Showing posts with label Stockprice suzlon. Show all posts
Showing posts with label Stockprice suzlon. Show all posts

Wednesday, December 4, 2019

Stock price suzlon

 Stock price suzlon 

getSymbols("SUZLON.NS", from="2004-01-01", to=Sys.Date())
[1] "SUZLON.NS"
> chartSeries(Cl(SUZLON.NS))
 Stock price suzlon

> retsuz <- dailyReturn(Cl(SUZLON.NS), type='log')
Warning message:
In to_period(xx, period = on.opts[[period]], ...) :
  missing values removed from data
> par(mfrow=c(2,2))
> acf(retsuz, main="Return ACF");
> pacf(retsuz, main="Return PACF");
> acf(retsuz^2, main="Squared return ACF");
> pacf(retsuz^2, main="Squared return PACF")
> par(mfrow=c(1,1))
> m=mean(retsuz);s=sd(retsuz);
> par(mfrow=c(1,2))
> hist(retsuz, nclass=40, freq=FALSE, main='Return histogram');curve(dnorm(x,mean=m,sd=s), from = -0.3, to = 0.2, add=TRUE, col="red")
> plot(density(retsuz), main='Return empirical distribution');curve(dnorm(x,mean=m,sd=s), from = -0.3, to = 0.2, add=TRUE, col="red")
 Stock price suzlon
Add caption

 Stock price suzlon

 Stock price suzlon

 Stock price suzlon

 Stock price suzlon

 Stock price suzlon

> par(mfrow=c(1,1))
> kurtosis(retsuz)
[1] 15.7327
attr(,"method")
[1] "excess"
> plot(density(retsuz), main='Return EDF - upper tail', xlim = c(0.1, 0.2),
+      ylim=c(0,2));
> curve(dnorm(x, mean=m,sd=s), from = -0.3, to = 0.2, add=TRUE, col="red")
> plot(density(retsuz), xlim=c(-5*s,5*s),log='y', main='Density on log-scale')
Warning message:
In xy.coords(x, y, xlabel, ylabel, log) :
  4 y values <= 0 omitted from logarithmic plot
> curve(dnorm(x, mean=m,sd=s), from=-5*s, to=5*s, log="y", add=TRUE,
+       col="red")
> qqnorm(retsuz);qqline(retsuz);
> chartSeries(retsuz)
> garch11.spec = ugarchspec(variance.model = list(model="sGARCH",garchOrder=c(1,1)), mean.model = list(armaOrder=c(0,0)))
> suz.garch11.fit = ugarchfit(spec=garch11.spec, data=retsuz)
>
> coef(suz.garch11.fit)
           mu         omega        alpha1
-3.964916e-04  8.804198e-05  1.593166e-01
        beta1
 7.935855e-01
> vcov(suz.garch11.fit)
              [,1]          [,2]          [,3]
[1,]  2.875694e-07 -3.713141e-10  6.073670e-08
[2,] -3.713141e-10  1.915858e-10  1.397493e-07
[3,]  6.073670e-08  1.397493e-07  3.067098e-04
[4,]  2.231196e-07 -2.542698e-07 -3.202676e-04
              [,4]
[1,]  2.231196e-07
[2,] -2.542698e-07
[3,] -3.202676e-04
[4,]  4.457627e-04
> uncmean(suz.garch11.fit) 
[1] -0.0003964916
> uncvariance(suz.garch11.fit)
[1] 0.001869342
> 2005-10-20 -6.822532e-02
2005-10-21  4.121229e-02
2005-10-24 -2.958023e-02
2005-10-25  8.392597e-03
2005-10-26  4.301304e-02
2005-10-27 -1.727586e-02
2005-10-28 -2.994750e-02
2005-10-31  8.649228e-02
2005-11-02  3.139711e-02
2005-11-07 -1.567272e-02
2005-11-08  5.185169e-02
2005-11-09 -2.225047e-02
2005-11-10  2.088043e-02
2005-11-11  1.821582e-02
2005-11-14 -3.023412e-02
2005-11-16 -7.341087e-04
2005-11-17  1.669781e-02
2005-11-18 -1.000040e-02
2005-11-21 -1.533707e-02
2005-11-22 -1.634002e-02
2005-11-23  1.221561e-02
2005-11-24  4.036351e-03
2005-11-25  2.163212e-02
2005-11-28  7.915134e-02
2005-11-29  4.230397e-02
2005-11-30 -5.634843e-03
2005-12-01  1.485744e-02
2005-12-02 -3.022868e-02
2005-12-05  9.369390e-03
2005-12-06 -2.792305e-02
2005-12-07 -8.160027e-03
2005-12-08  1.538311e-02
2005-12-09  7.438350e-02
2005-12-12  1.864760e-02
2005-12-13  6.772258e-03
2005-12-14  2.400344e-02
2005-12-15 -3.411791e-02
2005-12-16  2.312293e-02
2005-12-19 -3.400828e-03
