Date Sensex Reliance Tata Steel Daily Change (Snsx) Daily Chng (Reliance)

1-Jan-16 26160.9 1015.35 257.3

4-Jan-16 25623.35 995.4 257 -0.0205 -0.0196

5-Jan-16 25580.34 1005.1 274.1 -0.0017 0.0097
6-Jan-16 25406.33 1031.95 268.5 -0.0068 0.0267
7-Jan-16 24851.83 1011.55 250.1 -0.0218 -0.0198
8-Jan-16 24934.33 1024.05 253.7 0.0033 0.0124
11-Jan-16 24825.04 1051.55 252 -0.0044 0.0269
12-Jan-16 24682.03 1045.1 246.35 -0.0058 -0.0061
13-Jan-16 24854.11 1077.35 247 0.0070 0.0309
14-Jan-16 24772.97 1061.2 238.7 -0.0033 -0.0150
15-Jan-16 24455.04 1073.15 229.9 -0.0128 0.0113
18-Jan-16 24188.37 1018 236.25 -0.0109 -0.0514
19-Jan-16 24479.84 1043.6 237.95 0.0121 0.0251
20-Jan-16 24062.04 1004.35 231.7 -0.0171 -0.0376
21-Jan-16 23962.21 984.9 234.55 -0.0041 -0.0194
22-Jan-16 24435.66 1003.95 247.1 0.0198 0.0193
25-Jan-16 24485.95 1004.8 253.85 0.0021 0.0008
27-Jan-16 24492.39 999.35 257.55 0.0003 -0.0054
28-Jan-16 24469.57 1016.9 254.4 -0.0009 0.0176

