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DATE NIFTY NIFTY RETURNS RELIANCE ADJ RELIANCE RELIANCE RETURNS LN RELIANCE

1-Sep-09 4625.35 - 1980.85 1980.85 - -


2-Sep-09 4608.35 -0.36753975375 1971.15 1971.15 -0.489688769972477 -0.490891674
3-Sep-09 4593.55 -0.32115616218 1930.8 1930.8 -2.04702838444563 -2.068270397
4-Sep-09 4680.4 1.890694560852 1981.15 1981.15 2.60772736689456 2.5743059379
7-Sep-09 4782.9 2.189983762072 2002.85 2002.85 1.09532342326426 1.0893682027
8-Sep-09 4805.25 0.467289719626 2075.6 2075.6 3.6323239383878 3.56791023
9-Sep-09 4814.25 0.187295145934 2168.45 2168.45 4.47340528040084 4.3762358103
10-Sep-09 4819.4 0.106974087345 2147.45 2147.45 -0.968433673822316 -0.97315349
11-Sep-09 4829.55 0.210607129518 2140.85 2140.85 -0.307341265221538 -0.307814528
14-Sep-09 4808.6 -0.43378782702 2139.5 2139.5 -0.063059065324516 -0.063078956
15-Sep-09 4892.1 1.736472154057 2180.9 2180.9 1.93503154942744 1.9165478766
16-Sep-09 4958.4 1.355246213283 2184 2184 0.142143151909758 0.1420422242
17-Sep-09 4965.55 0.144199741852 2086.15 2086.15 -4.48031135531135 -4.583779593
18-Sep-09 4976.05 0.211456938305 2102.55 2102.55 0.786137142583232 0.7830631844
22-Sep-09 5020.2 0.887249927151 2097.95 2097.95 -0.218781955244839 -0.219021633
23-Sep-09 4969.55 -1.00892394725 2101.7 2101.7 0.178745918634858 0.1785863582
24-Sep-09 4986.55 0.342083287219 2100.95 2100.95 -0.035685397535329 -0.035691766
25-Sep-09 4958.95 -0.5534888851 2135 2135 1.62069539970014 1.6077023292
29-Sep-09 5006.85 0.965930287662 2171.05 2171.05 1.68852459016394 1.6744274812
30-Sep-09 5083.95 1.53989035022 2201.65 2201.65 1.40945625388636 1.3996157763
1-Oct-09 5083.4 -0.01081835974 2174.35 2174.35 -1.23997910657916 -1.247730995
5-Oct-09 5003.2 -1.57768422709 2139.1 2139.1 -1.62117414399706 -1.634458948
6-Oct-09 5027.4 0.48369043812 2134.1 2134.1 -0.233743163012482 -0.234016769
7-Oct-09 4985.75 -0.82846003899 2101.3 2101.3 -1.53694765943488 -1.548881132
8-Oct-09 5002.25 0.330943188086 2119.65 2119.65 0.873268928758383 0.8694779897
9-Oct-09 4945.2 -1.14048678095 2099.75 2099.75 -0.938834241502139 -0.943269069
12-Oct-09 5054.25 2.205168648386 2169.05 2169.05 3.30039290391714 3.2470993653
14-Oct-09 5118.2 1.26527180096 2184.2 2184.2 0.698462460524176 0.6960345105
15-Oct-09 5108.85 -0.18268141143 2171.5 2171.5 -0.581448585294379 -0.583145579
16-Oct-09 5142.15 0.651810094248 2218.75 2218.75 2.1759152659452 2.1525801249
17-Oct-09 5141.8 -0.00680649145 2225.2 2225.2 0.290704225352104 0.2902824977
20-Oct-09 5114.45 -0.53191489362 2184.55 2184.55 -1.82680208520581 -1.843694154
21-Oct-09 5063.6 -0.99424180508 2182.2 2182.2 -0.107573642168884 -0.107631544
22-Oct-09 4988.6 -1.48115964926 2135.2 2135.2 -2.15378975345981 -2.177322313
23-Oct-09 4997.05 0.169386200537 2047.35 2047.35 -4.11436867740726 -4.201404512
26-Oct-09 4970.9 -0.52330875216 2015.35 2015.35 -1.56299606808802 -1.57533964
27-Oct-09 4846.7 -2.4985415116 1991 1991 -1.20822685885826 -1.21558525
28-Oct-09 4826.15 -0.42399983494 2034.15 2034.15 2.1672526368659 2.1441016138
29-Oct-09 4750.55 -1.56646602364 1999.4 1999.4 -1.70833026079689 -1.723090567
