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(1) Calculate HLL's equity beta using weeklyclosing share price for HLL and Sensex from 10 Jan-92to 26 Dec.-97. (2) Calculate HLLs beta based onweekly share prices for two periods, 10 Jan-92 to 24Dec-94 and 24 Dec-94 to 26 Dec-97.(3) Do you obtaindifferent estimates of beta for these two perids? Whatare the possible reasons for the difference?(4) What do youunderstand by beta instability?
 You may use "Regression" in Excel tocalculate beta. Go to Tools>Dataanalysis>Regression
 
Hindustan Lever Limited: Share Price DataShare Price
Week Week Opening High Low Closing Sensex10-Jan-92 1 173.75 173.75 162.50 165.00 1972.5317-Jan-92 2 165.00 168.75 161.25 167.50 2115.8924-Jan-92 3 165.00 190.00 165.00 185.00 2139.3331-Jan-92 4 200.00 245.00 187.50 235.00 2302.547-Feb-92 5 225.00 230.00 210.00 210.00 2194.4814-Feb-92 6 208.75 237.50 207.50 230.00 2322.7921-Feb-92 7 232.50 250.00 230.00 240.00 2454.6628-Feb-92 8 242.50 325.00 242.50 317.50 2759.226-Mar-92 9 415.00 440.00 415.00 430.00 3472.7813-Mar-92 10 437.50 437.50 340.00 370.00 3259.3620-Mar-92 11 370.00 385.00 350.00 352.50 3243.5327-Mar-92 12 425.00 430.00 400.00 406.25 3791.183-Apr-92 13 420.00 500.00 400.00 415.00 4238.2510-Apr-92 14 430.00 430.00 390.00 410.00 4306.4317-Apr-92 15 410.00 410.00 385.00 390.00 4163.0224-Apr-92 16 400.00 420.00 400.00 405.00 4467.321-May-92 17 375.00 390.00 360.00 375.00 3887.728-May-92 18 370.00 380.00 320.00 375.00 3658.0015-May-92 19 375.00 375.00 300.00 350.00 3394.4822-May-92 20 355.00 365.00 345.00 355.00 3435.0729-May-92 21 345.00 350.00 285.00 312.50 3006.085-Jun-92 22 310.00 336.25 305.00 330.00 3086.7412-Jun-92 23 325.00 332.50 325.00 330.00 3140.8017-Jul-92 24 315.00 320.00 300.00 312.50 3080.5424-Jul-92 25 305.00 322.50 297.50 300.00 2806.3131-Jul-92 26 300.00 315.00 295.00 310.00 2678.347-Aug-92 27 310.00 312.50 302.50 305.00 2727.0614-Aug-92 28 305.00 335.00 305.00 332.50 2590.6821-Aug-92 29 325.00 352.50 325.00 342.50 2795.1828-Aug-92 30 340.00 345.00 322.50 340.00 3034.944-Sep-92 31 347.50 355.00 337.50 342.50 3031.6311-Sep-92 32 340.00 350.00 335.00 342.50 3166.1018-Sep-92 33 345.00 380.00 337.50 370.00 3219.9225-Sep-92 34 367.50 367.50 345.00 350.00 3383.622-Oct-92 35 352.50 352.50 335.00 342.50 3256.599-Oct-92 36 340.00 357.50 325.00 352.50 3315.7016-Oct-92 37 350.00 352.50 335.00 348.75 3275.5723-Oct-92 38 345.00 350.00 340.00 348.75 3086.4530-Oct-92 39 345.00 352.50 332.50 342.50 2987.296-Nov-92 40 340.00 352.50 340.00 347.50 2833.3413-Nov-92 41 347.50 350.00 330.00 337.50 2756.1920-Nov-92 42 340.00 341.25 330.00 340.00 2586.6827-Nov-92 43 335.00 343.75 335.00 340.00 2479.564-Dec-92 44 340.00 395.00 340.00 382.50 2486.4111-Dec-92 45 370.00 375.00 355.00 357.50 2696.8618-Dec-92 46 357.50 362.50 337.50 352.50 2535.8725-Dec-92 47 350.00 375.00 350.00 370.00 2476.898-Jan-93 48 367.50 370.00 342.50 350.00 2615.3715-Jan-93 49 352.50 372.50 352.50 370.00 2420.67
 
