Summary

1. Var of Two Asset Portfolio given weights of each security, volatility, covariance between stocks
2. VaR of Three Asset Portfolio given weights, volatility (SD), Correlation Coefficient between stocks
Note : The same can be exteded to a 5 asset portfolio
3. VaR Using Historic simulation using live Stock return , Nifty , beta calculation
4. VaR Using Monte Carol Simulation using live Stock return , Nifty , beta calculation
5. VaR Using Delta Normal VaR
Value at Risk for Two-Asset Portfolio

Parameters
Stock 1 Stock 2
Volatility (per year) 12% 21%
Share Price $4.20 $9.30
Shares Owned 125,000.00 50,000.00

Days Per Year 252

Confidence Level 99%
Covariance of Stocks 0.35
Time Horizon (days) 5

Results
Total Value of Portfoli
Daily Volatility of Stoc
Daily Volatility of Stoc
Daily Portfolio Volatil
1 Day Value at Risk
5 Day Value at Risk
$990,000.00
0.76%=annual volatility / sqrt(t)
1.32%
$8,407.03
$19,557.67norm.s.inv(B10)*annual portfolio volatility
$43,732.29covertion of one day var in to 5 day var= one day var * sqrt(5)
 Value at Risk of a Three Asset Portfolio
Given Parameters

Portfolio Weight Standard deviation

Asset 1 30% 25%
Asset 2 25% 27%
Asset 3 45% 30%

Correlations
1,2 0.6
1,3 0.5
2,3 0.3

Portfolio Value $5,000,000

Confidence level 99% 2.32634787404084

Variance of the Portfolio

Standard Deviation of the Portfolio

Value At Risk in terms of Value

Value at Risk in %
sset Portfolio

SD Array
V 25% 0 0
0 27% 0
0 0 30%

Correlation Matrix
C 1 0.6 0.5
0.6 1 0.3
0.5 0.3 1
SD- Correlation Matrix
VC 0.25 0.15 0.125
0.162 0.27 0.081
0.15 0.09 0.3
Variance-CoVariance Matrix
VCV 0.0625 0.0405 0.0375
0.0405 0.0729 0.0243
0.0375 0.0243 0.09
Weight
W 30% 25% 45%
Weight * Variance Co Variance Matrix
WVCV 0.04575 0.04131 0.057825

