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BPCL

Date
Open
High
Low
Close
Volume
6/1/2011 5561.05
5657.9
5195.9
5647.4
5/2/2011
5766.9 5775.25
5328.7 5560.15
4/1/2011
5835 5944.45 5693.25
5749.5
3/1/2011
5382
5872
5348.2 5833.75
2/1/2011
5537.3 5599.25
5177.7 5333.25
1/3/2011 6177.45 6181.05 5416.65
5505.9
12/1/2010
5871
6147.3 5721.15
6134.5
11/1/2010
6092.3
6338.5 5690.35
5862.7
10/1/2010
6030.3
6284.1
5937.1
6017.7
9/1/2010 5403.05
6073.5 5403.05 6029.95
8/2/2010 5369.55
5549.8
5348.9
5402.4
7/1/2010 5312.05
5477.5
5225.6
5367.6
6/1/2010 5086.25 5366.75 4961.05
5312.5
5/3/2010
5278.4
5278.7 4786.45
5086.3
4/1/2010
5249.2 5399.65
5160.9
5278
3/2/2010
4935.6 5329.55 4935.35
5249.1
2/11/2010 4757.25
4992 4757.25
4922.3
1/4/2010
5200.9 5310.85
5167.1 5225.65
12/1/2009
5039.7 5221.85 4943.95 5201.05
11/3/2009 4712.25
5138
4538.5
5032.7
10/1/2009
5087.2 5181.95
4687.5
4711.7
9/1/2009
4662.2
5087.6
4576.6 5083.95
8/3/2009
4633.8 4743.75
4359.4
4662.1
7/1/2009
4292.3 4669.75 3918.75 4636.45
6/1/2009
4450.4
4693.2 4143.25
4291.1
5/4/2009
3478.7
4509.4
3478.7 4448.95
4/1/2009 3023.85 3517.25
2965.7 3473.95
3/2/2009
2764.6 3123.35 2539.45 3020.95
2/2/2009 2872.35 2969.75 2677.55 2763.65
1/1/2009
2963.3
3147.2 2661.65
2874.8
12/1/2008 2755.15 3110.45
2570.7 2959.15
11/3/2008
2885.4 3240.55
2502.9
2755.1
10/1/2008 3921.85
4000.5 2252.75
2885.6
9/1/2008
4356.1
4558 3715.05
3921.2
8/1/2008
4331.6 4649.85 4201.85
4360
7/1/2008 4039.75 4539.45
3790.2 4332.95
6/2/2008 4869.25
4908.8
4021.7 4040.55
5/2/2008
5265.3 5298.85
4801.9
4870.1
4/1/2008 4735.65 5230.75 4628.75
5165.9
3/3/2008
5222.8
5222.8 4468.55
4734.5
2/1/2008
5140.6
5545.2
4803.6
5223.5
1/1/2008 6136.75
6357.1
4448.5 5137.45
12/3/2007 5765.45
6185.4
5676.7
6138.6
11/1/2007
5903.8 6011.95 5394.35 5762.75
10/1/2007
5021.5
5976 5000.95 5900.65

0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Adj Close
5647.4
5560.15
5749.5
5833.75
5333.25
5505.9
6134.5
5862.7
6017.7
6029.95
5402.4
5367.6
5312.5
5086.3
5278
5249.1
4922.3
5225.65
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
5223.5
5137.45
6138.6
5762.75
5900.65

Date
6/1/2011
5/2/2011
4/1/2011
3/1/2011
2/1/2011
1/3/2011
###
###
###
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/2/2010
2/3/2010
1/4/2010
###
###
###
9/1/2009
8/3/2009
7/1/2009
6/1/2009
5/4/2009
4/1/2009
3/2/2009
2/2/2009
1/1/2009
###
###
###
9/1/2008
8/1/2008
7/1/2008
6/2/2008
5/2/2008
4/1/2008
3/3/2008
2/1/2008
1/1/2008
###
###
###

9/3/2007
8/1/2007
7/2/2007
6/4/2007
5/3/2007
4/2/2007
3/1/2007
2/1/2007
1/2/2007
12/1/2006
11/1/2006
10/3/2006
9/1/2006
8/1/2006
7/3/2006

