Date Open High Low Close Volume

11/1/2010 295.45 320.7 292 298.45 266500

10/1/2010 306.2 313.6 290.05 294.1 272400
9/1/2010 266 319.65 263.7 308 429700
8/2/2010 251.65 275 251.1 264.4 209400
7/1/2010 266.5 273.5 249.9 251.1 176300
6/1/2010 235.8 273.45 232.4 266.9 348500
5/3/2010 238 243 225.25 236.75 202100
4/1/2010 240 243.2 220.7 239 347900
3/2/2010 237 244.35 218.1 238.7 399700
2/1/2010 244 248 225.15 235.75 358100
1/4/2010 265.95 268.25 241.6 244.1 528700
12/1/2009 285.2 286.25 260.25 264.75 265600
11/3/2009 279 288.45 262.6 285.25 291900
10/1/2009 262 295.5 260.25 282.95 299600
9/1/2009 260.85 277.5 253.5 262.85 344600
8/3/2009 287 296.05 247.5 259.85 505500
7/1/2009 269 306 260 291.2 808600
6/1/2009 233 270.8 230.5 267.1 320300
5/4/2009 237 243 215 231.1 639400
4/1/2009 237.65 245.45 219.25 234.55 645600
3/2/2009 249.8 252 210.7 238.2 607000
2/2/2009 260 271 245.75 253.8 347400
1/1/2009 251.2 267 239.1 261.2 374200
12/1/2008 236.6 267 228.5 250.25 534500
11/3/2008 225 253.6 223.6 236.2 731800
10/1/2008 252.25 259.8 185 221.95 1000900
9/1/2008 244 265 228 251.55 538100
8/1/2008 238 251.2 230.75 245.4 489100
7/1/2008 205 241 191 239.7 590800
6/2/2008 237.5 239.25 199 206.1 335500
5/2/2008 252.7 254.25 225.5 237.15 450000
4/1/2008 232 256 229.5 249.5 389500
3/3/2008 226 247.55 215 228.7 799400
2/1/2008 209.4 229 190 227.35 502800
1/1/2008 214.2 244.1 170 206.5 426200
12/3/2007 208 222 200.25 213.9 301600
11/1/2007 209 212.1 187.35 207.15 380900
10/1/2007 222.9 227.05 200 207.6 1313300
9/3/2007 210 230.4 206.25 219.35 690800
8/1/2007 206 210.35 190.5 208.6 464300
7/2/2007 189.8 211.7 188.1 206.35 788200
6/1/2007 203.5 203.5 185.35 188.85 539400
5/1/2007 199.4 205.5 184 203.5 509000
4/2/2007 203 216 193.7 199.4 613700
 3/1/2007 176 207.15 166 205.25 910200
2/1/2007 211.3 215.95 175 176.15 1172200
1/1/2007 216.55 226 207.1 208.2 788100
12/1/2006 237.1 243 215.55 216.55 643400
11/1/2006 237.95 255 230 235.85 1009200
10/2/2006 256.2 258 222.15 233.6 938500
9/1/2006 235 262.5 225.05 256.2 577000
8/1/2006 233.75 250 215.1 234.6 912900
7/3/2006 230 249.9 216.5 232.25 1072300
6/1/2006 236 245.4 179.9 229.1 1383200
5/1/2006 290.65 295.85 216 233.7 794400
4/3/2006 272.85 295.45 263.1 290.65 1205200
3/1/2006 243.95 278.4 235 272.3 1378700
2/1/2006 195 252 188.25 241.95 2047400
1/2/2006 197 200.9 181.25 194.8 474500
12/1/2005 182 200.65 180.7 197.25 771200
11/1/2005 163.7 193 161.95 181.95 767000
10/3/2005 182 187.7 156.5 161.4 902600
9/1/2005 166.75 186 164 181.15 825500
8/1/2005 168.9 175.5 159.5 165.65 1742400
7/1/2005 164.75 170 152.2 166.95 708400
6/1/2005 145.95 168.4 141 163.6 865800
5/2/2005 137.8 145.25 127.5 143.15 586000
4/1/2005 132.5 145 126.3 137.7 491400
AVERAGE 243.75074 211.342647

RANGE 32.408088

x y xy x^2 Y^2
2.055421486 2.5249055307 -7.7684388 4.22475749 6.375147939
-3.07672454 -4.513547202 -44.597191 9.4662339 20.37210834
9.880741019 16.492166603 79.252636 97.6290431 271.9915593
4.805471445 5.2949223465 -0.0606496 23.0925558 28.03620266
-0.01145429 -4.671678429 -39.134545 0.0001312 21.82457934
8.376977403 12.738908588 45.501794 70.1737504 162.279792
3.571875347 -0.942345584 -1.5524244 12.7582935 0.888015199
1.647404561 0.1243727752 0.7899065 2.71394179 0.015468587
Market return
 Market return
6.351120377 1.2505970733 -2.9060283 40.33673 1.56399304
-2.32371266 -3.418050663 8.102037 5.39964053 11.68307033
-2.37036772 -7.802954141 21.883916 5.61864313 60.88609333
-2.80456809 -7.184898076 -16.147649 7.86560217 51.62276037
2.247443013 1.9091507571 17.280652 5.0510001 3.644856613
9.051486517 7.6456692913 6.6769959 81.9294082 58.45625891
0.873304302 1.1549183592 -7.7874688 0.7626604 1.333836416
-6.74287384 -10.76441949 -226.1932 45.4663476 115.8727269
21.013042 9.0194103289 71.432057 441.547934 81.34976268
7.91981456 17.386756413 1.3610635 62.7234627 302.2992986
0.078281623 -1.469797455 -4.2414106 0.00612801 2.160304558
2.885710918 -1.535474762 0.5275409 8.3273275 2.357682744
-0.34356861 -6.145436475 -3.1956306 0.11803939 37.76638947
0.52000059 -2.832769998 -6.4583929 0.27040061 8.024585864
2.279886081 4.3763124738 11.475222 5.19788054 19.15211087
2.622121243 5.949361456 45.209501 6.87551981 35.39490173
7.599051021 6.4163273037 -107.17734 57.7455764 41.16925607
-16.7038449 -11.76568898 29.122151 279.018434 138.4314371
-2.47517602 2.5054606193 8.9504997 6.12649633 6.277332915
3.5723969 3.9257577781 11.10549 12.7620196 15.41157413
2.828878111 16.300859302 -233.27708 8.00255137 265.718014
-14.3107226 -13.09159618 17.881817 204.796781 171.3898907
-1.36590043 -4.951680493 -37.04133 1.86568398 24.5191397
7.480557363 9.0968464266 6.2715081 55.9587385 82.75261491
0.689415624 1.9451181814 9.6073944 0.4752939 3.78348474
4.939234269 10.100534087 -66.430717 24.3960352 102.0207888
-6.57695093 -3.462568872 -26.531562 43.2562835 11.9893832
7.662392508 3.2569549559 4.3220023 58.7122589 10.60775558
1.327007086 1.3435599048 -2.1607857 1.76094781 1.805153218
-1.6082541 -5.35669587 -50.860564 2.58648125 28.69419064
9.494764252 5.1537165719 0.2011171 90.1505482 26.5607945
0.039023698 2.6256077796 20.643687 0.00152285 6.893816212
7.86244144 9.2680047226 -37.92468 61.8179854 85.89591154
-4.09200055 -7.198422264 -42.709586 16.7444685 51.81728309
5.933187082 2.0574751202 7.2699584 35.202709 4.23320387
3.533436835 -1.421957672 3.7247284 12.4851759 2.021963621
-2.61943692 16.516825071 -104.26289 6.86144978 272.8055104
-6.3125259 -15.39255637 22.251192 39.8479832 236.9307916
-1.44558131 -3.85519511 16.110106 2.08970532 14.86252934
-4.17880427 -8.18705036 12.084207 17.4624051 67.02779359
-1.47601476 0.9636337223 -0.7920891 2.17861957 0.928589951
-0.82198147 -8.821581527 -15.685999 0.67565354 77.82030063
1.778139088 9.2097015285 72.977126 3.16177862 84.81860224
7.923940382 2.4097575428 -8.5546794 62.7888312 5.806931415
-3.55001667 1.3766519824 4.3894624 12.6026184 1.895170681
 3.188505504 -1.967904991 34.439454 10.1665673 3.872650053
-17.5005676 -19.59515448 -69.991239 306.269866 383.9700791
3.571864614 7.6776002719 94.278728 12.7582168 58.94554594
12.27971304 12.542437718 164.59019 150.791352 157.3127439
13.12266313 24.208588228 137.59839 172.204288 586.055744
5.683866778 -1.243474691 -7.9449146 32.3063416 1.546229306
6.389285322 8.4059261143 97.651879 40.8229669 70.65959384
11.61702802 12.730270232 -130.24499 134.95534 162.0597802
-10.2311256 -10.90177545 -136.87064 104.675931 118.848708
12.55489444 9.3588490013 39.147876 157.625374 87.58805463
4.182979757 -0.776160776 -2.1460165 17.4973196 0.60242555
2.764912281 2.0437027084 13.487656 7.64473992 4.17672076
6.599617654 14.289178049 90.004109 43.5549532 204.1806093
6.298760393 3.9573180978 530.89751 39.6743825 15.66036653
134.155885297 116.28327865 317.85144 3290.03811 5005.719965 TOTAL

