Message Font: Serif | Sans-Serif
 
UnThreaded | Threaded | Whole Thread (5) | Ignore Thread Prev Thread | Next Thread
Author: LLackey Big red star, 1000 posts Old School Fool Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: of 5980  
Subject: Jan Start, Annual Hold backtest Date: 5/30/2005 11:03 PM
Post New | Post Reply | Reply Later | Create Poll . Report this Post | Recommend it!
Recommendations: 21
Following the assumptions I posted the other day, I have finished a full 1974-2003 backtest using the TTD methodology. The backtest is for January starts only. In this post I will outline the summary results as well as an example to make clear the procedure. In another post I will provided the detailed data. As stated previously no earnings test was included at this time.
Year    All Ret  Top 5 Ret  Top 3 Ret  Dow 30
1974 0.895 0.966 0.953 0.844
1975 1.470 1.698 1.846 1.442
1976 1.296 1.274 1.369 1.294
1977 0.876 0.878 0.895 0.874
1978 1.031 1.054 1.031 1.025
1979 1.123 1.054 1.085 1.113
1980 1.237 1.304 1.275 1.253
1981 0.992 1.115 1.162 0.967
1982 1.229 1.259 1.195 1.195
1983 1.268 1.273 1.410 1.356
1984 1.038 1.083 1.029 0.999
1985 1.310 1.290 1.457 1.321
1986 1.397 1.121 1.301 1.234
1987 1.166 1.168 1.035 1.158
1988 1.148 1.148 1.135 1.137
1989 1.230 1.268 1.356 1.320
1990 0.870 0.870 0.784 0.909
1991 1.201 1.325 1.339 1.304
1992 0.917 0.984 1.019 1.110
1993 1.238 1.203 1.242 1.179
1994 1.121 1.078 1.121 1.037
1995 1.330 1.414 1.449 1.367
1996 1.282 1.297 1.302 1.243
1997 1.436 1.196 1.167 1.223
1998 1.056 1.061 1.157 1.159
1999 1.046 1.208 1.481 1.185
2000 1.349 1.364 1.349 0.955
2001 1.060 1.108 0.902 0.969
2002 0.901 0.926 1.011 0.845
2003 1.288 1.330 1.397 1.266

CAGR 14.7 16.5 18.9 13.1
GSD 16.5 15.9 20.1 16.3
Sharpe 0.52 0.62 0.62 0.44

All Ret is the return when purchasing an equal share of all stocks that are priced under their downside.
Top 5 Ret is the return when purchasing an equal share of the 5 stocks that are most under their downside or closest to their downside.
Top 3 Ret is the return when purchasing an equal share of the 3 stocks that are most under their downside or closest to their downside.
Dow 30 is the return if you bought an equal share of every stock in the Dow. This is a better baseline then the DJIA, since it includes dividends.
Note: In 1999 no stocks qualified, so the 1 Yr Tbill rate was used as the return for All Ret column.

Here's an example of Caterpillar from its last report in 1995
Data Date      11/10/1995
Symbol CAT
Price 12/31/95 58.75 (close)
Price 01/02/96 59.5 (close)

1985 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 1999
Low Price 14.5 18.3 19.9 26.9 26.4 19.1 18.8 20.6 26.9 44.4 48.3
Hi Price 21.6 27.7 37.4 34.3 34.5 34.3 28.8 31.1 46.6 60.7 75.3
Cash Flow 8.7 9.5
Cap'l Spending 4.95 4.95
Book Value 15.59 15.93 17.58 20.28 22.06 22.50 20.04 7.80 10.79 14.52 18.75 22.95 37.65
ROE 6.7 5.7 9.8 15.0 11.1 4.6 NMF NMF 31.0 32.8 29.5 25.5 20.0

EPS-4Q EPS-3Q EPS-2Q EPS-1Q EPS+1Q EPS+2Q EPS+3Q EPS+4Q
Earnings 1.38 1.50 1.62 1.07 1.31 1.50 1.50 1.20

Downside
12/31/1995 53.48
1/2/1996 54.25

The downside changes because on 12/31/1995, I used 1995 BV and ROE as the estimates and used 1985-1994 as my 10 year baseline. On 1/2/1996, I used 1996 BV and ROE as the estimates and used 1986-1995 as my ten year baseline. This the downside I used for this test. In the future I will be able to produce a backtest that uses the most recent estimates regardless of the year's date.