W' 30%
25%
45%

WVCVW' 0.05007375

Standard Deviation 22.38%

VaR99% $2,602,853.48
52.06%
 Nifty Tata Steel
S. No Date Adj Close
1 10/13/2017 10167.45 10/13/2017 648.44
2 10/16/2017 10230.85 10/16/2017 652.18
3 10/17/2017 10234.45 10/17/2017 649.95
4 10/18/2017 10210.85 10/18/2017 647.30
5 10/19/2017 10146.55 10/19/2017 643.56
6 10/23/2017 10184.85 10/23/2017 649.49
7 10/24/2017 10207.70 10/24/2017 656.15
8 10/25/2017 10295.35 10/25/2017 654.60
9 10/26/2017 10343.80 10/26/2017 665.18
10 10/27/2017 10323.05 10/27/2017 662.99
11 10/30/2017 10363.65 10/30/2017 655.19
12 10/31/2017 10335.30 10/31/2017 642.01
13 11/1/2017 10440.50 11/1/2017 645.21
14 11/2/2017 10423.80 11/2/2017 644.11
15 11/3/2017 10452.50 11/3/2017 646.66
16 11/6/2017 10451.80 11/6/2017 644.75
17 11/7/2017 10350.15 11/7/2017 632.34
18 11/8/2017 10303.15 11/8/2017 632.30
19 11/9/2017 10308.95 11/9/2017 641.65
20 11/10/2017 10321.75 11/10/2017 640.60
21 11/13/2017 10224.95 11/13/2017 630.38
22 11/14/2017 10186.60 11/14/2017 625.32
23 11/15/2017 10118.05 11/15/2017 618.25
24 11/16/2017 10214.75 11/16/2017 626.09
25 11/17/2017 10283.60 11/17/2017 639.64
26 11/20/2017 10298.75 11/20/2017 640.51
27 11/21/2017 10326.90 11/21/2017 648.90
28 11/22/2017 10342.30 11/22/2017 648.63
29 11/23/2017 10348.75 11/23/2017 650.13
30 11/24/2017 10389.70 11/24/2017 646.25
31 11/27/2017 10399.55 11/27/2017 640.87
32 11/28/2017 10370.25 11/28/2017 642.06
33 11/29/2017 10361.30 11/29/2017 647.03
34 11/30/2017 10226.55 11/30/2017 633.21
35 12/1/2017 10121.80 12/1/2017 621.12
36 12/4/2017 10127.75 12/4/2017 627.42
37 12/5/2017 10118.25 12/5/2017 616.38
38 12/6/2017 10044.10 12/6/2017 608.99
39 12/7/2017 10166.70 12/7/2017 627.60
40 12/8/2017 10265.65 12/8/2017 636.54
41 12/11/2017 10322.25 12/11/2017 638.14
42 12/12/2017 10240.15 12/12/2017 629.29
43 12/13/2017 10192.95 12/13/2017 621.08
44 12/14/2017 10252.10 12/14/2017 625.55
45 12/15/2017 10333.25 12/15/2017 633.71
46 12/18/2017 10388.75 12/18/2017 642.83
47 12/19/2017 10463.20 12/19/2017 647.85
48 12/20/2017 10444.20 12/20/2017 641.10
49 12/21/2017 10440.30 12/21/2017 651.86
50 12/22/2017 10493.00 12/22/2017 648.76
51 12/26/2017 10531.50 12/26/2017 658.29
52 12/27/2017 10490.75 12/27/2017 659.94
53 12/28/2017 10477.90 12/28/2017 671.61
54 12/29/2017 10530.70 12/29/2017 668.10
55 1/1/2018 10530.70 1/1/2018 658.80
56 1/2/2018 10442.20 1/2/2018 665.27
57 1/3/2018 10443.20 1/3/2018 670.43
58 1/4/2018 10504.80 1/4/2018 693.51
59 1/5/2018 10558.85 1/5/2018 703.04
60 1/8/2018 10623.60 1/8/2018 701.26
61 1/9/2018 10637.00 1/9/2018 704.50
62 1/10/2018 10632.20 1/10/2018 705.00
63 1/11/2018 10651.20 1/11/2018 703.27
64 1/12/2018 10681.25 1/12/2018 702.63
65 1/15/2018 10741.55 1/15/2018 714.71
66 1/16/2018 10700.45 1/16/2018 698.52
67 1/17/2018 10788.55 1/17/2018 706.05
68 1/18/2018 10817.00 1/18/2018 685.75
69 1/19/2018 10894.70 1/19/2018 686.89
70 1/22/2018 10966.20 1/22/2018 686.16
71 1/23/2018 11083.70 1/23/2018 711.29
72 1/24/2018 11086.00 1/24/2018 695.19
73 1/25/2018 11069.65 1/25/2018 701.62
74 1/29/2018 11130.40 1/29/2018 714.40
75 1/30/2018 11049.65 1/30/2018 707.74
76 1/31/2018 11027.70 1/31/2018 675.06
 77 2/1/2018 11016.90 2/1/2018 667.11
78 2/2/2018 10760.60 2/2/2018 641.93
79 2/5/2018 10666.55 2/5/2018 635.80
80 2/6/2018 10498.25 2/6/2018 636.23
81 2/7/2018 10476.70 2/7/2018 633.65
82 2/8/2018 10576.85 2/8/2018 642.89
83 2/9/2018 10454.95 2/9/2018 656.15
84 2/12/2018 10539.75 2/12/2018 682.77
85 2/14/2018 10500.90 2/14/2018 677.88
86 2/15/2018 10545.50 2/15/2018 670.75
87 2/16/2018 10452.30 2/16/2018 660.41
88 2/19/2018 10378.40 2/19/2018 621.25
89 2/20/2018 10360.40 2/20/2018 623.59
90 2/21/2018 10397.45 2/21/2018 613.68
91 2/22/2018 10382.70 2/22/2018 610.43
92 2/23/2018 10491.05 2/23/2018 648.92
93 2/26/2018 10582.60 2/26/2018 651.26
94 2/27/2018 10554.30 2/27/2018 643.17
95 2/28/2018 10492.85 2/28/2018 643.03
96 3/1/2018 10458.35 3/1/2018 646.33
97 3/5/2018 10358.85 3/5/2018 628.00
