Advenced Micro Devices

Tesla (TSLA) Apple (AAPL)

(AMD)

Semiconductor Automotive Technology

 Take-Two Interactives
Microsoft (MSFT) Mastercard (MA) Philip Morris (PM)
(TTWO)

Technology Entertainment Financial Tobacco

McDonald's (MCD)

Food
Start Date 1/1/2014
End Date 1/1/2019

AMD TSLA AAPL MSFT TTWO MA

#NAME? Close #NAME? #NAME? #NAME? #NAME? #NAME?
41640 3.43 12.0939 17.8786 37.84 19.18 75.68
41671 3.71 16.3205 18.7943 38.31 19.77 77.72
41699 4.01 13.8965 19.1693 40.99 21.93 74.7
41730 4.09 13.8592 21.0746 40.4 20.38 73.55
41760 4 13.8512 22.6071 40.94 20.63 76.45
41791 4.19 16.0038 23.2325 41.7 22.24 73.47
41821 3.91 14.8865 23.9 43.16 22.38 74.15
41852 4.17 17.9798 25.625 45.43 23.51 75.81
41883 3.41 16.1785 25.1875 46.36 23.07 73.92
41913 2.8 16.1132 27 46.95 26.45 83.75
41944 2.79 16.3012 29.7325 47.81 27.66 87.29
41974 2.67 14.8272 27.595 46.45 28.03 86.16
42005 2.57 13.5732 29.29 40.4 29.72 82.03
42036 3.11 13.5559 32.115 43.85 26.49 90.13
42064 2.68 12.5845 31.1075 40.655 25.455 86.39
42095 2.26 15.0698 31.2875 48.64 23.7 90.21
42125 2.28 16.7198 32.57 46.86 27.37 92.26
42156 2.4 17.8838 31.3563 44.15 27.57 93.48
42186 1.93 17.7432 30.325 46.7 31.58 97.4
42217 1.81 16.6038 28.19 43.52 29.13 92.37
42248 1.72 16.5598 27.575 44.26 28.73 90.12
42278 2.12 13.7952 29.875 52.64 33.2 98.99
42309 2.36 15.3505 29.575 54.35 35.37 97.92
42339 2.87 16.0005 26.315 55.48 34.84 97.36
42370 2.2 12.7465 24.335 55.09 34.7 89.03
42401 2.14 12.7952 24.1725 50.88 35.99 86.92
42430 2.85 15.3178 27.2475 55.23 37.67 94.5
42461 3.55 16.0505 23.435 49.87 34.18 96.99
42491 4.57 14.8819 24.965 53 38.91 95.9
42522 5.14 14.1519 23.9 51.17 37.92 88.06
42552 6.86 15.6525 26.0525 56.68 40.18 95.24
42583 7.4 14.1339 26.525 57.46 43.47 96.63
42614 6.91 13.6019 28.2625 57.6 45.08 101.77
42644 7.23 13.1819 28.385 59.92 44.39 107.02
42675 8.91 12.6265 27.63 60.26 49.23 102.2
42705 11.34 14.2459 28.955 62.14 49.29 103.25
42736 10.37 16.7952 30.3375 64.65 53.65 106.33
42767 14.46 16.6658 34.2475 63.98 56.98 110.46
42795 14.55 18.5531 35.915 65.86 59.27 112.47
42826 13.3 20.9378 35.9125 68.46 62.85 116.32
42856 11.19 22.7338 38.19 69.84 76.74 122.88
42887 12.48 24.1071 36.005 68.93 73.38 121.45
42917 13.61 21.5645 37.1825 72.7 79.48 127.8
42948 13 23.7264 41 74.77 97.79 133.3
42979 12.75 22.7398 38.53 74.49 102.23 141.2
43009 10.985 22.1018 42.26 83.18 110.65 148.77
43040 10.89 20.5898 42.9625 84.17 111.55 150.47
43070 10.28 20.7565 42.3075 85.54 109.78 151.36
43101 13.74 23.6204 41.8575 95.01 126.67 169
43132 12.11 22.8704 44.53 93.77 111.87 175.76
43160 10.05 17.7418 41.945 91.27 97.78 175.16
43191 10.88 19.5931 41.315 93.52 99.71 178.27
43221 13.73 18.9818 46.7175 98.84 112.08 190.12
43252 14.99 22.8631 46.2775 98.61 118.36 196.52
43282 18.33 19.8758 47.5725 106.08 113.02 198
43313 25.17 20.1105 56.9075 112.33 133.56 215.56
43344 30.89 17.6512 56.435 114.37 137.99 222.61
43374 18.21 22.4878 54.715 106.81 128.87 197.67
43405 21.3 23.3651 44.645 110.89 109.67 201.07
43435 18.46 22.1864 39.435 101.57 102.94 188.65
43466 24.41 20.4678 41.61 104.43 105.55 211.13
 PM MCD
#NAME? #NAME? Monthly Returns
78.14 94.17 AMD TSLA AAPL MSFT TTWO MA PM
80.91 95.15 8.163% 34.948% 5.122% 1.242% 3.076% 2.696% 3.545%
81.87 98.03 8.086% -14.852% 1.995% 6.996% 10.926% -3.886% 1.187%
85.43 101.38 1.995% -0.268% 9.939% -1.439% -7.068% -1.539% 4.348%
88.54 101.43 -2.200% -0.058% 7.272% 1.337% 1.227% 3.943% 3.640%
84.31 100.74 4.750% 15.541% 2.766% 1.856% 7.804% -3.898% -4.778%
82.01 94.56 -6.683% -6.981% 2.873% 3.501% 0.629% 0.926% -2.728%
85.58 93.72 6.650% 20.779% 7.218% 5.259% 5.049% 2.239% 4.353%
83.4 94.81 -18.225% -10.018% -1.707% 2.047% -1.872% -2.493% -2.547%
89.01 93.73 -17.889% -0.404% 7.196% 1.273% 14.651% 13.298% 6.727%
86.93 96.81 -0.357% 1.167% 10.120% 1.832% 4.575% 4.227% -2.337%
81.45 93.7 -4.301% -9.042% -7.189% -2.845% 1.338% -1.295% -6.304%
80.24 92.44 -3.745% -8.457% 6.142% -13.025% 6.029% -4.793% -1.486%
82.96 98.9 21.012% -0.127% 9.645% 8.540% -10.868% 9.874% 3.390%
75.33 97.44 -13.826% -7.166% -3.137% -7.286% -3.907% -4.150% -9.197%
83.47 96.55 -15.672% 19.749% 0.579% 19.641% -6.895% 4.422% 10.806%
83.07 95.93 0.885% 10.949% 4.099% -3.660% 15.485% 2.272% -0.479%
80.17 95.07 5.263% 6.962% -3.726% -5.783% 0.731% 1.322% -3.491%
85.53 99.86 -19.583% -0.786% -3.289% 5.776% 14.545% 4.193% 6.686%
79.8 95.02 -6.218% -6.422% -7.040% -6.809% -7.758% -5.164% -6.699%
79.33 98.53 -4.972% -0.265% -2.182% 1.700% -1.373% -2.436% -0.589%
88.4 112.25 23.256% -16.695% 8.341% 18.934% 15.559% 9.842% 11.433%
87.39 114.16 11.321% 11.274% -1.004% 3.248% 6.536% -1.081% -1.143%
87.91 118.14 21.610% 4.234% -11.023% 2.079% -1.498% -0.572% 0.595%
90.01 123.78 -23.345% -20.337% -7.524% -0.703% -0.402% -8.556% 2.389%
91.03 117.19 -2.727% 0.382% -0.668% -7.642% 3.718% -2.370% 1.133%
98.11 125.68 33.178% 19.715% 12.721% 8.550% 4.668% 8.721% 7.778%
98.12 126.49 24.561% 4.783% -13.992% -9.705% -9.265% 2.635% 0.010%
98.68 122.06 28.732% -7.281% 6.529% 6.276% 13.839% -1.124% 0.571%
101.72 120.34 12.473% -4.905% -4.266% -3.453% -2.544% -8.175% 3.081%
100.26 117.65 33.463% 10.604% 9.006% 10.768% 5.960% 8.154% -1.435%
99.93 115.66 7.872% -9.702% 1.814% 1.376% 8.188% 1.459% -0.329%
97.22 115.36 -6.622% -3.764% 6.550% 0.244% 3.704% 5.319% -2.712%
96.44 112.57 4.631% -3.088% 0.433% 4.028% -1.531% 5.159% -0.802%
88.28 119.27 23.237% -4.213% -2.660% 0.567% 10.903% -4.504% -8.461%
91.49 121.72 27.273% 12.825% 4.796% 3.120% 0.122% 1.027% 3.636%
96.13 122.57 -8.554% 17.895% 4.775% 4.039% 8.846% 2.983% 5.072%
109.35 127.65 39.441% -0.770% 12.888% -1.036% 6.207% 3.884% 13.752%
112.9 129.61 0.622% 11.324% 4.869% 2.938% 4.019% 1.820% 3.246%
110.84 139.93 -8.591% 12.853% -0.007% 3.948% 6.040% 3.423% -1.825%
119.8 150.89 -15.865% 8.578% 6.342% 2.016% 22.100% 5.640% 8.084%
117.45 153.16 11.528% 6.041% -5.721% -1.303% -4.378% -1.164% -1.962%
116.71 155.14 9.054% -10.547% 3.270% 5.469% 8.313% 5.228% -0.630%
116.93 159.97 -4.482% 10.025% 10.267% 2.847% 23.037% 4.304% 0.189%
111.01 156.68 -1.923% -4.158% -6.024% -0.374% 4.540% 5.926% -5.063%
104.64 166.91 -13.843% -2.806% 9.681% 11.666% 8.236% 5.361% -5.738%
102.75 171.97 -0.865% -6.841% 1.662% 1.190% 0.813% 1.143% -1.806%
105.65 172.12 -5.601% 0.810% -1.525% 1.628% -1.587% 0.591% 2.822%
107.23 171.14 33.658% 13.798% -1.064% 11.071% 15.385% 11.654% 1.496%
103.55 157.74 -11.863% -3.175% 6.385% -1.305% -11.684% 4.000% -3.432%
99.4 156.38 -17.011% -22.425% -5.805% -2.666% -12.595% -0.341% -4.008%
82 167.44 8.259% 10.435% -1.502% 2.465% 1.974% 1.776% -17.505%
79.54 160.01 26.195% -3.120% 13.076% 5.689% 12.406% 6.647% -3.000%
80.74 156.69 9.177% 20.447% -0.942% -0.233% 5.603% 3.366% 1.509%
86.3 157.54 22.282% -13.066% 2.798% 7.575% -4.512% 0.753% 6.886%
77.89 162.23 37.316% 1.181% 19.623% 5.892% 18.174% 8.869% -9.745%
81.54 167.29 22.725% -12.229% -0.830% 1.816% 3.317% 3.271% 4.686%
88.07 176.9 -41.049% 27.401% -3.048% -6.610% -6.609% -11.203% 8.008%
86.53 188.51 16.969% 3.901% -18.404% 3.820% -14.899% 1.720% -1.749%
66.76 177.57 -13.333% -5.045% -11.670% -8.405% -6.137% -6.177% -22.848%
76.72 178.78 32.232% -7.746% 5.515% 2.816% 2.535% 11.916% 14.919%
 Monthly Returns - Expected Returns
MCD AMD TSLA AAPL MSFT TTWO MA PM MCD
1.041% 3.355% 33.418% 3.449% -0.638% -0.148% 0.844% 3.359% -0.114%
3.027% 3.278% -16.383% 0.323% 5.116% 7.702% -5.737% 1.001% 1.872%
3.417% -2.814% -1.799% 8.267% -3.319% -10.292% -3.391% 4.163% 2.263%
0.049% -7.009% -1.588% 5.599% -0.543% -1.997% 2.092% 3.455% -1.105%
-0.680% -0.059% 14.010% 1.094% -0.023% 4.580% -5.749% -4.963% -1.835%
-6.135% -11.491% -8.512% 1.200% 1.621% -2.594% -0.926% -2.914% -7.289%
-0.888% 1.841% 19.249% 5.545% 3.380% 1.825% 0.387% 4.167% -2.043%
1.163% -23.034% -11.549% -3.380% 0.167% -5.095% -4.344% -2.733% 0.009%
-1.139% -22.697% -1.934% 5.523% -0.607% 11.427% 11.447% 6.541% -2.294%
3.286% -5.166% -0.364% 8.448% -0.048% 1.351% 2.375% -2.523% 2.132%
-3.212% -9.110% -10.573% -8.862% -4.724% -1.886% -3.146% -6.490% -4.367%
-1.345% -8.554% -9.988% 4.470% -14.905% 2.805% -6.645% -1.671% -2.499%
6.988% 16.203% -1.658% 7.972% 6.660% -14.092% 8.023% 3.204% 5.834%
-1.476% -18.635% -8.697% -4.810% -9.166% -7.131% -6.001% -9.383% -2.631%
-0.913% -20.480% 18.218% -1.094% 17.761% -10.118% 2.570% 10.620% -2.068%
-0.642% -3.924% 9.418% 2.426% -5.539% 12.261% 0.421% -0.665% -1.797%
-0.896% 0.454% 5.431% -5.399% -7.663% -2.493% -0.529% -3.677% -2.051%
5.038% -24.392% -2.317% -4.962% 3.896% 11.321% 2.342% 6.500% 3.884%
-4.847% -11.026% -7.952% -8.713% -8.689% -10.982% -7.016% -6.885% -6.001%
3.694% -9.781% -1.796% -3.854% -0.180% -4.597% -4.287% -0.775% 2.539%
13.925% 18.447% -18.225% 6.668% 17.054% 12.335% 7.991% 11.247% 12.770%
1.702% 6.512% 9.744% -2.677% 1.369% 3.312% -2.932% -1.328% 0.547%
3.486% 16.801% 2.704% -12.695% 0.199% -4.722% -2.423% 0.409% 2.332%
4.774% -28.154% -21.868% -9.197% -2.583% -3.626% -10.407% 2.203% 3.620%
-5.324% -7.536% -1.149% -2.340% -9.522% 0.494% -4.221% 0.947% -6.478%
7.245% 28.369% 18.185% 11.048% 6.670% 1.444% 6.869% 7.592% 6.090%
0.644% 19.753% 3.253% -15.665% -11.585% -12.488% 0.784% -0.176% -0.510%
-3.502% 23.924% -8.811% 4.856% 4.396% 10.615% -2.975% 0.385% -4.657%
-1.409% 7.664% -6.436% -5.939% -5.333% -5.768% -10.027% 2.895% -2.564%
-2.235% 28.654% 9.073% 7.334% 8.888% 2.736% 6.302% -1.621% -3.390%
-1.691% 3.063% -11.233% 0.141% -0.504% 4.964% -0.392% -0.515% -2.846%
-0.259% -11.430% -5.295% 4.878% -1.636% 0.480% 3.468% -2.898% -1.414%
-2.419% -0.178% -4.618% -1.239% 2.148% -4.754% 3.307% -0.988% -3.573%
5.952% 18.428% -5.744% -4.332% -1.312% 7.680% -6.355% -8.647% 4.797%
2.054% 22.464% 11.295% 3.123% 1.240% -3.102% -0.824% 3.450% 0.900%
0.698% -13.362% 16.364% 3.102% 2.159% 5.622% 1.132% 4.886% -0.456%
4.145% 34.632% -2.301% 11.216% -2.916% 2.983% 2.033% 13.566% 2.990%
1.535% -4.186% 9.794% 3.196% 1.059% 0.795% -0.032% 3.061% 0.381%
7.962% -13.400% 11.323% -1.680% 2.068% 2.816% 1.572% -2.010% 6.808%
7.832% -20.673% 7.047% 4.669% 0.136% 18.876% 3.788% 7.898% 6.678%
1.504% 6.719% 4.510% -7.394% -3.183% -7.602% -3.015% -2.147% 0.350%
1.293% 4.246% -12.078% 1.598% 3.589% 5.089% 3.377% -0.816% 0.138%
3.113% -9.291% 8.495% 8.594% 0.967% 19.813% 2.452% 0.003% 1.959%
-2.057% -6.732% -5.689% -7.697% -2.254% 1.317% 4.075% -5.249% -3.211%
6.529% -18.652% -4.336% 8.008% 9.786% 5.013% 3.510% -5.924% 5.375%
3.032% -5.673% -8.372% -0.010% -0.690% -2.410% -0.709% -1.992% 1.877%
0.087% -10.410% -0.721% -3.197% -0.252% -4.811% -1.260% 2.637% -1.067%
-0.569% 28.849% 12.267% -2.736% 9.191% 12.162% 9.803% 1.310% -1.724%
-7.830% -16.672% -4.706% 4.712% -3.185% -14.908% 2.149% -3.618% -8.984%
-0.862% -21.819% -23.955% -7.478% -4.546% -15.819% -2.193% -4.194% -2.017%
7.073% 3.450% 8.904% -3.175% 0.585% -1.250% -0.076% -17.691% 5.918%
-4.437% 21.386% -4.651% 11.404% 3.809% 9.182% 4.796% -3.186% -5.592%
-2.075% 4.368% 18.917% -2.614% -2.113% 2.379% 1.515% 1.323% -3.229%
0.542% 17.473% -14.597% 1.126% 5.695% -7.735% -1.098% 6.700% -0.612%
2.977% 32.507% -0.350% 17.950% 4.012% 14.950% 7.017% -9.931% 1.823%
3.119% 17.917% -13.760% -2.503% -0.064% 0.093% 1.419% 4.500% 1.965%
5.745% -45.858% 25.870% -4.720% -8.490% -9.833% -13.055% 7.823% 4.590%
6.563% 12.160% 2.371% -20.077% 1.940% -18.123% -0.131% -1.934% 5.409%
-5.803% -18.142% -6.575% -13.342% -10.285% -9.360% -8.028% -23.033% -6.958%
0.681% 27.423% -9.277% 3.843% 0.936% -0.688% 10.065% 14.733% -0.473%
 AMD TSLA
Expected Returns <== E(r) 4.809% 1.531%
n
Stddev <== σ 17.574% 11.710%
Variance <== σ2 0.030883428 0.013713347
Modified Sharpe <== E(r)/σ 27.3629856% 13.0711499%

