IAPM (1)
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Transcript of IAPM (1)
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7/25/2019 IAPM (1)
1/11
8 years of simulated data with mean=1% and std. dev.= 4.33%
Year
1 2 3 4 5 6
1 0.52% -1.99% 2.25% -4.51% -2.49% 2.08%2 -9.13% 3.94% 5.36% -0.90% -2.69% -0.60%
3 .6% -0.85% -2.53% -0.84% -3.49% 4.93%
4 -1.38% 3.25% 9.36% .58% 8.6% -1.14%
5 -0.66% 1.0% 1.65% 0.96% 1.4% 3.34%
Months 6 -1.01% .18% -9.04% 1.83% -2.8% -0.3%
7 6.58% 1.23% -5.33% -0.66% 2.4% -0.06%
8 -2.0% -8.49% 4.58% -1.30% 2.45% 0.04%
9 -1.4% -4.29% -3.50% 1.1% 1.22% 9.20%
10 0.9% -0.32% 4.69% -5.84% 5.62% -1.6%
11 -.99% 4.4% -2.30% -3.53% -1.59% -3.99%12 -3.% -0.33% -0.85% 1.26% -2.95% -5.41%
Mean -1.00% 0.48% 0.36% -0.40% 0.49% 0.49%
Std. dev 4.89% 4.24% 5.23% 3.48% 3.89% 3.95%
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8years of simulated d
7 8 1 2 3
-4.83% -1.% 1 -0.98% -0.89% 0.15%3.06% -2.05% 2 0.34% 1.2% 0.65%
1.09% 2.3% 3 -0.80% -1.09% -0.2%
-3.8% 5.18% 4 -0.15% 0.45% 0.41%
.30% 3.32% 5 -0.85% -0.81% -1.00%
-4.53% 4.42% 6 -0.83% 0.25% 0.83%
-2.33% 4.9% 7 0.49% 0.53% -0.5%
6.82% .56% 8 1.63% 0.42% -0.90%
2.6% -1.16% 9 0.96% 0.2% -0.14%
5.34% 2.53% 10 0.42% -1.90% 1.15%
-0.2% -2.16% 11 0.31% 1.82% -0.1%2.38% 0.52% 12 -0.93% 0.52% 1.0%
1.0% 1.99% 13 1.53% -0.51% -0.02%
4.29% 3.2% 14 -0.30% -1.15% 0.50%
15 -0.19% 0.0% 1.45%
!verall me 0.44% 16 -0.45% 0.16% -0.14%
"td. dev. 4.13% 17 -0.2% -0.65% -0.24%
Weeks 18 -0.18% 0.16% -2.8%
19 -0.01% 1.44% -0.02%
20 -0.08% 0.51% -0.1%
21 -1.10% -1.26% -1.25%
22 -0.86% -0.53% -0.58%
23 -0.64% 0.38% 0.45%
24 0.68% 1.41% -0.36%
25 0.95% 1.13% -0.90%
26 -1.01% 0.00% 0.99%
27 0.82% -0.88% -0.91%
28 0.41% 1.11% -1.26%
29 0.63% -2.15% -0.8%
30 -0.08% 1.20% 0.5%
31 0.4% 1.44% -0.51%
32 -0.32% 0.22% 0.40%
33 1.39% 0.58% -0.09%
34 0.09% -0.34% -0.0%
35 -0.90% -0.13% 1.24%
36 0.54% 0.01% 0.81%
37 0.31% 0.49% 1.13%
38 -0.15% 0.34% -0.3%
39 -0.48% -2.20% 0.63%
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40 0.32% -0.16% -0.63%
41 1.40% -1.33% -0.9%
42 0.% 0.1% 0.00%
43 -0.11% 1.8% -1.80%
44 0.34% 0.29% 0.5%
45 -0.1% 2.12% 0.5%
46 1.1% 1.84% 0.99%47 -0.64% 1.09% -0.13%
48 0.4% -0.11% -0.5%
49 0.16% 0.91% 0.40%
50 0.65% 0.06% 1.52%
51 0.92% 0.63% 1.28%
52 -0.03% 1.10% -0.35%
Mean 0.11% 0.21% 0.00%
Std. dev. 0.4% 1.03% 0.90%
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ata with mean= 0.048% and std. dev.= 0.95%
Year
4 5 6 7 8
-0.9% -0.58% 1.26% -0.12% -0.04%0.63% -1.15% -0.64% 1.21% -1.4%
0.51% 0.18% 2.3% 1.55% 0.52%
0.03% -0.05% -0.19% -0.03% -0.60%
-0.1% -1.82% -0.5% -1.2% 1.41%
