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Table 3 Entries of two-state transition matrices for selected equities

From: A methodology for stochastic analysis of share prices as Markov chains with finite states

Equities

P 00

P 01

P 10

P 11

 

1 - θ

θ

β

1 - β

ALW

0.133333

0.866667

0.142857

0.857143

CAL

0.296296

0.703704

0.227848

0.772152

EBG

0.433333

0.566667

0.210526

0.789474

ETI

0.166667

0.833333

0.170455

0.829545

FML

0.380952

0.619048

0.152941

0.847059