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Date Open High Low Close

11/1/2010 295.45 320.7 292 298.45


10/1/2010 306.2 313.6 290.05 294.1
9/1/2010 266 319.65 263.7 308
8/2/2010 251.65 275 251.1 264.4
7/1/2010 266.5 273.5 249.9 251.1
6/1/2010 235.8 273.45 232.4 266.9
5/3/2010 238 243 225.25 236.75
4/1/2010 240 243.2 220.7 239
3/2/2010 237 244.35 218.1 238.7
2/1/2010 244 248 225.15 235.75
1/4/2010 265.95 268.25 241.6 244.1
12/1/2009 285.2 286.25 260.25 264.75
11/3/2009 279 288.45 262.6 285.25
10/1/2009 262 295.5 260.25 282.95
9/1/2009 260.85 277.5 253.5 262.85
8/3/2009 287 296.05 247.5 259.85
7/1/2009 269 306 260 291.2
6/1/2009 233 270.8 230.5 267.1
5/4/2009 237 243 215 231.1
4/1/2009 237.65 245.45 219.25 234.55
3/2/2009 249.8 252 210.7 238.2
2/2/2009 260 271 245.75 253.8
1/1/2009 251.2 267 239.1 261.2
12/1/2008 236.6 267 228.5 250.25
11/3/2008 225 253.6 223.6 236.2
10/1/2008 252.25 259.8 185 221.95
9/1/2008 244 265 228 251.55
8/1/2008 238 251.2 230.75 245.4
7/1/2008 205 241 191 239.7
6/2/2008 237.5 239.25 199 206.1
5/2/2008 252.7 254.25 225.5 237.15
4/1/2008 232 256 229.5 249.5
3/3/2008 226 247.55 215 228.7
2/1/2008 209.4 229 190 227.35
1/1/2008 214.2 244.1 170 206.5
12/3/2007 208 222 200.25 213.9
11/1/2007 209 212.1 187.35 207.15
10/1/2007 222.9 227.05 200 207.6
9/3/2007 210 230.4 206.25 219.35
8/1/2007 206 210.35 190.5 208.6
7/2/2007 189.8 211.7 188.1 206.35
6/1/2007 203.5 203.5 185.35 188.85
5/1/2007 199.4 205.5 184 203.5
4/2/2007 203 216 193.7 199.4
3/1/2007 176 207.15 166 205.25
2/1/2007 211.3 215.95 175 176.15
1/1/2007 216.55 226 207.1 208.2
12/1/2006 237.1 243 215.55 216.55
11/1/2006 237.95 255 230 235.85
10/2/2006 256.2 258 222.15 233.6
9/1/2006 235 262.5 225.05 256.2
8/1/2006 233.75 250 215.1 234.6
7/3/2006 230 249.9 216.5 232.25
6/1/2006 236 245.4 179.9 229.1
5/1/2006 290.65 295.85 216 233.7
4/3/2006 272.85 295.45 263.1 290.65
3/1/2006 243.95 278.4 235 272.3
2/1/2006 195 252 188.25 241.95
1/2/2006 197 200.9 181.25 194.8
12/1/2005 182 200.65 180.7 197.25
11/1/2005 163.7 193 161.95 181.95
10/3/2005 182 187.7 156.5 161.4
9/1/2005 166.75 186 164 181.15
8/1/2005 168.9 175.5 159.5 165.65
7/1/2005 164.75 170 152.2 166.95
6/1/2005 145.95 168.4 141 163.6
5/2/2005 137.8 145.25 127.5 143.15
4/1/2005 132.5 145 126.3 137.7
AVERAGE 243.75 211.34

RANGE 32.41

x y xy x^2 Y^2
2.06 2.52 -7.77 4.22 6.38
-3.08 -4.51 -44.6 9.47 20.37
9.88 16.49 79.25 97.63 271.99
4.81 5.29 -0.06 23.09 28.04
-0.01 -4.67 -39.13 0 21.82
8.38 12.74 45.5 70.17 162.28
3.57 -0.94 -1.55 12.76 0.89
1.65 0.12 0.79 2.71 0.02
6.35 1.25 -2.91 40.34 1.56
-2.32 -3.42 8.1 5.4 11.68
-2.37 -7.8 21.88 5.62 60.89
-2.8 -7.18 -16.15 7.87 51.62
2.25 1.91 17.28 5.05 3.64
9.05 7.65 6.68 81.93 58.46
0.87 1.15 -7.79 0.76 1.33
-6.74 -10.76 -226.19 45.47 115.87
21.01 9.02 71.43 441.55 81.35
7.92 17.39 1.36 62.72 302.3
0.08 -1.47 -4.24 0.01 2.16
2.89 -1.54 0.53 8.33 2.36
-0.34 -6.15 -3.2 0.12 37.77
0.52 -2.83 -6.46 0.27 8.02
2.28 4.38 11.48 5.2 19.15
2.62 5.95 45.21 6.88 35.39
7.6 6.42 -107.18 57.75 41.17
-16.7 -11.77 29.12 279.02 138.43
-2.48 2.51 8.95 6.13 6.28
3.57 3.93 11.11 12.76 15.41
2.83 16.3 -233.28 8 265.72
-14.31 -13.09 17.88 204.8 171.39
-1.37 -4.95 -37.04 1.87 24.52
7.48 9.1 6.27 55.96 82.75
0.69 1.95 9.61 0.48 3.78
4.94 10.1 -66.43 24.4 102.02
-6.58 -3.46 -26.53 43.26 11.99
7.66 3.26 4.32 58.71 10.61
1.33 1.34 -2.16 1.76 1.81
-1.61 -5.36 -50.86 2.59 28.69
9.49 5.15 0.2 90.15 26.56
0.04 2.63 20.64 0 6.89
7.86 9.27 -37.92 61.82 85.9
-4.09 -7.2 -42.71 16.74 51.82
5.93 2.06 7.27 35.2 4.23
3.53 -1.42 3.72 12.49 2.02
-2.62 16.52 -104.26 6.86 272.81
-6.31 -15.39 22.25 39.85 236.93
-1.45 -3.86 16.11 2.09 14.86
-4.18 -8.19 12.08 17.46 67.03
-1.48 0.96 -0.79 2.18 0.93
-0.82 -8.82 -15.69 0.68 77.82
1.78 9.21 72.98 3.16 84.82
7.92 2.41 -8.55 62.79 5.81
-3.55 1.38 4.39 12.6 1.9
3.19 -1.97 34.44 10.17 3.87
-17.5 -19.6 -69.99 306.27 383.97
3.57 7.68 94.28 12.76 58.95
12.28 12.54 164.59 150.79 157.31
13.12 24.21 137.6 172.2 586.06
5.68 -1.24 -7.94 32.31 1.55
6.39 8.41 97.65 40.82 70.66
11.62 12.73 -130.24 134.96 162.06
-10.23 -10.9 -136.87 104.68 118.85
12.55 9.36 39.15 157.63 87.59
4.18 -0.78 -2.15 17.5 0.6
2.76 2.04 13.49 7.64 4.18
6.6 14.29 90 43.55 204.18
6.3 3.96 530.9 39.67 15.66
134.16 116.28 317.85 3290.04 5005.72

