rf

Price
Week ITC Grasim Asian ACC NSE Returns
1 210.4 543.254 772.7 1480.4 8484.9 ITC
2 206.6 557.158 795.3 1472.2 8360.55 -0.01806
3 214.867 572.711 825.4 1486 8609.85 0.040015
4 209.7 568.993 849 1408.8 8521.55 -0.02405
5 217.333 575.709 882.8 1387.4 8532.85 0.0364
6 216.3 590.031 898.65 1399.65 8564.6 -0.00475
7 212.1 573.772 895.25 1372.05 8518.55 -0.01942
8 220.5 561.612 886.75 1406.45 8299.95 0.039604
9 218 534.447 858.25 1362.8 8001.95 -0.01134
10 211.4 522.797 812.85 1345.4 7655.05 -0.03028
11 209.167 536.476 816.15 1366.55 7789.3 -0.01056
12 212 541.728 841.05 1375.2 7981.9 0.013544
13 215.033 531.821 806.35 1343.05 7868.5 0.014307
14 219.167 546.724 839.65 1363.1 7950.9 0.019225
15 228.967 564.346 853.8 1347.35 8189.7 0.044715
16 232.567 565.299 882.5 1393 8238.15 0.015723
17 238.9 565.051 858.6 1400.2 8295.45 0.027231
18 223.1 575.058 830.65 1379.6 8065.8 -0.06614
19 225.133 571.495 801.2 1384.05 7954.3 0.009112
20 219.867 561.271 800.4 1326.7 7762.25 -0.02339
21 229.633 570.682 829.2 1339.75 7856.55 0.044418
22 229.567 578.552 859.1 1353.2 7942.7 -0.00029
23 223.967 576.22 834.7 1334.85 7781.9 -0.02439
24 214 561.007 858.4 1319.4 7610.45 -0.0445
25 211.4 576.538 879.45 1349 7761.95 -0.01215
26 215.8 576.073 881.8 1344.15 7861.05 0.020814
27 218.333 583.687 878.75 1373.65 7946.35 0.011738
28 209.1 553.935 874.6 1295.8 7601.35 -0.04229
29 209.267 542.781 879.25 1229.6 7437.8 0.000799
30 205.833 534.044 869.95 1241 7422.45 -0.01641
31 213.467 525.733 869.9 1240.05 7563.55 0.037088
32 215.967 536.5 899.25 1271.4 7489.1 0.011711
33 200.067 524.222 854.9 1221.05 6980.95 -0.07362
34 203.033 530.992 854.7 1278 7210.75 0.014825
35 193.967 511.318 862.55 1190.9 7029.75 -0.04465
36 210.133 544.578 865.8 1239.35 7485.35 0.083344
37 214.2 554.981 898.35 1226.75 7510.2 0.019354
38 216.5 566.522 875.35 1337.2 7604.35 0.010738
39 216.167 585.74 850 1372.65 7716.5 -0.00154
40 224.033 596.863 870 1413.8 7713.05 0.036389
41 214.133 616.963 851.55 1441.85 7555.2 -0.04419
42 220.833 631.061 874.35 1469.95 7850.45 0.031289
43 217.2 621.68 871.55 1414.15 7899.3 -0.01645
44 216.633 633.106 866.25 1443.15 7849.8 -0.00261
45 211.8 637.025 889.05 1425.45 7733.45 -0.02231
46 212.9 658.667 943.65 1457.1 7814.9 0.005194
47 220.233 651.695 956 1393.45 7749.7 0.034443
48 239.533 675.63 998.25 1522.95 8156.65 0.087634
49 235.933 669.046 1025.3 1540 8220.8 -0.01503
50 233.8 667.877 992.05 1555.65 8170.05 -0.00904
51 239.9 670.231 999.6 1555.4 8170.2 0.026091
52 236.067 664.778 989.55 1568.1 8088.6 -0.01598
53 252.35 719.317 1002.5 1617.4 8328.35 0.068976