(Sumx)^2 17997.80156
(sumy)^2 13521.800894

Cor(xy) 0.7793373481
Cov(xy) 44.315218146

r^2=Systematic risk 0.6073667022 60.73667

(1-r^2)=Unsystematic risk 0.3926332978 39.26333

Covariance(x) 45.779003102

Beta(y) 0.9680249709
Adj Close %AGE RETURN d d^2
298.45 2.52490553074544 0.7893342076 0.623048
291.1 -4.51354720199435 -6.249118525 39.05148
304.86 16.4921666029805 14.75659528 217.7571
261.7 5.29492234650358 3.5593510233 12.66898
248.54 -4.67167842896595 -6.407249752 41.05285
260.72 12.7389085877368 11.003337265 121.0734
231.26 -0.94234558382593 -2.677916907 7.171239
233.46 0.124372775228383 -1.611198548 2.595961
233.17 1.25059707325546 -0.48497425 0.2352
230.29 -3.4180506626405 -5.153621986 26.55982
238.44 -7.80295414121105 -9.538525464 90.98347
258.62 -7.18489807637094 -8.9204694 79.57477
278.64 1.90915075707701 0.1735794339 0.03013
273.42 7.64566929133859 5.9100979682 34.92926
254 1.15491835921944 -0.580652964 0.337158
251.1 -10.7644194889655 -12.49999081 156.2498
281.39 9.01941032892952 7.2838390057 53.05431
258.11 17.3867564125887 15.651185089 244.9596
219.88 -1.46979745474099 -3.205368778 10.27439
223.16 -1.53547476173667 -3.271046085 10.69974
226.64 -6.1454364750704 -7.881007798 62.11028
241.48 -2.83276999839048 -4.568341322 20.86974
248.52 4.37631247375053 2.6407411506 6.973514
238.1 5.94936145596939 4.2137901328 17.75603
224.73 6.41632730372193 4.6807559805 21.90948
211.18 -11.7656889780229 -13.5012603 182.284
239.34 2.50546061929847 0.7698892961 0.59273
233.49 3.92575777807452 2.1901864549 4.796917
224.67 16.3008593022052 14.565287979 212.1476
193.18 -13.0915961849919 -14.82716751 219.8449
222.28 -4.95168049260242 -6.687251816 44.71934
233.86 9.09684642657212 7.3612751034 54.18837
214.36 1.94511818138584 0.2095468582 0.04391
210.27 10.100534087339 8.3649627642 69.9726
190.98 -3.46256887226408 -5.198140195 27.02066
197.83 3.25695495589541 1.5213836327 2.314608
191.59 1.34355990478709 -0.392011418 0.153673
189.05 -5.35669586983729 -7.092267193 50.30025
199.75 5.15371657190987 3.4181452487 11.68372
189.96 2.62560777957861 0.8900364564 0.792165
185.1 9.26800472255017 7.5324333994 56.73755
169.4 -7.19842226361345 -8.933993587 79.81624
182.54 2.05747512020574 0.321903797 0.103622
178.86 -1.42195767195766 -3.157528995 9.969989
 181.44 16.5168250706396 14.781253747 218.4855
155.72 -15.3925563705515 -17.12812769 293.3728
184.05 -3.85519511048425 -5.590766434 31.25667
191.43 -8.18705035971223 -9.922621683 98.45842
208.5 0.963633722337906 -0.771937601 0.595888
206.51 -8.82158152677823 -10.55715285 111.4535
226.49 9.20970152852116 7.4741302053 55.86262
207.39 2.40975754283739 0.6741862197 0.454527
202.51 1.37665198237885 -0.358919341 0.128823
199.76 -1.96790499092115 -3.703476314 13.71574
203.77 -19.5951544805272 -21.3307258 454.9999
253.43 7.67760027192386 5.9420289487 35.30771
235.36 12.5424377181657 10.806866395 116.7884
209.13 24.2085882283067 22.473016905 505.0365
168.37 -1.24347469059769 -2.979046014 8.874715
170.49 8.40592611432568 6.6703547911 44.49363
157.27 12.7302702315246 10.994698908 120.8834
139.51 -10.9017754502491 -12.63734677 159.7025
156.58 9.35884900125716 7.6232776781 58.11436
143.18 -0.776160776160779 -2.511732099 6.308798
144.3 2.04370270843647 0.3081313853 0.094945
141.41 14.2891780489776 12.553606726 157.593
123.73 3.9573180977987 2.2217467746 4.936159
119.02 NIL #VALUE!
213.188529411765 116.283278653094
Average Return 1.73557132318051 4803.902

