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Beta Calculation

Date

NHPC LTD

Sensex

Rs

Rm

Rs-Mean of Rs

Rm-Mean of Rm

2-Aug-10

31.25

18081.21

3-Aug-10

31.25

4-Aug-10

31

18114.83

0.00000

18217.44

-0.00800

5-Aug-10
6-Aug-10

30.85

18172.83

30.75

18143.99

9-Aug-10

31.1

10-Aug-10
11-Aug-10

FxG

0.00186

0.00086

0.00178

0.00000

0.00566

-0.00714

0.00558

-0.00004

-0.00484

-0.00245

-0.00397

-0.00253

0.00001

-0.00324

-0.00159

-0.00238

-0.00167

0.00000

18287.5

0.01138

0.00791

0.01225

0.00783

0.00010

30.9

18219.99

-0.00643

-0.00369

-0.00557

-0.00378

0.00002

30.8

18070.19

-0.00324

-0.00822

-0.00237

-0.00831

0.00002

12-Aug-10

30.65

18073.9

-0.00487

0.00021

-0.00401

0.00012

0.00000

13-Aug-10

30.7

18167.03

0.00163

0.00515

0.00250

0.00507

0.00001

16-Aug-10

30.7

18050.78

0.00000

-0.00640

0.00086

-0.00648

-0.00001

17-Aug-10

30.55

18048.85

-0.00489

-0.00011

-0.00402

-0.00019

0.00000

18-Aug-10

30.65

18257.12

0.00327

0.01154

0.00414

0.01145

0.00005

19-Aug-10

31.3

18454.94

0.02121

0.01084

0.02207

0.01075

0.00024

20-Aug-10

31.25

18401.82

-0.00160

-0.00288

-0.00073

-0.00296

0.00000

23-Aug-10

31.25

18409.35

0.00000

0.00041

0.00086

0.00032

0.00000

24-Aug-10

31.15

18311.59

-0.00320

-0.00531

-0.00234

-0.00539

0.00001

25-Aug-10

30.8

18179.64

-0.01124

-0.00721

-0.01037

-0.00729

0.00008

26-Aug-10

30.9

18226.35

0.00325

0.00257

0.00411

0.00249

0.00001

27-Aug-10

30.6

17998.41

-0.00971

-0.01251

-0.00884

-0.01259

0.00011

30-Aug-10

30.5

18032.11

-0.00327

0.00187

-0.00240

0.00179

0.00000

31-Aug-10

30.4

17971.12

-0.00328

-0.00338

-0.00241

-0.00347

0.00001

1-Sep-10

30.45

18205.87

0.00164

0.01306

0.00251

0.01298

0.00003

2-Sep-10

30.65

18238.31

0.00657

0.00178

0.00743

0.00170

0.00001

3-Sep-10

31.1

18221.43

0.01468

-0.00093

0.01555

-0.00101

-0.00002

6-Sep-10

31.3

18560.05

0.00643

0.01858

0.00730

0.01850

0.00013

7-Sep-10

31.1

18645.06

-0.00639

0.00458

-0.00552

0.00450

-0.00002

8-Sep-10

30.7

18666.71

-0.01286

0.00116

-0.01200

0.00108

-0.00001

9-Sep-10

30.7

18799.66

0.00000

0.00712

0.00086

0.00704

0.00001

13-Sep-10

31.1

19208.33

0.01303

0.02174

0.01389

0.02165

0.00030

14-Sep-10

32.6

19346.96

0.04823

0.00722

0.04910

0.00713

0.00035

15-Sep-10

32.7

19502.11

0.00307

0.00802

0.00393

0.00794

0.00003

16-Sep-10

32.55

19417.49

-0.00459

-0.00434

-0.00372

-0.00442

0.00002

17-Sep-10

32.45

19594.75

-0.00307

0.00913

-0.00221

0.00904

20-Sep-10

32.8

19906.1

0.01079

0.01589

0.01165

0.01581

-0.00002