29-Jan-16 24870.69 1035.05 250.05 0.0164 0.0178

1-Feb-16 24824.83 1028.1 249.4 -0.0018 -0.0067
2-Feb-16 24539 1002 231.5 -0.0115 -0.0254
3-Feb-16 24223.32 980.7 224 -0.0129 -0.0213
4-Feb-16 24338.43 973.95 226.15 0.0048 -0.0069
5-Feb-16 24616.97 972.3 234 0.0114 -0.0017
8-Feb-16 24287.42 961.6 234.45 -0.0134 -0.0110
9-Feb-16 24020.98 956.6 235.55 -0.0110 -0.0052
10-Feb-16 23758.9 962.4 235.65 -0.0109 0.0061
11-Feb-16 22951.83 922.45 225 -0.0340 -0.0415
12-Feb-16 22986.12 906.3 217.85 0.0015 -0.0175
15-Feb-16 23554.12 944.65 246.2 0.0247 0.0423
16-Feb-16 23191.97 929.65 244.85 -0.0154 -0.0159
17-Feb-16 23381.87 952.45 251.35 0.0082 0.0245
18-Feb-16 23649.22 941.15 250.5 0.0114 -0.0119
19-Feb-16 23709.15 944.55 253.25 0.0025 0.0036
22-Feb-16 23788.79 962.45 255.2 0.0034 0.0190
23-Feb-16 23410.18 950.7 253.45 -0.0159 -0.0122
24-Feb-16 23088.93 952.55 247.85 -0.0137 0.0019
25-Feb-16 22976 944.4 248.05 -0.0049 -0.0086
26-Feb-16 23154.3 950.5 248.4 0.0078 0.0065
29-Feb-16 23002 966.55 249.1 -0.0066 0.0169
1-Mar-16 23779.35 982.25 256.9 0.0338 0.0162
2-Mar-16 24242.98 1001.2 267.15 0.0195 0.0193
3-Mar-16 24606.99 1012.55 286.3 0.0150 0.0113
4-Mar-16 24646.48 1006.5 288.35 0.0016 -0.0060
8-Mar-16 24659.23 1027.15 291.85 0.0005 0.0205
9-Mar-16 24793.96 1041.95 295.45 0.0055 0.0144
10-Mar-16 24623.34 1012 296.15 -0.0069 -0.0287
11-Mar-16 24717.99 1015.65 294.45 0.0038 0.0036
14-Mar-16 24804.28 1018.55 296.3 0.0035 0.0029
15-Mar-16 24551.17 1020.4 299.8 -0.0102 0.0018
16-Mar-16 24682.48 1021.75 299.2 0.0053 0.0013
17-Mar-16 24677.37 1015.55 295.8 -0.0002 -0.0061
18-Mar-16 24952.74 1025.2 302 0.0112 0.0095
21-Mar-16 25285.37 1036.2 302.9 0.0133 0.0107
22-Mar-16 25330.49 1048.5 309.45 0.0018 0.0119
23-Mar-16 25337.56 1029.35 316.6 0.0003 -0.0183
28-Mar-16 24966.4 1020.5 300.05 -0.0146 -0.0086
29-Mar-16 24900.46 1035.4 303.9 -0.0026 0.0146
30-Mar-16 25338.58 1044.9 324.4 0.0176 0.0092
31-Mar-16 25341.86 1045.25 319.5 0.0001 0.0003
1-Apr-16 25269.64 1033.65 317.7 -0.0028 -0.0111
4-Apr-16 25399.65 1035.15 320.2 0.0051 0.0015
5-Apr-16 24883.59 1028.1 312.1 -0.0203 -0.0068
6-Apr-16 24900.63 1031.45 328.45 0.0007 0.0033
7-Apr-16 24685.42 1037.95 323.95 -0.0086 0.0063
8-Apr-16 24673.84 1037.85 322.25 -0.0005 -0.0001
11-Apr-16 25022.16 1039.85 331.15 0.0141 0.0019
12-Apr-16 25145.59 1047.15 324.15 0.0049 0.0070
13-Apr-16 25626.75 1065.45 332.6 0.0191 0.0175
18-Apr-16 25816.36 1061.75 335 0.0074 -0.0035
20-Apr-16 25844.18 1038.3 356.85 0.0011 -0.0221
21-Apr-16 25880.38 1040.9 354.4 0.0014 0.0025
22-Apr-16 25838.14 1038.75 353.8 -0.0016 -0.0021
25-Apr-16 25678.93 1016.15 347.55 -0.0062 -0.0218
26-Apr-16 26007.3 1016.8 358.4 0.0128 0.0006
27-Apr-16 26064.12 1019.7 356.6 0.0022 0.0029
28-Apr-16 25603.1 997.35 347.7 -0.0177 -0.0219
29-Apr-16 25606.62 982.55 350.55 0.0001 -0.0148
2-May-16 25436.97 986.3 346.8 -0.0066 0.0038
3-May-16 25229.7 976.05 348.45 -0.0081 -0.0104
4-May-16 25101.73 977.5 328.95 -0.0051 0.0015
5-May-16 25262.21 975.05 332 0.0064 -0.0025
6-May-16 25228.5 969.15 329.45 -0.0013 -0.0061
9-May-16 25688.86 982.95 329.05 0.0182 0.0142
10-May-16 25772.53 981.35 327.95 0.0033 -0.0016
11-May-16 25597.02 974.85 329 -0.0068 -0.0066
12-May-16 25790.22 991.05 330.8 0.0075 0.0166
13-May-16 25489.57 978 323 -0.0117 -0.0132
16-May-16 25653.23 976.15 326.35 0.0064 -0.0019
17-May-16 25773.61 970.2 326.95 0.0047 -0.0061
18-May-16 25704.61 970.15 328.9 -0.0027 -0.0001
19-May-16 25399.72 950.55 326.1 -0.0119 -0.0202
20-May-16 25301.9 934.1 322.9 -0.0039 -0.0173
23-May-16 25230.36 930 313.6 -0.0028 -0.0044
24-May-16 25305.47 940.05 317.6 0.0030 0.0108
25-May-16 25881.17 949.25 324.35 0.0228 0.0098
26-May-16 26366.68 946.65 325 0.0188 -0.0027
27-May-16 26653.6 972.65 329 0.0109 0.0275
30-May-16 26725.6 969.45 323.1 0.0027 -0.0033
31-May-16 26667.96 958.95 334.45 -0.0022 -0.0108
1-Jun-16 26713.93 953.3 332.15 0.0017 -0.0059
2-Jun-16 26843.14 956 340.65 0.0048 0.0028
3-Jun-16 26843.03 957.95 338.65 0.0000 0.0020
6-Jun-16 26777.45 955.9 337.7 -0.0024 -0.0021
7-Jun-16 27009.67 954.65 342.85 0.0087 -0.0013
8-Jun-16 27020.66 954.15 341.5 0.0004 -0.0005
9-Jun-16 26763.46 971.45 342.05 -0.0095 0.0181
10-Jun-16 26635.75 975.65 334.95 -0.0048 0.0043
13-Jun-16 26396.77 979.3 323.8 -0.0090 0.0037
14-Jun-16 26395.71 974.9 325 0.0000 -0.0045
15-Jun-16 26726.34 982.4 329.9 0.0125 0.0077
16-Jun-16 26525.46 974.55 330.05 -0.0075 -0.0080
17-Jun-16 26625.91 973.25 325.5 0.0038 -0.0013
20-Jun-16 26866.92 990.55 336.15 0.0091 0.0178
21-Jun-16 26812.78 987.25 333.85 -0.0020 -0.0033
22-Jun-16 26765.65 980.5 332 -0.0018 -0.0068
23-Jun-16 27002.22 981.9 333.75 0.0088 0.0014
24-Jun-16 26397.71 951.5 312.5 -0.0224 -0.0310
27-Jun-16 26402.96 956.1 310.35 0.0002 0.0048
28-Jun-16 26524.55 958.2 311.45 0.0046 0.0022
29-Jun-16 26740.39 966.85 313.45 0.0081 0.0090
30-Jun-16 26999.72 969.45 321.9 0.0097 0.0027
1-Jul-16 27144.91 973.65 327.35 0.0054 0.0043
4-Jul-16 27278.76 986.65 331.2 0.0049 0.0134
5-Jul-16 27166.87 992.95 334.1 -0.0041 0.0064
7-Jul-16 27201.49 987.9 317.65 0.0013 -0.0051
8-Jul-16 27126.9 980.1 318.6 -0.0027 -0.0079
11-Jul-16 27626.69 990.75 327.25 0.0184 0.0109
12-Jul-16 27808.14 1002.1 342.4 0.0066 0.0115
 13-Jul-16 27815.18 1008.45 357.7 0.0003 0.0063
14-Jul-16 27942.11 1006.45 359.2 0.0046 -0.0020
15-Jul-16 27836.5 1012.55 372.85 -0.0038 0.0061
18-Jul-16 27746.66 1004.25 365.6 -0.0032 -0.0082