30-Oct-09 4711.7 -0.81780004421 1931.15 1931.15 -3.41352405721716 -3.473145516
3-Nov-09 4563.9 -3.13687204194 1818.55 1818.55 -5.83072262641432 -6.007620013
4-Nov-09 4710.8 3.218738359736 1920.7 1920.7 5.61711253471173 5.4650222673
5-Nov-09 4765.55 1.162222976989 1941.15 1941.15 1.06471598896236 1.0590878025
6-Nov-09 4796.15 0.642108465969 1957.5 1957.5 0.842284212966536 0.8387567929
9-Nov-09 4898.4 2.131918309477 2024.4 2024.4 3.4176245210728 3.3605211475
10-Nov-09 4881.7 -0.34092764984 2054.5 2054.5 1.48686030428769 1.4759148984
11-Nov-09 5003.95 2.50425056845 2114 2114 2.89608177172061 2.8549378107
12-Nov-09 4952.65 -1.02519009982 2101.25 2101.25 -0.603122043519395 -0.604948171
13-Nov-09 4998.95 0.934853058464 2119.5 2119.5 0.868530636525878 0.864780607
16-Nov-09 5058.05 1.182248272137 2153.6 2153.6 1.60887001651332 1.5960648658
17-Nov-09 5062.25 0.08303595259 2132.35 2132.35 -0.986719910846954 -0.991620254
18-Nov-09 5054.7 -0.14914316756 2100.05 2100.05 -1.51476071001476 -1.526350396
19-Nov-09 4989 -1.2997804024 2083.8 2083.8 -0.7737911002119 -0.776800397
20-Nov-09 5052.45 1.271797955502 2123.3 2123.3 1.89557539111239 1.877833221
23-Nov-09 5013.55 -0.76992350246 2194.95 2194.95 3.37446427730418 3.3187785019
24-Nov-09 5090.55 1.535837879347 2177.2 2177.2 -0.808674457276931 -0.811961965
25-Nov-09 5108.15 0.345738672639 2194.7 2194.7 0.803784677567518 0.8005715349
26-Nov-09 5005.55 -2.0085549563 1063.75 2127.5 -3.06192190276575 -3.109778146
27-Nov-09 4941.75 -1.27458521042 1045.95 2091.9 -1.67332549941245 -1.687483755
30-Nov-09 5032.7 1.840441139273 1063.5 2127 1.67790047325398 1.6639792305
1-Dec-09 5122 1.774395453733 1098 2196 3.24400564174894 3.1924987429
2-Dec-09 5123.25 0.024404529481 1100.45 2200.9 0.223132969034613 0.2228843971
3-Dec-09 5131.7 0.164934367833 1099.65 2199.3 -0.072697532827476 -0.07272397
4-Dec-09 5108.9 -0.44429721145 1088.4 2176.8 -1.02305278952394 -1.028321943
7-Dec-09 5066.7 -0.82600951281 1055 2110 -3.06872473355385 -3.1167961
8-Dec-09 5147.95 1.603607871001 1080.35 2160.7 2.40284360189573 2.3744295782
9-Dec-09 5112 -0.69833623093 1071.85 2143.7 -0.786782061369001 -0.789893522
10-Dec-09 5134.65 0.443075117371 1071.8 2143.6 -0.004664831832808 -0.004664941
11-Dec-09 5117.3 -0.33790034374 1071.25 2142.5 -0.051315543944762 -0.051328715
14-Dec-09 5105.7 -0.22668203936 1067.95 2135.9 -0.308051341890311 -0.308526797
15-Dec-09 5033.05 -1.42291948215 1051.6 2103.2 -1.53097055105577 -1.542810909
16-Dec-09 5042.05 0.178818012935 1047.15 2094.3 -0.423164701407362 -0.424062577
17-Dec-09 5041.75 -0.00594996083 1034.95 2069.9 -1.1650670868548 -1.171907173
18-Dec-09 4987.7 -1.07204839589 1007.65 2015.3 -2.63780858978695 -2.673222924
21-Dec-09 4952.6 -0.7037311787 1016.95 2033.9 0.92293951272764 0.9187064518
22-Dec-09 4985.85 0.671364535799 1019.2 2038.4 0.221249815625154 0.2210054186
23-Dec-09 5144.6 3.184010750424 1066.2 2132.4 4.61145996860283 4.5082919571
24-Dec-09 5178.4 0.656999572367 1076.3 2152.6 0.947289439129611 0.9428307882
29-Dec-09 5187.95 0.184419898038 1080.25 2160.5 0.366998048871137 0.3663262542