54 245.85 703.453 1010.7 1597.65 8323.2 -0.02576
55 248.85 746.946 1025.9 1613 8541.4 0.012203
56 249.85 757.697 1047.05 1681.55 8541.2 0.004018
57 252.45 758.239 1114.15 1688.7 8638.5 0.010406
58 252.55 815.706 1143.35 1721.05 8683.15 0.000396
59 254.1 706.66 1137.5 1652.5 8592.15 0.006137
60 250.95 717.674 1113.5 1691.2 8666.9 -0.0124
61 253.8 702.307 1123.3 1638.2 8572.55 0.011357
62 262.9 714.646 1167.55 1669.55 8809.65 0.035855
63 258.3 729.138 1171.75 1653.35 8866.7 -0.0175
64 260.35 751.865 1155.15 1626.3 8779.85 0.007937
65 253.45 759.006 1191.2 1617 8831.55 -0.0265
66 241.35 749.262 1160.7 1599.85 8611.15 -0.04774
67 238.95 793.909 1184.6 1625.4 8697.6 -0.00994
68 239.9 770.826 1205.75 1640.25 8583.4 0.003976
69 240.15 752.662 1153.5 1566.15 8693.05 0.001042
70 243.1 747.705 1069.9 1516.7 8638 0.012284
71 249.05 697.396 1043.05 1490.05 8433.75 0.024476
72 242.95 696.35 962.3 1400.45 8296.3 -0.02449
73 227.85 634.074 908.2 1309.7 8074.1 -0.06215
74 228.8 637.559 945.45 1309.4 8114.3 0.004169
75 228.5 676.056 904.85 1325.7 8086.8 -0.00131
76 236.15 680.355 941.75 1379.15 8261.75 0.033479
77 226.35 633.222 899.9 1294.15 8139.45 -0.0415
78 224.7 641.781 874 1296.3 7985.75 -0.00729
79 241.65 668.272 891.05 1331.05 8185.8 0.075434
80 242.7 662.462 929.5 1333.9 8243.8 0.004345
81 249.65 655.336 933.25 1329.5 8400.35 0.028636
82 255.4 668.698 967.2 1326.45 8349.35 0.023032
83 257.4 721.292 969.6 1430.65 8641.25 0.007831
84 273.05 731.439 985.9 1423.9 8740.95 0.0608
85 273.35 783.181 993.05 1486.95 8793.55 0.001099
86 268.15 806.031 960.8 1465.7 8821.7 -0.01902
87 265.65 793.87 1009 1438.1 8939.5 -0.00932
 88 261.55 790.849 1013.7 1393.7 8897.55 -0.01543
89 263.45 773.847 1030.25 1400 8934.55 0.007264
90 281.25 806.651 1079.45 1411.5 9160.05 0.067565
91 281 819.741 1064.25 1396.45 9108 -0.00089
92 280.3 812.538 1073.5 1446.05 9173.75 -0.00249
93 272.65 818.812 1082.95 1468.1 9198.3 -0.02729
94 279.15 813.816 1078.3 1494.15 9150.8 0.02384
95 274.35 875.085 1065.45 1495.45 9119.4 -0.0172
96 278 894.682 1120.45 1626.55 9304.05 0.013304
97 277.15 923.381 1146.8 1660.15 9285.3 -0.00306
98 274.95 890.151 1132.95 1679.85 9400.9 -0.00794
99 286.2 867.882 1123.15 1675.4 9427.9 0.040917
100 309.1 859.323 1132.45 1632.35 9595.1 0.080014
101 319.2 899.175 1164.3 1643 9653.5 0.032676
102 306 862.653 1155.75 1618.75 9668.25 -0.04135
103 306.8 866.1 1145.4 1638.6 9588.05 0.002614
104 311 907.54 1153.65 1636.7 9574.95 0.01369
105 323.65 962.11 1102.95 1568.05 9520.9 0.040675
106 334.3 968.887 1115.45 1609.35 9665.8 0.032906
