Day

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37

RIL
1280.9
1284.55
1280.5
1288.15
1276.85
1278.3
1273.15
1296.5
1339.5
1364.95
1346.95
1349.85
1367.4
1382.75
1373.85
1360.55
1369.5
1370.6
1382.3
1366.45
1377.6
1375.05
1387.35
1389.2
1394.9
1397.05
1391.8
1358.95
1366
1377.05
1406.95
1420.75
1414.6
1406.75
1412.05
1413.25
1406.55

TATA
929.5
938.25
947.1
937.4
928.5
911.1
908.45
918.35
941.2
948.5
957.55
964.75
954.45
950.7
963.3
950.45
916.05
927.65
899.45
878.3
906.35
909.85
919.05
920.05
902.3
896.8
905.05
875.05
866.75
850.2
869.3
869.8
856
858.85
834.8
817
839.55

SBI
1253.55
1264.85
1243
1244.1
1213.7
1174.9
1136.4
1147.45
1225.45
1222.25
1209.8
1222.55
1229
1220.3
1224.55
1174.05
1172.55
1176.45
1156.15
1140.45
1203
1181.05
1197.05
1196.5
1195.05
1205.25
1199.65
1183.7
1173.4
1102.3
1122.6
1132.1
1107.75
1105.9
1078.05
1058.2
1088.4

Infosys
2272.65
2311.35
2285.3
2275.05
2205.6
2190.1
2164.45
2183
2223.4
2242.95
2222.2
2205.45
2224.15
2202.35
2254
2235.15
2234.05
2241
2244.4
2247.3
2268.95
2265.55
2269.3
2272.95
2357.05
2373.7
2361.25
2351.25
2304.2
2284.65
2382.95
2376.1
2359.95
2310.9
2287.5
2237.7
2218.15

Biocon
380
374.5
374.7
377.45
375.6
365.6
357.8
364.1
361.55
362.45
362.2
371.4
410.45
420.45
425.05
412.3
409.6
415.6
409.2
402.05
411
419.9
432.2
465.15
469.3
460.95
446.5
422.7
413.4
414.2
439.05
462.6
501.1
483.75
455.6
462.35
460.5

38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75

1405.45
1352.5
1367.75
1316.2
1259.35
1297.85
1288.65
1335.55
1318.2
1315.7
1326.75
1285.35
1283.4
1300.15
1313.55
1322.95
1340
1375.25
1376.05
1364.55
1350
1357.2
1370.3
1313.95
1340.75
1363.25
1358.85
1384.3
1384.4
1386.6
1387.5
1411.95
1457.75
1475.8
1485.35
1492.35
1541.45
1554.3

823.35
782.6
789.05
775.4
739.9
726.6
738.6
766.85
757.15
764.7
773.1
743.65
725.95
748.25
771.7
769.25
775.8
805.1
789.55
752.55
719.6
716.45
728.2
670.9
681.4
682.8
686.1
703.7
721.55
722.8
712.4
726.3
750.25
730.6
722.5
713.1
722.9
718.15

1069.15
1041.85
1055.65
1004.9
962.55
988.05
964.4
999.3
982.65
974.2
980.4
948
922.1
913.6
926.5
952.35
982.95
1029.4
1026.2
1013.65
973.65
985.65
994.45
930.5
926.75
935.9
948.45
988.9
991.2
981.4
968
997.95
1013.55
1010.2
1034.05
1053.25
1073.95
1060.3

2187
2077.55
2159.15
2093.5
2007.15
2114.45
2085.35
2135.75
2120.95
2115.3
2105.05
2020
2079.4
2047.45
2087.25
2055.9
2093.95
2119.05
2092.6
2058.15
1992.05
1990.7
2018.65
1922.95
1964.65
1994.3
1992.3
2047.55
1998.85
1996.25
2045.85
2086.9
2128.7
2082.75
2076.3
2039.9
2055.1
2069.25

467.3
457.35
445.9
424.1
424.65
417.4
429.55
433.9
447.2
456.9
460.8
465.15
484.45
469.55
472
466.35
465.45
465.8
473.75
480.15
466.95
469.05
486.2
464.7
467.8
471.15
470.9
489.05
480.9
480.8
489.7
512.8
523.05
512.6
522.65
508.9
504.6
489.05

76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113

1582.95
1598.4
1596.85
1539.2
1561.05
1626.15
1583.15
1606.5
1593.15
1598.25
1581.4
1589.1
1620.25
1598.5
1634.7
1685.25
1698.45
1760.95
1779.25
1756.15
1727.2
1728.05
1723.9
1756.9
1752.85
1758.8
1751.25
1741.95
1745.4
1691.3
1669.15
1657.05
1666.15
1698.9
1675.4
1696.05
1681.9
1671.6

741.6
759.05
766.6
749.35
751.75
733.1
731.5
728.3
725.1
723.25
714.85
716.1
715.2
714.35
734.65
750.6
741.8
725.45
726.95
708
712.7
726.95
732.75
740.85
742.1
755.7
747.95
710.85
710.5
688
677.85
652.2
653.2
641.2
645.2
642.25
650.4
644.95

1133.3
1139.9
1145.3
1101.65
1101.9
1123.45
1128.3
1119.65
1081.65
1122.9
1123.3
1153
1205.75
1227.45
1284.15
1327.15
1327.45
1348.65
1326
1308.7
1286.05
1298.65
1308.55
1322.55
1327
1353.65
1378.9
1406.4
1436.5
1389.5
1360.65
1356.6
1339.75
1332.3
1290.4
1313.85
1324.1
1318.6