(Sumx)^2 17997.8
(sumy)^2 13521.8

Cor(xy) 0.78
Cov(xy) 44.32

r^2=Systematic risk 0.61 60.74


(1-r^2)=Unsystematic risk 0.39 39.26

Covariance(x) 45.78

Beta(y) 0.97
Volume Adj Close %AGE RETURN d
266500 298.45 2.52 0.79
272400 291.1 -4.51 -6.25
429700 304.86 16.49 14.76
209400 261.7 5.29 3.56
176300 248.54 -4.67 -6.41
348500 260.72 12.74 11
202100 231.26 -0.94 -2.68
347900 233.46 0.12 -1.61
399700 233.17 1.25 -0.48
358100 230.29 -3.42 -5.15
528700 238.44 -7.8 -9.54
265600 258.62 -7.18 -8.92
291900 278.64 1.91 0.17
299600 273.42 7.65 5.91
344600 254 1.15 -0.58
505500 251.1 -10.76 -12.5
808600 281.39 9.02 7.28
320300 258.11 17.39 15.65
639400 219.88 -1.47 -3.21
645600 223.16 -1.54 -3.27
607000 226.64 -6.15 -7.88
347400 241.48 -2.83 -4.57
374200 248.52 4.38 2.64
534500 238.1 5.95 4.21
731800 224.73 6.42 4.68
1000900 211.18 -11.77 -13.5
538100 239.34 2.51 0.77
489100 233.49 3.93 2.19
590800 224.67 16.3 14.57
335500 193.18 -13.09 -14.83
450000 222.28 -4.95 -6.69
389500 233.86 9.1 7.36
799400 214.36 1.95 0.21
502800 210.27 10.1 8.36
426200 190.98 -3.46 -5.2
301600 197.83 3.26 1.52
380900 191.59 1.34 -0.39
1313300 189.05 -5.36 -7.09
690800 199.75 5.15 3.42
464300 189.96 2.63 0.89
788200 185.1 9.27 7.53
539400 169.4 -7.2 -8.93
509000 182.54 2.06 0.32
613700 178.86 -1.42 -3.16
910200 181.44 16.52 14.78
1172200 155.72 -15.39 -17.13
788100 184.05 -3.86 -5.59
643400 191.43 -8.19 -9.92
1009200 208.5 0.96 -0.77
938500 206.51 -8.82 -10.56
577000 226.49 9.21 7.47
912900 207.39 2.41 0.67
1072300 202.51 1.38 -0.36
1383200 199.76 -1.97 -3.7
794400 203.77 -19.6 -21.33
1205200 253.43 7.68 5.94
1378700 235.36 12.54 10.81
2047400 209.13 24.21 22.47
474500 168.37 -1.24 -2.98
771200 170.49 8.41 6.67
767000 157.27 12.73 10.99
902600 139.51 -10.9 -12.64
825500 156.58 9.36 7.62
1742400 143.18 -0.78 -2.51
708400 144.3 2.04 0.31
865800 141.41 14.29 12.55
586000 123.73 3.96 2.22
491400 119.02 NIL #VALUE!
213.19 116.28
Average Return 1.74

Variance v=1/n-1*(d^2) 71.7


Total no. sample in
consideration 67

Standard Deviation S.D.=(v)^1/2 8.47

y
30

20
Market return

10

0
y

-10
20

Market return
10

0
y

-10

-20

-30
-20 -15 -10 -5 0 5 10 15 20 25

from graph
alpha=
beta=
TOTAL
d^2
0.62
39.05
217.76
12.67
41.05
121.07
7.17
2.6
0.24
26.56
90.98
79.57
0.03
34.93
0.34
156.25
53.05
244.96
10.27
10.7
62.11
20.87
6.97
17.76
21.91
182.28
0.59
4.8
212.15
219.84
44.72
54.19
0.04
69.97
27.02
2.31
0.15
50.3
11.68
0.79
56.74
79.82
0.1
9.97
218.49
293.37
31.26
98.46
0.6
111.45
55.86
0.45
0.13
13.72
455
35.31
116.79
505.04
8.87
44.49
120.88
159.7
58.11
6.31
0.09
157.59
4.94

