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COF – Capital One Financial Corporation

Stock Price of COF — Price development of COF over the past 3 years.

Volatility of COF — Volatility averaged over 5 days of COF over the past 3 years.

Return distribution of COF — Return distribution of COF over the past 3 years.

Correlation of COF with market return — Correlation of COF with market return over the past 3 years.

Correlation of COF with market return over time — Correlation of COF with market return over time for the past 3 years.

Development of beta for COF over time — Development of beta for COF for the past 3 years.

Correlation of COF with sector returns — Correlation of COF with sector returns over the past 3 years.

Linear regression coefficients of COF with sector returns — Linear regression coefficients of COF with sector returns over the past 3 years.