2005-12-20 -1.764676e-02
2005-12-21 -4.707814e-03
2005-12-22 -1.745006e-02
2005-12-23 -6.307743e-03
2005-12-26 -2.127080e-02
2005-12-27  3.918913e-02
2005-12-28 -7.310322e-03
2005-12-29 -1.021983e-02
2005-12-30  2.140583e-02
2006-01-02  1.960204e-03
2006-01-03  8.985474e-04
2006-01-04  8.008246e-03
2006-01-05 -3.874552e-03
2006-01-06 -1.421785e-02
2006-01-09  5.403957e-03
2006-01-10 -3.072595e-02
2006-01-12 -3.652022e-02
2006-01-13  3.499466e-02
2006-01-16  5.836565e-03
2006-01-17  6.553230e-03
2006-01-18  6.857562e-03
2006-01-19  2.394020e-02
2006-01-20  2.367061e-02
2006-01-23 -2.708296e-03
2006-01-24  2.347775e-02
2006-01-25  4.062548e-02
2006-01-27  1.439274e-01
2006-01-30 -4.586162e-02
2006-01-31  8.174288e-02
2006-02-01 -6.057619e-02
2006-02-02  5.119877e-03
2006-02-03 -3.972718e-02
2006-02-06  5.477430e-03
2006-02-07  3.389750e-02
2006-02-08 -1.722937e-02
2006-02-10  1.142048e-02
2006-02-13  2.039652e-03
2006-02-14 -4.816136e-03
2006-02-15 -2.208889e-02
2006-02-16 -3.220338e-03
2006-02-17 -3.528992e-02
2006-02-20  1.280334e-02
2006-02-21 -2.932432e-03
2006-02-22 -9.120415e-03
2006-02-23  1.039657e-02
2006-02-24  3.070110e-02
2006-02-27  1.744810e-02
2006-02-28  1.225749e-02
2006-03-01  9.880902e-04
2006-03-02  3.930393e-02
2006-03-03  3.129146e-02
2006-03-06  2.089110e-02
2006-03-07 -1.600829e-03
2006-03-08 -1.192504e-02
2006-03-09 -7.988038e-03
2006-03-10  9.200407e-02
2006-03-13  2.579677e-02
2006-03-14 -1.862192e-02
2006-03-16 -5.248400e-03
2006-03-17  6.195626e-03
2006-03-20  7.273098e-03
2006-03-21 -1.301622e-02
2006-03-22  1.545407e-02
2006-03-23  3.632178e-02
2006-03-24 -2.084527e-02
2006-03-27  2.171195e-02
2006-03-28 -3.083614e-02
2006-03-29 -1.507328e-03
2006-03-30 -2.207383e-02
2006-03-31  1.544548e-02
2006-04-03  1.718763e-02
2006-04-04  5.637954e-02
2006-04-05  6.802165e-03
2006-04-07 -3.505979e-02
2006-04-10 -3.251952e-02
2006-04-12 -1.198658e-02
2006-04-13  2.811175e-04
2006-04-17 -1.101457e-02
2006-04-18  1.752192e-02
2006-04-19 -1.633996e-02
2006-04-20 -1.000150e-02
2006-04-21 -2.042765e-03
2006-04-24 -1.516493e-02
2006-04-25 -3.976724e-02
2006-04-26  7.295632e-02
2006-04-27 -2.355364e-02
2006-04-28 -1.591195e-04
2006-05-02  1.513279e-02
2006-05-03  4.401977e-02
2006-05-04  1.982678e-02
2006-05-05 -2.289792e-02
2006-05-08 -7.831613e-03
2006-05-09 -3.438561e-03
2006-05-10  3.920007e-02
2006-05-11 -3.548198e-02
2006-05-12  2.632046e-03
2006-05-15 -7.721423e-02
2006-05-16 -1.311055e-02
2006-05-17  1.320794e-02
2006-05-18 -1.125835e-01
2006-05-19 -6.063786e-02
2006-05-22 -4.514745e-02
2006-05-23  6.561985e-02
2006-05-24 -4.179560e-02
2006-05-25 -3.314089e-02
2006-05-26  2.828821e-02
2006-05-29  1.121010e-02
2006-05-30  1.915291e-02
2006-05-31 -4.793652e-02
2006-06-01 -8.971995e-02
2006-06-02  2.935846e-02
2006-06-05  6.294677e-03
2006-06-06 -1.383984e-02
2006-06-07 -3.276848e-03
2006-06-08 -4.494195e-02
2006-06-09  4.122078e-02
2006-06-12 -5.881524e-02
2006-06-13 -6.036356e-02
2006-06-14  5.546517e-03
2006-06-15  5.172379e-02
2006-06-16  3.857882e-02
2006-06-19  3.902714e-02
2006-06-20 -4.710145e-02
2006-06-21  4.691397e-02
2006-06-22  2.653826e-02
2006-06-23 -8.509591e-03
2006-06-26 -1.296209e-01
2006-06-27  8.499016e-02
2006-06-28 -2.371610e-02
2006-06-29  1.133826e-01
2006-06-30  6.672213e-02
2006-07-03 -1.449741e-02
2006-07-04  3.284682e-02
2006-07-05  6.941135e-02
2006-07-06 -3.581786e-02
2006-07-07 -2.474580e-02
2006-07-10 -1.778714e-02
2006-07-11 -4.190414e-02
