Sukhi Term Paper FM

8/6/2019 Sukhi Term Paper FM

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finamanageme

"beta calc

submitted to:

by: Ms. Sweta


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erm paperof

ncialt

ulation of reliance capit

submi

sukhdeeRR1901A23MBA 2nd se


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Reg. no -109


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l ltd"

ted

kaur

.


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1322


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date High Price Low Price average price

15/04/2010 790 758 774

13/04/2010 783.45 772 777.73

12/4/2010 798 773 785.5

9/4/2010 796 784 790

8/4/2010 799.5 780.15 789.83

7/4/2010 803.9 785.4 794.65

6/4/2010 795.5 778.55 787.03

5/4/2010 782.9 765.5 774.21/4/2010 769.95 757.05 763.5

31/03/2010 766.75 752.5 759.63

30/03/2010 775.7 760.05 767.88

29/03/2010 778 766.4 772.2

26/03/2010 784 771.55 777.78

25/03/2010 783 771 777

23/03/2010 788 774 781

22/03/2010 791.5 777.3 784.4

19/03/2010 804.25 788.6 796.43

18/03/2010 802 791.65 796.83

17/03/2010 808 791.25 799.63

16/03/2010 798.9 780 789.45

15/03/2010 792.9 779 785.95

12/3/2010 808 791 799.5

11/3/2010 812.95 796.1 804.53

10/3/2010 814.5 798.1 806.3

9/3/2010 810.9 793.5 802.2

8/3/2010 815 797 806

5/3/2010 812.8 797 804.9

4/3/2010 803.7 791.1 797.4

3/3/2010 807.4 787.15 797.282/3/2010 803.5 778.25 790.88

26/02/2010 827 730.1 778.55

25/02/2010 740.2 725.5 732.85

24/02/2010 742 721.25 731.63

23/02/2010 743.95 728.6 736.28

22/02/2010 758 731.25 744.63

19/02/2010 752.5 735.85 744.18

calulation of beta of reliance


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18/02/2010 767.85 751.05 759.45

17/02/2010 775 754.65 764.83

16/02/2010 764.8 749 756.9

15/02/2010 771 748.5 759.75

11/2/2010 771.8 755.1 763.45

10/2/2010 771.8 747.15 759.48

9/2/2010 766.8 750.75 758.788/2/2010 778 741.05 759.53

6/2/2010 769.35 758.8 764.08

5/2/2010 768 735 751.5

4/2/2010 791.8 767.05 779.43

3/2/2010 788 770 779

2/2/2010 803 762 782.5

1/2/2010 800 781 790.5

29/01/2010 808.85 763.2 786.03

28/01/2010 830 782 806

27/01/2010 841.9 780 810.9525/01/2010 854.3 836.35 845.33

22/01/2010 862 836 849

21/01/2010 901 855 878

20/01/2010 914.65 888.1 901.38

19/01/2010 929.25 902.4 915.83

18/01/2010 918 888.1 903.05

15/01/2010 907.8 888.2 898

14/01/2010 918.55 890 904.28

13/01/2010 912.9 871.35 892.13

12/1/2010 912.65 884 898.33

11/1/2010 923.5 902.6 913.05

8/1/2010 913.85 883 898.43

7/1/2010 898.7 881.25 889.98

6/1/2010 907.15 882.5 894.83

5/1/2010 904 882.3 893.15

4/1/2010 893 854.2 873.6

31/12/2009 865.95 853.2 859.58

30/12/2009 863.5 846.2 854.85

29/12/2009 866.2 849.05 857.63

24/12/2009 859.6 842.3 850.95

23/12/2009 855.25 820 837.6322/12/2009 823 807.5 815.25

21/12/2009 821.65 799.1 810.38

18/12/2009 833.6 813.25 823.43

17/12/2009 833.2 818.55 825.88

16/12/2009 838 816.75 827.38

15/12/2009 857.7 826.5 842.1

14/12/2009 858.9 842 850.45


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11/12/2009 868.6 840 854.3

10/12/2009 861.9 844 852.95

9/12/2009 857 826.25 841.63

8/12/2009 856.5 834.3 845.4

7/12/2009 859.7 837 848.35

4/12/2009 870.8 848 859.4

3/12/2009 873.9 847 860.452/12/2009 865 841.5 853.25

1/12/2009 861 837.3 849.15

30/11/2009 855 828.3 841.65

27/11/2009 838.45 730 784.23

26/11/2009 860 820.05 840.03

25/11/2009 885.8 838 861.9

24/11/2009 885.6 858.2 871.9

23/11/2009 889.35 867 878.18

20/11/2009 890 848.4 869.2

19/11/2009 922 885.15 903.5818/11/2009 925 878 901.5

17/11/2009 899.4 825 862.2

16/11/2009 846.5 827 836.75

13/11/2009 830 805 817.5

12/11/2009 836 800.7 818.35

11/11/2009 839.9 804.05 821.98

10/11/2009 837.7 795.05 816.38

9/11/2009 813.9 778.5 796.2

6/11/2009 814.9 774.5 794.7

5/11/2009 799 719.95 759.48

4/11/2009 731.85 690 710.93

3/11/2009 744.7 680.5 712.6

30/10/2009 800 736 768

29/10/2009 755.9 726 740.95

28/10/2009 795.8 764.1 779.95

27/10/2009 855 788.35 821.68

26/10/2009 882.7 855 868.85

23/10/2009 907.8 870.15 888.98

22/10/2009 915.9 888.5 902.2

21/10/2009 935 901.55 918.28

20/10/2009 945.7 923.25 934.4817/10/2009 953 928 940.5

16/10/2009 950 930 940

15/10/2009 953 930 941.5

14/10/2009 972.9 929 950.95

12/10/2009 953.9 912 932.95

9/10/2009 939.7 904 921.85

8/10/2009 921 906 913.5


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7/10/2009 927.9 901.15 914.53

6/10/2009 908.8 868 888.4

5/10/2009 921 893 907

1/10/2009 922 906.2 914.1

30/09/2009 923.9 901.25 912.58

29/09/2009 922 903.1 912.55

25/09/2009 919.5 900 909.7524/09/2009 920 890.25 905.13

23/09/2009 940 905.15 922.58

22/09/2009 944.5 923 933.75

18/09/2009 935 895.5 915.25

17/09/2009 937 904.25 920.63

16/09/2009 933.4 916.8 925.1

15/09/2009 924.5 887 905.75

14/09/2009 900 876 888

11/9/2009 921 888.55 904.78

10/9/2009 941.9 903 922.459/9/2009 923 904.7 913.85

8/9/2009 939 906.5 922.75

7/9/2009 926.9 908.1 917.5

4/9/2009 907.4 876.7 892.05

3/9/2009 918.2 885.05 901.63

2/9/2009 903 850.05 876.53

1/9/2009 909.8 856.3 883.05

31/08/2009 880.2 853.1 866.65

28/08/2009 875.9 832 853.95

27/08/2009 859 825.5 842.25

26/08/2009 839.9 824 831.95

25/08/2009 828.3 807.2 817.75

24/08/2009 832 819.3 825.65

21/08/2009 810.95 781.3 796.13

20/08/2009 811.85 792.6 802.23

19/08/2009 829.65 780 804.83

18/08/2009 824.7 786.55 805.63

17/08/2009 843 792.25 817.63

14/08/2009 870.45 845 857.73

13/08/2009 861.8 832.15 846.98

12/8/2009 829.5 793.3 811.411/8/2009 847.25 812 829.63

10/8/2009 887.35 811 849.18

7/8/2009 884.8 841 862.9

6/8/2009 938 882.65 910.33

5/8/2009 928.8 898.2 913.5

4/8/2009 930.95 899.05 915

3/8/2009 914.15 862.4 888.28


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31/07/2009 897.75 867.1 882.43

