Assignment No 2 Computation of VAR ,VAR of Portfolio, MVAR .

IVAR, CVAR of KESE and Kot

Submitted To Sir Arshad Hassan
Submitted By Kashif Hamid
Class MS Finance
International Islamic University Islamabad

HISTORICAL SIMULATION

Date K.E.S.C. Rates Kot Addu Power Rates

7/3/2006 7.5 41.3
7/4/2006 7.3 41.55
7/5/2006 7.3 41.8
7/6/2006 7.4 41.25
7/7/2006 7.35 41.1
7/10/2006 7.25 41.1
7/11/2006 7.25 41
7/12/2006 7.3 41.15
7/13/2006 7.25 41.45
7/14/2006 7.2 41.5
7/17/2006 7.25 41.7
7/18/2006 7.4 41.3
7/18/2006 7.4 41.7
7/19/2006 7.7 41.75
7/20/2006 7.75 43
7/21/2006 7.7 44.3
7/24/2006 8.7 44.65
7/26/2006 8.85 43.85
7/27/2006 8.85 43.7
7/28/2006 8.5 43.45
7/31/2006 8.6 43.25
8/1/2006 8.35 43.25
8/1/2006 8.35 43.45
8/1/2006 8.35 43.25
8/2/2006 8.45 43.35
8/3/2006 8.6 45.1
8/4/2006 8.6 43.7
8/4/2006 8.6 45.1
8/7/2006 8.6 45.45
8/8/2006 8.55 45.2
8/9/2006 8.25 45
8/10/2006 8.05 44.85
8/11/2006 8.1 44.5
 8/15/2006 8 44.3
8/16/2006 8 44.15
8/17/2006 8.05 45.1
8/18/2006 8 46.2
8/21/2006 7.85 45.5
8/22/2006 7.75 46
8/22/2006 7.75 45.5
8/23/2006 7.8 45.1
8/24/2006 7.65 44.1
8/25/2006 7.4 42.75
8/28/2006 7.45 43.8
8/30/2006 7.8 45.95
8/31/2006 7.6 45.65
9/1/2006 7.5 44
9/4/2006 7.55 43.85
9/5/2006 7.45 43.35
9/6/2006 7.45 43.25
9/7/2006 7.35 42.85
9/8/2006 7.35 42.3
9/11/2006 7.3 42.7
9/12/2006 7.5 43.3
9/13/2006 7.4 43.4
9/14/2006 7.4 42.55
9/15/2006 7.35 43
9/18/2006 7.15 42.9
9/19/2006 7.15 42.8
9/20/2006 7.2 42.75
9/21/2006 7.2 43.5
9/22/2006 7.35 43.5
9/25/2006 7.25 43.7
9/26/2006 7.15 44.3
9/27/2006 7.2 45.15
9/28/2006 7.25 45.1
10/2/2006 7.15 45.75
10/3/2006 7.1 45.5
10/4/2006 7.1 45.95
10/5/2006 7.2 46.1
10/6/2006 7.4 45.6
10/9/2006 7.25 41.65
10/10/2006 7.25 42
10/11/2006 7.2 42
10/12/2006 7.1 42.95
10/13/2006 7.1 43.35
10/16/2006 7.05 43
10/17/2006 7.1 43.05
10/18/2006 7.25 43
10/19/2006 7.1 42.75
10/30/2006 7.2 42.7
10/31/2006 7.05 42.7
11/1/2006 6.9 42.1
11/2/2006 6.85 42.8
11/3/2006 6.95 42.1
11/6/2006 6.8 42
11/7/2006 6.7 41.5
11/8/2006 6.7 41.25
11/10/2006 6.65 41
11/13/2006 6.5 40.95
11/14/2006 6.5 41.75
11/15/2006 6.5 41.25
11/16/2006 6.5 41.1
11/17/2006 6.3 41.15
11/20/2006 6.35 41
11/21/2006 6.25 41
11/22/2006 6.3 40.95
11/23/2006 6.4 40.9
11/24/2006 6.35 40.9
11/27/2006 6.25 40.75
11/28/2006 6.35 40.8
11/29/2006 6.25 40.65
11/30/2006 6.3 41.5
12/1/2006 6.25 41
12/4/2006 6.35 41
12/5/2006 6.45 42.2
12/6/2006 7.45 42.3
12/7/2006 7.25 41.95
12/8/2006 7 41.45
12/11/2006 6.9 41.6
12/12/2006 6.75 41.75
12/13/2006 6.75 41.5
12/14/2006 6.6 41.3
12/15/2006 6.45 41.5
12/18/2006 6.4 41.75
12/19/2006 6.25 40.8
12/20/2006 6.45 40.9
12/21/2006 6.4 40.75
12/22/2006 6.25 40.35
12/26/2006 6.3 40.65
12/27/2006 6.25 40.65
12/28/2006 6.4 40.8
12/29/2006 6.5 40.7
 1/3/2007 6.3 41
1/4/2007 6.35 40.85
1/5/2007 6.25 40.6
1/8/2007 6.4 40.5
1/9/2007 6.3 40.8
1/10/2007 6.05 40.6
1/11/2007 6.15 40.8
1/12/2007 6.25 40.8
1/15/2007 6.2 40.7
1/16/2007 6.5 40.75
1/17/2007 7.35 41.8
1/18/2007 7.9 41.6
1/19/2007 7.8 41.9
1/22/2007 7.85 43.25
1/23/2007 7.45 42.7
1/24/2007 7.15 43.2
1/25/2007 7.15 43.8
1/26/2007 6.9 45.45
1/31/2007 7 47.7
2/1/2007 7 47.75
2/2/2007 7.15 49.35
2/6/2007 7.4 51
2/7/2007 7.3 52.7
2/8/2007 7.3 53.2
2/9/2007 7.2 53.9
2/12/2007 6.95 54.5
2/13/2007 6.8 55.9
2/14/2007 6.8 54
2/15/2007 6.85 56.05
2/16/2007 6.75 53.25
2/19/2007 7.3 53.25
2/20/2007 7.05 52.9
2/21/2007 7 52.85
2/22/2007 6.95 52.9
2/23/2007 7 53.4
2/26/2007 6.9 53.95
2/27/2007 6.95 54.5
2/28/2007 6.8 55.25
3/1/2007 6.75 55.15
3/2/2007 6.7 54.9
3/5/2007 6.6 55.3
3/6/2007 6.6 55.3
3/7/2007 6.65 56
3/8/2007 6.7 55.95
3/9/2007 6.85 55.7
3/12/2007 6.85 55.2
3/13/2007 7 55.45
3/14/2007 6.75 56
3/15/2007 6.9 56.4
3/16/2007 7.05 57.1
3/19/2007 6.9 56.4
3/20/2007 7 57.95
3/21/2007 7 58.3
3/22/2007 6.9 58
3/26/2007 7.15 58.3
3/27/2007 7.1 57.9
3/28/2007 6.9 58.1
3/29/2007 6.85 58.2
3/30/2007 6.8 58.4
4/2/2007 6.75 59.1
4/3/2007 6.75 59.45
4/4/2007 6.7 59.8
4/5/2007 6.8 59.95
4/6/2007 6.9 60.05
4/9/2007 6.9 60.35
4/10/2007 6.85 60.55
4/11/2007 6.8 60.55
4/12/2007 6.7 60.85
4/13/2007 6.85 60.9
4/16/2007 6.75 60.8
4/17/2007 6.75 60.85
4/18/2007 7.05 60.85
4/19/2007 6.9 61.2
4/20/2007 6.85 61.7
4/23/2007 6.8 62
4/24/2007 6.85 61.95
4/25/2007 6.75 62.3
4/26/2007 6.75 62.25
4/27/2007 6.75 62.25
4/30/2007 6.7 62.4
5/2/2007 6.7 62.4
5/3/2007 6.7 62.4
5/4/2007 6.8 62.55
5/7/2007 6.6 61.8
5/8/2007 6.6 61.9
5/9/2007 6.6 61.9
5/10/2007 6.5 62
5/11/2007 6.4 62.2
5/14/2007 6.35 61.05
5/15/2007 6.4 60.85
5/16/2007 6.5 60
5/17/2007 6.4 60
5/18/2007 6.3 59.95
5/21/2007 6.35 59.7
5/22/2007 6.45 59.85
5/23/2007 6.35 59.85
5/24/2007 6.4 59.95
5/25/2007 6.35 59.85
5/28/2007 6.35 59.9
5/29/2007 6.4 59.35
5/30/2007 6.75 59.25
5/31/2007 6.7 59.25
6/1/2007 6.45 59.4
6/4/2007 6.5 59.25
6/5/2007 6.6 60.5
6/6/2007 6.55 60
6/7/2007 6.45 59.95
6/8/2007 6.4 59.85
6/11/2007 6.4 60.05
6/12/2007 6.4 60
6/13/2007 6.45 60.15
6/14/2007 6.35 60.15
6/15/2007 6.45 60.3
6/18/2007 6.65 60.1
6/19/2007 6.6 60.15
6/20/2007 6.55 60.15
6/21/2007 6.5 59.95
6/22/2007 6.45 59.95
6/25/2007 6.35 59.85
6/26/2007 6.35 59.85
6/27/2007 6.4 59.9
6/28/2007 6.5 60.5
6/29/2007 6.75 60.15
7/2/2007 7.15 59.95
7/3/2007 6.9 60
7/4/2007 6.9 59.5
7/5/2007 6.9 59.95
7/6/2007 6.9 60.15
7/9/2007 6.8 60.95
7/10/2007 6.7 61.45
7/11/2007 6.75 61.15
7/12/2007 7.1 61
7/13/2007 6.85 60.85
7/16/2007 6.7 60.25
7/17/2007 6.75 60.9
7/18/2007 6.6 60.7
7/19/2007 6.4 60.5
7/20/2007 6.35 60.3
7/23/2007 6.7 60.35
7/24/2007 6.55 60
7/25/2007 6.5 60.1
7/26/2007 6.45 61.85
7/27/2007 6.3 61.7
7/30/2007 6.3 61.75
7/31/2007 6.4 61.75
8/1/2007 6.45 61.8
8/2/2007 6.7 61.55
8/3/2007 6.6 61.5
8/6/2007 6.45 60.6
8/7/2007 6.45 60.65
8/8/2007 6.5 61
8/9/2007 6.15 60.6
8/10/2007 6.2 60.5
8/13/2007 6.15 59.5
8/15/2007 6.25 60.35
8/16/2007 6.05 60.5
8/17/2007 6.1 59.6
8/20/2007 6 59.8
8/21/2007 5.75 56.85
8/22/2007 5.8 59.5
8/23/2007 5.8 60
8/24/2007 5.8 57
8/27/2007 5.8 54.15
8/28/2007 5.65 51.45
8/29/2007 5.7 49.2
8/30/2007 5.75 50
8/31/2007 5.75 47.5
9/3/2007 5.55 48.1
9/4/2007 5.55 50.2
9/5/2007 5.65 49.95
9/6/2007 5.55 50
9/7/2007 5.55 49.75
9/10/2007 5.55 50
9/11/2007 5.55 50
9/12/2007 5.65 50.25
9/13/2007 5.65 51.5
9/14/2007 5.7 51.55
9/17/2007 5.7 52
9/18/2007 5.8 52.9
9/19/2007 5.85 54.45
 9/20/2007 5.95 55
9/21/2007 5.8 55.45
9/24/2007 5.85 55.35
9/25/2007 5.9 54.45
9/26/2007 5.9 53.85
9/27/2007 5.75 53.7
9/28/2007 6 53.9
10/1/2007 6.1 54.75
10/2/2007 6 55
10/3/2007 5.85 53
10/4/2007 5.85 54.75
10/5/2007 5.95 54.8
10/8/2007 5.85 56
10/9/2007 5.8 56.75
10/11/2007 5.75 52.4
10/17/2007 6.35 50.6
10/18/2007 6.05 50.8
10/19/2007 6.4 50.8
10/22/2007 6.4 50.7
10/23/2007 6.5 51.1
10/24/2007 6.2 52.1
10/25/2007 6.5 51.8
10/26/2007 6.3 51.7
10/29/2007 6.3 52.1
10/30/2007 6.15 51.4
10/31/2007 6.3 51.25
11/1/2007 6.2 50.85
11/2/2007 6.1 50.55
11/5/2007 5.7 48.05
11/6/2007 5.9 47
11/7/2007 5.75 49.35
11/8/2007 5.6 51.8
11/12/2007 5.8 51.5
11/13/2007 5.8 50.15
11/14/2007 5.7 49.15
11/15/2007 5.7 48.5
11/16/2007 5.7 48.5
11/19/2007 5.55 47.5
11/20/2007 5.65 47.9
11/21/2007 5.75 50.25
11/22/2007 5.8 49.95
11/23/2007 5.8 50.2
11/26/2007 5.75 50
11/27/2007 5.75 50.3
11/28/2007 5.7 51.1
11/29/2007 5.85 50.5
11/30/2007 6.1 51
12/3/2007 6 50.65
12/4/2007 5.9 50.6
12/5/2007 5.9 50.35
12/6/2007 5.9 50.7
12/7/2007 5.85 50.75
12/10/2007 5.85 50.8
12/11/2007 5.85 50.65
12/12/2007 5.85 50.3
12/13/2007 6.05 50.25
12/14/2007 6.25 50.25
12/17/2007 6.1 50.2
12/18/2007 6.1 49.95
12/19/2007 6.2 51.05
12/24/2007 6.05 50.6
12/26/2007 6.05 50.8
12/27/2007 6 51
12/31/2007 5.3 48.45
1/1/2008 5.65 50.5
1/2/2008 5.45 49.5
1/3/2008 5.8 50.8
1/4/2008 5.8 50.15
1/7/2008 5.7 49.75
1/8/2008 5.7 50
1/9/2008 5.65 50.5
1/10/2008 5.6 49.95
1/11/2008 5.75 49.7
1/14/2008 5.65 49.6
1/15/2008 5.75 49.5
1/16/2008 5.4 49.35
1/17/2008 5.35 49
1/18/2008 5.45 49.8
1/21/2008 5.45 49.7
1/22/2008 5.45 49.5
1/23/2008 5.35 50
1/24/2008 5.35 49.6
1/25/2008 5.4 49.9
1/28/2008 5.45 49.75
1/29/2008 5.45 49.8
1/30/2008 5.5 50.7
1/31/2008 5.35 50.7
2/1/2008 5.35 50.8
2/4/2008 5.65 51.1
2/6/2008 5.6 50.9
 2/7/2008 5.5 50.95
2/8/2008 5.5 50.6
2/11/2008 5.45 51
2/12/2008 5.45 52.15
2/13/2008 5.45 52
2/14/2008 5.5 52.35
2/15/2008 5.45 53.3
2/19/2008 5.55 54.35
2/20/2008 5.45 52.9
2/25/2008 5.25 53.4
2/27/2008 5.15 53.95
2/28/2008 5.25 54.5
2/29/2008 5.25 54.5
3/3/2008 5.2 56
3/4/2008 5.2 55.2
3/5/2008 5.25 55.15
3/6/2008 5.1 55.75
3/7/2008 4.9 55.6
3/11/2008 5 51.75
3/12/2008 5.05 52.15
3/13/2008 4.95 52.2
3/14/2008 5 51.8
3/19/2008 4.85 50.95
3/20/2008 4.9 51.1
3/24/2008 4.95 51
3/25/2008 4.85 51.5
3/26/2008 4.7 51.5
3/27/2008 4.75 52.25
3/28/2008 4.65 53.35
3/31/2008 4.75 52.55
4/1/2008 4.6 52.75
4/2/2008 4.75 53
4/3/2008 4.9 53.85
4/4/2008 4.9 53.45
4/7/2008 4.9 53.5
4/8/2008 4.9 53.5
4/9/2008 4.8 53.85
4/10/2008 4.8 53.4
4/11/2008 4.8 53.05
4/14/2008 4.75 53.1
4/15/2008 4.75 53.2
4/16/2008 4.65 52.8
4/17/2008 4.65 52.9
4/18/2008 4.85 53
4/21/2008 4.75 52.85
 4/22/2008 4.6 53
4/23/2008 4.6 52.85
4/24/2008 4.6 53
4/28/2008 4.54 53.6
4/29/2008 4.62 53
5/2/2008 4.5 52.75
5/5/2008 4.48 53.07
5/6/2008 4.3 52.8
5/7/2008 4.35 53
5/8/2008 4.31 53.11
5/9/2008 4.58 53.8
5/12/2008 4.46 53.3
5/13/2008 4.54 53
5/14/2008 4.5 52.96
5/15/2008 4.56 53
5/16/2008 4.5 52.4
5/19/2008 4.65 51.95
5/20/2008 4.72 51
5/21/2008 4.65 51
5/22/2008 4.4 50.5
5/23/2008 4.1 47.98
5/26/2008 4.35 47.9
5/27/2008 4.16 50
5/28/2008 4.09 48.25
5/29/2008 4.05 50
5/30/2008 4.06 50.25
6/2/2008 4 50.4
6/3/2008 4.06 51.25
6/4/2008 4.47 53.25
6/16/2008 4.52 49.51
6/17/2008 4.55 49.5
6/18/2008 5.49 49.3
6/19/2008 5.2 48.7
6/20/2008 5.1 48.49
6/24/2008 5.15 48.9
6/25/2008 5.1 48.42
6/26/2008 5.05 47.94
6/27/2008 5.24 47.47

Companies Total ObservationS Probablities

For KESC 475 0.05
For Kot Addu Power 475 0.05

1 00
 1 00

75

50

25

0
-0 .1 0 0 0 .00 0 0 .10 0 0 .20 0

KOTADU_R

VARIANCE /COVARIANCE APPROACH

K.E.S.C. Returns Kot Addu Power Returns (Rkesc-Avg of Rkesc)

