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This is the results of my first attempt at using "Monte Carlo Simulation"
analysis of the OEX. I used the fri close and a 3 std deviation range for
the inputs. My model is overly simplistic. I am trying to figure out a
more realistic method for incorporating volatility into my model. This is
a work in progress.
Ron McEwan
Average 457.62
Std Dev 1.3837
Std Err 0.1957
Max 459.83
Min 454.91
Percentiles
5% 455.23
10% 455.3
15% 455.83
20% 456.25
25% 456.55
30% 457.16
35% 457.39
40% 457.55
45% 457.73
50% 458.03
55% 458.07
60% 458.2
65% 458.36
70% 458.41
75% 458.5
80% 458.88
85% 459.12
90% 459.22
95% 459.42
100% 459.83
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