SUMMARY OUTPUT

Regression Statistics
Multiple R 0.156075
R Square
0.02436
Adjusted R Square
0.020578
Standard Error
0.026294
Observations
260
ANOVA
df
Regression
Residual
Total

SS
MS
1 0.004454 0.004454
258 0.17838 0.000691
259 0.182834

F
Significance F
6.44167 0.011736

Coefficients
Standard Error t Stat
P-value Lower 95% Upper 95%Lower 95.0%
Upper 95.0%
Intercept 0.002468 0.001641 1.50394 0.13382 -0.00076
0.0057 -0.00076
0.0057
X Variable 1 0.452233 0.178182 2.538045 0.011736 0.101357 0.803108 0.101357 0.803108

Upper 95.0%

Firm
Nifty
Sensex
Firm
Date
Close
Close
Close
% Returns Holding period
Average
return
Returns
Var
Std Dev
1/2/2012
86.15
1/3/2012
91
0.056297 1.056297 0.003348 0.000741 0.027221
1/4/2012
89.85
-0.01264 0.987363
First measure of risk
1/5/2012
91.7
0.02059 1.02059
1/6/2012
90.05
-0.01799 0.982007
1/9/2012
96.5
0.071627 1.071627
1/10/2012
101
0.046632 1.046632
1/11/2012
107.65
0.065842 1.065842
1/12/2012
105.1
-0.02369 0.976312
1/13/2012
107.3
0.020932 1.020932
1/16/2012
104.9
-0.02237 0.977633
1/17/2012
102.7
-0.02097 0.979028
1/18/2012
98
-0.04576 0.954236
1/19/2012
96.85
-0.01173 0.988265
1/20/2012
100.1
0.033557 1.033557
1/23/2012
99.75 4636.75 15517.92
-0.0035 0.996503
1/24/2012
101.55
4765.3 15939.36 0.018045 1.018045
1/25/2012
110.15 4749.65 15882.64 0.084687 1.084687
1/26/2012
110.15 4749.95 15857.08
0
1
1/27/2012
112.9
4754.1 15867.73 0.024966 1.024966
1/30/2012
107.2
4742.8 15814.72 -0.05049 0.949513
1/31/2012
114.8 4849.55 16165.09 0.070896 1.070896
2/1/2012
117.25 4860.95 16175.86 0.021341 1.021341
2/2/2012
115.35 4831.25 16037.51
-0.0162 0.983795
2/3/2012
120.35
4866 16154.62 0.043346 1.043346
2/6/2012
119.6
4873.9 16189.36 -0.00623 0.993768
2/7/2012
116.3
4967.3 16466.05 -0.02759 0.972408
2/8/2012
119.55
4955.8 16451.47 0.027945 1.027945
2/9/2012
117.3
5018.4 16643.74 -0.01882 0.981179
2/10/2012
110.65
5048.6 16739.01 -0.05669 0.943308
2/13/2012
109.45 5046.25 16751.73 -0.01085 0.989155
2/14/2012
117.75 5127.35 16995.77 0.075834 1.075834
2/15/2012
115.7
5158.3 17077.18 -0.01741 0.98259
2/16/2012
119.2
5204.7 17233.98 0.030251 1.030251
2/17/2012
119.45
5087.3 16863.3 0.002097 1.002097
2/20/2012
119.45 5199.25 17193.55
0
1
2/21/2012
117.35
5235.7 17300.58 -0.01758 0.982419
2/22/2012
113.1
5269.9 17431.85 -0.03622 0.963784
2/23/2012
113.05 5325.85 17604.96 -0.00044 0.999558
2/24/2012
109.35 5361.65 17707.31 -0.03273 0.967271
2/27/2012
103.6 5335.15 17622.45 -0.05258 0.947417
2/28/2012
112.95 5368.15 17707.32 0.090251 1.090251
2/29/2012
112.3 5412.35 17830.75 -0.00575 0.994245
3/1/2012
111.75
5381.6 17748.69
-0.0049 0.995102
3/2/2012
120.1
5390.2 17772.84 0.07472 1.07472

74 17052.99254 1.9 124.9 5257.9 5380.68 17583.36 17121.95 131.008745 -0.99 18289.4 17332.9 112.85 5200.99256 1.2 17273.0049 0.006329 1.021864 -0.75 115.029481 0.03408 0.6 5200.62 17058.021864 0.029978 1.05 114.029978 0.987336 1.02677 0.961328 1.18 17601.983711 .85 5364.03867 0.2 5375.2 17478.39 17503.75 5359.35 5222.29 17145.010412 0.84 17199.005727 -0.030316 -0.985953 0.6 130.95 5228.9 5358.012855 0.25 116.013608 1.04845 -0.5 128.0338 0.967417 0.55 114.55 5429.37 17316.5 17923.957948 1.95 5564.004663 -0.47 17361.008745 0.35 126.4 5243.45 5333.15 5194.987764 0.05 5274.3 5429.95 5521.016601 1.05 115.8 118.9 113.2 5184.85 123.2 130.993932 1.35 18428.85 5276.45 5226.51 17150.013608 0.97874 0.010615 0.016314 1.85 5295.24 17587.7 5300 5332.8 17362.45 127.5 5385.983778 0.01629 0.25 5243.8 5416.25 18078.044832 -0.951546 0.01528 0.87 17173.4 5290.61 18145.965918 1.61 17404.00744 0.45 125.01266 0.2 5339.001756 1.3 111.75 17731.02677 -0.006218 0.00607 0.65 115.62 17919.086303 0.3/5/2012 3/6/2012 3/7/2012 3/8/2012 3/9/2012 3/12/2012 3/13/2012 3/14/2012 3/15/2012 3/16/2012 3/19/2012 3/20/2012 3/21/2012 3/22/2012 3/23/2012 3/26/2012 3/27/2012 3/28/2012 3/29/2012 3/30/2012 4/2/2012 4/3/2012 4/4/2012 4/5/2012 4/6/2012 4/9/2012 4/10/2012 4/11/2012 4/12/2012 4/13/2012 4/16/2012 4/17/2012 4/18/2012 4/19/2012 4/20/2012 4/23/2012 4/24/2012 4/25/2012 4/26/2012 4/27/2012 4/30/2012 5/1/2012 5/2/2012 5/3/2012 5/4/2012 5/7/2012 5/8/2012 119.995102 1.024761 0.45 5278.2 5289.044832 0.3 5281.55 112.02126 -0.986331 1.55 5359.004721 -0.01405 -0.12 17752.5 117.45 118.004663 0.1 117.04205 0.001756 0.65 129.019694 0.999625 0.7 128.984723 1.95 17357.010615 1.15 128.010031 1.996669 0.5 5463.15 5505.6 5226.01622 -0.4 127.62 17094.85 5207.006329 0.55 5317.9 114.016314 0.01367 0.02179 -0.005727 0.95 114.03258 -0.006218 -0.010412 1.41 18153.00038 -0.8 114.01224 -0.9 5234.45 126.010031 0.003944 1 1 0.7 113.29 -0.84 17096.966204 1.6 17848.52 17503.67 17813.978214 0.019694 1.35 115.71 17196.55 114.95 118.35 133.2 133.7 120.25 116.75 5178.4 115.97 17636.00333 -0.57 17445.85 17466.5 113.086303 1.42 17486.14 17243.030316 0.35 5483.00746 0.3 17675.5 5322.71 17373.3 5607.5 117.57 18202.1 114.35 5280.05 5531.35 114.5 5317.02 17222.012855 -0.003944 0 0 -0.004721 0.94 17392.016601 0.15 17597.25 113.78 17257.05 114.024761 1.4 5220.68 17207.029481 1.

