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Stock check

#

Term

Company

Ticker

MIX

Stock price

R2
(1 month)

R2
(3 months)

R2
(6 months)

R2
(12 months)

Correl

SD
MIX

SD
Stock

Beta

1 Apple Apple Inc AAPL 269.265 392.87 0.03 0.12 0.57 56.59 74.36 0.75
2 Adobe Adobe Systems Inc ADBE 93.790 27.3 0.01 0.04 -0.28 16.71 4.07 -0.07
3 Aig American International Group Inc AIG 15.657 24.01 0.01 0.05 0.04 9.98 7.75 0.03
4 Amd Advanced Micro Devices Inc AMD 19.799 4.72 0.42 0.01 -0.21 2.90 1.24 -0.09
5 Amazon Amazon.com Inc AMZN 96.800 234.78 0.00 0.03 0.43 18.91 41.73 0.95
6 Boeing Boeing Co BA 40.502 64.59 0.08 0.00 0.11 14.92 8.09 0.06
7 Bank of america Bank of America Corp BAC 34.302 6.46 0.03 0.21 -0.39 9.26 3.52 -0.15
8 Baidu Baidu (Nasdaq) BIDU 18.696 122.16 0.10 0.05 0.19 5.68 175.51 5.87
9 Bp BP BP 119.688 42.35 0.03 0.07 -0.51 79.71 8.05 -0.05
10 Citigroup Citigroup C 24.250 30.3 0.01 0.00 -0.11 9.64 13.78 -0.16
11 Weather Corn ETF (NYSE) CORN 250.635 43.34 0.17 0.00 -0.02 16.47 7.24 -0.01
12 Ebay eBay Inc EBAY 46.920 32.12 0.11 0.05 -0.17 7.29 4.63 -0.11
13 General electric GE‎ - General Electric Company (NYSE) GE 9.778 16.31 0.05 0.03 0.05 2.74 1.96 0.04
14 Gold SPDR Gold Shares (NYSE) GLD 197.269 159.52 0.31 0.08 0.17 22.29 22.82 0.17
15 Google Google Inc GOOG 372.998 590.49 0.04 0.01 0.10 38.60 51.61 0.13
16 Goldman sachs Goldman Sachs Group, Inc. GS 24.094 102.09 0.07 0.00 0.14 23.59 23.61 0.14
17 Intel Intel Corporation INTC 85.145 24.03 0.11 0.04 0.24 18.11 1.65 0.02
18 Coca cola Coca Cola KO 49.252 68.19 0.00 0.07 0.57 13.09 6.79 0.3
19 3m 3M MMM 13.560 80.48 0.00 0.00 0.05 1.97 6.57 0.17
20 Merck Merck MRK 5.220 33.35 0.04 0.00 0.02 1.79 1.92 0.02
21 Microsoft Microsoft Corporation MSFT 204.140 27.16 0.17 0.00 -0.07 22.87 2.30 -0.01
22 Nvidia NVIDIA Corp NVDA 14.534 14.48 0.02 0.03 -0.14 2.56 3.53 -0.19
23 Gazprom GAZPROM OGZPY 6.455 10.69 0.06 0.09 0.03 2.84 6.04 0.06
24 Oracle Oracle ORCL 27.111 32.12 0.01 0.02 -0.00 9.82 4.06 0.0
25 Qualcomm Qualcomm (Nasdaq) QCOM 3.666 52.02 0.02 0.02 0.08 0.92 4.41 0.38
26 Sandisk Sandisk SNDK 4.327 49.76 0.04 0.03 0.07 0.93 5.34 0.4
27 Toyota Toyota Motor Corp TM 137.086 67.61 0.14 0.00 -0.06 35.60 6.29 -0.01
28 Verizon Verizon VZ 48.253 37.42 0.02 0.00 0.19 10.02 3.41 0.06
29 Walmart Walmart Stores (WMT) WMT 19.550 56.92 0.01 0.00 0.21 4.20 1.85 0.09
30 Xerox Xerox (NYSE) XRX 3.400 7.83 0.00 0.40 -0.67 0.68 1.46 -1.44
31 Yahoo Yahoo! Inc YHOO 197.994 16.12 0.00 0.00 -0.15 17.92 1.40 -0.01

This table is intended to provide information on correlations between stock prices and other financial products and the Marshallindex popuarity Index of the underlying companies or products.
Do not buy or sell stocks only based on these research, this information does not constitutes a recommandation to buy or sell any financial product.

R2 values
derive from 0 to 1 and describes the proportion of variability in a data set that is accounted for by the statistical model. It provides a measure of how well future outcomes are likely to be predicted by the model. Our Model is based on a 52 Weeks i.e 260 days count and a daily frequency.

Beta
In our model the Beta of a stock or portfolio is a number describing the relation of its returns with that of the word as a measure derived from the popularity. Our Beta is calculated using a daily frequency, 52 weeks, i.e. 260 days and takes all available data into account.

Correlation (Correl)
refers to any departure of two or more random variables from independence, but most commonly refers to a more specialized type of relationship between mean values. Our correlation is based on all available data in our database. Correlation varies between -1 and 1 and shows the dependence of a variable from the independent variable. 1 indicates a perfect positive correlation i.e a movement in one variable perfectly explains a movement in another variable. It is based on daily data.

Deviation (DEV)
is a plain vanilla standard deviation taking all available data in our database. It is based on daily data.

© 2012 The Marshall Index Corporation