Beruflich Dokumente
Kultur Dokumente
SD 1.20928 1.9048112
COV 1.5220568
CORR 0.6607792
VAR 1.47483
BETA 1.0320233
ALPHA
SD COV CORR VAR BETA
NIFTY 1.214425 1.474828
RELIANCE 1.912934 1.522057 0.660779 1.032023
DATE NIFTY NIFTY RETURN TATA MOTORS TATA RETURNS LN TATA
1-Sep-09 4625.35 - 516 - -
2-Sep-09 4608.35 -0.3675397537 520.15 0.80426356589 0.8010466035
3-Sep-09 4593.55 -0.3211561622 510.3 -1.89368451408 -1.911844345
4-Sep-09 4680.4 1.89069456085 508.3 -0.39192631785 -0.392696362
7-Sep-09 4782.9 2.18998376207 566 11.351564037 10.752225375
8-Sep-09 4805.25 0.46728971963 565.75 -0.04416961131 -0.044179369
9-Sep-09 4814.25 0.18729514593 557.05 -1.5377817057 -1.549728201
10-Sep-09 4819.4 0.10697408734 562.65 1.00529575442 1.0002762691
11-Sep-09 4829.55 0.21060712952 550.3 -2.19497023016 -2.219418113
14-Sep-09 4808.6 -0.433787827 564.3 2.54406687261 2.5122440909
15-Sep-09 4892.1 1.73647215406 569.05 0.84175084175 0.8382278753
16-Sep-09 4958.4 1.35524621328 604.75 6.27361391793 6.0846845762
17-Sep-09 4965.55 0.14419974185 605.75 0.16535758578 0.1652210206
18-Sep-09 4976.05 0.2114569383 599.9 -0.96574494428 -0.970438504
22-Sep-09 5020.2 0.88724992715 614.85 2.49208201367 2.4615360959
23-Sep-09 4969.55 -1.0089239473 607.95 -1.12222493291 -1.128569388
24-Sep-09 4986.55 0.34208328722 604.05 -0.64150012337 -0.643566578
25-Sep-09 4958.95 -0.5534888851 593.45 -1.75482162073 -1.770401146
29-Sep-09 5006.85 0.96593028766 592.2 -0.21063274075 -0.210854884
30-Sep-09 5083.95 1.53989035022 591.15 -0.17730496454 -0.177462336
1-Oct-09 5083.4 -0.0108183597 579.9 -1.90307028673 -1.921411743
5-Oct-09 5003.2 -1.5776842271 563.45 -2.83669598207 -2.877707648
6-Oct-09 5027.4 0.48369043812 558 -0.96725530216 -0.971963602
7-Oct-09 4985.75 -0.828460039 558.3 0.05376344086 0.0537489935
8-Oct-09 5002.25 0.33094318809 589.25 5.54361454415 5.39540895
9-Oct-09 4945.2 -1.1404867809 545.65 -7.39923631735 -7.687279726
12-Oct-09 5054.25 2.20516864839 548.3 0.48565930542 0.4844837851
14-Oct-09 5118.2 1.26527180096 574.75 4.82400145906 4.7112581233
15-Oct-09 5108.85 -0.1826814114 573.25 -0.2609830361 -0.261324191
16-Oct-09 5142.15 0.65181009425 579.3 1.05538595726 1.0498556365
17-Oct-09 5141.8 -0.0068064914 577.6 -0.29345762127 -0.293889052
20-Oct-09 5114.45 -0.5319148936 579.85 0.38954293629 0.3887861824
21-Oct-09 5063.6 -0.9942418051 554.85 -4.31145986031 -4.407164246
22-Oct-09 4988.6 -1.4811596493 541.5 -2.40605569073 -2.435474051
23-Oct-09 4997.05 0.16938620054 529.3 -2.25300092336 -2.278768758
26-Oct-09 4970.9 -0.5233087522 539.4 1.90818061591 1.8902031842
27-Oct-09 4846.7 -2.4985415116 548.35 1.65925101965 1.6456358501
28-Oct-09 4826.15 -0.4239998349 562.05 2.49840430382 2.4677044702
29-Oct-09 4750.55 -1.5664660236 555.25 -1.20985677431 -1.217235113
30-Oct-09 4711.7 -0.8178000442 567.25 2.16118865376 2.1381660885
3-Nov-09 4563.9 -3.1368720419 552.35 -2.62670780079 -2.661822034
4-Nov-09 4710.8 3.21873835974 570.2 3.23164660089 3.180527316
5-Nov-09 4765.55 1.16222297699 575.3 0.89442300947 0.8904467391
6-Nov-09 4796.15 0.64210846597 569.95 -0.92994959152 -0.934300619
9-Nov-09 4898.4 2.13191830948 580.7 1.88613036231 1.8685634695
10-Nov-09 4881.7 -0.3409276498 593.6 2.22145686241 2.1971419475
11-Nov-09 5003.95 2.50425056845 621.6 4.71698113208 4.60911072
12-Nov-09 4952.65 -1.0251900998 619.15 -0.39414414414 -0.394922939
13-Nov-09 4998.95 0.93485305846 619.95 0.12920939998 0.1291259965
16-Nov-09 5058.05 1.18224827214 634.85 2.40341963062 2.374992089
17-Nov-09 5062.25 0.08303595259 626.55 -1.30739544774 -1.31601709
18-Nov-09 5054.7 -0.1491431676 646.45 3.17612321443 3.1267276089
19-Nov-09 4989 -1.2997804024 637.1 -1.44636089411 -1.456922658
20-Nov-09 5052.45 1.2717979555 641.9 0.75341390677 0.7505899195
23-Nov-09 5013.55 -0.7699235025 647.45 0.86462065742 0.8609042197
24-Nov-09 5090.55 1.53583787935 650.05 0.40157541123 0.4007712493
25-Nov-09 5108.15 0.34573867264 644.35 -0.87685562649 -0.880722627
26-Nov-09 5005.55 -2.0085549563 633.35 -1.70714673702 -1.72188648
27-Nov-09 4941.75 -1.2745852104 629.25 -0.64735138549 -0.649455791
30-Nov-09 5032.7 1.84044113927 663.15 5.3873659118 5.2472574925
1-Dec-09 5122 1.77439545373 703 6.0091985222 5.835568287
2-Dec-09 5123.25 0.02440452948 733 4.26742532006 4.1788810076
3-Dec-09 5131.7 0.16493436783 706.8 -3.57435197817 -3.639796144
4-Dec-09 5108.9 -0.4442972115 709.55 0.38907753254 0.3883225835
7-Dec-09 5066.7 -0.8260095128 704 -0.78218589247 -0.785261012
8-Dec-09 5147.95 1.603607871 723.5 2.76988636364 2.7322189913
9-Dec-09 5112 -0.6983362309 719.5 -0.55286800276 -0.554401974
10-Dec-09 5134.65 0.44307511737 713.25 -0.86865879083 -0.872453623
11-Dec-09 5117.3 -0.3379003437 711.9 -0.18927444795 -0.189453798
14-Dec-09 5105.7 -0.2266820394 710.55 -0.18963337547 -0.189813407
15-Dec-09 5033.05 -1.4229194821 688.7 -3.07508268243 -3.123355549
16-Dec-09 5042.05 0.17881801293 709.55 3.02744300857 2.982520373
17-Dec-09 5041.75 -0.0059499608 712.2 0.37347614685 0.3727804563
18-Dec-09 4987.7 -1.0720483959 733.95 3.05391743892 3.008213556
21-Dec-09 4952.6 -0.7037311787 727.15 -0.92649363036 -0.930812278
22-Dec-09 4985.85 0.6713645358 725.75 -0.19253248986 -0.192718072
23-Dec-09 5144.6 3.18401075042 746.45 2.85222183948 2.8123032595
24-Dec-09 5178.4 0.65699957237 779.8 4.46781432112 4.3708841049
29-Dec-09 5187.95 0.18441989804 786.05 0.80148756091 0.7982927089
30-Dec-09 5169.45 -0.3565955724 786.1 0.00636091852 0.0063607162
31-Dec-09 5201.05 0.61128359884 791.55 0.69329601832 0.690903772
4-Jan-10 5232.2 0.59891752627 826.45 4.40907081044 4.3146370844
5-Jan-10 5277.9 0.87343755973 812.05 -1.74239215924 -1.757750474
6-Jan-10 5281.8 0.07389302564 813.3 0.15393140816 0.1538130552
7-Jan-10 5263.1 -0.3540459692 785.5 -3.41817287594 -3.477958748
