The following graph plots the year-to-date performance of the index for 2012 compared to the probability calculated by a random walk model.
Initial Value: 740.92
Hist. Volatility: 2.01%
Annual Drift: 7%
Final Value: 849.35
Percentile: 62%
The high to date and low to date prices of the stock plotted against a random walk model for 2012 (what's this?).
© 2005, 2016, The Research Foundation of State University of New York, http://www.textbiz.org