Daily Speculations

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Source: Daily Speculations study
June 2, 2005
DATE RANGE: 12/31/04 - 5/31/05

Algebraic Total: Sum of the total monthly moves from January to May 2005
AbsVal Total: Sum of the absolute monthly moves from January to May2005
Algeb./AbsVal: Ratio of the two quantities above

TickerAlgebraic TotalAbsVal TotalAlgeb./AbsVal
AA-4.329.54-45.3%
AIG-10.1221.78-46.5%
AXP-2.529.08-27.8%
BA12.1314.4783.8%
C-1.077.15-15%
CAT-3.427.42-12.4%
CMB-3.265.56-58.6%
DD-2.5414.02-18.1%
DIS-0.365.68-6.3%
GE-0.022.58-0.8%
GM-8.5318.23-46.8%
HD-3.3911.35-29.9%
HON0.825.2415.6%
HWP1.547.2421.3%
IBM-23.0323.03-100%
INTC3.576.9751.2%
JNJ3.686.7454.6%
KO2.995.5553.9%
MCD-1.126.42-17.4%
MMM-5.4213.86-39.1%
MO6.047.3682.1%
MRK0.311.42.6%
MSFT-0.924.18-22%
PFE1.016.5115.5%
PG0.074.231.7%
SBC-2.393.21-74.5%
UTX3.3510.2932.6%
VZ-5.136.49-79%
WMT-5.595.77-96.9%
XOM4.9419.1625.8%

Summary:

TickerAlgebraic TotalAbsVal TotalAlgeb./AbsVal
AVG-1.4210.02-0.1
SD6.066.340.48
CNT303030
Zscr-1.298.65-1.12
StdErr1.111.160.09

Source: Daily Speculations study

June 2, 2005
DATE RANGE: 5/1/05 - 5/31/05

Algebraic Total: Sum of the total daily moves within May 2005
AbsVal Total: Sum of the absolute daily moves from January to May2005
Algeb./AbsVal: Ratio of the two quantities above

TickerAlgebraic TotalAbsVal TotalAlgeb./AbsVal
AA-1.536.95-22%
AIG2.6611.9822.2%
AXP1.036.4915.9%
BA4.4212.6634.9%
C1.196.1519.3%
CAT7.0717.8339.7%
CMB0.195.613.4%
DD-0.139.51-1.4%
DIS1.254.0331%
GE0.685.0213.5%
GM4.2314.5529.1%
HD3.689.7837.6%
HON0.327.74.2%
HWP1.714.8735.1%
IBM0.3315.512.1%
INTC3.744.8677%
JNJ-1.475.35-27.5%
KO1.023.5229%
MCD1.455.9324.5%
MMM0.1211.481%
MO1.647.322.5%
MRK-1.814.47-40.5%
MSFT0.582.7820.9%
PFE0.764.616.5%
PG1.326.8619.2%
SBC-0.52.22-22.5%
UTX6.0321.1528.5%
VZ0.393.4311.4%
WMT0.126.861.7%
XOM-0.5914.99-3.9%

Summary:

TickerAlgebraic TotalAbsVal TotalAlgeb./AbsVal
AVG1.338.150.14
SD2.124.80.23
CNT303030
Zscr3.449.293.29
StdErr0.390.880.04