98 3/6/2018 10249.25 3/6/2018 631.68
99 3/7/2018 10154.20 3/7/2018 620.15
100 3/8/2018 10242.65 3/8/2018 608.85
101 3/9/2018 10226.85 3/9/2018 580.94
102 3/12/2018 10421.40 3/12/2018 596.40
103 3/13/2018 10426.85 3/13/2018 602.10
104 3/14/2018 10410.90 3/14/2018 594.15
105 3/15/2018 10360.15 3/15/2018 585.73
106 3/16/2018 10195.15 3/16/2018 574.67
107 3/19/2018 10094.25 3/19/2018 550.49
108 3/20/2018 10124.35 3/20/2018 567.77
109 3/21/2018 10155.25 3/21/2018 557.48
110 3/22/2018 10114.75 3/22/2018 556.19
111 3/23/2018 9998.05 3/23/2018 542.40
112 3/26/2018 10130.65 3/26/2018 556.81
113 3/27/2018 10184.15 3/27/2018 564.90
114 3/28/2018 10113.70 3/28/2018 546.76
115 4/2/2018 10211.80 4/2/2018 554.18
116 4/3/2018 10245.00 4/3/2018 555.04
117 4/4/2018 10128.40 4/4/2018 536.70
118 4/5/2018 10325.15 4/5/2018 555.76
119 4/6/2018 10331.60 4/6/2018 562.22
120 4/9/2018 10379.35 4/9/2018 561.22
121 4/10/2018 10402.25 4/10/2018 576.30
122 4/11/2018 10417.15 4/11/2018 582.18
123 4/12/2018 10458.65 4/12/2018 572.94
124 4/13/2018 10480.60 4/13/2018 568.78
125 4/16/2018 10528.35 4/16/2018 566.43
126 4/17/2018 10548.70 4/17/2018 570.69
127 4/18/2018 10526.20 4/18/2018 576.01
128 4/19/2018 10565.30 4/19/2018 595.49
129 4/20/2018 10564.05 4/20/2018 580.41
130 4/23/2018 10584.70 4/23/2018 580.80
131 4/24/2018 10614.35 4/24/2018 572.13
132 4/25/2018 10570.55 4/25/2018 561.26
133 4/26/2018 10617.80 4/26/2018 553.60
134 4/27/2018 10692.30 4/27/2018 564.71
135 4/30/2018 10739.35 4/30/2018 569.64
136 5/2/2018 10718.05 5/2/2018 550.06
137 5/3/2018 10679.65 5/3/2018 560.55
138 5/4/2018 10618.25 5/4/2018 556.05
139 5/7/2018 10715.50 5/7/2018 571.08
140 5/8/2018 10717.80 5/8/2018 570.98
141 5/9/2018 10741.70 5/9/2018 577.49
142 5/10/2018 10716.55 5/10/2018 568.88
143 5/11/2018 10806.50 5/11/2018 581.42
144 5/14/2018 10806.60 5/14/2018 584.39
145 5/15/2018 10801.85 5/15/2018 599.32
146 5/16/2018 10741.10 5/16/2018 594.82
147 5/17/2018 10682.70 5/17/2018 584.34
148 5/18/2018 10596.40 5/18/2018 566.24
149 5/21/2018 10516.70 5/21/2018 552.45
150 5/22/2018 10536.70 5/22/2018 552.26
151 5/23/2018 10430.35 5/23/2018 517.08
152 5/24/2018 10513.85 5/24/2018 524.88
153 5/25/2018 10605.15 5/25/2018 544.08
154 5/28/2018 10688.65 5/28/2018 552.12
155 5/29/2018 10633.30 5/29/2018 550.88
156 5/30/2018 10614.35 5/30/2018 553.32
157 5/31/2018 10736.15 5/31/2018 551.16
158 6/1/2018 10696.20 6/1/2018 536.80
159 6/4/2018 10628.50 6/4/2018 542.07
160 6/5/2018 10593.15 6/5/2018 547.76
161 6/6/2018 10684.65 6/6/2018 555.09
162 6/7/2018 10768.35 6/7/2018 576.49
163 6/8/2018 10767.65 6/8/2018 574.96
164 6/11/2018 10786.95 6/11/2018 563.61
165 6/12/2018 10842.85 6/12/2018 555.33
166 6/13/2018 10856.70 6/13/2018 543.45
167 6/14/2018 10808.05 6/14/2018 545.32
168 6/15/2018 10817.70 6/15/2018 541.92
169 6/18/2018 10799.85 6/18/2018 534.74
170 6/19/2018 10710.45 6/19/2018 531.39
171 6/20/2018 10772.05 6/20/2018 539.29
172 6/21/2018 10741.10 6/21/2018 534.02
173 6/22/2018 10821.85 6/22/2018 537.95
174 6/25/2018 10762.45 6/25/2018 534.84
175 6/26/2018 10769.15 6/26/2018 526.12
176 6/27/2018 10671.40 6/27/2018 520.09
177 6/28/2018 10589.10 6/28/2018 525.12
178 6/29/2018 10714.30 6/29/2018 543.60
179 7/2/2018 10657.30 7/2/2018 536.66
180 7/3/2018 10699.90 7/3/2018 541.92
181 7/4/2018 10769.90 7/4/2018 546.81
182 7/5/2018 10749.75 7/5/2018 539.20
183 7/6/2018 10772.65 7/6/2018 539.40
184 7/9/2018 10852.90 7/9/2018 541.45
185 7/10/2018 10947.25 7/10/2018 554.16
186 7/11/2018 10948.30 7/11/2018 541.54
187 7/12/2018 11023.20 7/12/2018 541.06
188 7/13/2018 11018.90 7/13/2018 544.37
189 7/16/2018 10936.85 7/16/2018 506.02
190 7/17/2018 11008.05 7/17/2018 518.79
191 7/18/2018 10980.45 7/18/2018 491.40
192 7/19/2018 10957.10 7/19/2018 485.95
193 7/20/2018 11010.20 7/20/2018 490.38
194 7/23/2018 11084.75 7/23/2018 503.73
195 7/24/2018 11134.30 7/24/2018 513.96
196 7/25/2018 11132.00 7/25/2018 522.35
197 7/26/2018 11167.30 7/26/2018 521.22