19-Jul-16 27787.62 1015.4 370.25 0.0015 0.0111
20-Jul-16 27915.89 1022.55 368.45 0.0046 0.0070
21-Jul-16 27710.52 1006.7 362.3 -0.0074 -0.0155
22-Jul-16 27803.24 1014.8 365.3 0.0033 0.0080
25-Jul-16 28095.34 1020.65 363.8 0.0105 0.0058
26-Jul-16 27976.52 1023.3 367.65 -0.0042 0.0026
27-Jul-16 28024.33 1013.05 362.9 0.0017 -0.0100
28-Jul-16 28208.62 1026.05 350.3 0.0066 0.0128
29-Jul-16 28051.86 1015.5 354.75 -0.0056 -0.0103
1-Aug-16 28003.12 1009.3 364.35 -0.0017 -0.0061
2-Aug-16 27981.71 1011.05 361.9 -0.0008 0.0017
3-Aug-16 27697.51 994.05 357.6 -0.0102 -0.0168
4-Aug-16 27714.37 993.15 374.05 0.0006 -0.0009
5-Aug-16 28078.35 1014.55 380.9 0.0131 0.0215
8-Aug-16 28182.57 1029.65 379.55 0.0037 0.0149
9-Aug-16 28085.16 1029.85 375.45 -0.0035 0.0002
10-Aug-16 27774.88 1002.8 370.15 -0.0110 -0.0263
11-Aug-16 27859.6 1012.45 368.5 0.0031 0.0096
12-Aug-16 28152.4 1034.95 374.8 0.0105 0.0222
16-Aug-16 28064.61 1024.2 379.2 -0.0031 -0.0104
17-Aug-16 28005.37 1014 391.35 -0.0021 -0.0100
18-Aug-16 28123.44 1016.6 387.2 0.0042 0.0026
19-Aug-16 28077 1014.85 392.3 -0.0017 -0.0017
22-Aug-16 27985.54 1013.9 387.45 -0.0033 -0.0009
23-Aug-16 27990.21 1009.9 385.45 0.0002 -0.0039
24-Aug-16 28059.94 1020.75 380.15 0.0025 0.0107
25-Aug-16 27835.91 1013.1 372.4 -0.0080 -0.0075
26-Aug-16 27782.25 1027.7 369.85 -0.0019 0.0144
29-Aug-16 27902.66 1057 373.1 0.0043 0.0285
30-Aug-16 28343.01 1065.8 377.8 0.0158 0.0083
31-Aug-16 28452.17 1058 370.45 0.0039 -0.0073
1-Sep-16 28423.48 1029.15 373.8 -0.0010 -0.0273
2-Sep-16 28532.11 1012.85 373.7 0.0038 -0.0158
6-Sep-16 28978.02 1020.45 385.85 0.0156 0.0075
7-Sep-16 28926.36 1017.45 389.95 -0.0018 -0.0029
8-Sep-16 29045.28 1032.25 402.9 0.0041 0.0145
9-Sep-16 28797.25 1043.7 394.5 -0.0085 0.0111
12-Sep-16 28353.54 1046.6 373.6 -0.0154 0.0028
14-Sep-16 28372.23 1045.45 373.75 0.0007 -0.0011
15-Sep-16 28412.89 1062.45 366.9 0.0014 0.0163
16-Sep-16 28599.03 1075.65 359.05 0.0066 0.0124
19-Sep-16 28634.5 1082.35 361.55 0.0012 0.0062
20-Sep-16 28523.2 1074.1 365.45 -0.0039 -0.0076
21-Sep-16 28507.42 1071.35 369.3 -0.0006 -0.0026
22-Sep-16 28773.13 1087.65 376.3 0.0093 0.0152
23-Sep-16 28668.22 1102.95 371.9 -0.0036 0.0141
26-Sep-16 28294.28 1109.35 370.4 -0.0130 0.0058
27-Sep-16 28223.7 1110.45 367.85 -0.0025 0.0010
28-Sep-16 28292.81 1089.7 379.8 0.0024 -0.0187
29-Sep-16 27827.53 1072.55 367.85 -0.0164 -0.0157
30-Sep-16 27865.96 1082.1 374.4 0.0014 0.0089
3-Oct-16 28243.29 1090.4 382.85 0.0135 0.0077
4-Oct-16 28334.55 1095.2 390.1 0.0032 0.0044
5-Oct-16 28220.98 1089.3 390.35 -0.0040 -0.0054
6-Oct-16 28106.21 1111.1 389.3 -0.0041 0.0200
7-Oct-16 28061.14 1109.95 406.4 -0.0016 -0.0010
10-Oct-16 28082.34 1095.95 417.4 0.0008 -0.0126
13-Oct-16 27643.11 1057.7 413.85 -0.0156 -0.0349
14-Oct-16 27673.6 1078.2 411.9 0.0011 0.0194
17-Oct-16 27529.97 1060.15 410.7 -0.0052 -0.0167
18-Oct-16 28050.88 1079.3 424.9 0.0189 0.0181
19-Oct-16 27984.37 1086.9 425.45 -0.0024 0.0070
20-Oct-16 28129.84 1088.5 428.45 0.0052 0.0015
21-Oct-16 28077.18 1064.4 427.3 -0.0019 -0.0221
24-Oct-16 28179.08 1063.55 426.2 0.0036 -0.0008
25-Oct-16 28091.42 1059.9 415.5 -0.0031 -0.0034
26-Oct-16 27836.51 1054.15 398.85 -0.0091 -0.0054
27-Oct-16 27915.9 1048.5 397.1 0.0029 -0.0054
28-Oct-16 27941.51 1053.5 404.45 0.0009 0.0048
30-Oct-16 27930.21 1051.2 404.65 -0.0004 -0.0022
1-Nov-16 27876.61 1048.3 417.7 -0.0019 -0.0028
2-Nov-16 27527.22 1024.05 413.65 -0.0125 -0.0231
3-Nov-16 27430.28 1025.45 403.3 -0.0035 0.0014
4-Nov-16 27274.15 1005.8 403.05 -0.0057 -0.0192
7-Nov-16 27458.99 1001.95 411.5 0.0068 -0.0038
8-Nov-16 27591.14 1002.85 408.6 0.0048 0.0009
9-Nov-16 27252.53 1005.55 399.8 -0.0123 0.0027
10-Nov-16 27517.68 1010 436.85 0.0097 0.0044
11-Nov-16 26818.82 1001.4 426.85 -0.0254 -0.0085
15-Nov-16 26304.63 987.6 393.55 -0.0192 -0.0138
16-Nov-16 26298.69 985.85 391.75 -0.0002 -0.0018
17-Nov-16 26227.62 981.3 392.95 -0.0027 -0.0046
18-Nov-16 26150.24 987.5 385.1 -0.0030 0.0063
21-Nov-16 25765.14 990.9 371.55 -0.0147 0.0034
22-Nov-16 25960.78 1001.1 378 0.0076 0.0103
23-Nov-16 26051.81 1007.25 392.35 0.0035 0.0061
24-Nov-16 25860.17 990.65 398.25 -0.0074 -0.0165
25-Nov-16 26316.34 993.65 407.7 0.0176 0.0030
28-Nov-16 26350.17 986.45 407.1 0.0013 -0.0072
29-Nov-16 26394.01 995.85 409.05 0.0017 0.0095
30-Nov-16 26652.81 992.75 414.95 0.0098 -0.0031
1-Dec-16 26559.92 997.2 409.7 -0.0035 0.0045
2-Dec-16 26230.66 995.3 406.4 -0.0124 -0.0019
5-Dec-16 26349.1 994.1 413.55 0.0045 -0.0012
6-Dec-16 26392.76 1003.35 418.35 0.0017 0.0093
7-Dec-16 26236.87 999.7 412.5 -0.0059 -0.0036
8-Dec-16 26694.28 1019.55 431.55 0.0174 0.0199
9-Dec-16 26747.18 1026.4 430.3 0.0020 0.0067
12-Dec-16 26515.24 1028.1 424 -0.0087 0.0017
13-Dec-16 26697.82 1039.9 420.65 0.0069 0.0115
14-Dec-16 26602.84 1060 417.55 -0.0036 0.0193
15-Dec-16 26519.07 1054.2 419.15 -0.0031 -0.0055
16-Dec-16 26489.56 1057.55 414.1 -0.0011 0.0032
19-Dec-16 26374.7 1062.15 411 -0.0043 0.0043
20-Dec-16 26307.98 1059.1 403.9 -0.0025 -0.0029
21-Dec-16 26242.38 1061.45 404.9 -0.0025 0.0022
22-Dec-16 25979.6 1053.95 392.4 -0.0100 -0.0071
23-Dec-16 26040.7 1058.15 390.75 0.0024 0.0040
26-Dec-16 25807.1 1047.1 380.45 -0.0090 -0.0104
27-Dec-16 26213.44 1064.4 392.75 0.0157 0.0165
28-Dec-16 26210.68 1052.2 388.3 -0.0001 -0.0115
29-Dec-16 26366.15 1064.95 392.45 0.0059 0.0121
30-Dec-16 28237.1505489 1080.1 391.1 0.0710 0.0142
Daily chng (Ts) Index Reliance TS