4803.9

y
y

10 15 20 25
Date Open High Low
11/1/2010 100.1 103.7 92.1
10/1/2010 109 111.4 98.4
9/1/2010 211 216.9 103.05
8/2/2010 199.9 213.4 195.05
7/1/2010 210.9 218.6 193
6/1/2010 186 211.2 176.8
5/3/2010 181 190.85 175.35
4/1/2010 159.3 185.75 157.65
3/2/2010 171 175 157.55
2/11/2010 175.55 175.95 164.25
1/4/2010 160 169 158.1
12/1/2009 157 172 157
11/3/2009 152.85 169.75 146.75
10/1/2009 142.85 158.8 135
9/1/2009 125.8 147.4 125.25
8/3/2009 138 141.95 107.9
7/1/2009 128 139.45 122.55
6/1/2009 112.5 127.5 105.1
5/4/2009 105 123 103.1
4/1/2009 97.1 108.8 93
3/2/2009 90 100 86.5
2/2/2009 86.3 95.45 85.55
1/1/2009 85 94.25 83.25
12/1/2008 82.95 85.5 75
11/3/2008 82 91 73.6
10/1/2008 91.85 91.85 60.15
9/1/2008 91.45 98.5 84.05
8/1/2008 89.5 96.5 85.25
7/1/2008 82.45 99.4 74.25
6/2/2008 97.9 106.3 77.5
5/2/2008 107 110.95 91.65
4/1/2008 108 115.5 102.25
3/3/2008 98 112.25 93.5
2/1/2008 94 105 92.25
1/1/2008 115 126.75 74
12/3/2007 112.4 124 109.6
11/1/2007 107.05 133.5 101.1
10/1/2007 93.75 117 83.7
9/3/2007 100.5 110 99.4
8/1/2007 104.9 106.85 93.1
7/2/2007 103 106.05 99.5
6/4/2007 100.4 106.4 97
5/3/2007 96 100.5 83.6
4/2/2007 94 101.9 83.9
3/1/2007 99 99 82
2/1/2007 99.1 107.7 92
1/2/2007 147.5 178 98.1
12/1/2006 150 160.15 137.65
11/1/2006 154.75 156.95 137.25
10/3/2006 136.8 156 131.65
9/1/2006 136.95 146.4 131.65
8/1/2006 132.1 144 130.9
7/3/2006 143.8 151.5 126.5
6/1/2006 138.5 146.4 110.1
5/1/2006 139.25 173.8 107.1
4/3/2006 124.9 144.5 117
3/1/2006 110.95 125.9 109.85
2/1/2006 119 120.1 101.65
1/2/2006 211 239.8 105.65
12/1/2005 174.8 212.1 170.5
11/1/2005 167.15 185 162.3
10/3/2005 169.4 189.4 158
9/1/2005 153.5 169.5 149.25
8/1/2005 147.85 160 138.1
7/1/2005 131.35 162 130.5
6/1/2005 130.5 139.8 120
5/2/2005 116.3 131 116.3
4/1/2005 112.4 120.95 109
AVERAGE 139.94 115.14

RANGE 24.8

x y xy x^2
2.06 -2.63 -5.4 4.22
-3.08 -7.14 21.96 9.47
9.88 -48.81 -482.25 97.63
4.81 7.4 35.56 23.09
-0.01 -6.45 0.07 0
8.38 13.41 112.35 70.17
3.57 3.85 13.76 12.76
1.65 12.75 21.01 2.71
6.35 -6.17 -39.21 40.34
-2.32 6.65 -15.45 5.4
-2.37 0.15 -0.37 5.62
-2.8 0.1 -0.27 7.87
2.25 3.9 8.77 5.05
9.05 8.62 78 81.93
0.87 12.8 11.18 0.76
-6.74 -9.42 63.52 45.47
21.01 8.24 173.11 441.55
7.92 16.89 133.74 62.72
0.08 7.34 0.57 0.01
2.89 3 8.64 8.33
-0.34 10.5 -3.61 0.12
0.52 21.88 11.38 0.27
2.28 -10.71 -24.41 5.2
2.62 2.44 6.4 6.88
7.6 4.72 35.87 57.75
-16.7 -13.58 226.82 279.02
-2.48 -0.65 1.62 6.13
3.57 0.66 2.35 12.76
2.83 13.39 37.89 8
-14.31 -17.09 244.58 204.8
-1.37 -8.18 11.17 1.87
7.48 -4.72 -35.34 55.96
0.69 10.77 7.43 0.48
4.94 7.75 38.27 24.4
-6.58 -18.53 121.87 43.26
7.66 3.3 25.31 58.71
1.33 3.91 5.19 1.76
-1.61 1.3 -2.08 2.59
9.49 4.86 46.12 90.15
0.04 -3.67 -0.14 0
7.86 1.75 13.72 61.82
-4.09 2.96 -12.1 16.74
5.93 4.93 29.26 35.2
3.53 0.21 0.75 12.49
-2.62 -1.92 5.03 6.86
-6.31 -1.21 7.66 39.85
-1.45 -32.68 47.24 2.09
-4.18 -0.84 3.51 17.46
-1.48 -2.43 3.59 2.18
-0.82 11.73 -9.64 0.68
1.78 0.25 0.45 3.16
7.92 3.49 27.67 62.79
-3.55 -7.34 26.07 12.6
3.19 0.18 0.58 10.17
-17.5 2.8 -49.04 306.27
3.57 12.3 43.92 12.76
12.28 12.32 151.23 150.79
13.12 -6.64 -87.08 172.2
5.68 -43.93 -249.69 32.31
6.39 21.41 136.8 40.82
11.62 3.92 45.55 134.96
-10.23 3.35 -34.31 104.68
12.55 6.32 79.3 157.63
4.18 5.57 23.32 17.5
2.76 10.7 29.57 7.64
6.6 3.3 21.8 43.55
6.3 10.66 67.16 39.67
134.16 53.98 1218.33 3290.04