198 7/27/2018 11278.35 7/27/2018 536.18
199 7/30/2018 11319.55 7/30/2018 538.91
200 7/31/2018 11356.50 7/31/2018 548.71
201 8/1/2018 11346.20 8/1/2018 541.64
202 8/2/2018 11244.70 8/2/2018 540.18
203 8/3/2018 11360.80 8/3/2018 540.33
204 8/6/2018 11387.10 8/6/2018 539.16
205 8/7/2018 11389.45 8/7/2018 558.55
206 8/8/2018 11450.00 8/8/2018 562.79
207 8/9/2018 11470.70 8/9/2018 571.02
208 8/10/2018 11429.50 8/10/2018 562.01
209 8/13/2018 11355.75 8/13/2018 554.31
210 8/14/2018 11435.10 8/14/2018 564.20
211 8/16/2018 11385.05 8/16/2018 553.09
212 8/17/2018 11470.75 8/17/2018 565.37
213 8/20/2018 11551.75 8/20/2018 584.13
214 8/21/2018 11570.90 8/21/2018 567.32
215 8/23/2018 11582.75 8/23/2018 557.09
216 8/24/2018 11557.10 8/24/2018 560.94
217 8/27/2018 11691.95 8/27/2018 566.39
218 8/28/2018 11738.50 8/28/2018 575.31
219 8/29/2018 11691.90 8/29/2018 579.06
220 8/30/2018 11676.80 8/30/2018 592.85
221 8/31/2018 11680.50 8/31/2018 585.20
222 9/3/2018 11582.35 9/3/2018 585.45
223 9/4/2018 11520.30 9/4/2018 577.94
224 9/5/2018 11476.95 9/5/2018 579.26
225 9/6/2018 11536.90 9/6/2018 585.01
226 9/7/2018 11589.10 9/7/2018 603.38
227 9/10/2018 11438.10 9/10/2018 598.02
228 9/11/2018 11287.50 9/11/2018 577.02
229 9/12/2018 11369.90 9/12/2018 590.12
230 9/14/2018 11515.20 9/14/2018 599.33
231 9/17/2018 11377.75 9/17/2018 600.70
232 9/18/2018 11278.90 9/18/2018 597.14
233 9/19/2018 11234.35 9/19/2018 605.37
234 9/21/2018 11143.10 9/21/2018 609.22
235 9/24/2018 10967.40 9/24/2018 592.22
236 9/25/2018 11067.45 9/25/2018 585.69
237 9/26/2018 11053.80 9/26/2018 593.39
238 9/27/2018 10977.55 9/27/2018 595.97
239 9/28/2018 10930.45 9/28/2018 566.44
240 10/1/2018 11008.30 10/1/2018 568.34
241 10/3/2018 10858.25 10/3/2018 564.83
242 10/4/2018 10599.25 10/4/2018 567.47
243 10/5/2018 10316.45 10/5/2018 553.53
244 10/8/2018 10348.05 10/8/2018 545.54
245 10/9/2018 10301.05 10/9/2018 557.92
246 10/10/2018 10460.10 10/10/2018 568.78
247 10/11/2018 10234.65 10/11/2018 541.01
248 10/12/2018 10472.50 10/12/2018 561.81
249 10/15/2018 10512.50 10/15/2018 555.48
250 10/16/2018 10584.75 10/16/2018 558.21
251 10/17/2018 10453.05 10/17/2018 540.52
252 10/19/2018 10303.55 10/19/2018 540.81
253 10/22/2018 10245.25 10/22/2018 530.87
254 10/23/2018 10146.80 10/23/2018 531.70
255 10/24/2018 10224.75 10/24/2018 536.04
256 10/25/2018 10124.90 10/25/2018 531.85
257 10/26/2018 10030.00 10/26/2018 537.50
258 10/29/2018 10250.85 10/29/2018 559.08
259 10/30/2018 10198.40 10/30/2018 550.12
260 10/31/2018 10386.60 10/31/2018 539.74
261 11/1/2018 10380.45 11/1/2018 542.42
262 11/2/2018 10553.00 11/2/2018 559.43
263 11/5/2018 10524.00 11/5/2018 562.74
264 11/6/2018 10530.00 11/6/2018 561.08
265 11/7/2018 10598.40 11/7/2018 565.47
266 11/9/2018 10585.20 11/9/2018 557.62
267 11/12/2018 10482.20 11/12/2018 568.00
268 11/13/2018 10582.50 11/13/2018 574.19
269 11/14/2018 10576.30 11/14/2018 574.09
270 11/15/2018 10616.70 11/15/2018 574.34
271 11/16/2018 10682.20 11/16/2018 559.47
272 11/19/2018 10763.40 11/19/2018 567.56
273 11/20/2018 10656.20 11/20/2018 548.95
274 11/21/2018 10600.05 11/21/2018 537.35
275 11/22/2018 10526.75 11/22/2018 525.90
276 11/26/2018 10628.60 11/26/2018 517.18
277 11/27/2018 10685.60 11/27/2018 508.99
278 11/28/2018 10728.85 11/28/2018 510.60
279 11/29/2018 10858.70 11/29/2018 519.96
280 11/30/2018 10876.75 11/30/2018 516.01
281 12/3/2018 10883.75 12/3/2018 524.39
282 12/4/2018 10869.50 12/4/2018 524.49
283 12/5/2018 10782.90 12/5/2018 504.51
284 12/6/2018 10601.15 12/6/2018 497.20
285 12/7/2018 10693.70 12/7/2018 496.33
286 12/10/2018 10488.45 12/10/2018 490.04
287 12/11/2018 10549.15 12/11/2018 487.99
288 12/12/2018 10737.60 12/12/2018 507.00
289 12/13/2018 10791.55 12/13/2018 499.20
290 12/14/2018 10805.45 12/14/2018 500.47
291 12/17/2018 10888.35 12/17/2018 510.65
292 12/18/2018 10908.70 12/18/2018 513.57
293 12/19/2018 10967.30 12/19/2018 513.96
294 12/20/2018 10951.70 12/20/2018 510.02