41 15948.05 4860.000945 0.05 5064.018964 0.943223 1.8 16896.05 16292.51 16677.26 16026.83 16705.008788 -0.76 17429.98 16215.018964 -0.00779 -0.011876 0.25 4841.75 107 109.63 17032.95 114.6 106.001738 0.001738 1.15 4999.53 15965.95 105.65 4921.58 16420.008788 0.35 116.992205 0.4 115.15 108.999538 0.8 4942.02224 0.2 4891.9 5121.999059 1.4 16020.994432 0.85 5120.018818 0.05614 -0.028329 -0.87 16668.017899 0.015023 1.4 4985.16 15988.0037 -0.6 5248.25 5103.006155 0.1 5115.1 5049.01 16862.45 5054.35 5054.00557 -0.0126 0.05 108.008249 0.7 115.3 16649.76 16990.71 16546.84 16328.1 110 106.16 16906.002568 -0.8 4965.026021 0.026021 -0.05 108.25 16030.15 5239.071031 0.58 16312.961521 1.006155 1.8 5141.988832 1.1 115.15 105.98 -0.00094 0.012212 0.002168 0.15 104.991521 1.974747 0.45 107.85 5114.8 109.03548 0.00848 0.98732 1.3 4997.943861 0.04042 -0.05636 -0.15 107.6 4848.959578 0.05 16718.85 113.64 16454.25 109.8 117.65 5068.82 16416.1 16222.008415 0.3 115.9 113.51 16882.25 17318.55 5165 5146.071031 1.9 17151.25 109.9 4907.15 107.0261 -0.00046 -0.018818 -0.02757 0.35 112.65 5120.05678 0.84 16438.02036 0.1 110.02757 1.000945 1.25 106.1 109.65 4990.973898 0.15 5239.5 4835.45 114.993039 1.15 16218.01257 1.000463 0.039109 0.031553 0 -0.85 5202 5189 5190.039109 1.9 106.028329 0.002168 -0.18 16479.008415 .15 5278.55 111.29 17130.48 16152.5 108.95 4974.25 116.01268 0.9 5149.9 108.7 4928.83 16859.75 5139.008249 -0.45 4906.4 4920.012212 -0.943638 0.006193 0.002568 0.08 16912.5/9/2012 5/10/2012 5/11/2012 5/14/2012 5/15/2012 5/16/2012 5/17/2012 5/18/2012 5/21/2012 5/22/2012 5/23/2012 5/24/2012 5/25/2012 5/28/2012 5/29/2012 5/30/2012 5/31/2012 6/1/2012 6/4/2012 6/5/2012 6/6/2012 6/7/2012 6/8/2012 6/11/2012 6/12/2012 6/13/2012 6/14/2012 6/15/2012 6/18/2012 6/19/2012 6/20/2012 6/21/2012 6/22/2012 6/25/2012 6/26/2012 6/27/2012 6/28/2012 6/29/2012 7/2/2012 7/3/2012 7/4/2012 7/5/2012 7/6/2012 7/9/2012 7/10/2012 7/11/2012 7/12/2012 116.15 4863.15 105.031553 1 0.75 107.017899 1.56 16972.75 4924.02525 -0.5 108.58 16967.25 106.01117 0.88 16949.3 16217.996301 0.00696 0.03227 0.8 105.05 5114.1 4950.1 110.967727 1.25 4870.015023 0.15 5086.006193 1.000463 1.008314 -0.987401 1.09 16070.81 17301.008314 0.026824 1.91 17151.8 16880.977758 1.979638 1.25 106.2 103 106.19 16831.01257 0.67 17134.2 108.011876 1.03848 0.8 4858.026824 0.964518 1.75 16183.

5 5253.00793 -0.99631 0.005133 0.03535 -0.75 5274 5225.34 17346.18 17257.26 17846.01106 0 0.15 108.4 17398.7 111.007137 .25 5227.85 104.005133 1.93 17412.55 5336.999039 0.018474 0.012946 -0.039234 0.3 17185.03108 1.75 5215.15 111.35 16918.1 129.043738 0.25 5192.6 5287.27 -0.4 108 107.991429 1 0.067751 1.008656 1.07657 0.001799 0.71 17490.02266 0.3 123.81 17541.15 107.55 112 110.45 17728.017935 -0.85 111.81 17538.35 17489.981705 1.008656 0.7 111.1 5117.87 17557.2 17657.68 17236.7 5350.25 5197.01405 -0.4 5347.01297 -0.4 17440.25 110.87 17313.6 113.03108 0.36 17197.95 5128.14 17232.012267 1.982006 0.017935 0.35 101.35 5306.923425 1.3 5242.022912 0.964651 0.004653 -0.95 5320.992658 0.85 5415.000923 0.979368 1.066585 0.992213 1.78 17600.0183 0.56 17560.022912 1.013218 -0.15 105 104.4 128.44 16877.55 17213.75 110.7 17103.38 17224.9 5380.45 126.15 131.00779 0.007634 0.3 108.038533 0.35 104.55 109.7 5338 5322.85 5216.0019 -0.98809 1.35 131.2 118.7 5238.2 5109.00769 0.15 109.55 5327.038533 -0.978164 1.75 17384.032272 0.31 17105.45 112.02184 0.984855 0.007137 0.05 16639.85 5199.25 5334.01799 -0.01191 0.15 5345.1 104.08 17885.2 109.3 5235.993742 1.12 17391.99537 0.032272 1.01473 -0.35 112.6 5043 5099.86 17850.7/13/2012 7/16/2012 7/17/2012 7/18/2012 7/19/2012 7/20/2012 7/23/2012 7/24/2012 7/25/2012 7/26/2012 7/27/2012 7/30/2012 7/31/2012 8/1/2012 8/2/2012 8/3/2012 8/6/2012 8/7/2012 8/8/2012 8/9/2012 8/10/2012 8/13/2012 8/14/2012 8/15/2012 8/16/2012 8/17/2012 8/20/2012 8/21/2012 8/22/2012 8/23/2012 8/24/2012 8/27/2012 8/28/2012 8/29/2012 8/30/2012 8/31/2012 9/3/2012 9/4/2012 9/5/2012 9/6/2012 9/7/2012 9/10/2012 9/11/2012 9/12/2012 9/13/2012 9/14/2012 9/17/2012 112.018474 1.995113 0.000923 -0.22 17783.35 5362.992311 1.3 119.71 17462.98 17618.3 5421 5412.08 16846.992067 0.8 5315.35 112 113.1 127 5278.05 5258.5 103.00857 0 -0.00489 -0.5 108.75 116.5 5227.95 5366.00369 -0.19 17143.066585 -0.025795 1.001799 1.82 16839.039234 1.012946 0.95 5275.21 17678.00734 -0.00096 -0.007634 -0.85 17158.7 5282.987033 0.01 17278.81 17631.96 17601.75 107.02063 0.6 5287.64 17380.025795 0.74 17633.9 103.998097 0.3 5316.043738 -0.977338 1.7 101.01514 -0.7 118.98 17425.012267 0.7 5205.004653 0.1 104 102.013218 0.85 102.21 17691.067751 0.985268 0.95 5302.00626 0.00463 -0.35 5386.985946 0.988942 1 1.67 17521.8 5229 5240.

