Market Price

Return

Date
NMDC
NTPC GAIL
ONGC Nifty
9/1/2014
165.2
139 452.9 407.5 7958.9
8/1/2014
169.55 137.4 443.4
435 7954.35
7/1/2014
170.05 145.05 435.95 395.35 7721.3
6/2/2014
182.5 156.2 463.05 424.85 7611.35
5/1/2014
170 160.5 377.8 378.15 7229.95
4/1/2014
150.2 116.35 370.1 325.1 6696.4
3/3/2014
139.25 119.9 376.05 318.7 6704.2
2/3/2014
127.5 112.4 370.75 291.35 6276.95
1/1/2014
145 126.45 358.3 275.55 6089.5
12/2/2013
141.9
137 342.3 288.9
6304
11/1/2013
132.5 147.25 338.45 299.1 6176.1
10/1/2013
138.8 149.1 353.6 293.7 6299.15
9/2/2013
120.1 147.45 327.8 267.85 5735.3
8/1/2013
119 130.9 295.45 249.15 5471.8
7/1/2013
97.9 130.7 301.2 290.7
5742
6/3/2013
105.45 143.75 313.3 331.1 5842.2
5/1/2013
4/1/2013
3/1/2013
2/1/2013
1/1/2013
12/3/2012
11/1/2012
10/1/2012
9/3/2012
8/1/2012
7/2/2012
6/1/2012
5/1/2012
4/2/2012
3/1/2012
2/1/2012
1/2/2012
12/1/2011
11/1/2011
10/3/2011
9/2/2011
8/1/2011
7/1/2011
6/1/2011
5/2/2011
4/1/2011
3/1/2011
2/1/2011
1/3/2011

NMDC
-0.026
-0.003
-0.068
0.074
0.132
0.079
0.092
-0.121
0.022
0.071
-0.045
0.156
0.009
0.216
-0.072
-0.103

NTPC
0.012
-0.053
-0.071
-0.027
0.379
-0.030
0.067
-0.111
-0.077
-0.070
-0.012
0.011
0.126
0.002
-0.091
-0.068

GAIL
0.021
0.017
-0.059
0.226
0.021
-0.016
0.014
0.035
0.047
0.011
-0.043
0.079
0.109
-0.019
-0.039
0.024

117.6 154.2 306.05 327.9 5985.95

125.75 157.35 351.15 326.7 5930.2
137.1 141.95 318.25 311.4 5682.55
137.05 150.9 332.55 313.45 5693.05
154.45 157.1 342.25 339.7 6034.75

-0.065
-0.083
0.000
-0.113
-0.065

-0.020
0.108
-0.059
-0.039
0.004

-0.128 0.004 0.009

0.103 0.049
-0.043 -0.007
-0.028 -0.077
-0.041 0.268

165.1
162.75
176.5
193.9
190.1
187.3
186.6
166.3
174.6
161
179.9
178.6
160.9
184.95
236.95
227.15
220.5
239.95
254.75
268.4
273
284.5
263.05
263

0.014
-0.078
-0.090
0.020
0.015
0.004
0.122
-0.048
0.084
-0.105
0.007
0.110
-0.130
-0.219
0.043
0.030
-0.081
-0.058
-0.051
-0.017
-0.040
0.082
0.000
-0.056

-0.037
-0.018
-0.016
0.000
0.070
-0.015
0.086
-0.097
-0.002
-0.101
0.051
0.071
-0.009
-0.094
0.069
-0.011
-0.037
-0.058
0.111
-0.077
-0.056
0.137
-0.102
-0.058

0.010
0.013
-0.088
0.078
0.003
0.005
0.096
-0.028
-0.122
0.004
0.004
-0.027
-0.020
-0.074
0.030
-0.011
-0.100
0.045
-0.008
-0.064
0.025
0.088
-0.094
-0.081