0.00018

21-Sep-10

32.35

20001.55

-0.01372

0.00480

-0.01285

0.00471

-0.00006

22-Sep-10

32.15

19941.72

-0.00618

-0.00299

-0.00532

-0.00308

0.00002

23-Sep-10

31.95

19861.01

-0.00622

-0.00405

-0.00536

-0.00413

0.00002

24-Sep-10

32.05

20045.18

0.00313

0.00927

0.00399

0.00919

0.00004

27-Sep-10

32.15

20117.38

0.00312

0.00360

0.00398

0.00352

0.00001

28-Sep-10

32.3

20104.86

0.00467

-0.00062

0.00553

-0.00071

0.00000

29-Sep-10

32.15

19956.34

-0.00464

-0.00739

-0.00378

-0.00747

0.00003

30-Sep-10

31.75

20069.12

-0.01244

0.00565

-0.01158

0.00557

-0.00006

1-Oct-10

32.1

20445.04

0.01102

0.01873

0.01189

0.01865

0.00022

4-Oct-10

32.95

20475.73

0.02648

0.00150

0.02734

0.00142

0.00004

5-Oct-10

33.3

20407.71

0.01062

-0.00332

0.01149

-0.00341

-0.00004

6-Oct-10

33.9

20543.08

0.01802

0.00663

0.01888

0.00655

0.00012

7-Oct-10

33.35

20315.32

-0.01622

-0.01109

-0.01536

-0.01117

0.00017

8-Oct-10

33.1

20250.26

-0.00750

-0.00320

-0.00663

-0.00329

0.00002

11-Oct-10

32.95

20339.89

-0.00453

0.00443

-0.00367

0.00434

-0.00002

12-Oct-10

32.85

20203.34

-0.00303

-0.00671

-0.00217

-0.00680

0.00001

13-Oct-10

32.9

20687.88

0.00152

0.02398

0.00239

0.02390

0.00006

14-Oct-10

32.4

20497.64

-0.01520

-0.00920

-0.01433

-0.00928

0.00013

15-Oct-10

32

20125.05

-0.01235

-0.01818

-0.01148

-0.01826

0.00021

18-Oct-10

31.95

20168.89

-0.00156

0.00218

-0.00070

0.00209

0.00000

19-Oct-10

31.75

19983.13

-0.00626

-0.00921

-0.00539

-0.00929

0.00005

20-Oct-10

31.45

19872.15

-0.00945

-0.00555

-0.00858

-0.00564

0.00005

21-Oct-10

32.1

20260.58

0.02067

0.01955

0.02153

0.01946

0.00042

22-Oct-10

31.9

20165.86

-0.00623

-0.00468

-0.00537

-0.00476

0.00003

25-Oct-10

31.8

20303.12

-0.00313

0.00681

-0.00227

0.00672

-0.00002

26-Oct-10

32.1

20221.39

0.00943

-0.00403

0.01030

-0.00411

-0.00004

27-Oct-10

31.85

20005.37

-0.00779

-0.01068

-0.00692

-0.01077

0.00007

28-Oct-10

31.3

19941.04

-0.01727

-0.00322

-0.01640

-0.00330

0.00005

29-Oct-10

31.2

20032.34

-0.00319

0.00458

-0.00233

0.00449

-0.00001

1-Nov-10

31.4

20355.63

0.00641

0.01614

0.00728

0.01605

0.00012

2-Nov-10

31.35

20345.69

-0.00159

-0.00049

-0.00073

-0.00057

0.00000

3-Nov-10

31.35

20465.74

0.00000

0.00590

0.00086

0.00582

0.00001

4-Nov-10

31.45

20893.57

0.00319

0.02090

0.00405

0.02082

0.00008

5-Nov-10

31.75

21004.96

0.00954

0.00533

0.01040

0.00525

0.00005

8-Nov-10

31.4

20852.38

-0.01102

-0.00726

-0.01016

-0.00735

0.00007

9-Nov-10

31.35

20932.48

-0.00159

0.00384

