SUMMARY OUTPUT

Regression Statistics
Multiple R 0.499099
R Square
0.2491
Adjusted R 0.236372
Standard Er0.015007
Observatio
61
ANOVA
df
Regression
Residual
Total

SS
MS
F
Significance F
1 0.004408 0.004408 19.57233 4.23E-005
59 0.013288 0.000225
60 0.017696

Coefficients
Standard Error t Stat
P-value Lower 95%Upper 95%
Lower 95.0%
Intercept -0.001515 0.001943 -0.779722 0.438671 -0.005404 0.002373 -0.005404
X Variable 1.129013 0.255198 4.424062 4.23E-005 0.618362 1.639664 0.618362

Upper 95.0%
0.002373
1.639664

Month
December
January
1.03%

February

March

Date
30/12/14
01/01/15
05/01/15
06/01/15
07/01/15
08/01/15
11/01/15
12/01/15
13/01/15
14/01/15
15/01/15
18/01/15
19/01/15
20/01/15
21/01/15
22/01/15
25/01/15
26/01/15
27/01/15
28/01/15
29/01/15
01/02/15
02/02/15
03/02/15
04/02/15
05/02/15
08/02/15
09/02/15
10/02/15
11/02/15
12/02/15
15/02/15
16/02/15
17/02/15
18/02/15
19/02/15
22/02/15
23/02/15
24/02/15
25/02/15
26/02/15
01/03/15

Southeast bank Limited

price
return
19.4
19.6
1.03%
19.4
-1.02%
20.1
3.61%
19.9
-1.00%
19.9
0.00%
19.9
0.00%
19.8
-0.50%
19.8
0.00%
19.6
-1.01%
19.9
1.53%
19.9
0.00%
19.8
-0.50%
20
1.01%
19.6
-2.00%
19.7
0.51%
19.4
-1.52%
19.4
0.00%
19.7
1.55%
19.6
-0.51%
19.6
0.00%
19.5
-0.51%
19.5
0.00%
19.7
1.03%
19.8
0.51%
20
1.01%
20.1
0.50%
20
-0.50%
20
0.00%
20.1
0.50%
20.1
0.00%
20
-0.50%
20
0.00%
20.1
0.50%
20.3
1.00%
20.2
-0.49%
20.1
-0.50%
20.1
0.00%
20.1
0.00%
19.8
-1.49%
20.1
1.52%
20.1
0.00%

-17.09%
-0.28%

variance
stdv

02/03/15
03/03/15
04/03/15
05/03/15
08/03/15
09/03/15
10/03/15
11/03/15
12/03/15
15/03/15
16/03/15
18/03/15
19/03/15
22/03/15
23/03/15
24/03/15
25/03/15
29/03/15
30/03/15
31/03/15

20.1
20.2
19.7
19.4
19.2
18.9
19
18.5
17.9
17.9
16.2
16.1
16.3
16.5
16.6
16.6
17
16.5
16.2
16.2

0.00%
0.50%
-2.48%
-1.52%
-1.03%
-1.56%
0.53%
-2.63%
-3.24%
0.00%
-9.50%
-0.62%
1.24%
1.23%
0.61%
0.00%
2.41%
-2.94%
-1.82%
0.00%

Averag return

-0.28%

Standard deviation
0.0002949326
1.72%

1.72%

Variance

0.0002949326

Correlation (Southeast,DSE)
CV Southeast Bank

0.4990986912
-6.13

Beta of Southeast Bank

1.129013

DSE Index
DSE Index
Index
4,864.96
4,941.52
4,926.41
4,969.67
4,963.66
4,968.71
4,943.99
4,956.93
4,969.73
4,951.69
4,956.09
4,917.38
4,867.08
4,856.95
4,783.21
4,797.96
4,716.76
4,708.33
4,757.10
4,747.64
4,724.05
4,654.95
4,618.43
4,656.47
4,668.06
4,685.04
4,701.60
4,712.57
4,786.69
4,810.54
4,841.72
4,831.18
4,769.47
4,800.41
4,802.27
4,788.23
4,802.18
4,808.64
4,801.15
4,742.22
4,763.22
4,739.65

return

Month
December
1.57% January
-0.31%
0.88%
-0.12%
0.10%
-0.50%
0.26%
0.26%
-0.36%
0.09%
-0.78%
-1.02%
-0.21%
-1.52%
0.31%
-1.69%
-0.18%
1.04%
-0.20%
-0.50%
-1.46% February
-0.78%
0.82%
0.25%
0.36%
0.35%
0.23%
1.57%
0.50%
0.65%
-0.22%
-1.28%
0.65%
0.04%
-0.29%
0.29%
0.13%
-0.16%
-1.23%
0.44%
-0.49%
March