- Lee
Post New | Post Reply | Reply Later | Create Poll . Report this Post | Recommend it!
Print the post Back To Top
Author: LLackey Big red star, 1000 posts Old School Fool Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: 5039 of 5980
Subject: Re: Jan Start, Annual Hold backtest Date: 5/30/2005 11:36 PM
Post New | Post Reply | Reply Later | Create Poll . Report this Post | Recommend it!
Recommendations: 18
Here's the year by year details for the backtest.
Sym  Date     Price    12M Ret 10CY Dn Pct Dn  Rank All Ret Top 5 Ret Top 3 Ret
A 1/2/1974 27.75 0.559 26.38 5.2% 23
AA 1/2/1974 72.375 0.647 75.85 -4.6% 19 0.647
AC 1/2/1974 26.875 1.189 32.38 -17.0% 16 1.189
ACD 1/2/1974 49.125 0.627 37.22 32.0% 26
AMB 1/2/1974 33.5 1.017 40.68 -17.7% 15 1.017
BS 1/2/1974 32.5 0.836 37.39 -13.1% 18 0.836
C 1/2/1974 15.125 0.621 32.99 -54.2% 1 0.621 0.621 0.621
DD 1/2/1974 160.5 0.627 203.52 -21.1% 14 0.627
EK 1/2/1974 115.375 0.570 117.99 -2.2% 21 0.570
ESM 1/2/1974 25 1.204 43.10 -42.0% 5 1.204 1.204
GE 1/2/1974 62.625 0.564 60.93 2.8% 22
GF 1/2/1974 25 0.811
GM 1/2/1974 46 0.767 83.46 -44.9% 4 0.767 0.767
GT 1/2/1974 15.625 0.922 29.54 -47.1% 2 0.922 0.922 0.922
HR 1/2/1974 26.75 0.815 36.14 -26.0% 11 0.815
IP 1/2/1974 52.5 0.731 39.80 31.9% 25
JM 1/2/1974 16.625 1.260 27.60 -39.8% 7 1.260
N 1/2/1974 34.875 0.684 36.19 -3.6% 20 0.684
OI 1/2/1974 31.5 1.129 51.97 -39.4% 8 1.129
PG 1/2/1974 91.5 0.919 78.50 16.6% 24
S 1/2/1974 80.25 0.651 93.30 -14.0% 17 0.651
SD 1/2/1974 35 0.730
T 1/2/1974 50 0.985 68.77 -27.3% 10 0.985
TX 1/2/1974 29.5 0.825
UA 1/2/1974 23.75 1.429 39.63 -40.1% 6 1.429
UK 1/2/1974 33.875 1.315 61.64 -45.0% 3 1.315 1.315 1.315
WX 1/2/1974 25 0.444 33.77 -26.0% 12 0.444
X 1/2/1974 37.25 1.093 49.07 -24.1% 13 1.093
XON 1/2/1974 96.5 0.738
Z 1/2/1974 18.5 0.599 27.05 -31.6% 9 0.599
A 1/2/1975 14.5 1.233 32.95 -56.0% 6 1.233
AA 1/2/1975 29.875 1.350 66.58 -55.1% 8 1.350
AC 1/2/1975 29.75 1.123 42.40 -29.8% 24 1.123
ACD 1/2/1975 29.25 1.220 63.09 -53.6% 11 1.220
AMB 1/2/1975 31.5 1.315 41.93 -24.9% 25 1.315
BS 1/2/1975 24.875 1.457 59.04 -57.9% 5 1.457 1.457
C 1/2/1975 8 1.406 23.97 -66.6% 1 1.406 1.406 1.406
DD 1/2/1975 95.125 1.372 156.73 -39.3% 20 1.372
EK 1/2/1975 63.75 1.701 100.76 -36.7% 23 1.701
ESM 1/2/1975 29 1.447 57.28 -49.4% 15 1.447
GE 1/2/1975 33.75 1.429 62.65 -46.1% 16 1.429
GF 1/2/1975 18.875 1.544 37.84 -50.1% 13 1.544
GM 1/2/1975 31.875 1.907 52.84 -39.7% 19 1.907
GT 1/2/1975 13.375 1.736 30.14 -55.6% 7 1.736
HR 1/2/1975 20.25 1.226 40.42 -49.9% 14 1.226
IP 1/2/1975 36.625 1.645 66.98 -45.3% 17 1.645
JM 1/2/1975 19.75 1.251 34.61 -42.9% 18 1.251
N 1/2/1975 22.25 1.212 48.64 -54.3% 10 1.212
OI 1/2/1975 34 1.595 74.97 -54.6% 9 1.595
PG 1/2/1975 82.25 1.111 81.18 1.3% 27
S 1/2/1975 50.375 1.320 80.28 -37.3% 22 1.320
SD 1/2/1975 23.625 1.333
T 1/2/1975 46 1.180 57.65 -20.2% 26 1.180
TX 1/2/1975 22.25 1.163
UA 1/2/1975 32 1.520 51.95 -38.4% 21 1.520
UK 1/2/1975 42.375 1.493 101.97 -58.4% 4 1.493 1.493
WX 1/2/1975 10.125 1.417 20.87 -51.5% 12 1.417
X 1/2/1975 38.5 1.771 97.74 -60.6% 3 1.771 1.771 1.771
XON 1/2/1975 66.25 1.434
Z 1/2/1975 9.875 2.362 27.24 -63.7% 2 2.362 2.362 2.362
A 1/2/1976 17.125 1.787 16.53 3.6% 28
AA 1/2/1976 39 1.490 26.99 44.5% 30
AC 1/2/1976 31 1.335 36.75 -15.6% 15 1.335
ACD 1/2/1976 33.875 1.230 53.86 -37.1% 3 1.230 1.230 1.230
AMB 1/2/1976 38.75 1.240 34.07 13.7% 29
BS 1/2/1976 33.5 1.250 38.31 -12.6% 19 1.250
C 1/2/1976 11.25 1.904 16.15 -30.3% 6 1.904
DD 1/2/1976 126.25 1.109 137.98 -8.5% 22 1.109
EK 1/2/1976 106.375 0.822 105.81 0.5% 26
ESM 1/2/1976 32.25 1.132 48.94 -34.1% 4 1.132 1.132
GE 1/2/1976 46.625 1.224 58.47 -20.3% 12 1.224
GF 1/2/1976 27.75 1.131 40.67 -31.8% 5 1.131 1.131
GM 1/2/1976 58.375 1.431 59.27 -1.5% 25 1.431
GT 1/2/1976 22.125 1.123 23.89 -7.4% 23 1.123
HR 1/2/1976 23.125 1.497 42.90 -46.1% 2 1.497 1.497 1.497
IP 1/2/1976 58.25 1.225 59.43 -2.0% 24 1.225
JM 1/2/1976 23.5 1.478 27.73 -15.3% 16 1.478
N 1/2/1976 25.375 1.364 35.88 -29.3% 7 1.364
OI 1/2/1976 52.5 1.102 69.54 -24.5% 9 1.102
PG 1/2/1976 89.375 1.065 87.66 2.0% 27
S 1/2/1976 64.625 1.081 78.51 -17.7% 13 1.081
SD 1/2/1976 29.5 1.450 35.63 -17.2% 14 1.450
T 1/2/1976 50.875 1.320 58.68 -13.3% 18 1.320
TX 1/2/1976 23.875 1.236 33.36 -28.4% 8 1.236
UK 1/2/1976 60.875 1.060 68.84 -11.6% 20 1.060
UTX 1/2/1976 46.625 1.713 59.25 -21.3% 11 1.713
WX 1/2/1976 13.375 1.381 30.66 -56.4% 1 1.381 1.381 1.381
X 1/2/1976 65.375 1.181 71.59 -8.7% 21 1.181
XON 1/2/1976 90 1.252 104.04 -13.5% 17 1.252
Z 1/2/1976 22.125 1.201 28.18 -21.5% 10 1.201
AA 1/3/1977 56.75 0.838 62.19 -8.7% 22 0.838
AC 1/3/1977 39.125 1.056 46.09 -15.1% 19 1.056
ACD 1/3/1977 39.875 1.140 52.69 -24.3% 13 1.140
AMB 1/3/1977 45.25 1.005 42.98 5.3% 29
BS 1/3/1977 39.875 0.561 39.85 0.1% 25
C 1/3/1977 21.125 0.640 45.92 -54.0% 2 0.640 0.640 0.640
DD 1/3/1977 134.75 0.907 172.38 -21.8% 16 0.907
EK 1/3/1977 85.375 0.610 123.62 -30.9% 4 0.610 0.610
ESM 1/3/1977 34.875 0.897 49.96 -30.2% 6 0.897
GE 1/3/1977 55.375 0.918 71.42 -22.5% 15 0.918
GF 1/3/1977 29.875 1.097 43.23 -30.9% 5 1.097 1.097
GM 1/3/1977 78 0.876 107.58 -27.5% 9 0.876
GT 1/3/1977 23.75 0.782 26.89 -11.7% 20 0.782
HR 1/3/1977 32.875 0.959 50.24 -34.6% 3 0.959 0.959 0.959
IP 1/3/1977 69.375 0.652 72.95 -4.9% 23 0.652
JM 1/3/1977 33.375 0.998 37.38 -10.7% 21 0.998
MMM 1/3/1977 56.25 0.861 80.00 -29.7% 7 0.861
N 1/3/1977 33 0.557 41.86 -21.2% 17 0.557
OI 1/3/1977 56 0.873 76.46 -26.8% 10 0.873
PG 1/3/1977 93 0.941 110.26 -15.7% 18 0.941
S 1/3/1977 68 0.837 94.86 -28.3% 8 0.837
SD 1/3/1977 40.625 0.993 39.48 2.9% 28
T 1/3/1977 63.375 1.013 63.29 0.1% 26
TX 1/3/1977 27.5 1.073 35.73 -23.0% 14 1.073
UK 1/3/1977 62 0.696 82.38 -24.7% 12 0.696
UTX 1/3/1977 38.75 0.962 32.76 18.3% 30
WX 1/3/1977 17.5 1.084 38.29 -54.3% 1 1.084 1.084 1.084
X 1/3/1977 49.375 0.680 48.63 1.5% 27
XON 1/3/1977 53.625 0.939 55.36 -3.1% 24 0.939
Z 1/3/1977 25.375 0.784 34.25 -25.9% 11 0.784
AA 1/3/1978 45.875 1.066 62.12 -26.1% 17 1.066
AC 1/3/1978 38.875 0.991 49.25 -21.1% 20 0.991
ACD 1/3/1978 43.625 0.711 64.27 -32.1% 14 0.711
AMB 1/3/1978 42.5 1.271 46.98 -9.5% 26 1.271
BS 1/3/1978 20.875 1.000 15.21 37.3% 30
C 1/3/1978 12.625 0.810 40.42 -68.8% 1 0.810 0.810 0.810
DD 1/3/1978 116.5 1.152 176.49 -34.0% 12 1.152
EK 1/3/1978 50 1.277 100.24 -50.1% 3 1.277 1.277 1.277
ESM 1/3/1978 29.5 0.889 34.22 -13.8% 22 0.889
GE 1/3/1978 48.75 1.015 77.50 -37.1% 8 1.015
GF 1/3/1978 31.125 1.094 47.40 -34.3% 11 1.094
GM 1/3/1978 61.5 0.992 95.44 -35.6% 10 0.992