8-Jan-10 5147.75 -2.1916741084 789.8 0.54742202419 0.5459291157
11-Jan-10 5249.4 1.97464911855 790.15 0.04431501646 0.0443052003
12-Jan-10 5210.4 -0.7429420505 786.3 -0.48724925647 -0.488440186
13-Jan-10 5233.45 0.44238446185 784.95 -0.17169019458 -0.171837751
14-Jan-10 5259.9 0.5054027458 782.15 -0.35671061851 -0.357348348
15-Jan-10 5252.2 -0.1463906158 797.2 1.92418334079 1.9059050331
18-Jan-10 5274.85 0.43124785804 810.85 1.71224284997 1.6977491827
19-Jan-10 5225.65 -0.9327279449 806.7 -0.51180859592 -0.513122822
20-Jan-10 5221.7 -0.0755886827 804.95 -0.21693318458 -0.217168825
21-Jan-10 5094.15 -2.4426910776 782.75 -2.75793527548 -2.796680348
22-Jan-10 5036 -1.1415054523 778.05 -0.60044714149 -0.602257074
25-Jan-10 5007.9 -0.5579825258 768.65 -1.20814857657 -1.215506011
27-Jan-10 4853.1 -3.0911160367 717.95 -6.59597996487 -6.823580062
28-Jan-10 4867.25 0.29156621541 711.1 -0.9541054391 -0.958686185
29-Jan-10 4882.05 0.30407314192 694.35 -2.35550555477 -2.383691074
1-Feb-10 4899.7 0.36152845628 719.85 3.67249945993 3.6066700827
2-Feb-10 4830.1 -1.4204951324 709.45 -1.44474543308 -1.455283502
3-Feb-10 4931.85 2.10658164427 721.55 1.70554655014 1.6911653929
4-Feb-10 4845.05 -1.7599886452 689.6 -4.42796756981 -4.528995653
5-Feb-10 4718.65 -2.6088482059 672.2 -2.52320185615 -2.555580406
6-Feb-10 4757.25 0.81803058078 680.2 1.1901219875 1.1830957282
8-Feb-10 4760.4 0.06621472489 673.25 -1.02175830638 -1.027014088
9-Feb-10 4792.65 0.67746407865 676.35 0.46045302636 0.4593961843
10-Feb-10 4757.2 -0.7396742929 669.7 -0.98321874769 -0.988084262
11-Feb-10 4826.25 1.45148406626 687.8 2.7027027027 2.6668247082
15-Feb-10 4801.95 -0.5034965035 683.15 -0.6760686246 -0.678364321
16-Feb-10 4855.75 1.1203781797 703.15 2.9276147259 2.8855785532
17-Feb-10 4914 1.19960871132 711.5 1.18751333286 1.1805177214
18-Feb-10 4887.75 -0.5341880342 709.85 -0.23190442727 -0.232173742
19-Feb-10 4844.9 -0.8766814997 699.8 -1.41579206875 -1.425910018
22-Feb-10 4856.4 0.23736300027 705.05 0.75021434696 0.747414235
23-Feb-10 4870.05 0.28107239931 699.7 -0.75881143181 -0.761705053
24-Feb-10 4858.6 -0.2351105225 684.45 -2.17950550236 -2.203607571
25-Feb-10 4859.75 0.02366936978 667.4 -2.491051209 -2.522602972
SD 1.209276573 2.57777360488
COV 1.74011089786
CORR 0.55824758326
VAR 1.474828018
BETA 1.17987377263
ALPHA
SD COV CORR VAR BETA
NIFTY 1.214425 1.474828
TATA MOTORS 2.588663 1.740111 0.558248 1.179874
DATE NIFTY NIFTY RETURNINFOSYS RETURN INFOSYS LN INFOSYS
1-Sep-09 4625.35 - 2144.9 - -
2-Sep-09 4608.35 -0.367539754 2164.85 0.930113291995 0.9258143743
3-Sep-09 4593.55 -0.321156162 2187.2 1.0324040926623 1.0271111998
4-Sep-09 4680.4 1.890694561 2201.05 0.6332297000732 0.6312332246
7-Sep-09 4782.9 2.189983762 2224.2 1.0517707457804 1.0462781169
8-Sep-09 4805.25 0.46728972 2203.8 -0.9171837065012 -0.921415733
9-Sep-09 4814.25 0.187295146 2189.7 -0.6398039749524 -0.641859493
10-Sep-09 4819.4 0.106974087 2240.3 2.3108188336302 2.2845237327
11-Sep-09 4829.55 0.21060713 2267.4 1.2096594206133 1.2024015131
14-Sep-09 4808.6 -0.433787827 2250.15 -0.7607832759989 -0.763691994
15-Sep-09 4892.1 1.736472154 2270.55 0.9066062262516 0.9025212234
16-Sep-09 4958.4 1.355246213 2320.05 2.1800885248068 2.1566644276
17-Sep-09 4965.55 0.144199742 2361.9 1.8038404344734 1.7877642706
18-Sep-09 4976.05 0.211456938 2364.25 0.099496168339 0.0994467037
22-Sep-09 5020.2 0.887249927 2410.15 1.9414190546685 1.9228139316
23-Sep-09 4969.55 -1.008923947 2366.95 -1.7924195589486 -1.808677971
24-Sep-09 4986.55 0.342083287 2284.45 -3.4854982150024 -3.547691137
25-Sep-09 4958.95 -0.553488885 2240.5 -1.9238766442689 -1.942623991
29-Sep-09 5006.85 0.965930288 2295.35 2.4481142602098 2.4186282087
30-Sep-09 5083.95 1.53989035 2306.4 0.4814080641297 0.4802530011
1-Oct-09 5083.4 -0.01081836 2336.75 1.3159035726674 1.3073207739
5-Oct-09 5003.2 -1.577684227 2323.1 -0.5841446453408 -0.585857444
6-Oct-09 5027.4 0.483690438 2312.35 -0.4627437475787 -0.463817721
7-Oct-09 4985.75 -0.828460039 2252.75 -2.5774644841828 -2.61126313
8-Oct-09 5002.25 0.330943188 2210.8 -1.8621684607702 -1.879725116
9-Oct-09 4945.2 -1.140486781 2177.6 -1.5017188348109 -1.513108806
12-Oct-09 5054.25 2.205168648 2239.4 2.8379867744306 2.7984619929
14-Oct-09 5118.2 1.265271801 2255.85 0.7345717602929 0.731886922
15-Oct-09 5108.85 -0.182681411 2217.4 -1.7044572999091 -1.719150371
16-Oct-09 5142.15 0.651810094 2189.95 -1.2379363218184 -1.245662584
17-Oct-09 5141.8 -0.006806491 2193.4 0.1575378433298 0.1574138826
20-Oct-09 5114.45 -0.531914894 2188.35 -0.2302361630346 -0.230501614
21-Oct-09 5063.6 -0.994241805 2216.6 1.2909269540978 1.2826655156
22-Oct-09 4988.6 -1.481159649 2213.15 -0.1556437787603 -0.15576503
23-Oct-09 4997.05 0.169386201 2260 2.1168922124574 2.094797322
26-Oct-09 4970.9 -0.523308752 2273.9 0.6150442477876 0.6131605703
27-Oct-09 4846.7 -2.498541512 2242.6 -1.3764897312987 -1.386051194
28-Oct-09 4826.15 -0.423999835 2256.7 0.6287345045929 0.6267662151
29-Oct-09 4750.55 -1.566466024 2208.35 -2.1425089732796 -2.165793885
30-Oct-09 4711.7 -0.817800044 2206.2 -0.0973577557905 -0.097405179
3-Nov-09 4563.9 -3.136872042 2143.05 -2.8623878161545 -2.904153056
4-Nov-09 4710.8 3.21873836 2237.15 4.3909381488999 4.2972686353
5-Nov-09 4765.55 1.162222977 2221.65 -0.6928458082829 -0.695257129
6-Nov-09 4796.15 0.642108466 2218.6 -0.1372853509779 -0.137379674
9-Nov-09 4898.4 2.131918309 2232.1 0.608491841702 0.606648006
10-Nov-09 4881.7 -0.34092765 2217.95 -0.6339321714977 -0.635950054
11-Nov-09 5003.95 2.504250568 2306.75 4.0036971076896 3.9256261634
12-Nov-09 4952.65 -1.0251901 2326.4 0.8518478378671 0.8482400881
13-Nov-09 4998.95 0.934853058 2359.7 1.4313961485557 1.4212483956
