SENSEX

Date Open High Low Close Volume Adj Close Returns SENSEX Date Open High
01-07-2005 7165.45 7708.59 7123.11 7635.42 15100 7635.42 01-07-2005 164.75 170
01-08-2005 7632.01 7921.39 7537.5 7805.43 15700 7805.43 2.23% 01-08-2005 168.9 175.5
01-09-2005 7818.9 8722.17 7818.9 8634.48 16400 8634.48 10.62% 01-09-2005 166.75 186
03-10-2005 8662.99 8821.84 7656.15 7892.32 23400 7892.32 -8.60% 03-10-2005 182 187.7
01-11-2005 7989.86 9033.99 7891.23 8788.81 18900 8788.81 11.36% 01-11-2005 163.7 193
01-12-2005 8813.82 9442.98 8769.56 9397.93 23100 9397.93 6.93% 01-12-2005 182 200.65
02-01-2006 9422.49 9945.19 9158.44 9919.89 21500 9919.89 5.55% 02-01-2006 197 200.9
01-02-2006 9959.24 10422.65 9713.51 10370.24 20000 10370.24 4.54% 01-02-2006 195 252
01-03-2006 10368.75 11356.95 10344.26 11279.96 21500 11279.96 8.77% 01-03-2006 243.95 278.4
03-04-2006 11342.96 12102 11008.43 11851.93 25000 11851.93 5.07% 03-04-2006 272.85 295.45
02-05-2006 12103.78 12671.11 9826.91 10398.61 25800 10398.61 -12.26% 01-05-2006 290.65 295.85
01-06-2006 10472.46 10626.84 8799.01 10609.25 27200 10609.25 2.03% 01-06-2006 236 245.4
03-07-2006 10646.56 10940.45 9875.35 10743.88 22100 10743.88 1.27% 03-07-2006 230 249.9
01-08-2006 10737.5 11794.43 10646.65 11699.05 16300 11699.05 8.89% 01-08-2006 233.75 250
01-09-2006 11699.57 12485.17 11445.19 12454.42 14600 12454.42 6.46% 01-09-2006 235 262.5
03-10-2006 12473.79 13075.85 12178.83 12961.9 14800 12961.9 4.07% 02-10-2006 256.2 258
01-11-2006 12992.62 13799.02 12937.3 13696.31 17900 13696.31 5.67% 01-11-2006 237.95 255
01-12-2006 13729.67 14035.3 12801.65 13786.91 14600 13786.91 0.66% 01-12-2006 237.1 243
02-01-2007 13827.77 14325.92 13303.22 14090.92 16100 14090.92 2.21% 01-01-2007 216.55 226
01-02-2007 14124.36 14723.88 12800.91 12938.09 19000 12938.09 -8.18% 01-02-2007 211.3 215.95
01-03-2007 13013.74 13386.95 12316.1 13072.1 18400 13072.1 1.04% 01-03-2007 176 207.15
02-04-2007 12811.93 14383.72 12425.52 13872.37 18400 13872.37 6.12% 02-04-2007 203 216
03-05-2007 13987.77 14576.37 13562.95 14544.46 15300 14544.46 4.84% 01-05-2007 199.4 205.5
01-06-2007 14610.28 14683.36 13946.99 14650.51 14300 14650.51 0.73% 01-06-2007 203.5 203.5
02-07-2007 14685.16 15868.85 14638.88 15550.99 18500 15550.99 6.15% 02-07-2007 189.8 211.7
01-08-2007 15344.02 15542.4 13779.88 15318.6 16700 15318.6 -1.49% 01-08-2007 206 210.35
03-09-2007 15401.99 17361.47 15323.05 17291.1 20600 17291.1 12.88% 03-09-2007 210 230.4
01-10-2007 17356.99 20238.16 17144.58 19837.99 30500 19837.99 14.73% 01-10-2007 222.9 227.05
01-11-2007 20130.23 20204.21 18182.83 19363.19 16600 19363.19 -2.39% 01-11-2007 209 212.1
03-12-2007 19547.09 20498.11 18886.4 20286.99 13800 20286.99 4.77% 03-12-2007 208 222
02-01-2008 20393.1 21206.77 15332.42 17648.71 21400 17648.71 -13.00% 01-01-2008 214.2 244.1
01-02-2008 17820.67 18895.34 16457.74 17578.72 16800 17578.72 -0.40% 01-02-2008 209.4 229
03-03-2008 17227.56 17227.56 14677.24 15644.44 25900 15644.44 -11.00% 03-03-2008 226 247.55