2057.9
2018.5
2018.85
2005.15
2050.85
2081.65
2071.9
2041.85
2002.25
1980.6
1974.2
2000.6
2001.9
1973.45
1951.7
1983.5
1981.9
1960.4
1946.75
1925.75
1937
1985.5
1971.55
1953.7
1906.15
1923.5
1938.55
1916.3
1943.2
1938.35
1957.15
1950.85
1979.8
1989.5
1988.75
2019.2
2009.4
1989.45

491.25
484.95
483.75
476.65
480.75
474.15
466.6
469.1
469.7
466.15
463.1
460.15
456.7
469.65
472.8
467.15
460.6
472.15
470.6
483.25
478.6
474.15
479.2
479.45
480
460.55
464
466.15
467.55
454.45
437.9
440.1
441.65
447.85
445.55
458.1
454.1
460.45

114
115
116
117
118
119
120
121

1726.55
1732.95
1734.35
1705.1
1709.15
1703.25
1698.55
1692

663.5
686.4
687.5
684.3
678.15
684.6
671.7
664.4

1371.9
1423.8
1446.55
1455.2
1449.7
1457.3
1446.65
1471.1

1956.6
1954.2
1958.45
1950.8
1936.65
1922.15
1935.35
1925.05

464
461.3
460.1
459.9
454.9
454.65
450.5
445.25

Nifty
4007.4
4024.05
3988.8
3983.4
3933.4
3911.4
3850.3
3942.25
4052.45
4078.4
4080.5
4076.45
4109.05
4090.15
4102.45
4066.1
4089.9
4147.7
4124.45
4082.7
4137.2
4183.5
4215.35
4195.9
4224.25
4223.4
4187.4
4058.3
4044.55
4047.1
4146.2
4164.55
4106.95
4096.2
4040
3938.95
3942

3893.9
3745.3
3811.2
3726.75
3576.5
3655.65
3626.85
3761.65
3718
3734.6
3770.55
3641.1
3643.6
3608.55
3678.9
3697.6
3764.55
3875.9
3861.05
3819.95
3761.1
3798.1
3821.55
3633.6
3690.65
3733.25
3752
3843.5
3848.15
3862.65
3829.85
3917.35
4013.35
3984.95
4011.6
3997.65
4083.55
4085.1

4141.8
4167.3
4177.85
4083.5
4087.9
4150.85
4117.35
4111.15
4077
4079.3
4066.8
4076.65
4134.3
4120.3
4170.95
4219.55
4214.5
4260.9
4278.1
4246.2
4204.9
4248.15
4256.55
4293.25
4249.65
4295.8
4297.05
4267.05
4284.65
4198.25
4179.5
4145
4145.6
4155.2
4113.05
4170
4171.45
4147.1