0.00605326876513317 -0.0266666666666667 0.00562158376513317
0.00601684717208183 0 0.00558516217208183
-0.013157894736842 0.0136986301369864 -0.013589579736842
-0.0036363636363636 -0.00675675675675685 -0.0040680486363636
0 -0.0136054421768707 -0.000431685
-0.00243309002433093 0 -0.00286477502433093
0.00365853658536582 0.00689655172413791 0.00322685158536582
0.00729040097205357 -0.00684931506849313 0.00685871597205357
0.00120627261761151 -0.00689655172413791 0.000774587617611512
0.0048192771084338 0.00694444444444442 0.0043875921084338
-0.00959232613908887 0.0206896551724138 -0.0100240111390889
0.00968523002421321 0 0.00925354502421321
0.00119904076738602 0.0405405405405405 0.000767355767386023
0.029940119760479 0.00649350649350647 0.029508434760479
0.0302325581395348 -0.00645161290322578 0.0298008731395348
0.00790067720090297 0.12987012987013 0.00746899220090297
-0.0179171332586785 0.0172413793103449 -0.0183488182586786
-0.00342075256556439 0 -0.00385243756556439
-0.005720823798627 -0.03954802259887 -0.006152508798627
-0.00460299194476416 0.0117647058823529 -0.00503467694476416
0 -0.0290697674418605 -0.000431685
0.00462427745664746 0 0.00419259245664746
-0.00460299194476416 0 -0.00503467694476416
0.00231213872832373 0.0119760479041916 0.00188045372832373
0.0403690888119954 0.0177514792899409 0.0399374038119954
-0.0310421286031042 0 -0.0314738136031042
0.0320366132723112 0 0.0316049282723112
0.00776053215077608 0 0.00732884715077608
-0.0055005500550055 -0.00581395348837197 -0.0059322350550055
-0.00442477876106201 -0.0350877192982457 -0.00485646376106201
-0.0033333333333333 -0.0242424242424242 -0.0037650183333333
-0.0078037904124861 0.00621118012422347 -0.0082354754124861
-0.00449438202247197 -0.0123456790123456 -0.00492606702247197
-0.00338600451467265 0 -0.00381768951467265
0.0215175537938845 0.00625000000000009 0.0210858687938845
0.0243902439024391 -0.00621118012422369 0.0239585589024391
-0.0151515151515152 -0.01875 -0.0155832001515152
0.010989010989011 -0.0127388535031847 0.010557325989011
-0.0108695652173913 0 -0.0113012502173913
-0.00879120879120876 0.00645161290322578 -0.00922289379120876
-0.0221729490022173 -0.0192307692307692 -0.0226046340022173
-0.0306122448979592 -0.0326797385620915 -0.0310439298979592
0.0245614035087719 0.00675675675675673 0.0241297185087719
0.0490867579908677 0.046979865771812 0.0486550729908677
-0.00652883569096854 -0.0256410256410257 -0.00696052069096854
-0.036144578313253 -0.0131578947368421 -0.036576263313253
-0.00340909090909088 0.00666666666666664 -0.00384077590909088
-0.0114025085518814 -0.0132450331125827 -0.0118341935518814
-0.0023068050749712 0 -0.0027384900749712
-0.00924855491329476 -0.0134228187919464 -0.00968023991329476
-0.0128354725787632 0 -0.0132671575787632
0.00945626477541385 -0.00680272108843535 0.00902457977541385
0.0140515222482434 0.0273972602739726 0.0136198372482434
0.00230946882217093 -0.0133333333333333 0.00187778382217093
-0.0195852534562212 0 -0.0200169384562212
0.0105757931844889 -0.00675675675675685 0.0101441081844889
-0.00232558139534887 -0.0272108843537414 -0.00275726639534887
-0.00233100233100236 0 -0.00276268733100236
-0.00116822429906535 0.00699300699300697 -0.00159990929906535
0.0175438596491228 0 0.0171121746491228
0 0.0208333333333333 -0.000431685
0.00459770114942535 -0.0136054421768707 0.00416601614942535
0.0137299771167047 -0.0137931034482758 0.0132982921167047
0.0191873589164786 0.00699300699300697 0.0187556739164786
-0.00110741971207081 0.00694444444444442 -0.00153910471207081
0.0144124168514412 -0.0137931034482758 0.0139807318514412
-0.00546448087431694 -0.00699300699300709 -0.00589616587431694
 0.00989010989010995 0 0.00945842489010995
0.00326441784548419 0.0140845070422536 0.00283273284548419
-0.0108459869848156 0.0277777777777778 -0.0112776719848156
-0.0866228070175439 -0.0202702702702703 -0.0870544920175439
0.00840336134453785 0 0.00797167634453785
0 -0.00689655172413791 -0.000431685
0.0226190476190477 -0.013888888888889 0.0221873626190477
0.00931315483119904 0 0.00888146983119904
-0.00807381776239911 -0.00704225352112674 -0.00850550276239911
0.00116279069767435 0.00709219858156026 0.000731105697674352
-0.00116144018583036 0.0211267605633803 -0.00159312518583036
-0.00581395348837209 -0.0206896551724138 -0.00624563848837209
-0.00116959064327479 0.0140845070422536 -0.00160127564327479
0 -0.0208333333333334 -0.000431685
-0.0140515222482436 -0.0212765957446808 -0.0144832072482436
0.016627078384798 -0.00724637681159431 0.016195393384798
-0.0163551401869158 0.0145985401459855 -0.0167868251869158
-0.00237529691211405 -0.0215827338129497 -0.00280698191211405
-0.0119047619047619 -0.0147058823529411 -0.0123364469047619
-0.00602409638554217 0 -0.00645578138554217
-0.00606060606060606 -0.00746268656716415 -0.00649229106060606
-0.00121951219512188 -0.0225563909774437 -0.00165119719512188
0.0195360195360195 0 0.0191043345360195
-0.0119760479041916 0 -0.0124077329041916
-0.0036363636363636 0 -0.0040680486363636
0.00121654501216538 -0.0307692307692308 0.000784860012165381
-0.0036452004860267 0.00793650793650791 -0.0040768854860267
0 -0.0157480314960629 -0.000431685
-0.00121951219512188 0.00799999999999997 -0.00165119719512188
-0.00122100122100133 0.015873015873016 -0.00165268622100133
0 -0.00781250000000011 -0.000431685
-0.00366748166259165 -0.0157480314960629 -0.00409916666259165
0.00122699386503061 0.0159999999999999 0.000795308865030605
-0.00367647058823526 -0.0157480314960629 -0.00410815558823526
0.0209102091020911 0.00799999999999997 0.0204785241020911
-0.0120481927710843 -0.00793650793650791 -0.0124798777710843
0 0.0159999999999999 -0.000431685
0.0292682926829269 0.0157480314960631 0.0288366076829269
0.00236966824644536 0.155038759689922 0.00193798324644536
-0.00827423167848686 -0.0268456375838926 -0.00870591667848686
-0.0119189511323004 -0.0344827586206897 -0.0123506361323004
0.00361881785283471 -0.0142857142857142 0.00318713285283471
0.0036057692307692 -0.0217391304347827 0.0031740842307692
-0.00598802395209581 0 -0.00641970895209581
-0.0048192771084338 -0.0222222222222223 -0.0052509621084338
 0.00484261501210661 -0.0227272727272726 0.00441093001210661
0.00602409638554217 -0.0077519379844961 0.00559241138554217
-0.0227544910179641 -0.0234375000000001 -0.0231861760179641
0.0024509803921569 0.032 0.0020192953921569
-0.00366748166259165 -0.0077519379844961 -0.00409916666259165
-0.00981595092024537 -0.0234375000000001 -0.0102476359202454
0.00743494423791814 0.00799999999999997 0.00700325923791814
0 -0.00793650793650791 -0.000431685
0.00369003690036897 0.0240000000000001 0.00325835190036897
-0.00245098039215672 0.0156249999999999 -0.00288266539215672
0.0073710073710073 -0.0307692307692308 0.0069393223710073
-0.00365853658536582 0.00793650793650791 -0.00409022158536582
-0.00611995104039168 -0.0157480314960629 -0.00655163604039168
-0.00246305418719215 0.0240000000000001 -0.00289473918719215
0.00740740740740734 -0.0156250000000001 0.00697572240740734
-0.00490196078431362 -0.0396825396825397 -0.00533364578431362
0.00492610837438413 0.0165289256198348 0.00449442337438413
0 0.016260162601626 -0.000431685
-0.00245098039215672 -0.00799999999999997 -0.00288266539215672
0.00122850122850116 0.0483870967741935 0.000796816228501159
0.0257668711656441 0.130769230769231 0.0253351861656441
-0.00478468899521521 0.0748299319727892 -0.00521637399521521
0.00721153846153839 -0.0126582278481013 0.00677985346153839
0.032219570405728 0.00641025641025639 0.031787885405728
-0.0127167630057803 -0.0509554140127388 -0.0131484480057803
0.0117096018735363 -0.0402684563758389 0.0112779168735363
0.0138888888888888 0 0.0134572038888888
0.0376712328767125 -0.034965034965035 0.0372395478767125
0.0495049504950495 0.0144927536231884 0.0490732654950495
0.00104821802935005 0 0.000616533029350045
0.0335078534031414 0.0214285714285715 0.0330761684031414
0.033434650455927 0.034965034965035 0.033002965455927
0.0333333333333334 -0.0135135135135136 0.0329016483333334
0.0094876660341556 0 0.0090559810341556
0.013157894736842 -0.0136986301369863 0.012726209736842
0.0111317254174397 -0.0347222222222222 0.0107000404174397
0.0256880733944954 -0.0215827338129497 0.0252563883944954
-0.0339892665474061 0 -0.0344209515474061
0.0379629629629629 0.00735294117647056 0.0375312779629629
-0.0499553969669937 -0.0145985401459854 -0.0503870819669937
0 0.0814814814814815 -0.000431685
-0.00657276995305167 -0.0342465753424658 -0.00700445495305167
-0.000945179584120929 -0.00709219858156026 -0.00137686458412093
0.000946073793755859 -0.00714285714285712 0.000514388793755859
0.00945179584120983 0.00719424460431652 0.00902011084120983
 0.0102996254681649 -0.0142857142857142 0.00986794046816488
0.0101946246524559 0.00724637681159418 0.00976293965245592
0.0137614678899083 -0.0215827338129497 0.0133297828899083
-0.00180995475113125 -0.00735294117647056 -0.00224163975113125
-0.00453309156844968 -0.00740740740740738 -0.00496477656844968
0.00728597449908923 -0.0149253731343284 0.00685428949908923
0 0 -0.000431685
0.0126582278481013 0.00757575757575768 0.0122265428481013
-0.000892857142857092 0.00751879699248118 -0.00132454214285709
-0.00446827524575514 0.0223880597014925 -0.00489996024575514
-0.00897666068222621 0 -0.00940834568222621
0.00452898550724638 0.0218978102189782 0.00409730050724638
0.00991884580703331 -0.0357142857142857 0.00948716080703331
0.00714285714285712 0.0222222222222223 0.00671117214285712
0.0124113475177305 0.0217391304347825 0.0119796625177305
-0.0122591943957969 -0.0212765957446808 -0.0126908793957969
0.0274822695035462 0.0144927536231884 0.0270505845035462
0.00603968938740284 0 0.00560800438740284
-0.00514579759862774 -0.0142857142857142 -0.00557748259862774
0.0051724137931034 0.036231884057971 0.0047407287931034
-0.00686106346483703 -0.00699300699300709 -0.00729274846483703
0.00345423143350609 -0.0281690140845069 0.00302254643350609
0.00172117039586922 -0.00724637681159431 0.00128948539586922
0.00343642611683841 -0.00729927007299268 0.00300474111683841
0.0119863013698631 -0.00735294117647056 0.0115546163698631
0.005922165820643 0 0.005490480820643
0.00588730025231277 -0.00740740740740738 0.00545561525231277
0.00250836120401347 0.0149253731343283 0.00207667620401347
0.00166805671392818 0.0147058823529413 0.00123637171392818
0.00499583680266452 0 0.00456415180266452
0.00331400165700076 -0.00724637681159431 0.00288231665700076
0 -0.00729927007299268 -0.000431685
0.00495458298926514 -0.0147058823529411 0.00452289798926514
0.00082169268693504 0.0223880597014925 0.000390007686935039
-0.00164203612479477 -0.0145985401459854 -0.00207372112479477
0.000822368421052702 0 0.000390683421052702
0 0.0444444444444444 -0.000431685
0.00575184880854563 -0.0212765957446808 0.00532016380854563
0.00816993464052288 -0.00724637681159431 0.00773824964052288
0.00486223662884922 -0.00729927007299268 0.00443055162884922
-0.00080645161290318 0.00735294117647056 -0.00123813661290318
0.0056497175141242 -0.0145985401459854 0.0052180325141242
-0.00080256821829851 0 -0.00123425321829851
0 0 -0.000431685
0.00240963855421684 -0.00740740740740738 0.00197795355421684
 0 0 -0.000431685
0 0 -0.000431685
0.00240384615384613 0.0149253731343283 0.00197216115384613
-0.0119904076738609 -0.0294117647058824 -0.0124220926738609
0.0016181229773463 0 0.0011864379773463
0 0 -0.000431685
0.00161550888529889 -0.0151515151515151 0.00118382388529889
0.00322580645161295 -0.0153846153846153 0.00279412145161295
-0.0184887459807075 -0.00781250000000011 -0.0189204309807075
-0.00327600327600321 0.00787401574803161 -0.00370768827600321
-0.0139687756778965 0.0156249999999999 -0.0144004606778965
0 -0.0153846153846153 -0.000431685
-0.000833333333333286 -0.0156250000000001 -0.00126501833333329
-0.00417014178482068 0.00793650793650791 -0.00460182678482068
0.00251256281407033 0.0157480314960631 0.00208087781407033
0 -0.0155038759689923 -0.000431685
0.00167084377610696 0.00787401574803161 0.00123915877610696
-0.0016680567139283 -0.00781250000000011 -0.0020997417139283
0.000835421888053419 0 0.00040373688805342
-0.00918196994991648 0.00787401574803161 -0.00961365494991648
-0.00168491996630162 0.0546875 -0.00211660496630162
0 -0.00740740740740738 -0.000431685
0.00253164556962023 -0.0373134328358209 0.00209996056962023
-0.0025252525252525 0.0077519379844961 -0.0029569375252525
0.0210970464135021 0.0153846153846153 0.0206653614135021
-0.00826446280991736 -0.00757575757575755 -0.00869614780991735
-0.000833333333333286 -0.015267175572519 -0.00126501833333329
-0.0016680567139283 -0.0077519379844961 -0.0020997417139283
0.0033416875522138 0 0.0029100025522138
-0.000832639467110694 0 -0.00126432446711069
0.00249999999999998 0.00781249999999997 0.00206831499999998
0 -0.0155038759689923 -0.000431685
0.00249376558603489 0.0157480314960631 0.00206208058603489
-0.00331674958540623 0.0310077519379845 -0.00374843458540623
0.000831946755407606 -0.00751879699248131 0.000400261755407607
0 -0.00757575757575755 -0.000431685
-0.00332502078137981 -0.00763358778625952 -0.00375670578137981
0 -0.00769230769230767 -0.000431685
-0.0016680567139283 -0.0155038759689923 -0.0020997417139283
0 0 -0.000431685
0.000835421888053419 0.00787401574803161 0.00040373688805342
0.0100166944908181 0.0156249999999999 0.00958500949081805
-0.00578512396694217 0.0384615384615385 -0.00621680896694217
-0.00332502078137981 0.0592592592592593 -0.00375670578137981
0.000834028356964089 -0.034965034965035 0.000402343356964089
 -0.00833333333333333 0 -0.00876501833333333
0.00756302521008408 0 0.00713134021008408
0.00333611342785648 0 0.00290442842785648
0.0133000831255196 -0.0144927536231885 0.0128683981255196
0.00820344544708778 -0.0147058823529411 0.00777176044708778
-0.00488201790073237 0.00746268656716415 -0.00531370290073237
-0.0024529844644317 0.0518518518518518 -0.0028846694644317
-0.0024590163934426 -0.0352112676056338 -0.0028907013934426
-0.00986031224322106 -0.021897810218978 -0.0102919972432211
0.0107883817427386 0.00746268656716415 0.0103566967427386
-0.00328407224958942 -0.0222222222222223 -0.00371575724958942
-0.00329489291598028 -0.0303030303030302 -0.00372657791598028
-0.00330578512396699 -0.00781250000000011 -0.00373747012396699
0.000829187396351646 0.0551181102362206 0.000397502396351646
-0.00579950289975147 -0.0223880597014926 -0.00623118789975147
0.00166666666666669 -0.00763358778625952 0.00123498166666669
0.0291181364392679 -0.00769230769230767 0.0286864514392679
-0.00242522231204525 -0.0232558139534884 -0.00285690731204525
0.000810372771474832 0 0.000378687771474832
0 0.015873015873016 -0.000431685
0.000809716599190237 0.00781249999999997 0.000378031599190237
-0.0040453074433657 0.0387596899224806 -0.0044769924433657
-0.000812347684809052 -0.0149253731343284 -0.00124403268480905
-0.0146341463414634 -0.0227272727272726 -0.0150658313414634
0.000825082508250778 0 0.000393397508250778
0.00577081615828527 0.0077519379844961 0.00533913115828527
-0.0065573770491803 -0.0538461538461538 -0.00698906204918031
-0.00165016501650167 0.00813008130081298 -0.00208185001650167
-0.0165289256198347 -0.00806451612903223 -0.0169606106198347
0.0142857142857143 0.016260162601626 0.0138540292857143
0.0024855012427506 -0.032 0.0020538162427506
-0.0148760330578512 0.00826446280991733 -0.0153077180578512
0.00335570469798651 -0.0163934426229508 0.00292401969798651
-0.0493311036789297 -0.0416666666666667 -0.0497627886789297
0.0466138962181178 0.00869565217391301 0.0461822112181178
0.00840336134453782 0 0.00797167634453782
-0.05 0 -0.050431685
-0.05 0 -0.050431685
-0.0498614958448753 -0.0258620689655171 -0.0502931808448753
-0.043731778425656 0.00884955752212386 -0.044163463425656
0.016260162601626 0.00877192982456137 0.015828477601626
-0.05 0 -0.050431685
0.0126315789473685 -0.0347826086956522 0.0121998939473685
0.0436590436590437 0 0.0432273586590437
-0.0049800796812749 0.0180180180180181 -0.0054117646812749
 0.00100100100100094 -0.0176991150442479 0.000569316001000944
-0.005 0 -0.005431685
0.0050251256281407 0 0.0045934406281407
0 0 -0.000431685
0.005 0.0180180180180181 0.004568315
0.0248756218905473 0 0.0244439368905473
0.000970873786407712 0.00884955752212386 0.000539188786407712
0.00872938894277406 0 0.00829770394277406
0.0173076923076923 0.0175438596491227 0.0168760073076923
0.0293005671077506 0.00862068965517238 0.0288688821077506
0.01010101010101 0.0170940170940172 0.00966932510101005
0.00818181818181823 -0.0252100840336135 0.00775013318181823
-0.00180342651036973 0.00862068965517238 -0.00223511151036973
-0.016260162601626 0.00854700854700867 -0.016691847601626
-0.0110192837465565 0 -0.0114509687465565
-0.00278551532033424 -0.0254237288135594 -0.00321720032033424
0.00372439478584722 0.0434782608695652 0.00329270978584722
0.0157699443413729 0.0166666666666666 0.0153382593413729
0.0045662100456621 -0.0163934426229508 0.0041345250456621
-0.0363636363636364 -0.0250000000000001 -0.0367953213636364
0.0330188679245283 0 0.0325871829245283
0.000913242009132368 0.0170940170940172 0.000481557009132368
0.0218978102189782 -0.0168067226890757 0.0214661252189782
0.0133928571428571 -0.00854700854700852 0.0129611721428571
-0.0766519823788546 -0.00862068965517238 -0.0770836673788546
-0.0343511450381679 0.104347826086956 -0.0347828300381679
0.00395256916996039 -0.0472440944881889 0.00352088416996039
0 0.0578512396694216 -0.000431685
-0.00196850393700776 0 -0.00240018893700776
0.00788954635108478 0.0156249999999999 0.00745786135108478
0.0195694716242661 -0.0461538461538461 0.0191377866242661
-0.0057581573896354 0.0483870967741935 -0.0061898423896354
-0.00193050193050182 -0.0307692307692308 -0.00236218693050182
0.00773694390715665 0 0.00730525890715665
-0.0134357005758158 -0.0238095238095237 -0.0138673855758158
-0.00291828793774316 0.0243902439024389 -0.00334997293774316
-0.00780487804878046 -0.0158730158730158 -0.00823656304878046
-0.00589970501474935 -0.0161290322580646 -0.00633139001474935
-0.0494559841740851 -0.0655737704918032 -0.0498876691740851
-0.0218522372528615 0.0350877192982456 -0.0222839222528615
0.05 -0.0254237288135594 0.049568315
0.0496453900709219 -0.0260869565217392 0.0492137050709219
-0.00579150579150574 0.0357142857142857 -0.00622319079150574
-0.0262135922330097 0 -0.0266452772330097
-0.0199401794616152 -0.0172413793103448 -0.0203718644616152
 -0.0132248219735503 0 -0.0136565069735503
0 0 -0.000431685
-0.0206185567010309 -0.0263157894736843 -0.0210502417010309
0.00842105263157892 0.0180180180180181 0.00798936763157892
0.0490605427974948 0.0176991150442477 0.0486288577974948
-0.00597014925373129 0.00869565217391301 -0.00640183425373129
0.00500500500500501 0 0.004573320005005
-0.00398406374501998 -0.00862068965517238 -0.00441574874501998
0.00599999999999994 0 0.00556831499999994
0.0159045725646124 -0.00869565217391301 0.0154728875646124
-0.0117416829745597 0.0263157894736841 -0.0121733679745597
0.0099009900990099 0.0427350427350427 0.0094693050990099
-0.00686274509803924 -0.0163934426229508 -0.00729443009803924
-0.000987166831194416 -0.0166666666666666 -0.00141885183119442
-0.00494071146245059 0 -0.00537239646245059
0.0069513406156902 0 0.0065196556156902
0.000986193293885545 -0.00847457627118656 0.000554508293885545
0.000985221674876791 0 0.000553536674876791
-0.00295275590551178 0 -0.00338444090551178
-0.00691016781836133 0 -0.00734185281836133
-0.000994035785288214 0.0341880341880342 -0.00142572078528821
0 0.0330578512396694 -0.000431685
-0.000995024875621834 -0.0240000000000001 -0.00142670987562183
-0.0049800796812749 0 -0.0054117646812749
0.0220220220220219 0.0163934426229509 0.0215903370220219
-0.00881488736532803 -0.0241935483870968 -0.00924657236532803
0.00395256916996039 0 0.00352088416996039
0.0039370078740158 -0.00826446280991733 0.0035053228740158
-0.05 -0.116666666666667 -0.050431685
0.0423116615067079 0.0660377358490567 0.0418799765067079
-0.0198019801980198 -0.0353982300884956 -0.0202336651980198
0.0262626262626262 0.0642201834862385 0.0258309412626262
-0.0127952755905512 0 -0.0132269605905512
-0.00797607178464603 -0.0172413793103448 -0.00840775678464603
0.0050251256281407 0 0.0045934406281407
0.01 -0.00877192982456137 0.009568315
-0.0108910891089108 -0.00884955752212402 -0.0113227741089108
-0.00500500500500501 0.0267857142857143 -0.00543669000500501
-0.00201207243460767 -0.017391304347826 -0.00244375743460767
-0.00201612903225809 0.0176991150442477 -0.00244781403225809
-0.003030303030303 -0.0608695652173912 -0.003461988030303
-0.00709219858156031 -0.00925925925925939 -0.00752388358156031
0.0163265306122448 0.0186915887850468 0.0158948456122448
-0.00200803212851394 0 -0.00243971712851394
-0.00402414486921535 0 -0.00445582986921535
 0.0101010101010101 -0.0183486238532111 0.0096693251010101
-0.00799999999999997 0 -0.00843168499999997
0.00604838709677414 0.0093457943925235 0.00561670209677414
-0.00300601202404807 0.00925925925925923 -0.00343769702404807
0.00100502512562808 0 0.000573340125628084
0.0180722891566266 0.00917431192660547 0.0176406041566266
0 -0.0272727272727273 -0.000431685
0.00197238658777109 0 0.00154070158777109
0.00590551181102371 0.0560747663551403 0.00547382681102371
-0.00391389432485328 -0.00884955752212402 -0.00434557932485328
0.000982318271119927 -0.0178571428571428 0.000550633271119927
-0.00686947988223752 0 -0.00730116488223752
0.00790513833992092 -0.00909090909090906 0.00747345333992092
0.0225490196078431 0 0.0221173346078431
-0.0028763183125599 0 -0.0033080033125599
0.00673076923076926 0.00917431192660547 0.00629908423076926
0.0181470869149951 -0.00909090909090906 0.0177154019149951
0.0196998123827393 0.0183486238532109 0.0192681273827393
-0.0266789328426863 -0.018018018018018 -0.0271106178426863
0.00945179584120983 -0.036697247706422 0.00902011084120983
0.0102996254681649 -0.019047619047619 0.00986794046816488
0.0101946246524559 0.0194174757281553 0.00976293965245592
0 0 -0.000431685
0.0275229357798165 -0.00952380952380949 0.0270912507798165
-0.0142857142857142 0 -0.0147173992857142
-0.000905797101449353 0.00961538461538458 -0.00133748210144935
0.0108794197642793 -0.0285714285714286 0.0104477347642793
-0.00269058295964123 -0.0392156862745097 -0.00312226795964123
-0.0692446043165468 0.020408163265306 -0.0696762893165468
0.00772946859903379 0.00999999999999996 0.00729778359903379
0.00095877277085339 -0.0198019801980197 0.00052708777085339
-0.00766283524904225 0.0101010101010101 -0.00809452024904225
-0.0164092664092663 -0.0300000000000001 -0.0168409514092663
0.00294406280667318 0.0103092783505156 0.00251237780667318
-0.00195694716242664 0.010204081632653 -0.00238863216242664
0.00980392156862745 -0.0202020202020203 0.00937223656862745
0 -0.0309278350515463 -0.000431685
0.0145631067961165 0.0106382978723404 0.0141314217961165
0.0210526315789474 -0.0210526315789473 0.0206209465789474
-0.0149953139643862 0.0215053763440859 -0.0154269989643862
0.00380589914367275 -0.0315789473684211 0.00337421414367275
0.004739336492891 0.032608695652174 0.004307651492891
0.0160377358490566 0.0315789473684211 0.0156060508490566
-0.00742804085422467 0 -0.00785972585422467
0.000935453695042042 0 0.000503768695042042
 0 0 -0.000431685
0.00654205607476638 -0.0204081632653062 0.00611037107476638
-0.00835654596100284 0 -0.00878823096100284
-0.0065543071161049 0 -0.0069859921161049
0.000942507068803096 -0.0104166666666666 0.000510822068803096
0.00188323917137479 0 0.00145155417137479
-0.00751879699248131 -0.0210526315789473 -0.00795048199248131
0.00189393939393942 0 0.00146225439393942
0.00189035916824199 0.0430107526881719 0.00145867416824199
-0.00283018867924526 -0.0206185567010309 -0.00326187367924526
0.00283822138126771 -0.0315789473684211 0.00240653638126771
-0.00283018867924526 0 -0.00326187367924526
0.00283822138126771 0 0.00240653638126771
0.0113207547169812 -0.0130434782608695 0.0108890697169812
-0.0111940298507463 0.0176211453744494 -0.0116257148507463
-0.00471698113207547 -0.025974025974026 -0.00514866613207547
0.00606635071090048 -0.00444444444444435 0.00563466571090048
-0.00508762012436411 -0.0401785714285716 -0.00551930512436411
0.00378787878787884 0.0116279069767441 0.00335619378787884
0.0020754716981132 -0.00919540229885058 0.0016437866981132
0.0129919035963095 0.0626450116009282 0.0125602185963095
-0.00929368029739777 -0.0262008733624454 -0.00972536529739777
-0.00562851782363972 0.0179372197309417 -0.00606020282363972
-0.000754716981132059 -0.00881057268722468 -0.00118640198113206
0.000755287009063428 0.0133333333333332 0.000323602009063428
-0.0113207547169812 -0.013157894736842 -0.0117524397169812
-0.0085877862595419 0.0333333333333334 -0.0090194712595419
-0.0182868142444659 0.0150537634408601 -0.0187184992444659
0 -0.0148305084745761 -0.000431685
-0.00980392156862745 -0.0537634408602151 -0.0102356065686274
-0.04990099009901 -0.0681818181818183 -0.05033267509901
-0.00166736140058354 0.0609756097560976 -0.00209904640058354
0.0438413361169103 -0.0436781609195401 0.0434096511169103
-0.035 -0.0168269230769231 -0.035431685
0.0362694300518135 -0.00977995110024451 0.0358377450518135
0.005 0.00246913580246908 0.004568315
0.00298507462686564 -0.0147783251231526 0.00255338962686564
0.0168650793650794 0.0149999999999999 0.0164333943650794
0.0390243902439024 0.100985221674877 0.0385927052439024
-0.0702347417840376 0.0111856823266219 -0.0706664267840376
-0.000201979398101353 0.00663716814159298 -0.000633664398101353
-0.0040404040404041 0.206593406593407 -0.0044720890404041
-0.0121703853955374 -0.0528233151183971 -0.0126020703955374
-0.00431211498973308 -0.0192307692307693 -0.00474379998973308
0.00845535161889042 0.00980392156862759 0.00802366661889042
 -0.00981595092024534 -0.00970873786407781 -0.0102476359202453
-0.00991325898389104 -0.00980392156862742 -0.010344943983891
-0.00980392156862743 0.0376237623762377 -0.0102356065686274
0.205050312022726 -0.18804632458238

Companies Total ObservationS

For KESC 475
For Kot Addu Power 475

Value at Risk KESC

Statistics Formula
Average ΣRkesc/ n
Variance = σ²kesc Σ(Rkesc-Avg of Rkesc)²/n
Standard Deviation=σkescSQRT of {Σ(Rkesc-Avg of Rkesc)²/n}
Value at Risk at 95% Zασkesc = -1.645 x σkesc
Value at Risk Amount 1000000 X VaR%

Value at Risk Kot Addu Power

Statistics Formula
Average ΣRkaddu/ n
Variance = σ²kaddu Σ(Rkaddu-Avg of Rkaddu)²/n
Standard Deviation=σkaddu
SQRT of {Σ(Rkaddu-Avg of Rkaddu)²/n}
Value at Risk at 95% Zασkaddu = -1.645 x σkaddu
Value at Risk Amount 1000000 X VaR%

Value at Risk Portfolio

Statistics Formula
Covariance Σ(Rkesc-Avg of Rkesc)(Rkaddu-Avg of Rkaddu)/n
Correlation COV(RKesc,RKaddu)/σkesc x
Variance of Portfolio=σp² W1²σkesc² + W2² σkaddu²+ 2W1W2σkesc σkaddu r (kesc,kaddu)
Standard Deviation of PortSQRT of σp²
Value at Risk at 95% ZασPortfolio = -1.645 x σp
Value at Risk Amount 1000000 X VaR%
VAR WEEKLY Var daily x√5
VAR MONTHLY Var daily x√20
VAR ANNUALY var daily x√250

Marginal Value At Risk

Variance/Covariance Matrix
Variance = (0.77 x 0.000274487 x 0.77)+(0.23x0.000740248x0.23)= 0.0002019024615
Standard Deviation = 0.0142092385967722

Companies Weights
KESE 0.77
Kot Addu Power 0.23

Incremenatl VAR

Companies Incremental Value

KESE 10000
Kot Addu Power 10000

Component VAR

Companies MVAR
KESE 0.0273366212
Kot Addu Power 0.0448923733
Σ=

Workings
Calculation for Minimum Risk Portfolio

Weights Allocation to the Two Securties in Portfolio:

Portfolio Return =Rp = W1Rx + W2Ry

So
W2= 1-W1
So
Portfolio Risk = σp² = W1²σkesc² + W2² σkaddu²+ 2W1W2σkesc σkaddu r (kesc,kaddu)
Portfolio Risk = σp² = W1²(0.000274487)+(1-W1)²(0.0007402479)+2(W1)(1-W1)(0.016567662)(0.0
Portfolio Risk = σp² = 0.000866345W1²- 0.001332106W1 + 0.000740248
By differentiating
Portfolio Risk = σp² = 0.00173269w1-0.001332106 = 0
Portfolio Risk = σp² = 0.00173269w1=0.001332106 so W1 =0.001332106/0.00173269= 0.7688=.77
w1= 0.77
w2= 0.23
By Putting these values in the Above Equation
Portfolio Risk = σp² = 0.000866345W1²- 0.001332106W1 + 0.000740248
Portfolio Risk = σp² = 0.000866345(0.77)²- 0.001332106(0.77) + 0.000740248
Portfolio Variance = σp² 0.0002281823
Portfolio Standard Devia 0.0151057042205916
lio, MVAR . IVAR, CVAR of KESE and Kot Addu Power Securities