002849 1.38 18902.78 17852.026786 0.31 18793.26 18683.41 18632.25 5787.021603 -0.34 18618.04089 0.95 5631 5574.01 18349.25 5718.95 140.019279 0.75 5686.984472 0.68 18670.018263 0.1 18804.953769 1.9 5619.01503 0.87 18817.001425 1.34 18635.3 129.6 5597.015748 1 0.016937 0 0.959113 1.4 143.95 158.7 130.95 159.020161 0.062789 1.020161 -0.83 18673.45 170.35 5577.033265 0.7 5666.8 178.008401 1.012432 -0.27 18542.996163 1.019279 -0.012432 0.93 18682.41 18846.7 5645.036127 0.021603 0.000313 -0.00807 0 0.073594 1.05 5687.15 5669.7 18755.002354 -0.01776 0.7 163.2 161.997065 1.85 175.77 18791.65 159.69 19058.8 5731.2 5724.8 141.04623 0.7 151.00294 0.45 178.6 5746.00738 0.039872 .05 5554.00233 0.01829 0.74 18823.6 144.01503 1.043933 1.25 18752.9/18/2012 9/19/2012 9/20/2012 9/21/2012 9/24/2012 9/25/2012 9/26/2012 9/27/2012 9/28/2012 10/1/2012 10/2/2012 10/3/2012 10/4/2012 10/5/2012 10/8/2012 10/9/2012 10/10/2012 10/11/2012 10/12/2012 10/15/2012 10/16/2012 10/17/2012 10/18/2012 10/19/2012 10/22/2012 10/23/2012 10/24/2012 10/25/2012 10/26/2012 10/29/2012 10/30/2012 10/31/2012 11/1/2012 11/2/2012 11/5/2012 11/6/2012 11/7/2012 11/8/2012 11/9/2012 11/12/2012 11/13/2012 11/14/2012 11/15/2012 11/16/2012 11/19/2012 11/20/2012 11/21/2012 129 129 128.972822 1.35 171.1 146.5 175.4 140.7 5704.015363 -0.5 18762.050675 0.015363 0.45 5649.45 18762.1 174.44 18710.9 154.7 5684.3 169.015748 0 -0.35 169.4 5760.95 18000.073594 0.3 5665.75 18675.46 18708.017349 0.17 18579.98 18793.45 5390 5431 5435.7 18610.01094 0.25 5717.65 5342.18 18713.976205 0.15 18938.16 18464.75 156.043933 0.25 158.1 5363.01961 -0.05 5697.984311 0.981705 1.01553 -0.63 18625.37 0.7 155.05 5676.1 5738.01463 0.95 170.6 5652.017349 -0.36 18631.036127 1.992623 1.6 5673.15 5708.5 5703.85 18505.050675 1.82 18430.989059 1.006392 1.25 5648 5660.01322 0.01776 1.25 5691.95 5676 5704.002849 0.55 18577.3 5718.000313 0.062789 0.02379 -0.002354 0.997674 1.05 158.018263 -0.01569 -0.008401 0.87 18471.91 18869.03 18021.3 138.026786 -0.1 144.25 5683.4 5705.048472 0 0 -0.45 173.985374 1.00384 0.15 159.9 5663.8 137.34 18694.991925 1 1.6 177.05 17683.016937 1 1.31 18496.048472 1 1 0.001425 0.980386 0.8 161 159.7 144.65 5610 5600.006392 0.37 18309.45 178.986784 1.039872 1.9 156.7 159.75 178.02 18758.033265 1.02718 0.2 178.15 5691.3 5664.38 18561.4 149.73 17766.

034555 -0.1 5908.85 6039.59 19663.003849 0.8 5627.987425 1.8 19424.82 19817.42 19364.8 5888 5851.4 194.00521 0.82 -0.034555 0.020901 1.02805 -0.65 190.6 5870.3 18339 18329.11/22/2012 11/23/2012 11/26/2012 11/27/2012 11/28/2012 11/29/2012 11/30/2012 12/3/2012 12/4/2012 12/5/2012 12/6/2012 12/7/2012 12/10/2012 12/11/2012 12/12/2012 12/13/2012 12/14/2012 12/17/2012 12/18/2012 12/19/2012 12/20/2012 12/21/2012 12/24/2012 12/25/2012 12/26/2012 12/27/2012 12/28/2012 12/31/2012 1/1/2013 1/2/2013 1/3/2013 1/4/2013 1/7/2013 1/8/2013 1/9/2013 1/10/2013 1/11/2013 1/14/2013 1/15/2013 1/16/2013 1/17/2013 1/18/2013 1/21/2013 176.45 195.8 19444.26 19229.982642 1.008866 0.003849 -0.34 18506.6 5857.6 6001.977073 1.84 19426.85 195.7 5855.2 180.997402 0.9 19305.00521 -0.65 172.977612 1.041994 0.25 5900.014538 0.6 194.00104 0.03024 -0.63 19964.96976 0.020901 0.035288 -0.00786 0.78 19784.2 188.65 201.01 18842.45 5825 5879.69 19387.5 5930.019902 1.993821 0.6 5916.1 192.4 5571.6 183.55 184.6 192.05 190.05 190.15 5988.994049 0.04268 0.55 202.32 19348.2 184.971946 0.12 19391.4 5571.08 19691.2 6064.006064 0.46 19323.001594 0.006064 -0.3 6024.6 201.03 20039.4 6082.95 5889.65 200.01736 0.036501 0.02113 1.32 18460.09 19417.35 5905.0161 -0.55 19663.02195 -0.75 19476 19453.41 19986.02259 0.986083 1.01258 0.55 192.65 5951.01384 0.02293 0.4 6001.268137 .3 192.035288 0.0026 -0.2 193 189.05 6056.04268 1.02113 0.14 19355.25 19244.03149 0.02239 0.85 5870.8 189.036501 1.9 180.992138 1.977414 1.007267 1 1.64 19906.95 191.014538 2.6 188.1 5950.008866 -0.02148 1.92 19242 19255.5 5879.9 5907.001594 1.022198 0.08 19170.968512 1.71 19714.978049 0.1 19409.0112 -0.45 187.015687 1.019902 0.52 19666.988805 0.6 178.4 5908.42 19742.55 192.00595 -0.009356 0 -0.75 193.75 5626.00618 -0.38 18517.995311 1 0.00156 0.55 5614.6 195.3 193.041994 1.5 5968.2 194.9 5898.007267 0 0.020315 0.00469 0 -0.26 19317.02148 0.020315 -0.983896 0.022198 1.85 5993.015687 0.04 20101.8 5929.3 201.986161 1.7 5971.85 188.01392 0.9 5727.9 5896.45 196.6 5635.4 187.05 191 197.45 191.25 188.24 19764.86 19486.91 19339.009356 1 0.998958 1.00156 -0.25 6016.75 5905.57 18537.4 5847.

006702 -0.019584 0.02 1 13 25 37 49 61 73 85 97 109 121 133 0 -0.004136 -0.04 0.06 -0.019163 -0.004816 0.0301721 -0.00238 0.017091 -0.007011 0.00047 0.0196756 -0.0210573 0.009182 -0.0166103 0.0001525 0.022155 0.02 -0.04 -0.00611 0.04 -0.0101492 0.012632 0.0093297 0.06 0.0093829 -0.1 0.00161 0.0059284 -0.007588 0.00479 0.1 1 10 19 28 37 46 55 64 73 82 91 -0.0071219 0.00356 -0.000874 -0.0036221 0.00232 0.027724 -0.022006 0.0000452 0.006018 -0.0046 0.027158 -0.1 0.006185 0.0482171 -0.008995 -0.08 -0.009931 0.001624 0.0253926 -0.08 -0.0033845 -0.0019481 0.04 0.000666 -0.08 0.008234 -0.007302 0.45049327 0.0000379 Mkt First measure of risk 0.006036 0.00328 6.000672 -0.006225 0.02 -0.0000841 Mkt 0.011687 0.001361 0.%Returns Cadilla Covariance % Nifty returns % sensex returns -0.00089 0.00479 0.0142705 .006532 0.1 0.006971 -0.0012634 -0.022508 0.001598 0.02151 0.006722 -0.010617 0.016071 0.00855 0.0098973 0.002351 -0.06 0.005814 -0.32E-05 0.00568 0.0094468 0.0325191 0.0076568 -0.02 0 -0.00334 0.08 0.00494 0.005724 0.0112667 0.06 -0.014568 0.007193 0.02256 0.0243559 0.00215 0.0159457 0.0209338 -0.00076 0.0096622 0.0034463 -0.