01-04-2008 15771.72 17480.74 15297.96 17287.31 21100 17287.31 10.50% 01-04-2008 232 256
02-05-2008 17560.15 17735.7 16196.02 16415.57 20100 16415.57 -5.04% 02-05-2008 252.7 254.25
02-06-2008 16591.46 16632.72 13405.54 13461.6 24300 13461.6 -17.99% 02-06-2008 237.5 239.25
01-07-2008 13480.02 15130.09 12514.99 14355.75 30300 14355.75 6.64% 01-07-2008 205 241
01-08-2008 14064.26 15579.78 14002.43 14564.53 25200 14564.53 1.45% 01-08-2008 238 251.2
01-09-2008 14412.99 15107.01 12153.55 12860.43 31700 12860.43 -11.70% 01-09-2008 244 265
01-10-2008 13006.72 13203.86 7697.39 9788.06 46400 9788.06 -23.89% 01-10-2008 252.25 259.8
03-11-2008 10209.37 10945.41 8316.39 9092.72 48300 9092.72 -7.10% 03-11-2008 225 253.6
01-12-2008 9162.94 10188.54 8467.43 9647.31 56300 9647.31 6.10% 01-12-2008 236.6 267
02-01-2009 9973.06 10469.72 8631.6 9424.24 61400 9424.24 -2.31% 01-01-2009 251.2 267
02-02-2009 9363.58 9724.87 8619.22 8891.61 36600 8891.61 -5.65% 02-02-2009 260 271
02-03-2009 8762.88 10127.09 8047.17 9708.5 46000 9708.5 9.19% 02-03-2009 249.8 252
01-04-2009 9745.77 11492.1 9546.29 11403.25 52900 11403.25 17.46% 01-04-2009 237.65 245.45
04-05-2009 11635.24 14930.54 11621.3 14625.25 54700 14625.25 28.26% 04-05-2009 237 243
01-06-2009 14790.89 15600.3 14016.95 14493.84 40300 14493.84 -0.90% 01-06-2009 233 270.8
01-07-2009 14493.84 15732.81 13219.99 15670.31 36300 15670.31 8.12% 01-07-2009 269 306
03-08-2009 15694.78 16002.46 14684.45 15666.64 29700 15666.64 -0.02% 03-08-2009 287 296.05
01-09-2009 15691.27 17142.52 15356.72 17126.84 28500 17126.84 9.32% 01-09-2009 260.85 277.5
01-10-2009 17186.2 17457.26 15805.2 15896.28 31500 15896.28 -7.18% 01-10-2009 262 295.5
03-11-2009 15838.63 17290.48 15330.56 16926.22 25000 16926.22 6.48% 03-11-2009 279 288.45
01-12-2009 16947.46 17530.94 16577.78 17464.81 19800 17464.81 3.18% 01-12-2009 285.2 286.25
04-01-2010 17473.45 17790.33 15982.08 16357.96 21900 16357.96 -6.34% 04-01-2010 265.95 268.25
01-02-2010 16339.32 16669.25 15651.99 16429.55 20100 16429.55 0.44% 01-02-2010 244 248
02-03-2010 16438.45 17793.01 16438.45 17527.77 18100 17527.77 6.68% 02-03-2010 237 244.35
01-04-2010 17555.04 18047.86 17276.8 17558.71 13600 17558.71 0.18% 01-04-2010 240 243.2
03-05-2010 17536.86 17536.86 15960.15 16944.63 19700 16944.63 -3.50% 03-05-2010 238 243
01-06-2010 16942.82 17919.62 16318.39 17700.9 23500 17700.9 4.46% 1-Jun 235.8 273.45
 HUL ITC
Low Close Volume Adj Close Returns Date Open High Low Close Volume
152.2 166.95 708400 147.72 01-07-2005 160.9 179.4 160.9 168.08 1104400
159.5 165.65 1742400 146.57 -0.78% 01-08-2005 168.48 175.3 165.5 173.18 716000
164 181.15 825500 160.29 9.36% 01-09-2005 174.8 196.1 129.3 136.75 2291400
156.5 161.4 902600 142.81 -10.91% 03-10-2005 137.95 138 114.6 120.3 3052000
161.95 181.95 767000 161 12.74% 01-11-2005 123.6 140 120.05 134.5 1877800
180.7 197.25 771200 174.54 8.41% 01-12-2005 135 146.1 132.55 142 1879300
181.25 194.8 474500 172.37 -1.24% 02-01-2006 142.5 158.4 139.9 154.85 1687300