30-Dec-09 5169.45 -0.35659557243 1076.05 2152.1 -0.388798889146035 -0.389556677
31-Dec-09 5201.05 0.611283598835 1090.55 2181.1 1.34752102597463 1.3385227074
4-Jan-10 5232.2 0.598917526269 1075.5 2151 -1.38003759570858 -1.389648641
5-Jan-10 5277.9 0.873437559726 1070.7 2141.4 -0.4463040446304 -0.447302954
6-Jan-10 5281.8 0.073893025635 1088 2176 1.61576538712991 1.6028508252
7-Jan-10 5263.1 -0.35404596918 1106.05 2212.1 1.65900735294117 1.6453961601
8-Jan-10 5147.75 -2.19167410842 1103.15 2206.3 -0.262194295013775 -0.262538626
11-Jan-10 5249.4 1.974649118547 1081.5 2163 -1.9625617549744 -1.982075736
12-Jan-10 5210.4 -0.74294205052 1084.35 2168.7 0.2635228848821 0.2631762721
13-Jan-10 5233.45 0.442384461846 1088.6 2177.2 0.391939871812607 0.3911737886
14-Jan-10 5259.9 0.505402745799 1121.7 2243.4 3.04060260885542 2.9952924651
15-Jan-10 5252.2 -0.14639061579 1110.75 2221.5 -0.97619684407596 -0.980992884
18-Jan-10 5274.85 0.43124785804 1099.5 2199 -1.01282916948008 -1.017993182
19-Jan-10 5225.65 -0.93272794487 1085 2170 -1.318781264211 -1.327554402
20-Jan-10 5221.7 -0.07558868275 1077.5 2155 -0.691244239631336 -0.6936444
21-Jan-10 5094.15 -2.44269107762 1054.05 2108.1 -2.17633410672854 -2.200365567
22-Jan-10 5036 -1.14150545233 1053.85 2107.7 -0.018974431952948 -0.018976232
25-Jan-10 5007.9 -0.55798252581 1042.05 2084.1 -1.11970394268634 -1.126019818
27-Jan-10 4853.1 -3.09111603666 1027.55 2055.1 -1.39148793244086 -1.401259882
28-Jan-10 4867.25 0.291566215409 1037.15 2074.3 0.934261106515511 0.9299238805
29-Jan-10 4882.05 0.304073141918 1046.2 2092.4 0.872583522152047 0.8687985144
1-Feb-10 4899.7 0.361528456284 1045.4 2090.8 -0.076467214681701 -0.076496466
2-Feb-10 4830.1 -1.42049513236 1027.3 2054.6 -1.73139468146165 -1.746558606
3-Feb-10 4931.85 2.106581644272 1033.95 2067.9 0.647327947045663 0.6452417778
4-Feb-10 4845.05 -1.75998864523 1019.15 2038.3 -1.43140383964409 -1.441747247
5-Feb-10 4718.65 -2.6088482059 981.7 1963.4 -3.67463081980081 -3.743846283
6-Feb-10 4757.25 0.818030580781 993.75 1987.5 1.22746256493837 1.219990327
8-Feb-10 4760.4 0.066214724894 994.35 1988.7 0.060377358490568 0.0603591387
9-Feb-10 4792.65 0.677464078649 993.25 1986.5 -0.110625031427568 -0.110686266
10-Feb-10 4757.2 -0.73967429293 985.1 1970.2 -0.820538635791591 -0.823923583
11-Feb-10 4826.25 1.451484066257 1015.15 2030.3 3.05045173078875 3.0048504947
15-Feb-10 4801.95 -0.5034965035 1010 2020 -0.507314190021177 -0.508605397
16-Feb-10 4855.75 1.120378179698 1017.75 2035.5 0.767326732673267 0.7643977548
17-Feb-10 4914 1.199608711322 1032.55 2065.1 1.45418816015721 1.443716243
18-Feb-10 4887.75 -0.53418803419 997.8 1995.6 -3.36545445741126 -3.423389439
19-Feb-10 4844.9 -0.87668149967 983.2 1966.4 -1.46321908198035 -1.474029718
22-Feb-10 4856.4 0.237363000268 977.95 1955.9 -0.533970707892596 -0.535401427
23-Feb-10 4870.05 0.281072399308 975.35 1950.7 -0.265862262896878 -0.266216304
24-Feb-10 4858.6 -0.23511052248 978.8 1957.6 0.353719177731064 0.3530950628
25-Feb-10 4859.75 0.023669369777 963.1 1926.2 -1.60400490396403 -1.6170083

