Jan 1 to Jan 31 2012

Feb 1 to Feb 29 2012

Mar 1 to Mar 31 2012
Apr 1 to Apr 30 2012
May 1 to May 31 2012
Jun 1 to Jun 30 2012
Jul 1 to Jul 31 2012
Aug 1 to Aug 31 2012
Sep 1 to Sep 30 2012
Oct 1 to Oct 31 2012
Nov 1 to Nov 30 2012
Dec 1 to Dec 31 2012

Open

Close

Diff

High

Low

1.61
2
2.14
2.43
2.71
2.55
2.12
2.02
2.58
2.47
2.19
2.73

2
2.14
2.43
2.71
2.55
2.12
2.02
2.58
2.47
2.19
2.73
2.69

0.39
0.14
0.29
0.28
-0.16
-0.43
-0.1
0.56
-0.11
-0.28
0.54
-0.04

2.2
2.79
2.65
4.67
3.19
2.8
2.43
2.87
3.12
2.5
3.35
3.18

1.55
1.8
1.6
2.4
2.2
1.81
2.02
1.96
2.32
2.12
2.1
2.57

Rs Rs
0.033722
0.135514
-0.00509
-0.05904
-0.70224
-0.04717
0.277228
-0.04264
-0.11336
0.246575
-0.01465
0.399058

(Rs Rs ) 2

5%
4%

Arthimatic mean
Geometric mean

Dewan Farooq motors

2
2.14
2.43
2.71
2.55
2.12
2.02
2.58
2.47
2.19
2.73
2.69

Rs

Rs
0.07
0.135514019
0.115226337
-0.05904059
-0.168627451
-0.047169811
0.277227723
-0.042635659
-0.113360324
0.246575342
-0.014652015
0.399057571
0.036277961

Standard deviation

12%

Annualize percentage return

53%

0.001137
0.018364
2.59E-05
0.003486
0.493138
0.002225
0.076855
0.001818
0.012851
0.060799
0.000215
0.159247

Avg
1.89
2.11
2.22
3.18
2.65
2.28
2.21
2.22
2.63
2.31
2.54
2.84

Holding
period
return
1.24
1.07
1.14
1.12
0.94
0.83
0.95
1.28
0.96
0.89
1.25
0.99
12.64

Holding
period
yield
24%
7%
14%
12%
-6%
-17%
-5%
28%
-4%
-11%
25%
-1%
64%

Annualize Holding
period return
13.50359598
2.252191589
4.595259092
3.701316364
0.481782116
0.109030541
0.559997518
18.84603695
0.592825625
0.236029311
14.08063972
0.837675079

Dewan farooq motors

2
2.14
2.43
2.71
2.55
2.12
2.02
2.58
2.47
2.19
2.73
2.69

Rs

Annualize
Holding
period
yield
12.503596
1.2521916
3.5952591
2.7013164
-0.518218
-0.890969
-0.440002
17.846037
-0.407174
-0.763971
13.08064
-0.162325

KSE index
11,874.89
12877.88
13761.76
13990.38
13786.62
13801.41
14577
15391.58
15444.82
15910.11
16573.86
16905.33

Rs
0.07
0.135514
0.115226
-0.05904
-0.16863
-0.04717
0.277228
-0.04264
-0.11336
0.246575
-0.01465
0.399058

0.036278

Rm
0.084463
0.068636
0.016613
-0.01456
0.001073
0.056196
0.055881
0.003459
0.030126
0.041719
0.02
0.363601

Rm

Cov(Rs,Rm)

0.002991

m2

0.001562

Market risk (b)

1.91462

Rs Rs
0.033722
0.135514
0.115226
-0.05904
-0.16863
-0.04717
0.277228
-0.04264
-0.11336
0.246575
-0.01465

0.033055

Rs Rs Rm Rm Rs Rs)Rm Rm) (Rm Rm)2

0.051408
0.00173
0.0026
0.068636
0.00930
0.0047
0.016613
0.00191
0.0003
-0.01456
0.00086
0.0002
0.001073
-0.00018
0.0000
0.056196
-0.00265
0.0032
0.055881
0.01549
0.0031
0.003459
-0.00015
0.0000
0.030126
-0.00342
0.0009
0.041719
0.01029
0.0017
0.02
-0.00029
0.0004
0.03290
0.0172