Variance v=1/n-1*(d^2) 71.70003047

Total no. sample in
consideration 67

Standard Deviation S.D.=(v)^1/2 8.467

y
30

20
Market return

10

0 y
-20 -15 -10 -5 0 5 10 15 20 25
 20

Market return
10

0 y
-20 -15 -10 -5 0 5 10 15 20 25

-10

-20

HUL return
-30

from graph
alpha=
beta=
Date Open High Low Close Volume
11/1/2010 100.1 103.7 92.1 96.4 1991300
10/1/2010 109 111.4 98.4 99.5 1522500
9/1/2010 211 216.9 103.05 107.15 1712000
8/2/2010 199.9 213.4 195.05 209.3 950000
7/1/2010 210.9 218.6 193 197.35 1388700
6/1/2010 186 211.2 176.8 210.95 553500
5/3/2010 181 190.85 175.35 186 485800
4/1/2010 159.3 185.75 157.65 179.1 581200
3/2/2010 171 175 157.55 158.85 449000
2/11/2010 175.55 175.95 164.25 169.3 574900
1/4/2010 160 169 158.1 158.75 524800
12/1/2009 157 172 157 158.5 445800
11/3/2009 152.85 169.75 146.75 158.35 924500
10/1/2009 142.85 158.8 135 152.4 642700
9/1/2009 125.8 147.4 125.25 141 828800
8/3/2009 138 141.95 107.9 125 625000
7/1/2009 128 139.45 122.55 138 673700
6/1/2009 112.5 127.5 105.1 127.5 1117900
5/4/2009 105 123 103.1 110.55 1029900
4/1/2009 97.1 108.8 93 103 798100
3/2/2009 90 100 86.5 100 397900
2/2/2009 86.3 95.45 85.55 90.5 417000
1/1/2009 85 94.25 83.25 75 581700
12/1/2008 82.95 85.5 75 84 645500
11/3/2008 82 91 73.6 82 789500
10/1/2008 91.85 91.85 60.15 78.3 595100
9/1/2008 91.45 98.5 84.05 90.6 743200
8/1/2008 89.5 96.5 85.25 91.2 568100
7/1/2008 82.45 99.4 74.25 90.6 469400
6/2/2008 97.9 106.3 77.5 79.9 590900
5/2/2008 107 110.95 91.65 97.1 908600
4/1/2008 108 115.5 102.25 105.75 597100
3/3/2008 98 112.25 93.5 111 718600
2/1/2008 94 105 92.25 100.2 708200
1/1/2008 115 126.75 74 93 1335100
12/3/2007 112.4 124 109.6 114.15 1165900
11/1/2007 107.05 133.5 101.1 110.5 1172900
10/1/2007 93.75 117 83.7 106.35 2640000
9/3/2007 100.5 110 99.4 105.7 980500
8/1/2007 104.9 106.85 93.1 100.8 605200
7/2/2007 103 106.05 99.5 104.65 962000
6/4/2007 100.4 106.4 97 102.85 669800
5/3/2007 96 100.5 83.6 99.9 1239900
4/2/2007 94 101.9 83.9 95.2 933600
 3/1/2007 99 99 82 95 1004800
2/1/2007 99.1 107.7 92 97.7 954600
1/2/2007 147.5 178 98.1 98.9 1266100
12/1/2006 150 160.15 137.65 146.9 560100
11/1/2006 154.75 156.95 137.25 148.15 1061300
10/3/2006 136.8 156 131.65 152.85 1144500
9/1/2006 136.95 146.4 131.65 136.8 700700
8/1/2006 132.1 144 130.9 136.45 672900
7/3/2006 143.8 151.5 126.5 131.85 1093900
6/1/2006 138.5 146.4 110.1 142.3 1566700
5/1/2006 139.25 173.8 107.1 143.15 1671800
4/3/2006 124.9 144.5 117 139.25 906800
3/1/2006 110.95 125.9 109.85 124 1314100
2/1/2006 119 120.1 101.65 110.4 1090300
1/2/2006 211 239.8 105.65 118.25 1051600
12/1/2005 174.8 212.1 170.5 210.9 778600
11/1/2005 167.15 185 162.3 173.7 537500
10/3/2005 169.4 189.4 158 167.15 916700
9/1/2005 153.5 169.5 149.25 163.2 338800
8/1/2005 147.85 160 138.1 153.5 437300
7/1/2005 131.35 162 130.5 145.4 679000
6/1/2005 130.5 139.8 120 131.35 330400
5/2/2005 116.3 131 116.3 128.65 240700
4/1/2005 112.4 120.95 109 116.25 308400
AVERAGE 139.9375 115.1411765