Kot Addu Power Returns K.E.S.C. Returns

#VALUE! #VALUE! K.E.S.C. Returns
0.00605326876513317 -0.0266666666666667 0.00605326876513317
0.00601684717208183 0 0.00601684717208183
-0.013157894736842 0.0136986301369864 -0.013157894736842
-0.0036363636363636 -0.00675675675675685 -0.0036363636363636
0 -0.0136054421768707 0
-0.00243309002433093 0 -0.00243309002433093
0.00365853658536582 0.00689655172413791 0.00365853658536582
0.00729040097205357 -0.00684931506849313 0.00729040097205357
0.00120627261761151 -0.00689655172413791 0.00120627261761151
0.0048192771084338 0.00694444444444442 0.0048192771084338
-0.00959232613908887 0.0206896551724138 -0.00959232613908887
0.00968523002421321 0 0.00968523002421321
0.00119904076738602 0.0405405405405405 0.00119904076738602
0.029940119760479 0.00649350649350647 0.029940119760479
0.0302325581395348 -0.00645161290322578 0.0302325581395348
0.00790067720090297 0.12987012987013 0.00790067720090297
-0.0179171332586785 0.0172413793103449 -0.0179171332586785
-0.00342075256556439 0 -0.00342075256556439
-0.005720823798627 -0.03954802259887 -0.005720823798627
-0.00460299194476416 0.0117647058823529 -0.00460299194476416
0 -0.0290697674418605 0
0.00462427745664746 0 0.00462427745664746
-0.00460299194476416 0 -0.00460299194476416
0.00231213872832373 0.0119760479041916 0.00231213872832373
0.0403690888119954 0.0177514792899409 0.0403690888119954
-0.0310421286031042 0 -0.0310421286031042
0.0320366132723112 0 0.0320366132723112
0.00776053215077608 0 0.00776053215077608
-0.0055005500550055 -0.00581395348837197 -0.0055005500550055
-0.00442477876106201 -0.0350877192982457 -0.00442477876106201
-0.0033333333333333 -0.0242424242424242 -0.0033333333333333
-0.0078037904124861 0.00621118012422347 -0.0078037904124861
-0.00449438202247197 -0.0123456790123456 -0.00449438202247197
-0.00338600451467265 0 -0.00338600451467265
0.0215175537938845 0.00625000000000009 0.0215175537938845
0.0243902439024391 -0.00621118012422369 0.0243902439024391
-0.0151515151515152 -0.01875 -0.0151515151515152
0.010989010989011 -0.0127388535031847 0.010989010989011
-0.0108695652173913 0 -0.0108695652173913
-0.00879120879120876 0.00645161290322578 -0.00879120879120876
-0.0221729490022173 -0.0192307692307692 -0.0221729490022173
-0.0306122448979592 -0.0326797385620915 -0.0306122448979592
0.0245614035087719 0.00675675675675673 0.0245614035087719
0.0490867579908677 0.046979865771812 0.0490867579908677
-0.00652883569096854 -0.0256410256410257 -0.00652883569096854
-0.036144578313253 -0.0131578947368421 -0.036144578313253
-0.00340909090909088 0.00666666666666664 -0.00340909090909088
-0.0114025085518814 -0.0132450331125827 -0.0114025085518814
-0.0023068050749712 0 -0.0023068050749712
-0.00924855491329476 -0.0134228187919464 -0.00924855491329476
-0.0128354725787632 0 -0.0128354725787632
0.00945626477541385 -0.00680272108843535 0.00945626477541385
0.0140515222482434 0.0273972602739726 0.0140515222482434
0.00230946882217093 -0.0133333333333333 0.00230946882217093
-0.0195852534562212 0 -0.0195852534562212
0.0105757931844889 -0.00675675675675685 0.0105757931844889
-0.00232558139534887 -0.0272108843537414 -0.00232558139534887
-0.00233100233100236 0 -0.00233100233100236
-0.00116822429906535 0.00699300699300697 -0.00116822429906535
0.0175438596491228 0 0.0175438596491228
0 0.0208333333333333 0
0.00459770114942535 -0.0136054421768707 0.00459770114942535
0.0137299771167047 -0.0137931034482758 0.0137299771167047
0.0191873589164786 0.00699300699300697 0.0191873589164786
-0.00110741971207081 0.00694444444444442 -0.00110741971207081
0.0144124168514412 -0.0137931034482758 0.0144124168514412
-0.00546448087431694 -0.00699300699300709 -0.00546448087431694
0.00989010989010995 0 0.00989010989010995
0.00326441784548419 0.0140845070422536 0.00326441784548419
-0.0108459869848156 0.0277777777777778 -0.0108459869848156
-0.0866228070175439 -0.0202702702702703 -0.0866228070175439
0.00840336134453785 0 0.00840336134453785
0 -0.00689655172413791 0
0.0226190476190477 -0.013888888888889 0.0226190476190477
0.00931315483119904 0 0.00931315483119904
-0.00807381776239911 -0.00704225352112674 -0.00807381776239911
0.00116279069767435 0.00709219858156026 0.00116279069767435
-0.00116144018583036 0.0211267605633803 -0.00116144018583036
-0.00581395348837209 -0.0206896551724138 -0.00581395348837209
-0.00116959064327479 0.0140845070422536 -0.00116959064327479
0 -0.0208333333333334 0
-0.0140515222482436 -0.0212765957446808 -0.0140515222482436
0.016627078384798 -0.00724637681159431 0.016627078384798
-0.0163551401869158 0.0145985401459855 -0.0163551401869158
-0.00237529691211405 -0.0215827338129497 -0.00237529691211405
-0.0119047619047619 -0.0147058823529411 -0.0119047619047619
-0.00602409638554217 0 -0.00602409638554217
-0.00606060606060606 -0.00746268656716415 -0.00606060606060606
-0.00121951219512188 -0.0225563909774437 -0.00121951219512188
0.0195360195360195 0 0.0195360195360195
-0.0119760479041916 0 -0.0119760479041916
-0.0036363636363636 0 -0.0036363636363636
0.00121654501216538 -0.0307692307692308 0.00121654501216538
-0.0036452004860267 0.00793650793650791 -0.0036452004860267
0 -0.0157480314960629 0
-0.00121951219512188 0.00799999999999997 -0.00121951219512188
-0.00122100122100133 0.015873015873016 -0.00122100122100133
0 -0.00781250000000011 0
-0.00366748166259165 -0.0157480314960629 -0.00366748166259165
0.00122699386503061 0.0159999999999999 0.00122699386503061
-0.00367647058823526 -0.0157480314960629 -0.00367647058823526
0.0209102091020911 0.00799999999999997 0.0209102091020911
-0.0120481927710843 -0.00793650793650791 -0.0120481927710843
0 0.0159999999999999 0
0.0292682926829269 0.0157480314960631 0.0292682926829269
0.00236966824644536 0.155038759689922 0.00236966824644536
-0.00827423167848686 -0.0268456375838926 -0.00827423167848686
-0.0119189511323004 -0.0344827586206897 -0.0119189511323004
0.00361881785283471 -0.0142857142857142 0.00361881785283471
0.0036057692307692 -0.0217391304347827 0.0036057692307692
-0.00598802395209581 0 -0.00598802395209581
-0.0048192771084338 -0.0222222222222223 -0.0048192771084338
0.00484261501210661 -0.0227272727272726 0.00484261501210661
0.00602409638554217 -0.0077519379844961 0.00602409638554217
-0.0227544910179641 -0.0234375000000001 -0.0227544910179641
0.0024509803921569 0.032 0.0024509803921569
-0.00366748166259165 -0.0077519379844961 -0.00366748166259165
-0.00981595092024537 -0.0234375000000001 -0.00981595092024537
0.00743494423791814 0.00799999999999997 0.00743494423791814
0 -0.00793650793650791 0
0.00369003690036897 0.0240000000000001 0.00369003690036897
-0.00245098039215672 0.0156249999999999 -0.00245098039215672
 0.0073710073710073 -0.0307692307692308 0.0073710073710073
-0.00365853658536582 0.00793650793650791 -0.00365853658536582
-0.00611995104039168 -0.0157480314960629 -0.00611995104039168
-0.00246305418719215 0.0240000000000001 -0.00246305418719215
0.00740740740740734 -0.0156250000000001 0.00740740740740734
-0.00490196078431362 -0.0396825396825397 -0.00490196078431362
0.00492610837438413 0.0165289256198348 0.00492610837438413
0 0.016260162601626 0
-0.00245098039215672 -0.00799999999999997 -0.00245098039215672
0.00122850122850116 0.0483870967741935 0.00122850122850116
0.0257668711656441 0.130769230769231 0.0257668711656441
-0.00478468899521521 0.0748299319727892 -0.00478468899521521
0.00721153846153839 -0.0126582278481013 0.00721153846153839
0.032219570405728 0.00641025641025639 0.032219570405728
-0.0127167630057803 -0.0509554140127388 -0.0127167630057803
0.0117096018735363 -0.0402684563758389 0.0117096018735363
0.0138888888888888 0 0.0138888888888888
0.0376712328767125 -0.034965034965035 0.0376712328767125
0.0495049504950495 0.0144927536231884 0.0495049504950495
0.00104821802935005 0 0.00104821802935005
0.0335078534031414 0.0214285714285715 0.0335078534031414
0.033434650455927 0.034965034965035 0.033434650455927
0.0333333333333334 -0.0135135135135136 0.0333333333333334
0.0094876660341556 0 0.0094876660341556
0.013157894736842 -0.0136986301369863 0.013157894736842
0.0111317254174397 -0.0347222222222222 0.0111317254174397
0.0256880733944954 -0.0215827338129497 0.0256880733944954
-0.0339892665474061 0 -0.0339892665474061
0.0379629629629629 0.00735294117647056 0.0379629629629629
-0.0499553969669937 -0.0145985401459854 -0.0499553969669937
0 0.0814814814814815 0
-0.00657276995305167 -0.0342465753424658 -0.00657276995305167
-0.000945179584120929 -0.00709219858156026 -0.00094517958412093
0.000946073793755859 -0.00714285714285712 0.000946073793755859
0.00945179584120983 0.00719424460431652 0.00945179584120983
0.0102996254681649 -0.0142857142857142 0.0102996254681649
0.0101946246524559 0.00724637681159418 0.0101946246524559
0.0137614678899083 -0.0215827338129497 0.0137614678899083
-0.00180995475113125 -0.00735294117647056 -0.00180995475113125
-0.00453309156844968 -0.00740740740740738 -0.00453309156844968
0.00728597449908923 -0.0149253731343284 0.00728597449908923
0 0 0
0.0126582278481013 0.00757575757575768 0.0126582278481013
-0.000892857142857092 0.00751879699248118 -0.00089285714285709
-0.00446827524575514 0.0223880597014925 -0.00446827524575514
-0.00897666068222621 0 -0.00897666068222621
0.00452898550724638 0.0218978102189782 0.00452898550724638
0.00991884580703331 -0.0357142857142857 0.00991884580703331
0.00714285714285712 0.0222222222222223 0.00714285714285712
0.0124113475177305 0.0217391304347825 0.0124113475177305
-0.0122591943957969 -0.0212765957446808 -0.0122591943957969
0.0274822695035462 0.0144927536231884 0.0274822695035462
0.00603968938740284 0 0.00603968938740284
-0.00514579759862774 -0.0142857142857142 -0.00514579759862774
0.0051724137931034 0.036231884057971 0.0051724137931034
-0.00686106346483703 -0.00699300699300709 -0.00686106346483703
0.00345423143350609 -0.0281690140845069 0.00345423143350609
0.00172117039586922 -0.00724637681159431 0.00172117039586922
0.00343642611683841 -0.00729927007299268 0.00343642611683841
0.0119863013698631 -0.00735294117647056 0.0119863013698631
0.005922165820643 0 0.005922165820643
0.00588730025231277 -0.00740740740740738 0.00588730025231277
0.00250836120401347 0.0149253731343283 0.00250836120401347
0.00166805671392818 0.0147058823529413 0.00166805671392818
0.00499583680266452 0 0.00499583680266452
0.00331400165700076 -0.00724637681159431 0.00331400165700076
0 -0.00729927007299268 0
0.00495458298926514 -0.0147058823529411 0.00495458298926514
0.00082169268693504 0.0223880597014925 0.00082169268693504
-0.00164203612479477 -0.0145985401459854 -0.00164203612479477
0.000822368421052702 0 0.000822368421052702
0 0.0444444444444444 0
0.00575184880854563 -0.0212765957446808 0.00575184880854563
0.00816993464052288 -0.00724637681159431 0.00816993464052288
0.00486223662884922 -0.00729927007299268 0.00486223662884922
-0.00080645161290318 0.00735294117647056 -0.00080645161290318
0.0056497175141242 -0.0145985401459854 0.0056497175141242
-0.00080256821829851 0 -0.00080256821829851
0 0 0
0.00240963855421684 -0.00740740740740738 0.00240963855421684
0 0 0
0 0 0
0.00240384615384613 0.0149253731343283 0.00240384615384613
-0.0119904076738609 -0.0294117647058824 -0.0119904076738609
0.0016181229773463 0 0.0016181229773463
0 0 0
0.00161550888529889 -0.0151515151515151 0.00161550888529889
0.00322580645161295 -0.0153846153846153 0.00322580645161295
-0.0184887459807075 -0.00781250000000011 -0.0184887459807075
-0.00327600327600321 0.00787401574803161 -0.00327600327600321
 -0.0139687756778965 0.0156249999999999 -0.0139687756778965
0 -0.0153846153846153 0
-0.000833333333333286 -0.0156250000000001 -0.00083333333333329
-0.00417014178482068 0.00793650793650791 -0.00417014178482068
0.00251256281407033 0.0157480314960631 0.00251256281407033
0 -0.0155038759689923 0
0.00167084377610696 0.00787401574803161 0.00167084377610696
-0.0016680567139283 -0.00781250000000011 -0.0016680567139283
0.000835421888053419 0 0.000835421888053419
-0.00918196994991648 0.00787401574803161 -0.00918196994991648
-0.00168491996630162 0.0546875 -0.00168491996630162
0 -0.00740740740740738 0
0.00253164556962023 -0.0373134328358209 0.00253164556962023
-0.0025252525252525 0.0077519379844961 -0.0025252525252525
0.0210970464135021 0.0153846153846153 0.0210970464135021
-0.00826446280991736 -0.00757575757575755 -0.00826446280991736
-0.000833333333333286 -0.015267175572519 -0.00083333333333329
-0.0016680567139283 -0.0077519379844961 -0.0016680567139283
0.0033416875522138 0 0.0033416875522138
-0.000832639467110694 0 -0.00083263946711069
0.00249999999999998 0.00781249999999997 0.00249999999999998
0 -0.0155038759689923 0
0.00249376558603489 0.0157480314960631 0.00249376558603489
-0.00331674958540623 0.0310077519379845 -0.00331674958540623
0.000831946755407606 -0.00751879699248131 0.000831946755407606
0 -0.00757575757575755 0
-0.00332502078137981 -0.00763358778625952 -0.00332502078137981
0 -0.00769230769230767 0
-0.0016680567139283 -0.0155038759689923 -0.0016680567139283
0 0 0
0.000835421888053419 0.00787401574803161 0.000835421888053419
0.0100166944908181 0.0156249999999999 0.0100166944908181
-0.00578512396694217 0.0384615384615385 -0.00578512396694217
-0.00332502078137981 0.0592592592592593 -0.00332502078137981
0.000834028356964089 -0.034965034965035 0.000834028356964089
-0.00833333333333333 0 -0.00833333333333333
0.00756302521008408 0 0.00756302521008408
0.00333611342785648 0 0.00333611342785648
0.0133000831255196 -0.0144927536231885 0.0133000831255196
0.00820344544708778 -0.0147058823529411 0.00820344544708778
-0.00488201790073237 0.00746268656716415 -0.00488201790073237
-0.0024529844644317 0.0518518518518518 -0.0024529844644317
-0.0024590163934426 -0.0352112676056338 -0.0024590163934426
-0.00986031224322106 -0.021897810218978 -0.00986031224322106
0.0107883817427386 0.00746268656716415 0.0107883817427386
 -0.00328407224958942 -0.0222222222222223 -0.00328407224958942
-0.00329489291598028 -0.0303030303030302 -0.00329489291598028
-0.00330578512396699 -0.00781250000000011 -0.00330578512396699
0.000829187396351646 0.0551181102362206 0.000829187396351646
-0.00579950289975147 -0.0223880597014926 -0.00579950289975147
0.00166666666666669 -0.00763358778625952 0.00166666666666669
0.0291181364392679 -0.00769230769230767 0.0291181364392679
-0.00242522231204525 -0.0232558139534884 -0.00242522231204525
0.000810372771474832 0 0.000810372771474832
0 0.015873015873016 0
0.000809716599190237 0.00781249999999997 0.000809716599190237
-0.0040453074433657 0.0387596899224806 -0.0040453074433657
-0.000812347684809052 -0.0149253731343284 -0.00081234768480905
-0.0146341463414634 -0.0227272727272726 -0.0146341463414634
0.000825082508250778 0 0.000825082508250778
0.00577081615828527 0.0077519379844961 0.00577081615828527
-0.0065573770491803 -0.0538461538461538 -0.0065573770491803
-0.00165016501650167 0.00813008130081298 -0.00165016501650167
-0.0165289256198347 -0.00806451612903223 -0.0165289256198347
0.0142857142857143 0.016260162601626 0.0142857142857143
0.0024855012427506 -0.032 0.0024855012427506
-0.0148760330578512 0.00826446280991733 -0.0148760330578512
0.00335570469798651 -0.0163934426229508 0.00335570469798651
-0.0493311036789297 -0.0416666666666667 -0.0493311036789297
0.0466138962181178 0.00869565217391301 0.0466138962181178
0.00840336134453782 0 0.00840336134453782
-0.05 0 -0.05
-0.05 0 -0.05
-0.0498614958448753 -0.0258620689655171 -0.0498614958448753
-0.043731778425656 0.00884955752212386 -0.043731778425656
0.016260162601626 0.00877192982456137 0.016260162601626
-0.05 0 -0.05
0.0126315789473685 -0.0347826086956522 0.0126315789473685
0.0436590436590437 0 0.0436590436590437
-0.0049800796812749 0.0180180180180181 -0.0049800796812749
0.00100100100100094 -0.0176991150442479 0.00100100100100094
-0.005 0 -0.005
0.0050251256281407 0 0.0050251256281407
0 0 0
0.005 0.0180180180180181 0.005
0.0248756218905473 0 0.0248756218905473
0.000970873786407712 0.00884955752212386 0.000970873786407712
0.00872938894277406 0 0.00872938894277406
0.0173076923076923 0.0175438596491227 0.0173076923076923
0.0293005671077506 0.00862068965517238 0.0293005671077506
 0.01010101010101 0.0170940170940172 0.01010101010101
0.00818181818181823 -0.0252100840336135 0.00818181818181823
-0.00180342651036973 0.00862068965517238 -0.00180342651036973
-0.016260162601626 0.00854700854700867 -0.016260162601626
-0.0110192837465565 0 -0.0110192837465565
-0.00278551532033424 -0.0254237288135594 -0.00278551532033424
0.00372439478584722 0.0434782608695652 0.00372439478584722
0.0157699443413729 0.0166666666666666 0.0157699443413729
0.0045662100456621 -0.0163934426229508 0.0045662100456621
-0.0363636363636364 -0.0250000000000001 -0.0363636363636364
0.0330188679245283 0 0.0330188679245283
0.000913242009132368 0.0170940170940172 0.000913242009132368
0.0218978102189782 -0.0168067226890757 0.0218978102189782
0.0133928571428571 -0.00854700854700852 0.0133928571428571
-0.0766519823788546 -0.00862068965517238 -0.0766519823788546
-0.0343511450381679 0.104347826086956 -0.0343511450381679
0.00395256916996039 -0.0472440944881889 0.00395256916996039
0 0.0578512396694216 0
-0.00196850393700776 0 -0.00196850393700776
0.00788954635108478 0.0156249999999999 0.00788954635108478
0.0195694716242661 -0.0461538461538461 0.0195694716242661
-0.0057581573896354 0.0483870967741935 -0.0057581573896354
-0.00193050193050182 -0.0307692307692308 -0.00193050193050182
0.00773694390715665 0 0.00773694390715665
-0.0134357005758158 -0.0238095238095237 -0.0134357005758158
-0.00291828793774316 0.0243902439024389 -0.00291828793774316
-0.00780487804878046 -0.0158730158730158 -0.00780487804878046
-0.00589970501474935 -0.0161290322580646 -0.00589970501474935
-0.0494559841740851 -0.0655737704918032 -0.0494559841740851
-0.0218522372528615 0.0350877192982456 -0.0218522372528615
0.05 -0.0254237288135594 0.05
0.0496453900709219 -0.0260869565217392 0.0496453900709219
-0.00579150579150574 0.0357142857142857 -0.00579150579150574
-0.0262135922330097 0 -0.0262135922330097
-0.0199401794616152 -0.0172413793103448 -0.0199401794616152
-0.0132248219735503 0 -0.0132248219735503
0 0 0
-0.0206185567010309 -0.0263157894736843 -0.0206185567010309
0.00842105263157892 0.0180180180180181 0.00842105263157892
0.0490605427974948 0.0176991150442477 0.0490605427974948
-0.00597014925373129 0.00869565217391301 -0.00597014925373129
0.00500500500500501 0 0.00500500500500501
-0.00398406374501998 -0.00862068965517238 -0.00398406374501998
0.00599999999999994 0 0.00599999999999994
0.0159045725646124 -0.00869565217391301 0.0159045725646124
 -0.0117416829745597 0.0263157894736841 -0.0117416829745597
0.0099009900990099 0.0427350427350427 0.0099009900990099
-0.00686274509803924 -0.0163934426229508 -0.00686274509803924
-0.000987166831194416 -0.0166666666666666 -0.00098716683119442
-0.00494071146245059 0 -0.00494071146245059
0.0069513406156902 0 0.0069513406156902
0.000986193293885545 -0.00847457627118656 0.000986193293885545
0.000985221674876791 0 0.000985221674876791
-0.00295275590551178 0 -0.00295275590551178
-0.00691016781836133 0 -0.00691016781836133
-0.000994035785288214 0.0341880341880342 -0.00099403578528821
0 0.0330578512396694 0
-0.000995024875621834 -0.0240000000000001 -0.00099502487562183
-0.0049800796812749 0 -0.0049800796812749
0.0220220220220219 0.0163934426229509 0.0220220220220219
-0.00881488736532803 -0.0241935483870968 -0.00881488736532803
0.00395256916996039 0 0.00395256916996039
0.0039370078740158 -0.00826446280991733 0.0039370078740158
-0.05 -0.116666666666667 -0.05
0.0423116615067079 0.0660377358490567 0.0423116615067079
-0.0198019801980198 -0.0353982300884956 -0.0198019801980198
0.0262626262626262 0.0642201834862385 0.0262626262626262
-0.0127952755905512 0 -0.0127952755905512
-0.00797607178464603 -0.0172413793103448 -0.00797607178464603
0.0050251256281407 0 0.0050251256281407
0.01 -0.00877192982456137 0.01
-0.0108910891089108 -0.00884955752212402 -0.0108910891089108
-0.00500500500500501 0.0267857142857143 -0.00500500500500501
-0.00201207243460767 -0.017391304347826 -0.00201207243460767
-0.00201612903225809 0.0176991150442477 -0.00201612903225809
-0.003030303030303 -0.0608695652173912 -0.003030303030303
-0.00709219858156031 -0.00925925925925939 -0.00709219858156031
0.0163265306122448 0.0186915887850468 0.0163265306122448
-0.00200803212851394 0 -0.00200803212851394
-0.00402414486921535 0 -0.00402414486921535
0.0101010101010101 -0.0183486238532111 0.0101010101010101
-0.00799999999999997 0 -0.00799999999999997
0.00604838709677414 0.0093457943925235 0.00604838709677414
-0.00300601202404807 0.00925925925925923 -0.00300601202404807
0.00100502512562808 0 0.00100502512562808
0.0180722891566266 0.00917431192660547 0.0180722891566266
0 -0.0272727272727273 0
0.00197238658777109 0 0.00197238658777109
0.00590551181102371 0.0560747663551403 0.00590551181102371
-0.00391389432485328 -0.00884955752212402 -0.00391389432485328
 0.000982318271119927 -0.0178571428571428 0.000982318271119927
-0.00686947988223752 0 -0.00686947988223752
0.00790513833992092 -0.00909090909090906 0.00790513833992092
0.0225490196078431 0 0.0225490196078431
-0.0028763183125599 0 -0.0028763183125599
0.00673076923076926 0.00917431192660547 0.00673076923076926
0.0181470869149951 -0.00909090909090906 0.0181470869149951
0.0196998123827393 0.0183486238532109 0.0196998123827393
-0.0266789328426863 -0.018018018018018 -0.0266789328426863
0.00945179584120983 -0.036697247706422 0.00945179584120983
0.0102996254681649 -0.019047619047619 0.0102996254681649
0.0101946246524559 0.0194174757281553 0.0101946246524559
0 0 0
0.0275229357798165 -0.00952380952380949 0.0275229357798165
-0.0142857142857142 0 -0.0142857142857142
-0.000905797101449353 0.00961538461538458 -0.00090579710144935
0.0108794197642793 -0.0285714285714286 0.0108794197642793
-0.00269058295964123 -0.0392156862745097 -0.00269058295964123
-0.0692446043165468 0.020408163265306 -0.0692446043165468
0.00772946859903379 0.00999999999999996 0.00772946859903379
0.00095877277085339 -0.0198019801980197 0.00095877277085339
-0.00766283524904225 0.0101010101010101 -0.00766283524904225
-0.0164092664092663 -0.0300000000000001 -0.0164092664092663
0.00294406280667318 0.0103092783505156 0.00294406280667318
-0.00195694716242664 0.010204081632653 -0.00195694716242664
0.00980392156862745 -0.0202020202020203 0.00980392156862745
0 -0.0309278350515463 0
0.0145631067961165 0.0106382978723404 0.0145631067961165
0.0210526315789474 -0.0210526315789473 0.0210526315789474
-0.0149953139643862 0.0215053763440859 -0.0149953139643862
0.00380589914367275 -0.0315789473684211 0.00380589914367275
0.004739336492891 0.032608695652174 0.004739336492891
0.0160377358490566 0.0315789473684211 0.0160377358490566
-0.00742804085422467 0 -0.00742804085422467
0.000935453695042042 0 0.000935453695042042
0 0 0
0.00654205607476638 -0.0204081632653062 0.00654205607476638
-0.00835654596100284 0 -0.00835654596100284
-0.0065543071161049 0 -0.0065543071161049
0.000942507068803096 -0.0104166666666666 0.000942507068803096
0.00188323917137479 0 0.00188323917137479
-0.00751879699248131 -0.0210526315789473 -0.00751879699248131
0.00189393939393942 0 0.00189393939393942
0.00189035916824199 0.0430107526881719 0.00189035916824199
-0.00283018867924526 -0.0206185567010309 -0.00283018867924526
 0.00283822138126771 -0.0315789473684211
-0.00283018867924526 0 -0.00283018867924526
0.00283822138126771 0 0.00283822138126771
0.0113207547169812 -0.0130434782608695
-0.0111940298507463 0.0176211453744494
-0.00471698113207547 -0.025974025974026
0.00606635071090048 -0.00444444444444435
-0.00508762012436411 -0.0401785714285716
0.00378787878787884 0.0116279069767441
0.0020754716981132 -0.00919540229885058
0.0129919035963095 0.0626450116009282
-0.00929368029739777 -0.0262008733624454
-0.00562851782363972 0.0179372197309417
-0.000754716981132059 -0.00881057268722468
0.000755287009063428 0.0133333333333332
-0.0113207547169812 -0.013157894736842
-0.0085877862595419 0.0333333333333334
-0.0182868142444659 0.0150537634408601
0 -0.0148305084745761
-0.00980392156862745 -0.0537634408602151
-0.04990099009901 -0.0681818181818183
-0.00166736140058354 0.0609756097560976
0.0438413361169103 -0.0436781609195401
-0.035 -0.0168269230769231
0.0362694300518135 -0.00977995110024451
0.005 0.00246913580246908
0.00298507462686564 -0.0147783251231526
0.0168650793650794 0.0149999999999999
0.0390243902439024 0.100985221674877
-0.0702347417840376 0.0111856823266219
-0.000201979398101353 0.00663716814159298
-0.0040404040404041 0.206593406593407
-0.0121703853955374 -0.0528233151183971
-0.00431211498973308 -0.0192307692307693
0.00845535161889042 0.00980392156862759
-0.00981595092024534 -0.00970873786407781
-0.00991325898389104 -0.00980392156862742
-0.00980392156862743 0.0376237623762377
Value at this Sreial Value
24 -0.0227544910179641
24 -0.034965034965035
0.00283822138126771
0.0113207547169812
-0.0111940298507463
-0.00471698113207547
0.00606635071090048
-0.00508762012436411
0.00378787878787884
0.0020754716981132
0.0129919035963095
-0.00929368029739777
-0.00562851782363972
-0.00075471698113206
0.000755287009063428
-0.0113207547169812
-0.0085877862595419
-0.0182868142444659
0
-0.00980392156862745
-0.04990099009901
-0.00166736140058354
0.0438413361169103
-0.035
0.0362694300518135
0.005
0.00298507462686564
0.0168650793650794
0.0390243902439024
-0.0702347417840376
-0.00020197939810135
-0.0040404040404041
-0.0121703853955374
-0.00431211498973308
0.00845535161889042
-0.00981595092024534
-0.00991325898389104
-0.00980392156862743
Value at Risk at 95% in %
-2.27544910179641
-3.4965034965035
.20 0

(Rkesc-Avg of Rkesc)² (Rkaddu-Avg of Rkaddu)

