Professional Documents
Culture Documents
3/7/2012 29.98
4/2/2012 29.35 -2.10%
5/1/2012 31.01 5.66%
6/1/2012 27.25 -12.13% Company name
7/2/2012 28.06 2.97% Stock Symbol
8/1/2012 26.39 -5.95% Average monthly return (5 years)
9/3/2012 24.74 -6.25% Standard deviation of monthly returns
10/1/2012 24.66455 -0.30%
11/1/2012 26.82829 8.77%
12/3/2012 27.04664 0.81%
1/1/2013 29.02179 7.30%
2/1/2013 29.89523 3.01%
3/1/2013 27.98955 -6.37%
4/1/2013 26.81285 -4.20%
5/1/2013 26.75361 -0.22%
6/3/2013 26.88195 0.48%
7/24/2013 29.56719 9.99%
8/1/2013 30.4853 3.11%
9/2/2013 26.724 -12.34%
10/1/2013 27.15581 1.62%
11/1/2013 32.909 21.19%
12/2/2013 31.6327 -3.88%
1/1/2014 32.83046 3.79%
2/3/2014 32.7421 -0.27%
3/3/2014 32.28067 -1.41%
4/1/2014 33.27033 3.07%
5/1/2014 31.12984 -6.43%
6/2/2014 36.05588 15.82%
7/1/2014 34.56048 -4.15%
8/1/2014 32.41999 -6.19%
9/1/2014 32.55683 0.42%
10/1/2014 33.54144 3.02%
11/3/2014 30.83397 -8.07%
12/1/2014 33.33692 8.12%
1/1/2015 33.56092 0.67%
2/2/2015 30.50284 -9.11%
3/2/2015 30.30806 -0.64%
4/1/2015 31.58118 4.20%
5/1/2015 30.31017 -4.02%
6/1/2015 33.57016 10.76%
7/1/2015 32.04689 -4.54%
8/3/2015 33.00742 3.00%
9/1/2015 32.40588 -1.82%
10/1/2015 30.33733 -6.38%
11/2/2015 28.98428 -4.46%
12/1/2015 28.02064 -3.32%
1/1/2016 27.52547 -1.77%
2/1/2016 26.56925 -3.47%
3/1/2016 26.26188 -1.16%
4/1/2016 24.92127 -5.10%
5/2/2016 24.04431 -3.52%
6/1/2016 22.34145 -7.08%
7/1/2016 21.47299 -3.89%
8/1/2016 20.74076 -3.41%
9/1/2016 21.10688 1.77%
10/3/2016 19.982 -5.33%
11/1/2016 19.67654 -1.53%
12/1/2016 19.10805 -2.89%
1/2/2017 16.46075 -13.85%
2/1/2017 16.83409 2.27%
3/1/2017 16.94439 0.66%
AVERAGE -0.75%
ST DEV 6.35%
Twenty-first Century Fox, Inc
FOX
1.30%
6.51%
Date Adj Close FOX Return SP 500 SP Return
3/7/2012 29.98 2362.98
4/2/2012 29.35 -2.10% 2363.6399 0.03%
5/1/2012 31.01 5.66% 2278.8701 -3.59%
6/1/2012 27.25 -12.13% 2238.8301 -1.76%
7/2/2012 28.06 2.97% 2198.8101 -1.79%
8/1/2012 26.39 -5.95% 2126.1499 -3.30%
9/3/2012 24.74 -6.25% 2168.27 1.98%
10/1/2012 24.66455 -0.30% 2170.95 0.12%
11/1/2012 26.82829 8.77% 2173.6001 0.12%
12/3/2012 27.04664 0.81% 2098.8601 -3.44%
1/1/2013 29.02179 7.30% 2096.95 -0.09%
2/1/2013 29.89523 3.01% 2065.3 -1.51%
3/1/2013 27.98955 -6.37% 2059.74 -0.27%
4/1/2013 26.81285 -4.20% 1932.23 -6.19%
