Date

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###
###
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###
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###
###
###
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###
###
###
###
###
###
###
###
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###
###
###
###
###
###
9/9/2011
9/8/2011
9/7/2011
9/6/2011
9/5/2011
9/2/2011
###
###
###
###
###
###
###
###
###
###
###
###

Volume
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Adj Close Weekly

5139.15
5037.5
5118.25
5132.3
5077.85
5099.4
4974.35
4979.6
4888.05
4751.3
4772.15
4849.5
4943.25
5015.45
4945.9
4971.25
4835.4
4867.75
4923.65
5133.25
5140.2
5031.95
5084.25
5075.7
5012.55
4940.95
4946.8
5059.45
5153.25
5124.65
5064.3
5017.2
5040
5001
4919.6
4747.8
4839.6
4888.9
4948.9
4898.8
4845.65
4944.15
5056.6
5035.8
5072.95

Return 1+R
-1.98%
1.60%
0.27%
-1.06%
0.42%
-2.45%
0.11%
-1.84%
-2.80%
0.44%
1.62%
1.93%
1.46%
-1.39%
0.51%
-2.73%
0.67%
1.15%
4.26%
0.14%
-2.11%
1.04%
-0.17%
-1.24%
-1.43%
0.12%
2.28%
1.85%
-0.55%
-1.18%
-0.93%
0.45%
-0.77%
-1.63%
-3.49%
1.93%
1.02%
1.23%
-1.01%
-1.08%
2.03%
2.27%
-0.41%
0.74%

Deviation Volume Adj Close

106800
77.5
98.02%
-2.05% 272900
79.8
101.60%
1.53%
71500
73
1
0.20%
80000
72
0.99
-1.13%
63100
71.1
1
0.35%
63500
70.55
0.98
-2.52%
72300
70.45
1
0.04%
86800
68.55
0.98
-1.91%
57400
67.8
0.97
-2.87% 136200
68.5
1
0.37%
79600
66.8
1.02
1.55% 391500
69.45
1.02
1.86%
71600
70.3
1.01
1.39%
44500
72
0.99
-1.46% 250700
72.95
1.01
0.44% 178700
71.35
0.97
-2.80% 199600
75.2
1.01
0.60% 152500
77.9
1.01
1.08% 141300
80.3
1.04
4.19% 195400
82
1
0.07% 137400
80.2
0.98
-2.18% 176600
80.65
1.01
0.97% 173800
81.75
1
-0.24% 157500
83.5
0.99
-1.31% 153300
83.8
0.99
-1.50% 116800
85.15
1
0.05% 257800
87.2
1.02
2.21% 164100
87
1.02
1.78% 383400
86.8
0.99
-0.62% 368100
85.5
0.99
-1.25% 898600
83.2
0.99
-1.00% 881000
85
1
0.38% 383200
93.8
0.99
-0.84% 921600
97.75
0.98
-1.70% 773300
142
0.97
-3.56% 580300
145
1.02
1.86% 566500
146.45
1.01
0.95% 1085400
149
1.01
1.16% 1350300
146.95
0.99
-1.08% 5361500
139.2
0.99
-1.15% 292300
144.5
1.02
1.96% 159900
147.65
1.02
2.20% 547700
148
1
-0.48% 149400
146.6
1.01
0.67% 292800
146.75

###
###
8/9/2011
8/8/2011
8/5/2011
8/4/2011
8/3/2011
8/2/2011
8/1/2011
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
7/8/2011
7/7/2011
7/6/2011
7/5/2011
7/4/2011
7/1/2011
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
6/9/2011
6/8/2011

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

5138.3
5161
5072.85
5118.5
5211.25
5331.8
5404.8
5456.55
5516.8
5482
5487.75
5546.8
5574.85
5680.3
5633.95
5541.6
5567.05
5613.55
5567.05
5581.1
5599.8
5585.45
5526.15
5616.1
5660.65
5728.95
5625.45
5632.1
5650.5
5627.2
5647.4
5600.45
5545.3
5526.6
5471.25
5320
5278.3
5275.85
5257.9
5366.4
5396.75
5447.5
5500.5
5482.8
5485.8
5521.05
5526.85

1.29%
0.44%
-1.71%
0.90%
1.81%
2.31%
1.37%
0.96%
1.10%
-0.63%
0.10%
1.08%
0.51%
1.89%
-0.82%
-1.64%
0.46%
0.84%
-0.83%
0.25%
0.34%
-0.26%
-1.06%
1.63%
0.79%
1.21%
-1.81%
0.12%
0.33%
-0.41%
0.36%
-0.83%
-0.98%
-0.34%
-1.00%
-2.76%
-0.78%
-0.05%
-0.34%
2.06%
0.57%
0.94%
0.97%
-0.32%
0.05%
0.64%
0.11%

1.01
1
0.98
1.01
1.02
1.02
1.01
1.01
1.01
0.99
1
1.01
1.01
1.02
0.99
0.98
1
1.01
0.99
1
1
99.74%
0.99
1.02
1.01
1.01
0.98
1
1
1
1
0.99
0.99
1
0.99
0.97
0.99
1
1
1.02
1.01
1.01
1.01
1
1
1.01
1

1.22% 1834000
0.37% 113100
-1.78% 187600
0.83% 152000
1.74% 155300
2.24% 100400
1.30% 112900
0.89% 289100
1.03% 609100
-0.70% 333300
0.03% 456500
1.01% 194800
0.44% 439400
1.82% 246700
-0.89% 204800
-1.71% 131600
0.39% 311300
0.77% 366200
-0.90% 491300
0.18% 279700
0.27% 445600
-0.33% 521600
-1.13% 684100
1.56% 223200
0.72% 441300
1.14% 436900
-1.88% 328300
0.05% 134000
0.26% 186100
-0.48% 752700
0.29% 112100
-0.90% 295000
-1.05% 372800
-0.41% 122700
-1.07% 256400
-2.83%
92200
-0.85%
94100
-0.12% 160600
-0.41% 172800
1.99% 250200
0.50% 453700
0.87% 208200
0.90% 1300100
-0.39% 632900
-0.02% 170600
0.57% 133200
0.04% 236700

151.1
136
135
135.25
141.75
141.15
141.15
146.4
142
145
148
141.5
143.95
143.7
141.5
139.25
144.1
143.85
140.6
138.7
138.5
136.53
138.3
130.27
134.36
135.35
134.56
131.5
132.39
131.11
126.38
126.87
127.16
126.57
123.71
123.96
123.96
123.22
125.29
127.16
131.35
126.87
130.27
123.86
119.77
116.52
118.09

6/7/2011
6/6/2011
6/3/2011
6/2/2011
6/1/2011
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
5/9/2011
5/6/2011
5/5/2011
5/4/2011
5/3/2011
5/2/2011
###
###
###
###
###
###
###
###
###
###
###
###
4/8/2011
4/7/2011
4/6/2011
4/5/2011
4/4/2011
4/1/2011
###
###

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

5556.15
5532.05
5516.75
5550.35
5592
5560.15
5473.1
5476.1
5412.35
5348.95
5394.85
5386.55
5486.35
5428.1
5420.6
5438.95
5499
5544.75
5486.15
5565.05
5541.25
5551.1
5551.45
5459.85
5537.15
5565.25
5701.3
5749.5
5785.45
5833.9
5868.4
5874.5
5884.7
5851.65
5740.75
5729.1
5824.55
5911.5
5785.7
5842
5885.7
5891.75
5910.05
5908.45
5826.05
5833.75
5787.65

0.53%
-0.43%
-0.28%
0.61%
0.75%
-0.57%
-1.57%
0.05%
-1.16%
-1.17%
0.86%
-0.15%
1.85%
-1.06%
-0.14%
0.34%
1.10%
0.83%
-1.06%
1.44%
-0.43%
0.18%
0.01%
-1.65%
1.42%
0.51%
2.44%
0.85%
0.63%
0.84%
0.59%
0.10%
0.17%
-0.56%
-1.90%
-0.20%
1.67%
1.49%
-2.13%
0.97%
0.75%
0.10%
0.31%
-0.03%
-1.39%
0.13%
-0.79%

1.01
1
1
1.01
1.01
0.99
0.98
1
0.99
0.99
1.01
1
1.02
0.99
1
1
1.01
1.01
0.99
1.01
1
1
1
0.98
1.01
1.01
1.02
1.01
1.01
1.01
1.01
1
1
0.99
0.98
1
1.02
1.01
97.87%
1.01
1.01
1
1
1
0.99
1
0.99

0.46%
-0.50%
-0.35%
0.54%
0.68%
-0.64%
-1.64%
-0.02%
-1.23%
-1.24%
0.79%
-0.22%
1.78%
-1.13%
-0.21%
0.27%
1.03%
0.76%
-1.13%
1.37%
-0.50%
0.11%
-0.06%
-1.72%
1.35%
0.44%
2.37%
0.78%
0.56%
0.77%
0.52%
0.03%
0.10%
-0.63%
-1.97%
-0.27%
1.60%
1.42%
-2.20%
0.90%
0.68%
0.03%
0.24%
-0.10%
-1.46%
0.06%
-0.86%

202300
169200
109500
142400
401500
230400
222100
413600
3725900
4122000
714100
2029700
762300
77200
54100
132000
109600
354900
65200
105800
45300
159300
412000
151800
137600
115500
337400
274900
265700
489000
366300
655700
2874900
151000
291000
1063500
794000
745300
914700
1189800
147900
157100
177100
68300
107300
39700
42500

120.71
122.09
120.85
122.14
123.61
118.88
123.22
126.47
124.55
122.73
144.51
154.47
162.01
153.73
154.72
156.24
157.62
151.81
151.07
151.81
150.92
152.05
153.68
148.36
149.54
150.97
157.23
157.57
157.53
159.4
159.84
161.47
161.91
149
149
155.16
153.29
149.93
148.85
149.98
131.9
134.06
138.4
134.06
130.61
130.42
129.87

###
###
###
###
###
###
###
###
###
###
###
###
###
###
3/9/2011
3/8/2011
3/7/2011
3/4/2011
3/3/2011
3/1/2011
###
###
###
###
###
###
###
###
###
###
###
###
###
2/9/2011
2/8/2011
2/7/2011
2/4/2011
2/3/2011
2/2/2011
2/1/2011
###
###
###
###
###
###
###

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

5736.35
5687.25
5654.25
5522.4
5480.25
5413.85
5364.75
5373.7
5446.65
5511.15
5449.65
5531.5
5445.45
5494.4
5531
5520.8
5463.15
5538.75
5536.2
5522.3
5333.25
5303.55
5262.7
5437.35
5469.2
5518.6
5458.95
5546.45
5481.7
5481
5456
5310
5225.8
5253.55
5312.55
5396
5395.75
5526.75
5432
5417.2
5505.9
5512.15
5604.3
5687.4
5743.25
5696.5
5711.6

-0.89%
-0.86%
-0.58%
-2.33%
-0.76%
-1.21%
-0.91%
0.17%
1.36%
1.18%
-1.12%
1.50%
-1.56%
0.90%
0.67%
-0.18%
-1.04%
1.38%
-0.05%
-0.25%
-3.42%
-0.56%
-0.77%
3.32%
0.59%
0.90%
-1.08%
1.60%
-1.17%
-0.01%
-0.46%
-2.68%
-1.59%
0.53%
1.12%
1.57%
0.00%
2.43%
-1.71%
-0.27%
1.64%
0.11%
1.67%
1.48%
0.98%
-0.81%
0.27%

0.99
0.99
0.99
0.98
0.99
0.99
0.99
1
1.01
1.01
0.99
1.02
0.98
1.01
1.01
1
0.99
1.01
1
1
0.97
0.99
0.99
1.03
1.01
1.01
0.99
1.02
0.99
1
1
0.97
0.98
1.01
1.01
1.02
1
1.02
0.98
1
1.02
1
1.02
1.01
1.01
0.99
1

-0.96%
86700
-0.93%
38200
-0.65%
61500
-2.40%
55800
-0.83%
73100
-1.28%
69900
-0.98%
87400
0.10% 280900
1.29% 355500
1.11%
71700
-1.19%
51100
1.43%
96100
-1.63% 128100
0.83% 386600
0.60% 268600
-0.25% 234400
-1.11% 432600
1.31% 1114500
-0.12% 316000
-0.32%
45100
-3.49%
42500
-0.63%
49000
-0.84%
37500
3.25%
33100
0.52%
69200
0.83% 124500
-1.15%
76700
1.53%
54500
-1.24%
39300
-0.08% 103300
-0.53%
72900
-2.75% 166000
-1.66% 162100
0.46%
74700
1.05%
51500
1.50%
69900
-0.07%
97600
2.36%
52000
-1.78%
93800
-0.34%
78900
1.57%
91500
0.04%
60300
1.60%
57100
1.41%
49200
0.91%
67900
-0.88% 110700
0.20%
52000

131.6
131.11
131.75
132.09
130.37
132.88
131.6
134.66
135.54
126.87
130.66
130.12
132.24
136.38
133.57
131.21
135.54
138.01
131.21
110.36
110.26
108.93
115.83
114.74
114.2
116.32
117.21
112.77
110.8
109.81
103.51
95.87
99.46
103.41
111.49
113.41
119.47
111.24
114.69
115.68
116.76
123.02
123.71
126.18
127.36
125.69
127.71

###
###
###
###
###
###
###
###
1/7/2011
1/6/2011
1/5/2011
1/4/2011
1/3/2011
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

5691.05
5724.05
5654.75
5654.55
5751.9
5863.25
5754.1
5762.85
5904.6
6048.25
6079.8
6146.35
6157.6
6134.5
6101.85
6060.35
5996
5998.1
6011.6
5980
5984.4
6000.65
5947.05
5948.75
5892.3
5944.1
5907.65
5857.35
5766.5
5903.7
5976.55
5992.25
5992.8
6011.7
5960.9
5862.7
5830
5751.95
5799.75
5865.75
5934.75
6010
5890.3
5998.8
5988.7
6121.6
6071.65