(Rkaddu-Avg of Rkaddu)²
0.00003160 -0.0262707796666667 0.000690153864294548
0.00003119 0.000395887 1.56726516769E-07
0.00018468 0.0140945171369864 0.000198655413324803
0.00001655 -0.00636086975675685 4.0460664062424E-05
0.00000019 -0.0132095551768707 0.000174492347970792
0.00000821 0.000395887 1.56726516769E-07
0.00001041 0.00729243872413791 5.31796625453061E-05
0.00004704 -0.00645342806849313 4.16467338352149E-05
0.00000060 -0.00650066472413791 4.2258641855651E-05
0.00001925 0.00734033144444442 5.38804657142995E-05
0.00010048 0.0210855421724138 0.000444600088704643
0.00008563 0.000395887 1.56726516769E-07
0.00000059 0.0409364275405405 0.00167579109978192
0.00087075 0.00688939349350647 4.74637427083693E-05
0.00088809 -0.00605572590322578 3.66718162149997E-05
0.00005579 0.13026601687013 0.0169692351512089
0.00033668 0.0176372663103449 0.000311073162902026
0.00001484 0.000395887 1.56726516769E-07
0.00003785 -0.03915213559887 0.00153288972195231
0.00002535 0.0121605928823529 0.000147880019250332
0.00000019 -0.0286738804418605 0.000822191419594108
0.00001758 0.000395887 1.56726516769E-07
0.00002535 0.000395887 1.56726516769E-07
0.00000354 0.0123719349041916 0.000153064773273554
0.00159500 0.0181473662899409 0.000329326903261282
0.00099060 0.000395887 1.56726516769E-07
0.00099887 0.000395887 1.56726516769E-07
0.00005371 0.000395887 1.56726516769E-07
0.00003519 -0.00541806648837197 2.93554444724193E-05
0.00002359 -0.0346918322982457 0.0012035232282096
0.00001418 -0.0238465372424242 0.000568657338454322
0.00006782 0.00660706712422347 4.36533359839946E-05
0.00002427 -0.0119497920123456 0.00014279752913832
0.00001457 0.000395887 1.56726516769E-07
0.00044461 0.00664588700000009 4.41678140167702E-05
0.00057401 -0.00581529312422369 3.38176341206433E-05
0.00024284 -0.018354113 0.000336873464016771
0.00011146 -0.0123429665031847 0.000152348822098739
0.00012772 0.000395887 1.56726516769E-07
0.00008506 0.00684749990322578 4.68882549246771E-05
0.00051097 -0.0188348822307692 0.000354752788646944
0.00096373 -0.0322838515620915 0.00104224707168316
0.00058224 0.00715264375675673 5.11603127110711E-05
0.00236732 0.047375752771812 0.00224446195069586
0.00004845 -0.0252451386410257 0.000637317025004607
0.00133782 -0.0127620077368421 0.000162868841475217
0.00001475 0.00706255366666664 4.98796642945464E-05
0.00014005 -0.0128491461125827 0.0001651005558225
0.00000750 0.000395887 1.56726516769E-07
0.00009371 -0.0130269317919464 0.000169700951912023
0.00017602 0.000395887 1.56726516769E-07
0.00008144 -0.00640683408843535 4.10475230367372E-05
0.00018550 0.0277931472739726 0.000772459035392732
0.00000353 -0.0129374463333333 0.000167377517627879
0.00040068 0.000395887 1.56726516769E-07
0.00010290 -0.00636086975675685 4.0460664062424E-05
0.00000760 -0.0268149973537414 0.000719044083081158
0.00000763 0.000395887 1.56726516769E-07
0.00000256 0.00738889399300697 5.45957544398945E-05
0.00029283 0.000395887 1.56726516769E-07
0.00000019 0.0212292203333333 0.00045067979596121
0.00001736 -0.0132095551768707 0.000174492347970792
0.00017684 -0.0133972164482758 0.000179485408561952
0.00035178 0.00738889399300697 5.45957544398945E-05
0.00000237 0.00734033144444442 5.38804657142995E-05
0.00019546 -0.0133972164482758 0.000179485408561952
0.00003476 -0.00659711999300709 4.35219922021339E-05
0.00008946 0.000395887 1.56726516769E-07
0.00000802 0.0144803940422536 0.000209681811618933
0.00012719 0.0281736647777778 0.000793755387010598
0.00757848 -0.0198743832702703 0.000394991110373601
0.00006355 0.000395887 1.56726516769E-07
0.00000019 -0.00650066472413791 4.2258641855651E-05
0.00049228 -0.013493001888889 0.000182061099973561
0.00007888 0.000395887 1.56726516769E-07
0.00007234 -0.00664636652112674 4.41741879331543E-05
0.00000053 0.00748808558156026 5.60714256767706E-05
0.00000254 0.0215226475633803 0.000463224358137481
0.00003901 -0.0202937681724138 0.000411837026635677
0.00000256 0.0144803940422536 0.000209681811618933
0.00000019 -0.0204374463333334 0.000417689212627882
0.00020976 -0.0208807087446808 0.000436003997680188
0.00026229 -0.00685048981159431 4.69292106587574E-05
0.00028180 0.0149944271459855 0.000224832845436266
0.00000788 -0.0211868468129497 0.000448882477875396
0.00015219 -0.0143099953529411 0.000204775967001197
0.00004168 0.000395887 1.56726516769E-07
0.00004215 -0.00706679956716415 4.99396561224714E-05
0.00000273 -0.0221605039774437 0.000491087936534296
0.00036498 0.000395887 1.56726516769E-07
0.00015395 0.000395887 1.56726516769E-07
0.00001655 0.000395887 1.56726516769E-07
0.00000062 -0.0303733437692308 0.000922540011723871
0.00001662 0.00833239493650791 6.94288053779426E-05
0.00000019 -0.0153521444960629 0.000235688340627996
0.00000273 0.00839588699999997 7.04909185167685E-05
0.00000273 0.016268902873016 0.000264677200691627
0.00000019 -0.00741661300000011 5.50061483917706E-05
0.00001680 -0.0153521444960629 0.000235688340627996
0.00000063 0.0163958869999999 0.000268825110516767
0.00001688 -0.0153521444960629 0.000235688340627996
0.00041937 0.00839588699999997 7.04909185167685E-05
0.00015575 -0.00754062093650791 5.68609641081014E-05
0.00000019 0.0163958869999999 0.000268825110516767
0.00083155 0.0161439184960631 0.000260626104407528
0.00000376 0.155434646689922 0.024159929391621
0.00007579 -0.0264497505838926 0.000699589305950129
0.00015254 -0.0340868716206897 0.00116191481688538
0.00001016 -0.0138898272857142 0.000192927302026972
0.00001007 -0.0213432434347827 0.000455534040316393
0.00004121 0.000395887 1.56726516769E-07
0.00002757 -0.0218263352222223 0.000476388909232821
0.00001946 -0.0223313857272726 0.000498690788500236
0.00003128 -0.0073560509844961 5.4111486086506E-05
0.00053760 -0.0230416130000001 0.000530915929641771
0.00000408 0.032395887 0.00104949349451677
0.00001680 -0.0073560509844961 5.4111486086506E-05
0.00010501 -0.0230416130000001 0.000530915929641771
0.00004905 0.00839588699999997 7.04909185167685E-05
0.00000019 -0.00754062093650791 5.68609641081014E-05
0.00001062 0.0243958870000001 0.000595159302516772
0.00000831 0.0160208869999999 0.000256668820266767
0.00004815 -0.0303733437692308 0.000922540011723871
0.00001673 0.00833239493650791 6.94288053779426E-05
0.00004292 -0.0153521444960629 0.000235688340627996
0.00000838 0.0243958870000001 0.000595159302516772
0.00004866 -0.0152291130000001 0.000231925882766772
0.00002845 -0.0392866526825397 0.0015434410789985
0.00002020 0.0169248126198348 0.000286449282216519
0.00000019 0.016656049601626 0.000277423988331824
0.00000831 -0.00760411299999997 5.78225345167686E-05
0.00000063 0.0487829837741935 0.00237977950591323
0.00064187 0.131165117769231 0.0172042881194162
0.00002721 0.0752258189727892 0.00565892384012685
0.00004597 -0.0122623408481013 0.000150365003075015
0.00101047 0.00680614341025639 4.63235881209764E-05
0.00017288 -0.0505595270127388 0.00255626577175186
0.00012719 -0.0398725693758389 0.00158982178863109
0.00018110 0.000395887 1.56726516769E-07
0.00138678 -0.034569147965035 0.00119502599102848
0.00240819 0.0148886406231884 0.000221671619606454
0.00000038 0.000395887 1.56726516769E-07
0.00109403 0.0218244584285715 0.000476306985700445
0.00108920 0.035360921965035 0.00125039480221729
0.00108252 -0.0131176265135136 0.000172072125348035
0.00008201 0.000395887 1.56726516769E-07
0.00016196 -0.0133027431369863 0.000176962974968635
0.00011449 -0.0343263352222222 0.00117829728978837
0.00063789 -0.0211868468129497 0.000448882477875396
0.00118480 0.000395887 1.56726516769E-07
0.00140860 0.00774882817647056 6.00443381084641E-05
0.00253886 -0.0142026531459854 0.000201715356385168
0.00000019 0.0818773684814815 0.00670390346945229
0.00004906 -0.0338506883424658 0.00114586910125875
0.00000190 -0.00669631158156026 4.4840588797338E-05
0.00000026 -0.00674697014285712 4.55216061086054E-05
0.00008136 0.00759013160431652 5.76100977708445E-05
0.00009738 -0.0138898272857142 0.000192927302026972
0.00009531 0.00764226381159418 5.8404196166002E-05
0.00017768 -0.0211868468129497 0.000448882477875396
0.00000502 -0.00695705417647056 4.84006028143465E-05
0.00002465 -0.00701152040740738 4.91614184234902E-05
0.00004698 -0.0145294861343284 0.000211105967327642
0.00000019 0.000395887 1.56726516769E-07
0.00014949 0.00797164457575768 6.35471172422069E-05
0.00000175 0.00791468399248118 6.26422227008378E-05
0.00002401 0.0227839467014925 0.000519108227296449
0.00008852 0.000395887 1.56726516769E-07
0.00001679 0.0222936972189782 0.000497008935691474
0.00009001 -0.0353183987142857 0.00124738928774126
0.00004504 0.0226181092222223 0.000511578864788376
0.00014351 0.0221350174347825 0.000489958996838127
0.00016106 -0.0208807087446808 0.000436003997680188
0.00073173 0.0148886406231884 0.000221671619606454
0.00003145 0.000395887 1.56726516769E-07
0.00003111 -0.0138898272857142 0.000192927302026972
0.00002247 0.036627771057971 0.00134159361267514
0.00005318 -0.00659711999300709 4.35219922021339E-05
0.00000914 -0.0277731270845069 0.000771346588052173
0.00000166 -0.00685048981159431 4.69292106587574E-05
0.00000903 -0.00690338307299268 4.76566978524818E-05
0.00013351 -0.00695705417647056 4.84006028143465E-05
0.00003015 0.000395887 1.56726516769E-07
0.00002976 -0.00701152040740738 4.91614184234902E-05
0.00000431 0.0153212601343283 0.000234741012103758
0.00000153 0.0151017693529413 0.000228063437589436
0.00002083 0.000395887 1.56726516769E-07
0.00000831 -0.00685048981159431 4.69292106587574E-05
0.00000019 -0.00690338307299268 4.76566978524818E-05
0.00002046 -0.0143099953529411 0.000204775967001197
0.00000015 0.0227839467014925 0.000519108227296449
0.00000430 -0.0142026531459854 0.000201715356385168
0.00000015 0.000395887 1.56726516769E-07
0.00000019 0.0448403314444444 0.00201065532404763
0.00002830 -0.0208807087446808 0.000436003997680188
0.00005988 -0.00685048981159431 4.69292106587574E-05
0.00001963 -0.00690338307299268 4.76566978524818E-05
0.00000153 0.00774882817647056 6.00443381084641E-05
0.00002723 -0.0142026531459854 0.000201715356385168
0.00000152 0.000395887 1.56726516769E-07
0.00000019 0.000395887 1.56726516769E-07
0.00000391 -0.00701152040740738 4.91614184234902E-05
0.00000019 0.000395887 1.56726516769E-07
0.00000019 0.000395887 1.56726516769E-07
0.00000389 0.0153212601343283 0.000234741012103758
0.00015431 -0.0290158777058824 0.000841921159042722
0.00000141 0.000395887 1.56726516769E-07
0.00000019 0.000395887 1.56726516769E-07
0.00000140 -0.0147556281515151 0.000217728562145785
0.00000781 -0.0149887283846153 0.000224661978587773
0.00035798 -0.00741661300000011 5.50061483917706E-05
0.00001375 0.00826990274803161 6.83912914619007E-05
0.00020737 0.0160208869999999 0.000256668820266767
0.00000019 -0.0149887283846153 0.000224661978587773
0.00000160 -0.0152291130000001 0.000231925882766772
0.00002118 0.00833239493650791 6.94288053779426E-05
0.00000433 0.0161439184960631 0.000260626104407528
0.00000019 -0.0151079889689923 0.000228251330687194
0.00000154 0.00826990274803161 6.83912914619007E-05
0.00000441 -0.00741661300000011 5.50061483917706E-05
0.00000016 0.000395887 1.56726516769E-07
0.00009242 0.00826990274803161 6.83912914619007E-05
0.00000448 0.0550833869999999 0.00303417952339176
0.00000019 -0.00701152040740738 4.91614184234902E-05
0.00000441 -0.0369175458358209 0.00136290519053994
0.00000874 0.0081478249844961 6.63870519779788E-05
0.00042706 0.0157805023846153 0.00024902425551085
0.00007562 -0.00717987057575755 5.1550541484629E-05
0.00000160 -0.014871288572519 0.000221155223807135
0.00000441 -0.0073560509844961 5.4111486086506E-05
0.00000847 0.000395887 1.56726516769E-07
0.00000160 0.000395887 1.56726516769E-07
0.00000428 0.00820838699999997 6.73776171417685E-05
0.00000019 -0.0151079889689923 0.000228251330687194
0.00000425 0.0161439184960631 0.000260626104407528
0.00001405 0.0314036389379845 0.000986188538547298
0.00000016 -0.00712290999248131 5.07358467609901E-05
0.00000019 -0.00717987057575755 5.1550541484629E-05
0.00001411 -0.00723770078625951 5.23843126714216E-05
0.00000019 -0.00729642069230767 5.32377549191355E-05
0.00000441 -0.0151079889689923 0.000228251330687194
0.00000019 0.000395887 1.56726516769E-07
0.00000016 0.00826990274803161 6.83912914619007E-05
0.00009187 0.0160208869999999 0.000256668820266767
0.00003865 0.0388574254615385 0.00150989951349902
0.00001411 0.0596551462592593 0.00355873647521362
0.00000016 -0.034569147965035 0.00119502599102848
0.00007683 0.000395887 1.56726516769E-07
0.00005086 0.000395887 1.56726516769E-07
0.00000844 0.000395887 1.56726516769E-07
0.00016560 -0.0140968666231885 0.000198721648591965
0.00006040 -0.0143099953529411 0.000204775967001197
0.00002824 0.00785857356716415 6.17571785105311E-05
0.00000832 0.0522477388518518 0.0027298262151313
0.00000836 -0.0348153806056338 0.00121211072671514
0.00010593 -0.021501923218978 0.000462332702114826
0.00010726 0.00785857356716415 6.17571785105311E-05
0.00001381 -0.0218263352222223 0.000476388909232821
0.00001389 -0.0299071433030302 0.000894437220547984
0.00001397 -0.00741661300000011 5.50061483917706E-05
0.00000016 0.0555139972362206 0.0030818038891431
0.00003883 -0.0219921727014926 0.000483655660132276
0.00000153 -0.00723770078625951 5.23843126714216E-05
0.00082291 -0.00729642069230767 5.32377549191355E-05
0.00000816 -0.0228599269534884 0.000522576260318827
0.00000014 0.000395887 1.56726516769E-07
0.00000019 0.016268902873016 0.000264677200691627
0.00000014 0.00820838699999997 6.73776171417685E-05
0.00002004 0.0391555769224806 0.0015331592041323
0.00000155 -0.0145294861343284 0.000211105967327642
0.00022698 -0.0223313857272726 0.000498690788500236
0.00000015 0.000395887 1.56726516769E-07
0.00002851 0.0081478249844961 6.63870519779788E-05
0.00004885 -0.0534502668461538 0.00285693102592505
0.00000433 0.00852596830081298 7.26921354664677E-05
0.00028766 -0.00766862912903223 5.88078727186416E-05
0.00019193 0.016656049601626 0.000277423988331824
0.00000422 -0.031604113 0.000998819958516771
0.00023433 0.00866034980991732 7.50016588301351E-05
0.00000855 -0.0159975556229508 0.000255921785909403
0.00247634 -0.0412707796666667 0.00170327725429455
0.00213280 0.00909153917391301 8.26560845507949E-05
0.00006355 0.000395887 1.56726516769E-07
0.00254335 0.000395887 1.56726516769E-07
0.00254335 0.000395887 1.56726516769E-07
0.00252940 -0.0254661819655171 0.000648526423900831
0.00195041 0.00924544452212386 8.54782444116701E-05
0.00025054 0.00916781682456137 8.40488653287105E-05
0.00254335 0.000395887 1.56726516769E-07
0.00014884 -0.0343867216956522 0.00118244662897424
0.00186860 0.000395887 1.56726516769E-07
0.00002929 0.0184139050180181 0.000339071898012593
0.00000032 -0.0173032280442479 0.000299401700751246
0.00002950 0.000395887 1.56726516769E-07
0.00002110 0.000395887 1.56726516769E-07
0.00000019 0.000395887 1.56726516769E-07
0.00002087 0.0184139050180181 0.000339071898012593
0.00059751 0.000395887 1.56726516769E-07
0.00000029 0.00924544452212386 8.54782444116701E-05
0.00006885 0.000395887 1.56726516769E-07
0.00028480 0.0179397466491227 0.000321834509834711
0.00083341 0.00901657665517238 8.12986545785996E-05
0.00009350 0.0174899040940172 0.000305896745217919
0.00006006 -0.0248141970336135 0.000615744374422993
0.00000500 0.00901657665517238 8.12986545785996E-05
0.00027862 0.00894289554700867 7.99753807647075E-05
0.00013112 0.000395887 1.56726516769E-07
0.00001035 -0.0250278418135594 0.000626392865844551
0.00001084 0.0438741478695652 0.00192494085128047
0.00023526 0.0170625536666666 0.000291130737627878
0.00001709 -0.0159975556229508 0.000255921785909403
0.00135390 -0.0246041130000001 0.000605362376516772
0.00106192 0.000395887 1.56726516769E-07
0.00000023 0.0174899040940172 0.000305896745217919
0.00046079 -0.0164108356890757 0.000269315528013841
0.00016799 -0.00815112154700852 6.64407824741065E-05
0.00594189 -0.00822480265517238 6.76473787165307E-05
0.00120985 0.104743713086956 0.0109712454312427
0.00001240 -0.046848207488189 0.0021947545448564
0.00000019 0.0582471266694216 0.00339272776524364
0.00000576 0.000395887 1.56726516769E-07
0.00005562 0.0160208869999999 0.000256668820266767
0.00036625 -0.0457579591538461 0.00209379082592505
0.00003831 0.0487829837741935 0.00237977950591323
0.00000558 -0.0303733437692308 0.000922540011723871
0.00005337 0.000395887 1.56726516769E-07
0.00019230 -0.0234136368095237 0.000548198388648284
0.00001122 0.0247861309024389 0.000614352285112838
0.00006784 -0.0154771288730158 0.00023954151815194
0.00004009 -0.0157331452580646 0.000247531859711361
0.00248878 -0.0651778834918032 0.00424815649647107
0.00049657 0.0354836062982456 0.0012590863159289
0.00245702 -0.0250278418135594 0.000626392865844551
0.00242199 -0.0256910695217392 0.000660031053170836
0.00003873 0.0361101727142857 0.00130394457345555
0.00070997 0.000395887 1.56726516769E-07
0.00041501 -0.0168454923103448 0.000283770611177885
0.00018650 0.000395887 1.56726516769E-07
0.00000019 0.000395887 1.56726516769E-07
0.00044311 -0.0259199024736843 0.000671841344245304
0.00006383 0.0184139050180181 0.000339071898012593
0.00236477 0.0180950020442477 0.000327429098981329
0.00004098 0.00909153917391301 8.26560845507949E-05
0.00002092 0.000395887 1.56726516769E-07
0.00001950 -0.00822480265517238 6.76473787165307E-05
0.00003101 0.000395887 1.56726516769E-07
0.00023941 -0.00829976517391301 6.88861019420993E-05
0.00014819 0.0267116764736841 0.000713513660034769
0.00008967 0.0431309297350427 0.00186027709980919
0.00005321 -0.0159975556229508 0.000255921785909403
0.00000201 -0.0162707796666666 0.000264738270961211
0.00002886 0.000395887 1.56726516769E-07
0.00004251 0.000395887 1.56726516769E-07
0.00000031 -0.00807868927118656 6.52652203403848E-05
0.00000031 0.000395887 1.56726516769E-07
0.00001145 0.000395887 1.56726516769E-07
0.00005390 0.000395887 1.56726516769E-07
0.00000203 0.0345839211880342 0.00119604760474016
0.00000019 0.0334537382396694 0.00111915260220832
0.00000204 -0.0236041130000001 0.000557154150516772
0.00002929 0.000395887 1.56726516769E-07
0.00046614 0.0167893296229509 0.000281881589188097
0.00008550 -0.0237976613870968 0.000566328687494919
0.00001240 0.000395887 1.56726516769E-07
0.00001229 -0.00786857580991733 6.19144852764161E-05
0.00254335 -0.116270779666667 0.0135188942042946
0.00175393 0.0664336228490567 0.00441342624485071
0.00040940 -0.0350023430884956 0.00122516402168476
0.00066724 0.0646160704862385 0.00417523656508254
0.00017495 0.000395887 1.56726516769E-07
0.00007069 -0.0168454923103448 0.000283770611177885
0.00002110 0.000395887 1.56726516769E-07
0.00009155 -0.00837604282456137 7.0158093398886E-05
0.00012821 -0.00845367052212402 7.14645452966286E-05
0.00002956 0.0271816012857143 0.000738839448455548
0.00000597 -0.016995417347826 0.000288844210826786
0.00000599 0.0180950020442477 0.000327429098981329
0.00001199 -0.0604736782173912 0.00365706575714058
0.00005661 -0.00886337225925939 7.85593678062089E-05
0.00025265 0.0190874757850468 0.000364331731844749
0.00000595 0.000395887 1.56726516769E-07
0.00001985 0.000395887 1.56726516769E-07
0.00009350 -0.0179527368532111 0.000322300760520644
0.00007109 0.000395887 1.56726516769E-07
0.00003155 0.0097416813925235 9.49003563534385E-05
0.00001182 0.00965514625925922 9.32218492876874E-05
0.00000033 0.000395887 1.56726516769E-07
0.00031119 0.00957019892660547 9.15887074948005E-05
0.00000019 -0.0268768402727273 0.000722364543045698
0.00000237 0.000395887 1.56726516769E-07
0.00002996 0.0564706533551403 0.00318893469035642
0.00001888 -0.00845367052212402 7.14645452966286E-05
0.00000030 -0.0174612558571428 0.000304895456108603
0.00005331 0.000395887 1.56726516769E-07
0.00005585 -0.00869502209090906 7.56034091613966E-05
0.00048918 0.000395887 1.56726516769E-07
0.00001094 0.000395887 1.56726516769E-07
0.00003968 0.00957019892660547 9.15887074948005E-05
0.00031384 -0.00869502209090906 7.56034091613966E-05
0.00037126 0.0187445108532109 0.000351356687126143
0.00073499 -0.017622131018018 0.00031053950161619
0.00008136 -0.036301360706422 0.00131778878913776
0.00009738 -0.018651732047619 0.000347887108376177
0.00009531 0.0198133627281553 0.000392569342597452
0.00000019 0.000395887 1.56726516769E-07
0.00073394 -0.00912792252380949 8.33189696006686E-05
0.00021660 0.000395887 1.56726516769E-07
0.00000179 0.0100112716153846 0.000100225559357005
0.00010916 -0.0281755415714286 0.000793861142843304
0.00000975 -0.0388197992745097 0.00150697681571322
0.00485479 0.020804050265306 0.000432808507441381
0.00005326 0.010395887 0.000108074466516768
0.00000028 -0.0194060931980197 0.000376596453210228
0.00006552 0.0104968971010101 0.000110184848749194
0.00028362 -0.0296041130000001 0.000876403506516773
0.00000631 0.0107051653505156 0.00011460056518188
0.00000571 0.010599968632653 0.000112359335013228
0.00008784 -0.0198061332020203 0.000392282912416171
0.00000019 -0.0305319480515463 0.000932199851822321
0.00019970 0.0110341848723404 0.000121753235796985
0.00042522 -0.0206567445789473 0.000426701096599868
0.00023799 0.0219012633440859 0.000479665336067003
0.00001139 -0.0311830603684211 0.000972383253940597
0.00001856 0.033004582652174 0.00108930247604418
0.00024355 0.0319748343684211 0.00102239003288797
0.00006178 0.000395887 1.56726516769E-07
0.00000025 0.000395887 1.56726516769E-07
0.00000019 0.000395887 1.56726516769E-07
0.00003734 -0.0200122762653062 0.000400491201318939
0.00007723 0.000395887 1.56726516769E-07
0.00004880 0.000395887 1.56726516769E-07
0.00000026 -0.0100207796666666 0.000100416025127879
0.00000211 0.000395887 1.56726516769E-07
0.00006321 -0.0206567445789473 0.000426701096599868
0.00000214 0.000395887 1.56726516769E-07
0.00000213 0.0434066396881719 0.00188413636901878
0.00001064 -0.0202226697010308 0.000408956369836991
0.00000579 -0.0311830603684211 0.000972383253940597
0.00001064 0.000395887 1.56726516769E-07
0.00000579 0.000395887 1.56726516769E-07
0.00011857 -0.0126475912608695 0.000159961564702022
0.00013516 0.0180170323744494 0.000324613455581956
0.00002651 -0.025578138974026 0.000654241193374588
0.00003175 -0.00404855744444435 1.63908173809658E-05
0.00003046 -0.0397826844285716 0.00158266198034331
0.00001126 0.0120237939767441 0.000144571621595189
0.00000270 -0.00879951529885058 7.74314694947055E-05
0.00015776 0.0630408986009282 0.00397415489641251
0.00009458 -0.0258049863624454 0.000665897321165995
0.00003673 0.0183331067309417 0.000336102802408101
0.00000141 -0.00841468568722468 7.08069352147839E-05
0.00000010 0.0137292203333332 0.000188491490961211
0.00013812 -0.012762007736842 0.000162868841475216
0.00008135 0.0337292203333334 0.00113766030429455
0.00035038 0.0154496504408601 0.000238691698744768
0.00000019 -0.0144346214745761 0.000208358297114295
0.00010477 -0.0533675538602151 0.00284809580502295
0.00253338 -0.0677859311818184 0.00459493246618621
0.00000441 0.0613714967560976 0.00376646061408369
0.00188440 -0.0432822739195401 0.0018733552356461
0.00125540 -0.0164310360769231 0.00026997894656115
0.00128434 -0.00938406410024451 8.80606590374978E-05
0.00002087 0.00286502280246908 8.2083556586678E-06
0.00000652 -0.0143824381231526 0.000206854526366314
0.00027006 0.0153958869999999 0.000237033336516766
0.00148940 0.101381108674877 0.0102781291961472
0.00499374 0.0115815693266219 0.000134132748067349
0.00000040 0.00703305514159298 4.94638646246874E-05
0.00002000 0.206989293593407 0.0428445676622975
0.00015881 -0.0524274281183971 0.00274863521910969
0.00002250 -0.0188348822307693 0.00035475278864695
0.00006438 0.0101998085686276 0.000104036094836649
 0.00010501 -0.00931285086407781 8.67291912165548E-05
0.00010702 -0.00940803456862742 8.85111144444885E-05
0.00010477 0.0380196493762377 0.00144549373869205
0.130381531 0.35161779240256

Probablities Value at this Sreial Value

0.05 24 -0.0227544910179641
0.05 24 -0.034965034965035

Numerator Values Numbers (n) Result

0.205050312022726 475 0.000431684867416265
0.130381530698291 475 0.000274487433049034
0.130381530698291 475 0.0165676622686797
-0.0272538044319781
-27253.8044319781

Numerator Values Numbers (n) Result

-0.18804632458238 475 -0.0003958869991208
0.351617792402564 475 0.000740247984005397
0.351617792402564 475 0.0272074986723403
-0.0447563353159997
-44756.3353159997

Numerator Values Denominator Values Result

0.0352425660647739 475 0.000074194876
0.000074195 0.00045076464917889 0.164597814094325
+ 2W1W2σkesc σkaddu r (kesc,kaddu) 0.0002281823
0.0151057042205916
-0.0248488834428732
-24848.8834428732
-0.0248488834428732 -0.0555637925432336
 -0.0248488834428732 -0.111127585086467
-0.0248488834428732 -0.39289534495763

x0.000740248x0.23)= 0.0002019024615

Variance Weight(w1,w2) Covariance(Rk,Rp)

0.000274487 0.77 0.0002113550
0.000740248 0.23 0.0001702570

MVAR IVAR
0.0273366212 273.366211792899
0.0448923733 448.923732943581

Weighted Values CVAR % Contribution to VAR

770000 21049.1983080532 67.0902668326
230000 10325.2458577024 32.9097331674
1000000
Σ= 31374.4441657556

ddu²+ 2W1W2σkesc σkaddu r (kesc,kaddu)

