Beruflich Dokumente
Kultur Dokumente
Covariance -2135.63
Corelaation -0.14
1 1 0 3.72 200.50
2 0.95 0.05 11.84 190.52
3 0.9 0.1 19.96 180.66
4 0.85 0.15 28.08 170.91
5 0.8 0.2 36.20 161.32
6 0.75 0.25 44.32 151.91
7 0.7 0.3 52.44 142.71
8 0.65 0.35 60.56 133.77
9 0.6 0.4 68.68 125.13
10 0.55 0.45 76.80 116.89
11 0.5 0.5 84.93 109.11
12 0.45 0.55 93.05 101.90
13 0.4 0.6 101.17 95.40
14 0.35 0.65 109.29 89.77
15 0.3 0.7 117.41 85.16
16 0.25 0.75 125.53 81.76
17 0.2 0.8 133.65 79.72
18 0.15 0.85 141.77 79.14
19 0.1 0.9 149.89 80.06
20 0.05 0.95 158.01 82.43
21 0 1 166.13 86.12
Date NSE Index Market Return T-Bill Rate (Risk free rate) Return on Sec. X
1999 3455.00
2000 3678.00 6.45 8.00 652.38
2001 3998.00 8.70 8.00 -6.65
2002 4123.00 3.13 8.00 -38.98
2003 4354.00 5.60 8.00 57.44
2004 4675.00 7.37 8.00 111.5
2005 4776.00 2.16 8.00 25.08
2006 4897.00 2.53 8.00 56.4
2007 5123.00 4.62 8.00 51.64
2008 5432.00 6.03 8.00 38.92
2009 5780.00 6.41 8.00 -3.72
7.63
-78.83
27.26
54.83
132.47
57.34
89.14
-63.17
166.13
166.13
FORMUALE
1 returns=((c4-c3)/)*100
2 A.M=AVERAGE(D4:D13)
3 G.M=GEOMEAN(D4:D13)
4 Std. Dev.=STDEV(D4:D13)
5 Coff. Variance=(C18/C16)*100
6 covariance=covar(d4:d13,g4:g13)
7 correlation=correl(d4:d13,g4:g13)
8 average index=average(c3:c14)
9 beta(stock x)=slope(e4:e13,c4:c13)
10 beta(stock y)=slope(f4:f13,c4:c13)
11 average stock x=average(e4;e13)
12 average stock y=average(f4:f13)
13 alpha x=b18-b16*b15
14 alpha y=b19-b17*b15
15 rate of return as per capm model
16 secx=8+(b18+(b15-8)*b16
17 secy=8+(b18+(b15-8)*b17