16-Nov-09 5058.05 1.182248272 2351.95 -0.3284315802856 -0.328972101
17-Nov-09 5062.25 0.083035953 2398.3 1.9707051595485 1.9515381727
18-Nov-09 5054.7 -0.149143168 2433.3 1.4593670516616 1.4488207728
19-Nov-09 4989 -1.299780402 2409.95 -0.9596021863313 -0.964236036
20-Nov-09 5052.45 1.271797956 2426.7 0.6950351667047 0.6926309311
23-Nov-09 5013.55 -0.769923502 2406.95 -0.8138624469444 -0.817192387
24-Nov-09 5090.55 1.535837879 2434.7 1.1529113608509 1.146315982
25-Nov-09 5108.15 0.345738673 2438.55 0.1581303651374 0.1580054707
26-Nov-09 5005.55 -2.008554956 2393.45 -1.8494597199155 -1.866776064
27-Nov-09 4941.75 -1.27458521 2327.85 -2.7408134700955 -2.779074492
30-Nov-09 5032.7 1.840441139 2379.35 2.2123418605151 2.1882246335
1-Dec-09 5122 1.774395454 2395.75 0.6892638745876 0.6868993103
2-Dec-09 5123.25 0.024404529 2395.4 -0.0146092037984 -0.014610271
3-Dec-09 5131.7 0.164934368 2376.95 -0.7702262670118 -0.773207829
4-Dec-09 5108.9 -0.444297211 2383.6 0.279770293864 0.2793796652
7-Dec-09 5066.7 -0.826009513 2390.6 0.2936734351401 0.2932430571
8-Dec-09 5147.95 1.603607871 2446.5 2.3383251066678 2.3114051285
9-Dec-09 5112 -0.698336231 2456.55 0.4107909258124 0.4099494835
10-Dec-09 5134.65 0.443075117 2452.95 -0.1465469866276 -0.146654472
11-Dec-09 5117.3 -0.337900344 2460.75 0.3179844676818 0.3174799663
14-Dec-09 5105.7 -0.226682039 2498.75 1.5442446408615 1.5324425305
15-Dec-09 5033.05 -1.422919482 2506.05 0.2921460730365 0.2917201557
16-Dec-09 5042.05 0.178818013 2544.9 1.5502483988747 1.538354811
17-Dec-09 5041.75 -0.005949961 2559 0.5540492750206 0.5525200678
18-Dec-09 4987.7 -1.072048396 2525.95 -1.2915201250489 -1.299932759
21-Dec-09 4952.6 -0.703731179 2510.1 -0.6274866881767 -0.62946366
22-Dec-09 4985.85 0.671364536 2502.4 -0.3067606868252 -0.307232162
23-Dec-09 5144.6 3.18401075 2583.75 3.2508791560102 3.1991560645
24-Dec-09 5178.4 0.656999572 2591.8 0.3115626511853 0.3110783005
29-Dec-09 5187.95 0.184419898 2577.15 -0.565244231808 -0.566847783
30-Dec-09 5169.45 -0.356595572 2580 0.1105872766428 0.110526174
31-Dec-09 5201.05 0.611283599 2601.1 0.8178294573643 0.8145033545
4-Jan-10 5232.2 0.598917526 2612.6 0.4421206412672 0.4411461592
5-Jan-10 5277.9 0.87343756 2621.35 0.3349154099365 0.3343558174
6-Jan-10 5281.8 0.073893026 2583.1 -1.4591718007897 -1.469922421
7-Jan-10 5263.1 -0.354045969 2525.05 -2.247299756107 -2.272936353
8-Jan-10 5147.75 -2.191674108 2464.2 -2.4098532702323 -2.43936533
11-Jan-10 5249.4 1.974649119 2489.65 1.0327895463031 1.0274927139
12-Jan-10 5210.4 -0.742942051 2586.95 3.9081798646396 3.8337437263
13-Jan-10 5233.45 0.442384462 2683.5 3.7321942828427 3.6642337024
14-Jan-10 5259.9 0.505402746 2689.75 0.2329047885225 0.2326339857
15-Jan-10 5252.2 -0.146390616 2675.8 -0.5186355609257 -0.519985143
18-Jan-10 5274.85 0.431247858 2686.65 0.4054862097317 0.40466633
19-Jan-10 5225.65 -0.932727945 2635.9 -1.8889695345505 -1.90703847
20-Jan-10 5221.7 -0.075588683 2657.7 0.8270419970408 0.823640745
21-Jan-10 5094.15 -2.442691078 2625.2 -1.2228618730481 -1.230400349
22-Jan-10 5036 -1.141505452 2575.6 -1.8893798567728 -1.907456694
25-Jan-10 5007.9 -0.557982526 2542.3 -1.2929026246312 -1.301333357
27-Jan-10 4853.1 -3.091116037 2502.25 -1.5753451598946 -1.5878856
28-Jan-10 4867.25 0.291566215 2491.75 -0.4196223398941 -0.420505225
29-Jan-10 4882.05 0.304073142 2475.5 -0.6521521019364 -0.654287905
1-Feb-10 4899.7 0.361528456 2451.25 -0.9796000807918 -0.984429729
2-Feb-10 4830.1 -1.420495132 2439.95 -0.460989291178 -0.462055124
3-Feb-10 4931.85 2.106581644 2473.2 1.3627328428861 1.353531141
4-Feb-10 4845.05 -1.759988645 2429.05 -1.7851366650493 -1.801262429
5-Feb-10 4718.65 -2.608848206 2352.7 -3.1432041333032 -3.193662961
6-Feb-10 4757.25 0.818030581 2379.45 1.136991541633 1.1305763736
8-Feb-10 4760.4 0.066214725 2403.6 1.0149404274097 1.0098244937
9-Feb-10 4792.65 0.677464079 2473.8 2.9206190713929 2.8787816481
10-Feb-10 4757.2 -0.739674293 2466.95 -0.27690193225 -0.277286015
11-Feb-10 4826.25 1.451484066 2498.45 1.2768803583372 1.2687969784
15-Feb-10 4801.95 -0.503496503 2498.65 0.0080049630771 0.0080046427
16-Feb-10 4855.75 1.12037818 2541.45 1.7129249794889 1.6984198268
17-Feb-10 4914 1.199608711 2518.65 -0.8971256566133 -0.90117406
18-Feb-10 4887.75 -0.534188034 2533.65 0.5955571437079 0.5937907121
19-Feb-10 4844.9 -0.8766815 2532.4 -0.0493359382709 -0.049348112
22-Feb-10 4856.4 0.237363 2568.35 1.4196019586163 1.4096199688
23-Feb-10 4870.05 0.281072399 2581.3 0.5042147682364 0.5029478624
24-Feb-10 4858.6 -0.235110522 2576.3 -0.1937008484097 -0.193888691
25-Feb-10 4859.75 0.02366937 2617.35 1.5933703373054 1.5808094442
SD 1.209276573 1.5458503291596
COV 1.1514752618283
CORR 0.6160124670016
VAR 1.474828018
BETA 0.7807522284574
ALPHA
SD COV CORR VAR BETA
NIFTY 1.214425 1.474828
INFOSYS 1.552353 1.151475 0.616012 0.780752
DATE NIFTY NIFTY RETURN WIPRO RETURN WIPRO LN WIPRO
1-Sep-09 4625.35 - 559.05 - -
2-Sep-09 4608.35 -0.3675397537 554.35 -0.840711922011 -0.844265838
3-Sep-09 4593.55 -0.3211561622 551.6 -0.496076485975 -0.49731103
4-Sep-09 4680.4 1.89069456085 552.3 0.126903553299 0.1268230988
7-Sep-09 4782.9 2.18998376207 554.35 0.371175086004 0.3704879311
8-Sep-09 4805.25 0.46728971963 550.7 -0.658428790475 -0.660605995
9-Sep-09 4814.25 0.18729514593 542.55 -1.479934628654 -1.49099492
10-Sep-09 4819.4 0.10697408734 543.55 0.184314809695 0.1841451584
11-Sep-09 4829.55 0.21060712952 550.95 1.361420292521 1.3522362284
14-Sep-09 4808.6 -0.433787827 557.45 1.179780379345 1.172875228
15-Sep-09 4892.1 1.73647215406 559.45 0.35877657189 0.358134504
16-Sep-09 4958.4 1.35524621328 554.9 -0.813298775583 -0.816624092
17-Sep-09 4965.55 0.14419974185 566.25 2.045413588034 2.0247759465
