Académique Documents
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Date
Adj Close
return
12/1/2014
37839.33
13%
11/3/2014
33468.46
7%
10/1/2014
31280.47
-4%
9/1/2014
32588.84
36%
8/1/2014
23984.95
3%
7/1/2014
23291.47
-1%
6/2/2014
23602.54
4%
5/1/2014
22694.29
11%
4/1/2014
20475.83
-6%
3/3/2014
21709.24
14%
2/3/2014
19049.38
-2%
1/1/2014
19387.22
0%
12/2/2013
19321.17
12%
11/1/2013
17270.79
10%
10/1/2013
15718.53
18%
9/2/2013
13307.85
4%
8/1/2013
12852.44
-2%
7/1/2013
13180.1
2%
6/3/2013
12888.69
-13%
5/1/2013
14859.65
11%
4/1/2013
13338.71
12%
3/1/2013
11955.95
4%
2/1/2013
11456.28
-13%
1/1/2013
13110.81
3%
12/3/2012
12749.09
17%
11/1/2012
10866.61
7%
10/1/2012
10120.63
-1%
9/3/2012
10224.23
2%
8/1/2012
10019.51
5%
7/2/2012
9533.83
-4%
6/1/2012
9982.19
-8%
5/1/2012
10873.73
-5%
4/2/2012
11401.23
15%
3/1/2012
9886.28
1%
2/1/2012
9784.79
24%
1/2/2012
7867.89
13%
12/1/2011
6937.87
0%
11/1/2011
6913.91
2%
10/3/2011
6768.28
4%
9/2/2011
6537.07
0%
8/1/2011
6556.51
-8%
7/1/2011
6/1/2011
5/2/2011
4/1/2011
3/1/2011
2/1/2011
1/3/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/1/2010
2/1/2010
1/1/2010
avg return
variance
standard deviation
no of trading months
variance
standard deviation
7148.02
6666.4
6738.24
7056.06
6221.67
5609.47
6010.38
7125.8
7765.95
9193.04
8649.7
7512.77
7224.85
7637.61
7234.28
7005.52
6732.56
5592.67
5711.82
monthly
monthly
annual
annual
7%
-1%
-5%
13%
11%
-7%
-16%
-8%
-16%
6%
15%
4%
-5%
6%
3%
4%
20%
-2%
4%
0.009581
0.097884
12
0.114975
0.339079
7/1/2011
6/1/2011
5/2/2011
4/1/2011
3/1/2011
2/1/2011
1/3/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/1/2010
2/1/2010
1/1/2010
4179.45
3937.19
3895.77
3846.42
3505.13
3383.36
3177.94
3626.14
3470.64
3307.97
3178.16
2901.64
2859.63
2742.96
2730.54
2618.19
2518.36
2467.4
2399.65
avg return
variance
monthly
standard devmonthly
no of trading months
variance
standard deviation
ITC Ltd
Date
Adj Close Return
12/1/2014 361.1799
1%
11/3/2014 355.8857
2%
10/1/2014 348.2876
-4%
9/1/2014 363.4838
4%
8/1/2014 348.1895
0%
7/1/2014 349.219
10%
6/2/2014 318.5324
-3%
5/1/2014 328.8523
0%
4/1/2014 328.1301
-3%
3/3/2014 339.8783
8%
2/3/2014 315.3708
1%
1/1/2014 313.0597
1%
12/2/2013 309.6893
0%
11/1/2013 308.293
-4%
10/1/2013 321.8708
-2%
9/2/2013 327.6968
11%
8/1/2013 296.4486
-10%
7/1/2013 328.9967
5%
6/3/2013 312.3856
-5%
5/1/2013 327.2634
5%
4/1/2013 312.0252
6%
3/1/2013 293.241
5%
2/1/2013 279.9594
-4%
1/1/2013 291.6283
7%
12/3/2012 272.0852
-4%