-0.36%
1
0.58%
1.01
-1.21%
0.99
0.00%
1
1.72%
1.02
1.94%
1.02
-1.86%
0.98
0.15%
1
2.46% 102.46%
2.43%
1.02
0.52%
1.01
1.09%
1.01
0.18%
1
-0.38%
1
-0.53%
0.99
-0.68%
0.99
-1.06%
0.99
0.04%
1
0.23%
1
-0.53%
0.99
0.07%
1
0.27%
1
-0.89%
0.99
0.03%
1
-0.95%
0.99
0.88%
1.01
-0.61%
0.99
-0.85%
0.99
-1.55%
0.98
2.38%
1.02
1.23%
1.01
0.26%
1
0.01%
1
0.32%
1
-0.85%
0.99
-1.65%
0.98
-0.56%
0.99
-1.34%
0.99
0.83%
1.01
1.14%
1.01
1.18%
1.01
1.27%
1.01
-1.99%
0.98
1.84%
1.02
-0.17%
1
2.22%
1.02
-0.82%
0.99

-0.43%
0.51%
-1.28%
-0.07%
1.65%
1.87%
-1.93%
0.08%
2.39%
2.36%
0.45%
1.02%
0.11%
-0.45%
-0.60%
-0.75%
-1.13%
-0.03%
0.16%
-0.60%
0.00%
0.20%
-0.96%
-0.04%
-1.02%
0.81%
-0.68%
-0.92%
-1.62%
2.31%
1.16%
0.19%
-0.06%
0.25%
-0.92%
-1.72%
-0.63%
-1.41%
0.76%
1.07%
1.11%
1.20%
-2.06%
1.77%
-0.24%
2.15%
-0.89%

104000
90400
136700
352100
214000
238900
86400
101500
122800
157500
359800
461100
91500
270100
62200
266700
114300
203600
328900
252100
312800
105600
80100
146400
238900
154700
166600
198300
88400
103400
149800
239400
708800
128500
328400
106800
222900
71900
88700
131200
120600
149800
178400
186800
203200
178500
290800

128.94
128.45
132.44
134.41
136.68
132.59
126.72
129.48
132.34
137.17
138.25
142.99
138.99
140.67
137.27
137.02
136.87
138.99
139.54
133.77
134.41
128.2
124.01
124.7
131.06
123.17
119.03
114.94
121.35
126.57
129.73
130.12
134.8
123.22
119.77
114.35
117.36
120.56
122.23
124.7
125.39
124.9
126.08
130.12
134.06
132.59
136.73

###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

6194.25
6275.7
6301.55
6273.2
6312.45
6281.8
6160.5
6119
6117.55
6017.7
5987.7
6012.65
6082
6105.8
6066.05
6101.5
5982.1

2.02%
1.31%
0.41%
-0.45%
0.63%
-0.49%
-1.93%
-0.67%
-0.02%
-1.63%
-0.50%
0.42%
1.15%
0.39%
-0.65%
0.58%
-1.96%
0.07%

1.02
1.01
1
1
1.01
1
0.98
0.99
1
0.98
1
1
1.01
1
0.99
1.01
0.98
1

1.95% 2168900
1.24% 178900
0.34% 212000
-0.52% 139200
0.56% 186300
-0.56% 331000
-2.00% 514200
-0.74% 396300
-0.09% 211600
-1.70% 305400
-0.57% 1777600
0.35% 629400
1.08% 666200
0.32% 166400
-0.72% 112700
0.51%
59000
-2.03%

140.23
128.64
128.59
129.63
126.13
129.14
127.8
126.52
120.26
123.81
125.83
120.76
125.19
118.09
115.38
114.74

2.97% 102.97%
-8.52% 91.48%
-1.37%
0.99
-1.25%
0.99
-0.77%
0.99
-0.14%
1
-2.70%
0.97
-1.09%
0.99
1.03%
1.01
-2.48%
0.98
3.97%
1.04
1.22%
1.01
2.42%
1.02
1.32%
1.01
-2.19%
0.98
5.40%
1.05
3.59%
1.04
3.08%
1.03
2.12%
1.02
-2.20%
0.98
0.56%
1.01
1.36%
1.01
2.14%
1.02
0.36%
1
1.61%
1.02
2.41%
1.02
-0.23%
1
-0.23%
1
-1.50%
0.99
-2.69%
0.97
2.16%
1.02
10.35%
1.1
4.21%
1.04
45.27%
1.45
2.11%
1.02
1.00%
1.01
1.74%
1.02
-1.38%
0.99
-5.27%
0.95
3.81%
1.04
2.18%
1.02
0.24%
1
-0.95%
0.99
0.10%
1

Deviation
2.72%
-8.77%
-1.62%
-1.50%
-1.02%
-0.39%
-2.95%
-1.34%
0.78%
-2.73%
3.72%
0.97%
2.17%
1.07%
-2.44%
5.15%
3.34%
2.83%
1.87%
-2.45%
0.31%
1.11%
1.89%
0.11%
1.36%
2.16%
-0.48%
-0.48%
-1.75%
-2.94%
1.91%
10.10%
3.96%
45.02%
1.86%
0.75%
1.49%
-1.63%
-5.52%
3.56%
1.93%
-0.01%
-1.20%
-0.15%

Adjusted Daily
50.00%
40.00%

JBCPL Return

Weekly Return1+R

30.00%
20.00%
10.00%
0.00%
-10.00%
-20.00%
-4.00%

NIFTY
JBCPL

-3.00%

-2.00%

Arithmetic Mean
Geometric Mean
0.07%
0.06%
0.25%
0.16%

Beta Calculation using formula

Covariance
Variance
Beta

0
0
-0.05

2.96%
-9.99%
-0.74%
0.19%
4.81%
-0.42%
0.00%
3.72%
-3.01%
2.11%
2.07%
-4.39%
1.73%
-0.17%
-1.53%
-1.59%
3.48%
-0.17%
-2.26%
-1.35%
-0.14%
-1.42%
1.30%
-5.81%
3.14%
0.74%
-0.58%
-2.27%
0.68%
-0.97%
-3.61%
0.39%
0.23%
-0.46%
-2.26%
0.20%
0.00%
-0.60%
1.68%
1.49%
3.30%
-3.41%
2.68%
-4.92%
-3.30%
-2.71%
1.35%

1.03
2.71%
0.9 -10.24%
0.99 -0.99%
1 -0.06%
1.05
4.56%
1 -0.67%
1 -0.25%
1.04
3.47%
0.97 -3.26%
1.02
1.86%
1.02
1.82%
0.96 -4.64%
1.02
1.48%
1 -0.42%
0.98 -1.78%
0.98 -1.84%
1.03
3.23%
1 -0.42%
0.98 -2.51%
0.99 -1.60%
1 -0.39%
98.58% -1.67%
1.01
1.05%
0.94 -6.06%
1.03
2.89%
1.01
0.49%
0.99 -0.83%
0.98 -2.52%
1.01
0.43%
0.99 -1.22%
0.96 -3.86%
1
0.14%
1 -0.02%
1 -0.71%
0.98 -2.51%
1 -0.05%
1 -0.25%
0.99 -0.85%
1.02
1.43%
1.01
1.24%
1.03
3.05%
0.97 -3.66%
1.03
2.43%
0.95 -5.17%
0.97 -3.55%
0.97 -2.96%
1.01
1.10%

2.22%
1.14%
-1.02%
1.07%
1.20%
-3.83%
3.65%
2.64%
-1.52%
-1.46%
17.75%
6.89%
4.88%
-5.11%
0.64%
0.98%
0.88%
-3.69%
-0.49%
0.49%
-0.59%
0.75%
1.07%
-3.46%
0.80%
0.96%
4.15%
0.22%
-0.03%
1.19%
0.28%
1.02%
0.27%
-7.97%
0.00%
4.13%
-1.21%
-2.19%
-0.72%
0.76%
-12.05%
1.64%
3.24%
-3.14%
-2.57%
-0.15%
-0.42%

1.02
1.97%
1.01
0.89%
0.99 -1.27%
1.01
0.82%
1.01
0.95%
0.96 -4.08%
1.04
3.40%
1.03
2.39%
0.98 -1.77%
0.99 -1.71%
1.18 17.50%
1.07
6.64%
1.05
4.63%
0.95 -5.36%
1.01
0.39%
1.01
0.73%
1.01
0.63%
0.96 -3.94%
1 -0.74%
1
0.24%
0.99 -0.84%
1.01
0.50%
1.01
0.82%
0.97 -3.71%
1.01
0.55%
1.01
0.71%
1.04
3.90%
1 -0.03%
1 -0.28%
1.01
0.94%
1
0.03%
1.01
0.77%
1
0.02%
0.92 -8.22%
1 -0.25%
1.04
3.88%
0.99 -1.46%
0.98 -2.44%
99.28% -0.97%
1.01
0.51%
0.88 -12.30%
1.02
1.39%
1.03
2.99%
0.97 -3.39%
0.97 -2.82%
1 -0.40%
1 -0.67%

1.33%
-0.37%
0.49%
0.26%
-1.30%
1.93%
-0.96%
2.33%
0.65%
-6.40%
2.99%
-0.41%
1.63%
3.13%
-2.06%
-1.77%
3.30%
1.82%
-4.93%
-15.89%
-0.09%
-1.21%
6.33%
-0.94%
-0.47%
1.86%
0.77%
-3.79%
-1.75%
-0.89%
-5.74%
-7.38%
3.74%
3.97%
7.81%
1.72%
5.34%
-6.89%
3.10%
0.86%
0.93%
5.36%
0.56%
2.00%
0.94%
-1.31%
1.61%

1.01
1.08%
1 -0.62%
1
0.24%
1
0.01%
0.99 -1.55%
1.02
1.68%
0.99 -1.21%
1.02
2.08%
1.01
0.40%
0.94 -6.65%
1.03
2.74%
1 -0.66%
1.02
1.38%
1.03
2.88%
0.98 -2.31%
0.98 -2.02%
1.03
3.05%
1.02
1.57%
0.95 -5.18%
0.84 -16.14%
1 -0.34%
0.99 -1.46%
1.06
6.08%
0.99 -1.19%
1 -0.72%
1.02
1.61%
1.01
0.52%
0.96 -4.04%
0.98 -2.00%
0.99 -1.14%
0.94 -5.99%
0.93 -7.63%
1.04
3.49%
1.04
3.72%
1.08
7.56%
1.02
1.47%
1.05
5.09%
0.93 -7.14%
1.03
2.85%
1.01
0.61%
1.01
0.68%
1.05
5.11%
1.01
0.31%
1.02
1.75%
1.01
0.69%
0.99 -1.56%
1.02
1.36%

0.96%
1.01
-0.38%
1
3.11%
1.03
1.49%
1.01
1.69%
1.02
-2.99%
0.97
-4.43%
0.96
2.18%
1.02
2.21% 102.21%
3.65%
1.04
0.79%
1.01
3.43%
1.03
-2.80%
0.97
1.21%
1.01
-2.42%
0.98
-0.18%
1
-0.11%
1
1.55%
1.02
0.40%
1
-4.14%
0.96
0.48%
1
-4.62%
0.95
-3.27%
0.97
0.56%
1.01
5.10%
1.05
-6.02%
0.94
-3.36%
0.97
-3.44%
0.97
5.58%
1.06
4.30%
1.04
2.50%
1.02
0.30%
1
3.60%
1.04
-8.59%
0.91
-2.80%
0.97
-4.53%
0.95
2.63%
1.03
2.73%
1.03
1.39%
1.01
2.02%
1.02
0.55%
1.01
-0.39%
1
0.94%
1.01
3.20%
1.03
3.03%
1.03
-1.10%
0.99
3.12%
1.03

0.71%
-0.63%
2.86%
1.24%
1.44%
-3.24%
-4.68%
1.93%
1.96%
3.40%
0.54%
3.18%
-3.05%
0.96%
-2.67%
-0.43%
-0.36%
1.30%
0.15%
-4.39%
0.23%
-4.87%
-3.52%
0.31%
4.85%
-6.27%
-3.61%
-3.69%
5.33%
4.05%
2.25%
0.05%
3.35%
-8.84%
-3.05%
-4.78%
2.38%
2.48%
1.14%
1.77%
0.30%
-0.64%
0.69%
2.95%
2.78%
-1.35%
2.87%

2.56%
-8.26%
-0.04%
0.81%
-2.70%
2.39%
-1.04%
-1.00%
-4.95%
2.95%
1.63%
-4.03%
3.67%
-5.67%
-2.29%
-0.55%
0.25%

