Prashant S Rathor

PG FIN
137

SAPM Assignment 1:
ABB Group:

Price
Std dev
Average
Variance

Return
863.1596
900.781
745044.5

Data:
Day
28-Jun-12
31-May-12
26-Apr-12
29-Mar-12
23-Feb-12
19-Jan-12
29-Dec-11
24-Nov-11
20-Oct-11
29-Sep-11
25-Aug-11
28-Jul-11
30-Jun-11
26-May-11
28-Apr-11
31-Mar-11
24-Feb-11
27-Jan-11
30-Dec-10
25-Nov-10
28-Oct-10
30-Sep-10
26-Aug-10
29-Jul-10
24-Jun-10
27-May-10
29-Apr-10
25-Mar-10

Closing Price
792.05
734.15
810.3
853.3
875.7
726.8
575.7
585.2
700.65
702.9
814.85
863.45
875.55
856
875.1
796.8
669.9
722
781.05
785.45
867.8
921.9
772.15
848.1
882.95
849.5
803
822.95

Returns
0.078867
-0.09398
-0.05039
-0.02558
0.204871
0.262463
-0.01623
-0.16478
-0.0032
-0.13739
-0.05629
-0.01382
0.022839
-0.02183
0.098268
0.189431
-0.07216
-0.0756
-0.0056
-0.0949
-0.05868
0.193939
-0.08955
-0.03947
0.039376
0.057908
-0.02424
0.016301

0.138012
0.01382
0.019047

25-Feb-10
28-Jan-10
31-Dec-09
26-Nov-09
29-Oct-09
24-Sep-09
27-Aug-09
30-Jul-09
25-Jun-09
28-May-09
23-Apr-09
26-Mar-09
26-Feb-09
29-Jan-09
18-Dec-08
20-Nov-08
23-Oct-08
25-Sep-08
28-Aug-08
31-Jul-08
26-Jun-08
29-May-08
24-Apr-08
27-Mar-08
28-Feb-08
31-Jan-08
27-Dec-07
29-Nov-07
25-Oct-07
27-Sep-07
30-Aug-07
26-Jul-07
28-Jun-07
31-May-07
26-Apr-07
29-Mar-07
22-Feb-07
25-Jan-07
28-Dec-06
30-Nov-06
26-Oct-06

809.75
786.25
767.1
750.4
759.8
792.55
745.55
687.35
766.95
626.75
494.6
410.8
368.3
469.9
459.45
419.95
587.4
842
861.9
771.3
921.5
994.8
1181.25
1169.1
1198.55
1119.9
1484.8
1553.25
1433.45
1285.65
1137.5
1131.75
1036.1
4603.7
4096
3505
3780.1
3598.55
3576.8
3497.9
3560.25

0.029889
0.024964
0.022255
-0.01237
-0.04132
0.063041
0.084673
-0.10379
0.223694
0.267186
0.203992
0.115395
-0.21622
0.022745
0.094059
-0.28507
-0.30238
-0.02309
0.117464
-0.163
-0.07368
-0.15784
0.010393
-0.02457
0.070229
-0.24576
-0.04407
0.083575
0.114961
0.130242
0.005081
0.092317
-0.77494
0.12395
0.168616
-0.07278
0.050451
0.006081
0.022556
-0.01751
0.219514

28-Sep-06
31-Aug-06
27-Jul-06
29-Jun-06
25-May-06
27-Apr-06
30-Mar-06
23-Feb-06
19-Jan-06
29-Dec-05
24-Nov-05
27-Oct-05
29-Sep-05
25-Aug-05
21-Jul-05
30-Jun-05
26-May-05
28-Apr-05
31-Mar-05
24-Feb-05
27-Jan-05
30-Dec-04
25-Nov-04
28-Oct-04
30-Sep-04
26-Aug-04
29-Jul-04
24-Jun-04
27-May-04
29-Apr-04
25-Mar-04
26-Feb-04
29-Jan-04
18-Dec-03
27-Nov-03
30-Oct-03
25-Sep-03
28-Aug-03
31-Jul-03
26-Jun-03
29-May-03

2919.4
2791.35
2510.35
2450.1
2455.45
3037.55
2885.45
2400.3
2101.5
1924.05
1853.35
1655.2
1705.05
1506.7
1490.55
1328.6
1313.6
1239.2
1163.85
1249.75
946.05
984.3
942.9
787.6
753.6
759.45
714.4
620.8
667.4
799.2
749.65
685
673.7
612.75
525.8
548.35
480.45
469.85
379.5
374
341.7

0.045874
0.111937
0.024591
-0.00218
-0.19163
0.052713
0.202121
0.142184
0.092227
0.038147
0.119714
-0.02924
0.131645
0.010835
0.121895
0.011419
0.060039
0.064742
-0.06873
0.321019
-0.03886
0.043907
0.197181
0.045117
-0.0077
0.06306
0.150773
-0.06982
-0.16491
0.066098
0.09438
0.016773
0.09947
0.165367
-0.04112
0.141326
0.02256
0.238076
0.014706
0.094527
0.136349

24-Apr-03
27-Mar-03
27-Feb-03
30-Jan-03
26-Dec-02
28-Nov-02
31-Oct-02
26-Sep-02
29-Aug-02
25-Jul-02
27-Jun-02
30-May-02
25-Apr-02
28-Mar-02
28-Feb-02
31-Jan-02
27-Dec-01
29-Nov-01
25-Oct-01
27-Sep-01
30-Aug-01
26-Jul-01
28-Jun-01
31-May-01
26-Apr-01
29-Mar-01
22-Feb-01
25-Jan-01
28-Dec-00
30-Nov-00
26-Oct-00
28-Sep-00
31-Aug-00
27-Jul-00
29-Jun-00
25-May-00
27-Apr-00
30-Mar-00
24-Feb-00
27-Jan-00
30-Dec-99

300.7
294.45
323.45
264.6
249.65
242.3
239.75
276.45
283.85
273.05
252.9
244.75
272.5
265.35
259.45
222.15
201.15
202.5
199.35
204.35
231.3
245.75
245.8
278.25
260.85
240.25
314.15
260.45
255.55
261.45
218.9
214.5
245.15
201.55
211.75
164.25
175.65
220.55
304.7
277.2
252.65

0.021226
-0.08966
0.222411
0.059884
0.030334
0.010636
-0.13275
-0.02607
0.039553
0.079676
0.033299
-0.10183
0.026946
0.02274
0.167905
0.1044
-0.00667
0.015801
-0.02447
-0.11652
-0.0588
-0.0002
-0.11662
0.066705
0.085744
-0.23524
0.206182
0.019174
-0.02257
0.194381
0.020513
-0.12503
0.216323
-0.04817
0.289193
-0.0649
-0.20358
-0.27617
0.099206
0.09717
-0.2914

25-Nov-99
28-Oct-99
30-Sep-99
26-Aug-99
29-Jul-99
24-Jun-99
27-May-99
29-Apr-99
25-Mar-99
25-Feb-99
28-Jan-99
31-Dec-98
26-Nov-98
29-Oct-98
24-Sep-98
27-Aug-98
30-Jul-98
25-Jun-98
28-May-98
30-Apr-98

356.55
415.95
398.95
457.2
406.1
371.55
295
300
486
500
485
505
505.9
475.35
525
449.6
411.55
413.95
518.1
596.45

-0.14281
0.042612
-0.12741
0.125831
0.092989
0.259492
-0.01667
-0.38272
-0.028
0.030928
-0.0396
-0.00178
0.064268
-0.09457
0.167705
0.092455
-0.0058
-0.20102
-0.13136
#N/A