4466.65
0
0
0
0
0
0
0
3966.25
3955.7
3744.1
3588.95
3414
3128.2
3128.75

5055.8
4532.9
4647.95
4362.95
4306.75
4217.9
3901.75
4245.3
4167.15
4046.85
3976.8
3782.85
3603.7
3452.3
3208.85

4445.55 5021.35
4002.2
4464
4304 4528.85
4100.8
4318.3
3981.15
4295.8
3617
4087.9
3554.5 3821.55
3674.85
3745.3
3833.6
4082.7
3657.65
3966.4
3737
3954.5
3508.65
3744.1
3328.45
3588.4
3113.6
3413.9
2878.25
3143.2

0 5021.35
0
4464
0 4528.85
0
4318.3
0
4295.8
###
4087.9
### 3821.55
###
3745.3
###
4082.7
###
3966.4
###
3954.5
###
3744.1
###
3588.4
###
3413.9
###
3143.2

9/3/2007
8/1/2007
7/2/2007
6/4/2007
5/3/2007
4/2/2007
3/1/2007
2/1/2007
1/2/2007
###
###
###
9/1/2006
8/1/2006
7/3/2006

NIFTY
Open
High
Low
Close
Volume Adj Close
628.1
686.7
598.2
647.95 695900
647.95
630
680.6
595
633.2 772800
633.2
601.5
637.9
585
627 446600
627
558
623.7
538.1
610.1 607200
610.1
604.85
644.4
529.35
557 697800
557
662
669.9
565.15
608.6 726600
608.6
679.45
721.9
650.65
657 712900
657
739
785
649.15
675.85 692500
675.85
749.8
776.2
688.65
728.9 1161200
728.9
767
818
740
750.25 1240400
750.25
642.15
840
637.45
764.5 1893800
750.4
663
718.9
621.4
640 2081700
628.2
583
672.5
515.55
662.4 2378300
650.18
521
589.5
509
587.45 800500
576.62
518.5
521.9
488.4
520 593600
510.41
571
571
502.25
517 675600
507.47
603.2
613
552.05
559.85 900800
549.52
635.55
657.6
603.05
603.2 711100
592.08
592.75
645.5
581.4
635.5 624100
623.78
509
596.2
497.5
595.1 635900
584.12
570.5
576
481.8
509 611700
499.61
514.9
601.2
507
579 888600
568.32
475.6
544.35
455.5
509 851500
499.61
415.9
499
415.9
474 736900
458.8
475
492
408
429.95 1110100
416.16
384.25
516.4
348.6
465 1535700
450.08
380
399.35
361.35
386 706000
373.62
370.5
391.9
329.5
374.75 708200
362.73
384.4
421.9
367.6
391 497200
378.46
377
423.3
351.05
392 819200
379.43
360
400
313.95
377 810300
364.91
290
369.9
282.3
363 649800
351.36
358
385.9
226.2
286 913100
276.83
300
374.85
292
358.85 1155100
347.34
325
366
278.7
302 629300
289.03
232
339
206
326 450100
312
362.4
371.7
221.2
221.2 929000
211.7
400.55
419.9
330.35
362 531600
346.45
408.4
440
375.85
409 377700
391.43
451.3
475.8
374
404 593400
386.65
369.9
483
354.1
466.85 604200
446.8
529.7
556.8
351.1
357 837500
341.67
393.9
545.8
390.1
518 1133600
495.75
347.6
465
333.3
389 962700
372.29
361
388.5
315.3
345.9 396900
331.04

310.05
320
341
355
335
302.5
314.8
355
338
345
410
369
379.9
312
339.8

399
325.95
369.9
370
400
347.95
358.8
359.95
374.8
351
418.35
420.9
400
394.7
360

298
297.9
303
326.35
325.8
291
281.85
293
331.6
313.05
342.5
367.2
165.05
301.1
298

362
311
321.3
340.45
361.2
333.25
302.75
311.25
360.4
338.05
344.3
400.9
366.3
361.55
312.45

569100
316800
371700
410000
563100
320300
518200
425800
562100
709900
668900
798300
866400
524900
184000

346.45
288.08
297.63
315.36
334.59
308.69
280.44
288.32
333.84
308.03
313.73
362.82
331.51
327.21
282.77

SUMMARY OUTPUT
Regression Statistics
Multiple R
0.5
R Square
0.25
Adjusted R Square
0.24
Standard Error 0.13
Observations
59
ANOVA
df
Regression
Residual
Total