Avg. Daily Returns 0.0004 0.0003 0.0020

-0.0012 Annualized Return 0.0940269 0.087516 0.64657532

0.0665 Daily St. Dev 0.0103972 0.0133 0.0253706
-0.0204 Annualized St. Dev 0.1634044 0.209021 0.39873035
-0.0685 Variance 0.0001081 0.000177 0.00064367
0.0144 CORRELATION Matrix
-0.0067 Index Reliance Ts
-0.0224 Index 1 0.543986 0.53439531
0.0026 Reliance 0.543986 1 0.33670216
-0.0336 Ts 0.5343953 0.336702 1
-0.0369
0.0276 MVP
0.0072 W(Index) W (Rel) W (Ts) Return Risk
-0.0263 MVP (Rel & Ts) 0.49578 0.50422026 0.369405 0.014237
0.0123 MVP (Inx & Rel) 0.4990674 0.500933 0.090765 0.009361
0.0535 MVP (Inx & TS) 0.4961126 0.50388742 0.372449 0.017598
0.0273
0.0146 BETA AND CAPM
-0.0122 Basis Reliance TS

Covariance (Index
-0.0171 & Security) 7.492E-05 0.00014
-0.0026 Variance of Market0.0001081 0.000108
-0.0718 Beta 0.6930189 1.298701
-0.0324 Assumed Rf 0.0625 0.0625
0.0096 CAPM Returns 0.0798363 0.821039
0.0347
0.0019
0.0047
0.0004
-0.0452
-0.0318
0.1301
-0.0055
0.0265
-0.0034
0.0110
0.0077
-0.0069
-0.0221
0.0008
0.0014
 0.0028
0.0313
0.0399
0.0717
0.0072
0.0121
0.0123
0.0024
-0.0057
0.0063
0.0118
-0.0020
-0.0114
0.0210
0.0030
0.0216
0.0231
-0.0523
0.0128
0.0675
-0.0151
-0.0056
0.0079
-0.0253
0.0524
-0.0137
-0.0052
0.0276
-0.0211
0.0261
0.0072
0.0652
-0.0069
-0.0017
-0.0177
0.0312
-0.0050
-0.0250
0.0082
-0.0107
0.0048
-0.0560
0.0093
-0.0077
-0.0012
-0.0033
0.0032
0.0055
-0.0236
0.0104
0.0018
0.0060
-0.0085
-0.0098
-0.0288
0.0128
0.0213
0.0020
0.0123
-0.0179
0.0351
-0.0069
0.0256
-0.0059
-0.0028
0.0153
-0.0039
0.0016
-0.0208
-0.0333
0.0037
0.0151
0.0005
-0.0138
0.0327
-0.0068
-0.0055
0.0053
-0.0637
-0.0069
0.0035
0.0064
0.0270
0.0169
0.0118
0.0088
-0.0492
0.0030
0.0272
0.0463
 0.0447
0.0042
0.0380
-0.0194
0.0127
-0.0049
-0.0167
0.0083
-0.0041
0.0106
-0.0129
-0.0347
0.0127
0.0271
-0.0067
-0.0119
0.0460
0.0183
-0.0035
-0.0108
-0.0141
-0.0045
0.0171
0.0117
0.0320
-0.0106
0.0132
-0.0124
-0.0052
-0.0138
-0.0204
-0.0068
0.0088
0.0126
-0.0195
0.0090
-0.0003
0.0325
0.0106
0.0332
-0.0208
-0.0530
0.0004
-0.0183
-0.0214
 0.0070
0.0108
0.0105
0.0190
-0.0117
-0.0040
-0.0069
0.0325
-0.0315
0.0178
0.0226
0.0189
0.0006
-0.0027
0.0439
0.0271
-0.0085
-0.0047
-0.0029
0.0346
0.0013
0.0071
-0.0027
-0.0026
-0.0251
-0.0401
-0.0044
0.0185
0.0005
0.0323
-0.0097
-0.0250
-0.0006
0.0210
-0.0070
-0.0215
0.0927
-0.0229
-0.0780
-0.0046
0.0031
-0.0200
-0.0352
0.0174
0.0380
 0.0150
0.0237
-0.0015
0.0048
0.0144
-0.0127
-0.0081
0.0176
0.0116
-0.0140
0.0462
-0.0029
-0.0146
-0.0079
-0.0074
0.0038
-0.0120
-0.0075
-0.0173
0.0025
-0.0309
-0.0042
-0.0264
0.0323
-0.0113
0.0107
-0.0034
 Daily Change Daily Change Daily Change
Date Sensex Reliance Tata Steel
(Sensex) (Rel) (TS)
2-Jan-17 26595.45 1083.1 405.95
3-Jan-17 26643.24 1090.65 403.15 0.0018 0.0070 -0.0069
4-Jan-17 26633.13 1068.95 405.1 -0.0004 -0.0199 0.0048
5-Jan-17 26878.24 1077.4 419.15 0.0092 0.0079 0.0347
6-Jan-17 26759.23 1072.7 419.7 -0.0044 -0.0044 0.0013
9-Jan-17 26726.55 1077.1 422.05 -0.0012 0.0041 0.0056
10-Jan-17 26899.56 1087.1 430.9 0.0065 0.0093 0.0210
11-Jan-17 27140.41 1084.1 448.1 0.0090 -0.0028 0.0399
12-Jan-17 27247.16 1083.15 447.75 0.0039 -0.0009 -0.0008
13-Jan-17 27238.06 1090.15 446.4 -0.0003 0.0065 -0.0030
16-Jan-17 27288.17 1077 458.4 0.0018 -0.0121 0.0269
17-Jan-17 27235.66 1041.3 454.2 -0.0019 -0.0331 -0.0092
18-Jan-17 27257.64 1032.45 467.6 0.0008 -0.0085 0.0295

