Annual Return Data

companies ICICI Bank Reliance Bajaj Auto Lupin ITC

Nov'17 1.58 -2.47 1.18 -20.18 -4.23
Oct'17 7.74 18.74 2.79 1.13 2.64
Sep'17 -7.68 -2.34 9.83 2.87 -8.42
Aug'17 -1.77 -1.87 -0.08 -5.00 -1.33
Jul'17 3.76 16.27 1.17 -2.69 -17.41
Jun'17 -2.08 3.16 -1.88 -8.98 3.47
May'17 16.54 -4.25 -1.12 -14.62 11.77
Apr'17 0.07 4.71 2.44 -8.12 -0.89
Mar'17 -0.04 6.22 0.99 -2.38 6.53
Feb'17 3.42 18.47 -3.05 -1.17 0.83
Jan'17 5.22 -3.51 7.49 -1.45 6.65
Dec'16 -4.35 8.43 -1.74 -1.74 3.46
Nov'16 -5.34 -5.54 -5.17 -1.56 -3.76
Oct'16 8.78 -3.07 0.16 1.87 -0.19
Sep'16 -2.19 2.68 -4.96 -0.04 -7.19
Aug'16 0.27 4.08 9.98 -14.78 2.79
Jul'16 8.25 4.31 0.45 12.56 2.87
Jun'16 -1.84 1.11 2.33 3.88 4.28
May'16 7.55 -2.29 5.35 -8.93 8.02
Apr'16 0.32 -5.43 3.22 8.57 -0.66
Mar'16 21.25 8.04 9.05 -15.89 7.56
Feb'16 -16.54 -7.06 -7.55 -1.45 -7.21
Jan'16 -11.84 2.48 -7.43 -6.70 -2.47
Dec'15 -4.93 4.78 2.09 1.99 -4.77
Nov'15 -1.05 2.31 -1.93 -7.24 2.76
Oct'15 1.47 8.70 9.44 -6.32 2.35
Sep'15 -1.73 0.93 3.81 6.46 1.35
Aug'15 -8.95 -14.42 -11.26 13.46 -0.45
Jul'15 -1.82 -0.07 -0.67 -10.28 3.06
Jun'15 -3.08 14.08 10.01 5.77 -3.58
May'15 -4.43 1.17 18.41 1.77 0.51
Apr'15 5.16 4.59 -3.30 -11.80 -1.42
Mar'15 -10.17 -5.19 -6.66 14.69 -9.22
Feb'15 -4.28 -5.34 -9.55 10.08 -1.58
Jan'15 1.60 3.37 -1.67 10.49 0.16
-1.11 75.768 32.16 -55.74 -3.71

Avg return -0.02359 2.16481 0.91888 -1.59260 -0.10589

 Return Risk Coeffiecent of corelation
Bajaj Auto 0.91888 19.640 0.021112468
Reliance 2.16481 15.448
25.00
Proportion Proportion Combined Combined
Portfolio of bajaj Auto of Reliance Return Risk

1 1.00 0.00 0.92 19.64 20.00

2 0.90 0.10 1.04 17.78
3 0.8 0.20 1.17 16.08
4 0.7 0.30 1.29 14.60 15.00
5 0.6 0.40 1.42 13.42
6 0.5 0.50 1.54 12.62

7 0.4 0.6 1.67 12.28 10.00

8 0.3 0.7 1.79 12.42

9 0.2 0.8 1.92 13.05 5.00

10 0.1 0.9 2.04 14.08

11 0 1 2.164807242 15.45 0.00
0.80 1.00 1.20 1.40 1
 Return - Average Return (Return -
ICICI Bank Reliance Bajaj Auto Lupin ITC ICICI Bank
1.61 -4.64 0.26 -18.59 -4.13 2.58
7.76 16.57 1.87 2.72 2.75 60.28
-7.66 -4.51 8.91 4.46 -8.32 58.67
-1.74 -4.03 -1.00 -3.41 -1.22 3.03
3.79 14.11 0.26 -1.09 -17.30 14.34
-2.06 0.99 -2.80 -7.39 3.57 4.24
16.56 -6.41 -2.04 -13.03 11.88 274.19
0.09 2.55 1.52 -6.53 -0.78 0.01
-0.01 4.05 0.07 -0.79 6.64 0.00
3.45 16.31 -3.97 0.42 0.93 11.89
5.25 -5.68 6.57 0.15 6.76 27.52
-4.32 6.26 -2.66 -0.15 3.56 18.70
-5.32 -7.71 -6.09 0.03 -3.65 28.26
8.80 -5.24 -0.76 3.47 -0.08 77.46
-2.17 0.51 -5.88 1.56 -7.08 4.70
0.29 1.91 9.06 -13.19 2.89 0.09
8.28 2.15 -0.47 14.15 2.98 68.53
-1.82 -1.05 1.41 5.47 4.39 3.29
7.57 -4.45 4.43 -7.34 8.13 57.29
0.34 -7.60 2.31 10.16 -0.55 0.12
21.27 5.87 8.13 -14.30 7.67 452.59
-16.51 -9.23 -8.47 0.14 -7.11 272.64
-11.82 0.32 -8.35 -5.10 -2.37 139.60
-4.90 2.62 1.17 3.58 -4.66 24.05
-1.02 0.15 -2.85 -5.64 2.86 1.05
1.49 6.53 8.52 -4.73 2.46 2.22
-1.70 -1.23 2.89 8.05 1.46 2.91
-8.93 -16.58 -12.18 15.05 -0.34 79.73
-1.79 -2.24 -1.59 -8.69 3.17 3.22
-3.06 11.91 9.09 7.36 -3.48 9.37
-4.41 -0.99 17.50 3.36 0.61 19.41
5.18 2.43 -4.22 -10.20 -1.32 26.88
-10.15 -7.36 -7.58 16.28 -9.12 102.94
-4.25 -7.51 -10.47 11.67 -1.48 18.10
1.63 1.21 -2.59 12.08 0.27 2.65
0.00 0.00 0.00 0.00 0.00 1872.56