1
57
58

SS
0.31
0.92
1.23

MS
0.31
0.02

F Significance F
19.5
0

Coefficients
Standard Errort Stat
P-value Lower 95%Upper 95%
Lower 95.0%
Upper 95.0%
Intercept
0.01
0.02
0.67
0.51
-0.02
0.04
-0.02
0.04
NIFTY Returns 0.85
0.19
4.42
0
0.47
1.24
0.47
1.24

RESIDUAL OUTPUT
Observation
Predicted BPCL Returns
Residuals
1
0.08
0.07
2
0.05
-0.04
3
0.05
0.05
4
0.06
-0.2
5
0.01
-0.03
6
0.04
0.03
7
-0.06
-0.08
8
0.03
-0.06
9
0.07
0.03
10
0.05
0.03
11
0.02
-0.07
12
0.05
-0.11
13
0
-0.03
14
0.12
0.05
15
0.16
-0.21
16
-0.01
0.13
17
0.07
0.26
18
-0.13
-0.18
19
0.03
0.28
20
-0.07
-0.07
21
0.09
-0.08
22
-0.04
-0.08

23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59

-0.13
0.07
0.02
-0.07
-0.21
-0.03
0.07
-0.01
-0.02
0.09
0.14
0.25
-0.02
0.08
0.02
0.09
-0.05
0.07
0.04
0.02
-0.04
0.07
0.02
-0.02
0.05
0.02
0.02
0.11
0.01
-0.01
0.05
-0.08
-0.02
0.09
0
-0.02
0.02

-0.25
0.4
-0.09
0.26
0.01
0.3
-0.04
0.05
0.02
-0.13
-0.11
-0.05
-0.06
0.02
0.06
0.05
-0.07
0.1
0.03
-0.07
-0.03
-0.14
-0.01
0.15
0.08
-0.05
0.18
-0.13
-0.04
-0.06
-0.08
0
-0.07
0
0.03
0.03
0

BPCL Returns

pper 95.0%

NIFTY Returns Line Fit Plot


100.00%
50.00%
0.00%
-50.00%
854532-26554-00-6-1-9--76---7--900-859-634-65-4160--4--9--1
......8.....1..2.0.9.50..004.23...3...7...5..3....22.03.13.
613609.09028.11.5.6.1..22...4..312.050.837.65.4041..6..3..5
11310323683742732173171341250881485434314283064381053118426
NIFTY Returns
21899265957534532646127620626560904828225909537736376034499
24952148676718170391860680422061968024281851722131150255432
45802218847695105055303356146435560549022107004746578472130
26189934504134239953813894054851202297672412550641239621822
31109889080203207049605592267054838984268197776453541976292
00629997740989768971393742834793241485549744452713997613586
05151125547440060349151650235120938698616274096015613323559
89591078491936664207361431543201446742982114077557659891847
31264863236538018718243308698347014962425324358810233905372
99009576729471416895368123601613732626578868171832130270862
99482103567000537525249484543618915899884117647236831795899
22457147009380104918549228630786619495707394184535510371694
20915107060943844733480056158253779626818540835230802711886
949E92538936355927E979915226E06E76953271990393557735482E489
EEE-EE8EEEEE3711E3-3EE8EE367-89-239EEE1EEE7EE7EEE565E08-75E
---2--E-----E E-12E--7--91E2EE2 E---E---E--E--- EE-4E2EE22232-22232- -2 -2223 - -- -232-223-23-223--2- --2
2 2 2 2 222 2 2 2 2 32 222

BPCL
Returns
Predicted
BPCL
Returns

SUMMARY OUTPUT
Regression Statistics
Multiple R
0.5
R Square
0.25
Adjusted R Square
0.24
Standard Error
0.13
Observations
59
ANOVA
df
Regression
Residual
Total