2006-07-12  4.716737e-02
2006-07-13 -2.288552e-02
2006-07-14 -9.156316e-04
2006-07-17 -1.051100e-01
2006-07-18  4.401613e-02
2006-07-19 -4.619984e-02
2006-07-20  7.031040e-02
2006-07-21 -3.614904e-02
2006-07-24  2.535123e-02
2006-07-25  1.496488e-02
2006-07-26  4.166185e-02
2006-07-27  1.560900e-02
2006-07-28 -8.020957e-03
2006-07-31  4.040936e-02
2006-08-01  9.583088e-03
2006-08-02  7.867027e-03
2006-08-03 -2.739812e-03
2006-08-04  2.219128e-02
2006-08-07 -2.312977e-02
2006-08-08  7.530809e-03
2006-08-09  3.759497e-02
2006-08-10  4.993010e-02
2006-08-11  2.969004e-02
2006-08-14 -9.571604e-03
2006-08-16 -2.835628e-02
2006-08-17  1.834012e-02
2006-08-18 -1.662551e-02
2006-08-21  1.139019e-02
2006-08-22 -9.550940e-03
2006-08-23  1.232984e-02
2006-08-24  1.222789e-03
2006-08-25  3.941868e-03
2006-08-28  3.553591e-04
2006-08-29  1.761439e-02
2006-08-30  3.231385e-05
2006-08-31 -2.592620e-02
2006-09-01  9.042003e-03
2006-09-04  3.133915e-02
2006-09-05 -1.096887e-02
2006-09-06 -5.558443e-03
2006-09-07 -1.702234e-02
2006-09-08 -3.414449e-03
2006-09-11 -6.158045e-02
2006-09-12 -3.097963e-03
2006-09-13  3.059872e-02
2006-09-14  7.977268e-03
2006-09-15 -5.981229e-03
2006-09-18  4.033863e-02
2006-09-19 -2.666101e-02
2006-09-20  9.763258e-03
2006-09-21  3.352224e-02
2006-09-22  1.359416e-02
2006-09-25 -2.551676e-02
2006-09-26  2.703116e-02
2006-09-27  1.830485e-02
2006-09-28 -1.076357e-02
2006-09-29 -1.678302e-02
2006-10-03  4.775904e-02
2006-10-04 -1.317110e-02
2006-10-05 -7.225744e-03
2006-10-06  3.271456e-03
2006-10-09 -1.761913e-02
2006-10-10  3.324566e-02
2006-10-11 -1.459435e-02
2006-10-12  1.886865e-02
2006-10-13  5.659126e-02
2006-10-16 -1.164875e-02
2006-10-17  1.910009e-03
2006-10-18 -1.499352e-02
2006-10-19  1.023771e-02
2006-10-20 -1.379976e-02
2006-10-23  1.562179e-03
2006-10-26  2.361318e-02
2006-10-27 -4.913201e-02
2006-10-30  1.624377e-02
2006-10-31 -6.080507e-03
2006-11-01 -4.064872e-04
2006-11-02  2.650924e-03
2006-11-03  3.977865e-03
2006-11-06  2.410128e-03
2006-11-07  3.435247e-02
2006-11-08  2.396368e-02
2006-11-09  8.000023e-03
2006-11-10  1.791637e-02
2006-11-13 -7.144974e-03
2006-11-14 -1.682717e-02
2006-11-15  5.755349e-04
2006-11-16 -4.990098e-03
2006-11-17 -5.200259e-03
2006-11-20 -4.285517e-03
2006-11-21  4.117193e-02
2006-11-22  2.260540e-02
2006-11-23  2.055066e-02
2006-11-24 -1.149137e-02
2006-11-27 -1.070899e-02
2006-11-28 -8.066258e-03
2006-11-29 -1.713052e-03
2006-11-30  5.610429e-03
2006-12-01  1.105043e-02
2006-12-04 -8.227459e-03
2006-12-05 -1.700798e-02
2006-12-06 -4.295264e-02
2006-12-07 -1.102712e-02
2006-12-08 -2.007641e-03
2006-12-11 -3.093665e-02
2006-12-12 -5.866748e-02
2006-12-13  5.221259e-02
2006-12-14  1.161039e-02
2006-12-15 -7.282814e-03
2006-12-18 -1.369241e-03
2006-12-19 -1.665288e-02
2006-12-20 -3.152875e-02
2006-12-21 -8.560510e-03
2006-12-22  2.766449e-02
2006-12-26  2.365604e-02
2006-12-27  2.248401e-02
2006-12-28 -1.505571e-02
2006-12-29  3.774370e-03
2007-01-02 -2.635299e-03
2007-01-03 -4.805955e-03
2007-01-04  3.983255e-03
2007-01-05 -3.808665e-03
2007-01-08 -3.671227e-03
2007-01-09 -2.930936e-02
2007-01-10 -4.074714e-02
2007-01-11  3.185607e-02
2007-01-12  4.667407e-03
2007-01-15  2.175724e-02
2007-01-16  3.899791e-02
2007-01-17 -2.390332e-02
2007-01-18 -3.296106e-03
2007-01-19 -1.728217e-02
2007-01-22  2.494410e-02
2007-01-23 -9.748776e-03
2007-01-24 -2.577178e-03
2007-01-25  7.580702e-03
2007-01-29 -6.354054e-02
2007-01-31 -5.323073e-02
2007-02-01  2.844216e-02