1.03
0.92
1
1.01
0.97
1.02
0.99
0.99
0.95
1.03
1.02
0.96
1.04
0.94
0.98
0.99
1

2.31%
-8.51%
-0.29%
0.56%
-2.95%
2.14%
-1.29%
-1.25%
-5.20%
2.70%
1.38%
-4.28%
3.42%
-5.92%
-2.54%
-0.80%
0.25%

djusted Daily Returns

3.00%

-2.00%

-1.00%

0.00%
Nifty return

Standard deviation
1.26%
4.48%

1.00%

2.00%

3.00%

4.00%

5.00%

00%

5.00%

FDC Ltd.
S&P NSE
Date
Volume Adj CloseWeekly 1+R
Returns
value
Deviations
Date
Volume Adj Close
###
54800
92
###
0 5139.15
###
51800
92.15 0.16% 100.16%
0.38%
###
0
5132.3
###
22600
90.4 -1.90% 98.10%
-1.68%
###
0 4888.05
###
44800
90.1 -0.33%
1
-0.11%
###
0 4943.25
###
26300
89.4 -0.78%
0.99
-0.56%
###
0 4867.75
###
31100
89 -0.45%
1
-0.23%
###
0 5084.25
9/5/2011 108800
86.59 -2.71%
0.97
-2.49% 9/5/2011
0 5059.45
###
47200
85.56 -1.19%
0.99
-0.97%
###
0
5040
### 120000
83.6 -2.29%
0.98
-2.07%
###
0
4747.8
###
33400
85.17 1.88%
1.02
2.10%
###
0 4845.65
8/8/2011
37000
88.98 4.47%
1.04
4.69% 8/8/2011
0 5072.95
8/1/2011
13300
87.03 -2.19%
0.98
-1.97% 8/1/2011
0 5211.25
###
15500
90.06 3.48%
1.03
3.70%
###
0
5482
###
41500
93.28 3.58%
1.04
3.80%
###
0 5633.95
###
58900
91.18 -2.25%
0.98
-2.03%
###
0
5581.1
7/4/2011
56200
91.91 0.80%
1.01
1.02% 7/4/2011
0 5660.65
###
44700
91.43 -0.52%
0.99
-0.30%
###
0
5627.2
###
31500
90.94 -0.54%
0.99
-0.32%
###
0 5471.25
###
49300
94.95 4.41%
1.04
4.63%
###
0
5366.4
6/6/2011
53500
97.39 2.57%
1.03
2.79% 6/6/2011
0
5485.8
###
67700
97.78 0.40%
1
0.62%
###
0 5516.75
###
35900
98.76 1.00%
1.01
1.22%
###
0
5476.1
###
44200
104.14 5.45%
1.05
5.67%
###
0 5486.35
5/9/2011
25500
102.87 -1.22%
0.99
-1.00% 5/9/2011
0 5544.75
5/2/2011
24600
100.62 -2.19%
0.98
-1.97% 5/2/2011
0 5551.45
###
34800
102.08 1.45%
1.01
1.67%
###
0
5749.5
###
29200
101.69 -0.38%
1
-0.16%
###
0
5884.7
### 106900
105.6 3.85%
1.04
4.07%
###
0 5824.55
4/4/2011
55600
104.43 -1.11%
0.99
-0.89% 4/4/2011
0
5842
###
53100
99.74 -4.49%
0.96
-4.27%
###
0 5826.05
###
32800
99.49 -0.25%
1
-0.03%
###
0 5654.25
###
31400
99.64 0.15%
1
0.37%
###
0
5373.7
3/7/2011
43600
101.69 2.06%
1.02
2.28% 3/7/2011
0 5445.45
### 115400
104.43 2.69%
1.03
2.91%
###
0 5538.75
###
78400
102.72 -1.64%
0.98
-1.42%
###
0 5303.55
###
93200
99.74 -2.90%
0.97
-2.68%
###
0 5458.95
2/7/2011 140500
95.83 -3.92%
0.96
-3.70% 2/7/2011
0
5310
###
81200
99.49 3.82%
1.04
4.04%
###
0 5395.75
### 173000
101.74 2.26%
1.02
2.48%
###
0 5512.15
###
85300
106.44 4.62%
1.05
4.84%
###
0
5696.5
###
40300
97.88 -8.04%
0.92
-7.82%
###
0 5654.55
1/3/2011 180000
104.53 6.79%
1.07
7.01% 1/3/2011
0
5904.6
### 108900
109.52 4.77%
1.05
4.99%
###
0
6134.5
###
49600
101.55 -7.28%
0.93
-7.06%
###
0
6011.6
###
74000
97.68 -3.81%
0.96
-3.59%
###
0 5948.75

###
57800
###
68200
### 242100
### 181000
### 145300
### 499500
### 115700
### 114700
### 135100
### 259300
### 167700
### 238100
### 256600
9/6/2010 363300
### 1126400
### 1081100
### 137200
8/9/2010
92100
8/2/2010
62200
### 127800
###
60200
### 105500
7/5/2010 120500
###
94000
### 113300
###
81400
6/7/2010 206000
### 183300
### 122600
### 146900
###
97100
5/3/2010 200900
### 434800
###
63800
###
54100
4/5/2010 116800
### 191300
### 158300
###
71000
3/8/2010 266200
3/2/2010 119400
###
91900
### 192400
### 107700
### 231800
1/4/2010 506400
### 116000

95.83
99.83
97.05
97.88
105.02
109.27
101.99
100.62
100.57
102.38
99.25
99.35
100.96
103.65
103.16
101.69
85.36
80.62
83.76
81.69
90.32
91.43
91.09
86.39
88.65
91.19
93.34
91.19
89.65
86.06
84.71
82.46
86.63
77.67
78.19
78.63
79.87
77.67
77.19
76.32
73.59
69.52
71
72.49
68.41
68.37
61.41

-1.89%
0.98
-1.67%
###
4.17%
1.04
4.39%
###
-2.78%
0.97
-2.56%
###
0.86%
1.01
1.08%
###
7.29%
1.07
7.51%
###
4.05%
1.04
4.27%
###
-6.66%
0.93
-6.44%
###
-1.34%
0.99
-1.12%
###
-0.05%
1
0.17%
###
1.80%
1.02
2.02%
###
-3.06%
0.97
-2.84%
###
0.10%
1
0.32%
###
1.62%
1.02
1.84%
###
2.66%
1.03
2.88% 9/6/2010
-0.47%
1
-0.25%
###
-1.42%
0.99
-1.20%
###
###
0.84 -15.84%
###
-5.55%
0.94
-5.33% 8/9/2010
3.89%
1.04
4.11% 8/2/2010
-2.47%
0.98
-2.25%
###
10.56%
1.11 10.78%
###
1.23% 101.23%
1.45%
###
-0.37%
1
-0.15% 7/5/2010
-5.16%
0.95
-4.94%
###
2.62%
1.03
2.84%
###
2.87%
1.03
3.09%
###
2.36%
1.02
2.58% 6/7/2010
-2.30%
0.98
-2.08%
###
-1.69%
0.98
-1.47%
###
-4.00%
0.96
-3.78%
###
-1.57%
0.98
-1.35%
###
-2.66%
0.97
-2.44% 5/3/2010
5.06%
1.05
5.28%
###
###
0.9 -10.12%
###
0.67%
1.01
0.89%
###
0.56%
1.01
0.78% 4/5/2010
1.58%
1.02
1.80%
###
-2.75%
0.97
-2.53%
###
-0.62%
0.99
-0.40%
###
-1.13%
0.99
-0.91% 3/8/2010
-3.58%
0.96
-3.36% 3/2/2010
-5.53%
0.94
-5.31%
###
2.13%
1.02
2.35%
###
2.10%
1.02
2.32%
###
-5.63%
0.94
-5.41%
###
-0.06%
1
0.16% 1/4/2010
###
0.9
-9.96%
###

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

5857.35
5992.8
5751.95
5890.3
6071.65
6312.45
6017.7
6066.05
6062.65
6103.45
6143.4
6018.3
5884.95
5640.05
5479.4
5408.7
5530.65
5452.1
5439.25
5367.6
5449.1
5393.9
5352.45
5237.1
5269.05
5262.6
5119.35
5135.5
5066.55
4931.15
5093.5
5018.05
5278
5304.1
5262.6
5361.75
5290.5
5282
5262.8
5137
5088.7
4922.3
4844.9
4826.85
5252.2
5244.75
5201.05

### 115200
###
94700
### 193000
### 460700
### 155100
### 111600
### 214100
### 280600
### 335900
### 217600
### 205800
### 191600
### 388000
### 579700
### 394200
9/7/2009 1203200
### 596700
### 516000
### 338800
8/3/2009 157800
### 225900
### 309900
### 143400
7/6/2009 218400
### 231200
### 373100
### 835200
6/8/2009 411800
6/1/2009 2362200
### 850500
### 208200
###
63400
5/4/2009 126100
###
52400
### 254000
###
53500
4/6/2009
34700
###
58600
###
83700
###
42500
3/9/2009
61300
3/2/2009
65700
###
49700
### 338400
2/9/2009
40800
2/2/2009
25000
###
21700

62.8
60.89
62.47
63.86
56.28
55.04
54.41
52.93
54.85
49.86
49.86
47.94
50.29
50.92
46.31
45.26
46.36
43.53
40.85
38.75
40.52
39.26
37.45
36.8
37.45
39.22
37.73
36.8
39.26
35.96
35.03
30.93
31.07
30.97
32.04
30.74
30.65
30.65
30.32
29.06
27.29
28.09
29.34
28.64
29.58
26.5
26.08

2.26%
-3.04%
2.59%
2.23%
###
-2.20%
-1.14%
-2.72%
3.63%
-9.10%
0.00%
-3.85%
4.90%
1.25%
-9.05%
-2.27%
2.43%
-6.10%
-6.16%
-5.14%
4.57%
-3.11%
-4.61%
-1.74%
1.77%
4.73%
-3.80%
-2.46%
6.68%
-8.41%
-2.59%
###
0.45%
-0.32%
3.45%
-4.06%
-0.29%
0.00%
-1.08%
-4.16%
-6.09%
2.93%
4.45%
-2.39%
3.28%
###
-1.58%

1.02
2.48%
###
0.97
-2.82%
###
1.03
2.81%
###
1.02
2.45%
###
0.88 -11.65%
###
0.98
-1.98%
###
0.99
-0.92%
###
0.97
-2.50%
###
1.04
3.85%
###
0.91
-8.88%
###
1
0.22%
###
0.96
-3.63%
###
1.05
5.12%
###
1.01
1.47%
###
0.91
-8.83%
###
0.98
-2.05% 9/7/2009
1.02
2.65%
###
0.94
-5.88%
###
0.94
-5.94%
###
0.95
-4.92% 8/3/2009
1.05
4.79%
###
0.97
-2.89%
###
0.95
-4.39%
###
0.98
-1.52% 7/6/2009
1.02
1.99%
###
1.05
4.95%
###
0.96
-3.58%
###
0.98
-2.24% 6/8/2009
1.07
6.90% 6/1/2009
0.92
-8.19%
###
0.97
-2.37%
###
0.88 -11.48%
###
1
0.67% 5/4/2009
1
-0.10%
###
1.03
3.67%
###
0.96
-3.84%
###
1
-0.07% 4/6/2009
1
0.22%
###
98.92%
-0.86%
###
0.96
-3.94%
###
0.94
-5.87% 3/9/2009
1.03
3.15% 3/2/2009
1.04
4.67%
###
0.98
-2.17%
###
1.03
3.50% 2/9/2009
0.9 -10.19% 2/2/2009
0.98
-1.36%
###

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

5178.4
4987.7
5117.3
5108.9
4941.75
5052.45
4998.95
4796.15
4711.7
4997.05
5142.15
4945.2
5083.4
4958.95
4976.05
4829.55
4680.4
4732.35
4580.05
4481.4
4636.45
4568.55
4374.95
4003.9
4424.25
4375.5
4313.6
4583.4
4586.9
4448.95
4238.5
3671.65
3620.7
3473.95
3480.75
3384.4
3342.05
3211.05
3108.65
2807.05
2719.25
2620.15
2763.65
2736.45
2948.35
2843.1
2874.8

###
###
1/5/2009
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
9/8/2008
9/1/2008
###
###
###
8/4/2008
###
###
###
7/7/2008
###
###
###
###
6/2/2008
###
###
###
5/5/2008
###
###
###
4/7/2008
###
###
###
###
3/3/2008

61800
36200
110300
107600
71800
81300
43400
45400
53100
71500
107800
31400
50200
54900
70600
95200
60500
33400
117800
58400
53000
58900
138600
524700
518700
674100
90100
34800
50600
108000
123200
424300
140500
75200
121700
254100
215600
96500
63400
70300
138500
88400
107500
159600
98800
105900
169300

25.85
26.87
28.18
32.56
29.25
29.06
27.43
25.94
24.87
23.57
24.78
22.82
23.33
21.84
23.94
24.22
26.18
26.59
28.88
30.18
30.32
31.02
30.93
30.55
32.72
30.37
24.41
23.05
23.19
22.69
25.27
26.44
25.13
24.95
26.4
27.8
27.66
26.76
27.75
27.57
28.52
27.3
25.9
25.9
22.69
25.08
26.17

-0.88%
3.95%
4.88%
15.54%
###
-0.65%
-5.61%
-5.43%
-4.12%
-5.23%
5.13%
-7.91%
2.23%
-6.39%
9.62%
1.17%
8.09%
1.57%
8.61%
4.50%
0.46%
2.31%
-0.29%
-1.23%
7.10%
-7.18%
###
-5.57%
0.61%
-2.16%
11.37%
4.63%
-4.95%
-0.72%
5.81%
5.30%
-0.50%
-3.25%
3.70%
-0.65%
3.45%
-4.28%
-5.13%
0.00%
###
10.53%
4.35%

0.99
-0.66%
###
1.04
4.17%
###
1.05
5.10% 1/5/2009
1.16 15.76%
###
0.9
-9.95%
###
0.99
-0.43%
###
0.94
-5.39%
###
0.95
-5.21%
###
0.96
-3.90%
###
0.95
-5.01%
###
1.05
5.35%
###
0.92
-7.69%
###
1.02
2.45%
###
0.94
-6.17%
###
1.1
9.84%
###
1.01
1.39%
###
1.08
8.31%
###
1.02
1.79%
###
1.09
8.83%
###
1.05
4.72% 9/8/2008
1
0.68% 9/1/2008
1.02
2.53%
###
1
-0.07%
###
0.99
-1.01%
###
1.07
7.32% 8/4/2008
0.93
-6.96%
###
0.8 -19.40%
###
0.94
-5.35%
###
1.01
0.83% 7/7/2008
0.98
-1.94%
###
1.11 11.59%
###
1.05
4.85%
###
0.95
-4.73% 6/9/2008
0.99
-0.50% 6/2/2008
1.06
6.03%
###
1.05
5.52%
###
0.99
-0.28%
###
0.97
-3.03% 5/5/2008
1.04
3.92%
###
0.99
-0.43%
###
1.03
3.67%
###
0.96
-4.06% 4/7/2008
0.95
-4.91%
###
1
0.22%
###
0.88 -12.17%
###
1.11 10.75%
###
1.04
4.57% 3/3/2008

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

2678.55
2828.45
2873
3046.75
2857.25
3077.5
2921.35
2714.4
2755.1
2693.45
2810.35
2973
2885.6
2584
3074.35
3279.95
3818.3
3985.25
4245.25
4228.45
4352.3
4360
4327.45
4430.7
4529.5
4413.55
4311.85
4092.25
4049
4016
4136.65
4347.55
4517.1
4627.8
4870.1
4946.55
5157.7
4982.6
5228.2
5111.7
4958.4
4777.8
4647
4942
4573.95
4745.8
4771.6

###
###
###
2/4/2008
###
###
###
1/7/2008
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
9/3/2007
###
###
###
8/6/2007
###
###
###
7/9/2007
7/2/2007
###
###
###
6/4/2007
###
###
###
5/7/2007
###
###
###
4/9/2007