W1)²(0.0007402479)+2(W1)(1-W1)(0.016567662)(0.027207499)(0.164597814)
332106W1 + 0.000740248

2106 so W1 =0.001332106/0.00173269= 0.7688=.77

332106W1 + 0.000740248
01332106(0.77) + 0.000740248
 Asceding Order Ascnding Order
Kot Addu Power Returns K.E.S.C. Returns Kot Addu Power Returns Serial No
-0.0266666666666667 -0.08662280701754 -0.116666666666667 1
0 -0.07665198237885 -0.0681818181818183 2
0.0136986301369864 -0.07023474178404 -0.0655737704918032 3
-0.00675675675675685 -0.06924460431655 -0.0608695652173912 4
-0.0136054421768707 -0.05 -0.0538461538461538 5
0 -0.05 -0.0537634408602151 6
0.00689655172413791 -0.05 -0.0528233151183971 7
-0.00684931506849313 -0.05 -0.0509554140127388 8
-0.00689655172413791 -0.04995539696699 -0.0472440944881889 9
0.00694444444444442 -0.04990099009901 -0.0461538461538461 10
0.0206896551724138 -0.04986149584488 -0.0436781609195401 11
0 -0.04945598417409 -0.0416666666666667 12
0.0405405405405405 -0.04933110367893 -0.0402684563758389 13
0.00649350649350647 -0.04373177842566 -0.0401785714285716 14
-0.00645161290322578 -0.03636363636364 -0.0396825396825397 15
0.12987012987013 -0.03614457831325 -0.03954802259887 16
0.0172413793103449 -0.035 -0.0392156862745097 17
0 -0.03435114503817 -0.0373134328358209 18
-0.03954802259887 -0.03398926654741 -0.036697247706422 19
0.0117647058823529 -0.0310421286031 -0.0357142857142857 20
-0.0290697674418605 -0.03061224489796 -0.0353982300884956 21
0 -0.02667893284269 -0.0352112676056338 22
0 -0.02621359223301 -0.0350877192982457 23
0.0119760479041916 -0.02275449101796 -0.034965034965035 24
0.0177514792899409 -0.02217294900222 -0.034965034965035
0 -0.02185223725286 -0.0347826086956522
0 -0.02061855670103 -0.0347222222222222
0 -0.01994017946162 -0.0344827586206897
-0.00581395348837197 -0.01980198019802 -0.0342465753424658
-0.0350877192982457 -0.01958525345622 -0.0326797385620915
-0.0242424242424242 -0.01848874598071 -0.032
0.00621118012422347 -0.01828681424447 -0.0315789473684211
 -0.0123456790123456 -0.01791713325868 -0.0315789473684211
0 -0.01652892561983 -0.0309278350515463
0.00625000000000009 -0.01640926640927 -0.0307692307692308
-0.00621118012422369 -0.01635514018692 -0.0307692307692308
-0.01875 -0.01626016260163 -0.0307692307692308
-0.0127388535031847 -0.01515151515152 -0.0303030303030302
0 -0.01499531396439 -0.0300000000000001
0.00645161290322578 -0.01487603305785 -0.0294117647058824
-0.0192307692307692 -0.01463414634146 -0.0290697674418605
-0.0326797385620915 -0.01428571428571 -0.0285714285714286
0.00675675675675673 -0.01405152224824 -0.0281690140845069
0.046979865771812 -0.0139687756779 -0.0272727272727273
-0.0256410256410257 -0.01343570057582 -0.0272108843537414
-0.0131578947368421 -0.01322482197355 -0.0268456375838926
0.00666666666666664 -0.01315789473684 -0.0266666666666667
-0.0132450331125827 -0.01283547257876 -0.0263157894736843
0 -0.01279527559055 -0.0262008733624454
-0.0134228187919464 -0.01271676300578 -0.0260869565217392
0 -0.0122591943958 -0.025974025974026
-0.00680272108843535 -0.01217038539554 -0.0258620689655171
0.0273972602739726 -0.01204819277108 -0.0256410256410257
-0.0133333333333333 -0.01199040767386 -0.0254237288135594
0 -0.01197604790419 -0.0254237288135594
-0.00675675675675685 -0.0119189511323 -0.0252100840336135
-0.0272108843537414 -0.01190476190476 -0.0250000000000001
0 -0.01174168297456 -0.0242424242424242
0.00699300699300697 -0.01140250855188 -0.0241935483870968
0 -0.01132075471698 -0.0240000000000001
0.0208333333333333 -0.01119402985075 -0.0238095238095237
-0.0136054421768707 -0.01101928374656 -0.0234375000000001
-0.0137931034482758 -0.01089108910891 -0.0234375000000001
0.00699300699300697 -0.01086956521739 -0.0232558139534884
0.00694444444444442 -0.01084598698482 -0.0227272727272726
-0.0137931034482758 -0.00991325898389 -0.0227272727272726
-0.00699300699300709 -0.00986031224322 -0.0225563909774437
0 -0.00981595092025 -0.0223880597014926
0.0140845070422536 -0.00981595092025 -0.0222222222222223
0.0277777777777778 -0.00980392156863 -0.0222222222222223
-0.0202702702702703 -0.00980392156863 -0.021897810218978
0 -0.00959232613909 -0.0217391304347827
-0.00689655172413791 -0.0092936802974 -0.0215827338129497
-0.013888888888889 -0.00924855491329 -0.0215827338129497
0 -0.00918196994992 -0.0215827338129497
-0.00704225352112674 -0.00897666068223 -0.0212765957446808
0.00709219858156026 -0.00881488736533 -0.0212765957446808
 0.0211267605633803 -0.00879120879121 -0.0212765957446808
-0.0206896551724138 -0.00858778625954 -0.0210526315789473
0.0140845070422536 -0.008356545961 -0.0210526315789473
-0.0208333333333334 -0.00833333333333 -0.0208333333333334
-0.0212765957446808 -0.00827423167849 -0.0206896551724138
-0.00724637681159431 -0.00826446280992 -0.0206185567010309
0.0145985401459855 -0.0080738177624 -0.0204081632653062
-0.0215827338129497 -0.008 -0.0202702702702703
-0.0147058823529411 -0.00797607178465 -0.0202020202020203
0 -0.00780487804878 -0.0198019801980197
-0.00746268656716415 -0.00780379041249 -0.0192307692307693
-0.0225563909774437 -0.00766283524904 -0.0192307692307692
0 -0.00751879699248 -0.019047619047619
0 -0.00742804085422 -0.01875
0 -0.00709219858156 -0.0183486238532111
-0.0307692307692308 -0.00691016781836 -0.018018018018018
0.00793650793650791 -0.00686947988224 -0.0178571428571428
-0.0157480314960629 -0.00686274509804 -0.0176991150442479
0.00799999999999997 -0.00686106346484 -0.017391304347826
0.015873015873016 -0.00657276995305 -0.0172413793103448
-0.00781250000000011 -0.00655737704918 -0.0172413793103448
-0.0157480314960629 -0.0065543071161 -0.0168269230769231
0.0159999999999999 -0.00652883569097 -0.0168067226890757
-0.0157480314960629 -0.00611995104039 -0.0166666666666666
0.00799999999999997 -0.00606060606061 -0.0163934426229508
-0.00793650793650791 -0.00602409638554 -0.0163934426229508
0.0159999999999999 -0.0059880239521 -0.0163934426229508
0.0157480314960631 -0.00597014925373 -0.0161290322580646
0.155038759689922 -0.00589970501475 -0.0158730158730158
-0.0268456375838926 -0.00581395348837 -0.0157480314960629
-0.0344827586206897 -0.00579950289975 -0.0157480314960629
-0.0142857142857142 -0.00579150579151 -0.0157480314960629
-0.0217391304347827 -0.00578512396694 -0.0157480314960629
0 -0.00575815738964 -0.0156250000000001
-0.0222222222222223 -0.00572082379863 -0.0156250000000001
-0.0227272727272726 -0.00562851782364 -0.0155038759689923
-0.0077519379844961 -0.00550055005501 -0.0155038759689923
-0.0234375000000001 -0.00546448087432 -0.0155038759689923
0.032 -0.00514579759863 -0.0153846153846153
-0.0077519379844961 -0.00508762012436 -0.0153846153846153
-0.0234375000000001 -0.00500500500501 -0.015267175572519
0.00799999999999997 -0.005 -0.0151515151515151
-0.00793650793650791 -0.00498007968127 -0.0149253731343284
0.0240000000000001 -0.00498007968127 -0.0149253731343284
0.0156249999999999 -0.00494071146245 -0.0148305084745761
 -0.0307692307692308 -0.00490196078431 -0.0147783251231526
0.00793650793650791 -0.00488201790073 -0.0147058823529411
-0.0157480314960629 -0.00481927710843 -0.0147058823529411
0.0240000000000001 -0.00478468899522 -0.0147058823529411
-0.0156250000000001 -0.00471698113208 -0.0145985401459854
-0.0396825396825397 -0.00460299194476 -0.0145985401459854
0.0165289256198348 -0.00460299194476 -0.0145985401459854
0.016260162601626 -0.00453309156845 -0.0144927536231885
-0.00799999999999997 -0.00449438202247 -0.0142857142857142
0.0483870967741935 -0.00446827524576 -0.0142857142857142
0.130769230769231 -0.00442477876106 -0.0142857142857142
0.0748299319727892 -0.00431211498973 -0.013888888888889
-0.0126582278481013 -0.00417014178482 -0.0137931034482758
0.00641025641025639 -0.00404530744337 -0.0137931034482758
-0.0509554140127388 -0.0040404040404 -0.0136986301369863
-0.0402684563758389 -0.00402414486922 -0.0136054421768707
0 -0.00398406374502 -0.0136054421768707
-0.034965034965035 -0.00391389432485 -0.0135135135135136
0.0144927536231884 -0.00367647058824 -0.0134228187919464
0 -0.00366748166259 -0.0133333333333333
0.0214285714285715 -0.00366748166259 -0.0132450331125827
0.034965034965035 -0.00365853658537 -0.0131578947368421
-0.0135135135135136 -0.00364520048603 -0.013157894736842
0 -0.00363636363636 -0.0130434782608695
-0.0136986301369863 -0.00363636363636 -0.0127388535031847
-0.0347222222222222 -0.00342075256556 -0.0126582278481013
-0.0215827338129497 -0.00340909090909 -0.0123456790123456
0 -0.00338600451467 -0.0104166666666666
0.00735294117647056 -0.00333333333333 -0.00980392156862742
-0.0145985401459854 -0.00332502078138 -0.00977995110024451
0.0814814814814815 -0.00332502078138 -0.00970873786407781
-0.0342465753424658 -0.00331674958541 -0.00952380952380949
-0.00709219858156026 -0.00330578512397 -0.00925925925925939
-0.00714285714285712 -0.00329489291598 -0.00919540229885058
0.00719424460431652 -0.00328407224959 -0.00909090909090906
-0.0142857142857142 -0.003276003276 -0.00909090909090906
0.00724637681159418 -0.0030303030303 -0.00884955752212402
-0.0215827338129497 -0.00300601202405 -0.00884955752212402
-0.00735294117647056 -0.00295275590551 -0.00881057268722468
-0.00740740740740738 -0.00291828793774 -0.00877192982456137
-0.0149253731343284 -0.00287631831256 -0.00869565217391301
0 -0.00283018867925 -0.00862068965517238
0.00757575757575768 -0.00283018867925 -0.00862068965517238
0.00751879699248118 -0.00278551532033 -0.00854700854700852
0.0223880597014925 -0.00269058295964 -0.00847457627118656
 0 -0.00252525252525 -0.00826446280991733
0.0218978102189782 -0.00246305418719 -0.00806451612903223
-0.0357142857142857 -0.00245901639344 -0.00799999999999997
0.0222222222222223 -0.00245298446443 -0.00793650793650791
0.0217391304347825 -0.00245098039216 -0.00793650793650791
-0.0212765957446808 -0.00245098039216 -0.00781250000000011
0.0144927536231884 -0.00243309002433 -0.00781250000000011
0 -0.00242522231205 -0.00781250000000011
-0.0142857142857142 -0.00237529691211 -0.00781250000000011
0.036231884057971 -0.002331002331 -0.0077519379844961
-0.00699300699300709 -0.00232558139535 -0.0077519379844961
-0.0281690140845069 -0.00230680507497 -0.0077519379844961
-0.00724637681159431 -0.00201612903226 -0.00769230769230767
-0.00729927007299268 -0.00201207243461 -0.00769230769230767
-0.00735294117647056 -0.00200803212851 -0.00763358778625952
0 -0.00196850393701 -0.00763358778625952
-0.00740740740740738 -0.00195694716243 -0.00757575757575755
0.0149253731343283 -0.0019305019305 -0.00757575757575755
0.0147058823529413 -0.00180995475113 -0.00751879699248131
0 -0.00180342651037 -0.00746268656716415
-0.00724637681159431 -0.0016849199663 -0.00740740740740738
-0.00729927007299268 -0.00166805671393 -0.00740740740740738
-0.0147058823529411 -0.00166805671393 -0.00740740740740738
0.0223880597014925 -0.00166805671393 -0.00740740740740738
-0.0145985401459854 -0.00166736140058 -0.00735294117647056
0 -0.0016501650165 -0.00735294117647056
0.0444444444444444 -0.00164203612479 -0.00729927007299268
-0.0212765957446808 -0.001221001221 -0.00729927007299268
-0.00724637681159431 -0.00121951219512 -0.00729927007299268
-0.00729927007299268 -0.00121951219512 -0.00724637681159431
0.00735294117647056 -0.00116959064327 -0.00724637681159431
-0.0145985401459854 -0.00116822429907 -0.00724637681159431
0 -0.00116144018583 -0.00724637681159431
0 -0.00110741971207 -0.00714285714285712
-0.00740740740740738 -0.00099502487562 -0.00709219858156026
0 -0.00099403578529 -0.00704225352112674
0 -0.00098716683119 -0.00699300699300709
0.0149253731343283 -0.00094517958412 -0.00699300699300709
-0.0294117647058824 -0.00090579710145 -0.00689655172413791
0 -0.00089285714286 -0.00689655172413791
0 -0.00083333333333 -0.00684931506849313
-0.0151515151515151 -0.00083333333333 -0.00680272108843535
-0.0153846153846153 -0.00083263946711 -0.00675675675675685
-0.00781250000000011 -0.00081234768481 -0.00675675675675685
0.00787401574803161 -0.0008064516129 -0.00645161290322578
 0.0156249999999999 -0.0008025682183 -0.00621118012422369
-0.0153846153846153 -0.00075471698113 -0.00581395348837197
-0.0156250000000001 -0.0002019793981 -0.00444444444444435
0.00793650793650791 0 0
0.0157480314960631 0 0
-0.0155038759689923 0 0
0.00787401574803161 0 0
-0.00781250000000011 0 0
0 0 0
0.00787401574803161 0 0
0.0546875 0 0
-0.00740740740740738 0 0
-0.0373134328358209 0 0
0.0077519379844961 0 0
0.0153846153846153 0 0
-0.00757575757575755 0 0
-0.015267175572519 0 0
-0.0077519379844961 0 0
0 0 0
0 0 0
0.00781249999999997 0 0
-0.0155038759689923 0 0
0.0157480314960631 0 0
0.0310077519379845 0 0
-0.00751879699248131 0 0
-0.00757575757575755 0 0
-0.00763358778625952 0 0
-0.00769230769230767 0 0
-0.0155038759689923 0 0
0 0 0
0.00787401574803161 0 0
0.0156249999999999 0 0
0.0384615384615385 0 0
0.0592592592592593 0 0
-0.034965034965035 0 0
0 0 0
0 0 0
0 0 0
-0.0144927536231885 0.00075528700906 0
-0.0147058823529411 0.00080971659919 0
0.00746268656716415 0.00081037277147 0
0.0518518518518518 0.00082169268694 0
-0.0352112676056338 0.00082236842105 0
-0.021897810218978 0.00082508250825 0
0.00746268656716415 0.00082918739635 0
 -0.0222222222222223 0.00083194675541 0
-0.0303030303030302 0.00083402835696 0
-0.00781250000000011 0.00083542188805 0
0.0551181102362206 0.00083542188805 0
-0.0223880597014926 0.00091324200913 0
-0.00763358778625952 0.00093545369504 0
-0.00769230769230767 0.0009425070688 0
-0.0232558139534884 0.00094607379376 0
0 0.00095877277085 0
0.015873015873016 0.00097087378641 0
0.00781249999999997 0.00098231827112 0
0.0387596899224806 0.00098522167488 0
-0.0149253731343284 0.00098619329389 0
-0.0227272727272726 0.001001001001 0
0 0.00100502512563 0
0.0077519379844961 0.00104821802935 0
-0.0538461538461538 0.00116279069767 0
0.00813008130081298 0.00119904076739 0
-0.00806451612903223 0.00120627261761 0
0.016260162601626 0.00121654501217 0
-0.032 0.00122699386503 0
0.00826446280991733 0.0012285012285 0
-0.0163934426229508 0.0016155088853 0
-0.0416666666666667 0.00161812297735 0
0.00869565217391301 0.00166666666667 0
0 0.00166805671393 0
0 0.00167084377611 0
0 0.00172117039587 0
-0.0258620689655171 0.00188323917137 0
0.00884955752212386 0.00189035916824 0
0.00877192982456137 0.00189393939394 0
0 0.00197238658777 0
-0.0347826086956522 0.00207547169811 0
0 0.00230946882217 0
0.0180180180180181 0.00231213872832 0
-0.0176991150442479 0.00236966824645 0
0 0.00240384615385 0
0 0.00240963855422 0
0 0.00245098039216 0
0.0180180180180181 0.00248550124275 0
0 0.00249376558603 0
0.00884955752212386 0.0025 0
0 0.00250836120401 0
0.0175438596491227 0.00251256281407 0
0.00862068965517238 0.00253164556962 0
 0.0170940170940172 0.00283822138127 0
-0.0252100840336135 0.00283822138127 0
0.00862068965517238 0.00294406280667 0
0.00854700854700867 0.00298507462687 0
0 0.00322580645161 0
-0.0254237288135594 0.00326441784548 0
0.0434782608695652 0.003314001657 0
0.0166666666666666 0.00333611342786 0
-0.0163934426229508 0.00334168755221 0
-0.0250000000000001 0.00335570469799 0.00246913580246908
0 0.00343642611684 0.00621118012422347
0.0170940170940172 0.00345423143351 0.00625000000000009
-0.0168067226890757 0.00360576923077 0.00641025641025639
-0.00854700854700852 0.00361881785283 0.00645161290322578
-0.00862068965517238 0.00365853658537 0.00649350649350647
0.104347826086956 0.00369003690037 0.00663716814159298
-0.0472440944881889 0.00372439478585 0.00666666666666664
0.0578512396694216 0.00378787878788 0.00675675675675673
0 0.00380589914367 0.00689655172413791
0.0156249999999999 0.00393700787402 0.00694444444444442
-0.0461538461538461 0.00395256916996 0.00694444444444442
0.0483870967741935 0.00395256916996 0.00699300699300697
-0.0307692307692308 0.00452898550725 0.00699300699300697
0 0.00456621004566 0.00709219858156026
-0.0238095238095237 0.00459770114943 0.00719424460431652
0.0243902439024389 0.00462427745665 0.00724637681159418
-0.0158730158730158 0.00473933649289 0.00735294117647056
-0.0161290322580646 0.00481927710843 0.00735294117647056
-0.0655737704918032 0.00484261501211 0.00746268656716415
0.0350877192982456 0.00486223662885 0.00746268656716415
-0.0254237288135594 0.00492610837438 0.00751879699248118
-0.0260869565217392 0.00495458298927 0.00757575757575768
0.0357142857142857 0.00499583680266 0.0077519379844961
0 0.005 0.0077519379844961
-0.0172413793103448 0.005 0.00781249999999997
0 0.00500500500501 0.00781249999999997
0 0.00502512562814 0.00787401574803161
-0.0263157894736843 0.00502512562814 0.00787401574803161
0.0180180180180181 0.0051724137931 0.00787401574803161
0.0176991150442477 0.00564971751412 0.00787401574803161
0.00869565217391301 0.00575184880855 0.00793650793650791
0 0.00577081615829 0.00793650793650791
-0.00862068965517238 0.00588730025231 0.00793650793650791
0 0.00590551181102 0.00799999999999997
-0.00869565217391301 0.00592216582064 0.00799999999999997
 0.0263157894736841 0.006 0.00799999999999997
0.0427350427350427 0.00601684717208 0.00813008130081298
-0.0163934426229508 0.00602409638554 0.00826446280991733
-0.0166666666666666 0.0060396893874 0.00854700854700867
0 0.00604838709677 0.00862068965517238
0 0.00605326876513 0.00862068965517238
-0.00847457627118656 0.0060663507109 0.00869565217391301
0 0.00654205607477 0.00869565217391301
0 0.00673076923077 0.00877192982456137
0 0.00695134061569 0.00884955752212386
0.0341880341880342 0.00714285714286 0.00884955752212386
0.0330578512396694 0.00721153846154 0.00917431192660547
-0.0240000000000001 0.00728597449909 0.00917431192660547
0 0.00729040097205 0.00925925925925923
0.0163934426229509 0.00737100737101 0.0093457943925235
-0.0241935483870968 0.00740740740741 0.00961538461538458
0 0.00743494423792 0.00980392156862759
-0.00826446280991733 0.00756302521008 0.00999999999999996
-0.116666666666667 0.00772946859903 0.0101010101010101
0.0660377358490567 0.00773694390716 0.010204081632653
-0.0353982300884956 0.00776053215078 0.0103092783505156
0.0642201834862385 0.00788954635108 0.0106382978723404
0 0.0079006772009 0.0111856823266219
-0.0172413793103448 0.00790513833992 0.0116279069767441
0 0.00816993464052 0.0117647058823529
-0.00877192982456137 0.00818181818182 0.0119760479041916
-0.00884955752212402 0.00820344544709 0.0133333333333332
0.0267857142857143 0.00840336134454 0.0136986301369864
-0.017391304347826 0.00840336134454 0.0140845070422536
0.0176991150442477 0.00842105263158 0.0140845070422536
-0.0608695652173912 0.00845535161889 0.0144927536231884
-0.00925925925925939 0.00872938894277 0.0144927536231884
0.0186915887850468 0.0093131548312 0.0145985401459855
0 0.00945179584121 0.0147058823529413
0 0.00945179584121 0.0149253731343283
-0.0183486238532111 0.00945626477541 0.0149253731343283
0 0.00948766603416 0.0149999999999999
0.0093457943925235 0.00968523002421 0.0150537634408601
0.00925925925925923 0.00980392156863 0.0153846153846153
0 0.00989010989011 0.0156249999999999
0.00917431192660547 0.00990099009901 0.0156249999999999
-0.0272727272727273 0.00991884580703 0.0156249999999999
0 0.01 0.0156249999999999
0.0560747663551403 0.01001669449082 0.0157480314960631
-0.00884955752212402 0.01010101010101 0.0157480314960631
 -0.0178571428571428 0.01010101010101 0.0157480314960631
0 0.01019462465246 0.015873015873016
-0.00909090909090906 0.01019462465246 0.015873015873016
0 0.01029962546816 0.0159999999999999
0 0.01029962546816 0.0159999999999999
0.00917431192660547 0.01057579318449 0.016260162601626
-0.00909090909090906 0.01078838174274 0.016260162601626
0.0183486238532109 0.01087941976428 0.0163934426229509
-0.018018018018018 0.01098901098901 0.0165289256198348
-0.036697247706422 0.01113172541744 0.0166666666666666
-0.019047619047619 0.01132075471698 0.0170940170940172
0.0194174757281553 0.01170960187354 0.0170940170940172
0 0.01198630136986 0.0172413793103449
-0.00952380952380949 0.01241134751773 0.0175438596491227
0 0.01263157894737 0.0176211453744494
0.00961538461538458 0.0126582278481 0.0176991150442477
-0.0285714285714286 0.01299190359631 0.0176991150442477
-0.0392156862745097 0.01315789473684 0.0177514792899409
0.020408163265306 0.01330008312552 0.0179372197309417
0.00999999999999996 0.01339285714286 0.0180180180180181
-0.0198019801980197 0.0137299771167 0.0180180180180181
0.0101010101010101 0.01376146788991 0.0180180180180181
-0.0300000000000001 0.01388888888889 0.0183486238532109
0.0103092783505156 0.01405152224824 0.0186915887850468
0.010204081632653 0.01428571428571 0.0194174757281553
-0.0202020202020203 0.01441241685144 0.020408163265306
-0.0309278350515463 0.01456310679612 0.0206896551724138
0.0106382978723404 0.01576994434137 0.0208333333333333
-0.0210526315789473 0.01590457256461 0.0211267605633803
0.0215053763440859 0.01603773584906 0.0214285714285715
-0.0315789473684211 0.01626016260163 0.0215053763440859
0.032608695652174 0.01632653061224 0.0217391304347825
0.0315789473684211 0.0166270783848 0.0218978102189782
0 0.01686507936508 0.0222222222222223
0 0.01730769230769 0.0223880597014925
0 0.01754385964912 0.0223880597014925
-0.0204081632653062 0.01807228915663 0.0240000000000001
0 0.018147086915 0.0240000000000001
0 0.01918735891648 0.0243902439024389
-0.0104166666666666 0.01953601953602 0.0263157894736841
0 0.01956947162427 0.0267857142857143
-0.0210526315789473 0.01969981238274 0.0273972602739726
0 0.02091020910209 0.0277777777777778
0.0430107526881719 0.02105263157895 0.0310077519379845
-0.0206185567010309 0.0210970464135 0.0315789473684211
 -0.0315789473684211 0.02151755379388 0.032
0 0.02189781021898 0.032608695652174
0 0.02202202202202 0.0330578512396694
-0.0130434782608695 0.02254901960784 0.0333333333333334
0.0176211453744494 0.02261904761905 0.0341880341880342
-0.025974025974026 0.02439024390244 0.034965034965035
-0.00444444444444435 0.02456140350877 0.0350877192982456
-0.0401785714285716 0.02487562189055 0.0357142857142857
0.0116279069767441 0.0256880733945 0.036231884057971
-0.00919540229885058 0.02576687116564 0.0376237623762377
0.0626450116009282 0.02626262626263 0.0384615384615385
-0.0262008733624454 0.02748226950355 0.0387596899224806
0.0179372197309417 0.02752293577982 0.0405405405405405
-0.00881057268722468 0.02911813643927 0.0427350427350427
0.0133333333333332 0.02926829268293 0.0430107526881719
-0.013157894736842 0.02930056710775 0.0434782608695652
0.0333333333333334 0.02994011976048 0.0444444444444444
0.0150537634408601 0.03023255813953 0.046979865771812
-0.0148305084745761 0.03203661327231 0.0483870967741935
-0.0537634408602151 0.03221957040573 0.0483870967741935
-0.0681818181818183 0.03301886792453 0.0518518518518518
0.0609756097560976 0.03333333333333 0.0546875
-0.0436781609195401 0.03343465045593 0.0551181102362206
-0.0168269230769231 0.03350785340314 0.0560747663551403
-0.00977995110024451 0.03626943005181 0.0578512396694216
0.00246913580246908 0.03767123287671 0.0592592592592593
-0.0147783251231526 0.03796296296296 0.0609756097560976
0.0149999999999999 0.0390243902439 0.0626450116009282
0.100985221674877 0.040369088812 0.0642201834862385
0.0111856823266219 0.04231166150671 0.0660377358490567
0.00663716814159298 0.04365904365904 0.0748299319727892
0.206593406593407 0.04384133611691 0.0814814814814815
-0.0528233151183971 0.04661389621812 0.100985221674877
-0.0192307692307693 0.04906054279749 0.104347826086956
0.00980392156862759 0.04908675799087 0.12987012987013
-0.00970873786407781 0.04950495049505 0.130769230769231
-0.00980392156862742 0.04964539007092 0.155038759689922
0.0376237623762377 0.05 0.206593406593407

Total Investment Value at Risk at 95% in Amount

1,000,000 -22754.4910179641
1,000,000 -34965.034965035
(Rkesc-Avg of Rkesc)(Rkaddu-Avg of Rkaddu)
-0.000147683388471524
2.21109309681896E-06
-0.000191538564485363
2.58763275400612E-05
5.70236682652743E-06
-1.1341271900573E-06
2.35316174581675E-05
-4.42622301678726E-05
-5.03533440156118E-06
3.22063803189328E-05
-0.000211361709610004
3.6633581790007E-06
3.14128037694138E-05
0.000203295218442404
-0.000180465919409826
0.000972955864045693
-0.000323622994108432
-1.52512995051859E-06
0.000240883858757085
-6.12246566194453E-05
1.23780840785445E-05
1.65979284988479E-06
 -1.99316315163185E-06
2.32648511171656E-05
0.000724758695645561
-1.24600736458921E-05
1.25119802389405E-05
2.90139531197929E-06
3.21412439526707E-05
0.000168479626361271
8.97826499042423E-05
-5.44123388501876E-05
5.88654763574148E-05
-1.51137364889521E-06
0.000140134301300985
-0.000139326042851662
0.000286015816482528
-0.000130308721045564
-4.47401804481239E-06
-6.31537643427637E-05
0.000425755619301403
0.00100221762472969
0.000172591280444064
0.00230507070910982
0.000175719309857228
0.000466786555388507
-2.71256859795947E-05
0.000152059282072709
-1.08413262031012E-06
0.000126103825080168
-5.25229521238384E-06
-5.78189853389257E-05
0.000378538142487968
-2.42937274249379E-05
-7.92444571461806E-06
-6.45253509599851E-05
7.393609109484E-05
-1.09371199940853E-06
-1.182156020922E-05
6.77448748531728E-06
-9.16433597959497E-06
-5.50312201935686E-05
-0.000178160097879892
0.000138583686336266
-1.1297538714306E-05
-0.000187302890719062
3.88977137715424E-05
 3.74446745447096E-06
4.10190878190453E-05
-0.000317733349973931
0.00173015433975536
3.15588303301006E-06
2.80623945143947E-06
-0.000299374125728275
3.51605844706389E-06
5.65306888053604E-05
5.47458203335187E-06
-3.42882718989717E-05
0.000126747539571728
-2.3187102284882E-05
8.82253902040502E-06
0.000302419632239424
-0.000110946377377321
-0.000251708827277603
5.94710957786809E-05
0.000176534497878948
-2.55575992537813E-06
4.58797196569946E-05
3.65913620100423E-05
7.56315768646114E-06
-4.91206015624171E-06
-1.61048757050408E-06
-2.38388229602218E-05
-3.39702199804914E-05
6.62729049678293E-06
-1.38632650649602E-05
-2.68873916090423E-05
3.20164058290505E-06
6.29309989175511E-05
1.303979428114E-05
6.30689982028961E-05
0.000171935374287932
9.41060276056982E-05
-7.07785847959498E-06
0.000465535844136118
0.000301229741202224
0.000230269324750129
0.000420994548275573
-4.42687248624998E-05
-6.77452524198118E-05
-2.54147931791835E-06
0.000114609259217863
 -9.8502179516356E-05
-4.11380632783246E-05
0.000534246894755812
6.54168653439356E-05
3.01536789639709E-05
0.000236122061039193
5.87985731932667E-05
3.25517294897642E-06
7.94903847676368E-05
-4.61828565065534E-05
-0.000210770423900118
-3.40813416270975E-05
0.000100581663177707
-7.06197301052118E-05
-0.000106234064799039
0.000209541089460021
7.6067273445657E-05
-7.1901667722779E-06
2.1920113383149E-05
3.88710731459861E-05
0.00332309267712209
-0.000392406005858425
-8.31368740455634E-05
0.000216352906780181
0.00066477931212384
-0.00044967952295502
5.3275320759605E-06
-0.00128733944070108
0.000730634214162101
2.44077411390301E-07
0.000721869462290789
0.00116701528610178
-0.000431591534515634
3.58514516366876E-06
-0.000169293499236623
-0.000367293174260363
-0.000535103231962534
-1.36268072452479E-05
0.000290823424178356
0.000715630248215545
-3.53452318129283E-05
0.000237105621624593
9.21991426088913E-06
-3.47056583329107E-06
6.84638283703048E-05
 -0.00013706398876852
7.46109604007417E-05
-0.000282416068138364
1.55952091927501E-05
3.48106322279029E-05
-9.95893042376899E-05
-1.70898479595E-07
9.74656539753357E-05
-1.04833324954377E-05
-0.000111640433078717
-3.72464174709949E-06
9.13439769237163E-05
-0.000335071328049347
0.000151794024536278
0.000265170038692776
0.000264994556377505
0.000402746431320487
2.22013603291575E-06
7.74702699840159E-05
0.000173642328881723
4.81111367013481E-05
-8.3945566216588E-05
-8.83360656660171E-06
-2.07428789647074E-05
-8.0386092073471E-05
2.1736099806419E-06
-3.8252157676554E-05
3.18172963364599E-05
1.8671400458244E-05
1.80688836470145E-06
-1.97452808925722E-05
2.98008692186484E-06
-6.47226492082109E-05
8.8859143523003E-06
2.94523418569627E-05
1.54666487510291E-07
-1.9356898479595E-05
-0.000111088790960233
-5.30108003219753E-05
-3.05857951186179E-05
-9.59410787238399E-06
-7.41099059025799E-05
-4.88624803832542E-07
-1.70898479595E-07
-1.38684617102954E-05
 -1.70898479595E-07
-1.70898479595E-07
3.02159940648936E-05
0.000360437921875886
4.69695371537695E-07
-1.70898479595E-07
-1.74680650483523E-05
-4.18803275118536E-05
0.00014032551437712
-3.06622214625635E-05
-0.000230708153268522
6.47040921271267E-06
1.92651071454044E-05
-3.83442382005263E-05
3.35935218306173E-05
6.52189221807946E-06
1.02477225677744E-05
1.55729716921631E-05
1.59834185400804E-07
-7.9503991488942E-05
-0.000116589770484914
3.02676818707166E-06
-7.75253905823714E-05
-2.40926094458464E-05
0.000326109785064708
6.24372157828641E-05
1.88124526845264E-05
1.54458071019298E-05
1.15203218038826E-06
-5.00529620311051E-07
1.69775299579047E-05
6.52189221807946E-06
3.32900609132612E-05
-0.000117714486302751
-2.85102845720095E-06
3.0994424294959E-06
2.71899123876383E-05
3.14975536655883E-06
3.17228746517618E-05
-1.70898479595E-07
3.3388647999947E-06
0.000153560353946323
-0.000241569191041579
-0.000224106832841218
-1.39086670396405E-05
 -3.46995681292833E-06
2.82320488174956E-06
1.14982545701882E-06
-0.000181404092029539
-0.000111213855881998
-4.17581251594589E-05
-0.000150717456851539
0.00010064086922994
0.000221297734493673
8.13888632656203E-05
8.11013633339413E-05
0.00011145129976313
2.77193695085256E-05
2.20669469324563E-05
0.000137037360426785
-8.93842777984959E-06
-0.000209308417870353
6.53086924662413E-05
1.49917565785857E-07
-7.0230413367379E-06
3.10302966438234E-06
-0.00017529922199757
1.80751556445845E-05
0.000336440890988252
1.55740959348876E-07
4.35023062469783E-05
0.000373567231533014
-1.77497872477402E-05
0.000130064632645438
0.000230753398965236
-6.49090406171254E-05
-0.00013257019317258
-4.67771677611428E-05
0.002053749087167
0.000419867382427443
3.15588303301004E-06
-1.9965248479595E-05
-1.9965248479595E-05
0.00128077529502025
-0.000408310851006749
0.000145112583263379
-1.9965248479595E-05
-0.000419514357884631
1.71131493374528E-05
-9.96517208208611E-05
 -9.85100459455859E-06
-2.150333479595E-06
1.81848342995274E-06
-1.70898479595E-07
8.41205185023874E-05
9.67703684378808E-06
4.98504001168379E-06
3.28495312079299E-06
0.000302751295548744
0.000260298488473667
0.000169115568670539
-0.000192313331810384
-2.01530542661068E-05
-0.000149273449587928
-4.53328966416801E-06
8.05195806998578E-05
0.000144464836035825
0.000261709873165426
-6.61422943924625E-05
0.000905316244702225
1.29008420864427E-05
8.42238590552688E-06
-0.000352277053849775
-0.000105648089528129
0.000633997952128029
-0.00364328276987023
-0.000164947112136184
-2.51444108762893E-05
-9.50203597705192E-07
0.000119481553967396
-0.000875706058648193
-0.000301958980858399
7.17475156873159E-05
2.89205703297752E-06
0.000324685929369779
-8.303286775453E-05
0.000127478347776695
9.96126787875112E-05
0.00325157268910614
-0.000790713924001254
-0.00124058794678468
-0.00126435271839942
-0.000224720494315225
-1.05485188679445E-05
0.000343174086135524
 -5.40643357623792E-06
-1.70898479595E-07
0.000545620211938203
0.000147115456721923
0.000879939281255101
-5.82025269026962E-05
1.81051793682142E-06
3.63186620026144E-05
2.20442352040498E-06
-0.000128421333348642
-0.000325171066931546
0.000408419932865078
0.000116693051231109
2.30858255250108E-05
-2.12686191833018E-06
2.58104690272874E-06
-4.47970020459712E-06
2.19137973606948E-07
-1.33985615676034E-06
-2.90654408670261E-06
-4.93070152745498E-05
-1.44414769919917E-05
3.36762211223938E-05
-2.14244728437588E-06
0.000362487284933326
0.000220046798141363
1.39387227139311E-06
-2.75818987724306E-05
0.00586373133485373
0.00278223856417399
0.000708225691198843
0.00166909392135174
-5.23638174731152E-06
0.000141632802263004
1.81848342995274E-06
-8.0144616198893E-05
9.57190017131686E-05
-0.000147777940030074
4.15326774980101E-05
-4.42931999176485E-05
0.000209359150137004
6.66869810186989E-05
0.000303392480730781
-9.65852294855999E-07
-1.76400511943406E-06
-0.000173590849086583
-3.33799447959499E-06
5.47161223034923E-05
-3.31914675622043E-05
2.26977902314525E-07
0.00016882409096442
1.16023287931323E-05
6.09943729477934E-07
0.000309110576371393
3.67360958400638E-05
-9.61474843048052E-06
-2.89043626173436E-06
-6.49818418859905E-05
8.75596524589519E-06
-1.3095955073994E-06
6.02834891439054E-05
-0.000154035811000215
0.000361171622846808
0.000477746859603234
-0.000327442297258666
-0.000184054181474067
0.000193436664627199
-1.70898479595E-07
-0.000247286838191259
-5.82642705102355E-06
-1.33898965983248E-05
-0.000294370585178211
0.000121205815474505
-0.00144954902524145
7.58669336460083E-05
-1.02287144047173E-05
-8.49673461362389E-05
0.00049856142854743
2.68954198434021E-05
-2.53194259966686E-05
-0.000185627765879081
1.31801839946318E-05
0.00015592872060737
-0.000425961626457433
-0.000337870766927963
-0.000105218323338128
0.000142172239733882
0.000499000891043744
-3.11156328925144E-06
1.99435477374109E-07
 -1.70898479595E-07
-0.000122282434031761
-3.47914639045853E-06
-2.76566346086842E-06
-5.11883540034665E-06
5.74651426243052E-07
0.000164231075798206
5.78887505253496E-07
6.3316144043324E-05
6.59637940218631E-05
-7.50431692558728E-05
-1.29133338525537E-06
9.52716468370931E-07
-0.000137720502991489
-0.000209460880842013
0.000131693297857087
-2.28122678108214E-05
0.000219572774027575
4.03541826514837E-05
-1.44645261980942E-05
0.00079180746693544
0.00025096291886915
-0.000111102345176941
9.98319976992694E-06
4.4428032827411E-06
0.000149984726594883
-0.000304219733403257
-0.000289194270104501
6.2312095712524E-06
0.000546249284843196
0.00341184725045831
-0.000128821619364311
-0.00187886841039378
0.000582179294501177
-0.000336303696774438
1.30883266438616E-05
-3.67239683126949E-05
0.000253006682671197
0.00391257124438956
-0.000818428120863981
-4.45659665311114E-06
-0.00092567455136006
0.000660694139805018
8.93489141329473E-05
8.18398635311697E-05
 9.54347050346115E-05
9.73255906109611E-05
-0.00038915417289233
0.0352425660647739

