EFTA00752107.pdf

GRAB Index I-IRA Indep IDED/1 Index 1 99) Edit Regression Analysis Data r Fii Data ast Price Period Lag I= 0 Linear CI Beta + - ONon-Parametric Regression Percent EL - 1: 2: 6/26/08 Y = ESTX 50 € Pr 0 Stack 0 Overlay * Rangel :..)Ranqe2 X = SX5E Dividend Fut Dec11 121 4 Ite Irfrafax4am31 • Raw BETA 0.665 • ALPHA(Intercept) 0.003 .. . 6 • • R- 2(Correlation- 2) 0.305 • •• i• • Std Dev Of Error 1.833 • 6 • " IA• • • ?": 4 Std Error Of ALPHA 0.083 !t. • er• . 'it • $`41 0_ MI • VA, " Std Error Of BETA 0.046 • .. 6.3 4744..e,••• • • Number Of Points 486 g nt,4 - 0.0Aornt• w•: 4: 1 • • • ik • • • 4 si- ,* •10 Item Rangel ,1,019 res. II. we,. se• ie. sup setr c .. iri•lTITrIll i...•ii•diT(iTr.gent.'ilia•. Last Observation -21) -12 -16 -1* -12 -10 8 4 -4 -2 0 2 4 6 I 10 X-0E0Z1Wka 151) Regression 52) Spread 53) Ratio 54) corral, 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 15:49:48 EFTA00752107