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

Coefficients Standard Error t Stat P-value


Intercept -0.05636752540534 0.134015830836 -0.4206035 0.6748296
-0.367539753748365 1.04072126135154 0.110305161621 9.434928 5.3737E-16

RESIDUAL OUTPUT

Observation Predicted -0.489688769972477 Residuals


1 -0.390601571604151 -1.656426812841
2 1.91131850279464 0.6964088641
3 2.22279513779721 -1.127471714533
4 0.429950821020619 3.202373117367
5 0.138554515116252 4.334850765285
6 0.054962681708126 -1.02339635553
7 0.162815792076476 -0.470157057298
8 -0.507819739903885 0.444760674579
9 1.750815965067 0.18421558436
10 1.35406602312404 -1.211922871214
11 0.09370421182167 -4.574015567133
12 0.163700206148891 0.622436936434
13 0.867012337913354 -1.085794293158
14 -1.10637612839835 1.285122047033
15 0.299645824756668 -0.335331222292
16 -0.632395176051634 2.253090575752
17 0.94889666194761 0.739627928216
18 1.54622910221887 -0.136772848333
19 -0.067626422399676 -1.172352684179
20 -1.69829704423905 0.077122900242
21 0.447019397458167 -0.680762560471
22 -0.918563502158554 -0.618384157276
23 0.288052086735267 0.585216842023
24 -1.24329636662889 0.304462125127
25 2.23859837183613 1.061794532081
26 1.26042773924185 -0.561965278718
27 -0.246487954338095 -0.334960630956
28 0.621985098042312 1.553930167903
29 -0.063451185770605 0.354155411123
30 -0.609942664422121 -1.216859420784
31 -1.09109611087836 0.983522468709
32 -1.59784186384766 -0.555947889612
33 0.119916294873301 -4.234284972281
34 -0.600986070033535 -0.962009998054
35 -2.65665279889425 1.448425940036
36 -0.497633168436149 2.664885805302
37 -1.68662202139439 -0.021708239403
38 -0.907469418944141 -2.506054638273
39 -3.32097695358959 -2.509745672825
40 3.29344192029989 2.323670614412
41 1.15318263717844 -0.088466648216
42 0.611888407222718 0.230395805744
43 2.1623651867324 1.25525933434
44 -0.41117817918148 1.898038483469
45 2.54985928493174 0.346222486789
46 -1.12330465921631 0.520182615697
47 0.916553928777295 -0.048023292251
48 1.17402338760391 0.434846628909
49 0.03004975591209 -1.016769666759
50 -0.211583990874337 -1.30317671914
51 -1.40907662526875 0.635285525057
52 1.26721964702911 0.628355744083
53 -0.857643284028866 4.232107561333
54 1.54201160962011 -2.350686066897
55 0.303450062081011 0.500334615487
56 -2.14671337301488 -0.915208529751
57 -1.38285545328995 -0.290470046123
58 1.85901869850161 -0.181118225248
59 1.79028354933967 1.453722092409
60 -0.030969212701525 0.254102181736
61 0.115283177925949 -0.187980710753
62 -0.51875707972097 -0.504295709803
63 -0.916013187466343 -2.152711546088
64 1.61254128081591 0.79030232108
65 -0.783140888503029 -0.003641172866
66 0.404750169618367 -0.409415001451
67 -0.408027597356662 0.356712053412
68 -0.292280343330382 -0.01577099856
69 -1.53723008366745 0.006259532612
70 0.129732182568231 -0.552896883976
71 -0.062559776144735 -1.10250731071
72 -1.17207108421033 -1.465737505577
73 -0.78875552535398 1.711695038082
74 0.642335821118477 -0.421086005493
75 3.25730015893246 1.35415980967
76 0.627385898255997 0.319903540874
77 0.135562183499097 0.231435865372
78 -0.427484119339426 0.038685230193
79 0.579808312618219 0.767712713356
80 0.566938677978591 -1.946976273687
81 0.852637513464829 -1.298941558095
82 0.020534517438813 1.595230869691
83 -0.424830693023832 2.083838045965
84 -2.33728936798671 2.075095072973
85 1.99869179597552 -3.96125355095
86 -0.829563113333672 1.093085998216
87 0.404031389728874 -0.012091517916
88 0.469615857692768 2.570986751163
89 -0.208719351721556 -0.767477492354
90 0.392441289369665 -1.40527045885
91 -1.02707732868878 -0.291703935522
92 -0.135034274658321 -0.556209964973
93 -2.59852806479651 0.422193958068
94 -1.24435651959655 1.225382087644
95 -0.637071803482753 -0.482632139204
96 -3.27335770606424 1.881869773623
97 0.247071634062296 0.687189472453
98 0.260087858394607 0.612495663757
99 0.319882825632732 -0.396350040314
100 -1.53470701129358 -0.196687670168
101 2.1359967805618 -1.488668833516
102 -1.88802512823822 0.456621288594
103 -2.77145132092519 -0.903179498876
104 0.794974292448699 0.43248827249
105 0.012543546605947 0.047833811885
106 0.64868374504645 -0.759308776474
107 -0.82616228853037 0.005623652739
108 1.45422280286179 1.596228927927
109 -0.580367041610313 0.073052851589
110 1.10963386696053 -0.342307134287
111 1.1920907657696 0.262097394388
112 -0.612308370144408 -2.753146087267
113 -0.968748601542901 -0.494470480437
114 0.190661195632094 -0.724631903525
115 0.236150496533731 -0.502012759431
116 -0.301052044916944 0.654771222648
117 -0.031734309035318 -1.572270594929
-0.48968877
-0.367539753748365 Line Fit Plot

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

Lower 95% Upper 95% Lower 95.0 Upper 95.0%


-0.3218271 0.209092 -0.3218271 0.209092
0.822228 1.2592146 0.822228 1.2592146
Fit Plot

-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

Coefficients Standard Error t Stat P-value Lower 95%


Intercept 0.183427800248429 0.200261246103 0.9159426 0.3616137 -0.213251
-0.367539753748365 1.19251617688209 0.164830147155 7.2348184 5.5971E-11 0.8660194