5/1/2013 26.75361 -0.22% 1940.24 0.41%
6/3/2013 26.88195 0.48% 2043.9399 5.34%
7/24/2013 29.56719 9.99% 2080.4099 1.78%
8/1/2013 30.4853 3.11% 2079.3601 -0.05%
9/2/2013 26.724 -12.34% 1920.03 -7.66%
10/1/2013 27.15581 1.62% 1972.1801 2.72%
11/1/2013 32.909 21.19% 2103.8401 6.68%
12/2/2013 31.6327 -3.88% 2063.1101 -1.94%
1/1/2014 32.83046 3.79% 2107.3899 2.15%
2/3/2014 32.7421 -0.27% 2085.51 -1.04%
3/3/2014 32.28067 -1.41% 2067.8899 -0.84%
4/1/2014 33.27033 3.07% 2104.5 1.77%
5/1/2014 31.12984 -6.43% 1994.99 -5.20%
6/2/2014 36.05588 15.82% 2058.8999 3.20%
7/1/2014 34.56048 -4.15% 2067.5601 0.42%
8/1/2014 32.41999 -6.19% 2018.05 -2.39%
9/1/2014 32.55683 0.42% 1972.29 -2.27%
10/1/2014 33.54144 3.02% 2003.37 1.58%
11/3/2014 30.83397 -8.07% 1930.67 -3.63%
12/1/2014 33.33692 8.12% 1960.23 1.53%
1/1/2015 33.56092 0.67% 1923.5699 -1.87%
2/2/2015 30.50284 -9.11% 1883.95 -2.06%
3/2/2015 30.30806 -0.64% 1872.34 -0.62%
4/1/2015 31.58118 4.20% 1859.45 -0.69%
5/1/2015 30.31017 -4.02% 1782.59 -4.13%
6/1/2015 33.57016 10.76% 1848.36 3.69%
7/1/2015 32.04689 -4.54% 1805.8101 -2.30%
8/3/2015 33.00742 3.00% 1756.54 -2.73%
9/1/2015 32.40588 -1.82% 1681.55 -4.27%
10/1/2015 30.33733 -6.38% 1632.97 -2.89%
11/2/2015 28.98428 -4.46% 1685.73 3.23%
12/1/2015 28.02064 -3.32% 1606.28 -4.71%
1/1/2016 27.52547 -1.77% 1630.74 1.52%
2/1/2016 26.56925 -3.47% 1597.5699 -2.03%
3/1/2016 26.26188 -1.16% 1569.1899 -1.78%
4/1/2016 24.92127 -5.10% 1514.6801 -3.47%
5/2/2016 24.04431 -3.52% 1498.11 -1.09%
6/1/2016 22.34145 -7.08% 1426.1899 -4.80%
7/1/2016 21.47299 -3.89% 1416.1801 -0.70%
8/1/2016 20.74076 -3.41% 1412.16 -0.28%
9/1/2016 21.10688 1.77% 1440.67 2.02%
10/3/2016 19.982 -5.33% 1406.58 -2.37%
11/1/2016 19.67654 -1.53% 1379.3199 -1.94%
12/1/2016 19.10805 -2.89% 1362.16 -1.24%
1/2/2017 16.46075 -13.85% 1310.33 -3.80%
2/1/2017 16.83409 2.27% 1397.91 6.68%
3/1/2017 16.94439 0.66% 1408.47 0.76%
Regression Statistics
Multiple R 0.6135971463
R Square 0.3765014579
Adjusted R Square 0.3657514831
Standard Error 0.0506110138
Observations 60
ANOVA
df SS MS F Significance F
Regression 1 0.0897117414 0.089712 35.02347 0.000000186
Residual 58 0.1485655336 0.002561
Total 59 0.2382772751
RESIDUAL OUTPUT
Y
0.00%
-10.00% -5.00% 0.00%
-10.00% 5.00% 10.00%
-20.00%
X Variable 1