18-Sep-09 4976.05 0.2114569383 569.15 0.512141280353 0.5108342974
22-Sep-09 5020.2 0.88724992715 577.05 1.38803478872 1.3784898095
23-Sep-09 4969.55 -1.0089239473 566.85 -1.767611125552 -1.78341994
24-Sep-09 4986.55 0.34208328722 580.8 2.460968510188 2.4311745047
25-Sep-09 4958.95 -0.5534888851 566.35 -2.487947658402 -2.519420186
29-Sep-09 5006.85 0.96593028766 582.05 2.772137370884 2.7344093048
30-Sep-09 5083.95 1.53989035022 602.1 3.444721243879 3.3867189776
1-Oct-09 5083.4 -0.0108183597 608.05 0.988207938881 0.9833570957
5-Oct-09 5003.2 -1.5776842271 608.55 0.082230079763 0.0821962894
6-Oct-09 5027.4 0.48369043812 599.55 -1.478925314272 -1.48997045
7-Oct-09 4985.75 -0.828460039 572.2 -4.56175464932 -4.669079321
8-Oct-09 5002.25 0.33094318809 565.15 -1.232086682978 -1.239739798
9-Oct-09 4945.2 -1.1404867809 551.6 -2.397593559232 -2.426803672
12-Oct-09 5054.25 2.20516864839 573.5 3.97026831037 3.893479065
14-Oct-09 5118.2 1.26527180096 581.7 1.429816913688 1.4196914347
15-Oct-09 5108.85 -0.1826814114 574.95 -1.160391954616 -1.167177042
16-Oct-09 5142.15 0.65181009425 572.4 -0.44351682755 -0.444503281
17-Oct-09 5141.8 -0.0068064914 573.75 0.235849056604 0.2355713692
20-Oct-09 5114.45 -0.5319148936 584 1.786492374728 1.7707221453
21-Oct-09 5063.6 -0.9942418051 586.55 0.436643835616 0.4356933124
22-Oct-09 4988.6 -1.4811596493 577.05 -1.619640269372 -1.632899809
23-Oct-09 4997.05 0.16938620054 588.8 2.036218698553 2.0157649548
26-Oct-09 4970.9 -0.5233087522 591.4 0.441576086957 0.4406040004
27-Oct-09 4846.7 -2.4985415116 605.65 2.409536692594 2.3809654044
28-Oct-09 4826.15 -0.4239998349 625.7 3.310492858912 3.2568761542
29-Oct-09 4750.55 -1.5664660236 624.5 -0.191785200575 -0.191969344
30-Oct-09 4711.7 -0.8178000442 605.9 -2.978382706165 -3.023637361
3-Nov-09 4563.9 -3.1368720419 581.4 -4.04357154646 -4.127596783
4-Nov-09 4710.8 3.21873835974 597.65 2.794977640179 2.7566310199
5-Nov-09 4765.55 1.16222297699 599.9 0.376474525224 0.3757676335
6-Nov-09 4796.15 0.64210846597 598.45 -0.241706951159 -0.241999534
9-Nov-09 4898.4 2.13191830948 603.1 0.777007268778 0.7740041138
10-Nov-09 4881.7 -0.3409276498 593.7 -1.558613828552 -1.570887918
11-Nov-09 5003.95 2.50425056845 616.65 3.865588681152 3.7927460735
12-Nov-09 4952.65 -1.0251900998 624.5 1.273007378578 1.2649727554
13-Nov-09 4998.95 0.93485305846 632.9 1.345076060849 1.3361102216
16-Nov-09 5058.05 1.18224827214 637.7 0.758413651446 0.755552154
17-Nov-09 5062.25 0.08303595259 642.5 0.752705033715 0.7498863448
18-Nov-09 5054.7 -0.1491431676 644.6 0.326848249027 0.3263152612
19-Nov-09 4989 -1.2997804024 646.15 0.240459199504 0.240170559
20-Nov-09 5052.45 1.2717979555 649.05 0.448812195311 0.4478080368
23-Nov-09 5013.55 -0.7699235025 644.9 -0.639396040367 -0.641448932
24-Nov-09 5090.55 1.53583787935 647.15 0.348891300977 0.3482840872
25-Nov-09 5108.15 0.34573867264 645.5 -0.254964073244 -0.25528966
26-Nov-09 5005.55 -2.0085549563 629.3 -2.509682416731 -2.541711975
27-Nov-09 4941.75 -1.2745852104 622.6 -1.064675035754 -1.070383253
30-Nov-09 5032.7 1.84044113927 629.05 1.035978156119 1.030648679
1-Dec-09 5122 1.77439545373 638.15 1.446625864399 1.4362620632
2-Dec-09 5123.25 0.02440452948 633 -0.807020293035 -0.810294328
3-Dec-09 5131.7 0.16493436783 640.7 1.216429699842 1.2090906501
4-Dec-09 5108.9 -0.4442972115 637.9 -0.43702200718 -0.43797974
7-Dec-09 5066.7 -0.8260095128 637.85 -0.007838219157 -0.007838526
8-Dec-09 5147.95 1.603607871 647.55 1.520733714823 1.5092864685
9-Dec-09 5112 -0.6983362309 654.65 1.09644042931 1.0904731004
10-Dec-09 5134.65 0.44307511737 648.4 -0.954708622928 -0.959295181
11-Dec-09 5117.3 -0.3379003437 644.4 -0.616903146206 -0.618813856
14-Dec-09 5105.7 -0.2266820394 658.55 2.195841092489 2.1720797142
15-Dec-09 5033.05 -1.4229194821 659.1 0.08351681725 0.0834819614
16-Dec-09 5042.05 0.17881801293 671.05 1.813078440297 1.7968381785
17-Dec-09 5041.75 -0.0059499608 671.6 0.08196110573 0.081927536
18-Dec-09 4987.7 -1.0720483959 674.7 0.461584276355 0.460522243
21-Dec-09 4952.6 -0.7037311787 677.35 0.392767155773 0.3919978393
22-Dec-09 4985.85 0.6713645358 678.7 0.199306119436 0.1991077683
23-Dec-09 5144.6 3.18401075042 693.5 2.180639457787 2.1572036045
24-Dec-09 5178.4 0.65699957237 694.4 0.129776496035 0.1296923591
29-Dec-09 5187.95 0.18441989804 681.1 -1.915322580645 -1.93390251
30-Dec-09 5169.45 -0.3565955724 681.35 0.036705329614 0.0366985949
31-Dec-09 5201.05 0.61128359884 680 -0.198136053423 -0.198332603
4-Jan-10 5232.2 0.59891752627 693.8 2.029411764706 2.0090936365
5-Jan-10 5277.9 0.87343755973 704.75 1.578264629576 1.5659395459
6-Jan-10 5281.8 0.07389302564 690.5 -2.021993614757 -2.042715714
7-Jan-10 5263.1 -0.3540459692 678.25 -1.774076755974 -1.790002131
8-Jan-10 5147.75 -2.1916741084 668.05 -1.503870254331 -1.51529305
11-Jan-10 5249.4 1.97464911855 661.4 -0.995434473468 -1.000422049
12-Jan-10 5210.4 -0.7429420505 693.8 4.89869972785 4.7824933988
13-Jan-10 5233.45 0.44238446185 715.6 3.14211588354 3.0937617099
14-Jan-10 5259.9 0.5054027458 741.1 3.563443264394 3.5014217323
15-Jan-10 5252.2 -0.1463906158 735.9 -0.701659695048 -0.704132902
18-Jan-10 5274.85 0.43124785804 747.5 1.576301127871 1.5640065332
19-Jan-10 5225.65 -0.9327279449 738.95 -1.14381270903 -1.15040456
20-Jan-10 5221.7 -0.0755886827 726.55 -1.678056702077 -1.692295589
21-Jan-10 5094.15 -2.4426910776 709.45 -2.353588878948 -2.381728181
22-Jan-10 5036 -1.1415054523 700.05 -1.32497004722 -1.333826089
25-Jan-10 5007.9 -0.5579825258 695.1 -0.707092350546 -0.709604096
27-Jan-10 4853.1 -3.0911160367 655.4 -5.711408430442 -5.880998384
28-Jan-10 4867.25 0.29156621541 673.45 2.754043332316 2.716801778
29-Jan-10 4882.05 0.30407314192 647.95 -3.786472640879 -3.860022116
1-Feb-10 4899.7 0.36152845628 668.3 3.140674434756 3.0923641636