79200
89600
132800
177900
172100
211300
314500
768300
2842600
596200
1105200
1797500
3638000
192400
699800
216800
72400
127400
90000
131800
123200
269400
423300
576400
344300
118100
46800
65800
71800
48300
113600
86400
321100
72700
59200
111100
68400
30600
35100
44600
49200
40100
22800
23600
25700
37100
32800

28.97
28.75
28.61
30.01
30.37
29.6
34.98
36.79
42.85
39.05
36.07
37.7
37.7
27.48
29.33
28.93
26.67
25.85
27.12
27.21
27.84
28.84
30.24
28.79
29.29
27.57
26.53
25.31
25.45
26.49
26.98
27.16
28.11
28.88
29.47
29.42
31.01
28.66
29.15
29.83
28.84
29.42
29.51
29.92
29.92
30.83
29.7

10.70%
1.11 10.92%
###
-0.76%
0.99
-0.54%
###
-0.49%
1
-0.27%
###
4.89%
1.05
5.11% 2/4/2008
1.20%
1.01
1.42%
###
-2.54%
0.97
-2.32%
###
18.18%
1.18 18.40%
###
5.17%
1.05
5.39% 1/7/2008
16.47% 116.47% 16.69%
###
-8.87%
0.91
-8.65%
###
-7.63%
0.92
-7.41%
###
4.52%
1.05
4.74%
###
0.00%
1
0.22%
###
###
0.73 -26.89%
###
6.73%
1.07
6.95%
###
-1.36%
0.99
-1.14%
###
-7.81%
0.92
-7.59%
###
-3.07%
0.97
-2.85%
###
4.91%
1.05
5.13%
###
0.33%
1
0.55%
###
2.32%
1.02
2.54%
###
3.59%
1.04
3.81%
###
4.85%
1.05
5.07%
###
-4.79%
0.95
-4.57%
###
1.74%
1.02
1.96%
###
-5.87%
0.94
-5.65% 9/3/2007
-3.77%
0.96
-3.55%
###
-4.60%
0.95
-4.38%
###
0.55%
1.01
0.77%
###
4.09%
1.04
4.31% 8/6/2007
1.85%
1.02
2.07%
###
0.67%
1.01
0.89%
###
3.50%
1.03
3.72%
###
2.74%
1.03
2.96% 7/9/2007
2.04%
1.02
2.26% 7/2/2007
-0.17%
1
0.05%
###
5.40%
1.05
5.62%
###
-7.58%
0.92
-7.36%
###
1.71%
1.02
1.93% 6/4/2007
2.33%
1.02
2.55%
###
-3.32%
0.97
-3.10%
###
2.01%
1.02
2.23%
###
0.31%
1
0.53% 5/7/2007
1.39%
1.01
1.61%
###
0.00%
1
0.22%
###
3.04%
1.03
3.26%
###
-3.67%
0.96
-3.45% 4/9/2007

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
###
0
0
0

5223.5
5110.75
5302.9
5120.35
5317.25
5383.35
5705.3
6200.1
6274.3
6079.7
5766.5
6047.7
5974.3
5762.75
5608.6
5906.85
5663.25
5932.4
5702.3
5215.3
5428.25
5185.85
5021.35
4837.55
4518
4509.5
4464
4190.15
4108.05
4333.35
4401.55
4445.2
4566.05
4504.55
4384.85
4318.3
4252.05
4171.45
4145
4295.8
4248.15
4214.5
4076.65
4117.35
4083.5
4083.55
3917.35

4/2/2007
###
###
###
3/5/2007
###
###
###
2/5/2007
###
###
###
1/8/2007
1/2/2007
###
###
###
###
###
###
###
###
###
###
###

30000
74000
39600
55000
54900
194400
142700
91200
84400
71100
122000
143300
58400
100000
145900
34800
50300
35800
74400
37200
156200
35600
52800
33500
47300

29.33
28.2
27.93
28.29
27.41
29.43
29.47
31.22
32.06
32.71
34.42
34.07
33.37
34.07
33.9
32.01
32.45
32.8
33.9
34.25
34.55
34.68
34.99
37.44
36.04

-1.25%
-3.85%
-0.96%
1.29%
-3.11%
7.37%
0.14%
5.94%
2.69%
2.03%
5.23%
-1.02%
-2.05%
2.10%
-0.50%
-5.58%
1.37%
1.08%
3.35%
1.03%
0.88%
0.38%
0.89%
7.00%
-3.74%
-0.22%

0.99
0.96
0.99
1.01
0.97
1.07
1
1.06
1.03
1.02
1.05
0.99
0.98
1.02
1
0.94
1.01
1.01
1.03
1.01
1.01
1
1.01
1.07
0.96
1

-1.03%
-3.63%
-0.74%
1.51%
-2.89%
7.59%
0.36%
6.16%
2.91%
2.25%
5.45%
-0.80%
-1.83%
2.32%
-0.28%
-5.36%
1.59%
1.30%
3.57%
1.25%
1.10%
0.60%
1.11%
7.22%
-3.52%

4/2/2007
###
###
###
3/5/2007
###
###
###
2/5/2007
###
###
###
1/8/2007
1/2/2007
###
###
###
###
###
###
###
###
###
###
###

###
###
0
0
0
0
0
###
0
###
###
0
###
###
###
###
###
###
###
###
###
###
###
###
###

3752
3821.55
3861.05
3608.55
3718
3726.75
3938.95
4146.2
4187.4
4183.5
4147.7
4090.15
4052.45
3983.4
3966.4
3871.15
3888.65
3962
3997.6
3950.85
3852.8
3834.75
3805.35
3739.35
3676.85

S&P NSE
Weekly 1+R
Returns
Value
Deviations Product of Deviations
Square of Nifty Deviations
99.87%
95.24%
1.01
0.98
1.04
1
1
0.94
1.02
1.05
1.03
1.05
1.03
0.99
1.01
0.99
0.97
0.98
1.02
1.01
0.99
1
1.01
1
1.04
1.02
0.99
1
1
0.97
0.95
1.01
1.02
0.96
1.03
0.97
1.02
1.02
1.03
0.99
1.04
1.04
0.98
0.99

-0.08%
-4.71%
1.18%
-1.48%
4.50%
-0.44%
-0.33%
-5.75%
2.11%
4.74%
2.78%
5.25%
2.82%
-0.89%
1.48%
-0.54%
-2.72%
-1.87%
2.27%
0.61%
-0.69%
0.24%
1.11%
0.17%
3.62%
2.40%
-0.97%
0.35%
-0.22%
-2.90%
-4.91%
1.39%
1.76%
-4.20%
2.98%
-2.68%
1.66%
2.21%
3.39%
-0.69%
4.47%
3.94%
-1.95%
-1.00%

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

A
25.00%
20.00%
15.00%

FDC Return

-0.13%
-4.76%
1.13%
-1.53%
4.45%
-0.49%
-0.38%
-5.80%
2.06%
4.69%
2.73%
5.20%
2.77%
-0.94%
1.43%
-0.59%
-2.77%
-1.92%
2.22%
0.56%
-0.74%
0.19%
1.06%
0.12%
3.57%
2.35%
-1.02%
0.30%
-0.27%
-2.95%
-4.96%
1.34%
1.71%
-4.25%
2.93%
-2.73%
1.61%
2.16%
3.34%
-0.74%
4.42%
3.89%
-2.00%
-1.05%

10.00%
5.00%
0.00%
-5.00%
-10.00%
-15.00%
-30.00%

-1.54%
2.31%
-4.02%
2.41%
3.08%
3.97%
-4.67%
0.80%
-0.06%
0.67%
0.65%
-2.04%
-2.22%
-4.16%
-2.85%
-1.29%
2.25%
-1.42%
-0.24%
-1.32%
1.52%
-1.01%
-0.77%
-2.16%
0.61%
-0.12%
-2.72%
0.32%
-1.34%
-2.67%
3.29%
-1.48%
5.18%
0.49%
-0.78%
1.88%
-1.33%
-0.16%
-0.36%
-2.39%
-0.94%
-3.27%
-1.57%
-0.37%
8.81%
-0.14%
-0.83%

0.98
1.02
0.96
1.02
1.03
1.04
0.95
1.01
1
1.01
1.01
0.98
0.98
0.96
0.97
0.99
1.02
0.99
1
0.99
1.02
98.99%
0.99
0.98
1.01
1
0.97
1
0.99
0.97
1.03
0.99
1.05
1
0.99
1.02
0.99
1
1
0.98
0.99
0.97
0.98
1
1.09
1
0.99

-1.49%
2.36%
-3.97%
2.46%
3.13%
4.02%
-4.62%
0.85%
-0.01%
0.72%
0.70%
-1.99%
-2.17%
-4.11%
-2.80%
-1.24%
2.30%
-1.37%
-0.19%
-1.27%
1.57%
-0.96%
-0.72%
-2.11%
0.66%
-0.07%
-2.67%
0.37%
-1.29%
-2.62%
3.34%
-1.43%
5.23%
0.54%
-0.73%
1.93%
-1.28%
-0.11%
-0.31%
-2.34%
-0.89%
-3.22%
-1.52%
-0.32%
8.86%
-0.09%
-0.78%

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0.01
0
0

-0.44%
-3.68%
2.60%
-0.16%
-3.27%
2.24%
-1.06%
-4.06%
-1.76%
6.06%
2.90%
-3.83%
2.79%
-2.45%
0.34%
-2.94%
-3.09%
1.11%
-3.22%
-2.15%
3.46%
-1.46%
-4.24%
-8.48%
10.50%
-1.10%
-1.41%
6.25%
0.08%
-3.01%
-4.73%
###
-1.39%
-4.05%
0.20%
-2.77%
-1.25%
-3.92%
-3.19%
-9.70%
-3.13%
-3.64%
5.48%
-0.98%
7.74%
-3.57%
1.11%

1
0.96
1.03
1
0.97
1.02
0.99
0.96
0.98
1.06
1.03
0.96
1.03
0.98
1
0.97
0.97
1.01
0.97
0.98
1.03
0.99
0.96
0.92
1.1
0.99
0.99
1.06
1
0.97
0.95
0.87
0.99
0.96
1
0.97
0.99
0.96
96.81%
0.9
0.97
0.96
1.05
0.99
1.08
0.96
1.01

-0.39%
-3.63%
2.65%
-0.11%
-3.22%
2.29%
-1.01%
-4.01%
-1.71%
6.11%
2.95%
-3.78%
2.84%
-2.40%
0.39%
-2.89%
-3.04%
1.16%
-3.17%
-2.10%
3.51%
-1.41%
-4.19%
-8.43%
10.55%
-1.05%
-1.36%
6.30%
0.13%
-2.96%
-4.68%
-13.32%
-1.34%
-4.00%
0.25%
-2.72%
-1.20%
-3.87%
-3.14%
-9.65%
-3.08%
-3.59%
5.53%
-0.93%
7.79%
-3.52%
1.16%

0
0
0
0
0
0
0
0
0
-0.01
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0.02
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0.01
0.01
0
0
0
0
0
0
0.02
0
0
0
0
0
0
0
0.01
0
0
0
0
0.01
0
0

-6.83%
5.60%
1.58%
6.05%
-6.22%
7.71%
-5.07%
-7.08%
1.50%
-2.24%
4.34%
5.79%
-2.94%
###
18.98%
6.69%
16.41%
4.37%
6.52%
-0.40%
2.93%
0.18%
-0.75%
2.39%
2.23%
-2.56%
-2.30%
-5.09%
-1.06%
-0.82%
3.00%
5.10%
3.90%
2.45%
5.24%
1.57%
4.27%
-3.39%
4.93%
-2.23%
-3.00%
-3.64%
-2.74%
6.35%
-7.45%
3.76%
0.54%

0.93
1.06
1.02
1.06
0.94
1.08
0.95
0.93
1.01
0.98
1.04
1.06
0.97
0.9
1.19
1.07
1.16
1.04
1.07
1
1.03
1
0.99
1.02
1.02
0.97
0.98
0.95
0.99
0.99
1.03
1.05
1.04
1.02
1.05
1.02
1.04
0.97
1.05
0.98
0.97
0.96
0.97
1.06
0.93
1.04
1.01

-6.78%
5.65%
1.63%
6.10%
-6.17%
7.76%
-5.02%
-7.03%
1.55%
-2.19%
4.39%
5.84%
-2.89%
-10.40%
19.03%
6.74%
16.46%
4.42%
6.57%
-0.35%
2.98%
0.23%
-0.70%
2.44%
2.28%
-2.51%
-2.25%
-5.04%
-1.01%
-0.77%
3.05%
5.15%
3.95%
2.50%
5.29%
1.62%
4.32%
-3.34%
4.98%
-2.18%
-2.95%
-3.59%
-2.69%
6.40%
-7.40%
3.81%
0.59%

0
0
0
0.01
0.01
0
0
0
0
0
0
0
0
0.01
0.02
0
0.01
0
0.01
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0.01
0
0

0
0
0
0
0
0.01
0
0
0
0
0
0
0
0.01
0.04
0
0.03
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0.01
0
0

9.47%
1.09
-2.16%
0.98
3.76%
1.04
-3.44%
0.97
3.85%
1.04
1.24%
1.01
5.98%
1.06
8.67%
1.09
1.20% 101.20%
-3.10%
0.97
-5.15%
0.95
4.88%
1.05
-1.21%
0.99
-3.54%
0.96
-2.67%
0.97
5.32%
1.05
-4.12%
0.96
4.75%
1.05
-3.88%
0.96
-8.54%
0.91
4.08%
1.04
-4.47%
0.96
-3.17%
0.97
-3.66%
0.96
-6.61%
0.93
-0.19%
1
-1.01%
0.99
-6.13%
0.94
-1.96%
0.98
5.48%
1.05
1.57%
1.02
0.99%
1.01
2.72%
1.03
-1.35%
0.99
-2.66%
0.97
-1.52%
0.98
-1.53%
0.98
-1.90%
0.98
-0.63%
0.99
3.64%
1.04
-1.11%
0.99
-0.79%
0.99
-3.27%
0.97
1.00%
1.01
-0.82%
0.99
0.00%
1
-4.07%
0.96