4214.3
4248.65
4267.4
4252.05
4259.4
4285.7
4263.95
4282

Day
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38

RIL

TATA

SBI

Infosys

Biocon

0.28%

0.94%

0.90%

1.70%

-1.45%

-0.32%

0.94%

-1.73%

-1.13%

0.05%

0.60%

-1.02%

0.09%

-0.45%

0.73%

-0.88%

-0.95%

-2.44%

-3.05%

-0.49%

0.11%

-1.87%

-3.20%

-0.70%

-2.66%

-0.40%

-0.29%

-3.28%

-1.17%

-2.13%

1.83%

1.09%

0.97%

0.86%

1.76%

3.32%

2.49%

6.80%

1.85%

-0.70%

1.90%

0.78%

-0.26%

0.88%

0.25%

-1.32%

0.95%

-1.02%

-0.93%

-0.07%

0.22%

0.75%

1.05%

-0.75%

2.54%

1.30%

-1.07%

0.53%

0.85%

10.51%

1.12%

-0.39%

-0.71%

-0.98%

2.44%

-0.64%

1.33%

0.35%

2.35%

1.09%

-0.97%

-1.33%

-4.12%

-0.84%

-3.00%

0.66%

-3.62%

-0.13%

-0.05%

-0.65%

0.08%

1.27%

0.33%

0.31%

1.46%

0.85%

-3.04%

-1.73%

0.15%

-1.54%

-1.15%

-2.35%

-1.36%

0.13%

-1.75%

0.82%

3.19%

5.48%

0.96%

2.23%

-0.19%

0.39%

-1.82%

-0.15%

2.17%

0.89%

1.01%

1.35%

0.17%

2.93%

0.13%

0.11%

-0.05%

0.16%

7.62%

0.41%

-1.93%

-0.12%

3.70%

0.89%

0.15%

-0.61%

0.85%

0.71%

-1.78%

-0.38%

0.92%

-0.46%

-0.52%

-3.13%

-2.36%

-3.31%

-1.33%

-0.42%

-5.33%

0.52%

-0.95%

-0.87%

-2.00%

-2.20%

0.81%

-1.91%

-6.06%

-0.85%

0.19%

2.17%

2.25%

1.84%

4.30%

6.00%

0.98%

0.06%

0.85%

-0.29%

5.36%

-0.43%

-1.59%

-2.15%

-0.68%

8.32%

-0.55%

0.33%

-0.17%

-2.08%

-3.46%

0.38%

-2.80%

-2.52%

-1.01%

-5.82%

0.08%

-2.13%

-1.84%

-2.18%

1.48%

-0.47%

2.76%

2.85%

-0.87%

-0.40%

-0.08%

-1.93%

-1.77%

-1.40%

1.48%

39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76

-3.77%

-4.95%

-2.55%

-5.00%

-2.13%

1.13%

0.82%

1.32%

3.93%

-2.50%

-3.77%

-1.73%

-4.81%

-3.04%

-4.89%

-4.32%

-4.58%

-4.21%

-4.12%

0.13%

3.06%

-1.80%

2.65%

5.35%

-1.71%

-0.71%

1.65%

-2.39%

-1.38%

2.91%

3.64%

3.82%

3.62%

2.42%

1.01%

-1.30%

-1.26%

-1.67%

-0.69%

3.07%

-0.19%

1.00%

-0.86%

-0.27%

2.17%

0.84%

1.10%

0.64%

-0.48%

0.85%

-3.12%

-3.81%

-3.30%

-4.04%

0.94%

-0.15%

-2.38%

-2.73%

2.94%

4.15%

1.31%

3.07%

-0.92%

-1.54%

-3.08%

1.03%

3.13%

1.41%

1.94%

0.52%

0.72%

-0.32%

2.79%

-1.50%

-1.20%

1.29%

0.85%

3.21%

1.85%

-0.19%

2.63%

3.78%

4.73%

1.20%

0.08%

0.06%

-1.93%

-0.31%

-1.25%

1.71%

-0.84%

-4.69%

-1.22%

-1.65%

1.35%

-1.07%

-4.38%

-3.95%

-3.21%

-2.75%

0.53%

-0.44%

1.23%

-0.07%

0.45%

0.97%

1.64%

0.89%

1.40%

3.66%

-4.11%

-7.87%

-6.43%

-4.74%

-4.42%

2.04%

1.57%

-0.40%

2.17%

0.67%

1.68%

0.21%

0.99%

1.51%

0.72%

-0.32%

0.48%

1.34%

-0.10%

-0.05%

1.87%

2.57%

4.26%

2.77%

3.85%

0.01%

2.54%

0.23%

-2.38%

-1.67%

0.16%

0.17%

-0.99%

-0.13%

-0.02%

0.06%

-1.44%

-1.37%

2.48%

1.85%

1.76%

1.95%

3.09%

2.01%

4.72%

3.24%

3.30%

1.56%

2.00%

2.00%

1.24%

-2.62%

-0.33%

-2.16%

-2.00%

0.65%

-1.11%

2.36%

-0.31%

1.96%

0.47%

-1.30%

1.86%

-1.75%

-2.63%

3.29%

1.37%

1.97%

0.75%

-0.84%

0.83%

-0.66%

-1.27%

0.69%

-3.08%

1.84%

3.27%

6.88%

-0.55%

0.45%

77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114

0.98%

2.35%

0.58%

-1.91%

-1.28%

-0.10%

0.99%

0.47%

0.02%

-0.25%

-3.61%

-2.25%

-3.81%

-0.68%

-1.47%

1.42%

0.32%

0.02%

2.28%

0.86%

4.17%

-2.48%

1.96%

1.50%

-1.37%

-2.64%

-0.22%

0.43%

-0.47%

-1.59%

1.47%

-0.44%

-0.77%

-1.45%

0.54%

-0.83%

-0.44%

-3.39%

-1.94%

0.13%

0.32%

-0.26%

3.81%

-1.08%

-0.76%

-1.05%

-1.16%

0.04%

-0.32%

-0.65%

0.49%

0.17%

2.64%

1.34%

-0.64%

1.96%

-0.13%

4.58%

0.06%

-0.75%

-1.34%

-0.12%

1.80%

-1.42%

2.84%

2.26%

2.84%

4.62%

-1.10%

0.67%

3.09%

2.17%

3.35%

1.63%

-1.20%

0.78%

-1.17%

0.02%

-0.08%

-1.40%

3.68%

-2.20%

1.60%

-1.08%

2.51%

1.04%

0.21%

-1.68%

-0.70%

-0.33%

-1.30%

-2.61%

-1.30%

-1.08%

2.69%

-1.65%

0.66%

-1.73%

0.58%

-0.96%

0.05%

2.00%

0.98%

2.50%

-0.93%

-0.24%

0.80%

0.76%

-0.70%

1.07%

1.91%

1.11%

1.07%

-0.91%

0.05%

-0.23%

0.17%

0.34%

-2.43%

0.11%

0.34%

1.83%

2.01%

0.91%

-4.05%

-0.43%

-1.03%

1.87%

0.78%

0.75%

-0.53%

-4.96%

1.99%

-1.15%

0.46%

0.20%

-0.05%

2.14%

1.40%

0.30%

-3.10%

-3.17%

-3.27%

-0.25%

-2.80%

-1.31%

-1.48%

-2.08%

0.97%

-3.64%

-0.72%

-3.78%

-0.30%

-0.32%

0.50%

0.55%

0.15%

-1.24%

1.48%

0.35%

1.97%

-1.84%

-0.56%

0.49%

1.40%

-1.38%

0.62%

-3.14%

-0.04%

-0.51%

1.23%

-0.46%

1.82%

1.53%

2.82%

-0.83%

1.27%

0.78%

-0.49%

-0.87%

-0.61%

-0.84%

-0.42%

-0.99%

1.40%

3.29%

2.88%

4.04%