295 12/21/2018 10754.00 12/21/2018 506.95
296 12/24/2018 10663.50 12/24/2018 500.61
297 12/26/2018 10729.85 12/26/2018 500.37
298 12/27/2018 10779.80 12/27/2018 493.60
299 12/28/2018 10859.90 12/28/2018 499.79
300 12/31/2018 10862.55 12/31/2018 507.78
301 1/1/2019 10862.55 1/1/2019 502.61
302 1/2/2019 10792.50 1/2/2019 481.07
303 1/3/2019 10672.25 1/3/2019 468.99
304 1/4/2019 10727.35 1/4/2019 475.23
305 1/7/2019 10771.80 1/7/2019 473.13
306 1/8/2019 10802.15 1/8/2019 478.83
307 1/9/2019 10855.15 1/9/2019 466.99
308 1/10/2019 10821.60 1/10/2019 468.16
309 1/11/2019 10794.95 1/11/2019 462.12
310 1/14/2019 10737.60 1/14/2019 458.86
311 1/15/2019 10886.80 1/15/2019 462.95
312 1/16/2019 10890.30 1/16/2019 462.46
313 1/17/2019 10905.20 1/17/2019 461.10
314 1/18/2019 10906.95 1/18/2019 458.66
315 1/21/2019 10961.85 1/21/2019 459.68
316 1/22/2019 10922.75 1/22/2019 444.92
317 1/23/2019 10831.50 1/23/2019 452.76
318 1/24/2019 10849.80 1/24/2019 449.01
319 1/25/2019 10780.55 1/25/2019 441.36
320 1/28/2019 10661.55 1/28/2019 434.35
321 1/29/2019 10652.20 1/29/2019 432.49
322 1/30/2019 10651.80 1/30/2019 455.54
323 1/31/2019 10830.95 1/31/2019 464.56
324 2/1/2019 10893.65 2/1/2019 462.61
325 2/4/2019 10912.25 2/4/2019 463.92
326 2/5/2019 10934.35 2/5/2019 452.86
327 2/6/2019 11062.45 2/6/2019 472.74
328 2/7/2019 11069.40 2/7/2019 476.59
329 2/8/2019 10943.60 2/8/2019 456.81
330 2/11/2019 10888.80 2/11/2019 468.45
331 2/12/2019 10831.40 2/12/2019 474.98
332 2/14/2019 10746.05 2/14/2019 470.26
333 2/15/2019 10724.40 2/15/2019 455.59
334 2/18/2019 10640.95 2/18/2019 453.69
335 2/19/2019 10604.35 2/19/2019 458.95
336 2/20/2019 10735.45 2/20/2019 478.64
337 2/21/2019 10789.85 2/21/2019 486.14
338 2/22/2019 10791.65 2/22/2019 489.50
339 2/25/2019 10880.10 2/25/2019 492.23
340 2/26/2019 10835.30 2/26/2019 490.77
341 2/27/2019 10806.65 2/27/2019 494.18
342 2/28/2019 10792.50 2/28/2019 487.70
343 3/1/2019 10863.50 3/1/2019 494.67
344 3/5/2019 10987.45 3/5/2019 508.46
345 3/6/2019 11053.00 3/6/2019 507.58
346 3/7/2019 11058.20 3/7/2019 507.87
347 3/8/2019 11035.40 3/8/2019 494.91
348 3/11/2019 11168.05 3/11/2019 507.39
349 3/12/2019 11301.20 3/12/2019 511.77
350 3/13/2019 11341.70 3/13/2019 500.66
351 3/14/2019 11343.25 3/14/2019 504.46
352 3/15/2019 11426.85 3/15/2019 502.32
353 3/18/2019 11462.20 3/18/2019 511.82
354 3/19/2019 11532.40 3/19/2019 514.06
355 3/20/2019 11521.05 3/20/2019 500.52
356 3/22/2019 11456.90 3/22/2019 505.19
357 3/25/2019 11354.25 3/25/2019 502.03
358 3/26/2019 11483.25 3/26/2019 506.12
359 3/27/2019 11445.05 3/27/2019 502.66
360 3/28/2019 11570.00 3/28/2019 493.40
361 4/1/2019 11669.15 4/1/2019 521.52
362 4/2/2019 11713.20 4/2/2019 517.13
363 4/3/2019 11643.95 4/3/2019 521.81
364 4/4/2019 11598.00 4/4/2019 517.13
365 4/5/2019 11665.95 4/5/2019 535.31
366 4/8/2019 11604.50 4/8/2019 535.06
367 4/9/2019 11671.95 4/9/2019 538.96
368 4/10/2019 11584.30 4/10/2019 530.53
369 4/11/2019 11596.70 4/11/2019 522.05
370 4/12/2019 11643.45 4/12/2019 520.06
371 4/15/2019 11690.35 4/15/2019 539.06
372 4/16/2019 11787.15 4/16/2019 539.16
373 4/18/2019 11752.80 4/18/2019 529.26
374 4/22/2019 11594.45 4/22/2019 520.59
375 4/23/2019 11575.95 4/23/2019 510.02
376 4/24/2019 11726.15 4/24/2019 511.87
377 4/25/2019 11641.80 4/25/2019 497.74
378 4/26/2019 11754.65 4/26/2019 531.36
379 4/30/2019 11748.15 4/30/2019 543.01
380 5/2/2019 11724.75 5/2/2019 540.81
381 5/3/2019 11712.25 5/3/2019 533.84
382 5/6/2019 11598.25 5/6/2019 522.30
383 5/7/2019 11497.90 5/7/2019 517.08
384 5/8/2019 11359.45 5/8/2019 509.34
385 5/9/2019 11301.80 5/9/2019 505.92
386 5/10/2019 11278.90 5/10/2019 474.40
387 5/13/2019 11148.20 5/13/2019 460.27
388 5/14/2019 11222.05 5/14/2019 457.59
389 5/15/2019 11157.00 5/15/2019 451.16
390 5/16/2019 11257.10 5/16/2019 457.30
391 5/17/2019 11407.15 5/17/2019 457.49
392 5/20/2019 11828.25 5/20/2019 471.48
393 5/21/2019 11709.10 5/21/2019 460.51
394 5/22/2019 11737.90 5/22/2019 460.95