11/1/2012 282.9477
5%
10/1/2012 268.2904
4%
9/3/2012 257.9497
2%
8/1/2012 253.8228
4%
7/2/2012 244.4782
0%
6/1/2012 245.6641
15%
5/1/2012 214.3358
-6%
4/2/2012 228.5783
8%
3/1/2012 211.1708
9%
2/1/2012 193.3909
2%
1/2/2012 189.295
1%
12/1/2011 187.3867
0%
11/1/2011 186.8282
-6%
10/3/2011 198.4177
8%
9/2/2011 184.1752
-1%
8/1/2011 186.1766
-4%
Date
12/1/2014
11/3/2014
10/1/2014
9/1/2014
8/1/2014
7/1/2014
6/2/2014
5/1/2014
4/1/2014
3/3/2014
2/3/2014
1/1/2014
12/2/2013
11/1/2013
10/1/2013
9/2/2013
8/1/2013
7/1/2013
6/3/2013
5/1/2013
4/1/2013
3/1/2013
2/1/2013
1/1/2013
12/3/2012
11/1/2012
10/1/2012
9/3/2012
8/1/2012
7/2/2012
6/1/2012
5/1/2012
4/2/2012
3/1/2012
2/1/2012
1/2/2012
12/1/2011
11/1/2011
10/3/2011
9/2/2011
8/1/2011
6%
1%
1%
10%
4%
6%
-12%
4%
5%
4%
10%
1%
4%
0%
4%
4%
2%
3%
2%
0.002586
0.050855
12
0.031035
0.61026
7/1/2011
6/1/2011
5/2/2011
4/1/2011
3/1/2011
2/1/2011
1/3/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/2/2010
2/1/2010
1/1/2010
193.9029
188.4572
177.4011
176.1166
166.4827
155.0597
149.5087
160.106
156.8947
157.0323
163.3632
149.2335
141.6411
139.806
125.8614
117.8159
116.9713
103.1473
111.2372
avg return
variance
monthly
standard devmonthly
no of trading months
variance
standard deviation
3%
6%
1%
6%
7%
4%
-7%
2%
0%
-4%
9%
5%
1%
11%
7%
1%
13%
-7%
2%
0.002906
0.053906
12
0.194692
2.336302
7/1/2011
6/1/2011
5/2/2011
4/1/2011
3/1/2011
2/1/2011
1/3/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/1/2010
2/1/2010
1/1/2010
avg return
variance
standard deviation
no of trading months
variance
standard deviation
Infosys Ltd
Adj Close
Return
927.9999
81%
513.0599
-46%
953.6668
12%
855.1432
4%
820.0836
7%
767.9898
4%
740.7787
10%
671.1953
-2%
685.6686
-3%
707.606
-14%
824.4338
3%
798.3745
6%
752.2025
4%
723.7158
1%
714.0363
12%
635.2126
-3%
653.0869
4%
625.038
19%
525.2097
4%
507.1677
13%
449.0655
-23%
580.7941
-1%
584.0298
4%
560.4661
20%
465.9577
-5%
489.6928
3%
475.0016
-4%
496.3625
7%
464.8743
7%
436.3054
-11%
490.2025
3%
477.9207
3%
464.2993
-14%
540.1581
0%
542.1287
5%
517.2324
-1%
521.3237
6%
491.6286
-9%
542.091
16%
467.2134
8%
434.0781
-15%
Wipro Ltd
Date
Adj
12/1/2014
11/3/2014
10/1/2014
9/1/2014
8/1/2014
7/1/2014
6/2/2014
5/1/2014
4/1/2014
3/3/2014
2/3/2014
1/1/2014
12/2/2013
11/1/2013
10/1/2013
9/2/2013
8/1/2013
7/1/2013
6/3/2013
5/1/2013
4/1/2013
3/1/2013
2/1/2013
1/1/2013
12/3/2012
11/1/2012
10/1/2012
9/3/2012
8/1/2012
7/2/2012
6/1/2012
5/1/2012
4/2/2012
3/1/2012
2/1/2012
1/2/2012
12/1/2011
