HDFC

Date
Adj Close Rate of Return
1/2/2012
674.75
2/1/2012
642.21
-4.82%
3/1/2012
652.33
1.58%
4/2/2012
652.57
0.04%
5/1/2012
634.56
-2.76%
6/1/2012
644.74
1.60%
7/2/2012
680.5
5.55%
8/1/2012
722.61
6.19%
9/3/2012
761.67
5.41%
10/1/2012 748.66
-1.71%
11/1/2012 829.37
10.78%
12/3/2012 816.28
-1.58%

Variance of the Market

Covariance HDFC and BSE
Beta

Sensex
Adj Close
Rate
17193.55
17752.68
3.25%
17404.2
-1.96%
17318.81 -0.49%
16218.53 -6.35%
17429.98
7.47%
17236.18 -1.11%
17380.75
0.84%
18762.74
7.95%
18505.38 -1.37%
19339.9
4.51%
19426.71
0.45%

0.001826
0.000715
0.39174

TATA STEEL
Date
Adj Close Rate of Return
1/2/2012
438.29
2/1/2012
458.45
4.60%
3/1/2012
457.14
-0.29%
4/2/2012
450.58
-1.44%
5/1/2012
391.49
-13.11%
6/1/2012
428.86
9.55%
7/2/2012
413.6
-3.56%
8/1/2012
362.5
-12.35%
9/3/2012
400.75
10.55%
10/1/2012 392.25
-2.12%
11/1/2012
385.4
-1.75%
12/3/2012
428.3
11.13%

Variance of the Market

Covariance HDFC and BSE
Beta

Sensex
Adj Close
Rate
17193.55
17752.68
3.25%
17404.2
-1.96%
17318.81 -0.49%
16218.53 -6.35%
17429.98
7.47%
17236.18 -1.11%
17380.75
0.84%
18762.74
7.95%
18505.38 -1.37%
19339.9
4.51%
19426.71
0.45%

0.001826
0.002245
1.229162

DLF
Date
Adj Close
1/2/2012
213.88
2/1/2012
224.24
3/1/2012
199.62
4/2/2012
185.15
5/1/2012
183.07
6/1/2012
196.55
7/2/2012
206.35
8/1/2012
195.95
9/3/2012
233.8
10/1/2012
202.7
11/1/2012
210.1
12/3/2012
230.5

Rate of Return
4.84%
-10.98%
-7.25%
-1.12%
7.36%
4.99%
-5.04%
19.32%
-13.30%
3.65%
9.71%

Variance of the Market

Covariance HDFC and BSE
Beta

Sensex
Adj Close
Rate
17193.55
17752.68
3.25%
17404.2
-1.96%
17318.81 -0.49%
16218.53 -6.35%
17429.98
7.47%
17236.18 -1.11%
17380.75
0.84%
18762.74
7.95%
18505.38 -1.37%
19339.9
4.51%
19426.71
0.45%

0.001826
0.002466
1.350543

MMTC
Date
Adj Close Rate of Return
1/2/2012
892.96
2/1/2012
846.78
-5.17%
3/1/2012
783.2
-7.51%
4/2/2012
776.7
-0.83%
5/1/2012
720.77
-7.20%
6/1/2012
737.56
2.33%
7/2/2012
696.77
-5.53%
8/1/2012
755.16
8.38%
9/3/2012
760.65
0.73%
10/1/2012
712.7
-6.30%
11/1/2012
677.8
-4.90%
12/3/2012 638.45
-5.81%

Variance of the Market

Covariance HDFC and BSE
Beta

Sensex
Adj Close
Rate
17193.55
17752.68
3.25%
17404.2
-1.96%
17318.81 -0.49%
16218.53 -6.35%
17429.98
7.47%
17236.18 -1.11%
17380.75
0.84%
18762.74
7.95%
18505.38 -1.37%
19339.9
4.51%
19426.71
0.45%

0.001826
0.000932
0.510301

Reliance Industries
Date
Adj Close Rate of Return
1/2/2012
805.64
2/1/2012
808.8
0.39%
3/1/2012
739.24
-8.60%
4/2/2012
736.23
-0.41%
5/1/2012
706
-4.11%
6/1/2012
737.45
4.45%
7/2/2012
742.85
0.73%
8/1/2012
771.95
3.92%
9/3/2012
836.7
8.39%
10/1/2012 805.25
-3.76%
11/1/2012
793.9
-1.41%
12/3/2012
839.1
5.69%

Variance of the Market

Covariance HDFC and BSE
Beta

Sensex
Adj Close
Rate
17193.55
17752.68
3.25%
17404.2
-1.96%
17318.81 -0.49%
16218.53 -6.35%
17429.98
7.47%
17236.18 -1.11%
17380.75
0.84%
18762.74
7.95%
18505.38 -1.37%
19339.9
4.51%
19426.71
0.45%

0.001826
0.00129
0.70637