107 337.15 984.805 1117.35 1755.1 9886.35 0.008525
108 288.9 1061.1 1156.1 1708.6 9915.25 -0.14311
109 291.55 1071.4 1153.25 1731.2 10014.5 0.009173
110 280.75 1126.3 1157.3 1813.35 10066.4 -0.03704
111 271.5 1060.75 1143.9 1760.55 9710.8 -0.03295
112 281.85 1098.05 1140 1794.3 9837.4 0.038122
113 281.45 1134.45 1135.6 1781.5 9857.05 -0.00142
114 283.6 1170.75 1215.9 1818.05 9974.4 0.007639
115 272.35 1209.7 1203.95 1791.25 9934.8 -0.03967
116 269.3 1240.1 1245.5 1820.7 10085.4 -0.0112
117 268.45 1176.3 1213.25 1688.3 9964.4 -0.00316
118 258.3 1133.95 1131.7 1656.9 9788.6 -0.03781
119 266.15 1151.8 1157.3 1739.6 9979.7 0.030391
120 265.95 1147.15 1174.25 1770.05 10167.45 -0.00075
121 269.65 1138.65 1178.5 1765.15 10146.55 0.013912
122 269.35 1186.7 1184.55 1783.15 10323.05 -0.00111
123 265.4 1287.9 1172.45 1805.2 10452.5 -0.01466
124 261.7 1246.1 1178.6 1754.3 10321.75 -0.01394
125 258 1176.9 1171.3 1763.05 10283.6 -0.01414
126 260.75 1201.6 1159.6 1697.7 10389.7 0.010659
127 255.2 1150.45 1133.75 1676.65 10121.8 -0.02128
128 262.2 1134.05 1135.5 1746.95 10265.65 0.02743
129 264.6 1139.6 1118.7 1696.5 10333.25 0.009153
130 263.1 1134.15 1138 1721.65 10493 -0.00567
131 263.25 1165.75 1158.5 1758.4 10530.7 0.00057
132 262.9 1214.2 1185.25 1809.95 10558.85 -0.00133
133 267.55 1221.65 1189.7 1804.95 10681.25 0.017687
134 274.55 1223.55 1189.9 1829.5 10894.7 0.026163
135 281.25 1193 1150.45 1726.4 11069.65 0.024404
136 275.35 1128.85 1137.9 1679.8 10760.6 -0.02098
137 271.35 1108.95 1130.75 1660.95 10454.95 -0.01453
138 266.45 1100.05 1143.85 1650.6 10452.3 -0.01806
139 269.05 1136.7 1101.8 1651.45 10491.05 0.009758
140 264 1166.6 1118.9 1633.8 10458.35 -0.01877
141 259.25 1100.35 1129.1 1531.85 10226.85 -0.01799
142 260.5 1093.55 1122.75 1567.95 10195.15 0.004822
143 256 1082.6 1112.65 1528.55 9998.05 -0.01727
144 255.5 1050.9 1120.4 1507.5 10113.7 -0.00195
145 260.85 1084.6 1143.5 1553.25 10331.6 0.020939
146 260.75 1063.65 1162.2 1536.45 10480.6 -0.00038
147 276.2 1100.8 1159.35 1561.65 10564.05 0.059252
148 279.4 1086.8 1181.6 1559.6 10692.3 0.011586
149 277.15 1073.9 1190.45 1527.75 10618.25 -0.00805
150 283.65 1100.75 1286.45 1466.55 10806.5 0.023453
151 282.3 1062.85 1308.35 1374.35 10596.4 -0.00476
152 272.3 1030.65 1292.35 1322.85 10605.15 -0.03542
153 269.95 1028.7 1293.05 1326.7 10696.2 -0.00863
154 267.9 1028.6 1278.85 1315.1 10767.65 -0.00759
155 264.5 1031.8 1282.2 1302.1 10817.7 -0.01269
156 265.15 1010.4 1267.7 1294.65 10821.85 0.002457
157 266.2 1006.85 1264.45 1339.9 10714.3 0.00396
158 272.65 988.55 1323.15 1373.7 10772.65 0.02423