395 5/23/2019 11657.05 5/23/2019 452.86
396 5/24/2019 11844.10 5/24/2019 471.82
397 5/27/2019 11924.75 5/27/2019 499.49
398 5/28/2019 11928.75 5/28/2019 494.13
399 5/29/2019 11861.10 5/29/2019 480.73
400 5/30/2019 11945.90 5/30/2019 475.52
401 5/31/2019 11922.80 5/31/2019 475.86
402 6/3/2019 12088.55 6/3/2019 484.97
403 6/4/2019 12021.65 6/4/2019 484.97
404 6/6/2019 11843.75 6/6/2019 472.25
405 6/7/2019 11870.65 6/7/2019 469.82
406 6/10/2019 11922.70 6/10/2019 473.67
407 6/11/2019 11965.60 6/11/2019 479.95
408 6/12/2019 11906.20 6/12/2019 492.96
409 6/13/2019 11914.05 6/13/2019 489.75
410 6/14/2019 11823.30 6/14/2019 489.02
411 6/17/2019 11672.15 6/17/2019 461.05
412 6/18/2019 11691.50 6/18/2019 460.27
413 6/19/2019 11691.45 6/19/2019 481.51
414 6/20/2019 11831.75 6/20/2019 488.24
415 6/21/2019 11724.10 6/21/2019 484.97
416 6/24/2019 11699.65 6/24/2019 473.86
417 6/25/2019 11796.45 6/25/2019 485.31
418 6/26/2019 11847.55 6/26/2019 497.59
419 6/27/2019 11841.55 6/27/2019 497.69
420 6/28/2019 11788.85 6/28/2019 491.55
421 7/1/2019 11865.60 7/1/2019 494.04
422 7/2/2019 11910.30 7/2/2019 495.84
423 7/3/2019 11916.75 7/3/2019 497.30
424 7/4/2019 11946.75 7/4/2019 495.30
425 7/5/2019 11811.15 7/5/2019 478.35
426 7/8/2019 11558.60 7/8/2019 468.05
427 7/9/2019 11555.90 7/9/2019 468.45
428 7/10/2019 11498.90 7/10/2019 454.80
429 7/11/2019 11582.90 7/11/2019 462.00
430 7/12/2019 11552.50 7/12/2019 472.90
431 7/15/2019 11588.35 7/15/2019 468.30
432 7/16/2019 11662.60 7/16/2019 476.70
433 7/17/2019 11687.50 7/17/2019 475.70
434 7/18/2019 11596.90 7/18/2019 466.60
435 7/19/2019 11419.25 7/19/2019 458.05
436 7/22/2019 11346.20 7/22/2019 465.55
437 7/23/2019 11331.05 7/23/2019 459.85
438 7/24/2019 11271.30 7/24/2019 446.00
439 7/25/2019 11252.15 7/25/2019 440.35
440 7/26/2019 11284.30 7/26/2019 445.50
441 7/29/2019 11189.20 7/29/2019 433.45
442 7/30/2019 11085.40 7/30/2019 415.05
443 7/31/2019 11118.00 7/31/2019 432.05
444 8/1/2019 10980.00 8/1/2019 420.00
445 8/2/2019 10997.35 8/2/2019 409.10
446 8/5/2019 10862.60 8/5/2019 399.25
447 8/6/2019 10948.25 8/6/2019 401.60
448 8/7/2019 10855.50 8/7/2019 381.90
449 8/8/2019 11032.45 8/8/2019 367.40
450 8/9/2019 11109.65 8/9/2019 362.35
451 8/13/2019 10925.85 8/13/2019 348.70
452 8/14/2019 11029.40 8/14/2019 364.65
453 8/16/2019 11047.80 8/16/2019 363.05
454 8/19/2019 11053.90 8/19/2019 359.55
455 8/20/2019 11017.00 8/20/2019 358.25
456 8/21/2019 10918.70 8/21/2019 343.00
457 8/22/2019 10741.35 8/22/2019 333.70
458 8/23/2019 10829.35 8/23/2019 345.25
459 8/26/2019 11057.85 8/26/2019 338.05
460 8/27/2019 11105.35 8/27/2019 350.90
461 8/28/2019 11046.10 8/28/2019 336.95
462 8/29/2019 10948.30 8/29/2019 335.55
463 8/30/2019 11023.25 8/30/2019 344.90
464 9/3/2019 10797.90 9/3/2019 331.40
465 9/4/2019 10844.65 9/4/2019 339.25
466 9/5/2019 10847.90 9/5/2019 345.15
467 9/6/2019 10946.20 9/6/2019 355.40
468 9/9/2019 11003.05 9/9/2019 353.80
469 9/11/2019 11035.70 9/11/2019 367.05
470 9/12/2019 10982.80 9/12/2019 365.05
471 9/13/2019 11075.90 9/13/2019 367.35
472 9/16/2019 11003.50 9/16/2019 361.10
473 9/17/2019 10817.60 9/17/2019 344.95
474 9/18/2019 10840.65 9/18/2019 358.25
475 9/19/2019 10704.80 9/19/2019 344.65
476 9/20/2019 11274.20 9/20/2019 368.55
477 9/23/2019 11600.20 9/23/2019 377.35
478 9/24/2019 11588.20 9/24/2019 370.80
479 9/25/2019 11440.20 9/25/2019 362.05
480 9/26/2019 11571.20 9/26/2019 375.75
481 9/27/2019 11512.40 9/27/2019 359.65
482 9/30/2019 11474.45 9/30/2019 360.50
483 10/1/2019 11359.90 10/1/2019 351.55
484 10/3/2019 11314.00 10/3/2019 339.60
485 10/4/2019 11174.75 10/4/2019 333.10
486 10/7/2019 11126.40 10/7/2019 324.80
487 10/9/2019 11313.30 10/9/2019 336.45
488 10/10/2019 11234.55 10/10/2019 329.95
489 10/11/2019 11305.05 10/11/2019 339.00
Note :
Data needs to be cleaned before used for calculation
Downloaded data might contain # error.
Where there is data error , previous day's stock price is updated