19-Jan-17 27308.6 1033.75 467.1 0.0019 0.0013 -0.0011

20-Jan-17 27034.5 1025.7 454.6 -0.0100 -0.0078 -0.0268

23-Jan-17 27117.34 1015.95 461.65 0.0031 -0.0095 0.0155

24-Jan-17 27375.58 1027.55 464.25 0.0095 0.0114 0.0056
25-Jan-17 27708.14 1016.7 468.95 0.0121 -0.0106 0.0101
27-Jan-17 27882.46 1025.15 469.25 0.0063 0.0083 0.0006
30-Jan-17 27849.56 1044.15 461.95 -0.0012 0.0185 -0.0156
31-Jan-17 27655.96 1043.4 462.4 -0.0070 -0.0007 0.0010
1-Feb-17 28141.64 1049.2 473.35 0.0176 0.0056 0.0237
2-Feb-17 28226.61 1044.75 476.5 0.0030 -0.0042 0.0067
3-Feb-17 28240.52 1033.7 471.95 0.0005 -0.0106 -0.0095
6-Feb-17 28439.28 1040.1 472.6 0.0070 0.0062 0.0014
7-Feb-17 28335.16 1030.7 473.25 -0.0037 -0.0090 0.0014
8-Feb-17 28289.92 1025.65 470.7 -0.0016 -0.0049 -0.0054
9-Feb-17 28329.7 1032.7 459.9 0.0014 0.0069 -0.0229
10-Feb-17 28334.25 1030.3 467.75 0.0002 -0.0023 0.0171
13-Feb-17 28351.62 1028.35 472.5 0.0006 -0.0019 0.0102
14-Feb-17 28339.31 1048.25 472.25 -0.0004 0.0194 -0.0005
15-Feb-17 28155.56 1050.9 460.1 -0.0065 0.0025 -0.0257
16-Feb-17 28301.27 1064.95 469.8 0.0052 0.0134 0.0211
17-Feb-17 28468.75 1075.35 467.95 0.0059 0.0098 -0.0039
20-Feb-17 28661.58 1073.7 486.7 0.0068 -0.0015 0.0401
21-Feb-17 28761.59 1088.25 490.6 0.0035 0.0136 0.0080
22-Feb-17 28864.71 1207.65 483.3 0.0036 0.1097 -0.0149
23-Feb-17 28892.97 1182.6 485.1 0.0010 -0.0207 0.0037
27-Feb-17 28812.88 1238.6 480.85 -0.0028 0.0474 -0.0088
28-Feb-17 28743.32 1238.25 482.65 -0.0024 -0.0003 0.0037
 1-Mar-17 28984.49 1234.15 500.3 0.0084 -0.0033 0.0366
2-Mar-17 28839.79 1233.25 495.05 -0.0050 -0.0007 -0.0105
3-Mar-17 28832.45 1258.45 495 -0.0003 0.0204 -0.0001
6-Mar-17 29048.19 1304.9 492.95 0.0075 0.0369 -0.0041
7-Mar-17 28999.56 1304.8 482 -0.0017 -0.0001 -0.0222
8-Mar-17 28901.94 1291.9 472.9 -0.0034 -0.0099 -0.0189
9-Mar-17 28929.13 1287.35 469.5 0.0009 -0.0035 -0.0072
10-Mar-17 28946.23 1281.4 467.8 0.0006 -0.0046 -0.0036
14-Mar-17 29442.63 1289.4 472.7 0.0171 0.0062 0.0105
15-Mar-17 29398.11 1304.4 478.55 -0.0015 0.0116 0.0124
16-Mar-17 29585.85 1297.35 499.15 0.0064 -0.0054 0.0430
17-Mar-17 29648.99 1300.65 502.05 0.0021 0.0025 0.0058
20-Mar-17 29518.74 1280.35 496.75 -0.0044 -0.0156 -0.0106
21-Mar-17 29485.45 1263.8 496.6 -0.0011 -0.0129 -0.0003
22-Mar-17 29167.68 1259.5 488.75 -0.0108 -0.0034 -0.0158
23-Mar-17 29332.16 1274.1 495.45 0.0056 0.0116 0.0137
24-Mar-17 29421.4 1286.2 493.2 0.0030 0.0095 -0.0045
27-Mar-17 29237.15 1250.75 477.65 -0.0063 -0.0276 -0.0315
28-Mar-17 29409.52 1245.65 479.9 0.0059 -0.0041 0.0047
29-Mar-17 29531.43 1254.7 483.35 0.0041 0.0073 0.0072
30-Mar-17 29647.42 1269.35 478.15 0.0039 0.0117 -0.0108
31-Mar-17 29620.5 1319.2 482.65 -0.0009 0.0393 0.0094
3-Apr-17 29910.22 1371.2 485.35 0.0098 0.0394 0.0056
5-Apr-17 29974.24 1414.9 493.35 0.0021 0.0319 0.0165
6-Apr-17 29927.34 1438.35 501.65 -0.0016 0.0166 0.0168
7-Apr-17 29706.61 1405.55 492.9 -0.0074 -0.0228 -0.0174
10-Apr-17 29575.74 1381.05 495.45 -0.0044 -0.0174 0.0052
11-Apr-17 29788.35 1374.1 488.3 0.0072 -0.0050 -0.0144
12-Apr-17 29643.48 1354.15 477.95 -0.0049 -0.0145 -0.0212
13-Apr-17 29461.45 1364.35 464 -0.0061 0.0075 -0.0292
17-Apr-17 29413.66 1391 462.05 -0.0016 0.0195 -0.0042
18-Apr-17 29319.1 1370.45 450.25 -0.0032 -0.0148 -0.0255
19-Apr-17 29336.57 1369.85 451.45 0.0006 -0.0004 0.0027
20-Apr-17 29422.39 1369.4 454 0.0029 -0.0003 0.0056
21-Apr-17 29365.3 1399.75 450.9 -0.0019 0.0222 -0.0068
24-Apr-17 29655.84 1416.4 450.95 0.0099 0.0119 0.0001
25-Apr-17 29943.24 1432.5 453.95 0.0097 0.0114 0.0067
26-Apr-17 30133.35 1416.35 454.25 0.0063 -0.0113 0.0007
27-Apr-17 30029.74 1408.05 445.75 -0.0034 -0.0059 -0.0187
28-Apr-17 29918.4 1394.8 448.85 -0.0037 -0.0094 0.0070
2-May-17 29921.18 1370.9 445.25 0.0001 -0.0171 -0.0080
3-May-17 29894.8 1370.25 440.65 -0.0009 -0.0005 -0.0103
4-May-17 30126.21 1358.75 442.65 0.0077 -0.0084 0.0045
5-May-17 29858.8 1328.6 433 -0.0089 -0.0222 -0.0218
8-May-17 29926.15 1321.95 432 0.0023 -0.0050 -0.0023
 9-May-17 29933.25 1330.6 433.45 0.0002 0.0065 0.0034
10-May-17 30248.17 1359.5 437.9 0.0105 0.0217 0.0103
11-May-17 30250.98 1356.7 440.4 0.0001 -0.0021 0.0057
12-May-17 30188.15 1350.85 436.75 -0.0021 -0.0043 -0.0083
15-May-17 30322.12 1343.65 455.75 0.0044 -0.0053 0.0435
16-May-17 30582.6 1356.4 457 0.0086 0.0095 0.0027