RANGE 24.796323529

x y xy x^2 Y^2
2.055421486 -2.62626262626262 -5.39807663 4.224757485 6.897255382
-3.07672454 -7.13816715129913 21.962174045 9.466233895 50.95343028
9.880741019 -48.8067226890756 -482.2465869 97.62904308 2382.09618
4.805471445 7.40072202166065 35.563958347 23.09255581 54.77068644
-0.01145429 -6.44600984270963 0.0738344661 0.000131201 41.55104289
8.376977403 13.4117647058823 112.35004988 70.17375041 179.8754325
3.571875347 3.85292947661533 13.762183811 12.75829349 14.84506555
1.647404561 12.7506887934901 21.005542874 2.713941788 162.5800647
6.351120377 -6.17410123842732 -39.21246019 40.33673004 38.1195261
-2.32371266 6.64871449637751 -15.44970205 5.399640526 44.20540445
-2.37036772 0.15411288769024 -0.365304214 5.618643128 0.023750782
-2.80456809 0.09641342074815 -0.270398003 7.865602171 0.009295548
2.247443013 3.90009349539201 8.7652378763 5.051000097 15.21072927
9.051486517 8.61743798055998 78.000623692 81.92940817 74.26023735
0.873304302 12.796596301751 11.175322601 0.762660404 163.7528769
-6.74287384 -9.41969910323872 63.515842664 45.46634762 88.7307312
21.013042 8.23840847104124 173.11402322 441.5479341 67.87137414
7.91981456 16.8870135958743 133.74201615 62.72346266 285.1712282
0.078281623 7.33695652173914 0.5743488644 0.006128012 53.830931
2.885710918 2.99574997408521 8.6448684078 8.327327502 8.974517907
-0.34356861 10.504009163803 -3.608847828 0.11803939 110.3342085
0.52000059 21.8763088091582 11.375693488 0.270400614 478.5728871
2.279886081 -10.7080528546497 -24.41314066 5.197880542 114.6623959
2.622121243 2.4390243902439 6.3954176659 6.875519813 5.948839976
7.599051021 4.72051350628511 35.87142298 57.74557642 22.28324776
-16.7038449 -13.579105512539 226.82327236 279.0184344 184.3921065
-2.47517602 -0.65442020665901 1.6198052025 6.12649633 0.428265807
3.5723969 0.65873107592742 2.3532488536 12.76201961 0.43392663
2.828878111 13.3927401389071 37.886429425 8.002551367 179.3654884
-14.3107226 -17.090395480226 244.57590884 204.7967813 292.0816177
-1.36590043 -8.18036711891459 11.173566965 1.865683985 66.9184062
7.480557363 -4.72388556220892 -35.33729692 55.95873846 22.3150948
0.689415624 10.7706885660139 7.4254809786 0.475293903 116.0077322
4.939234269 7.74815655133295 38.26996036 24.39603516 60.03392994
-6.57695093 -18.5304990757856 121.87418313 43.25628354 343.379396
7.662392508 3.30341798739737 25.312085237 58.71225895 10.9125704
1.327007086 3.90873015873016 5.1869126179 1.760947806 15.27817145
-1.6082541 1.29635212541452 -2.084863621 2.58648125 1.680528833
9.494764252 4.8577449947313 46.123143521 90.1505482 23.59768643
0.039023698 -3.67438083637839 -0.143387928 0.001522849 13.50107453
7.86244144 1.74532686150986 13.722530242 61.8179854 3.046165854
-4.09200055 2.9558745348219 -12.09544022 16.7444685 8.737194266
5.933187082 4.93138458105545 29.258827293 35.20270895 24.31855389
3.533436835 0.21243291592129 0.7506182901 12.48517587 0.045127744
-2.61943692 -1.91907007347297 5.0268830025 6.861449778 3.682829947
-6.3125259 -1.21330300075832 7.6590066168 39.84798324 1.472104172
-1.44558131 -32.6794049008168 47.240736947 2.089705324 1067.943505
-4.17880427 -0.83887763957188 3.5055054623 17.46240513 0.703715694
-1.47601476 -2.43420588442813 3.5929238143 2.178619572 5.925358288
-0.82198147 11.7303902246748 -9.642163401 0.675653537 137.6020548
1.778139088 0.25290444953765 0.4496992873 3.161778616 0.063960661
7.923940382 3.49255684606576 27.674812229 62.78883118 12.19795332
-3.55001667 -7.34369079196664 26.070224731 12.60261836 53.92979445
 3.188505504 0.18221851036366 0.5810047232 10.16656735 0.033203586
-17.5005676 2.8020605682173 -49.03765039 306.2698663 7.851543428
3.571864614 12.2973091419055 43.924323371 12.75821682 151.2238121
12.27971304 12.3154164205552 151.22977961 150.7913523 151.6694816
13.12266313 -6.63602941176471 -87.08237849 172.2042876 44.03688635
5.683866778 -43.9290867862296 -249.687077 32.30634155 1929.764666
6.389285322 21.4115880365411 136.80474516 40.82296693 458.4561022
11.61702802 3.92093113986605 45.549566916 134.95534 15.373701
-10.2311256 3.3534946236559 -34.31002469 104.675931 11.24592619
12.55489444 6.31609031151758 79.297847135 157.6253744 39.89299682
4.182979757 5.57441351738705 23.3176589 17.49731965 31.07408606
2.764912281 10.6963927855711 29.574587775 7.644739922 114.4128186
6.599617654 3.30371776071767 21.803274057 43.55495318 10.91455104
6.298760393 10.6624665903016 67.160322251 39.67438249 113.6881938
134.155885297 53.9752516437 1218.3266 3290.0381 10195.164 Total

(Sumx)^2 17997.8015598218
(sumy)^2 2913.32778999591

Cor(xy) 0.20046884168995
Cov(xy) 16.5709037708621

r^2=Systematic risk 0.04018775648851 4.0187756489

(1-r^2)=Unsystematic risk 0.95981224351149 95.981224351

Covariance(x) 45.7790031024402

Beta(y) 0.36197607304338
Adj Close %AGE RETURN d d^2
96.4 -2.62626262626262 -3.431863397 11.77769
99 -7.13816715129913 -7.943767922 63.10345
106.61 -48.8067226890756 -49.61232346 2461.383
208.25 7.40072202166065 6.5951212509 43.49562
193.9 -6.44600984270963 -7.251610614 52.58586
207.26 13.4117647058823 12.606163935 158.9154
182.75 3.85292947661533 3.0473287058 9.286212
175.97 12.7506887934901 11.945088023 142.6851
156.07 -6.17410123842732 -6.979702009 48.71624
166.34 6.64871449637751 5.8431137256 34.14198
155.97 0.154112887690239 -0.651487883 0.424436
155.73 0.096413420748154 -0.70918735 0.502947
155.58 3.90009349539201 3.0944927246 9.575885
149.74 8.61743798055998 7.8118372098 61.0248
137.86 12.796596301751 11.990995531 143.784
122.22 -9.41969910323872 -10.22529987 104.5568
134.93 8.23840847104124 7.4328077002 55.24663
124.66 16.8870135958743 16.081412825 258.6118
106.65 7.33695652173914 6.5313557509 42.65861
99.36 2.99574997408521 2.1901492033 4.796754
96.47 10.504009163803 9.698408393 94.05913
87.3 21.8763088091582 21.070708038 443.9747
71.63 -10.7080528546497 -11.51365363 132.5642
80.22 2.4390243902439 1.6334236194 2.668073
78.31 4.72051350628511 3.9149127355 15.32654
74.78 -13.579105512539 -14.38470628 206.9198
86.53 -0.654420206659005 -1.460020977 2.131661
87.1 0.658731075927416 -0.146869695 0.021571
86.53 13.3927401389071 12.587139368 158.4361
76.31 -17.090395480226 -17.89599625 320.2667
92.04 -8.18036711891459 -8.98596789 80.74762
100.24 -4.72388556220892 -5.529486333 30.57522
105.21 10.7706885660139 9.9650877952 99.30297
94.98 7.74815655133295 6.9425557805 48.19908
88.15 -18.5304990757856 -19.33609985 373.8848
108.2 3.30341798739737 2.4978172166 6.239091
104.74 3.90873015873016 3.1031293879 9.629412
100.8 1.29635212541452 0.4907513546 0.240837
99.51 4.8577449947313 4.0521442239 16.41987
94.9 -3.67438083637839 -4.479981607 20.07024
98.52 1.74532686150986 0.9397260907 0.883085
96.83 2.9558745348219 2.150273764 4.623677
94.05 4.93138458105545 4.1257838103 17.02209
89.63 0.212432915921285 -0.593167855 0.351848
 89.44 -1.91907007347297 -2.724670844 7.423831
91.19 -1.21330300075832 -2.018903772 4.075972
92.31 -32.6794049008168 -33.48500567 1121.246
137.12 -0.838877639571881 -1.64447841 2.704309
138.28 -2.43420588442813 -3.239806655 10.49635
141.73 11.7303902246748 10.924789454 119.351
126.85 0.252904449537654 -0.552696321 0.305473
126.53 3.49255684606576 2.6869560753 7.219733
122.26 -7.34369079196664 -8.149291563 66.41095
131.95 0.182218510363663 -0.62338226 0.388605
131.71 2.8020605682173 1.9964597974 3.985852
128.12 12.2973091419055 11.491708371 132.0594
114.09 12.3154164205552 11.50981565 132.4759
101.58 -6.63602941176471 -7.441630183 55.37786
108.8 -43.9290867862296 -44.73468756 2001.192
194.04 21.4115880365411 20.605987266 424.6067
159.82 3.92093113986605 3.1153303691 9.705283
153.79 3.3534946236559 2.5478938529 6.491763
148.8 6.31609031151758 5.5104895407 30.36549
139.96 5.57441351738705 4.7688127466 22.74158
132.57 10.6963927855711 9.8907920148 97.82777
119.76 3.30371776071767 2.4981169899 6.240588
115.93 10.6624665903016 9.8568658195 97.1578
104.76 -12.9094016592458
120.288529411765 53.9752516436553
Average Return 0.805600770800825 10151.68