RESIDUAL OUTPUT

Observation Predicted 0.804263565891468 Residuals


1 -0.1995561184612 -1.694128395621
2 2.43811164960697 -2.830037967459
3 2.79501886362794 8.556545173358
4 0.740678350193342 -0.784847961501
5 0.406780291626377 -1.944561997327
6 0.310996129914366 0.694299624506
7 0.434580209165595 -2.629550439326
8 -0.333871200811289 2.877938073426
9 2.25419893466707 -1.412448092916
10 1.79958083324616 4.474033084687
11 0.355388325109425 -0.19003073933
12 0.435593619891006 -1.401338564175
13 1.24148769131351 1.250594322355
14 -1.01973032809462 -0.102494604816
15 0.591367654098287 -1.232867777464
16 -0.476616648958862 -1.278204971768
17 1.3353152940254 -1.545948034779
18 2.01977195351063 -2.19707691805
19 0.170526731251186 -2.07359701798
20 -1.69798616257062 -1.138709819495
21 0.760236472309239 -1.727491774466
22 -0.80452419814316 0.858287639003
23 0.578082905669971 4.965531638482
24 -1.17662113555293 -6.2226151818
25 2.81312708620233 -2.327467780787
26 1.69228489104547 3.13171656801
27 -0.034422738101907 -0.226560298001
28 0.960721881894452 0.094664075367
29 0.175310949088738 -0.468768570356
30 -0.450889315114395 0.840432251402
31 -1.00222163604392 -3.309238224265
32 -1.58287904204079 -0.823176648686
33 0.38542358452966 -2.638424507891
34 -0.440626352210869 2.348806968119
35 -2.79612337094302 4.455374390595
36 -0.322198861911952 2.820603165733
37 -1.68460827348085 0.474751499173
38 -0.79181198192142 2.953000635681
39 -3.55734285457199 0.930635053779
40 4.02182536338479 -0.790178762498
41 1.56939750145193 -0.674974491982
42 0.949152533229751 -1.879102124747
43 2.72577487209135 -0.839644509779
44 -0.22313393733794 2.444590799745
45 3.16978711409065 1.547194017985
46 -1.03912797816765 0.644983834024
47 1.29825519547404 -1.16904579549
48 1.59327798986289 0.810141640752
49 0.282449516975322 -1.589844964719
50 0.005572160257121 3.170551054171
51 -1.36658135600522 -0.079779538109
52 1.70006743591026 -0.946653529145
53 -0.734718431395882 1.599339088819
54 2.01493931643798 -1.613363905209
55 0.59572676034359 -1.472582386834
56 -2.21180647729045 0.504659740269
57 -1.33653568198784 0.689184296498
58 2.37818363143022 3.00918228037
59 2.29942308301059 3.709775439194
60 0.212530596443326 4.054894723614
61 0.380114702013002 -3.954466680185
62 -0.346403811749777 0.735481344291
63 -0.801601906037153 0.01941601357
64 2.09575612779239 0.674130235844
65 -0.649349452034732 0.09648144927
66 0.711802045287142 -1.580460836114
67 -0.219523825839107 0.03024937789
68 -0.086894198693058 -0.102739176781
69 -1.51342670061303 -1.561655981816
70 0.396671173390735 2.630771835176
71 0.176332375707522 0.197143771146
72 -1.09500725425601 4.148924693178
73 -0.655783014527135 -0.270710615829
74 0.984040869774125 -1.176573359632
75 3.98041212749518 -1.128190288019
76 0.966910418500847 3.500903902619
77 0.4033515119977 0.398136048915
78 -0.241818188481584 0.248179106998
79 0.912393380522435 -0.219097362204
80 0.897646638942092 3.511424171493
81 1.22501621971847 -2.967408378954
82 0.271546428677176 -0.117615020513
83 -0.238777745355246 -3.179395130582
84 -2.43017902849033 2.977601052679
85 2.53822881778161 -2.493913801322
86 -0.702542613482695 0.215293357012
87 0.710978427400519 -0.882668621983
88 0.786128750453956 -1.142839368965
89 0.008854622773726 1.915328718018
90 0.697697847207419 1.014545002767
91 -0.928865362639612 0.417056766722
92 0.093287073282711 -0.310220257862
93 -2.72952082493707 -0.028414450546
94 -1.17783591765727 0.577388776169
95 -0.481975388202469 -0.726173188367
96 -3.50277807809074 -3.093201886783
97 0.531125228755593 -1.485230667853
98 0.546039940940919 -2.901545495715
99 0.614556332769983 3.057943127157
100 -1.51053562426722 0.065790191191
101 2.69556048896612 -0.990013938822
102 -1.91538713032257 -2.512580439492
103 -2.92766588831819 0.40446403217
104 1.15894250101346 0.03117948649
105 0.262389930831816 -1.284148237212
106 0.991314673293709 -0.530861646929
107 -0.698645759691687 -0.284572987998
108 1.91434602974706 0.788356672956
109 -0.416999925174727 -0.259068699425
110 1.51949690376381 1.408117822138
111 1.61398059442815 -0.426467261569
112 -0.453600072017646 0.221695644751
113 -0.86202907007837 -0.553762998669
114 0.466487017861674 0.283727329095
115 0.51861118329845 -1.277422615112
116 -0.096945301163255 -2.082560201195
117 0.211653906604457 -2.702705115604
0.804263566
-0.367539753748365 Line Fit Plot

5
0.804263566
0
Predicted
0 20 40 60 80 100 120 140
0.80426356589146
-5 8
-0.367539754

Significance F

Upper 95% Lower 95.0 Upper 95.0%


0.5801068 -0.213251 0.5801068
1.519013 0.8660194 1.519013
INFY SUMMARY OUTPUT

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

Coefficients Standard Error t Stat P-value Lower 95%


Intercept 0.13265033886594 0.113755641849 1.166099 0.2459871 -0.092678
-0.367539753748365 0.790052667697802 0.093629494227 8.4380747 1.0958E-13 0.6045907