-1.65%

0.77%

115
116
117
118
119
120
121

0.37%

3.45%

3.78%

-0.12%

-0.58%

0.08%

0.16%

1.60%

0.22%

-0.26%

-1.69%

-0.47%

0.60%

-0.39%

-0.04%

0.24%

-0.90%

-0.38%

-0.73%

-1.09%

-0.35%

0.95%

0.52%

-0.75%

-0.05%

-0.28%

-1.88%

-0.73%

0.69%

-0.91%

-0.39%

-1.09%

1.69%

-0.53%

-1.17%

Nifty

Equally Weight Portfolio

0.42%

0.48%

-0.88%

-0.43%

-0.14%

-0.01%

-1.26%

-1.56%

-0.56%

-1.66%

-1.56%

-1.46%

2.39%

1.30%

2.80%

2.75%

0.64%

0.71%

0.05%

-0.48%

-0.10%

0.76%

0.80%

2.42%

-0.46%

0.30%

0.30%

0.89%

-0.89%

-2.05%

0.59%

-0.76%

1.41%

0.69%

-0.56%

-1.06%

-1.01%

-1.29%

1.33%

2.54%

1.12%

0.08%

0.76%

1.27%

-0.46%

1.60%

0.68%

0.59%

-0.02%

-0.13%

-0.85%

-0.72%

-3.08%

-2.55%

-0.34%

-1.10%

0.06%

-1.56%

2.45%

3.31%

0.44%

1.39%

-1.38%

0.69%

-0.26%

-1.19%

-1.37%

-2.35%

-2.50%

-0.92%

0.08%

0.77%

-1.22%

-0.74%

-3.82%

-3.68%

1.76%

0.94%

-2.22%

-3.65%

-4.03%

-3.42%

2.21%

1.51%

-0.79%

0.02%

3.72%

2.90%

-1.16%

-0.37%

0.45%

0.37%

0.96%

0.59%

-3.43%

-2.67%

0.07%

0.37%

-0.96%

-0.23%

1.95%

1.61%

0.51%

0.10%

1.81%

1.40%

2.96%

2.48%

-0.38%

-0.35%

-1.06%

-1.41%

-1.54%

-3.07%

0.98%

0.34%

0.62%

1.71%

-4.92%

-5.51%

1.57%

1.21%

1.15%

1.02%

0.50%

0.27%

2.44%

3.07%

0.12%

-0.25%

0.38%

-0.16%

-0.85%

0.32%

2.28%

2.71%

2.45%

2.42%

-0.71%

-1.17%

0.67%

0.71%

-0.35%

-0.67%

2.15%

1.31%

0.04%

-0.70%

1.39%

2.38%

0.62%

0.14%

0.25%

0.23%

-2.26%

-2.36%

0.11%

0.98%

1.54%

0.75%

-0.81%

-0.90%

-0.15%

-0.13%

-0.83%

-1.30%

0.06%

0.41%

-0.31%

-0.63%

0.24%

0.80%

1.41%

1.14%

-0.34%

0.35%

1.23%

1.86%

1.17%

1.81%

-0.12%

-0.37%

1.10%

0.90%

0.40%

-0.29%

-0.75%

-0.72%

-0.97%

-0.62%

1.03%

0.92%

0.20%

0.34%

0.86%

0.65%

-1.02%

-0.41%

1.09%

0.21%

0.03%

0.39%

-0.70%

-0.84%

0.41%

0.80%

-2.02%

-2.52%

-0.45%

-1.51%

-0.83%

-0.93%

0.01%

0.26%

0.23%

0.29%

-1.01%

-0.89%

1.38%

1.39%

0.03%

-0.03%

-0.58%

-0.29%

1.62%

1.87%

0.82%

1.38%

0.44%

0.36%

-0.36%

-0.40%

0.17%

-0.57%

0.62%

0.07%

-0.51%

-0.62%

0.42%

-0.30%

RIL

TATA

SBI

Max
Min
Average
Stddev
Var
RSQ
Beta
CAPM

4.17%
3.82%
6.88%
-4.32%
-7.87%
-6.43%
0.25%
-0.26%
0.16%
0.8546591153 -0.476736 0.507535

Kurtosis
Coefficient of variation
Mode
Geometric Mean
Return risk ratio
Median
Correlation with RIL
Correlation with TATA
Correlation with SBI
Correlation with Infosys
Correlation with Biocon
Correlation with market
Correlation with equally weighted
Covariance with RIL
Covariance with TATA
Covariance with SBI
Covariance with Infosys
Covariance with Biocon
Covariance with market
Covariance with equally weighted

0.824112584 0.5624749 0.417208

348.24
185.73
311.33
#VALUE! #VALUE! #VALUE!
0.2322% -0.2794% 0.1334%
0.0028715551 0.0053841 0.003212
0.2067% -0.1223% 0.1605%
1 0.5238961 0.640599
0.5238960671
1 0.612935
0.6405992635 0.6129351
1
0.538504431 0.4103602 0.44024
0.2492288852 0.1903624 0.201635
0.8313552613 0.7074171 0.748965
0.7831143507 0.7560306 0.808271
0.0001804 0.000253
0.0001804335 Self
0.000317
0.0002531673 0.0003166 Self
0.0001524889 0.0001519 0.000187
0.0001024804 0.0001023 0.000124
0.0001907406 0.0002121 0.000258
0.0001904241 0.0002402 0.000295

69.12%
50.04%
56.09%
0.947019973 1.0530687 1.279358
17.35%
18.40%
20.63%

Self

Infosys

Biocon

Nifty

Equally Weight Portfolio

5.35%
10.51%
3.72%
-5.00%
-5.82%
-4.92%
-0.12%
0.16%
0.07%
-0.26669841 0.510258675 0.178752

3.31%
-5.51%
0.04%

49.02%
8.39% 100.00%
0.856893699 0.514899832 0.991667
16.46%
13.08%

78.34%
0.9302479403

0.921001993 2.713424021 1.50825

216.79
311.63
273.82
#VALUE!
#VALUE! #VALUE!
-0.1382%
0.1321% 0.0552%
0.004612656 0.003208911 0.003652
-0.3158%
0.0528% 0.0730%
0.538504431 0.249228885 0.831355
0.410360239 0.19036243 0.707417
0.440239577 0.201634912 0.748965
1 0.244123107 0.700114
0.244123107
1 0.289715
0.700114095 0.28971509
1
0.691546024 0.568551377 0.885101
0.000152489 0.00010248 0.000191
0.000151853 0.00010229 0.000212
0.000186937 0.000124327 0.000258
Self
0.000107854 0.000173
0.000107854 Self
0.000104
0.000172588 0.000103707 Self
0.000180677 0.000215698 0.000187 Self

1.1965199488
0.00
#VALUE!
0.0272%
#DIV/0!
0.1753%
0.7831143507
0.7560305966
0.8082713104
0.6915460237
0.5685513772
0.8851011946
1
0.0001904241
0.0002402396
0.0002947214
0.0001806772
0.0002156977
0.0001873625

0.000253
0.000317
0.000317
0.000187
0.000216
0.000258
0.000295

Question

What is mean-variance ratios for Market?