2-Feb-10 4830.1 -1.4204951324 653.2 -2.259464312435 -2.285381342
3-Feb-10 4931.85 2.10658164427 671.65 2.824556031843 2.7854010413
4-Feb-10 4845.05 -1.7599886452 655.2 -2.44919228765 -2.479683897
5-Feb-10 4718.65 -2.6088482059 644.05 -1.70177045177 -1.71641697
6-Feb-10 4757.25 0.81803058078 648.1 0.628833165127 0.6268642592
8-Feb-10 4760.4 0.06621472489 636.2 -1.836136398704 -1.853202612
9-Feb-10 4792.65 0.67746407865 654.3 2.84501729016 2.8052982561
10-Feb-10 4757.2 -0.7396742929 647.7 -1.008711600183 -1.013833569
11-Feb-10 4826.25 1.45148406626 655.7 1.235139725181 1.2275741081
15-Feb-10 4801.95 -0.5034965035 659.9 0.640536830868 0.638494112
16-Feb-10 4855.75 1.1203781797 669.95 1.522958023943 1.5114774345
17-Feb-10 4914 1.19960871132 671.4 0.216434062243 0.2162001811
18-Feb-10 4887.75 -0.5341880342 667.9 -0.521298778671 -0.522662281
19-Feb-10 4844.9 -0.8766814997 665.8 -0.314418326097 -0.314913659
22-Feb-10 4856.4 0.23736300027 668.15 0.3529588465 0.3523374086
23-Feb-10 4870.05 0.28107239931 676.35 1.22726932575 1.2197994308
24-Feb-10 4858.6 -0.2351105225 672.2 -0.613587639536 -0.615477824
25-Feb-10 4859.75 0.02366936978 669.4 -0.416542695626 -0.417412651
SD 1.209276573 1.840419429879
COV 1.159609850896
CORR 0.521060305866
VAR 1.474828018
BETA 0.786267847206
ALPHA
SD COV CORR VAR BETA
NIFTY 1.214425 1.474828
WIPRO 1.848202 1.15961 0.52106 0.786268
DATE NIFTY NIFTY RETURN HCL RETURN HCL LN HCL
1-Sep-09 4625.35 - 149.85 - -
2-Sep-09 4608.35 -0.3675397537 153.25 2.2689356023 2.2435781054
3-Sep-09 4593.55 -0.3211561622 154.75 0.9787928222 0.9740336748
4-Sep-09 4680.4 1.89069456085 154.15 -0.387722132 -0.388475723
7-Sep-09 4782.9 2.18998376207 153.55 -0.389231268 -0.389990745
8-Sep-09 4805.25 0.46728971963 155.6 1.3350700098 1.3262364857
9-Sep-09 4814.25 0.18729514593 161.35 3.6953727506 3.6287306754
10-Sep-09 4819.4 0.10697408734 155.15 -3.842578246 -3.91835276
11-Sep-09 4829.55 0.21060712952 165.9 6.9287786014 6.6992806302
14-Sep-09 4808.6 -0.433787827 168.65 1.6576250753 1.6440364311
15-Sep-09 4892.1 1.73647215406 159.85 -5.217906908 -5.3589686
16-Sep-09 4958.4 1.35524621328 155.75 -2.564904598 -2.598371784
17-Sep-09 4965.55 0.14419974185 154.8 -0.609951846 -0.611819651
18-Sep-09 4976.05 0.2114569383 156.3 0.9689922481 0.9643276272
22-Sep-09 5020.2 0.88724992715 156.15 -0.09596929 -0.09601537
23-Sep-09 4969.55 -1.0089239473 150.8 -3.426192763 -3.486262816
24-Sep-09 4986.55 0.34208328722 156.05 3.4814323607 3.4222013143
25-Sep-09 4958.95 -0.5534888851 155.45 -0.38449215 -0.385233221
29-Sep-09 5006.85 0.96593028766 154.3 -0.739787713 -0.742537714
30-Sep-09 5083.95 1.53989035022 150.2 -2.657161374 -2.693102004
1-Oct-09 5083.4 -0.0108183597 155.2 3.3288948069 3.2746868419
5-Oct-09 5003.2 -1.5776842271 152 -2.06185567 -2.08340869
6-Oct-09 5027.4 0.48369043812 150.2 -1.184210526 -1.191278152
7-Oct-09 4985.75 -0.828460039 153.05 1.8974700399 1.8796926061
8-Oct-09 5002.25 0.33094318809 160.3 4.7370140477 4.6282394224
9-Oct-09 4945.2 -1.1404867809 155.15 -3.212726138 -3.265466872
12-Oct-09 5054.25 2.20516864839 156.1 0.6123106671 0.6104436627
14-Oct-09 5118.2 1.26527180096 160.45 2.7866752082 2.7485540034
15-Oct-09 5108.85 -0.1826814114 162.15 1.0595200997 1.0539465197
16-Oct-09 5142.15 0.65181009425 162 -0.092506938 -0.092549752
17-Oct-09 5141.8 -0.0068064914 166.6 2.8395061728 2.79993945
20-Oct-09 5114.45 -0.5319148936 179.25 7.5930372149 7.3185749747
21-Oct-09 5063.6 -0.9942418051 176.4 -1.589958159 -1.602733591
22-Oct-09 4988.6 -1.4811596493 176.2 -0.113378685 -0.113443007
23-Oct-09 4997.05 0.16938620054 179.7 1.9863791146 1.9669080287
26-Oct-09 4970.9 -0.5233087522 173.5 -3.450194769 -3.51111944
27-Oct-09 4846.7 -2.4985415116 164.9 -4.956772334 -5.083836982
28-Oct-09 4826.15 -0.4239998349 159.6 -3.214069133 -3.266854455
29-Oct-09 4750.55 -1.5664660236 158.15 -0.908521303 -0.912673526
30-Oct-09 4711.7 -0.8178000442 154.55 -2.276319949 -2.302628117
3-Nov-09 4563.9 -3.1368720419 145.65 -5.758654157 -5.931118517
4-Nov-09 4710.8 3.21873835974 143.75 -1.304497082 -1.313080373
5-Nov-09 4765.55 1.16222297699 150.35 4.5913043478 4.4890229757
6-Nov-09 4796.15 0.64210846597 160.1 6.4848686398 6.2832710568
9-Nov-09 4898.4 2.13191830948 158.1 -1.249219238 -1.257087579
10-Nov-09 4881.7 -0.3409276498 151.35 -4.269449715 -4.363270875
11-Nov-09 5003.95 2.50425056845 152.65 0.8589362405 0.8552683713
12-Nov-09 4952.65 -1.0251900998 157.85 3.4064854242 3.3497495823
13-Nov-09 4998.95 0.93485305846 155.8 -1.298701299 -1.307208157
16-Nov-09 5058.05 1.18224827214 155.95 0.0962772786 0.0962309617
17-Nov-09 5062.25 0.08303595259 156.35 0.2564924655 0.256164085
18-Nov-09 5054.7 -0.1491431676 156.65 0.1918771986 0.1916933494
19-Nov-09 4989 -1.2997804024 156.4 -0.159591446 -0.159718929
20-Nov-09 5052.45 1.2717979555 157.9 0.9590792839 0.954509315
23-Nov-09 5013.55 -0.7699235025 154.05 -2.438252058 -2.468469622
24-Nov-09 5090.55 1.53583787935 154.75 0.4543979228 0.4533686522
25-Nov-09 5108.15 0.34573867264 152.55 -1.421647819 -1.43185004
26-Nov-09 5005.55 -2.0085549563 150.75 -1.179941003 -1.186957556
27-Nov-09 4941.75 -1.2745852104 146.8 -2.620232172 -2.655171943
30-Nov-09 5032.7 1.84044113927 151.4 3.1335149864 3.0854224823
1-Dec-09 5122 1.77439545373 152.6 0.7926023778 0.7894777847
2-Dec-09 5123.25 0.02440452948 149.85 -1.802096986 -1.818532509
3-Dec-09 5131.7 0.16493436783 149.35 -0.333667 -0.33422491
4-Dec-09 5108.9 -0.4442972115 145.2 -2.778707734 -2.818044227
7-Dec-09 5066.7 -0.8260095128 141.6 -2.479338843 -2.510592113
8-Dec-09 5147.95 1.603607871 142.8 0.8474576271 0.8438868646
9-Dec-09 5112 -0.6983362309 142.5 -0.210084034 -0.21030502
10-Dec-09 5134.65 0.44307511737 146.2 2.5964912281 2.5633547607