GT 1/3/1978 17.375 1.010 27.27 -36.3% 9 1.010
HR 1/3/1978 29.625 1.317 48.44 -38.8% 7 1.317
IP 1/3/1978 43.25 0.899 56.54 -23.5% 19 0.899
JM 1/3/1978 31.75 0.813 42.36 -25.0% 18 0.813
MMM 1/3/1978 46.75 1.396 82.44 -43.3% 5 1.396 1.396
N 1/3/1978 17.125 0.982 30.15 -43.2% 6 0.982
OI 1/3/1978 23.375 0.796 33.02 -29.2% 15 0.796
PG 1/3/1978 84.875 1.072 116.44 -27.1% 16 1.072
S 1/3/1978 27.375 0.782 52.63 -48.0% 4 0.782 0.782
SD 1/3/1978 38 1.301 43.00 -11.6% 23 1.301
T 1/3/1978 60 1.089 63.90 -6.1% 27 1.089
TX 1/3/1978 27.5 0.945 30.55 -10.0% 25 0.945
UK 1/3/1978 40.375 0.930 47.22 -14.5% 21 0.930
UTX 1/3/1978 35.625 1.158 30.58 16.5% 28
WX 1/3/1978 18 1.005 39.92 -54.9% 2 1.005 1.005 1.005
X 1/3/1978 31.375 0.756 24.42 28.5% 29
XON 1/3/1978 47.375 1.109 53.52 -11.5% 24 1.109
Z 1/3/1978 18.5 1.123 27.49 -32.7% 13 1.123
AA 1/2/1979 47 1.231 59.71 -21.3% 21 1.231
AC 1/2/1979 35.875 1.050 50.70 -29.2% 14 1.050
ACD 1/2/1979 29 1.707 50.35 -42.4% 6 1.707
AMB 1/2/1979 50.375 1.427 59.21 -14.9% 22 1.427
BS 1/2/1979 19.875 1.119 26.26 -24.3% 20 1.119
C 1/2/1979 9.375 0.741 9.28 1.0% 28
DD 1/2/1979 127 1.001 190.35 -33.3% 10 1.001
EK 1/2/1979 61.5 0.785 107.05 -42.6% 5 0.785 0.785
ESM 1/2/1979 24.375 1.199 28.57 -14.7% 23 1.199
GE 1/2/1979 47 1.096 74.16 -36.6% 9 1.096
GF 1/2/1979 32.375 1.093 46.14 -29.8% 12 1.093
GM 1/2/1979 55 0.994 77.23 -28.8% 17 0.994
GT 1/2/1979 16.25 0.872 22.85 -28.9% 16 0.872
HR 1/2/1979 36.875 1.113 52.11 -29.2% 15 1.113
IP 1/2/1979 36.875 1.053 59.03 -37.5% 8 1.053
JM 1/2/1979 24 1.074 49.91 -51.9% 3 1.074 1.074 1.074
MMM 1/2/1979 63.25 0.821 103.52 -38.9% 7 0.821
N 1/2/1979 16.125 1.519 22.83 -29.4% 13 1.519
OI 1/2/1979 17.5 1.229 31.52 -44.5% 4 1.229 1.229
PG 1/2/1979 88.125 0.880 121.40 -27.4% 18 0.880
S 1/2/1979 20.125 0.964 44.64 -54.9% 2 0.964 0.964 0.964
SD 1/2/1979 46.875 1.219 40.90 14.6% 29
T 1/2/1979 60.75 0.938 70.90 -14.3% 24 0.938
TX 1/2/1979 24 1.255 24.53 -2.2% 26 1.255
UK 1/2/1979 34.75 1.274 46.02 -24.5% 19 1.274
UTX 1/2/1979 39.25 1.132 28.97 35.5% 30
WX 1/2/1979 17.125 1.217 40.07 -57.3% 1 1.217 1.217 1.217
X 1/2/1979 22.125 0.886 24.37 -9.2% 25 0.886
XON 1/2/1979 49.25 1.173 49.79 -1.1% 27 1.173
Z 1/2/1979 19.375 1.338 28.94 -33.0% 11 1.338
AA 1/2/1980 55.25 1.160 81.72 -32.4% 11 1.160
AC 1/2/1980 34.875 0.972 48.75 -28.5% 13 0.972
ACD 1/2/1980 47.5 1.182 37.11 28.0% 29
AMB 1/2/1980 67.25 1.242 87.35 -23.0% 19 1.242
BS 1/2/1980 20.75 1.342 23.92 -13.2% 25 1.342
DD 1/2/1980 39.625 1.129 68.97 -42.5% 5 1.129 1.129
EK 1/2/1980 45.375 1.641 117.39 -61.3% 1 1.641 1.641 1.641
GE 1/2/1980 48.75 1.330 68.63 -29.0% 12 1.330
GF 1/2/1980 33.5 0.967 50.71 -33.9% 8 0.967
GM 1/2/1980 49.375 0.984 66.64 -25.9% 16 0.984
GT 1/2/1980 12.875 1.450 17.80 -27.7% 15 1.450
HR 1/2/1980 38.625 0.713 53.50 -27.8% 14 0.713
IBM 1/2/1980 62.5 1.161 93.68 -33.3% 9 1.161
IP 1/2/1980 36.625 1.229 48.53 -24.5% 17 1.229
JM 1/2/1980 23.875 1.122 29.36 -18.7% 21 1.122
MMM 1/2/1980 49.5 1.254 96.84 -48.9% 3 1.254 1.254 1.254
MRK 1/2/1980 70.75 1.249 105.55 -33.0% 10 1.249
N 1/2/1980 24 0.888 24.84 -3.4% 26 0.888
OI 1/2/1980 20.25 1.316 31.90 -36.5% 7 1.316
PG 1/2/1980 74.25 0.966 124.44 -40.3% 6 0.966
S 1/2/1980 18.125 0.930 43.02 -57.9% 2 0.930 0.930 0.930
SD 1/2/1980 54.25 1.896 55.99 -3.1% 27 1.896
T 1/2/1980 52 1.036 61.27 -15.1% 22 1.036
TX 1/2/1980 28 1.842 36.52 -23.3% 18 1.842
UK 1/2/1980 41.375 1.298 47.73 -13.3% 24 1.298
UTX 1/2/1980 42.25 1.505 27.81 51.9% 30
WX 1/2/1980 19.875 1.567 37.27 -46.7% 4 1.567 1.567
X 1/2/1980 18 1.513 17.94 0.3% 28
XON 1/2/1980 53.875 1.606 63.18 -14.7% 23 1.606
Z 1/2/1980 24.375 1.097 30.23 -19.4% 20 1.097
AA 1/2/1981 60.875 0.913 72.14 -15.6% 18 0.913
AC 1/2/1981 31 1.243 35.86 -13.6% 20 1.243
ACD 1/2/1981 54 0.881 72.16 -25.2% 10 0.881
AMB 1/2/1981 77.625 1.030 98.69 -21.3% 14 1.030
BS 1/2/1981 26.25 0.956 20.16 30.2% 27
DD 1/2/1981 42 0.976 61.54 -31.8% 6 0.976
EK 1/2/1981 71.25 1.074 127.82 -44.3% 3 1.074 1.074 1.074
GE 1/2/1981 61.875 0.994 74.50 -16.9% 17 0.994
GF 1/2/1981 30.25 1.122 45.61 -33.7% 5 1.122 1.122
GM 1/2/1981 45.625 0.924 19.13 138.4% 30
GT 1/2/1981 17.375 1.161 21.48 -19.1% 15 1.161
HR 1/2/1981 25.375 0.286 30.01 -15.4% 19 0.286
IBM 1/2/1981 69.125 0.892 94.14 -26.6% 9 0.892
IP 1/2/1981 42.625 0.977 44.27 -3.7% 25 0.977
JM 1/2/1981 24.875 0.675 26.68 -6.8% 22 0.675
MMM 1/2/1981 59.25 0.966 99.49 -40.4% 4 0.966 0.966
MRK 1/2/1981 86 1.025 113.10 -24.0% 11 1.025
N 1/2/1981 20.625 0.738 28.29 -27.1% 7 0.738
OI 1/2/1981 25.25 1.210 28.73 -12.1% 21 1.210
PG 1/2/1981 68.125 1.237 123.84 -45.0% 2 1.237 1.237 1.237
S 1/2/1981 15.5 1.176 37.14 -58.3% 1 1.176 1.176 1.176
SD 1/2/1981 99.25 0.883 75.77 31.0% 28
T 1/2/1981 48.875 1.307 67.02 -27.1% 8 1.307
TX 1/2/1981 49.125 0.731 47.90 2.6% 26
UK 1/2/1981 50.625 1.073 66.13 -23.5% 12 1.073
UTX 1/2/1981 61.375 0.732 38.83 58.1% 29
WX 1/2/1981 29.75 0.951 38.83 -23.4% 13 0.951
X 1/2/1981 25.625 1.249 26.74 -4.2% 23 1.249
XON 1/2/1981 81.125 0.835 84.27 -3.7% 24 0.835
Z 1/2/1981 25 0.802 30.78 -18.8% 16 0.802
AA 1/4/1982 26 1.203 26.91 -3.4% 20 1.203
AC 1/4/1982 35.625 0.945 35.57 0.1% 24
ALD 1/4/1982 45.25 0.771 73.94 -38.8% 3 0.771 0.771 0.771
AMB 1/4/1982 36.75 1.333 45.59 -19.4% 14 1.333
BS 1/4/1982 23.5 0.896 23.63 -0.5% 22 0.896
DD 1/4/1982 38.25 1.001 69.30 -44.8% 2 1.001 1.001 1.001
EK 1/4/1982 73 1.215 113.67 -35.8% 5 1.215 1.215
GE 1/4/1982 58.375 1.629 80.81 -27.8% 10 1.629
GF 1/4/1982 31.75 1.311 40.95 -22.5% 12 1.311
GM 1/4/1982 39.75 1.595 28.30 40.4% 29
GT 1/4/1982 18.875 1.915 21.75 -13.2% 18 1.915
HR 1/4/1982 7.25 0.603
IBM 1/4/1982 58.25 1.656 90.30 -35.5% 6 1.656
IP 1/4/1982 39.25 1.259 39.40 -0.4% 23 1.259
MAN 1/4/1982 14.875 0.785 13.01 14.4% 28
MMM 1/4/1982 54.25 1.409 77.98 -30.4% 9 1.409
MRK 1/4/1982 85.5 1.015 106.13 -19.4% 13 1.015
N 1/4/1982 14.625 0.826 13.89 5.3% 27
OI 1/4/1982 29 1.058 32.35 -10.3% 19 1.058
PG 1/4/1982 80.375 1.495 126.66 -36.5% 4 1.495 1.495
S 1/4/1982 16.875 1.814 32.59 -48.2% 1 1.814 1.814 1.814
SD 1/4/1982 41.625 0.808 42.30 -1.6% 21 0.808
T 1/4/1982 58.5 1.116 68.56 -14.7% 17 1.116
TX 1/4/1982 33.125 1.015 50.15 -33.9% 7 1.015
UK 1/4/1982 51 1.074 59.94 -14.9% 16 1.074
UTX 1/4/1982 42.5 1.333 41.43 2.6% 26
WX 1/4/1982 26.5 1.483 36.34 -27.1% 11 1.483
X 1/4/1982 30 0.750 35.29 -15.0% 15 0.750
XON 1/4/1982 30.875 1.036 44.66 -30.9% 8 1.036
Z 1/4/1982 18.25 1.510 17.95 1.6% 25
AA 1/3/1983 29.625 1.543 7.59 290.1% 27
AC 1/3/1983 30.75 1.602 30.21 1.8% 9
ALD 1/3/1983 32.5 1.785 41.66 -22.0% 1 1.785 1.785 1.785