How the portfolios can be revised? What are the criteria one could use for revision?
What is the Skewnes of daily return for RIL?
How would you allocate your wealth between the treasury bill (risk-free rate) and the optimal portfolio y
What is the standard deviation of daily return for Biocon?
What is the Kurtosis of daily return for equally weighted five stocks portfolio?
What is the RSQ for Biocon?
What is the maximum daily return for equally weighted five stocks portfolio?
What is the identified optimal portfolio?
What is the Variation of daily return for Market?
What is the Systematic risk of SBI?
What are the themes that active equity portfolio managers can use?
What are the weights of various stocks in a portfolio optimized for an enhanced beta?
What is mean-variance ratios for RIL?
What is the minimum daily return for equally weighted five stocks portfolio?
What is the standard deviation of daily return for Market?
What is the RSQ for RIL?
What is mean-variance ratios for SBI?
What is the standard deviation of daily return for RIL?
What is the unsystematic risk for RIL?
What is the Non diversifiable risk for equally weighted five stocks portfolio?
What is the Coefficient of variation of daily return for SBI?
What is the difference between risk and uncertainty?
What is the arithmetic daily average return (in percentage) for SBI?
What is the mode value of daily return for the equally weighted five stocks portfolio?
What is optimal portfolio (Weights of various stocks) for the objective function - Maximize Portfolio retu
What is the geometric daily average return (in percentage) for equally weighted five stocks portfolio?
What is the RSQ for Infosys?
What is the Variation of daily return for Tata?
Highest total risk
Highest return
Highest systematic risk
Lowest unsystematic risk
Lowest Return Risk Ratio
Highest Return Risk Ratio
Highest unsystematic risk
Lowest return
Lowest systematic risk
Lowest total risk
What is the Systematic risk of Market?
How did you estimate the daily return for stocks and the market?
What is the beta for RIL?
What is the mode value of daily return for the RIL?

What is the beta for Market?

Explain the shape of the efficient frontier
Generally most attractive stock have higher beta, and less attractive stock have lower beta does beta
Why diversification works?
What is the median value of daily return for equally weighted five stocks portfolio?
What happens to the weights and to the overall portfolios Sharpe ratio when the correlation changes?
What is the Diversifiable risk for equally weighted five stocks portfolio?
What is the beta for Infosys?
What is mean-variance ratios for Biocon?
What is the Variation of daily return for equally weighted five stocks portfolio?
How mean-variance optimization can be made effective?
What is the arithmetic daily average return (in percentage) for the Market (Nifty)?
We can use past data to understand and draw inferences but to what extent can these inferences be a
What is the Skewnes of daily return for Market?
What is the Coefficient of variation of daily return for Infosys?
What is mean-variance ratios for Infosys?
What is the standard deviation of daily return for equally weighted five stocks portfolio?
What is the unsystematic risk for Tata?
How does the goal of a passive equity portfolio manager differ from the goal of an active manager?
What is the Non diversifiable risk for Biocon?
What is the RSQ for Tata?
Explain why the line from the risk free rate that is tangent to the efficient frontier defines the dominant p
What is the optimal portfolio (Weights of various stocks) for the objective function - Maximize portfolio
Highest correlated with Tata
Highest correlated with SBI
Highest correlated with Equally weighted five stocks portfolio
Highest correlated with Infosys
Highest correlated with Biocon
Highest correlated with RIL
Highest correlated with Market
What is the Skewnes of daily return for Tata?
Under what circumstances daily GM return should be prefereed over daily AM return?
What is the arithmetic daily average return (in percentage) for RIL?
What is the Variation of daily return for SBI?
What is the minimum daily return for Tata?
What is the median value of daily return for the SBI?
What are the various methods through which the beta of the portfolio can be diluted?
What is the median value of daily return for the Market?
What is the optimal portfolio (Weights of various stocks) for the objective function - Minimize Portfolio R
How to explore for the error caused in MV optimization approach? How to correct those errors?
What is the Kurtosis of daily return for Market?
What is the arithmetic daily average return (in percentage) for Infosys?
What is the Diversifiable risk for Biocon?
What is the minimum daily return for RIL?

What is the RSQ for SBI?

What is the beta for equally weighted five stocks portfolio?
What is the maximum daily return for SBI?
What is the Coefficient of variation of daily return for equally weighted five stocks portfolio?
Estimate and draw the efficient frontier using the 5 stocks in doc file and attach the file link below
What is the Non diversifiable risk for Infosys?
What is the Coefficient of variation of daily return for Market?
What is mean-variance ratios for equally weighted five stocks portfolio?
What is the beta for Tata?
What is the unsystematic risk for SBI?
What is the maximum daily return for Market?
What is the Systematic risk of RIL?
What is the RSQ for Market?
What is the arithmetic daily average return (in percentage) for equally weighted five stocks portfolio?
What is the Diversifiable risk for the Market?
Which stock can result in good diversification in the portfolio?
What is the mode value of daily return for the SBI?
What is the unsystematic risk for Infosys?
What are the techniques for constructing a passive index portfolio?
What techniques are used by active managers in an attempt to outperform their benchmark?
What is the beta for SBI?
What is the RSQ for equally weighted five stocks portfolio?
What happens to the optimal portfolio and the Sharpe ratio when there is a constraint on shorting and
What is the median value of daily return for RIL?
What is the Kurtosis of daily return for Biocon?
List out your interpretation of the summary statistics estimated by you for the daily stock return series o
Explain various available methods for enhancing the alpha of the portfolio
What is the Skewnes of daily return for equally weighted five stocks portfolio?
What is the Kurtosis of daily return for SBI?
What are the benefits of MV optimizers?
What is the Non diversifiable risk for Tata?
What is a portfolios tracking error and how is it useful in the construction of a passive equity investmen
What is the geometric daily average return (in percentage) for Tata?
What is the beta for Biocon?
How one could measure the benefit of diversification? Measure the benefit of diversification for various
Highest Covariance with Market
Highest Covariance with Equally weighted five stocks portfolio
Highest Covariance with SBI
Highest Covariance with Infosys
Highest Covariance with Tata
Highest Covariance with Biocon
Highest Covariance with RIL
Explain on what logic the weights of the stocks are derived in a portfolio?
How arithmetic average daily return and geometric average daily return is related?