Data downloaded from Yahoo Finance

price is updated
 Nifty Tata Steel

S. No Date Adj Close Date Adj Close

1 10/13/2017 10167.45 10/13/2017 648.44
2 10/16/2017 10230.85 10/16/2017 652.18
3 10/17/2017 10234.45 10/17/2017 649.95
4 10/18/2017 10210.85 10/18/2017 647.30
5 10/19/2017 10146.55 10/19/2017 643.56
6 10/23/2017 10184.85 10/23/2017 649.49
7 10/24/2017 10207.70 10/24/2017 656.15
8 10/25/2017 10295.35 10/25/2017 654.60
9 10/26/2017 10343.80 10/26/2017 665.18
10 10/27/2017 10323.05 10/27/2017 662.99
11 10/30/2017 10363.65 10/30/2017 655.19
12 10/31/2017 10335.30 10/31/2017 642.01
13 11/1/2017 10440.50 11/1/2017 645.21
14 11/2/2017 10423.80 11/2/2017 644.11
15 11/3/2017 10452.50 11/3/2017 646.66
16 11/6/2017 10451.80 11/6/2017 644.75
17 11/7/2017 10350.15 11/7/2017 632.34
18 11/8/2017 10303.15 11/8/2017 632.30
19 11/9/2017 10308.95 11/9/2017 641.65
20 11/10/2017 10321.75 11/10/2017 640.60
21 11/13/2017 10224.95 11/13/2017 630.38
22 11/14/2017 10186.60 11/14/2017 625.32
23 11/15/2017 10118.05 11/15/2017 618.25
24 11/16/2017 10214.75 11/16/2017 626.09
25 11/17/2017 10283.60 11/17/2017 639.64
26 11/20/2017 10298.75 11/20/2017 640.51
27 11/21/2017 10326.90 11/21/2017 648.90
28 11/22/2017 10342.30 11/22/2017 648.63
29 11/23/2017 10348.75 11/23/2017 650.13
30 11/24/2017 10389.70 11/24/2017 646.25
31 11/27/2017 10399.55 11/27/2017 640.87
32 11/28/2017 10370.25 11/28/2017 642.06
33 11/29/2017 10361.30 11/29/2017 647.03
34 11/30/2017 10226.55 11/30/2017 633.21
35 12/1/2017 10121.80 12/1/2017 621.12
36 12/4/2017 10127.75 12/4/2017 627.42
37 12/5/2017 10118.25 12/5/2017 616.38
38 12/6/2017 10044.10 12/6/2017 608.99
39 12/7/2017 10166.70 12/7/2017 627.60
40 12/8/2017 10265.65 12/8/2017 636.54
41 12/11/2017 10322.25 12/11/2017 638.14
42 12/12/2017 10240.15 12/12/2017 629.29
43 12/13/2017 10192.95 12/13/2017 621.08
44 12/14/2017 10252.10 12/14/2017 625.55
45 12/15/2017 10333.25 12/15/2017 633.71
46 12/18/2017 10388.75 12/18/2017 642.83
47 12/19/2017 10463.20 12/19/2017 647.85
48 12/20/2017 10444.20 12/20/2017 641.10
49 12/21/2017 10440.30 12/21/2017 651.86
50 12/22/2017 10493.00 12/22/2017 648.76
51 12/26/2017 10531.50 12/26/2017 658.29
52 12/27/2017 10490.75 12/27/2017 659.94
53 12/28/2017 10477.90 12/28/2017 671.61
54 12/29/2017 10530.70 12/29/2017 668.10
55 1/1/2018 10530.70 1/1/2018 658.80
56 1/2/2018 10442.20 1/2/2018 665.27
57 1/3/2018 10443.20 1/3/2018 670.43
58 1/4/2018 10504.80 1/4/2018 693.51
59 1/5/2018 10558.85 1/5/2018 703.04
60 1/8/2018 10623.60 1/8/2018 701.26
61 1/9/2018 10637.00 1/9/2018 704.50
62 1/10/2018 10632.20 1/10/2018 705.00
63 1/11/2018 10651.20 1/11/2018 703.27
64 1/12/2018 10681.25 1/12/2018 702.63
65 1/15/2018 10741.55 1/15/2018 714.71
66 1/16/2018 10700.45 1/16/2018 698.52
67 1/17/2018 10788.55 1/17/2018 706.05
68 1/18/2018 10817.00 1/18/2018 685.75
69 1/19/2018 10894.70 1/19/2018 686.89
70 1/22/2018 10966.20 1/22/2018 686.16
71 1/23/2018 11083.70 1/23/2018 711.29
72 1/24/2018 11086.00 1/24/2018 695.19
73 1/25/2018 11069.65 1/25/2018 701.62
74 1/29/2018 11130.40 1/29/2018 714.40
75 1/30/2018 11049.65 1/30/2018 707.74
 76 1/31/2018 11027.70 1/31/2018 675.06
77 2/1/2018 11016.90 2/1/2018 667.11
78 2/2/2018 10760.60 2/2/2018 641.93
79 2/5/2018 10666.55 2/5/2018 635.80
80 2/6/2018 10498.25 2/6/2018 636.23
81 2/7/2018 10476.70 2/7/2018 633.65
82 2/8/2018 10576.85 2/8/2018 642.89
83 2/9/2018 10454.95 2/9/2018 656.15
84 2/12/2018 10539.75 2/12/2018 682.77
85 2/14/2018 10500.90 2/14/2018 677.88
86 2/15/2018 10545.50 2/15/2018 670.75
87 2/16/2018 10452.30 2/16/2018 660.41
88 2/19/2018 10378.40 2/19/2018 621.25
89 2/20/2018 10360.40 2/20/2018 623.59
90 2/21/2018 10397.45 2/21/2018 613.68
91 2/22/2018 10382.70 2/22/2018 610.43
92 2/23/2018 10491.05 2/23/2018 648.92
93 2/26/2018 10582.60 2/26/2018 651.26
94 2/27/2018 10554.30 2/27/2018 643.17
95 2/28/2018 10492.85 2/28/2018 643.03
96 3/1/2018 10458.35 3/1/2018 646.33
97 3/5/2018 10358.85 3/5/2018 628.00
98 3/6/2018 10249.25 3/6/2018 631.68
99 3/7/2018 10154.20 3/7/2018 620.15
100 3/8/2018 10242.65 3/8/2018 608.85
101 3/9/2018 10226.85 3/9/2018 580.94
102 3/12/2018 10421.40 3/12/2018 596.40
103 3/13/2018 10426.85 3/13/2018 602.10
104 3/14/2018 10410.90 3/14/2018 594.15
105 3/15/2018 10360.15 3/15/2018 585.73
106 3/16/2018 10195.15 3/16/2018 574.67
107 3/19/2018 10094.25 3/19/2018 550.49
108 3/20/2018 10124.35 3/20/2018 567.77
109 3/21/2018 10155.25 3/21/2018 557.48
110 3/22/2018 10114.75 3/22/2018 556.19
111 3/23/2018 9998.05 3/23/2018 542.40
112 3/26/2018 10130.65 3/26/2018 556.81
113 3/27/2018 10184.15 3/27/2018 564.90
114 3/28/2018 10113.70 3/28/2018 546.76
115 4/2/2018 10211.80 4/2/2018 554.18
116 4/3/2018 10245.00 4/3/2018 555.04
117 4/4/2018 10128.40 4/4/2018 536.70
118 4/5/2018 10325.15 4/5/2018 555.76
119 4/6/2018 10331.60 4/6/2018 562.22
120 4/9/2018 10379.35 4/9/2018 561.22
121 4/10/2018 10402.25 4/10/2018 576.30
122 4/11/2018 10417.15 4/11/2018 582.18
123 4/12/2018 10458.65 4/12/2018 572.94
124 4/13/2018 10480.60 4/13/2018 568.78
125 4/16/2018 10528.35 4/16/2018 566.43
126 4/17/2018 10548.70 4/17/2018 570.69
127 4/18/2018 10526.20 4/18/2018 576.01
128 4/19/2018 10565.30 4/19/2018 595.49
129 4/20/2018 10564.05 4/20/2018 580.41
130 4/23/2018 10584.70 4/23/2018 580.80
131 4/24/2018 10614.35 4/24/2018 572.13
132 4/25/2018 10570.55 4/25/2018 561.26
133 4/26/2018 10617.80 4/26/2018 553.60
134 4/27/2018 10692.30 4/27/2018 564.71
135 4/30/2018 10739.35 4/30/2018 569.64
136 5/2/2018 10718.05 5/2/2018 550.06