188.25 241.95 2047400 214.09 24.20% 01-02-2006 154.8 175.75 150.6 172.6 1922800
235 272.3 1378700 240.94 12.54% 01-03-2006 172.5 200 169.2 194.95 1770600
263.1 290.65 1205200 259.44 7.68% 03-04-2006 195.6 207.9 181 201.15 1539400
216 233.7 794400 208.6 -19.60% 01-05-2006 201.15 212.7 152.1 165.1 2035600
179.9 229.1 1383200 204.5 -1.97% 01-06-2006 167 183.9 140.4 182.25 2405000
216.5 232.25 1072300 207.31 1.37% 03-07-2006 183 188 161.3 167.5 1520100
215.1 234.6 912900 212.31 2.41% 01-08-2006 168 192 165.3 191.25 1147000
225.05 256.2 577000 231.86 9.21% 01-09-2006 191.5 192.95 176.1 187.65 1114700
222.15 233.6 938500 211.4 -8.82% 02-10-2006 187.65 196.45 181.9 189.85 875200
230 235.85 1009200 213.44 0.96% 01-11-2006 189.85 193 174 184.6 1044900
215.55 216.55 643400 195.97 -8.18% 01-12-2006 185.5 192 167 175.95 793100
207.1 208.2 788100 188.42 -3.85% 01-01-2007 175.95 180.6 160.3 173.7 1046900
175 176.15 1172200 159.41 -15.40% 01-02-2007 175 179.9 157 171.85 1073000
166 205.25 910200 185.75 16.52% 01-03-2007 173 175 140.15 150.4 2130100
193.7 199.4 613700 183.11 -1.42% 02-04-2007 148 164 146.15 160 1226800
184 203.5 509000 186.87 2.05% 01-05-2007 160 172 158.2 163.6 930100
185.35 188.85 539400 173.42 -7.20% 01-06-2007 163.6 165.5 150 154.7 855100
188.1 206.35 788200 189.49 9.27% 02-07-2007 154.7 180 151.75 170.7 1714200
190.5 208.6 464300 194.47 2.63% 01-08-2007 154.8 174.9 151.7 170.55 1349800
206.25 219.35 690800 204.49 5.15% 03-09-2007 170.9 194.9 170 189.7 1092200
200 207.6 1313300 193.54 -5.35% 01-10-2007 189.7 192.1 170.1 179.15 1274900
187.35 207.15 380900 196.13 1.34% 01-11-2007 180.1 211.85 165 188.6 1095500
200.25 213.9 301600 202.52 3.26% 03-12-2007 190 212.05 184.3 210.3 1147100
170 206.5 426200 195.51 -3.46% 01-01-2008 212 239.4 170.25 195.2 2131500
 190 227.35 502800 215.25 10.10% 01-02-2008 199.7 212.2 181.05 202.15 1266700
215 228.7 799400 219.44 1.95% 03-03-2008 198.4 210.9 180.6 206.35 1125600
229.5 249.5 389500 239.4 9.10% 01-04-2008 207.25 220.6 199.2 219.8 939500
225.5 237.15 450000 227.55 -4.95% 02-05-2008 224 232.4 201.65 217.65 937700
199 206.1 335500 197.76 -13.09% 02-06-2008 217 224.5 181.9 187 916000
191 239.7 590800 230 16.30% 01-07-2008 186.7 197 157.5 187.8 1218200
230.75 245.4 489100 239.03 3.93% 01-08-2008 185.5 198.3 179.85 188.6 532600
228 251.55 538100 245.02 2.51% 01-09-2008 188.25 200.05 178.1 188 1071000
185 221.95 1000900 216.18 -11.77% 01-10-2008 188.2 198.7 132.05 153.9 1389800
223.6 236.2 731800 230.06 6.42% 03-11-2008 160 178 154.7 173.5 855800
228.5 250.25 534500 243.75 5.95% 01-12-2008 173.9 184.3 162 171.45 872900
239.1 261.2 374200 254.42 4.38% 01-01-2009 172.5 180.2 162.05 179.7 535900
245.75 253.8 347400 247.21 -2.83% 02-02-2009 179 188.7 174.65 182.95 531600
210.7 238.2 607000 232.01 -6.15% 02-03-2009 183.5 189 155.75 184.8 746700
219.25 234.55 645600 228.46 -1.53% 01-04-2009 185.1 194.8 177.6 189.1 714500
215 231.1 639400 225.1 -1.47% 04-05-2009 190.1 209 179.35 183.65 884600
