Saint Cloud State University Historical Return and Risk Excel Hi, I uploaded the whole requirements for the Assignment [ Calculating Return and Risk, Exce

Saint Cloud State University Historical Return and Risk Excel Hi, I uploaded the whole requirements for the Assignment [ Calculating Return and Risk, Excel Assignment Guidelines, Excel Functions used in Excel Assignment, Return(data)]. I would like you to check the Guidelines carefully and do the work as it request. Note*: This class is a finance class. The Output from Data Analysis:Covariance will look like this:
GE
GM
IBM
MSFT
GE
GM
IBM
MSFT
0.001461
-5.1E-05 0.001721
0.001168 -0.00019 0.001426
0.000912 0.000614 0.00057 0.001779
Step 1 Highlight all the terms in the covariance matrix (not the ticker symbols)
Step 2 Now we are going to copy the highlighted cells using Edit, Paste Special
Step 3 With Paste Special, choose Values and Transpose (copy these cells to another part of the sheet)
You will now have a transposed version of the covariance matrix:
0.001461
-5.1E-05 0.001168 0.000912
0.001721 -0.00019 0.000614
0.001426 0.00057
0.001779
Step 4 Now we are going to copy the transposed version on top of the original covariance matrix
Select the transposed version and copy it over the original covariance matrix using Paste Special (be sure
GE
GM
IBM
MSFT
GE
GM
IBM
MSFT
0.001461 -5.1E-05 0.001168 0.000912
-5.1E-05 0.001721 -0.00019 0.000614
0.001168 -0.00019 0.001426 0.00057
0.000912 0.000614 0.00057 0.001779
atrix using Paste Special (be sure to select Skip Blanks):
The Output from Data Analysis:Correlation will look like this:
GE
GE
GM
IBM
MSFT
GM
1
-0.03203
1
0.809096 -0.12186
0.565501 0.350782
IBM
1
0.35772
MSFT
1
Step 1 Highlight all the terms in the correlation matrix (not the ticker symbols)
Step 2 Now we are going to copy the highlighted cells using Edit, Paste Special
Step 3 With Paste Special, choose Values and Transpose (copy these cells to another part of the sheet)
You will now have a transposed version of the correlation matrix:
1
-0.03203 0.809096 0.565501
1 -0.12186 0.350782
1 0.35772
1
Step 4 Now we are going to copy the transposed version on top of the original correlation matrix
Select the transposed version and copy it over the original correlation matrix using Paste Special (be sure to
GE
GE
GM
IBM
MSFT
GM
IBM
MSFT
1 -0.03203 0.809096 0.565501
-0.03203
1 -0.12186 0.350782
0.809096 -0.12186
1 0.35772
0.565501 0.350782 0.35772
1
Paste Special (be sure to select Skip Blanks):
This worksheet demonstrates how to:
– Estimate the historical, arithmetic average return
– Estimate the standard deviation of an individual stock
– Calculate a covariance matrix between multiple stocks
– Calculate a correlation matrix between multiple stocks
Excel has built-in formulas for mean, variance, standard deviation, skewness and kurtosis
DATE GE
GM
IBM
MSFT
20040130
0.08553911 -0.06966 0.070673 0.01023013
20040227
-0.02705919 -0.02134
-0.0259 -0.04050629
20040331 -0.061500613
-0.0212 -0.04829 -0.0603091
20040430 -0.018676268 0.006794 -0.03996 0.04813473
20040528 0.039065111 -0.03226 0.006805 0.00382703
20040630 0.047557861 0.026438 -0.00497 0.08882958
20040730 0.026234519 -0.07405 -0.01225 -0.00245097
20040831 -0.013834559 -0.03083 -0.02527 -0.03896106
20040930 0.030192159 0.028322 0.012398 0.01282053
20041029 0.016080914 -0.09251 0.046769 0.01157323
20041130 0.036342371 0.014008 0.052033 0.06864499
20041231 0.038461521 0.038093 0.046053 -0.00335696
Avg. Return:
Variance:
Std Dev (method 1):
Std Dev (method 2):
Skewness
Kurtosis
→
0.016533578 -0.01902 0.006508
0.001594332 0.001877 0.001556
0.039929089 0.043324 0.039445
0.039929089 0.043324 0.039445
-0.407862308 -0.34631 0.260794
0.142786032
-1.05683
0.00820632
0.00194022
0.04404796
0.04404796
0.3365164
-1.28229 -0.23316934
Method for getting the Covariance Matrix
Step1:
Step2:
Step3:
Step 4:
Step 5:
From the Data pulldown menu select Data Analysis (If your Excel does not show Data Analysis, click on the FILE tab, then click Options. E
From Data Analysis select Covariance
For Input range, highlight the return data for all the stocks (include the row with the Tickers)
Be sure to check the box that says Labels are in first row
Then click on OK.