Intercept
NIFTY Returns

1
57
58

SS
0.31
0.92
1.23

MS
0.31
0.02

Coefficients
Standard Errort Stat
0.01
0.02
0.67
0.85
0.19
4.42

Significance F
19.5
0

P-value Lower 95%Upper 95%


0.51
-0.02
0.04
0
0.47
1.24

RESIDUAL OUTPUT
Observation
Predicted BPCL Returns
Residuals
Standard Residuals
1
0.08
0.07
0.58
2
0.05
-0.04
-0.33
3
0.05
0.05
0.37
4
0.06
-0.2
-1.59
5
0.01
-0.03
-0.25
6
0.04
0.03
0.24
7
-0.06
-0.08
-0.61
8
0.03
-0.06
-0.44
9
0.07
0.03
0.24
10
0.05
0.03
0.23
11
0.02
-0.07
-0.58
12
0.05
-0.11
-0.87
13
0
-0.03
-0.25
14
0.12
0.05
0.37
15
0.16
-0.21
-1.63
16
-0.01
0.13
1.06
17
0.07
0.26
2.11
18
-0.13
-0.18
-1.45
19
0.03
0.28
2.24
20
-0.07
-0.07
-0.52
21
0.09
-0.08
-0.61
22
-0.04
-0.08
-0.61

PROBABILITY OUTPUT
PercentileBPCL
0.85
2.54
4.24
5.93
7.63
9.32
11.02
12.71
14.41
16.1
17.8
19.49
21.19
22.88
24.58
26.27
27.97
29.66
31.36
33.05
34.75
36.44

Returns
-0.39
-0.31
-0.2
-0.14
-0.14
-0.13
-0.12
-0.11
-0.08
-0.08
-0.08
-0.07
-0.07
-0.07
-0.07
-0.06
-0.06
-0.05
-0.04
-0.04
-0.03
-0.03

23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59

-0.13
0.07
0.02
-0.07
-0.21
-0.03
0.07
-0.01
-0.02
0.09
0.14
0.25
-0.02
0.08
0.02
0.09
-0.05
0.07
0.04
0.02
-0.04
0.07
0.02
-0.02
0.05
0.02
0.02
0.11
0.01
-0.01
0.05
-0.08
-0.02
0.09
0
-0.02
0.02

-0.25
0.4
-0.09
0.26
0.01
0.3
-0.04
0.05
0.02
-0.13
-0.11
-0.05
-0.06
0.02
0.06
0.05
-0.07
0.1
0.03
-0.07
-0.03
-0.14
-0.01
0.15
0.08
-0.05
0.18
-0.13
-0.04
-0.06
-0.08
0
-0.07
0
0.03
0.03
0

-2.03
3.19
-0.72
2.09
0.09
2.36
-0.28
0.42
0.15
-1.05
-0.87
-0.37
-0.45
0.18
0.46
0.39
-0.55
0.79
0.22
-0.52
-0.27
-1.15
-0.08
1.19
0.62
-0.43
1.41
-1.02
-0.3
-0.49
-0.62
0.02
-0.55
0.03
0.23
0.21
-0.01

38.14
39.83
41.53
43.22
44.92
46.61
48.31
50
51.69
53.39
55.08
56.78
58.47
60.17
61.86
63.56
65.25
66.95
68.64
70.34
72.03
73.73
75.42
77.12
78.81
80.51
82.2
83.9
85.59
87.29
88.98
90.68
92.37
94.07
95.76
97.46
99.15

-0.03
-0.03
-0.03
-0.02
-0.02
0
0.01
0.01
0.01
0.01
0.02
0.03
0.03
0.04
0.04
0.07
0.07
0.07
0.08
0.09
0.1
0.1
0.1
0.12
0.13
0.13
0.14
0.16
0.16
0.17
0.19
0.19
0.2
0.27
0.31
0.33
0.47