VARCOVAR Σ = XTX/(n-1)
VARCOVAR AMD TSLA
AMD 0.03088342823917 0.00058062852684
TSLA 0.00058062852684 0.01371334735513
AAPL 0.00330269369074 0.00105633473995
MSFT 0.00323368611877 0.00070147311904
TTWO 0.00263713241327 0.00104359551552
MA 0.00362747581727 0.00073412305041
PM 0.00167348355163 0.00120577883522
MCD 0.0008012054827 0.00043777439862

CORRELATION AMD TSLA

AMD 1 0.028214
TSLA 0.028214 1
AAPL 0.261497 0.125513
MSFT 0.305770 0.099540
TTWO 0.177421 0.105365
MA 0.404224 0.122766
PM 0.146164 0.158044
MCD 0.111717 0.091604

Maximum Return AMD TSLA

Weight 100.00% 0.00%
E(rp) 4.8087% /month
σp 17.5737%
E(rp)/σp 0.2736

Minimize Standart Deviation AMD TSLA

Weight 0.00% 3.87%
E(rp) 1.3444% /month
σp 3.3403%
E(rp)/σp 0.4025
Maximize Modified Sharpe - E(rp)/σp AMD TSLA
Weight 6.18% 4.30%
E(rp) 2.1008% /month
σp 4.1428%
E(rp)/σp 0.5071

Equally Weighted AMD TSLA

Weight 12.50% 12.50%
E(rp) 2.0384% /month
σp 4.8355%
E(rp)/σp 0.4216

Random Weighted AMD TSLA

Randarry #NAME? 0.96675138925858
Weight 15.82% 28.20%
E(rp) 2.0224% /month
σp 5.4679%
E(rp)/σp 0.3699
 AMD,TSLA,AAPL,MSFT,TTWO,MA,PM,MC

AAPL MSFT TTWO MA PM

1.673% 1.880% 3.224% 1.851% 0.186%
60
7.187% 6.018% 8.458% 5.106% 6.515%
0.00516510583374 0.00362142562846 0.00715363927839 0.00260759421984 0.00424458828021
23.2735266% 31.2383320% 38.1154337% 36.2557609% 2.8521407%

AAPL MSFT TTWO MA PM

0.00330269369074 0.00323368611877 0.00263713241327 0.00362747581727 0.00167348355163
0.00105633473995 0.00070147311904 0.00104359551552 0.00073412305041 0.00120577883522
0.00516510583374 0.00172744887059 0.00313081397871 0.00186171111699 0.00141522188716
0.00172744887059 0.00362142562846 0.00154225218018 0.00175732239846 0.00136445491116
0.00313081397871 0.00154225218018 0.00715363927839 0.00160558943452 0.0007337034697
0.00186171111699 0.00175732239846 0.00160558943452 0.00260759421984 0.00103735965277
0.00141522188716 0.00136445491116 0.0007337034697 0.00103735965277 0.00424458828021
0.00034393001899 0.00094376787377 0.00067999574423 0.00032935284111 0.00078625890416

AAPL MSFT TTWO MA PM

0.261497 0.305770 0.177421 0.404224 0.146164
0.125513 0.099540 0.105365 0.122766 0.158044
1 0.399416 0.515056 0.507286 0.302251
0.399416 1 0.303007 0.571863 0.348018
0.515056 0.303007 1 0.371750 0.133149
0.507286 0.571863 0.371750 1 0.311811
0.302251 0.348018 0.133149 0.311811 1
0.117265 0.384292 0.197006 0.158044 0.295722

AAPL MSFT TTWO MA PM

0.00% 0.00% 0.00% 0.00% 0.00%
75.6982% /year

AAPL MSFT TTWO MA PM

4.81% 0.00% 0.59% 28.36% 6.13%
17.3802% /year
 AAPL MSFT TTWO MA PM
0.00% 3.85% 23.77% 26.50% 0.00%
28.3364% /year

AAPL MSFT TTWO MA PM

12.50% 12.50% 12.50% 12.50% 12.50%
27.3986% /year

AAPL MSFT TTWO MA PM

0.64722875115457 0.14266870960827 0.0600799894899 0.13431560076367 0.02822857204753
18.88% 4.16% 1.75% 3.92% 0.82%
27.1584% /year
LA,AAPL,MSFT,TTWO,MA,PM,MCD

MCD
1.154% Expected Return Ortlaama aylık getiri

4.081%
0.00166543304146 Risk
28.2894094%

MCD
0.0008012054827
0.00043777439862 Variance
0.00034393001899 Covariance
0.00094376787377 Covariance
0.00067999574423
0.00032935284111
0.00078625890416
0.00166543304146

CORREL (∑/(σTσ))1/2
MCD (Squareroot) AMD TSLA AAPL
0.111717 AMD 1 0.1679700841 0.5113673156
0.091604 TSLA 0.1679700841 1 0.3542787519
0.117265 AAPL 0.5113673156 0.3542787519 1
0.384292 MSFT 0.5529650244 0.3155002842 0.6319939227
0.197006 TTWO 0.4212140346 0.3245999687 0.7176737585
0.158044 MA 0.6357858889 0.3503793952 0.7122399624
0.295722 PM 0.3823142234 0.3975475364 0.5497732052
1 MCD 0.3342402798 0.3026617346 0.3424391745

MCD Total
0.00% 100.00%

MCD Total
56.24% 100.00%
 MCD Total
35.40% 100.00%

MCD Total
12.50% 100.00%

MCD Total
0.90621863280855 3.42783915
26.44% 100.00%
 MSFT TTWO MA PM MCD
0.5529650244 0.4212140346 0.6357858889 0.3823142234 0.3342402798
0.3155002842 0.3245999687 0.3503793952 0.3975475364 0.3026617346
0.6319939227 0.7176737585 0.7122399624 0.5497732052 0.3424391745
1 0.5504603532 0.7562159395 0.5899304441 0.6199132343
0.5504603532 1 0.609713048 0.3648964469 0.4438533927
0.7562159395 0.609713048 1 0.5584004777 0.3975473936
0.5899304441 0.3648964469 0.5584004777 1 0.5438036291
0.6199132343 0.4438533927 0.3975473936 0.5438036291 1
 Maximum Return Minimize Standart Deviation Maximize Modified Sharpe - E(rp)/σp
σp 0.1757368152641 0.0334030118047516 0.0414279407424258
Expected Return 0.7569815948941 0.173802179947162 0.283364091554813

