MacDonalds

Date

Adj Close

Retun of Stock

21-Nov-14
20-Nov-14
19-Nov-14
18-Nov-14
17-Nov-14
14-Nov-14
13-Nov-14

96.68
96.64
96.56
96.41
95.97
96.21
95.48

0.0004139073
0.0008285004
0.0015558552
0.0045847661
-0.0024945432
0.0076455802
0.0015734816

12-Nov-14

95.33

0.001997057

11-Nov-14

95.14

0.0003154242

10-Nov-14
7-Nov-14
6-Nov-14
5-Nov-14
4-Nov-14
3-Nov-14

95.11
95.1
94.66
94.64
94.47
93.61

0.0001051525
0.0046482147
0.0002113271
0.0017995131
0.0091870527
-0.0012802731

31-Oct-14

93.73

0.0037481259

30-Oct-14

93.38

0.0070095978

29-Oct-14

92.73

0.0014038877

28-Oct-14
27-Oct-14
24-Oct-14

92.6
92.01
91.67

0.0064123465
0.003708956
0.0071412876

23-Oct-14
22-Oct-14

91.02
90.94

0.0008797009
-0.0007691462

21-Oct-14
20-Oct-14
17-Oct-14
16-Oct-14
15-Oct-14
14-Oct-14
13-Oct-14
10-Oct-14
9-Oct-14
8-Oct-14
7-Oct-14
6-Oct-14

91.01
91.59
91.04
89.91
90.44
91.1
90.73
92.3
92.72
93.83
92.81
93.84

-0.0063325691
0.0060413005
0.0125681237
-0.0058602388
-0.0072447859
0.0040780337
-0.0170097508
-0.004529767
-0.0118299051
0.010990195
-0.0109761296
-0.0107526882

MEAN
ST.DEV

Norm

90% Confidence Le
95% Confidence Le
99% Confidence Le

90% Confidence Le
95% Confidence Le
99% Confidence Le

Total Working Day

At 90%
At 95%
At 99%

3-Oct-14
2-Oct-14
1-Oct-14
30-Sep-14
29-Sep-14
26-Sep-14
25-Sep-14
24-Sep-14
23-Sep-14
22-Sep-14
19-Sep-14
18-Sep-14
17-Sep-14
16-Sep-14
15-Sep-14
12-Sep-14
11-Sep-14
10-Sep-14
9-Sep-14
8-Sep-14
5-Sep-14
4-Sep-14
3-Sep-14
2-Sep-14
29-Aug-14
28-Aug-14
27-Aug-14
26-Aug-14
25-Aug-14
22-Aug-14
21-Aug-14
20-Aug-14
19-Aug-14
18-Aug-14
15-Aug-14
14-Aug-14
13-Aug-14
12-Aug-14
11-Aug-14
8-Aug-14
7-Aug-14
6-Aug-14
5-Aug-14
4-Aug-14
1-Aug-14

94.86
94.12
94.19
94.81
96.22
94.7
94.16
95
93.51
93.93
94.36
93.48
93.53
93.75
93.47
93.34
92.96
93
91.09
92.5
93.07
93.01
93.14
92.8
93.72
94.14
93.84
93.3
93.63
93.64
93.72
93.38
93.64
93.44
92.99
92.86
93.16
92.76
92.73
92.75
92.51
92.67
92.63
93.5
93.49

0.0078623034
-0.0007431787
-0.0065393946
-0.0146539181
0.0160506864
0.0057349193
-0.0088421053
0.0159341247
-0.0044714149
-0.0045570157
0.0094137783
-0.0005345878
-0.0023466667
0.0029956136
0.0013927577
0.0040877797
-0.0004301075
0.0209682731
-0.0152432432
-0.0061244225
0.0006450919
-0.0013957483
0.0036637931
-0.0098164746
-0.0044614404
0.0031969309
0.0057877814
-0.0035245114
-0.000106792
-0.0008536065
0.0036410366
-0.0027765912
0.002140411
0.00483923
0.0013999569
-0.0032202662
0.0043122035
0.0003235199
-0.0002156334
0.0025943141
-0.0017265566
0.0004318255
-0.0093048128
0.0001069633
-0.0027733333