-0.00073

0.00376

0.00000

10-Nov-10

31.25

20875.71

-0.00319

-0.00271

-0.00232

-0.00280

0.00001

11-Nov-10

30.9

20589.09

-0.01120

-0.01373

-0.01034

-0.01381

0.00014

12-Nov-10

30.5

20156.89

-0.01294

-0.02099

-0.01208

-0.02108

0.00025

15-Nov-10

30.2

20309.69

-0.00984

0.00758

-0.00897

0.00750

-0.00007

16-Nov-10

30

19865.14

-0.00662

-0.02189

-0.00576

-0.02197

0.00013

18-Nov-10

29.95

19930.64

-0.00167

0.00330

-0.00080

0.00321

0.00000

19-Nov-10

29.1

19585.44

-0.02838

-0.01732

-0.02752

-0.01740

0.00048

22-Nov-10

29.25

19957.59

0.00515

0.01900

0.00602

0.01892

0.00011

23-Nov-10

28.85

19691.84

-0.01368

-0.01332

-0.01281

-0.01340

0.00017

24-Nov-10

28.8

19459.85

-0.00173

-0.01178

-0.00087

-0.01187

0.00001

25-Nov-10

28.45

19318.16

-0.01215

-0.00728

-0.01129

-0.00737

0.00008

26-Nov-10

27.7

19136.61

-0.02636

-0.00940

-0.02550

-0.00948

0.00024

29-Nov-10

27.05

19405.1

-0.02347

0.01403

-0.02260

0.01395

-0.00032

30-Nov-10

27.65

19521.25

0.02218

0.00599

0.02305

0.00590

0.00014

1-Dec-10

28.25

19850

0.02170

0.01684

0.02256

0.01676

0.00038

2-Dec-10

28.2

19992.7

-0.00177

0.00719

-0.00091

0.00710

-0.00001

3-Dec-10

27.85

19966.93

-0.01241

-0.00129

-0.01155

-0.00137

0.00002

6-Dec-10

27.95

19981.31

0.00359

0.00072

0.00446

0.00064

0.00000

7-Dec-10

28.15

19934.64

0.00716

-0.00234

0.00802

-0.00242

-0.00002

8-Dec-10

27.85

19696.48

-0.01066

-0.01195

-0.00979

-0.01203

0.00012

9-Dec-10

26.8

19242.36

-0.03770

-0.02306

-0.03684

-0.02314

0.00085

10-Dec-10

27.3

19508.89

0.01866

0.01385

0.01952

0.01377

0.00027

13-Dec-10

27.3

19691.78

0.00000

0.00937

0.00086

0.00929

0.00001

14-Dec-10

27.5

19799.19

0.00733

0.00545

0.00819

0.00537

0.00004

15-Dec-10

27.35

19647.77

-0.00545

-0.00765

-0.00459

-0.00773

0.00004

16-Dec-10

27.35

19864.85

0.00000

0.01105

0.00086

0.01096

0.00001

20-Dec-10

27.35

19888.88

0.00000

0.00121

0.00086

0.00113

0.00000

21-Dec-10

27.45

20060.32

0.00366

0.00862

0.00452

0.00854

0.00004

22-Dec-10

28.1

20015.8

0.02368

-0.00222

0.02454

-0.00230

-0.00006

23-Dec-10

28.05

19982.88

-0.00178

-0.00164

-0.00091

-0.00173

0.00000

24-Dec-10

28.1

20073.66

0.00178

0.00454

0.00265

0.00446

0.00001

27-Dec-10

28.1

20028.93

0.00000

-0.00223

0.00086

-0.00231

0.00000

28-Dec-10

27.95

20025.42

-0.00534

-0.00018

-0.00447

-0.00026

0.00000

29-Dec-10

28.1

20256.03

0.00537

0.01152

0.00623

0.01143

0.00007

30-Dec-10

28.05

20389.07

-0.00178

0.00657

-0.00091

0.00648

-0.00001

31-Dec-10

28.15

20509.09

