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 |