30/07/2009 875.25 845 860.13

29/07/2009 894.2 849 871.6

28/07/2009 915 880 897.5

27/07/2009 918.65 892.1 905.38

24/07/2009 911 882.5 896.75

23/07/2009 894 871 882.522/07/2009 911.6 857 884.3

21/07/2009 896.4 861.25 878.83

20/07/2009 890 835.7 862.85

17/07/2009 878.95 820.25 849.6

16/07/2009 851.5 798.1 824.8

15/07/2009 824.5 792 808.25

14/07/2009 799 738.05 768.53

13/07/2009 738 700.7 719.35

10/7/2009 804 720 762

9/7/2009 783.4 744 763.78/7/2009 817.9 756.35 787.13

7/7/2009 854.7 810 832.35

6/7/2009 959.5 823 891.25

3/7/2009 947 900 923.5

2/7/2009 954.4 912.85 933.63

1/7/2009 948.5 876.25 912.38

30/06/2009 978 891.95 934.98

29/06/2009 987 947.95 967.48

26/06/2009 944 905.65 924.83

25/06/2009 931 880.1 905.55

24/06/2009 923.9 890 906.95

23/06/2009 911.15 855 883.08

22/06/2009 949.5 891.05 920.28

19/06/2009 930 860.1 895.05

18/06/2009 950.9 868 909.45

17/06/2009 1,005.00 911 958

16/06/2009 1,008.00 900.35 954.18

15/06/2009 1,001.50 932 966.75

12/6/2009 1,029.00 962.4 995.7

11/6/2009 1,023.00 952 987.5

10/6/2009 1,012.00 960 9869/6/2009 967.95 902.1 935.03

8/6/2009 1,017.70 919 968.35

5/6/2009 1,066.00 990 1028

4/6/2009 1,041.80 952 996.9

3/6/2009 996.8 950 973.4

2/6/2009 995 940 967.5

1/6/2009 985 945.3 965.15


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29/05/2009 972 934 953

28/05/2009 967.9 910.5 939.2

27/05/2009 924.9 880 902.45

26/05/2009 936.35 845.1 890.73

25/05/2009 933.1 899 916.05

22/05/2009 910 845 877.5

21/05/2009 888 835 861.520/05/2009 904 838 871

19/05/2009 940 745.25 842.63

18/05/2009 764 673 718.5

15/05/2009 598.7 575.55 587.13

14/05/2009 575.5 542 558.75

13/05/2009 592.15 555.2 573.68

12/5/2009 573 530 551.5

11/5/2009 595 541 568

8/5/2009 608 565.25 586.63

7/5/2009 608.9 584 596.456/5/2009 623.1 570 596.55

5/5/2009 611.7 562 586.85

4/5/2009 569.85 535 552.43

29/04/2009 527 497.7 512.35

28/04/2009 544.5 488.35 516.43

27/04/2009 568 526 547

24/04/2009 562.8 525.25 544.03

23/04/2009 535 496.5 515.75

22/04/2009 529.4 502 515.7

21/04/2009 522.9 496.05 509.48

20/04/2009 551.9 512.15 532.03

17/04/2009 565.9 514.7 540.3

16/04/2009 582 505 543.5


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security return (x) sensex market return( Y ) X - mean of X

0 17,639.26 -0.01 -0.0067

-0.01 17,821.96 0 -0.0118

-0.01 17,853.00 0 -0.0076

0 17,933.14 0.01 -0.0017

-0.01 17,714.40 -0.01 -0.0080

0.01 17,970.02 0 0.0078

0.02 17,941.37 0 0.0147

0.01 17,935.68 0.01 0.01210.01 17,692.62 0.01 0.0032

-0.01 17,527.77 0 -0.0126

-0.01 17,590.17 -0.01 -0.0075

-0.01 17,711.35 0 -0.0091

0 17,644.76 0 -0.0009

-0.01 17,558.85 0.01 -0.0070

0 17,451.02 0 -0.0062

-0.02 17,410.57 -0.01 -0.0170

0 17,578.23 0 -0.0024

0 17,519.26 0 -0.0054

0.01 17,490.08 0.01 0.0110

0 17,383.18 0.01 0.0026

-0.02 17,164.99 0 -0.0188

-0.01 17,166.62 0 -0.0081

0 17,167.96 0 -0.0041

0.01 17,098.33 0 0.0032

0 17,052.54 0 -0.0066

0 17,102.60 0.01 -0.0005

0.01 16,994.49 0 0.0075

0 16,971.70 0 -0.0017

0.01 17,000.01 0.01 0.00620.02 16,772.56 0.02 0.0139

0.06 16,429.55 0.01 0.0605

0 16,254.20 0 -0.0002

-0.01 16,255.97 0 -0.0082

-0.01 16,286.32 0 -0.0131

0 16,237.05 0 -0.0013

-0.02 16,191.63 -0.01 -0.0220

apital limited from 15th april 2009


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-0.01 16,327.84 -0.01 -0.0089