0.00357

0.00589

0.00443

0.00580

0.00003

3-Jan-11

29

20561.05

0.03020

0.00253

0.03106

0.00245

0.00008

4-Jan-11

28.85

20498.72

-0.00517

-0.00303

-0.00431

-0.00312

0.00001

5-Jan-11

28.65

20301.1

-0.00693

-0.00964

-0.00607

-0.00972

0.00006

6-Jan-11

28.3

20184.74

-0.01222

-0.00573

-0.01135

-0.00582

0.00007

7-Jan-11

27.8

19691.81

-0.01767

-0.02442

-0.01680

-0.02451

0.00041

10-Jan-11

27.3

19224.12

-0.01799

-0.02375

-0.01712

-0.02383

0.00041

11-Jan-11

27.05

19196.34

-0.00916

-0.00145

-0.00829

-0.00153

0.00001

12-Jan-11

27.3

19534.1

0.00924

0.01760

0.01011

0.01751

0.00018

13-Jan-11

27.1

19182.82

-0.00733

-0.01798

-0.00646

-0.01807

0.00012

14-Jan-11

26.9

18860.44

-0.00738

-0.01681

-0.00652

-0.01689

0.00011

17-Jan-11

26.55

18882.25

-0.01301

0.00116

-0.01215

0.00107

-0.00001

18-Jan-11

26.5

19092.05

-0.00188

0.01111

-0.00102

0.01103

-0.00001

19-Jan-11

26.55

18978.32

0.00189

-0.00596

0.00275

-0.00604

-0.00002

20-Jan-11

26.7

19046.54

0.00565

0.00359

0.00651

0.00351

0.00002

21-Jan-11

26.8

19007.53

0.00375

-0.00205

0.00461

-0.00213

-0.00001

24-Jan-11

26.85

19151.28

0.00187

0.00756

0.00273

0.00748

0.00002

25-Jan-11

26.7

18969.45

-0.00559

-0.00949

-0.00472

-0.00958

0.00005

27-Jan-11

25.8

18684.43

-0.03371

-0.01503

-0.03284

-0.01511

0.00050

28-Jan-11

24.95

18395.97

-0.03295

-0.01544

-0.03208

-0.01552

0.00050

31-Jan-11

24.6

18327.76

-0.01403

-0.00371

-0.01316

-0.00379

0.00005

1-Feb-11

24.3

18022.22

-0.01220

-0.01667

-0.01133

-0.01676

0.00019

2-Feb-11

24.35

18090.62

0.00206

0.00380

0.00292

0.00371

0.00001

3-Feb-11

24.7

18449.31

0.01437

0.01983

0.01524

0.01974

0.00030

4-Feb-11

24.3

18008.15

-0.01619

-0.02391

-0.01533

-0.02400

0.00037

7-Feb-11

24.1

18037.19

-0.00823

0.00161

-0.00737

0.00153

-0.00001

8-Feb-11

23.8

17775.7

-0.01245

-0.01450

-0.01158

-0.01458

0.00017

9-Feb-11

22.65

17592.77

-0.04832

-0.01029

-0.04745

-0.01038

0.00049

10-Feb-11

22.75

17463.04

0.00442

-0.00737

0.00528

-0.00746

-0.00004

11-Feb-11

23.65

17728.61

0.03956

0.01521

0.04043

0.01512

0.00061

14-Feb-11

24.2

18202.2

0.02326

0.02671

0.02412

0.02663

0.00064

15-Feb-11

24.35

18273.8

0.00620

0.00393

0.00706

0.00385

0.00003

16-Feb-11

24.85

18300.9

0.02053

0.00148

0.02140

0.00140

0.00003

17-Feb-11

24.85

18506.82

0.00000

0.01125

0.00086

0.01117

0.00001

18-Feb-11

24.05

18211.52

-0.03219

-0.01596

-0.03133

-0.01604

0.00050

21-Feb-11

24.2

18438.31

0.00624

0.01245

0.00710

0.01237

0.00009

22-Feb-11