11/1/2011
10/3/2011
9/2/2011
8/1/2011
Close
Return
542.327
-5%
573.371
4%
551.778
-6%
583.996
5%
553.687
4%
532.388
1%
528.789
9%
485.45
-3%
501.791
-4%
521.594
-9%
573.648
4%
552.692
3%
534.586
19%
450.341
-1%
456.079
1%
453.306
-2%
462.725
11%
418.164
25%
334.493
9%
307.768
-6%
327.89
-20%
412.007
5%
392.544
1%
387.549
5%
369.801
0%
368.488
12%
328.962
-8%
357.563
4%
344.716
8%
318.741
-15%
374.443
-2%
380.21
1%
376.079
-8%
407.55
2%
400.82
4%
383.645
4%
368.45
5%
349.371
3%
338.562
8%
314.771
2%
309.505
-14%
510.1768
536.1024
514.7962
520.4977
579.7495
537.8904
558.1748
617.0497
546.2006
531.8987
537.4713
478.4572
492.9062
492.8532
469.717
472.1375
451.2501
448.9206
427.3683
monthly
monthly
ding months
annual
annual
-5%
4%
-1%
-10%
8%
-4%
-10%
13%
3%
-1%
12%
-3%
0%
5%
-1%
5%
1%
5%
2%
0.021199
0.145597
12
0.254383
1.747168
7/1/2011
6/1/2011
5/2/2011
4/1/2011
3/1/2011
2/1/2011
1/3/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/2/2010
2/1/2010
1/1/2010
360.273
385.819
408.717
412.012
437.679
401.168
401.214
446.604
382.79
382.244
408.434
364.206
374.728
350.496
359.884
362.658
380.589
364.381
348.604
avg return
variance
monthly
standard devmonthly
no of trading months
variance
standard deviation
-7%
-6%
-1%
-6%
9%
0%
-10%
17%
0%
-6%
12%
-3%
7%
-3%
-1%
-5%
4%
5%
1%
0.006342
0.079639
12
0.076108
0.955664
Return
347.04
403%
69
-78%
319.6
13%
282.2
-8%
306.05
6%
289.62
4%
278.9
9%
256.89
14%
225.45
0%
225.57
19%
189.03
6%
179.03
-10%
198.95
3%
193.41
-5%
203.04
27%
160.28
10%
145.67
-12%
164.69
-15%
193.75
-7%
209.06
8%
193.34
11%
173.76
0%
172.92
-13%
197.94
5%
189.04
4%
182.61
5%
174.54
-1%
175.73
16%
151.14
-5%
159.69
7%
149.53
15%
130.36
-1%
131.72
-1%
132.58
-2%
135.46
0%
134.79
32%
102.3
-4%
106.72
-23%
139.05
6%
130.81
0%
130.73
-16%
Date
12/1/2014
11/3/2014
10/1/2014
9/1/2014
8/1/2014
7/1/2014
6/2/2014
5/1/2014
4/1/2014
3/3/2014
2/3/2014
1/1/2014
12/2/2013
11/1/2013
10/1/2013
9/2/2013
8/1/2013
7/1/2013
6/3/2013
5/1/2013
4/1/2013
3/1/2013
2/1/2013
1/1/2013
12/3/2012
11/1/2012
10/1/2012
9/3/2012
8/1/2012
7/2/2012
6/1/2012
5/1/2012
4/2/2012
3/1/2012
2/1/2012
1/2/2012
12/1/2011
11/1/2011
10/3/2011
9/2/2011
8/1/2011
7/1/2011
6/1/2011
5/2/2011
4/1/2011
3/1/2011
2/1/2011
1/3/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/1/2010
2/1/2010
1/1/2010
avg return
variance
monthly
standard devmonthly
no of trading months
variance
standard deviation
155.07
163.35
151.81
155.76
155.55
135.74
142.59
160.01
159.87
