Sie sind auf Seite 1von 14

GROUP 8

SR. NO ROLL NO NAME


1
2
3 20IIMPPGDM92 AKSHAY CHOUDHARY
4
5
6
7
RAW DATA FOR SHARE: HUL RAW DATA FOR: RUPEE PER DOLLAR VA

Sr.No Date Close Sr.No Date


1 11/3/2020 2055.7 1 11/3/2020
2 11/2/2020 2072 2 11/2/2020
3 10/30/2020 2071.3 3 10/30/2020
4 10/29/2020 2122.1 4 10/29/2020
5 10/28/2020 2164.35 5 10/28/2020
6 10/27/2020 2176.7 6 10/27/2020
7 10/26/2020 2166.75 7 10/26/2020
8 10/23/2020 2143.85 8 10/23/2020
9 10/22/2020 2179.35 9 10/22/2020
10 10/21/2020 2163.15 10 10/21/2020
11 10/20/2020 2173.1 11 10/20/2020
12 10/19/2020 2177.8 12 10/19/2020
13 10/16/2020 2150.55 13 10/16/2020
14 10/15/2020 2152.55 14 10/15/2020
15 10/14/2020 2158.15 15 10/14/2020
16 10/13/2020 2138.2 16 10/13/2020
17 10/12/2020 2138.4 17 10/12/2020
18 10/9/2020 2139.65 18 10/9/2020
19 10/8/2020 2160.8 19 10/8/2020
20 10/7/2020 2139.35 20 10/7/2020
21 10/6/2020 2115.9 21 10/6/2020
22 10/5/2020 2111.05 22 10/5/2020
23 10/1/2020 2095 23 10/2/2020
24 9/30/2020 2068.25 24 10/1/2020
25 9/29/2020 2033.2 25 9/30/2020
26 9/28/2020 2063.3 26 9/29/2020
27 9/25/2020 2079.05 27 9/28/2020
28 9/24/2020 2060.9 28 9/25/2020
29 9/23/2020 2052.55 29 9/24/2020
30 9/22/2020 2026.8 30 9/23/2020
FOR: RUPEE PER DOLLAR VALUE

Close
74.4568
74.5505
74.264
74.44
73.805
73.9485
73.8229
73.72
73.6813
73.6475
73.575
73.4438
73.371
73.2962
73.62
73.3508
73.0148
73.2805
73.5425
73.815
73.1083
73.3224
73.217
73.705
73.845
73.975
73.6993
73.6824
73.7784
73.503
ASSIGNMENT 01
RAW DATA FOR SHARE: HUL
X x 𝒙^𝟐
Sr.No Date Close X-Mean Sq of (X-Mean)
1 11/3/2020 2055.699951 8.68494447 75.42826038909
2 11/2/2020 2072 24.9849935 624.2498985294
3 10/30/2020 2071.300049 24.2850425 589.7632876078
4 10/29/2020 2122.100098 75.0850915 5637.770960558
5 10/28/2020 2164.350098 117.335091 13767.52368949
6 10/27/2020 2176.699951 129.684944 16818.18482132
7 10/26/2020 2166.75 119.734993 14336.46866046
8 10/23/2020 2143.850098 96.8350915 9377.034939358
9 10/22/2020 2179.350098 132.335091 17512.57643349
10 10/21/2020 2163.149902 116.134895 13487.31394505
11 10/20/2020 2173.100098 126.085091 15897.45029016
12 10/19/2020 2177.800049 130.785042 17104.72733301
13 10/16/2020 2150.550049 103.535042 10719.50501857
14 10/15/2020 2152.550049 105.535042 11137.64518844
15 10/14/2020 2158.149902 111.134895 12350.96499039
16 10/13/2020 2138.199951 91.1849445 8314.694097389
17 10/12/2020 2138.399902 91.3848955 8351.199119454
18 10/9/2020 2139.649902 92.6348955 8581.22385812
19 10/8/2020 2160.800049 113.785042 12947.03588914
20 10/7/2020 2139.350098 92.3350915 8525.769116158
21 10/6/2020 2115.899902 68.8848955 4745.128823454
22 10/5/2020 2111.050049 64.0350425 4100.486663708
23 10/1/2020 2095 47.9849935 2302.559597996
24 9/30/2020 2068.25 21.2349935 450.9249475294
25 9/29/2020 2033.199951 -13.815056 190.8557593891
26 9/28/2020 2063.300049 16.2850425 265.2026081412
27 9/25/2020 2079.050049 32.0350425 1026.243945841
28 9/24/2020 2060.899902 13.8848955 192.7903221203
29 9/23/2020 2052.550049 5.53504247 30.63669510781
30 9/22/2020 2026.800049 -20.214958 408.6445080745