22-Jan-93 50 370.00 377.50 357.50 362.50 2525.5429-Jan-93 51 361.25 407.50 361.25 400.00 2542.395-Feb-93 52 400.00 400.00 380.00 385.00 2680.7912-Feb-93 53 385.00 397.50 375.00 380.00 2648.8919-Feb-93 54 375.00 375.00 362.50 367.50 2745.4826-Feb-93 55 370.00 395.00 365.00 387.50 2671.375-Mar-93 56 385.00 415.00 350.00 366.25 2813.1512-Mar-93 57 357.50 370.00 350.00 370.00 2471.7419-Mar-93 58 380.00 392.50 375.00 380.00 2330.0926-Mar-93 59 380.00 381.25 375.00 377.50 2376.762-Apr-93 60 370.00 375.00 355.00 370.00 2341.429-Apr-93 61 373.75 377.50 370.00 375.00 2311.4416-Apr-93 62 371.25 376.25 360.00 375.00 2310.9123-Apr-93 63 372.50 377.50 365.00 375.00 2299.7830-Apr-93 64 370.00 373.75 340.00 360.00 2100.677-May-93 65 355.00 392.50 353.75 390.00 2122.3014-May-93 66 390.00 395.00 375.00 385.00 2219.2421-May-93 67 385.00 388.75 376.25 380.00 2356.6328-May-93 68 377.50 380.00 362.50 368.75 2357.714-Jun-93 69 368.75 377.50 366.25 375.00 2165.5811-Jun-93 70 373.75 395.00 373.75 395.00 2336.6218-Jun-93 71 392.50 392.50 371.25 372.50 2404.0025-Jun-93 72 370.00 375.00 363.75 370.00 2226.682-Jul-93 73 365.00 371.25 365.00 367.50 2203.969-Jul-93 74 367.50 367.50 360.00 363.75 2233.8616-Jul-93 75 360.00 360.00 343.75 345.00 2214.8323-Jul-93 76 342.50 343.75 322.50 342.50 2131.2130-Jul-93 77 340.00 362.50 337.50 362.50 2159.776-Aug-93 78 362.50 372.50 362.00 367.50 2328.2113-Aug-93 79 367.50 382.50 363.75 380.00 2382.1820-Aug-93 80 380.00 435.00 375.00 435.00 2522.4827-Aug-93 81 420.00 435.00 417.50 430.00 2742.373-Sep-93 82 427.50 440.00 420.00 430.00 2668.9610-Sep-93 83 430.00 485.00 415.00 482.50 2664.0617-Sep-93 84 490.00 515.00 490.00 502.50 2705.0724-Sep-93 85 510.00 512.50 480.00 485.00 2763.591-Oct-93 86 482.50 495.00 452.50 456.25 2722.528-Oct-93 87 457.50 470.00 445.00 460.00 2662.8415-Oct-93 88 465.00 467.50 460.00 462.50 2671.0822-Oct-93 89 462.50 482.50 462.50 475.00 2710.9229-Oct-93 90 472.50 476.25 465.00 467.50 2721.765-Nov-93 91 467.50 467.50 455.00 465.00 2673.7412-Nov-93 92 462.50 485.00 462.50 475.00 2664.7219-Nov-93 93 477.50 502.50 472.50 495.00 2793.2326-Nov-93 94 502.50 585.00 495.00 580.00 2972.863-Dec-93 95 575.00 585.00 540.00 550.00 3233.4010-Dec-93 96 540.00 565.00 530.00 545.00 3219.2317-Dec-93 97 550.00 580.00 540.00 575.00 3401.907-Jan-94 98 560.00 585.00 535.00 577.50 3454.8114-Jan-94 99 590.00 710.00 585.00 675.00 3346.0621-Jan-94 100 675.00 720.00 610.00 615.00 3662.2028-Jan-94 101 620.00 750.00 620.00 710.00 3938.74
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