00787 -0.01816 -0.02666 0.0149831 -0.007669 0.0009707 0.01526 -0.00126 -0.002478 0.01595 0.012069 0.021665 0.003671 -0.0164835 -0.0002055 0.01474 -0.0051907 -0.004495 -0.00779 -0.0349007 -0.0178 0.011997 -0.00633 -0.0179265 -0.007746 -0.020864 0.00664 -0.01359 -0.0003401 0.005995 -0.00923 -0.001985 0.0040334 0.0330112 0.016489 -0.0530569 -0.020259 0.007701 -0.02302 0.006113 -0.003601 0.0146654 -0.01104 0.017856 0.0002055 0.01706 0 0.0097652 -0.004824 0.011055 0.006824 -0.003386 0.01163 -0.0203553 0.00401 -0.0110086 -0.022534 0.003004 -0.002726 0.011361 -0.0104798 -0.013051 0.001758 -0.01097 -0.00647 .0091674 0.001804 -0.00258 0.81E-05 -0.0020713 0.004249 0.004796 0.0480418 0.004221 0.01553 -0.00742 -0.007614 -0.00037 0.0.01538 -0.01663 0.027835 0.00368 0.0081812 -0.0178 0.0446943 -0.001947 0.021399 -0.0088291 0.009566 -0.0030979 -0.00857 -0.02544 0.01092 -0.00266 0.00368 -0.017081 -0.02728 0.00162 0.00985 -0.003302 0.0095 0.0010392 0.00844 0.007635 -0.01374 0.0005878 0.0144082 0.020546 0.0231556 0.0074985 0.01509 0.00306 0.009515 -0.01215 0.007456 0.001216 -0.0160202 0.0141972 -0.01315 0.004875 0.005933 -0.00181 0.0013667 0.004261 0.0016454 0.0057997 -0.006401 -0.00319 0.006336 -0.0072894 0.0056853 6.009611 -0.01186 -0.016358 0.0030664 0.012847 0.019825 -0.0117101 0.0104063 0.0546699 0.01144 0.

00246 0.000893 -0.00412 0.00304 0.003619 0.02233 -0.008681 -0.0082037 -0.02907 0.001446 0.00171 0 -0.0242994 -0.0102179 -0.00511 0.0038562 0.001353 0.0055602 0.017733 -0.002016 0.01711 0.0076526 -0.0021612 0.0061 0.012228 0.0036366 0.027512 0.00183 -0.001085 -0.013261 0.0230287 0.01562 0.001456 0.010771 -0.00928 -0.0227258 -0.005119 0.011087 -0.0087636 0.011836 0.007132 -0.0450288 0.017193 -0.0072718 0.01456 0.0068443 -0.012272 0.016677 -0.00361 -0.0334351 0.013949 0.0042006 0.005367 -0.00871 -0.001202 0.0004834 -0.0016393 -0.004363 0.0254733 0.01302 0.0145534 0.00503 -0.00428 0.00532 0.01678 0.00473 0.0012 0.00281 0.011686 0.0109733 0.000269 -0.010154 0.0022245 -0.008045 -0.0194746 0.0016367 -0.00574 -0.0033525 -0.0035054 -0.00353 -0.0131197 0 -0.001889 -0.0088062 0.01826 0.000308 0.00098 -0.006008 0.00252 0.0025484 -0.025851 .001324 -0.025198 -0.0015043 0.00969 -0.0034615 0.0275876 0.00141 0.0008981 -0.0001383 -0.00105 -0.003272 0.009217 0.0025 0.00028 0.-0.00325 -0.00403 -0.027069 0.0038492 0.003125 0.006932 -0.010516 0.0005513 -0.0218475 0.0174852 -0.00485 -0.004194 -0.0084897 0.00774 -0.002184 0.0277126 -0.0144 0.00367 -0.002985 -0.0300678 -0.000209 0.012 0.00741 -0.00489 0.00789 -0.02167 -0.016306 -0.001356 0.0412603 0.003703 -0.00535 -0.0030429 0.0002 0.00769 -0.00782 0.01866 0.

0.00266 -0.001918 0.0123309 -0.01674 0.006068 -0.0113812 0.00677 -0.004668 -0.00731 0.004 0.00426 -0.01543 0.0034933 0.00231 0.011801 -0.00916 0.00529 -0.0376285 0.0009 0.0233244 -0.00717 -0.0077471 0.0021559 5.00466 0.00641 0.9E-05 -0.0084011 -0.010193 -0.00786 0.011273 0.011981 0.0200352 -0.00191 -0.002199 -0.0085089 -0.000625 0.005616 0.0056383 0.00363 -0.0111462 0.00194 -0.67E-05 0.00323 0.0184467 0.003248 -0.005169 0.0017554 -5.0163084 0.0052816 0.00731 -0.01339 -0.010844 -6.0147302 0.0320441 -0.010976 -0.0243054 -0.01064 -0.00282 -0.00085 0.010251 0.0268613 0.001536 0.0027563 -0.00109 -0.00697 -0.0070889 0.005373 -0.002129 0.005061 -0.00293 -0.004312 0.004344 -0.7E-05 0.0242685 -0.000116 0.0134236 -0.000462 -0.0134078 -0.0017296 0.00243 -0.001 -0.00799 0.00215 0.003854 -0.00737 0.018082 0.00153 0.012817 0.00587 -0.0048271 0.0082505 0.0167537 -5.00048 0.00153 -0.00243 -0.001902 .0172684 -0.0194895 0.005396 0.005461 -0.00733 -0.0059597 -0.01224 0.00375 -0.00018 0.0015 0.0132626 0.01467 -0.54E-05 -0.00123 -0.0338687 -0.013016 -0.00226 -0.00877 0.0312626 -0.001771 0.01638 0.00917 0.00021 0.000244 -0.029287 -0.000188 -0.002413 -0.0042801 -0.019599 0.0078056 0.005646 0.00178 0.013308 -0.0081319 0.002906 -0.002761 0.004516 0.0132701 -0.002003 -0.0084702 -0.0066713 0.00574 -0.012503 0.01303 0.005153 -0.

0131872 0.002984 -0.0058 -0.-0.003894 0.024588 0.00371 -0.004044 0.0241165 -0.010326 -0.00877 .00726 0.00863 0.0046259 0.00915 -0.0135536 -0.002442 -0.0044911 0.005039 -0.009832 -0.002718 0.00793 0.002169 0.0121288 0.00702 -0.005948 -0.00283 0.007438 -0.0274722 0.00495 0.009734 -0.002598 -0.009987 -0.0266712 0.0122501 -0.009862 0.0108491 0.0029827 -0.00602 0.00444 0.0360507 0.000396 0.002432 0.00177 -0.0175253 0.002055 -0.001973 -0.00297 -0.00561 0.011 0.00178 0.00071 -0.0139276 0.00184 -0.017818 0.00485 0.02618 0.01195 0.0371602 0.00932 -0.0348259 -0.00295 -0.00246 0.0107318 -0.034196 -0.002905 0.00451 -0.00583 0.00424 0.0202969 0.001128 -0.0262997 0.00792 -0.0025 -0.004696 0.000563 -0.001174 0.01212 0.0118404 -0.003043 0.009523 0.006236 -0.010438 0.00919 0.0104443 0.00276 -0.0033522 -0.00689 0.0288696 0.009327 0.0101544 -0.00989 -0.00628 -0.0024995 0.0197005 0.00326 0.004511 0.005788 -0.00711 0.008238 0.003541 0.0062112 -0.002177 0.019454 0.0177947 -0.00333 -0.0069 0.007607 0.0057535 0.00023 -0.000801 0.0111059 0.0160974 -0.0028349 0.00379 0.0059707 -0.0108669 -0.021994 -0.00719 0.01235 0.001141 0.004227 -0.01011 0.004519 -0.031426 -0.007461 0.0004115 0.00634 -0.0161722 0.024648 -0.0051395 0.00045 -0.0111137 -0.0020795 -0.003997 0.00863 -0.0045 0.00818 0.0024491 0.0061852 0.019796 0.000758 -0.