Variance v=1/n-1*(d^2) 151.51762862

Total no. sample in
consideration 67

Standard Deviation S.D.=(v)^1/2 12.30924972

y
30
20
10
0
-20 -15 -10 -5 0 5 10 15 20 25
-1 0 y
-2 0
 30
20
10
0
-20 -15 -10 -5 0 5 10 15 20 25
-1 0 y
-2 0
-3 0
-4 0
-5 0
-6 0
Dabur return

from graph
alpha=
beta=
Date Open High Low
11/1/2010 172.3 178.9 168.25
10/1/2010 178.95 184.7 165.5
9/1/2010 163.7 181.5 161.25
8/2/2010 310 313.3 151.5
7/1/2010 305 311.7 289.9
6/1/2010 283.15 307.8 276.1
5/3/2010 265.05 285.9 253.85
4/1/2010 264.55 272.6 260.6
3/2/2010 233.25 272.7 232
2/1/2010 250.25 254.65 229
1/4/2010 251 259.6 241.5
12/1/2009 259 260.4 232
11/3/2009 255 271.3 244
10/1/2009 233 267.9 230
9/1/2009 233.9 237.9 223
8/3/2009 251.1 252 218
7/1/2009 191.5 252.25 187.2
6/1/2009 187 209.7 180.25
5/4/2009 190.1 209 179.35
4/1/2009 185.1 194.8 177.6
3/2/2009 183.5 189 155.75
2/2/2009 179 188.7 174.65
1/1/2009 172.5 180.2 162.05
12/1/2008 173.9 184.3 162
11/3/2008 160 178 154.7
10/1/2008 188.2 198.7 132.05
9/1/2008 188.25 200.05 178.1
8/1/2008 185.5 198.3 179.85
7/1/2008 186.7 197 157.5
6/2/2008 217 224.5 181.9
5/2/2008 224 232.4 201.65
4/1/2008 207.25 220.6 199.2
3/3/2008 198.4 210.9 180.6
2/1/2008 199.7 212.2 181.05
1/1/2008 212 239.4 170.25
12/3/2007 190 212.05 184.3
11/1/2007 180.1 211.85 165
10/1/2007 189.7 192.1 170.1
9/3/2007 170.9 194.9 170
8/1/2007 154.8 174.9 151.7
7/2/2007 154.7 180 151.75
6/1/2007 163.6 165.5 150
5/1/2007 160 172 158.2
4/2/2007 148 164 146.15
 3/1/2007 173 175 140.15
2/1/2007 175 179.9 157
1/1/2007 175.95 180.6 160.3
12/1/2006 185.5 192 167
11/1/2006 189.85 193 174
10/2/2006 187.65 196.45 181.9
9/1/2006 191.5 192.95 176.1
8/1/2006 168 192 165.3
7/3/2006 183 188 161.3
6/1/2006 167 183.9 140.4
5/1/2006 201.15 212.7 152.1
4/3/2006 195.6 207.9 181
3/1/2006 172.5 200 169.2
2/1/2006 154.8 175.75 150.6
1/2/2006 142.5 158.4 139.9
12/1/2005 135 146.1 132.55
11/1/2005 123.6 140 120.05
10/3/2005 137.95 138 114.6
9/1/2005 174.8 196.1 129.3
8/1/2005 168.48 175.3 165.5
7/1/2005 160.9 179.4 160.9
6/1/2005 159.9 166.6 152.1
5/2/2005 144 161.5 139.2
4/1/2005 133.98 147 132.21
AVERAGE 205.569117647059 176.206029411765

RANGE 29.3630882352942

x y xy x^2
2.055421486 0.58428279287175 1.20094740636868 4.22475748511045
-3.07672454 -3.87531592249368 11.9232795989891 9.46623389503821
9.880741019 9.46818321549339 93.5526662727329 97.6290430845492
4.805471445 -47.3198380566802 -227.394130563401 23.0925558087104
-0.01145429 1.31255127153404 -0.01503434290402 0.0001312007594
8.376977403 9.71307196601506 81.3661843730209 70.1737504103726
3.571875347 6.82639796938697 24.3830426156642 12.7582934945064
1.647404561 0.72438504745303 1.19335523109433 2.7139417876036
6.351120377 13.4027411702688 85.1224225541513 40.3367300431446
-2.32371266 -7.27494908350306 16.9048912861915 5.39964052624428
-2.37036772 -0.23974968507457 0.56829491438092 5.618643128018
-2.80456809 -2.69661144280574 7.56283040362183 7.86560217144625
2.247443013 1.03871199712356 2.33444602045463 5.05100009668252
9.051486517 10.0263736263736 90.7535856935253 81.9294081674328
0.873304302 0.30421939067942 0.26567610263216 0.76266040389171
-6.74287384 -7.53770892784346 50.8258203430901 45.4663476221563
21.013042 33.6420593843639 706.922006810133 441.547934093764
7.91981456 3.70056497175142 29.3077883435029 62.723462664788
0.078281623 -2.88065843621399 -0.22550261769547 0.00612801249951
2.885710918 2.3301516002246 6.72414391336329 8.3273275022644
-0.34356861 1.00952813067151 -0.34684217661071 0.11803938977733
0.52000059 1.80726369882787 0.93977818967608 0.27040061360035
2.279886081 4.81118373275235 10.9689508254357 5.19788054233754
2.622121243 -1.17815920100472 -3.08927626859039 6.87551981299187
7.599051021 12.7359762675297 96.7813334592032 57.7455764197611
-16.7038449 -18.1411777691926 303.027419759921 279.018434443256
-2.47517602 -0.31908455740772 0.7897904448479 6.12649632998304
3.5723969 0.42541436464089 1.51974895745858 12.7620196111296
2.828878111 2.67173407453628 7.55801004186853 8.00255136689493
-14.3107226 -14.0803197192709 201.499549621796 204.796781334151
-1.36590043 -0.97968244775831 1.33814867665653 1.86568398467418
7.480557363 6.51827481622372 48.7603286705598 55.9587384611335
0.689415624 2.07797659652622 1.43258953195152 0.47529390261531
4.939234269 3.55939571785675 17.5806893065699 24.396035164064
-6.57695093 -7.18248764248965 47.2388687799858 43.2562835356279
7.662392508 11.5073115860517 88.1735380841844 58.7122589466545
1.327007086 5.27562318668958 7.00078935180297 1.76094780629421
-1.6082541 -5.56363229702528 8.94773445258333 2.58648125016681
9.494764252 11.2327403905958 106.652221912626 90.1505482010571
0.039023698 -0.08699975142927 -0.00339505202585 0.0015228490056
7.86244144 10.3400987383434 81.2984208140427 61.8179853974293
-4.09200055 -5.43992738118394 22.2601858357647 16.7444685012003
5.933187082 2.24741447891805 13.3343305542163 35.2027089500117
3.533436835 6.38267860921081 22.5527917037521 12.4851758669348
-2.61943692 -12.4807110672181 32.6924353573236 6.86144977785909
-6.3125259 -1.06259541984733 6.70766110900767 39.8479832381708
-1.44558131 -1.27810936275397 1.84761100693314 2.08970532382132
-4.17880427 -4.68884675056025 19.5937728226168 17.4624051269702
-1.47601476 -2.76567214213878 4.08217290311766 2.17861957173786
-0.82198147 1.17580553985302 -0.96649036608253 0.67565353702336
1.778139088 -1.88574597892402 -3.35311863516362 3.16177861627347
7.923940382 14.1789627002723 112.35325511556 62.7888311774903
-3.55001667 -8.09033234386823 28.7208146865724 12.6026183572779
 3.188505504 10.3893600616808 33.1265317397071 10.1665673490383
-17.5005676 -17.9243790539472 313.686807321626 306.26986632217
3.571864614 3.18315377081293 11.3697943148874 12.7582168207454
12.27971304 12.9494192120951 159.015151959191 150.791352344746
13.12266313 11.4604740375394 150.391940104741 172.204287623461
5.683866778 9.04608948980353 51.4167675219093 32.3063415500521
6.389285322 5.57570977917982 35.6248006518455 40.8229669259246
11.61702802 11.8067189842166 137.15898526391 134.955340017465
-10.2311256 -12.0307167235495 123.087773856655 104.675931042975
12.55489444 -21.0339336028421 -264.078816041651 157.625374399543
4.182979757 3.0356579362575 12.6980956965415 17.4973196474718
2.764912281 1.90365939931827 5.26345125201617 7.64473992162462
6.599617654 3.11007957559682 20.5253360724536 43.5549531789885
6.298760393 11.2997269171157 71.1742723572441 39.6743824884255
134.155885297 66.7537814296 3131.63142591 3290.03810864

