date YESTERDAYS PRICE TCS

STOCK PRICE
23-Nov-10 1,028.00 TODAYS SECURITY RETURN (Y)
22-Nov-10 1,041.00 13.00 1.2645914396887
19-Nov-10 1,006.00 -35.00 -3.362151777137
18-Nov-10 1,044.10 38.10 3.7872763419483
16-Nov-10 1,052.00 7.90 0.7566325064649
15-Nov-10 1,064.55 12.55 1.1929657794677
12-Nov-10 1,054.60 -9.95 -0.934667230285
11-Nov-10 1,065.90 11.30 1.0714963019154
10-Nov-10 1,089.90 24.00 2.2516183506896
9-Nov-10 1,098.40 8.50 0.7798880631251
8-Nov-10 1,069.00 -29.40 -2.676620538966
5-Nov-10 1,078.40 9.40 0.8793264733396
4-Nov-10 1,070.00 -8.40 -0.778931750742
3-Nov-10 1,063.80 -6.20 -0.579439252336
2-Nov-10 1,045.50 -18.30 -1.720248166949
1-Nov-10 1,057.00 11.50 1.0999521759924
NA NA NA NA
29-Oct-10 1,050.00 -7.00 -0.662251655629
28-Oct-10 1,060.00 10.00 0.952380952381
27-Oct-10 1,050.00 -10.00 -0.943396226415
26-Oct-10 1,066.85 16.85 1.6047619047619
25-Oct-10 1,069.00 2.15 0.2015278623987
22-Oct-10 1,038.00 -31.00 -2.899906454631
21-Oct-10 984 -54.00 -5.202312138728
20-Oct-10 965.25 -18.75 -1.905487804878
19-Oct-10 965 -0.25 -0.0259000259
18-Oct-10 982 17.00 1.7616580310881
15-Oct-10 949 -33.00 -3.360488798371
14-Oct-10 989.4 40.40 4.2571127502634
13-Oct-10 991.5 2.10 0.212249848393
12-Oct-10 951 -40.50 -4.084720121029
11-Oct-10 939.1 -11.90 -1.251314405889
8-Oct-10 944.4 5.30 0.564370141625
7-Oct-10 949.05 4.65 0.492376111817
6-Oct-10 960 10.95 1.1537853643117
5-Oct-10 951.45 -8.55 -0.890625
4-Oct-10 955 3.55 0.3731147196384
1-Oct-10 957.15 2.15 0.2251308900524
30-Sep-10 920 -37.15 -3.88131431855
29-Sep-10 917 -3.00 -0.326086956522
28-Sep-10 922.25 5.25 0.5725190839695
27-Sep-10 925.1 2.85 0.3090268365411
24-Sep-10 929.4 4.30 0.4648146146363
23-Sep-10 929.65 0.25 0.0268990746718
22-Sep-10 933.05 3.40 0.3657290378099
21-Sep-10 957 23.95 2.5668506510905
20-Sep-10 915 -42.00 -4.388714733542
17-Sep-10 917 2.00 0.2185792349727
16-Sep-10 895 -22.00 -2.399127589967
15-Sep-10 909.45 14.45 1.6145251396648
14-Sep-10 898 -11.45 -1.259002693936
13-Sep-10 878.8 -19.20 -2.138084632517
9-Sep-10 876 -2.80 -0.318616294948
8-Sep-10 876.6 0.60 0.0684931506849
7-Sep-10 869 -7.60 -0.866986082592
6-Sep-10 856.5 -12.50 -1.438434982739
3-Sep-10 837.9 -18.60 -2.171628721541
2-Sep-10 842.95 5.05 0.6026972192386
1-Sep-10 857 14.05 1.6667655258319
31-Aug-10 843.7 -13.30 -1.551925320887
30-Aug-10 845 1.30 0.1540832049307
27-Aug-10 853 8.00 0.9467455621302
26-Aug-10 874.3 21.30 2.4970691676436
25-Aug-10 871.5 -2.80 -0.320256204964
24-Aug-10 869.2 -2.30 -0.263912794033
23-Aug-10 869 -0.20 -0.023009664059
20-Aug-10 865.55 -3.45 -0.397008055236
19-Aug-10 870.4 4.85 0.5603373577494
18-Aug-10 874.2 3.80 0.4365808823529
17-Aug 850 -24.20 -2.768245252803
16-Aug 854 4.00 0.4705882352941
13-Aug-10 838 -16.00 -1.873536299766
12-Aug-10 846.2 8.20 0.9785202863962
11-Aug-10 854.8 8.60 1.0163082013708
10-Aug-10 861.4 6.60 0.7721104351895