The output will go to another sheet. You will see only the lower triangular part of the covariance matrix
The terms on the diagonal are the variances and the off diagonal terms are the covariances
If you put the cursor in one of the variance cells, you will notice that it is a formula
The covariance terms are just numbers.
We now need to fill in the remaining empty cells (see “CovarMatrix” Worksheet):
Step 1: Highlight all the terms in the covariance matrix (not the ticker symbols)
Step2: Now we are going to copy the highlighted cells using Edit, Paste Special
Step 3: With Paste Special, choose Values and Transpose (copy these cells to another part of the sheet)
You will now have a transposed version of the covariance matrix
Step4: Now we are going to copy the transposed version on top of the original covariance matrix
Select the transposed version and copy it over the original covariance matrix using Paste Special (be sure to select Skip Blanks)
You will now have the complete covariance matrix
GE
GM
IBM
MSFT
→
Covariance Matrix
GE
GM
IBM
MSFT
0.001461471 -5.1E-05 0.001168 0.00091172
-5.07934E-05 0.001721 -0.00019 0.00061362
0.001168134 -0.00019 0.001426 0.00056973
0.000911717 0.000614 0.00057 0.00177854
Method for getting the Correlation Matrix
Step1:
Step2:
Step3:
Step 4:
From the Data pulldown menu select Data Analysis
From Data Analysis select Correlation
Highlight the return data for all the stocks (include the row with the Tickers)
Be sure to check the box that says Labels are in first row
The output will go to another sheet. You will see only the lower triangular part of the correlation matrix
The terms on the diagonal are correlation of the stock with itself and the off diagonal terms are the correlation of a stock with another
If you put the cursor in one of the correlation cells, you will notice that it is just a number
We now need to fill in the remaining empty cells (see “Correlation matrix” Worksheet):
Step 1: Highlight all the terms in the correlation matrix (not the ticker symbols)
Step2: Now we are going to copy the highlighted cells using Edit, Paste Special
Step 3: With Paste Special, choose Values and Transpose (copy these cells to another part of the sheet)
You will now have a transposed version of the correlation matrix
Step4: Now we are going to copy the transposed version on top of the original correlation matrix
Select the transposed version and copy it over the original correlation matrix using Paste Special (be sure to select Skip Blanks)
You will now have the complete correlation matrix
GE
GM
IBM
MSFT
Correlation Coefficient Matrix
GE
GM
IBM
MSFT
1 -0.03203 0.80909588 0.565501
-0.03203
1 -0.12185609 0.350782
0.809096 -0.12186
1 0.35772
0.565501 0.350782 0.35772048
1
on the FILE tab, then click Options. Excel Options dialog box pops up, then click Add-ins. Click the drop-down list in the Manage area and choose Excel Add-ins, then click Go. When
d-ins, then click Go. When the Add-Ins dialog box pops up, click the box in front of Analysis ToolPak, and then click the OK button. The Data Analysis add-in will be installed. If your E
add-in will be installed. If your Excel does not show Data Analysis, click on the FILE tab, then click Options. Excel Options dialog box pops up, then click Add-ins. Click the drop-dow
lick Add-ins. Click the drop-down list in the Manage area and choose Excel Add-ins, then click Go. When the Add-Ins dialog box pops up, click the box in front of Analysis ToolPak, a
x in front of Analysis ToolPak, and then click the OK button. The Data Analysis add-in will be installed.
This worksheet is a simple copy of the Return Data
worksheet. It shows the formulas used to calculate
the average returns, variance, Standard deviation,
Skewness, Kurtosis, covariance, and correlation.