0.2
0.756981594894051
0.18

0.16 0.175736815264103

0.14
Standart Deviation (σp )

0.12

0.1

0.283364091554813
0.08

0.06 0.173802179947162

0.04
0.0334030118047516 0.0414279407424258
0.02

0
Maximum Return Minimize Standart Deviation Maximize Modified Sharpe
E(rp)/σp

σp Expected Return
 Equally Weighted
0.0483547598099
0.2739856587366

0.8

0.7

0.6

0.5

Expected Return
0.4

0.283364091554813
0.3
0.273985658736643
7162
0.2
0.0483547598098738

0.0414279407424258 0.1

0
n Maximize Modified Sharpe - Equally Weighted
E(rp)/σp

Expected Return
Start Date 1/2/2019
End Date 12/20/2019

AMD TSLA AAPL MSFT TTWO MA PM MCD

#NAME? Close #NAME? #NAME? #NAME? #NAME? #NAME? #NAME? #NAME?
43467 18.83 20.6745 39.48 101.12 104.01 189.74 67.31 176.06
43468 17.05 20.0238 35.5475 97.4 99.15 181.18 66.44 174.9
43469 19 21.1791 37.065 101.93 101.7 189.76 69.55 178.28
43472 20.57 22.3304 36.9825 102.06 104.41 191.22 67.42 180.22
43473 20.75 22.3564 37.6875 102.8 107.92 192.28 67.87 180.6
43474 20.19 22.5684 38.3275 104.27 107.46 195.77 67.91 180.29
43475 19.74 22.9978 38.45 103.6 110 196.95 68.15 181.55
43476 20.27 23.1504 38.0725 102.8 109.03 195.9 69.5 182.37
43479 20.23 22.2931 37.5 102.05 104.98 195.43 69.62 181.22
43480 20.38 22.9618 38.2675 105.01 106.49 196.52 70.5 181.02
43481 19.73 23.0698 38.735 105.38 105.93 197.77 70.75 179.35
43482 20.25 23.1538 38.965 106.12 105.37 199.31 72.52 181.11
43483 20.77 20.1505 39.205 107.71 108.26 202 73.79 182.57
43487 19.76 19.9278 38.325 105.68 107.33 199.46 72.81 184.57
43488 19.8 19.1725 38.48 106.71 99.81 198.35 74 186.09
43489 20.85 19.4338 38.175 106.2 101.49 199.79 71.55 187.37
43490 21.93 19.8025 39.44 107.17 103.7 202.94 72.73 184
43493 20.18 19.7585 39.075 105.08 102.39 200.16 74.35 183.6
43494 19.25 19.8305 38.67 102.94 100.81 199.24 74.41 182.17
43495 23.09 20.5845 41.3125 106.38 102.6 204.02 74.48 181.77
43496 24.41 20.4678 41.61 104.43 105.55 211.13 76.72 178.78
43497 24.51 20.8138 41.63 102.78 104.95 213.77 75.73 176.72
43500 24.13 20.8591 42.8125 105.74 106.3 214.91 76.05 177.55
43501 23.31 21.4231 43.545 107.22 107.29 215.86 75.81 177.57
43502 23.26 21.1478 43.56 106.03 92.53 215.3 75.51 176.18
43503 22.67 20.5005 42.735 105.27 96.39 213.97 76.73 175.28
43504 23.05 20.3865 42.6025 105.67 97.14 216.58 79.98 174.75
43507 22.96 20.8558 42.3575 105.25 93.44 217.1 79.05 174.26
43508 22.82 20.7871 42.7225 106.89 89.25 218.91 80.6 173.97
43509 22.85 20.5445 42.545 106.81 92.14 220.54 81.3 174.15
43510 23.13 20.2511 42.7 106.9 93.28 219.81 81.85 175.87
43511 23.68 20.5251 42.605 108.22 93.3 222.11 83.46 179.97
43515 23.95 20.3758 42.7325 108.17 93.27 220.59 83.39 179.25
43516 23.95 20.1705 43.0075 107.15 88.67 221.11 85.04 180.49
43517 23.92 19.4151 42.765 109.41 87.59 219.31 85.58 182.81
43518 24.36 19.6471 43.2425 110.97 87.07 223.32 87.15 183.17
43521 24.71 19.9178 43.5575 111.59 87.29 223.32 86.6 182.61
43522 24.21 19.8571 43.5825 112.36 87.34 224 86.51 183.21
43523 23.48 20.9825 43.7175 112.17 84.63 224.57 87.27 183.36
43524 23.53 21.3251 43.2875 112.03 87.26 224.77 86.94 183.84
43525 23.68 19.6525 43.7425 112.53 88.32 227.25 87.51 185.05
43528 23.37 19.0238 43.9625 112.26 87.44 226.29 87.28 180.59
43529 23.5 18.4358 43.8825 111.7 87.37 226.22 86.98 181.35
43530 22.41 18.4158 43.63 111.75 87.2 224.47 87.02 182.03
43531 22.08 18.4391 43.125 110.39 88.41 222.41 86.97 180.52
43532 22.01 18.9425 43.2275 110.51 87.04 221.87 87.45 179.5
43535 22.96 19.3945 44.725 112.83 89.8 225.64 89.24 181.08
43536 23.49 18.8905 45.2275 113.62 89.85 226.94 88.8 181.83
43537 23.38 19.2638 45.4275 114.5 96.03 228.5 89.5 182.06
43538 22.82 19.3305 45.9325 114.59 92.43 229.51 89.79 182.74
43539 23.29 18.3618 46.53 115.91 93.55 231.17 90.85 185.33
43542 23.25 17.9658 47.005 117.57 93.83 230.39 90.73 183.95
43543 26 17.8312 46.6325 117.65 95.79 231.01 90.5 183.11
43544 25.7 18.2398 47.04 117.52 96.06 229.89 90.74 184.97
43545 27.89 18.2678 48.7725 120.22 99.11 235.87 91.91 186.37
43546 26.37 17.6352 47.7625 117.05 96.02 230.76 91.17 186.81
43549 25.97 17.3612 47.185 117.66 96.03 230.42 88.27 185.72
43550 25.69 17.8512 46.6975 117.91 96.37 233.29 88.59 187.48
43551 24.89 18.3218 47.1175 116.77 94.49 232.52 87.03 187.51
43552 25.06 18.5745 47.18 116.93 96.49 234.86 87.28 189.39
43553 25.52 18.6571 47.4875 117.94 94.37 235.45 88.39 189.9
43556 26.36 19.2785 47.81 119.02 95.69 239.05 88.2 188.39
43557 26.75 19.0585 48.505 119.19 97.66 239.26 88.01 188.35
43558 29.02 19.4538 48.8375 119.97 97.91 238.93 85.81 188.35
43559 29.09 17.8518 48.9225 119.36 93.7 236.06 86.07 189.87
43560 28.98 18.3305 49.25 119.89 94.53 236.63 85.44 190.71
43563 28.53 18.2132 50.025 119.93 94.29 236.27 85.31 189.85
43564 27.24 18.1538 49.875 119.28 93.28 235.91 85.84 190.08
43565 27.83 18.4038 50.155 120.19 95.33 237.06 85.71 189.22
43566 27.79 17.8945 49.7375 120.33 95.27 236.04 85.51 188.88
43567 27.85 17.8465 49.7175 120.95 94.11 238.83 85.77 191.6
43570 27.33 17.7585 49.8075 121.05 92.65 239.15 86.19 191.85
43571 27.93 18.2238 49.8125 120.77 90.94 240.09 86.21 191.7
43572 27.49 18.0818 50.7825 121.77 89.74 241 85.48 191.61
43573 27.68 18.2172 50.965 123.37 90.74 240.89 84.49 194.91
43577 28.18 17.5165 51.1325 123.76 91.92 243.05 84.29 193.92
43578 27.97 17.5932 51.87 125.44 93.29 243.49 84.91 195.26
43579 28.46 17.2438 51.79 125.01 93.6 245.29 84.45 197.63
43580 27.66 16.5085 51.32 129.15 92.9 245.61 83.59 197.93
43581 27.88 15.6758 51.075 129.89 96.25 246.68 84.76 197.42
43584 27.69 16.0978 51.1525 129.77 97.15 247.13 84.9 197.12
43585 27.63 15.9125 50.1675 130.6 96.83 254.24 86.56 197.57
43586 26.81 15.6005 52.63 127.88 99.05 248.75 85.78 194.17
43587 28.29 16.2732 52.2875 126.21 99.68 247.19 84.92 194.61
43588 28.22 17.0018 52.9375 128.9 101.62 247.95 85.7 197.52
43591 27.42 17.0225 52.12 128.15 101.65 248.64 85.12 198.9
43592 26.66 16.4705 50.715 125.52 99.88 245.06 84.43 198.04
43593 27.09 16.3225 50.725 125.51 101.81 245.33 83.81 198.03
43594 27.21 16.1318 50.18 125.5 102.12 245.31 83.93 197.73
43595 27.96 15.9678 49.295 127.13 103.38 247.43 84.54 199.99
43598 26.24 15.1338 46.43 123.35 100.01 241.38 83.7 199.03
43599 27.32 15.4872 47.165 124.73 103.55 245.94 84.09 198.01
43600 27.58 15.4632 47.73 126.02 107.48 249.15 85.34 199.07
43601 28.01 15.2218 47.52 128.93 107.55 253.42 85.51 199.99
43602 27.5 14.0685 47.25 128.07 106.66 252.55 86.81 199.22
43605 26.68 13.6905 45.7725 126.22 102.98 253.49 86.23 198.99
43606 27.35 13.6719 46.65 126.9 103.75 255.36 85.76 199.84
43607 27.41 12.8485 45.695 127.67 104.23 256.9 85.49 199.96
43608 26.36 13.0325 44.915 126.18 104.38 249.73 86.24 198.97
43609 26.44 12.7085 44.7425 126.24 105.02 251.48 84.64 197.77
43613 29.03 12.5799 44.5575 126.16 106.54 253.43 81.55 196.67
43614 28.09 12.6572 44.345 124.94 107 253.56 81.14 196.02
43615 28.03 12.5479 44.575 125.73 106.99 254.19 79.6 199.24
43616 27.41 12.3439 43.7675 123.68 108.15 251.49 77.13 198.27
43619 27.58 11.9312 43.325 119.84 105.95 242.26 78.61 198.78
43620 29.57 12.9065 44.91 123.16 108.99 249.18 78.5 199.63
43621 29.5 13.1059 45.635 125.83 111.55 256.26 77.25 200.13
43622 31.82 13.7299 46.305 127.82 110.67 257.83 77.2 203.05
43623 32.41 13.6332 47.5375 131.4 111.65 265.8 78.17 205.48
43626 33.23 14.1919 48.145 132.6 111.78 266.1 76.96 201.3
43627 32.41 14.4732 48.7025 132.1 110.29 263.66 78.14 203.26
43628 32.18 13.9505 48.5475 131.49 108.71 263.85 77.21 204.93
43629 31.39 14.2605 48.5375 132.32 110.72 261.2 77.59 204.49
43630 30.36 14.3279 48.185 132.45 110.36 260.1 77.2 205.29
43633 29.2 15.0018 48.4725 132.85 110.29 259.2 77.99 203.81
43634 30.45 14.9825 49.6125 135.16 111.02 258.81 77.11 204.51
43635 30.5 15.0952 49.4675 135.69 111.02 259.87 76.65 204.55
43636 30.01 14.6412 49.865 136.95 111.54 266.79 77.18 205.12
43637 29.1 14.7905 49.695 136.97 112.64 264.47 79.22 204.26
43640 29.26 14.9092 49.645 137.78 113.83 265.3 77.83 203.92
43641 28.86 14.6505 48.8925 133.43 112.81 259.73 78.82 205.71
43642 29.92 14.6179 49.95 133.93 111.55 261.3 77.38 204.55
43643 30.74 14.8559 49.935 134.15 113.39 261.1 77.92 206.27
43644 30.37 14.8972 49.48 133.96 113.53 264.53 78.53 207.66
43647 31.2 15.1445 50.3875 135.68 115.96 266.77 77.98 206.3
43648 31.24 14.9699 50.6825 136.58 116.91 270.57 79.75 209.58
43649 31.19 15.6598 51.1025 137.46 118.07 273.08 80.63 212.81
43651 31.5 15.5398 51.0575 137.06 117.23 272.14 80.12 211.24
43654 32.04 15.3558 50.005 136.96 114.75 271.23 79.61 212.16
43655 33.15 15.3372 50.31 136.46 115.09 273.34 79.44 212.09
43656 33.79 15.9278 50.8075 137.85 117.16 275.38 80.28 213
43657 33.06 15.9065 50.4375 138.4 116.53 278.32 81.26 212.69
43658 33.21 16.3385 50.825 138.9 116.46 279.54 81.89 212.99
43661 34.39 16.8998 51.3025 138.9 117.03 279.37 81.47 214.21
43662 33.85 16.8252 51.125 137.08 117.45 276.62 81.58 213.72
43663 33.6 16.9905 50.8375 136.27 117.6 275.28 81.05 213.71
43664 33 16.9025 51.415 136.42 117.7 276.78 87.71 215.91
43665 32.51 17.2118 50.6475 136.62 116.06 275.6 88.73 213.87
43668 32.85 17.0452 51.805 138.43 116.66 278.61 86.95 215
43669 33.49 17.3445 52.21 139.29 118.11 278.97 86.75 214.31
43670 34.11 17.6585 52.1675 140.72 118.9 280.25 85.02 212.78
43671 33.67 15.2545 51.755 140.19 119.25 279.35 85.63 214.44
43672 34.02 15.2025 51.935 141.34 121.78 282.07 85.98 215.58
43675 33.48 15.7178 52.42 141.03 123.59 281.44 86.76 214.98
43676 33.87 16.1505 52.195 140.35 123.2 278.16 86.3 212.34
43677 30.45 16.1072 53.26 136.27 122.52 272.27 83.61 210.72
43678 29.86 15.5898 52.1075 138.06 122.1 274.16 82.45 211.25
43679 29.44 15.6225 51.005 136.9 121.69 269.45 84.17 214.48
43682 27.99 15.2212 48.335 132.21 115.38 256.84 80.26 210.45
43683 28.86 15.3832 49.25 134.69 124.56 264.68 81.32 214.08
43684 29.19 15.5612 49.76 135.28 129.4 269.31 81.36 216.83
43685 33.92 15.8865 50.8575 138.89 131.39 278.04 82.48 218.01
43686 34.19 15.6672 50.2475 137.71 128.87 274.95 82.59 221.15
43689 32.43 15.2672 50.12 135.79 127.62 270 82.38 217.16
43690 32.11 15.6665 52.2425 138.6 127.53 274.53 83.95 219.73
43691 30.24 14.6412 50.6875 133.98 126.22 267.15 83.33 216.48
43692 29.67 14.3759 50.435 133.68 126.16 271.89 84.49 218.27
43693 31.18 14.6625 51.625 136.13 127.2 274.36 84.91 218.47
43696 31.48 15.1218 52.5875 138.41 129.86 278.07 85.01 218.78
43697 30.72 15.0572 52.59 137.26 131.43 277.04 83 218.47
43698 31.7 14.7219 53.16 138.79 134.21 282.01 83.05 220.71
43699 31.9 14.8099 53.115 137.78 132.39 280.77 82.95 219.49
43700 29.54 14.0932 50.66 133.39 128.81 271.89 81.22 214.66
43703 30.28 14.3332 51.6225 135.45 130.49 276.43 77.73 216.91
43704 30.2 14.2719 51.04 135.74 130.84 276.64 71.7 216.05
43705 30.78 14.3725 51.3825 135.56 131.22 278.24 74.32 218.07
43706 31.45 14.7805 52.2525 138.12 132.4 281.38 72.72 220.54
43707 31.45 15.0405 52.185 137.86 131.97 281.37 72.09 217.97
43711 30.9 15.0005 51.425 136.04 131.66 280.11 72.66 217.13
43712 30.95 14.7119 52.2975 137.63 132.74 286.1 73.02 218.5
43713 31.5 15.3052 53.32 140.05 131.35 292.08 71.95 219.49
43714 30.56 15.1632 53.315 139.1 130.76 291.38 72.97 220.03
43717 30.5 15.4525 53.5425 137.52 132.17 283.36 73.3 217.26
43718 30.23 15.7025 54.175 136.08 128.4 272.33 74.5 209.68
43719 29.76 16.4732 55.8975 136.12 122.62 269.95 75.07 210.2
43720 30.21 16.3912 55.7713 137.52 126.24 276.4 74.9 212.15
43721 30.69 16.3465 54.6875 137.32 125.1 276.32 73.05 209.81
43724 30.83 16.1872 54.975 136.33 128.63 274.08 72.6 207.4
43725 30.99 16.3192 55.175 137.39 130.91 276.25 72.02 209.85
43726 30.42 16.2325 55.6925 138.52 129.76 275.1 71.56 210.43
43727 30.29 16.4398 55.24 141.07 130.59 275.91 71.71 210.52
43728 30.05 16.0412 54.4325 139.44 130.56 271.17 71.2 209.39
43731 30.64 16.0818 54.68 139.14 125.73 273.15 72 211.54
43732 29.52 14.8805 54.42 137.38 125.08 271.12 71.56 212.02
43733 29.54 15.2465 55.2575 139.36 127.24 272.75 75.28 212.63
43734 29.47 16.1705 54.9725 139.54 126.77 273.89 75.29 212.6
43735 28.72 16.1418 54.705 137.73 123.97 269.13 75.13 213.16
43738 28.99 16.0578 55.9925 139.03 125.34 271.57 75.93 214.71
43739 28.76 16.3125 56.1475 137.07 122.91 270.94 77.83 209.02
43740 28.31 16.2085 54.74 134.65 119.66 264.48 76.72 206.27
43741 28.68 15.5352 55.205 136.28 120.5 268.29 76.77 210.03
43742 29.01 15.4285 56.7525 138.12 123.33 274.06 78.28 211.69
43745 28.93 15.8478 56.765 137.12 122.99 272.19 77.17 211.92
43746 28.23 16.0032 56.1 135.67 119.45 267.07 76.37 211.11
43747 28.46 16.3018 56.7575 138.24 121.87 272.24 77.45 212.83
43748 28.38 16.3158 57.5225 139.1 122.4 273.83 77.75 211.76
43749 29.75 16.5258 59.0525 139.68 122.42 275.91 77.95 209.02
43752 30.53 17.1305 58.9675 139.55 121.16 276.38 78.03 208.38
43753 30.72 17.1925 58.83 141.575 123.94 278.56 78.32 207.22
43754 30.81 17.3165 58.5925 140.41 121.15 278.27 79.1 208.3
43755 31.14 17.4645 58.82 139.69 122.74 276.51 79.85 206.85
43756 30.97 17.1298 59.1025 137.41 122.73 270.63 80.55 208.5
43759 32.03 16.8998 60.1275 138.43 123.1 274.3 81.8 209.85
43760 31.51 17.0385 59.99 136.37 121.99 261.26 81.17 199.27
43761 31.36 16.9785 60.795 137.24 122.68 260.85 81.78 199.21
43762 31.72 19.9785 60.895 139.94 124.34 268.75 81.45 196.02
43763 32.71 21.8751 61.645 140.73 125.33 270.19 81.98 194.61
43766 33.69 21.8471 62.2625 144.19 122.78 275.93 82.09 191.78
43767 33.03 21.0811 60.8225 142.83 121.09 274.29 81.85 192.62
43768 33.13 21.0005 60.815 144.61 123.13 277.15 81.21 196.89
43769 33.93 20.9945 62.19 143.37 120.35 276.81 81.44 196.7
43770 34.89 20.8871 63.955 143.72 116.9 279.05 82.97 193.94
43773 36.29 21.1645 64.375 144.55 117.2 276.33 83.44 188.66
43774 36.15 21.1478 64.2825 144.46 117.25 269 84.2 192.18
43775 35.93 21.7718 64.31 144.06 116.68 269.86 83.7 194.18
43776 36.28 22.3691 64.8575 144.26 116.91 272.79 82.25 193.08
43777 36.29 22.4758 65.035 145.96 116.96 274.89 83.57 193.61
43780 36.31 23.0058 65.55 146.11 119.65 277 83.74 192.64
43781 36.71 23.3284 65.49 147.07 118.99 277.14 84.46 193.28
43782 37.52 23.0738 66.1175 147.31 120.27 278.07 84.73 195
43783 38.35 23.2898 65.66 148.06 122.3 279.63 83.64 194
43784 38.56 23.4778 66.44 149.97 123.82 280.78 84.79 193.97
43787 39.88 23.3324 66.775 150.34 123.15 280.86 84.79 194.28
43788 41.29 23.9678 66.5725 150.39 123.65 285.31 83.46 193.44
43789 40.98 23.4811 65.7975 149.62 123.4 285.38 83.48 194.13
43790 39.52 23.6551 65.5025 149.48 122.54 284.45 83.46 192.35
43791 39.15 22.2024 65.445 149.59 119.48 282.57 82.38 193.14
43794 39.79 22.4224 66.5925 151.23 119.36 287.61 82.37 191.89
43795 38.99 21.9278 66.0725 152.03 120.44 289.38 82.27 194.01
43796 39.41 22.0858 66.96 152.32 121.58 291.7 82.48 196.3
43798 39.15 21.9958 66.8125 151.38 121.35 292.23 82.93 194.48
43801 38.73 22.3244 66.04 149.55 120.73 286.47 82.6 195.18
43802 38.9 22.4131 64.8625 149.31 123.11 287.09 82.97 193.12
43803 39.69 22.2018 65.435 149.85 121.96 286.84 82.1 194.31
43804 39.62 22.0244 66.395 149.93 123.97 289.85 82.38 194.21
43805 39.63 22.3924 67.6775 151.75 123.73 290.4 83.25 195.35
43808 38.93 22.6351 66.73 151.36 120.06 289.06 83.59 194.68
43809 39.44 23.2558 67.12 151.13 122.29 288.61 83.9 194.95
43810 39.47 23.5131 67.6925 151.7 122.4 290.05 84.84 194.72
43811 42.59 23.9784 67.865 153.24 125.27 292.21 84.05 196.31
43812 41.15 23.8924 68.7875 154.53 121.82 296.09 84.67 197.12
43815 42.35 25.4331 69.965 155.53 122.71 296.96 86.25 197.88
43816 42.77 25.2657 70.1025 154.69 122.57 296 85.95 196.52
43817 42.3 26.2097 69.935 154.37 122.46 294.74 85.7 195.63
43818 42.83 26.9357 70.005 155.71 121.82 297.53 85.99 197.06
43819 44.15 27.0391 69.86 157.41 123.61 298.57 85.27 197.14
 Invested Money $ 1,000.00

