Companies and its returns

Abbott Laboratories Unilever Pakistan Engro Corporation

years Pakistan Ltd Food Limited Limited
2016 40 369 24
2015 30 150 18
2014 7.8 94 6
2013 7 163 0
2012 7 116 0
2011 6 100 6
2010 5 71 6
2009 12 34 6
2008 5 30 11
Total 119.80 1127.00 77.00
Mean 13.31 125.22 8.56
s.d 35.97 288.95 22.50
CV 2.70 2.31 2.63

Covariance between Companies

Abbott Laboratories Unilever Pakistan Abbott Laboratories

years Pakistan Ltd Food Limited Pakistan Ltd
2016 40 369 26.69
2015 30 150 16.69
2014 7.8 94 -5.51
2013 7 163 -6.31
2012 7 116 -6.31
2011 6 100 -7.31
2010 5 71 -8.31
2009 12 34 -1.31
2008 5 30 -8.31
Total 119.80 1127.00 0.00
Mean 13.31 125.22 0.00
s.d 35.97 288.95
Regression 0.0904027279

Abbott Laboratories Engro Corporation Abbott Laboratories

years Pakistan Ltd Limited Pakistan Ltd
2016 40 24 26.69
2015 30 18 16.69
2014 7.8 6 -5.51
 2013 7 0 -6.31
2012 7 0 -6.31
2011 6 6 -7.31
2010 5 6 -8.31
2009 12 6 -1.31
2008 5 11 -8.31
Total 119.80 77.00 0.00
Mean 13.31 8.56
s.d 35.97 22.50
Regression 0.0981302615

Abbott Laboratories Ferozsons Abbott Laboratories

years Pakistan Ltd (Laboratories) Ltd Pakistan Ltd
2016 40 22 26.69
2015 30 19 16.69
2014 7.8 12 -5.51
2013 7 7 -6.31
2012 7 4.2 -6.31
2011 6 2.5 -7.31
2010 5 0 -8.31
2009 12 1 -1.31
2008 5 3 -8.31
Total 119.80 70.70 0.00
Mean 13.31 7.86
s.d 35.97 22.73
Regression 0.0982441751

Unilever Pakistan Engro Corporation Unilever Pakistan

years Food Limited Limited Food Limited
2016 369 24 243.78
2015 150 18 24.78
2014 94 6 -31.22
2013 163 0 37.78
2012 116 0 -9.22
2011 100 6 -25.22
2010 71 6 -54.22
2009 34 6 -91.22
2008 30 11 -95.22
Total 1127.00 77.00 0.00
Mean 125.22 8.56
s.d 288.95 22.50
Regression 0.0690104364

Unilever Pakistan Ferozsons Unilever Pakistan

years Food Limited (Laboratories) Ltd Food Limited
2016 369 22 243.78
2015 150 19 24.78
2014 94 12 -31.22
2013 163 7 37.78
2012 116 4.2 -9.22
2011 100 2.5 -25.22
2010 71 0 -54.22
2009 34 1 -91.22
2008 30 3 -95.22
Total 1127.00 70.70 0.00
Mean 125.22 7.86
s.d 288.95 22.73
Regression 0.0887440997

Engro Corporation Ferozsons Engro Corporation

years Limited (Laboratories) Ltd Limited
2016 24 22 15.44
2015 18 19 9.44
2014 6 12 -2.56
2013 0 7 -8.56
2012 0 4.2 -8.56
2011 6 2.5 -2.56
2010 6 0 -2.56
2009 6 1 -2.56
2008 11 3 2.44
Total 77.00 70.70 0.00
Mean 8.56 7.86
s.d 22.50 22.73
Regression 0.0849891102
 Combination Covariance Regression
Abbott Laboratories Pakistan Unilever Pakistan 939.73 0.09
Ltd Food Limited
Abbott Laboratories Pakistan Engro Corporation 79.43 0.10
Ltd Limited
Abbott Laboratories Pakistan Ferozsons 80.32 0.10
Ltd (Laboratories) Ltd
Engro Corporation 448.65 0.07
Unilever Pakistan Food Limited Limited
Ferozsons 582.78 0.09
Unilever Pakistan Food Limited (Laboratories) Ltd
Ferozsons 43.46 0.08
Engro Corporation Limited (Laboratories) Ltd

Portfolio Mean
Formaula E(R) = w1R1 + w2Rq + ...+ wnRn
Mean Means Standard deviation Weightage
Engro Corporation Limited 13.3111111111 22.4993827076 0.5
Ferozsons (Laboratories) Ltd 7.8555555556 22.7266852449 0.5

Portfolio Mean 10.5833333333

Portfolio Standard deviation

Formula w A*σ2(RA) + w2B*σ2(RB) + 2*(wA)*(wB)*Cov(RA, RB)
2

Portfolio Standard deviation 16.6491080606

Portfolio Mean
Formaula E(R) = w1R1 + w2Rq + ...+ wnRn
Mean Means Standard deviation Weightage

Unilever Pakistan Food Limited 125.2222222222 288.952514361 0.5

Engro Corporation Limited 8.5555555556 22.4993827076 0.5
Portfolio Mean 66.8888888889

Portfolio Standard deviation

Formula w2A*σ2(RA) + w2B*σ2(RB) + 2*(wA)*(wB)*Cov(RA, RB)
Portfolio Standard deviation 154.5344874074
Ferozsons
(Laboratories) Ltd
22
19
12
7
4.2
2.5
0
1
3
70.70
7.86
22.73
2.89

Unilever Pakistan
Food Limited final
243.78 6506.158
24.78 413.5136
-31.22 172.0691
37.78 -238.42
-9.22 58.20247
-25.22 184.4025
-54.22 450.6469
-91.22 119.6025
-95.22 791.4025
0.00 8457.58
0.00 939.73

Engro Corporation
Limited Final
15.44 412.1951
9.44 157.6173
-2.56 14.08395
 -8.56 53.99506
-8.56 53.99506
-2.56 18.68395
-2.56 21.23951
-2.56 3.350617
2.44 -20.316
0.00 714.84
79.43

Ferozsons
(Laboratories) Ltd Final
14.14 377.4995
11.14 185.9884
4.14 -22.8405
-0.86 5.399506
-3.66 23.07062
-5.36 39.15506
-7.86 65.2884
-6.86 8.988395
-4.86 40.35506
0.00 722.90
80.32272

Engro Corporation
Limited Final
15.44 3765.012
9.44 234.0123
-2.56 79.79012
-8.56 -323.21
-8.56 78.90123
-2.56 64.45679
-2.56 138.5679
-2.56 233.1235
2.44 -232.765
0.00 4037.89
448.6543
Ferozsons
(Laboratories) Ltd Final
14.14 3448.101
11.14 276.1346
4.14 -129.399
-0.86 -32.321
-3.66 33.71235
-5.36 135.079
-7.86 425.9457
-6.86 625.379
-4.86 462.3568
0.00 5244.99
582.7765

Ferozsons
(Laboratories) Ltd Final
14.14 218.4531
11.14 105.2531
4.14 -10.5914
-0.86 7.319753
-3.66 31.27531
-5.36 13.68642
-7.86 20.07531
-6.86 17.51975
-4.86 -11.8691
0.00 391.12
43.45802