0037761 0.0002873 0.0046708 0.00396 0.0031598 -0.0013595 0.00179 0.00322 -0.00183 -0.0065363 -0.0002 0.00074 -0.005562 -0.0062448 0.006223 0.017032 0.0034143 -0.008433 -0.0379641 -0.58E-06 0.006264 -0.00058 0.004896 -0.017452 0.000254 -0.001377 0.00503 -0.01161 0.012224 0.001618 -0.00171 -0.00151 0.00291 0.0071522 0.001645 0.001653 0.0078695 0.002221 -0.002217 0.0080771 0.00369 0.002441 0.0097698 -0.016457 0.005403 -0.69E-05 0.00093 0.0118026 -0.002306 -0.005745 -0.0029642 0.00068 0.002564 0.00847 0.002261 0.016244 0.00048 -0.002952 0.0039895 -0.006253 0.00377 0.0007326 0.009416 -0.0.00482 0.00113 -0.0136102 -0.00015 4.00055 0.0004437 -0.00191 0.0001128 -0.00048 2.0062 0.0144029 0.0063835 0.004576 -0.00164 -0.0013198 0.0202981 0.007387 0.006641 0.012346 0.014801 0.008513 -0.006516 -0.0162639 -0.0034332 0.007125 0.00461 0.00223 -0.000976 -0.003133 .003821 -0.0082323 0.00715 0.00385 -0.0095106 0.005152 -0.01089 0.003102 0.008815 -0.00651 0.002595 -0.0064245 0.00904 0.003757 0.003117 0.004173 0.00468 0.004039 -0.0121246 0.003086 -0.004802 -0.00053 0.007763 0.00116 -0.007748 0.00601 0.

(Firm) Firm Firm . Avg.82 91 100 109 118 127 136 145 154 163 172 181 190 199 208 217 226 235 244 253 262 271 133 145 157 169 181 193 205 217 229 241 253 265 277 Firm Firm 2 per. Mov.

4 -1094.8 69.6 Mar 2010 7101.8 437.1 3463.4 Mar 2008 3448.4 1492.4 -3383.3 1488.All values in millions Particulars Profit Before Tax Adjustment Changes In working Capital Cash Flow after changes in Working Capital Mar 2011 8341.6 -3055.2 Cash Flow from Operating Activities 2433.3 -120 -8882.7 -3017.9 -2435.9 -2029.7 2250.7 Cash Flow from Investing Activities -5684.8 1054.5 4203 4938.5 Mar 2009 1570.8 Free Cash Flow .8 48.8 -4083.3 -5630.3 -6352.3 272.

1 .Mar 2007 2311.8 -6066.5 -2229.4 -7801.6 494.6 672.5 754.

0715 0.055 0.0162 0.055 x1 x2 Weight on Super Weight on slow Expected return Variance 0 1 0.133 0.1252 0.0892 0.25 0.103 0.85 0.6 0.0376 0.95 0.00% 20.127 0.151 0.2829 0.1939 0.298608 Recession 10.75 0.085 0.0146 0.079 0.132791 Normal 30.157 0.9 0.6 0.091 0.1169 0.25 0.127 0.0143 0.1153 0.0176 0.103 0.4 0.163 0.45 0.00% 0.1750 0.139 0.65 0.175 SD 0.175 0.05 0.073 Min risk portfolio0.3 0.097 0.163 0.0562 0.0281 0.085 0.1750 0.1196 0.2674 0.0636 0.1271 0.145 0.055 0.State of theSupertech economy returns slowpoke returns Expected Returns Expected returns slowpoke SD Rat RBt Depression -20.1209 0.1448 0.2371 0.65 0.067 0.1352 0.0157 0.115 0.1328 0.0801 0.169 1 0 0.35 0.1750 0.7 0.8 0.55 0.5 0.0432 0.0133 0.109 0.2 0.00% 5.95 0.1805 0.1558 0.139 0.079 0.0550 0.9 0.55 0.151 0.115 0.109 0.175 to take higher risk wo .00% 0.4 0.00% 0.067 0.1 0.2986 Return 0.5 0.1162 0.133 0.0326 0.157 0.75 0.0550 0.00% 9.0210 0.85 0.2079 0.15 0.0243 0.0183 0.3 0.1750 0.073 0.017633 0.0137 0.089167 0.2521 0.1 0.121 0.1677 0.35 0.8 0.0550 0.2223 0.0135 0.097 0.061 0.7 0.2 0.061 0.15 0.0494 0.121 0.00% -12.0550 Boom 50.145 0.169 person who is ready 0.00% 0.45 0.05 0.091 0.

1500 0.3500 .2500 0.02 0 0.14 0.18 0.08 0.0500 0.3000 0.04 0.2000 0.1 Series1 0.1000 0.16 0.16392 -0.2 0.00488 0.12 0.0000 0.06 0.CorrelationCovariance -0.

0165 Weight on aurbindo Weight on Cadilla 0 1 0.1 0.002196 0.4 0.7 0.1 0.002676 0.85 0.25 0.000289 0.013465338 0.001813 0.014837263 0.35 0.014496741 0.001525 0.003252 0.0021 0.9 0.013518221 0.003348 .015609359 0.002004 0.000195 0.000181 0.0003 0.75 0.003156 0.8 0.65 0.00306 0.0033 0.016990507 0.002772 0.45 0.01361648 0.000273 0.9 0.023020659 0.5 0.01377278 0.00306 0.000417 0.002772 0.7 0.6 0.001621 0.85 0.00258 0.003252 0.003156 0.00019 0.001429 0.75 0.016030695 0.001813 0.0007 0.000183 0.002484 0.000741 0.Company Aurobindo Pharma Cadilla Average Returns Variance S.003348 0.35 0.65 0.002292 0.02578956 0.002964 0.00053 0.002292 0.001429 0.55 0.002388 0.0021 0.000231 0.016513025 0.002004 0.2 0.000665 0.00258 0.000202 0.95 0.45 0.2 0.5 0.002676 0.027220525 0.000471 0.002388 0.002196 0.000595 0.015192408 0.D Covariance 0.3 0.001908 0.6 0.002868 0.05 1 0 Expected Return Variance S.D Returns 0.00022 0.000257 0.024387824 0.8 0.014218187 0.002868 0.018052469 0.013965025 0.019199639 0.020417659 0.000185 0.001717 0.55 0.002484 0.000369 0.00021 0.3 0.15 0.000326 0.0000452 0.15 0.001621 0.001525 0.0216946 0.001717 0.05 0.4 0.000244 0.95 0.001908 0.0272 -0.0014 0.25 0.002964 0.

03 .0025 0.002 Series1 0.001 0.0035 0.004 0.02 0.0015 0.01 0.025 0.003 0.0005 0 0 0.015 0.005 0.0.

.