159 270.4 935.35 1367.8 1337.65 11018.9 -0.00825
160 274 939.1 1396.45 1293 11010.2 0.013314
161 302.55 1025.45 1434.85 1535 11278.35 0.104197
162 303.95 1006.2 1411.85 1518.65 11360.8 0.004627
163 304.8 971.35 1418.6 1545.3 11429.5 0.002796
164 313.75 1045.85 1400.65 1593.95 11470.75 0.029364
165 310.4 1060.3 1393.5 1640.85 11557.1 -0.01068
166 319.85 1067.5 1372.45 1638.75 11680.5 0.030445
167 310.45 1025.35 1316 1571.95 11589.1 -0.02939
168 307.15 1063.7 1333.9 1602.25 11515.2 -0.01063
169 303.95 1051.15 1304.75 1539.6 11143.1 -0.01042
170 297.75 1021.5 1293.3 1552.35 10930.45 -0.0204
171 276.5 922.75 1209.5 1478.6 10316.45 -0.07137
172 275.2 895.1 1261.2 1503.2 10472.5 -0.0047
173 289.45 874.75 1235.4 1424.4 10303.55 0.051781
174 280.9 759.05 1190.3 1349.65 10030 -0.02954
175 283.25 847.6 1247 1451.5 10553 0.008366
176 277.25 868 1295.6 1464.05 10585.2 -0.02118
177 276.55 831.9 1321.3 1501.4 10682.2 -0.00252
178 280.5 843.35 1314.4 1456.5 10526.75 0.014283
179 285.8 866.25 1345.95 1485.5 10876.75 0.018895
180 274.05 802.3 1318.65 1443.05 10693.7 -0.04111
181 275.75 847.2 1340.95 1497.65 10805.45 0.006203
182 276.75 816.4 1388.2 1490.05 10754 0.003626
183 282.25 824.6 1366 1479.7 10859.9 0.019874
184 280.95 806.15 1385.85 1469.1 10727.35 -0.00461
185 295.35 814.25 1403.65 1458.65 10794.95 0.051255
186 291.45 824.95 1400.45 1439.75 10906.95 -0.0132
187 279.2 759.6 1372.15 1375 10780.55 -0.04203
188 280.85 718.95 1457.2 1415.55 10893.65 0.00591
189 275.5 717.95 1448.8 1395.45 10943.6 -0.01905
190 280.1 706.75 1393.6 1352.45 10724.4 0.016697
191 274.3 758.7 1397.8 1383.7 10791.65 -0.02071
192 278.2 791.75 1392.35 1481.7 10863.5 0.014218
193 292 807.05 1382.35 1574.55 11035.4 0.049605
194 290.8 829.85 1432.55 1531.85 11426.85 -0.00411
195 298.2 820.1 1471.25 1582.95 11456.9 0.025447
196 297.25 857.95 1492.7 1666.3 11623.9 -0.00319
197 294.55 848.95 1514.45 1664.45 11665.95 -0.00908
198 305.75 853.45 1438.65 1656.4 11643.45 0.038024
199 304.4 867.25 1469.6 1699.45 11752.8 -0.00442
200 304.55 913.45 1448.75 1635.35 11754.65 0.000493
201 304.25 898.65 1438.55 1633.9 11712.25 -0.00099
202 297.75 857.6 1341.05 1602.35 11278.9 -0.02136
203 301.4 828.95 1320 1606.6 11407.15 0.012259
204 290.45 910.05 1384.5 1704.9 11844.1 -0.03633
205 278.55 886.1 1407.3 1686 11922.8 -0.04097
206 275.25 871.45 1418.35 1596.5 11870.65 -0.01185
207 278.05 899 1412.75 1549 11823.3 0.010173
208 274.25 897.75 1383 1532.45 11724.1 -0.01367
209 273.85 914.1 1358.15 1562.15 11788.85 -0.00146
210 274.95 920 1353.85 1562.7 11865.6 0.004017