23.9

18296.16

-0.01240

-0.00771

-0.01153

-0.00779

0.00009

23-Feb-11

23.95

18178.33

0.00209

-0.00644

0.00296

-0.00652

-0.00002

24-Feb-11

22.75

17632.41

-0.05010

-0.03003

-0.04924

-0.03012

0.00148

25-Feb-11

23.1

17700.91

0.01538

0.00388

0.01625

0.00380

0.00006

28-Feb-11

23.2

17823.4

0.00433

0.00692

0.00519

0.00684

0.00004

1-Mar-11

23.7

18446.5

0.02155

0.03496

0.02242

0.03488

0.00078

3-Mar-11

23.65

18489.76

-0.00211

0.00235

-0.00124

0.00226

0.00000

4-Mar-11

23.65

18486.45

0.00000

-0.00018

0.00086

-0.00026

0.00000

7-Mar-11

23.3

18222.67

-0.01480

-0.01427

-0.01393

-0.01435

0.00020

8-Mar-11

23.35

18439.65

0.00215

0.01191

0.00301

0.01182

0.00004

9-Mar-11

23.45

18469.95

0.00428

0.00164

0.00515

0.00156

0.00001

10-Mar-11

23.5

18327.98

0.00213

-0.00769

0.00300

-0.00777

-0.00002

11-Mar-11

23.2

18174.09

-0.01277

-0.00840

-0.01190

-0.00848

0.00010

14-Mar-11

23.25

18439.48

0.00216

0.01460

0.00302

0.01452

0.00004

15-Mar-11

22.9

18167.64

-0.01505

-0.01474

-0.01419

-0.01483

0.00021

16-Mar-11

23.25

18358.69

0.01528

0.01052

0.01615

0.01043

0.00017

17-Mar-11

23.15

18149.87

-0.00430

-0.01137

-0.00344

-0.01146

0.00004

18-Mar-11

22.9

17878.81

-0.01080

-0.01493

-0.00993

-0.01502

0.00015

21-Mar-11

22.7

17839.05

-0.00873

-0.00222

-0.00787

-0.00231

0.00002

22-Mar-11

22.75

17988.3

0.00220

0.00837

0.00307

0.00828

0.00003

23-Mar-11

22.8

18206.16

0.00220

0.01211

0.00306

0.01203

0.00004

24-Mar-11

23.1

18350.74

0.01316

0.00794

0.01402

0.00786

0.00011

25-Mar-11

23.4

18815.64

0.01299

0.02533

0.01385

0.02525

0.00035

28-Mar-11

23.35

18943.14

-0.00214

0.00678

-0.00127

0.00669

-0.00001

29-Mar-11

23.75

19120.8

0.01713

0.00938

0.01800

0.00929

0.00017

30-Mar-11

24.55

19290.18

0.03368

0.00886

0.03455

0.00877

0.00030

31-Mar-11

25.35

19445.22

0.03259

0.00804

0.03345

0.00795

0.00027

1-Apr-11

25.2

19420.39

-0.00592

-0.00128

-0.00505

-0.00136

0.00001

4-Apr-11

25.8

19701.73

0.02381

0.01449

0.02467

0.01440

0.00036

5-Apr-11

25.85

19686.82

0.00194

-0.00076

0.00280

-0.00084

0.00000

6-Apr-11

25.95

19612.2

0.00387

-0.00379

0.00473

-0.00387

-0.00002

7-Apr-11

25.6

19591.18

-0.01349

-0.00107

-0.01262

-0.00116

0.00001

8-Apr-11

25.05

19451.45

-0.02148

-0.00713

-0.02062

-0.00722

0.00015

11-Apr-11

25.25

19262.54

0.00798

-0.00971

0.00885

-0.00980

-0.00009

13-Apr-11

25.4

19696.86

0.00594

0.02255

0.00681

0.02246

0.00015

15-Apr-11

25.05

19386.82

-0.01378

-0.01574

-0.01291

-0.01582

0.00020

18-Apr-11