0.01 16,428.91 0.01 0.0086

0 16,226.68 0.01 -0.0056

0 16,038.35 -0.01 -0.0067

0.01 16,152.59 0.01 0.0033

0 15,922.17 -0.01 -0.0010

0 16,042.18 0.01 -0.0029-0.01 15,935.61 0 -0.0078

0.02 15,915.65 0.01 0.0148

-0.04 15,790.93 -0.03 -0.0377

0 16,224.95 -0.02 -0.0013

0 16,496.05 0.02 -0.0064

-0.01 16,163.44 -0.01 -0.0120

0.01 16,356.03 0 0.0038

-0.02 16,357.96 0 -0.0267

-0.01 16,306.87 0 -0.0080

-0.04 16,289.82 -0.03 -0.04260 16,780.46 0 -0.0062

-0.03 16,859.68 -0.01 -0.0349

-0.03 17,051.14 -0.02 -0.0278

-0.02 17,474.49 0 -0.0177

0.01 17,486.06 -0.01 0.0123

0.01 17,641.08 0 0.0037

-0.01 17,554.30 0 -0.0088

0.01 17,584.87 0 0.0117

-0.01 17,509.80 0.01 -0.0088

-0.02 17,422.51 -0.01 -0.0180

0.02 17,526.71 0 0.0144

0.01 17,540.29 0 0.0076

-0.01 17,615.72 0 -0.0073

0 17,701.13 0 0.0000

0.02 17,686.24 0.01 0.0205

0.02 17,558.73 0.01 0.0144

0.01 17,464.81 0.01 0.0036

0 17,343.82 0 -0.0051

0.01 17,401.56 0 0.0060

0.02 17,360.61 0.01 0.0140

0.03 17,231.11 0.03 0.02560.01 16,692.00 0.01 0.0041

-0.02 16,601.20 -0.01 -0.0177

0 16,719.83 -0.01 -0.0049

0 16,894.25 0 -0.0037

-0.02 16,912.77 0 -0.0194

-0.01 16,877.16 -0.01 -0.0117

0 17,097.55 0 -0.0064


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0 17,119.03 0 -0.0003

0.01 17,189.31 0 0.0116

0 17,125.22 -0.01 -0.0064

0 17,227.68 0.01 -0.0054

-0.01 16,983.14 -0.01 -0.0147

0 17,101.54 0 -0.0031

0.01 17,185.68 0 0.00650 17,169.91 0 0.0029

0.01 17,198.27 0.02 0.0070

0.07 16,926.22 0.02 0.0713

-0.07 16,632.01 -0.01 -0.0683

-0.03 16,854.93 -0.02 -0.0273

-0.01 17,198.95 0 -0.0134

-0.01 17,131.08 0 -0.0090

0.01 17,180.18 0.01 0.0084

-0.04 17,021.85 0.01 -0.0399

0 16,785.65 -0.01 0.00040.05 16,998.78 0 0.0437

0.03 17,050.65 0 0.0285

0.02 17,032.51 0.01 0.0217

0 16,848.83 0.01 -0.0029

0 16,696.03 -0.01 -0.0063

0.01 16,849.60 0.02 0.0050

0.03 16,440.56 0 0.0234

0 16,498.72 0.02 0.0000

0.05 16,158.28 0.01 0.0445

0.07 16,063.90 0.01 0.0664

0 15,912.13 0.03 -0.0042

-0.07 15,404.94 -0.03 -0.0740

0.04 15,896.28 -0.01 0.0346

-0.05 16,052.72 -0.01 -0.0519

-0.05 16,283.49 0 -0.0527

-0.05 16,353.40 -0.02 -0.0562

-0.02 16,740.50 0 -0.0245

-0.01 16,810.81 0 -0.0165

-0.02 16,789.74 -0.01 -0.0194

-0.02 17,009.17 -0.01 -0.0192

-0.01 17,223.01 -0.01 -0.00830 17,326.01 0 -0.0014

0 17,322.82 0.01 -0.0035

-0.01 17,195.20 0 -0.0118

0.02 17,231.11 0.01 0.0174

0.01 17,026.67 0.02 0.0102

0.01 16,642.66 -0.01 0.0073

0 16,843.54 0 -0.0030


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0.03 16,806.66 -0.01 0.0275

-0.02 16,958.54 0.01 -0.0224

-0.01 16,866.41 -0.02 -0.0097

0 17,134.55 0 -0.0002

0 17,126.84 0.02 -0.0019

0 16,852.91 0.01 0.0012

0.01 16,693.00 -0.01 0.0032-0.02 16,781.43 0 -0.0208

-0.01 16,719.50 -0.01 -0.0139

0.02 16,886.43 0.01 0.0183

-0.01 16,741.30 0 -0.0077

0 16,711.11 0 -0.0067

0.02 16,677.04 0.01 0.0195

0.02 16,454.45 0.01 0.0181

-0.02 16,214.19 0 -0.0204

-0.02 16,264.30 0 -0.0211

0.01 16,216.86 0 0.0075-0.01 16,183.55 0 -0.0115

0.01 16,123.67 0.01 0.0038

0.03 16,016.32 0.02 0.0266

-0.01 15,689.12 0.02 -0.0125

0.03 15,398.33 0 0.0267

-0.01 15,467.46 -0.01 -0.0093

0.02 15,551.19 -0.01 0.0170

0.01 15,666.64 -0.02 0.0130

0.01 15,922.34 0.01 0.0120

0.01 15,781.07 0 0.0105

0.02 15,769.85 0.01 0.0155

-0.01 15,688.47 0 -0.0115

0.04 15,628.75 0.03 0.0352

-0.01 15,240.83 0.02 -0.0095

0 15,012.32 0.01 -0.0051

0 14,809.64 -0.02 -0.0029

-0.01 15,035.26 0.02 -0.0166

-0.05 14,784.92 -0.04 -0.0486

0.01 15,411.63 -0.01 0.0108

0.04 15,518.49 0.03 0.0420

-0.02 15,020.16 0 -0.0239-0.02 15,074.59 0 -0.0249

-0.02 15,009.77 -0.01 -0.0178

-0.05 15,160.24 -0.02 -0.0540

0 15,514.03 -0.02 -0.0054

0 15,903.83 0 -0.0035

0.03 15,830.98 -0.01 0.0282

0.01 15,924.23 0.02 0.0047


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0.03 15,670.31 0.02 0.0240

-0.01 15,387.96 0.01 -0.0151

-0.03 15,173.46 -0.01 -0.0307

-0.01 15,331.94 0 -0.0106

0.01 15,375.04 0 0.0077

0.02 15,378.96 0.01 0.0143

0 15,231.04 0.03 -0.00390.01 14,843.12 -0.01 0.0043

0.02 15,062.49 -0.01 0.0166

0.02 15,191.01 0.03 0.0137

0.03 14,744.92 0.03 0.0282

0.02 14,250.25 0 0.0186

0.05 14,253.24 0.03 0.0498

0.07 13,853.70 0.03 0.0665

-0.06 13,400.32 -0.01 -0.0579

0 13,504.22 -0.02 -0.0041

-0.03 13,757.46 0 -0.0317-0.05 13,769.15 -0.03 -0.0562

-0.07 14,170.45 0.01 -0.0680

-0.03 14,043.40 -0.06 -0.0368

-0.01 14,913.05 0.02 -0.0127

0.02 14,658.49 0 0.0214

-0.02 14,645.47 0.01 -0.0261

-0.03 14,493.84 -0.02 -0.0355

0.05 14,785.74 0 0.0442

0.02 14,764.64 0.03 0.0194

0 14,345.62 -0.01 -0.0034

0.03 14,422.73 0.01 0.0251

-0.04 14,324.01 0 -0.0423

0.03 14,326.22 -0.01 0.0263

-0.02 14,521.89 0.02 -0.0177

-0.05 14,265.53 -0.02 -0.0526

0 14,522.84 -0.03 0.0021

-0.01 14,957.91 0.01 -0.0149

-0.03 14,875.52 -0.02 -0.0310

0.01 15,237.94 -0.01 0.0064

0 15,411.47 0 -0.0004

0.05 15,466.81 0.02 0.0526-0.03 15,127.00 0.03 -0.0363

-0.06 14,665.92 -0.03 -0.0599

0.03 15,103.55 0.01 0.0293

0.02 15,008.68 0.01 0.0223

0.01 14,870.90 0 0.0042

0 14,874.91 0 0.0005

0.01 14,840.63 0.01 0.0109


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0.01 14,625.25 0.02 0.0128

0.04 14,296.01 0.01 0.0388

0.01 14,109.64 0.04 0.0113

-0.03 13,589.23 -0.02 -0.0295

0.04 13,913.22 0 0.0420

0.02 13,887.15 0.01 0.0167

-0.01 13,736.54 -0.02 -0.01280.03 14,060.66 -0.02 0.0318

0.17 14,302.03 0 0.1709

0.22 14,284.21 0.17 0.2219

0.05 12,173.42 0.03 0.0489

-0.03 11,872.91 -0.01 -0.0279

0.04 12,019.65 -0.01 0.0383

-0.03 12,158.03 0.04 -0.0309

-0.03 11,682.99 -0.02 -0.0336

-0.02 11,876.43 -0.02 -0.0184

0 12,116.94 0.01 -0.00210.02 11,952.75 -0.01 0.0146

0.06 12,131.08 0 0.0604

0.08 12,134.75 0.06 0.0763

-0.01 11,403.25 0.04 -0.0098

-0.06 11,001.75 -0.03 -0.0578

0.01 11,371.85 0 0.0036

0.05 11,329.05 0.02 0.0529

0 11,134.99 0.03 -0.0018

0.01 10,817.54 -0.01 0.0103

-0.04 10,898.11 -0.01 -0.0443

-0.02 10,979.50 0 -0.0172

-0.01 11,023.09 0.01 -0.0078

0 10,947.40 0 -0.0019

mean of X mean of Y

0 0

sum of X sum of Y

0.47 0.52


19/78

Y - mean 0f Y (X-mean of X)^2 (Y-mean of Y)^2

-0.0124 0.0000446 0.0001528

-0.0038 0.0001390 0.0000148

-0.0066 0.0000576 0.0000433

0.0102 0.0000028 0.0001049

-0.0163 0.0000634 0.0002668

-0.0005 0.0000608 0.0000003

-0.0018 0.0002154 0.0000032

0.0116 0.0001470 0.00013520.0073 0.0000103 0.0000532

-0.0057 0.0001596 0.0000320

-0.0090 0.0000561 0.0000801

0.0017 0.0000821 0.0000028

0.0028 0.0000008 0.0000078

0.0041 0.0000492 0.0000166

0.0002 0.0000387 0.0000000

-0.0116 0.0002886 0.0001356

0.0013 0.0000057 0.0000016

-0.0004 0.0000291 0.0000002

0.0040 0.0001210 0.0000163

0.0106 0.0000066 0.0001124

-0.0022 0.0003549 0.0000049

-0.0022 0.0000662 0.0000048

0.0020 0.0000167 0.0000039

0.0006 0.0000104 0.0000003

-0.0050 0.0000436 0.0000254

0.0043 0.0000003 0.0000181

-0.0008 0.0000565 0.0000006

-0.0038 0.0000030 0.0000142

0.0115 0.0000385 0.00013120.0188 0.0001943 0.0003523

0.0087 0.0036565 0.0000753

-0.0022 0.0000000 0.0000049

-0.0040 0.0000673 0.0000158

0.0009 0.0001717 0.0000009

0.0007 0.0000017 0.0000005

-0.0105 0.0004842 0.0001092

to 15th april 2010


20/78

-0.0083 0.0000795 0.0000682

0.0104 0.0000736 0.0001072

0.0096 0.0000318 0.0000928

-0.0092 0.0000454 0.0000843

0.0124 0.0000112 0.0001528

-0.0096 0.0000009 0.0000920

0.0046 0.0000083 0.0000210-0.0009 0.0000615 0.0000007

0.0058 0.0002203 0.0000335