AMB 1/3/1983 45.5 1.383 43.42 4.8% 12
AXP 1/3/1983 61.375 1.055 45.61 34.6% 21
BS 1/3/1983 19.75 1.442
DD 1/3/1983 35.875 1.498 43.14 -16.8% 2 1.498 1.498 1.498
EK 1/3/1983 85.125 0.946 97.99 -13.1% 3 0.946 0.946 0.946
GE 1/3/1983 91.75 1.297 78.75 16.5% 14
GF 1/3/1983 39.375 1.363 40.43 -2.6% 7 1.363
GM 1/3/1983 61 1.261 51.25 19.0% 16
GT 1/3/1983 34.75 0.925 19.78 75.7% 23
HR 1/3/1983 4.375 2.657
IBM 1/3/1983 93 1.349 90.01 3.3% 10
IP 1/3/1983 47 1.304 23.87 96.9% 25
MMM 1/3/1983 73.25 1.168 75.84 -3.4% 6 1.168
MRK 1/3/1983 84 1.110 92.03 -8.7% 5 1.110 1.110
N 1/3/1983 11.875 1.248
OI 1/3/1983 29 1.355 23.79 21.9% 18
PG 1/3/1983 116 1.024 128.08 -9.4% 4 1.024 1.024
S 1/3/1983 29.25 1.300 27.61 6.0% 13
SD 1/3/1983 31.25 1.169 25.15 24.3% 20
T 1/3/1983 59.875 1.142 57.88 3.5% 11
TX 1/3/1983 30.625 1.249 30.85 -0.7% 8 1.249
UK 1/3/1983 51.375 1.275 36.35 41.3% 22
UTX 1/3/1983 54.25 1.374 44.65 21.5% 17
WX 1/3/1983 37.5 1.488 30.51 22.9% 19
X 1/3/1983 20.75 1.542 5.38 285.9% 26
XON 1/3/1983 29 1.370 24.72 17.3% 15
Z 1/3/1983 25.75 1.449 14.02 83.6% 24
AA 1/3/1984 44.5 0.847 28.74 54.9% 20
AC 1/3/1984 46.375 1.141 27.39 69.3% 25
ALD 1/3/1984 55.625 0.964 45.22 23.0% 12
AMB 1/3/1984 59.375 1.136 44.35 33.9% 16
AXP 1/3/1984 31.125 1.230 22.72 37.0% 18
BS 1/3/1984 27.875 0.640 5.98 366.0% 29
DD 1/3/1984 51.25 1.008 47.80 7.2% 7
EK 1/3/1984 77 0.967 67.46 14.1% 9
GE 1/3/1984 57.625 1.007 42.98 34.1% 17
GF 1/3/1984 51.25 1.121 42.01 22.0% 11
GM 1/3/1984 74.125 1.139 99.46 -25.5% 1 1.139 1.139 1.139
GT 1/3/1984 30.75 0.886 21.75 41.4% 19
HR 1/3/1984 11.625 0.699
IBM 1/3/1984 121.75 1.028 108.83 11.9% 8
IP 1/3/1984 58.875 0.945 31.62 86.2% 27
MMM 1/3/1984 82.25 0.994 81.28 1.2% 6
MRK 1/3/1984 90.375 1.064 92.69 -2.5% 4 1.064 1.064
N 1/3/1984 14.625 0.851 7.53 94.1% 28
OI 1/3/1984 37.625 1.108 23.74 58.5% 21
PG 1/3/1984 57 1.031 61.15 -6.8% 2 1.031 1.031 1.031
S 1/3/1984 36.5 0.918 37.95 -3.8% 3 0.918 0.918 0.918
SD 1/3/1984 34.125 0.960 27.73 23.1% 13
T 1/3/1984 62.5 1.261 62.25 0.4% 5 1.261
TX 1/3/1984 35.25 1.050 29.08 21.2% 10
UK 1/3/1984 62.125 0.650 38.07 63.2% 23
UTX 1/3/1984 72 1.056 57.43 25.4% 15
WX 1/3/1984 54 0.999 33.78 59.9% 22
X 1/3/1984 31 0.863 18.77 65.1% 24
XON 1/3/1984 36.625 1.306 29.62 23.7% 14
Z 1/3/1984 35.5 1.093 20.04 77.1% 26
AA 1/2/1985 36.5 1.084 30.31 20.4% 19
AC 1/2/1985 50 1.261 40.34 24.0% 22
ALD 1/2/1985 34 1.432 36.34 -6.4% 7 1.432
AMB 1/2/1985 63.75 1.089 47.75 33.5% 25
AXP 1/2/1985 37 1.465 28.03 32.0% 24
BS 1/2/1985 17.25 0.909 9.59 79.9% 29
CHV 1/2/1985 30.375 1.314 25.22 20.4% 20
DD 1/2/1985 48.75 1.423 53.83 -9.4% 6 1.423
EK 1/2/1985 70.875 1.126 73.80 -4.0% 10 1.126
GE 1/2/1985 56 1.323 48.20 16.2% 16
GF 1/2/1985 55 2.538 44.57 23.4% 21
GM 1/2/1985 77.625 1.001 89.88 -13.6% 4 1.001 1.001
GT 1/2/1985 25.75 1.266 22.70 13.4% 15
HR 1/2/1985 8.125 1.031 -6.83 -219.0% 1 1.031 1.031 1.031
IBM 1/2/1985 121 1.293 128.69 -6.0% 8 1.293
IP 1/2/1985 53.25 0.984 37.27 42.9% 27
MMM 1/2/1985 78.375 1.175 82.78 -5.3% 9 1.175
MRK 1/2/1985 93.125 1.517 96.10 -3.1% 11 1.517
N 1/2/1985 12.25 1.078 14.00 -12.5% 5 1.078 1.078
OI 1/2/1985 40 1.353 31.16 28.4% 23
PG 1/2/1985 56.25 1.277 56.24 0.0% 12
S 1/2/1985 31.75 1.268 40.07 -20.8% 2 1.268 1.268 1.268
T 1/2/1985 19.25 1.342
TX 1/2/1985 34 0.993 28.25 20.3% 18
UK 1/2/1985 37 2.072 44.34 -16.5% 3 2.072 2.072 2.072
UTX 1/2/1985 36.625 1.243 31.42 16.5% 17
WX 1/2/1985 26 1.737 18.36 41.6% 26
X 1/2/1985 25.75 1.072 22.99 12.0% 13
XON 1/2/1985 44.5 1.302 39.35 13.1% 14
Z 1/2/1985 37 1.651 24.13 53.3% 28
AA 1/2/1986 38.375 0.947 21.03 82.5% 23
AC 1/2/1986 60.125 1.468 46.97 28.0% 8
ALD 1/2/1986 46.875 1.024 32.04 46.3% 17
AXP 1/2/1986 52.875 1.121 35.34 49.6% 18
BS 1/2/1986 15.375 0.455 0.76 1933.3% 29
CHV 1/2/1986 37.5 1.291 23.71 58.2% 20
DD 1/2/1986 66.375 1.340 41.64 59.4% 21
EK 1/2/1986 50.75 1.413 36.73 38.2% 13
GE 1/2/1986 71.875 1.249 50.26 43.0% 16
GM 1/2/1986 70.875 1.014 56.15 26.2% 6
GT 1/2/1986 31 1.435 14.57 112.8% 26
HR 1/2/1986 8.375 0.582
IBM 1/2/1986 152 0.832 128.39 18.4% 4 0.832
IP 1/2/1986 50 1.571 21.42 133.4% 28
MCD 1/2/1986 79.25 1.186 52.85 49.9% 19
MMM 1/2/1986 88.625 1.371 69.97 26.7% 7
MO 1/2/1986 88.375 1.719 97.28 -9.2% 2 1.719 1.719 1.719
MRK 1/2/1986 138 1.855 105.71 30.5% 9
N 1/2/1986 13 0.929 6.52 99.3% 25
OI 1/2/1986 52.375 2.055 37.67 39.0% 15
PG 1/2/1986 69.25 1.160 50.68 36.6% 12
S 1/2/1986 38.5 1.111 33.93 13.5% 3 1.111 1.111
T 1/2/1986 24.625 1.074 32.30 -23.8% 1 1.074 1.074 1.074
TX 1/2/1986 30.75 1.293 22.78 35.0% 10
UK 1/2/1986 73.25 1.452 33.44 119.0% 27
UTX 1/2/1986 44.125 1.091 31.93 38.2% 14
WX 1/2/1986 44 1.355 22.40 96.4% 24
X 1/2/1986 26.5 0.871 21.37 24.0% 5 0.871
XON 1/2/1986 54.5 1.387 40.37 35.0% 11
Z 1/2/1986 59.125 1.369 32.47 82.1% 22
AA 1/2/1987 35.125 1.468 22.21 58.2% 15
AC 1/2/1987 85.375 0.640 54.78 55.9% 14
ALD 1/2/1987 40.625 0.804 25.26 60.8% 16
AXP 1/2/1987 57.875 0.856 44.18 31.0% 6
BS 1/2/1987 7 2.536
CHV 1/2/1987 46 0.957 16.63 176.6% 27
DD 1/2/1987 85.875 1.075 52.55 63.4% 18
EK 1/2/1987 69.25 1.147 48.06 44.1% 8
GE 1/2/1987 87.375 1.095 56.57 54.4% 12
GM 1/2/1987 66.875 1.021 41.47 61.2% 17
GT 1/2/1987 42.875 1.501 34.76 23.4% 4 1.501
IBM 1/2/1987 122 1.026 110.98 9.9% 2 1.026 1.026
IP 1/2/1987 76.125 1.185 36.60 108.0% 22
MCD 1/2/1987 62 1.113 41.01 51.2% 10
MMM 1/2/1987 117.875 1.154 77.07 53.0% 11
MO 1/2/1987 73.5 1.235 59.26 24.0% 5 1.235
MRK 1/2/1987 126 1.326 72.07 74.8% 19
N 1/2/1987 11.875 1.891 5.59 112.3% 23
NAV 1/2/1987 4.875 0.923 0.86 467.1% 29
OI 1/2/1987 52.875 1.147 22.80 131.9% 26
PG 1/2/1987 77.625 1.156 50.10 55.0% 13
S 1/2/1987 41 0.912 35.51 15.5% 3 0.912 0.912
T 1/2/1987 25.25 1.166 35.02 -27.9% 1 1.166 1.166 1.166
TX 1/2/1987 36.75 1.034 15.87 131.6% 25
UK 1/2/1987 22.875 1.055 16.19 41.3% 7
UTX 1/2/1987 46.75 0.776 32.14 45.4% 9
WX 1/2/1987 58.25 0.908 28.56 104.0% 21
X 1/2/1987 21.875 1.495 6.50 236.8% 28
XON 1/2/1987 72 1.178 33.24 116.6% 24
Z 1/2/1987 39.375 0.956 21.79 80.7% 20
AA 1/4/1988 50.375 1.135 28.66 75.8% 24
ALD 1/4/1988 30.875 1.139 24.30 27.1% 11
AXP 1/4/1988 24 1.142 24.81 -3.3% 5 1.142 1.142
BA 1/4/1988 38.75 1.579 23.61 64.1% 23
BS 1/4/1988 17.75 1.275 5.79 206.6% 28
CHV 1/4/1988 41.625 1.160 19.55 112.9% 26
DD 1/4/1988 89 1.012 65.27 36.4% 15
EK 1/4/1988 51.25 0.908 41.71 22.9% 8
GE 1/4/1988 46.5 0.978 34.92 33.2% 13
GM 1/4/1988 63.25 1.379 42.67 48.2% 21
GT 1/4/1988 62.75 0.836 46.82 34.0% 14
IBM 1/4/1988 120.75 1.039 108.20 11.6% 7
IP 1/4/1988 43.875 1.089 34.69 26.5% 10
KO 1/4/1988 39.875 1.149 28.52 39.8% 18