Value at Risk at 95% in %

-2.27544910179641
-3.4965034965035
MVAR
0.0273366212
0.0448923733

0.02734
Source Data
Company Open rate High Rate Low Rateosing Rate Volume Change Date Company
K.E.S.C. 5.05 5.49 5 5.24 3042000 0.19 6/27/2008 Kot Addu P
K.E.S.C. 5.1 5.05 5.05 5.05 59500 -0.05 6/26/2008 Kot Addu P
K.E.S.C. 5.15 5.24 5.1 5.1 398000 -0.05 6/25/2008 Kot Addu P
K.E.S.C. 4.75 5.2 4.9 5.15 1583000 0.05 6/24/2008 Kot Addu P
K.E.S.C. 5.2 5.5 4.96 5.1 2053500 -0.1 6/20/2008 Kot Addu P
K.E.S.C. 5.49 5.8 5.04 5.2 5434500 -0.29 6/19/2008 Kot Addu P
K.E.S.C. 4.55 5.5 4.55 5.49 9754500 0.94 6/18/2008 Kot Addu P
K.E.S.C. 4.52 4.7 4.41 4.55 1036500 0.03 6/17/2008 Kot Addu P
K.E.S.C. 4.25 5 4.5 4.52 2693000 0.05 6/16/2008 Kot Addu P
K.E.S.C. 4.06 4.59 4.23 4.47 1042000 0.41 6/4/2008 Kot Addu P
K.E.S.C. 4 4.15 4 4.06 242000 0.06 6/3/2008 Kot Addu P
K.E.S.C. 4.06 4.15 3.8 4 203000 -0.06 6/2/2008 Kot Addu P
K.E.S.C. 4.05 4.16 4.03 4.06 221000 0.01 5/30/2008 Kot Addu P
K.E.S.C. 4.09 4.1 3.8 4.05 423500 -0.04 5/29/2008 Kot Addu P
K.E.S.C. 4.16 4.25 3.92 4.09 904500 -0.07 5/28/2008 Kot Addu P
K.E.S.C. 4.35 4.49 4.15 4.16 511000 -0.19 5/27/2008 Kot Addu P
K.E.S.C. 4.1 4.35 4.09 4.35 648000 0.25 5/26/2008 Kot Addu P
K.E.S.C. 4.4 4.35 4.1 4.1 689500 -0.3 5/23/2008 Kot Addu P
K.E.S.C. 4.65 4.69 4.35 4.4 361000 -0.25 5/22/2008 Kot Addu P
K.E.S.C. 4.72 4.8 4.6 4.65 322000 -0.07 5/21/2008 Kot Addu P
K.E.S.C. 4.65 4.79 4.5 4.72 594000 0.07 5/20/2008 Kot Addu P
K.E.S.C. 4.5 4.7 4.55 4.65 1035500 0.15 5/19/2008 Kot Addu P
K.E.S.C. 4.56 4.6 4.3 4.5 474000 -0.06 5/16/2008 Kot Addu P
K.E.S.C. 4.5 4.68 4.5 4.56 668000 0.06 5/15/2008 Kot Addu P
K.E.S.C. 4.54 4.58 4.43 4.5 110000 -0.04 5/14/2008 Kot Addu P
K.E.S.C. 4.46 4.6 4.4 4.54 169000 0.08 5/13/2008 Kot Addu P
K.E.S.C. 4.58 4.57 4.32 4.46 199500 -0.12 5/12/2008 Kot Addu P
K.E.S.C. 4.31 4.59 4.3 4.58 534000 0.27 5/9/2008 Kot Addu P
K.E.S.C. 4.35 4.48 4.31 4.31 124500 -0.04 5/8/2008 Kot Addu P
K.E.S.C. 4.3 4.4 4.2 4.35 156500 0.05 5/7/2008 Kot Addu P
K.E.S.C. 4.48 4.48 4.25 4.3 483500 -0.18 5/6/2008 Kot Addu P
K.E.S.C. 4.5 4.55 4.35 4.48 287500 -0.02 5/5/2008 Kot Addu P
K.E.S.C. 4.56 4.6 4.45 4.5 191500 -0.12 5/2/2008 Kot Addu P
K.E.S.C. 4.54 4.65 4.51 4.62 113000 0.08 4/29/2008 Kot Addu P
K.E.S.C. 4.55 4.65 4.5 4.54 270000 -0.06 4/28/2008 Kot Addu P
K.E.S.C. 4.6 4.7 4.6 4.6 103500 0 4/24/2008 Kot Addu P
K.E.S.C. 4.6 4.7 4.55 4.6 246500 0 4/23/2008 Kot Addu P
K.E.S.C. 4.75 4.8 4.6 4.6 655500 -0.15 4/22/2008 Kot Addu P
K.E.S.C. 4.85 4.9 4.65 4.75 422000 -0.1 4/21/2008 Kot Addu P
K.E.S.C. 4.65 5 4.65 4.85 1162000 0.2 4/18/2008 Kot Addu P
K.E.S.C. 4.65 4.7 4.6 4.65 494000 0 4/17/2008 Kot Addu P
K.E.S.C. 4.75 4.75 4.6 4.65 295000 -0.1 4/16/2008 Kot Addu P
K.E.S.C. 4.75 4.8 4.65 4.75 199500 0 4/15/2008 Kot Addu P
K.E.S.C. 4.8 4.9 4.7 4.75 233500 -0.05 4/14/2008 Kot Addu P
K.E.S.C. 4.8 4.9 4.75 4.8 101500 0 4/11/2008 Kot Addu P
K.E.S.C. 4.8 4.8 4.7 4.8 194500 0 4/10/2008 Kot Addu P
K.E.S.C. 4.9 4.9 4.8 4.8 377500 -0.1 4/9/2008 Kot Addu P
K.E.S.C. 4.9 4.95 4.8 4.9 302500 0 4/8/2008 Kot Addu P
K.E.S.C. 4.9 5 4.85 4.9 229000 0 4/7/2008 Kot Addu P
K.E.S.C. 4.9 5.1 4.85 4.9 524000 0 4/4/2008 Kot Addu P
K.E.S.C. 4.75 5 4.7 4.9 858500 0.15 4/3/2008 Kot Addu P
K.E.S.C. 4.6 4.8 4.6 4.75 535000 0.15 4/2/2008 Kot Addu P
K.E.S.C. 4.75 4.75 4.6 4.6 477000 -0.15 4/1/2008 Kot Addu P
K.E.S.C. 4.65 4.75 4.6 4.75 341000 0.1 3/31/2008 Kot Addu P
K.E.S.C. 4.75 4.75 4.55 4.65 653000 -0.1 3/28/2008 Kot Addu P
K.E.S.C. 4.7 4.9 4.75 4.75 546000 0.05 3/27/2008 Kot Addu P
K.E.S.C. 4.85 4.85 4.7 4.7 435000 -0.15 3/26/2008 Kot Addu P
K.E.S.C. 4.95 5 4.8 4.85 226500 -0.1 3/25/2008 Kot Addu P
K.E.S.C. 4.9 5.3 4.85 4.95 756000 0.05 3/24/2008 Kot Addu P
K.E.S.C. 4.85 4.9 4.85 4.9 130000 0.05 3/20/2008 Kot Addu P
K.E.S.C. 4.85 4.9 4.85 4.85 344000 -0.15 3/19/2008 Kot Addu P
K.E.S.C. 4.95 5.1 4.95 5 835000 0.05 3/14/2008 Kot Addu P
K.E.S.C. 5.05 5.05 4.95 4.95 732500 -0.1 3/13/2008 Kot Addu P
K.E.S.C. 5 5.05 4.9 5.05 314000 0.05 3/12/2008 Kot Addu P
K.E.S.C. 5 5 4.85 5 511500 0 3/11/2008 Kot Addu P
K.E.S.C. 4.9 5.05 4.9 5 463500 0.1 3/10/2008 Kot Addu P
K.E.S.C. 5.1 5.1 4.9 4.9 1026000 -0.2 3/7/2008 Kot Addu P
K.E.S.C. 5.25 5.3 5.05 5.1 1319000 -0.15 3/6/2008 Kot Addu P
K.E.S.C. 5.2 5.3 5.15 5.25 423500 0.05 3/5/2008 Kot Addu P
K.E.S.C. 5.2 5.3 5.15 5.2 271500 0 3/4/2008 Kot Addu P
K.E.S.C. 5.25 5.3 5.2 5.2 241000 -0.05 3/3/2008 Kot Addu P
K.E.S.C. 5.25 5.25 5.15 5.25 277500 0 2/29/2008 Kot Addu P
K.E.S.C. 5.15 5.35 5.15 5.25 352500 0.1 2/28/2008 Kot Addu P
K.E.S.C. 5.3 5.3 5.15 5.15 522500 -0.1 2/27/2008 Kot Addu P
K.E.S.C. 5.4 5.4 5.25 5.25 406500 -0.2 2/25/2008 Kot Addu P
K.E.S.C. 5.55 5.55 5.4 5.45 201500 -0.1 2/20/2008 Kot Addu P
K.E.S.C. 5.45 5.55 5.45 5.55 338000 0.1 2/19/2008 Kot Addu P
K.E.S.C. 5.5 5.5 5.4 5.45 413500 -0.05 2/15/2008 Kot Addu P
K.E.S.C. 5.45 5.5 5.35 5.5 620500 0.05 2/14/2008 Kot Addu P
K.E.S.C. 5.45 5.55 5.4 5.45 476500 0 2/13/2008 Kot Addu P
K.E.S.C. 5.45 5.5 5.4 5.45 329000 0 2/12/2008 Kot Addu P
K.E.S.C. 5.5 5.5 5.3 5.45 455000 -0.05 2/11/2008 Kot Addu P
K.E.S.C. 5.5 5.5 5.4 5.5 158500 0 2/8/2008 Kot Addu P
K.E.S.C. 5.6 5.5 5.45 5.5 125000 -0.1 2/7/2008 Kot Addu P
K.E.S.C. 5.65 5.7 5.5 5.6 518000 -0.05 2/6/2008 Kot Addu P
K.E.S.C. 5.35 5.7 5.4 5.65 2095000 0.3 2/4/2008 Kot Addu P
K.E.S.C. 5.35 5.45 5.35 5.35 145500 0 2/1/2008 Kot Addu P
K.E.S.C. 5.5 5.45 5.35 5.35 337500 -0.15 1/31/2008 Kot Addu P
K.E.S.C. 5.45 5.5 5.45 5.5 182000 0.05 1/30/2008 Kot Addu P
K.E.S.C. 5.45 5.5 5.4 5.45 411500 0 1/29/2008 Kot Addu P
K.E.S.C. 5.4 5.6 5.35 5.45 840000 0.05 1/28/2008 Kot Addu P
K.E.S.C. 5.35 5.45 5.25 5.4 1084000 0.05 1/25/2008 Kot Addu P
K.E.S.C. 5.35 5.4 5.3 5.35 230500 0 1/24/2008 Kot Addu P
K.E.S.C. 5.45 5.45 5.3 5.35 332000 -0.1 1/23/2008 Kot Addu P
K.E.S.C. 5.45 5.45 5.3 5.45 259500 0 1/22/2008 Kot Addu P
K.E.S.C. 5.45 5.55 5.4 5.45 537000 0 1/21/2008 Kot Addu P
K.E.S.C. 5.35 5.45 5.3 5.45 308500 0.1 1/18/2008 Kot Addu P
K.E.S.C. 5.4 5.45 5.3 5.35 866500 -0.05 1/17/2008 Kot Addu P
K.E.S.C. 5.75 5.75 4.8 5.4 4086500 -0.35 1/16/2008 Kot Addu P
K.E.S.C. 5.65 6 5.55 5.75 2347500 0.1 1/15/2008 Kot Addu P
K.E.S.C. 5.75 5.7 5.55 5.65 213500 -0.1 1/14/2008 Kot Addu P
K.E.S.C. 5.6 5.8 5.45 5.75 1534500 0.15 1/11/2008 Kot Addu P
K.E.S.C. 5.65 5.65 5.5 5.6 331000 -0.05 1/10/2008 Kot Addu P
K.E.S.C. 5.7 5.7 5.6 5.65 285500 -0.05 1/9/2008 Kot Addu P
K.E.S.C. 5.7 5.7 5.65 5.7 485500 0 1/8/2008 Kot Addu P
K.E.S.C. 5.8 5.85 5.6 5.7 1152000 -0.1 1/7/2008 Kot Addu P
K.E.S.C. 5.8 5.9 5.6 5.8 1669000 0 1/4/2008 Kot Addu P
K.E.S.C. 5.45 5.95 5.6 5.8 1751500 0.35 1/3/2008 Kot Addu P
K.E.S.C. 5.65 5.65 5.45 5.45 1036500 -0.2 1/2/2008 Kot Addu P
K.E.S.C. 5.3 5.65 5.3 5.65 995000 0.35 1/1/2008 Kot Addu P
K.E.S.C. 6 5.6 5.25 5.3 2652500 -0.7 12/31/2007 Kot Addu P
K.E.S.C. 6.05 6.05 5.95 6 1055500 -0.05 12/27/2007 Kot Addu P
K.E.S.C. 6.05 6.15 6 6.05 595500 0 12/26/2007 Kot Addu P
K.E.S.C. 6.2 6.3 6.05 6.05 567500 -0.15 12/24/2007 Kot Addu P
K.E.S.C. 6.1 6.35 5.95 6.2 2117000 0.1 12/19/2007 Kot Addu P
K.E.S.C. 6.1 6.2 5.95 6.1 640500 0 12/18/2007 Kot Addu P
K.E.S.C. 6.25 6.2 6.05 6.1 442500 -0.15 12/17/2007 Kot Addu P
K.E.S.C. 6.05 6.25 6.05 6.25 1970500 0.2 12/14/2007 Kot Addu P
K.E.S.C. 5.85 6.3 5.85 6.05 3104000 0.2 12/13/2007 Kot Addu P
K.E.S.C. 5.85 5.95 5.8 5.85 370000 0 12/12/2007 Kot Addu P
K.E.S.C. 5.85 5.9 5.8 5.85 386000 0 12/11/2007 Kot Addu P
K.E.S.C. 5.85 5.9 5.8 5.85 312000 0 12/10/2007 Kot Addu P
K.E.S.C. 5.9 5.9 5.8 5.85 417000 -0.05 12/7/2007 Kot Addu P
K.E.S.C. 5.9 5.95 5.85 5.9 311500 0 12/6/2007 Kot Addu P
K.E.S.C. 5.9 5.95 5.8 5.9 205500 0 12/5/2007 Kot Addu P
K.E.S.C. 6 6 5.85 5.9 223500 -0.1 12/4/2007 Kot Addu P
K.E.S.C. 6.1 6.1 5.9 6 557000 -0.1 12/3/2007 Kot Addu P
K.E.S.C. 5.85 6.3 5.95 6.1 3041000 0.25 11/30/2007 Kot Addu P
K.E.S.C. 5.7 6 5.8 5.85 786500 0.15 11/29/2007 Kot Addu P
K.E.S.C. 5.75 5.75 5.65 5.7 138500 -0.05 11/28/2007 Kot Addu P
K.E.S.C. 5.75 5.8 5.7 5.75 879500 0 11/27/2007 Kot Addu P
K.E.S.C. 5.8 5.85 5.75 5.75 106500 -0.05 11/26/2007 Kot Addu P
K.E.S.C. 5.8 5.85 5.75 5.8 96500 0 11/23/2007 Kot Addu P
K.E.S.C. 5.75 5.9 5.8 5.8 253000 0.05 11/22/2007 Kot Addu P
K.E.S.C. 5.65 5.8 5.65 5.75 455000 0.1 11/21/2007 Kot Addu P
K.E.S.C. 5.55 5.75 5.6 5.65 581500 0.1 11/20/2007 Kot Addu P
K.E.S.C. 5.7 5.7 5.5 5.55 708000 -0.15 11/19/2007 Kot Addu P
K.E.S.C. 5.7 5.8 5.65 5.7 219500 0 11/16/2007 Kot Addu P
K.E.S.C. 5.7 5.8 5.55 5.7 1245500 0 11/15/2007 Kot Addu P
K.E.S.C. 5.8 5.9 5.7 5.7 694000 -0.1 11/14/2007 Kot Addu P
K.E.S.C. 5.8 5.85 5.75 5.8 583500 0 11/13/2007 Kot Addu P
K.E.S.C. 5.6 5.9 5.7 5.8 951500 0.2 11/12/2007 Kot Addu P
K.E.S.C. 5.75 5.9 5.6 5.6 1282000 -0.15 11/8/2007 Kot Addu P
K.E.S.C. 5.9 6 5.75 5.75 1117000 -0.15 11/7/2007 Kot Addu P
K.E.S.C. 5.7 5.9 5.7 5.9 1160500 0.2 11/6/2007 Kot Addu P
K.E.S.C. 6.1 6 5.5 5.7 2304000 -0.4 11/5/2007 Kot Addu P
K.E.S.C. 6.2 6.2 6.05 6.1 502000 -0.1 11/2/2007 Kot Addu P
K.E.S.C. 6.3 6.25 6 6.2 1111500 -0.1 11/1/2007 Kot Addu P
K.E.S.C. 6.15 6.3 6.1 6.3 1083000 0.15 10/31/2007 Kot Addu P
K.E.S.C. 6.3 6.35 6.1 6.15 1175500 -0.15 10/30/2007 Kot Addu P
K.E.S.C. 6.3 6.55 6.2 6.3 1666500 0 10/29/2007 Kot Addu P
K.E.S.C. 6.5 6.55 6.25 6.3 1127500 -0.2 10/26/2007 Kot Addu P
K.E.S.C. 6.2 6.55 6.2 6.5 2924500 0.3 10/25/2007 Kot Addu P
K.E.S.C. 6.5 6.25 6.1 6.2 1430000 -0.3 10/24/2007 Kot Addu P
K.E.S.C. 6.4 6.5 6.05 6.5 2217500 0.1 10/23/2007 Kot Addu P
K.E.S.C. 6.4 6.75 6.35 6.4 3341000 0 10/22/2007 Kot Addu P
K.E.S.C. 6.05 6.45 5.95 6.4 2813500 0.35 10/19/2007 Kot Addu P
K.E.S.C. 6.35 6.4 6 6.05 2462000 -0.3 10/18/2007 Kot Addu P
K.E.S.C. 5.75 6.5 5.75 6.35 5035500 0.6 10/17/2007 Kot Addu P
K.E.S.C. 5.8 5.9 5.75 5.75 212500 -0.05 10/11/2007 Kot Addu P
K.E.S.C. 5.85 5.95 5.75 5.8 692000 -0.05 10/9/2007 Kot Addu P
K.E.S.C. 5.95 6 5.85 5.85 269000 -0.1 10/8/2007 Kot Addu P
K.E.S.C. 5.85 6 5.75 5.95 283500 0.1 10/5/2007 Kot Addu P
K.E.S.C. 5.85 5.9 5.75 5.85 282500 0 10/4/2007 Kot Addu P
K.E.S.C. 6 6.05 5.85 5.85 1166500 -0.15 10/3/2007 Kot Addu P
K.E.S.C. 6.1 6.2 5.9 6 893000 -0.1 10/2/2007 Kot Addu P
K.E.S.C. 6 6.15 6 6.1 788000 0.1 10/1/2007 Kot Addu P
K.E.S.C. 5.75 6 5.75 6 1232000 0.25 9/28/2007 Kot Addu P
K.E.S.C. 5.9 5.85 5.7 5.75 762500 -0.15 9/27/2007 Kot Addu P
K.E.S.C. 5.9 5.9 5.8 5.9 196500 0 9/26/2007 Kot Addu P
K.E.S.C. 5.85 5.9 5.75 5.9 381000 0.05 9/25/2007 Kot Addu P
K.E.S.C. 5.8 5.9 5.75 5.85 426500 0.05 9/24/2007 Kot Addu P
K.E.S.C. 5.95 5.95 5.75 5.8 638000 -0.15 9/21/2007 Kot Addu P
K.E.S.C. 5.85 5.95 5.8 5.95 605500 0.1 9/20/2007 Kot Addu P
K.E.S.C. 5.8 5.9 5.7 5.85 284500 0.05 9/19/2007 Kot Addu P
K.E.S.C. 5.7 5.85 5.7 5.8 372000 0.1 9/18/2007 Kot Addu P
K.E.S.C. 5.7 5.75 5.65 5.7 248000 0 9/17/2007 Kot Addu P
K.E.S.C. 5.65 5.75 5.6 5.7 115500 0.05 9/14/2007 Kot Addu P
K.E.S.C. 5.65 5.75 5.6 5.65 282500 0 9/13/2007 Kot Addu P
K.E.S.C. 5.55 5.75 5.55 5.65 558000 0.1 9/12/2007 Kot Addu P
K.E.S.C. 5.55 5.65 5.5 5.55 291000 0 9/11/2007 Kot Addu P
K.E.S.C. 5.55 5.65 5.5 5.55 328500 0 9/10/2007 Kot Addu P
K.E.S.C. 5.55 5.65 5.5 5.55 974000 0 9/7/2007 Kot Addu P
K.E.S.C. 5.65 5.7 5.55 5.55 215500 -0.1 9/6/2007 Kot Addu P
K.E.S.C. 5.55 5.75 5.65 5.65 668500 0.1 9/5/2007 Kot Addu P
K.E.S.C. 5.55 5.7 5.55 5.55 258000 0 9/4/2007 Kot Addu P
K.E.S.C. 5.75 5.65 5.55 5.55 349000 -0.2 9/3/2007 Kot Addu P
K.E.S.C. 5.75 5.75 5.6 5.75 564500 0 8/31/2007 Kot Addu P
K.E.S.C. 5.7 5.8 5.7 5.75 368500 0.05 8/30/2007 Kot Addu P
K.E.S.C. 5.65 5.8 5.7 5.7 305000 0.05 8/29/2007 Kot Addu P
K.E.S.C. 5.8 5.8 5.65 5.65 379000 -0.15 8/28/2007 Kot Addu P
K.E.S.C. 5.8 6 5.7 5.8 973500 0 8/27/2007 Kot Addu P
K.E.S.C. 5.8 5.85 5.55 5.8 913500 0 8/24/2007 Kot Addu P
K.E.S.C. 5.8 5.95 5.6 5.8 1017000 0 8/23/2007 Kot Addu P
K.E.S.C. 5.75 5.9 5.65 5.8 1458000 0.05 8/22/2007 Kot Addu P
K.E.S.C. 6 6.05 5.65 5.75 1230000 -0.25 8/21/2007 Kot Addu P
K.E.S.C. 6.1 6.3 6 6 903500 -0.1 8/20/2007 Kot Addu P
K.E.S.C. 6.05 6.15 6 6.1 444000 0.05 8/17/2007 Kot Addu P
K.E.S.C. 6.25 6.25 6.05 6.05 545500 -0.2 8/16/2007 Kot Addu P
K.E.S.C. 6.15 6.25 6.05 6.25 790000 0.1 8/15/2007 Kot Addu P
K.E.S.C. 6.2 6.2 6.05 6.15 700500 -0.05 8/13/2007 Kot Addu P
K.E.S.C. 6.15 6.4 6.05 6.2 1622000 0.05 8/10/2007 Kot Addu P
K.E.S.C. 6.5 6.3 5.9 6.15 2860000 -0.35 8/9/2007 Kot Addu P
K.E.S.C. 6.45 6.6 6.45 6.5 830500 0.05 8/8/2007 Kot Addu P
K.E.S.C. 6.45 6.55 6.35 6.45 761000 0 8/7/2007 Kot Addu P
K.E.S.C. 6.6 6.7 6.4 6.45 549000 -0.15 8/6/2007 Kot Addu P
K.E.S.C. 6.7 6.95 6.5 6.6 2036000 -0.1 8/3/2007 Kot Addu P
K.E.S.C. 6.45 6.9 6.4 6.7 3743500 0.25 8/2/2007 Kot Addu P
K.E.S.C. 6.4 6.45 6.35 6.45 632500 0.05 8/1/2007 Kot Addu P
K.E.S.C. 6.3 6.4 6.3 6.4 754500 0.1 7/31/2007 Kot Addu P
K.E.S.C. 6.3 6.4 6.25 6.3 805500 0 7/30/2007 Kot Addu P
K.E.S.C. 6.45 6.45 6.25 6.3 997000 -0.15 7/27/2007 Kot Addu P
K.E.S.C. 6.5 6.6 6.4 6.45 498500 -0.05 7/26/2007 Kot Addu P
K.E.S.C. 6.55 6.6 6.45 6.5 264000 -0.05 7/25/2007 Kot Addu P
K.E.S.C. 6.7 6.7 6.55 6.55 540500 -0.15 7/24/2007 Kot Addu P
K.E.S.C. 6.35 6.7 6.55 6.7 1362000 0.35 7/23/2007 Kot Addu P
K.E.S.C. 6.4 6.55 6.25 6.35 1532500 -0.05 7/20/2007 Kot Addu P
K.E.S.C. 6.6 6.65 6.35 6.4 1535500 -0.2 7/19/2007 Kot Addu P
K.E.S.C. 6.75 6.8 6.5 6.6 1497500 -0.15 7/18/2007 Kot Addu P
K.E.S.C. 6.7 6.8 6.65 6.75 720500 0.05 7/17/2007 Kot Addu P
K.E.S.C. 6.85 7 6.6 6.7 1105000 -0.15 7/16/2007 Kot Addu P
K.E.S.C. 7.1 7.2 6.85 6.85 2602000 -0.25 7/13/2007 Kot Addu P
K.E.S.C. 6.75 7.2 6.75 7.1 4069500 0.35 7/12/2007 Kot Addu P
K.E.S.C. 6.7 6.75 6.6 6.75 717500 0.05 7/11/2007 Kot Addu P
K.E.S.C. 6.8 6.85 6.6 6.7 995500 -0.1 7/10/2007 Kot Addu P
K.E.S.C. 6.9 7 6.75 6.8 606000 -0.1 7/9/2007 Kot Addu P
K.E.S.C. 6.9 7.1 6.8 6.9 905000 0 7/6/2007 Kot Addu P
K.E.S.C. 6.9 7.15 6.85 6.9 2233500 0 7/5/2007 Kot Addu P
K.E.S.C. 6.9 7 6.65 6.9 1409000 0 7/4/2007 Kot Addu P
K.E.S.C. 7.15 7.3 6.85 6.9 4318000 -0.25 7/3/2007 Kot Addu P
K.E.S.C. 6.75 7.25 6.75 7.15 8248000 0.4 7/2/2007 Kot Addu P
K.E.S.C. 6.5 6.95 6.45 6.75 5827500 0.25 6/29/2007 Kot Addu P
K.E.S.C. 6.4 6.65 6.4 6.5 1112000 0.1 6/28/2007 Kot Addu P
K.E.S.C. 6.35 6.5 6.3 6.4 1074000 0.05 6/27/2007 Kot Addu P
K.E.S.C. 6.35 6.45 6.3 6.35 807500 0 6/26/2007 Kot Addu P
K.E.S.C. 6.45 6.5 6.35 6.35 558500 -0.1 6/25/2007 Kot Addu P
K.E.S.C. 6.5 6.55 6.35 6.45 1350500 -0.05 6/22/2007 Kot Addu P
K.E.S.C. 6.55 6.6 6.5 6.5 811500 -0.05 6/21/2007 Kot Addu P
K.E.S.C. 6.6 6.7 6.55 6.55 705500 -0.05 6/20/2007 Kot Addu P
K.E.S.C. 6.65 6.9 6.6 6.6 3397500 -0.05 6/19/2007 Kot Addu P
K.E.S.C. 6.45 6.8 6.5 6.65 2915500 0.2 6/18/2007 Kot Addu P
K.E.S.C. 6.35 6.5 6.3 6.45 1368000 0.1 6/15/2007 Kot Addu P
K.E.S.C. 6.45 6.45 6.35 6.35 993500 -0.1 6/14/2007 Kot Addu P
K.E.S.C. 6.4 6.5 6.3 6.45 827500 0.05 6/13/2007 Kot Addu P
K.E.S.C. 6.4 6.45 6.3 6.4 723000 0 6/12/2007 Kot Addu P
K.E.S.C. 6.4 6.55 6.4 6.4 1342000 0 6/11/2007 Kot Addu P
K.E.S.C. 6.45 6.5 6.35 6.4 1017500 -0.05 6/8/2007 Kot Addu P
K.E.S.C. 6.55 6.6 6.4 6.45 867500 -0.1 6/7/2007 Kot Addu P
K.E.S.C. 6.6 6.75 6.5 6.55 799500 -0.05 6/6/2007 Kot Addu P
K.E.S.C. 6.5 6.8 6.6 6.6 1602000 0.1 6/5/2007 Kot Addu P
K.E.S.C. 6.45 6.6 6.35 6.5 1137000 0.05 6/4/2007 Kot Addu P
K.E.S.C. 6.7 6.8 6.45 6.45 919500 -0.25 6/1/2007 Kot Addu P
K.E.S.C. 6.75 6.95 6.7 6.7 2732000 -0.05 5/31/2007 Kot Addu P
K.E.S.C. 6.4 6.95 6.45 6.75 4948500 0.35 5/30/2007 Kot Addu P
K.E.S.C. 6.35 6.5 6.35 6.4 1210500 0.05 5/29/2007 Kot Addu P
K.E.S.C. 6.35 6.45 6.3 6.35 1485500 0 5/28/2007 Kot Addu P
K.E.S.C. 6.4 6.45 6.3 6.35 974500 -0.05 5/25/2007 Kot Addu P
K.E.S.C. 6.35 6.45 6.25 6.4 440000 0.05 5/24/2007 Kot Addu P
K.E.S.C. 6.45 6.45 6.3 6.35 496000 -0.1 5/23/2007 Kot Addu P
K.E.S.C. 6.35 6.45 6.3 6.45 552500 0.1 5/22/2007 Kot Addu P
K.E.S.C. 6.3 6.4 6.3 6.35 296500 0.05 5/21/2007 Kot Addu P
K.E.S.C. 6.4 6.45 6.3 6.3 273500 -0.1 5/18/2007 Kot Addu P
K.E.S.C. 6.5 6.55 6.35 6.4 443000 -0.1 5/17/2007 Kot Addu P
K.E.S.C. 6.4 6.7 6.4 6.5 755500 0.1 5/16/2007 Kot Addu P
K.E.S.C. 6.35 6.5 6.4 6.4 449500 0.05 5/15/2007 Kot Addu P
K.E.S.C. 6.4 6.4 6.15 6.35 397500 -0.05 5/14/2007 Kot Addu P
K.E.S.C. 6.5 6.5 6.4 6.4 502500 -0.1 5/11/2007 Kot Addu P
K.E.S.C. 6.6 6.6 6.5 6.5 561000 -0.1 5/10/2007 Kot Addu P
K.E.S.C. 6.6 6.65 6.55 6.6 346500 0 5/9/2007 Kot Addu P
K.E.S.C. 6.6 6.65 6.5 6.6 506500 0 5/8/2007 Kot Addu P