-0.0289 0.0014227 0.0008328

-0.0185 0.0000018 0.0003438

0.0185 0.0000405 0.0003411

-0.0139 0.0001443 0.0001927

-0.0022 0.0000145 0.0000050

0.0010 0.0007115 0.0000010

-0.0011 0.0000639 0.0000011

-0.0313 0.0018109 0.0009827-0.0068 0.0000387 0.0000463

-0.0133 0.0012194 0.0001779

-0.0263 0.0007741 0.0006935

-0.0028 0.0003122 0.0000077

-0.0109 0.0001502 0.0001187

0.0028 0.0000139 0.0000080

-0.0038 0.0000780 0.0000148

0.0022 0.0001376 0.0000047

0.0029 0.0000773 0.0000084

-0.0081 0.0003246 0.0000649

-0.0029 0.0002070 0.0000083

-0.0064 0.0000578 0.0000408

-0.0069 0.0000534 0.0000481

-0.0013 0.0000000 0.0000016

0.0052 0.0004198 0.0000266

0.0033 0.0002081 0.0000107

0.0049 0.0000132 0.0000237

-0.0054 0.0000263 0.0000294

0.0003 0.0000354 0.0000001

0.0054 0.0001965 0.0000292

0.0302 0.0006531 0.00091140.0034 0.0000170 0.0000113

-0.0092 0.0003147 0.0000847

-0.0124 0.0000236 0.0001546

-0.0032 0.0000137 0.0000103

0.0000 0.0003754 0.0000000

-0.0150 0.0001371 0.0002250

-0.0034 0.0000409 0.0000113


21/78

-0.0062 0.0000001 0.0000384

0.0016 0.0001338 0.0000027

-0.0081 0.0000404 0.0000649

0.0123 0.0000288 0.0001511

-0.0090 0.0002175 0.0000816

-0.0070 0.0000097 0.0000491

-0.0012 0.0000429 0.0000014-0.0038 0.0000086 0.0000141

0.0140 0.0000493 0.0001950

0.0156 0.0050886 0.0002428

-0.0153 0.0046672 0.0002351

-0.0221 0.0007437 0.0004889

0.0019 0.0001785 0.0000034

-0.0050 0.0000816 0.0000247

0.0072 0.0000712 0.0000517

0.0120 0.0015947 0.0001431

-0.0146 0.0000002 0.0002145-0.0052 0.0019089 0.0000265

-0.0010 0.0008137 0.0000011

0.0088 0.0004690 0.0000773

0.0070 0.0000086 0.0000496

-0.0112 0.0000397 0.0001259

0.0228 0.0000247 0.0005185

-0.0056 0.0005498 0.0000317

0.0190 0.0000000 0.0003595

0.0038 0.0019794 0.0000142

0.0074 0.0044091 0.0000552

0.0308 0.0000180 0.0009496

-0.0330 0.0054798 0.0010902

-0.0119 0.0011983 0.0001405

-0.0163 0.0026929 0.0002651

-0.0064 0.0027742 0.0000407

-0.0252 0.0031569 0.0006367

-0.0063 0.0006017 0.0000396

-0.0009 0.0002739 0.0000007

-0.0150 0.0003762 0.0002253

-0.0145 0.0003697 0.0002110

-0.0081 0.0000688 0.0000649-0.0019 0.0000018 0.0000037

0.0053 0.0000121 0.0000282

-0.0042 0.0001399 0.0000176

0.0099 0.0003029 0.0000980

0.0210 0.0001030 0.0004395

-0.0140 0.0000526 0.0001970

0.0001 0.0000091 0.0000000


22/78

-0.0111 0.0007572 0.0001224

0.0034 0.0005017 0.0000112

-0.0178 0.0000933 0.0003153

-0.0017 0.0000000 0.0000028

0.0141 0.0000035 0.0002001

0.0075 0.0000014 0.0000558

-0.0074 0.0000104 0.00005440.0016 0.0004328 0.0000025

-0.0120 0.0001921 0.0001439

0.0066 0.0003357 0.0000430

-0.0003 0.0000597 0.0000001

-0.0001 0.0000453 0.0000000

0.0114 0.0003792 0.0001304

0.0127 0.0003275 0.0001615

-0.0052 0.0004174 0.0000269

0.0008 0.0004432 0.0000007

-0.0001 0.0000566 0.00000000.0016 0.0001331 0.0000026

0.0046 0.0000147 0.0000211

0.0187 0.0007097 0.0003514

0.0168 0.0001565 0.0002814

-0.0066 0.0007153 0.0000433

-0.0075 0.0000861 0.0000561

-0.0095 0.0002901 0.0000898

-0.0182 0.0001685 0.0003301

0.0068 0.0001440 0.0000468

-0.0014 0.0001100 0.0000020

0.0031 0.0002395 0.0000095

0.0017 0.0001313 0.0000029

0.0233 0.0012387 0.0005450

0.0131 0.0000901 0.0001720

0.0116 0.0000262 0.0001340

-0.0171 0.0000083 0.0002929

0.0148 0.0002745 0.0002197

-0.0428 0.0023660 0.0018295

-0.0090 0.0001167 0.0000809

0.0311 0.0017601 0.0009653

-0.0057 0.0005692 0.00003270.0022 0.0006206 0.0000049

-0.0120 0.0003167 0.0001448

-0.0249 0.0029146 0.0006207

-0.0266 0.0000288 0.0007085

0.0025 0.0000125 0.0000062

-0.0080 0.0007950 0.0000634

0.0141 0.0000225 0.0001987


23/78

0.0162 0.0005777 0.0002637

0.0120 0.0002267 0.0001447

-0.0124 0.0009455 0.0001549

-0.0049 0.0001121 0.0000241

-0.0024 0.0000597 0.0000056

0.0076 0.0002033 0.0000578

0.0240 0.0000154 0.0005773-0.0167 0.0000188 0.0002780

-0.0106 0.0002764 0.0001117

0.0281 0.0001878 0.0007922

0.0326 0.0007940 0.0010631

-0.0023 0.0003454 0.0000054

0.0267 0.0024800 0.0007146

0.0317 0.0044182 0.0010065

-0.0098 0.0033480 0.0000961

-0.0205 0.0000169 0.0004209

-0.0030 0.0010018 0.0000087-0.0304 0.0031612 0.0009259

0.0069 0.0046209 0.0000481

-0.0604 0.0013551 0.0036510

0.0153 0.0001622 0.0002328

-0.0012 0.0004580 0.0000015

0.0084 0.0006792 0.0000698

-0.0219 0.0012590 0.0004774

-0.0007 0.0019560 0.0000005

0.0271 0.0003762 0.0007344

-0.0075 0.0000118 0.0000556

0.0048 0.0006323 0.0000229

-0.0023 0.0017904 0.0000051

-0.0156 0.0006913 0.0002428

0.0159 0.0003141 0.0002516

-0.0198 0.0027635 0.0003931

-0.0312 0.0000045 0.0009731

0.0034 0.0002219 0.0000118

-0.0259 0.0009589 0.0006704

-0.0134 0.0000411 0.0001787

-0.0057 0.0000001 0.0000323

0.0204 0.0027696 0.00041430.0293 0.0013180 0.0008603

-0.0311 0.0035899 0.0009662

0.0042 0.0008589 0.0000177

0.0072 0.0004951 0.0000512

-0.0024 0.0000177 0.0000057

0.0002 0.0000003 0.0000000

0.0126 0.0001179 0.0001592


24/78

0.0209 0.0001639 0.0004377

0.0111 0.0015079 0.0001232

0.0362 0.0001271 0.0013095

-0.0254 0.0008724 0.0006449

-0.0002 0.0017675 0.0000001

0.0089 0.0002783 0.0000784

-0.0252 0.0001638 0.0006330-0.0190 0.0010102 0.0003604

-0.0009 0.0291950 0.0000007

0.1713 0.0492260 0.0293385

0.0232 0.0023905 0.0005383

-0.0143 0.0007788 0.0002050

-0.0135 0.0014683 0.0001820

0.0386 0.0009573 0.0014863

-0.0184 0.0011316 0.0003384

-0.0220 0.0003372 0.0004821

0.0116 0.0000042 0.0001352-0.0168 0.0002143 0.0002825

-0.0024 0.0036513 0.0000058

0.0620 0.0058259 0.0038489

0.0344 0.0000957 0.0011824

-0.0347 0.0033392 0.0012009

0.0017 0.0000128 0.0000028

0.0153 0.0028019 0.0002347

0.0272 0.0000032 0.0007419

-0.0095 0.0001067 0.0000903

-0.0095 0.0019603 0.0000907

-0.0061 0.0002960 0.0000368

0.0048 0.0000605 0.0000231

-0.0021 0.0000036 0.0000044

0.2317178 0.0855222


25/78

XY X^2 Y^2

0.0000491 0.0000229 0.0001051 0.03

0.0000172 0.0000980 0.0000030

0.0000255 0.0000324 0.0000200

0.0000027 0.0000000 0.0001525

0.0000864 0.0000369 0.0002023

0.0000155 0.0000939 0.0000025

0.0000053 0.0002744 0.0000001

0.0001925 0.0001964 0.00018870.0000480 0.0000260 0.0000885

0.0000381 0.0001154 0.0000126

0.0000383 0.0000314 0.0000468

-0.0000271 0.0000514 0.0000142

0.0000049 0.0000010 0.0000239

-0.0000316 0.0000262 0.0000382

-0.0000101 0.0000188 0.0000054

0.0001440 0.0002280 0.0000910

-0.0000017 0.0000003 0.0000113

-0.0000058 0.0000123 0.0000028

0.0000793 0.0001661 0.0000378

0.0000566 0.0000198 0.0001616

0.0000016 0.0002872 0.0000000

0.0000005 0.0000390 0.0000000

-0.0000090 0.0000048 0.0000166

0.0000137 0.0000261 0.0000072

0.0000138 0.0000222 0.0000086

0.0000087 0.0000019 0.0000405

0.0000126 0.0000885 0.0000018

-0.0000003 0.0000000 0.0000028

0.0001097 0.0000655 0.00018390.0003305 0.0002506 0.0004359

0.0006727 0.0038887 0.0001164

-0.0000002 0.0000028 0.0000000

0.0000118 0.0000399 0.0000035

-0.0000340 0.0001257 0.0000092

0.0000017 0.0000004 0.0000079

0.0001678 0.0004045 0.0000696

standar devition ofX


26/78

0.0000432 0.0000494 0.0000378

0.0001305 0.0001096 0.0001553

-0.0000440 0.0000141 0.0001379

0.0000343 0.0000235 0.0000500

0.0000757 0.0000274 0.0002094

-0.0000069 0.0000009 0.0000560

-0.0000066 0.0000010 0.0000447-0.0000075 0.0000355 0.0000016

0.0001322 0.0002800 0.0000624

0.0009584 0.0012836 0.0007156

-0.0000090 0.0000003 0.0002701

-0.0000920 0.0000200 0.0004235

0.0001192 0.0001024 0.0001386

-0.0000007 0.0000324 0.0000000

