ITC Ltd.

Date

Close Price
30-Aug-13
29-Aug-13
28-Aug-13
27-Aug-13
26-Aug-13
23-Aug-13
22-Aug-13
21-Aug-13
20-Aug-13
19-Aug-13
16-Aug-13
14-Aug-13
13-Aug-13
12-Aug-13
8-Aug-13
7-Aug-13
6-Aug-13
5-Aug-13
2-Aug-13
1-Aug-13
31-Jul-13
30-Jul-13
29-Jul-13
26-Jul-13
25-Jul-13
24-Jul-13
23-Jul-13
22-Jul-13
19-Jul-13
18-Jul-13
17-Jul-13
16-Jul-13
15-Jul-13
12-Jul-13
11-Jul-13
10-Jul-13
9-Jul-13
8-Jul-13
5-Jul-13

Return
308.7
305.55
298.2
297.9
307.5
308.5
307.95
300.85
315.3
313.9
320.4
334.85
334.2
335.65
325.35
322.1
330.25
335.4
332.95
339.4
341.7
350.6
357.95
368.15
358.9
375.8
375.75
368.8
369.05
368.65
368.35
360.05
352.6
350.6
353.4
345.55
347.45
346.7
342.6

R-ER
-1.020408163
-2.405498282
-0.100603622
3.222557905
0.325203252
-0.17828201
-2.305569086
4.803058002
-0.444021567
2.07072316
4.509987516
-0.194116769
0.433871933
-3.068672725
-0.998924235
2.530270102
1.559424678
-0.730471079
1.937227812
0.67766647
2.604623939
2.096406161
2.849559994
-2.512562814
4.708832544
-0.013304949
-1.849634065
0.067787419
-0.108386398
-0.081378001
-2.253291706
-2.069157062
-0.567214974
0.798630918
-2.221279004
0.549848068
-0.215858397
-1.182578598

(R-ER)*(R-ER)
-19.17180878
-20.5568989
-18.25200424
-14.92884271
-17.82619737
-18.32968263
-20.4569697
-13.34834261
-18.59542218
-16.08067746
-13.6414131
-18.34551739
-17.71752868
-21.22007334
-19.15032485
-15.62113051
-16.59197594
-18.8818717
-16.21417281
-17.47373415
-15.54677668
-16.05499446
-15.30184062
-20.66396343
-13.44256807
-18.16470557
-20.00103468
-18.0836132
-18.25978701
-18.23277862
-20.40469232
-20.22055768
-18.71861559
-17.3527697
-20.37267962
-17.60155255
-18.36725901
-19.33397922

367.5582519
422.5860923
333.1356587
222.8703447
317.7733125
335.9772652
418.4876094
178.1782506
345.7897262
258.5881875
186.0881514
336.5580082
313.9108227
450.2915126
366.734942
244.0197186
275.2936656
356.5250788
262.8993998
305.331385
241.7022651
257.762847
234.1463264
426.9993847
180.7026364
329.9565283
400.0413884
327.0170663
333.4198218
332.4342161
416.3514688
408.8709528
350.3865697
301.1186162
415.0460749
309.8146521
337.3562037
373.8027523

4-Jul-13
3-Jul-13
2-Jul-13
1-Jul-13
28-Jun-13
27-Jun-13
26-Jun-13
25-Jun-13
24-Jun-13
21-Jun-13
20-Jun-13
19-Jun-13
18-Jun-13
17-Jun-13
14-Jun-13
13-Jun-13
12-Jun-13
11-Jun-13
10-Jun-13
7-Jun-13
6-Jun-13
5-Jun-13
4-Jun-13
3-Jun-13
31-May-13
30-May-13
29-May-13
28-May-13
27-May-13
24-May-13
23-May-13
22-May-13
21-May-13
20-May-13
17-May-13
16-May-13
15-May-13
14-May-13
13-May-13
11-May-13
10-May-13
9-May-13
8-May-13
7-May-13
6-May-13
3-May-13
2-May-13

338.85
326.35
324.85
325.95
324.35
321.7
322.95
319.7
314.4
322.35
322.7
329.9
330.15
331.85
331.75
327
331
334.35
337
333.85
334.9
334
337.3
336.05
339.9
354.3
342.65
340
333.9
329.9
332.5
335.55
331
334.65
334.9
337
342.45
335.85
335.8
354.15
353.15
344.5
342.8
335.3
326.2
330.7
333.55

