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    Nishant Sharma
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    This document contains quarterly data from 1996 to 2002 listing the BSE-30 index, Reliance Petroleum Ltd (RPL) stock price, and Madras Refinery Ltd (MRPL) stock price. It also includes the market return, RPL return, and MRPL return for each period, as well as average, variance, standard deviation, covariance and beta values for the market return and company returns.

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    Original Title

    Book1

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    This document contains quarterly data from 1996 to 2002 listing the BSE-30 index, Reliance Petroleum Ltd (RPL) stock price, and Madras Refinery Ltd (MRPL) stock price. It also includes the market return, RPL return, and MRPL return for each period, as well as average, variance, standard deviation, covariance and beta values for the market return and company returns.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    6 views1 page

    Book 1

    Uploaded by

    Nishant Sharma
    This document contains quarterly data from 1996 to 2002 listing the BSE-30 index, Reliance Petroleum Ltd (RPL) stock price, and Madras Refinery Ltd (MRPL) stock price. It also includes the market return, RPL return, and MRPL return for each period, as well as average, variance, standard deviation, covariance and beta values for the market return and company returns.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    Date

    04/30/96
    06/28/96
    09/30/96
    12/24/96
    03/31/97
    06/30/97
    09/30/97
    12/31/97
    03/31/98
    06/30/98
    09/30/98
    12/31/98
    03/31/99
    06/30/99
    09/30/99
    12/30/99
    03/31/00
    06/30/00
    09/29/00
    12/29/00
    03/30/01
    06/29/01
    09/28/01
    12/31/01
    03/28/02
    06/28/02
    09/30/02

    BSE-30
    3376.64
    3731.96
    3519.42
    2883.88
    3360.89
    4256.09
    3902.03
    3658.98
    3892.75
    3250.69
    2812.49
    3055.41
    3739.96
    4140.73
    4764.92
    5005.82
    5001.28
    4748.77
    4090.38
    3972.12
    3604.39
    3456.78
    2811.66
    3263.33
    3469.35
    3244.70
    2930.51

    RPL
    14.75
    12.90
    10.25
    10.40
    12.70
    17.40
    19.00
    23.55
    20.50
    20.00
    17.60
    18.80
    18.70
    27.05
    46.90
    65.70
    60.04
    53.95
    56.75
    56.60
    48.55
    47.00
    29.75
    29.30
    25.85
    24.05
    23.10

    MRPL
    32.50
    28.25
    19.35
    20.60
    17.65
    18.10
    21.60
    19.85
    19.25
    16.15
    13.90
    12.90
    10.30
    19.00
    21.00
    16.70
    12.35
    9.90
    8.80
    8.80
    7.70
    6.85
    6.30
    6.80
    6.80
    10.00
    7.65

    mrkt return rpl return mrpl return


    0.100052
    -0.05864
    -0.19916
    0.153069
    0.236145
    -0.08685
    -0.06431
    0.061931
    -0.18025
    -0.1448
    0.082844
    0.202161
    0.101797
    0.140409
    0.04932
    -0.00091
    -0.05181
    -0.14925
    -0.02934
    -0.09715
    -0.04182
    -0.20656
    0.148973
    0.061219
    -0.06694
    -0.10185

    -0.13402
    -0.22995
    0.014528
    0.199796
    0.314868
    0.087969
    0.214687
    -0.1387
    -0.02469
    -0.12783
    0.065958
    -0.00533
    0.369163
    0.550331
    0.337081
    -0.09009
    -0.10695
    0.050598
    -0.00265
    -0.15341
    -0.03245
    -0.45732
    -0.01524
    -0.12528
    -0.07218
    -0.0403

    -0.14015
    -0.3784
    0.062599
    -0.15456
    0.025176
    0.176781
    -0.08449
    -0.03069
    -0.17559
    -0.15003
    -0.07466
    -0.22508
    0.612295
    0.100083
    -0.22911
    -0.30175
    -0.22112
    -0.11778
    0
    -0.13353
    -0.11697
    -0.0837
    0.076373
    0
    0.385662
    -0.26788

    AVERAGE

    -0.00545 0.017253

    -0.05564

    VARIANCE

    0.016049 0.045126 0.044631

    STD DEVIATION

    0.126684 0.212428 0.211261

    COVARIANCE

    0.013124 0.003937

    BETA

    0.817749 0.245294

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