-0.0000776 0.0006142 0.0000098

-0.0000064 0.0000373 0.0000011

0.0011890 0.0016536 0.00085490.0000203 0.0000187 0.0000221

0.0003709 0.0010910 0.0001261

0.0006283 0.0006725 0.0005869

0.0000104 0.0002489 0.0000004

-0.0001243 0.0002001 0.0000772

0.0000278 0.0000316 0.0000244

0.0000121 0.0000482 0.0000030

0.0000584 0.0001855 0.0000184

-0.0000346 0.0000476 0.0000251

0.0000959 0.0002601 0.0000353

-0.0000126 0.0002650 0.0000006

-0.0000407 0.0000901 0.0000183

0.0000262 0.0000294 0.0000233

0.0000016 0.0000035 0.0000007

0.0001625 0.0005008 0.0000527

0.0000877 0.0002662 0.0000289

0.0000386 0.0000306 0.0000487

0.0000107 0.0000105 0.0000110

0.0000185 0.0000615 0.0000056

0.0001196 0.0002531 0.0000565

0.0008864 0.0007533 0.00104310.0000329 0.0000362 0.0000299

0.0001124 0.0002512 0.0000503

0.0000306 0.0000088 0.0001066

0.0000020 0.0000033 0.0000012

-0.0000369 0.0003058 0.0000045

0.0001266 0.0000964 0.0001662

0.0000057 0.0000203 0.0000016


27/78

-0.0000065 0.0000025 0.0000167

0.0000504 0.0001811 0.0000140

0.0000266 0.0000199 0.0000354

-0.0000501 0.0000121 0.0002073

0.0000890 0.0001653 0.0000479

0.0000060 0.0000015 0.0000240

0.0000078 0.0000712 0.0000008-0.0000080 0.0000233 0.0000027

0.0001432 0.0000794 0.0002583

0.0012953 0.0053619 0.0003129

0.0008785 0.0044125 0.0001749

0.0005077 0.0006441 0.0004001

-0.0000454 0.0001315 0.0000157

0.0000204 0.0000511 0.0000082

0.0000960 0.0001066 0.0000865

-0.0005353 0.0014473 0.0001980

-0.0000289 0.0000053 0.0001572-0.0001387 0.0020776 0.0000093

0.0000324 0.0009251 0.0000011

0.0002567 0.0005545 0.0001188

-0.0000095 0.0000011 0.0000838

0.0000402 0.0000194 0.0000831

0.0001707 0.0000471 0.0006190

-0.0000893 0.0006421 0.0000124

0.0000398 0.0000036 0.0004439

0.0002725 0.0021512 0.0000345

0.0006514 0.0046637 0.0000910

-0.0000774 0.0000055 0.0010840

0.0022296 0.0052035 0.0009554

-0.0003558 0.0013328 0.0000950

0.0007086 0.0025003 0.0002008

0.0002171 0.0025787 0.0000183

0.0012555 0.0029480 0.0005347

0.0000947 0.0005125 0.0000175

-0.0000184 0.0002149 0.0000016

0.0002258 0.0003064 0.0001664

0.0002152 0.0003005 0.0001542

0.0000381 0.0000410 0.00003530.0000001 0.0000003 0.0000000

-0.0000118 0.0000025 0.0000551

0.0000207 0.0000988 0.0000043

0.0002317 0.0003722 0.0001442

0.0002778 0.0001450 0.0005324

-0.0001090 0.0000836 0.0001422

-0.0000025 0.0000013 0.0000048


28/78

-0.0002634 0.0008648 0.0000802

-0.0001120 0.0004205 0.0000298

0.0001215 0.0000603 0.0002449

0.0000008 0.0000028 0.0000002

0.0000004 0.0000000 0.0002642

0.0000295 0.0000095 0.0000918

-0.0000269 0.0000261 0.0000278-0.0000701 0.0003578 0.0000137

0.0001183 0.0001432 0.0000977

0.0001752 0.0004086 0.0000752

-0.0000105 0.0000341 0.0000033

-0.0000099 0.0000234 0.0000042

0.0002890 0.0004564 0.0001830

0.0002962 0.0003995 0.0002196

0.0000571 0.0003438 0.0000095

-0.0000561 0.0003671 0.0000086

0.0000194 0.0000886 0.0000042-0.0000358 0.0000930 0.0000138

0.0000384 0.0000327 0.0000449

0.0005950 0.0008139 0.0004349

-0.0002005 0.0001128 0.0003566

-0.0001280 0.0008200 0.0000200

0.0000398 0.0000546 0.0000290

-0.0001394 0.0003581 0.0000543

-0.0002388 0.0002212 0.0002579

0.0001244 0.0001930 0.0000801

0.0000088 0.0001533 0.0000005

0.0000901 0.0003015 0.0000269

-0.0000366 0.0000916 0.0000146

0.0009439 0.0013754 0.0006478

-0.0001157 0.0000578 0.0002317

-0.0000442 0.0000104 0.0001873

0.0000149 0.0000010 0.0002252

-0.0002485 0.0002154 0.0002867

0.0019011 0.0021857 0.0016536

-0.0000874 0.0001611 0.0000474

0.0014546 0.0019223 0.0011007

0.0000793 0.0004826 0.0000130-0.0000994 0.0005300 0.0000186

0.0001579 0.0002530 0.0000985

0.0011880 0.0027141 0.0005200

0.0000852 0.0000121 0.0006007

-0.0000075 0.0000027 0.0000212

-0.0001762 0.0009052 0.0000343

0.0001074 0.0000439 0.0002626


29/78

0.0004757 0.0006722 0.0003367

-0.0001861 0.0001733 0.0001998

0.0002983 0.0008328 0.0001068

0.0000244 0.0000757 0.0000079

-0.0000025 0.0000925 0.0000001

0.0001568 0.0002607 0.0000943

-0.0000532 0.0000041 0.0006830-0.0000907 0.0000388 0.0002121

-0.0001566 0.0003428 0.0000716

0.0004718 0.0002432 0.0009153

0.0010437 0.0009041 0.0012050

-0.0000043 0.0004193 0.0000000

0.0014907 0.0026718 0.0008317

0.0023129 0.0046731 0.0011447

0.0004306 0.0031328 0.0000592

0.0000410 0.0000050 0.0003388

0.0000253 0.0008857 0.00000070.0015387 0.0029522 0.0008020

-0.0005979 0.0043675 0.0000818

0.0020364 0.0012195 0.0034006

-0.0001883 0.0001176 0.0003016

0.0000207 0.0005425 0.0000008

-0.0002529 0.0005843 0.0001094

0.0006632 0.0011285 0.0003897

0.0000659 0.0021268 0.0000020

0.0006217 0.0004531 0.0008532

0.0000083 0.0000024 0.0000286

0.0001863 0.0007310 0.0000475

0.0000062 0.0016340 0.0000000

-0.0003797 0.0007943 0.0001816

-0.0002845 0.0002507 0.0003229

0.0008979 0.0025683 0.0003139

-0.0001166 0.0000161 0.0008460

-0.0000720 0.0001692 0.0000307

0.0006915 0.0008454 0.0005657

-0.0000935 0.0000690 0.0001268

-0.0000054 0.0000023 0.0000128

0.0012247 0.0029721 0.0005046-0.0010819 0.0011843 0.0009884

0.0016813 0.0033669 0.0008396

0.0001972 0.0009732 0.0000400

0.0002237 0.0005828 0.0000858

-0.0000016 0.0000372 0.0000001

0.0000056 0.0000059 0.0000053

0.0001878 0.0001625 0.0002169


30/78

0.0003384 0.0002159 0.0005304

0.0005379 0.0016583 0.0001745

0.0005041 0.0001733 0.0014666

0.0006438 0.0007643 0.0005423

0.0000825 0.0019300 0.0000035

0.0002036 0.0003449 0.0001202

0.0002514 0.0001190 0.0005314-0.0005683 0.0011340 0.0002848

0.0002155 0.0298445 0.0000016

0.0387985 0.0500685 0.0300653

0.0012853 0.0025789 0.0006406

0.0003176 0.0006769 0.0001490

-0.0004576 0.0016167 0.0001295

-0.0011812 0.0008439 0.0016533

0.0005171 0.0010080 0.0002653

0.0003270 0.0002713 0.0003940

-0.0000023 0.0000000 0.0001887-0.0002430 0.0002732 0.0002161

-0.0000188 0.0038833 0.0000001

0.0050176 0.0061181 0.0041150

-0.0002880 0.0000623 0.0013318

0.0018191 0.0031243 0.0010592

0.0000207 0.0000299 0.0000143

0.0009555 0.0030056 0.0003037

0.0000028 0.0000000 0.0008612

-0.0000903 0.0001493 0.0000547

0.0003142 0.0017965 0.0000550

0.0000606 0.0002346 0.0000156

-0.0000407 0.0000347 0.0000478

0.0000000 0.0000000 0.0000000

0.0843229 0.2325969 0.0866158


31/78

Variance of X variance of Y

0.02 0 0

standard deviation ofY


32/78


33/78


34/78


35/78


36/78


37/78

correlation covariance beta

0.59 0 0.97 0.59

or or

0.59 0

coefficient ofcorrelation


38/78


39/78


40/78


41/78


42/78


43/78

0.35

coefficient ofdetermination


44/78


45/78


46/78


47/78


48/78


49/78

data collected rega

date Open Price High Price

15/04/2010 790 79013/04/2010 774.55 783.45

12/4/2010 793.9 798

9/4/2010 790 796

8/4/2010 792.7 799.5

7/4/2010 790 803.9

6/4/2010 786 795.5

5/4/2010 770 782.9

1/4/2010 763.85 769.95

31/03/2010 765 766.75

30/03/2010 770.25 775.7

29/03/2010 773 778

26/03/2010 776 784

25/03/2010 777 783

23/03/2010 788 78822/03/2010 788 791.5

19/03/2010 801 804.25

18/03/2010 796 802

17/03/2010 800 808

16/03/2010 780 798.9

15/03/2010 792.9 792.9

12/3/2010 802.1 808

11/3/2010 811 812.95

10/3/2010 802.35 814.5

9/3/2010 801 810.9

8/3/2010 813 815

5/3/2010 799.9 812.8


50/78

4/3/2010 793.7 803.7

3/3/2010 790 807.4

2/3/2010 796.5 803.5

26/02/2010 730.1 827

25/02/2010 736.25 740.2

24/02/2010 721.25 742

23/02/2010 730 743.95

22/02/2010 751 758

19/02/2010 746 752.5

18/02/2010 762 767.85

17/02/2010 770 775