2007-02-02  3.731861e-02
2007-02-05  3.203887e-02
2007-02-06  2.049431e-02
2007-02-07 -1.443143e-02
2007-02-08 -1.001156e-02
2007-02-09 -5.249972e-03
2007-02-12 -1.417255e-01
2007-02-13  1.760704e-02
2007-02-14 -2.527493e-02
2007-02-15 -2.753429e-02
2007-02-19 -9.978841e-03
2007-02-20 -4.454708e-02
2007-02-21  3.754849e-02
2007-02-22  1.736248e-02
2007-02-23  7.962138e-03
2007-02-26  7.780531e-04
2007-02-27  2.825440e-03
2007-02-28 -8.010905e-03
2007-03-01  2.629811e-02
2007-03-02 -1.586172e-02
2007-03-05 -6.518147e-02
2007-03-06  2.376183e-02
2007-03-07  2.965022e-02
2007-03-08  9.642697e-03
2007-03-09 -3.118918e-02
2007-03-12  2.307277e-02
2007-03-13  4.908589e-02
2007-03-14 -4.363670e-02
2007-03-15 -2.708365e-02
2007-03-16 -5.101336e-02
2007-03-19  1.709823e-02
2007-03-20  1.114272e-02
2007-03-21  3.718607e-03
2007-03-22  1.412097e-02
2007-03-23 -5.768720e-03
2007-03-26 -2.082349e-02
2007-03-28 -1.754239e-02
2007-03-29  2.184425e-02
2007-03-30  1.705976e-02
2007-04-02 -4.992506e-02
2007-04-03  7.928318e-03
2007-04-04 -1.637779e-03
2007-04-05  1.171478e-02
2007-04-09  2.002700e-02
2007-04-10  5.496404e-03
2007-04-11  6.201901e-02
2007-04-12 -4.969040e-03
2007-04-13  4.976690e-02
2007-04-16  7.444299e-02
2007-04-17 -3.685840e-02
2007-04-18  3.127665e-02
2007-04-19  5.761497e-05
2007-04-20  8.960017e-03
2007-04-23 -3.831529e-02
2007-04-24  2.062456e-02
2007-04-25  1.803972e-02
2007-04-26  2.935883e-02
2007-04-27 -3.260979e-02
2007-04-30  2.883776e-03
2007-05-03  1.324000e-02
2007-05-04 -4.228227e-03
2007-05-07  7.926729e-03
2007-05-08  3.045609e-03
2007-05-09  3.261141e-02
2007-05-10  5.785583e-03
2007-05-11 -1.800568e-02
2007-05-14  1.520916e-02
2007-05-15 -9.516543e-02
2007-05-16 -2.817866e-03
2007-05-17  2.775216e-03
2007-05-18 -3.836284e-03
2007-05-21  1.323916e-03
2007-05-22  1.612000e-02
2007-05-23  3.996825e-03
2007-05-24 -2.098797e-04
2007-05-25  1.763724e-01
2007-05-28 -6.840949e-02
2007-05-29  1.008011e-02
2007-05-30 -7.848040e-03
2007-05-31  2.415475e-03
2007-06-01 -3.021590e-05
2007-06-04  1.443630e-03
2007-06-05  4.871210e-02
2007-06-06 -3.173116e-02
2007-06-07  4.686277e-02
2007-06-08 -2.277174e-02
2007-06-11  4.153065e-03
2007-06-12 -1.652574e-02
2007-06-13 -2.163031e-02
2007-06-14  1.392963e-02
2007-06-15  5.540325e-02
2007-06-18 -2.404740e-02
2007-06-19  2.476834e-02
2007-06-20 -3.214403e-03
2007-06-21 -4.062905e-03
2007-06-22  1.885169e-03
2007-06-25 -1.139168e-02
2007-06-26  5.302694e-02
2007-06-27  6.470427e-02
2007-06-28 -2.722023e-02
2007-06-29  4.450819e-03
2007-07-02 -4.060801e-03
2007-07-03  9.124868e-03
2007-07-04 -1.551199e-02
2007-07-05 -1.480693e-02
2007-07-06  2.930848e-02
2007-07-09  4.459378e-03
2007-07-10 -4.030226e-02
2007-07-11  3.852039e-03
2007-07-12  1.028218e-02
2007-07-13  6.593757e-03
2007-07-16 -6.244818e-03
2007-07-17  4.930980e-03
2007-07-18  6.297981e-03
2007-07-19  2.119703e-03
2007-07-20  1.477513e-02
2007-07-23  1.954576e-02
2007-07-24 -2.105152e-02
2007-07-25 -6.678269e-02
2007-07-26 -7.477115e-02
2007-07-27  6.186416e-03
2007-07-30 -4.396835e-02
2007-07-31  1.629663e-02
2007-08-01 -5.508570e-02
2007-08-02  2.333404e-02
2007-08-03  1.070602e-02
2007-08-06 -3.785294e-02
2007-08-07  4.233951e-02
2007-08-08  2.309912e-02
2007-08-09 -9.089353e-03
2007-08-10  2.535336e-02
2007-08-13  4.860972e-03
2007-08-14 -3.296784e-03
2007-08-16 -7.494866e-02
2007-08-17 -2.344970e-02
2007-08-20  1.023206e-01
2007-08-21 -5.402527e-02
2007-08-22  4.446350e-02