31-Jul-14
30-Jul-14
29-Jul-14
28-Jul-14
25-Jul-14
24-Jul-14
23-Jul-14
22-Jul-14
21-Jul-14
18-Jul-14
17-Jul-14
16-Jul-14
15-Jul-14
14-Jul-14
11-Jul-14
10-Jul-14
9-Jul-14
8-Jul-14
7-Jul-14
3-Jul-14
2-Jul-14
1-Jul-14
30-Jun-14
27-Jun-14
26-Jun-14
25-Jun-14
24-Jun-14
23-Jun-14
20-Jun-14
19-Jun-14
18-Jun-14
17-Jun-14
16-Jun-14
13-Jun-14
12-Jun-14
11-Jun-14
10-Jun-14
9-Jun-14
6-Jun-14
5-Jun-14
4-Jun-14
3-Jun-14
2-Jun-14
30-May-14
29-May-14

93.75
95.13
95
94.96
94.9
94.53
94.53
95.45
96.72
98.14
97.53
98.42
99.44
99.61
99.51
99.72
100.21
99.23
99.31
100.12
99.67
100.14
99.88
100.59
100.64
100.74
100.6
101.04
101.05
101.04
100.48
100.4
100.23
99.63
98.91
99.56
100.02
100.51
101.09
101.57
101.56
100.58
101.16
100.56
100.47

-0.0145064648
0.0013684211
0.00042123
0.0006322445
0.0039141013
0
-0.0096385542
-0.0131306865
-0.0144691257
0.0062544858
-0.0090428775
-0.0102574417
-0.001706656
0.0010049241
-0.0021058965
-0.0048897316
0.0098760456
-0.0008055584
-0.0080902917
0.0045148992
-0.0046934292
0.0026031237
-0.0070583557
-0.0004968203
-0.0009926544
0.0013916501
-0.004354711
-9.896091044E-005
9.897070467E-005
0.0055732484
0.0007968127
0.001696099
0.0060222824
0.0072793449
-0.0065287264
-0.0045990802
-0.0048751368
-0.0057374617
-0.0047258049
0.000098464
0.0097434878
-0.0057334915
0.0059665871
0.0008957898
0.0084311954

28-May-14
27-May-14
23-May-14
22-May-14
21-May-14
20-May-14
19-May-14
16-May-14
15-May-14
14-May-14
13-May-14
12-May-14
9-May-14
8-May-14
7-May-14
6-May-14
5-May-14
2-May-14
1-May-14
30-Apr-14
29-Apr-14
28-Apr-14
25-Apr-14
24-Apr-14
23-Apr-14
22-Apr-14
21-Apr-14
17-Apr-14
16-Apr-14
15-Apr-14
14-Apr-14
11-Apr-14
10-Apr-14
9-Apr-14
8-Apr-14
7-Apr-14
4-Apr-14
3-Apr-14
2-Apr-14
1-Apr-14
31-Mar-14
28-Mar-14
27-Mar-14
26-Mar-14
25-Mar-14

99.63
100.67
100.32
100.76
100.87
99.86
100.41
101.44
100.81
101.33
101.82
101.16
101.23
100.27
100.28
99.29
99.47
99.76
99.3
99.71
99.83
98.66
99.07
98.19
97.5
97.68
98.03
98.6
99.17
99.17
98.46
97.65
97.79
96.73
96.46
95.41
96.26
96.05
95.98
96.29
96.41
95.64
94.57
94.26
94.33

-0.0103307837
0.0034888357
-0.0043668122
-0.0010905125
0.0101141598
-0.0054775421
-0.0101537855
0.00624938
-0.0051317478
-0.0048124141
0.0065243179
-0.0006914946
0.0095741498
-9.972078181E-005
0.0099707926
-0.0018095908
-0.0029069767
0.004632427
-0.0041119246
-0.0012020435
0.0118589094
-0.0041384879
0.0089622161
0.0070769231
-0.0018427518
-0.0035703356
-0.0057809331
-0.005747706
0
0.0072110502
0.0082949309
-0.0014316392
0.0109583376
0.0027990877
0.0110051357
-0.0088302514
0.0021863613
0.0007293186
-0.0032194413
-0.0012446842
0.0080510247
0.0113143703
0.0032887757
-0.0007420757
-0.0027487049