This worksheet demonstrates how to:
– Estimate the historical, arithmetic average return
– Estimate the standard deviation of an individual stock
– Calculate a covariance matrix between multiple stocks
– Calculate a correlation matrix between multiple stocks
Excel has built-in formulas for mean, variance, standard deviation, skewness and kurtosis
DATE GE
0.08553911
-0.02705919
-0.061500613
-0.018676268
0.0390651114
0.0475578606
0.0262345187
-0.013834559
0.0301921591
0.0160809141
0.0363423713
0.0384615213
20040130
20040227
20040331
20040430
20040528
20040630
20040730
20040831
20040930
20041029
20041130
20041231
Avg. Return:
Variance:
Std Dev (method 1):
Std Dev (method 2):
Skewness
=AVERAGE(B14:B25)
=VAR.S(B14:B25)
=STDEV.S(B14:B25)
=SQRT(B28)
=SKEW(B14:B25)
Kurtosis =KURT(B14:B25)
→
Method for getting the Covariance Matrix
Step1: From the Data pulldown menu select Data Analysis
GM
-0.069662943
-0.021336582
-0.021197017
0.0067940489
-0.032264844
0.0264375582
-0.07405024
-0.030829811
0.0283223949
-0.092514135
0.0140078058
0.0380928032
=AVERAGE(C14:C25)
=VAR.S(C14:C25)
=STDEV.S(C14:C25)
=SQRT(C28)
=SKEW(C14:C25)
=KURT(C14:C25)
Step2: From Data Analysis select Covariance
Step3: Highlight the return data for all the stocks (include the row with the Tickers)
Step 4: Be sure to check the box that says Labels are in first row
The output will go to another sheet. You will see only the lower triangular part of the covariance matrix
The terms on the diagonal are the variances and the off diagonal terms are the covariances
If you put the cursor in one of the variance cells, you will notice that it is a formula
The covariance terms are just numbers.
We now need to fill in the remaining empty cells (see “CovarMatrix” Worksheet):
Step 1: Highlight all the terms in the covariance matrix (not the ticker symbols)
Step2: Now we are going to copy the highlighted cells using Edit, Paste Special
Step 3: With Paste Special, choose Values and Transpose (copy these cells to another part of the sheet)
You will now have a transposed version of the covariance matrix
Step4: Now we are going to copy the transposed version on top of the original covariance matrix
Select the transposed version and copy it over the original covariance matrix using Paste Special (be sure to se
You will now have the complete covariance matrix
GE
GM
IBM
MSFT
→
Covariance Matrix
GE
=COVAR($B$14:$B$25,B$14:B$25)
=COVAR($C$14:$C$25,B$14:B$25)
=COVAR($D$14:$D$25,B$14:B$25)
=COVAR($E$14:$E$25,B$14:B$25)
GM
=COVAR($B$14:$B$25,C$14:C$25)
=COVAR($C$14:$C$25,C$14:C$25)
=COVAR($D$14:$D$25,C$14:C$25)
=COVAR($E$14:$E$25,C$14:C$25)
Method for getting the Correlation Matrix
Step1:
Step2:
Step3:
Step 4:
From the Data pulldown menu select Data Analysis
From Data Analysis select Correlation
Highlight the return data for all the stocks (include the row with the Tickers)
Be sure to check the box that says Labels are in first row
The output will go to another sheet. You will see only the lower triangular part of the correlation matrix
The terms on the diagonal are correlation of the stock with itself and the off diagonal terms are the correlation o
If you put the cursor in one of the correlation cells, you will notice that it is just a number
We now need to fill in the remaining empty cells (see “Correlation matrix” Worksheet):
Step 1: Highlight all the terms in the correlation matrix (not the ticker symbols)
Step2: Now we are going to copy the highlighted cells using Edit, Paste Special
Step 3: With Paste Special, choose Values and Transpose (copy these cells to another part of the sheet)
You will now have a transposed version of the correlation matrix