K.E.S.C. 6.8 6.7 6.5 6.6 610500 -0.2 5/7/2007 Kot Addu P
K.E.S.C. 6.7 6.8 6.7 6.8 444000 0.1 5/4/2007 Kot Addu P
K.E.S.C. 6.7 6.9 6.65 6.7 1107500 0 5/3/2007 Kot Addu P
K.E.S.C. 6.7 6.8 6.65 6.7 653000 0 5/2/2007 Kot Addu P
K.E.S.C. 6.75 6.9 6.65 6.7 584500 -0.05 4/30/2007 Kot Addu P
K.E.S.C. 6.75 6.8 6.65 6.75 668500 0 4/27/2007 Kot Addu P
K.E.S.C. 6.75 6.8 6.65 6.75 727000 0 4/26/2007 Kot Addu P
K.E.S.C. 6.85 6.85 6.7 6.75 450500 -0.1 4/25/2007 Kot Addu P
K.E.S.C. 6.8 6.85 6.75 6.85 516000 0.05 4/24/2007 Kot Addu P
K.E.S.C. 6.85 6.85 6.75 6.8 362000 -0.05 4/23/2007 Kot Addu P
K.E.S.C. 6.9 6.95 6.7 6.85 618500 -0.05 4/20/2007 Kot Addu P
K.E.S.C. 7.05 7.1 6.85 6.9 794500 -0.15 4/19/2007 Kot Addu P
K.E.S.C. 6.75 7.25 6.65 7.05 7789000 0.3 4/18/2007 Kot Addu P
K.E.S.C. 6.75 6.8 6.65 6.75 1057000 0 4/17/2007 Kot Addu P
K.E.S.C. 6.85 6.9 6.7 6.75 359000 -0.1 4/16/2007 Kot Addu P
K.E.S.C. 6.7 6.85 6.65 6.85 631500 0.15 4/13/2007 Kot Addu P
K.E.S.C. 6.8 6.8 6.65 6.7 770000 -0.1 4/12/2007 Kot Addu P
K.E.S.C. 6.85 6.9 6.8 6.8 301000 -0.05 4/11/2007 Kot Addu P
K.E.S.C. 6.9 7.05 6.8 6.85 1088000 -0.05 4/10/2007 Kot Addu P
K.E.S.C. 6.9 6.95 6.8 6.9 670000 0 4/9/2007 Kot Addu P
K.E.S.C. 6.8 6.9 6.75 6.9 305000 0.1 4/6/2007 Kot Addu P
K.E.S.C. 6.7 6.85 6.7 6.8 495000 0.1 4/5/2007 Kot Addu P
K.E.S.C. 6.75 6.9 6.7 6.7 494000 -0.05 4/4/2007 Kot Addu P
K.E.S.C. 6.75 6.9 6.65 6.75 865000 0 4/3/2007 Kot Addu P
K.E.S.C. 6.8 6.85 6.65 6.75 1385500 -0.05 4/2/2007 Kot Addu P
K.E.S.C. 6.85 6.9 6.75 6.8 770500 -0.05 3/30/2007 Kot Addu P
K.E.S.C. 6.9 7 6.75 6.85 436000 -0.05 3/29/2007 Kot Addu P
K.E.S.C. 7.1 7.1 6.9 6.9 522500 -0.2 3/28/2007 Kot Addu P
K.E.S.C. 7.15 7.2 6.95 7.1 567000 -0.05 3/27/2007 Kot Addu P
K.E.S.C. 6.9 7.2 6.95 7.15 3647000 0.25 3/26/2007 Kot Addu P
K.E.S.C. 7 7 6.9 6.9 330000 -0.1 3/22/2007 Kot Addu P
K.E.S.C. 7 7.1 6.85 7 643500 0 3/21/2007 Kot Addu P
K.E.S.C. 6.9 7 6.8 7 598000 0.1 3/20/2007 Kot Addu P
K.E.S.C. 7.05 7.05 6.8 6.9 524500 -0.15 3/19/2007 Kot Addu P
K.E.S.C. 6.9 7.2 6.9 7.05 2165500 0.15 3/16/2007 Kot Addu P
K.E.S.C. 6.75 6.9 6.75 6.9 482000 0.15 3/15/2007 Kot Addu P
K.E.S.C. 7 7 6.75 6.75 425000 -0.25 3/14/2007 Kot Addu P
K.E.S.C. 6.85 7.25 6.85 7 2531000 0.15 3/13/2007 Kot Addu P
K.E.S.C. 6.85 7 6.8 6.85 875000 0 3/12/2007 Kot Addu P
K.E.S.C. 6.7 7.05 6.65 6.85 2996500 0.15 3/9/2007 Kot Addu P
K.E.S.C. 6.65 6.75 6.6 6.7 655000 0.05 3/8/2007 Kot Addu P
K.E.S.C. 6.6 6.7 6.55 6.65 310500 0.05 3/7/2007 Kot Addu P
K.E.S.C. 6.6 6.7 6.55 6.6 491500 0 3/6/2007 Kot Addu P
K.E.S.C. 6.7 6.7 6.45 6.6 773500 -0.1 3/5/2007 Kot Addu P
K.E.S.C. 6.75 6.9 6.5 6.7 882000 -0.05 3/2/2007 Kot Addu P
K.E.S.C. 6.8 6.95 6.75 6.75 427500 -0.05 3/1/2007 Kot Addu P
K.E.S.C. 6.95 6.9 6.65 6.8 1020000 -0.15 2/28/2007 Kot Addu P
K.E.S.C. 6.9 7.05 6.75 6.95 1440000 0.05 2/27/2007 Kot Addu P
K.E.S.C. 7 7.3 6.9 6.9 1527500 -0.1 2/26/2007 Kot Addu P
K.E.S.C. 6.95 7.1 6.9 7 1064500 0.05 2/23/2007 Kot Addu P
K.E.S.C. 7 7.1 6.85 6.95 302000 -0.05 2/22/2007 Kot Addu P
K.E.S.C. 7.05 7.15 6.85 7 771500 -0.05 2/21/2007 Kot Addu P
K.E.S.C. 7.3 7.35 6.95 7.05 1434500 -0.25 2/20/2007 Kot Addu P
K.E.S.C. 6.75 7.45 6.8 7.3 4615000 0.55 2/19/2007 Kot Addu P
K.E.S.C. 6.85 6.95 6.75 6.75 813000 -0.1 2/16/2007 Kot Addu P
K.E.S.C. 6.8 6.95 6.75 6.85 1048500 0.05 2/15/2007 Kot Addu P
K.E.S.C. 6.8 7 6.7 6.8 880500 0 2/14/2007 Kot Addu P
K.E.S.C. 6.95 7.05 6.8 6.8 1430000 -0.15 2/13/2007 Kot Addu P
K.E.S.C. 7.2 7.3 6.9 6.95 2089500 -0.25 2/12/2007 Kot Addu P
K.E.S.C. 7.3 7.4 7.15 7.2 1776500 -0.1 2/9/2007 Kot Addu P
K.E.S.C. 7.3 7.4 7.15 7.3 2059500 0 2/8/2007 Kot Addu P
K.E.S.C. 7.4 7.65 7.25 7.3 2089000 -0.1 2/7/2007 Kot Addu P
K.E.S.C. 7.15 7.8 7.1 7.4 6158500 0.25 2/6/2007 Kot Addu P
K.E.S.C. 7 7.2 7.05 7.15 718000 0.15 2/2/2007 Kot Addu P
K.E.S.C. 7 7.2 6.95 7 1110500 0 2/1/2007 Kot Addu P
K.E.S.C. 6.9 7.05 6.8 7 1333000 0.1 1/31/2007 Kot Addu P
K.E.S.C. 7.15 7.2 6.85 6.9 2910000 -0.25 1/26/2007 Kot Addu P
K.E.S.C. 7.15 7.3 7 7.15 1494000 0 1/25/2007 Kot Addu P
K.E.S.C. 7.45 7.55 7.1 7.15 2409000 -0.3 1/24/2007 Kot Addu P
K.E.S.C. 7.85 8 7.4 7.45 4079500 -0.4 1/23/2007 Kot Addu P
K.E.S.C. 7.8 8 7.65 7.85 6329000 0.05 1/22/2007 Kot Addu P
K.E.S.C. 7.9 8.05 7.7 7.8 6295000 -0.1 1/19/2007 Kot Addu P
K.E.S.C. 7.35 8.15 7.15 7.9 20556000 0.55 1/18/2007 Kot Addu P
K.E.S.C. 6.5 7.45 6.45 7.35 17111500 0.85 1/17/2007 Kot Addu P
K.E.S.C. 6.2 6.75 6.3 6.5 5664000 0.3 1/16/2007 Kot Addu P
K.E.S.C. 6.25 6.4 6.2 6.2 1017000 -0.05 1/15/2007 Kot Addu P
K.E.S.C. 6.15 6.35 6.15 6.25 821000 0.1 1/12/2007 Kot Addu P
K.E.S.C. 6.05 6.25 6.05 6.15 1067500 0.1 1/11/2007 Kot Addu P
K.E.S.C. 6.3 6.45 6 6.05 4037000 -0.25 1/10/2007 Kot Addu P
K.E.S.C. 6.4 6.5 6.3 6.3 690000 -0.1 1/9/2007 Kot Addu P
K.E.S.C. 6.25 6.5 6.25 6.4 426000 0.15 1/8/2007 Kot Addu P
K.E.S.C. 6.35 6.35 6.25 6.25 893500 -0.1 1/5/2007 Kot Addu P
K.E.S.C. 6.3 6.35 6.25 6.35 343000 0.05 1/4/2007 Kot Addu P
K.E.S.C. 6.5 6.7 6.2 6.3 784500 -0.2 1/3/2007 Kot Addu P
K.E.S.C. 6.4 6.55 6.35 6.5 339000 0.1 12/29/2006 Kot Addu P
K.E.S.C. 6.25 6.45 6.2 6.4 185500 0.15 12/28/2006 Kot Addu P
K.E.S.C. 6.3 6.45 6.25 6.25 224000 -0.05 12/27/2006 Kot Addu P
K.E.S.C. 6.25 6.4 6.2 6.3 263500 0.05 12/26/2006 Kot Addu P
K.E.S.C. 6.4 6.4 6.2 6.25 804500 -0.15 12/22/2006 Kot Addu P
K.E.S.C. 6.45 6.5 6.3 6.4 221500 -0.05 12/21/2006 Kot Addu P
K.E.S.C. 6.25 6.55 6.25 6.45 503000 0.2 12/20/2006 Kot Addu P
K.E.S.C. 6.4 6.5 6.2 6.25 871500 -0.15 12/19/2006 Kot Addu P
K.E.S.C. 6.45 6.6 6.35 6.4 621500 -0.05 12/18/2006 Kot Addu P
K.E.S.C. 6.6 6.65 6.3 6.45 1336000 -0.15 12/15/2006 Kot Addu P
K.E.S.C. 6.75 6.8 6.5 6.6 569000 -0.15 12/14/2006 Kot Addu P
K.E.S.C. 6.75 6.85 6.6 6.75 857000 0 12/13/2006 Kot Addu P
K.E.S.C. 6.9 6.95 6.65 6.75 725000 -0.15 12/12/2006 Kot Addu P
K.E.S.C. 7 7.05 6.8 6.9 598000 -0.1 12/11/2006 Kot Addu P
K.E.S.C. 7.25 7.4 6.9 7 804500 -0.25 12/8/2006 Kot Addu P
K.E.S.C. 7.45 7.9 7.2 7.25 2735500 -0.2 12/7/2006 Kot Addu P
K.E.S.C. 6.45 7.45 6.4 7.45 3151000 1 12/6/2006 Kot Addu P
K.E.S.C. 6.35 6.6 6.35 6.45 531500 0.1 12/5/2006 Kot Addu P
K.E.S.C. 6.25 6.4 6.25 6.35 263000 0.1 12/4/2006 Kot Addu P
K.E.S.C. 6.3 6.3 6.15 6.25 399000 -0.05 12/1/2006 Kot Addu P
K.E.S.C. 6.25 6.35 6.2 6.3 129000 0.05 11/30/2006 Kot Addu P
K.E.S.C. 6.35 6.45 6.2 6.25 514500 -0.1 11/29/2006 Kot Addu P
K.E.S.C. 6.25 6.45 6.25 6.35 412500 0.1 11/28/2006 Kot Addu P
K.E.S.C. 6.35 6.45 6.25 6.25 796500 -0.1 11/27/2006 Kot Addu P
K.E.S.C. 6.4 6.5 6.25 6.35 740500 -0.05 11/24/2006 Kot Addu P
K.E.S.C. 6.3 6.45 6.3 6.4 357500 0.1 11/23/2006 Kot Addu P
K.E.S.C. 6.25 6.4 6.2 6.3 308000 0.05 11/22/2006 Kot Addu P
K.E.S.C. 6.35 6.45 6.25 6.25 350000 -0.1 11/21/2006 Kot Addu P
K.E.S.C. 6.3 6.45 6.3 6.35 242000 0.05 11/20/2006 Kot Addu P
K.E.S.C. 6.5 6.6 6.3 6.3 705000 -0.2 11/17/2006 Kot Addu P
K.E.S.C. 6.5 6.65 6.35 6.5 504000 0 11/16/2006 Kot Addu P
K.E.S.C. 6.5 6.7 6.5 6.5 235500 0 11/15/2006 Kot Addu P
K.E.S.C. 6.5 6.5 6.35 6.5 231000 0 11/14/2006 Kot Addu P
K.E.S.C. 6.65 6.75 6.25 6.5 571500 -0.15 11/13/2006 Kot Addu P
K.E.S.C. 6.7 6.7 6.55 6.65 253000 -0.05 11/10/2006 Kot Addu P
K.E.S.C. 6.7 6.85 6.6 6.7 235000 0 11/8/2006 Kot Addu P
K.E.S.C. 6.8 6.9 6.6 6.7 596000 -0.1 11/7/2006 Kot Addu P
K.E.S.C. 6.95 7.1 6.75 6.8 571500 -0.15 11/6/2006 Kot Addu P
K.E.S.C. 6.85 7 6.75 6.95 687000 0.1 11/3/2006 Kot Addu P
K.E.S.C. 6.9 6.95 6.75 6.85 1024000 -0.05 11/2/2006 Kot Addu P
K.E.S.C. 7.05 7.1 6.85 6.9 830500 -0.15 11/1/2006 Kot Addu P
K.E.S.C. 7.2 7.2 7 7.05 569000 -0.15 10/31/2006 Kot Addu P
K.E.S.C. 7.1 7.2 6.9 7.2 489000 0.1 10/30/2006 Kot Addu P
K.E.S.C. 7.25 7.25 7.1 7.1 528500 -0.15 10/19/2006 Kot Addu P
K.E.S.C. 7.1 7.3 7.15 7.25 480000 0.15 10/18/2006 Kot Addu P
K.E.S.C. 7.05 7.15 7.05 7.1 269500 0.05 10/17/2006 Kot Addu P
K.E.S.C. 7.1 7.1 7 7.05 358000 -0.05 10/16/2006 Kot Addu P
K.E.S.C. 7.1 7.15 7 7.1 220500 0 10/13/2006 Kot Addu P
K.E.S.C. 7.2 7.25 7.05 7.1 204000 -0.1 10/12/2006 Kot Addu P
K.E.S.C. 7.25 7.3 7.1 7.2 364000 -0.05 10/11/2006 Kot Addu P
K.E.S.C. 7.25 7.3 7.15 7.25 280000 0 10/10/2006 Kot Addu P
K.E.S.C. 7.4 7.4 7.15 7.25 659000 -0.15 10/9/2006 Kot Addu P
K.E.S.C. 7.2 7.6 7.2 7.4 1362000 0.2 10/6/2006 Kot Addu P
K.E.S.C. 7.1 7.25 7.05 7.2 638500 0.1 10/5/2006 Kot Addu P
K.E.S.C. 7.1 7.2 7.05 7.1 271500 0 10/4/2006 Kot Addu P
K.E.S.C. 7.15 7.25 7.1 7.1 189500 -0.05 10/3/2006 Kot Addu P
K.E.S.C. 7.15 7.4 7.1 7.15 896000 -0.1 10/2/2006 Kot Addu P
K.E.S.C. 7.2 7.3 7.15 7.25 392000 0.05 9/28/2006 Kot Addu P
K.E.S.C. 7.15 7.25 7.1 7.2 376000 0.05 9/27/2006 Kot Addu P
K.E.S.C. 7.25 7.2 7.05 7.15 336000 -0.1 9/26/2006 Kot Addu P
K.E.S.C. 7.35 7.3 7.1 7.25 251000 -0.1 9/25/2006 Kot Addu P
K.E.S.C. 7.2 7.5 7.25 7.35 674000 0.15 9/22/2006 Kot Addu P
K.E.S.C. 7.2 7.3 7.1 7.2 374500 0 9/21/2006 Kot Addu P
K.E.S.C. 7.15 7.25 7.1 7.2 463000 0.05 9/20/2006 Kot Addu P
K.E.S.C. 7.15 7.25 7.1 7.15 267500 0 9/19/2006 Kot Addu P
K.E.S.C. 7.35 7.4 7.1 7.15 656000 -0.2 9/18/2006 Kot Addu P
K.E.S.C. 7.4 7.45 7.3 7.35 186500 -0.05 9/15/2006 Kot Addu P
K.E.S.C. 7.4 7.5 7.3 7.4 241500 0 9/14/2006 Kot Addu P
K.E.S.C. 7.5 7.55 7.4 7.4 279000 -0.1 9/13/2006 Kot Addu P
K.E.S.C. 7.3 7.65 7.35 7.5 592500 0.2 9/12/2006 Kot Addu P
K.E.S.C. 7.35 7.4 7.25 7.3 291000 -0.05 9/11/2006 Kot Addu P
K.E.S.C. 7.35 7.4 7.25 7.35 446000 0 9/8/2006 Kot Addu P
K.E.S.C. 7.45 7.5 7.35 7.35 407000 -0.1 9/7/2006 Kot Addu P
K.E.S.C. 7.45 7.5 7.35 7.45 237500 0 9/6/2006 Kot Addu P
K.E.S.C. 7.55 7.6 7.35 7.45 547500 -0.1 9/5/2006 Kot Addu P
K.E.S.C. 7.5 7.75 7.4 7.55 595500 0.05 9/4/2006 Kot Addu P
K.E.S.C. 7.6 7.8 7.4 7.5 297500 -0.1 9/1/2006 Kot Addu P
K.E.S.C. 7.8 8 7.6 7.6 349000 -0.2 8/31/2006 Kot Addu P
K.E.S.C. 7.4 8 7.5 7.8 1117000 0.35 8/30/2006 Kot Addu P
K.E.S.C. 7.4 7.5 6.65 7.45 1078500 0.05 8/28/2006 Kot Addu P
K.E.S.C. 7.65 7.7 7.25 7.4 1436500 -0.25 8/25/2006 Kot Addu P
K.E.S.C. 7.8 7.85 7.65 7.65 542500 -0.15 8/24/2006 Kot Addu P
K.E.S.C. 7.75 7.9 7.6 7.8 406000 0.05 8/23/2006 Kot Addu P
K.E.S.C. 7.85 7.95 7.55 7.75 617000 0 8/22/2006 Kot Addu P
K.E.S.C. 7.85 7.95 7.55 7.75 617000 -0.1 8/22/2006 Kot Addu P
K.E.S.C. 8 8.15 7.8 7.85 794000 -0.15 8/21/2006 Kot Addu P
K.E.S.C. 8.05 8.1 7.9 8 394000 -0.05 8/18/2006 Kot Addu P
K.E.S.C. 8 8.2 8 8.05 303000 0.05 8/17/2006 Kot Addu P
K.E.S.C. 8 8.1 7.9 8 325000 0 8/16/2006 Kot Addu P
K.E.S.C. 8.1 8.3 7.95 8 228000 -0.1 8/15/2006 Kot Addu P
K.E.S.C. 8.05 8.3 7.95 8.1 608500 0.05 8/11/2006 Kot Addu P
K.E.S.C. 8.25 8.45 8 8.05 977500 -0.2 8/10/2006 Kot Addu P
K.E.S.C. 8.55 8.7 8.25 8.25 556000 -0.3 8/9/2006 Kot Addu P
K.E.S.C. 8.6 8.75 8.5 8.55 526500 -0.05 8/8/2006 Kot Addu P
K.E.S.C. 8.6 8.7 8.5 8.6 397000 0 8/7/2006 Kot Addu P
K.E.S.C. 8.6 8.75 8.5 8.6 822500 0 8/4/2006 Kot Addu P
K.E.S.C. 8.6 8.75 8.5 8.6 822500 0 8/4/2006 Kot Addu P
K.E.S.C. 8.45 8.8 8.5 8.6 595000 0.15 8/3/2006 Kot Addu P
K.E.S.C. 8.35 8.85 8.3 8.45 1506500 0.1 8/2/2006 Kot Addu P
K.E.S.C. 8.6 8.6 8.3 8.35 541500 0 8/1/2006 Kot Addu P
K.E.S.C. 8.6 8.6 8.3 8.35 541500 0 8/1/2006 Kot Addu P
K.E.S.C. 8.6 8.6 8.3 8.35 541500 -0.25 8/1/2006 Kot Addu P
K.E.S.C. 8.5 8.75 8.25 8.6 559500 0.1 7/31/2006 Kot Addu P
K.E.S.C. 8.85 8.95 8.45 8.5 2009000 -0.35 7/28/2006 Kot Addu P
K.E.S.C. 8.85 9.2 8.75 8.85 1754500 0 7/27/2006 Kot Addu P
K.E.S.C. 9.25 9.4 8.8 8.85 2528000 0.15 7/26/2006 Kot Addu P
K.E.S.C. 7.7 8.7 7.75 8.7 4512500 1 7/24/2006 Kot Addu P
K.E.S.C. 7.75 7.9 7.6 7.7 867500 -0.05 7/21/2006 Kot Addu P
K.E.S.C. 7.7 8.1 7.55 7.75 2345500 0.05 7/20/2006 Kot Addu P
K.E.S.C. 7.4 7.7 7.3 7.7 912000 0.3 7/19/2006 Kot Addu P
K.E.S.C. 7.25 7.45 7.2 7.4 611500 0 7/18/2006 Kot Addu P
K.E.S.C. 7.25 7.45 7.2 7.4 611500 0.15 7/18/2006 Kot Addu P
K.E.S.C. 7.2 7.3 7.15 7.25 266000 0.05 7/17/2006 Kot Addu P
K.E.S.C. 7.25 7.35 7.2 7.2 270000 -0.05 7/14/2006 Kot Addu P
K.E.S.C. 7.3 7.5 7.25 7.25 567000 -0.05 7/13/2006 Kot Addu P
K.E.S.C. 7.25 7.35 7.2 7.3 336000 0.05 7/12/2006 Kot Addu P
K.E.S.C. 7.25 7.35 7.2 7.25 568000 0 7/11/2006 Kot Addu P
K.E.S.C. 7.35 7.4 7.2 7.25 283000 -0.1 7/10/2006 Kot Addu P
K.E.S.C. 7.4 7.5 7.3 7.35 265500 -0.05 7/7/2006 Kot Addu P
K.E.S.C. 7.3 7.65 7.3 7.4 1101000 0.1 7/6/2006 Kot Addu P
K.E.S.C. 7.3 7.5 7.25 7.3 309000 0 7/5/2006 Kot Addu P
K.E.S.C. 7.5 7.65 7.05 7.3 992500 -0.2 7/4/2006 Kot Addu P
K.E.S.C. 7.7 7.8 7.35 7.5 754000 -0.2 7/3/2006
Open rate High Rate Low Rateosing Rate Volume Change Date
47.94 47.8 47.47 47.47 52200 -0.47 6/27/2008
48.42 48.79 47.94 47.94 188300 -0.48 6/26/2008
48.9 49.4 48.42 48.42 220000 -0.48 6/25/2008
46.9 49 47.5 48.9 296700 0.41 6/24/2008
48.7 49.25 47.7 48.49 98200 -0.21 6/20/2008
49.3 49.5 46.84 48.7 330500 -0.6 6/19/2008
49.5 50.5 49.25 49.3 115800 -0.2 6/18/2008
49.51 49.9 49.1 49.5 191700 -0.01 6/17/2008
50.5 51.99 49.5 49.51 163200 -3.74 6/16/2008
51.25 53.75 51.5 53.25 1268300 2 6/4/2008
50.4 51.54 50.3 51.25 62900 0.85 6/3/2008
50.25 51 49.1 50.4 78200 0.15 6/2/2008
50 50.8 49 50.25 210800 0.25 5/30/2008
48.25 50.66 46 50 664400 1.75 5/29/2008
50 50.39 47.6 48.25 205200 -1.75 5/28/2008
47.9 50 48 50 229200 2.1 5/27/2008
47.98 48 46.15 47.9 589200 -0.08 5/26/2008
50.5 52 47.98 47.98 540400 -2.52 5/23/2008
51 51.4 50.05 50.5 101200 -0.5 5/22/2008
51 51.97 50.5 51 153200 0 5/21/2008
51.95 52 50.05 51 411100 -0.95 5/20/2008
52.4 52.31 51.95 51.95 69800 -0.45 5/19/2008
53 53 52.25 52.4 269900 -0.6 5/16/2008
52.96 53 52.82 53 66600 0.04 5/15/2008
53 53.2 52.85 52.96 109500 -0.04 5/14/2008
53.3 53.35 52.9 53 173300 -0.3 5/13/2008
53.8 53.8 53 53.3 48600 -0.5 5/12/2008
53.11 53.99 53 53.8 530600 0.69 5/9/2008
53 53.6 53 53.11 231700 0.11 5/8/2008
52.8 53.1 52.25 53 168800 0.2 5/7/2008
53.07 53.1 52.6 52.8 109900 -0.27 5/6/2008
52.75 53.2 52.5 53.07 175100 0.32 5/5/2008
53.7 54.1 52.75 52.75 245000 -0.25 5/2/2008
53.6 53.6 52.75 53 93800 -0.6 4/29/2008
52.9 53.6 52.5 53.6 301200 0.6 4/28/2008
52.85 54.5 53 53 516500 0.15 4/24/2008
53 53 52.2 52.85 49700 -0.15 4/23/2008
52.85 53.25 52.65 53 122900 0.15 4/22/2008
53 53.25 52.55 52.85 263400 -0.15 4/21/2008
52.9 53.4 52.8 53 129100 0.1 4/18/2008
52.8 53.1 52.75 52.9 57400 0.1 4/17/2008
53.2 53.2 52.8 52.8 122100 -0.4 4/16/2008
 53.1 53.2 53 53.2 40600 0.1 4/15/2008
53.05 53.15 52.6 53.1 99600 0.05 4/14/2008
53.4 53.8 53 53.05 222500 -0.35 4/11/2008
53.85 54 52.75 53.4 126600 -0.45 4/10/2008
53.5 54.1 53.5 53.85 429900 0.35 4/9/2008
53.5 54.1 53.25 53.5 368000 0 4/8/2008
53.45 53.7 53.05 53.5 173500 0.05 4/7/2008
53.85 53.85 53.3 53.45 162200 -0.4 4/4/2008
53 54.1 53 53.85 843100 0.85 4/3/2008
52.75 53.15 52.65 53 401000 0.25 4/2/2008
52.55 53 52.5 52.75 98000 0.2 4/1/2008
53.35 53.45 52.45 52.55 140400 -0.8 3/31/2008
52.25 53.8 52 53.35 1254700 1.1 3/28/2008
51.5 52.25 51.2 52.25 464300 0.75 3/27/2008
51.5 51.5 50.9 51.5 233500 0 3/26/2008
51 51.5 50.6 51.5 323300 0.5 3/25/2008
51.1 51.25 50.8 51 41600 -0.1 3/24/2008
50.95 51.1 50 51.1 172300 0.15 3/20/2008
51 51 49 50.95 714000 -0.85 3/19/2008
52.2 52.25 51.8 51.8 129300 -0.4 3/14/2008
52.15 52.6 51.55 52.2 712000 0.05 3/13/2008
51.75 52.15 51.5 52.15 436000 0.4 3/12/2008
52.35 52.45 51.4 51.75 790600 -3.85 3/11/2008
55.75 55.75 55.05 55.6 235100 -0.15 3/7/2008
55.15 55.75 55 55.75 545800 0.6 3/6/2008
55.2 55.5 54.85 55.15 285200 -0.05 3/5/2008
56 56.5 54.5 55.2 598400 -0.8 3/4/2008
54.5 56 54.2 56 1598000 1.5 3/3/2008
54.5 54.6 54 54.5 368100 0 2/29/2008
53.95 54.5 53.6 54.5 296500 0.55 2/28/2008
54 54.6 53.4 53.95 935900 0.55 2/27/2008
53.4 53.7 53.25 53.4 364900 0.5 2/25/2008
54.35 54.9 52.8 52.9 1707700 -1.45 2/20/2008
53.3 54.75 53.65 54.35 1077000 1.05 2/19/2008
52.35 54 52 53.3 1543200 0.95 2/15/2008
52 52.55 51.95 52.35 283300 0.35 2/14/2008
52.15 52.2 51.5 52 625600 -0.15 2/13/2008
51 52.75 50.8 52.15 1872700 1.15 2/12/2008
50.6 51.2 50.85 51 410000 0.4 2/11/2008
50.95 51 50.55 50.6 107000 -0.35 2/8/2008
50.9 51.1 50.8 50.95 269200 0.05 2/7/2008
51.1 51.1 50.9 50.9 200100 -0.2 2/6/2008
50.8 51.3 50.5 51.1 424900 0.3 2/4/2008
50.7 50.9 50 50.8 184400 0.1 2/1/2008
50.7 51.1 50.5 50.7 248300 0 1/31/2008
 49.8 52.25 50.65 50.7 1477000 0.9 1/30/2008
49.75 49.9 49.6 49.8 154800 0.05 1/29/2008
49.9 50 49.6 49.75 115900 -0.15 1/28/2008
49.6 49.9 49.5 49.9 139500 0.3 1/25/2008
50 49.95 49.5 49.6 52900 -0.4 1/24/2008
49.5 50 49.6 50 368200 0.5 1/23/2008
49.7 49.65 49.25 49.5 111400 -0.2 1/22/2008