BPCL Returns

NIFTY Returns Line Fit Plot

Lower 95.0%
Upper 95.0%
-0.02
0.04
0.47
1.24

CL Returns

100.00%
50.00%
0.00%
-50.00%
854532-26554-00-6-1-9--76---7--900-859-634-65-4160--4--9--1
......8.....1..2.0.9.50..004.23...3...7...5..3....22.03.13.
613609.09028.11.5.6.1..22...4..312.050.837.65.4041..6..3..5
11310323683742732173171341250881485434314283064381053118426
NIFTY Returns
21899265957534532646127620626560904828225909537736376034499
24952148676718170391860680422061968024281851722131150255432
45802218847695105055303356146435560549022107004746578472130
26189934504134239953813894054851202297672412550641239621822
31109889080203207049605592267054838984268197776453541976292
00629997740989768971393742834793241485549744452713997613586
05151125547440060349151650235120938698616274096015613323559
89591078491936664207361431543201446742982114077557659891847
31264863236538018718243308698347014962425324358810233905372
99009576729471416895368123601613732626578868171832130270862
99482103567000537525249484543618915899884117647236831795899
22457147009380104918549228630786619495707394184535510371694
20915107060943844733480056158253779626818540835230802711886
949E92538936355927E979915226E06E76953271990393557735482E489
EEE-EE8EEEEE3711E3-3EE8EE367-89-239EEE1EEE7EE7EEE565E08-75E
---2--E-----E E-12E--7--91E2EE2 E---E---E--E--- EE-4E2EE22232-22232- -2 -2223 - -- -232-223-23-223--2- --2
2 2 2 2 222 2 2 2 2 32 222

BPCL
Returns
Predicted
BPCL
Returns

SUMMARY OUTPUT
Regression Statistics
Multiple R
0.5
R Square
0.25
Adjusted R Square
0.24
Standard Error 0.13
Observations
59
ANOVA
df
Regression
Residual
Total

1
57
58

SS
0.31
0.92
1.23

MS
0.31
0.02

F Significance F
19.5
0

Coefficients
Standard Errort Stat
P-value Lower 95%Upper 95%
Lower 95.0%
Upper 95.0%
Intercept
0.01
0.02
0.67
0.51
-0.02
0.04
-0.02
0.04
NIFTY Returns 0.85
0.19
4.42
0
0.47
1.24
0.47
1.24

RESIDUAL OUTPUT
Observation
Predicted BPCL Returns
Residuals
1
0.08
0.07
2
0.05
-0.04
3
0.05
0.05
4
0.06
-0.2
5
0.01
-0.03
6
0.04
0.03
7
-0.06
-0.08
8
0.03
-0.06
9
0.07
0.03
10
0.05
0.03
11
0.02
-0.07
12
0.05
-0.11
13
0
-0.03
14
0.12
0.05
15
0.16
-0.21
16
-0.01
0.13
17
0.07
0.26
18
-0.13
-0.18
19
0.03
0.28
20
-0.07
-0.07
21
0.09
-0.08
22
-0.04
-0.08

23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59

-0.13
0.07
0.02
-0.07
-0.21
-0.03
0.07
-0.01
-0.02
0.09
0.14
0.25
-0.02
0.08
0.02
0.09
-0.05
0.07
0.04
0.02
-0.04
0.07
0.02
-0.02
0.05
0.02
0.02
0.11
0.01
-0.01
0.05
-0.08
-0.02
0.09
0
-0.02
0.02

-0.25
0.4
-0.09
0.26
0.01
0.3
-0.04
0.05
0.02
-0.13
-0.11
-0.05
-0.06
0.02
0.06
0.05
-0.07
0.1
0.03
-0.07
-0.03
-0.14
-0.01
0.15
0.08
-0.05
0.18
-0.13
-0.04
-0.06
-0.08
0
-0.07
0
0.03
0.03
0

pper 95.0%

SUMMARY OUTPUT
Regression Statistics
Multiple R
0.5
R Square
0.25
Adjusted R Square
0.24
Standard Error 0.13
Observations
59

60.00%

ANOVA
df
Regression
Residual
Total

1
57
58

SS
0.31
0.92
1.23

MS
0.31
0.02

F Significance F
19.5
0

BPCL Returns

40.00%
20.00%
0.00%
-20.00%
-40.00%

Coefficients
Standard Errort Stat
P-value Lower 95%Upper 95%
Lower 95.0%
Upper 95.0%
Intercept
0.01
0.02
0.67
0.51
-0.02
0.04
-0.02
0.04
-60.00%
NIFTY Returns 0.85
0.19
4.42
0
0.47
1.24
0.47
1.24 -30.00%

RESIDUAL OUTPUT
Observation
Predicted BPCL Returns
Residuals
1
0.08
0.07
2
0.05
-0.04
3
0.05
0.05
4
0.06
-0.2
5
0.01
-0.03
6
0.04
0.03
7
-0.06
-0.08
8
0.03
-0.06
9
0.07
0.03
10
0.05
0.03
11
0.02
-0.07
12
0.05
-0.11
13
0
-0.03
14
0.12
0.05
15
0.16
-0.21
16
-0.01
0.13
17
0.07
0.26
18
-0.13
-0.18
19
0.03
0.28
20
-0.07
-0.07
21
0.09
-0.08
22
-0.04
-0.08