9-Aug-10 846.1 -15.30 -1.776178314372
6-Aug-10 860.65 14.55 1.7196548871292
5-Aug-10 865.65 5.00 0.5809562539941
4-Aug-10 835.85 -29.80 -3.4424998556
3-Aug-10 828.55 -7.30 -0.873362445415
 2-Aug-10 837 8.45 1.0198539617404
30-Jul-10 835 -2.00 -0.238948626045
29-Jul-10 849 14.00 1.6766467065868
NA NA NA NA
28-Jul-10 847 -2.00 -0.235571260306
27-Jul-10 846.2 -0.80 -0.094451003542
26-Jul-10 840.4 -5.80 -0.685417159064
23-Jul-10 835.1 -5.30 -0.630652070443
22-Jul-10 832.5 -2.60 -0.311339959286
21-Jul-10 829.6 -2.90 -0.348348348348
20-Jul-10 825 -4.60 -0.554484088717
19-Jul-10 823.25 -1.75 -0.212121212121
MARKET INDEX(x) TODAYS MARKET RETURN
6,100.30
5,998.80 -101.50 -1.66385259741324
5,988.70 -10.10 -0.168367006734686
6,121.60 132.90 2.21917945463958
6,071.65 -49.95 -0.815963146889714
6,194.25 122.60 2.01922047548855
6,275.70 81.45 1.31492916818016
6,301.55 25.85 0.411906241534815
6,273.20 -28.35 -0.449889312946821
6,312.45 39.25 0.62567748517503
6,281.80 -30.65 -0.485548400383364
6,160.50 -121.30 -1.9309751981916
6,119.00 -41.50 -0.673646619592566
6,117.55 -1.45 -0.023696682464452
6,017.70 -99.85 -1.63218935685038
NA NA NA
6,012.65 -5.05 -0.083919105306017
6,082.00 69.35 1.15340157833901
6,105.80 23.80 0.395832120612379
6,066.05 -39.75 -0.653567905294311
6,101.50 35.45 0.58059549936126
5,982.10 -119.40 -1.96833194582965
6,027.30 45.20 0.740801442268292
6,075.95 48.65 0.813259557680407
6,062.65 -13.30 -0.220662651601881
6,177.35 114.70 1.88777063669057
6,233.90 56.55 0.932760426546135
6,090.90 -143.00 -2.31490849636171
6,135.85 44.95 0.721057443975693
6,103.45 -32.40 -0.531941092449401
6,120.30 16.85 0.27461557893365
6,186.45 66.15 1.08381325316009
6,145.80 -40.65 -0.66418312827802
6,159.45 13.65 0.220643503139921
6,143.40 -16.05 -0.261153958801135
6,029.95 -113.45 -1.84188523325946
5,991.30 -38.65 -0.629130448937065
6,029.50 38.20 0.633504423751438
6,035.65 6.15 0.102648840819182
6,018.30 -17.35 -0.287751886557749
5,959.55 -58.75 -0.97338314845957
5,991.00 31.45 0.522572819566984
6,009.05 18.05 0.302875217088542
5,980.45 -28.60 -0.47738274077784
5,884.95 -95.50 -1.5892695184763
5,828.70 -56.25 -0.940564673226931
5,860.95 32.25 0.548008054443963
5,795.55 -65.40 -1.1220340727778
5,760.00 -35.55 -0.60655695748983
5,640.05 -119.95 -2.06969140116123
5,607.85 -32.20 -0.559027777777775
5,604.00 -3.85 -0.068261806189668
5,576.95 -27.05 -0.482359549559995
5,479.40 -97.55 -1.74072091363312
5,486.15 6.75 0.121033898457042
5,471.85 -14.30 -0.26097747928604
5,402.40 -69.45 -1.2659150770577
5,415.45 13.05 0.238493379752738
5,408.70 -6.75 -0.124944469124833
5,477.90 69.20 1.2778254808003
5,462.35 -15.55 -0.287499768890848
5,505.10 42.75 0.780408550721992
5,543.50 38.40 0.702994132561986
5,530.65 -12.85 -0.23341991971082
5,540.20 9.55 0.172273834220261
5,479.15 -61.05 -1.10384855306339
5,414.15 -65.00 -1.17324284321866
