Handbook of Finance: Valuation, Financial Modeling, and Quantitative Tools

Appendix A. DATA FOR ILLUSTRATION

Table A.1. Table 58.A1

Month	IBM return	GM return	Market return	Month	IBM return	GM return	Merket return
20000131	0.04056	0.10834	−0.03980	20020731	−0.02222	−0.12909	−0.08110
20000229	−0.08356	−0.04965	0.03180	20020830	0.07287	0.03888	0.00800
20000331	0.14842	0.08874	0.05350	20020930	−0.22645	−0.18721	−0.10000
20000428	−0.05508	0.13057	−0.05950	20021031	0.35380	−0.14524	0.07500
20000531	−0.03583	−0.24032	−0.03910	20021129	0.10299	0.20902	0.06130
20000630	0.02037	−0.17788	0.05170	20021231	−0.10838	−0.07154	−0.05330
20000731	0.02624	−0.01938	−0.01710	20030131	0.00903	−0.01438	−0.02340
20000831	0.17514	0.27662	0.07640	20030228	−0.00128	−0.05670	−0.01540
20000929	−0.14773	−0.09957	−0.05110	20030331	0.00616	−0.00444	0.01030
20001031	−0.12444	−0.04423	−0.02460	20030430	0.08249	0.07228	0.08280
20001130	−0.04944	−0.19517	−0.10250	20030530	0.03887	−0.00610	0.06350
20001229	−0.09091	0.02904	0.02030	20030630	−0.06293	0.01896	0.01630
20010131	0.31765	0.05423	0.03950	20030731	−0.01515	0.03972	0.02310
20010228	−0.10687	0.00223	−0.09930	20030829	0.01132	0.11141	0.02490
20010330	−0.03724	−0.02757	−0.07030	20030930	0.07706	−0.00414	−0.00910
20010430	0.19713	0.05709	0.08390	20031031	0.01302	0.04251	0.06030
20010531	−0.02779	0.04725	0.01060	20031128	0.01363	0.01430	0.01660
20010629	0.01073	0.13093	−0.01750	20031231	0.02364	0.24825	0.04550
20010731	−0.06894	−0.01166	−0.01830	20040130	0.07067	−0.06966	0.02310
20010831	−0.04866	−0.13129	−0.05910	20040227	−0.02590	−0.02134	0.01550
20010928	−0.08234	−0.21644	−0.09150	20040331	−0.04829	−0.02120	−0.01070
20011031	0.17826	−0.03683	0.02800	20040430	−0.03996	0.00679	−0.02420
20011130	0.07088	0.21491	0.07870 ...