17-May-17 30658.77 1352.4 493.35 0.0025 -0.0029 0.0795
18-May-17 30434.79 1327.05 486.8 -0.0073 -0.0187 -0.0133
19-May-17 30464.92 1318.5 489.4 0.0010 -0.0064 0.0053
22-May-17 30570.97 1323.75 486.6 0.0035 0.0040 -0.0057
23-May-17 30365.25 1304.4 490.4 -0.0067 -0.0146 0.0078
24-May-17 30301.64 1297 482.95 -0.0021 -0.0057 -0.0152
25-May-17 30750.03 1302.9 485.3 0.0148 0.0045 0.0049
26-May-17 31028.21 1335.8 511.8 0.0090 0.0253 0.0546
29-May-17 31109.28 1356.55 507.8 0.0026 0.0155 -0.0078
30-May-17 31159.4 1358.85 510.7 0.0016 0.0017 0.0057
31-May-17 31145.8 1340.6 504.9 -0.0004 -0.0134 -0.0114
1-Jun-17 31137.59 1328.5 497.9 -0.0003 -0.0090 -0.0139
2-Jun-17 31273.29 1324.75 491.6 0.0044 -0.0028 -0.0127
5-Jun-17 31309.49 1328.9 491.2 0.0012 0.0031 -0.0008
6-Jun-17 31190.56 1313.4 490 -0.0038 -0.0117 -0.0024
7-Jun-17 31271.28 1339.2 491.05 0.0026 0.0196 0.0021
8-Jun-17 31213.36 1329.9 498.95 -0.0019 -0.0069 0.0161
9-Jun-17 31262.06 1335.5 506.3 0.0016 0.0042 0.0147
12-Jun-17 31095.7 1319.35 507.35 -0.0053 -0.0121 0.0021
13-Jun-17 31103.49 1312.6 508.6 0.0003 -0.0051 0.0025
14-Jun-17 31155.91 1355.9 502.85 0.0017 0.0330 -0.0113
15-Jun-17 31075.73 1384.5 502.65 -0.0026 0.0211 -0.0004
16-Jun-17 31056.4 1387.85 502.1 -0.0006 0.0024 -0.0011
19-Jun-17 31311.57 1409.15 519.3 0.0082 0.0153 0.0343
20-Jun-17 31297.53 1412.25 522.2 -0.0004 0.0022 0.0056
21-Jun-17 31283.64 1418.1 517.65 -0.0004 0.0041 -0.0087
22-Jun-17 31290.74 1433.15 514.55 0.0002 0.0106 -0.0060
23-Jun-17 31138.21 1435 507.4 -0.0049 0.0013 -0.0139
27-Jun-17 30958.25 1435.9 510.45 -0.0058 0.0006 0.0060
28-Jun-17 30834.32 1398.5 519.9 -0.0040 -0.0260 0.0185
29-Jun-17 30857.52 1392.9 534.7 0.0008 -0.0040 0.0285
30-Jun-17 30921.61 1380.25 544.35 0.0021 -0.0091 0.0180
3-Jul-17 31221.62 1384.1 549.4 0.0097 0.0028 0.0093
4-Jul-17 31209.79 1422.7 546.35 -0.0004 0.0279 -0.0056
5-Jul-17 31245.56 1439.8 549.75 0.0011 0.0120 0.0062
6-Jul-17 31369.34 1441.4 554.35 0.0040 0.0011 0.0084
7-Jul-17 31360.63 1490.8 553.8 -0.0003 0.0343 -0.0010
10-Jul-17 31715.64 1492.45 559.2 0.0113 0.0011 0.0098
11-Jul-17 31747.09 1495.2 557.05 0.0010 0.0018 -0.0038
 12-Jul-17 31804.82 1510.5 558.85 0.0018 0.0102 0.0032
13-Jul-17 32037.38 1518.85 563 0.0073 0.0055 0.0074
14-Jul-17 32020.75 1531.05 559.5 -0.0005 0.0080 -0.0062
17-Jul-17 32074.78 1551.35 558.85 0.0017 0.0133 -0.0012
18-Jul-17 31710.99 1519.9 562.8 -0.0113 -0.0203 0.0071
19-Jul-17 31955.35 1533.5 571 0.0077 0.0089 0.0146
20-Jul-17 31904.4 1528.7 555.9 -0.0016 -0.0031 -0.0264
21-Jul-17 32028.89 1586.2 552.6 0.0039 0.0376 -0.0059
24-Jul-17 32245.87 1616.1 547.45 0.0068 0.0189 -0.0093
25-Jul-17 32228.27 1603.35 553.1 -0.0005 -0.0079 0.0103
26-Jul-17 32382.46 1621.9 565.4 0.0048 0.0116 0.0222
27-Jul-17 32383.3 1598.35 561 0.0000 -0.0145 -0.0078
28-Jul-17 32309.88 1594.25 551.6 -0.0023 -0.0026 -0.0168
31-Jul-17 32514.94 1613.85 567.55 0.0063 0.0123 0.0289
1-Aug-17 32575.17 1603.55 572 0.0019 -0.0064 0.0078
2-Aug-17 32476.74 1629.1 567.95 -0.0030 0.0159 -0.0071
3-Aug-17 32237.88 1651.55 559.55 -0.0074 0.0138 -0.0148
4-Aug-17 32325.41 1622.5 575.5 0.0027 -0.0176 0.0285
7-Aug-17 32273.67 1616.6 600 -0.0016 -0.0036 0.0426
8-Aug-17 32014.19 1603.4 615.75 -0.0080 -0.0082 0.0263
9-Aug-17 31797.84 1598.85 605 -0.0068 -0.0028 -0.0175
10-Aug-17 31531.33 1584.05 604.55 -0.0084 -0.0093 -0.0007
11-Aug-17 31213.59 1546.55 596.15 -0.0101 -0.0237 -0.0139
14-Aug-17 31449.03 1573.15 621.25 0.0075 0.0172 0.0421
16-Aug-17 31770.89 1566.95 629.75 0.0102 -0.0039 0.0137
17-Aug-17 31795.46 1566.05 625.85 0.0008 -0.0006 -0.0062
18-Aug-17 31524.68 1575.4 625.4 -0.0085 0.0060 -0.0007
21-Aug-17 31258.85 1565.8 621.95 -0.0084 -0.0061 -0.0055
22-Aug-17 31291.85 1563.35 619.3 0.0011 -0.0016 -0.0043
23-Aug-17 31568.01 1581.3 633.4 0.0088 0.0115 0.0228
24-Aug-17 31596.06 1567.4 638.95 0.0009 -0.0088 0.0088
28-Aug-17 31750.82 1565.8 636.7 0.0049 -0.0010 -0.0035
29-Aug-17 31388.39 1531.75 630.15 -0.0114 -0.0217 -0.0103
30-Aug-17 31646.46 1564.15 638.65 0.0082 0.0212 0.0135
31-Aug-17 31730.49 1593.5 638 0.0027 0.0188 -0.0010
1-Sep-17 31892.23 1609.35 649.9 0.0051 0.0099 0.0187
4-Sep-17 31702.25 1611.35 646.1 -0.0060 0.0012 -0.0058
5-Sep-17 31809.55 1633 651.05 0.0034 0.0134 0.0077
6-Sep-17 31661.97 1644.6 651.45 -0.0046 0.0071 0.0006