2007-08-23 -2.377877e-02
2007-08-24 -2.124208e-02
2007-08-27  3.394018e-02
2007-08-28 -2.529035e-02
2007-08-29 -8.436596e-03
2007-08-30  1.994289e-02
2007-08-31  1.075928e-02
2007-09-03 -4.473728e-03
2007-09-04 -3.222030e-03
2007-09-05  2.917794e-02
2007-09-06  8.607023e-03
2007-09-07 -1.402611e-02
2007-09-10 -3.544939e-03
2007-09-11  3.701969e-02
2007-09-12  7.420635e-03
2007-09-13  3.613296e-02
2007-09-14 -7.326132e-03
2007-09-17  1.589007e-02
2007-09-18  3.015983e-02
2007-09-19  2.299382e-02
2007-09-20  2.296000e-02
2007-09-21 -2.386892e-02
2007-09-24 -1.512160e-02
2007-09-25 -5.328794e-03
2007-09-26 -1.031273e-03
2007-09-27  1.069318e-02
2007-09-28  1.396261e-03
2007-10-01  1.581695e-02
2007-10-03  5.300363e-02
2007-10-04  5.443830e-02
2007-10-05  6.719906e-03
2007-10-08 -4.524018e-04
2007-10-09  1.565700e-02
2007-10-10  5.613668e-02
2007-10-11  3.471195e-03
2007-10-12 -4.344601e-02
2007-10-15  3.478735e-02
2007-10-16  1.988078e-02
2007-10-17 -3.962878e-03
2007-10-18 -8.047512e-02
2007-10-19 -4.736631e-02
2007-10-22  1.176582e-02
2007-10-23  8.778568e-02
2007-10-24  9.576961e-02
2007-10-25  1.028867e-02
2007-10-26  1.296552e-02
2007-10-29  2.479506e-02
2007-10-30 -7.746073e-03
2007-10-31 -3.598502e-03
2007-11-01 -1.023271e-03
2007-11-02  3.203781e-04
2007-11-05 -1.543403e-02
2007-11-06 -5.913175e-03
2007-11-07 -1.515872e-02
2007-11-08 -5.284350e-03
2007-11-12  7.472781e-03
2007-11-13  3.306153e-02
2007-11-14  1.816534e-02
2007-11-15  1.586176e-02
2007-11-16  1.715356e-02
2007-11-19  1.532733e-02
2007-11-20 -2.826611e-02
2007-11-21 -6.320105e-02
2007-11-22 -4.216088e-02
2007-11-23  1.616535e-02
2007-11-26  4.039232e-02
2007-11-27 -1.404163e-02
2007-11-28 -3.111977e-02
2007-11-29 -1.574216e-02
2007-11-30  4.216458e-02
2007-12-03 -9.483758e-03
2007-12-04  1.567083e-03
2007-12-05  5.620792e-03
2007-12-06  2.691509e-02
2007-12-07 -2.234326e-03
2007-12-10  3.059120e-02
2007-12-11  2.541423e-02
2007-12-12 -1.631163e-02
2007-12-13 -2.120643e-02
2007-12-14 -7.097052e-03
2007-12-17 -6.586445e-02
2007-12-18  1.663847e-02
2007-12-19  2.276416e-02
2007-12-20 -3.254320e-02
2007-12-24  4.137826e-02
2007-12-26 -1.046373e-02
2007-12-27  2.249056e-02
2007-12-28 -1.803813e-02
2007-12-31  1.818593e-02
2008-01-01  7.419509e-03
2008-01-02  4.847059e-03
2008-01-03  2.455181e-02
2008-01-04  1.371024e-02
2008-01-07  6.578887e-02
2008-01-08  4.614688e-02
2008-01-09 -1.509874e-02
2008-01-10 -1.255510e-02
2008-01-11 -3.888395e-02
2008-01-14  4.343107e-03
2008-01-15 -4.115645e-02
2008-01-16 -2.884197e-02
2008-01-17 -4.801070e-03
2008-01-18 -4.073542e-02
2008-01-21 -3.537196e-02
2008-01-22 -6.216788e-02
2008-01-23  7.652775e-02
2008-01-24 -9.467115e-02
2008-01-25  6.748516e-03
2008-01-28 -7.417599e-02
2008-01-29  8.434911e-02
2008-01-30 -7.125703e-02
2008-01-31 -3.193372e-02
2008-02-01  4.006535e-02
2008-02-04  4.169136e-02
2008-02-05 -2.316605e-02
2008-02-06 -3.443826e-02
2008-02-07 -2.768848e-02
2008-02-08  9.630987e-03
2008-02-11 -2.889459e-02
2008-02-12 -4.097170e-03
2008-02-13  4.285185e-02
2008-02-14  7.922095e-02
2008-02-15 -1.614016e-02
2008-02-18 -2.995281e-02
2008-02-19 -1.930700e-02
2008-02-20 -2.600715e-02
2008-02-21 -4.146042e-04
2008-02-22 -1.415223e-02
2008-02-25 -2.427552e-02
2008-02-26  5.842657e-02
2008-02-27 -3.049468e-02
2008-02-28 -1.683383e-02
2008-02-29 -6.093867e-02
2008-03-03 -1.097531e-01
2008-03-04 -4.755095e-02
2008-03-05 -1.027419e-02
2008-03-07  3.998932e-02
2008-03-10  1.085512e-02