044694 -0.00015 0.00933 0.05306 -0.025393 -0.010406 0.0067 -0.01127 0.02106 0.002726 0.01661 0.004033 0.003384 -0.00593 -0.007289 0.002071 0.01171 0.001263 -0.032519 0.00345 -0.001948 0.009765 -0.01427 0.001645 0.048217 -0.02436 0.02093 -0.017926 -0.019676 -0.00097 0.007122 0.030172 -0.00966 0.00945 0.016484 .009897 0.02783 0.00766 -0.009383 -0.015946 0.02036 0.010149 0.003622 0.011055 0.00414 -0.001367 0.1/24/2012 1/25/2012 1/27/2012 1/30/2012 1/31/2012 2/1/2012 2/2/2012 2/3/2012 2/6/2012 2/7/2012 2/8/2012 2/9/2012 2/10/2012 2/13/2012 2/14/2012 2/15/2012 2/16/2012 2/17/2012 2/21/2012 2/22/2012 2/23/2012 2/24/2012 2/27/2012 2/28/2012 2/29/2012 3/1/2012 3/2/2012 3/3/2012 3/5/2012 3/6/2012 3/7/2012 3/9/2012 3/12/2012 3/13/2012 3/14/2012 3/15/2012 3/16/2012 3/19/2012 3/20/2012 3/21/2012 3/22/2012 3/23/2012 3/26/2012 3/27/2012 3/28/2012 3/29/2012 3/30/2012 -0.05467 0.

00449 -0.02273 -0.01467 -0.01441 0.003066 0.00849 0.02316 0.014983 -0.01101 -0.02771 -0.048042 -0.01048 -0.00164 -0.00034 0.0031 -0.034901 -0.000206 0.02547 0.00335 -0.005995 -0.008764 0.0142 -0.4/2/2012 4/3/2012 4/4/2012 4/9/2012 4/10/2012 4/11/2012 4/12/2012 4/13/2012 4/16/2012 4/17/2012 4/18/2012 4/19/2012 4/20/2012 4/23/2012 4/24/2012 4/25/2012 4/26/2012 4/27/2012 4/30/2012 5/2/2012 5/3/2012 5/4/2012 5/7/2012 5/8/2012 5/9/2012 5/10/2012 5/11/2012 5/14/2012 5/15/2012 5/16/2012 5/17/2012 5/18/2012 5/21/2012 5/22/2012 5/23/2012 5/24/2012 5/25/2012 5/28/2012 5/29/2012 5/30/2012 5/31/2012 6/1/2012 6/4/2012 6/5/2012 6/6/2012 6/7/2012 6/8/2012 -0.0075 0.81E-05 -0.01312 0 .03007 -0.00021 0.000588 0.00556 0.001039 0.00164 -0.006844 -0.01602 0.0058 -0.008829 0.01455 0.005191 -0.002224 -0.003637 0.005685 6.01015 0.017485 -0.00917 0.00818 -0.033011 0.020546 0.

045029 0.02332 -0.00596 -0.00304 0.016308 0.00727 0.006008 0.01233 .003493 0.01097 0.006671 0.04126 0.00173 0.00847 -0.00765 -0.003849 0.019475 0.033435 0.008251 0.001504 0.02686 0.024269 -0.003462 0.027588 0.003856 0.01395 0.002161 0.00014 -0.011801 -0.6/11/2012 6/12/2012 6/13/2012 6/14/2012 6/15/2012 6/18/2012 6/19/2012 6/20/2012 6/21/2012 6/22/2012 6/25/2012 6/26/2012 6/27/2012 6/28/2012 6/29/2012 7/2/2012 7/3/2012 7/4/2012 7/5/2012 7/6/2012 7/9/2012 7/10/2012 7/11/2012 7/12/2012 7/13/2012 7/16/2012 7/17/2012 7/18/2012 7/19/2012 7/20/2012 7/23/2012 7/24/2012 7/25/2012 7/26/2012 7/27/2012 7/30/2012 7/31/2012 8/1/2012 8/2/2012 8/3/2012 8/6/2012 8/7/2012 8/8/2012 8/9/2012 8/10/2012 8/13/2012 8/14/2012 -0.008806 0.01949 0.01115 0.00255 -0.000551 -0.00428 -0.024299 -0.008204 -0.021847 0.0009 -0.01327 -0.01022 -0.00781 0.00709 0.003505 -0.02303 0.00048 -0.004201 0.

01319 0.03763 0.03716 0.005282 0.0197 0.017268 -0.8/16/2012 8/17/2012 8/21/2012 8/22/2012 8/23/2012 8/24/2012 8/27/2012 8/28/2012 8/29/2012 8/30/2012 8/31/2012 9/3/2012 9/4/2012 9/5/2012 9/6/2012 9/7/2012 9/8/2012 9/10/2012 9/11/2012 9/12/2012 9/13/2012 9/14/2012 9/17/2012 9/18/2012 9/20/2012 9/21/2012 9/24/2012 9/25/2012 9/26/2012 9/27/2012 9/28/2012 10/1/2012 10/3/2012 10/4/2012 10/5/2012 10/8/2012 10/9/2012 10/10/2012 10/11/2012 10/12/2012 10/15/2012 10/16/2012 10/17/2012 10/18/2012 10/19/2012 10/22/2012 10/23/2012 -0.017525 0.00216 5.00176 -5.02667 0.02004 -0.011106 0.013408 -0.033869 -0.00283 0.034826 -0.016754 -0.01473 0.008509 -0.029287 -0.011381 0.02431 -0.013424 -0.016172 0.010154 -0.0084 -0.005753 .004827 0.03204 -0.00041 0.011114 -0.013263 0.00565 0.00276 -0.54E-05 -0.01543 0.0342 -0.03126 -0.00564 0.002984 -0.003352 -0.01845 0.020297 0.008132 0.67E-05 0.00775 0.0263 0.

0161 -0.00073 0.00514 0.00208 -0.017795 -0.0025 0.0203 .01184 -0.10/25/2012 10/26/2012 10/29/2012 10/30/2012 10/31/2012 11/1/2012 11/2/2012 11/5/2012 11/6/2012 11/7/2012 11/8/2012 11/9/2012 11/12/2012 11/13/2012 11/15/2012 11/16/2012 11/19/2012 11/20/2012 11/21/2012 11/22/2012 11/23/2012 11/26/2012 11/27/2012 11/29/2012 11/30/2012 12/3/2012 12/4/2012 12/5/2012 12/6/2012 12/7/2012 12/10/2012 12/11/2012 12/12/2012 12/13/2012 12/14/2012 12/17/2012 12/18/2012 12/19/2012 12/20/2012 12/21/2012 12/24/2012 12/26/2012 12/27/2012 12/28/2012 12/31/2012 1/1/2013 1/2/2013 0.012129 0.017818 0.016264 -0.00619 0.002449 0.01225 -0.03143 -0.002983 -0.001359 0.03605 0.00449 0.027472 0.003102 0.00624 0.007438 -0.01044 0.002964 0.00621 -0.009511 0.000113 -0.01087 -0.024116 -0.00746 0.01073 -0.00316 -0.005971 -0.006383 0.000444 -0.014403 0.013554 -0.011803 -0.012125 0.01085 0.00823 0.003433 0.01393 0.006424 0.004626 0.02887 0.

01361 -0.00467 0.00399 -0.03796 -0.1/3/2013 1/4/2013 1/7/2013 1/8/2013 1/9/2013 1/10/2013 1/11/2013 1/14/2013 1/15/2013 1/16/2013 1/17/2013 1/18/2013 1/21/2013 1/22/2013 0.00977 -0.00132 0.003414 .000287 0.007869 0.003776 0.007152 0.006536 -0.00244 0.00808 0.

178181512 2.50394 0.00164116 1.182833788 F Significance F 6.803107899 .004453742 0.005699979 0.024359514 Adjusted R Square 0.156075346 R Square 0.011736 Lower 95% Upper 95% -0.178380046 0.000763568 0.004454 0.020577961 Standard Error 0.44167 0.002468206 0.452232628 0.011736314 Coefficients Standard Error t Stat P-value 0.026294401 Observations 260 ANOVA df Regression Residual Total Intercept X Variable 1 1 258 259 SS MS 0.538045 0.101357358 0.SUMMARY OUTPUT Regression Statistics Multiple R 0.13382 0.000691 0.

005699979 0.0% Upper 95.0% -0.Lower 95.000763568 0.101357358 0.803107899 Coefficients Intercept value is alpha Beta is the other coefficient X variable 1 .