RESIDUAL OUTPUT

Observation Predicted 0.930113291994956 Residuals


1 -0.121079943815011 1.153484036477
2 1.62639862046848 -0.993168920395
3 1.86285285230549 -0.811082106525
4 0.501833828444359 -1.419017534946
5 0.280623368558053 -0.92042734351
6 0.21716550194728 2.093653331683
7 0.299041063377978 0.910618357235
8 -0.210064891088585 -0.55071838491
9 1.50455479656187 -0.59794857031
10 1.20336622505722 0.97672229975
11 0.246575729597622 1.557264704876
12 0.299712457076953 -0.200216288738
13 0.833624510726305 1.107794543942
14 -0.66445271716556 -1.127966841783
15 0.402914152508275 -3.888412367511
16 -0.30463503134913 -1.61924161292
17 0.895786139443182 1.552328120767
18 1.3492448180195 -0.86783675389
19 0.124103264893263 1.191800307774
20 -1.11380329353292 0.529658648192
21 0.514791259842249 -0.977535007421
22 -0.521876725016248 -2.055587759167
23 0.394112887469736 -2.25628134824
24 -0.768394284896561 -0.733324549914
25 1.87484971224711 0.963137062183
26 1.13228170057686 -0.397709940284
27 -0.011677597576051 -1.692779702333
28 0.647614642659088 -1.885550964477
29 0.127272852139692 0.03026499119
30 -0.287590441824385 0.05735427879
31 -0.652853051575511 1.943780005673
32 -1.03754379331937 0.881900014559
33 0.266474358471567 1.850417853986
34 -0.280791136810668 0.895835384598
35 -1.84132904772536 0.464839316427
36 -0.202331861831234 0.831066366424
37 -1.10494032197041 -1.037568651309
38 -0.513454767701928 0.416097011911
39 -2.34564378609395 -0.516744030061
40 2.67562316659677 1.715314982303
41 1.05086770229582 -1.743713510579
42 0.63994984535632 -0.777235196334
43 1.81697808658234 -1.20848624488
44 -0.13670046038592 -0.497231711112
45 2.11114018105322 1.892556926636
46 -0.677303834395131 1.529151672262
47 0.8712334916106 0.560162656945
48 1.06668874014902 -1.395120320435
49 0.198253114724831 1.772452044824
50 0.014819381463233 1.444547670198
51 -0.894244635469736 -0.065357550862
52 1.13743770638299 -0.442402539678
53 -0.475629778175182 -0.338232668769
54 1.34604315259535 -0.193131791744
55 0.405802099510289 -0.247671734373
56 -1.45421386257282 -0.395245857343
57 -0.874339106831733 -1.866474363264
58 1.58669577068898 0.625646089826
59 1.53451620063823 -0.845252326051
60 0.151931202486055 -0.166540406284
61 0.262957176167385 -1.033183443179
62 -0.218367858291142 0.498138152155
63 -0.519940680274131 0.813614115414
64 1.39958501529135 0.938740091376
65 -0.419072063327862 0.82986298914
66 0.482703017335325 -0.629250003963
67 -0.134308729124213 0.452293196806
68 -0.046440411046998 1.590685051909
69 -0.991530993923785 1.28367706696
70 0.273925987017265 1.276322411857
71 0.127949556439953 0.426099718581
72 -0.71432435621149 -0.577195768837
73 -0.423334356207789 -0.204152331969
74 0.663063681371936 -0.969824368197
75 2.64818652621666 0.602692629794
76 0.651714603690905 -0.340151952506
77 0.278351771287425 -0.843596003095
78 -0.1490789444234 0.259666221066
79 0.615596576845819 0.202232880519
80 0.605826728225517 -0.163706086958
81 0.822712012995167 -0.487796603059
82 0.191029720893297 -1.650201521683
83 -0.147064623570137 -2.100235132537
84 -1.59888763721169 -0.810965633021
85 1.69272714274106 -0.659937596438
86 -0.454313010092308 4.362492874732
87 0.482157363095068 3.250036919748
88 0.531945126445963 -0.299040337924
89 0.016994042334202 -0.53562960326
90 0.473358859549761 -0.067872649818
91 -0.604253862215274 -1.284715672335
92 0.072931298413439 0.754110698627
93 -1.7972042633681 0.57434239032
94 -0.769199088940993 -1.120180767832
95 -0.308185244182283 -0.984717380449
96 -2.30949413206238 0.734148972168
97 0.363003005160136 -0.782625345054
98 0.372884135813449 -1.02503623775
99 0.418276860201566 -1.397876940993
100 -0.989615629902894 0.528626338725
101 1.79696078664655 -0.43422794376
102 -1.25783338541946 -0.52730327963
103 -1.92847714582467 -1.214726987478
104 0.778937581469979 0.358053960163
105 0.184963458908986 0.829976968501
106 0.6678826414719 2.252736429921
107 -0.451731309489081 0.174829377239
108 1.2793991975335 -0.002518839196
109 -0.265138416897991 0.273143379975
110 1.01780810856662 0.695116870922
111 1.08040440143912 -1.977530058052
112 -0.28938634259656 0.884943486305
113 -0.559974218667712 0.510638280397
114 0.320179610440683 1.099422348176
115 0.354712337755559 0.149502430481
116 -0.053099356622601 -0.140601491787
117 0.151350387601218 1.442019949704
0.930113292
-0.367539753748365 Line Fit Plot

4
2 0.930113292
0
Predicted
-2 0 20 40 60 80 100 120 140
0.93011329199495
-4 6
-0.367539754

Significance F

Upper 95% Lower 95.0 Upper 95.0%


0.3579784 -0.092678 0.3579784
0.9755147 0.6045907 0.9755147
WIPRO SUMMARY OUTPUT

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

Coefficients Standard Error t Stat P-value Lower 95%


Intercept 0.136603652799475 0.14712137833 0.9285099 0.3550879 -0.154815
-0.367539753748365 0.791330125185176 0.12109201811 6.5349487 1.8145E-09 0.5514702

