Merrill Lynch Security Risk Evaluation 1-07
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Security Risk Evaluation ALPHA January 2007 Price As of December 2006 Month End COPYRIGHT 1998 MERRILL LYNCH, PIERCE, FENNER & SMITH INCORPORATED (MLPF&S). APPROVED FOR PUBLICATION IN THE UNITED KINGDOM BY MERRILL LYNCH, PIERCE, FENNER & SMITH LIMITED, AN AFFILIATED COMPANY AND REGULATED BY THE SECURITIES AND FUTURES AUTHORITY LIMITED. THE INFORMATION HEREIN WAS OBTAINED FROM VARIOUS SOURCES; WE DO NOT GUARANTEE ITS ACCURACY. ADDITIONAL INFORMATION AVAILABLE. GLOBAL SECURITIES RESEARCH & ECONOMICS RESEARCH TECHNOLOGY ALPHA (1) 800 255-9107 CONTINENTAL UNITED STATES January 2007 (1) 212 449-1072 WORLD WIDE PRICE AS OF December 2006 MONTH END Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics 2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ DOWI DOW JONES & CO 30 INDUSTRIALS 12463.150 0.96 0.03 0.91 1.09 0.04 0.14 0.98 60 DJ 20 DOW JONES & CO 20 TRANS ACTUAL 4560.200 0.94 0.65 0.42 3.86 0.14 0.50 0.96 60 DJ 15 DOW JONES & CO 15 UTIL ACTUAL 456.770 0.57 0.60 0.19 4.12 0.15 0.54 0.72 60 DJ 65 DOW JONES & CO 65 STOCK COMPOSITE 4120.960 0.89 0.28 0.86 1.29 0.05 0.17 0.93 60 SPALNS S&P 500 500 STOCKS 1418.300 1.00 0.00 1.00 0.00 0.00 0.00 1.00 60 Based on S&P 500 Index Using Straight Regression Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics 2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ GFW AAG HLDG INC SR DEB 7.5% 33 25.597 0.19 -0.06 0.03 1.58 0.13 0.28 0.46 38 GFZ AAG HLDG INC SR DB 7.25% 34 25.700 0.20 -0.05 0.02 1.82 0.15 0.32 0.47 36 AAON AAON INC COM PAR $0.004 26.280 1.00 0.83 0.12 8.97 0.33 1.17 1.00 60 AIR AAR CORP 29.190 2.12 2.40 0.18 15.60 0.57 2.03 1.74 60 ABB ABB LTD SPONSORED ADR 17.980 2.21 2.52 0.09 23.25 0.85 3.02 1.80 60 ABXA ABX AIR INC 6.930 3.01 1.62 0.15 14.37 1.06 2.42 2.33 42 ABN PF ABN AMRO CAP FDG TR VI PFD TR 6.25%08 25.200 -0.04 0.09 -0.02 2.54 0.19 0.43 0.31 40 ABD ACCO BRANDS CORP COM 26.470 0.90 -0.43 -0.01 7.05 1.01 1.91 0.93 17 ACNB ACNB CORP 19.950 -0.08 0.34 -0.01 3.88 0.14 0.50 0.29 60 ACMR A C MOORE ARTS & CRAFTS 21.670 0.38 1.39 -0.01 13.51 0.49 1.76 0.59 60 ACGJ ACI GLOBAL CORP 0.500 3.62 1.36 0.08 40.46 1.48 5.26 2.74 60 BRR ACR GROUP INC 5.900 1.23 5.76 0.04 18.49 0.67 2.40 1.15 60 TACX A CONSULTING TEAM INC COM NEW 3.180 1.07 4.69 0.00 28.69 1.05 3.73 1.04 60 ADCT A D C TELECOMMUNICATION COM NEW 14.530 2.74 -1.20 0.37 12.66 0.46 1.65 2.16 60 ADAM A D A M INC 6.080 1.17 2.64 0.03 20.25 0.74 2.63 1.11 60 ABN ABN AMRO HLDG NV SPONSORED ADR 32.050 1.81 0.76 0.56 5.73 0.21 0.75 1.54 60 ABM ABM INDS INC 22.710 0.81 0.49 0.19 5.82 0.21 0.76 0.87 60 AEPI AEP INDS INC 53.310 0.30 2.53 -0.01 15.62 0.57 2.03 0.54 60 ASFE AF FINL GROUP INC 18.500 1.07 -0.06 0.05 8.08 0.60 1.36 1.04 42 RIF AEW REAL ESTATE INCOME 21.700 0.67 0.15 0.19 3.51 0.19 0.53 0.78 50 AFCE AFC ENTERPRISES INC 17.670 1.00 -0.48 0.08 10.91 0.40 1.42 1.00 60 AFL AFLAC INC COM 46.000 0.23 1.05 0.02 4.44 0.16 0.58 0.49 60 AFPC AFP IMAGING CORP 1.400 -0.10 5.13 -0.02 19.97 0.73 2.60 0.27 60 AG AGCO CORP 30.940 0.59 1.46 0.02 11.13 0.41 1.45 0.73 60 AGGR F AG GROWTH INCOME FD TR UNIT 13.048 0.99 0.51 0.01 8.33 0.85 1.79 0.99 25 ATG AGL RES INC 38.910 0.36 0.79 0.11 3.33 0.12 0.43 0.57 60 GLOV AHPC HOLDINGS INC 0.600 0.73 0.99 -0.01 28.20 1.03 3.67 0.82 60 AES AES CORP 22.040 2.40 2.03 0.14 20.00 0.73 2.60 1.93 60 AICI P AICI CAP TR PFD SEC 9% 1.350 -0.02 2.85 -0.02 41.37 1.51 5.38 0.32 60 AIMS AIM SMART CORP 0.002 3.04 1.63 -0.06 59.68 8.51 16.13 2.35 17 Based on S&P 500 Index Using Straight Regression Page 1 Merrill Lynch, Pierce, Fenner & Smith, Inc. Market Sensitivity Statistics 2006/ 12 Resid Number Ticker Close Std --Std Error-- Adjusted Of Symbol Security Name Price Beta Alpha R-Sqr Dev-n Beta Alpha Beta Observ AJSB AJS BANCORP INC ILL 26.150 0.15 1.17 0.00 4.23 0.15 0.55 0.44 60 AKS AK STL HLDG CORP 16.900 2.51 1.82 0.16 19.68 0.72 2.56 2.00 60 AMB AMB PROPERTY CORP 58.610 0.19 1.40 0.00 4.75 0.17 0.62 0.46 60 AMB PL AMB PROPERTY CORP PFD SER L 6.50% 25.060 0.11 -0.03 -0.02 2.48 0.18 0.42 0.41 42 AMB PM AMB PROPERTY CORP PFD M 6.75% 25.760 0.09 0.03 -0.02 2.26 0.18 0.40 0.40 38 AMB PO AMB PROPERTY CORP PFD 7.0% SER 0 25.940 0.11 0.08 -0.08 2.03 0.36 0.67 0.41 13 ACFL AMC FINL HLDGS INC 1.750 -0.25 3.49 -0.01 18.57 0.68 2.41 0.17 60 ADL AMDL INC COM PAR 2006 4.070 2.67 1.48 0.06 32.74 1.19 4.26 2.11 60 AMCS AMICAS INC 2.940 0.18 -0.20 -0.01 13.16 0.48 1.71 0.46 60 AMLJ AML COMMUNICATIONS INC 0.900 2.09 3.69 0.02 36.31 1.32 4.72 1.72 60 AHS AMN HEALTHCARE SERVICES 27.540 0.95 0.37 0.06 12.02 0.44 1.56 0.96 60 AMR AMR CORP 30.230 4.94 1.74 0.42 20.41 0.74 2.65 3.61 60 AMM AMS HEALTH SCIENCES INC 0.530 0.22 -0.13 -0.02 24.25 0.88 3.15 0.48 60 ANCJ Q ANC RENT CORP 0.000 23.23 194.85 -0.01 297.78 47.34 168.70 15.73 60 APAT APA ENTERPRISES INC 1.430 2.04 -0.61 0.14 17.36 0.63 2.26 1.69 60 APAC APAC CUSTOMER SERVICES 3.750 0.37 1.86 -0.01 17.44 0.64 2.27 0.58 60 ARIS ARI NETWORK SVCS INC COM NEW 2.000 3.68 3.80 0.24 22.82 0.83 2.97 2.78 60 APSI Q APS HLDG CORP CLASS A 0.002 2.85 29.25 -0.01 158.32 5.78 20.58 2.22 60 ASVI A S V INC 16.270 1.95 1.86 0.24 12.21 0.45 1.59 1.63 60 AMFC AMB FINL CORP 15.650 0.28 1.38 0.00 6.85 0.25 0.89 0.52 60 APPA AP PHARMA INC 1.370 0.35 0.82 -0.01 20.14 0.73 2.62 0.57 60 ATS APT SATELLITE HOLDINGS SPONSORED ADR 1.550 1.43 -0.82 0.10 14.53 0.53 1.89 1.28 60 T AT&T INC 35.750 1.55 -0.51 0.51 5.40 0.20 0.70 1.36 60 SBT AT&T INC PINES 7% 25.190 -0.03 0.00 -0.01 1.64 0.06 0.21 0.32 60 ATMI ATMI INC 30.530 2.37 0.19 0.44 9.43 0.34 1.23 1.91 60 ATSI ATS MED INC 2.070 2.74 1.05 0.08 29.94 1.09 3.89 2.15 60 ASTT ASAT HLDGS LTD SPONSORED ADR 1.530 2.82 0.32 0.11 26.83 0.98 3.49 2.20 60 ATPG ATP OIL & GAS CORP 39.570 1.99 5.49 0.08 22.35 0.82 2.90 1.66 60 TRMD A S DAMPSKIBSSELSKABET SPONSORED ADR 65.500 1.42 5.72 0.10 14.04 0.52 1.87 1.28 57 AHN ATC HEALTHCARE INC CLASS A 0.340 0.68 -1.66 0.00 17.53 0.64 2.28 0.79 60 Based on S&P 500 Index Using Straight Regression Page 2 Merrill Lynch, Pierce, Fenner & Smith, Inc.