5,418.30 4.15 0.075741675259859
5,452.10 33.80 0.624290054763909
5,416.45 -35.65 -0.657955447280522
5,420.60 4.15 0.076117459327609
5,460.70 40.10 0.740337305799914
5,486.15 25.45 0.46950522082426
5,439.25 -46.90 -0.858864248173304
5,447.10 7.85 0.143087593303143
5,467.85 20.75 0.381486418164269
5,439.55 -28.30 -0.519542508857928
5,431.65 -7.90 -0.144480920288606
5,367.60 -64.05 -1.17748710830858
 5,408.90 41.30 0.760358270507107
5,397.55 -11.35 -0.211453908636997
5,430.60 33.05 0.611029969124964
NA NA NA
5,449.10 18.50 0.340662173608809
5,441.95 -7.15 -0.131214328971767
5,399.35 -42.60 -0.781780477510037
5,368.00 -31.35 -0.576080265346068
5,386.45 18.45 0.341707798160886
5,393.90 7.45 0.138785394932933
5,378.75 -15.15 -0.281261313109741
5,386.15 7.40 0.13719201320009
 TCS
DATE MARKET INDEX
23-Nov-10 X X*X
22-Nov-10 6,100.30
19-Nov-10 5,998.80 -101.50 -1.66385259741324 2.76840546591879
18-Nov-10 5,988.70 -10.10 -0.16836700673469 0.028347448956798
16-Nov-10 6,121.60 132.90 2.21917945463958 4.92475745189443
15-Nov-10 6,071.65 -49.95 -0.81596314688971 0.665795857082165
12-Nov-10 6,194.25 122.60 2.01922047548855 4.07725132863219
11-Nov-10 6,275.70 81.45 1.31492916818016 1.72903871733098
10-Nov-10 6,301.55 25.85 0.411906241534815 0.169666751815337
9-Nov-10 6,273.20 -28.35 -0.44988931294682 0.202400393903762
8-Nov-10 6,312.45 39.25 0.62567748517503 0.39147231545495
5-Nov-10 6,281.80 -30.65 -0.48554840038336 0.235757249114843
4-Nov-10 6,160.50 -121.30 -1.9309751981916 3.7286652160311
3-Nov-10 6,119.00 -41.50 -0.67364661959257 0.453799768088491
2-Nov-10 6,117.55 -1.45 -0.02369668246445 0.000561532759821
1-Nov-10 6,017.70 -99.85 -1.63218935685038 2.66404209661565
NA NA NA
29-Oct-10 6,012.65 -5.05 -0.08391910530602 0.007042416235362
28-Oct-10 6,082.00 69.35 1.15340157833901 1.33033520091491
27-Oct-10 6,105.80 93.15 1.54923369895139 2.4001250539666
26-Oct-10 6,066.05 -15.95 -0.2622492601118 0.068774674429188
25-Oct-10 6,101.50 -4.30 -0.07042484195356 0.004959658364183
22-Oct-10 5,982.10 -83.95 -1.38393188318593 1.91526745729854
21-Oct-10 6,027.30 -74.20 -1.21609440301565 1.47888559704599
20-Oct-10 6,075.95 93.85 1.56884706039684 2.46128109891581
19-Oct-10 6,062.65 35.35 0.586498100310246 0.343980021667527
18-Oct-10 6,177.35 101.40 1.66887482615888 2.78514318538684
15-Oct-10 6,233.90 171.25 2.8246723792401 7.97877405004194
14-Oct-10 6,090.90 -86.45 -1.39946740916414 1.95850902931258
13-Oct-10 6,135.85 -98.05 -1.57285166589132 2.47386236289711
12-Oct-10 6,103.45 12.55 0.206045083649382 0.042454576496081
11-Oct-10 6,120.30 -15.55 -0.25342862032156 0.064226065598087
8-Oct-10 6,186.45 83.00 1.35988662150095 1.84929162333728
7-Oct-10 6,145.80 25.50 0.416646242831234 0.173594091665383
6-Oct-10 6,159.45 -27.00 -0.43643769851854 0.190477864688157
5-Oct-10 6,143.40 -2.40 -0.03905105925999 0.001524985229327