11-Dec-09 5117.3 -0.3379003437 148.3 1.4363885089 1.4261701828
14-Dec-09 5105.7 -0.2266820394 144.35 -2.663519892 -2.699634303
15-Dec-09 5033.05 -1.4229194821 148 2.5285763769 2.4971367655
16-Dec-09 5042.05 0.17881801293 151.1 2.0945945946 2.0729595515
17-Dec-09 5041.75 -0.0059499608 158.65 4.9966909332 4.8758648751
18-Dec-09 4987.7 -1.0720483959 158 -0.409706902 -0.4105485
21-Dec-09 4952.6 -0.7037311787 154.1 -2.46835443 -2.49932907
22-Dec-09 4985.85 0.6713645358 152.05 -1.330304997 -1.33923282
23-Dec-09 5144.6 3.18401075042 152.45 0.2630713581 0.2627259311
24-Dec-09 5178.4 0.65699957237 153.9 0.9511315185 0.9466367411
29-Dec-09 5187.95 0.18441989804 149.9 -2.599090318 -2.633463574
30-Dec-09 5169.45 -0.3565955724 153.45 2.368245497 2.3406375957
31-Dec-09 5201.05 0.61128359884 153.1 -0.228087325 -0.22834784
4-Jan-10 5232.2 0.59891752627 154.45 0.8817766166 0.8779116701
5-Jan-10 5277.9 0.87343755973 158.35 2.5250890256 2.493735362
6-Jan-10 5281.8 0.07389302564 163.55 3.2838648563 3.2310981
7-Jan-10 5263.1 -0.3540459692 167.05 2.140018343 2.1174414818
8-Jan-10 5147.75 -2.1916741084 159.1 -4.759054175 -4.876023346
11-Jan-10 5249.4 1.97464911855 159.85 0.4714016342 0.4702940162
12-Jan-10 5210.4 -0.7429420505 159.65 -0.125117297 -0.125195635
13-Jan-10 5233.45 0.44238446185 157.75 -1.190103351 -1.197241774
14-Jan-10 5259.9 0.5054027458 162.9 3.264659271 3.2125014187
15-Jan-10 5252.2 -0.1463906158 165.7 1.7188459177 1.7042408825
18-Jan-10 5274.85 0.43124785804 164.8 -0.543150272 -0.544630696
19-Jan-10 5225.65 -0.9327279449 159.15 -3.428398058 -3.488546375
20-Jan-10 5221.7 -0.0755886827 154.65 -2.827521206 -2.86826546
21-Jan-10 5094.15 -2.4426910776 148.4 -4.04138377 -4.12531684
22-Jan-10 5036 -1.1415054523 152.15 2.5269541779 2.495554561
25-Jan-10 5007.9 -0.5579825258 145.95 -4.07492606 -4.160277904
27-Jan-10 4853.1 -3.0911160367 137.45 -5.823912299 -6.000388269
28-Jan-10 4867.25 0.29156621541 133.45 -2.910149145 -2.953333876
29-Jan-10 4882.05 0.30407314192 129.9 -2.660172349 -2.696195217
1-Feb-10 4899.7 0.36152845628 133.2 2.5404157044 2.508683443
2-Feb-10 4830.1 -1.4204951324 136 2.1021021021 2.080312763
3-Feb-10 4931.85 2.10658164427 136.15 0.1102941176 0.1102333384
4-Feb-10 4845.05 -1.7599886452 133.3 -2.093279471 -2.115499194
5-Feb-10 4718.65 -2.6088482059 129.05 -3.188297074 -3.240230102
6-Feb-10 4757.25 0.81803058078 130.45 1.084850833 1.0790085418
8-Feb-10 4760.4 0.06621472489 131.1 0.4982752012 0.4970379187
9-Feb-10 4792.65 0.67746407865 132.3 0.9153318078 0.9111680351
10-Feb-10 4757.2 -0.7396742929 134.95 2.0030234316 1.9832268343
11-Feb-10 4826.25 1.45148406626 139 3.0011115228 2.9569593667
15-Feb-10 4801.95 -0.5034965035 139.7 0.5035971223 0.5023333132
16-Feb-10 4855.75 1.1203781797 138.65 -0.751610594 -0.75444942
17-Feb-10 4914 1.19960871132 141.35 1.947349441 1.9286312078
18-Feb-10 4887.75 -0.5341880342 138.25 -2.193137602 -2.217544374
19-Feb-10 4844.9 -0.8766814997 134.75 -2.53164557 -2.564243061
22-Feb-10 4856.4 0.23736300027 132.1 -1.966604824 -1.986199826
23-Feb-10 4870.05 0.28107239931 131 -0.832702498 -0.836188833
24-Feb-10 4858.6 -0.2351105225 131.35 0.2671755725 0.266819293
25-Feb-10 4859.75 0.02366936978 130.35 -0.761324705 -0.764237575
SD 1.209276573 2.6401432718
COV 0.9880074143
CORR 0.3094652641
VAR 1.474828018
BETA 0.6699136456
ALPHA
SD COV CORR VAR BETA
NIFTY 1.214425 1.474828
HCL 2.651391 0.988007 0.309465 0.669914
NIFTY RETURNS RELIANCE RETURNS TATA RETURNS RETURN INFOSYS RETURN WIPRO
- - - - -
-0.36753975375 -0.489688769972477 0.80426356589 0.930113291995 -0.840711922011
-0.32115616218 -2.04702838444563 -1.89368451408 1.0324040926623 -0.496076485975
1.890694560852 2.60772736689456 -0.39192631785 0.6332297000732 0.126903553299
2.189983762072 1.09532342326426 11.351564037 1.0517707457804 0.371175086004
0.467289719626 3.6323239383878 -0.04416961131 -0.9171837065012 -0.658428790475
0.187295145934 4.47340528040084 -1.5377817057 -0.6398039749524 -1.479934628654
0.106974087345 -0.968433673822316 1.00529575442 2.3108188336302 0.184314809695
0.210607129518 -0.307341265221538 -2.19497023016 1.2096594206133 1.361420292521
-0.43378782702 -0.063059065324516 2.54406687261 -0.7607832759989 1.179780379345
1.736472154057 1.93503154942744 0.84175084175 0.9066062262516 0.35877657189
1.355246213283 0.142143151909758 6.27361391793 2.1800885248068 -0.813298775583
0.144199741852 -4.48031135531135 0.16535758578 1.8038404344734 2.045413588034
0.211456938305 0.786137142583232 -0.96574494428 0.099496168339 0.512141280353
0.887249927151 -0.218781955244839 2.49208201367 1.9414190546685 1.38803478872
-1.00892394725 0.178745918634858 -1.12222493291 -1.7924195589486 -1.767611125552
0.342083287219 -0.035685397535329 -0.64150012337 -3.4854982150024 2.460968510188
-0.5534888851 1.62069539970014 -1.75482162073 -1.9238766442689 -2.487947658402
0.965930287662 1.68852459016394 -0.21063274075 2.4481142602098 2.772137370884
1.53989035022 1.40945625388636 -0.17730496454 0.4814080641297 3.444721243879
-0.01081835974 -1.23997910657916 -1.90307028673 1.3159035726674 0.988207938881
-1.57768422709 -1.62117414399706 -2.83669598207 -0.5841446453408 0.082230079763
0.48369043812 -0.233743163012482 -0.96725530216 -0.4627437475787 -1.478925314272
-0.82846003899 -1.53694765943488 0.05376344086 -2.5774644841828 -4.56175464932
0.330943188086 0.873268928758383 5.54361454415 -1.8621684607702 -1.232086682978
-1.14048678095 -0.938834241502139 -7.39923631735 -1.5017188348109 -2.397593559232
2.205168648386 3.30039290391714 0.48565930542 2.8379867744306 3.97026831037
1.26527180096 0.698462460524176 4.82400145906 0.7345717602929 1.429816913688
-0.18268141143 -0.581448585294379 -0.2609830361 -1.7044572999091 -1.160391954616
