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  • Hal Roc 8 29 2011

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    biggercapital
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    The information on this page represents statistical calculations and does not contain a recommendation for any particular security or investment.

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    hal roc 8 29 2011

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    The information on this page represents statistical calculations and does not contain a recommendation for any particular security or investment.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
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    8K views2 pages

    Hal Roc 8 29 2011

    Uploaded by

    biggercapital
    The information on this page represents statistical calculations and does not contain a recommendation for any particular security or investment.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 2

    General Stats l(1) Random Walk: Cointegration Level %: TRUE 95%

    Visualize

    Pearson Correlation % (Price): 97.02% 0.97 Beta: Average Spread: Current Spread: Dollar-Neutral Ratio Average Price Ratio: Beta 1 Beta 2 Spread Mean: Spread Median: Spread Maximum: Spread Minimum: Half Life: Current ZScore: -1.18 -4.84 0.91 0.98 1.44 1.71 -1.18 -0.68 4.63 -6.89 11 Days -1.50

    Criteria First Leg: Second Leg: Start Date: End Date: Benchmark: Data Provider: Frequency: Leg 1 Multiplier: Leg 2 Multiplier:

    HAL ROC 8/15/2010 8/15/2011 ^GSPC Yahoo Finance d 1 1

    Disclaimer: The information on this page represents statistical calculations and does not contain a recommendation for any particular security or investment. Spread Analyzer v:1.1.3

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