-1.094570928
-3.688947912
-0.459629232
0.338617824
-0.490872833
-0.817018653
0.388560771
-1.006347732
-1.657804191
2.528625954
0.108577633
2.231174465
0.07578054
0.514917462
-0.030134097
-1.431801055
1.22324159
1.012084592
0.792582623
-0.934718101
0.314512506
-0.268736936
0.988023952
-0.370589979
1.145662848
4.236540159
-3.288173864
-0.773383919
-1.794117647
-1.197963462
0.788117611
0.917293233
-1.355982715
1.102719033
0.074704916
0.627052852
1.617210682
-1.927288655
-0.014887599
5.464562239
-0.282366229
-2.449384114
-0.493468795
-2.187864644
-2.713987474
1.379521766
0.861808285

-19.24597155
-21.84034853
-18.61102985
-17.81278279
-18.64227345
-18.96841927
-17.76283985
-19.15774835
-19.80920481
-15.62277466
-18.04282298
-15.92022615
-18.07562008
-17.63648316
-18.18153471
-19.58320167
-16.92815903
-17.13931602
-17.35881799
-19.08611872
-17.83688811
-18.42013755
-17.16337666
-18.5219906
-17.00573777
-13.91486046
-21.43957448
-18.92478454
-19.94551826
-19.34936408
-17.36328301
-17.23410738
-19.50738333
-17.04868158
-18.0766957
-17.52434777
-16.53418993
-20.07868927
-18.16628822
-12.68683838
-18.43376685
-20.60078473
-18.64486941
-20.33926526
-20.86538809
-16.77187885
-17.28959233

370.4074207
477.0008239
346.3704321
317.2952308
347.5343594
359.8009296
315.5184794
367.0193218
392.4045951
244.0710882
325.5434612
253.4536007
326.7280412
311.0455381
330.5682045
383.5017877
286.562568
293.7561538
301.3285622
364.2799277
318.1545775
339.3014675
294.5814985
343.0641357
289.1951171
193.6233416
459.6553539
358.1474698
397.8236988
374.3978903
301.4835967
297.0144573
380.5380045
290.6575437
326.7669275
307.1027646
273.3794368
403.1537629
330.0140275
160.955868
339.8037601
424.3923316
347.6311554
413.6857114
435.3644202
281.2959202
298.930003

30-Apr-13
29-Apr-13
26-Apr-13
25-Apr-13
23-Apr-13
22-Apr-13
18-Apr-13
17-Apr-13
16-Apr-13
15-Apr-13
12-Apr-13
11-Apr-13
10-Apr-13
9-Apr-13
8-Apr-13
5-Apr-13
4-Apr-13
3-Apr-13
2-Apr-13
1-Apr-13
28-Mar-13
26-Mar-13
25-Mar-13
22-Mar-13
21-Mar-13
20-Mar-13
19-Mar-13
18-Mar-13
15-Mar-13
14-Mar-13
13-Mar-13
12-Mar-13
11-Mar-13
8-Mar-13
7-Mar-13
6-Mar-13
5-Mar-13
4-Mar-13
1-Mar-13
28-Feb-13
27-Feb-13
26-Feb-13
25-Feb-13
22-Feb-13
21-Feb-13
20-Feb-13
19-Feb-13

328.85
324.65
318.9
319.85
317.6
317
315.3
313.1
307.95
299.95
292.9
285.3
284.85
287.2
292.85
291.3
299.55
307.6
307.15
307.2
309.45
306.35
302.4
305.6
305
307.2
306.3
304.25
301.9
301.9
301.65
298.85
297.55
297.7
292.35
287.05
292.6
292.5
291.25
294.8
294.8
290.85
292.65
292
296.6
300
301.65

-1.409084095
-1.277178045
-1.771138149
0.297899028
-0.703454744
-0.188916877
-0.536277603
-0.697748176
-1.644841904
-2.597824322
-2.350391732
-2.594742233
-0.157728707
0.824995612
1.967270195
-0.529281202
2.832131823
2.68736438
-0.146293888
0.016278691
0.732421875
-1.001777347
-1.289374898
1.058201058
-0.196335079
0.721311475
-0.29296875
-0.669278485
-0.772391126
0
-0.082808877
-0.928228079
-0.435000837
0.050411696
-1.797111186
-1.812895502
1.93346107
-0.03417635
-0.427350427
1.21888412
0
-1.339891452
0.618875709
-0.222108321
1.575342466
1.146325017
0.55

