EFTA00752108.pdf

GRAB Index H RA Dep Indep IDEDZ ' Index 1 99) Edit Regression Analysis Data Data -r:t Period Lag Loca CCY 0 Linear 0 Beta + - 0 Non-Parametric Regression O Loq 1: , 2: — = ESTX 50 € Pr 0 Stack 0 Overlay amiliadmiew * Rangel 0 Ranqe2 X = SX5E Dividend Fut Dec12 • Item ange I•yeatzemarorl •• • Raw BETA 0.639 ALPHA(Intercept) 0.007 6 • • R^2(Corretation- 2) 0.292 • Std Dev Of Error 1.849 Std Error Of ALPHA 0.084 2- Std Error Of BETA 0.045 0 Number Of Points 486 -2- '• . 81 -10 Item Rangel Last Observation -72 -10 6 6 6 0 6 XsCIECIZZIKW 1151) Regression 52) Spread 53)l 54) Corretatic/ Australia 61 2 9777 8600 Brazil 5511 3048 4500 Europe 44 20 7330 7500 Germany 49 69 9204 1210 Hong Kong 852 2977 6000 Japan 81 3 3201 8900 Singapore 65 6212 1000 U.S. 1 212 318 2000 Copyright 2010 Bloomberg Finance L.P. SN 897449 G992-794-0 27-May-10 15:49:12 EFTA00752108