24-Mar-14
21-Mar-14
20-Mar-14
19-Mar-14
18-Mar-14
17-Mar-14
14-Mar-14
13-Mar-14
12-Mar-14
11-Mar-14
10-Mar-14
7-Mar-14
6-Mar-14
5-Mar-14
4-Mar-14
3-Mar-14
28-Feb-14
27-Feb-14
26-Feb-14
25-Feb-14
24-Feb-14
21-Feb-14
20-Feb-14
19-Feb-14
18-Feb-14
14-Feb-14
13-Feb-14
12-Feb-14
11-Feb-14
10-Feb-14
7-Feb-14
6-Feb-14
5-Feb-14
4-Feb-14
3-Feb-14
31-Jan-14
30-Jan-14
29-Jan-14
28-Jan-14
27-Jan-14
24-Jan-14
23-Jan-14
22-Jan-14
21-Jan-14
17-Jan-14

94.59
93.9
95.01
94.52
95.71
95.99
95.97
95.76
97.08
97.15
93.63
93.93
94
93.45
93.41
92.77
93.58
93.51
93.51
94.22
94.11
94.06
93.38
93.18
93.64
93.41
93.09
92.54
92.98
92.51
93.54
92.59
91.26
90.78
90.71
91.84
91.47
90.84
91.84
91.74
92.09
92.96
92.53
92.72
92.58

0.0073482428
-0.0116829807
0.005184088
-0.0124333925
-0.0029169705
0.0002083985
0.0021929825
-0.0135970334
-0.0007205353
0.037594788
-0.0031938678
-0.0007446809
0.0058855003
0.0004282197
0.0068987819
-0.0086556957
0.000748583
0
-0.0075355551
0.001168845
0.0005315756
0.0072820732
0.0021463833
-0.0049124306
0.0024622631
0.0034375336
0.0059433758
-0.0047322005
0.0050805318
-0.0110113321
0.0102602873
0.0145737453
0.0052875083
0.00077169
-0.012304007
0.0040450421
0.0069352708
-0.0108885017
0.0010900371
-0.0038006298
-0.009358864
0.0046471415
-0.0020491803
0.0015122057
-0.0117421008

16-Jan-14
15-Jan-14
14-Jan-14
13-Jan-14
10-Jan-14
9-Jan-14
8-Jan-14
7-Jan-14
6-Jan-14
3-Jan-14
2-Jan-14
31-Dec-13
30-Dec-13
27-Dec-13
26-Dec-13
24-Dec-13
23-Dec-13
20-Dec-13
19-Dec-13
18-Dec-13
17-Dec-13
16-Dec-13
13-Dec-13
12-Dec-13
11-Dec-13
10-Dec-13
9-Dec-13
6-Dec-13
5-Dec-13
4-Dec-13
3-Dec-13
2-Dec-13
29-Nov-13
27-Nov-13
26-Nov-13
25-Nov-13
22-Nov-13
21-Nov-13
20-Nov-13
19-Nov-13
18-Nov-13
15-Nov-13
14-Nov-13
13-Nov-13
12-Nov-13

93.68
93.09
92.86
92.48
93.42
93.09
93.04
93.99
93.47
94.15
94.02
94.62
94.6
94.51
94.44
94.15
93.91
94.12
92.78
93.55
92.04
93.08
92.1
91.77
92.9
93.06
93.35
94.4
93.06
93.34
93.99
94.12
94.96
94.65
94.98
95.67
95.04
94.49
94.34
94.76
94.44
93.74
94.36
94.89
94.45

0.0063379525
0.0024768469
0.0041089965
-0.0100620852
0.0035449565
0.0005374033
-0.0101074582
0.0055632823
-0.0072225173
0.0013826845
-0.0063411541
0.0002114165
0.0009522802
0.0007412114
0.0030801912
0.0025556384
-0.0022311942
0.0144427678
-0.0082308926
0.0164059105
-0.0111731844
0.010640608
0.0035959464
-0.0121636168
-0.0017193209
-0.0031065881
-0.0111228814
0.0143993123
-0.0029997857
-0.0069156293
-0.0013812155
-0.0088458298
0.0032752245
-0.0034744157
-0.0072122923
0.0066287879
0.0058207218
0.0015899936
-0.0044322499
0.0033883947
0.0074674632
-0.0065705808
-0.0055854147
0.0046585495
0.005857295

