0.02529
0.018903
-0.019118
-0.020109
0.029952
-0.000143
0.035968
-0.011222
0.006949
-0.017741
0.035186
-0.000952

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