HAL.

NS HAL
Date Adj Close Adj Close
3/20/2023 1260.588989 1029.35
3/27/2023 1350.563843 0.07137525 881.15 -0.1439743
4/3/2023 1368.737183 0.013456113 856.35 -0.0281451
4/10/2023 1387.083496 0.013403825 941.15 0.099025
4/17/2023 1375.709717 -0.00819978 916.2 -0.0265101
4/24/2023 1444.076172 0.049695408 951 0.037983
5/1/2023 1456.018677 0.008269997 940.55 -0.0109884
5/8/2023 1470.65625 0.010053149 895.6 -0.0477912
5/15/2023 1519.786011 0.033406692 896.95 0.0015074
5/22/2023 1493.527344 -0.017277871 963.35 0.0740286
5/29/2023 1566.591553 0.04892057 983.55 0.0209685
6/5/2023 1845.966553 0.178333018 963.65 -0.0202328
6/12/2023 1901.253174 0.029949958 975.05 0.01183
6/19/2023 1800.298462 -0.053099037 959.85 -0.015589
6/26/2023 1875.439697 0.04173821 945.9 -0.0145335
7/3/2023 1859.120728 -0.00870141 951 0.0053917
7/10/2023 1897.297119 0.020534649 965.2 0.0149317
7/17/2023 1906.074585 0.0046263 995.55 0.0314442
7/24/2023 1942.940552 0.019341303 1092.6 0.0974838
7/31/2023 1854.422852 -0.045558625 1012.55 -0.0732656
8/7/2023 1874.697754 0.010933268 971.35 -0.0406894
8/14/2023 1873.214355 -0.000791274 994.75 0.0240902
8/21/2023 1933.742676 0.032312544 979.45 -0.0153807
8/28/2023 1956.526001 0.011781984 949.1 -0.0309868
9/4/2023 2037.82959 0.041555077 1001.2 0.0548942
9/11/2023 1959.454468 -0.038460096 1006.45 0.0052437
9/18/2023 1920.912231 -0.019669881 1018.8 0.0122708
9/25/2023 1914.112061 -0.003540073 987.15 -0.0310659
10/2/2023 1941.858521 0.014495734 961.25 -0.0262372
10/9/2023 1960.720215 0.009713217 948.9 -0.0128478
10/16/2023 1898.774536 -0.031593329 920.15 -0.0302982
10/23/2023 1840.899048 -0.030480442 870.9 -0.0535239
10/30/2023 1887.904297 0.025533855 902.7 0.0365139
11/6/2023 2043.910034 0.082634346 938.7 0.0398804
 11/13/2023 2110.521484 0.032590206 936.1 -0.0027698
11/20/2023 2223.989502 0.053763024 937.9 0.0019229
11/27/2023 2444.323486 0.099071504 1026.5 0.0944663
12/4/2023 2713.747559 0.110224393 1550.3 0.5102777
12/11/2023 2741.692627 0.010297593 1526.65 -0.0152551
12/18/2023 2684.015625 -0.021037005 1533.1 0.0042249
12/25/2023 2783.585449 0.037097334 1597 0.0416803
1/1/2024 2977.016846 0.069490016 1674 0.0482154
1/8/2024 2980.094238 0.001033717 1710.7 0.0219235
1/15/2024 3006.103271 0.008727587 1570.75 -0.0818086
1/22/2024 2882.658936 -0.041064569 1664.8 0.0598759
1/29/2024 2949.071777 0.023038744 1674.25 0.0056763
2/5/2024 2943.760742 -0.001800918 1880.7 0.1233089
2/12/2024 3056.384766 0.038258552 1904.75 0.0127878
2/19/2024 3023.327148 -0.010815922 1923.3 0.0097388
2/26/2024 3154.300049 0.043320784 1969.55 0.0240472
3/4/2024 3317.300049 0.05167549 1929.1 -0.0205377
3/11/2024 3099.100098 -0.065776369 1902.6 -0.013737
3/18/2024 3121.949951 0.007373061 1869.9 -0.017187
3/19/2024 3056 -0.021124602 1813.65 -0.0300818
Average weekly return 0.0177176465849 0.0136263
Average return p.a. 92% 71%
Variance 0.0018481797352 0.007048
ANNUAL VAR 0.0961053462321 0.366497
Sd. 4.30% 8.40%
Sd.pa 31.00% 60.54%
Coefficient of variaRisk/return 0.34 0.85
beta 1.63 2.13
COVAR 0.00 0.00
WEIGHT 0.50 0.50
Co relation 0.31
STD DEV AT EQ WEIGHT 14.44%
R(P) RETURN OF PORTFOLIO 81.49%
38.00%
1.8765594992304
wx Wy Sd(p)
0% 100% 36.65%
10% 90% 30.82%
20% 80% 25.68%
30% 70% 21.24%
40% 60% 17.49%
50% 50% 14.44%
60% 40% 12.09%
70% 30% 10.42%
80% 20% 9.46%
90% 10% 9.19%
100% 0% 9.61%
110% -10% 10.73%
120% -20% 12.54%
130% -30% 15.05%
Close
16945.051
17359.75 0.024473177
17599.15 0.013790544 Chart Title
0.04
17828 0.013003446
17624.051 -0.011439826
0.03
18065 0.025019743
18069 0.000221423 0.02
18314.801 0.013603452
18203.4 -0.006082534 0.01

18499.35 0.016257909
0
18534.1 0.001878444 -0.1 -0.05 0 0.05 0.1 0.15

18563.4 0.001580912 -0.01

18826 0.014146094
18665.5 -0.008525444 -0.02
19189.051 0.028049116
19331.801 0.007439138 -0.03

19564.5 0.012037121
19745 0.009225894
19646.051 -0.005011356
19517 -0.00656879
19428.301 -0.004544716
19310.15 -0.006081355
19265.801 -0.002296699
19435.301 0.008797973
19819.949 0.019791226
20192.35 0.01878917
19674.25 -0.025658213
19638.301 -0.001827222
19653.5 0.000773958
19751.051 0.004963532
19542.65 -0.010551357
19047.25 -0.025349703
19230.6 0.009626041
19425.35 0.010127089
19731.801 0.015775838
19794.699 0.003187668
20267.9 0.023905449
20969.4 0.03461138
21456.65 0.023236239
21349.4 -0.00499845
21731.4 0.017892774
21710.801 -0.000947919
21894.551 0.008463529
21622.4 -0.012430051
21352.6 -0.012477837
21853.801 0.023472607
21782.5 -0.003262626
22040.699 0.011853516
22212.699 0.007803745
22338.75 0.005674717
22493.551 0.006929698
22023.35 -0.020903822
22055.699 0.001468878
21852.301 -0.009222035
0.0048998393396
25% rm 25.00%
0.0001833268843 rf 6.90%
0.0095329979841
1.35% HAL Adani green
9.76% return 92% 71%
0.38 Sd.pa 31% 60.54%
1 co relatio 0.31
R(p) Sharpe ratio
71.00% 1.75 EFFICIENT FRONTIER
120.00%
73.10% 2.15
75.20% 2.66
100.00%
77.30% 3.31
79.40% 4.14
80.00%
81.50% 5.17
83.60% 6.35
60.00%
85.70% 7.56
87.80% 8.55
40.00%
89.90% 9.03
92.00% 8.85
20.00%
94.10% 8.13
96.20% 7.12
0.00%
98.30% 6.07 5.00% 10.00% 15.00% 20.00% 25.00% 30.00% 35.00% 40
tle

0.1 0.15 0.2

Adani green
NTIER

5.00% 30.00% 35.00% 40.00%