(Sumx)^2 17997.8
(sumy)^2 2913.33

Cor(xy) 0.2
Cov(xy) 16.57

r^2=Systematic risk 0.04 4.02


(1-r^2)=Unsystematic risk 0.96 95.98

Covariance(x) 45.78

Beta(y) 0.36
Close Volume Adj Close %AGE RETURN d
96.4 1991300 96.4 -2.63 -3.43
99.5 1522500 99 -7.14 -7.94
107.15 1712000 106.61 -48.81 -49.61
209.3 950000 208.25 7.4 6.6
197.35 1388700 193.9 -6.45 -7.25
210.95 553500 207.26 13.41 12.61
186 485800 182.75 3.85 3.05
179.1 581200 175.97 12.75 11.95
158.85 449000 156.07 -6.17 -6.98
169.3 574900 166.34 6.65 5.84
158.75 524800 155.97 0.15 -0.65
158.5 445800 155.73 0.1 -0.71
158.35 924500 155.58 3.9 3.09
152.4 642700 149.74 8.62 7.81
141 828800 137.86 12.8 11.99
125 625000 122.22 -9.42 -10.23
138 673700 134.93 8.24 7.43
127.5 1117900 124.66 16.89 16.08
110.55 1029900 106.65 7.34 6.53
103 798100 99.36 3 2.19
100 397900 96.47 10.5 9.7
90.5 417000 87.3 21.88 21.07
75 581700 71.63 -10.71 -11.51
84 645500 80.22 2.44 1.63
82 789500 78.31 4.72 3.91
78.3 595100 74.78 -13.58 -14.38
90.6 743200 86.53 -0.65 -1.46
91.2 568100 87.1 0.66 -0.15
90.6 469400 86.53 13.39 12.59
79.9 590900 76.31 -17.09 -17.9
97.1 908600 92.04 -8.18 -8.99
105.75 597100 100.24 -4.72 -5.53
111 718600 105.21 10.77 9.97
100.2 708200 94.98 7.75 6.94
93 1335100 88.15 -18.53 -19.34
114.15 1165900 108.2 3.3 2.5
110.5 1172900 104.74 3.91 3.1
106.35 2640000 100.8 1.3 0.49
105.7 980500 99.51 4.86 4.05
100.8 605200 94.9 -3.67 -4.48
104.65 962000 98.52 1.75 0.94
102.85 669800 96.83 2.96 2.15
99.9 1239900 94.05 4.93 4.13
95.2 933600 89.63 0.21 -0.59
95 1004800 89.44 -1.92 -2.72
97.7 954600 91.19 -1.21 -2.02
98.9 1266100 92.31 -32.68 -33.49
146.9 560100 137.12 -0.84 -1.64
148.15 1061300 138.28 -2.43 -3.24
152.85 1144500 141.73 11.73 10.92
136.8 700700 126.85 0.25 -0.55
136.45 672900 126.53 3.49 2.69
131.85 1093900 122.26 -7.34 -8.15
142.3 1566700 131.95 0.18 -0.62
143.15 1671800 131.71 2.8 2
139.25 906800 128.12 12.3 11.49
124 1314100 114.09 12.32 11.51
110.4 1090300 101.58 -6.64 -7.44
118.25 1051600 108.8 -43.93 -44.73
210.9 778600 194.04 21.41 20.61
173.7 537500 159.82 3.92 3.12
167.15 916700 153.79 3.35 2.55
163.2 338800 148.8 6.32 5.51
153.5 437300 139.96 5.57 4.77
145.4 679000 132.57 10.7 9.89
131.35 330400 119.76 3.3 2.5
128.65 240700 115.93 10.66 9.86
116.25 308400 104.76 -12.91
120.29 53.98
Average Return 0.81

Variance v=1/n-1*(d^2) 151.52


Total no. sample in
consideration 67

Standard Deviation S.D.=(v)^1/2 12.31

Y^2
6.9
50.95
2382.1
54.77
y
41.55 30
179.88 20
14.85 10
162.58 0
-10
-20
-30
30
20
10
0
38.12
-10
44.21
-20
0.02
0.01 -30
15.21 -40
74.26 -50
163.75 -60
88.73 -20 -15 -10 -5 0 5 10 15
67.87 Dabur return
285.17
53.83
8.97
110.33
478.57 from graph
114.66 alpha=
5.95 beta=
22.28
184.39
0.43
0.43
179.37
292.08
66.92
22.32
116.01
60.03
343.38
10.91
15.28
1.68
23.6
13.5
3.05
8.74
24.32
0.05
3.68
1.47
1067.94
0.7
5.93
137.6
0.06
12.2
53.93
0.03
7.85
151.22
151.67
44.04
1929.76
458.46
15.37
11.25
39.89
31.07
114.41
10.91
113.69
10195.16 Total
d^2
11.78
63.1
2461.38
43.5
52.59
158.92
9.29
142.69
48.72
34.14
0.42
0.5
9.58
61.02
143.78
104.56
55.25
258.61
42.66
4.8
94.06
443.97
132.56
2.67
15.33
206.92
2.13
0.02
158.44
320.27
80.75
30.58
99.3
48.2
373.88
6.24
9.63
0.24
16.42
20.07
0.88
4.62
17.02
0.35
7.42
4.08
1121.25
2.7
10.5
119.35
0.31
7.22
66.41
0.39
3.99
132.06
132.48
55.38
2001.19
424.61
9.71
6.49
30.37
22.74
97.83
6.24
97.16