156.45
162.4
165.35
168.1
168.05
157
159.45
146.8
162.5
162.75
181.05
172.2
160.85
162.35
179.25
167.65
169.55
176.1
186.9
168.25
182.3
193.1
169.85
189.05

356.75
353.35
348.9
382.75
355.05
353.85
352.1
321.2
330.45
376.25
374.9
373.3
383.65
391.65
422.9
410.55
415.2
461.1
441.2
444.8
475.45
464
426.55
470.95

268
264.95
268.5
280.85
275.9
286.05
284.85
253.2
270.05
268.35
293.2
276.05
256.6
266.75
277.65
266.1
263.7
269.25
274.25
281.05
307.8
291.3
270.35
588.9

5905.1
5879.85
5619.7
5703.3
5258.5
5229
5278.9
4924.25
5248.15
5295.55
5385.2
5199.25
4624.3
4832.05
5326.6
4943.25
5001
5482
5647.4
5473.1
5749.5
5833.75
5333.25
5505.9

ONGC
-0.063
0.100
-0.069
0.123
0.163
0.020
0.094
0.057
-0.046
-0.034
0.018
0.097
0.075
-0.143
-0.122
0.010

0.012
-0.013
-0.044
0.018
-0.035
0.004
0.125
-0.062
0.006
-0.085
0.062
0.076
-0.038
-0.039
0.043
0.009
-0.021
-0.018
-0.024
-0.087
0.057
0.077
-0.541
-0.086

12/1/2010
278.6
11/1/2010
243.95
10/1/2010
277.3
9/1/2010
261.6
8/2/2010
240.5
7/1/2010
260.85
6/1/2010
265.55
5/3/2010
281.05
4/1/2010
299.35
3/2/2010
294.4
2/1/2010
433.5
1/1/2010
555
12/1/2009
424
11/2/2009
408.05
10/1/2009
301.4
9/1/2009
359
8/3/2009
378
7/1/2009
357.5
6/1/2009
357
5/1/2009
448.8
4/1/2009
197.8
3/2/2009
155.1
2/2/2009
150
1/1/2009
165.55
12/1/2008
166.9
11/3/2008
126.85
10/1/2008
142
9/1/2008
216
8/1/2008
304
7/1/2008
329.7
6/2/2008
272.65
5/2/2008
412
4/1/2008
1413.8
3/3/2008 10351.05

200.65
184
195.3
216.95
195.95
198.75
199.6
202.3
207.55
207.25
203.05
227.45
236.55
210
211.5
214.2
212.05
216.5
194.95
215.25
190.05
179.95
185.9
189.75
180.95
158
141.7
172.4
174.7
170.1
152.5
171.6
196.9
195.55

512.65
491.5
491.55
477.55
462.05
438.5
467.3
453.65
429.1
410.6
398.8
425.05
414.3
419
344.75
358
335
332.4
290
300.5
256.7
243
206.05
195
207.05
197.2
215.6
409
394
371.1
328
400
437.1
426.95

644.1
622.65
652.03
702.05
668.8
620.35
660.4
583.85
527.4
549.35
558.8
599
591
599
566.97
583.53
594.5
585
532.62
591.47
434
389.1
345
328
334
343.52
342
517.4
511.88
496
402
430.8
515.65
493

6134.5
5862.7
6017.7
6029.95
5402.4
5367.6
5312.5
5086.3
5278
5249.1
4922.3
4882.05
5201.05
5032.7
4711.7
5083.95
4662.1
4636.45
4291.1
4448.95
3473.95
3020.95
2763.65
2874.8
2959.15
2755.1
2885.6
3921.2
4360
4332.95
4040.55
4870.1
5165.9
4734.5

0.142
-0.120
0.060
0.088
-0.078
-0.018
-0.055
-0.061
0.017
-0.321
-0.219
0.309
0.039
0.354
-0.160
-0.050
0.057
0.001
-0.205
1.269
0.275
0.034
-0.094
-0.008
0.316
-0.107
-0.343
-0.289
-0.078
0.209
-0.338
-0.709
-0.863