7-Sep-17 31662.74 818.9 654.55 0.0000 -0.5021 0.0048
8-Sep-17 31687.52 817.15 655.5 0.0008 -0.0021 0.0015
11-Sep-17 31882.16 818.1 661.3 0.0061 0.0012 0.0088
12-Sep-17 32158.66 823.3 683.15 0.0087 0.0064 0.0330
13-Sep-17 32186.41 849.1 679.7 0.0009 0.0313 -0.0051
14-Sep-17 32241.93 844.2 677.65 0.0017 -0.0058 -0.0030
15-Sep-17 32272.61 843.4 679.3 0.0010 -0.0009 0.0024
18-Sep-17 32423.76 845.4 673.05 0.0047 0.0024 -0.0092
19-Sep-17 32402.37 840 676.55 -0.0007 -0.0064 0.0052
20-Sep-17 32400.51 847.1 687.65 -0.0001 0.0085 0.0164
21-Sep-17 32370.04 841.3 686.85 -0.0009 -0.0068 -0.0012
22-Sep-17 31922.44 817.5 654.55 -0.0138 -0.0283 -0.0470
25-Sep-17 31626.63 820.45 640.15 -0.0093 0.0036 -0.0220
26-Sep-17 31599.76 819.2 654.15 -0.0008 -0.0015 0.0219
27-Sep-17 31159.81 798.6 648.35 -0.0139 -0.0251 -0.0089
28-Sep-17 31282.48 786.75 649.95 0.0039 -0.0148 0.0025
29-Sep-17 31283.72 782.15 651.05 0.0000 -0.0058 0.0017
3-Oct-17 31497.38 798.35 660.65 0.0068 0.0207 0.0147
4-Oct-17 31671.71 819.2 658.7 0.0055 0.0261 -0.0030
5-Oct-17 31592.03 824.2 660.2 -0.0025 0.0061 0.0023
6-Oct-17 31814.22 836.85 691.4 0.0070 0.0153 0.0473
9-Oct-17 31846.89 830.75 697.15 0.0010 -0.0073 0.0083
10-Oct-17 31924.41 843.4 690.65 0.0024 0.0152 -0.0093
11-Oct-17 31833.99 840.4 681 -0.0028 -0.0036 -0.0140
12-Oct-17 32182.22 872.5 690.85 0.0109 0.0382 0.0145
13-Oct-17 32432.69 876.7 710.6 0.0078 0.0048 0.0286
16-Oct-17 32633.64 875.2 715.4 0.0062 -0.0017 0.0068
17-Oct-17 32609.16 874.25 712.45 -0.0008 -0.0011 -0.0041
18-Oct-17 32584.35 913.75 709.35 -0.0008 0.0452 -0.0044
19-Oct-17 32389.96 910.35 704.4 -0.0060 -0.0037 -0.0070
23-Oct-17 32506.72 938.1 711.35 0.0036 0.0305 0.0099
24-Oct-17 32607.34 934.75 719.4 0.0031 -0.0036 0.0113
25-Oct-17 33042.5 939.95 717.1 0.0133 0.0056 -0.0032
26-Oct-17 33147.13 947.25 729.45 0.0032 0.0078 0.0172
27-Oct-17 33157.22 929.45 726.25 0.0003 -0.0188 -0.0044
30-Oct-17 33266.16 940.15 718.8 0.0033 0.0115 -0.0103
31-Oct-17 33213.13 940.8 703.65 -0.0016 0.0007 -0.0211
1-Nov-17 33600.27 952.3 707.05 0.0117 0.0122 0.0048
2-Nov-17 33573.22 947.1 706 -0.0008 -0.0055 -0.0015
3-Nov-17 33685.56 945.6 708.9 0.0033 -0.0016 0.0041
6-Nov-17 33731.19 934.45 708.75 0.0014 -0.0118 -0.0002
7-Nov-17 33370.76 906.65 692.55 -0.0107 -0.0298 -0.0229
8-Nov-17 33218.81 888.25 691.8 -0.0046 -0.0203 -0.0011
9-Nov-17 33250.93 901.55 703.3 0.0010 0.0150 0.0166
10-Nov-17 33314.56 883.5 701.45 0.0019 -0.0200 -0.0026
13-Nov-17 33033.56 875.15 690.85 -0.0084 -0.0095 -0.0151
14-Nov-17 32941.87 886.2 685.2 -0.0028 0.0126 -0.0082
15-Nov-17 32760.44 882.4 678.05 -0.0055 -0.0043 -0.0104
16-Nov-17 33106.82 902.45 686.65 0.0106 0.0227 0.0127
17-Nov-17 33342.8 909.7 701.35 0.0071 0.0080 0.0214
20-Nov-17 33359.9 918.85 700.7 0.0005 0.0101 -0.0009
21-Nov-17 33478.35 932.4 711.25 0.0036 0.0147 0.0151
22-Nov-17 33561.55 930.25 711.6 0.0025 -0.0023 0.0005
23-Nov-17 33588.08 945.15 711.25 0.0008 0.0160 -0.0005
24-Nov-17 33679.24 949.5 707.75 0.0027 0.0046 -0.0049
27-Nov-17 33724.44 950.7 701.85 0.0013 0.0013 -0.0083
28-Nov-17 33618.59 942.95 704.25 -0.0031 -0.0082 0.0034
29-Nov-17 33602.76 945.45 709.3 -0.0005 0.0027 0.0072
30-Nov-17 33149.35 922.6 695.15 -0.0135 -0.0242 -0.0199
1-Dec-17 32832.94 909.85 680.7 -0.0095 -0.0138 -0.0208
4-Dec-17 32869.72 901.5 687.7 0.0011 -0.0092 0.0103
5-Dec-17 32802.44 911.5 675.95 -0.0020 0.0111 -0.0171
6-Dec-17 32597.18 927.5 668.05 -0.0063 0.0176 -0.0117
7-Dec-17 32949.21 930.65 687.9 0.0108 0.0034 0.0297
8-Dec-17 33250.3 920.95 696.85 0.0091 -0.0104 0.0130
11-Dec-17 33455.79 915.9 700 0.0062 -0.0055 0.0045
12-Dec-17 33227.99 915.05 689.2 -0.0068 -0.0009 -0.0154
13-Dec-17 33053.04 914 682.1 -0.0053 -0.0011 -0.0103
14-Dec-17 33246.7 920.55 685.85 0.0059 0.0072 0.0055
15-Dec-17 33462.97 919.9 694.95 0.0065 -0.0007 0.0133
18-Dec-17 33601.68 919.4 704.7 0.0041 -0.0005 0.0140
19-Dec-17 33836.74 924 710.3 0.0070 0.0050 0.0079
20-Dec-17 33777.38 918.75 702.55 -0.0018 -0.0057 -0.0109
21-Dec-17 33756.28 913.05 715.5 -0.0006 -0.0062 0.0184
22-Dec-17 33940.3 918.5 710.6 0.0055 0.0060 -0.0068
26-Dec-17 34010.61 928 721.4 0.0021 0.0103 0.0152
27-Dec-17 33911.81 922.3 721.8 -0.0029 -0.0061 0.0006
28-Dec-17 33848.03 924.4 734.65 -0.0019 0.0023 0.0178
29-Dec-17 34056.83 921.05 732.45 0.0062 -0.0036 -0.0030
 Basis Sensex Reliance Ts