10151.68

y
y

10 15 20 25
Date Open High
11/1/2010 172.3 178.9
10/1/2010 178.95 184.7
9/1/2010 163.7 181.5
8/2/2010 310 313.3
7/1/2010 305 311.7
6/1/2010 283.15 307.8
5/3/2010 265.05 285.9
4/1/2010 264.55 272.6
3/2/2010 233.25 272.7
2/1/2010 250.25 254.65
1/4/2010 251 259.6
12/1/2009 259 260.4
11/3/2009 255 271.3
10/1/2009 233 267.9
9/1/2009 233.9 237.9
8/3/2009 251.1 252
7/1/2009 191.5 252.25
6/1/2009 187 209.7
5/4/2009 190.1 209
4/1/2009 185.1 194.8
3/2/2009 183.5 189
2/2/2009 179 188.7
1/1/2009 172.5 180.2
12/1/2008 173.9 184.3
11/3/2008 160 178
10/1/2008 188.2 198.7
9/1/2008 188.25 200.05
8/1/2008 185.5 198.3
7/1/2008 186.7 197
6/2/2008 217 224.5
5/2/2008 224 232.4
4/1/2008 207.25 220.6
3/3/2008 198.4 210.9
2/1/2008 199.7 212.2
1/1/2008 212 239.4
12/3/2007 190 212.05
11/1/2007 180.1 211.85
10/1/2007 189.7 192.1
9/3/2007 170.9 194.9
8/1/2007 154.8 174.9
7/2/2007 154.7 180
6/1/2007 163.6 165.5
5/1/2007 160 172
4/2/2007 148 164
3/1/2007 173 175
2/1/2007 175 179.9
1/1/2007 175.95 180.6
12/1/2006 185.5 192
11/1/2006 189.85 193
10/2/2006 187.65 196.45
9/1/2006 191.5 192.95
8/1/2006 168 192
7/3/2006 183 188
6/1/2006 167 183.9
5/1/2006 201.15 212.7
4/3/2006 195.6 207.9
3/1/2006 172.5 200
2/1/2006 154.8 175.75
1/2/2006 142.5 158.4
12/1/2005 135 146.1
11/1/2005 123.6 140
10/3/2005 137.95 138
9/1/2005 174.8 196.1
8/1/2005 168.48 175.3
7/1/2005 160.9 179.4
6/1/2005 159.9 166.6
5/2/2005 144 161.5
4/1/2005 133.98 147
AVERAGE 205.57

RANGE 29.36

x y xy
2.06 0.58 1.2
-3.08 -3.88 11.92
9.88 9.47 93.55
4.81 -47.32 -227.39
-0.01 1.31 -0.02
8.38 9.71 81.37
3.57 6.83 24.38
1.65 0.72 1.19
6.35 13.4 85.12
-2.32 -7.27 16.9
-2.37 -0.24 0.57
-2.8 -2.7 7.56
2.25 1.04 2.33
9.05 10.03 90.75
0.87 0.3 0.27
-6.74 -7.54 50.83
21.01 33.64 706.92
7.92 3.7 29.31
0.08 -2.88 -0.23
2.89 2.33 6.72
-0.34 1.01 -0.35
0.52 1.81 0.94
2.28 4.81 10.97
2.62 -1.18 -3.09
7.6 12.74 96.78
-16.7 -18.14 303.03
-2.48 -0.32 0.79
3.57 0.43 1.52
2.83 2.67 7.56
-14.31 -14.08 201.5
-1.37 -0.98 1.34
7.48 6.52 48.76
0.69 2.08 1.43
4.94 3.56 17.58
-6.58 -7.18 47.24
7.66 11.51 88.17
1.33 5.28 7
-1.61 -5.56 8.95
9.49 11.23 106.65
0.04 -0.09 0
7.86 10.34 81.3
-4.09 -5.44 22.26
5.93 2.25 13.33
3.53 6.38 22.55
-2.62 -12.48 32.69
-6.31 -1.06 6.71
-1.45 -1.28 1.85
-4.18 -4.69 19.59
-1.48 -2.77 4.08
-0.82 1.18 -0.97
1.78 -1.89 -3.35
7.92 14.18 112.35
-3.55 -8.09 28.72
3.19 10.39 33.13
-17.5 -17.92 313.69
3.57 3.18 11.37
12.28 12.95 159.02
13.12 11.46 150.39
5.68 9.05 51.42
6.39 5.58 35.62
11.62 11.81 137.16
-10.23 -12.03 123.09
12.55 -21.03 -264.08
4.18 3.04 12.7
2.76 1.9 5.26
6.6 3.11 20.53
6.3 11.3 71.17
134.16 66.75 3131.63