014568 0.000874 -0.010617 0.32E-05 0.075834 -0.046632 0.008995 -0.017091 -0.022508 0.016071 0.Date 1/2/2012 1/3/2012 1/4/2012 1/5/2012 1/6/2012 1/9/2012 1/10/2012 1/11/2012 1/12/2012 1/13/2012 1/16/2012 1/17/2012 1/18/2012 1/19/2012 1/20/2012 1/23/2012 1/24/2012 1/25/2012 1/26/2012 1/27/2012 1/30/2012 1/31/2012 2/1/2012 2/2/2012 2/3/2012 2/6/2012 2/7/2012 2/8/2012 2/9/2012 2/10/2012 2/13/2012 2/14/2012 2/15/2012 2/16/2012 2/17/2012 2/20/2012 2/21/2012 2/22/2012 2/23/2012 2/24/2012 2/27/2012 2/28/2012 2/29/2012 3/1/2012 3/2/2012 Firms returns Nifty % Sensex % Returns % Returns % Returns 0.0035 0.00328 6.01085 0.00044 -0.00215 0.00568 0.02237 -0.01758 -0.00076 0.01173 0.03273 -0.006225 0.006971 -0.00479 0.007011 0.022006 0.006036 0.02759 0.019163 -0.011687 0.006185 0.006018 -0.05669 -0.04576 -0.021341 -0.007302 0.007588 0.01741 0.002351 -0.05258 0.00575 -0.00611 0.056297 -0.001598 0.00047 0.005724 0.009182 -0.00161 0.004816 0.009931 0.000666 -0.0162 0.020932 -0.01264 0.01882 -0.033557 -0.006532 0.019584 0.000672 -0.00232 0.00479 0.022155 0.0046 0.007193 0.02151 0.03622 -0.00356 -0.00334 0.00238 0.090251 -0.00494 0.05049 0.084687 0 0.024966 -0.0049 0.005814 -0.02256 0.001624 0.07472 0.02059 -0.018045 0.01799 0.001361 .006722 -0.02097 -0.065842 -0.00623 -0.027724 -0.071627 0.012632 0.00855 0.027945 -0.027158 -0.008234 -0.070896 0.00089 0.02369 0.030251 0.002097 0 -0.043346 -0.

00266 0.001804 -0.012847 0.00037 0.006824 -0.010031 0.01663 0.01104 0.012855 -0.020259 0.007746 -0.003004 -0.00038 -0.01315 0.00787 -0.017856 0.003302 0.03867 0.01629 0.009566 -0.013608 0.007456 0.03258 -0.00401 -0.005727 -0.01367 0.01215 0.011997 -0.00844 0.003671 -0.03408 0.00923 -0.01186 -0.006329 0.01474 -0.00664 -0.005933 -0.02302 0.004249 0.006336 -0.021665 0.01538 -0.010615 0.004824 0.022534 0.016489 -0.024761 0.003386 0.001947 0.004796 0.02666 0.008745 -0.01359 -0.01144 0.02126 -0.00333 -0.00306 0.013051 0.01266 0.021399 -0.01163 -0.00162 0.00744 0.01706 0 0.00779 -0.00985 -0.00126 -0.02544 0.02728 0.004663 -0.00742 -0.016314 0.003601 0.012069 0.004261 0.01622 -0.021864 -0.001216 -0.3/5/2012 3/6/2012 3/7/2012 3/8/2012 3/9/2012 3/12/2012 3/13/2012 3/14/2012 3/15/2012 3/16/2012 3/19/2012 3/20/2012 3/21/2012 3/22/2012 3/23/2012 3/26/2012 3/27/2012 3/28/2012 3/29/2012 3/30/2012 4/2/2012 4/3/2012 4/4/2012 4/5/2012 4/6/2012 4/9/2012 4/10/2012 4/11/2012 4/12/2012 4/13/2012 4/16/2012 4/17/2012 4/18/2012 4/19/2012 4/20/2012 4/23/2012 4/24/2012 4/25/2012 4/26/2012 4/27/2012 4/30/2012 5/1/2012 5/2/2012 5/3/2012 5/4/2012 5/7/2012 5/8/2012 -0.00633 -0.029481 0.030316 -0.004875 0.001758 -0.004721 -0.00368 -0.01224 -0.009515 -0.00607 0.00857 -0.001756 0.0178 0.00181 0.044832 -0.006401 -0.02677 -0.016601 0.007635 -0.00319 0.00368 0.01092 -0.04845 -0.01405 -0.00258 0.01816 -0.006113 -0.009611 -0.019694 0.007701 -0.01374 0.00647 .007669 0.01595 0.001985 0.0178 0.017081 -0.020864 0.002478 0.0095 0.016358 0.019825 -0.003944 0 0 -0.02179 -0.004221 0.01097 -0.006218 -0.01509 0.011361 -0.01528 0.0338 0.01526 -0.00746 0.086303 0.029978 0.007614 -0.01553 -0.0049 0.04205 0.010412 0.

0037 -0.00848 0.000463 0.00489 0.02233 -0.01456 0.02167 -0.00367 -0.00574 -0.00353 -0.026021 -0.011686 0.02036 0.007132 -0.006155 0.00252 0.00928 -0.00428 0.01117 0.006932 -0.00871 -0.025851 .003619 0.00779 -0.016677 -0.001353 0.00557 -0.011836 0.02224 0.008314 -0.008681 -0.01866 0.00094 0.000945 0.00696 0.017899 0.026824 0.0261 -0.00535 -0.018818 -0.001324 -0.001202 0.001889 -0.01302 0.005367 -0.025198 -0.0061 0.00304 0.0144 0.0025 0.00789 -0.031553 0 -0.000893 -0.05678 0.004363 0.001738 0.009217 0.00028 0.00532 0.002568 -0.004194 -0.013261 0.00403 -0.02525 -0.02757 0.00325 -0.00361 -0.5/9/2012 5/10/2012 5/11/2012 5/14/2012 5/15/2012 5/16/2012 5/17/2012 5/18/2012 5/21/2012 5/22/2012 5/23/2012 5/24/2012 5/25/2012 5/28/2012 5/29/2012 5/30/2012 5/31/2012 6/1/2012 6/4/2012 6/5/2012 6/6/2012 6/7/2012 6/8/2012 6/11/2012 6/12/2012 6/13/2012 6/14/2012 6/15/2012 6/18/2012 6/19/2012 6/20/2012 6/21/2012 6/22/2012 6/25/2012 6/26/2012 6/27/2012 6/28/2012 6/29/2012 7/2/2012 7/3/2012 7/4/2012 7/5/2012 7/6/2012 7/9/2012 7/10/2012 7/11/2012 7/12/2012 -0.010771 -0.000308 0.00171 0 -0.003272 0.012272 0.00098 -0.00511 0.01711 0.071031 0.008415 0.018964 -0.01257 0.012228 0.005119 0.00769 -0.00183 -0.00782 0.003125 0.012212 -0.00503 -0.027069 0.00246 0.015023 0.002168 -0.012 0.000209 0.006193 0.017733 -0.02907 0.002184 0.003703 -0.001085 -0.016306 -0.01826 0.0126 0.011087 -0.039109 0.01562 0.00741 -0.002985 -0.00485 -0.05636 -0.03548 0.002016 0.04042 -0.00046 -0.008045 -0.00774 -0.03848 0.027512 0.0012 0.001356 0.011876 0.000269 -0.017193 -0.008249 -0.01678 0.01268 0.05614 -0.00412 0.0002 0.00141 0.028329 -0.00473 0.001446 0.00281 0.008788 -0.010516 0.001456 0.03227 0.00105 -0.00969 -0.

