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  • Return: Netsol Tech. (Share Prices Jan-2015)

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    Waqas Aziz
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    This document contains daily share price data for Netsol Tech from January 2015. It includes the opening and closing rates each day, as well as the daily and total returns. Various risk metrics are calculated such as arithmetic mean return, geometric mean return, total risk, downside risk, relative risk, and systematic risk measured by beta. The share prices fluctuated over the month with a total return of 20.59% and average daily return of 0.94%. Risk levels were estimated including total risk of 1.88% and beta of 0.63, indicating the company's return moved less than the overall market.

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    Risk and Return of Netsol Tech. jan, 2015

    Original Title

    Risk and Return

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    This document contains daily share price data for Netsol Tech from January 2015. It includes the opening and closing rates each day, as well as the daily and total returns. Various risk metrics are calculated such as arithmetic mean return, geometric mean return, total risk, downside risk, relative risk, and systematic risk measured by beta. The share prices fluctuated over the month with a total return of 20.59% and average daily return of 0.94%. Risk levels were estimated including total risk of 1.88% and beta of 0.63, indicating the company's return moved less than the overall market.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
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    9 views10 pages

    Return: Netsol Tech. (Share Prices Jan-2015)

    Uploaded by

    Waqas Aziz
    This document contains daily share price data for Netsol Tech from January 2015. It includes the opening and closing rates each day, as well as the daily and total returns. Various risk metrics are calculated such as arithmetic mean return, geometric mean return, total risk, downside risk, relative risk, and systematic risk measured by beta. The share prices fluctuated over the month with a total return of 20.59% and average daily return of 0.94%. Risk levels were estimated including total risk of 1.88% and beta of 0.63, indicating the company's return moved less than the overall market.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 10

    Netsol Tech.

    (share prices Jan-2015)

    Return
    Date

    Opening Rate

    Closing Rate

    HPR

    1-Jan-15
    2-Jan-15
    5-Jan-15
    6-Jan-15
    7-Jan-15
    8-Jan-15
    9-Jan-15
    12-Jan-15
    13-Jan-15
    14-Jan-15
    15-Jan-15
    16-Jan-15
    19-Jan-15
    20-Jan-15
    21-Jan-15
    22-Jan-15
    23-Jan-15
    26-Jan-15
    27-Jan-15
    28-Jan-15
    29-Jan-15
    30-Jan-15

    37.36
    37.42
    38.41
    40.03
    40.15
    39.39
    39.51
    41.08
    40.91
    42.2
    43.93
    44.21
    44.74
    44.73
    44.37
    43.62
    42.8
    42.28
    42.95
    43.01
    42.25
    44.36

    37.42
    38.41
    40.03
    40.15
    39.39
    39.51
    41.08
    40.91
    42.2
    43.93
    44.21
    44.74
    44.73
    44.37
    43.62
    42.8
    42.28
    42.95
    43.01
    42.25
    44.36
    45.63

    1.001605996
    1.02645644
    1.042176517
    1.002997752
    0.981070984
    1.003046458
    1.039736775
    0.995861733
    1.031532633
    1.040995261
    1.006373776
    1.011988238
    0.999776486
    0.99195171
    0.983096687
    0.981201284
    0.987850467
    1.015846736
    1.001396973
    0.982329691
    1.049940828
    1.028629396

    0.16%
    2.65%
    4.22%
    0.30%
    -1.89%
    0.30%
    3.97%
    -0.41%
    3.15%
    4.10%
    0.64%
    1.20%
    -0.02%
    -0.80%
    -1.69%
    -1.88%
    -1.21%
    1.58%
    0.14%
    -1.77%
    4.99%
    2.86%

    22.20586282

    20.59%

    Total

    A.M = HPYn

    0.94%

    G.M = (HPR)^1/2 -1

    0.91%

    HPR
    (HPR)^1/2

    1.221359743
    1.0091307415

    HPY

    Netsol Tech. (share prices Jan-2015)

    Total, Downside and Relative Risk


    Date

    31-Dec-14
    1-Jan-15
    2-Jan-15
    5-Jan-15
    6-Jan-15
    7-Jan-15
    8-Jan-15
    9-Jan-15
    12-Jan-15
    13-Jan-15
    14-Jan-15
    15-Jan-15
    16-Jan-15
    19-Jan-15
    20-Jan-15
    21-Jan-15
    22-Jan-15
    23-Jan-15
    26-Jan-15
    27-Jan-15
    28-Jan-15
    29-Jan-15
    30-Jan-15

    Opening Rate
    P0

    Closing Rate
    Pt

    37.36
    37.42
    38.41
    40.03
    40.15
    39.39
    39.51
    41.08
    40.91
    42.2
    43.93
    44.21
    44.74
    44.73
    44.37
    43.62
    42.8
    42.28
    42.95
    43.01
    42.25
    44.36

