Imperial Chemical Industries

DATE

ICI CLOSING RATE

KSE 100 INDEX

Ri

Rm

(Ri -Ribar)

3-Mar
APR
MAY
JUNE
JULY
AUG
SEP
OCT
NOV
DEC
3-Jan
FEB
MAR
APR
MAY
JUNE
JULY
AUG
SEP
OCT
NOV
DEC
03/1/2011
FEB
MAR

72.5
111.32
119.85
140.4
138
145
166
194.57
167.05
163.5
141.5
169
155.5
164
145.5
132.1
119.35
123.05
119.5
116.51
127.25
137.9
146
144.05
160.7

5606
7432
7061
7000
7465
7716
8806
9472
8974
9096
9437
9627
9419
10416
10389
9621
9697
10388
9762
10045
10617
11406
11849
12359
11762

42.88224
7.383202
15.82545
-1.72418
4.948006
13.5254
15.88042
-15.2499
-2.14802
-14.4513
17.7599
-8.3253
5.32207
-11.969
-9.66169
-10.1499
3.053042
-2.92744
-2.53393
8.817655
8.037513
5.707784
-1.34462
10.93788

28.19575488
-5.120831698
-0.867653548
6.431528194
3.307066405
13.21372123
7.290677081
-5.400857059
1.350324889
3.680337659
1.993351776
-2.184272496
10.06141596
-0.259553138
-7.679934471
0.786834994
6.883473448
-6.215399634
2.85777008
5.538149176
7.16830427
3.81039431
4.214106677
-4.951054657

39.56576785
4.066732794
12.50898344
-5.040650272
1.631536098
10.20893496
12.56395108
-18.5663523
-5.464487475
-17.76779695
14.44343016
-11.64176796
2.005599992
-15.28550375
-12.97815714
-13.4663555
-0.263427223
-6.243910175
-5.850396143
5.501185291
4.721043308
2.391314062
-4.661085646
7.621411493

Ri bar:
3.31647

Rm bar:
3.087652264

Beta

1.15

85530912 0.34387593 0.0874204 1.004935119 16.4213592 -33.10810261 -8.303051897 -0.37920895 15.219414142 10.271924759 6.300817269 3.76758673 -2.3763795 52.62080896 993.18150623 0.347205402 -10.229882184 2.9836233 -0.4168168 67.26493485 1.7434326 30.5467746 0.955305812 3.40825846 86.66541761 72.12606897 4.737327374 0.203024817 -8.203784 115.048142565 102.351275978 1.357982092 103.592685395 -1.728303219 -5.6006546 9.80659821 157.250500498 -61.34490184 13.26629331 1320.126454414 -8.9409241 5.647899 .038706921 630.293760107 14.37452474 13.999922635 58.722742046 1.493603677 -10.dustries (Rm-Rmbar) (Rm-Rmbar)^2 (Ri-Ribar)(Rm-Rmbar) 25.795821184 -9.197493558 27.05479052 3.53071376 -15.488509323 -1.79319067 48.450496913 4.208483961 -3.436314 1514.47685491 -16.80545267 61.48063757 19.052845818 6.6517208 0.094300488 -5.080652007 0.5372727 17.018306405 0.98658042 51.38171091 -49.973763699 -3.16372072 139.522356065 1.64444406 11.268899546 64.63338013 11.

74366612 -6.3661344 6.3217942 -12.966133 21.25 MAR 110 APR 105.64726 (Ri -Ribar) -8.95 3-Jan-08 358.495537384 1.938974 -4.3 FEB 365 MAR 347 APR 368 MAY 370 JUNE 389.5071742 15.8318577 0.497519 -0.109429 1.714564851 14.099851213 -1.8222356 -4.089296 -4.65759652 16.045921 1.25 JULY 157.190153932 -5.812924 -0.99638378 4.783444 -9.833221973 4.108669 -14.1446096 6.897760181 3.25 MAY 101 JUNE 106 JULY 107 AUG 102 SEP 112.46698 2.233957862 3.8526729 -5.9386 16.889409 9.785602 10.5085789 -0.50 per share Dividend paid in 2011 Rs12.541925553 28.630501 3.057257 5.5420067 5.622816 -241.561566727 8.33346429 0.938132078 -10.821885357 -0.969791644 8.3832923 1.8911192 7.731209561 14.076708318 -6.04627104 -5.881632 18.7 AUG 185 SEP 230 OCT 245 NOV 330 DEC 298.055893118 -0.00747978 -11.2689325 -4. Dividend paid in 2006 Rs7.508201 -2.836990574 -6.2429492 0.1 JUNE 149.332704389 -16.3434078 4.0429653 5.3178902 29. 3-Jan-06 99.929907 0.2257579 1.8758158 0.241501 10.01427 2.Pakistan engineering company ltd.162167 -8.65 NOV 100 DEC 97 3-Jan-07 98.22288027 .417968 14.3780529 -3.519631 -4.78466 13.360121358 5.53792 -7.2804272 3.465535934 9.85 OCT 97.446916 9.772348 6.602088258 -4.10653 -3.95 FEB 93.3761552 -0.414189 -4.136086 6.6 KSE 100 INDEX 9767 10726 11415 11574 11728 10346 9604 10667 10660 10593 10945 10416 10066 11589 11133 11435 12430 12956 13809 13763 12233 14045 13915 13925 13996 13995 14816 15345 14956 12479 12035 1080 9239 Ri Rm -6.121796 4.007145 5.065644 -0.0858 214.5 JULY 417 AUG 400 SEP 367.115154589 5.567713 -18.50 per share DATE Peco company Ltd.953965 -3.333672 -11.0718391 0.6765157 8.7007555 3.267000725 3.442029 10.25 FEB 102 MAR 113 APR 126 MAY 139.1901685 19.113444215 8.7457563 10.