017935 -0.00109 -0.00799 0.01297 -0.0009 0.043738 -0.013308 -0.7/13/2012 7/16/2012 7/17/2012 7/18/2012 7/19/2012 7/20/2012 7/23/2012 7/24/2012 7/25/2012 7/26/2012 7/27/2012 7/30/2012 7/31/2012 8/1/2012 8/2/2012 8/3/2012 8/6/2012 8/7/2012 8/8/2012 8/9/2012 8/10/2012 8/13/2012 8/14/2012 8/15/2012 8/16/2012 8/17/2012 8/20/2012 8/21/2012 8/22/2012 8/23/2012 8/24/2012 8/27/2012 8/28/2012 8/29/2012 8/30/2012 8/31/2012 9/3/2012 9/4/2012 9/5/2012 9/6/2012 9/7/2012 9/10/2012 9/11/2012 9/12/2012 9/13/2012 9/14/2012 9/17/2012 -0.00574 -0.005169 0.001918 0.00178 0.00733 -0.005153 -0.00786 0.00489 -0.03108 0.002129 0.004516 0.001799 0.002003 -0.007634 -0.001902 .00085 0.019599 0.004 0.01473 -0.00226 -0.032272 0.01106 0 0.004344 -0.00916 0.007137 -5.018082 0.00466 0.00717 -0.002761 0.012267 0.00048 0.012817 0.00191 -0.01303 0.00857 0 -0.00734 -0.013218 -0.00282 -0.005396 0.00779 0.00426 -0.000923 -0.008656 0.005616 0.00731 -0.00293 -0.012503 0.00018 0.00215 0.067751 0.03535 -0.00587 -0.02184 0.01224 0.001536 0.001771 0.002906 -0.003854 -0.00243 -0.00369 -0.00021 0.010193 -0.000625 0.02063 0.00626 0.010251 0.01638 0.00153 -0.025795 0.018474 0.00375 -0.01467 -0.0019 -0.00266 -0.001 -0.00769 0.00153 0.00231 0.01405 -0.00877 0.005061 -0.01674 0.01514 -0.0015 0.066585 -0.039234 0.011982 0.004653 -0.010844 -6.07657 0.00194 -0.003248 -0.00793 -0.000462 -0.011273 0.002413 -0.01799 -0.005461 -0.022912 0.93E-05 -0.000244 -0.013016 -0.01339 -0.01191 0.02266 0.004668 -0.00243 -0.00463 -0.00677 -0.012946 -0.005133 0.000116 0.00737 0.00123 -0.010976 -0.00529 -0.00363 -0.005373 -0.00917 0.68E-05 0.00697 -0.0183 0.00731 0.002199 -0.038533 -0.00323 0.00096 -0.000188 -0.006068 -0.00641 0.004312 0.01064 -0.

019796 0.00297 -0.001141 0.00628 -0.0025 -0.00023 -0.002905 0.026786 -0.024588 0.000758 -0.033265 0.002055 -0.00583 0.00702 -0.00177 -0.00326 0.00711 0.020161 -0.02379 -0.015363 -0.01961 -0.9/18/2012 9/19/2012 9/20/2012 9/21/2012 9/24/2012 9/25/2012 9/26/2012 9/27/2012 9/28/2012 10/1/2012 10/2/2012 10/3/2012 10/4/2012 10/5/2012 10/8/2012 10/9/2012 10/10/2012 10/11/2012 10/12/2012 10/15/2012 10/16/2012 10/17/2012 10/18/2012 10/19/2012 10/22/2012 10/23/2012 10/24/2012 10/25/2012 10/26/2012 10/29/2012 10/30/2012 10/31/2012 11/1/2012 11/2/2012 11/5/2012 11/6/2012 11/7/2012 11/8/2012 11/9/2012 11/12/2012 11/13/2012 11/14/2012 11/15/2012 11/16/2012 11/19/2012 11/20/2012 11/21/2012 0.002169 0.02618 0.0069 0.00276 -0.00726 0.00384 0.008238 0.00295 -0.00919 0.048472 0 0 -0.01463 0.006236 -0.001973 -0.00793 0.01195 0.00561 0.001425 0.00877 .019454 0.002598 -0.036127 0.018263 -0.00989 -0.000313 -0.004519 -0.00045 -0.009832 -0.073594 0.01094 0.00379 0.012432 -0.009327 0.017349 -0.024648 -0.003894 0.00602 0.002177 0.00915 -0.001174 0.009987 -0.004696 0.01011 0.00863 0.01776 0.003997 0.002354 -0.00184 -0.003541 0.00634 -0.050675 0.009523 0.04089 0.00424 0.000801 0.004511 0.004227 -0.002442 -0.04623 0.0058 -0.019279 -0.00283 0.00932 -0.00333 -0.01553 -0.00485 0.00792 -0.00495 0.0045 0.000396 0.000563 -0.00719 0.00738 0.02718 0.002849 0.002718 0.00294 0.01503 0.062789 0.007607 0.01569 -0.008401 0.003043 0.039872 0.01212 0.005788 -0.001128 -0.002432 0.009734 -0.006392 0.021603 -0.00071 -0.00444 0.00807 0 0.016937 0 0.01829 0.00371 -0.00178 0.005948 -0.00451 -0.004044 0.01322 0.043933 0.021994 -0.00689 0.010326 -0.00863 -0.01235 0.015748 0 -0.00818 0.009862 0.005039 -0.011 0.010438 0.00233 0.00246 0.

007387 0.007748 0.008815 -0.02805 -0.014538 -0.000976 -0.00074 -0.00093 0.001645 0.00015 4.006641 0.00068 0.11/22/2012 11/23/2012 11/26/2012 11/27/2012 11/28/2012 11/29/2012 11/30/2012 12/3/2012 12/4/2012 12/5/2012 12/6/2012 12/7/2012 12/10/2012 12/11/2012 12/12/2012 12/13/2012 12/14/2012 12/17/2012 12/18/2012 12/19/2012 12/20/2012 12/21/2012 12/24/2012 12/25/2012 12/26/2012 12/27/2012 12/28/2012 12/31/2012 1/1/2013 1/2/2013 1/3/2013 1/4/2013 1/7/2013 1/8/2013 1/9/2013 1/10/2013 1/11/2013 1/14/2013 1/15/2013 1/16/2013 1/17/2013 1/18/2013 1/21/2013 -0.00156 -0.00847 0.002595 -0.003849 -0.006253 0.01392 0.00482 0.00191 0.005403 -0.002221 -0.005152 -0.00396 0.004039 -0.02148 0.00469 0 -0.001653 0.00601 0.001377 0.00151 0.02195 -0.034555 -0.003133 .035288 -0.012346 0.022198 0.006516 -0.017032 0.002952 0.00651 0.00113 -0.019902 0.01161 0.004896 -0.020901 0.00904 0.00048 -0.003086 -0.02293 0.03149 0.00468 0.002564 0.003117 0.00055 0.006223 0.58E-06 0.002217 0.00322 -0.001594 0.007125 0.01089 0.00104 0.041994 0.006064 -0.003821 -0.69E-05 0.02259 0.000254 -0.017452 0.03024 -0.0026 -0.016457 0.009416 -0.04268 0.007763 0.00461 0.009356 0 -0.014801 0.00715 0.00385 -0.015687 0.020315 -0.004802 -0.00116 -0.00171 -0.016244 0.00058 0.00179 0.00048 2.0002 0.00786 0.00164 -0.004173 0.00291 0.02239 0.004576 -0.00618 -0.007267 0 0.002306 -0.008866 -0.01384 0.01258 0.001618 -0.036501 0.0112 -0.00377 0.012224 0.006264 -0.003757 0.02113 0.008513 -0.00053 0.0161 -0.00369 0.00521 -0.00183 -0.005745 -0.005562 -0.00503 -0.008433 -0.00223 -0.002261 0.0062 0.00595 -0.01736 0.