0.651810094248 2.1759152659452 1.05538595726 -1.2379363218184 -0.44351682755
-0.00680649145 0.290704225352104 -0.29345762127 0.1575378433298 0.235849056604
-0.53191489362 -1.82680208520581 0.38954293629 -0.2302361630346 1.786492374728
-0.99424180508 -0.107573642168884 -4.31145986031 1.2909269540978 0.436643835616
-1.48115964926 -2.15378975345981 -2.40605569073 -0.1556437787603 -1.619640269372
0.169386200537 -4.11436867740726 -2.25300092336 2.1168922124574 2.036218698553
-0.52330875216 -1.56299606808802 1.90818061591 0.6150442477876 0.441576086957
-2.4985415116 -1.20822685885826 1.65925101965 -1.3764897312987 2.409536692594
-0.42399983494 2.1672526368659 2.49840430382 0.6287345045929 3.310492858912
-1.56646602364 -1.70833026079689 -1.20985677431 -2.1425089732796 -0.191785200575
-0.81780004421 -3.41352405721716 2.16118865376 -0.0973577557905 -2.978382706165
-3.13687204194 -5.83072262641432 -2.62670780079 -2.8623878161545 -4.04357154646
3.218738359736 5.61711253471173 3.23164660089 4.3909381488999 2.794977640179
1.162222976989 1.06471598896236 0.89442300947 -0.6928458082829 0.376474525224
0.642108465969 0.842284212966536 -0.92994959152 -0.1372853509779 -0.241706951159
2.131918309477 3.4176245210728 1.88613036231 0.608491841702 0.777007268778
-0.34092764984 1.48686030428769 2.22145686241 -0.6339321714977 -1.558613828552
2.50425056845 2.89608177172061 4.71698113208 4.0036971076896 3.865588681152
-1.02519009982 -0.603122043519395 -0.39414414414 0.8518478378671 1.273007378578
0.934853058464 0.868530636525878 0.12920939998 1.4313961485557 1.345076060849
1.182248272137 1.60887001651332 2.40341963062 -0.3284315802856 0.758413651446
0.08303595259 -0.986719910846954 -1.30739544774 1.9707051595485 0.752705033715
-0.14914316756 -1.51476071001476 3.17612321443 1.4593670516616 0.326848249027
-1.2997804024 -0.7737911002119 -1.44636089411 -0.9596021863313 0.240459199504
1.271797955502 1.89557539111239 0.75341390677 0.6950351667047 0.448812195311
-0.76992350246 3.37446427730418 0.86462065742 -0.8138624469444 -0.639396040367
1.535837879347 -0.808674457276931 0.40157541123 1.1529113608509 0.348891300977
0.345738672639 0.803784677567518 -0.87685562649 0.1581303651374 -0.254964073244
-2.0085549563 -3.06192190276575 -1.70714673702 -1.8494597199155 -2.509682416731
-1.27458521042 -1.67332549941245 -0.64735138549 -2.7408134700955 -1.064675035754
1.840441139273 1.67790047325398 5.3873659118 2.2123418605151 1.035978156119
1.774395453733 3.24400564174894 6.0091985222 0.6892638745876 1.446625864399
0.024404529481 0.223132969034613 4.26742532006 -0.0146092037984 -0.807020293035
0.164934367833 -0.072697532827476 -3.57435197817 -0.7702262670118 1.216429699842
-0.44429721145 -1.02305278952394 0.38907753254 0.279770293864 -0.43702200718
-0.82600951281 -3.06872473355385 -0.78218589247 0.2936734351401 -0.007838219157
1.603607871001 2.40284360189573 2.76988636364 2.3383251066678 1.520733714823
-0.69833623093 -0.786782061369001 -0.55286800276 0.4107909258124 1.09644042931
0.443075117371 -0.004664831832808 -0.86865879083 -0.1465469866276 -0.954708622928
-0.33790034374 -0.051315543944762 -0.18927444795 0.3179844676818 -0.616903146206
-0.22668203936 -0.308051341890311 -0.18963337547 1.5442446408615 2.195841092489
-1.42291948215 -1.53097055105577 -3.07508268243 0.2921460730365 0.08351681725
0.178818012935 -0.423164701407362 3.02744300857 1.5502483988747 1.813078440297
-0.00594996083 -1.1650670868548 0.37347614685 0.5540492750206 0.08196110573
-1.07204839589 -2.63780858978695 3.05391743892 -1.2915201250489 0.461584276355
-0.7037311787 0.92293951272764 -0.92649363036 -0.6274866881767 0.392767155773
0.671364535799 0.221249815625154 -0.19253248986 -0.3067606868252 0.199306119436
3.184010750424 4.61145996860283 2.85222183948 3.2508791560102 2.180639457787
0.656999572367 0.947289439129611 4.46781432112 0.3115626511853 0.129776496035
0.184419898038 0.366998048871137 0.80148756091 -0.565244231808 -1.915322580645
-0.35659557243 -0.388798889146035 0.00636091852 0.1105872766428 0.036705329614
0.611283598835 1.34752102597463 0.69329601832 0.8178294573643 -0.198136053423
0.598917526269 -1.38003759570858 4.40907081044 0.4421206412672 2.029411764706
0.873437559726 -0.4463040446304 -1.74239215924 0.3349154099365 1.578264629576
0.073893025635 1.61576538712991 0.15393140816 -1.4591718007897 -2.021993614757
-0.35404596918 1.65900735294117 -3.41817287594 -2.247299756107 -1.774076755974
-2.19167410842 -0.262194295013775 0.54742202419 -2.4098532702323 -1.503870254331
1.974649118547 -1.9625617549744 0.04431501646 1.0327895463031 -0.995434473468
-0.74294205052 0.2635228848821 -0.48724925647 3.9081798646396 4.89869972785
0.442384461846 0.391939871812607 -0.17169019458 3.7321942828427 3.14211588354
0.505402745799 3.04060260885542 -0.35671061851 0.2329047885225 3.563443264394
-0.14639061579 -0.97619684407596 1.92418334079 -0.5186355609257 -0.701659695048
0.43124785804 -1.01282916948008 1.71224284997 0.4054862097317 1.576301127871
-0.93272794487 -1.318781264211 -0.51180859592 -1.8889695345505 -1.14381270903
-0.07558868275 -0.691244239631336 -0.21693318458 0.8270419970408 -1.678056702077
-2.44269107762 -2.17633410672854 -2.75793527548 -1.2228618730481 -2.353588878948
-1.14150545233 -0.018974431952948 -0.60044714149 -1.8893798567728 -1.32497004722
-0.55798252581 -1.11970394268634 -1.20814857657 -1.2929026246312 -0.707092350546
-3.09111603666 -1.39148793244086 -6.59597996487 -1.5753451598946 -5.711408430442
0.291566215409 0.934261106515511 -0.9541054391 -0.4196223398941 2.754043332316
0.304073141918 0.872583522152047 -2.35550555477 -0.6521521019364 -3.786472640879
0.361528456284 -0.076467214681701 3.67249945993 -0.9796000807918 3.140674434756
-1.42049513236 -1.73139468146165 -1.44474543308 -0.460989291178 -2.259464312435
