Group head

Grasim
Industries Ltd.

Month round off Return Average Deviation Deviation^2

Jun-08 1846
Jul-08 1800 -2.49% 3.79% -6.28% 0.39% STDEV
Aug-08 1937 7.61% 3.79% 3.83% 0.15%
Sep-08 1688 -12.85% 3.79% -16.64% 2.77%
Oct-08 1026 -39.22% 3.79% -43.00% 18.49%
Nov-08 889 -13.35% 3.79% -17.14% 2.94%
Dec-08 1218 37.01% 3.79% 33.22% 11.04%
Jan-09 1197 -1.72% 3.79% -5.51% 0.30%
Feb-09 1372 14.62% 3.79% 10.83% 1.17%
Mar-09 1577 14.94% 3.79% 11.16% 1.24%
Apr-09 1778 12.75% 3.79% 8.96% 0.80%
May-09 2106 18.45% 3.79% 14.66% 2.15%
Jun-09 2310 9.69% 3.79% 5.90% 0.35%
Avg 3.79% SUM 41.80%
SUM/(n-1) 3.80%
sq root 19.49%
CV 5.15

Stock Market

Month round off return average deviation deviation^2

Jun-08 13462
Jul-08 14356 6.64% 1.46% 5.18% 0.27%
Aug-08 14565 1.46% 1.46% -0.01% 0.00%
Sep-08 12860 -11.71% 1.46% -13.17% 1.73%
Oct-08 9788 -23.89% 1.46% -25.35% 6.43%
Nov-08 9093 -7.10% 1.46% -8.56% 0.73%
Dec-08 9647 6.09% 1.46% 4.63% 0.21%
Jan-09 9424 -2.31% 1.46% -3.77% 0.14%
Feb-09 8892 -5.65% 1.46% -7.11% 0.50%
Mar-09 9709 9.19% 1.46% 7.73% 0.60%
Apr-09 11403 17.45% 1.46% 15.99% 2.56%
May-09 14625 28.26% 1.46% 26.79% 7.18%
Jun-09 14494 -0.90% 1.46% -2.36% 0.06%
Avg 1.46% sum 20.41%
sum/(n-1) 1.86%
sq root 13.62%
CV 9.33

beta calculation

deviation deviation sq deviation

Month of stock(1) of market(2) (1*2) market
Jun-08
Jul-08 -6.28% 5.18% -0.33% 0.27%
Aug-08 3.83% -0.01% 0.00% 0.00%
Sep-08 -16.64% -13.17% 2.19% 1.73%
Oct-08 -43.00% -25.35% 10.90% 6.43%
Nov-08 -17.14% -8.56% 1.47% 0.73%
Dec-08 33.22% 4.63% 1.54% 0.21%
Jan-09 -5.51% -3.77% 0.21% 0.14%
Feb-09 10.83% -7.11% -0.77% 0.50%
Mar-09 11.16% 7.73% 0.86% 0.60%
Apr-09 8.96% 15.99% 1.43% 2.56%
May-09 14.66% 26.79% 3.93% 7.18%
Jun-09 5.90% -2.36% -0.14% 0.06%
sum: 21.29% sum: 20.41%
Yash Kotak Present
Sanchit Bhasin Present
Indranil Nandi Present
Mandrita mitra Present
M F khan Present
beta of Grasim Industries
deviation of market/sq deviation of market 1.04