MCD 1/4/1988 45.5 1.040 33.05 37.7% 16
MMM 1/4/1988 66.125 0.960 45.86 44.2% 20
MO 1/4/1988 87.625 1.197 79.91 9.7% 6
MRK 1/4/1988 164.375 1.070 116.25 41.4% 19
NAV 1/4/1988 4.5 1.222 0.74 506.6% 30
PA 1/4/1988 25.375 1.151 32.64 -22.3% 1 1.151 1.151 1.151
PG 1/4/1988 87 1.003 55.58 56.5% 22
S 1/4/1988 35.375 1.198 37.85 -6.5% 3 1.198 1.198 1.198
T 1/4/1988 28.25 1.056 33.81 -16.4% 2 1.056 1.056 1.056
TX 1/4/1988 37.25 1.430 15.80 135.7% 27
UK 1/4/1988 22.625 1.183 17.99 25.7% 9
UTX 1/4/1988 34.875 1.195 36.56 -4.6% 4 1.195 1.195
WX 1/4/1988 51.25 1.052 37.06 38.3% 17
X 1/4/1988 31.5 0.968 10.25 207.4% 29
XON 1/4/1988 40.5 1.121 22.06 83.6% 25
Z 1/4/1988 36.375 1.438 27.35 33.0% 12
AA 1/3/1989 55.875 1.402 53.88 3.7% 8
ALD 1/3/1989 33.375 1.114 28.30 17.9% 19
AXP 1/3/1989 26.625 1.342 28.03 -5.0% 6 1.342
BA 1/3/1989 59.625 1.577 41.98 42.0% 24
BS 1/3/1989 22.625 0.838 19.21 17.8% 18
CHV 1/3/1989 45.75 1.572 27.71 65.1% 26
DD 1/3/1989 86.375 1.499 77.15 12.0% 16
EK 1/3/1989 44.625 1.006 51.43 -13.2% 4 1.006 1.006
GE 1/3/1989 44 1.556 40.34 9.1% 13
GM 1/3/1989 82.25 1.155 73.73 11.5% 15
GT 1/3/1989 50.75 0.930 53.42 -5.0% 7 0.930
IBM 1/3/1989 121 0.849 111.40 8.6% 12
IP 1/3/1989 46.5 1.264 50.03 -7.1% 5 1.264 1.264
KO 1/3/1989 43.5 1.824 36.63 18.7% 20
MCD 1/3/1989 46.75 1.505 40.21 16.3% 17
MMM 1/3/1989 61.375 1.354 58.01 5.8% 9
MO 1/3/1989 100.875 1.745 90.53 11.4% 14
MRK 1/3/1989 57.25 1.403 54.09 5.8% 10
NAV 1/3/1989 5.5 0.750 2.38 130.8% 29
PA 1/3/1989 21 1.413 27.65 -24.0% 2 1.413 1.413 1.413
PG 1/3/1989 84.5 1.708 69.02 22.4% 22
S 1/3/1989 40.375 1.009 33.65 20.0% 21
T 1/3/1989 28.625 1.666 36.09 -20.7% 3 1.666 1.666 1.666
TX 1/3/1989 51 1.377 18.91 169.7% 30
UK 1/3/1989 25.625 0.990 33.84 -24.3% 1 0.990 0.990 0.990
UTX 1/3/1989 40.125 1.423 37.06 8.3% 11
WX 1/3/1989 52 1.496 42.16 23.3% 23
X 1/3/1989 29.25 1.279 14.77 98.0% 28
XON 1/3/1989 43.25 1.209 24.05 79.8% 27
Z 1/3/1989 50.75 1.336 35.00 45.0% 25
AA 1/2/1990 75.625 0.807 76.30 -0.9% 5 0.807 0.807
ALD 1/2/1990 35.375 0.842 26.13 35.4% 16
AXP 1/2/1990 34.875 0.607 30.60 14.0% 11
BA 1/2/1990 61.5 1.118 40.45 52.1% 21
BS 1/2/1990 18.75 0.768 8.85 111.8% 28
CHV 1/2/1990 69.125 1.090 33.06 109.1% 27
DD 1/2/1990 125.125 0.905 104.71 19.5% 12
EK 1/2/1990 42.875 1.006 45.17 -5.1% 3 1.006 1.006 1.006
GE 1/2/1990 66.75 0.875 49.03 36.1% 17
GM 1/2/1990 44.5 0.837 42.59 4.5% 6
GT 1/2/1990 45.375 0.458 29.79 52.3% 22
IBM 1/2/1990 98 1.194 100.87 -2.8% 4 1.194 1.194
IP 1/2/1990 57.25 0.953 53.05 7.9% 8
KO 1/2/1990 78 1.181 47.18 65.3% 24
MCD 1/2/1990 34.875 0.827 23.09 51.0% 20
MMM 1/2/1990 80.5 1.091 66.66 20.8% 13
MO 1/2/1990 42.75 1.226 31.14 37.3% 18
MRK 1/2/1990 78.625 1.164 69.86 12.5% 10
NAV 1/2/1990 4.125 0.545 5.26 -21.5% 1 0.545 0.545 0.545
PA 1/2/1990 29.375 0.799 37.04 -20.7% 2 0.799 0.799 0.799
PG 1/2/1990 70.5 1.239 40.94 72.2% 25
S 1/2/1990 38.75 0.719 36.99 4.8% 7
T 1/2/1990 46.5 0.668 41.89 11.0% 9
TX 1/2/1990 59.125 1.060 26.95 119.4% 29
UK 1/2/1990 24.375 0.728 18.28 33.3% 15
UTX 1/2/1990 55.5 0.893 43.49 27.6% 14
WX 1/2/1990 75.5 0.787 50.02 50.9% 19
X 1/2/1990 36 0.865 15.35 134.5% 30
XON 1/2/1990 50 1.064 27.40 82.5% 26
Z 1/2/1990 66 0.940 42.20 56.4% 23
AA 1/2/1991 58 1.134 56.52 2.6% 12
ALD 1/2/1991 28 1.557 27.47 1.9% 11
AXP 1/2/1991 20.25 1.072 26.75 -24.3% 3 1.072 1.072 1.072
BA 1/2/1991 44.875 1.075 47.75 -6.0% 7 1.075
BS 1/2/1991 14 1.038 4.56 207.2% 30
CHV 1/2/1991 72.375 0.997 46.42 55.9% 25
DD 1/2/1991 36.125 1.334 32.79 10.2% 14
EK 1/2/1991 41.125 1.246 51.29 -19.8% 5 1.246 1.246
GE 1/2/1991 56.5 1.393 55.49 1.8% 10
GM 1/2/1991 34.25 0.952 18.82 82.0% 27
GT 1/2/1991 19 2.824 7.30 160.2% 29
IBM 1/2/1991 112.125 0.848 112.93 -0.7% 9 0.848
IP 1/2/1991 52.875 1.356 44.04 20.1% 19
KO 1/2/1991 45.25 1.795 29.31 54.4% 23
MCD 1/2/1991 28.5 1.390 27.38 4.1% 13
MMM 1/2/1991 84.875 1.159 73.98 14.7% 16
MO 1/2/1991 50.875 1.603 41.98 21.2% 20
MRK 1/2/1991 89.5 1.886 77.36 15.7% 17
NAV 1/2/1991 2.25 1.222 3.20 -29.7% 1 1.222 1.222 1.222
PA 1/2/1991 23.125 1.722 32.32 -28.4% 2 1.722 1.722 1.722
PG 1/2/1991 85.5 1.111 57.49 48.7% 22
S 1/2/1991 25.875 1.570 27.91 -7.3% 6 1.570
T 1/2/1991 29.75 1.364 38.60 -22.9% 4 1.364 1.364
TX 1/2/1991 59.625 1.083 35.45 68.2% 26
UK 1/2/1991 16.75 1.313 8.72 92.2% 28
UTX 1/2/1991 47.75 1.150 42.99 11.1% 15
WX 1/2/1991 28.375 0.693 29.21 -2.9% 8 0.693
X 1/2/1991 29.75 1.051 24.50 21.4% 21
XON 1/2/1991 50.75 1.235 32.61 55.6% 24
Z 1/2/1991 30 0.936 25.29 18.6% 18
AA 1/2/1992 64 1.166 38.85 64.7% 24
ALD 1/2/1992 42 1.461 29.34 43.1% 17
AXP 1/2/1992 20.75 1.253 20.00 3.8% 5 1.253
BA 1/2/1992 47.25 0.860 51.32 -7.9% 2 0.860 0.860 0.860
BS 1/2/1992 14.125 1.080 4.54 211.4% 30
CAT 1/2/1992 43.625 1.260 41.79 4.4% 6
CHV 1/2/1992 68.875 1.061 58.42 17.9% 10
DD 1/2/1992 46.5 1.075 33.79 37.6% 14
DIS 1/2/1992 115.875 1.483 98.72 17.4% 9
EK 1/2/1992 49.25 0.871 55.89 -11.9% 1 0.871 0.871 0.871
GE 1/2/1992 76.625 1.146 60.01 27.7% 12
GM 1/2/1992 31 1.106 14.74 110.3% 29
GT 1/2/1992 53.25 1.287 25.58 108.1% 28
IBM 1/2/1992 90.25 0.609 91.13 -1.0% 4 0.609 0.609
IP 1/2/1992 70 0.970 46.13 51.7% 19
JPM 1/2/1992 67.875 0.992 35.86 89.3% 25
KO 1/2/1992 80.25 1.061 39.26 104.4% 27
MCD 1/2/1992 39.25 1.258 29.52 33.0% 13
MMM 1/2/1992 95.25 1.090 69.03 38.0% 15
MO 1/2/1992 79.625 0.989 53.14 49.8% 18
MRK 1/2/1992 166.375 0.808 102.73 62.0% 22
PG 1/2/1992 93 1.168 57.40 62.0% 23
S 1/2/1992 38.625 1.220 36.42 6.0% 7
T 1/2/1992 39.25 1.327 40.00 -1.9% 3 1.327 1.327 1.327
TX 1/2/1992 61.375 1.028 43.04 42.6% 16
UK 1/2/1992 21 1.631 10.58 98.5% 26
UTX 1/2/1992 53.125 0.956 34.57 53.7% 20
WX 1/2/1992 18.25 0.800 17.04 7.1% 8
XON 1/2/1992 60 1.070 37.12 61.6% 21
Z 1/2/1992 27 1.226 22.34 20.8% 11
AA 1/4/1993 73 0.989 50.28 45.2% 18
ALD 1/4/1993 60.375 1.307 39.39 53.3% 23
AXP 1/4/1993 25 1.225 25.45 -1.8% 4 1.225 1.225
BA 1/4/1993 39.625 1.126 52.36 -24.3% 2 1.126 1.126 1.126
BS 1/4/1993 15.25 1.311 2.02 656.5% 30
CAT 1/4/1993 54.375 1.655 51.11 6.4% 7
CHV 1/4/1993 69.75 1.312 47.83 45.8% 19
DD 1/4/1993 48.25 1.062 37.55 28.5% 12
DIS 1/4/1993 42.75 1.014 30.48 40.3% 16
EK 1/4/1993 40.875 1.419 63.57 -35.7% 1 1.419 1.419 1.419
GE 1/4/1993 85.5 1.247 68.64 24.6% 11
GM 1/4/1993 32.875 1.709 13.97 135.3% 29
GT 1/4/1993 68 1.322 45.08 50.8% 22
IBM 1/4/1993 50.125 1.181 65.83 -23.9% 3 1.181 1.181 1.181
IP 1/4/1993 66.25 1.052 36.78 80.1% 27
JPM 1/4/1993 65.125 1.103 41.89 55.5% 24
KO 1/4/1993 42 1.076 28.54 47.2% 20
MCD 1/4/1993 49 1.157 35.67 37.4% 15
MMM 1/4/1993 100.625 1.095 78.18 28.7% 13