(Sumx)^2 17997.8
(sumy)^2 4456.07

Cor(xy) 0.63
Cov(xy) 44.75

r^2=Systematic risk 0.4 39.64


(1-r^2)=Unsystematic risk 0.6 60.36

Covariance(x) 45.78

Beta(y) 0.98
Low Close Volume Adj Close
168.25 172.15 472100 172.15
165.5 171.15 888000 171.15
161.25 178.05 873600 178.05
151.5 162.65 608000 162.65
289.9 308.75 369900 308.75
276.1 304.75 509600 304.75
253.85 283.15 527500 277.77
260.6 265.05 271500 260.02
232 263.15 583300 258.15
229 232.05 558600 227.64
241.5 250.25 539700 245.5
232 250.85 382300 246.09
244 257.8 514900 252.91
230 255.15 631400 250.31
223 231.9 586700 227.5
218 231.2 567900 226.81
187.2 250.05 1194000 245.3
180.25 190.45 1349300 183.55
179.35 183.65 884600 177
177.6 189.1 714500 182.25
155.75 184.8 746700 178.1
174.65 182.95 531600 176.32
162.05 179.7 535900 173.19
162 171.45 872900 165.24
154.7 173.5 855800 167.21
132.05 153.9 1389800 148.32
178.1 188 1071000 181.19
179.85 188.6 532600 181.77
157.5 187.8 1218200 181
181.9 187 916000 176.29
201.65 217.65 937700 205.18
199.2 219.8 939500 207.21
180.6 206.35 1125600 194.53
181.05 202.15 1266700 190.57
170.25 195.2 2131500 184.02
184.3 210.3 1147100 198.26
165 188.6 1095500 177.8
170.1 179.15 1274900 168.89
170 189.7 1092200 178.84
151.7 170.55 1349800 160.78
151.75 170.7 1714200 160.92
150 154.7 855100 145.84
158.2 163.6 930100 154.23
146.15 160 1226800 150.84
140.15 150.4 2130100 141.79
157 171.85 1073000 162.01
160.3 173.7 1046900 163.75
167 175.95 793100 165.87
174 184.6 1044900 174.03
181.9 189.85 875200 178.98
176.1 187.65 1114700 176.9
165.3 191.25 1147000 180.3
161.3 167.5 1520100 157.91
140.4 182.25 2405000 171.81
152.1 165.1 2035600 155.64
181 201.15 1539400 189.63
169.2 194.95 1770600 183.78
150.6 172.6 1922800 162.71
139.9 154.85 1687300 145.98
132.55 142 1879300 133.87
120.05 134.5 1877800 126.8
114.6 120.3 3052000 113.41
129.3 136.75 2291400 128.92
165.5 173.18 716000 163.26
160.9 168.08 1104400 158.45
152.1 164.94 1152800 155.49
139.2 159.96 1398500 150.8
132.21 143.73 878100 135.49
176.21
Average Return

Variance
Total no. sample in
consideration

Standard Deviation

x^2 Y^2
4.22 0.34
9.47 15.02
97.63 89.65 y
23.09 2239.17
40
0 1.72
30
70.17 94.34
20
12.76 46.6
2.71 0.52 10
0
-10
-20
-30
30
20
10

40.34 179.63 0
5.4 52.92 -10
5.62 0.06 -20
7.87 7.27 -30
5.05 1.08 -40
81.93 100.53 -50
0.76 0.09 -60
45.47 56.82 -20 -15 -10 -5 0
441.55 1131.79
62.72 13.69
0.01 8.3
8.33 5.43
0.12 1.02
0.27 3.27 from graph
5.2 23.15 alpha=
6.88 1.39 beta=
57.75 162.21
279.02 329.1
6.13 0.1
12.76 0.18
8 7.14
204.8 198.26
1.87 0.96
55.96 42.49
0.48 4.32
24.4 12.67
43.26 51.59
58.71 132.42
1.76 27.83
2.59 30.95
90.15 126.17
0 0.01
61.82 106.92
16.74 29.59
35.2 5.05
12.49 40.74
6.86 155.77
39.85 1.13
2.09 1.63
17.46 21.99
2.18 7.65
0.68 1.38
3.16 3.56
62.79 201.04
12.6 65.45
10.17 107.94
306.27 321.28
12.76 10.13
150.79 167.69
172.2 131.34
32.31 81.83
40.82 31.09
134.96 139.4
104.68 144.74
157.63 442.43
17.5 9.22
7.64 3.62
43.55 9.67
39.67 127.68
3290.04 7570.16 Total
%AGE RETURN d d^2
0.58 -0.41 0.17
-3.88 -4.87 23.73
9.47 8.47 71.77
-47.32 -48.32 2334.45
1.31 0.32 0.1
9.71 8.72 75.98
6.83 5.83 33.99
0.72 -0.27 0.07
13.4 12.41 153.92
-7.27 -8.27 68.41
-0.24 -1.24 1.53
-2.7 -3.69 13.64
1.04 0.04 0
10.03 9.03 81.54
0.3 -0.69 0.48
-7.54 -8.53 72.83
33.64 32.65 1065.74
3.7 2.7 7.31
-2.88 -3.88 15.03
2.33 1.33 1.78
1.01 0.01 0
1.81 0.81 0.66
4.81 3.81 14.55
-1.18 -2.17 4.73
12.74 11.74 137.82
-18.14 -19.14 366.24
-0.32 -1.32 1.73
0.43 -0.57 0.33
2.67 1.68 2.81
-14.08 -15.08 227.31
-0.98 -1.98 3.9
6.52 5.52 30.49
2.08 1.08 1.17
3.56 2.56 6.57
-7.18 -8.18 66.89
11.51 10.51 110.48
5.28 4.28 18.31
-5.56 -6.56 43.03
11.23 10.24 104.78
-0.09 -1.08 1.17
10.34 9.34 87.31
-5.44 -6.44 41.43
2.25 1.25 1.57
6.38 5.39 29.01
-12.48 -13.48 181.63
-1.06 -2.06 4.24
-1.28 -2.27 5.17
-4.69 -5.69 32.32
-2.77 -3.76 14.15
1.18 0.18 0.03
-1.89 -2.88 8.31
14.18 13.18 173.78
-8.09 -9.09 82.57
10.39 9.39 88.23
-17.92 -18.92 357.99
3.18 2.19 4.78
12.95 11.95 142.88
11.46 10.46 109.5
9.05 8.05 64.8
5.58 4.58 20.97
11.81 10.81 116.86
-12.03 -13.03 169.7
-21.03 -22.03 485.33
3.04 2.04 4.16
1.9 0.91 0.82
3.11 2.11 4.47
11.3 10.3 106.16
#DIV/0!
66.75
1 7503.65