2008-03-11  7.868313e-02
2008-03-12 -1.733612e-02
2008-03-13 -9.621396e-02
2008-03-14  2.821585e-02
2008-03-17 -4.732506e-02
2008-03-18  1.280333e-02
2008-03-19 -1.582637e-02
2008-03-24 -2.215843e-02
2008-03-25  1.720003e-02
2008-03-26 -2.491586e-02
2008-03-27  4.956220e-02
2008-03-28  1.196154e-01
2008-03-31 -2.301940e-02
2008-04-01  6.338206e-02
2008-04-02  1.523507e-02
2008-04-03 -4.663302e-02
2008-04-04  2.041172e-02
2008-04-07  5.559137e-02
2008-04-08 -1.195350e-02
2008-04-09  4.528335e-02
2008-04-10 -4.431783e-02
2008-04-11  2.637272e-03
2008-04-15  7.088964e-03
2008-04-16 -8.364255e-03
2008-04-17  3.382061e-02
2008-04-21  1.989478e-02
2008-04-22 -2.781647e-02
2008-04-23 -3.681303e-02
2008-04-24 -2.402733e-03
2008-04-25  1.569580e-02
2008-04-28 -3.937644e-02
2008-04-29  2.906597e-02
2008-04-30  2.487834e-03
2008-05-02  6.471317e-03
2008-05-05  3.678803e-03
2008-05-06 -1.665034e-02
2008-05-07 -8.768204e-03
2008-05-08 -1.046250e-02
2008-05-09 -3.124255e-02
2008-05-12  3.078182e-02
2008-05-13 -1.576737e-03
2008-05-14  1.907532e-02
2008-05-15  3.111466e-02
2008-05-16  5.169841e-02
2008-05-20  3.392454e-02
2008-05-21 -2.988953e-02
2008-05-22 -6.100736e-02
2008-05-23  2.201622e-02
2008-05-26  2.747679e-02
2008-05-27 -2.533748e-02
2008-05-28 -2.601725e-02
2008-05-29 -5.061508e-02
2008-05-30  8.540596e-03
2008-06-02 -3.314461e-02
2008-06-03 -3.643384e-02
2008-06-04 -4.611426e-02
2008-06-05  8.820108e-02
2008-06-06  3.933876e-02
2008-06-09 -6.734785e-02
2008-06-10  2.901293e-02
2008-06-11  3.731659e-03
2008-06-12 -5.846076e-02
2008-06-13 -3.942873e-02
2008-06-16 -1.316996e-02
2008-06-17  1.130529e-02
2008-06-18  2.266462e-02
2008-06-19 -1.087805e-02
2008-06-20 -1.264627e-02
2008-06-23 -6.683971e-02
2008-06-24  5.004300e-02
2008-06-25  1.860136e-02
2008-06-26 -1.450219e-03
2008-06-27 -5.556660e-02
2008-06-30 -6.350511e-02
2008-07-01 -9.985754e-02
2008-07-02  2.066574e-02
2008-07-03 -1.058841e-01
2008-07-04  6.832886e-02
2008-07-07  1.514254e-02
2008-07-08  1.010783e-02
2008-07-09  5.916429e-02
2008-07-10 -2.004470e-03
2008-07-11 -3.309072e-02
2008-07-14 -2.222891e-02
2008-07-15 -5.555117e-02
2008-07-16  1.666570e-02
2008-07-17  3.523234e-02
2008-07-18 -1.137659e-03
2008-07-21 -2.165642e-03
2008-07-22  2.447572e-02
2008-07-23  9.813979e-02
2008-07-24 -1.817132e-02
2008-07-25 -2.159275e-02
2008-07-28  1.121759e-02
2008-07-29 -7.590382e-03
2008-07-30  3.128247e-02
2008-07-31  2.054437e-02
2008-08-01  6.840276e-02
2008-08-04 -1.245798e-02
2008-08-05  1.992875e-02
2008-08-06  7.856133e-03
2008-08-07 -1.643838e-05
2008-08-08  1.759592e-02
2008-08-11  1.530709e-02
2008-08-12 -2.123583e-02
2008-08-13 -8.224215e-03
2008-08-14 -5.599585e-03
2008-08-18 -3.056315e-02
2008-08-19  1.925497e-02
2008-08-20 -8.246982e-03
2008-08-21 -4.552880e-02
2008-08-22  3.937115e-03
2008-08-25 -4.432645e-02
2008-08-26 -4.303727e-02
2008-08-27 -1.198382e-02
2008-08-28  1.926958e-02
2008-08-29  4.470233e-02
2008-09-01 -5.814022e-03
2008-09-02  5.887436e-02
2008-09-04 -1.186555e-02
2008-09-05 -5.126554e-03
2008-09-08  4.417382e-02
2008-09-09  2.158685e-02
2008-09-10  1.298041e-02
2008-09-11 -6.877206e-02
2008-09-12 -3.538550e-02
2008-09-15 -3.671352e-02
2008-09-16 -4.925652e-02
2008-09-17 -2.144450e-02
2008-09-18  6.406216e-02
2008-09-19  1.082064e-02
2008-09-22 -6.560427e-02
2008-09-23 -2.510208e-02
2008-09-24  1.424640e-02
2008-09-25 -7.634043e-02
2008-09-26 -3.629718e-02
2008-09-29 -1.321165e-01
2008-09-30 -8.765837e-03