(Sumx)^2 17997.8015598218
(sumy)^2 4456.06733515477

Cor(xy) 0.6296304495397
Cov(xy) 44.7457992629075

r^2=Systematic risk 0.39643450298757 39.6434502987569

(1-r^2)=Unsystematic risk 0.60356549701243 60.3565497012431

Covariance(x) 45.7790031024402

Beta(y) 0.97743061732426
Close Volume Adj Close %AGE RETURN d d^2
172.15 472100 172.15 0.58428279287175 -0.412042303 0.169779
171.15 888000 171.15 -3.87531592249368 -4.871641018 23.73289
178.05 873600 178.05 9.46818321549339 8.4718581195 71.77238
162.65 608000 162.65 -47.3198380566802 -48.31616315 2334.452
308.75 369900 308.75 1.31255127153404 0.3162261756 0.099999
304.75 509600 304.75 9.71307196601506 8.7167468701 75.98168
283.15 527500 277.77 6.82639796938697 5.8300728734 33.98975
265.05 271500 260.02 0.724385047453033 -0.271940049 0.073951
263.15 583300 258.15 13.4027411702688 12.406416074 153.9192
232.05 558600 227.64 -7.27494908350306 -8.271274179 68.41398
250.25 539700 245.5 -0.239749685074568 -1.236074781 1.527881
250.85 382300 246.09 -2.69661144280574 -3.692936539 13.63778
257.8 514900 252.91 1.03871199712356 0.0423869012 0.001797
255.15 631400 250.31 10.0263736263736 9.0300485304 81.54178
231.9 586700 227.5 0.304219390679422 -0.692105705 0.47901
231.2 567900 226.81 -7.53770892784346 -8.534034024 72.82974
250.05 1194000 245.3 33.6420593843639 32.645734288 1065.744
190.45 1349300 183.55 3.70056497175142 2.7042398758 7.312913
183.65 884600 177 -2.88065843621399 -3.876983532 15.031
189.1 714500 182.25 2.3301516002246 1.3338265043 1.779093
184.8 746700 178.1 1.00952813067151 0.0132030347 0.000174
182.95 531600 176.32 1.80726369882787 0.8109386029 0.657621
179.7 535900 173.19 4.81118373275235 3.8148586368 14.55315
171.45 872900 165.24 -1.17815920100472 -2.174484297 4.728382
173.5 855800 167.21 12.7359762675297 11.739651172 137.8194
153.9 1389800 148.32 -18.1411777691926 -19.13750287 366.244
188 1071000 181.19 -0.31908455740772 -1.315409653 1.730303
188.6 532600 181.77 0.42541436464089 -0.570910731 0.325939
187.8 1218200 181 2.67173407453628 1.6754089786 2.806995
187 916000 176.29 -14.0803197192709 -15.07664482 227.3052
217.65 937700 205.18 -0.979682447758313 -1.976007544 3.904606
219.8 939500 207.21 6.51827481622372 5.5219497203 30.49193
206.35 1125600 194.53 2.07797659652622 1.0816515006 1.16997
202.15 1266700 190.57 3.55939571785675 2.5630706219 6.569331
195.2 2131500 184.02 -7.18248764248965 -8.178812738 66.89298
210.3 1147100 198.26 11.5073115860517 10.51098649 110.4808
188.6 1095500 177.8 5.27562318668958 4.2792980907 18.31239
179.15 1274900 168.89 -5.56363229702528 -6.559957393 43.03304
189.7 1092200 178.84 11.2327403905958 10.236415295 104.7842
170.55 1349800 160.78 -0.086999751429273 -1.083324847 1.173593
170.7 1714200 160.92 10.3400987383434 9.3437736424 87.30611
154.7 855100 145.84 -5.43992738118394 -6.436252477 41.42535
163.6 930100 154.23 2.24741447891805 1.251089383 1.565225
160 1226800 150.84 6.38267860921081 5.3863535132 29.0128
 150.4 2130100 141.79 -12.4807110672181 -13.47703616 181.6305
171.85 1073000 162.01 -1.06259541984733 -2.058920516 4.239154
173.7 1046900 163.75 -1.27810936275397 -2.274434459 5.173052
175.95 793100 165.87 -4.68884675056025 -5.685171847 32.32118
184.6 1044900 174.03 -2.76567214213878 -3.761997238 14.15262
189.85 875200 178.98 1.17580553985302 0.1794804439 0.032213
187.65 1114700 176.9 -1.88574597892402 -2.882071075 8.306334
191.25 1147000 180.3 14.1789627002723 13.182637604 173.7819
167.5 1520100 157.91 -8.09033234386823 -9.08665744 82.56734
182.25 2405000 171.81 10.3893600616808 9.3930349657 88.22911
165.1 2035600 155.64 -17.9243790539472 -18.92070415 357.993
201.15 1539400 189.63 3.18315377081293 2.1868286748 4.78222
194.95 1770600 183.78 12.9494192120951 11.953094116 142.8765
172.6 1922800 162.71 11.4604740375394 10.464148942 109.4984
154.85 1687300 145.98 9.04608948980353 8.0497643938 64.79871
142 1879300 133.87 5.57570977917982 4.5793846832 20.97076
134.5 1877800 126.8 11.8067189842166 10.810393888 116.8646
120.3 3052000 113.41 -12.0307167235495 -13.02704182 169.7038
136.75 2291400 128.92 -21.0339336028421 -22.0302587 485.3323
173.18 716000 163.26 3.0356579362575 2.0393328403 4.158878
168.08 1104400 158.45 1.90365939931827 0.9073343034 0.823256
164.94 1152800 155.49 3.11007957559682 2.1137544796 4.467958
159.96 1398500 150.8 11.2997269171157 10.303401821 106.1601
143.73 878100 135.49 #DIV/0!
66.7537814296297
Average Return 0.996325095964622 7503.648