24.75

19091.17

-0.01198

-0.01525

-0.01111

-0.01533

0.00017

19-Apr-11

24.8

19121.83

0.00202

0.00161

0.00289

0.00152

0.00000

20-Apr-11

25

19470.98

0.00806

0.01826

0.00893

0.01817

0.00016

21-Apr-11

25.1

19602.23

0.00400

0.00674

0.00486

0.00666

0.00003

25-Apr-11

25.4

19584.31

0.01195

-0.00091

0.01282

-0.00100

-0.00001

26-Apr-11

25.4

19545.35

0.00000

-0.00199

0.00086

-0.00207

0.00000

27-Apr-11

26

19448.69

0.02362

-0.00495

0.02449

-0.00503

-0.00012

28-Apr-11

25.95

19292.02

-0.00192

-0.00806

-0.00106

-0.00814

0.00001

29-Apr-11

25.85

19135.96

-0.00385

-0.00809

-0.00299

-0.00817

0.00002

2-May-11

25.7

18998.02

-0.00580

-0.00721

-0.00494

-0.00729

0.00004

3-May-11

25.15

18534.69

-0.02140

-0.02439

-0.02054

-0.02447

0.00050

4-May-11

25.05

18469.36

-0.00398

-0.00352

-0.00311

-0.00361

0.00001

5-May-11

24.45

18210.58

-0.02395

-0.01401

-0.02309

-0.01410

0.00033

6-May-11

24.8

18518.81

0.01431

0.01693

0.01518

0.01684

0.00026

9-May-11

24.7

18528.96

-0.00403

0.00055

-0.00317

0.00046

0.00000

10-May-11

24.8

18512.77

0.00405

-0.00087

0.00491

-0.00096

0.00000

11-May-11

25.1

18584.96

0.01210

0.00390

0.01296

0.00382

0.00005

12-May-11

24.8

18335.79

-0.01195

-0.01341

-0.01109

-0.01349

0.00015

13-May-11

25

18531.28

0.00806

0.01066

0.00893

0.01058

0.00009

16-May-11

24.8

18345.03

-0.00800

-0.01005

-0.00714

-0.01013

0.00007

17-May-11

24.7

18137.35

-0.00403

-0.01132

-0.00317

-0.01141

0.00004

18-May-11

24.6

18086.2

-0.00405

-0.00282

-0.00318

-0.00290

0.00001

19-May-11

24.3

18141.4

-0.01220

0.00305

-0.01133

0.00297

-0.00003

20-May-11

24.5

18326.09

0.00823

0.01018

0.00910

0.01010

0.00009

23-May-11

24.25

17993.33

-0.01020

-0.01816

-0.00934

-0.01824

0.00017

24-May-11

24.4

18011.97

0.00619

0.00104

0.00705

0.00095

0.00001

25-May-11

24.25

17847.24

-0.00615

-0.00915

-0.00528

-0.00923

0.00005

26-May-11

24.6

18044.64

0.01443

0.01106

0.01530

0.01098

0.00017

27-May-11

24.8

18266.1

0.00813

0.01227

0.00899

0.01219

0.00011

30-May-11

24.6

18232.06

-0.00806

-0.00186

-0.00720

-0.00195

0.00001

31-May-11

24.9

18503.28

0.01220

0.01488

0.01306

0.01479

0.00019

1-Jun-11

25.1

18608.81

0.00803

0.00570

0.00890

0.00562

0.00005

2-Jun-11

24.75

18494.18

-0.01394

-0.00616

-0.01308

-0.00624

0.00008

3-Jun-11

24.65

18376.48

-0.00404

-0.00636

-0.00318

-0.00645

0.00002

6-Jun-11

24.55

18420.11

-0.00406

0.00237

-0.00319

0.00229

-0.00001

7-Jun-11

24.6

18495.62

0.00204

0.00410

0.00290

0.00402

0.00001

8-Jun-11