4-Oct-10 6,029.95 -129.50 -2.10246044695549 4.42033993101228
1-Oct-10 5,991.30 -152.10 -2.47582771755053 6.12972288699148
30-Sep-10 6,029.50 -0.45 -0.00746274844733 5.56926143881E-05
29-Sep-10 6,035.65 44.35 0.740240014687955 0.547955279345224
28-Sep-10 6,018.30 -11.20 -0.18575337921884 0.034504317891217
27-Sep-10 5,959.55 -76.10 -1.26084183145145 1.58972212393785
24-Sep-10 5,991.00 -27.30 -0.45361646976721 0.205767901644069
23-Sep-10 6,009.05 49.50 0.830599625810673 0.689895738396831
22-Sep-10 5,980.45 -10.55 -0.17609747955267 0.031010322304801
21-Sep-10 5,884.95 -124.10 -2.06521829573727 4.26512660904795
20-Sep-10 5,828.70 -151.75 -2.53743447399443 6.4385737098154
17-Sep-10 5,860.95 -24.00 -0.40781994749318 0.166317109573342
16-Sep-10 5,795.55 -33.15 -0.56873745432086 0.323462291947366
15-Sep-10 5,760.00 -100.95 -1.72241701430655 2.9667203711727
14-Sep-10 5,640.05 -155.50 -2.68309306278093 7.19898838354313
13-Sep-10 5,607.85 -152.15 -2.64149305555555 6.97748556254819
9-Sep-10 5,604.00 -36.05 -0.63917873068502 0.408549449760107
8-Sep-10 5,576.95 -30.90 -0.55101331169701 0.303615669667302
7-Sep-10 5,479.40 -124.60 -2.22341184867952 4.94356024884849
6-Sep-10 5,486.15 -90.80 -1.62813007109621 2.65080752840776
3-Sep-10 5,471.85 -7.55 -0.13778880899367 0.018985755883895
2-Sep-10 5,402.40 -83.75 -1.52657145721499 2.33042041398349
1-Sep-10 5,415.45 -56.40 -1.03073000904631 1.06240435154861
31-Aug-10 5,408.70 6.30 0.116614837849848 0.013599020406746
30-Aug-10 5,477.90 62.45 1.15318209936385 1.32982895429323
27-Aug-10 5,462.35 53.65 0.991920424501277 0.983906128542793
26-Aug-10 5,505.10 27.20 0.496540645137749 0.246552612273812
25-Aug-10 5,543.50 81.15 1.48562431920327 2.20707961780817
24-Aug-10 5,530.65 25.55 0.46411509327713 0.215402819807639
23-Aug-10 5,540.20 -3.30 -0.05952917831695 0.003543723071091
20-Aug-10 5,479.15 -51.50 -0.93117445508213 0.867085865797508
19-Aug-10 5,414.15 -126.05 -2.27518862134941 5.17648326271784
18-Aug-10 5,418.30 -60.85 -1.11057372037633 1.23337398839051
17-Aug 5,452.10 37.95 0.70094105261215 0.491318359237029
16-Aug 5,416.45 -1.85 -0.03414355056015 0.001165782044853
13-Aug-10 5,420.60 -31.50 -0.57775902863117 0.333805495164833
12-Aug-10 5,460.70 44.25 0.816955755153283 0.667416705878071
11-Aug-10 5,486.15 65.55 1.20927572593439 1.46234778133413
10-Aug-10 5,439.25 -21.45 -0.39280678301316 0.15429716878115
9-Aug-10 5,447.10 -39.05 -0.71179242273724 0.506648453066155
6-Aug-10 5,467.85 28.60 0.525807785999915 0.276473827818132
5-Aug-10 5,439.55 -7.55 -0.13860586367058 0.019211585443868
4-Aug-10 5,431.65 -36.20 -0.66205181195535 0.438312601713365
3-Aug-10 5,367.60 -71.95 -1.32271971027015 1.74958743193714
 2-Aug-10 5,408.90 -22.75 -0.4188414201946 0.17542813527063
30-Jul-10 5,397.55 29.95 0.557977494597209 0.311338884476979
29-Jul-10 5,430.60 21.70 0.401190630257552 0.160953921806452