MO 1/4/1993 76.375 0.789 66.70 14.5% 10
MRK 1/4/1993 43.875 0.828 42.20 4.0% 6
PG 1/4/1993 53.25 1.102 37.23 43.0% 17
S 1/4/1993 45.125 1.476 41.67 8.3% 8
T 1/4/1993 50.75 1.063 49.07 3.4% 5 1.063
TX 1/4/1993 59.875 1.147 38.32 56.2% 25
UK 1/4/1993 16.875 1.385 7.97 111.7% 28
UTX 1/4/1993 48.875 1.264 37.35 30.9% 14
WX 1/4/1993 13.875 1.020 12.36 12.3% 9
XON 1/4/1993 61.375 1.086 35.96 70.7% 26
Z 1/4/1993 32 0.852 21.62 48.0% 21
AA 1/3/1994 70.625 1.233 20.75 240.4% 29
ALD 1/3/1994 77.75 0.891 49.46 57.2% 21
AXP 1/3/1994 29.625 1.119 35.05 -15.5% 2 1.119 1.119 1.119
BA 1/3/1994 43.625 1.095 19.26 126.5% 24
BS 1/3/1994 20 0.900 5.20 284.3% 30
CAT 1/3/1994 89.375 1.241 63.81 40.1% 15
CHV 1/3/1994 88 1.053 68.33 28.8% 10
DD 1/3/1994 49.5 1.168 35.45 39.6% 14
DIS 1/3/1994 43.125 1.090 33.49 28.8% 9
EK 1/3/1994 56 1.124 60.70 -7.7% 3 1.124 1.124 1.124
GE 1/3/1994 104 1.009 76.18 36.5% 13
GM 1/3/1994 55.375 0.768 22.34 147.9% 25
GT 1/3/1994 44.375 0.780 29.53 50.3% 18
IBM 1/3/1994 57.625 1.297 22.87 151.9% 26
IP 1/3/1994 68 1.129 32.33 110.3% 23
JPM 1/3/1994 69.375 0.855 56.85 22.0% 6
KO 1/3/1994 44.5 1.180 35.78 24.4% 8
MCD 1/3/1994 56.25 1.044 38.87 44.7% 16
MMM 1/3/1994 106.875 1.043 82.58 29.4% 11
MO 1/3/1994 57.625 1.053 53.82 7.1% 4 1.053
MRK 1/3/1994 35.25 1.118 42.49 -17.0% 1 1.118 1.118 1.118
PG 1/3/1994 57.5 1.108 42.91 34.0% 12
S 1/3/1994 51.25 0.960 41.57 23.3% 7
T 1/3/1994 52.625 0.975 46.62 12.9% 5 0.975
TX 1/3/1994 65.5 0.973 42.82 53.0% 19
UK 1/3/1994 22.625 1.271 8.59 163.3% 28
UTX 1/3/1994 60 1.080 37.99 57.9% 22
WX 1/3/1994 13.75 0.933 5.44 152.9% 27
XON 1/3/1994 63.75 0.997 41.24 54.6% 20
Z 1/3/1994 26.125 0.622 17.68 47.7% 17
AA 1/3/1995 85.5 1.293 54.07 58.1% 26
ALD 1/3/1995 34 1.471 31.37 8.4% 13
AXP 1/3/1995 29.25 1.442 33.37 -12.3% 1 1.442 1.442 1.442
BA 1/3/1995 46.75 1.730 21.26 119.9% 30
BS 1/3/1995 18 0.785 18.02 -0.1% 7 0.785
CAT 1/3/1995 55 1.104 54.28 1.3% 9
CHV 1/3/1995 44.5 1.231 36.66 21.4% 21
DD 1/3/1995 56 1.322 53.47 4.7% 12
DIS 1/3/1995 46.625 1.313 40.84 14.2% 16
EK 1/3/1995 48.375 1.452 48.48 -0.2% 6 1.452
GE 1/3/1995 51 1.474 44.57 14.4% 17
GM 1/3/1995 41.75 1.278 22.99 81.6% 28
GT 1/3/1995 33.875 1.353 34.78 -2.6% 4 1.353 1.353
IBM 1/3/1995 73.75 1.246 82.06 -10.1% 2 1.246 1.246 1.246
IP 1/3/1995 75.125 1.066 50.03 50.2% 25
JPM 1/3/1995 56.5 1.490 51.80 9.1% 14
KO 1/3/1995 51.75 1.466 44.48 16.3% 19
MCD 1/3/1995 29.125 1.571 24.22 20.2% 20
MMM 1/3/1995 54 1.289 47.32 14.1% 15
MO 1/3/1995 57.625 1.658 62.02 -7.1% 3 1.658 1.658 1.658
MRK 1/3/1995 38.25 1.713 38.05 0.5% 8
PG 1/3/1995 62.375 1.357 54.34 14.8% 18
S 1/3/1995 47.625 1.668 46.58 2.3% 11
T 1/3/1995 50 1.374 50.57 -1.1% 5 1.374 1.374
TX 1/3/1995 60.5 1.355 42.90 41.0% 24
UK 1/3/1995 28 1.366 16.95 65.2% 27
UTX 1/3/1995 62.875 1.524 50.39 24.8% 22
WX 1/3/1995 12.625 1.372 6.75 87.0% 29
XON 1/3/1995 60.625 1.379 47.63 27.3% 23
Z 1/3/1995 15.375 0.863 15.05 2.2% 10
AA 1/2/1996 54.375 1.222 64.25 -15.4% 4 1.222 1.222
ALD 1/2/1996 49.25 1.384 36.30 35.7% 18
AXP 1/2/1996 41.5 1.343 37.72 10.0% 7
BA 1/2/1996 79.875 1.314 28.68 178.5% 29
BS 1/2/1996 14.125 0.655 12.48 13.2% 8
CAT 1/2/1996 59.5 1.252 54.25 9.7% 6
CHV 1/2/1996 52.875 1.285 42.11 25.6% 15
DD 1/2/1996 72 1.357 67.15 7.2% 5 1.357
DIS 1/2/1996 60.875 1.112 49.68 22.5% 14
EK 1/2/1996 68.625 1.173 58.59 17.1% 9
GE 1/2/1996 73.5 1.354 53.23 38.1% 20
GM 1/2/1996 52.25 1.150 26.06 100.5% 28
GT 1/2/1996 44.875 1.159 37.00 21.3% 11
IBM 1/2/1996 90.875 1.701 143.91 -36.9% 1 1.701 1.701 1.701
IP 1/2/1996 39.125 1.093 51.06 -23.4% 2 1.093 1.093 1.093
JPM 1/2/1996 81.125 1.235 51.40 57.8% 25
KO 1/2/1996 75 1.397 55.15 36.0% 19
MCD 1/2/1996 45.5 0.998 30.17 50.8% 22
MMM 1/2/1996 67.75 1.344 49.96 35.6% 17
MO 1/2/1996 91.875 1.261 77.09 19.2% 10
MRK 1/2/1996 64.25 1.266 42.03 52.9% 23
PG 1/2/1996 83.125 1.303 68.14 22.0% 13
S 1/2/1996 40.375 1.144 22.38 80.4% 27
T 1/2/1996 67.375 0.893 55.45 21.5% 12
TX 1/2/1996 78.75 1.307 53.57 47.0% 21
UK 1/2/1996 37.5 1.113 44.41 -15.6% 3 1.113 1.113 1.113
UTX 1/2/1996 93.75 1.423 61.03 53.6% 24
WX 1/2/1996 17.125 1.180 5.39 217.8% 30
XON 1/2/1996 80.625 1.259 60.58 33.1% 16
Z 1/2/1996 13.125 1.619 8.24 59.4% 26
AA 1/2/1997 65.125 1.109 64.42 1.1% 2 1.109 1.109
ALD 1/2/1997 67.25 1.190 44.68 50.5% 21
AXP 1/2/1997 54.625 1.640 44.87 21.7% 9
BA 1/2/1997 103.875 0.952 65.65 58.2% 23
BS 1/2/1997 9.25 0.986 4.06 127.7% 29
CAT 1/2/1997 73 1.367 60.66 20.3% 8
CHV 1/2/1997 65.875 1.218 49.00 34.4% 16
DD 1/2/1997 95.5 1.298 74.38 28.4% 13
DIS 1/2/1997 67.375 1.486 42.03 60.3% 25
EK 1/2/1997 78.875 0.829 66.56 18.5% 7
GE 1/2/1997 97.625 1.538 64.87 50.5% 20
GM 1/2/1997 58.5 1.132 28.96 102.0% 28
GT 1/2/1997 51 1.244 41.59 22.6% 11
IBM 1/2/1997 153.25 1.389 138.02 11.0% 4 1.389
IP 1/2/1997 41.75 1.106 26.09 60.0% 24
JPM 1/2/1997 96.875 1.193 73.12 32.5% 15
KO 1/2/1997 51.875 1.301 34.77 49.2% 19
MCD 1/2/1997 45.125 1.063 36.96 22.1% 10
MMM 1/2/1997 86.25 0.993 58.97 46.3% 18
MO 1/2/1997 111.5 1.262 95.64 16.6% 6
MRK 1/2/1997 79.875 1.369 49.36 61.8% 26
PG 1/2/1997 106.625 1.536 81.38 31.0% 14
S 1/2/1997 45.25 1.041 26.18 72.8% 27
T 1/2/1997 41.875 1.436 57.17 -26.7% 1 1.436 1.436 1.436
TX 1/2/1997 99.625 1.109 79.25 25.7% 12
UK 1/2/1997 41 1.092 35.54 15.4% 5 1.092
UTX 1/2/1997 65.625 1.133 43.22 51.8% 22
WX 1/2/1997 20 1.438 2.97 572.4% 30
XON 1/2/1997 98.375 1.291 68.84 42.9% 17
Z 1/2/1997 21.25 0.956 19.40 9.5% 3 0.956 0.956
AA 1/2/1998 71.25 1.056 74.91 -4.9% 1 1.056 1.056 1.056
ALD 1/2/1998 39.5 1.118 27.35 44.4% 17
AXP 1/2/1998 88.6875 1.152 50.04 77.2% 27
BA 1/2/1998 48.875 0.685 41.00 19.2% 5 0.685
CAT 1/2/1998 49 0.989 38.36 27.7% 9
CHV 1/2/1998 77.9375 1.084 59.51 31.0% 11
DD 1/2/1998 60.75 0.932 45.58 33.3% 12
DIS 1/2/1998 99.625 0.896 53.92 84.8% 28
EK 1/2/1998 63.625 1.147 53.51 18.9% 4 1.147
GE 1/2/1998 74 1.376 39.59 86.9% 29
GM 1/2/1998 61 1.195 40.53 50.5% 22
GT 1/2/1998 62.3125 0.858 49.47 26.0% 8
HWP 1/2/1998 64.5625 1.077 46.94 37.5% 13
IBM 1/2/1998 105.625 1.741 75.64 39.6% 14
IP 1/2/1998 45.1875 0.954 31.87 41.8% 15
JNJ 1/2/1998 65.0625 1.286 43.54 49.4% 19
JPM 1/2/1998 112 0.991 77.79 44.0% 16
KO 1/2/1998 66.9375 1.013 41.50 61.3% 24
MCD 1/2/1998 47.625 1.623 39.16 21.6% 6
MMM 1/2/1998 83.5 0.920 71.11 17.4% 3 0.920 0.920
MO 1/2/1998 45.3125 1.197 37.04 22.3% 7
MRK 1/2/1998 107.625 1.410 66.23 62.5% 26
PG 1/2/1998 80.9375 1.125 49.84 62.4% 25
S 1/2/1998 46.1875 0.950 30.84 49.8% 20
T 1/2/1998 58.8125 1.347 39.80 47.8% 18
TRV 1/2/1998 53.5 0.951 21.49 148.9% 30
UK 1/2/1998 44 0.961 28.90 52.2% 23