Monthly Returns
AMD TSLA AAPL MSFT TTWO MA PM MCD
-9.453% -3.147% -9.961% -3.679% -4.673% -4.511% -1.293% -0.659%
11.437% 5.770% 4.269% 4.651% 2.572% 4.736% 4.681% 1.933%
8.263% 5.436% -0.223% 0.128% 2.665% 0.769% -3.063% 1.088%
0.875% 0.116% 1.906% 0.725% 3.362% 0.554% 0.667% 0.211%
-2.699% 0.948% 1.698% 1.430% -0.426% 1.815% 0.059% -0.172%
-2.229% 1.903% 0.320% -0.643% 2.364% 0.603% 0.353% 0.699%
2.685% 0.664% -0.982% -0.772% -0.882% -0.533% 1.981% 0.452%
-0.197% -3.703% -1.504% -0.730% -3.715% -0.240% 0.173% -0.631%
0.741% 3.000% 2.047% 2.901% 1.438% 0.558% 1.264% -0.110%
-3.189% 0.470% 1.222% 0.352% -0.526% 0.636% 0.355% -0.923%
2.636% 0.364% 0.594% 0.702% -0.529% 0.779% 2.502% 0.981%
2.568% -12.971% 0.616% 1.498% 2.743% 1.350% 1.751% 0.806%
-4.863% -1.105% -2.245% -1.885% -0.859% -1.257% -1.328% 1.095%
0.202% -3.790% 0.404% 0.975% -7.006% -0.557% 1.634% 0.824%
5.303% 1.363% -0.793% -0.478% 1.683% 0.726% -3.311% 0.688%
5.180% 1.897% 3.314% 0.913% 2.178% 1.577% 1.649% -1.799%
-7.980% -0.222% -0.925% -1.950% -1.263% -1.370% 2.227% -0.217%
-4.609% 0.364% -1.036% -2.037% -1.543% -0.460% 0.081% -0.779%
19.948% 3.802% 6.833% 3.342% 1.776% 2.399% 0.094% -0.220%
5.717% -0.567% 0.720% -1.833% 2.875% 3.485% 3.008% -1.645%
0.410% 1.690% 0.048% -1.580% -0.568% 1.250% -1.290% -1.152%
-1.550% 0.218% 2.840% 2.880% 1.286% 0.533% 0.423% 0.470%
-3.398% 2.704% 1.711% 1.400% 0.931% 0.442% -0.316% 0.011%
-0.215% -1.285% 0.034% -1.110% -13.757% -0.259% -0.396% -0.783%
-2.537% -3.061% -1.894% -0.717% 4.172% -0.618% 1.616% -0.511%
1.676% -0.556% -0.310% 0.380% 0.778% 1.220% 4.236% -0.302%
-0.390% 2.302% -0.575% -0.397% -3.809% 0.240% -1.163% -0.280%
-0.610% -0.329% 0.862% 1.558% -4.484% 0.834% 1.961% -0.166%
0.131% -1.167% -0.415% -0.075% 3.238% 0.745% 0.868% 0.103%
1.225% -1.428% 0.364% 0.084% 1.237% -0.331% 0.677% 0.988%
2.378% 1.353% -0.222% 1.235% 0.021% 1.046% 1.967% 2.331%
1.140% -0.727% 0.299% -0.046% -0.032% -0.684% -0.084% -0.400%
0.000% -1.008% 0.644% -0.943% -4.932% 0.236% 1.979% 0.692%
-0.125% -3.745% -0.564% 2.109% -1.218% -0.814% 0.635% 1.285%
1.839% 1.195% 1.117% 1.426% -0.594% 1.828% 1.835% 0.197%
1.437% 1.378% 0.728% 0.559% 0.253% 0.000% -0.631% -0.306%
-2.023% -0.305% 0.057% 0.690% 0.057% 0.304% -0.104% 0.329%
-3.015% 5.667% 0.310% -0.169% -3.103% 0.254% 0.879% 0.082%
0.213% 1.633% -0.984% -0.125% 3.108% 0.089% -0.378% 0.262%
0.637% -7.843% 1.051% 0.446% 1.215% 1.103% 0.656% 0.658%
-1.309% -3.199% 0.503% -0.240% -0.996% -0.422% -0.263% -2.410%
0.556% -3.091% -0.182% -0.499% -0.080% -0.031% -0.344% 0.421%
-4.638% -0.108% -0.575% 0.045% -0.195% -0.774% 0.046% 0.375%
-1.473% 0.127% -1.157% -1.217% 1.388% -0.918% -0.057% -0.830%
-0.317% 2.730% 0.238% 0.109% -1.550% -0.243% 0.552% -0.565%
4.316% 2.386% 3.464% 2.099% 3.171% 1.699% 2.047% 0.880%
2.308% -2.599% 1.124% 0.700% 0.056% 0.576% -0.493% 0.414%
-0.468% 1.976% 0.442% 0.775% 6.878% 0.687% 0.788% 0.126%
-2.395% 0.346% 1.112% 0.079% -3.749% 0.442% 0.324% 0.374%
2.060% -5.011% 1.301% 1.152% 1.212% 0.723% 1.181% 1.417%
-0.172% -2.157% 1.021% 1.432% 0.299% -0.337% -0.132% -0.745%
11.828% -0.749% -0.792% 0.068% 2.089% 0.269% -0.253% -0.457%
-1.154% 2.291% 0.874% -0.110% 0.282% -0.485% 0.265% 1.016%
8.521% 0.154% 3.683% 2.297% 3.175% 2.601% 1.289% 0.757%
-5.450% -3.463% -2.071% -2.637% -3.118% -2.166% -0.805% 0.236%
-1.517% -1.554% -1.209% 0.521% 0.010% -0.147% -3.181% -0.583%
-1.078% 2.822% -1.033% 0.212% 0.354% 1.246% 0.363% 0.948%
-3.114% 2.636% 0.899% -0.967% -1.951% -0.330% -1.761% 0.016%
0.683% 1.379% 0.133% 0.137% 2.117% 1.006% 0.287% 1.003%
1.836% 0.445% 0.652% 0.864% -2.197% 0.251% 1.272% 0.269%
3.292% 3.331% 0.679% 0.916% 1.399% 1.529% -0.215% -0.795%
1.480% -1.141% 1.454% 0.143% 2.059% 0.088% -0.215% -0.021%
8.486% 2.074% 0.685% 0.654% 0.256% -0.138% -2.500% 0.000%
0.241% -8.235% 0.174% -0.508% -4.300% -1.201% 0.303% 0.807%
-0.378% 2.682% 0.669% 0.444% 0.886% 0.241% -0.732% 0.442%
-1.553% -0.640% 1.574% 0.033% -0.254% -0.152% -0.152% -0.451%
-4.522% -0.326% -0.300% -0.542% -1.071% -0.152% 0.621% 0.121%
2.166% 1.377% 0.561% 0.763% 2.198% 0.487% -0.151% -0.452%
-0.144% -2.767% -0.832% 0.116% -0.063% -0.430% -0.233% -0.180%
0.216% -0.268% -0.040% 0.515% -1.218% 1.182% 0.304% 1.440%
-1.867% -0.493% 0.181% 0.083% -1.551% 0.134% 0.490% 0.130%
2.195% 2.620% 0.010% -0.231% -1.846% 0.393% 0.023% -0.078%
-1.575% -0.779% 1.947% 0.828% -1.320% 0.379% -0.847% -0.047%
0.691% 0.749% 0.359% 1.314% 1.114% -0.046% -1.158% 1.722%
1.806% -3.846% 0.329% 0.316% 1.300% 0.897% -0.237% -0.508%
-0.745% 0.438% 1.442% 1.357% 1.490% 0.181% 0.736% 0.691%
1.752% -1.986% -0.154% -0.343% 0.332% 0.739% -0.542% 1.214%
-2.811% -4.264% -0.908% 3.312% -0.748% 0.130% -1.018% 0.152%
0.795% -5.044% -0.477% 0.573% 3.606% 0.436% 1.400% -0.258%
-0.681% 2.692% 0.152% -0.092% 0.935% 0.182% 0.165% -0.152%
-0.217% -1.151% -1.926% 0.640% -0.329% 2.877% 1.955% 0.228%
-2.968% -1.961% 4.909% -2.083% 2.293% -2.159% -0.901% -1.721%
5.520% 4.312% -0.651% -1.306% 0.636% -0.627% -1.003% 0.227%
-0.247% 4.477% 1.243% 2.131% 1.946% 0.307% 0.919% 1.495%
-2.835% 0.122% -1.544% -0.582% 0.030% 0.278% -0.677% 0.699%
-2.772% -3.243% -2.696% -2.052% -1.741% -1.440% -0.811% -0.432%
 1.613% -0.899% 0.020% -0.008% 1.932% 0.110% -0.734% -0.005%
0.443% -1.168% -1.074% -0.008% 0.304% -0.008% 0.143% -0.151%
2.756% -1.017% -1.764% 1.299% 1.234% 0.864% 0.727% 1.143%
-6.152% -5.223% -5.812% -2.973% -3.260% -2.445% -0.994% -0.480%
4.116% 2.335% 1.583% 1.119% 3.540% 1.889% 0.466% -0.512%
0.952% -0.155% 1.198% 1.034% 3.795% 1.305% 1.487% 0.535%
1.559% -1.561% -0.440% 2.309% 0.065% 1.714% 0.199% 0.462%
-1.821% -7.577% -0.568% -0.667% -0.828% -0.343% 1.520% -0.385%
-2.982% -2.687% -3.127% -1.445% -3.450% 0.372% -0.668% -0.115%
2.511% -0.136% 1.917% 0.539% 0.748% 0.738% -0.545% 0.427%
0.219% -6.023% -2.047% 0.607% 0.463% 0.603% -0.315% 0.060%
-3.831% 1.432% -1.707% -1.167% 0.144% -2.791% 0.877% -0.495%
0.303% -2.486% -0.384% 0.048% 0.613% 0.701% -1.855% -0.603%
9.796% -1.012% -0.413% -0.063% 1.447% 0.775% -3.651% -0.556%
-3.238% 0.614% -0.477% -0.967% 0.432% 0.051% -0.503% -0.331%
-0.214% -0.864% 0.519% 0.632% -0.009% 0.248% -1.898% 1.643%
-2.212% -1.626% -1.812% -1.630% 1.084% -1.062% -3.103% -0.487%
0.620% -3.343% -1.011% -3.105% -2.034% -3.670% 1.919% 0.257%
7.215% 8.174% 3.658% 2.770% 2.869% 2.856% -0.140% 0.428%
-0.237% 1.545% 1.614% 2.168% 2.349% 2.841% -1.592% 0.250%
7.864% 4.761% 1.468% 1.581% -0.789% 0.613% -0.065% 1.459%
1.854% -0.704% 2.662% 2.801% 0.886% 3.091% 1.256% 1.197%
2.530% 4.098% 1.278% 0.913% 0.116% 0.113% -1.548% -2.034%
-2.468% 1.982% 1.158% -0.377% -1.333% -0.917% 1.533% 0.974%
-0.710% -3.612% -0.318% -0.462% -1.433% 0.072% -1.190% 0.822%
-2.455% 2.222% -0.021% 0.631% 1.849% -1.004% 0.492% -0.215%
-3.281% 0.473% -0.726% 0.098% -0.325% -0.421% -0.503% 0.391%
-3.821% 4.703% 0.597% 0.302% -0.063% -0.346% 1.023% -0.721%
4.281% -0.129% 2.352% 1.739% 0.662% -0.150% -1.128% 0.343%
0.164% 0.752% -0.292% 0.392% 0.000% 0.410% -0.597% 0.020%
-1.607% -3.008% 0.804% 0.929% 0.468% 2.663% 0.691% 0.279%
-3.032% 1.020% -0.341% 0.015% 0.986% -0.870% 2.643% -0.419%
0.550% 0.803% -0.101% 0.591% 1.056% 0.314% -1.755% -0.166%
-1.367% -1.735% -1.516% -3.157% -0.896% -2.100% 1.272% 0.878%
3.673% -0.223% 2.163% 0.375% -1.117% 0.604% -1.827% -0.564%
2.741% 1.628% -0.030% 0.164% 1.649% -0.077% 0.698% 0.841%
-1.204% 0.278% -0.911% -0.142% 0.123% 1.314% 0.783% 0.674%
2.733% 1.660% 1.834% 1.284% 2.140% 0.847% -0.700% -0.655%
0.128% -1.153% 0.585% 0.663% 0.819% 1.424% 2.270% 1.590%
-0.160% 4.609% 0.829% 0.644% 0.992% 0.928% 1.103% 1.541%
0.994% -0.766% -0.088% -0.291% -0.711% -0.344% -0.633% -0.738%
1.714% -1.184% -2.061% -0.073% -2.115% -0.334% -0.637% 0.436%
3.464% -0.121% 0.610% -0.365% 0.296% 0.778% -0.214% -0.033%
1.931% 3.851% 0.989% 1.019% 1.799% 0.746% 1.057% 0.429%
-2.160% -0.134% -0.728% 0.399% -0.538% 1.068% 1.221% -0.146%
0.454% 2.716% 0.768% 0.361% -0.060% 0.438% 0.775% 0.141%
3.553% 3.435% 0.939% 0.000% 0.489% -0.061% -0.513% 0.573%
-1.570% -0.441% -0.346% -1.310% 0.359% -0.984% 0.135% -0.229%
 -0.739% 0.982% -0.562% -0.591% 0.128% -0.484% -0.650% -0.005%
-1.786% -0.518% 1.136% 0.110% 0.085% 0.545% 8.217% 1.029%
-1.485% 1.830% -1.493% 0.147% -1.393% -0.426% 1.163% -0.945%
1.046% -0.968% 2.285% 1.325% 0.517% 1.092% -2.006% 0.528%
1.948% 1.756% 0.782% 0.621% 1.243% 0.129% -0.230% -0.321%
1.851% 1.810% -0.081% 1.027% 0.669% 0.459% -1.994% -0.714%
-1.290% -13.614% -0.791% -0.377% 0.294% -0.321% 0.717% 0.780%
1.040% -0.341% 0.348% 0.820% 2.122% 0.974% 0.409% 0.532%
-1.587% 3.390% 0.934% -0.219% 1.486% -0.223% 0.907% -0.278%
1.165% 2.753% -0.429% -0.482% -0.316% -1.165% -0.530% -1.228%
-10.097% -0.268% 2.040% -2.907% -0.552% -2.117% -3.117% -0.763%
-1.938% -3.212% -2.164% 1.314% -0.343% 0.694% -1.387% 0.252%
-1.407% 0.210% -2.116% -0.840% -0.336% -1.718% 2.086% 1.529%
-4.925% -2.569% -5.235% -3.426% -5.185% -4.680% -4.645% -1.879%
3.108% 1.064% 1.893% 1.876% 7.956% 3.052% 1.321% 1.725%
1.143% 1.157% 1.036% 0.438% 3.886% 1.749% 0.049% 1.285%
16.204% 2.090% 2.206% 2.669% 1.538% 3.242% 1.377% 0.544%
0.796% -1.380% -1.199% -0.850% -1.918% -1.111% 0.133% 1.440%
-5.148% -2.553% -0.254% -1.394% -0.970% -1.800% -0.254% -1.804%
-0.987% 2.615% 4.235% 2.069% -0.071% 1.678% 1.906% 1.183%
-5.824% -6.545% -2.977% -3.333% -1.027% -2.688% -0.739% -1.479%
-1.885% -1.812% -0.498% -0.224% -0.048% 1.774% 1.392% 0.827%
5.089% 1.994% 2.359% 1.833% 0.824% 0.908% 0.497% 0.092%
0.962% 3.132% 1.864% 1.675% 2.091% 1.352% 0.118% 0.142%
-2.414% -0.427% 0.005% -0.831% 1.209% -0.370% -2.364% -0.142%
3.190% -2.227% 1.084% 1.115% 2.115% 1.794% 0.060% 1.025%
0.631% 0.598% -0.085% -0.728% -1.356% -0.440% -0.120% -0.553%
-7.398% -4.839% -4.622% -3.186% -2.704% -3.163% -2.086% -2.201%
2.505% 1.703% 1.900% 1.544% 1.304% 1.670% -4.297% 1.048%
-0.264% -0.428% -1.128% 0.214% 0.268% 0.076% -7.758% -0.396%
1.921% 0.705% 0.671% -0.133% 0.290% 0.578% 3.654% 0.935%