2008-10-01 -8.187272e-03
2008-10-03 -2.308664e-02
2008-10-06 -1.482816e-01
2008-10-07 -2.029664e-02
2008-10-08 -9.354752e-02
2008-10-10 -1.940120e-01
2008-10-13  1.422090e-01
2008-10-14  3.741232e-02
2008-10-15 -7.845055e-02
2008-10-16 -9.744113e-02
2008-10-17 -7.924482e-02
2008-10-20 -1.596860e-02
2008-10-21  8.021257e-02
2008-10-22 -7.061930e-02
2008-10-23 -9.386279e-02
2008-10-24 -5.155772e-01
2008-10-27  8.961897e-03
2008-10-29 -1.572422e-02
2008-10-31 -3.826100e-02
2008-11-03  3.144105e-02
2008-11-04  1.906921e-01
2008-11-05  5.740447e-02
2008-11-06  2.565036e-02
2008-11-07  1.605851e-01
2008-11-10 -2.470343e-02
2008-11-11 -1.472394e-01
2008-11-12 -4.084650e-02
2008-11-14 -4.353708e-02
2008-11-17 -1.438335e-03
2008-11-18 -7.194711e-02
2008-11-19 -6.171006e-02
2008-11-20 -2.083573e-02
2008-11-21  5.975807e-02
2008-11-24 -5.468241e-02
2008-11-25 -9.951832e-02
2008-11-26 -4.550521e-02
2008-11-28  2.963124e-02
2008-12-01 -5.387085e-02
2008-12-02 -6.642598e-02
2008-12-03  2.051789e-02
2008-12-04  9.896098e-02
2008-12-05  2.182593e-02
2008-12-08  5.204308e-02
2008-12-10  9.122236e-02
2008-12-11  2.162011e-02
2008-12-12  4.345600e-02
2008-12-15  4.259685e-02
2008-12-16  6.355663e-02
2008-12-17 -9.923335e-02
2008-12-18  1.086101e-01
2008-12-19 -4.744891e-03
2008-12-22  3.584321e-02
2008-12-23 -5.588433e-02
2008-12-24  2.294730e-02
2008-12-26 -2.478940e-02
2008-12-29  6.179690e-02
2008-12-30  5.346980e-03
2008-12-31  2.559082e-02
2009-01-02  3.587525e-02
2009-01-05  4.730371e-02
2009-01-06  1.873567e-03
2009-01-07 -2.555676e-01
2009-01-09  7.047309e-03
2009-01-12 -5.009963e-02
2009-01-13 -4.963949e-02
2009-01-14  4.743991e-02
2009-01-15 -4.142498e-02
2009-01-16  5.116882e-02
2009-01-19  7.478735e-02
2009-01-20 -4.280279e-02
2009-01-21 -4.374996e-02
2009-01-22 -1.374508e-02
2009-01-23 -5.726058e-03
2009-01-27 -3.821024e-02
2009-01-28 -2.328595e-02
2009-01-29 -2.497722e-02
2009-01-30  5.475770e-02
2009-02-02 -6.069118e-02
2009-02-03 -3.393182e-02
2009-02-04 -2.197056e-02
2009-02-05  2.392699e-02
2009-02-06  1.539970e-02
2009-02-09  2.974395e-02
2009-02-10  3.964916e-04
2009-02-11  1.694403e-02
2009-02-12 -3.989502e-03
2009-02-13  2.963513e-02
2009-02-16 -4.546303e-02
2009-02-17 -7.862258e-02
2009-02-18  8.825271e-03
2009-02-19  2.760094e-02
2009-02-20 -3.644663e-02
2009-02-24 -2.411454e-02
2009-02-25  2.611742e-02
2009-02-26 -1.054577e-02
2009-02-27 -5.734735e-03
2009-03-02 -5.264632e-02
2009-03-03 -6.109712e-03
2009-03-04 -9.098182e-04
2009-03-05 -5.330769e-02
2009-03-06 -3.469483e-02
2009-03-09 -5.334212e-03
2009-03-12 -4.366350e-02
2009-03-13  3.869275e-02
2009-03-16  1.758898e-02
2009-03-17  2.702738e-02
2009-03-18  5.424530e-02
2009-03-19 -6.178154e-03
2009-03-20  6.971137e-03
2009-03-23  6.140644e-02
2009-03-24  5.439881e-02
2009-03-25  4.829625e-02
2009-03-26 -5.186996e-03
2009-03-27  1.925447e-02
2009-03-30 -9.524346e-02
2009-03-31  2.429249e-02
2009-04-01  9.495510e-02
2009-04-02  8.973247e-02
2009-04-06  9.856025e-02
2009-04-08  3.453540e-02
2009-04-09 -9.984190e-03
2009-04-13  1.106147e-01
2009-04-15  6.959712e-02
2009-04-16 -2.036715e-01
2009-04-17  3.197813e-02
2009-04-20  1.241373e-02
2009-04-21 -2.029383e-02
2009-04-22  6.857601e-02
2009-04-23  2.133122e-02
2009-04-24  4.937639e-02
2009-04-27 -2.185230e-02
2009-04-28 -6.948338e-02
2009-04-29  5.700012e-02
2009-04-30  5.102445e-03
2009-05-04  3.121557e-02
2009-05-05  9.377345e-02
2009-05-06  1.956206e-02
2009-05-07  4.870230e-02
2009-05-08 -1.522889e-02