Which stock may not shed more unsystenatic risk in a portfolio?

List out your interpretation of the summary statistics estimated by you for equally weighted five stocks
What is the beta for SBI?
What are the various methods in which the beta of the portfolio can be enhanced? When such enhanc
What is the geometric daily average return (in percentage) for Biocon?
What are the shortcomings of MV optimizers?
If you buy a stock with higher unsystematic risk and lower or zero systematic risk, will your return be on

Answers

Comments
0.00
0.00
51.03%
1.20
8.39%
3.31%
17.88%
20.634%

0
-5.51%
17.88%
69.12%
0
85.47%
0.00%
0.00%
311.33
0.16%
#VALUE!
0.0272%
49.02%
-47.67%
RIL
RIL
0.0688484391
#N/A
#DIV/0!
#DIV/0!
#N/A
TATA
0.1051427033
TATA
0.00%
0.947019973
#VALUE!

0.9916666667

0.0017529025
0.00%
0.8568936991
0
0.00%
0.07%
0
216.79
0
0.00%
0.00%
13.08%
50.04%

Equally
Equally
Nifty
Nifty
Equally
Nifty
Equally

weighted
weighted

weighted
weighted
0
0.25%
50.75%
-7.87%
0.16%
0.07%

1.5082499422
-0.12%
0.00%
-4.32%

56.09%
0.9302479403
6.88%
0.00
16.46%
273.82
0
1.0530686906
0.00%
3.72%
17.35%
100.00%
0.04%
0.00%
#VALUE!
0.00%

1.2793575067
78.34%
0.21%
2.7134240208

0
0.4172079751
18.40%
-0.28%
0.514899832
SBI
SBI
TATA
SBI
SBI
Equally weighted
SBI

RIL
1.2793575067
0.13%

Day
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RIL

TATA

SBI

Infosys

Biocon

1.0028495589
0.9968471449
1.0059742288
0.9912277297
1.0011356072
0.9959712118
1.018340337
1.0331662167
1.0189996267
0.9868127038
1.0021530124
1.0130014446
1.0112256838
0.9935635509
0.990319176
1.006578222
1.0008032129
1.0085364074
0.9885336034
1.0081598302
0.9981489547
1.0089451293
1.0013334775
1.0041030809
1.0015413291
0.9962420815
0.9763974709
1.0051878288
1.0080893119
1.0217130823
1.0098084509
0.9956713004
0.9944507281
1.0037675493
1.0008498283
0.9952591544
0.9992179446
0.9623252339
1.0112754159
0.9623103637
0.9568074761
1.0305713265
0.9929113534
1.0363946766

1.0094136633
1.009432454
0.9897582093
0.9905056539
0.9812600969
0.9970914279
1.0108976829
1.0248815811
1.0077560561
1.0095413811
1.0075191896
0.989323659
0.9960710357
1.0132533922
0.9866604381
0.9638066179
1.0126630642
0.9696006037
0.9764856301
1.0319366959
1.0038616429
1.0101115569
1.0010880801
0.9807075702
0.9939044664
1.0091993756
0.9668526601
0.9905148277
0.9809056821
1.0224653023
1.0005751754
0.9841342837
1.0033294393
0.9719974384
0.9786775276
1.0276009792
0.9807039485
0.9505070748
1.0082417582
0.9827007161
0.9542171782
0.9820245979
1.0165152766
1.0382480368

1.0090143991
0.9827252243
1.0008849558
0.9755646652
0.9680316388
0.9672312537
1.0097236888
1.0679768182
0.9973887143
0.9898138679
1.0105389321
1.0052758578
0.992921074
1.0034827501
0.9587603609
0.9987223713
1.0033260842
0.982744698
0.9864204472
1.054846771
0.9817539485
1.0135472673
0.9995405372
0.9987881321
1.0085352077
0.9953536611
0.9867044555
0.9912984709
0.9394068519
1.0184160392
1.0084624978
0.9784912994
0.9983299481
0.9748168912
0.9815871249
1.0285390285
0.9823134877
0.974465697
1.0132456688
0.951925354
0.9578565031
1.0264921303
0.9760639644
1.0361883036

1.017028579
0.9887295304
0.9955148121
0.9694731984
0.9929724338
0.988288206
1.0085703065
1.0185066422
1.0087928398
0.9907487907
0.9924624246
1.0084789952
0.9901985028
1.0234522215
0.9916370896
0.999507863
1.003110942
1.0015171798
1.0012921048
1.0096337828
0.9985015095
1.0016552272
1.0016084255
1.037000374
1.0070639146
0.9947550238
0.995764955
0.9799893674
0.9915154934
1.0430262841
0.9971254118
0.993203148
0.9792156613
0.989874075
0.9782295082
0.9912633508
0.9859567658
0.9499542753
1.039277033
0.9695945164
0.958753284
1.0534588845
0.9862375559
1.0241686048