UTX 1/2/1998 73.125 1.496 67.19 8.8% 2 1.496 1.496
WMT 1/2/1998 39.375 2.055 30.35 29.8% 10
XON 1/2/1998 61.875 1.200 41.22 50.1% 21
AA 1/4/1999 73.75 2.217 70.85 4.1% 2 2.217 2.217
ALD 1/4/1999 43.5625 1.317 33.14 31.5% 8
AXP 1/4/1999 101.5 1.500 63.26 60.5% 17
BA 1/4/1999 32.9375 1.237 26.64 23.7% 6
C 1/4/1999 50.3125 1.587
CAT 1/4/1999 47.375 1.053 42.28 12.1% 5 1.053
CHV 1/4/1999 82.0625 1.049 46.69 75.8% 21
DD 1/4/1999 55.25 1.202 34.85 58.6% 16
DIS 1/4/1999 29.5625 1.018 16.69 77.1% 22
EK 1/4/1999 71.1875 0.932 70.30 1.3% 1 0.932 0.932
GE 1/4/1999 100.5625 1.505 52.85 90.3% 26
GM 1/4/1999 70.875 1.231 36.81 92.5% 27
GT 1/4/1999 52.25 0.543 47.85 9.2% 4 0.543
HWP 1/4/1999 68.9375 1.713 47.30 45.7% 11
IBM 1/4/1999 183 1.273 82.75 121.1% 29
IP 1/4/1999 42.125 1.341 27.90 51.0% 12
JNJ 1/4/1999 82.6875 1.128 52.69 56.9% 15
JPM 1/4/1999 107.1875 1.170 66.29 61.7% 19
KO 1/4/1999 67.1875 0.849 41.82 60.7% 18
MCD 1/4/1999 76.9375 0.518 45.40 69.5% 20
MMM 1/4/1999 74.625 1.295 68.77 8.5% 3 1.295 1.295
MO 1/4/1999 52.5625 0.481 33.98 54.7% 14
MRK 1/4/1999 149.75 0.918 81.88 82.9% 25
PG 1/4/1999 90 1.204 58.69 53.3% 13
S 1/4/1999 42.9375 0.722 33.07 29.9% 7
T 1/4/1999 77.875 1.007 58.37 33.4% 9
UK 1/4/1999 41.375 1.605 22.95 80.3% 23
UTX 1/4/1999 108 1.171 80.06 34.9% 10
WMT 1/4/1999 80.625 1.663 41.59 93.9% 28
XON 1/4/1999 72.625 1.101 39.79 82.5% 24
AA 1/3/2000 80.9375 0.408 57.13 41.7% 12
AXP 1/3/2000 151.3125 1.037 75.77 99.7% 23
BA 1/3/2000 40.1875 1.557 32.36 24.2% 5 1.557
C 1/3/2000 52.6875 1.291
CAT 1/3/2000 48.625 0.980 36.88 31.9% 8
DD 1/3/2000 65 0.760 40.03 62.4% 19
DIS 1/3/2000 29.875 0.942 13.25 125.5% 29
EK 1/3/2000 64.5625 0.624 74.10 -12.9% 2 0.624 0.624 0.624
GE 1/3/2000 149.875 0.887 67.81 121.0% 28
GM 1/3/2000 74.6275 0.726 50.62 47.4% 17
HD 1/3/2000 65.19 0.701 32.80 98.7% 22
HON 1/3/2000 56.6875 0.794 39.13 44.9% 13
HWP 1/3/2000 117.4375 0.851 61.70 90.3% 21
IBM 1/3/2000 116 0.736 57.07 103.3% 24
INTC 1/3/2000 87 0.716 41.45 109.9% 26
IP 1/3/2000 55.5 0.729 34.54 60.7% 18
JNJ 1/3/2000 92.1875 1.120 63.08 46.1% 16
JPM 1/3/2000 121.4375 1.365 127.24 -4.6% 3 1.365 1.365 1.365
KO 1/3/2000 56.375 1.091 41.34 36.4% 11
MCD 1/3/2000 39.625 0.851 29.30 35.3% 10
MMM 1/3/2000 94.375 1.287 73.11 29.1% 7
MO 1/3/2000 23.4375 2.057 39.09 -40.0% 1 2.057 2.057 2.057
MRK 1/3/2000 67.625 1.394 50.04 35.1% 9
MSFT 1/3/2000 116.5625 0.372 55.86 108.7% 25
PG 1/3/2000 107.1875 0.744 73.48 45.9% 15
SBC 1/3/2000 47.1875 1.089 37.45 26.0% 6
T 1/3/2000 51.375 0.369 31.53 62.9% 20
UTX 1/3/2000 62.5 1.217 53.02 17.9% 4 1.217
WMT 1/3/2000 66.875 0.809 31.60 111.6% 27
XOM 1/3/2000 78.3125 1.161 53.95 45.1% 14
AA 1/2/2001 32.25 1.125 41.84 -22.9% 6 1.125
AXP 1/2/2001 52 0.696 33.00 57.6% 30
BA 1/2/2001 62 0.625 58.71 5.6% 11
C 1/2/2001 50.5 1.022 38.54 31.0% 22
CAT 1/2/2001 46.31 1.145 29.59 56.5% 29
DD 1/2/2001 48 0.923 43.48 10.4% 17
DIS 1/2/2001 27.9375 0.775 21.29 31.2% 23
EK 1/2/2001 38.5 0.807 66.81 -42.4% 2 0.807 0.807 0.807
GE 1/2/2001 43.75 0.951 31.42 39.3% 25
GM 1/2/2001 52.1875 0.970 49.40 5.7% 12
HD 1/2/2001 45.5625 1.110 48.13 -5.3% 9 1.110
HON 1/2/2001 44.25 0.772 43.37 2.0% 10
HWP 1/2/2001 30.25 0.726 35.77 -15.4% 7 0.726
IBM 1/2/2001 84.8125 1.439 79.68 6.4% 13
INTC 1/2/2001 31.0625 1.065 28.38 9.5% 16
IP 1/2/2001 39.4375 1.043 61.14 -35.5% 3 1.043 1.043 1.043
JNJ 1/2/2001 102 1.165 72.50 40.7% 26
JPM 1/2/2001 44 0.857 119.29 -63.1% 1 0.857 0.857 0.857
KO 1/2/2001 60.81 0.792 47.45 28.2% 19
MCD 1/2/2001 33.5 0.797 31.44 6.6% 14
MMM 1/2/2001 119.1875 1.003 86.36 38.0% 24
MO 1/2/2001 46.1875 1.058 40.33 14.5% 18
MRK 1/2/2001 93 0.657 60.94 52.6% 28
MSFT 1/2/2001 43.375 1.546 59.13 -26.6% 5 1.546 1.546
PG 1/2/2001 78.5 1.038 84.81 -7.4% 8 1.038
SBC 1/2/2001 50.375 0.812 38.77 29.9% 20
T 1/2/2001 18.25 1.287 27.43 -33.5% 4 1.287 1.287
UTX 1/2/2001 75.25 0.867 70.01 7.5% 15
WMT 1/2/2001 53.875 1.083 36.83 46.3% 27
XOM 1/2/2001 89.125 0.909 68.25 30.6% 21
AA 1/2/2002 35.68 0.677 36.28 -1.6% 7 0.677
AXP 1/2/2002 35.88 1.033 28.31 26.7% 18
BA 1/2/2002 38.1 0.907 58.70 -35.1% 1 0.907 0.907 0.907
C 1/2/2002 51.01 0.765 45.92 11.1% 11
CAT 1/2/2002 51.65 0.952 29.23 76.7% 26
DD 1/2/2002 42.92 1.045 25.49 68.4% 25
DIS 1/2/2002 21.45 0.814 11.36 88.9% 27
EK 1/2/2002 29.31 1.284 26.54 10.4% 10
GE 1/2/2002 40.95 0.640 35.27 16.1% 14
GM 1/2/2002 48.64 0.841 10.14 379.9% 30
HD 1/2/2002 50.39 0.498 40.93 23.1% 16
HON 1/2/2002 33.4 0.770 26.56 25.7% 17
HWP 1/2/2002 21.65 0.855 15.54 39.3% 21
IBM 1/2/2002 121.5 0.668 79.22 53.4% 24
INTC 1/2/2002 33 0.508 10.19 223.7% 29
IP 1/2/2002 40.15 0.910 35.53 13.0% 12
JNJ 1/2/2002 58.7 0.956 42.44 38.3% 20
JPM 1/2/2002 36.35 0.737 31.95 13.8% 13
KO 1/2/2002 47.47 0.962 48.75 -2.6% 5 0.962 0.962
MCD 1/2/2002 26.49 0.634 27.90 -5.0% 4 0.634 0.634
MMM 1/2/2002 117.14 1.103 76.84 52.4% 23
MO 1/2/2002 46.64 0.917 43.29 7.7% 9
MRK 1/2/2002 59.76 0.998 66.21 -9.7% 2 0.998 0.998 0.998
MSFT 1/2/2002 67.04 0.801 48.88 37.1% 19
PG 1/2/2002 80 1.128 85.55 -6.5% 3 1.128 1.128 1.128
SBC 1/2/2002 39.86 0.752 38.76 2.8% 8
T 1/2/2002 18.7 0.383 6.67 180.3% 28
UTX 1/2/2002 64.34 1.001 65.92 -2.4% 6 1.001
WMT 1/2/2002 58.05 0.894 39.46 47.1% 22
XOM 1/2/2002 39.6 0.919 32.22 22.9% 15
AA 1/2/2003 23.55 1.620 25.81 -8.7% 9 1.620
AXP 1/2/2003 36.67 1.313 31.55 16.2% 22
BA 1/2/2003 33.88 1.259 37.41 -9.4% 8 1.259
C 1/2/2003 36.35 1.378 37.50 -3.1% 11 1.378
CAT 1/2/2003 47.75 1.761 29.82 60.1% 29
DD 1/2/2003 43.44 1.080 34.05 27.6% 26
DIS 1/2/2003 17.26 1.384 14.84 16.3% 23
EK 1/2/2003 35.84 0.738 34.56 3.7% 14
GE 1/2/2003 25.48 1.252 36.99 -31.1% 3 1.252 1.252 1.252
GM 1/2/2003 38.92 1.430 24.50 58.9% 28
HD 1/2/2003 24.88 1.418 46.34 -46.3% 1 1.418 1.418 1.418
HON 1/2/2003 24.98 1.364 21.75 14.9% 21
HPQ 1/2/2003 18.2 1.290 17.23 5.6% 16
IBM 1/2/2003 80.57 1.144 68.58 17.5% 24
INTC 1/2/2003 16.69 1.930 11.79 41.6% 27
IP 1/2/2003 35.53 1.231 35.66 -0.4% 13 1.231
JNJ 1/2/2003 55.33 0.950 50.40 9.8% 18
JPM 1/2/2003 25.44 1.493 24.10 5.6% 15
KO 1/2/2003 44.85 1.142 49.77 -9.9% 7 1.142
MCD 1/2/2003 16.55 1.522 26.86 -38.4% 2 1.522 1.522 1.522
MMM 1/2/2003 126.75 1.336 101.34 25.1% 25
MO 1/2/2003 40.35 1.420 44.95 -10.2% 6 1.420
MRK 1/2/2003 58.25 0.902 63.48 -8.2% 10 0.902
MSFT 1/2/2003 53.72 1.030 48.64 10.5% 19
PG 1/2/2003 87.81 1.147 89.15 -1.5% 12 1.147
SBC 1/2/2003 28.91 0.951 35.51 -18.6% 4 0.951 0.951
T 1/2/2003 27 0.804 10.71 152.2% 30
UTX 1/2/2003 63.41 1.506 75.49 -16.0% 5 1.506 1.506
WMT 1/2/2003 51.6 1.021 47.60 8.4% 17
XOM 1/2/2003 35.47 1.173 32.09 10.5% 20