49.8 50 49.45 49.7 138400 -0.1 1/21/2008
49 50 48.6 49.8 182900 0.8 1/18/2008
49.35 49.5 48.9 49 264700 -0.35 1/17/2008
49.5 49.8 49.1 49.35 67300 -0.15 1/16/2008
49.6 49.75 48.95 49.5 156500 -0.1 1/15/2008
49.7 50.2 49.4 49.6 149200 -0.1 1/14/2008
49.95 50 49.3 49.7 167500 -0.25 1/11/2008
50.5 50.75 49.8 49.95 271600 -0.55 1/10/2008
50 50.5 49.6 50.5 207600 0.5 1/9/2008
49.75 50.3 49.9 50 270800 0.25 1/8/2008
50.15 50.4 49.6 49.75 248200 -0.4 1/7/2008
50.8 50.85 50.05 50.15 145300 -0.65 1/4/2008
49.5 51 50 50.8 813400 1.3 1/3/2008
50.5 50 49 49.5 358900 -1 1/2/2008
48.45 50.5 47.05 50.5 512700 2.05 1/1/2008
51 48.45 48.45 48.45 664600 -2.55 12/31/2007
50.8 51 50.5 51 177600 0.2 12/27/2007
50.6 51.25 50.4 50.8 279300 0.2 12/26/2007
51.05 51.25 50.5 50.6 91700 -0.45 12/24/2007
49.95 51.15 49.8 51.05 309700 1.1 12/19/2007
50.2 50.25 49.95 49.95 87200 -0.25 12/18/2007
50.25 50.6 50.05 50.2 182900 -0.05 12/17/2007
50.25 50.55 50.2 50.25 79800 0 12/14/2007
50.3 50.6 50.25 50.25 58800 -0.05 12/13/2007
50.65 50.75 50.3 50.3 105800 -0.35 12/12/2007
50.8 50.8 50.4 50.65 105000 -0.15 12/11/2007
50.75 51.05 50.6 50.8 94400 0.05 12/10/2007
50.7 51.05 50.25 50.75 234700 0.05 12/7/2007
50.35 51 50.1 50.7 344500 0.35 12/6/2007
50.6 51 50.35 50.35 106800 -0.25 12/5/2007
50.65 50.6 50 50.6 134100 -0.05 12/4/2007
51 51.3 50.5 50.65 242600 -0.35 12/3/2007
50.5 51 50.1 51 313000 0.5 11/30/2007
51.1 51.5 50.4 50.5 598300 -0.6 11/29/2007
50.3 51.5 49.95 51.1 600200 0.8 11/28/2007
50 50.6 49.25 50.3 435700 0.3 11/27/2007
50.2 50.75 49.85 50 548900 -0.2 11/26/2007
49.95 50.5 49.8 50.2 762600 0.25 11/23/2007
50.25 50.95 49.7 49.95 799200 -0.3 11/22/2007
47.9 50.25 48 50.25 903600 2.35 11/21/2007
47.5 48.4 47 47.9 1643400 0.4 11/20/2007
48.5 48.6 47.3 47.5 2074800 -1 11/19/2007
48.5 49.2 47.8 48.5 433400 0 11/16/2007
49.15 50 47.75 48.5 499300 -0.65 11/15/2007
50.15 50.5 49 49.15 375100 -1 11/14/2007
51.5 51.1 50 50.15 490900 -1.35 11/13/2007
51.8 52.4 51 51.5 526200 -0.3 11/12/2007
49.35 51.8 48.5 51.8 2580100 2.45 11/8/2007
47 49.35 47 49.35 1201500 2.35 11/7/2007
48.05 48.2 46.7 47 2542100 -1.05 11/6/2007
50.55 50.9 48.05 48.05 477300 -2.5 11/5/2007
50.85 51 50.05 50.55 189400 -0.3 11/2/2007
51.25 51.5 50.5 50.85 166100 -0.4 11/1/2007
51.4 51.75 51.05 51.25 182800 -0.15 10/31/2007
52.1 52.5 51 51.4 174700 -0.7 10/30/2007
51.7 52.7 51.5 52.1 345700 0.4 10/29/2007
51.8 52.75 51.5 51.7 244700 -0.1 10/26/2007
52.1 52.7 51.5 51.8 433100 -0.3 10/25/2007
51.1 53.25 51.05 52.1 1267800 1 10/24/2007
50.7 51.95 50.6 51.1 1507400 0.4 10/23/2007
50.8 51.5 50.5 50.7 1304700 -0.1 10/22/2007
50.8 51.45 48.55 50.8 730200 0 10/19/2007
50.6 52.2 50.4 50.8 1263800 0.2 10/18/2007
52.4 53 50.05 50.6 1346800 -1.8 10/17/2007
53.75 54.25 52.4 52.4 945300 -4.35 10/11/2007
56 57.4 55.75 56.75 815300 0.75 10/9/2007
54.8 56 55.5 56 405800 1.2 10/8/2007
54.75 55.2 54.7 54.8 277400 0.05 10/5/2007
53 55.1 53.95 54.75 307000 1.75 10/4/2007
55 55.25 53 53 1240600 -2 10/3/2007
54.75 55.4 54.2 55 982100 0.25 10/2/2007
53.9 55 54.25 54.75 299400 0.85 10/1/2007
53.7 54.1 53 53.9 358300 0.2 9/28/2007
53.85 54 53.35 53.7 318600 -0.15 9/27/2007
54.45 54.8 53.4 53.85 1336000 -0.6 9/26/2007
55.35 55.9 54.15 54.45 471100 -0.9 9/25/2007
55.45 55.9 55 55.35 1238000 -0.1 9/24/2007
55 55.6 54.4 55.45 722000 0.45 9/21/2007
54.45 55.25 54.05 55 937800 0.55 9/20/2007
52.9 55 52.95 54.45 2265000 1.55 9/19/2007
52 53 52 52.9 777300 0.9 9/18/2007
51.55 52.2 51.25 52 669400 0.45 9/17/2007
51.5 51.7 50.75 51.55 253900 0.05 9/14/2007
50.25 51.75 50 51.5 868200 1.25 9/13/2007
50 50.25 50 50.25 286700 0.25 9/12/2007
50 50.45 49.7 50 306200 0 9/11/2007
49.75 50.25 48.1 50 813800 0.25 9/10/2007
50 50 49 49.75 1217500 -0.25 9/7/2007
49.95 50.4 49.5 50 1733300 0.05 9/6/2007
50.2 50.95 49.95 49.95 2704000 -0.25 9/5/2007
48.1 50.45 47.9 50.2 2594300 2.1 9/4/2007
47.5 48.5 46.3 48.1 2294600 0.6 9/3/2007
50 50.3 47.5 47.5 1859600 -2.5 8/31/2007
49.2 50.9 49.45 50 2978200 0.8 8/30/2007
51.45 49.9 48.9 49.2 3073100 -2.25 8/29/2007
54.15 51.45 51.45 51.45 98000 -2.7 8/28/2007
57 54.15 54.15 54.15 24700 -2.85 8/27/2007
60 57.1 57 57 153400 -3 8/24/2007
59.5 61 56.55 60 1966300 0.5 8/23/2007
56.85 59.5 54.05 59.5 3944200 2.65 8/22/2007
59.8 59.35 56.85 56.85 1483200 -2.95 8/21/2007
59.6 60 59.05 59.8 2405600 0.2 8/20/2007
60.5 60.5 59.5 59.6 3982600 -0.9 8/17/2007
60.35 60.5 59.3 60.5 2097900 0.15 8/16/2007
59.5 60.35 58.4 60.35 1884900 0.85 8/15/2007
60.5 60 59.25 59.5 1583000 -1 8/13/2007
60.6 60.9 59.2 60.5 942100 -0.1 8/10/2007
61 60.6 57.95 60.6 228300 -0.4 8/9/2007
60.65 61.25 60.45 61 235500 0.35 8/8/2007
60.6 60.7 60.2 60.65 102700 0.05 8/7/2007
61.5 61.6 60.5 60.6 329200 -0.9 8/6/2007
61.55 61.95 61 61.5 272300 -0.05 8/3/2007
61.8 61.65 61.1 61.55 121800 -0.25 8/2/2007
61.75 61.8 61.05 61.8 987300 0.05 8/1/2007
61.75 61.85 61 61.75 2536000 0 7/31/2007
61.7 61.75 60.55 61.75 107600 0.05 7/30/2007
61.85 61.95 60.5 61.7 298200 -0.15 7/27/2007
60.1 61.95 59.75 61.85 2737500 1.75 7/26/2007
60 60.6 59.7 60.1 1295200 0.1 7/25/2007
60.35 60.3 59.7 60 139700 -0.35 7/24/2007
60.3 60.45 59.25 60.35 709700 0.05 7/23/2007
60.5 60.5 58.75 60.3 1337400 -0.2 7/20/2007
60.7 60.5 58.25 60.5 305400 -0.2 7/19/2007
60.9 60.7 59.8 60.7 728300 -0.2 7/18/2007
60.25 60.9 59.25 60.9 874400 0.65 7/17/2007
60.85 60.5 59.8 60.25 244500 -0.6 7/16/2007
61 60.9 60.25 60.85 113700 -0.15 7/13/2007
61.15 61.4 60.5 61 291100 -0.15 7/12/2007
61.45 61.25 60.75 61.15 231200 -0.3 7/11/2007
60.95 61.5 60.25 61.45 1125200 0.5 7/10/2007
60.15 61.3 59.55 60.95 2778600 0.8 7/9/2007
59.95 60.15 59.6 60.15 397600 0.2 7/6/2007
59.5 60.1 59.6 59.95 357000 0.45 7/5/2007
60 60 59.5 59.5 223400 -0.5 7/4/2007
59.95 60 59.65 60 221100 0.05 7/3/2007
60.15 60.15 59.65 59.95 130700 -0.2 7/2/2007
60.5 60.75 59.55 60.15 974500 -0.35 6/29/2007
59.9 60.5 59.1 60.5 263000 0.6 6/28/2007
59.85 59.9 59.5 59.9 310500 0.05 6/27/2007
59.85 59.85 59.35 59.85 759500 0 6/26/2007
59.95 59.95 59.55 59.85 266000 -0.1 6/25/2007
59.95 60 59.3 59.95 509000 0 6/22/2007
60.15 60.15 59.8 59.95 1066500 -0.2 6/21/2007
60.15 60.15 59.95 60.15 384500 0 6/20/2007
60.1 60.55 59.9 60.15 941500 0.05 6/19/2007
60.3 60.65 59.85 60.1 333000 -0.2 6/18/2007
60.15 60.3 59.55 60.3 481000 0.15 6/15/2007
60.15 60.3 59.95 60.15 985000 0 6/14/2007
60 60.15 59.7 60.15 933500 0.15 6/13/2007
60.05 60.5 59.7 60 818000 -0.05 6/12/2007
59.85 60.1 59.5 60.05 971000 0.2 6/11/2007
59.95 60 59.3 59.85 1032000 -0.1 6/8/2007
60 60.25 59.3 59.95 777500 -0.05 6/7/2007
60.5 60.5 59.85 60 794500 -0.5 6/6/2007
59.25 60.65 58.5 60.5 2141000 1.25 6/5/2007
59.4 60 58.8 59.25 204500 -0.15 6/4/2007
59.25 59.75 59 59.4 1616500 0.15 6/1/2007
59.25 59.6 58.1 59.25 1201000 0 5/31/2007
59.35 59.4 58.6 59.25 198500 -0.1 5/30/2007
59.9 59.65 59.1 59.35 121500 -0.55 5/29/2007
59.85 59.95 59.35 59.9 1490500 0.05 5/28/2007
59.95 59.85 59.6 59.85 632500 -0.1 5/25/2007
59.85 61 59.5 59.95 2575500 0.1 5/24/2007
59.85 59.85 59.3 59.85 1197000 0 5/23/2007
59.7 59.95 59.25 59.85 1463500 0.15 5/22/2007
59.95 59.95 59.5 59.7 2409000 -0.25 5/21/2007
60 60 59.5 59.95 2432000 -0.05 5/18/2007
60 60.15 59.15 60 4346500 0 5/17/2007
60.85 61.2 59.15 60 3657000 -0.85 5/16/2007
61.05 61.3 60.5 60.85 2401000 -0.2 5/15/2007
62.2 62 60 61.05 2152500 -1.15 5/14/2007
62 62.2 61.3 62.2 2768000 0.2 5/11/2007
61.9 62 61.6 62 2293000 0.1 5/10/2007
 61.9 62.15 61.5 61.9 4381500 0 5/9/2007
61.8 62 60.85 61.9 3131000 0.1 5/8/2007
62.55 62.3 59.5 61.8 2945000 -0.75 5/7/2007
62.4 62.65 62.1 62.55 5392000 0.15 5/4/2007
62.4 62.75 62 62.4 2228000 0 5/3/2007
62.4 62.4 62 62.4 763500 0 5/2/2007
62.25 62.4 61.75 62.4 1869000 0.15 4/30/2007
62.25 62.35 62 62.25 3822000 0 4/27/2007
62.3 62.4 61.9 62.25 907500 -0.05 4/26/2007
61.95 62.4 61.55 62.3 3567500 0.35 4/25/2007
62 62.1 61.2 61.95 5403500 -0.05 4/24/2007
61.7 62.4 61.25 62 1622000 0.3 4/23/2007
61.2 61.7 60.75 61.7 2898000 0.5 4/20/2007
60.85 61.45 60.05 61.2 6197500 0.35 4/19/2007
60.85 61.5 60 60.85 4489500 0 4/18/2007
60.8 60.85 60.1 60.85 1840500 0.05 4/17/2007
60.9 61 59.95 60.8 606000 -0.1 4/16/2007
60.85 60.9 60.2 60.9 1325500 0.05 4/13/2007
60.55 60.9 60.15 60.85 2946500 0.3 4/12/2007
60.55 60.6 60.2 60.55 804000 0 4/11/2007
60.35 60.75 59.9 60.55 2781000 0.2 4/10/2007
60.05 60.45 59.3 60.35 3440000 0.3 4/9/2007
59.95 60.35 59.7 60.05 2409000 0.1 4/6/2007
59.8 60.4 59.4 59.95 5860000 0.15 4/5/2007
59.45 59.8 59 59.8 1819500 0.35 4/4/2007
59.1 59.5 58.9 59.45 1953500 0.35 4/3/2007
58.4 59.95 58.65 59.1 3948000 0.7 4/2/2007
58.2 58.65 57.7 58.4 2539500 0.2 3/30/2007
58.1 58.2 57.7 58.2 2621500 0.1 3/29/2007
57.9 58.2 57.7 58.1 3723000 0.2 3/28/2007
58.3 58.4 57.8 57.9 2630500 -0.4 3/27/2007
58 58.4 57.7 58.3 2942500 0.3 3/26/2007
58.3 58.1 57.35 58 4163500 -0.3 3/22/2007
57.95 58.9 57.6 58.3 5204000 0.35 3/21/2007
56.4 58.05 56.2 57.95 4294500 1.55 3/20/2007
57.1 57.75 55.75 56.4 6943500 -0.7 3/19/2007
56.4 59.2 56.15 57.1 4560000 0.7 3/16/2007
56 56.5 54.8 56.4 5352500 0.4 3/15/2007
55.45 57 54.5 56 6698500 0.55 3/14/2007
55.2 55.7 54.25 55.45 4042500 0.25 3/13/2007
52.7 55.3 52.3 55.2 8392000 -0.5 3/12/2007
55.95 56 54.95 55.7 817500 -0.25 3/9/2007
56 56 55.3 55.95 7122500 -0.05 3/8/2007
55.3 56 54.9 56 11430000 0.7 3/7/2007
55.3 55.45 54.5 55.3 6596500 0 3/6/2007
 54.9 55.6 53.7 55.3 5934000 0.4 3/5/2007
55.15 55.2 54.15 54.9 1809000 -0.25 3/2/2007
55.25 55.3 54.6 55.15 4323500 -0.1 3/1/2007
54.5 55.25 53.5 55.25 7026500 0.75 2/28/2007
53.95 55.5 53.2 54.5 9597000 0.55 2/27/2007
53.4 54 52.6 53.95 6064500 0.55 2/26/2007
52.9 53.4 51.7 53.4 6258500 0.5 2/23/2007
52.85 52.9 50.8 52.9 4900500 0.05 2/22/2007
52.9 53.2 52.25 52.85 1165000 -0.05 2/21/2007
53.25 54.2 51.7 52.9 10919500 -0.35 2/20/2007
53.25 53.3 50.6 53.25 4228000 0 2/19/2007
56.05 56.05 53.25 53.25 9210500 -2.8 2/16/2007
54 56.65 51.3 56.05 39867500 2.05 2/15/2007
55.9 56 53.15 54 6436000 -1.9 2/14/2007
54.5 57.2 51.8 55.9 17608500 1.4 2/13/2007
53.9 54.6 53.55 54.5 13591500 0.6 2/12/2007
53.2 54 52.5 53.9 13440500 0.7 2/9/2007
52.7 53.25 51.5 53.2 12181500 0.5 2/8/2007
51 52.75 51 52.7 17135000 1.7 2/7/2007
49.35 51.8 48.4 51 19564500 1.65 2/6/2007
47.75 49.45 47.05 49.35 10952000 1.6 2/2/2007
47.7 48.45 47.1 47.75 6688000 0.05 2/1/2007
45.45 47.7 45 47.7 7707500 2.25 1/31/2007
43.8 45.65 43.5 45.45 5035000 1.65 1/26/2007
43.2 44.15 43.3 43.8 2181000 0.6 1/25/2007
42.7 43.8 42.5 43.2 2784500 0.5 1/24/2007
43.25 43.5 42.7 42.7 1433500 -0.55 1/23/2007
41.9 43.85 41.8 43.25 4172000 1.35 1/22/2007
41.6 42.2 41.5 41.9 475000 0.3 1/19/2007
41.8 42.15 41.6 41.6 405000 -0.2 1/18/2007
40.75 42.3 40.85 41.8 1541000 1.05 1/17/2007
40.7 40.95 40.65 40.75 170000 0.05 1/16/2007
40.8 41.2 40.6 40.7 617500 -0.1 1/15/2007
40.8 40.9 40.65 40.8 92500 0 1/12/2007
40.6 41 40.5 40.8 250000 0.2 1/11/2007
40.8 41.1 40.5 40.6 183500 -0.2 1/10/2007
40.5 41.1 40.5 40.8 410500 0.3 1/9/2007
40.6 40.85 40.5 40.5 161500 -0.1 1/8/2007
40.85 41.1 40.6 40.6 183000 -0.25 1/5/2007
41 41 40.7 40.85 142000 -0.15 1/4/2007
40.7 41.2 40.5 41 125500 0.3 1/3/2007
40.8 40.7 40.25 40.7 375000 -0.1 12/29/2006
40.65 41 40.55 40.8 152000 0.15 12/28/2006
40.65 41 40.6 40.65 272500 0 12/27/2006
40.35 40.9 40.45 40.65 162000 0.3 12/26/2006
40.75 40.85 40.1 40.35 361500 -0.4 12/22/2006
40.9 41.05 40.55 40.75 306500 -0.15 12/21/2006
40.8 41.25 40.65 40.9 337000 0.1 12/20/2006
41.75 41.65 40.45 40.8 526500 -0.95 12/19/2006
41.5 41.85 41 41.75 590500 0.25 12/18/2006
41.3 41.8 41.35 41.5 327000 0.2 12/15/2006
41.5 41.7 41.25 41.3 294500 -0.2 12/14/2006
41.75 42 41.35 41.5 363000 -0.25 12/13/2006
41.6 42 41.75 41.75 270500 0.15 12/12/2006
41.45 41.8 41.25 41.6 230500 0.15 12/11/2006
41.95 42 41.35 41.45 691500 -0.5 12/8/2006
42.3 42.5 41.75 41.95 615500 -0.35 12/7/2006
42.2 42.85 41.95 42.3 1257500 0.1 12/6/2006
41 42.6 40.95 42.2 2330500 1.2 12/5/2006
41 41.1 40.7 41 262000 0 12/4/2006
41.5 41.6 40.65 41 513500 -0.5 12/1/2006
40.65 41.5 40.65 41.5 276000 0.85 11/30/2006
40.8 41 40.65 40.65 63500 -0.15 11/29/2006
40.75 41.1 40.7 40.8 104000 0.05 11/28/2006
40.9 40.95 40.75 40.75 99500 -0.15 11/27/2006
40.9 41.2 40.75 40.9 137500 0 11/24/2006
40.95 41.1 40.75 40.9 243500 -0.05 11/23/2006
41 41.1 40.75 40.95 84500 -0.05 11/22/2006
41 41.25 40.75 41 108500 0 11/21/2006
41.15 41.2 40.95 41 147500 -0.15 11/20/2006
41.1 41.5 41 41.15 128000 0.05 11/17/2006
41.25 41.4 41 41.1 132000 -0.15 11/16/2006
41.75 42 41.25 41.25 245000 -0.5 11/15/2006
40.95 41.75 40.5 41.75 376500 0.8 11/14/2006
41 41.45 40.95 40.95 259500 -0.05 11/13/2006
41.25 41.35 40.75 41 252500 -0.25 11/10/2006
41.5 41.85 41.1 41.25 236000 -0.25 11/8/2006
42 42.2 41.4 41.5 362000 -0.5 11/7/2006
42.1 42.45 41.95 42 505500 -0.1 11/6/2006
42.8 42.95 42 42.1 1171000 -0.7 11/3/2006
42.1 43.2 41.95 42.8 1773000 0.7 11/2/2006
42.7 42.8 42 42.1 279500 -0.6 11/1/2006
42.7 42.9 42.3 42.7 305500 0 10/31/2006
42.75 43.05 42.35 42.7 865000 -0.05 10/30/2006
43 43.05 42 42.75 467500 -0.25 10/19/2006
43.05 43.3 43 43 473000 -0.05 10/18/2006
43 43.3 42.8 43.05 199500 0.05 10/17/2006
43.35 43.5 42.95 43 275000 -0.35 10/16/2006
42.95 43.9 43 43.35 810500 0.4 10/13/2006
42 43 41.95 42.95 659500 0.95 10/12/2006
 42 42.3 41.9 42 314000 0 10/11/2006
41.65 42.25 41.8 42 639000 0.35 10/10/2006
41.5 41.8 41 41.65 603500 -3.95 10/9/2006
46.1 46.25 45.5 45.6 1767500 -0.5 10/6/2006
45.95 46.2 45.75 46.1 1008000 0.15 10/5/2006
45.5 45.95 45.3 45.95 660000 0.45 10/4/2006
45.75 46.25 45.25 45.5 718500 -0.25 10/3/2006
44.75 45.75 44.95 45.75 735000 0.65 10/2/2006
45.15 45.8 44.8 45.1 733500 -0.05 9/28/2006
44.3 45.35 44.45 45.15 835000 0.85 9/27/2006
43.7 44.55 43.5 44.3 632500 0.6 9/26/2006
43.5 43.75 43.45 43.7 261000 0.2 9/25/2006
43.5 43.9 43.4 43.5 192000 0 9/22/2006
42.75 43.75 42.75 43.5 592000 0.75 9/21/2006
42.8 43 42.65 42.75 125000 -0.05 9/20/2006
42.9 43 42.8 42.8 172500 -0.1 9/19/2006
43 43.4 42.6 42.9 502000 -0.1 9/18/2006
42.55 43.2 42.85 43 645500 0.45 9/15/2006
43.4 43.25 42.5 42.55 224000 -0.85 9/14/2006
43.3 43.65 42.8 43.4 255000 0.1 9/13/2006
42.7 43.4 42.9 43.3 325500 0.6 9/12/2006
42.3 43 42.3 42.7 368500 0.4 9/11/2006
42.85 42.8 42 42.3 408000 -0.55 9/8/2006
43.25 43.35 42.8 42.85 210500 -0.4 9/7/2006
43.35 43.55 43.1 43.25 332500 -0.1 9/6/2006
43.85 43.95 43.25 43.35 262000 -0.5 9/5/2006
44 44.35 43.5 43.85 478500 -0.15 9/4/2006
45.65 46.4 44 44 1408500 -1.65 9/1/2006
45.95 46.55 45.3 45.65 1386000 -0.3 8/31/2006
43.85 45.95 44.3 45.95 714000 2.15 8/30/2006
42.75 43.8 42 43.8 402000 1.05 8/28/2006
44.1 43.95 42.55 42.75 616000 -1.35 8/25/2006
45.1 45.35 43.85 44.1 329000 -1 8/24/2006
45.5 45.5 44.6 45.1 390000 -0.4 8/23/2006
46 46.55 45 45.5 822000 0 8/22/2006
46 46.55 45 45.5 822000 -0.5 8/22/2006
46.2 46.55 45.45 46 808000 -0.2 8/21/2006
45.1 46.6 45.05 46.2 1799500 1.1 8/18/2006
44.15 45.25 44.3 45.1 1082000 0.95 8/17/2006
44.3 44.45 44.1 44.15 200000 -0.15 8/16/2006
44.5 44.95 44 44.3 163000 -0.2 8/15/2006
44.85 45.1 44 44.5 220000 -0.35 8/11/2006
45 45 43.9 44.85 501500 -0.15 8/10/2006
45.2 45.45 44.5 45 433500 -0.2 8/9/2006
45.45 46 45 45.2 589000 -0.25 8/8/2006
 45.1 45.9 45 45.45 785000 0.35 8/7/2006
43.7 45.2 43.55 45.1 1483500 0 8/4/2006
43.7 45.2 43.55 45.1 1483500 1.4 8/4/2006
43.35 44.1 43.35 43.7 299500 0.35 8/3/2006
43.25 43.7 43.15 43.35 345000 0.1 8/2/2006
43.45 44 43.2 43.25 279500 0 8/1/2006
43.45 44 43.2 43.25 279500 0 8/1/2006
43.45 44 43.2 43.25 279500 -0.2 8/1/2006
43.45 44.45 43 43.45 295500 0 7/31/2006
43.7 43.75 43 43.45 463000 -0.25 7/28/2006
43.85 44.2 43.5 43.7 1821000 -0.15 7/27/2006
44.2 44 43.5 43.85 386500 -0.8 7/26/2006
44.3 45 44.45 44.65 382500 0.35 7/24/2006
43 45.1 42.5 44.3 1036000 1.3 7/21/2006
41.75 43.25 41.65 43 791500 1.25 7/20/2006
41.7 42 41.55 41.75 99000 0.05 7/19/2006
41.3 42 41.1 41.7 110000 0 7/18/2006
41.3 42 41.1 41.7 110000 0.4 7/18/2006
41.5 41.5 41.1 41.3 109000 -0.2 7/17/2006
41.45 41.75 41.45 41.5 148500 0.05 7/14/2006
41.15 41.65 41.1 41.45 218000 0.3 7/13/2006
41 41.35 40.6 41.15 480500 0.15 7/12/2006
41.1 41.4 40.9 41 271500 -0.1 7/11/2006
41.1 41.5 40.8 41.1 180500 0 7/10/2006
41.25 41.65 41.05 41.1 101500 -0.15 7/7/2006
41.8 42 41.25 41.25 124500 -0.55 7/6/2006
41.55 41.9 41.5 41.8 135500 0.25 7/5/2006
41.3 41.75 40.9 41.55 131500 0.25 7/4/2006
42.1 41.75 40.5 41.3 187500 -0.8 7/3/2006