NA NA NA
28-Jul-10 5,449.10 18.50 0.340662173608809 0.116050716527879
27-Jul-10 5,441.95 -49.95 -0.91666513736215 0.840274974055163
26-Jul-10 5,399.35 -49.75 -0.91299480648181 0.833559516662747
23-Jul-10 5,368.00 -73.95 -1.35888789863927 1.84657632106825
22-Jul-10 5,386.45 -12.90 -0.23891764749462 0.057081642284362
21-Jul-10 5,393.90 25.90 0.48248882265275 0.232795463984837
20-Jul-10 5,378.75 -7.70 -0.14295129445182 0.02043507258545
19-Jul-10 5,386.15 -7.75 -0.14368082463524 0.020644179367862

-24.6972111409185 126.265042270595
PRICE OF INDEX XY
1,028.00 Y Y*y
1,041.00 13.00 1.264591 1.59919150933398
1,006.00 -35.00 -3.362152 11.304064572508 5.59412496728756
1,044.10 38.10 3.787276 14.3434620902813 -0.637652381370928
1,052.00 7.90 0.756633 0.57249274983937 1.67910331305937
1,064.55 12.55 1.192966 1.42316735098092 -0.973416111546185
1,054.60 -9.95 -0.934667 0.87360283136882 -1.88729920915985
1,065.90 11.30 1.071496 1.14810432501845 1.40894174098579
1,089.90 24.00 2.251618 5.06978519716197 0.927455652203354
1,098.40 8.50 0.779888 0.60822539100495 -0.350863304894759
1,069.00 -29.40 -2.676621 7.16429750961345 -1.67470120758794
1,078.40 9.40 0.879326 0.77321504671582 -0.426955562544777
1,070.00 -8.40 -0.778932 0.60673467231376 1.50409789176647
1,063.80 -6.20 -0.579439 0.33574984714823 0.390337293595695
1,045.50 -18.30 -1.720248 2.95925375589026 0.040764174572238
1,057.00 11.50 1.099952 1.2098947894703 -1.79533023469913
NA 0
1,050.00 -7.00 -0.662252 0.43857725538354 0.055575566427826
1,060.00 10.00 0.952381 0.90702947845805 1.0984776936562
1,050.00 -10.00 -0.943396 0.88999644001424 -1.46154122542584
1,066.85 16.85 1.604762 2.57526077097503 -0.420847622179414
1,069.00 2.15 0.201528 0.04061347932297 -0.014192567858663
1,038.00 -31.00 -2.899906 8.40945744560761 4.0132730008198
984 -54.00 -5.202312 27.0640515887601 6.32650267464789
965.25 -18.75 -1.905488 3.63088377453896 -2.98941894130496
965 -0.25 -0.0259 0.00067081134162 -0.015190315988351
982 17.00 1.761658 3.10343901849714 2.93998674038352
949 -33.00 -3.360489 11.2928849639748 -9.4922798895034
989.4 40.40 4.257113 18.1230089684555 -5.95769055113077
991.5 2.10 0.21225 0.04504999814284 -0.33383752763006
951 -40.50 -4.08472 16.6849384671371 -0.84163649902168
939.1 -11.90 -1.251314 1.56578774238418 0.317118883472819
944.4 5.30 0.56437 0.31851365675777 0.767479405170375
949.05 4.65 0.492376 0.24243423548805 0.205146657048415
960 10.95 1.153785 1.33122066689985 -0.503555428984563
951.45 -8.55 -0.890625 0.79321289062499 0.03477984965343
955 3.55 0.373115 0.13921459401087 -0.784458940216711
957.15 2.15 0.225131 0.05068391765577 -0.557385297668439
920 -37.15 -3.881314 15.0646008393802 0.028965272404361
 917 -3.00 -0.326087 0.10633270321361 -0.241382613485203
922.25 5.25 0.572519 0.32777810150924 -0.106347354514602
925.1 2.85 0.309027 0.09549758570258 -0.389633962552091
