PickStock 

Uses principal components analysis to search out potentially underpriced stocks by analyzing a user-supplied database of historical stock prices. The program is believed to be an implementation of what is known as 'arbitrage pricing theory'.
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statistiXL 

statistiXL is a powerful data analysis add-in for MS Excel. Its abilities include: ANOVA, Contingency Tables, Clustering, Correlation, Discriminant and Factor Analysis, GOF, Regression, Nonparametrics, PCA, Uni and Multivariate t-Tests and many more.
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