23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59

-0.13
0.07
0.02
-0.07
-0.21
-0.03
0.07
-0.01
-0.02
0.09
0.14
0.25
-0.02
0.08
0.02
0.09
-0.05
0.07
0.04
0.02
-0.04
0.07
0.02
-0.02
0.05
0.02
0.02
0.11
0.01
-0.01
0.05
-0.08
-0.02
0.09
0
-0.02
0.02

-0.25
0.4
-0.09
0.26
0.01
0.3
-0.04
0.05
0.02
-0.13
-0.11
-0.05
-0.06
0.02
0.06
0.05
-0.07
0.1
0.03
-0.07
-0.03
-0.14
-0.01
0.15
0.08
-0.05
0.18
-0.13
-0.04
-0.06
-0.08
0
-0.07
0
0.03
0.03
0

BPCL Returns

NIFTY Returns Line Fit Plot


60.00%
40.00%
20.00%
0.00%
-20.00%
-40.00%

pper 95.0%
-60.00%
-30.00%

-20.00%

-10.00%

0.00%

10.00%

20.00%

NIFTY Returns
BPCL Returns
Linear Regression for
BPCL Returns

30.00%

40.00%

0%

SUMMARY OUTPUT
Regression Statistics
Multiple R
R Square
Adjusted R Square
Standard Error
Observations

0.5
0.25
0.24
0.13
59

ANOVA
df
Regression
Residual
Total

SS
1
57
58

Coefficients
Intercept
NIFTY Returns

0.31
0.92
1.23

Standard Error
0.01
0.02
0.85
0.19

RESIDUAL OUTPUT
Observation

Predicted BPCL Returns


1
0.08
2
0.05
3
0.05
4
0.06
5
0.01
6
0.04
7
-0.06
8
0.03
9
0.07
10
0.05
11
0.02
12
0.05
13
0
14
0.12
15
0.16
16
-0.01
17
0.07
18
-0.13
19
0.03
20
-0.07
21
0.09
22
-0.04

Residuals
0.07
-0.04
0.05
-0.2
-0.03
0.03
-0.08
-0.06
0.03
0.03
-0.07
-0.11
-0.03
0.05
-0.21
0.13
0.26
-0.18
0.28
-0.07
-0.08
-0.08

MS
0.31
0.02

F Significance F
19.5
0

t Stat
P-value Lower 95%
0.67
0.51
-0.02
4.42
0
0.47

23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59

-0.13
0.07
0.02
-0.07
-0.21
-0.03
0.07
-0.01
-0.02
0.09
0.14
0.25
-0.02
0.08
0.02
0.09
-0.05
0.07
0.04
0.02
-0.04
0.07
0.02
-0.02
0.05
0.02
0.02
0.11
0.01
-0.01
0.05
-0.08
-0.02
0.09
0
-0.02
0.02

-0.25
0.4
-0.09
0.26
0.01
0.3
-0.04
0.05
0.02
-0.13
-0.11
-0.05
-0.06
0.02
0.06
0.05
-0.07
0.1
0.03
-0.07
-0.03
-0.14
-0.01
0.15
0.08
-0.05
0.18
-0.13
-0.04
-0.06
-0.08
0
-0.07
0
0.03
0.03
0

NIFTY Returns Line Fit Plot


60.00%

40.00%

20.00%

BPCL Returns
Linear Regression
for BPCL Returns

gnificance F
0.00%

-20.00%

Upper 95%
Lower 95.0%
Upper 95.0%
0.04
-0.02
0.04
-40.00%
1.24
0.47
1.24
-60.00%
-40.00%

-20.00%

0.00%

20.00%

40.00%

SUMMARY OUTPUT
Regression Statistics
Multiple R
R Square
Adjusted R Square
Standard Error
Observations