11-Nov-13
8-Nov-13
7-Nov-13
6-Nov-13
5-Nov-13
4-Nov-13
1-Nov-13
31-Oct-13
30-Oct-13
29-Oct-13
28-Oct-13
25-Oct-13
24-Oct-13
23-Oct-13
22-Oct-13
21-Oct-13
18-Oct-13
17-Oct-13
16-Oct-13
15-Oct-13
14-Oct-13
11-Oct-13
10-Oct-13
9-Oct-13
8-Oct-13
7-Oct-13
4-Oct-13
3-Oct-13
2-Oct-13
1-Oct-13
30-Sep-13
27-Sep-13
26-Sep-13
25-Sep-13
24-Sep-13
23-Sep-13
20-Sep-13
19-Sep-13
18-Sep-13
17-Sep-13
16-Sep-13
13-Sep-13
12-Sep-13
11-Sep-13
10-Sep-13

93.9
93.82
94.01
94.69
94.21
94.11
94.05
93.35
92.88
92.9
92.24
91.67
91.57
91.12
92
91.48
92.07
92.34
92.09
90.72
91.61
91.63
91.34
90.21
90.86
91.26
91.59
91.56
92.15
92.97
93.05
93.93
94.97
94.41
94.57
94.09
93.72
94.7
95.46
94.7
94.5
94.15
93.99
94.26
93.71

0.0008526967
-0.0020210616
-0.0071813285
0.0050950005
0.0010625863
0.0006379585
0.007498661
0.0050602929
-0.0002152853
0.0071552472
0.0062179557
0.0010920607
0.0049385426
-0.0095652174
0.0056843026
-0.0064081677
-0.0029239766
0.0027147356
0.0151014109
-0.0097150966
-0.0002182691
0.0031749507
0.0125263275
-0.0071538631
-0.0043830813
-0.0036030134
0.000327654
-0.0064026044
-0.0088200495
-0.0008597528
-0.0093686788
-0.0109508266
0.005931575
-0.0016918685
0.0051014986
0.00394793
-0.0103484688
-0.0079614498
0.0080253432
0.0021164021
0.0037174721
0.0017023088
-0.0028644176
0.0058691708
0.004609777

9-Sep-13
6-Sep-13
5-Sep-13
4-Sep-13
3-Sep-13
30-Aug-13
29-Aug-13
28-Aug-13
27-Aug-13
26-Aug-13
23-Aug-13
22-Aug-13
21-Aug-13
20-Aug-13
19-Aug-13
16-Aug-13
15-Aug-13
14-Aug-13
13-Aug-13
12-Aug-13
9-Aug-13
8-Aug-13
7-Aug-13
6-Aug-13
5-Aug-13
2-Aug-13
1-Aug-13
31-Jul-13
30-Jul-13
29-Jul-13
26-Jul-13
25-Jul-13
24-Jul-13
23-Jul-13
22-Jul-13
19-Jul-13
18-Jul-13
17-Jul-13
16-Jul-13
15-Jul-13
12-Jul-13
11-Jul-13
10-Jul-13
9-Jul-13
8-Jul-13

93.28
93.1
92.52
92.04
91.42
91.26
91.75
92.18
90.99
91.44
91.27
91.59
91.25
91.62
91.6
91.17
91.52
92.21
92.54
93.1
93.66
94.06
94.34
94.68
95.28
95.17
94.98
94.1
94.38
93.9
94.05
93.53
92.74
92.83
93.62
96.2
96.11
96.04
96.79
96.66
97.46
96.7
95.92
95.93
95.83