16/02/2010 757 764.8

15/02/2010 771 771

11/2/2010 757 771.8

10/2/2010 770 771.8

9/2/2010 755 766.8

8/2/2010 769 778

6/2/2010 759 769.35

5/2/2010 767.9 768

4/2/2010 780 791.8

3/2/2010 775 788

2/2/2010 800 803

1/2/2010 800 800

29/01/2010 780 808.85

28/01/2010 823.7 830

27/01/2010 841.9 841.925/01/2010 842 854.3

22/01/2010 846 862

21/01/2010 894 901

20/01/2010 908 914.65

19/01/2010 915 929.25

18/01/2010 895 918

15/01/2010 903.85 907.8


51/78

14/01/2010 914.9 918.55

13/01/2010 875 912.9

12/1/2010 909.8 912.65

11/1/2010 910 923.5

8/1/2010 888.15 913.85

7/1/2010 898.7 898.7

6/1/2010 898.8 907.15

5/1/2010 893 904

4/1/2010 861.8 893

31/12/2009 860.1 865.9530/12/2009 852 863.5

29/12/2009 854.7 866.2

24/12/2009 855 859.6

23/12/2009 823.65 855.25

22/12/2009 810 823

21/12/2009 819.7 821.65

18/12/2009 820.1 833.6

17/12/2009 832 833.2

16/12/2009 825 838

15/12/2009 857.7 857.714/12/2009 849.7 858.9

11/12/2009 864.95 868.6

10/12/2009 847 861.9

9/12/2009 826.25 857

8/12/2009 844.7 856.5

7/12/2009 855 859.7

4/12/2009 848 870.8

3/12/2009 858 873.9

2/12/2009 864.1 865


52/78

1/12/2009 838 861

30/11/2009 849 855

27/11/2009 802 838.45

26/11/2009 860 860

25/11/2009 875 885.8

24/11/2009 880 885.623/11/2009 869.8 889.35

20/11/2009 885 890

19/11/2009 900 922

18/11/2009 892.7 925

17/11/2009 840 899.4

16/11/2009 827 846.5

13/11/2009 808 830

12/11/2009 836 836

11/11/2009 813.7 839.9

10/11/2009 820 837.7

9/11/2009 785 813.9

6/11/2009 802 814.9

5/11/2009 728 799

4/11/2009 719.7 731.85

3/11/2009 730 744.7

30/10/2009 739.7 800

29/10/2009 752 755.9

28/10/2009 789 795.8

27/10/2009 853 855

26/10/2009 880 882.7

23/10/2009 901 907.822/10/2009 911 915.9

21/10/2009 901.55 935

20/10/2009 942 945.7

17/10/2009 950 953

16/10/2009 939.7 950

15/10/2009 947.9 953

14/10/2009 961 972.9

12/10/2009 915 953.9

9/10/2009 916.5 939.7

8/10/2009 916.8 921

7/10/2009 910 927.9

6/10/2009 908.8 908.8


53/78

5/10/2009 897.7 921

1/10/2009 917 922

30/09/2009 907 923.9

29/09/2009 915 922

25/09/2009 910 919.5

24/09/2009 899 920

23/09/2009 925.25 940

22/09/2009 934 944.5

18/09/2009 906 935

17/09/2009 933.35 937

16/09/2009 924.05 933.4

15/09/2009 888 924.5

14/09/2009 900 900

11/9/2009 918 921

10/9/2009 931.25 941.9

9/9/2009 915 923

8/9/2009 930 939

7/9/2009 908.1 926.9

4/9/2009 896.3 907.4

3/9/2009 900 918.2

2/9/2009 859.35 903

1/9/2009 876 909.8

31/08/2009 858 880.2

28/08/2009 848.7 875.9

27/08/2009 829.4 859

26/08/2009 829.35 839.9

25/08/2009 825 828.3

24/08/2009 823.4 83221/08/2009 792 810.95

20/08/2009 800 811.85

19/08/2009 829.65 829.65

18/08/2009 794.95 824.7

17/08/2009 841 843

14/08/2009 857 870.45

13/08/2009 842.8 861.8


54/78

12/8/2009 816.65 829.5

11/8/2009 827.35 847.25

10/8/2009 864 887.35

7/8/2009 884.8 884.8

6/8/2009 911 938

5/8/2009 928.8 928.8

4/8/2009 911 930.95

3/8/2009 896 914.15

31/07/2009 877.45 897.75

30/07/2009 875.25 875.2529/07/2009 881 894.2

28/07/2009 914.45 915

27/07/2009 918.65 918.65

24/07/2009 898.65 911

23/07/2009 885 894

22/07/2009 878 911.6

21/07/2009 888 896.4

20/07/2009 880 890

17/07/2009 823.5 878.95

16/07/2009 845 851.5

15/07/2009 806 824.5

14/07/2009 738.05 799

13/07/2009 738 738

10/7/2009 775 804

9/7/2009 767.35 783.4

8/7/2009 814.85 817.9

7/7/2009 850 854.7

6/7/2009 943 959.5

3/7/2009 906 947

2/7/2009 949 954.4

1/7/2009 916.7 948.5

30/06/2009 973.9 978


55/78

29/06/2009 960 987

26/06/2009 920 944

25/06/2009 931 931

24/06/2009 910 923.9

23/06/2009 886.35 911.15

22/06/2009 924.55 949.5

19/06/2009 908 93018/06/2009 915 950.9

17/06/2009 999 1,005.00

16/06/2009 910 1,008.00

15/06/2009 965 1,001.50

12/6/2009 1,015.00 1,029.00

11/6/2009 985 1,023.00

10/6/2009 970.5 1,012.00

9/6/2009 925 967.95

8/6/2009 1,005.00 1,017.70

5/6/2009 1,055.00 1,066.00

4/6/2009 955 1,041.80

3/6/2009 971.1 996.8

2/6/2009 995 995

1/6/2009 950 985

29/05/2009 947.35 972

28/05/2009 920 967.9

27/05/2009 893 924.9

26/05/2009 925 936.35

25/05/2009 911.85 933.1

22/05/2009 862 910

21/05/2009 845 888

20/05/2009 887 904

19/05/2009 773 940

18/05/2009 690 764

15/05/2009 575.75 598.7

14/05/2009 552 575.5

13/05/2009 575 592.15

12/5/2009 539 573

11/5/2009 595 595


56/78

8/5/2009 605 608

7/5/2009 590 608.9

6/5/2009 606 623.1

5/5/2009 570 611.7

4/5/2009 535 569.85

29/04/2009 508.35 527

28/04/2009 529.7 544.5

27/04/2009 554.95 568

24/04/2009 533 562.8

23/04/2009 512.25 535

22/04/2009 520 529.4

21/04/2009 510 522.920/04/2009 522.1 551.9

17/04/2009 525.85 565.9

16/04/2009 555 582


57/78

rding security return (equity) and market return

Low Price Close Price Total Volume No of Trades

758 765.6 429350 11144772 774.85 342263 9991

773 774.55 357506 10192

784 789.7 279812 8341

780.15 782.3 559818 13716

785.4 792.8 644762 16102

778.55 788.8 480573 13175

765.5 781.05 418464 10924

757.05 763.4 368621 9659

752.5 754.65 438278 12020

760.05 761.35 309186 8671

766.4 768.75 409574 11151

771.55 774.4 377076 10567

771 772.85 332772 8410

774 779.7 336668 10108777.3 779.1 308281 8738

788.6 794.45 420795 12035

791.65 798.15 420192 10936

791.25 793.1 496632 14072

780 796.55 543528 15228

779 780.5 371444 12311

791 794.25 482048 13324

796.1 801.7 554514 14549

798.1 805.05 622724 16637

793.5 801.05 644877 16925

797 802.95 528835 14152

797 804.05 877487 24381


58/78

791.1 796.2 832954 22222

787.15 794.15 1043491 29267

778.25 786.8 1278889 33081

730.1 786.45 3862045 91271

725.5 727.4 338663 10000

721.25 735.7 279493 7973

728.6 735.65 381632 11570

731.25 733.85 472494 12296

735.85 741.9 482841 13675

751.05 753.3 464754 12608

754.65 761 523533 16434

749 761.15 376645 11178

748.5 751.05 522412 13232

755.1 766.25 527619 15222

747.15 750.75 524584 14246

750.75 762.65 508303 14682

741.05 752.85 879705 22791

758.8 764.8 101047 3321

735 754.6 846489 23129

767.05 770.2 935840 25033

770 779.1 705911 20135

762 765.95 983771 26003

781 790 646264 18665

763.2 803.65 874994 25021

782 787.25 702529 18990

780 788 968890 25454836.35 842.35 505453 13629

836 846.75 684928 19321

855 858.9 1066741 22681

888.1 891.95 667845 16075

902.4 906 966997 25216

888.1 913.65 773398 20405

888.2 895.05 513409 14634


59/78

890 892.05 700727 18409

871.35 909.75 1093163 26331

884 886.25 799137 19230

902.6 905.4 687877 18536

883 904.6 1094741 28640

881.25 884.85 448564 12479

882.5 894.1 968930 25161

882.3 887 798418 19913

854.2 888.6 981366 24304

853.2 857.05 478955 12764846.2 853.95 543432 13958

849.05 852 608695 14448

842.3 850.5 745807 18562

820 848.8 679880 18579

807.5 817.15 574368 15408

799.1 803.2 621175 15569

813.25 817.7 643757 17489

818.55 822.75 565363 14740

816.75 829.85 722474 19190

826.5 829.85 576295 13775842 845.85 555403 14551

840 846.8 681801 16265

844 855.25 736831 19089

826.25 847.45 691810 16763

834.3 853.6 906436 21346

837 841.7 818295 19068

848 854.7 935431 23664

847 859.85 1214070 32084

841.5 845.2 794259 21903


60/78

837.3 856.85 986716 27264

828.3 832.6 1104073 28609

730 831.7 1505998 43298

820.05 826.8 1116945 29788

838 852.1 1142198 30736

858.2 867.2 868823 22732867 876.4 1003995 26280

848.4 866.25 1586307 42030

885.15 890.85 1353033 38068

878 908.25 3036810 73831

825 894.05 3505881 73585

827 838 892322 22895

805 822.75 1030906 27249

800.7 807.45 1433654 32082