24.5

18394.29

-0.00407

-0.00548

-0.00320

-0.00556

0.00002

9-Jun-11

24.45

18384.9

-0.00204

-0.00051

-0.00118

-0.00059

0.00000

10-Jun-11

24.4

18268.54

-0.00204

-0.00633

-0.00118

-0.00641

0.00001

13-Jun-11

24.55

18266.03

0.00615

-0.00014

0.00701

-0.00022

0.00000

14-Jun-11

24.35

18308.66

-0.00815

0.00233

-0.00728

0.00225

-0.00002

15-Jun-11

24.25

18132.24

-0.00411

-0.00964

-0.00324

-0.00972

0.00003

16-Jun-11

24.05

17985.88

-0.00825

-0.00807

-0.00738

-0.00816

0.00006

17-Jun-11

24.1

17870.53

0.00208

-0.00641

0.00294

-0.00650

-0.00002

20-Jun-11

23.75

17506.63

-0.01452

-0.02036

-0.01366

-0.02045

0.00028

21-Jun-11

23.3

17560.3

-0.01895

0.00307

-0.01808

0.00298

-0.00005

22-Jun-11

23

17550.63

-0.01288

-0.00055

-0.01201

-0.00063

0.00001

23-Jun-11

22.65

17727.49

-0.01522

0.01008

-0.01435

0.00999

-0.00014

24-Jun-11

23

18240.68

0.01545

0.02895

0.01632

0.02886

0.00047

27-Jun-11

23.4

18412.41

0.01739

0.00941

0.01826

0.00933

0.00017

28-Jun-11

23.95

18492.45

0.02350

0.00435

0.02437

0.00426

0.00010

29-Jun-11

23.9

18693.86

-0.00209

0.01089

-0.00122

0.01081

-0.00001

30-Jun-11

24

18845.87

0.00418

0.00813

0.00505

0.00805

0.00004

1-Jul-11

24.55

18762.8

0.02292

-0.00441

0.02378

-0.00449

-0.00011

4-Jul-11

24.85

18814.48

0.01222

0.00275

0.01308

0.00267

0.00003

5-Jul-11

24.9

18744.56

0.00201

-0.00372

0.00288

-0.00380

-0.00001

6-Jul-11

24.85

18726.97

-0.00201

-0.00094

-0.00114

-0.00102

0.00000

7-Jul-11

24.95

19078.3

0.00402

0.01876

0.00489

0.01868

0.00009

8-Jul-11

24.85

18858.04

-0.00401

-0.01155

-0.00314

-0.01163

0.00004

11-Jul-11

24.75

18721.39

-0.00402

-0.00725

-0.00316

-0.00733

0.00002

12-Jul-11

24.65

18411.62

-0.00404

-0.01655

-0.00318

-0.01663

0.00005

13-Jul-11

25

18596.02

0.01420

0.01002

0.01506

0.00993

0.00015

14-Jul-11

25

18618.2

0.00000

0.00119

0.00086

0.00111

0.00000

15-Jul-11

24.95

18561.92

-0.00200

-0.00302

-0.00114

-0.00311

0.00000

18-Jul-11

24.9

18507.04

-0.00200

-0.00296

-0.00114

-0.00304

0.00000

19-Jul-11

24.95

18653.87

0.00201

0.00793

0.00287

0.00785

0.00002

20-Jul-11

24.8

18502.38

-0.00601

-0.00812

-0.00515

-0.00821

0.00004

21-Jul-11

24.95

18436.19

0.00605

-0.00358

0.00691

-0.00366

-0.00003

22-Jul-11

25.1

18722.3

0.00601

0.01552

0.00688

0.01543

0.00011

25-Jul-11

25.05

18871.29

-0.00199

0.00796

-0.00113

0.00787

-0.00001

26-Jul-11

25.05

18518.22

0.00000

-0.01871

0.00086

-0.01879

-0.00002

27-Jul-11

25.05

18432.25

0.00000

-0.00464

0.00086

-0.00473