Date
30/12/14
01/01/15
05/01/15
06/01/15
07/01/15
08/01/15
11/01/15
12/01/15
13/01/15
14/01/15
15/01/15
18/01/15
19/01/15
20/01/15
21/01/15
22/01/15
25/01/15
26/01/15
27/01/15
28/01/15
29/01/15
01/02/15
02/02/15
03/02/15
04/02/15
05/02/15
08/02/15
09/02/15
10/02/15
11/02/15
12/02/15
15/02/15
16/02/15
17/02/15
18/02/15
19/02/15
22/02/15
23/02/15
24/02/15
25/02/15
26/02/15
01/03/15

Index
4,864.96
4,941.52
4,926.41
4,969.67
4,963.66
4,968.71
4,943.99
4,956.93
4,969.73
4,951.69
4,956.09
4,917.38
4,867.08
4,856.95
4,783.21
4,797.96
4,716.76
4,708.33
4,757.10
4,747.64
4,724.05
4,654.95
4,618.43
4,656.47
4,668.06
4,685.04
4,701.60
4,712.57
4,786.69
4,810.54
4,841.72
4,831.18
4,769.47
4,800.41
4,802.27
4,788.23
4,802.18
4,808.64
4,801.15
4,742.22
4,763.22
4,739.65

4,719.41
4,695.80
4,681.54
4,664.91
4,624.95
4,626.23
4,649.30
4,585.73
4,556.94
4,536.40
4,478.00
4,442.82
4,468.02
4,533.21
4,506.56
4,493.40
4,509.30
4,558.08
4,509.28
4,530.48

-0.43%
-0.50%
-0.30%
-0.36%
-0.86%
0.03%
0.50%
-1.37%
-0.63%
-0.45%
-1.29%
-0.79%
0.57%
1.46%
-0.59%
-0.29%
0.35%
1.08%
-1.07%
0.47%

02/03/15
03/03/15
04/03/15
05/03/15
08/03/15
09/03/15
10/03/15
11/03/15
12/03/15
15/03/15
16/03/15
18/03/15
19/03/15
22/03/15
23/03/15
24/03/15
25/03/15
29/03/15
30/03/15
31/03/15

4,719.41
4,695.80
4,681.54
4,664.91
4,624.95
4,626.23
4,649.30
4,585.73
4,556.94
4,536.40
4,478.00
4,442.82
4,468.02
4,533.21
4,506.56
4,493.40
4,509.30
4,558.08
4,509.28
4,530.48

Averag return
Standard deviation
variance
5.7636522E-005
stdv
0.76%
Variance

CV of DSE Index

DSE Index
return
1.57%
-0.31%
0.88%
-0.12%
0.10%
-0.50%
0.26%
0.26%
-0.36%
0.09%
-0.78%
-1.02%
-0.21%
-1.52%
0.31%
-1.69%
-0.18%
1.04%
-0.20%
-0.50%
-1.46%
-0.78%
0.82%
0.25%
0.36%
0.35%
0.23%
1.57%
0.50%
0.65%
-0.22%
-1.28%
0.65%
0.04%
-0.29%
0.29%
0.13%
-0.16%
-1.23%
0.44%
-0.49%

-0.43%
-0.50%
-0.30%
-0.36%
-0.86%
0.03%
0.50%
-1.37%
-0.63%
-0.45%
-1.29%
-0.79%
0.57%
1.46%
-0.59%
-0.29%
0.35%
1.08%
-1.07%
0.47% variance
stdv
-0.11%
0.76%

5.7637E-005

-6.67

core: dividing the co varianceby each of the stdv( both com,mkt)

beta
Err:502

5.76365215E-005
0.76%

th com,mkt)