2.177% 2.839% 1.693% 1.888% 0.899% 1.129% -2.153% 1.133%
0.000% 1.759% -0.129% -0.188% -0.325% -0.004% -0.866% -1.165%
-1.749% -0.266% -1.456% -1.320% -0.235% -0.448% 0.791% -0.385%
0.162% -1.924% 1.697% 1.169% 0.820% 2.138% 0.495% 0.631%
1.777% 4.033% 1.955% 1.758% -1.047% 2.090% -1.465% 0.453%
-2.984% -0.928% -0.009% -0.678% -0.449% -0.240% 1.418% 0.246%
-0.196% 1.908% 0.427% -1.136% 1.078% -2.752% 0.452% -1.259%
-0.885% 1.618% 1.181% -1.047% -2.852% -3.893% 1.637% -3.489%
-1.555% 4.908% 3.180% 0.029% -4.502% -0.874% 0.765% 0.248%
1.512% -0.498% -0.226% 1.029% 2.952% 2.389% -0.226% 0.928%
1.589% -0.273% -1.943% -0.145% -0.903% -0.029% -2.470% -1.103%
0.456% -0.975% 0.526% -0.721% 2.822% -0.811% -0.616% -1.149%
0.519% 0.815% 0.364% 0.778% 1.773% 0.792% -0.799% 1.181%
-1.839% -0.531% 0.938% 0.822% -0.878% -0.416% -0.639% 0.276%
-0.427% 1.277% -0.812% 1.841% 0.640% 0.294% 0.210% 0.043%
-0.792% -2.425% -1.462% -1.155% -0.023% -1.718% -0.711% -0.537%
1.963% 0.253% 0.455% -0.215% -3.699% 0.730% 1.124% 1.027%
-3.655% -7.470% -0.475% -1.265% -0.517% -0.743% -0.611% 0.227%
0.068% 2.460% 1.539% 1.441% 1.727% 0.601% 5.198% 0.288%
-0.237% 6.060% -0.516% 0.129% -0.369% 0.418% 0.013% -0.014%
-2.545% -0.177% -0.487% -1.297% -2.209% -1.738% -0.213% 0.263%
0.940% -0.520% 2.354% 0.944% 1.105% 0.907% 1.065% 0.727%
-0.793% 1.586% 0.277% -1.410% -1.939% -0.232% 2.502% -2.650%
-1.565% -0.638% -2.507% -1.766% -2.644% -2.384% -1.426% -1.316%
1.307% -4.154% 0.849% 1.211% 0.702% 1.441% 0.065% 1.823%
1.151% -0.687% 2.803% 1.350% 2.349% 2.151% 1.967% 0.790%
-0.276% 2.718% 0.022% -0.724% -0.276% -0.682% -1.418% 0.109%
-2.420% 0.981% -1.171% -1.057% -2.878% -1.881% -1.037% -0.382%
0.815% 1.866% 1.172% 1.894% 2.026% 1.936% 1.414% 0.815%
-0.281% 0.086% 1.348% 0.622% 0.435% 0.584% 0.387% -0.503%
4.827% 1.287% 2.660% 0.417% 0.016% 0.760% 0.257% -1.294%
2.622% 3.659% -0.144% -0.093% -1.029% 0.170% 0.103% -0.306%
0.622% 0.362% -0.233% 1.451% 2.294% 0.789% 0.372% -0.557%
0.293% 0.721% -0.404% -0.823% -2.251% -0.104% 0.996% 0.521%
1.071% 0.855% 0.388% -0.513% 1.312% -0.632% 0.948% -0.696%
-0.546% -1.916% 0.480% -1.632% -0.008% -2.127% 0.877% 0.798%
3.423% -1.343% 1.734% 0.742% 0.301% 1.356% 1.552% 0.647%
-1.623% 0.821% -0.229% -1.488% -0.902% -4.754% -0.770% -5.042%
-0.476% -0.352% 1.342% 0.638% 0.566% -0.157% 0.752% -0.030%
1.148% 17.669% 0.164% 1.967% 1.353% 3.029% -0.404% -1.601%
3.121% 9.493% 1.232% 0.565% 0.796% 0.536% 0.651% -0.719%
2.996% -0.128% 1.002% 2.459% -2.035% 2.124% 0.134% -1.454%
-1.959% -3.506% -2.313% -0.943% -1.376% -0.594% -0.292% 0.438%
0.303% -0.382% -0.012% 1.246% 1.685% 1.043% -0.782% 2.217%
2.415% -0.029% 2.261% -0.857% -2.258% -0.123% 0.283% -0.097%
2.829% -0.512% 2.838% 0.244% -2.867% 0.809% 1.879% -1.403%
4.013% 1.328% 0.657% 0.578% 0.257% -0.975% 0.566% -2.722%
-0.386% -0.079% -0.144% -0.062% 0.043% -2.653% 0.911% 1.866%
-0.609% 2.951% 0.043% -0.277% -0.486% 0.320% -0.594% 1.041%
0.974% 2.743% 0.851% 0.139% 0.197% 1.086% -1.732% -0.566%
0.028% 0.477% 0.274% 1.178% 0.043% 0.770% 1.605% 0.274%
0.055% 2.358% 0.792% 0.103% 2.300% 0.768% 0.203% -0.501%
1.102% 1.402% -0.092% 0.657% -0.552% 0.051% 0.860% 0.332%
2.206% -1.091% 0.958% 0.163% 1.076% 0.336% 0.320% 0.890%
2.212% 0.936% -0.692% 0.509% 1.688% 0.561% -1.286% -0.513%
0.548% 0.807% 1.188% 1.290% 1.243% 0.411% 1.375% -0.015%
3.423% -0.619% 0.504% 0.247% -0.541% 0.028% 0.000% 0.160%
3.536% 2.723% -0.303% 0.033% 0.406% 1.584% -1.569% -0.432%
-0.751% -2.031% -1.164% -0.512% -0.202% 0.025% 0.024% 0.357%
-3.563% 0.741% -0.448% -0.094% -0.697% -0.326% -0.024% -0.917%
-0.936% -6.141% -0.088% 0.074% -2.497% -0.661% -1.294% 0.411%
1.635% 0.991% 1.753% 1.096% -0.100% 1.784% -0.012% -0.647%
-2.011% -2.206% -0.781% 0.529% 0.905% 0.615% -0.121% 1.105%
1.077% 0.721% 1.343% 0.191% 0.947% 0.802% 0.255% 1.180%
-0.660% -0.408% -0.220% -0.617% -0.189% 0.182% 0.546% -0.927%
-1.073% 1.494% -1.156% -1.209% -0.511% -1.971% -0.398% 0.360%
0.439% 0.397% -1.783% -0.160% 1.971% 0.216% 0.448% -1.055%
2.031% -0.943% 0.883% 0.362% -0.934% -0.087% -1.049% 0.616%
-0.176% -0.799% 1.467% 0.053% 1.648% 1.049% 0.341% -0.051%
0.025% 1.671% 1.932% 1.214% -0.194% 0.190% 1.056% 0.587%
-1.766% 1.084% -1.400% -0.257% -2.966% -0.461% 0.408% -0.343%
1.310% 2.742% 0.584% -0.152% 1.857% -0.156% 0.371% 0.139%
0.076% 1.106% 0.853% 0.377% 0.090% 0.499% 1.120% -0.118%
7.905% 1.979% 0.255% 1.015% 2.345% 0.745% -0.931% 0.817%
-3.381% -0.359% 1.359% 0.842% -2.754% 1.328% 0.738% 0.413%
2.916% 6.448% 1.712% 0.647% 0.731% 0.294% 1.866% 0.386%
0.992% -0.658% 0.197% -0.540% -0.114% -0.323% -0.348% -0.687%
-1.099% 3.736% -0.239% -0.207% -0.090% -0.426% -0.291% -0.453%
1.253% 2.770% 0.100% 0.868% -0.523% 0.947% 0.338% 0.731%
3.082% 0.384% -0.207% 1.092% 1.469% 0.350% -0.837% 0.041%
 Y
AMD TSLA AAPL MSFT TTWO MA PM MCD
-9.858% -3.305% -10.208% -3.868% -4.766% -4.706% -1.401% -0.710%
11.032% 5.612% 4.022% 4.462% 2.479% 4.541% 4.572% 1.882%
7.858% 5.278% -0.470% -0.061% 2.571% 0.575% -3.171% 1.037%
0.470% -0.041% 1.659% 0.536% 3.268% 0.360% 0.559% 0.160%
-3.104% 0.791% 1.451% 1.241% -0.520% 1.621% -0.050% -0.222%
-2.634% 1.745% 0.072% -0.831% 2.270% 0.408% 0.245% 0.648%
2.280% 0.506% -1.229% -0.961% -0.975% -0.728% 1.872% 0.401%
-0.603% -3.861% -1.751% -0.918% -3.808% -0.434% 0.064% -0.681%
0.336% 2.842% 1.800% 2.712% 1.345% 0.363% 1.155% -0.161%
-3.595% 0.313% 0.975% 0.164% -0.619% 0.442% 0.246% -0.973%
2.230% 0.206% 0.347% 0.513% -0.622% 0.584% 2.393% 0.931%
2.163% -13.129% 0.369% 1.310% 2.649% 1.155% 1.643% 0.755%
-5.268% -1.263% -2.492% -2.073% -0.952% -1.452% -1.437% 1.045%
-0.203% -3.948% 0.157% 0.786% -7.100% -0.751% 1.526% 0.773%
4.898% 1.205% -1.040% -0.667% 1.590% 0.532% -3.419% 0.637%
4.775% 1.740% 3.067% 0.725% 2.084% 1.382% 1.541% -1.849%
-8.385% -0.380% -1.173% -2.139% -1.357% -1.564% 2.119% -0.268%
-5.014% 0.207% -1.284% -2.225% -1.636% -0.654% -0.028% -0.830%
19.543% 3.645% 6.586% 3.153% 1.682% 2.205% -0.014% -0.270%
5.312% -0.725% 0.473% -2.022% 2.782% 3.290% 2.899% -1.696%
0.004% 1.533% -0.199% -1.769% -0.662% 1.056% -1.399% -1.203%
-1.956% 0.060% 2.593% 2.691% 1.193% 0.339% 0.314% 0.419%
-3.803% 2.546% 1.464% 1.211% 0.838% 0.248% -0.424% -0.039%
-0.620% -1.443% -0.213% -1.299% -13.850% -0.454% -0.504% -0.834%
-2.942% -3.218% -2.141% -0.906% 4.078% -0.812% 1.507% -0.562%
1.271% -0.714% -0.557% 0.191% 0.685% 1.025% 4.127% -0.353%
-0.796% 2.144% -0.822% -0.586% -3.902% 0.046% -1.271% -0.331%
-1.015% -0.487% 0.615% 1.369% -4.578% 0.639% 1.852% -0.217%
-0.274% -1.325% -0.663% -0.264% 3.145% 0.550% 0.760% 0.053%
0.820% -1.586% 0.117% -0.105% 1.144% -0.525% 0.568% 0.937%
1.973% 1.195% -0.470% 1.046% -0.072% 0.852% 1.858% 2.281%
0.735% -0.885% 0.052% -0.235% -0.125% -0.879% -0.192% -0.451%
-0.405% -1.165% 0.396% -1.132% -5.025% 0.041% 1.870% 0.641%
-0.530% -3.903% -0.811% 1.920% -1.311% -1.009% 0.526% 1.235%
1.434% 1.037% 0.869% 1.237% -0.687% 1.634% 1.726% 0.146%
1.032% 1.220% 0.481% 0.370% 0.159% -0.194% -0.740% -0.356%
-2.429% -0.462% -0.190% 0.501% -0.036% 0.110% -0.212% 0.278%
-3.420% 5.510% 0.063% -0.358% -3.196% 0.060% 0.770% 0.031%
-0.192% 1.475% -1.231% -0.314% 3.014% -0.105% -0.487% 0.211%
0.232% -8.001% 0.804% 0.258% 1.121% 0.909% 0.547% 0.607%
-1.714% -3.357% 0.256% -0.429% -1.090% -0.617% -0.371% -2.461%
0.151% -3.249% -0.429% -0.688% -0.173% -0.225% -0.452% 0.370%
-5.044% -0.266% -0.823% -0.144% -0.288% -0.968% -0.063% 0.324%
-1.878% -0.031% -1.405% -1.406% 1.294% -1.112% -0.166% -0.880%
-0.722% 2.572% -0.009% -0.080% -1.643% -0.437% 0.443% -0.616%
3.911% 2.229% 3.217% 1.911% 3.078% 1.505% 1.938% 0.829%
1.903% -2.756% 0.876% 0.511% -0.038% 0.382% -0.602% 0.363%
-0.873% 1.818% 0.195% 0.586% 6.785% 0.493% 0.680% 0.076%
-2.800% 0.189% 0.865% -0.110% -3.842% 0.248% 0.215% 0.323%
1.654% -5.169% 1.054% 0.963% 1.118% 0.529% 1.072% 1.367%
-0.577% -2.314% 0.774% 1.243% 0.206% -0.532% -0.241% -0.795%
11.423% -0.907% -1.040% -0.121% 1.996% 0.075% -0.362% -0.507%
-1.559% 2.134% 0.627% -0.299% 0.189% -0.679% 0.157% 0.965%
8.116% -0.004% 3.436% 2.109% 3.082% 2.407% 1.181% 0.706%
-5.855% -3.621% -2.318% -2.826% -3.211% -2.361% -0.914% 0.185%
-1.922% -1.711% -1.456% 0.332% -0.083% -0.342% -3.289% -0.634%
-1.483% 2.665% -1.280% 0.024% 0.261% 1.051% 0.254% 0.897%
-3.519% 2.479% 0.652% -1.156% -2.044% -0.525% -1.869% -0.035%
0.278% 1.222% -0.115% -0.052% 2.023% 0.812% 0.179% 0.952%
1.430% 0.287% 0.405% 0.675% -2.290% 0.057% 1.163% 0.219%
2.886% 3.173% 0.432% 0.727% 1.305% 1.335% -0.323% -0.846%
1.074% -1.299% 1.207% -0.046% 1.965% -0.107% -0.324% -0.072%
8.081% 1.917% 0.438% 0.466% 0.163% -0.332% -2.608% -0.051%
-0.164% -8.393% -0.073% -0.697% -4.393% -1.396% 0.194% 0.756%
-0.783% 2.524% 0.422% 0.255% 0.792% 0.047% -0.840% 0.392%
-1.958% -0.798% 1.326% -0.155% -0.347% -0.347% -0.261% -0.502%
-4.927% -0.484% -0.547% -0.731% -1.165% -0.347% 0.513% 0.070%
1.761% 1.219% 0.314% 0.574% 2.104% 0.293% -0.260% -0.503%
-0.549% -2.925% -1.080% -0.072% -0.156% -0.625% -0.342% -0.230%
-0.189% -0.426% -0.287% 0.326% -1.311% 0.988% 0.196% 1.389%
-2.272% -0.651% -0.066% -0.106% -1.645% -0.060% 0.381% 0.080%
1.790% 2.463% -0.237% -0.420% -1.939% 0.199% -0.085% -0.129%
-1.981% -0.937% 1.700% 0.639% -1.413% 0.185% -0.955% -0.098%
0.286% 0.591% 0.112% 1.125% 1.021% -0.240% -1.267% 1.671%
1.401% -4.004% 0.082% 0.127% 1.207% 0.702% -0.345% -0.559%
-1.150% 0.280% 1.195% 1.169% 1.397% -0.013% 0.627% 0.640%
1.347% -2.144% -0.401% -0.532% 0.239% 0.545% -0.650% 1.163%
-3.216% -4.422% -1.155% 3.123% -0.841% -0.064% -1.127% 0.101%
0.390% -5.202% -0.725% 0.384% 3.513% 0.241% 1.291% -0.308%
-1.087% 2.534% -0.095% -0.281% 0.842% -0.012% 0.057% -0.203%
-0.622% -1.309% -2.173% 0.451% -0.423% 2.683% 1.847% 0.178%
-3.373% -2.118% 4.661% -2.271% 2.199% -2.354% -1.010% -1.772%
5.115% 4.154% -0.898% -1.495% 0.543% -0.822% -1.111% 0.176%
-0.653% 4.320% 0.996% 1.943% 1.853% 0.113% 0.810% 1.445%
-3.240% -0.036% -1.791% -0.771% -0.064% 0.084% -0.785% 0.648%