230.5 267.1 320300 264.23 17.38% 01-06-2009 187 209.7 180.25 190.45 1349300
260 291.2 808600 288.07 9.02% 01-07-2009 191.5 252.25 187.2 250.05 1194000
247.5 259.85 505500 257.05 -10.77% 03-08-2009 251.1 252 218 231.2 567900
253.5 262.85 344600 260.02 1.16% 01-09-2009 233.9 237.9 223 231.9 586700
260.25 282.95 299600 279.91 7.65% 01-10-2009 233 267.9 230 255.15 631400
262.6 285.25 291900 285.25 1.91% 03-11-2009 255 271.3 244 257.8 514900
260.25 264.75 265600 264.75 -7.19% 01-12-2009 259 260.4 232 250.85 382300
241.6 244.1 528700 244.1 -7.80% 04-01-2010 251 259.6 241.5 250.25 539700
225.15 235.75 358100 235.75 -3.42% 01-02-2010 250.25 254.65 229 232.05 558600
218.1 238.7 399700 238.7 1.25% 02-03-2010 233.25 272.7 232 263.15 583300
220.7 239 347900 239 0.13% 01-04-2010 264.55 272.6 260.6 265.05 271500
225.25 236.75 202100 236.75 -0.94% 03-05-2010 265.05 285.9 253.85 283.15 527500
232.4 262.7 359100 262.7 10.96% 01-06-2010 283.15 307.8 276.1 296.95 513800
Adj Close Returns
161.52
166.42 3.03%
131.41 -21.04%
115.61 -12.02%
129.25 11.80%
136.46 5.58%
148.81 9.05%
165.86 11.46%
187.34 12.95%
193.3 3.18%
158.66 -17.92%
175.14 10.39%
160.96 -8.10%
183.79 14.18%
180.33 -1.88%
182.44 1.17%
177.4 -2.76%
169.08 -4.69%
166.92 -1.28%
165.14 -1.07%
144.53 -12.48%
153.76 6.39%
157.22 2.25%
148.66 -5.44%
164.04 10.35%
163.89 -0.09%
182.3 11.23%
172.16 -5.56%
181.24 5.27%
202.09 11.50%
187.58 -7.18%
194.26 3.56%
198.3 2.08%
211.22 6.52%
209.16 -0.98%
179.7 -14.08%
184.5 2.67%
185.28 0.42%
184.7 -0.31%
151.19 -18.14%
170.45 12.74%
168.44 -1.18%
176.54 4.81%
179.73 1.81%
181.55 1.01%
185.78 2.33%
180.42 -2.89%
187.1 3.70%
250.05 33.65%
231.2 -7.54%
231.9 0.30%
255.15 10.03%
257.8 1.04%
250.85 -2.70%
250.25 -0.24%
232.05 -7.27%
263.15 13.40%
265.05 0.72%
283.15 6.83%
296.95 4.87%
 Returns
SENSEX HUL ITC
2.23% -0.78% 3.03%
10.62% 9.36% -21.04%
-8.60% -10.91% -12.02%
11.36% 12.74% 11.80%
6.93% 8.41% 5.58%
5.55% -1.24% 9.05%
4.54% 24.20% 11.46%
8.77% 12.54% 12.95%
5.07% 7.68% 3.18%
-12.26% -19.60% -17.92%
2.03% -1.97% 10.39%
1.27% 1.37% -8.10%
8.89% 2.41% 14.18%
6.46% 9.21% -1.88%
4.07% -8.82% 1.17%
5.67% 0.96% -2.76%
0.66% -8.18% -4.69%
2.21% -3.85% -1.28%
-8.18% -15.40% -1.07%
1.04% 16.52% -12.48%
6.12% -1.42% 6.39%
4.84% 2.05% 2.25%
0.73% -7.20% -5.44%
6.15% 9.27% 10.35%
-1.49% 2.63% -0.09%
12.88% 5.15% 11.23%
14.73% -5.35% -5.56%
-2.39% 1.34% 5.27%
4.77% 3.26% 11.50%
-13.00% -3.46% -7.18%
-0.40% 10.10% 3.56%
-11.00% 1.95% 2.08%
10.50% 9.10% 6.52%
-5.04% -4.95% -0.98%
-17.99% -13.09% -14.08%
6.64% 16.30% 2.67%
1.45% 3.93% 0.42%
-11.70% 2.51% -0.31%
-23.89% -11.77% -18.14%
-7.10% 6.42% 12.74%
6.10% 5.95% -1.18%
-2.31% 4.38% 4.81%
 -5.65% -2.83% 1.81%
9.19% -6.15% 1.01%
17.46% -1.53% 2.33%
28.26% -1.47% -2.89%
-0.90% 17.38% 3.70%
8.12% 9.02% 33.65%
-0.02% -10.77% -7.54%
9.32% 1.16% 0.30%
-7.18% 7.65% 10.03%
6.48% 1.91% 1.04%
3.18% -7.19% -2.70%
-6.34% -7.80% -0.24%
0.44% -3.42% -7.27%
6.68% 1.25% 13.40%
0.18% 0.13% 0.72%
-3.50% -0.94% 6.83%
4.46% 10.96% 4.87%
SD 8.74% 8.60% 9.18%
Corr 38.88% 35.67%