std deviation 26.751

25.00

20.00

15.00

Column E
10.00

5.00

0.00
0.80 1.00 1.20 1.40 1.60 1.80 2.00 2.20 2.40
(Return - Average Return)^2
Reliance Bajaj Auto Lupin ITC
21.51 0.07 345.61 17.03 -1.222
274.58 3.49 7.40 7.55 30.960
20.30 79.38 19.90 69.16 -40.147
16.28 0.99 11.60 1.50 4.023
199.02 0.07 1.20 299.35 3.610
0.99 7.83 54.55 12.76 -2.781
41.15 4.17 169.65 141.09 13.098
6.50 2.32 42.58 0.61 3.881
16.41 0.00 0.62 44.08 0.285
265.90 15.76 0.18 0.87 -64.733
32.21 43.19 0.02 45.70 -37.295
39.21 7.08 0.02 12.69 -16.662
59.39 37.05 0.00 13.35 46.906
27.41 0.58 12.01 0.01 3.987
0.26 34.58 2.42 50.12 -3.005
3.65 82.07 173.95 8.37 17.318
4.62 0.22 200.31 8.87 -1.012
1.11 2.00 29.89 19.23 -1.489
19.81 19.60 53.86 66.02 -19.706
57.71 5.31 103.19 0.30 -17.511
34.49 66.05 204.56 58.76 47.726
85.13 71.66 0.02 50.52 78.102
0.10 69.78 26.05 5.60 -2.643
6.84 1.38 12.81 21.72 3.072
0.02 8.10 31.85 8.20 -0.427
42.70 72.59 22.35 6.05 55.677
1.52 8.35 64.81 2.13 -3.565
275.03 148.31 226.63 0.12 201.965
5.01 2.52 75.52 10.03 3.553
141.91 82.58 54.14 12.08 108.258
0.99 306.09 11.32 0.38 -17.372
5.90 17.83 104.12 1.73 -10.258
54.12 57.51 265.08 83.11 55.788
56.37 109.56 136.22 2.18 78.588
1.46 6.72 146.05 0.07 -3.129
1819.62 1374.79 2610.51 1081.36 513.839
Covarience Bajaj
25.995 19.640 37.293 15.448 14.68
Auto & Relaince

coefficient of co-
relation b/w Bajaj 2.1E-02
Auto & Reliance
 Return Risk Coeffiecent of corelation
Bajaj Auto 0.91888 19.640 0.0211124679
25.00
25.00
Reliance 2.16481 15.448

Proportio
Portfolio n of bajaj Proportion of 20.00
Combined Return Combined Risk
Reliance 20.00
Auto

1 1.00 0.00 0.92 19.64 15.00

2 0.90 0.10 1.04 17.78 15.00
3 0.8 0.20 1.17 16.08
4 0.7 0.30 1.29 14.60 10.00
5 0.6 0.40 1.42 13.42
10.00
6 0.5 0.50 1.54 12.62
7 0.4 0.6 1.67 12.28 5.00
8 0.3 0.7 1.79 12.42
9 0.2 0.8 1.92 13.05 5.00
10 0.1 0.9 2.04 14.08 0.00
0.80 1.00 1.20 1.40 1.60 1.80 2.00 2.
11 0 1 2.1648072417 15.45
0.00
0.80 1.00 1.20 1.40 1.60 1.80
 Column E
Column E

0 1.00 1.20 1.40 1.60 1.80 2.00 2.20 2.40

.00 1.20 1.40 1.60 1.80 2.00 2.20 2.40