804.05 833.7 1359849 30700

795.05 806.95 1602658 37845

778.5 809.65 1156357 30969

774.5 783.7 1940318 48895

719.95 793.6 2340583 54966

690 723.35 1323921 31140

680.5 693.05 1411143 35004

736 745.65 1396145 36617

726 731.55 1103889 29655

764.1 769 1268173 35568

788.35 792.35 1270769 34152

855 859.3 804839 22218

870.15 874.05 1077160 28029888.5 894.15 844383 21706

901.55 916.1 634244 16786

923.25 927.25 823401 18807

928 937.35 254202 7247

930 942.8 793262 20813

930 938.15 1330072 34729

929 935 1780479 44842

912 950.6 1862588 47508

904 907.95 1729933 42323

906 912.8 909154 23385

901.15 908.55 1822018 43756

868 903.05 1301694 34349


61/78

893 897.55 924085 24260

906.2 911.5 694937 17144

901.25 917.05 706774 19134

903.1 906.7 551842 14554

900 906.55 968797 24745

890.25 914.4 1169724 27431

905.15 907.9 1144860 26476

923 935.35 1149900 30950

895.5 929.8 1641992 43304

904.25 910.7 964624 25124

916.8 924.75 941545 24556

887 916 1161118 28464

876 882.75 981155 23752

888.55 900.25 1378957 32219

903 908.15 1593391 38864

904.7 916.05 1324315 34853

906.5 911.85 1605102 40296

908.1 921.65 1218833 31682

876.7 904.9 1644715 38511

885.05 889.25 2313437 50060

850.05 892.95 2630852 59256

856.3 863.05 2489151 55912

853.1 871.35 2061194 46414

832 872.5 2119712 51843

825.5 836.1 1876262 47338

824 835.15 1183810 30506

807.2 822.4 1318527 35328

819.3 826.5 937611 26740781.3 805.55 1305082 36837

792.6 797.05 1133641 28622

780 784.45 1788880 45744

786.55 817.25 1697547 44403

792.25 798.2 1594917 41441

845 855.1 1550267 39607

832.15 854.1 1420019 36114


62/78

793.3 823.8 1848458 47071

812 826.65 1635725 39889

811 821.8 1959423 47988

841 847.45 1772631 43577

882.65 889.8 2578588 63886

898.2 913.3 1730218 41424

899.05 912.15 2399460 59528

862.4 902.7 1545013 39290

867.1 883.85 1773890 43263

845 861.4 1409281 36127849 868.75 1648511 42819

880 892 1801069 47261

892.1 901.55 1408402 38361

882.5 900.3 1932956 50279

871 885.85 1885644 46261

857 867.3 2526910 65316

861.25 869.3 2386934 61813

835.7 883.9 1998059 51871

820.25 868.85 2315441 57933

798.1 812.15 2299524 57833

792 820.65 1745409 48762

738.05 789.2 1810866 47413

700.7 725.4 2105288 54856

720 744.05 2597320 62772

744 765.1 2607478 64393

756.35 760.8 2230964 55973

810 829.55 2284178 57261

823 833.5 3038040 76649

900 937.9 1574854 42629

912.85 932.3 2505358 62954

876.25 938.7 2865690 69978

891.95 900.35 2007541 48915


63/78

947.95 959.65 1869521 52262

905.65 938.75 1680705 45859

880.1 897.55 1714278 45109

890 911.75 1912008 48290

855 895.7 2571713 64884

891.05 897.95 2428363 61584

860.1 919 2677117 68505868 884.5 2941098 71473

911 926 2396771 58881

900.35 998.6 2600264 70037

932 940.7 2106780 52895

962.4 970.7 2313431 60496

952 1,006.70 2955182 78579

960 980.6 1775105 47666

902.1 959.55 1901960 48334

919 929.55 2285628 55459

990 1,003.60 2733398 69089

952 1,035.10 3432524 80570

950 968.15 2310096 51777

940 964.4 2222520 50495

945.3 978.95 2683512 56990

934 942.65 2337955 54962

910.5 930.8 3558571 79540

880 919.85 2813056 65502

845.1 854.6 2945385 58965

899 918.65 2085521 48744

845 903 3443222 75805

835 857.25 2351570 53121

838 846.1 2914842 66223

745.25 910.15 6593277 134098

673 740.4 21493 523

575.55 590.8 2620315 55448

542 569.7 3327865 62140

555.2 570 4664578 82915

530 568.25 3501751 68475

541 545.75 2735544 52322


64/78

565.25 574.75 2717370 53540

584 597.25 3063604 59166

570 582.2 4056411 76175

562 601.1 5044202 93181

535 565.3 2709916 53849

497.7 524.6 3004178 60137

488.35 492.95 4270785 77738

526 532.25 3825588 74608

525.25 557.05 3941270 73775

496.5 531.9 4249685 82476

502 509.6 4186190 77213

496.05 508.05 5010530 98453512.15 524.25 4574082 82605

514.7 523.35 6104465 100837

505 517.1 8174902 131290


65/78

of reliance capital limited

Net Turnover Rs thousand Market Cap BSE_SENSEX

333,533.41 18,805.43 17,639.26266,097.05 19,032.64 17,821.96

278,885.70 19,025.27 17,853.00

221,344.88 19,397.40 17,933.14

442,363.28 19,215.63 17,714.40

512,878.18 19,473.55 17,970.02

379,753.51 19,375.29 17,941.37

324,958.31 19,184.93 17,935.68

281,804.20 18,751.39 17,692.62

332,488.25 18,536.47 17,527.77

237,383.04 18,701.04 17,590.17

316,220.81 18,882.81 17,711.35

293,129.64 19,021.59 17,644.76

258,110.71 18,983.51 17,558.85

262,480.37 19,151.77 17,451.02241,740.04 19,137.03 17,410.57

335,017.49 19,514.08 17,578.23

334,968.56 19,604.96 17,519.26

397,388.98 19,480.92 17,490.08

429,553.50 19,565.66 17,383.18

291,073.43 19,171.42 17,164.99

385,288.22 19,509.16 17,166.62

446,743.24 19,692.16 17,167.96

502,518.81 19,774.44 17,098.33

517,599.22 19,676.19 17,052.54

426,475.59 19,722.86 17,102.60

706,587.89 19,749.88 16,994.49


66/78

663,704.88 19,557.06 16,971.70

832,235.48 19,506.71 17,000.01

1,011,253.71 19,326.17 16,772.56

3,048,549.53 19,317.57 16,429.55

247,545.72 17,867.13 16,254.20

205,684.72 18,071.00 16,255.97

281,218.77 18,069.77 16,286.32

350,272.66 18,025.56 16,237.05

359,065.67 18,223.29 16,191.63

352,171.98 18,503.31 16,327.84

400,754.53 18,692.44 16,428.91

285,409.49 18,696.13 16,226.68

395,047.38 18,448.04 16,038.35

403,225.78 18,821.40 16,152.59

399,632.26 18,440.67 15,922.17

386,285.26 18,732.97 16,042.18

664,982.12 18,492.25 15,935.61

77,195.99 18,785.78 15,915.65

637,138.44 18,535.24 15,790.93

728,180.08 18,918.42 16,224.95

550,014.64 19,137.03 16,496.05

768,107.81 18,814.03 16,163.44

511,628.94 19,404.77 16,356.03

688,058.79 19,740.05 16,357.96

558,614.31 19,337.22 16,306.87

784,838.95 19,355.64 16,289.82426,694.31 20,690.64 16,780.46

581,761.54 20,798.72 16,859.68

934,114.74 21,097.16 17,051.14

601,136.18 21,908.97 17,474.49

888,289.80 22,254.08 17,486.06

703,448.91 22,441.98 17,641.08

462,139.63 21,985.11 17,554.30


67/78

632,966.25 21,911.42 17,584.87

982,428.36 22,346.19 17,509.80

717,880.91 21,768.96 17,422.51

627,327.30 22,239.34 17,526.71

990,332.64 22,219.69 17,540.29

398,093.12 21,734.57 17,615.72

868,664.26 21,961.78 17,701.13

711,248.00 21,787.38 17,686.24

860,671.73 21,826.68 17,558.73

411,936.67 21,051.72 17,464.81465,893.77 20,975.57 17,343.82

522,452.08 20,927.68 17,401.56

635,010.80 20,890.83 17,360.61

569,792.06 20,849.07 17,231.11

469,369.06 20,071.66 16,692.00

503,881.29 19,729.00 16,601.20

530,331.21 20,085.17 16,719.83

466,861.27 20,209.21 16,894.25

597,893.52 20,383.61 16,912.77

483,083.20 20,383.61 16,877.16472,140.90 20,776.61 17,097.55

581,272.55 20,799.95 17,119.03

629,148.34 21,007.51 17,189.31

587,343.42 20,815.91 17,125.22

768,016.86 20,966.98 17,227.68

693,245.90 20,674.68 16,983.14

803,833.93 20,994.00 17,101.54

1,048,606.82 21,120.50 17,185.68

675,215.67 20,760.65 17,169.91


68/78

840,384.42 21,046.81 17,198.27

927,407.31 20,451.15 16,926.22

1,215,871.60 20,429.05 16,632.01

936,661.70 20,308.69 16,854.93

982,934.99 20,930.13 17,198.95

756,667.45 21,301.03 17,131.08884,163.42 21,527.01 17,180.18

1,373,705.55 21,277.70 17,021.85

1,221,486.48 21,881.95 16,785.65

2,757,674.62 22,309.34 16,998.78

3,047,929.70 21,960.55 17,050.65

749,159.51 20,583.79 17,032.51

845,966.01 20,209.21 16,848.83

1,170,144.05 19,833.39 16,696.03

1,123,900.06 20,478.17 16,849.60

1,306,837.60 19,821.11 16,440.56

924,517.18 19,887.43 16,498.72

1,541,451.44 19,250.02 16,158.28