2009-05-11 -1.414440e-02
2009-05-12  7.417152e-02
2009-05-13 -4.969317e-02
2009-05-14 -1.665315e-02
2009-05-15  1.418987e-02
2009-05-18  1.975027e-01
2009-05-19 -3.726139e-02
2009-05-20  3.106697e-02
2009-05-21 -2.417477e-02
2009-05-22  3.889410e-02
2009-05-25 -4.921851e-02
2009-05-26 -3.025287e-02
2009-05-27  3.439410e-02
2009-05-28  1.147694e-02
2009-05-29  7.623459e-02
2009-06-01  1.504530e-01
2009-06-02 -2.542865e-02
2009-06-03  1.312744e-01
2009-06-04  8.059136e-02
2009-06-05 -4.365687e-02
2009-06-08 -7.242045e-02
2009-06-09  2.992336e-02
2009-06-10 -1.446023e-02
2009-06-11 -1.962457e-02
2009-06-12 -1.877080e-02
2009-06-15 -1.914529e-02
2009-06-16  2.915106e-02
2009-06-17 -6.639551e-02
2009-06-18 -1.142164e-01
2009-06-19  1.047070e-01
2009-06-22 -1.961332e-02
2009-06-23 -1.721287e-02
2009-06-24  8.721310e-02
2009-06-25  8.507494e-03
2009-06-26  4.934863e-02
2009-06-29 -5.281641e-02
2009-06-30 -1.206476e-01
2009-07-01  2.890198e-02
2009-07-02 -2.330130e-02
2009-07-03  2.503059e-02
2009-07-06 -7.793184e-02
2009-07-07 -1.233605e-02
2009-07-08 -1.111910e-01
2009-07-09 -9.972288e-03
2009-07-10 -3.616416e-02
2009-07-13 -3.505957e-02
2009-07-14  1.104752e-01
2009-07-15  4.615616e-02
2009-07-16 -1.138724e-02
2009-07-17  3.116809e-02
2009-07-20 -1.540163e-02
2009-07-21 -3.416415e-02
2009-07-22  3.139978e-03
2009-07-23  5.529972e-02
2009-07-24  7.001154e-02
2009-07-27  2.948082e-02
2009-07-28  6.019730e-03
2009-07-29 -5.434590e-02
2009-07-30 -2.004803e-02
2009-07-31  5.922785e-03
2009-08-03 -4.207600e-02
2009-08-04  1.801349e-02
2009-08-05 -5.785888e-03
2009-08-06 -4.506591e-02
2009-08-07 -6.093823e-02
2009-08-10 -6.802150e-02
2009-08-11  3.072022e-02
2009-08-12  3.040761e-02
2009-08-13  4.794361e-02
2009-08-14 -2.309451e-02
2009-08-17 -3.414926e-02
2009-08-18  3.437621e-02
2009-08-19 -3.886953e-02
2009-08-20  6.853749e-03
2009-08-21  1.722317e-02
2009-08-24  1.467837e-02
2009-08-25  4.423148e-02
2009-08-26  1.655193e-02
2009-08-27 -2.448305e-02
2009-08-28  2.581012e-02
2009-08-31  9.301986e-04
2009-09-01  1.680335e-02
2009-09-02  2.014767e-02
2009-09-03  3.080938e-02
2009-09-04  3.964916e-04
2009-09-07  2.651279e-02
2009-09-08 -1.430245e-02
2009-09-09 -1.301992e-02
2009-09-10 -2.956256e-02
2009-09-11 -1.205177e-02
2009-09-14 -1.009678e-02
2009-09-15  3.155166e-02
2009-09-16  9.050137e-03
2009-09-17 -6.724647e-03
2009-09-18  1.358130e-02
2009-09-22  1.638882e-02
2009-09-23 -6.358030e-02
2009-09-24 -2.692902e-02
2009-09-25  9.394729e-04
2009-09-29  5.270642e-03
2009-09-30 -9.921330e-03
2009-10-01  7.467525e-03
2009-10-05 -5.704893e-02
2009-10-06  9.704256e-04
2009-10-07 -2.105981e-02
2009-10-08  1.378818e-02
2009-10-09 -1.065331e-02
2009-10-12  1.433396e-02
2009-10-13  2.700698e-03
2009-10-14 -1.526053e-02
2009-10-15  4.161582e-02
2009-10-16  2.637344e-03
2009-10-20 -2.798226e-02
2009-10-21 -7.695992e-03
2009-10-22 -1.716836e-02
2009-10-23 -4.340071e-03
2009-10-26 -3.956043e-02
2009-10-27 -5.679826e-02
2009-10-28 -3.555941e-02
2009-10-29 -3.198661e-02
2009-10-30 -6.545013e-02
2009-11-03 -1.373107e-01
2009-11-04 -5.429082e-02
2009-11-05  1.255063e-01
2009-11-06  5.941988e-02
2009-11-09  1.150280e-03
2009-11-10 -1.939099e-02
2009-11-11  4.032638e-02
2009-11-12  2.519725e-02
2009-11-13 -3.928550e-02
 [ reached getOption("max.print") -- omitted 2469 rows ]

Black-Scholes formula-R

 Black-Scholes formula-R > BlackScholes <- function(TypeFlag = c("c", "p"), S, X, Time, r, b, sigma) { TypeFla...