-3.177% -3.400% -2.943% -2.241% -1.835% -1.634% -0.919% -0.483%
 1.208% -1.056% -0.227% -0.197% 1.839% -0.084% -0.843% -0.056%
0.038% -1.326% -1.322% -0.197% 0.211% -0.203% 0.035% -0.202%
2.351% -1.174% -2.011% 1.110% 1.140% 0.670% 0.618% 1.092%
-6.557% -5.381% -6.059% -3.162% -3.353% -2.640% -1.102% -0.531%
3.711% 2.178% 1.336% 0.930% 3.446% 1.695% 0.357% -0.563%
0.546% -0.313% 0.951% 0.845% 3.702% 1.111% 1.378% 0.485%
1.154% -1.719% -0.687% 2.120% -0.028% 1.519% 0.091% 0.411%
-2.226% -7.734% -0.815% -0.856% -0.921% -0.538% 1.412% -0.436%
-3.387% -2.844% -3.374% -1.633% -3.544% 0.178% -0.777% -0.166%
2.106% -0.293% 1.670% 0.350% 0.654% 0.543% -0.654% 0.376%
-0.186% -6.180% -2.294% 0.418% 0.369% 0.409% -0.423% 0.009%
-4.236% 1.274% -1.954% -1.356% 0.051% -2.985% 0.769% -0.546%
-0.102% -2.644% -0.631% -0.141% 0.520% 0.506% -1.964% -0.654%
9.391% -1.170% -0.661% -0.252% 1.354% 0.581% -3.759% -0.607%
-3.643% 0.457% -0.724% -1.156% 0.338% -0.143% -0.611% -0.381%
-0.619% -1.021% 0.272% 0.444% -0.103% 0.054% -2.006% 1.592%
-2.617% -1.783% -2.059% -1.819% 0.991% -1.257% -3.212% -0.538%
0.215% -3.501% -1.258% -3.294% -2.128% -3.865% 1.810% 0.206%
6.810% 8.017% 3.411% 2.582% 2.776% 2.662% -0.248% 0.377%
-0.642% 1.387% 1.367% 1.979% 2.255% 2.647% -1.701% 0.200%
7.459% 4.604% 1.221% 1.393% -0.882% 0.418% -0.173% 1.408%
1.449% -0.862% 2.415% 2.612% 0.792% 2.897% 1.148% 1.146%
2.125% 3.940% 1.031% 0.724% 0.023% -0.082% -1.656% -2.085%
-2.873% 1.824% 0.911% -0.566% -1.426% -1.111% 1.425% 0.923%
-1.115% -3.769% -0.565% -0.651% -1.526% -0.122% -1.299% 0.771%
-2.860% 2.065% -0.268% 0.442% 1.756% -1.199% 0.384% -0.265%
-3.687% 0.315% -0.973% -0.091% -0.418% -0.616% -0.611% 0.340%
-4.226% 4.546% 0.350% 0.113% -0.157% -0.540% 0.915% -0.772%
3.876% -0.286% 2.105% 1.550% 0.569% -0.345% -1.237% 0.293%
-0.241% 0.595% -0.539% 0.203% -0.093% 0.215% -0.705% -0.031%
-2.012% -3.165% 0.556% 0.740% 0.375% 2.468% 0.583% 0.228%
-3.438% 0.862% -0.588% -0.174% 0.893% -1.064% 2.535% -0.470%
0.145% 0.645% -0.348% 0.403% 0.963% 0.119% -1.863% -0.217%
-1.772% -1.893% -1.763% -3.346% -0.989% -2.294% 1.163% 0.827%
3.268% -0.380% 1.916% 0.186% -1.210% 0.410% -1.935% -0.615%
2.335% 1.471% -0.277% -0.025% 1.556% -0.271% 0.589% 0.790%
-1.609% 0.120% -1.158% -0.330% 0.030% 1.119% 0.674% 0.623%
2.328% 1.502% 1.587% 1.095% 2.047% 0.652% -0.809% -0.706%
-0.277% -1.311% 0.338% 0.475% 0.726% 1.230% 2.161% 1.539%
-0.565% 4.451% 0.582% 0.456% 0.899% 0.733% 0.995% 1.490%
0.589% -0.924% -0.335% -0.480% -0.805% -0.539% -0.741% -0.789%
1.309% -1.342% -2.309% -0.262% -2.209% -0.529% -0.745% 0.385%
3.059% -0.279% 0.363% -0.554% 0.203% 0.583% -0.322% -0.084%
1.525% 3.693% 0.742% 0.830% 1.705% 0.552% 0.949% 0.378%
-2.566% -0.291% -0.975% 0.210% -0.631% 0.873% 1.112% -0.196%
0.049% 2.558% 0.521% 0.172% -0.153% 0.244% 0.667% 0.090%
3.148% 3.278% 0.692% -0.189% 0.396% -0.255% -0.621% 0.522%
-1.975% -0.599% -0.593% -1.499% 0.266% -1.179% 0.026% -0.280%
 -1.144% 0.825% -0.810% -0.780% 0.034% -0.679% -0.758% -0.055%
-2.191% -0.676% 0.889% -0.079% -0.008% 0.350% 8.109% 0.979%
-1.890% 1.672% -1.740% -0.042% -1.487% -0.621% 1.054% -0.996%
0.641% -1.126% 2.038% 1.136% 0.424% 0.898% -2.115% 0.478%
1.543% 1.598% 0.535% 0.432% 1.150% -0.065% -0.339% -0.372%
1.446% 1.653% -0.329% 0.838% 0.576% 0.264% -2.103% -0.765%
-1.695% -13.771% -1.038% -0.565% 0.201% -0.516% 0.609% 0.729%
0.634% -0.499% 0.101% 0.632% 2.028% 0.779% 0.300% 0.481%
-1.993% 3.232% 0.687% -0.408% 1.393% -0.418% 0.799% -0.329%
0.760% 2.595% -0.676% -0.671% -0.409% -1.360% -0.639% -1.279%
-10.503% -0.426% 1.793% -3.096% -0.645% -2.312% -3.226% -0.814%
-2.343% -3.370% -2.411% 1.125% -0.436% 0.500% -1.496% 0.201%
-1.812% 0.052% -2.363% -1.029% -0.429% -1.912% 1.978% 1.478%
-5.330% -2.726% -5.482% -3.615% -5.279% -4.874% -4.754% -1.930%
2.703% 0.907% 1.646% 1.687% 7.863% 2.858% 1.212% 1.674%
0.738% 0.999% 0.788% 0.249% 3.792% 1.555% -0.059% 1.234%
15.799% 1.933% 1.958% 2.480% 1.445% 3.047% 1.268% 0.493%
0.391% -1.538% -1.447% -1.038% -2.011% -1.306% 0.025% 1.390%
-5.553% -2.711% -0.501% -1.583% -1.063% -1.995% -0.363% -1.855%
-1.392% 2.458% 3.988% 1.881% -0.164% 1.483% 1.797% 1.133%
-6.229% -6.702% -3.224% -3.522% -1.121% -2.883% -0.847% -1.530%
-2.290% -1.970% -0.745% -0.413% -0.141% 1.580% 1.284% 0.776%
4.684% 1.836% 2.112% 1.644% 0.731% 0.714% 0.389% 0.041%
0.557% 2.975% 1.617% 1.486% 1.998% 1.158% 0.009% 0.091%
-2.819% -0.585% -0.242% -1.020% 1.116% -0.565% -2.473% -0.192%
2.785% -2.384% 0.837% 0.926% 2.022% 1.600% -0.048% 0.975%
0.226% 0.440% -0.332% -0.917% -1.449% -0.634% -0.229% -0.604%
-7.803% -4.997% -4.869% -3.375% -2.797% -3.357% -2.194% -2.251%
2.100% 1.545% 1.653% 1.356% 1.211% 1.475% -4.405% 0.997%
-0.669% -0.585% -1.376% 0.025% 0.175% -0.118% -7.866% -0.447%
1.515% 0.547% 0.424% -0.321% 0.197% 0.384% 3.546% 0.884%
1.772% 2.681% 1.446% 1.700% 0.806% 0.934% -2.261% 1.082%
-0.405% 1.601% -0.376% -0.377% -0.418% -0.198% -0.975% -1.216%
-2.154% -0.424% -1.704% -1.509% -0.328% -0.642% 0.682% -0.436%
-0.243% -2.082% 1.449% 0.980% 0.727% 1.944% 0.387% 0.580%
1.372% 3.875% 1.708% 1.570% -1.141% 1.896% -1.574% 0.402%
-3.389% -1.085% -0.257% -0.867% -0.543% -0.434% 1.309% 0.195%
-0.602% 1.750% 0.180% -1.325% 0.985% -2.947% 0.344% -1.310%
-1.290% 1.460% 0.934% -1.236% -2.946% -4.087% 1.529% -3.540%
-1.960% 4.750% 2.932% -0.159% -4.595% -1.068% 0.657% 0.197%
1.107% -0.655% -0.473% 0.840% 2.859% 2.195% -0.335% 0.877%
1.184% -0.430% -2.190% -0.334% -0.996% -0.223% -2.578% -1.154%
0.051% -1.132% 0.279% -0.910% 2.728% -1.005% -0.725% -1.199%
0.114% 0.658% 0.117% 0.589% 1.679% 0.597% -0.907% 1.131%
-2.245% -0.689% 0.691% 0.634% -0.972% -0.611% -0.747% 0.226%
-0.833% 1.119% -1.060% 1.652% 0.546% 0.100% 0.101% -0.008%
-1.198% -2.582% -1.709% -1.344% -0.116% -1.912% -0.820% -0.588%
1.558% 0.095% 0.208% -0.404% -3.793% 0.536% 1.015% 0.976%
-4.061% -7.628% -0.723% -1.454% -0.610% -0.938% -0.720% 0.176%
-0.337% 2.302% 1.292% 1.252% 1.634% 0.407% 5.090% 0.237%
-0.642% 5.903% -0.763% -0.060% -0.463% 0.224% -0.095% -0.065%
-2.950% -0.335% -0.734% -1.486% -2.302% -1.932% -0.321% 0.213%
0.535% -0.678% 2.106% 0.755% 1.012% 0.712% 0.956% 0.676%
-1.199% 1.429% 0.030% -1.599% -2.032% -0.426% 2.394% -2.701%
-1.970% -0.795% -2.754% -1.954% -2.738% -2.579% -1.535% -1.366%
0.902% -4.312% 0.602% 1.022% 0.609% 1.246% -0.043% 1.772%
0.745% -0.844% 2.556% 1.161% 2.255% 1.956% 1.858% 0.740%
-0.681% 2.560% -0.225% -0.913% -0.369% -0.877% -1.527% 0.058%
-2.825% 0.823% -1.419% -1.246% -2.972% -2.075% -1.145% -0.433%
0.410% 1.708% 0.925% 1.706% 1.933% 1.741% 1.306% 0.764%
-0.686% -0.072% 1.101% 0.433% 0.342% 0.390% 0.279% -0.554%
4.422% 1.129% 2.413% 0.228% -0.077% 0.565% 0.149% -1.345%
2.217% 3.501% -0.391% -0.282% -1.123% -0.024% -0.006% -0.357%
0.217% 0.204% -0.480% 1.262% 2.201% 0.594% 0.263% -0.607%
-0.112% 0.564% -0.651% -1.012% -2.344% -0.299% 0.887% 0.470%
0.666% 0.697% 0.141% -0.702% 1.219% -0.827% 0.840% -0.747%
-0.951% -2.074% 0.233% -1.821% -0.101% -2.321% 0.768% 0.747%
3.017% -1.500% 1.487% 0.554% 0.208% 1.162% 1.443% 0.597%
-2.029% 0.663% -0.476% -1.677% -0.995% -4.948% -0.879% -5.092%
-0.881% -0.510% 1.095% 0.449% 0.472% -0.351% 0.643% -0.081%
0.743% 17.512% -0.083% 1.779% 1.260% 2.834% -0.512% -1.652%
2.716% 9.336% 0.984% 0.376% 0.703% 0.341% 0.542% -0.770%
2.591% -0.286% 0.755% 2.270% -2.128% 1.930% 0.026% -1.505%
-2.364% -3.664% -2.560% -1.132% -1.470% -0.789% -0.401% 0.387%
-0.102% -0.540% -0.259% 1.057% 1.591% 0.848% -0.890% 2.166%
2.010% -0.186% 2.014% -1.046% -2.351% -0.317% 0.175% -0.147%
2.424% -0.669% 2.591% 0.055% -2.960% 0.615% 1.770% -1.454%
3.607% 1.170% 0.410% 0.389% 0.163% -1.169% 0.458% -2.773%
-0.791% -0.237% -0.391% -0.251% -0.051% -2.847% 0.802% 1.815%
-1.014% 2.793% -0.204% -0.466% -0.579% 0.125% -0.702% 0.990%
0.569% 2.586% 0.604% -0.050% 0.104% 0.891% -1.841% -0.617%
-0.378% 0.319% 0.027% 0.990% -0.051% 0.575% 1.496% 0.224%
-0.350% 2.200% 0.545% -0.086% 2.207% 0.573% 0.095% -0.552%
0.696% 1.245% -0.339% 0.468% -0.645% -0.144% 0.751% 0.281%
1.801% -1.249% 0.711% -0.026% 0.982% 0.141% 0.211% 0.839%
1.807% 0.778% -0.939% 0.320% 1.595% 0.367% -1.395% -0.564%
0.142% 0.650% 0.941% 1.101% 1.150% 0.217% 1.266% -0.066%
3.018% -0.777% 0.257% 0.058% -0.634% -0.166% -0.109% 0.109%
3.130% 2.566% -0.550% -0.156% 0.313% 1.390% -1.677% -0.483%
-1.156% -2.188% -1.411% -0.701% -0.296% -0.170% -0.085% 0.306%
-3.968% 0.583% -0.695% -0.282% -0.790% -0.520% -0.132% -0.968%
-1.341% -6.299% -0.335% -0.115% -2.590% -0.855% -1.403% 0.360%
1.230% 0.833% 1.506% 0.908% -0.194% 1.589% -0.121% -0.698%
-2.416% -2.363% -1.028% 0.340% 0.811% 0.421% -0.230% 1.054%
0.672% 0.563% 1.096% 0.002% 0.853% 0.607% 0.147% 1.130%
-1.065% -0.565% -0.467% -0.806% -0.283% -0.013% 0.437% -0.978%
-1.478% 1.336% -1.403% -1.398% -0.604% -2.166% -0.506% 0.309%
0.034% 0.240% -2.030% -0.349% 1.878% 0.022% 0.339% -1.106%
1.626% -1.100% 0.635% 0.173% -1.027% -0.282% -1.157% 0.565%
-0.582% -0.957% 1.220% -0.135% 1.555% 0.855% 0.233% -0.102%
-0.380% 1.513% 1.684% 1.025% -0.287% -0.005% 0.948% 0.536%
-2.172% 0.926% -1.647% -0.446% -3.059% -0.656% 0.300% -0.394%
0.905% 2.585% 0.337% -0.341% 1.764% -0.350% 0.262% 0.088%
-0.329% 0.949% 0.606% 0.188% -0.003% 0.304% 1.012% -0.169%
7.500% 1.821% 0.008% 0.826% 2.251% 0.550% -1.040% 0.766%
-3.786% -0.516% 1.112% 0.653% -2.847% 1.133% 0.629% 0.362%
2.511% 6.291% 1.465% 0.458% 0.637% 0.099% 1.758% 0.335%
0.587% -0.816% -0.051% -0.729% -0.207% -0.518% -0.456% -0.738%
-1.504% 3.579% -0.486% -0.396% -0.183% -0.620% -0.399% -0.504%
0.848% 2.612% -0.147% 0.679% -0.616% 0.752% 0.230% 0.680%
2.677% 0.226% -0.454% 0.903% 1.376% 0.155% -0.946% -0.010%
 AMD TSLA AAPL MSFT
Expected Returns <== E(r) 0.405% 0.158% 0.247% 0.189%
n 245
Stddev <== σ 3.428% 3.101% 1.666% 1.268%
Variance <== σ2 0.001175130 0.000961451 0.0002775978 0.0001607218
Modified Sharpe <== E(r)/σ 11.8205355% 5.0839379% 14.8339883% 14.8923349%
0.000091678 0.001175130