v=1/n-1*(d^2) 111.99

67

S.D.=(v)^1/2 10.58

y
y

-15 -10 -5 0 5 10 15 20 25
Date Open High Low Close Volume
11/1/2010 3620.89 3799.69 3606.64 3679.2 0
10/1/2010 3716.91 3793.93 3530.16 3605.1 0
9/1/2010 3411.01 3787.1 3388.13 3719.54 0
8/2/2010 3253.58 3419.91 3212.07 3385.07 0
7/1/2010 3220.4 3263.8 3167.9 3229.86 0
6/1/2010 2978.08 3246.26 2951.53 3230.23 0
5/3/2010 2876.58 2988.59 2782.28 2980.55 0
4/1/2010 2844.17 2919.79 2819.98 2877.76 0
3/2/2010 2683.55 2892.5 2679.78 2831.12 0
2/1/2010 2736.34 2790.3 2646.32 2662.05 0
1/4/2010 2802.17 2880.1 2707.33 2725.38 0
12/1/2009 2879.71 2906.14 2735.36 2791.55 0
11/3/2009 2800.19 2940.25 2706.7 2872.1 0
10/1/2009 2583.53 2867.94 2566.72 2808.97 0
9/1/2009 2553.57 2615.05 2493.71 2575.82 0
8/3/2009 2744 2747.55 2436.09 2553.52 0
7/1/2009 2280.05 2748.26 2244.82 2738.15 0
6/1/2009 2125.93 2306.96 2108.5 2262.69 0
5/4/2009 2102.95 2239.18 2030.93 2096.64 0
4/1/2009 2042.36 2129 1967.22 2095 0
3/2/2009 2040.49 2050.37 1781.73 2036.24 0
2/2/2009 2032.15 2066.93 1986.06 2043.26 0
1/1/2009 1987.03 2036.85 1925.38 2032.69 0
12/1/2008 1934.75 2075.98 1847.41 1987.38 0
11/3/2008 1851.39 1998.73 1814.89 1936.6 0
10/1/2008 2168.52 2238.86 1549.27 1799.83 0
9/1/2008 2215.17 2285.17 2048.86 2160.76 0
8/1/2008 2126.33 2242.93 2098.92 2215.6 0
7/1/2008 2075.39 2173.54 1863.43 2139.18 0
6/2/2008 2426.45 2457.04 2046.02 2080.33 0
5/2/2008 2487.56 2530.23 2322.8 2427.76 0
4/1/2008 2287.75 2470.61 2282.5 2461.38 0
3/3/2008 2242.5 2342.87 2092.68 2290.07 0
2/1/2008 2165.95 2289.51 2020.63 2274.39 0
1/1/2008 2323.24 2569.72 1904.68 2167.34 0
12/3/2007 2174.94 2327.41 2144.64 2319.92 0
11/1/2007 2132.86 2284.76 1977.4 2154.81 0
10/1/2007 2161.35 2189.75 1988.83 2126.59 0
9/3/2007 1985.02 2178.29 1968.58 2161.35 0
8/1/2007 1973.16 1984.29 1795.65 1973.93 0
7/2/2007 1833.44 1989.8 1821.12 1973.16 0
6/4/2007 1891.15 1915.57 1769.55 1829.33 0
5/3/2007 1807.08 1941.11 1791.5 1907.38 0
4/2/2007 1739.1 1861.08 1685.65 1800.55 0
3/1/2007 1785.88 1799.17 1598.7 1739.1 0
2/1/2007 1906.21 1935.27 1706.44 1785.88 0
1/2/2007 1946.56 1981.71 1834.24 1906.21 0
12/1/2006 2018.6 2085.07 1864.29 1934.17 0
11/1/2006 2060.89 2108.98 1956.49 2018.52 0
10/3/2006 2065.86 2076.27 1974.34 2048.76 0
9/1/2006 2031.7 2086.84 1918.65 2065.74 0
8/1/2006 1883.63 2034.28 1850.58 2029.65 0
7/3/2006 1953.89 2012.2 1792.15 1880.63 0
6/1/2006 1907.77 1958.95 1563.37 1949.85 0
5/2/2006 2320.4 2383.36 1746.89 1889.6 0
4/3/2006 2221.89 2358.27 2129.34 2290.44 0
3/1/2006 1977.35 2234.72 1954.45 2211.45 0
2/1/2006 1742.11 1993.04 1704.05 1969.59 0
1/2/2006 1647.47 1765.99 1624.65 1741.11 0
12/1/2005 1551.52 1655.42 1536.3 1647.47 0
11/1/2005 1407.32 1601.58 1388.02 1548.53 0
10/3/2005 1547.78 1569.14 1336.79 1387.36 0
9/1/2005 1373.53 1591.28 1369.14 1545.48 0
8/1/2005 1325.67 1392 1316.57 1373.09 0
7/1/2005 1267.35 1329.16 1267.35 1317.96 0
6/1/2005 1210.24 1288.96 1182.73 1282.5 0
5/3/2005 1083.95 1204.32 1083.95 1203.1 0
4/1/2005 0 1138.23 0 1131.81 0
AVERAGE 2284.82 2074.77