9.52%
-2.11%
3.81%
-3.39%
3.90%
1.29%
6.03%
8.72%
1.25%
-3.05%
-5.10%
4.93%
-1.16%
-3.49%
-2.62%
5.37%
-4.07%
4.80%
-3.83%
-8.49%
4.13%
-4.42%
-3.12%
-3.61%
-6.56%
-0.14%
-0.96%
-6.08%
-1.91%
5.53%
1.62%
1.04%
2.77%
-1.30%
-2.61%
-1.47%
-1.48%
-1.85%
-0.58%
3.69%
-1.06%
-0.74%
-3.22%
1.05%
-0.77%
0.05%
-4.02%

0.01
0
0
0
0
0
0.01
0
0
0
0
0
0
0.01
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0.01
0
0
0
0
0
0
0.01
0
0
0
0
0
0
0
0
0
0
0
0.01
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

-4.22%
1.85%
1.03%
-6.54%
3.03%
0.24%
5.69%
5.26%
0.99%
-0.09%
-0.86%
-1.39%
-0.92%
-1.70%
-0.43%
-2.40%
0.45%
1.89%
0.90%
-1.17%
-2.48%
-0.47%
-0.77%
-1.73%
-1.67%
-0.05%

0.96
1.02
1.01
0.93
1.03
1
1.06
1.05
1.01
1
0.99
0.99
0.99
0.98
1
0.98
1
1.02
1.01
0.99
0.98
1
0.99
0.98
0.98
1

-4.17%
1.90%
1.08%
-6.49%
3.08%
0.29%
5.74%
5.31%
1.04%
-0.04%
-0.81%
-1.34%
-0.87%
-1.65%
-0.38%
-2.35%
0.50%
1.94%
0.95%
-1.12%
-2.43%
-0.42%
-0.72%
-1.68%
-1.62%

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

eviations

Adjusted Weekly Returns

25.00%
20.00%

FDC Return

15.00%
10.00%
5.00%
0.00%
-5.00%
-10.00%
-15.00%
-30.00%

-20.00%

-10.00%

0.00%
Nifty return

FDC Ltd.
NIFTY

Arithmetic Mean
Geometric MeanStandard deviation
-0.22%
-0.36%
5.22%
-0.05%
-0.13%
3.94%

Beta Calculation using formula

Covariance
Variance
Beta

0
0
0.57

10.00%

20.0

10.00%

20.00%

30.00%

Date
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
9/9/2011
9/8/2011
9/7/2011
9/6/2011
9/5/2011
9/2/2011
###
###
###
###
###
###
###
###
###
###
###
###
###

Volume
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Adj Close Weekly

5139.15
5037.5
5118.25
5132.3
5077.85
5099.4
4974.35
4979.6
4888.05
4751.3
4772.15
4849.5
4943.25
5015.45
4945.9
4971.25
4835.4
4867.75
4923.65
5133.25
5140.2
5031.95
5084.25
5075.7
5012.55
4940.95
4946.8
5059.45
5153.25
5124.65
5064.3
5017.2
5040
5001
4919.6
4747.8
4839.6
4888.9
4948.9
4898.8
4845.65
4944.15
5056.6
5035.8
5072.95

Return 1+R
-1.98%
1.60%
0.27%
-1.06%
0.42%
-2.45%
0.11%
-1.84%
-2.80%
0.44%
1.62%
1.93%
1.46%
-1.39%
0.51%
-2.73%
0.67%
1.15%
4.26%
0.14%
-2.11%
1.04%
-0.17%
-1.24%
-1.43%
0.12%
2.28%
1.85%
-0.55%
-1.18%
-0.93%
0.45%
-0.77%
-1.63%
-3.49%
1.93%
1.02%
1.23%
-1.01%
-1.08%
2.03%
2.27%
-0.41%
0.74%

Deviation Volume Adj

106800
98.02%
-2.05% 272900
101.60%
1.53%
71500
1
0.20%
80000
0.99
-1.13%
63100
1
0.35%
63500
0.98
-2.52%
72300
1
0.04%
86800
0.98
-1.91%
57400
0.97
-2.87% 136200
1
0.37%
79600
1.02
1.55% 391500
1.02
1.86%
71600
1.01
1.39%
44500
0.99
-1.46% 250700
1.01
0.44% 178700
0.97
-2.80% 199600
1.01
0.60% 152500
1.01
1.08% 141300
1.04
4.19% 195400
1
0.07% 137400
0.98
-2.18% 176600
1.01
0.97% 173800
1
-0.24% 157500
0.99
-1.31% 153300
0.99
-1.50% 116800
1
0.05% 257800
1.02
2.21% 164100
1.02
1.78% 383400
0.99
-0.62% 368100
0.99
-1.25% 898600
0.99
-1.00% 881000
1
0.38% 383200
0.99
-0.84% 921600
0.98
-1.70% 773300
0.97
-3.56% 580300
1.02
1.86% 566500
1.01
0.95% 1085400
1.01
1.16% 1350300
0.99
-1.08% 5361500
0.99
-1.15% 292300
1.02
1.96% 159900
1.02
2.20% 547700
1
-0.48% 149400
1.01
0.67% 292800

Close
92
92.5
95.7
92.15
92.3
92.85
91.75
91
90.4
90
89.4
88
90.1
90
89
89
89
89.4
91
90.05
89
89.35
89
89.15
90
89.6
88.15
86.59
88
86.54
84.09
84.87
85.56
85.61
88
83.6
83.8
85.51
85.41
83.6
85.17
85.56
85.07
88.98
88.98

###
8/9/2011
8/8/2011
8/5/2011
8/4/2011
8/3/2011
8/2/2011
8/1/2011
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
7/8/2011
7/7/2011
7/6/2011
7/5/2011
7/4/2011
7/1/2011
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
6/9/2011
6/8/2011
6/7/2011

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

5138.3
5161
5072.85
5118.5
5211.25
5331.8
5404.8
5456.55
5516.8
5482
5487.75
5546.8
5574.85
5680.3
5633.95
5541.6
5567.05
5613.55
5567.05
5581.1
5599.8
5585.45
5526.15
5616.1
5660.65
5728.95
5625.45
5632.1
5650.5
5627.2
5647.4
5600.45
5545.3
5526.6
5471.25
5320
5278.3
5275.85
5257.9
5366.4
5396.75
5447.5
5500.5
5482.8
5485.8
5521.05
5526.85

1.29%
0.44%
-1.71%
0.90%
1.81%
2.31%
1.37%
0.96%
1.10%
-0.63%
0.10%
1.08%
0.51%
1.89%
-0.82%
-1.64%
0.46%
0.84%
-0.83%
0.25%
0.34%
-0.26%
-1.06%
1.63%
0.79%
1.21%
-1.81%
0.12%
0.33%
-0.41%
0.36%
-0.83%
-0.98%
-0.34%
-1.00%
-2.76%
-0.78%
-0.05%
-0.34%
2.06%
0.57%
0.94%
0.97%
-0.32%
0.05%
0.64%
0.11%

1.01
1
0.98
1.01
1.02
1.02
1.01
1.01
1.01
0.99
1
1.01
1.01
1.02
0.99
0.98
1
1.01
0.99
1
1
99.74%
0.99
1.02
1.01
1.01
0.98
1
1
1
1
0.99
0.99
1
0.99
0.97
0.99
1
1
1.02
1.01
1.01
1.01
1
1
1.01
1

1.22% 1834000
0.37% 113100
-1.78% 187600
0.83% 152000
1.74% 155300
2.24% 100400
1.30% 112900
0.89% 289100
1.03% 609100
-0.70% 333300
0.03% 456500
1.01% 194800
0.44% 439400
1.82% 246700
-0.89% 204800
-1.71% 131600
0.39% 311300
0.77% 366200
-0.90% 491300
0.18% 279700
0.27% 445600
-0.33% 521600
-1.13% 684100
1.56% 223200
0.72% 441300
1.14% 436900
-1.88% 328300
0.05% 134000
0.26% 186100
-0.48% 752700
0.29% 112100
-0.90% 295000
-1.05% 372800
-0.41% 122700
-1.07% 256400
-2.83%
92200
-0.85%
94100
-0.12% 160600
-0.41% 172800
1.99% 250200
0.50% 453700
0.87% 208200
0.90% 1300100
-0.39% 632900
-0.02% 170600
0.57% 133200
0.04% 236700

86.59
88.3
87.71
88.49
87.03
88.88
89.47
89.23
89.96
90.06
91.91
92.06
92.94
93.43
93.28
91.77
91.67
92.31
91.77
91.18
91.18
91.52
92.01
91.38
91.91
91.91
90.64
88.15
89.96
91.43
90.55
89.96
91.18
90.2
90.94
92.4
93.48
94.6
95.58
94.95
96.61
98.76
99.05
96.02
97.39
96.8
98.17

6/6/2011
6/3/2011
6/2/2011
6/1/2011
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
5/9/2011
5/6/2011
5/5/2011
5/4/2011
5/3/2011
5/2/2011
###
###
###
###
###
###
###
###
###
###
###
###
4/8/2011
4/7/2011
4/6/2011
4/5/2011
4/4/2011
4/1/2011
###
###
###

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

5556.15
5532.05
5516.75
5550.35
5592
5560.15
5473.1
5476.1
5412.35
5348.95
5394.85
5386.55
5486.35
5428.1
5420.6
5438.95
5499
5544.75
5486.15
5565.05
5541.25
5551.1
5551.45
5459.85
5537.15
5565.25
5701.3
5749.5
5785.45
5833.9
5868.4
5874.5
5884.7
5851.65
5740.75
5729.1
5824.55
5911.5
5785.7
5842
5885.7
5891.75
5910.05
5908.45
5826.05
5833.75
5787.65

0.53%
-0.43%
-0.28%
0.61%
0.75%
-0.57%
-1.57%
0.05%
-1.16%
-1.17%
0.86%
-0.15%
1.85%
-1.06%
-0.14%
0.34%
1.10%
0.83%
-1.06%
1.44%
-0.43%
0.18%
0.01%
-1.65%
1.42%
0.51%
2.44%
0.85%
0.63%
0.84%
0.59%
0.10%
0.17%
-0.56%
-1.90%
-0.20%
1.67%
1.49%
-2.13%
0.97%
0.75%
0.10%
0.31%
-0.03%
-1.39%
0.13%
-0.79%

1.01
1
1
1.01
1.01
0.99
0.98
1
0.99
0.99
1.01
1
1.02
0.99
1
1
1.01
1.01
0.99
1.01
1
1
1
0.98
1.01
1.01
1.02
1.01
1.01
1.01
1.01
1
1
0.99
0.98
1
1.02
1.01
97.87%
1.01
1.01
1
1
1
0.99
1
0.99

0.46%
-0.50%
-0.35%
0.54%
0.68%
-0.64%
-1.64%
-0.02%
-1.23%
-1.24%
0.79%
-0.22%
1.78%
-1.13%
-0.21%
0.27%
1.03%
0.76%
-1.13%
1.37%
-0.50%
0.11%
-0.06%
-1.72%
1.35%
0.44%
2.37%
0.78%
0.56%
0.77%
0.52%
0.03%
0.10%
-0.63%
-1.97%
-0.27%
1.60%
1.42%
-2.20%
0.90%
0.68%
0.03%
0.24%
-0.10%
-1.46%
0.06%
-0.86%

202300
169200
109500
142400
401500
230400
222100
413600
3725900
4122000
714100
2029700
762300
77200
54100
132000
109600
354900
65200
105800
45300
159300
412000
151800
137600
115500
337400
274900
265700
489000
366300
655700
2874900
151000
291000
1063500
794000
745300
914700
1189800
147900
157100
177100
68300
107300
39700
42500

97.78
96.8
97.78
97.93
99.05
98.47
98.76
98.76
98.76
100.96
101.5
103.16
104.14
105.21
105.12
104.63
103.45
102.87
101.64
103.11
101.69
101.45
100.62
98.91
99.74
100.71
99
102.08
102.72
103.26
101.5
101.69
101.69
103.94
104.63
104.63
105.6
104.63
104.09
104.43
104.63
103.4
103.89
102.33
99.74
99.74
98.42

###
###
###
###
###
###
###
###
###
###
###
###
###
3/9/2011
3/8/2011
3/7/2011
3/4/2011
3/3/2011
3/1/2011
###
###
###
###
###
###
###
###
###
###
###
###
###
2/9/2011
2/8/2011
2/7/2011
2/4/2011
2/3/2011
2/2/2011
2/1/2011
###
###
###
###
###
###
###
###

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

5736.35
5687.25
5654.25
5522.4
5480.25
5413.85
5364.75
5373.7
5446.65
5511.15
5449.65
5531.5
5445.45
5494.4
5531
5520.8
5463.15
5538.75
5536.2
5522.3
5333.25
5303.55
5262.7
5437.35
5469.2
5518.6
5458.95
5546.45
5481.7
5481
5456
5310
5225.8
5253.55
5312.55
5396
5395.75
5526.75
5432
5417.2
5505.9
5512.15
5604.3
5687.4
5743.25
5696.5
5711.6

-0.89%
-0.86%
-0.58%
-2.33%
-0.76%
-1.21%
-0.91%
0.17%
1.36%
1.18%
-1.12%
1.50%
-1.56%
0.90%
0.67%
-0.18%
-1.04%
1.38%
-0.05%
-0.25%
-3.42%
-0.56%
-0.77%
3.32%
0.59%
0.90%
-1.08%
1.60%
-1.17%
-0.01%
-0.46%
-2.68%
-1.59%
0.53%
1.12%
1.57%
0.00%
2.43%
-1.71%
-0.27%
1.64%
0.11%
1.67%
1.48%
0.98%
-0.81%
0.27%

0.99
0.99
0.99
0.98
0.99
0.99
0.99
1
1.01
1.01
0.99
1.02
0.98
1.01
1.01
1
0.99
1.01
1
1
0.97
0.99
0.99
1.03
1.01
1.01
0.99
1.02
0.99
1
1
0.97
0.98
1.01
1.01
1.02
1
1.02
0.98
1
1.02
1
1.02
1.01
1.01
0.99
1