0.5
0.25
0.24
0.13
59

ANOVA
df
Regression
Residual
Total

SS
1
57
58

Coefficients
Intercept
NIFTY Returns

0.31
0.92
1.23

Standard Error
0.01
0.02
0.85
0.19

RESIDUAL OUTPUT
Observation

Predicted BPCL Returns


1
0.08
2
0.05
3
0.05
4
0.06
5
0.01
6
0.04
7
-0.06
8
0.03
9
0.07
10
0.05
11
0.02
12
0.05
13
0
14
0.12
15
0.16
16
-0.01
17
0.07
18
-0.13
19
0.03
20
-0.07
21
0.09
22
-0.04

Residuals
0.07
-0.04
0.05
-0.2
-0.03
0.03
-0.08
-0.06
0.03
0.03
-0.07
-0.11
-0.03
0.05
-0.21
0.13
0.26
-0.18
0.28
-0.07
-0.08
-0.08

MS
0.31
0.02

t Stat
0.67
4.42

F
19.5

P-value
0.51
0

23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59

-0.13
0.07
0.02
-0.07
-0.21
-0.03
0.07
-0.01
-0.02
0.09
0.14
0.25
-0.02
0.08
0.02
0.09
-0.05
0.07
0.04
0.02
-0.04
0.07
0.02
-0.02
0.05
0.02
0.02
0.11
0.01
-0.01
0.05
-0.08
-0.02
0.09
0
-0.02
0.02

-0.25
0.4
-0.09
0.26
0.01
0.3
-0.04
0.05
0.02
-0.13
-0.11
-0.05
-0.06
0.02
0.06
0.05
-0.07
0.1
0.03
-0.07
-0.03
-0.14
-0.01
0.15
0.08
-0.05
0.18
-0.13
-0.04
-0.06
-0.08
0
-0.07
0
0.03
0.03
0

NIFTY Returns Line Fit Plot


60.00%

40.00%

20.00%

BPCL Returns

Significance F
0

0.00%

-20.00%
Lower 95% Upper 95% Lower
95.0%Upper 95.0%
-0.02
0.04
-0.02
0.04
0.47
1.24
0.47
1.24
-40.00%

-60.00%
-30.00%

-20.00%

-10.00%

0.00%

10.00%

NIFTY Returns

20.00%

it Plot

10.00%

20.00%

30.00%

40.00%

Date
7/3/2006
8/1/2006
9/1/2006
###
###
###
1/2/2007
2/1/2007
3/1/2007
4/2/2007
5/3/2007
6/4/2007
7/2/2007
8/1/2007
9/3/2007
###
###
###
1/1/2008
2/1/2008
3/3/2008
4/1/2008
5/2/2008
6/2/2008
7/1/2008
8/1/2008
9/1/2008
###
###
###
1/1/2009
2/2/2009
3/2/2009
4/1/2009
5/4/2009
6/1/2009
7/1/2009
8/3/2009
9/1/2009
###
###
###
1/4/2010

NIFTY
3143.2
3413.9
3588.4
3744.1
3954.5
3966.4
4082.7
3745.3
3821.55
4087.9
4295.8
4318.3
4528.85
4464
5021.35
5900.65
5762.75
6138.6
5137.45
5223.5
4734.5
5165.9
4870.1
4040.55
4332.95
4360
3921.2
2885.6
2755.1
2959.15
2874.8
2763.65
3020.95
3473.95
4448.95
4291.1
4636.45
4662.1
5083.95
4711.7
5032.7
5201.05
5225.65

BPCL
312.45
361.55
366.3
400.9
344.3
338.05
360.4
311.25
302.75
333.25
361.2
340.45
321.3
311
362
345.9
389
518
357
466.85
404
409
362
221.2
326
302
358.85
286
363
377
392
391
374.75
386
465
429.95
474
509
579
509
595.1
635.5
603.2

1
NIFTY
Returns

8.61%
5.11%
4.34%
5.62%
0.30%
2.93%
-8.26%
2.04%
6.97%
5.09%
0.52%
4.88%
-1.43%
12.49%
17.51%
-2.34%
6.52%
-16.31%
1.67%
-9.36%
9.11%
-5.73%
-17.03%
7.24%
0.62%
-10.06%
-26.41%
-4.52%
7.41%
-2.85%
-3.87%
9.31%
15.00%
28.07%
-3.55%
8.05%
0.55%
9.05%
-7.32%
6.81%
3.35%
0.47%