Step4: Now we are going to copy the transposed version on top of the original correlation matrix
Select the transposed version and copy it over the original correlation matrix using Paste Special (be sure to se
You will now have the complete correlation matrix
GE
GM
IBM
MSFT
Correlation Coefficient Matrix
GE
=CORREL($B$14:$B$25,B$14:B$25)
=CORREL($C$14:$C$25,B$14:B$25)
=CORREL($D$14:$D$25,B$14:B$25)
=CORREL($E$14:$E$25,B$14:B$25)
GM
=CORREL($B$14:$B$25,C$14:C$25)
=CORREL($C$14:$C$25,C$14:C$25)
=CORREL($D$14:$D$25,C$14:C$25)
=CORREL($E$14:$E$25,C$14:C$25)
IBM
0.0706733167
-0.025899459
-0.048290193
-0.039960783
0.0068050153
-0.004966642
-0.012251864
-0.025266996
0.0123981033
0.0467693284
0.052033402
0.0460526757
MSFT
0.0102301342
-0.040506292
-0.060309097
0.0481347293
0.0038270336
0.0888295844
-0.00245097
-0.038961057
0.012820527
0.0115732262
0.0686449856
-0.003356962
=AVERAGE(D14:D25)
=VAR.S(D14:D25)
=STDEV.S(D14:D25)
=SQRT(D28)
=SKEW(D14:D25)
=AVERAGE(E14:E25)
=VAR.S(E14:E25)
=STDEV.S(E14:E25)
=SQRT(E28)
=SKEW(E14:E25)
=KURT(D14:D25)
=KURT(E14:E25)
IBM
=COVAR($B$14:$B$25,D$14:D$25)
=COVAR($C$14:$C$25,D$14:D$25)
=COVAR($D$14:$D$25,D$14:D$25)
=COVAR($E$14:$E$25,D$14:D$25)
MSFT
=COVAR($B$14:$B$25,E$14:E$25)
=COVAR($C$14:$C$25,E$14:E$25)
=COVAR($D$14:$D$25,E$14:E$25)
=COVAR($E$14:$E$25,E$14:E$25)
IBM
=CORREL($B$14:$B$25,D$14:D$25)
=CORREL($C$14:$C$25,D$14:D$25)
=CORREL($D$14:$D$25,D$14:D$25)
=CORREL($E$14:$E$25,D$14:D$25)
MSFT
=CORREL($B$14:$B$25,E$14:E$25)
=CORREL($C$14:$C$25,E$14:E$25)
=CORREL($D$14:$D$25,E$14:E$25)
=CORREL($E$14:$E$25,E$14:E$25)
Excel Assignment 1
Historical Return and Risk
The objective of this assignment is to learn how to use Excel functions and formulas to obtain
basic statistical measures of stock performance based on historical data. Pay careful attention
to the risk-return relationships among various assets. Please refer to the Excel Tutorial
Materials to help you complete this assignment! You will want to use the tutorial file posted on
D2L “Calculating_Return_and_Risk_updated” to help you complete this assignment!
The Excel workbook titled “Return.xls” (available on the class web page) contains monthly returns
on 4 stocks (TSLA: Tesla, PII: Polaris, MCD: MacDonald’s, WMT: Walmart) and one-month US
T-bills for the period June 2010 -March 2020.
1.
For the 4 stocks and T-bill, calculate the following statistics based on the data during 2010
and 2020: (20 points)
a. Find the arithmetic mean, variance, and standard deviation of monthly returns. Also,
state the annualized mean and standard deviation, assuming monthly compounding. (5
points)
b. Find the skewness and kurtosis of monthly returns. Also interpret the findings. (5
points)
c. Find the pair-wise covariances (in the form of a covariance matrix) for each set of
assets. (5 points)
d. Find the pair-wise correlations (in the form of a correlation matrix) for each set of
assets. (5 points)
2.
Find the average monthly risk premium earned by each of the four stocks over this period
of time and the Sharpe Ratio for each of the four stocks? (Hint: A risk premium is defined
as return of an investment in excess of risk-free rate and Sharpe ratio is defined as risk
premium of an investment divided by the standard deviation of the investment. It is wellknown that T-bill can be considered a proxy for risk-free investment. You have calculated
average monthly return for each stock and that for the T-bill investment. So, you have all
the information required for the calculation of average monthly risk premium for each of
the four stocks.) (5 points)
Please upload your finished excel spreadsheet to the folder titled “Excel Assignment 1” under
Assignments on D2L before midnight of Monday, June 8th!
