Eicher

Motors

Clsoing
Stock Closing NSE Log return on Log return on
Sl No. Date Price 500 stock index
1 15-Jan-16 16240.8 6262.4
2 15-Feb-16 18772.25 5999.05 0.1449 -0.043
3 15-Mar-16 19548.3 6222.65 0.0405 0.0366
4 13-Apr-16 19896.3 6575.35 0.0176 0.0551
5 13-May-16 18992.8 6582.3 -0.0465 0.0011
6 15-Jun-16 18637.2 6865.05 -0.0189 0.0421
7 15-Jul-16 19781.05 7194.4 0.0596 0.0469
8 16-Aug-16 22461.65 7339.25 0.1271 0.0199
9 15-Sep-16 22440.05 7462.7 -0.001 0.0167
10 14-Oct-16 25400.15 7439.85 0.1239 -0.0031
11 11-Nov-16 21685.2 6916.45 -0.1581 -0.0729
12 15-Dec-16 21515.3 6989.25 -0.0079 0.0105
13 16-Jan-17 22343.3 7247.95 0.0378 0.0363
14 15-Feb-17 24750.45 7531.6 0.1023 0.0384
15 15-Mar-17 24133.4 7854.75 -0.0252 0.042
16 13-Apr-17 26085.65 8044.9 0.0778 0.0239
17 15-May-17 28930.6 8351.3 0.1035 0.0374
18 15-Jun-17 28772 8400.2 -0.0055 0.0058
19 14-Jul-17 27907.15 8640.7 -0.0305 0.0282
20 16-Aug-17 30617 8635.7 0.0927 -0.0006
21 15-Sep-17 32007.95 8887.6 0.0444 0.0288
22 16-Oct-17 31739.95 8985.25 -0.0084 0.0109
23 15-Nov-17 30483.35 8973.75 -0.0404 -0.0013
24 15-Dec-17 29478.7 9216.75 -0.0335 0.0267
25 15-Jan-18 27981.5 9699.85 -0.0521 0.0511
26 15-Feb-18 28340.45 9323.6 0.0127 -0.0396
27 15-Mar-18 28695.55 9133.9 0.0125 -0.0206
28 13-Apr-18 31353 9267.65 0.0886 0.0145
29 15-May-18 30772.85 9365.9 -0.0187 0.0105
30 12-Jun-18 29208.4 9386.45 -0.0522 0.0022

Beta 0.4255576

R square 3.39%
Average
Monthly
return from
market 0.0139483
Market Risk 0.1674