-0.96%
86700
-0.93%
38200
-0.65%
61500
-2.40%
55800
-0.83%
73100
-1.28%
69900
-0.98%
87400
0.10% 280900
1.29% 355500
1.11%
71700
-1.19%
51100
1.43%
96100
-1.63% 128100
0.83% 386600
0.60% 268600
-0.25% 234400
-1.11% 432600
1.31% 1114500
-0.12% 316000
-0.32%
45100
-3.49%
42500
-0.63%
49000
-0.84%
37500
3.25%
33100
0.52%
69200
0.83% 124500
-1.15%
76700
1.53%
54500
-1.24%
39300
-0.08% 103300
-0.53%
72900
-2.75% 166000
-1.66% 162100
0.46%
74700
1.05%
51500
1.50%
69900
-0.07%
97600
2.36%
52000
-1.78%
93800
-0.34%
78900
1.57%
91500
0.04%
60300
1.60%
57100
1.41%
49200
0.91%
67900
-0.88% 110700
0.20%
52000

98.76
98.37
99.49
98.51
98.07
97.78
98.51
99.64
99.98
100.27
99.74
101.59
101.69
103.16
101.79
102.62
102.33
104.43
103.16
104.63
103.45
102.72
101.84
104.38
101.55
101.01
99.74
100.52
95.29
96.07
97.05
95.83
95.83
94.85
97.78
98.12
99.49
100.71
99.59
99.69
98.07
101.74
104.43
108.1
106.39
106.44
103.06

###
###
###
###
###
###
###
1/7/2011
1/6/2011
1/5/2011
1/4/2011
1/3/2011
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

5691.05
5724.05
5654.75
5654.55
5751.9
5863.25
5754.1
5762.85
5904.6
6048.25
6079.8
6146.35
6157.6
6134.5
6101.85
6060.35
5996
5998.1
6011.6
5980
5984.4
6000.65
5947.05
5948.75
5892.3
5944.1
5907.65
5857.35
5766.5
5903.7
5976.55
5992.25
5992.8
6011.7
5960.9
5862.7
5830
5751.95
5799.75
5865.75
5934.75
6010
5890.3
5998.8
5988.7
6121.6
6071.65

-0.36%
1
0.58%
1.01
-1.21%
0.99
0.00%
1
1.72%
1.02
1.94%
1.02
-1.86%
0.98
0.15%
1
2.46% 102.46%
2.43%
1.02
0.52%
1.01
1.09%
1.01
0.18%
1
-0.38%
1
-0.53%
0.99
-0.68%
0.99
-1.06%
0.99
0.04%
1
0.23%
1
-0.53%
0.99
0.07%
1
0.27%
1
-0.89%
0.99
0.03%
1
-0.95%
0.99
0.88%
1.01
-0.61%
0.99
-0.85%
0.99
-1.55%
0.98
2.38%
1.02
1.23%
1.01
0.26%
1
0.01%
1
0.32%
1
-0.85%
0.99
-1.65%
0.98
-0.56%
0.99
-1.34%
0.99
0.83%
1.01
1.14%
1.01
1.18%
1.01
1.27%
1.01
-1.99%
0.98
1.84%
1.02
-0.17%
1
2.22%
1.02
-0.82%
0.99

-0.43%
0.51%
-1.28%
-0.07%
1.65%
1.87%
-1.93%
0.08%
2.39%
2.36%
0.45%
1.02%
0.11%
-0.45%
-0.60%
-0.75%
-1.13%
-0.03%
0.16%
-0.60%
0.00%
0.20%
-0.96%
-0.04%
-1.02%
0.81%
-0.68%
-0.92%
-1.62%
2.31%
1.16%
0.19%
-0.06%
0.25%
-0.92%
-1.72%
-0.63%
-1.41%
0.76%
1.07%
1.11%
1.20%
-2.06%
1.77%
-0.24%
2.15%
-0.89%

104000
90400
136700
352100
214000
238900
86400
101500
122800
157500
359800
461100
91500
270100
62200
266700
114300
203600
328900
252100
312800
105600
80100
146400
238900
154700
166600
198300
88400
103400
149800
239400
708800
128500
328400
106800
222900
71900
88700
131200
120600
149800
178400
186800
203200
178500
290800

101.15
99.93
98.37
97.88
98.91
99.74
98.37
99.83
104.53
105.46
106.58
108.34
108.44
109.52
107.56
104.58
101.69
100.96
101.55
101.2
99.25
99.98
98.27
97.68
95.68
96.8
96.61
95.83
92.89
96.31
97.83
101.69
99.83
103.5
99.15
97.54
96.07
97.05
99.79
100.03
101.79
100.76
97.88
104.63
103.11
103.4
105.02

###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

6194.25
6275.7
6301.55
6273.2
6312.45
6281.8
6160.5
6119
6117.55
6017.7
5987.7
6012.65
6082
6105.8
6066.05
6101.5
5982.1

2.02%
1.31%
0.41%
-0.45%
0.63%
-0.49%
-1.93%
-0.67%
-0.02%
-1.63%
-0.50%
0.42%
1.15%
0.39%
-0.65%
0.58%
-1.96%
0.07%

1.02
1.01
1
1
1.01
1
0.98
0.99
1
0.98
1
1
1.01
1
0.99
1.01
0.98
1

1.95% 2168900
1.24% 178900
0.34% 212000
-0.52% 139200
0.56% 186300
-0.56% 331000
-2.00% 514200
-0.74% 396300
-0.09% 211600
-1.70% 305400
-0.57% 1777600
0.35% 629400
1.08% 666200
0.32% 166400
-0.72% 112700
0.51%
59000
-2.03%

104.28
107.36
108.24
106.34
109.27
107.27
111.13
103.94
103.31
101.99
99.88
101.2
102.43
102.33
100.62
99.74
99.1

0.54% 100.54%
3.46% 103.46%
-3.71%
0.96
0.16%
1
0.60%
1.01
-1.18%
0.99
-0.82%
0.99
-0.66%
0.99
-0.44%
1
-0.67%
0.99
-1.57%
0.98
2.39%
1.02
-0.11%
1
-1.11%
0.99
0.00%
1
0.00%
1
0.45%
1
1.79%
1.02
-1.04%
0.99
-1.17%
0.99
0.39%
1
-0.39%
1
0.17%
1
0.95%
1.01
-0.44%
1
-1.62%
0.98
-1.77%
0.98
1.63%
1.02
-1.66%
0.98
-2.83%
0.97
0.93%
1.01
0.81%
1.01
0.06%
1
2.79%
1.03
-5.00%
0.95
0.24%
1
2.04%
1.02
-0.12%
1
-2.12%
0.98
1.88%
1.02
0.46%
1
-0.57%
0.99
4.60%
1.05
0.00%
1

Deviations
1.18%
4.10%
-3.07%
0.80%
1.24%
-0.54%
-0.18%
-0.02%
0.20%
-0.03%
-0.93%
3.03%
0.53%
-0.47%
0.64%
0.64%
1.09%
2.43%
-0.40%
-0.53%
1.03%
0.25%
0.81%
1.59%
0.20%
-0.98%
-1.13%
2.27%
-1.02%
-2.19%
1.57%
1.45%
0.70%
3.43%
-4.36%
0.88%
2.68%
0.52%
-1.48%
2.52%
1.10%
0.07%
5.24%
0.64%

Adjusted Weekly Ret

8.00%
6.00%
4.00%

FDC Return

Daily Returns1+R

2.00%
0.00%
-2.00%
-4.00%
-6.00%
-8.00%
-4.00%

NIFTY
JBCPL

-3.00%

-2.00%

-1.00%

Arithmetic
Geometric
Mean
Mean
0.07%
0.06%
0.04%
0.03%

Beta Calculation using formula

Covariance
Variance
Beta

0
0
0.44

-2.69%
0.97
1.97%
1.02
-0.67%
0.99
0.89%
1.01
-1.65%
0.98
2.13%
1.02
0.66%
1.01
-0.27%
1
0.82%
1.01
0.11%
1
2.05%
1.02
0.16%
1
0.96%
1.01
0.53%
1.01
-0.16%
1
-1.62%
0.98
-0.11%
1
0.70%
1.01
-0.58%
0.99
-0.64%
0.99
0.00%
1
0.37% 100.37%
0.54%
1.01
-0.68%
0.99
0.58%
1.01
0.00%
1
-1.38%
0.99
-2.75%
0.97
2.05%
1.02
1.63%
1.02
-0.96%
0.99
-0.65%
0.99
1.36%
1.01
-1.07%
0.99
0.82%
1.01
1.61%
1.02
1.17%
1.01
1.20%
1.01
1.04%
1.01
-0.66%
0.99
1.75%
1.02
2.23%
1.02
0.29%
1
-3.06%
0.97
1.43%
1.01
-0.61%
0.99
1.42%
1.01

-2.05%
2.61%
-0.03%
1.53%
-1.01%
2.77%
1.30%
0.37%
1.46%
0.75%
2.69%
0.80%
1.60%
1.17%
0.48%
-0.98%
0.53%
1.34%
0.06%
0.00%
0.64%
1.01%
1.18%
-0.04%
1.22%
0.64%
-0.74%
-2.11%
2.69%
2.27%
-0.32%
-0.01%
2.00%
-0.43%
1.46%
2.25%
1.81%
1.84%
1.68%
-0.02%
2.39%
2.87%
0.93%
-2.42%
2.07%
0.03%
2.06%

-0.40%
-1.00%
1.01%
0.15%
1.14%
-0.59%
0.29%
0.00%
0.00%
2.23%
0.53%
1.64%
0.95%
1.03%
-0.09%
-0.47%
-1.13%
-0.56%
-1.20%
1.45%
-1.38%
-0.24%
-0.82%
-1.70%
0.84%
0.97%
-1.70%
3.11%
0.63%
0.53%
-1.70%
0.19%
0.00%
2.21%
0.66%
0.00%
0.93%
-0.92%
-0.52%
0.33%
0.19%
-1.18%
0.47%
-1.50%
-2.53%
0.00%
-1.32%

1
0.99
1.01
1
1.01
0.99
1
1
1
1.02
1.01
1.02
1.01
1.01
1
1
0.99
0.99
0.99
1.01
0.99
1
0.99
0.98
1.01
1.01
0.98
1.03
1.01
1.01
0.98
1
1
1.02
1.01
1
1.01
0.99
99.48%
1
1
0.99
1
0.98
0.97
1
0.99

0.24%
-0.36%
1.65%
0.79%
1.78%
0.05%
0.93%
0.64%
0.64%
2.87%
1.17%
2.28%
1.59%
1.67%
0.55%
0.17%
-0.49%
0.08%
-0.56%
2.09%
-0.74%
0.40%
-0.18%
-1.06%
1.48%
1.61%
-1.06%
3.75%
1.27%
1.17%
-1.06%
0.83%
0.64%
2.85%
1.30%
0.64%
1.57%
-0.28%
0.12%
0.97%
0.83%
-0.54%
1.11%
-0.86%
-1.89%
0.64%
-0.68%

0.35%
-0.39%
1.14%
-0.99%
-0.45%
-0.30%
0.75%
1.15%
0.34%
0.29%
-0.53%
1.85%
0.10%
1.45%
-1.33%
0.82%
-0.28%
2.05%
-1.22%
1.42%
-1.13%
-0.71%
-0.86%
2.49%
-2.71%
-0.53%
-1.26%
0.78%
-5.20%
0.82%
1.02%
-1.26%
0.00%
-1.02%
3.09%
0.35%
1.40%
1.23%
-1.11%
0.10%
-1.63%
3.74%
2.64%
3.51%
-1.58%
0.05%
-3.18%

1
1
1.01
0.99
1
1
1.01
1.01
1
1
0.99
1.02
1
1.01
0.99
1.01
1
1.02
0.99
1.01
0.99
0.99
0.99
1.02
0.97
0.99
0.99
1.01
0.95
1.01
1.01
0.99
1
0.99
1.03
1
1.01
1.01
0.99
1
0.98
1.04
1.03
1.04
0.98
1
0.97

0.99%
0.25%
1.78%
-0.35%
0.19%
0.34%
1.39%
1.79%
0.98%
0.93%
0.11%
2.49%
0.74%
2.09%
-0.69%
1.46%
0.36%
2.69%
-0.58%
2.06%
-0.49%
-0.07%
-0.22%
3.13%
-2.07%
0.11%
-0.62%
1.42%
-4.56%
1.46%
1.66%
-0.62%
0.64%
-0.38%
3.73%
0.99%
2.04%
1.87%
-0.47%
0.74%
-0.99%
4.38%
3.28%
4.15%
-0.94%
0.69%
-2.54%

-1.85%
0.98
-1.21%
0.99
-1.56%
0.98
-0.50%
1
1.05%
1.01
0.84%
1.01
-1.37%
0.99
1.48%
1.01
4.71% 104.71%
0.89%
1.01
1.06%
1.01
1.65%
1.02
0.09%
1
1.00%
1.01
-1.79%
0.98
-2.77%
0.97
-2.76%
0.97
-0.72%
0.99
0.58%
1.01
-0.34%
1
-1.93%
0.98
0.74%
1.01
-1.71%
0.98
-0.60%
0.99
-2.05%
0.98
1.17%
1.01
-0.20%
1
-0.81%
0.99
-3.07%
0.97
3.68%
1.04
1.58%
1.02
3.95%
1.04
-1.83%
0.98
3.68%
1.04
-4.20%
0.96
-1.62%
0.98
-1.51%
0.98
1.02%
1.01
2.82%
1.03
0.24%
1
1.76%
1.02
-1.01%
0.99
-2.86%
0.97
6.90%
1.07
-1.45%
0.99
0.28%
1
1.57%
1.02

-1.21%
-0.57%
-0.92%
0.14%
1.69%
1.48%
-0.73%
2.12%
5.35%
1.53%
1.70%
2.29%
0.73%
1.64%
-1.15%
-2.13%
-2.12%
-0.08%
1.22%
0.30%
-1.29%
1.38%
-1.07%
0.04%
-1.41%
1.81%
0.44%
-0.17%
-2.43%
4.32%
2.22%
4.59%
-1.19%
4.32%
-3.56%
-0.98%
-0.87%
1.66%
3.46%
0.88%
2.40%
-0.37%
-2.22%
7.54%
-0.81%
0.92%
2.21%

-0.70%
2.95%
0.82%
-1.76%
2.76%
-1.83%
3.60%
-6.47%
-0.61%
-1.28%
-2.07%
1.32%
1.22%
-0.10%
-1.67%
-0.87%
-0.64%