-19.56048471
-19.42857866
-19.92253877
-17.85350159
-18.85485536
-18.34031749
-18.68767822
-18.84914879
-19.79624252
-20.74922494
-20.50179235
-20.74614285
-18.30912932
-17.32640501
-16.18413042
-18.68068182
-15.31926879
-15.46403624
-18.29769451
-18.13512193
-17.41897874
-19.15317796
-19.44077552
-17.09319956
-18.3477357
-17.43008914
-18.44436937
-18.8206791
-18.92379174
-18.15140062
-18.23420949
-19.0796287
-18.58640145
-18.10098892
-19.9485118
-19.96429612
-16.21793955
-18.18557697
-18.57875104
-16.9325165
-18.15140062
-19.49129207
-17.53252491
-18.37350894
-16.57605815
-17.0050756
-17.60140062

382.6125622
377.4696688
396.9075509
318.747519
355.5055707
336.3672458
349.2293172
355.2904102
391.8912179
430.5303356
420.3234895
430.4024431
335.2242166
300.2043104
261.9260775
348.9678732
234.6799964
239.1364167
334.8056242
328.8826473
303.4208204
366.8442261
377.9437526
292.1774712
336.6394052
303.8080075
340.1947613
354.2179619
358.1098939
329.4733444
332.4863959
364.0322312
345.454319
327.6457999
397.9431231
398.5731195
263.0215632
330.7152096
345.1699904
286.7101149
329.4733444
379.9104665
307.3894296
337.5858307
274.7657038
289.1725962
309.8093037

18-Feb-13
15-Feb-13
14-Feb-13
13-Feb-13
12-Feb-13
11-Feb-13
8-Feb-13
7-Feb-13
6-Feb-13
5-Feb-13
4-Feb-13
1-Feb-13
31-Jan-13
30-Jan-13
29-Jan-13
28-Jan-13
25-Jan-13
24-Jan-13
23-Jan-13
22-Jan-13
21-Jan-13
18-Jan-13
17-Jan-13
16-Jan-13
15-Jan-13
14-Jan-13
11-Jan-13
10-Jan-13
9-Jan-13
8-Jan-13
7-Jan-13
4-Jan-13
3-Jan-13
2-Jan-13
1-Jan-13
31-Dec-12
28-Dec-12
27-Dec-12
26-Dec-12
24-Dec-12
21-Dec-12
20-Dec-12
19-Dec-12
18-Dec-12
17-Dec-12
14-Dec-12
13-Dec-12

300.3
300.6
300.75
300.35
300.05
299.15
301.75
304.05
304.85
302.45
307.25
309.4
307.65
304.2
305.15
300.75
299.75
297.45
292.75
289.15
291.55
287.45
285.3
284
284.1
277.9
273.4
281
279.5
285.7
279.05
282.4
283.55
285.4
287.25
286.8
289.4
288.4
290.5
287.05
287.05
287.1
290.1
293.1
293.05
295.95
295.25

-0.447538538
0.0999001
0.0499002
-0.133000831
-0.099883469
-0.299950008
0.869129199
0.762220381
0.263114619
-0.787272429
1.58703918
0.699755899
-0.56561086
-1.121404193
0.312294543
-1.441913813
-0.332502078
-0.767306088
-1.580097495
-1.22971819
0.830019021
-1.406276796
-0.747956166
-0.455660708
0.035211268
-2.182330165
-1.619287513
2.779809802
-0.533807829
2.218246869
-2.327616381
1.200501702
0.407223796
0.65244225
0.648213034
-0.156657963
0.906555091
-0.345542502
0.72815534
-1.187607573
0
0.017418568
1.044932079
1.034126163
-0.017059024
0.98959222
-0.23652644