0.090
-0.058
-0.100
0.107
-0.014
-0.004
-0.013
-0.025
0.001
0.021
-0.107
-0.038
0.126
-0.007
-0.013
0.010
-0.021
0.111
-0.094
0.133
0.056
-0.032
-0.020
0.049
0.145
0.115
-0.178
-0.013
0.027
0.115
-0.111
-0.128
0.007

0.043
0.000
0.029
0.034
0.054
-0.062
0.030
0.057
0.045
0.030
-0.062
0.026
-0.011
0.215
-0.037
0.069
0.008
0.146
-0.035
0.171
0.056
0.179
0.057
-0.058
0.050
-0.085
-0.473
0.038
0.062
0.131
-0.180
-0.085
0.024

0.034
-0.045
-0.071
0.050
0.078
-0.061
0.131
0.107
-0.040
-0.017
-0.067
0.014
-0.013
0.056
-0.028
-0.018
0.016
0.098
-0.099
0.363
0.115
0.128
0.052
-0.018
-0.028
0.004
-0.339
0.011
0.032
0.234
-0.067
-0.165
0.046

Return

0.004
0.046
-0.015
0.085
0.006
-0.009
0.072
-0.062
-0.009
-0.017
0.036
0.124
-0.043
-0.093
0.078
-0.012
-0.088
-0.029
0.032
-0.048
-0.014
0.094
-0.031
-0.102

NMDC
NMDC
NTPC
GAIL
ONGC

COVARIANCE
NTPC GAIL
ONGC
Nifty
0.0082 0.0093
0.0115
0.0092
0.0033
0.0052
0.0037
0.0066
0.0048
0.0053

COEFFICIENT OF CORRELATION
NMDC
NTPC GAIL
ONGC
Nifty
0.003
0.004
0.006
0.008
0.004
0.007
0.009
0.008
0.010
0.0092

NMDC
NTPC
GAIL
ONGC

Risk of portfolio (Weight)

N
o

0.009
0.044
-0.002
-0.057
0.022

Var
SD

NMDC

S.

Nifty
0.001
0.030
0.014
0.053
0.080
-0.001
0.068
0.031
-0.034
0.021
-0.020
0.098
0.048
-0.047
-0.017
-0.024

NMDC
NTPC GAIL
ONGC
Nifty
0.661 0.087
0.103
0.159
0.065
0.087 0.032
0.034
0.043
0.074

1
2
3

NMDC
NTPC
GAIL
ONGC

CAGR

0.1
0.20
0.20

NTPC GAIL
ONGC
VARIANCE RISK
0.2
0.35
0.35
0.04641
21.54%
0.25
0.25
0.30
0.05649
23.77%
0.20
0.30
0.30
0.05756
23.99%

CAPITAL ASSET PRICING MODEL

RFR
BETA MRR
RETURN
0.0716 0.125 7.70%
7.23%
0.0716 0.051 7.70%
7.19%
0.0716 0.065 7.70%
7.20%
0.0716 0.072 7.70%
7.20%
4734.5

7.70%

-7958.9

RETURN OF PORTFOLIO
S.No

NMDC NTPC GAIL

ONGC
RETURN
1
0.007 0.014
0.027
0.025
7.38%
2
0.014 0.018
0.019
0.022
7.33%
3
0.014 0.014
0.023
0.022
7.35%

0.046
-0.026
-0.002
0.116
0.006
0.010
0.044
-0.036
0.006
0.066
0.008
-0.061
0.033
0.068
-0.073
0.090
0.006
0.080
-0.035
0.281
0.150
0.093
-0.039
-0.029
0.074
-0.045
-0.264
-0.101
0.006
0.072
-0.170
-0.057
0.091

Portfolio ret-$RFR/Risk

ANCE RISK

SHARPE RATIO
1
1.00%
2
0.71%
3
0.81%