• Embed Doc
  • Copy Link
  • Readcast
  • Collections
  • CommentGo Back
 
Bank of Baroda (BoB): Beta Calculation
Assignment:(1) Calculate BoB's equity returns based on the givenshare price data.(2)Calculate the market return for the same period. (3)Assume that BoB's equity return is dependent on themarket return. Draw a chart and show the relationshipbetween BoB's and market returns.(4) Calculate BoB's beta using the data in (1) and(2).You may use"Regression" in Excel to calculate beta. Go toTools>Data analysis>Regression
 
Bank of BarodaDate
May-9953.953,963.56Jun-9965.304,140.73Jul-9979.504,542.34Aug-9984.604,898.21Sep-9966.854,764.42Oct-9965.004,444.56Nov-9969.954,622.21Dec-9963.855,005.82Jan-0061.005,205.29Feb-0044.505,446.98Mar-0045.355,001.28Apr-0041.004,657.55May-0035.704,433.61Jun-0042.304,748.77Jul-0039.554,279.86Aug-0045.054,477.31Sep-0040.004,090.38Oct-0041.953,711.02Nov-0046.003,997.99Dec-0045.453,972.12Jan-0152.004,326.72Feb-0162.704,247.04Mar-0160.353,604.38Apr-0150.853,519.16May-0156.403,631.91Jun-0156.003,456.78Jul-0145.503,329.28Aug-0146.903,244.95Sep-0136.552,811.60Oct-0138.152,989.35Nov-0141.753,287.56Dec-0141.353,262.33Jan-0238.853,311.03Feb-0244.453,562.31Mar-0247.953,469.35Apr-0251.153,338.16May-0248.703,125.73Jun-0263.603,244.70Jul-0251.252,987.65Aug-0252.053,181.23Sep-0244.352,991.36Oct-0244.852,949.32Nov-0255.553,228.82Dec-0276.453,377.28Jan-0372.653,250.38Feb-0375.803,283.66Mar-0385.903,048.72Apr-0382.652,959.79
ClosingPriceSensexClosingPrice
of 00

Leave a Comment

You must be to leave a comment.
Submit
Characters: ...
You must be to leave a comment.
Submit
Characters: ...