162.39
155.22
136.62
126.44
120.5
112.41
123.23
123.52
113.04
107.66
-5%
8%
-3%
0%
15%
-5%
-11%
0%
-2%
5%
14%
8%
5%
7%
-9%
0%
9%
5%
8%
0.289852
0.538379
12
3.478219
6.460544
7/1/2011
6/1/2011
5/2/2011
4/1/2011
3/1/2011
2/1/2011
1/3/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/1/2010
2/1/2010
1/1/2010
avg return
variance
standard dev
no of trading months
variance
standard deviation
307.9609
317.4412
26.6796
241.1891
242.9766
240.9324
265.2404
251.02
193.5038
178.5509
129.9233
129.4059
149.7549
154.5049
152.2996
137.0102
128.4558
145.0345
165.7101
173.6919
155.1837
142.0621
142.9291
166.9997
163.3774
148.7309
144.5877
153.3811
126.4526
137.4324
147.9838
140.8867
120.3171
117.9
126.2515
115.9894
91.1404
99.2076
107.3031
107.5507
111.1186
-3%
1090%
-89%
-1%
1%
-9%
6%
30%
8%
37%
0%
-14%
-3%
1%
11%
7%
-11%
-12%
-5%
12%
9%
-1%
-14%
2%
10%
3%
-6%
21%
-8%
-7%
5%
17%
2%
-7%
9%
27%
-8%
-8%
0%
-3%
-16%
Date
Adj Close Return
12/1/2014 15008.56 0.040415
11/3/2014 14425.55 0.136834
10/1/2014 12689.23 0.065243
9/1/2014 11912.05 0.229276
8/1/2014
9690.3 0.150095
7/1/2014 8425.65 0.061628
6/2/2014 7936.54 0.196069
5/1/2014 6635.52 0.079671
4/1/2014 6145.87 0.038494
3/3/2014 5918.06 0.17245
2/3/2014
5047.6 0.099903
1/1/2014 4589.13 -0.066962
12/2/2013 4918.48 0.062025
11/1/2013 4631.23 0.203633
10/1/2013 3847.71 0.098652
9/2/2013 3502.21 0.114005
8/1/2013
3143.8 -0.088225
7/1/2013
3448 0.06494
6/3/2013 3237.74 -0.118831
5/1/2013 3674.37 0.25779
4/1/2013 2921.29 0.161681
3/1/2013 2514.71 -0.070017
2/1/2013 2704.04 -0.019234
1/1/2013 2757.07 -0.032033
12/3/2012 2848.31 0.06333
11/1/2012 2678.67 0.179049
10/1/2012 2271.89 0.006869
9/3/2012 2256.39 0.089075
8/1/2012 2071.84 0.082398
7/2/2012 1914.12 -0.02423
6/1/2012 1961.65 -0.128256
5/1/2012 2250.26 0.006585
4/2/2012 2235.54 0.14887
3/1/2012 1945.86 0.156914
2/1/2012 1681.94 0.03555
1/2/2012
1624.2 0.132186
12/1/2011 1434.57 -0.080604
11/1/2011 1560.34 -0.051661
10/3/2011 1645.34 0.057804
9/2/2011 1555.43
0.1754
8/1/2011 1323.32 0.031169
131.8004
135.3993
129.3129
137.5402
135.692
129.0297
129.4734
137.8073
146.7811
154.4827
158.5026
135.5424
122.7449
112.8569
101.4663
102.7903
92.9964
88.3824
87.3332
monthly
monthly
of trading months
andard deviation
-3%
5%
-6%
1%
5%
0%
-6%
-6%
-5%
-3%
17%
10%
9%
11%
-1%
11%
5%
1%
19%
2.001318
1.414679
12
24.01581
16.97615
7/1/2011
6/1/2011
5/2/2011
4/1/2011
3/1/2011
2/1/2011
1/3/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/1/2010