average 0.001731
average ye 0.090301
beta Err:502
 6.50%

Returns Demeaned Returns

Grasim Asian ACC NSE ITC Grasim Asian ACC
0.025594 0.029248 -0.00554 -0.01466
0.027915 0.037847 0.009374 0.029819
-0.00649 0.028592 -0.05195 -0.01026
0.011803 0.039812 -0.01519 0.001326
0.024877 0.017954 0.008829 0.003721
-0.02756 -0.00378 -0.01972 -0.00538
-0.02119 -0.00949 0.025072 -0.02566
-0.04837 -0.03214 -0.03104 -0.0359
-0.0218 -0.0529 -0.01277 -0.04335
0.026165 0.00406 0.01572 0.017537
0.00979 0.030509 0.00633 0.024726
-0.01829 -0.04126 -0.02338 -0.01421
0.028023 0.041297 0.014929 0.010472
0.032232 0.016852 -0.01155 0.030034
0.001689 0.033614 0.033881 0.005916
-0.00044 -0.02708 0.005169 0.006955
0.01771 -0.03255 -0.01471 -0.02768
-0.0062 -0.03545 0.003226 -0.01382
-0.01789 -0.001 -0.04144 -0.02414
0.016767 0.035982 0.009836 0.012149
0.013791 0.036059 0.010039 0.010965
-0.00403 -0.0284 -0.01356 -0.02025
-0.0264 0.028393 -0.01157 -0.02203
0.027684 0.024522 0.022434 0.019907
-0.00081 0.002672 -0.0036 0.012767
0.013217 -0.00346 0.021947 0.010851
-0.05097 -0.00472 -0.05667 -0.04342
-0.02014 0.005317 -0.05109 -0.02152
-0.0161 -0.01058 0.009271 -0.00206
-0.01556 -5.75E-05 -0.00077 0.01901
0.02048 0.033739 0.025281 -0.00984
-0.02289 -0.04932 -0.0396 -0.06785
0.012914 -0.00023 0.04664 0.032918
-0.03705 0.009184 -0.06815 -0.0251
0.065048 0.003768 0.040683 0.06481
0.019103 0.037595 -0.01017 0.00332
0.020795 -0.0256 0.090035 0.012536
0.033923 -0.02896 0.026511 0.014748
0.01899 0.023529 0.029979 -0.00045
0.033676 -0.02121 0.01984 -0.02047
0.022851 0.026775 0.019489 0.039079
-0.01487 -0.0032 -0.03796 0.006223
0.018379 -0.00608 0.020507 -0.00627
0.00619 0.02632 -0.01226 -0.01482
0.033973 0.061414 0.022204 0.010532
-0.01058 0.013087 -0.04368 -0.00834
0.036727 0.044195 0.092935 0.052512
-0.00974 0.027097 0.011195 0.007865
-0.00175 -0.03243 0.010162 -0.00617
0.003525 0.00761 -0.00016 1.84E-05
-0.00814 -0.01005 0.008165 -0.00999
0.082041 0.013087 0.031439 0.02964
-0.02205 0.00818 -0.01221 -0.00062
0.061828 0.015039 0.009608 0.026216
0.014393 0.020616 0.042498 -2.34E-05
0.000715 0.064085 0.004252 0.011392
0.07579 0.026208 0.019157 0.005169
-0.13368 -0.00512 -0.03983 -0.01048
0.015586 -0.0211 0.023419 0.0087
-0.02141 0.008801 -0.03134 -0.01089
0.017569 0.039393 0.019137 0.027658
0.020279 0.003597 -0.0097 0.006476
0.03117 -0.01417 -0.01636 -0.0098
0.009498 0.031208 -0.00572 0.005889
-0.01284 -0.0256 -0.01061 -0.02496
0.059588 0.020591 0.01597 0.010039
-0.02908 0.017854 0.009136 -0.01313
-0.02356 -0.04333 -0.04518 0.012775
-0.00659 -0.07248 -0.03157 -0.00633