N=30 SUM= 61410.450196 219870.0036685

MEAN= SUM/N
= 61410.45/30
MEAN= 2047.015006533
ASSIGNMENT 02
RAW DATA FOR: RUPEE PER DOLLAR VALUE
X x 𝒙^𝟐
Sr.No Date Close X-Mean Sq Of (X-Mean)
1 11/3/2020 74.456802 0.77407117 0.599186171065
2 11/2/2020 74.550499 0.86776817 0.75302159108
3 10/30/2020 74.264 0.58126917 0.337873844117
4 10/29/2020 74.440002 0.75727117 0.573459619865
5 10/28/2020 73.805 0.12226917 0.014949749117
6 10/27/2020 73.948502 0.26577117 0.070634313031
7 10/26/2020 73.822899 0.14016817 0.019647114947
8 10/23/2020 73.720001 0.03727017 0.001389065323
9 10/22/2020 73.681297 -0.0014338 2.05587803E-06
10 10/21/2020 73.647499 -0.0352318 0.00124128208
11 10/20/2020 73.574997 -0.1077338 0.011606578845
12 10/19/2020 73.443802 -0.2389288 0.057086987398
13 10/16/2020 73.371002 -0.3117288 0.097174865531
14 10/15/2020 73.296204 -0.3865268 0.149402992887
15 10/14/2020 73.620003 -0.0627278 0.003934781075
16 10/13/2020 73.3508 -0.3319308 0.110178078117
17 10/12/2020 73.014801 -0.6679298 0.446130262257
18 10/9/2020 73.280502 -0.4022288 0.161788034365
19 10/8/2020 73.542503 -0.1402278 0.019663845241
20 10/7/2020 73.815002 0.13227117 0.017495661531
21 10/6/2020 73.108299 -0.5744318 0.329971931147
22 10/5/2020 73.322403 -0.3603278 0.129836147475
23 10/2/2020 73.217003 -0.4657278 0.216902414741
24 10/1/2020 73.705002 0.02227117 0.000496004865
25 9/30/2020 73.845001 0.16227017 0.02633160699
26 9/29/2020 73.974998 0.29226717 0.085420096711
27 9/28/2020 73.699303 0.01657217 0.000274636708
28 9/25/2020 73.682404 -0.0003268 1.06820028E-07
29 9/24/2020 73.778397 0.09566617 0.009152015445
30 9/23/2020 73.502998 -0.1797328 0.032303891378

N=30 SUM= 2210.481925 4.27655574603

MEAN= SUM/N
= 2210.481925/30
MEAN= 73.68273083333
Standard Deviation= √[(∑(𝑿−𝑴𝑬𝑨
𝑵)^𝟐)/𝑵]

SD=
√[((219870.0037
))/30]
SD= 85.60957

〖𝑺𝑫〗 ^𝟐 =Mean/N
VARIANCE=
= 219870.0037/30
VARIANCE= 7329

𝑺𝑫/𝑴𝑬𝑨𝑵
*100
Coeff Of Variance=𝑺𝑫/𝑴𝑬𝑨𝑵
*100
= 85.60957/204
7.015007*100
CV= 4.18%