Excel Functions used in Excel Assignment 1:
Arithmetic Mean:
=Average(number1, number 2, …)
Sample Standard deviation:
=StdDev.S(number1, number 2, …)
Sample Variance:
=Var.S(number1, number 2, …)
Skewness:
=Skew(number1, number 2, …)
Kurtosis:
=Kurt(number1, number 2, …)
Square root:
=Sqrt(number)
Date
6/1/2010
7/1/2010
8/1/2010
9/1/2010
10/1/2010
11/1/2010
12/1/2010
1/1/2011
2/1/2011
3/1/2011
4/1/2011
5/1/2011
6/1/2011
7/1/2011
8/1/2011
9/1/2011
10/1/2011
11/1/2011
12/1/2011
1/1/2012
2/1/2012
3/1/2012
4/1/2012
5/1/2012
6/1/2012
7/1/2012
8/1/2012
9/1/2012
10/1/2012
11/1/2012
12/1/2012
1/1/2013
2/1/2013
3/1/2013
4/1/2013
5/1/2013
6/1/2013
7/1/2013
8/1/2013
9/1/2013
10/1/2013
11/1/2013
12/1/2013
1/1/2014
2/1/2014
3/1/2014
TSLA Return PII Return
-16,32%
9,30%
-2,31%
-9,47%
4,77%
22,07%
7,01%
9,20%
61,77%
3,44%
-24,62%
7,33%
-9,50%
-1,41%
-0,87%
-0,73%
16,16%
15,33%
-0,54%
21,16%
9,20%
5,56%
-3,35%
0,74%
-3,30%
6,64%
-12,18%
-6,61%
-1,41%
-9,04%
20,42%
26,76%
11,47%
-4,78%
-12,77%
-6,86%
1,79%
15,04%
14,93%
2,58%
11,46%
9,83%
-11,04%
10,10%
-10,96%
-4,37%
6,07%
-5,46%
-12,37%
5,15%
4,01%
0,04%
2,66%
8,08%
-3,93%
4,49%
20,23%
0,37%
0,15%
-0,34%
10,75%
3,49%
-7,14%
0,32%
8,79%
6,39%
42,49%
-6,81%
81,07%
10,81%
9,82%
-0,08%
25,07%
18,04%
25,86%
-2,61%
14,42%
18,74%
-17,29%
1,37%
-20,42%
1,92%
18,19%
9,46%
20,59%
-14,03%
34,95%
7,05%
-14,85%
4,61%
-0,27%
-3,85%
MCD Return
5,86%
4,78%
2,75%
4,38%
0,68%
-1,20%
-4,03%
2,73%
1,36%
2,92%
4,12%
4,18%
2,56%
4,54%
-2,21%
5,73%
2,88%
5,83%
-1,28%
0,23%
-0,49%
-0,66%
-8,32%
-0,13%
0,94%
0,15%
3,33%
-5,40%
0,28%
2,25%
8,03%
0,64%
4,79%
2,46%
-5,45%
3,32%
-0,93%
-3,79%
2,78%
0,32%
0,88%
0,48%
-2,95%
1,04%
3,90%
3,42%
WMT Return T-Bill Return
6,49%
0,01%
-2,05%
0,01%
7,36%
0,01%
1,21%
0,01%
-0,15%
0,01%
-0,30%
0,01%
4,54%
0,01%
-7,29%
0,01%
0,13%
0,01%
6,37%
0,01%
0,44%
0,00%
-3,13%
0,00%
-0,81%
0,00%
0,91%
0,00%
-1,72%
0,01%
9,29%
0,00%
3,84%
0,00%
1,46%
0,00%
3,32%
0,00%
-3,72%
0,00%
3,59%
0,00%
-3,10%
0,00%
11,73%
0,00%
6,64%
0,01%
6,76%
0,00%
-2,46%
0,00%
2,20%
0,01%
1,65%
0,01%
-4,00%
0,01%
-5,26%
0,01%
3,09%
0,01%
1,19%
0,00%
5,72%
0,00%
4,53%
0,00%
-3,71%
0,00%
0,13%
0,00%
4,63%
0,00%
-6,36%
0,00%
1,96%
0,00%
3,77%
0,00%
5,55%
0,00%
-2,86%
0,00%
-4,54%
0,00%
0,03%
0,00%
2,32%
0,00%
4,96%
0,00%
4/1/2014
5/1/2014
6/1/2014
7/1/2014
8/1/2014
9/1/2014
10/1/2014
11/1/2014
12/1/2014
1/1/2015
2/1/2015
3/1/2015
4/1/2015
5/1/2015
6/1/2015
7/1/2015
8/1/2015
9/1/2015
10/1/2015
11/1/2015
12/1/2015
1/1/2016
2/1/2016
3/1/2016
4/1/2016
