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Stock Market

Stock Price Sensex Price


Return Return
Date Open Close Open Close Y X X*Y X^2
7/1/2010 1424.3 1400 5312.05 5251.4 -1.71 -1.14 1.95 1.3
7/2/2010 1400 1420 5251.25 5237.1 1.43 -0.27 -0.38 0.07
7/5/2010 1415.9 1394.1 5237 5235.9 -1.54 -0.02 0.03 0
7/6/2010 1396 1394.05 5236.1 5289.05 -0.14 1.01 -0.14 1.02
7/7/2010 1392 1373.8 5293.1 5241.1 -1.31 -0.98 1.28 0.97
7/8/2010 1392.2 1404 5242 5296.85 0.85 1.05 0.89 1.09
7/9/2010 1400 1428 5297.2 5352.45 2 1.04 2.09 1.09
### 1435 1409 5352.25 5383 -1.81 0.57 -1.04 0.33
### 1415.05 1408.9 5370.2 5400.65 -0.43 0.57 -0.25 0.32
### 1417 1390.25 5402 5386.15 -1.89 -0.29 0.55 0.09
### 1415 1375.35 5387.1 5378.75 -2.8 -0.15 0.43 0.02
### 1372.9 1378.5 5376.65 5393.9 0.41 0.32 0.13 0.1
### 1335 1362 5392.7 5386.45 2.02 -0.12 -0.23 0.01
### 1395 1351.1 5387 5368 -3.15 -0.35 1.11 0.12
### 1369 1363.6 5368.85 5399.35 -0.39 0.57 -0.22 0.32
### 1379.9 1353 5399.15 5441.95 -1.95 0.79 -1.55 0.63
### 1365 1357 5441.9 5449.1 -0.59 0.13 -0.08 0.02
### 1302.3 1190 5446.55 5418.6 -8.62 -0.51 4.43 0.26
### 1190 1206.75 5420.2 5430.6 1.41 0.19 0.27 0.04
### 1210 1203 5436.1 5397.55 -0.58 -0.71 0.41 0.5
### 1205 1201 5397.85 5408.9 -0.33 0.2 -0.07 0.04
### 1199 1198 5408.4 5367.6 -0.08 -0.75 0.06 0.57

SUM -19.21 1.14 9.67 8.93

BETA 1.2 SD 2.26 VAR 5.1

234.77 195.94
4
2
Y
X
-2
-4
-6
-8
-10
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22
Y
X

7 18 19 20 21 22
Stock Market
Stock Price Sensex Price
Return Return
Date Open Close Open Close Y X X*Y X^2
6/1/2010 1235 1258.05 5086.25 4970.2 1.87 -2.28 -4.26 5.21
6/2/2010 1261 1278.25 4970.75 5019.85 1.37 0.99 1.35 0.98
6/3/2010 1288 1302.45 5020.15 5110.5 1.12 1.8 2.02 3.24
6/4/2010 1304 1329.15 5112.6 5135.5 1.93 0.45 0.86 0.2
6/7/2010 1282.1 1316.35 5132.95 5034 2.67 -1.93 -5.15 3.72
6/8/2010 1319.9 1294.5 5036.7 4987.1 -1.92 -0.98 1.9 0.97
6/9/2010 1295.65 1305.25 4985.05 5000.3 0.74 0.31 0.23 0.09
6/10/2010 1316 1349.8 4999.6 5078.6 2.57 1.58 4.06 2.5
6/11/2010 1347 1352 5078.75 5119.35 0.37 0.8 0.3 0.64
6/14/2010 1364 1353.9 5120.15 5197.7 -0.74 1.51 -1.12 2.29
6/15/2010 1355 1339.25 5201.3 5222.35 -1.16 0.4 -0.47 0.16
6/16/2010 1349 1364.95 5225.05 5233.35 1.18 0.16 0.19 0.03
6/17/2010 1369 1387 5233.65 5274.85 1.31 0.79 1.04 0.62
6/18/2010 1374.7 1351 5274.95 5262.6 -1.72 -0.23 0.4 0.05
6/21/2010 1362 1379 5266.5 5353.3 1.25 1.65 2.06 2.72
6/22/2010 1367.5 1369 5353.95 5316.55 0.11 -0.7 -0.08 0.49
6/23/2010 1365 1412.6 5316.15 5323.15 3.49 0.13 0.46 0.02
6/24/2010 1410 1387.5 5323.25 5320.6 -1.6 -0.05 0.08 0
6/25/2010 1382 1398.9 5320.5 5269.05 1.22 -0.97 -1.18 0.94
6/28/2010 1398 1401 5271.1 5333.5 0.21 1.18 0.25 1.4
6/29/2010 1390 1388 5333.55 5256.15 -0.14 -1.45 0.21 2.11
6/30/2010 1370 1424.2 5254.25 5312.5 3.96 1.11 4.39 1.23

SUM 18.08 4.26 7.52 29.59

BETA 0.14 SD 1.62 VAR 2.62

88.41 632.8
5
4
3 Y
2 X
1

-1
-2
-3
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22
Y
X

21 22
Stock Market
Stock Price Sensex Price
Return Return
Date Open Close Open Close Y X X*Y
5/3/2010 1275 1282.5 5278.4 5222.75 0.59 -1.05 -0.62
5/4/2010 1288 1258 5223.9 5148.5 -2.33 -1.44 3.36
5/5/2010 1247.7 1287.3 5148.35 5124.9 3.17 -0.46 -1.45
5/6/2010 1284 1286 5124.4 5090.85 0.16 -0.65 -0.1
5/7/2010 1261 1283 5072.3 5018.05 1.74 -1.07 -1.87
5/10/2010 1291.2 1291.9 5026.6 5193.6 0.05 3.32 0.18
5/11/2010 1300 1267 5189.75 5136.15 -2.54 -1.03 2.62
5/12/2010 1270 1265.3 5133.75 5156.65 -0.37 0.45 -0.17
5/13/2010 1275 1271.85 5157.55 5178.9 -0.25 0.41 -0.1
5/14/2010 1269 1248.25 5180.55 5093.5 -1.64 -1.68 2.75
5/17/2010 1250 1239 5093.9 5059.9 -0.88 -0.67 0.59
5/18/2010 1241.3 1242 5059.55 5066.2 0.06 0.13 0.01
5/19/2010 1234.7 1228 5065.1 4919.65 -0.54 -2.87 1.56
5/20/2010 1238.8 1212 4924.3 4947.6 -2.16 0.47 -1.02
5/21/2010 1176 1240.1 4946.7 4931.15 5.45 -0.31 -1.71
5/24/2010 1254.9 1206 4944.3 4943.95 -3.9 -0.01 0.03
5/25/2010 1201.2 1202 4945.3 4806.75 0.07 -2.8 -0.19
5/26/2010 1195 1196.1 4807.3 4917.4 0.09 2.29 0.21
5/27/2010 1205 1230 4915.15 5003.1 2.07 1.79 3.71
5/28/2010 1243 1225 5005.6 5066.55 -1.45 1.22 -1.76
5/31/2010 1236 1235 5076.1 5086.3 -0.08 0.2 -0.02

SUM -2.67 -3.77 6.01

BETA 0.12 SD 2.06 VAR 4.25


X^2
1.11
2.08
0.21
0.43
1.14
11.04 Stock & Market Retur
1.07
0.2
0.17 8
2.82 6
0.45 4
0.02

Axis Title
2
8.25
0.22
0.1 -2
0 -4
7.85
-6
5.25
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20
3.2
1.48
0.04

47.12
arket Returns Comparison

Y
X

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