0.0019334049
0.0062689148
0.0052151239
0.0067818858
0.0017532325
-0.0053405995
-0.0046647863
0.0130783603
-0.0049212598
0.0018626055
-0.0034938312
0.0037260274
-0.0040384196
0.0002183406
0.0047164637
-0.0038243007
-0.0074829194
-0.0035660255
-0.0060150376
-0.0059790732
-0.0042526047
-0.0029679881
-0.0035910435
-0.0062972292
0.0011558264
0.0020004211
0.0093517535
-0.0029667302
0.0051118211
-0.0015948963
0.0055597135
0.0085184386
-0.0009695142
-0.0084383679
-0.0268191268
0.000936427
0.000728863
-0.0077487344
0.0013449203
-0.0082084958
0.0078593588
0.0081317765
-0.0001042427
0.0010435146
0.0002087465

5-Jul-13
3-Jul-13
2-Jul-13
1-Jul-13
28-Jun-13
27-Jun-13
26-Jun-13
25-Jun-13
24-Jun-13
21-Jun-13
20-Jun-13
19-Jun-13
18-Jun-13
17-Jun-13
14-Jun-13
13-Jun-13
12-Jun-13
11-Jun-13
10-Jun-13
7-Jun-13
6-Jun-13
5-Jun-13
4-Jun-13
3-Jun-13
31-May-13
30-May-13
29-May-13
28-May-13
24-May-13
23-May-13
22-May-13
21-May-13
20-May-13
17-May-13
16-May-13
15-May-13
14-May-13
13-May-13
10-May-13
9-May-13
8-May-13
7-May-13
6-May-13
3-May-13
2-May-13

95.81
96.28
95.87
95.77
94.98
95.61
94.83
93.56
93.34
93.28
92.86
94.8
95.7
94.73
94.43
94.87
94.25
94.24
95.49
94.29
92.76
92.51
94.38
93.98
92.65
93.13
94.29
96.38
95.47
96.18
96.85
97.23
96.66
96.66
96.26
97.05
96.34
95.56
95.39
94.9
96.1
97.38
97.17
97.98
97.16

-0.0048815953
0.0042766246
0.0010441683
0.0083175405
-0.0065892689
0.0082252452
0.013574177
0.0023569745
0.0006432247
0.0045229378
-0.020464135
-0.0094043887
0.0102396284
0.0031769565
-0.0046379256
0.0065782493
0.0001061121
-0.013090376
0.0127266942
0.0164941785
0.0027024106
-0.0198135198
0.0042562247
0.0143550998
-0.0051540857
-0.0123024711
-0.0216849969
0.0095317901
-0.0073819921
-0.0069179143
-0.0039082588
0.0058969584
0
0.0041554124
-0.008140134
0.0073697322
0.0081624111
0.0017821575
0.0051633298
-0.0124869927
-0.0131443828
0.0021611609
-0.0082669933
0.0084396871
0.0067350534

1-May-13
30-Apr-13
29-Apr-13
26-Apr-13
25-Apr-13
24-Apr-13
23-Apr-13
22-Apr-13
19-Apr-13
18-Apr-13
17-Apr-13
16-Apr-13
15-Apr-13
12-Apr-13
11-Apr-13
10-Apr-13
9-Apr-13
8-Apr-13
5-Apr-13
4-Apr-13
3-Apr-13
2-Apr-13
1-Apr-13
28-Mar-13
27-Mar-13
26-Mar-13
25-Mar-13
22-Mar-13
21-Mar-13
20-Mar-13
19-Mar-13
18-Mar-13
15-Mar-13
14-Mar-13
13-Mar-13
12-Mar-13
11-Mar-13
8-Mar-13
7-Mar-13
6-Mar-13
5-Mar-13
4-Mar-13
1-Mar-13
28-Feb-13
27-Feb-13

96.51
97.23
97.27
96.04
96.09
96.17
94.97
94.55
95.12
97.01
97.61
98.09
97.24
98.61
97.09
96.61
96.2
96.62
96.55
95.8
94.48
95.44
94.29
94.9
94.15
93.77
93.52
94.5
93.8
94.02
93.67
93.83
94.88
94.54
94.61
94.01
94.14
93.97
92.43
92.16
91.21
90.5
91.08
91.29
91.13