RESIDUAL OUTPUT

Observation Predicted -0.840711922010541 Residuals


1 -0.117536893225474 -0.3785395927
2 1.63276721632512 -1.505863663
3 1.86960377739311 -1.4984286914
4 0.506384085129003 -1.1648128756
5 0.28481594407811 -1.7647505727
6 0.221255470729649 -0.036940661
7 0.30326341896601 1.05815687356
8 -0.206665722662613 1.38644610201
9 1.51072637985022 -1.151949808
10 1.20905080841315 -2.022349584
11 0.250713252571064 1.79470033546
12 0.303935898259583 0.20820538209
13 0.838711248722451 0.54932354
14 -0.661788260682634 -1.1058228649
15 0.407304463298374 2.05366404689
16 -0.301388775936046 -2.1865588825
17 0.900973388254972 1.87116398263
18 1.35516527641066 2.08955596747
19 0.128042758832147 0.86016518005
20 -1.11186540412799 1.19409548389
21 0.519362467747531 -1.998287782
22 -0.518981733562507 -4.0427729158
23 0.398488967256787 -1.6305756502
24 -0.7658978943406 -1.6316956649
25 1.88162003538145 2.08864827499
26 1.1378513454461 0.29196556824
27 -0.007957651379356 -1.1524343032
28 0.652400616277866 -1.0959174438
29 0.131217471069764 0.10463158553
30 -0.284316626554347 2.07080900128
31 -0.650169839280138 1.0868136749
32 -1.03548259786978 -0.5841576715
33 0.270644056075236 1.76557464248
34 -0.277506327560793 0.71908241452
35 -1.84056751435333 4.25010420695
36 -0.198920189661488 3.50941304857
37 -1.10298810178749 0.91120290121
38 -0.510546158558038 -2.4678365476
39 -2.34569769283733 -1.6978738536
40 2.68368828194785 0.11128935823
41 1.05630570667331 -0.6798311814
42 0.644723425557414 -0.8864303767
43 1.82365483552279 -1.0466475667
44 -0.133182667031332 -1.4254311615
45 2.11829256862568 1.74729611253
46 -0.674660157230594 1.94766753581
47 0.876381040583264 0.46869502027
48 1.07215232598973 -0.3137386745
49 0.202312503557724 0.55039253016
50 0.018582171340673 0.30826607769
51 -0.891951735743186 1.13241093525
52 1.1430156881372 -0.6942034928
53 -0.472660008784569 -0.1667360316
54 1.35195843412725 -1.0030671332
55 0.410197079899861 -0.6651611531
56 -1.45282639220701 -1.0568560245
57 -0.872014021318541 -0.1926610144
58 1.59300016993595 -0.5570220138
59 1.5407362293297 -0.0941103649
60 0.155915692168501 -0.9629359852
61 0.267121186744034 0.9493085131
62 -0.214982115156994 -0.222039892
63 -0.517042558377378 0.50920433922
64 1.40558687010651 0.11514684472
65 -0.416010844241229 1.51245127355
66 0.487222340895014 -1.4419309638
67 -0.130787068514779 -0.4861160777
68 -0.042776673781892 2.23861776627
69 -0.98939539913665 1.07291221639
70 0.2781077333603 1.53497070694
71 0.131895269551477 -0.0499341638
72 -0.711740538528117 1.17332481488
73 -0.420280028937583 0.81304718471
74 0.667874634958485 -0.4685685155
75 2.65620727852321 -0.4755678207
76 0.656507206647362 -0.5267307106
77 0.282540673800529 -2.1978632544
78 -0.145581166173833 0.18228649579
79 0.620330779589595 -0.818466833
80 0.610545133837303 1.41886663087
81 0.827781106279128 0.7504835233
82 0.195077430025695 -2.2170710448
83 -0.143563588310802 -1.6305131677
84 -1.59773409377783 0.09386383945
85 1.69920298697602 -2.6946374604
86 -0.451308773043894 5.35000850089
87 0.486675804371686 2.65544007917
88 0.536544070901258 3.02689919349
89 0.020760348479513 -0.7224200435
90 0.477863074288464 1.09843805358
91 -0.601492068578596 -0.5423206405
92 0.076788051018237 -1.7548447531
93 -1.79637138344101 -0.5572174955
94 -0.766703999694418 -0.5582660475
95 -0.304944729204173 -0.4021476213
96 -2.30948958745422 -3.401918843
97 0.36732878253861 2.38671454978
98 0.377225890258836 -4.1636985311
99 0.42269201136848 2.71798242339
100 -0.987476938111964 -1.2719873743
101 1.80360516907433 1.02095086277
102 -1.25612838215847 -1.1930639055
103 -1.92785652456519 0.22608607279
104 0.783935894693833 -0.1551027296
105 0.189001359338611 -2.025137758
106 0.672701386965132 2.1723159032
107 -0.448722898019264 -0.5599887022
108 1.28520672065528 -0.0500669955
109 -0.261828298342714 0.90236512921
110 1.0231926579945 0.49976536595
111 1.08589016450285 -0.8694561023
112 -0.286115431166965 -0.2351833475
113 -0.557140828079969 0.24272250198
114 0.324436145516137 0.02852270098
115 0.359024709730084 0.86824461602
116 -0.049446386386367 -0.5641412531
117 0.155333938148396 -0.5718766338
-0.840711922
-0.367539753748365 Line Fit Plot

4
2 -0.840711922
0
Predicted
-2 0 20 40 60 80 100 120 140
-0.8407119220105
-4 41
-0.367539754

Significance F

Upper 95% Lower 95.0 Upper 95.0%


0.4280228 -0.154815 0.4280228
1.0311901 0.5514702 1.0311901
HCL SUMMARY OUTPUT

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

Coefficients Standard Error t Stat P-value Lower 95%


Intercept -0.139420041559945 0.234217967915 -0.5952577 0.5528408 -0.6033607
-0.367539753748365 0.682061505815436 0.192779096651 3.538047 0.0005825 0.3002032