-0.06728 -0.0251 -0.01757 -0.02365
-0.0015 -0.07742 -0.06013 -0.0163
-0.08943 -0.05622 -0.0648 -0.02678
0.005496 0.041015 -0.00023 0.004979
0.060382 -0.04294 0.012448 -0.00339
0.006359 0.04078 0.040318 0.021634
-0.06928 -0.04444 -0.06163 -0.0148
0.013517 -0.02878 0.001661 -0.01888
0.041277 0.019508 0.026807 0.025051
-0.00869 0.043151 0.002141 0.007085
-0.01076 0.004034 -0.0033 0.01899
0.02039 0.036378 -0.00229 -0.00607
0.078651 0.002481 0.078556 0.034961
0.014068 0.016811 -0.00472 0.011538
0.07074 0.007252 0.04428 0.006018
0.029176 -0.03248 -0.01429 0.003201
-0.01509 0.050167 -0.01883 0.013353
-0.00381 0.004658 -0.03087 -0.00469
-0.0215 0.016326 0.00452 0.004158
0.042391 0.047755 0.008214 0.025239
0.016228 -0.01408 -0.01066 -0.00568
-0.00879 0.008692 0.035519 0.007219
0.007721 0.008803 0.015248 0.002676
-0.0061 -0.00429 0.017744 -0.00516
0.075286 -0.01192 0.00087 -0.00343
0.022394 0.051621 0.087666 0.020248
0.032077 0.023517 0.020657 -0.00202
-0.03599 -0.01208 0.011866 0.01245
-0.02502 -0.00865 -0.00265 0.002872
-0.00986 0.00828 -0.0257 0.017735
0.046376 0.028125 0.006524 0.006086
-0.04062 -0.00734 -0.01476 0.001528
0.003996 -0.00896 0.012263 -0.0083
0.047847 0.007203 -0.00116 -0.00137
0.06013 -0.04395 -0.04194 -0.00564
0.007044 0.011333 0.026338 0.015219
0.016429 0.001703 0.090565 0.022818
0.077472 0.03468 -0.02649 0.002923
0.009707 -0.00247 0.013227 0.01001
0.051241 0.003512 0.047453 0.005183
-0.0582 -0.01158 -0.02912 -0.03533
0.035164 -0.00341 0.01917 0.013037
0.03315 -0.00386 -0.00713 0.001997
0.031998 0.070712 0.020516 0.011905
0.033269 -0.00983 -0.01474 -0.00397
0.02513 0.034511 0.016441 0.015159
-0.05145 -0.02589 -0.07272 -0.012
-0.036 -0.06722 -0.0186 -0.01764
0.015742 0.022621 0.049912 0.019523
-0.00404 0.014646 0.017504 0.018813
-0.00741 0.003619 -0.00277 -0.00206
0.042199 0.005134 0.010197 0.017395
0.085279 -0.01021 0.012366 0.01254
-0.03246 0.005245 -0.0282 -0.01251
-0.05553 -0.00619 0.004988 -0.0037
0.020987 -0.00999 -0.03707 0.010317
-0.04257 -0.02229 -0.0124 -0.02579
-0.01426 0.001544 0.041929 0.014212
0.004894 -0.0148 -0.02888 0.006585
-0.00478 0.017252 0.014825 0.01546
0.027862 0.018014 0.021346 0.003593
0.041561 0.02309 0.029316 0.002673
0.006136 0.003754 -0.00276 0.011592
0.001555 0.000168 0.013602 0.019984
-0.02497 -0.03315 -0.05635 0.016058
-0.05377 -0.01091 -0.02699 -0.02792
-0.01763 -0.00628 -0.01122 -0.0284
-0.00803 0.011585 -0.00623 -0.00025
0.033317 -0.03676 0.000515 0.003707
0.026304 0.01552 -0.01069 -0.00312
-0.05679 0.009116 -0.0624 -0.02214
-0.00618 -0.00562 0.023566 -0.0031
-0.01001 -0.009 -0.02513 -0.01933