37695961 14.918 16.0544395 -45.69396743 14.795439 Ri bar: 1.5 303.5381492 7.2629325 Beta 0.99 299.897448 -1.195755 -5.6803377 1.43% Vo = D0 (1+g) /Ke -g .17642916 -42.3070664 13.712761291 -12.11588 -56.452307507 -6.400857 1.188982 20.0033334 0.882604 -3.967952 20.30329 -13.259553 -7.7683434 0 3.168917 3.79383 4.99 300 301 300 310 299 285 Ri 9184 9182 9187 5815 5379 5606 7432 7061 7000 7465 7716 8806 9472 8974 9096 9437 9627 9419 10416 10389 9621 9697 10388 9762 10045 10617 11406 Rm 11.92082601 -6.4315282 3.41 116.OCT NOV DEC 3-Jan-09 FEB MAR APR MAY JUNE JULY AUG SEP OCT NOV DEC 3-Jan-10 FEB MAR APR MAY JUNE JULY AUG SEP OCT NOV DEC 325.786835 6.6836 -12.021779 0.867654 6.33 167.8577701 5.100531145 -1.56 174.19198719 19.40046 -40.41301715 18.332779 3.73487 -7.74865 23.62998147 30.2154 2.388837018 -6.80870735 2.1334969 28.4431856 -2.77263122 -1.21 136.2789823 -3.10663905 -4.3503249 3.1547052 -1.75 169 169 175 157 216 244 299 255 301 314 300.2282721 -4.9933518 -2.944881882 1.2906771 -5.99 162.120832 -0.775964609 1.12729562 10.503017673 -5.4887259 -10.5515702 -17.85402 31.394523 1.571403921 Rf 11.8834734 -6.612872 -4.061416 -0.108743618 1.80% As we know RRR = Rf + ( Rm -Ri ) β RRR= 15.7759646 -0.597082 -0.327535 -15.184272 10.332779 -0.673412507 -2.90326 12.891844879 -58.621259394 -3.56 310 306.1683043 Rm bar: 0.584672 4.213721 7.170487802 -0.14486 -4.601 15.324567 0.992378774 -1.679934 0.

53 .Vo = 292.

422865023 0.20881284 21.15491913 -2.413583171 8.3487355 214.29446262 5.7% (Rm-Rmbar) 9.355937112 145.21213 45960.23505608 -36.54305376 -33.72363189 -19.80971505 -8.160668 -2191.44898042 -67.91390741 -6.37149199 0.596604653 -12.113222717 -0.255206115 1.737934949 14.15785155 13.121188094 163.36643672 104.50/7.881677076 6.058861697 -12.44479598 22.245268515 -2.80084986 -7.3843289 (Rm-Rmbar)^2 82.8617571 59.ompany ltd.57430623 20.09904165 58249.437822991 3.56991889 10.96282544 1.825383722 65.64046 (Ri-Ribar)(Rm-Rmbar) -79.006000034 -5.7467511 0.50)^1/5 -1 g=1.020717203 -37.216897053 -3.245646367 -0.107-1 g= 10.227689972 4.33044338 87.704961824 10.244912355 -39.103201907 5.465920551 -240.99605558 65.080475303 3.830645598 -18.V= P.07294194 29.036516695 0.060342138 0.11802899 6.935199713 -6.49289739 -61. F.012256164 -0.21601486 13.1445187 183.54999175 -1.V(1+g)^n g= (12.60854028 1433.86828497 35.798223981 9.9083111 61.36946506 -3.53176773 8.277202663 2.824023664 27.120359815 1.8263639 -4.23458603 -0.012554501 337.270077656 5.036036204 27.06741693 37.809877323 25.30511806 3.625326 .40841586 2.885748531 -241.680900213 13.328576993 -0.55528723 1.29408112 15.19283906 -0.54902638 191.15527951 1.0475939 13.6022763 1.1683386 18.191093419 0.51200007 1.893433814 3.4372466 15.10796284 0.

182422204 11.99779803 -8.739624103 0.93100098 533.987639 341.087392387 3.7023549 26.08913575 0.988812301 96.-0.324599112 24.5682216 211.0515728 9.37798711 1037.554669355 13.96878726 6.733182056 27.79848346 -0.899999802 0.4211105 54.82791096 47.044133903 12.93282237 -5.95520764 5.602929287 2675.730419274 -2.62207805 -2.252555649 -10.860014013 -0.98491696 1.594837578 5.68415926 3420.7269385 -58.027744579 -5.081060853 0.994350862 5.278224817 38.07851219 1.26675122 167.67865801 2.17283621 -60.7229286 49.83156241 41.43747 11.620540946 -6.97713784 20.274473821 43.66114155 3.870564443 27.478332136 2.01027812 0.46745555 25.447204998 9.13058605 6.208492956 -45.91142633 14.05676277 3.52248564 -7.2425658 28.905371768 0.272991244 63.797424 64.46142267 0.275216674 6.97210545 1.62710643 -0.42728289 -45.38919386 32.95078873 7.417405157 1.62527261 -6.043469313 2115.942866973 0.523902492 6.284711877 -0.663789561 1.213874714 -163.98126911 780.928685914 -9.001299187 -60.3676 .168595691 3.3837642 -1.900086739 -28.

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