1,775,838.02 19,493.20 16,063.90

938,712.62 17,767.65 15,912.13

1,004,046.97 17,023.39 15,404.94

1,046,195.65 18,315.40 15,896.28

820,006.25 17,969.06 16,052.72

988,617.32 18,888.95 16,283.49

1,038,063.31 19,462.49 16,353.40

697,005.88 21,106.99 16,740.50

955,058.41 21,469.29 16,810.81761,627.19 21,963.01 16,789.74

586,787.44 22,502.16 17,009.17

769,217.52 22,776.04 17,223.01

239,103.87 23,024.13 17,326.01

747,859.50 23,158.00 17,322.82

1,251,761.68 23,043.78 17,195.20

1,691,475.94 22,966.41 17,231.11

1,741,508.76 23,349.59 17,026.67

1,599,008.91 22,301.98 16,642.66

830,621.72 22,421.11 16,843.54

1,667,069.42 22,316.71 16,806.66

1,157,530.78 22,181.62 16,958.54


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839,051.00 22,046.52 16,866.41

635,141.56 22,389.17 17,134.55

647,798.19 22,525.50 17,126.84

503,099.30 22,271.27 16,852.91

880,948.61 22,267.59 16,693.00

1,057,617.16 22,460.41 16,781.43

1,051,076.11 22,300.75 16,719.50

1,075,222.39 22,975.00 16,886.43

1,506,282.85 22,838.68 16,741.30

883,571.46 22,369.52 16,711.11

870,698.65 22,714.63 16,677.04

1,051,810.35 22,499.71 16,454.45

868,416.66 21,682.99 16,214.19

1,244,802.58 22,112.84 16,264.30

1,469,359.52 22,306.89 16,216.86

1,210,547.96 22,500.94 16,183.55

1,484,494.34 22,397.77 16,123.67

1,122,825.02 22,638.49 16,016.32

1,473,521.72 22,227.06 15,689.12

2,090,446.02 21,842.65 15,398.33

2,336,019.49 21,933.53 15,467.46

2,202,491.55 21,199.10 15,551.19

1,794,206.82 21,402.97 15,666.64

1,819,783.05 21,431.22 15,922.34

1,580,429.28 20,537.12 15,781.07

985,610.35 20,513.79 15,769.85

1,079,912.07 20,200.61 15,688.47

773,748.86 20,301.32 15,628.751,039,412.06 19,786.72 15,240.83

910,148.68 19,577.94 15,012.32

1,426,208.06 19,268.45 14,809.64

1,380,636.24 20,074.11 15,035.26

1,295,911.72 19,606.19 14,784.92

1,331,200.50 21,003.82 15,411.63

1,201,034.72 20,979.26 15,518.49


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1,497,215.17 20,235.00 15,020.16

1,360,013.89 20,305.00 15,074.59

1,654,317.76 20,185.87 15,009.77

1,531,188.87 20,815.91 15,160.24

2,355,039.69 21,856.16 15,514.03

1,574,758.64 22,433.39 15,903.83

2,198,252.64 22,405.14 15,830.98

1,366,069.26 22,173.02 15,924.23

1,572,330.01 21,710.01 15,670.31

1,213,987.40 21,158.57 15,387.961,433,619.68 21,339.11 15,173.46

1,614,237.34 21,910.20 15,331.94

1,273,707.76 22,144.77 15,375.04

1,735,544.00 22,114.07 15,378.96

1,664,904.51 21,759.13 15,231.04

2,235,883.93 21,303.49 14,843.12

2,094,388.30 21,352.62 15,062.49

1,739,251.31 21,711.24 15,191.01

1,968,479.57 21,341.56 14,744.92

1,885,619.96 19,948.84 14,250.25

1,416,306.83 20,157.63 14,253.24

1,398,146.41 19,385.12 13,853.70

1,509,564.90 17,818.00 13,400.32

2,017,766.36 18,276.10 13,504.22

1,998,010.57 18,793.15 13,757.46

1,748,208.00 18,687.53 13,769.15

1,893,526.91 20,376.24 14,170.45

2,690,056.97 20,473.26 14,043.40

1,471,891.35 23,037.64 14,913.05

2,336,653.27 22,900.08 14,658.49

2,626,921.97 23,057.29 14,645.47

1,869,913.22 22,115.30 14,493.84


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1,813,578.26 23,571.88 14,785.74

1,556,331.60 23,058.52 14,764.64

1,554,319.38 22,046.52 14,345.62

1,738,374.49 22,395.32 14,422.73

2,265,879.23 22,001.08 14,324.01

2,232,362.38 22,056.35 14,326.22

2,403,599.69 22,573.40 14,521.892,661,251.44 21,725.97 14,265.53

2,313,259.20 22,745.34 14,522.84

2,528,802.63 24,528.61 14,957.91

2,036,456.67 23,106.41 14,875.52

2,299,350.83 23,843.30 15,237.94

2,939,138.14 24,727.57 15,411.47

1,753,274.12 24,086.48 15,466.81

1,792,674.99 23,569.43 15,127.00

2,211,838.53 22,832.54 14,665.92

2,816,722.77 24,651.43 15,103.55

3,422,174.45 25,425.16 15,008.68

2,250,523.34 23,780.67 14,870.90

2,133,484.34 23,688.56 14,874.91

2,601,888.02 24,045.95 14,840.63

2,237,869.07 23,154.31 14,625.25

3,364,797.48 22,863.24 14,296.01

2,550,755.49 22,594.28 14,109.64

2,620,717.88 20,991.54 13,589.23

1,918,942.91 22,564.80 13,913.22

3,081,509.46 22,180.39 13,887.15

2,040,897.00 21,056.63 13,736.54

2,518,361.82 20,782.75 14,060.66

5,801,417.91 22,356.01 14,302.03

15,529.93 18,186.45 14,284.21

1,537,896.30 14,511.82 12,173.42

1,875,857.25 13,993.54 11,872.91

2,679,693.89 14,000.91 12,019.65

1,924,725.42 13,957.92 12,158.03

1,527,624.65 13,405.26 11,682.99


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1,578,186.51 14,117.58 11,876.43

1,828,891.71 14,670.25 12,116.94

2,446,398.31 14,300.58 11,952.75

2,981,950.67 14,764.82 12,131.08

1,518,123.49 13,885.46 12,134.75

1,544,567.42 12,885.75 11,403.25

2,212,508.58 12,108.33 11,001.75

2,088,800.00 13,073.66 11,371.85

2,161,285.50 13,682.82 11,329.05

2,197,695.65 13,065.06 11,134.99

2,150,691.07 12,517.30 10,817.54

2,552,685.07 12,479.23 10,898.112,443,110.86 12,877.15 10,979.50

3,309,985.77 12,855.05 11,023.09

4,482,920.55 12,701.53 10,947.40


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intwe need to know the beta of reliance capital ltdthis calculated beta further be used in calculati

we know that beta is the measure of systemasecurity`s return to the market return variance.

Bj = cov. (

If Beta is less than 1 means that firm`s returnchanging quickly. in case of reliance capital ltdreliance capital ltd`s returns are changing less

coefficient of correlation (cor) : coefficient of cpositive correlation indicates that when the mareliance capital ltd is positively related to mark

coefficient of determination (cor)^2 : The squa0.35054698.

It indicates the % of the variance of rereturn. thus market explains 35%(approx.) of revarience is firm`s specific variance. thus relianc

total risk = security variance = (syste

systematic risk= ((cor)^2)*(security var= (.350504698) * (.000= 0.00033


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unsys ema c r s = -cor secur y var = (1-0.350504698)*(0.0= (0.649495302)*(0.00= 0.00061

thus this is the systematic and unsystemadiversifiable risk , which can be diversified if asystematic risk shows the non-diversifiable riskcombined with other securities.


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rpretation. `s share to determine the required rate of return .weg firms`s cost of equity.ic riskand it is the ratio of covariance between market

,m)/var of m

are less volatile than market (sensex) return.less volaeta is 0.9745. thus here beta is less than 1, thus we cuickly to that of market returns.

rrelation of reliance capital ltd is 0.592034372. it is poket return goes up, firm`s return also goes up. thus het return. when market return goes up ,security return

ed coefficient of correlation or coefficient of deteminati

liance capital ltd`s return explained by changes in theliance capital ltd`s risk(variance of risk). the 65% unexe capital`s systematic and unsystematic risks are as fo

atic risk + unsystematic risk)

iance)41942)


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nce0941942)

941942)

ic risk of reliance capital ltd. thus we can say that 0.00ecurity is combined with other securities.on the otherof reliance capital limited, which can not be diversified


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an say that

return and

ile mean notn say that

sitive. Ae return oflso goes up.

on is

arketlainedlow:-


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61 isand

when

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