-18.59893916
-18.05150052
-18.10150042
-18.28440145
-18.25128409
-18.45135063
-17.28227142
-17.38918024
-17.888286
-18.93867305
-16.56436144
-17.45164472
-18.71701148
-19.27280481
-17.83910607
-19.59331443
-18.4839027
-18.91870671
-19.73149811
-19.38111881
-17.3213816
-19.55767741
-18.89935678
-18.60706133
-18.11618935
-20.33373078
-19.77068813
-15.37159081
-18.68520845
-15.93315375
-20.479017
-16.95089891
-17.74417682
-17.49895837
-17.50318758
-18.30805858
-17.24484553
-18.49694312
-17.42324528
-19.33900819
-18.15140062
-18.13398205
-17.10646854
-17.11727445
-18.16845964
-17.1618084
-18.38792706

345.9205377
325.8566709
327.6643174
334.3193363
333.1093708
340.4523399
298.6769054
302.3835893
319.9907759
358.6733367
274.3780698
304.5599034
350.3265186
371.4410053
318.2337055
383.8979704
341.6546588
357.9174634
389.3320178
375.6277662
300.0302604
382.5027458
357.1856868
346.2227312
328.1963165
413.4606075
390.8801092
236.2858042
349.1370147
253.8653883
419.3901372
287.332974
314.8558111
306.2135439
306.3615756
335.185009
297.3846972
342.1369047
303.569476
373.9972378
329.4733444
328.8413049
292.6312658
293.0010847
330.0929257
294.5276675
338.1158615

12-Dec-12
11-Dec-12
10-Dec-12
7-Dec-12
6-Dec-12
5-Dec-12
4-Dec-12
3-Dec-12
30-Nov-12
29-Nov-12
27-Nov-12
26-Nov-12
23-Nov-12
22-Nov-12
21-Nov-12
20-Nov-12
19-Nov-12
16-Nov-12
15-Nov-12
13-Nov-12
12-Nov-12
9-Nov-12
8-Nov-12
7-Nov-12
6-Nov-12
5-Nov-12
2-Nov-12
1-Nov-12
31-Oct-12
30-Oct-12
29-Oct-12
26-Oct-12
25-Oct-12
23-Oct-12
22-Oct-12
19-Oct-12
18-Oct-12
17-Oct-12
16-Oct-12
15-Oct-12
12-Oct-12
11-Oct-12
10-Oct-12
9-Oct-12
8-Oct-12
5-Oct-12
4-Oct-12

305.95
303.3
301.95
301.5
301.35
297.9
295.15
296.15
298.5
298
294.25
287.1
286.6
289
286.1
280.55
281.7
274.65
276.45
283.9
283.8
288.15
289
289.95
289.15
288.65
283.2
279.3
282.55
284.1
288.25
285.85
292.05
290
294
297.5
291.6
288.25
286.45
286.75
283.5
283.5
281
280.05
277.75
275.65
275.3

3.624047417
-0.8661546
-0.445103858
-0.149031297
-0.049751244
-1.144848183
-0.923128567
0.338810774
0.793516799
-0.167504188
-1.258389262
-2.429906542
-0.174155347
0.837404047
-1.003460208
-1.93988116
0.409909107
-2.502662407
0.655379574
2.694881534
-0.03522367
1.532769556
0.294985251
0.328719723
-0.27590964
-0.172920629
-1.888099775
-1.377118644
1.163623344
0.548575473
1.460753256
-0.832610581
2.168969739
-0.7019346
1.379310345
1.19047619
-1.983193277
-1.148834019
-0.624457936
0.104730319
-1.133391456
0
-0.881834215
-0.338078292
-0.821281914
-0.756075608
-0.12697261

-14.5273532
-19.01755522
-18.59650447
-18.30043191
-18.20115186
-19.2962488
-19.07452918
-17.81258984
-17.35788382
-18.3189048
-19.40978988
-20.58130716
-18.32555596
-17.31399657
-19.15486082
-20.09128178
-17.74149151
-20.65406302
-17.49602104
-15.45651908
-18.18662429
-16.61863106
-17.85641537
-17.82268089
-18.42731026
-18.32432125
-20.03950039
-19.52851926
-16.98777727
-17.60282514
-16.69064736
-18.9840112
-15.98243088
-18.85333522
-16.77209027
-16.96092443
-20.13459389
-19.30023464
-18.77585855
-18.0466703
-19.28479207
-18.15140062
-19.03323483
-18.48947891
-18.97268253
-18.90747622
-18.27837323