0.99
1.03
1.01
0.98
1.03
0.98
1.04
0.94
0.99
0.99
0.98
1.01
1.01
1
0.98
0.99

-0.06%
3.59%
1.46%
-1.12%
3.40%
-1.19%
4.24%
-5.83%
0.03%
-0.64%
-1.43%
1.96%
1.86%
0.54%
-1.03%
-0.23%

ted Weekly Returns

-2.00%

-1.00%

0.00%

1.00%

Nifty return

Standard deviation
1.26%
1.70%

2.00%

3.00%

4.00%

5.00%

5.00%

NIFTY
Date
Volume Adj Close Weekly
###
0 5139.15
###
0
5037.5
###
0 5118.25
###
0
5132.3
###
0 5077.85
###
0
5099.4
9/5/2011
0 4974.35
###
0
4979.6
###
0 4888.05
###
0
4751.3
8/8/2011
0 4772.15
8/1/2011
0
4849.5
###
0 4943.25
###
0 5015.45
###
0
4945.9
7/4/2011
0 4971.25
###
0
4835.4
###
0 4867.75
###
0 4923.65
6/6/2011
0 5133.25
###
0
5140.2
###
0 5031.95
###
0 5084.25
5/9/2011
0
5075.7
5/2/2011
0 5012.55
###
0 4940.95
###
0
4946.8
###
0 5059.45
4/4/2011
0 5153.25
###
0 5124.65
###
0
5064.3
###
0
5017.2
3/7/2011
0
5040
###
0
5001
###
0
4919.6
###
0
4747.8
2/7/2011
0
4839.6
###
0
4888.9
###
0
4948.9
###
0
4898.8
###
0 4845.65
1/3/2011
0 4944.15
###
0
5056.6
###
0
5035.8
###
0 5072.95

Return 1+R
-1.98%
1.60%
0.27%
-1.06%
0.42%
-2.45%
0.11%
-1.84%
-2.80%
0.44%
1.62%
1.93%
1.46%
-1.39%
0.51%
-2.73%
0.67%
1.15%
4.26%
0.14%
-2.11%
1.04%
-0.17%
-1.24%
-1.43%
0.12%
2.28%
1.85%
-0.55%
-1.18%
-0.93%
0.45%
-0.77%
-1.63%
-3.49%
1.93%
1.02%
1.23%
-1.01%
-1.08%
2.03%
2.27%
-0.41%
0.74%

Deviation Volume Adj Close

106800
78
98.02%
-2.05% 272900
73
101.60%
1.53%
71500
68.55
1
0.20%
80000
69.45
0.99
-1.13%
63100
75.2
1
0.35%
63500
80.65
0.98
-2.52%
72300
87.2
1
0.04%
86800
85
0.98
-1.91%
57400
142
0.97
-2.87% 136200
139.2
1
0.37%
79600
146.6
1.02
1.55% 391500
135.25
1.02
1.86%
71600
142
1.01
1.39%
44500
143.7
0.99
-1.46% 250700
140.6
1.01
0.44% 178700
130.27
0.97
-2.80% 199600
132.39
1.01
0.60% 152500
126.57
1.01
1.08% 141300
125.29
1.04
4.19% 195400
123.86
1
0.07% 137400
122.09
0.98
-2.18% 176600
123.22
1.01
0.97% 173800
154.47
1
-0.24% 157500
157.62
0.99
-1.31% 153300
152.05
0.99
-1.50% 116800
157.23
1
0.05% 257800
161.47
1.02
2.21% 164100
155.16
1.02
1.78% 383400
148.85
0.99
-0.62% 368100
134.06
0.99
-1.25% 898600
131.11
0.99
-1.00% 881000
131.6
1
0.38% 383200
130.12
0.99
-0.84% 921600
135.54
0.98
-1.70% 773300
110.26
0.97
-3.56% 580300
116.32
1.02
1.86% 566500
103.51
1.01
0.95% 1085400
113.41
1.01
1.16% 1350300
116.76
0.99
-1.08% 5361500
127.36
0.99
-1.15% 292300
132.44
1.02
1.96% 159900
129.48
1.02
2.20% 547700
138.99
1
-0.48% 149400
138.99
1.01
0.67% 292800
124.01

###
###
###
###
###
###
###
###
###
###
###
###
###
9/6/2010
###
###
###
8/9/2010
8/2/2010
###
###
###
7/5/2010
###
###
###
6/7/2010
###
###
###
###
5/3/2010
###
###
###
4/5/2010
###
###
###
3/8/2010
3/2/2010
###
###
###
###
1/4/2010
###

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

5138.3
5161
5072.85
5118.5
5211.25
5331.8
5404.8
5456.55
5516.8
5482
5487.75
5546.8
5574.85
5680.3
5633.95
5541.6
5567.05
5613.55
5567.05
5581.1
5599.8
5585.45
5526.15
5616.1
5660.65
5728.95
5625.45
5632.1
5650.5
5627.2
5647.4
5600.45
5545.3
5526.6
5471.25
5320
5278.3
5275.85
5257.9
5366.4
5396.75
5447.5
5500.5
5482.8
5485.8
5521.05
5526.85

1.29%
0.44%
-1.71%
0.90%
1.81%
2.31%
1.37%
0.96%
1.10%
-0.63%
0.10%
1.08%
0.51%
1.89%
-0.82%
-1.64%
0.46%
0.84%
-0.83%
0.25%
0.34%
-0.26%
-1.06%
1.63%
0.79%
1.21%
-1.81%
0.12%
0.33%
-0.41%
0.36%
-0.83%
-0.98%
-0.34%
-1.00%
-2.76%
-0.78%
-0.05%
-0.34%
2.06%
0.57%
0.94%
0.97%
-0.32%
0.05%
0.64%
0.11%

1.01
1
0.98
1.01
1.02
1.02
1.01
1.01
1.01
0.99
1
1.01
1.01
1.02
0.99
0.98
1
1.01
0.99
1
1
99.74%
0.99
1.02
1.01
1.01
0.98
1
1
1
1
0.99
0.99
1
0.99
0.97
0.99
1
1
1.02
1.01
1.01
1.01
1
1
1.01
1

1.22% 1834000
0.37% 113100
-1.78% 187600
0.83% 152000
1.74% 155300
2.24% 100400
1.30% 112900
0.89% 289100
1.03% 609100
-0.70% 333300
0.03% 456500
1.01% 194800
0.44% 439400
1.82% 246700
-0.89% 204800
-1.71% 131600
0.39% 311300
0.77% 366200
-0.90% 491300
0.18% 279700
0.27% 445600
-0.33% 521600
-1.13% 684100
1.56% 223200
0.72% 441300
1.14% 436900
-1.88% 328300
0.05% 134000
0.26% 186100
-0.48% 752700
0.29% 112100
-0.90% 295000
-1.05% 372800
-0.41% 122700
-1.07% 256400
-2.83%
92200
-0.85%
94100
-0.12% 160600
-0.41% 172800
1.99% 250200
0.50% 453700
0.87% 208200
0.90% 1300100
-0.39% 632900
-0.02% 170600
0.57% 133200
0.04% 236700

119.03
130.12
117.36
124.9
132.59
129.63
120.26
118.09
113.22
106.66
104.1
105.58
102.82
106.17
106.02
103.16
109.12
102.42
95.57
96.6
101.48
94.98
92.12
88.45
88.16
79.91
75.56
76.91
75.56
77.54
76.29
79.67
87.29
85.6
76.72
71.89
72.42
73.39
68.75
63.73
65.37
60.11
61.7
64.94
61.32
57.75
58.52

###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
9/7/2009
###
###
###
8/3/2009
###
###
###
7/6/2009
###
###
###
6/8/2009
6/1/2009
###
###
###
5/4/2009
###
###
###
4/6/2009
###
###
###
3/9/2009
3/2/2009
###
###
2/9/2009
2/2/2009
###

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

5556.15
5532.05
5516.75
5550.35
5592
5560.15
5473.1
5476.1
5412.35
5348.95
5394.85
5386.55
5486.35
5428.1
5420.6
5438.95
5499
5544.75
5486.15
5565.05
5541.25
5551.1
5551.45
5459.85
5537.15
5565.25
5701.3
5749.5
5785.45
5833.9
5868.4
5874.5
5884.7
5851.65
5740.75
5729.1
5824.55
5911.5
5785.7
5842
5885.7
5891.75
5910.05
5908.45
5826.05
5833.75
5787.65

0.53%
-0.43%
-0.28%
0.61%
0.75%
-0.57%
-1.57%
0.05%
-1.16%
-1.17%
0.86%
-0.15%
1.85%
-1.06%
-0.14%
0.34%
1.10%
0.83%
-1.06%
1.44%
-0.43%
0.18%
0.01%
-1.65%
1.42%
0.51%
2.44%
0.85%
0.63%
0.84%
0.59%
0.10%
0.17%
-0.56%
-1.90%
-0.20%
1.67%
1.49%
-2.13%
0.97%
0.75%
0.10%
0.31%
-0.03%
-1.39%
0.13%
-0.79%

1.01
1
1
1.01
1.01
0.99
0.98
1
0.99
0.99
1.01
1
1.02
0.99
1
1
1.01
1.01
0.99
1.01
1
1
1
0.98
1.01
1.01
1.02
1.01
1.01
1.01
1.01
1
1
0.99
0.98
1
1.02
1.01
97.87%
1.01
1.01
1
1
1
0.99
1
0.99

0.46%
-0.50%
-0.35%
0.54%
0.68%
-0.64%
-1.64%
-0.02%
-1.23%
-1.24%
0.79%
-0.22%
1.78%
-1.13%
-0.21%
0.27%
1.03%
0.76%
-1.13%
1.37%
-0.50%
0.11%
-0.06%
-1.72%
1.35%
0.44%
2.37%
0.78%
0.56%
0.77%
0.52%
0.03%
0.10%
-0.63%
-1.97%
-0.27%
1.60%
1.42%
-2.20%
0.90%
0.68%
0.03%
0.24%
-0.10%
-1.46%
0.06%
-0.86%

202300
169200
109500
142400
401500
230400
222100
413600
3725900
4122000
714100
2029700
762300
77200
54100
132000
109600
354900
65200
105800
45300
159300
412000
151800
137600
115500
337400
274900
265700
489000
366300
655700
2874900
151000
291000
1063500
794000
745300
914700
1189800
147900
157100
177100
68300
107300
39700
42500

57.46
57.36
54.56
53.88
46.83
48.09
48.38
46.98
45.87
51.66
50.12
49.25
50.94
52.68
47.85
47.94
47.7
50.26
46.16
44.42
42.2
41.86
40.41
38.14
41.91
44.63
39.07
42.66
49.61
43.86
44.29
37.49
40.17
36.39
37.54
36.39
38.02
37.11
35.63
32.99
31.03
30.5
31.89
33.14
36.15
34.09
34.86

###
###
1/5/2009
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
9/8/2008
9/1/2008
###
###
###
8/4/2008
###
###
###
7/7/2008
###
###
###
6/9/2008
6/2/2008
###
###
###
5/5/2008
###
###
###
4/7/2008
###
###
###
###
3/3/2008

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

5736.35
5687.25
5654.25
5522.4
5480.25
5413.85
5364.75
5373.7
5446.65
5511.15
5449.65
5531.5
5445.45
5494.4
5531
5520.8
5463.15
5538.75
5536.2
5522.3
5333.25
5303.55
5262.7
5437.35
5469.2
5518.6
5458.95
5546.45
5481.7
5481
5456
5310
5225.8
5253.55
5312.55
5396
5395.75
5526.75
5432
5417.2
5505.9
5512.15
5604.3
5687.4
5743.25
5696.5
5711.6

-0.89%
-0.86%
-0.58%
-2.33%
-0.76%
-1.21%
-0.91%
0.17%
1.36%
1.18%
-1.12%
1.50%
-1.56%
0.90%
0.67%
-0.18%
-1.04%
1.38%
-0.05%
-0.25%
-3.42%
-0.56%
-0.77%
3.32%
0.59%
0.90%
-1.08%
1.60%
-1.17%
-0.01%
-0.46%
-2.68%
-1.59%
0.53%
1.12%
1.57%
0.00%
2.43%
-1.71%
-0.27%
1.64%
0.11%
1.67%
1.48%
0.98%
-0.81%
0.27%

0.99
0.99
0.99
0.98
0.99
0.99
0.99
1
1.01
1.01
0.99
1.02
0.98
1.01
1.01
1
0.99
1.01
1
1
0.97
0.99
0.99
1.03
1.01
1.01
0.99
1.02
0.99
1
1
0.97
0.98
1.01
1.01
1.02
1
1.02
0.98
1
1.02
1
1.02
1.01
1.01
0.99
1

-0.96%
86700
-0.93%
38200
-0.65%
61500
-2.40%
55800
-0.83%
73100
-1.28%
69900
-0.98%
87400
0.10% 280900
1.29% 355500
1.11%
71700
-1.19%
51100
1.43%
96100
-1.63% 128100
0.83% 386600
0.60% 268600
-0.25% 234400
-1.11% 432600
1.31% 1114500
-0.12% 316000
-0.32%
45100
-3.49%
42500
-0.63%
49000
-0.84%
37500
3.25%
33100
0.52%
69200
0.83% 124500
-1.15%
76700
1.53%
54500
-1.24%
39300
-0.08% 103300
-0.53%
72900
-2.75% 166000
-1.66% 162100
0.46%
74700
1.05%
51500
1.50%
69900
-0.07%
97600
2.36%
52000
-1.78%
93800
-0.34%
78900
1.57%
91500
0.04%
60300
1.60%
57100
1.41%
49200
0.91%
67900
-0.88% 110700
0.20%
52000

34.72
34.95
35.43
40.7
37.11
35.67
33.09
32.23
31.46
32.18
34.81
35.43
33.9
31.46
29.11
27.87
32.94
34.38
37.35
40.75
41.95
42.19
43
46.06
43.86
40.32
37.49
37.06
37.54
38.31
36.68
40.18
39.23
38.95
41.31
42.78
40.94
44.43
47.6
47.46
49.16
49.21
46.47
47.55
34.22
40.84
47.74