0.9855263158
1.0005340454
1.0073392047
0.9950986886
0.9733759318
0.9786652079
1.017607602
0.9929964296
1.0024892823
0.9993102497
1.0254003313
1.1051427033
1.0243635035
1.0109406588
0.970003529
0.9934513704
1.0146484375
0.9846005775
0.9825268817
1.0222609128
1.0216545012
1.0292926887
1.0762378528
1.0089218532
0.9822075431
0.9686516976
0.9466965286
0.9779985806
1.0019351717
1.0599951714
1.0536385378
1.0832252486
0.9653761724
0.9418087855
1.0148156277
0.9959987023
1.0147665581
0.9787074684
0.9749644692
0.9511101144
1.0012968639
0.9829271164
1.0291087686
1.010126877

46
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90

0.9870090974
0.9981034744
1.0083985711
0.9687959299
0.9984829035
1.0130512701
1.0103065031
1.0071561798
1.0128878642
1.0263059701
1.0005817124
0.9916427455
0.9893371441
1.0053333333
1.0096522252
0.958877618
1.0203965143
1.0167816521
0.9967724189
1.0187290724
1.0000722387
1.0015891361
1.0006490697
1.0176216216
1.0324374093
1.0123820957
1.0064710665
1.004712694
1.0329011291
1.0083363067
1.018432735
1.0097602577
0.9990302803
0.9638976735
1.0141956861
1.0417027001
0.9735571749
1.0147490762
0.9916900093
1.0032012052
0.9894572188
1.0048691033
1.0196022906
0.9865761457
1.0226462308

0.9873508509
1.009971604
1.0109846999
0.9619066098
0.9761984805
1.030718369
1.0313397928
0.9968251911
1.0085147871
1.0377674658
0.9806856291
0.9531378633
0.9562155339
0.9956225681
1.0164003071
0.9213128261
1.0156506186
1.0020545935
1.0048330404
1.0256522373
1.025365923
1.0017323817
0.9856115108
1.0195115104
1.0329753545
0.9738087304
0.988913222
0.9869896194
1.0137428131
0.9934292433
1.0326533454
1.023530205
1.0099466438
0.9774980433
1.0032027757
0.9751912205
0.9978174874
0.9956254272
0.9956062062
0.9974486278
0.9883857587
1.0017486186
0.9987431923
0.9988115213
1.0284174424

0.9833383368
0.9914008039
1.0063641963
0.9669522644
0.9726793249
0.9907819109
1.014119965
1.0279007016
1.0321310443
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0.996891393
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0.9605386475
1.0123247574
1.0089281185
0.9356930967
0.9959699087
1.0098732128
1.0134095523
1.0426485318
1.0023258166
0.9901129944
0.9863460363
1.0309400826
1.0156320457
0.9966947857
1.0236091863
1.0185677675
1.0196534536
0.9872899111
1.0688484391
1.0058237007
1.0047372577
0.961887715
1.0002269323
1.0195571286
1.0043170591
0.9923335992
0.9660608226
1.0381361808
1.0003562205
1.0264399537
1.0457502168
1.0179970972
1.0461933276

0.99307035
0.9973360994
0.9951543516
0.9595971592
1.0294059406
0.9846349909
1.0194388141
0.9849802372
1.0185077095
1.0119869147
0.9875179916
0.9835372264
0.9678837791
0.9993223062
1.0140402873
0.9525920789
1.0216854312
1.0150917466
0.9989971419
1.0277317673
0.976215477
0.9986992521
1.0248465874
1.0200650097
1.0200297091
0.9784140555
0.9969031329
0.9824688147
1.0074513457
1.0068853097
0.9945149209
0.9808542689
1.0001733961
0.9932139584
1.0227913124
1.0150181632
0.9953162155
0.9854964043
0.9806058232
0.9891871644
0.996768656
1.0133725053
1.0006498051
0.9857885009
0.9889786921

1.030652224
1.0216905188
1.0085357846
1.0094401042
1.0414919918
0.969243472
1.0052177617
0.988029661
0.998070119
1.0007519605
1.0170674109
1.0135092348
0.9725085911
1.0044972695
1.0365632662
0.9557795146
1.0066709705
1.00716118
0.9994693834
1.0385432151
0.9833350373
0.9997920566
1.0185108153
1.0471717378
1.0199882995
0.9800210305
1.0196059306
0.9736917631
0.9915504028
0.9691835117
1.0044985175
0.9871755725
0.9975255181
0.9853229974
1.0086016994
0.9862714509
0.984076769
1.0053579083
1.001279045
0.9924419842
0.9934570417
0.9936298856
0.9925024449
1.0283555945
1.0067071223

91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121

1.0309231052
1.0078326658
1.0367982572
1.0103921179
0.9870170015
0.9835150756
1.000492126
0.9975984491
1.0191426417
0.9976948033
1.0033944719
0.9957073004
0.9946895075
1.0019805391
0.9690042397
0.9869035653
0.9927508013
1.005491687
1.0196560934
0.9861675202
1.0123254148
0.9916570856
0.9938759736
1.0328726968
1.0037068142
1.000807871
0.983134892
1.0023752273
0.9965479917
0.9972405695
0.9961437697

1.0217110189
0.9882760458
0.9779590186
1.0020676821
0.9739321824
1.0066384181
1.0199943875
1.0079785405
1.0110542477
1.0016872511
1.0183263711
0.9897446076
0.9503977539
0.9995076317
0.9683321605
0.985247093
0.9621597699
1.001533272
0.9816289039
1.0062383032
0.9954277743
1.0126897626
0.9916205412
1.0287619195
1.0345139412
1.0016025641
0.9953454545
0.9910127137
1.0095111701
0.9811568799
0.989132053