RANGE 210.05

Standard D

2.06
-3.08
9.88
4.81
-0.01
8.38
3.57
1.65
6.35
-2.32
-2.37
-2.8
2.25
9.05
0.87
-6.74
21.01
7.92
0.08
2.89
-0.34
0.52
2.28
2.62
7.6
-16.7
-2.48
3.57
2.83
-14.31
-1.37
7.48
0.69
4.94
-6.58
7.66
1.33
-1.61
9.49
0.04
7.86
-4.09
5.93
3.53
-2.62
-6.31
-1.45
-4.18
-1.48
-0.82
1.78
7.92
-3.55
3.19
-17.5
3.57
12.28
13.12
5.68
6.39
11.62
-10.23
12.55
4.18
2.76
6.6
6.3
Adj Close %AGE RETURN d d^2
3679.2 2.06 0.05 0
3605.1 -3.08 -5.08 25.8
3719.54 9.88 7.88 62.07
3385.07 4.81 2.8 7.86
3229.86 -0.01 -2.01 4.06
3230.23 8.38 6.37 40.64
2980.55 3.57 1.57 2.46
2877.76 1.65 -0.35 0.13
2831.12 6.35 4.35 18.91
2662.05 -2.32 -4.33 18.71
2725.38 -2.37 -4.37 19.12
2791.55 -2.8 -4.81 23.11
2872.1 2.25 0.25 0.06
2808.97 9.05 7.05 49.69
2575.82 0.87 -1.13 1.27
2553.52 -6.74 -8.75 76.48
2738.15 21.01 19.01 361.41
2262.69 7.92 5.92 35.02
2096.64 0.08 -1.92 3.7
2095 2.89 0.88 0.78
2036.24 -0.34 -2.35 5.5
2043.26 0.52 -1.48 2.2
2032.69 2.28 0.28 0.08
1987.38 2.62 0.62 0.38
1936.6 7.6 5.6 31.32
1799.83 -16.7 -18.71 349.92
2160.76 -2.48 -4.48 20.05
2215.6 3.57 1.57 2.47
2139.18 2.83 0.83 0.68
2080.33 -14.31 -16.31 266.12
2427.76 -1.37 -3.37 11.34
2461.38 7.48 5.48 30.01
2290.07 0.69 -1.31 1.72
2274.39 4.94 2.94 8.63
2167.34 -6.58 -8.58 73.6
2319.92 7.66 5.66 32.04
2154.81 1.33 -0.68 0.46
2126.59 -1.61 -3.61 13.04
2161.35 9.49 7.49 56.14
1973.93 0.04 -1.96 3.85
1973.16 7.86 5.86 34.34
1829.33 -4.09 -6.09 37.14
1907.38 5.93 3.93 15.45
1800.55 3.53 1.53 2.34
1739.1 -2.62 -4.62 21.36
1785.88 -6.31 -8.31 69.14
1906.21 -1.45 -3.45 11.89
1934.17 -4.18 -6.18 38.21
2018.52 -1.48 -3.48 12.1
2048.76 -0.82 -2.82 7.98
2065.74 1.78 -0.22 0.05
2029.65 7.92 5.92 35.07
1880.63 -3.55 -5.55 30.83
1949.85 3.19 1.19 1.41
1889.6 -17.5 -19.5 380.36
2290.44 3.57 1.57 2.46
2211.45 12.28 10.28 105.62
1969.59 13.12 11.12 123.66
1741.11 5.68 3.68 13.55
1647.47 6.39 4.39 19.25
1548.53 11.62 9.61 92.44
1387.36 -10.23 -12.23 149.66
1545.48 12.55 10.55 111.36
1373.09 4.18 2.18 4.76
1317.96 2.76 0.76 0.58
1282.5 6.6 4.6 21.14
1203.1 6.3 4.3 18.46
1131.81 #DIV/0! #DIV/0!
134.16
Average Return 2 3021.41

Variance v=1/n-1*(d^2) 45.1


Total no.
sample in
consideration 67

Standard Deviation S.D.=(v)^1/2 6.72


ITC Ltd HUL
average high 205.57 243.75
average low 176.21 211.34
range 29.36 32.41
Dabur FMCG Sector
139.94 2284.82
115.14 2074.77
24.8 210.05
ITC Ltd
average return 1
HUL Dabur FMCG Sector
1.74 0.81 2
ITC Ltd HUL
variance 111.99 71.7
Dabur FMCG Sector
151.51 45.1
ITC Ltd HUL
standard deviation 10.58 8.47
Dabur FMCG Sector
12.31 6.72
ITC Ltd HUL
COVARIANCE 44.75 44.32
Dabur
16.57
correlation
ITC Ltd HUL Dabur
0.63 0.78 0.2