211.043991
361.6674065
345.8299787
334.9058082
331.2819291
372.3452178
363.8376636
317.2883569
301.2961306
335.5822732
376.7399431
423.5902044
335.8260014
299.7744772
366.9086932
403.6596035
314.760521
426.5903194
306.1107523
238.9039822
330.753303
276.1788983
318.8515697
317.6479542
339.5657633
335.7807491
401.581576
381.3630645
288.5845767
309.859453
278.5777093
360.3926812
255.4380968
355.4482488
281.3030121
287.6729574
405.4018713
372.499057
352.5328644
325.6823088
371.9032053
329.4733444
362.2640282
341.8608303
359.9626824
357.4926572
334.0989278

3-Oct-12
1-Oct-12
28-Sep-12
27-Sep-12
26-Sep-12
25-Sep-12
24-Sep-12
21-Sep-12
20-Sep-12
18-Sep-12
17-Sep-12
14-Sep-12
13-Sep-12
12-Sep-12
11-Sep-12
10-Sep-12
8-Sep-12
7-Sep-12
6-Sep-12
5-Sep-12
4-Sep-12
3-Sep-12
31-Aug-12
30-Aug-12
29-Aug-12
28-Aug-12
27-Aug-12
24-Aug-12
23-Aug-12
22-Aug-12
21-Aug-12
17-Aug-12
16-Aug-12
14-Aug-12
13-Aug-12
10-Aug-12
9-Aug-12
8-Aug-12
7-Aug-12
6-Aug-12
3-Aug-12
2-Aug-12
1-Aug-12

270.25
273.25
272.4
266.95
263.8
260.8
255.85
261.6
256.45
254.2
253.5
268.25
269.65
269.3
267.3
264.65
263.35
262.75
260.45
267.75
266.5
267.6
267.65
270.6
269.35
268.15
265.35
265.15
264.25
261.65
260.75
262.1
258.35
267.8
266.9
267.75
265.6
261.55
261.3
258.4
259.35
261.45
259.05
ER

-1.834362514
1.110083256
-0.311070448
-2.000734214
-1.179996254
-1.137225171
-1.898006135
2.247410592
-1.968654434
-0.877364009
-0.275373721
5.818540434
0.521901212
-0.129797886
-0.742666172
-0.991395436
-0.491214812
-0.227833681
-0.875356803
2.802841236
-0.466853408
0.412757974
0.018684604
1.10218569
-0.461936438
-0.445516985
-1.044191684
-0.07537215
-0.339430511
-0.983916746
-0.343970954
0.517737296
-1.430751622
3.657828527
-0.336071695
0.318471338
-0.802987862
-1.524849398
-0.095584018
-1.109835438
0.367647059
0.809716599
-0.917957544
18.15140062

-19.98576313
-17.04131736
-18.46247107
-20.15213483
-19.33139687
-19.28862579
-20.04940675
-15.90399002
-20.12005505
-19.02876463
-18.42677434
-12.33286018
-17.62949941
-18.2811985
-18.89406679
-19.14279605
-18.64261543
-18.3792343
-19.02675742
-15.34855938
-18.61825403
-17.73864264
-18.13271601
-17.04921493
-18.61333705
-18.5969176
-19.1955923
-18.22677277
-18.49083113
-19.13531736
-18.49537157
-17.63366332
-19.58215224
-14.49357209
-18.48747231
-17.83292928
-18.95438848
-19.67625001
-18.24698464
-19.26123606
-17.78375356
-17.34168402
-19.06935816

399.4307279
290.4064974
340.8628378
406.1085383
373.702905
372.0510848
401.9787111
252.9368987
404.8166153
362.0938832
339.5460125
152.0994403
310.7992493
334.2022187
356.9857598
366.4466407
347.54711
337.7962534
362.0174979
235.5782751
346.6393829
314.6594428
328.79539
290.6757296
346.4563163
345.8453443
368.4707638
332.2152455
341.9108358
366.1603706
342.0787695
310.9460821
383.4606863
210.0636319
341.7866325
318.0133667
359.2688426
387.1548146
332.9524483
370.9952144
316.2618906
300.7340046
363.6404207

TC Ltd.
Variance

SD
2751.665495

52.45631988