-0.02928 0.006965 -0.01377 0.011567
0.032068 0.020618 0.030348 0.021545
-0.01932 0.016353 -0.01082 0.014422
0.034927 -0.00245 0.016401 0.007962
-0.01272 0.019192 -0.00131 0.01214
-0.01187 0.00749 -0.02042 -0.00693
0.025002 0.080642 -0.04006 0.017729
-0.03443 0.017024 -0.06287 -0.01944
-0.0303 -0.01223 -0.03747 0.000826
-0.00189 0.000542 0.00291 0.008585
-9.72E-05 -0.01098 -0.00874 0.00668
0.003111 0.00262 -0.00989 0.004648
-0.02074 -0.01131 -0.00572 0.000384
-0.00351 -0.00256 0.034952 -0.00994
-0.01818 0.046423 0.025226 0.005446
-0.05382 0.033745 -0.02624 0.022859
0.004009 0.020946 -0.03338 -0.00079
0.09195 0.027498 0.187162 0.024355
-0.01877 -0.01603 -0.01065 0.00731
-0.03464 0.004781 0.017548 0.006047
0.076697 -0.01265 0.031482 0.003609
0.013817 -0.0051 0.029424 0.007528
0.00679 -0.01511 -0.00128 0.010677
-0.03948 -0.04113 -0.04076 -0.00783
0.037402 0.013602 0.019275 -0.00638
-0.0118 -0.02185 -0.0391 -0.03231
-0.02821 -0.00878 0.008281 -0.01908
-0.09667 -0.0648 -0.04751 -0.05617
-0.02996 0.042745 0.016637 0.015126
-0.02273 -0.02046 -0.05242 -0.01613
-0.13227 -0.03651 -0.05248 -0.02655
0.116659 0.047635 0.075464 0.052144
0.024068 0.038974 0.008646 0.003051
-0.04159 0.019836 0.025511 0.009164
0.013764 -0.00522 -0.02991 -0.01455
0.027154 0.024003 0.019911 0.033249
-0.07382 -0.02028 -0.02858 -0.01683
0.055964 0.016911 0.037837 0.01045
-0.03636 0.035236 -0.00507 -0.00476
0.010044 -0.01599 -0.00695 0.009848
-0.02237 0.014531 -0.00716 -0.01221
0.010048 0.012844 -0.00711 0.006302
0.013141 -0.00228 -0.01296 0.010375
-0.07922 -0.02021 -0.04497 -0.01159
-0.05351 0.061983 0.029491 0.010491
-0.00139 -0.00576 -0.0142 0.004585
-0.0156 -0.0381 -0.03081 -0.02003
0.073505 0.003014 0.023106 0.006271
0.043561 -0.0039 0.070825 0.006658
0.019324 -0.00718 0.062665 0.015824
0.028251 0.036315 -0.02712 0.035472
-0.01175 0.027015 0.033358 0.00263
0.046153 0.014579 0.052655 0.014576
-0.01049 0.014571 -0.00111 0.003618
0.005301 -0.05005 -0.00484 -0.00193
0.01617 0.021513 0.02599 0.009392
0.053272 -0.01419 -0.03772 0.000157
-0.0162 -0.00704 -0.00089 -0.00361
-0.04568 -0.06778 -0.01931 -0.037
-0.03341 -0.0157 0.002652 0.011371
0.097835 0.048864 0.061185 0.038305
-0.02632 0.016468 -0.01109 0.006645
-0.01653 0.007852 -0.05308 -0.00437
0.031614 -0.00395 -0.02975 -0.00399
-0.00139 -0.02106 -0.01068 -0.00839
0.018212 -0.01797 0.019381 0.005523
0.006454 -0.00317 0.000352 0.00651
0.003249 0.00307 0.00082 0.001772
0.176053 0.165659 0.041831 0.092565
turns
NSE
Calculate the Sharpe Ratio; Treynor Ratio and Jensen's Alpha of the optimised portfolio