5/1/2016
6/1/2016
7/1/2016
8/1/2016
9/1/2016
10/1/2016
11/1/2016
12/1/2016
1/1/2017
2/1/2017
3/1/2017
4/1/2017
5/1/2017
6/1/2017
7/1/2017
8/1/2017
9/1/2017
10/1/2017
11/1/2017
12/1/2017
1/1/2018
2/1/2018
-0,06%
15,54%
-6,98%
20,78%
-10,02%
-0,40%
1,17%
-9,04%
-8,46%
-0,13%
-7,17%
19,75%
10,95%
6,96%
-0,79%
-6,42%
-0,26%
-16,69%
11,27%
4,23%
-20,34%
0,38%
19,72%
4,78%
-7,28%
-4,91%
10,60%
-9,70%
-3,76%
-3,09%
-4,21%
12,82%
17,90%
-0,77%
11,32%
12,85%
8,58%
6,04%
-10,55%
10,03%
-4,16%
-2,81%
-6,84%
0,81%
13,80%
-3,18%
-22,42%
-4,03%
1,40%
13,28%
-1,46%
3,71%
0,71%
3,88%
-3,19%
-4,40%
6,04%
-7,66%
-2,93%
4,45%
3,92%
-7,46%
-5,25%
-7,32%
-6,28%
-6,15%
-18,07%
-14,09%
19,05%
12,72%
-0,61%
-13,14%
-3,21%
20,78%
-12,26%
-10,07%
-1,07%
13,38%
-4,55%
2,04%
1,36%
-0,99%
1,74%
-1,95%
11,08%
-2,79%
3,98%
12,92%
13,19%
7,24%
-1,94%
-8,86%
0,87%
0,99%
0,05%
0,12%
-6,13%
-0,89%
2,92%
-1,14%
3,29%
-2,36%
-1,34%
6,99%
-0,62%
-0,91%
-0,64%
-0,04%
5,04%
-2,53%
2,12%
13,92%
1,70%
4,30%
4,77%
-5,32%
8,06%
0,64%
-3,50%
-1,41%
-1,52%
-1,69%
0,52%
-2,42%
5,95%
2,85%
0,70%
4,14%
2,28%
7,96%
7,83%
1,50%
1,93%
3,11%
-1,48%
6,53%
3,03%
0,68%
-0,57%
-7,83%
-0,24%
-3,69%
-1,61%
-1,98%
2,61%
1,95%
-0,26%
14,78%
-1,90%
-0,50%
-1,24%
-2,00%
-4,54%
-4,84%
-3,89%
1,48%
-10,07%
0,85%
-11,72%
2,80%
4,18%
9,16%
-0,03%
3,24%
-1,64%
5,85%
3,92%
-0,07%
-2,10%
1,64%
-2,91%
0,59%
-1,86%
-2,75%
6,28%
1,62%
5,07%
4,55%
-3,07%
5,70%
-2,40%
0,72%
11,74%
11,36%
1,56%
8,52%
-15,56%
-1,16%
0,00%
0,00%
0,00%
0,00%
0,00%
0,00%
0,00%
0,00%
0,00%
0,00%
0,00%
0,00%
0,00%
0,00%
0,00%
0,00%
0,00%
0,00%
0,00%
0,00%
0,01%
0,01%
0,02%
0,02%
0,01%
0,01%
0,02%
0,02%
0,02%
0,02%
0,02%
0,01%
0,03%
0,04%
0,04%
0,03%
0,05%
0,06%
0,06%
0,07%
0,09%
0,09%
0,09%
0,08%
0,09%
0,11%
0,11%
3/1/2018
4/1/2018
5/1/2018
6/1/2018
7/1/2018
8/1/2018
9/1/2018
10/1/2018
11/1/2018
12/1/2018
1/1/2019
2/1/2019
3/1/2019
4/1/2019
5/1/2019
6/1/2019
7/1/2019
8/1/2019
9/1/2019
10/1/2019
11/1/2019
12/1/2019
1/1/2020
2/1/2020
3/1/2020
10,43%
-3,12%
20,45%
-13,07%
1,18%
-12,23%
27,40%
3,90%
-5,04%
-7,75%
4,19%
-12,51%
-14,71%
-22,43%
20,68%
8,12%
-6,62%
6,76%
30,74%
4,77%
26,79%
55,52%
2,68%
-21,56%
49,21%
-8,47%
6,75%
9,77%
-13,72%
2,87%
-6,41%
-11,86%
9,01%
-20,45%
9,39%
1,61%
-0,24%
14,18%
-17,14%
15,03%
3,77%
-13,36%
8,11%
12,09%
-0,96%
4,73%
-9,70%
-10,14%
-41,22%
47,31%
7,07%
-4,44%
-2,07%
1,18%
2,98%
3,76%
5,74%
6,56%
-5,22%
0,68%
2,83%
3,95%
4,04%
0,35%
5,35%
1,47%
3,44%
-0,97%
-8,39%
-1,13%
2,26%
8,28…
Purchase answer to see full
attachment