Beta
Formula 38.24% 37.47%
Slope 38.24% 37.47%
Regression 38.24% 37.47%
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.388822
R Square 0.151183
Adjusted R Square 0.136291
Standard Error 0.079886
Observations 59

ANOVA
df SS MS F ignificance F
Regression 1 0.06479 0.06479 10.15226 0.002339
Residual 57 0.363763 0.006382
Total 58 0.428553

Coefficientstandard Erro t Stat P-value Lower 95%Upper 95% ower 95.0%

Upper 95.0%
Intercept 0.006467 0.010626 0.608593 0.545212 -0.01481 0.027745 -0.01481 0.027745
SENSEX 0.382394 0.120013 3.186261 0.002339 0.142071 0.622717 0.142071 0.622717

SUMMARY OUTPUT

Regression Statistics
Multiple R 0.356664
R Square 0.127209
Adjusted R Square 0.111897
Standard Error 0.086525
Observations 59

ANOVA
df SS MS F ignificance F
Regression 1 0.062197 0.062197 8.307745 0.005558
Residual 57 0.426736 0.007487
Total 58 0.488933

Coefficientstandard Erro t Stat P-value Lower 95%Upper 95% ower 95.0%

Upper 95.0%
Intercept 0.007681 0.011509 0.667403 0.507208 -0.01537 0.030727 -0.01537 0.030727
SENSEX 0.374664 0.129987 2.882316 0.005558 0.114369 0.634959 0.114369 0.634959
%