- Lee

Post New | Post Reply | Reply Later | Create Poll . Report this Post | Recommend it!
Print the post Back To Top
Author: bellgarde Two stars, 250 posts Old School Fool Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: 5333 of 5980
Subject: Re: Jan Start, Annual Hold backtest Date: 2/4/2006 1:18 PM
Post New | Post Reply | Reply Later | Create Poll . Report this Post | Recommend it!
Recommendations: 0
Hello all, I have taken it upon myself to instruct my son in the art of investing in BI. I, like most folk I assume, have become spoilt by the efforts of Len Lackey and the observations of Ken Lee and others and not paid sufficient interest to detail. I have relied to a great extent on Len's post 5038 of May 5,2005 to describe the potential returns of following the Dow 30, if no other. Unfortunately there is the "other site" with the same name that shows annual returns for the Dow to be consistently higher than the return shown by LL.
In post 5038 LL states that Dow 30 is the return if you bought an equal share of every stock in the Dow. This is a better baseline than the DJIA, since it includes dividends. A small sample will show you what I mean about the variance.
<P>
1999 21.49 101.85
2000 -4.56 0.955
2001 -5.67 0.969
2002 -16.54 0.845
2003 27.33 1.266 </P>

Since I have complete confidence in Len's work does anyone know anything about the "other site" ?

Bill

Print the post Back To Top
Author: LLackey Big red star, 1000 posts Old School Fool Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: 5336 of 5980
Subject: Re: Jan Start, Annual Hold backtest Date: 2/4/2006 10:30 PM
Post New | Post Reply | Reply Later | Create Poll . Report this Post | Recommend it!
Recommendations: 1
Bellgarde wrote:
<P>
1999 21.49 101.85
2000 -4.56 0.955
2001 -5.67 0.969
2002 -16.54 0.845
2003 27.33 1.266 </P>


You've got a typo in 1999 which should be 1.185. I'm assuming the first set of numbers is the return based on the DJIA and the second is my Dow 30 figures. The variance can occur due to slightly different timeframes, the Dow 30 figures including dividends and that the DJIA is price weighted index. So in 99, when the highest priced stock IBM had a stellar year, it dragged the whole index with it.

- Lee




Print the post Back To Top
Author: bellgarde Two stars, 250 posts Old School Fool Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: 5337 of 5980
Subject: Re: Jan Start, Annual Hold backtest Date: 2/5/2006 11:52 AM
Post New | Post Reply | Reply Later | Create Poll . Report this Post | Recommend it!
Recommendations: 1
Lee, Thanks for the explanation. Sorry my post was such a mess. Bill

Print the post Back To Top
UnThreaded | Threaded | Whole Thread (5) | Ignore Thread Prev Thread | Next Thread
Advertisement