Day of the week | Date | Price of Stock, Si | Price Rel. Si/Si − 1 | Daily Ret. ln(Si/Si − 1) | Daily Ret. Squared |
Monday | 09/05/2016 | 4.28 | |||
Tuesday | 10/05/2016 | 4.3 | 1.0046729 | 0.004662013 | 2.17344E−05 |
Wed. | 11/05/2016 | 4.31 | 1.00232558 | 0.002322881 | 5.39578E−06 |
Thursday | 12/05/2016 | 4.46 | 1.03480278 | 0.034210862 | 0.001170383 |
Friday | 13/05/2016 | 4.83 | 1.08295964 | 0.079697702 | 0.006351724 |
Monday | 16/05/2016 | 5.21 | 1.07867495 | 0.075733388 | 0.005735546 |
Tuesday | 17/05/2016 | 5.05 | 0.96928983 | −0.03119161 | 0.000972917 |
Wed. | 18/05/2016 | 5.1 | 1.00990099 | 0.009852296 | 9.70677E−05 |
Thursday | 19/05/2016 | 5.35 | 1.04901961 | 0.047856021 | 0.002290199 |
Friday | 20/05/2016 | 5.35 | 1 | 0 | 0 |
Monday | 23/05/2016 | 5.1 | 0.95327103 | −0.04785602 | 0.002290199 |
Tuesday | 24/05/2016 | 5.2 | 1.01960784 | 0.019418086 | 0.000377062 |
Wed. | 25/05/2016 | 5.61 | 1.07884615 | 0.075892094 | 0.00575961 |
Thursday | 26/05/2016 | 5.98 | 1.06595365 | 0.063869848 | 0.004079358 |
Friday | 27/05/2016 | 5.96 | 0.99665552 | −0.00335009 | 1.12231E−05 |
Monday | 30/05/2016 | 5.96 | 1 | 0 | 0 |
Tuesday | 31/05/2016 | 5.67 | 0.95134228 | −0.04988136 | 0.00248815 |
Wed. | 01/06/2016 | 5.28 | 0.93121693 | −0.07126302 | 0.005078418 |
Thursday | 02/06/2016 | 5.29 | 1.00189394 | 0.001892148 | 3.58022E−06 |
Friday | 03/06/2016 | 5.56 | 1.0510397 | 0.049779862 | 0.002478035 |
Monday | 06/06/2016 | 5.3 | 0.95323741 | −0.04789129 | 0.002293575 |
Tuesday | 07/06/2016 | 5.3 | 1 | 0 | 0 |
Wed. | 08/06/2016 | 5.35 | 1.00943396 | 0.00938974 | 8.81672E−05 |
Thursday | 09/06/2016 | 5.5 | 1.02803738 | 0.027651531 | 0.000764607 |
Friday | 10/06/2016 | 5.52 | 1.00363636 | 0.003629768 | 1.31752E−05 |
Monday | 13/06/2016 | 5.75 | 1.04166667 | 0.040821995 | 0.001666435 |
Tuesday | 14/06/2016 | 5.79 | 1.00695652 | 0.006932437 | 4.80587E−05 |
Wed. | 15/06/2016 | 6 | 1.03626943 | 0.035627178 | 0.001269296 |
Thursday | 16/06/2016 | 5.99 | 0.99833333 | −0.00166806 | 2.78241E−06 |
Friday | 17/06/2016 | 5.92 | 0.98831386 | −0.01175496 | 0.000138179 |
Monday | 20/06/2016 | 5.8 | 0.97972973 | −0.02047853 | 0.00041937 |
Tuesday | 21/06/2016 | 6.1 | 1.05172414 | 0.050430854 | 0.002543271 |
Wed. | 22/06/2016 | 6.2 | 1.01639344 | 0.016260521 | 0.000264405 |
Thursday | 23/06/2016 | 6.16 | 0.99354839 | −0.00647251 | 4.18934E−05 |
Friday | 24/06/2016 | 5.93 | 0.96266234 | −0.03805256 | 0.001447998 |
Monday | 27/06/2016 | 5.9 | 0.99494098 | −0.00507186 | 2.57238E−05 |
Tuesday | 28/06/2016 | 5.8 | 0.98305085 | −0.01709443 | 0.00029222 |
Wed. | 29/06/2016 | 5.71 | 0.98448276 | −0.01563889 | 0.000244575 |
Thursday | 30/06/2016 | 5.71 | 1 | 0 | 0 |
Friday | 01/07/2016 | 5.75 | 1.00700525 | 0.006980831 | 4.8732E−05 |
Sum | 0.295246845 | 0.050823065 |