###
###
###
2/4/2008
###
###
###
1/7/2008
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
###
9/3/2007
###
###
###
8/6/2007
###
###
###
7/9/2007
7/2/2007
###
###
###
6/4/2007
###
###
###
5/7/2007
###
###
###
4/9/2007

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

5691.05
5724.05
5654.75
5654.55
5751.9
5863.25
5754.1
5762.85
5904.6
6048.25
6079.8
6146.35
6157.6
6134.5
6101.85
6060.35
5996
5998.1
6011.6
5980
5984.4
6000.65
5947.05
5948.75
5892.3
5944.1
5907.65
5857.35
5766.5
5903.7
5976.55
5992.25
5992.8
6011.7
5960.9
5862.7
5830
5751.95
5799.75
5865.75
5934.75
6010
5890.3
5998.8
5988.7
6121.6
6071.65

-0.36%
1
0.58%
1.01
-1.21%
0.99
0.00%
1
1.72%
1.02
1.94%
1.02
-1.86%
0.98
0.15%
1
2.46% 102.46%
2.43%
1.02
0.52%
1.01
1.09%
1.01
0.18%
1
-0.38%
1
-0.53%
0.99
-0.68%
0.99
-1.06%
0.99
0.04%
1
0.23%
1
-0.53%
0.99
0.07%
1
0.27%
1
-0.89%
0.99
0.03%
1
-0.95%
0.99
0.88%
1.01
-0.61%
0.99
-0.85%
0.99
-1.55%
0.98
2.38%
1.02
1.23%
1.01
0.26%
1
0.01%
1
0.32%
1
-0.85%
0.99
-1.65%
0.98
-0.56%
0.99
-1.34%
0.99
0.83%
1.01
1.14%
1.01
1.18%
1.01
1.27%
1.01
-1.99%
0.98
1.84%
1.02
-0.17%
1
2.22%
1.02
-0.82%
0.99

-0.43%
0.51%
-1.28%
-0.07%
1.65%
1.87%
-1.93%
0.08%
2.39%
2.36%
0.45%
1.02%
0.11%
-0.45%
-0.60%
-0.75%
-1.13%
-0.03%
0.16%
-0.60%
0.00%
0.20%
-0.96%
-0.04%
-1.02%
0.81%
-0.68%
-0.92%
-1.62%
2.31%
1.16%
0.19%
-0.06%
0.25%
-0.92%
-1.72%
-0.63%
-1.41%
0.76%
1.07%
1.11%
1.20%
-2.06%
1.77%
-0.24%
2.15%
-0.89%

104000
90400
136700
352100
214000
238900
86400
101500
122800
157500
359800
461100
91500
270100
62200
266700
114300
203600
328900
252100
312800
105600
80100
146400
238900
154700
166600
198300
88400
103400
149800
239400
708800
128500
328400
106800
222900
71900
88700
131200
120600
149800
178400
186800
203200
178500
290800

56.44
53.37
54.6
52.94
55.83
62.82
70.39
77.95
84.61
75.16
73.32
74.21
71.61
61.45
61.12
60.98
60.98
62.02
60.98
60.6
62.87
61.55
65.23
64.76
65.71
64.57
64.76
63.06
62.16
58.95
60.41
62.35
65.37
66.32
66.28
68.04
67.99
68.82
67.16
71.28
68.13
72.71
73.68
73.45
74.79
76.83
75.44

4/2/2007
###
###
###
3/5/2007
###
###
###
2/5/2007
###
###
###
1/8/2007
1/2/2007
###
###
###
###

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

6194.25
6275.7
6301.55
6273.2
6312.45
6281.8
6160.5
6119
6117.55
6017.7
5987.7
6012.65
6082
6105.8
6066.05
6101.5
5982.1

2.02%
1.31%
0.41%
-0.45%
0.63%
-0.49%
-1.93%
-0.67%
-0.02%
-1.63%
-0.50%
0.42%
1.15%
0.39%
-0.65%
0.58%
-1.96%
0.07%

1.02
1.01
1
1
1.01
1
0.98
0.99
1
0.98
1
1
1.01
1
0.99
1.01
0.98
1

1.95% 2168900
1.24% 178900
0.34% 212000
-0.52% 139200
0.56% 186300
-0.56% 331000
-2.00% 514200
-0.74% 396300
-0.09% 211600
-1.70% 305400
-0.57% 1777600
0.35% 629400
1.08% 666200
0.32% 166400
-0.72% 112700
0.51%
59000
-2.03%

73.27
72.76
74.05
73.17
73.04
79.79
85.12
85.35
85.3
88.86
93.17
94.46
93.49
94.65
82.89
82.85
83.96
85.62

-6.41%
-6.10%
1.31%
8.28%
7.25%
8.12%
-2.52%
67.06%
-1.97%
5.32%
-7.74%
4.99%
1.20%
-2.16%
-7.35%
1.63%
-4.40%
-1.01%
-1.14%
-1.43%
0.93%
25.36%
2.04%
-3.53%
3.41%
2.70%
-3.91%
-4.07%
-9.94%
-2.20%
0.37%
-1.12%
4.17%
-18.65%
5.50%
-11.01%
9.56%
2.95%
9.08%
3.99%
-2.23%
7.34%
0.00%
-10.78%

93.59%
93.90%
1.01
1.08
1.07
1.08
0.97
1.67
0.98
1.05
0.92
1.05
1.01
0.98
0.93
1.02
0.96
0.99
0.99
0.99
1.01
1.25
1.02
0.96
1.03
1.03
0.96
0.96
0.9
0.98
1
0.99
1.04
0.81
1.05
0.89
1.1
1.03
1.09
1.04
0.98
1.07
1
0.89

Deviation
-6.72%
-6.41%
1.00%
7.97%
6.94%
7.81%
-2.83%
66.75%
-2.28%
5.01%
-8.05%
4.68%
0.89%
-2.47%
-7.66%
1.32%
-4.71%
-1.32%
-1.45%
-1.74%
0.62%
25.05%
1.73%
-3.84%
3.10%
2.39%
-4.22%
-4.38%
-10.25%
-2.51%
0.06%
-1.43%
3.86%
-18.96%
5.19%
-11.32%
9.25%
2.64%
8.77%
3.68%
-2.54%
7.03%
-0.31%
-11.09%

Adjusted
80.00%
60.00%

FDC Return

Weekly Returns1+R

40.00%
20.00%
0.00%
-20.00%
-40.00%
-4.00%

NIFTY
JBCPL

-3.00%

Arithmetic
Geometric
Mean
Mean
0.07%
0.06%
0.30%
0.03%

Beta Calculation using formula

Covariance
Variance
Beta

0
0
-0.69

-2

-4.02%
9.32%
-9.81%
6.42%
6.16%
-2.23%
-7.23%
-1.80%
-4.12%
-5.79%
-2.40%
1.42%
-2.61%
3.26%
-0.14%
-2.70%
5.78%
-6.14%
-6.69%
1.08%
5.05%
-6.41%
-3.01%
-3.98%
-0.33%
-9.36%
-5.44%
1.79%
-1.76%
2.62%
-1.61%
4.43%
9.56%
-1.94%
-10.37%
-6.30%
0.74%
1.34%
-6.32%
-7.30%
2.57%
-8.05%
2.65%
5.25%
-5.57%
-5.82%
1.33%

0.96
-4.33%
1.09
9.01%
0.9 -10.12%
1.06
6.11%
1.06
5.85%
0.98
-2.54%
0.93
-7.54%
0.98
-2.11%
0.96
-4.43%
0.94
-6.10%
0.98
-2.71%
1.01
1.11%
0.97
-2.92%
1.03
2.95%
1
-0.45%
0.97
-3.01%
1.06
5.47%
0.94
-6.45%
0.93
-7.00%
1.01
0.77%
1.05
4.74%
93.59%
-6.72%
0.97
-3.32%
0.96
-4.29%
1
-0.64%
0.91
-9.67%
0.95
-5.75%
1.02
1.48%
0.98
-2.07%
1.03
2.31%
0.98
-1.92%
1.04
4.12%
1.1
9.25%
0.98
-2.25%
0.9 -10.68%
0.94
-6.61%
1.01
0.43%
1.01
1.03%
0.94
-6.63%
0.93
-7.61%
1.03
2.26%
0.92
-8.36%
1.03
2.34%
1.05
4.94%
0.94
-5.88%
0.94
-6.13%
1.01
1.02%

-1.81%
-0.17%
-4.88%
-1.25%
-13.08%
2.69%
0.60%
-2.89%
-2.36%
12.62%
-2.98%
-1.74%
3.43%
3.42%
-9.17%
0.19%
-0.50%
5.37%
-8.16%
-3.77%
-5.00%
-0.81%
-3.46%
-5.62%
9.88%
6.49%
-12.46%
9.19%
16.29%
-11.59%
0.98%
-15.35%
7.15%
-9.41%
3.16%
-3.06%
4.48%
-2.39%
-3.99%
-7.41%
-5.94%
-1.71%
4.56%
3.92%
9.08%
-5.70%
2.26%

0.98
1
0.95
0.99
0.87
1.03
1.01
0.97
0.98
1.13
0.97
0.98
1.03
1.03
0.91
1
0.99
1.05
0.92
0.96
0.95
0.99
0.97
0.94
1.1
1.06
0.88
1.09
1.16
0.88
1.01
0.85
1.07
0.91
1.03
0.97
1.04
0.98
96.01%
0.93
0.94
0.98
1.05
1.04
1.09
0.94
1.02

-2.12%
-0.48%
-5.19%
-1.56%
-13.39%
2.38%
0.29%
-3.20%
-2.67%
12.31%
-3.29%
-2.05%
3.12%
3.11%
-9.48%
-0.12%
-0.81%
5.06%
-8.47%
-4.08%
-5.31%
-1.12%
-3.77%
-5.93%
9.57%
6.18%
-12.77%
8.88%
15.98%
-11.90%
0.67%
-15.66%
6.84%
-9.72%
2.85%
-3.37%
4.17%
-2.70%
-4.30%
-7.72%
-6.25%
-2.02%
4.25%
3.61%
8.77%
-6.01%
1.95%

-0.40%
0.66%
1.37%
14.87%
-8.82%
-3.88%
-7.23%
-2.60%
-2.39%
2.29%
8.17%
1.78%
-4.32%
-7.20%
-7.47%
-4.26%
18.19%
4.37%
8.64%
9.10%
2.94%
0.57%
1.92%
7.12%
-4.78%
-8.07%
-7.02%
-1.15%
1.30%
2.05%
-4.25%
9.54%
-2.36%
-0.71%
6.06%
3.56%
-4.30%
8.52%
7.13%
-0.29%
3.58%
0.10%
-5.57%
2.32%
-28.03%
19.35%
16.90%

1
-0.71%
1.01
0.35%
1.01
1.06%
1.15 14.56%
0.91
-9.13%
0.96
-4.19%
0.93
-7.54%
0.97
-2.91%
0.98
-2.70%
1.02
1.98%
1.08
7.86%
1.02
1.47%
0.96
-4.63%
0.93
-7.51%
0.93
-7.78%
0.96
-4.57%
1.18 17.88%
1.04
4.06%
1.09
8.33%
1.09
8.79%
1.03
2.63%
1.01
0.26%
1.02
1.61%
1.07
6.81%
0.95
-5.09%
0.92
-8.38%
0.93
-7.33%
0.99
-1.46%
1.01
0.99%
1.02
1.74%
0.96
-4.56%
1.1
9.23%
0.98
-2.67%
0.99
-1.02%
1.06
5.75%
1.04
3.25%
0.96
-4.61%
1.09
8.21%
1.07
6.82%
1
-0.60%
1.04
3.27%
1
-0.21%
0.94
-5.88%
1.02
2.01%
0.72 -28.34%
1.19 19.04%
1.17 16.59%

18.22%
1.18 17.91%
-5.44%
0.95
-5.75%
2.30%
1.02
1.99%
-3.04%
0.97
-3.35%
5.46%
1.05
5.15%
12.52%
1.13 12.21%
12.05%
1.12 11.74%
10.74%
1.11 10.43%
8.54% 108.54%
8.23%
-11.17%
0.89 -11.48%
-2.45%
0.98
-2.76%
1.21%
1.01
0.90%
-3.50%
0.96
-3.81%
-14.19%
0.86 -14.50%
-0.54%
0.99
-0.85%
-0.23%
1
-0.54%
0.00%
1
-0.31%
1.71%
1.02
1.40%
-1.68%
0.98
-1.99%
-0.62%
0.99
-0.93%
3.75%
1.04
3.44%
-2.10%
0.98
-2.41%
5.98%
1.06
5.67%
-0.72%
0.99
-1.03%
1.47%
1.01
1.16%
-1.73%
0.98
-2.04%
0.29%
1
-0.02%
-2.63%
0.97
-2.94%
-1.43%
0.99
-1.74%
-5.16%
0.95
-5.47%
2.48%
1.02
2.17%
3.21%
1.03
2.90%
4.84%
1.05
4.53%
1.45%
1.01
1.14%
-0.06%
1
-0.37%
2.66%
1.03
2.35%
-0.07%
1
-0.38%
1.22%
1.01
0.91%
-2.41%
0.98
-2.72%
6.13%
1.06
5.82%
-4.42%
0.96
-4.73%
6.72%
1.07
6.41%
1.33%
1.01
1.02%
-0.31%
1
-0.62%
1.82%
1.02
1.51%
2.73%
1.03
2.42%
-1.81%
0.98
-2.12%

-2.88%
-0.70%
1.77%
-1.19%
-0.18%
9.24%
6.68%
0.27%
-0.06%
4.17%
4.85%
1.38%
-1.03%
1.24%
-12.42%
-0.05%
1.34%
1.98%
0.31%

0.97
-3.19%
0.99
-1.01%
1.02
1.46%
0.99
-1.50%
1
-0.49%
1.09
8.93%
1.07
6.37%
1
-0.04%
1
-0.37%
1.04
3.86%
1.05
4.54%
1.01
1.07%
0.99
-1.34%
1.01
0.93%
0.88 -12.73%
1
-0.36%
1.01
1.03%
1.02
1.67%
1

Adjusted Weekly Returns

%
4.00%

-3.00%

-2.00%

-1.00%

0.00%
Nifty return

Standard deviation
1.26%
7.79%

1.00%

2.00%

3.00%

4.00%

4.00%

5.00%