2/1/2010
1/1/2010
1283.32
1261.65
1300.28
1207.02
1295.76
1021.74
990.24
1185.21
1151.69
1228.78
1172.32
1210.6
947.29
877.61
817.83
771.03
622.52
556.85
533.06
0.017176
-0.029709
0.077265
-0.068485
0.26819
0.03181
-0.164502
0.029105
-0.062737
0.048161
-0.031621
0.277961
0.079397
0.073096
0.060698
0.238563
0.117931
0.044629
avg return
variance monthly
standard de
monthly
no of trading months
variance
standard deviation
6%
0.010422
0.102089
12
0.125066
1.225068
TATAMOTORS
Date
Adj Close Return
12/1/2014 490.848
-7%
11/3/2014 527.308
-1%
10/1/2014 529.979
7%
9/1/2014 497.428
-4%
8/1/2014 518.848
17%
7/1/2014 442.169
4%
6/2/2014 424.7451
4%
5/1/2014 409.2781
0%
4/1/2014 408.2924
4%
3/3/2014 392.4321
-4%
2/3/2014 410.8542
19%
1/1/2014 344.6522
-7%
12/2/2013 370.8078
-6%
11/1/2013 392.678
5%
10/1/2013 374.5516
14%
9/2/2013 327.4129
11%
8/1/2013 294.2626
3%
7/1/2013 286.2334
4%
6/3/2013 275.3751
-10%
5/1/2013 306.6852
5%
4/1/2013 292.9872
11%
3/1/2013 263.4877
-6%
2/1/2013 281.1967
-4%
1/1/2013 291.5681
-5%
12/3/2012 305.6577
14%
11/1/2012 268.3312
8%
10/1/2012 249.1538
-5%
9/3/2012 261.678
14%
8/1/2012 228.7046
3%
7/2/2012 221.0239
-5%
6/1/2012 232.587
4%
5/1/2012 224.0833
-26%
4/2/2012 304.3676
15%
3/1/2012 264.9218
2%
2/1/2012 260.2135
11%
1/2/2012 234.0768
37%
12/1/2011 171.4254
3%
11/1/2011 165.7081
-13%
10/3/2011 190.6919
27%
9/2/2011 149.9971
5%
8/1/2011 143.1755
-21%
7/1/2011
6/1/2011
5/2/2011
4/1/2011
3/1/2011
2/1/2011
1/3/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/2/2010
2/1/2010
1/1/2010
182.0726
171.9391
189.0731
212.7139
215.8982
187.2207
198.7215
226.074
214.0983
200.6595
189.9039
174.3539
134.3587
123.5932
119.8297
138.5988
119.9966
112.9063
110.255
avg return
variance
monthly
standard devmonthly
no of trading months
variance
standard deviation
6%
-9%
-11%
-1%
15%
-6%
-12%
6%
7%
6%
9%
30%
9%
3%
-14%
16%
6%
2%
3%
0.012934
0.113728
12
0.155209
1.364737
7/1/2011
6/1/2011
5/2/2011
4/1/2011
3/1/2011
2/1/2011
1/3/2011
12/1/2010
11/1/2010
10/1/2010
9/1/2010
8/2/2010
7/1/2010
6/1/2010
5/3/2010
4/1/2010
3/2/2010
2/1/2010
1/1/2010
159.345
171.2675
186.5018
203.9597
197.4307
190.0028
217.065
232.7724
194.9706
199.1813
186.1706
157.4525
150.5131
135.6778
140.9359
167.0386
170.6066
151.4051
138.2599
-7%
-8%
-9%
3%
4%
-12%
-7%
19%
-2%
7%
18%
5%
11%
-4%
-16%
-2%
13%
10%
#DIV/0!
avg return
1%
variance monthly
0.011658
standard de
monthly
0.107974
no of trading months
12
variance
0.1399
standard deviation
1.295686