Variance v=1/n-1*(d^2) 111.99474119

Total no. sample in
consideration 67

Standard Deviation S.D.=(v)^1/2 10.58275

Y^2
0.34138638204601
15.0180734991331
89.6464934021508
2239.16707371044 y
1.72279084040564
40
94.3437670169876
30
46.5997092364505
20
0.52473369697353
10
0
-20 -15 -10 -5 -100 5 10 15 20 25 y
-2 0
 40
30
20
10
179.633470877219
0
52.924884167562 -20 -15 -10 -5 -100 5 10 15 20 25 y
0.05747991149335
-2 0
7.27171327347085
-3 0
1.07892261296842
-4 0
100.528168095641
-5 0
0.09254943766536
56.817055880891 ITCre-t6u0n
1131.78815962107
13.6941811101536
8.29819302613084
5.42960648002925
1.01914704661711
3.26620207710101 from graph
23.1474889103009 alpha=
1.38805910291209 beta=
162.205091487079
329.102330853446
0.10181495477608
0.18097738164281
7.13816296503823
198.255403396889
0.95977769844572
42.4879065798164
4.31798673571067
12.6692978762969
51.5881287345165
132.41821993848
27.8322000079367
30.9540043365028
126.174456682523
0.00756895674876
106.91764191869
29.5928099125547
5.05087184005049
40.7385862284773
155.76814874338
1.12910902628053
1.63356354315935
21.9852838502394
7.64894239780251
1.38251866754904
3.55603789702811
201.042983255714
65.4534774342404
107.938802491248
321.28336446958
10.1324679286406
167.687457930579
131.342465165115
81.8317350575339
31.0885395416414
139.39861317226
144.738144882293
442.42636280877
9.21521910596312
3.6239191086128
9.67259496654447
127.683828401388
7570.15612775 Total
Date Open High Low Close Volume Adj Close
11/1/2010 3620.89 3799.69 3606.64 3679.2 0 3679.2
10/1/2010 3716.91 3793.93 3530.16 3605.1 0 3605.1
9/1/2010 3411.01 3787.1 3388.13 3719.54 0 3719.54
8/2/2010 3253.58 3419.91 3212.07 3385.07 0 3385.07
7/1/2010 3220.4 3263.8 3167.9 3229.86 0 3229.86
6/1/2010 2978.08 3246.26 2951.53 3230.23 0 3230.23
5/3/2010 2876.58 2988.59 2782.28 2980.55 0 2980.55
4/1/2010 2844.17 2919.79 2819.98 2877.76 0 2877.76
3/2/2010 2683.55 2892.5 2679.78 2831.12 0 2831.12
2/1/2010 2736.34 2790.3 2646.32 2662.05 0 2662.05
1/4/2010 2802.17 2880.1 2707.33 2725.38 0 2725.38
12/1/2009 2879.71 2906.14 2735.36 2791.55 0 2791.55
11/3/2009 2800.19 2940.25 2706.7 2872.1 0 2872.1
10/1/2009 2583.53 2867.94 2566.72 2808.97 0 2808.97
9/1/2009 2553.57 2615.05 2493.71 2575.82 0 2575.82
8/3/2009 2744 2747.55 2436.09 2553.52 0 2553.52
7/1/2009 2280.05 2748.26 2244.82 2738.15 0 2738.15
6/1/2009 2125.93 2306.96 2108.5 2262.69 0 2262.69
5/4/2009 2102.95 2239.18 2030.93 2096.64 0 2096.64
4/1/2009 2042.36 2129 1967.22 2095 0 2095
3/2/2009 2040.49 2050.37 1781.73 2036.24 0 2036.24
2/2/2009 2032.15 2066.93 1986.06 2043.26 0 2043.26
1/1/2009 1987.03 2036.85 1925.38 2032.69 0 2032.69
12/1/2008 1934.75 2075.98 1847.41 1987.38 0 1987.38
11/3/2008 1851.39 1998.73 1814.89 1936.6 0 1936.6
10/1/2008 2168.52 2238.86 1549.27 1799.83 0 1799.83
9/1/2008 2215.17 2285.17 2048.86 2160.76 0 2160.76
8/1/2008 2126.33 2242.93 2098.92 2215.6 0 2215.6
7/1/2008 2075.39 2173.54 1863.43 2139.18 0 2139.18
6/2/2008 2426.45 2457.04 2046.02 2080.33 0 2080.33
5/2/2008 2487.56 2530.23 2322.8 2427.76 0 2427.76
4/1/2008 2287.75 2470.61 2282.5 2461.38 0 2461.38
3/3/2008 2242.5 2342.87 2092.68 2290.07 0 2290.07
2/1/2008 2165.95 2289.51 2020.63 2274.39 0 2274.39
1/1/2008 2323.24 2569.72 1904.68 2167.34 0 2167.34
12/3/2007 2174.94 2327.41 2144.64 2319.92 0 2319.92
11/1/2007 2132.86 2284.76 1977.4 2154.81 0 2154.81
10/1/2007 2161.35 2189.75 1988.83 2126.59 0 2126.59
9/3/2007 1985.02 2178.29 1968.58 2161.35 0 2161.35
8/1/2007 1973.16 1984.29 1795.65 1973.93 0 1973.93
7/2/2007 1833.44 1989.8 1821.12 1973.16 0 1973.16
6/4/2007 1891.15 1915.57 1769.55 1829.33 0 1829.33
5/3/2007 1807.08 1941.11 1791.5 1907.38 0 1907.38
4/2/2007 1739.1 1861.08 1685.65 1800.55 0 1800.55
 3/1/2007 1785.88 1799.17 1598.7 1739.1 0 1739.1
2/1/2007 1906.21 1935.27 1706.44 1785.88 0 1785.88
1/2/2007 1946.56 1981.71 1834.24 1906.21 0 1906.21
12/1/2006 2018.6 2085.07 1864.29 1934.17 0 1934.17
11/1/2006 2060.89 2108.98 1956.49 2018.52 0 2018.52
10/3/2006 2065.86 2076.27 1974.34 2048.76 0 2048.76
9/1/2006 2031.7 2086.84 1918.65 2065.74 0 2065.74
8/1/2006 1883.63 2034.28 1850.58 2029.65 0 2029.65
7/3/2006 1953.89 2012.2 1792.15 1880.63 0 1880.63
6/1/2006 1907.77 1958.95 1563.37 1949.85 0 1949.85
5/2/2006 2320.4 2383.36 1746.89 1889.6 0 1889.6
4/3/2006 2221.89 2358.27 2129.34 2290.44 0 2290.44
3/1/2006 1977.35 2234.72 1954.45 2211.45 0 2211.45
2/1/2006 1742.11 1993.04 1704.05 1969.59 0 1969.59
1/2/2006 1647.47 1765.99 1624.65 1741.11 0 1741.11
12/1/2005 1551.52 1655.42 1536.3 1647.47 0 1647.47
11/1/2005 1407.32 1601.58 1388.02 1548.53 0 1548.53
10/3/2005 1547.78 1569.14 1336.79 1387.36 0 1387.36
9/1/2005 1373.53 1591.28 1369.14 1545.48 0 1545.48
8/1/2005 1325.67 1392 1316.57 1373.09 0 1373.09
7/1/2005 1267.35 1329.16 1267.35 1317.96 0 1317.96
6/1/2005 1210.24 1288.96 1182.73 1282.5 0 1282.5
5/3/2005 1083.95 1204.32 1083.95 1203.1 0 1203.1
4/1/2005 0 1138.23 0 1131.81 0 1131.81
AVERAGE 2284.822206 2074.773582
Average Return
RANGE 210.0486239
Variance