0.010309
0.010309
1

company

dse
1.03%
-1.02%
3.61%
-1.00%
0.00%
0.00%
-0.50%
0.00%
-1.01%
1.53%
0.00%
-0.50%
1.01%
-2.00%
0.51%
-1.52%
0.00%
1.55%
-0.51%
0.00%
-0.51%
0.00%
1.03%
0.51%
1.01%
0.50%
-0.50%
0.00%
0.50%
0.00%
-0.50%
0.00%
0.50%
1.00%
-0.49%
-0.50%
0.00%
0.00%
-1.49%
1.52%
0.00%
0.00%
0.50%
-2.48%
-1.52%
-1.03%
-1.56%

0.53%
-2.63%
-3.24%
-9.50%
-0.62%
1.24%
1.23%
0.61%
0.00%
2.41%
-2.94%
-1.82%
0.00%
1.57%
-0.31%
0.88%
-0.12%
0.10%
-0.50%
0.26%
0.26%
-0.36%
0.09%
-0.78%
-1.02%
-0.21%
-1.52%
0.31%
-1.69%
-0.18%
1.04%
-0.20%
-0.50%
-1.46%
-0.78%
0.82%
0.25%
0.36%
0.35%
0.23%
1.57%
0.50%
0.65%
-0.22%
-1.28%
0.65%
0.04%
-0.29%

0.29%
0.13%
-0.16%
-1.23%
0.44%
-0.49%
-0.43%
-0.50%
-0.30%
-0.36%
-0.86%
0.03%
0.50%
-1.37%
-0.63%
-0.45%
-1.29%
-0.79%
0.57%
1.46%
-0.59%
-0.29%
0.35%
1.08%
-1.07%
0.47%

Southeast Bank Limited

DSE Index
Date
market price Return
Index
Return
01/02/15
19.5
-0.51% 4,654.95
-1.46%
02/02/15
19.5
0.00% 4,618.43
-0.78%
03/02/15
19.7
1.03% 4,656.47
0.82%
04/02/15
19.8
0.51% 4,668.06
0.25%
05/02/15
20
1.01% 4,685.04
0.36%
08/02/15
20.1
0.50% 4,701.60
0.35%
09/02/15
20
-0.50% 4,712.57
0.23%
10/02/15
20
0.00% 4,786.69
1.57%
11/02/15
20.1
0.50% 4,810.54
0.50%
12/02/15
20.1
0.00% 4,841.72
0.65%
15/02/15
20
-0.50% 4,831.18
-0.22%
16/02/15
20
0.00% 4,769.47
-1.28%
17/02/15
20.1
0.50% 4,800.41
0.65%
18/02/15
20.3
1.00% 4,802.27
0.04%
19/02/15
20.2
-0.49% 4,788.23
-0.29%
22/02/15
20.1
-0.50% 4,802.18
0.29%
23/02/15
20.1
0.00% 4,808.64
0.13%
24/02/15
20.1
0.00% 4,801.15
-0.16%
25/02/15
19.8
-1.49% 4,742.22
-1.23%
26/02/15
20.1
1.52% 4,763.22
0.44%

Southeast Bank Limited

DSE Index
Date
market pri Return
Index
Return
01/03/15
20.1
0.00% 4,739.65
-0.49%
02/03/15
20.1
0.00% 4,719.41
-0.43%
03/03/15
20.2
0.50% 4,695.80
-0.50%
04/03/15
19.7
-2.48% 4,681.54
-0.30%
05/03/15
19.4
-1.52% 4,664.91
-0.36%
08/03/15
19.2
-1.03% 4,624.95
-0.86%
09/03/15
18.9
-1.56% 4,626.23
0.03%
10/03/15
19
0.53% 4,649.30
0.50%
11/03/15
18.5
-2.63% 4,585.73
-1.37%
12/03/15
17.9
-3.24% 4,556.94
-0.63%
15/03/15
17.9
0.00% 4,536.40
-0.45%
16/03/15
16.2
-9.50% 4,478.00
-1.29%
18/03/15
16.1
-0.62% 4,442.82
-0.79%
19/03/15
16.3
1.24% 4,468.02
0.57%
22/03/15
16.5
1.23% 4,533.21
1.46%
23/03/15
16.6
0.61% 4,506.56
-0.59%
24/03/15
16.6
0.00% 4,493.40
-0.29%
25/03/15
17
2.41% 4,509.30
0.35%
29/03/15
16.5
-2.94% 4,558.08
1.08%
30/03/15
16.2
-1.82% 4,509.28
-1.07%
31/03/15
16.2
0.00% 4,530.48
0.47%