Avg. Daily Return 0.0010 0.0003 0.0025

Annualized Return 0.2869 0.0652 0.8667
Variance 0.0000 0.0013 0.0003
Average St. Dev 0.0056 0.0357 0.0161
Annualized St. Dev 0.0887 0.5615 0.2536

Correlation Matrix
Index Reliance TS
Index 1.0000 0.1739 0.5202
Reliance 0.1739 1.0000 0.0452
TS 0.5202 0.0452 1.0000

W (Reliance) W (TS) W (Index)

Minimum Variance Portfolio
(Rel & TS) 0.57 0.43
Minimum Variance Portfolio
(Rel & Index) 0.54 0.46
Minimum Variance Portfolio
(TS & Index) 0.51 0.49

Beta and CAPM

RELIANCE TS
Covariance (Comp3.4775847E-05 2.5859696E-05
Variance pf Marke3.1723189E-05 3.1723189E-05
Beta 1.10 0.82
Assumed Rf 0.0625 0.0625
Capm Returns 6.545% 71.803%
Return Risk

41.17% 3.68%

16.70% 0.47%

58.04% 0.59%
 Daily Change Daily Chng
Date Sensex Reliance Tata Steel (Snsx) (Reliance) Daily chng (Ts)
1-Jan-18 33812.75 911.55 723.7
2-Jan-18 33812.26 911.4 729.1 -1.44915749E-05 -0.0001645548791 0.0074616554
3-Jan-18 33793.38 916.35 733.3 -0.000558377346 0.00543120474 0.0057605267
4-Jan-18 33969.64 920.25 760.75 0.005215814458 0.0042560157145 0.0374335197
5-Jan-18 34153.85 923 770.3 0.005422783403 0.0029883183917 0.0125534012
8-Jan-18 34352.79 928.45 768.95 0.005824819164 0.0059046587216 -0.0017525639
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2-Nov-18 35011.65 1074.25 573.75 0.016835516527 0.0164159333901 0.0307194826
5-Nov-18 34950.92 1088.55 578.2 -0.001734565495 0.0133116127531 0.0077559913
6-Nov-18 34991.91 1103.45 577 0.00117278744 0.0136879334895 -0.0020754064
7-Nov-18 35237.68 1110.55 580.45 0.00702362346 0.0064343649463 0.0059792028
9-Nov-18 35158.55 1093.35 573.3 -0.002245607543 -0.0154878213498 -0.0123180291
12-Nov-18 34812.99 1078.75 582.9 -0.009828619212 -0.0133534549778 0.0167451596
13-Nov-18 35144.49 1099.55 589.15 0.009522307621 0.019281575898 0.0107222508
14-Nov-18 35141.99 1096.1 588.95 -7.11349062E-05 -0.0031376472193 -0.0003394721
15-Nov-18 35260.54 1096.9 588.65 0.003373457223 0.0007298604142 -0.0005093811
16-Nov-18 35457.16 1127.5 574.1 0.005576205016 0.0278968000729 -0.0247175741
19-Nov-18 35774.88 1149.6 582.2 0.008960672541 0.019600886918 0.0141090402
20-Nov-18 35474.51 1138.65 563.5 -0.008396114816 -0.0095250521921 -0.0321195465
21-Nov-18 35199.8 1112.3 552.55 -0.007743870176 -0.0231414394239 -0.0194321207
22-Nov-18 34981.02 1102.85 539.95 -0.006215376224 -0.008495909377 -0.0228033662
26-Nov-18 35354.08 1109.6 531.1 0.010664640425 0.0061205059618 -0.0163904065
27-Nov-18 35513.14 1127.5 522.1 0.004499056403 0.0161319394376 -0.0169459612
28-Nov-18 35716.95 1146.25 524 0.005739002521 0.0166297117517 0.0036391496
29-Nov-18 36170.41 1170 533.45 0.012695932883 0.020719738277 0.0180343511
30-Nov-18 36194.3 1168.2 530.25 0.000660484634 -0.0015384615385 -0.0059986878
3-Dec-18 36241 1156.3 537.2 0.001290258411 -0.0101866118815 0.013107025
4-Dec-18 36134.31 1151.55 538.3 -0.002943903314 -0.0041079304679 0.0020476545
5-Dec-18 35884.41 1154.85 515.3 -0.006915864728 0.0028657027485 -0.0427271038
6-Dec-18 35312.13 1123.45 511.05 -0.015947872628 -0.0271896783132 -0.0082476227
7-Dec-18 35673.25 1133.25 507.9 0.010226514232 0.0087231296453 -0.0061637805
10-Dec-18 34959.72 1088.5 502.05 -0.020001822094 -0.0394881976616 -0.0115180154
11-Dec-18 35150.01 1096.2 501.6 0.005443121398 0.0070739549839 -0.0008963251
12-Dec-18 35779.07 1110.5 520.4 0.017896438721 0.0130450647692 0.0374800638
13-Dec-18 35929.64 1106.8 512.25 0.004208326264 -0.0033318325079 -0.01566103
14-Dec-18 35962.93 1111.75 513.4 0.00092653308 0.0044723527286 0.0022449976
17-Dec-18 36270.07 1130.6 523.05 0.008540460969 0.0169552507308 0.0187962602
18-Dec-18 36347.08 1136.45 527 0.002123238251 0.0051742437644 0.0075518593
19-Dec-18 36484.33 1137.1 526.8 0.003776094256 0.0005719565313 -0.0003795066
20-Dec-18 36431.67 1127.25 523.45 -0.001443359382 -0.0086623867734 -0.0063591496
21-Dec-18 35742.07 1098.35 520.1 -0.018928586035 -0.0256376136616 -0.0063998472
24-Dec-18 35470.15 1090.05 514.4 -0.007607841404 -0.00755678973 -0.0109594309
26-Dec-18 35649.94 1096.95 513.65 0.005068769092 0.0063299848631 -0.0014580093
27-Dec-18 35807.28 1120 507.8 0.004413471664 0.021012808241 -0.0113890782
28-Dec-18 36076.72 1125.8 513.7 0.007524726815 0.0051785714286 0.0116187475
31-Dec-18 36068.33 1121.05 521.85 -0.000232559944 -0.0042192218867 0.015865291
 Index Reliance TS
Avg. Daily Returns 0.000295 0.000984 -0.001114
Annualized Return 0.07557 0.275101 -0.240712
Daily St. Dev 0.007931 0.01671 0.020896
Annualized St. Dev 0.124652 0.262625 0.328407
Variance 6.291E-05 0.000279 0.000437
CORRELATION Matrix
Index Reliance Ts
Index 1 0.668009 0.504607
Reliance 0.668009 1 0.305302
Ts 0.504607 0.305302 1

MVP
W(Index) W (Rel) W (Ts) Return Risk
MVP (Rel & Ts) 0.498485 0.501515 0.016413 0.013345
MVP (Inx & Rel) 0.497507 0.502493 0.175833 0.01102
MVP (Inx & TS) 0.495421 0.504579 -0.084019 0.010454

BETA AND CAPM

Basis Reliance TS
Covariance (Index & Security) 8.818E-05 8.329E-05
Variance of Market 6.291E-05 6.291E-05
Beta 1.401659 1.324003
Assumed Rf 0.0625 0.0625
CAPM Returns 0.360493 -0.338953