Indices
Indices
Indices
Dividend
Year Open High Low Close Price/Earnings Price/Bookvalue
Yield
2000 2,734.29 3,906.41 1,759.72 2,032.20 27.16 2.96 1.11
2001 2,042.15 2,302.92 1,209.93 1,557.22 17.30 1.89 1.83
2002 1,557.37 1,813.25 1,411.32 1,664.67 13.10 1.70 2.71
2003 1,668.05 3,111.49 1,446.53 3,074.87 13.11 2.17 2.72
2004 3,089.58 3,589.26 2,226.36 3,580.34 14.72 2.90 2.30
2005 3,593.58 4,976.02 3,269.37 4,953.28 14.22 3.39 1.80
2006 4,964.64 7,106.59 4,471.51 6,982.56 18.84 4.10 1.44
2007 6,999.70 11,209.18 6,183.89 11,154.28 21.38 5.06 1.04
2008 11,186.45 11,655.91 3,949.13 4,988.04 18.99 4.15 1.21
2009 5,021.58 9,268.47 4,122.83 9,229.71 19.53 3.36 1.31
2010 9,212.74 11,192.91 8,372.70 10,675.02 22.18 3.80 0.97
Gather stock price information. You will need at least a month of daily stock price data (or 20 days); how
will get the best results by using 6 months of data. If you don't know how to do this, go to Yahoo! Finance, in
ticker symbol for your particular stock into "Get Quotes," and click on "Historical Prices." Copy and paste thi
information directly into a spreadsheet. Column A will refer to historical stock prices and Column B to daily
prices.
2
Calculate the standard deviation.Take the average price over the length of time you chose. If you pulled out 6
information, take the average price over 183 days. This can be set up as an average function or by taking the s
daily prices (Column B) and dividing by 183.
3
Calculate the difference between the daily price (Column B) and the average over the range of data. If you're
spreadsheet, create a Column C, which will refer to this difference, by subtracting Column A from the averag
function down the length of the spreadsheet.
4
Square the difference. Take the square of Column C and call that Column D. Now find the sum of Column D
by your days range (183 days for 6 months of data). This is the variance. Take the square root of the variance
standard deviation. In the investor world, this number represents a measure of stock-price volatility.
5
Check your results with an historical-volatility calculator. Use the same data referred to in the calculations ab
Resources for a link to an historical-volatility calculator.
Dividend
Year Open High Low Close Price/Earnings Price/Bookvalue
Yield
2000 5,209.54 6,150.69 3,491.55 3,972.12 24.48 3.81 1.14
2001 3,990.65 4,462.11 2,594.87 3,262.33 17.60 2.51 1.83
2002 3,262.01 3,758.27 2,828.48 3,377.28 15.22 2.30 2.14
2003 3,383.85 5,920.76 2,904.44 5,838.96 15.02 2.49 2.14
2004 5,872.48 6,617.15 4,227.50 6,602.69 17.26 3.28 2.01
2005 6,626.49 9,442.98 6,069.33 9,397.93 16.21 3.94 1.58
2006 9,422.49 14,035.30 8,799.01 13,786.91 20.18 4.75 1.35
2007 13,827.77 20,498.11 12,316.10 20,286.99 22.25 5.32 1.10
2008 20,325.27 21,206.77 7,697.39 9,647.31 18.22 4.20 1.29
2009 9,720.55 17,530.94 8,047.17 17,464.81 18.08 3.42 1.43
2010 17,473.45 21,108.64 15,651.99 20,509.09 21.71 3.67 1.12