Standard Deviation= √[(∑(𝑿−𝑴𝑬𝑨


𝑵)^𝟐)/𝑵]

SD=
√[((4.276555746
))/30]
SD= 0.37756
〖𝑺𝑫〗 ^𝟐 =MEAN/N
VARIANCE=
= 73.68273083/30
VARIANCE= 2.456091

Coeff Of Variance=𝑺𝑫/𝑴𝑬𝑨𝑵
*100
= 0.37756/73.68
273083*100
CV= 0.51%
ASSIGNMENT 03

Y X
Sr.No Date HUL RUPEE/DOLLAR
1 11/3/2020 2055.699951 74.456802
2 11/2/2020 2072 74.550499
3 10/30/2020 2071.300049 74.264
4 10/29/2020 2122.100098 74.440002
5 10/28/2020 2164.350098 73.805
6 10/27/2020 2176.699951 73.948502
7 10/26/2020 2166.75 73.822899
8 10/23/2020 2143.850098 73.720001
9 10/22/2020 2179.350098 73.681297
10 10/21/2020 2163.149902 73.647499
11 10/20/2020 2173.100098 73.574997
12 10/19/2020 2177.800049 73.443802
13 10/16/2020 2150.550049 73.371002
14 10/15/2020 2152.550049 73.296204
15 10/14/2020 2158.149902 73.620003
16 10/13/2020 2138.199951 73.3508
17 10/12/2020 2138.399902 73.014801
18 10/9/2020 2139.649902 73.280502
19 10/8/2020 2160.800049 73.542503
20 10/7/2020 2139.350098 73.815002
21 10/6/2020 2115.899902 73.108299
22 10/5/2020 2111.050049 73.322403
23 10/1/2020 2095 73.217003
24 9/30/2020 2068.25 73.705002
25 9/29/2020 2033.199951 73.845001
26 9/28/2020 2063.300049 73.974998
27 9/25/2020 2079.050049 73.699303
28 9/24/2020 2060.899902 73.682404
29 9/23/2020 2052.550049 73.778397
30 9/22/2020 2026.800049 73.502998

N=30 SUM= 61410.450196 2210.481925


MEAN= 2047.01500653333 73.6827308333333

1 Calculation for Pearson's Coeff of Skewness for Share price data and Rupee value per USD

HUL Rupee/USD
No Of Readings 30 30
Mean 2047.015 73.68
SD 85.61 0.378

d1= I Mean1-Mean12 I = I 2047.015-1060.35 I = 986.67


d2= I Mean1-Mean12 I = I 73.6827-1060.35 I = 986.67
Formula Calculation Item HUL Rupee/USD
n/2 30/2 15th 2158.15 73.62
MEDIAN (n/2)+1 (30/2)+1 16th 2138.12 73.35
4296.27/2 146.97/2
Median= 2148.135 73.485

2 Calculation for Correlation between Rupee value per USD and corresponding value of Share

X= Rupee value per USD (Independent)


Y= Value of HUL Share (Dependent)

r=
(∑𝑿𝒀)/(√(∑𝑿^𝟐.∑𝒀^𝟐))

r= 4682352.643/
(√(162878.6212∗134686546.6))

r= 0.9997 Strong Positive

3 Calculation for Regression Equation of Share Price on Rupee value per USD

byx= (𝑁.∑𝑋𝑌−(∑𝑋)(∑𝑌))/(𝑁.∑𝑋^2−
〖 (∑𝑋) 〗 ^2 )
=
(30∗("4682352.643 "
)−(2210.482)(61410.4502))/(30∗162878.6212−
〖 (2210.481925) 〗 ^2 )
byx= -948590.3684

r= √(byx.bxy)
= √(-948590.37)*(-0.45182)
= 654.66945

X= Rupee value per USD (Independent)


Y= Value of HUL Share (Dependent)