RESIDUAL OUTPUT

Observation Predicted 2.26893560226894 Residuals


1 -0.358468297140979 1.337261119327
2 1.15014993765156 -1.537872070123
3 1.35428358090998 -1.743514849155
4 0.179300288260358 1.155769721508
5 -0.011673232292187 3.707045982935
6 -0.066457134462282 -3.776121111587
7 0.004226974334711 6.924551627019
8 -0.435290020063806 2.09291509541
9 1.04496077064296 -6.26286767844
10 0.784941231422269 -3.349845829483
11 -0.041066948494022 -0.568884897413
12 0.004806596195431 0.964185651867
13 0.465738979787333 -0.561708269615
14 -0.827568228276641 -2.598624535092
15 0.093901800435053 3.387530560308
16 -0.516933503983991 0.132441354032
17 0.519403824955341 -1.259191538046
18 0.910879889501895 -3.568041263449
19 -0.146798828294641 3.475693635219
20 -1.21549772119164 -0.846357948911
21 0.190486587012437 -1.374697113328
22 -0.704480743258888 2.601950783206
23 0.086303567645384 4.650710480051
24 -0.91730217273633 -2.295423965754
25 1.36464060733542 -0.752329940239
26 0.723573148268358 2.063102059932
27 -0.264020000126901 1.323540099846
28 0.305154532828685 -0.397661470849
29 -0.144062487366369 2.983568660206
30 -0.502218714866032 8.095255929752
31 -0.817554104278605 -0.772404054717
32 -1.14966202228823 1.036283337481
33 -0.023888234557172 2.0102673492
34 -0.496348797067174 -2.953845971992
35 -1.84357902730251 -3.113193306991
36 -0.428614007444099 -2.785455125364
37 -1.20784621645394 0.299324913196
38 -0.69720997116662 -1.579109978248
39 -2.27895971003463 -3.479694447196
40 2.05595749090764 -3.360454572954
41 0.653287512218503 3.938016835608
42 0.298537425635908 6.186331214204
43 1.3146793708777 -2.563898608854
44 -0.371953667787236 -3.897496047583
45 1.56863287209589 -0.709696631594
46 -0.838662744791032 4.245148168964
47 0.498207243211941 -1.796908541913
48 0.666945995181621 -0.570668716619
49 -0.082784414699303 0.339276880233
50 -0.241144855010617 0.433022053604
51 -1.02595022004876 0.86635877415
52 0.728024387062811 0.231054896825
53 -0.664555225009958 -1.773696833255
54 0.908115855115835 -0.453717932363
55 0.096394998118504 -1.518042817182
56 -1.50937805956379 0.329437056614
57 -1.00876554946667 -1.611466623004
58 1.11587401325695 2.017640973119
59 1.07082679352497 -0.278224415718
60 -0.122774651433641 -1.67932233415
61 -0.02692465827511 -0.306742342059
62 -0.442458066631404 -2.33624966688
63 -0.702809333685672 -1.77652950929
64 0.954339157672379 -0.106881530554
65 -0.615728302791402 0.405644269178
66 0.162784440183392 2.433706787887
67 -0.369888858828842 1.806277367721
68 -0.294031134664889 -2.369488757446
69 -1.10993864620752 3.638515023069
70 -0.017455158390914 2.112049752986
71 -0.143478280802807 5.14016921396
72 -0.870622984770624 0.460916082785
73 -0.619407988993059 -1.848946441387
74 0.31849186467846 -1.648796861434
75 2.03227112540658 -1.769199767301
76 0.308694076088876 0.642437442442
77 -0.013634328201812 -2.585455990187
78 -0.382640154660217 2.750885651658
79 0.277512970342057 -0.505600295204
80 0.269078548266159 0.612698068324
81 0.45631809566274 2.068770929912
82 -0.089020453225938 3.372885309557
83 -0.380901168424811 2.520919511439
84 -1.63427658420232 -3.124777591194
85 1.2074121096933 -0.736010475501
86 -0.646152215271264 0.521034917805
87 0.162313370635778 -1.352416721716
88 0.205295716282743 3.059363554716
89 -0.23926744540372 1.958113363145
90 0.154717521874806 -0.69786779345
91 -0.775597868154444 -2.652800190098
92 -0.190976172337376 -2.636545034072
93 -1.80548559620228 -2.235898173601
94 -0.917996969274428 3.444951147172
95 -0.519998443335441 -3.554927616474
96 -2.24775130017591 -3.576160998557
97 0.059446050366621 -2.96959519551
98 0.067976543494626 -2.728148892689
99 0.107164601728063 2.43325110266
100 -1.10828509053751 3.21038719264
101 1.29739820685563 -1.187104089209
102 -1.33984054714669 -0.753438924025
103 -1.9188149773206 -1.269482096948
104 0.418527128170297 0.66632370484
105 -0.094257526591878 0.592532727818
106 0.322652128059159 0.592679679721
107 -0.643923403607185 2.646946835202
108 0.850581366338734 2.150530156448
109 -0.482835624907579 0.98643274721
110 0.624746786767517 -1.376357380898
111 0.6787868824734 1.268562558565
112 -0.503769136546823 -1.689368465151
113 -0.737370745343724 -1.794274824277
114 0.022476123827938 -1.989080947576
115 0.052288622355323 -0.884991120463
116 -0.299779878555183 0.566955451074
117 -0.123276075567941 -0.638048629419
2.268935602
-0.367539753748365 Line Fit Plot

4
2 2.268935602
0
-2 0 20 40 60 80 100 120 140 Predicted
2.26893560226894
-4
-0.367539754

Significance F

Upper 95% Lower 95.0 Upper 95.0%


0.3245207 -0.6033607 0.3245207
1.0639198 0.3002032 1.0639198
602

60226894