0.00000

28-Jul-11

24.8

18209.52

-0.00998

-0.01208

-0.00912

-0.01217

0.00011

29-Jul-11

24.6

18197.2

-0.00806

-0.00068

-0.00720

-0.00076

0.00001

-0.00086

0.00008

-0.00086

0.00008

0.02216

Term

Calculated

Formula

Co Variance

8.79459E-05

8.82962E-05

Variance

0.000117846

0.000118789

Beta

0.746277403

0.743304197

Sq(G)
0.000003
0.000031
0.000006
0.000003
0.000061
0.000014
0.000069
0.000000
0.000026
0.000042
0.000000
0.000131
0.000116
0.000009
0.000000
0.000029
0.000053
0.000006
0.000159
0.000003
0.000012
0.000168
0.000003
0.000001
0.000342
0.000020
0.000001
0.000050
0.000469
0.000051
0.000063
0.000020

0.000082
0.000250
0.000022
0.000009
0.000017
0.000084
0.000012
0.000000
0.000056
0.000031
0.000348
0.000002
0.000012
0.000043
0.000125
0.000011
0.000019
0.000046
0.000571
0.000086
0.000333
0.000004
0.000086
0.000032
0.000379
0.000023
0.000045
0.000017
0.000116
0.000011
0.000020
0.000258
0.000000
0.000034
0.000433
0.000028
0.000054

0.000014
0.000008
0.000191
0.000444
0.000056
0.000483
0.000010
0.000303
0.000358
0.000180
0.000141
0.000054
0.000090
0.000194
0.000035
0.000281
0.000050
0.000002
0.000000
0.000006
0.000145
0.000535
0.000190
0.000086
0.000029
0.000060
0.000120
0.000001
0.000073
0.000005
0.000003
0.000020
0.000005
0.000000
0.000131
0.000042
0.000034

0.000006
0.000010
0.000095
0.000034
0.000601
0.000568
0.000002
0.000307
0.000326
0.000285
0.000001
0.000122
0.000036
0.000012
0.000005
0.000056
0.000092
0.000228
0.000241
0.000014
0.000281
0.000014
0.000390
0.000576
0.000002
0.000213
0.000108
0.000056
0.000229
0.000709
0.000015
0.000002
0.000125
0.000257
0.000153
0.000061
0.000043

0.000907
0.000014
0.000047
0.001216
0.000005
0.000000
0.000206
0.000140
0.000002
0.000060
0.000072
0.000211
0.000220
0.000109
0.000131
0.000226
0.000005
0.000069
0.000145
0.000062
0.000638
0.000045
0.000086
0.000077
0.000063
0.000002
0.000207
0.000001
0.000015
0.000001
0.000052
0.000096
0.000505
0.000250
0.000235
0.000002
0.000330

0.000044
0.000001
0.000004
0.000025
0.000066
0.000067
0.000053
0.000599
0.000013
0.000199
0.000284
0.000000
0.000001
0.000015
0.000182
0.000112
0.000103
0.000130
0.000008
0.000009
0.000102
0.000333
0.000001
0.000085
0.000120
0.000149
0.000004
0.000219
0.000032
0.000039
0.000042
0.000005
0.000016
0.000031
0.000000
0.000041
0.000000

0.000005
0.000094
0.000067
0.000042
0.000418
0.000009
0.000000
0.000100
0.000833
0.000087
0.000018
0.000117
0.000065
0.000020
0.000007
0.000014
0.000001
0.000349
0.000135
0.000054
0.000277
0.000099
0.000001
0.000010
0.000009
0.000062
0.000067
0.000013
0.000238
0.000062
0.000353
0.000022
0.000148
0.000001
0.029697

Covaiance
Variance of Rm

8.83E-05
0.000119