Regression Equation X on Y

(Y-2047.015)=r*(X-73.6827)
Y-2047.015=654.67*(X-73.6827)
Y=658.67X-46190.838

4 Estimated Share Price based on Rupee value per USD as on specified date
Y=658.67X-46190.838
X*Y 𝑿^𝟐 𝒀^𝟐

153060.84422302 5543.815364067 4225902.288541


154468.633928 5557.776901149 4293184
153823.02683894 5515.141696 4290283.892987
157969.13553932 5541.31389776 4503308.825932
159739.85898289 5447.178025 4684411.346713
160963.70067992 5468.380948044 4738022.676683
159955.76640825 5449.820416764 4694805.5625
158044.63136841 5434.63854744 4596093.242695
160577.34183772 5428.933527602 4749566.849653
159310.5802444 5423.954108955 4679217.498523
159885.83319105 5413.28018355 4722364.035928
159945.91559435 5393.992052215 4742813.053424
157788.01194628 5383.303934484 4624865.513254
157773.74751171 5372.33352081 4633471.71345
158883.00225969 5419.90484172 4657610.999503
156838.67696581 5380.33986064 4571899.030456
156134.84330295 5331.16116507 4572754.140874
156794.61892281 5370.031973372 4578101.703129
158910.64408598 5408.499747505 4669056.851758
157916.13176257 5448.65452026 4576818.841813
154689.84268949 5344.823382673 4477032.395284
154787.26244595 5376.174781694 4456532.309383
153389.621285 5360.729528302 4389025
152440.3703865 5432.42731982 4277658.0625
150141.6524148 5453.08417269 4133902.040746
152632.61699818 5472.3003291 4257207.092203
153224.53951342 5431.587262686 4322449.106247
151852.05918273 5429.096659219 4247308.406064
151433.85237749 5443.25186389 4212961.70365
148975.87994805 5402.690714988 4107918.438626

4682352.6428357 162878.6212475 134686546.6225

er USD
Mean12= (𝑁1∗𝑀𝑒𝑎𝑛1+𝑁2∗𝑀𝑒𝑎𝑛2)/ =
(𝑁1+𝑁2) (30∗2047.015+30∗73.6
827)/(30+30)
Combine SD12=
√((𝑵𝟏∗(𝑺𝑫𝟏)^𝟐+𝑵𝟐∗( 〖𝑺𝑫𝟐〗 ^𝟐 )
= +𝑵𝟏∗ 〖𝒅𝟏〗 ^𝟐+𝑵𝟐∗ 〖𝒅𝟐〗 ^𝟐)/(𝑵𝟏
√((𝟑𝟎∗(𝟖𝟓.𝟔𝟏)^𝟐+𝟑𝟎∗ 〖 (𝟎.𝟑𝟕𝟖) 〗 ^𝟐+𝟑𝟎∗ 〖 (𝟗
+𝑵𝟐))
= 𝟖𝟔.𝟔𝟕) 〗 ^𝟐+𝟑𝟎∗ 〖 (𝟗𝟖𝟔.𝟔𝟕) 〗 ^𝟐)/(𝟑𝟎+𝟑𝟎))
988.52

(3∗(𝑀𝑒𝑎𝑛−𝑀𝑒𝑑𝑖𝑎𝑛))/𝑆𝐷
Pearson's Coeff Of Skewness= (3∗(𝑀𝑒𝑎𝑛−𝑀𝑒𝑑𝑖𝑎𝑛))/𝑆𝐷

Sk (HUL)= (3∗(2047.015−2148.135) =-3.5435


)/85.61

Sk (Rupee/USD)= (3∗(73.6827−73.485))/0. =1.5690


378

of Share

(𝑁.∑𝑋𝑌−(∑𝑋)(∑𝑌))/(𝑁.∑𝑌^2−
bxy=
〖 (∑𝑌) 〗 ^2 )
bxy= (30∗(4682352.643)−(2210.482)(61410.4502))/
(30∗134686546.6− 〖 (61410.4502) 〗 ^2 )

bxy= -0.45182
=1060.35