1.0334851848
1.0002260483
1.0159704697
0.9832054276
0.9869532428
0.9826927485
1.0097974418
1.0076233011
1.0106988652
1.0033647121
1.0200828937
1.0186532708
1.0199434332
1.0214021615
0.9672815872
0.9792371357
0.9970234814
0.9875792422
0.9944392611
0.9685506267
1.0181726596
1.0078014994
0.9958462352
1.0404216593
1.0378307457
1.0159783677
1.0059797449
0.9962204508
1.005242464
0.9926919646
1.0169011164

1.0162934877
0.9991933451
0.989151824
0.9930371353
0.9892127905
1.0058418798
1.0250387197
0.9929740619
0.9909462098
0.9756615652
1.0091021168
1.0078242787
0.9885223492
1.014037468
0.9975041169
1.0096989708
0.9967810336
1.0148396853
1.0048994848
0.9996230209
1.0153111251
0.9951465927
0.9900716632
0.9834878987
0.9987733824
1.002174803
0.9960938497
0.9927465655
0.9925128443
1.00686731
0.9946779652

0.9880499154
0.9859788077
1.0250759878
0.996717145
1.026880578
0.9903776513
0.9907020476
1.010650638
1.0005217028
1.0011471478
0.9594791667
1.0074910433
1.0046336207
1.0030033251
0.9719816062
0.9635823523
1.0050239781
1.0035219268
1.0140382656
0.9948643519
1.0281674335
0.991268282
1.013983704
1.0077098491
0.9941810345
0.997398656
0.9995653119
0.9891280713
0.9994504287
0.9908720994
0.9883462819

Nifty
1.0041548136
0.9912401685
0.9986462094
0.9874479088
0.9944068745
0.9843789947
1.023881256
1.0279535798
1.0064035337
1.0005149078
0.9990074746
1.0079971544
0.9954003967
1.0030072247
0.9911394411
1.0058532746
1.0141323749
0.9943944837
0.9898774382
1.0133490092
1.0111911438
1.0076132425
0.995385911
1.0067565957
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0.9914760619
0.969169413
0.9966118818
1.0006304781
1.0244866695
1.0044257392
0.9861689738
0.9973824858
0.9862799668
0.9749876238
1.000774318
0.987798072
0.9618377462
1.0175953862
0.9778416247
0.9596833702
1.0221305746
0.9921217841
1.0371672388

Equally Weight Portfolio

1.0047665032
0.9956536798
0.9998942821
0.9843739872
0.9833551417
0.9854494615
1.0130279234
1.0275055376
1.0070853038
0.9952453986
1.007614778
1.024244532
1.00295596
1.0089385147
0.9794761187
0.9924132889
1.0069103482
0.9893998933
0.9870517334
1.0253675985
1.0007841113
1.0127103739
1.0159616746
1.0059042021
0.9986504922
0.9928403679
0.974483214
0.9889978151
0.9843705022
1.0331231759
1.0139220147
1.006945056
0.9881403898
0.9764529479
0.9908319233
1.007732243
0.9925917409
0.9631919499
1.009400869
0.9635282129
0.9657862611
1.0150948111
1.0001673838
1.0290252998

0.9883960496
1.004464766
1.0096261983
0.9656681386
1.0006866057
0.990380393
1.0194953652
1.0050830411
1.0181063392
1.0295785685
0.9961686318
0.9893552272
0.9845940392
1.0098375475
1.0061741397
0.9508183852
1.0157006825
1.0115426822
1.0050224335
1.0243869936
1.0012098348
1.0037680444
0.9915084204
1.0228468478
1.0245063627
0.9929236174
1.0066876623
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1.021487624
1.0003795717
1.0138797092
1.0061567434
1.0025316152
0.9774166138
1.001077507
1.0153991047
0.9919293639
0.9984941771
0.9916933218
1.0005641403
0.9969357488
1.0024220517
1.0141415133
0.9966136952
1.0122927942

0.9962841718
1.0037005001
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0.9733384135
1.0036517283
0.9976860026
1.0160845673
1.0009783941
1.0140223048
1.0248136042
0.9965488274
0.985919497
0.9692967391
1.0034200469
1.0171168409
0.9448510269
1.0120746887
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1.0026963074
1.0306609648
0.9974628985
0.9983851641
1.0031928039
1.0270619924
1.0242125636
0.9882641396
1.0071005077
0.9932861317
1.0130598288
0.9930248565
1.0237895916
1.001428801
1.0022826192
0.9763640775
1.0098036812
1.0075481326
0.9910169412
0.998712483
0.9870483813
1.0040830325
0.9936849791
1.0080120133
1.0114495899
1.0035057719
1.0185885631

1.0116520217
0.9988031899
1.0110096097
1.0040367059
0.9925434188
0.9902736564
1.0102856192
1.0019773313
1.0086220061
0.9898445234
1.0108597179
1.0002909819
0.9930184662
1.0041246294
0.9798349924
0.9955338534
0.9917454241
1.0001447527
1.0023157082
0.9898560839
1.0138461725
1.0003477218
0.9941627012
1.0162040944
1.0081508198
1.0044131665
0.996402962
1.001728578
1.0061745786
0.9949249831
1.0042331641

1.0180925424
0.9963013825
1.0089911115
0.9970839016
0.9927991591
0.9938131547
1.0092049445
1.0033649981
1.0064727334
0.9959110959
1.002077004
1.0038841002
0.9916373329
1.0079862251
0.9748207421
0.9849338234
0.9907478129
1.0025931627
1.0029324017
0.9910887646
1.0138808815
0.9997126445
0.9970796234
1.0186508047
1.0138011836
1.0035924524
0.9960238506
0.9942966057
1.0006529798
0.9937657647
0.9970402372