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  • Godrej & Lupin Efficient Frontier

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    maulik18755
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    macd

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    Godrej & Lupin Efficient Frontier (1)

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    7 vues7 pages

    Godrej & Lupin Efficient Frontier

    Transféré par

    maulik18755
    macd

    Droits d'auteur :

    Attribution Non-Commercial (BY-NC)
    Téléchargez comme XLSX, PDF, TXT ou lisez en ligne sur Scribd
    Signaler comme contenu inapproprié
    sur 7

    Date

    Lupin Close Godrej Close Lupin Return Godrej Return


    11/1/2012
    566.35
    314.95
    0
    0
    11/2/2012
    579.65
    317.1 0.023483711
    0.00682648
    11/5/2012
    583.85
    321.9 0.007245752 0.015137181
    11/6/2012
    588.05
    317.75 0.007193629 -0.012892203
    11/7/2012
    588.65
    319.25 0.001020321 0.004720692
    11/8/2012
    583.9
    318.9 -0.008069311 -0.001096319
    11/9/2012
    584.7
    308.5 0.001370098 -0.032612104
    11/12/2012
    585.3
    303.8 0.001026167 -0.015235008
    11/13/2012
    585.3
    303.8
    0
    0
    11/14/2012
    585.3
    303.8
    0
    0
    11/15/2012
    575.95
    306.55 -0.015974714 0.009052008
    11/16/2012
    575
    300.25 -0.001649449 -0.020551297
    11/19/2012
    561.9
    293.3 -0.022782609 -0.023147377
    11/20/2012
    568.15
    286.75 0.011122976 -0.022332083
    11/21/2012
    563
    290.9 -0.009064508 0.014472537
    11/22/2012
    564.8
    289.8 0.003197158 -0.003781368
    11/23/2012
    560.2
    287.7 -0.008144476 -0.007246377
    11/26/2012
    565.15
    289.7
    0.00883613 0.006951686
    11/27/2012
    574.7
    295.65 0.016898169 0.020538488
    11/28/2012
    574.7
    295.65
    0
    0
    11/29/2012
    578.15
    298.75 0.006003132 0.010485371
    11/30/2012
    591
    307.2 0.022226066 0.028284519

    Lupin Return
    Mean
    0.001997
    STDEV
    0.011106

    Co Variance of Lupin & Godrej

    Mean
    STDEV

    ce of Lupin & Godrej

    Godrej Return
    -0.001019326
    0.015327256

    6.1794E-05

    XLUPIN XGODREJ Lupin Return


    Godrej Return Return on Portfolio
    1
    0
    0.001997193
    0.00682648
    0.001997193
    0.7
    0.3
    0.001997193
    0.00682648
    0.003445979
    0.5
    0.5
    0.001997193
    0.00682648
    0.004411837
    0.4
    0.6
    0.001997193
    0.00682648
    0.004894765
    0.2
    0.8
    0.001997193
    0.00682648
    0.005860623
    0.9
    0.1
    0.001997193
    0.00682648
    0.002480122
    0.6
    0.4
    0.001997193
    0.00682648
    0.003928908
    0.9
    0.1
    0.001997193
    0.00682648
    0.002480122
    0.2
    0.8
    0.001997193
    0.00682648
    0.005860623
    0.8
    0.2
    0.001997193
    0.00682648
    0.00296305
    0
    1
    0.001997193
    0.00682648
    0.00682648

    XLUPIN XGODREJStandard Deviation LupinStandard Deviation GodrejCovariance Lupin & Godrej


    1
    0
    0.011105825
    0.015327256
    6.1794E-05
    0.7
    0.3
    0.011105825
    0.015327256
    6.1794E-05
    0.5
    0.5
    0.011105825
    0.015327256
    6.1794E-05
    0.4
    0.6
    0.011105825
    0.015327256
    6.1794E-05
    0.2
    0.8
    0.011105825
    0.015327256
    6.1794E-05
    0.9
    0.1
    0.011105825
    0.015327256
    6.1794E-05
    0.6
    0.4
    0.011105825
    0.015327256
    6.1794E-05
    0.9
    0.1
    0.011105825
    0.015327256
    6.1794E-05
    0.2
    0.8
    0.011105825
    0.015327256
    6.1794E-05
    0.8
    0.2
    0.011105825
    0.015327256
    6.1794E-05
    0
    1
    0.011105825
    0.015327256
    6.1794E-05

    Risk in Portfolio
    0.000123339
    0.000107533
    0.000120463
    0.000133968
    0.00017506
    0.000113377
    0.000111651
    0.000113377
    0.00017506
    0.000108108
    0.000234925

    XLUPIN XGODREJRisk in Portfolio


    Return in Portfolio
    1
    0
    0.000123339
    0.001997193
    0.7
    0.3
    0.000107533
    0.003445979
    0.5
    0.5
    0.000120463
    0.004411837
    0.4
    0.6
    0.000133968
    0.004894765
    0.2
    0.8
    0.00017506
    0.005860623
    0.9
    0.1
    0.000113377
    0.002480122
    0.6
    0.4
    0.000111651
    0.003928908
    0.9
    0.1
    0.000113377
    0.002480122
    0.2
    0.8
    0.00017506
    0.005860623
    0.8
    0.2
    0.000108108
    0.00296305
    0
    1
    0.000234925
    0.00682648

    0.008
    0.007
    0.006
    0.005
    0.004
    0.003
    0.002
    0.001
    0
    0

    0.00005

    Return in Portfolio

    Return in Portfolio

    0.00005

    0.0001

    0.00015

    0.0002

    0.00025

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