2
BPCL
Returns

15.71%
1.31%
9.45%
-14.12%
-1.82%
6.61%
-13.64%
-2.73%
10.07%
8.39%
-5.74%
-5.62%
-3.21%
16.40%
-4.45%
12.46%
33.16%
-31.08%
30.77%
-13.46%
1.24%
-11.49%
-38.90%
47.38%
-7.36%
18.82%
-20.30%
26.92%
3.86%
3.98%
-0.26%
-4.16%
3.00%
20.47%
-7.54%
10.25%
7.38%
13.75%
-12.09%
16.92%
6.79%
-5.08%

3
Nifty
Ri - E(r)

7.24%
3.74%
2.97%
4.25%
-1.07%
1.56%
-9.63%
0.67%
5.60%
3.72%
-0.85%
3.51%
-2.80%
11.12%
16.14%
-3.71%
5.15%
-17.68%
0.31%
-10.73%
7.74%
-7.10%
-18.40%
5.87%
-0.74%
-11.43%
-27.78%
-5.89%
6.04%
-4.22%
-5.24%
7.94%
13.63%
26.70%
-4.92%
6.68%
-0.82%
7.68%
-8.69%
5.44%
1.98%
-0.90%

4
BPCL
Ri - E(r)

13.43%
-0.97%
7.16%
-16.40%
-4.10%
4.33%
-15.92%
-5.01%
7.79%
6.11%
-8.03%
-7.91%
-5.49%
14.12%
-6.73%
10.18%
30.88%
-33.36%
28.49%
-15.74%
-1.04%
-13.77%
-41.18%
45.10%
-9.64%
16.54%
-22.58%
24.64%
1.58%
1.70%
-2.54%
-6.44%
0.72%
18.19%
-9.82%
7.96%
5.10%
11.47%
-14.37%
14.63%
4.51%
-7.36%

5
Covarianc
e
3x4
97.30%
-3.62%
21.28%
-69.70%
4.38%
6.77%
153.35%
-3.34%
43.65%
22.69%
6.78%
-27.72%
15.37%
156.93%
-108.62%
-37.72%
159.13%
589.78%
8.71%
168.94%
-8.08%
97.72%
757.75%
264.61%
7.18%
-189.14%
627.32%
-145.18%
9.51%
-7.16%
13.28%
-51.12%
9.82%
485.49%
48.28%
53.19%
-4.16%
88.09%
124.90%
79.67%
8.91%
6.60%

###
3/2/2010
4/1/2010
5/3/2010
6/1/2010
7/1/2010
8/2/2010
9/1/2010
###
###
###
1/3/2011
2/1/2011
3/1/2011
4/1/2011
5/2/2011
6/1/2011

4922.3
5249.1
5278
5086.3
5312.5
5367.6
5402.4
6029.95
6017.7
5862.7
6134.5
5505.9
5333.25
5833.75
5749.5
5560.15
5647.4

559.85
-5.81%
-7.19%
-7.17%
-9.47%
67.92%
517
6.64%
-7.65%
5.27%
-9.94% -52.36%
520
0.55%
0.58%
-0.82%
-1.70%
1.39%
587.45
-3.63% 12.97%
-5.00% 10.69% -53.46%
662.4
4.45% 12.76%
3.08% 10.48%
32.25%
640
1.04%
-3.38%
-0.33%
-5.66%
1.88%
764.5
0.65% 19.45%
-0.72% 17.17% -12.38%
750.25 11.62%
-1.86% 10.25%
-4.15% -42.48%
728.9
-0.20%
-2.85%
-1.57%
-5.13%
8.06%
675.85
-2.58%
-7.28%
-3.94%
-9.56%
37.71%
657
4.64%
-2.79%
3.27%
-5.07% -16.56%
608.6 -10.25%
-7.37% -11.62%
-9.65% 112.07%
557
-3.14%
-8.48%
-4.50% -10.76%
48.47%
610.1
9.38%
9.53%
8.02%
7.25%
58.13%
627
-1.44%
2.77%
-2.81%
0.49%
-1.38%
633.2
-3.29%
0.99%
-4.66%
-1.29%
6.03%
647.95
1.57%
2.33%
0.20%
0.05%
0.01%
Mean
1.37%
2.28%
3677.11%
Stdev
8.62% 14.57%
Variance
74.30
Covariance
61.29
Beta
0.82
Alpha
1.15
65%
Correlation Coefficent
0.488

0.49

62