VARCOVAR Σ = XTX/(n-1)
VARCOVAR AMD TSLA AAPL MSFT
AMD 0.0011751296 0.0002913055 0.0002827482 0.0002323708
TSLA 0.0002913055 0.0009614508 0.0001713588 0.0001124553
AAPL 0.0002827482 0.0001713588 0.0002775978 0.0001316935
MSFT 0.0002323708 0.0001124553 0.0001316935 0.0001607218
TTWO 0.0002526732 0.0001177303 0.0001151468 0.0001079512
MA 0.0002500675 0.0001063835 0.0001224578 0.0001280805
PM 3.360162E-05 1.601281E-05 6.617576E-05 3.831308E-05
MCD 5.212226E-05 -1.524359E-05 2.361449E-05 4.337176E-05

CORRELATION AMD TSLA AAPL MSFT

AMD 1 0.274058 0.495050 0.534689
TSLA 0.274058 1 0.331692 0.286074
AAPL 0.495050 0.331692 1 0.623475
MSFT 0.534689 0.286074 0.623475 1
TTWO 0.347234 0.178867 0.325574 0.401141
MA 0.536241 0.252207 0.540287 0.742662
PM 0.063287 0.033343 0.256443 0.195124
MCD 0.158799 -0.051344 0.148026 0.357303