Total no. sample

in consideration

Standard Deviation

2.055421486
-3.076724541
9.880741019
4.805471445
-0.011454293
8.376977403
3.571875347
 1.647404561
6.351120377
-2.323712657
-2.370367717
-2.804568086
2.247443013
9.051486517
0.873304302
-6.742873838
21.013042
7.91981456
0.078281623
2.885710918
-0.343568611
0.52000059
2.279886081
2.622121243
7.599051021
-16.70384494
-2.475176025
3.5723969
2.828878111
-14.31072264
-1.36590043
7.480557363
0.689415624
4.939234269
-6.576950929
7.662392508
1.327007086
-1.6082541
9.494764252
0.039023698
7.86244144
-4.092000545
5.933187082
3.533436835
-2.619436916
-6.312525902
-1.445581309
-4.178804272
-1.47601476
-0.821981469
1.778139088
7.923940382
-3.550016668
3.188505504
-17.50056758
3.571864614
12.27971304
13.12266313
5.683866778
6.389285322
11.61702802
-10.2311256
12.55489444
4.182979757
2.764912281
6.599617654
6.298760393
%AGE RETURN d d^2
2.05542148622784 0.053095 0.002819
-3.07672454120671 -5.079051 25.79676
9.88074101864953 7.878414 62.06941
4.80547144458274 2.803145 7.857621
-0.011454292728378 -2.013781 4.055314
8.37697740349935 6.374651 40.63617
3.57187534749249 1.569549 2.463483
1.64740456073922 -0.354922 0.12597
6.35112037715293 4.348794 18.91201
-2.32371265658367 -4.326039 18.71462
-2.37036771685981 -4.372694 19.12046
-2.80456808606942 -4.806895 23.10624
2.24744301291933 0.245116 0.060082
9.05148651691499 7.04916 49.69065
0.873304301513212 -1.129022 1.274691
-6.74287383817542 -8.7452 76.47853
21.013041998683 19.01072 361.4073
7.91981456043957 5.917488 35.01666
0.078281622911689 -1.924045 3.701949
2.88571091816289 0.883384 0.780368
-0.343568610945253 -2.345895 5.503225
0.520000590350714 -1.482326 2.197291
2.27988608117219 0.277559 0.077039
2.62212124341631 0.619795 0.384145
7.59905102148536 5.596724 31.32332
-16.7038449434458 -18.70617 349.9209
-2.47517602455315 -4.477503 20.04803
3.57239689974664 1.57007 2.465121
2.82887811068436 0.826551 0.683187
-14.3107226414473 -16.31305 266.1156
-1.36590042984017 -3.368227 11.34495
7.48055736287537 5.478231 30.01101
0.689415623529838 -1.312911 1.723735
4.93923426873493 2.936908 8.625426
-6.57695092934239 -8.579278 73.604
7.66239250792414 5.660066 32.03635
1.32700708646236 -0.67532 0.456057
-1.60825410044647 -3.610581 13.03629
9.49476425202514 7.492438 56.13662
0.039023698027529 -1.963303 3.854558
7.86244144030876 5.860115 34.34095
-4.09200054525056 -6.094327 37.14082
5.93318708172504 3.93086 15.45166
3.53343683514462 1.53111 2.344298
 -2.61943691625418 -4.621764 21.3607
-6.31252590218286 -8.314853 69.13677
-1.44558130877844 -3.447908 11.88807
-4.17880427243723 -6.181131 38.20638
-1.47601476014761 -3.478341 12.09886
-0.821981469110322 -2.824308 7.976716
1.77813908802009 -0.224188 0.05026
7.92394038168061 5.921614 35.06551
-3.55001666794881 -5.552343 30.82852
3.18850550381033 1.186179 1.40702
-17.5005675765355 -19.50289 380.3629
3.57186461371499 1.569538 2.463449
12.2797130367234 10.27739 105.6247
13.1226631286938 11.12034 123.6619
5.68386677754374 3.68154 13.55374
6.38928532220881 4.386959 19.24541
11.6170280244493 9.614701 92.44248
-10.23112560499 -12.23345 149.6574
12.5548944351791 10.55257 111.3567
4.18297975659351 2.180653 4.755248
2.76491228070176 0.762586 0.581537
6.59961765439283 4.597291 21.13508
6.29876039264541 4.296434 18.45934
#DIV/0! #DIV/0!
134.15588523458
2.00232664529224 3021.414

v=1/n-1*(d^2) 45.09573

67

S.D.=(v)^1/2 6.715335
 ITC Ltd HUL Dabur FMCG Sector
average high 205.569 243.75 139.937 2284.822
average low 176.206 211.342 115.141 2074.773
range 29.363 32.408 24.796 210.048
 ITC Ltd HUL Dabur
average return 0.996 1.735 0.805
FMCG Sector
2.002
 ITC Ltd HUL Dabur
variance 111.994 71.7 151.51
FMCG Sector
45.095
 ITC Ltd HUL Dabur
standard deviation 10.582 8.467 12.309
FMCG Sector
6.715
 ITC Ltd HUL Dabur
COVARIANCE 44.745 44.315 16.57
 ITC Ltd HUL Dabur
correlation 0.629 0.779 0.2