929.4 4.30 0.464815 0.21605262597945 -0.210847564587503
929.65 0.25 0.026899 0.0007235602182 0.022342361357077
933.05 3.40 0.365729 0.13375772909738 -0.06440396175755
957 23.95 2.566851 6.5887222650038 -5.30110692705725
915 -42.00 -4.388715 19.2608170124114 11.1360760614176
917 2.00 0.218579 0.04777688196124 -0.089140972129657
895 -22.00 -2.399128 5.75581319294223 1.36447371810892
909.45 14.45 1.614525 2.60669142660967 -2.78088557058433
898 -11.45 -1.259003 1.58508778333785 3.37802139412191
878.8 -19.20 -2.138085 4.57140589580411 5.64773570898293
876 -2.80 -0.318616 0.10151634340617 0.203652758980202
876.6 0.60 0.068493 0.00469131169075 -0.037740637787468
869 -7.60 -0.866986 0.75166486740794 1.92766712867493
856.5 -12.50 -1.438435 2.06909519956671 2.34195925071377
837.9 -18.60 -2.171629 4.71597130422249 0.299226135117607
842.95 5.05 0.602697 0.36324393807792 -0.920060372232461
857 14.05 1.666766 2.77810731810167 -1.71798524551879
843.7 -13.30 -1.551925 2.40847220160963 -0.180977519650288
845 1.30 0.154083 0.0237416340417 0.177685993738646
853 8.00 0.946746 0.89632715941319 0.939096259882865
874.3 21.30 2.497069 6.23535442799633 1.23989633545534
871.5 -2.80 -0.320256 0.10256403681792 -0.475780406470214
869.2 -2.30 -0.263913 0.06964996285445 -0.122485911019779
869 -0.20 -0.02301 0.0005294446401 0.001369746394776
865.55 -3.45 -0.397008 0.1576153959222 0.369683759497515
870.4 4.85 0.560337 0.31397795448959 -1.27487318046845
874.2 3.80 0.436581 0.19060286683608 -0.484855254759894
850 -24.20 -2.768245 7.66318177966395 -1.94037674138802
854 4.00 0.470588 0.22145328719723 -0.016067553204774
838 -16.00 -1.873536 3.51013826654016 1.08245251265793
846.2 8.20 0.97852 0.95750195088888 0.799407779505604
854.8 8.60 1.016308 1.0328823601736 1.22899683798577
861.4 6.60 0.77211 0.59615452412855 -0.303290216177689
846.1 -15.30 -1.776178 3.15480940444517 1.26427026560016
860.65 14.55 1.719655 2.95721293082726 0.904207928885325
865.65 5.00 0.580956 0.33751016905483 -0.080523943339674
835.85 -29.80 -3.4425 11.8508052558049 2.27911326705591
828.55 -7.30 -0.873362 0.76276196106102 1.15521372075997
 837 8.45 1.019854 1.04010210327758 -0.427157081726437
835 -2.00 -0.238949 0.05709644588898 -0.133327955698258
849 14.00 1.676647 2.81114417870845 0.672654948934818
NA 0 0
847 -2.00 -0.235571 0.05549381868227 -0.080250217575691
846.2 -0.80 -0.094451 0.00892099207007 0.086579942135735
840.4 -5.80 -0.685417 0.46979668193945 0.625782306498999
835.1 -5.30 -0.630652 0.39772203395359 0.856985466776306
832.5 -2.60 -0.31134 0.0969325702484 0.074384610643756
829.6 -2.90 -0.348348 0.12134657179702 -0.168074184467623
825 -4.60 -0.554484 0.30745260464083 0.079264218235096
823.25 -1.75 -0.212121 0.04499540863177 0.030477750680202

-20.87916 263.63777007297 18.8549807790846

β 373.028992466667

α 100.4854

r 0.0746