-0.0074051219
-0.0004112265
0.0128071637
-0.0005203455
-0.0008318602
0.0126355691
0.0044420941
-0.0059924306
-0.0194825276
-0.0061469112
-0.0048934652
0.0087412587
-0.0138931143
0.0156555773
0.0049684298
0.0042619543
-0.0043469261
0.0007250129
0.00782881
0.0139712108
-0.0100586756
0.0121964153
-0.0064278188
0.0079660117
0.0040524688
0.002673225
-0.0103703704
0.0074626866
-0.0023399277
0.0037365218
-0.0017052116
-0.0110666105
0.0035963613
-0.0007398795
0.0063822998
-0.001380922
0.001809088
0.0166612572
0.0029296875
0.0104155246
0.0078453039
-0.0063680281
-0.0023003615
0.0017557336
0.0029716047

26-Feb-13
25-Feb-13
22-Feb-13
21-Feb-13
20-Feb-13
19-Feb-13
15-Feb-13
14-Feb-13
13-Feb-13
12-Feb-13
11-Feb-13
8-Feb-13
7-Feb-13
6-Feb-13
5-Feb-13
4-Feb-13
1-Feb-13
31-Jan-13
30-Jan-13
29-Jan-13
28-Jan-13
25-Jan-13
24-Jan-13
23-Jan-13
22-Jan-13
18-Jan-13
17-Jan-13
16-Jan-13
15-Jan-13
14-Jan-13
11-Jan-13
10-Jan-13
9-Jan-13
8-Jan-13
7-Jan-13
4-Jan-13
3-Jan-13
2-Jan-13
31-Dec-12
28-Dec-12
27-Dec-12
26-Dec-12
24-Dec-12
21-Dec-12
20-Dec-12

90.86
90.79
89.95
88.9
88.68
88.63
88.67
88.35
88.77
89.81
89.87
89.59
89.36
89.78
89.63
89.33
90.61
89.99
89.4
89.64
89.11
88.5
88.12
88.28
87.78
87.12
86.65
86.03
86.42
86.44
86.62
86.31
85.76
85.88
85.85
84.85
85.59
85.1
83.3
82.7
83.78
83.8
84.32
85.16
85.03

0.00077101
0.0093385214
0.0118110236
0.00248083
0.0005641431
-0.0004511109
0.0036219581
-0.0047313282
-0.0115800022
-0.000667631
0.0031253488
0.0025738585
-0.004678102
0.0016735468
0.0033583343
-0.0141264761
0.0068896544
0.0065995526
-0.0026773762
0.0059477051
0.0068926554
0.0043123014
-0.001812415
0.0056960583
0.0075757576
0.00542412
0.0072067883
-0.0045128442
-0.0002313744
-0.002078042
0.0035917043
0.0064132463
-0.0013972986
0.0003494467
0.0117855038
-0.0086458698
0.0057579318
0.0216086435
0.0072551391
-0.0128909048
-0.0002386635
-0.0061669829
-0.0098637858
0.0015288722
0.0036591124

19-Dec-12
18-Dec-12
17-Dec-12
14-Dec-12
13-Dec-12
12-Dec-12
11-Dec-12
10-Dec-12
7-Dec-12
6-Dec-12
5-Dec-12
4-Dec-12
3-Dec-12
30-Nov-12
29-Nov-12
28-Nov-12

84.72
85.48
84.91
83.93
84.21
84.34
84.63
84.43
83.55
83.19
82.13
82.35
82.21
82.19
81.68
80.98

-0.0088909686
0.0067129902
0.011676397
-0.0033250208
-0.0015413801
-0.0034266808
0.0023688262
0.0105326152
0.0043274432
0.012906368
-0.002671524
0.0017029558
0.0002433386
0.0062438786
0.0086441097
#DIV/0!

MISBAH JAMIL
0.000381
0.007282

Normal Distribution/Bell curve

VaR

90% Confidence Level

95% Confidence Level
99% Confidence Level

-0.008951

-0.865403

-0.011597

-1.121172

-0.016559

-1.600953

Historical Simulation
VaR

90% Confidence Level

95% Confidence Level
99% Confidence Level

-0.009359

-0.904815

-0.011683

-1.129511

-0.019483

-1.883571

Find K
Total Working Day = 502
K
500*10/100
500*5/100
500*1/100

50
25
5