    37.36
    37.42
    38.41
    40.03
    40.15
    39.39
    39.51
    41.08
    40.91
    42.2
    43.93
    44.21
    44.74
    44.73
    44.37
    43.62
    42.8
    42.28
    42.95
    43.01
    42.25
    44.36
    45.63

    Total
    Total of Downside Risk
    i = Ri/n

    (Ri-)^2/n

    0.16%
    2.65%
    4.22%
    0.30%
    -1.89%
    0.30%
    3.97%
    -0.41%
    3.15%
    4.10%
    0.64%
    1.20%
    -0.02%
    -0.80%
    -1.69%
    -1.88%
    -1.21%
    1.58%
    0.14%
    -1.77%
    4.99%
    2.86%

    0.94%
    Relative Risk
    2.14%
    4.60%

    Downside Risk

    (Ri - )

    20.59%

    Total Risk

    Ri

    1.88%

    C.V = i/Ri
    2.14%/0.94%
    2.29%

    -0.78%
    1.71%
    3.28%
    -0.64%
    -2.83%
    -0.63%
    3.04%
    -1.35%
    2.22%
    3.16%
    -0.30%
    0.26%
    -0.96%
    -1.74%
    -2.63%
    -2.82%
    -2.15%
    0.65%
    -0.80%
    -2.70%
    4.06%
    1.93%

    (Ri-)^2/n

    3.52%

    (Ri - )^2

    0.6008428%
    2.9237715%
    10.7709434%
    0.4044514%
    8.0012140%
    0.3982800%
    9.2290639%
    1.8213305%
    4.9174090%
    10.0095416%
    0.0890202%
    0.0692130%
    0.9179393%
    3.0295807%
    6.8962510%
    7.9276693%
    4.6254820%
    0.4211147%
    0.6336841%
    7.3049712%
    16.4701458%
    3.7140979%
    101.1760173%
    42.2462650%

    Netsol Tech. (share prices Jan-2015)

    Systamatic Risk
    Date

    KSE 100 Index

    31-Dec-14
    1-Jan-15
    2-Jan-15
    5-Jan-15
    6-Jan-15
    7-Jan-15
    8-Jan-15
    9-Jan-15
    12-Jan-15
    13-Jan-15
    14-Jan-15
    15-Jan-15
    16-Jan-15
    19-Jan-15
    20-Jan-15
    21-Jan-15
    22-Jan-15
    23-Jan-15
    26-Jan-15
    27-Jan-15
    28-Jan-15
    29-Jan-15
    30-Jan-15

    32131.28
    32480.35
    32721.61
    32757.79
    32668.73
    32835.95
    33117.47
    33324.82
    33418.20
    33371.29
    33585.75
    33765.61
    33786.44
    34014.26
    33993.00
    34329.50
    34146.97
    34026.59
    34466.53
    34538.86
    34386.86
    34408.74
    34443.87

    Total

    1.09%
    0.74%
    0.11%
    -0.27%
    0.51%
    0.86%
    0.63%
    0.28%
    -0.14%
    0.64%
    0.54%
    0.06%
    0.67%
    -0.06%
    0.99%
    -0.53%
    -0.35%
    1.29%
    0.21%
    -0.44%
    0.06%
    0.10%
    6.99%

    i = COV/m2
    0.16%/0.25%
    0.63%
    m = Rm/n
    6.99/22
    0.32%
    i = COV =

    Rm

    (Ri - )(Rm-m)/n
    3.51%/22
    0.16%

    m2 = (Rm-m)2/n

    (Rm-m)

    0.77%
    0.43%
    -0.21%
    -0.59%
    0.19%
    0.54%
    0.31%
    -0.04%
    -0.46%
    0.32%
    0.22%
    -0.26%
    0.36%
    -0.38%
    0.67%
    -0.85%
    -0.67%
    0.98%
    -0.11%
    -0.76%
    -0.25%
    -0.22%

    (Rm-m)2

    0.59%
    0.18%
    0.04%
    0.35%
    0.04%
    0.29%
    0.10%
    0.00%
    0.21%
    0.11%
    0.05%
    0.07%
    0.13%
    0.14%
    0.45%
    0.72%
    0.45%
    0.95%
    0.01%
    0.57%
    0.06%
    0.05%
    5.56%

    m2 = 5.56%/22

    0.25%

    (Ri - )(Rm-m)

    -0.60%
    0.73%
    -0.68%
    0.37%
    -0.55%
    -0.34%
    0.94%
    0.05%
    -1.02%
    1.03%
    -0.06%
    -0.07%
    -0.34%
    0.66%
    -1.77%
    2.39%
    1.44%
    0.63%
    0.09%
    2.05%
    -1.03%
    -0.42%
    3.51%

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