2.106581644272 0.647327947045663 1.70554655014 1.3627328428861 2.824556031843
-1.75998864523 -1.43140383964409 -4.42796756981 -1.7851366650493 -2.44919228765
-2.6088482059 -3.67463081980081 -2.52320185615 -3.1432041333032 -1.70177045177
0.818030580781 1.22746256493837 1.1901219875 1.136991541633 0.628833165127
0.066214724894 0.060377358490568 -1.02175830638 1.0149404274097 -1.836136398704
0.677464078649 -0.110625031427568 0.46045302636 2.9206190713929 2.84501729016
-0.73967429293 -0.820538635791591 -0.98321874769 -0.27690193225 -1.008711600183
1.451484066257 3.05045173078875 2.7027027027 1.2768803583372 1.235139725181
-0.5034965035 -0.507314190021177 -0.6760686246 0.0080049630771 0.640536830868
1.120378179698 0.767326732673267 2.9276147259 1.7129249794889 1.522958023943
1.199608711322 1.45418816015721 1.18751333286 -0.8971256566133 0.216434062243
-0.53418803419 -3.36545445741126 -0.23190442727 0.5955571437079 -0.521298778671
-0.87668149967 -1.46321908198035 -1.41579206875 -0.0493359382709 -0.314418326097
0.237363000268 -0.533970707892596 0.75021434696 1.4196019586163 0.3529588465
0.281072399308 -0.265862262896878 -0.75881143181 0.5042147682364 1.22726932575
-0.23511052248 0.353719177731064 -2.17950550236 -0.1937008484097 -0.613587639536
0.023669369777 -1.60400490396403 -2.491051209 1.5933703373054 -0.416542695626
RETURN HCL
-
2.2689356023 CORRELATION MATRIX RELIANCE TATA INF WIPRO
0.9787928222 RELIANCE 1 0.341921 0.284701 0.327798
-0.387722132 TATA 0.341921 1 0.3327 0.362782
-0.389231268 INF 0.284701 0.3327 1 0.618813
1.3350700098 WIPRO 0.327798 0.362782 0.618813 1
3.6953727506 HCL 0.188656 0.146387 0.116175 0.238457
-3.842578246
6.9287786014
1.6576250753 COVARIANCE MATRIX RELIANCE TATA INF WIPRO
-5.217906908 RELIANCE 3.628305 1.678825 0.838269 1.149105
-2.564904598 TATA 1.678825 6.644387 1.325633 1.720973
-0.609951846 INF 0.838269 1.325633 2.389379 1.760366
0.9689922481 WIPRO 1.149105 1.720973 1.760366 3.386902
-0.09596929 HCL 0.94874 0.996223 0.474112 1.158611
-3.426192763
3.4814323607
-0.38449215
-0.739787713
-2.657161374
3.3288948069
-2.06185567
-1.184210526
1.8974700399
4.7370140477
-3.212726138
0.6123106671
2.7866752082
1.0595200997
-0.092506938
2.8395061728
7.5930372149
-1.589958159
-0.113378685
1.9863791146
-3.450194769
-4.956772334
-3.214069133
-0.908521303
-2.276319949
-5.758654157
-1.304497082
4.5913043478
6.4848686398
-1.249219238
-4.269449715
0.8589362405
3.4064854242
-1.298701299
0.0962772786
0.2564924655
0.1918771986
-0.159591446
0.9590792839
-2.438252058
0.4543979228
-1.421647819
-1.179941003
-2.620232172
3.1335149864
0.7926023778
-1.802096986
-0.333667
-2.778707734
-2.479338843
0.8474576271
-0.210084034
2.5964912281
1.4363885089
-2.663519892
2.5285763769
2.0945945946
4.9966909332
-0.409706902
-2.46835443
-1.330304997
0.2630713581
0.9511315185
-2.599090318
2.368245497
-0.228087325
0.8817766166
2.5250890256
3.2838648563
2.140018343
-4.759054175
0.4714016342
-0.125117297
-1.190103351
3.264659271
1.7188459177
-0.543150272
-3.428398058
-2.827521206
-4.04138377
2.5269541779
-4.07492606
-5.823912299
-2.910149145
-2.660172349
2.5404157044
2.1021021021
0.1102941176
-2.093279471
-3.188297074
1.084850833
0.4982752012
0.9153318078
2.0030234316
3.0011115228
0.5035971223
-0.751610594
1.947349441
-2.193137602
-2.53164557
-1.966604824
-0.832702498
0.2671755725
-0.761324705
HCL
0.188656
0.146387
0.116175
0.238457
1
HCL
0.94874
0.996223
0.474112
1.158611
6.970298
RELIANCE SUMMARY OUTPUT
Regression Statistics
Multiple R 0.660548165014531
R Square 0.436323878304065
Adjusted R Square 0.431422346811056
Standard Error 1.44823456343124
Observations 117
ANOVA
df SS MS F
Regression 1 186.7045920608 186.70459 89.017867
Residual 115 241.1990853324 2.0973834
Total 116 427.9036773932
RESIDUAL OUTPUT
4
2 -0.48968877
0
Predicted
-2 0 20 40 60 80 100 120 140
-0.4896887699724
-4 77
-0.367539754
Significance F
5.3737E-16
-0.48968877
Predicted
-0.4896887699724
77
TATA SUMMARY OUTPUT
Regression Statistics
Multiple R 0.559273678944616
R Square 0.312787047960245
Adjusted R Square 0.306811283159899
Standard Error 2.16411193001056
Observations 117
ANOVA
df SS MS F Significance F
Regression 1 245.1402946738 245.14029 52.342597 5.5971E-11
Residual 115 538.5887512456 4.6833804
Total 116 783.7290459195
RESIDUAL OUTPUT
5
0.804263566
0
Predicted
0 20 40 60 80 100 120 140
0.80426356589146
-5 8
-0.367539754
Significance F
Regression Statistics
Multiple R 0.618375450314608
R Square 0.382388197551794
Adjusted R Square 0.377017660139201
Standard Error 1.22929396687049
Observations 117
ANOVA
df SS MS F Significance F
Regression 1 107.596522025 107.59652 71.201105 1.0958E-13
Residual 115 173.7838205532 1.5111637
Total 116 281.3803425781
RESIDUAL OUTPUT
4
2 0.930113292
0
Predicted
-2 0 20 40 60 80 100 120 140
0.93011329199495
-4 6
-0.367539754
Significance F
Regression Statistics
Multiple R 0.520377712067091
R Square 0.27079296321618
Adjusted R Square 0.264452032461538
Standard Error 1.5898589277666
Observations 117
ANOVA
df SS MS F Significance F
Regression 1 107.944754773 107.94475 42.705554 1.8145E-09
Residual 115 290.679912173 2.5276514
Total 116 398.624666946
RESIDUAL OUTPUT
4
2 -0.840711922
0
Predicted
-2 0 20 40 60 80 100 120 140
-0.8407119220105
-4 41
-0.367539754
Significance F
Regression Statistics
Multiple R 0.313312868487001
R Square 0.098164953559553
Adjusted R Square 0.090322909677462
Standard Error 2.53106334077796
Observations 117
ANOVA
df SS MS F Significance F
Regression 1 80.19240247154 80.192402 12.517777 0.0005825
Residual 115 736.7223880285 6.4062816
Total 116 816.9147905
RESIDUAL OUTPUT
4
2 2.268935602
0
-2 0 20 40 60 80 100 120 140 Predicted
2.26893560226894
-4
-0.367539754
Significance F
60226894