0.23% 1.22% -0.42% 0.42% -1.60%
-2.18% 0.55% -0.84% -0.36% -1.44%
-0.31% -0.89% -0.22% 0.58% 0.03%
-0.3% -0.36% 1.03% 0.51% 0.0%
-1.11% -0.36% 0.40% 0.25% -0.13%
-0.08% -0.29% 0.82% -0.48% 0.3%-0.82% -0.35% -0.6% 0.61% -0.50%
-0.64% -0.23% -0.19% 1.05% -0.02%
-0.69% -0.45% -0.31% -2.50% -0.1%
-0.40% -2.3% 0.30% -0.61% -0.62%
-0.18% 1.5% -1.23% -1.4% -0.19%
2.18% 0.34% 1.48% -1.14% 1.34%
0.03% 1.50% 0.3% -0.94% 1.33%
0.48% 0.0% 0.80% 1.16% -0.21%
-0.% -0.24% 1.36% 1.09% -0.52%
0.18% 0.26% 1.46% -1.12% -0.62%
0.31% 0.52% -2.40% -0.08% 0.01%
-1.46% -0.0% -0.42% -2.21% -0.6%
0.2% -0.12% -0.39% -1.19% 0.53%
0.82% -0.56% 0.09% -0.14% 1.13%
-1.23% 0.35% -1.01% 0.93% 0.14%
0.03% 0.40% -0.2% -0.56% 0.09%
-0.42% 0.25% 0.31% 1.0% -1.1%
1.64% 0.63% 2.3% -1.00% 1.42%
-2.10% -0.2% 0.43% -1.33% 0.34%
0.82% -0.38% -0.69% -2.49% -0.23%
-0.01% -1.90% -1.38% -0.50% 0.6%
0.80% 0.02% -0.39% -0.52% -1.16%
0.44% 0.16% 2.05% 1.3% -0.88%
-0.28% 0.62% -0.03% -1.96% 0.00%
0.35% 1.% 1.16% 1.02% -0.26%
2.31% -0.23% -0.60% -1.86% -0.32%
0.09% 0.25% 0.33% 1.1% 0.15%
0.58% 0.0% -0.84% -0.50% 0.31%
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-1.19% -1.15% 0.01% -0.82% -0.82%
0.22% -0.02% 0.09% 0.80% 0.81%
-1.44% -0.0% -2.0% -1.10% -0.10%
-1.03% 0.92% -0.56% 1.3% -0.08%
-0.34% -0.18% 1.2% 0.0% -0.23%
-0.62% -0.62% -0.19% 1.29% 1.09%
1.51% -0.43% 0.53% 1.01% -0.13%-0.23% 1.26% -0.1% 0.04% 0.0%
-1.11% 2.10% -1.02% 0.23% 1.64%
-0.0% 3.16% -0.05% 0.0% -0.42%
-0.34% -1.02% -1.32% 0.61% 0.2%
1.21% 0.45% 0.39% 0.1% -0.16%
-0.05% 0.02% -0.30% -0.10% 0.24%
-0.09% 0.0% 0.02% -0.11% -0.01%
0.94% 0.9% 1.03% 1.12% 0.6%
!verall me 0.02%"td. dev 0.94%
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#$" 1.33 is& free r .50%
'urrent di 0.16 (ar&et ris 5.50% Stable growth
)rowth rat 36% 6%
*ime 5 5
$ayout rati 12.03% 60%
+eta 1.60% 1
'ost of e, .58800% 13.00%
0 1 2 3 4 5 6
#$" 1.33 1.8088 2.459968 3.345556 4.54995 6.18941 8.044324
ividend 16.00% 21.6% 29.59% 40.25% 54.4% 4.44% 14.00%
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8 9 10
9.94961 11.045 13.18291 13.9388
311.52% 480.59% 664.82% 838.85%
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!"#$!%&!
/ 50
"ima 30%
r 8%
nitial nv 1000
Week Sto,k -r
0 56 56.161 0.94429
1 60 52 1.026309
2 52 0.5419
Sto,k-r,e atend o/week
d1 atbegnnn
g o/week
!egabegnnngo/ week
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&'S(")'*+ S&M(%)#&!'
(ean 15%
ort/olo vale begnnng o/ week ort/olo
Sto,ks "/ a, ort/olo vale Sto,ks
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ale end o/ week
"/ a, ort/olo vale 'oral devates