Maximum Return AMD TSLA AAPL MSFT

Weight 100.00% 0.00% 0.00% 0.00%
E(rp) 0.4052% /day 177.0605% /year
σp 3.4280%
E(rp)/σp 0.1182

Minimize Standart Deviation AMD TSLA AAPL MSFT

Weight 0.00% 4.88% 4.90% 10.98%
 E(rp) 0.0918% /day 26.0121% /year
σp 0.8084%
E(rp)/σp 0.1136

Maximize Modified Sharpe - E(rp)/σp AMD TSLA AAPL MSFT

Weight 6.34% 0.00% 29.40% 26.95%
E(rp) 0.2098% /day 69.5963% /year
σp 1.2116%
E(rp)/σp 0.1732

Equally Weighted AMD TSLA AAPL MSFT

Weight 12.50% 12.50% 12.50% 12.50%
E(rp) 0.1807% /day 57.6245% /year
σp 1.2199%
E(rp)/σp 0.1482

Random Weighted AMD TSLA AAPL MSFT

Randarry #NAME? 0.5099910532 0.0073473549 0.6452225396
Weight 14.74% 9.97% 0.14% 12.62%
E(rp) 0.1752% /day 55.4370% /year
σp 1.2050%
E(rp)/σp 0.1454
 TTWO MA PM MCD
0.093% 0.194% 0.109% 0.051% Expected Return
245
2.123% 1.360% 1.549% 0.957%
0.0004505956 0.0001850582 0.000239883 9.167837E-05 Risk
4.3973611% 14.2947396% 7.0070536% 5.3016654%

TTWO MA PM MCD
0.0002526732 0.0002500675 3.360162E-05 5.212226E-05
0.0001177303 0.0001063835 1.601281E-05 -1.524359E-05 Variance
0.0001151468 0.0001224578 6.617576E-05 2.361449E-05 Covariance
0.0001079512 0.0001280805 3.831308E-05 4.337176E-05 Covariance
0.0004505956 0.0001235985 2.691573E-05 3.723222E-05
0.0001235985 0.0001850582 4.557408E-05 4.925945E-05
2.691573E-05 4.557408E-05 0.000239883 2.774197E-05
3.723222E-05 4.925945E-05 2.774197E-05 9.167837E-05

TTWO MA PM MCD
0.347234 0.536241 0.063287 0.158799
0.178867 0.252207 0.033343 -0.051344
0.325574 0.540287 0.256443 0.148026
0.401141 0.742662 0.195124 0.357303
1 0.428021 0.081868 0.183186
0.428021 1 0.216304 0.378183
0.081868 0.216304 1 0.187070
0.183186 0.378183 0.187070 1

TTWO MA PM MCD
0.00% 0.00% 0.00% 0.00% 100.00%

TTWO MA PM MCD
3.46% 0.00% 16.57% 59.21% 100.00%
 TTWO MA PM MCD
0.00% 23.41% 13.90% 0.00% 100.00%

TTWO MA PM MCD
12.50% 12.50% 12.50% 12.50% 100.00%

TTWO MA PM MCD
0.6736325346 0.9638728668 0.9838702833 0.5752792039 5.112735
13.18% 18.85% 19.24% 11.25% 100.00%
Expected Return

Maximum Return AMD TSLA AAPL MSFT TTWO MA

Invested Money 1000 0 0 0 0 0
Number of Share 53.10674 0 0 0 0 0
Selling 2344.663 0 0 0 0 0

Minimize Standart Deviation AMD TSLA AAPL MSFT TTWO MA

Invested Money 0 48.78688 48.95997 109.754 34.63934 0
 Number of Share 0 2.359761 1.240121 1.085384 0.333039 0
Selling 0 63.80582 86.63483 170.8502 41.1669 0

Maximize Modified Sharpe - E(rp)/σp AMD TSLA AAPL MSFT TTWO MA

Invested Money 63.39371 0 293.994 269.4922 0 234.142
Number of Share 3.366634 0 7.446657 2.665073 0 1.234015
Selling 148.6369 0 520.2234 419.5092 0 368.4398

Equally Weighted AMD TSLA AAPL MSFT TTWO MA

Invested Money 125 125 125 125 125 125
Number of Share 6.638343 6.046095 3.16616 1.236155 1.201808 0.658796
Selling 293.0828 163.481 221.1879 194.5832 148.5554 196.6968

Random Weighted AMD TSLA AAPL MSFT TTWO MA

Invested Money 147.3809 99.74916 1.437069 126.1991 131.7558 188.5239
Number of Share 7.82692 4.824743 0.0364 1.248013 1.266761 0.993591
Selling 345.5585 130.4567 2.542899 196.4497 156.5843 296.6564
 PM MCD Total
0 0 1000
0 0 53.10674
0 0 2344.663
Profit : 1344.663
ROI: 134.47%

PM MCD Total
165.7459 592.114 1000
2.462425 3.363137 10.84387
209.971 663.0089 1235.438
Profit : 235.4377
ROI: 23.54%

PM MCD Total
138.9781 0 1000
2.064746 0 16.77712
176.0609 0 1632.87
Profit : 632.8703
ROI: 63.29%

PM MCD Total
125 125 1000
1.857079 0.709985 21.51442
158.3531 139.9665 1515.907
Profit : 515.9068
ROI: 51.59%

PM MCD Total
192.4352 112.5189 1000
2.858939 0.639094 19.69446
243.7818 125.991 1498.021
Profit : 498.0213
ROI: 49.80%
 X
AMD TSLA AAPL MSFT TTWO MA PM MCD
3.355% 33.418% 3.449% -0.638% -0.148% 0.844% 3.359% -0.114%
3.278% -16.383% 0.323% 5.116% 7.702% -5.737% 1.001% 1.872%
-2.814% -1.799% 8.267% -3.319% -10.292% -3.391% 4.163% 2.263% AMD
-7.009% -1.588% 5.599% -0.543% -1.997% 2.092% 3.455% -1.105% TSLA
-0.059% 14.010% 1.094% -0.023% 4.580% -5.749% -4.963% -1.835% AAPL
-11.491% -8.512% 1.200% 1.621% -2.594% -0.926% -2.914% -7.289% MSFT
1.841% 19.249% 5.545% 3.380% 1.825% 0.387% 4.167% -2.043% TTWO
-23.034% -11.549% -3.380% 0.167% -5.095% -4.344% -2.733% 0.009% MA
-22.697% -1.934% 5.523% -0.607% 11.427% 11.447% 6.541% -2.294% PM
-5.166% -0.364% 8.448% -0.048% 1.351% 2.375% -2.523% 2.132% MCD
-9.110% -10.573% -8.862% -4.724% -1.886% -3.146% -6.490% -4.367%
-8.554% -9.988% 4.470% -14.905% 2.805% -6.645% -1.671% -2.499%
16.203% -1.658% 7.972% 6.660% -14.092% 8.023% 3.204% 5.834%
-18.635% -8.697% -4.810% -9.166% -7.131% -6.001% -9.383% -2.631%
-20.480% 18.218% -1.094% 17.761% -10.118% 2.570% 10.620% -2.068%
-3.924% 9.418% 2.426% -5.539% 12.261% 0.421% -0.665% -1.797%
0.454% 5.431% -5.399% -7.663% -2.493% -0.529% -3.677% -2.051%
-24.392% -2.317% -4.962% 3.896% 11.321% 2.342% 6.500% 3.884%
-11.026% -7.952% -8.713% -8.689% -10.982% -7.016% -6.885% -6.001%
-9.781% -1.796% -3.854% -0.180% -4.597% -4.287% -0.775% 2.539%
18.447% -18.225% 6.668% 17.054% 12.335% 7.991% 11.247% 12.770%
6.512% 9.744% -2.677% 1.369% 3.312% -2.932% -1.328% 0.547%
16.801% 2.704% -12.695% 0.199% -4.722% -2.423% 0.409% 2.332%
-28.154% -21.868% -9.197% -2.583% -3.626% -10.407% 2.203% 3.620%
-7.536% -1.149% -2.340% -9.522% 0.494% -4.221% 0.947% -6.478%
28.369% 18.185% 11.048% 6.670% 1.444% 6.869% 7.592% 6.090%
19.753% 3.253% -15.665% -11.585% -12.488% 0.784% -0.176% -0.510%
23.924% -8.811% 4.856% 4.396% 10.615% -2.975% 0.385% -4.657%
7.664% -6.436% -5.939% -5.333% -5.768% -10.027% 2.895% -2.564%
28.654% 9.073% 7.334% 8.888% 2.736% 6.302% -1.621% -3.390%
3.063% -11.233% 0.141% -0.504% 4.964% -0.392% -0.515% -2.846%
-11.430% -5.295% 4.878% -1.636% 0.480% 3.468% -2.898% -1.414%
-0.178% -4.618% -1.239% 2.148% -4.754% 3.307% -0.988% -3.573%
18.428% -5.744% -4.332% -1.312% 7.680% -6.355% -8.647% 4.797%
22.464% 11.295% 3.123% 1.240% -3.102% -0.824% 3.450% 0.900%
-13.362% 16.364% 3.102% 2.159% 5.622% 1.132% 4.886% -0.456%
34.632% -2.301% 11.216% -2.916% 2.983% 2.033% 13.566% 2.990%
-4.186% 9.794% 3.196% 1.059% 0.795% -0.032% 3.061% 0.381%
-13.400% 11.323% -1.680% 2.068% 2.816% 1.572% -2.010% 6.808%
-20.673% 7.047% 4.669% 0.136% 18.876% 3.788% 7.898% 6.678%
6.719% 4.510% -7.394% -3.183% -7.602% -3.015% -2.147% 0.350%
4.246% -12.078% 1.598% 3.589% 5.089% 3.377% -0.816% 0.138%
-9.291% 8.495% 8.594% 0.967% 19.813% 2.452% 0.003% 1.959%
-6.732% -5.689% -7.697% -2.254% 1.317% 4.075% -5.249% -3.211%
-18.652% -4.336% 8.008% 9.786% 5.013% 3.510% -5.924% 5.375%
-5.673% -8.372% -0.010% -0.690% -2.410% -0.709% -1.992% 1.877%
-10.410% -0.721% -3.197% -0.252% -4.811% -1.260% 2.637% -1.067%
28.849% 12.267% -2.736% 9.191% 12.162% 9.803% 1.310% -1.724%
-16.672% -4.706% 4.712% -3.185% -14.908% 2.149% -3.618% -8.984%
-21.819% -23.955% -7.478% -4.546% -15.819% -2.193% -4.194% -2.017%
3.450% 8.904% -3.175% 0.585% -1.250% -0.076% -17.691% 5.918%
21.386% -4.651% 11.404% 3.809% 9.182% 4.796% -3.186% -5.592%
4.368% 18.917% -2.614% -2.113% 2.379% 1.515% 1.323% -3.229%
17.473% -14.597% 1.126% 5.695% -7.735% -1.098% 6.700% -0.612%
32.507% -0.350% 17.950% 4.012% 14.950% 7.017% -9.931% 1.823%
17.917% -13.760% -2.503% -0.064% 0.093% 1.419% 4.500% 1.965%
-45.858% 25.870% -4.720% -8.490% -9.833% -13.055% 7.823% 4.590%
12.160% 2.371% -20.077% 1.940% -18.123% -0.131% -1.934% 5.409%
-18.142% -6.575% -13.342% -10.285% -9.360% -8.028% -23.033% -6.958%
27.423% -9.277% 3.843% 0.936% -0.688% 10.065% 14.733% -0.473%
 AMD TSLA AAPL MSFT TTWO MA PM MCD
1 0.028214 0.261497 0.305770 0.177421 0.404224 0.146164 0.111717
0.028214 1 0.125513 0.099540 0.105365 0.122766 0.158044 0.091604
0.261497 0.125513 1 0.399416 0.515056 0.507286 0.302251 0.117265
0.305770 0.099540 0.399416 1 0.303007 0.571863 0.348018 0.384292
0.177421 0.105365 0.515056 0.303007 1 0.371750 0.133149 0.197006
0.404224 0.122766 0.507286 0.571863 0.371750 1 0.311811 0.158044
0.146164 0.158044 0.302251 0.348018 0.133149 0.311811 1 0.295722
0.111717 0.091604 0.117265 0.384292 0.197006 0.158044 0.295722 1