137 5/3/2018 10679.65 5/3/2018 560.55
138 5/4/2018 10618.25 5/4/2018 556.05
139 5/7/2018 10715.50 5/7/2018 571.08
140 5/8/2018 10717.80 5/8/2018 570.98
141 5/9/2018 10741.70 5/9/2018 577.49
142 5/10/2018 10716.55 5/10/2018 568.88
143 5/11/2018 10806.50 5/11/2018 581.42
144 5/14/2018 10806.60 5/14/2018 584.39
145 5/15/2018 10801.85 5/15/2018 599.32
146 5/16/2018 10741.10 5/16/2018 594.82
147 5/17/2018 10682.70 5/17/2018 584.34
148 5/18/2018 10596.40 5/18/2018 566.24
149 5/21/2018 10516.70 5/21/2018 552.45
150 5/22/2018 10536.70 5/22/2018 552.26
151 5/23/2018 10430.35 5/23/2018 517.08
152 5/24/2018 10513.85 5/24/2018 524.88
153 5/25/2018 10605.15 5/25/2018 544.08
154 5/28/2018 10688.65 5/28/2018 552.12
155 5/29/2018 10633.30 5/29/2018 550.88
156 5/30/2018 10614.35 5/30/2018 553.32
157 5/31/2018 10736.15 5/31/2018 551.16
158 6/1/2018 10696.20 6/1/2018 536.80
159 6/4/2018 10628.50 6/4/2018 542.07
160 6/5/2018 10593.15 6/5/2018 547.76
161 6/6/2018 10684.65 6/6/2018 555.09
162 6/7/2018 10768.35 6/7/2018 576.49
163 6/8/2018 10767.65 6/8/2018 574.96
164 6/11/2018 10786.95 6/11/2018 563.61
165 6/12/2018 10842.85 6/12/2018 555.33
166 6/13/2018 10856.70 6/13/2018 543.45
167 6/14/2018 10808.05 6/14/2018 545.32
168 6/15/2018 10817.70 6/15/2018 541.92
169 6/18/2018 10799.85 6/18/2018 534.74
170 6/19/2018 10710.45 6/19/2018 531.39
171 6/20/2018 10772.05 6/20/2018 539.29
172 6/21/2018 10741.10 6/21/2018 534.02
173 6/22/2018 10821.85 6/22/2018 537.95
174 6/25/2018 10762.45 6/25/2018 534.84
175 6/26/2018 10769.15 6/26/2018 526.12
176 6/27/2018 10671.40 6/27/2018 520.09
177 6/28/2018 10589.10 6/28/2018 525.12
178 6/29/2018 10714.30 6/29/2018 543.60
179 7/2/2018 10657.30 7/2/2018 536.66
180 7/3/2018 10699.90 7/3/2018 541.92
181 7/4/2018 10769.90 7/4/2018 546.81
182 7/5/2018 10749.75 7/5/2018 539.20
183 7/6/2018 10772.65 7/6/2018 539.40
184 7/9/2018 10852.90 7/9/2018 541.45
185 7/10/2018 10947.25 7/10/2018 554.16
186 7/11/2018 10948.30 7/11/2018 541.54
187 7/12/2018 11023.20 7/12/2018 541.06
188 7/13/2018 11018.90 7/13/2018 544.37
189 7/16/2018 10936.85 7/16/2018 506.02
190 7/17/2018 11008.05 7/17/2018 518.79
191 7/18/2018 10980.45 7/18/2018 491.40
192 7/19/2018 10957.10 7/19/2018 485.95
193 7/20/2018 11010.20 7/20/2018 490.38
194 7/23/2018 11084.75 7/23/2018 503.73
195 7/24/2018 11134.30 7/24/2018 513.96
196 7/25/2018 11132.00 7/25/2018 522.35
197 7/26/2018 11167.30 7/26/2018 521.22
198 7/27/2018 11278.35 7/27/2018 536.18
199 7/30/2018 11319.55 7/30/2018 538.91
200 7/31/2018 11356.50 7/31/2018 548.71
201 8/1/2018 11346.20 8/1/2018 541.64
202 8/2/2018 11244.70 8/2/2018 540.18
203 8/3/2018 11360.80 8/3/2018 540.33
204 8/6/2018 11387.10 8/6/2018 539.16
205 8/7/2018 11389.45 8/7/2018 558.55
206 8/8/2018 11450.00 8/8/2018 562.79
207 8/9/2018 11470.70 8/9/2018 571.02
208 8/10/2018 11429.50 8/10/2018 562.01
209 8/13/2018 11355.75 8/13/2018 554.31
210 8/14/2018 11435.10 8/14/2018 564.20
211 8/16/2018 11385.05 8/16/2018 553.09
212 8/17/2018 11470.75 8/17/2018 565.37
213 8/20/2018 11551.75 8/20/2018 584.13
214 8/21/2018 11570.90 8/21/2018 567.32
215 8/23/2018 11582.75 8/23/2018 557.09
216 8/24/2018 11557.10 8/24/2018 560.94
217 8/27/2018 11691.95 8/27/2018 566.39
218 8/28/2018 11738.50 8/28/2018 575.31
219 8/29/2018 11691.90 8/29/2018 579.06
220 8/30/2018 11676.80 8/30/2018 592.85
221 8/31/2018 11680.50 8/31/2018 585.20
222 9/3/2018 11582.35 9/3/2018 585.45
223 9/4/2018 11520.30 9/4/2018 577.94
224 9/5/2018 11476.95 9/5/2018 579.26
225 9/6/2018 11536.90 9/6/2018 585.01
226 9/7/2018 11589.10 9/7/2018 603.38
227 9/10/2018 11438.10 9/10/2018 598.02
228 9/11/2018 11287.50 9/11/2018 577.02
229 9/12/2018 11369.90 9/12/2018 590.12
230 9/14/2018 11515.20 9/14/2018 599.33
231 9/17/2018 11377.75 9/17/2018 600.70
232 9/18/2018 11278.90 9/18/2018 597.14
233 9/19/2018 11234.35 9/19/2018 605.37
234 9/21/2018 11143.10 9/21/2018 609.22
235 9/24/2018 10967.40 9/24/2018 592.22
236 9/25/2018 11067.45 9/25/2018 585.69
237 9/26/2018 11053.80 9/26/2018 593.39
238 9/27/2018 10977.55 9/27/2018 595.97
239 9/28/2018 10930.45 9/28/2018 566.44
240 10/1/2018 11008.30 10/1/2018 568.34
241 10/3/2018 10858.25 10/3/2018 564.83
242 10/4/2018 10599.25 10/4/2018 567.47
243 10/5/2018 10316.45 10/5/2018 553.53
244 10/8/2018 10348.05 10/8/2018 545.54
245 10/9/2018 10301.05 10/9/2018 557.92
246 10/10/2018 10460.10 10/10/2018 568.78
247 10/11/2018 10234.65 10/11/2018 541.01
248 10/12/2018 10472.50 10/12/2018 561.81
249 10/15/2018 10512.50 10/15/2018 555.48
250 10/16/2018 10584.75 10/16/2018 558.21
251 10/17/2018 10453.05 10/17/2018 540.52
252 10/19/2018 10303.55 10/19/2018 540.81
253 10/22/2018 10245.25 10/22/2018 530.87
254 10/23/2018 10146.80 10/23/2018 531.70
255 10/24/2018 10224.75 10/24/2018 536.04
256 10/25/2018 10124.90 10/25/2018 531.85
257 10/26/2018 10030.00 10/26/2018 537.50
258 10/29/2018 10250.85 10/29/2018 559.08
259 10/30/2018 10198.40 10/30/2018 550.12
260 10/31/2018 10386.60 10/31/2018 539.74
261 11/1/2018 10380.45 11/1/2018 542.42
262 11/2/2018 10553.00 11/2/2018 559.43
263 11/5/2018 10524.00 11/5/2018 562.74
264 11/6/2018 10530.00 11/6/2018 561.08
265 11/7/2018 10598.40 11/7/2018 565.47
266 11/9/2018 10585.20 11/9/2018 557.62
267 11/12/2018 10482.20 11/12/2018 568.00
268 11/13/2018 10582.50 11/13/2018 574.19
269 11/14/2018 10576.30 11/14/2018 574.09
270 11/15/2018 10616.70 11/15/2018 574.34
271 11/16/2018 10682.20 11/16/2018 559.47
272 11/19/2018 10763.40 11/19/2018 567.56
273 11/20/2018 10656.20 11/20/2018 548.95
274 11/21/2018 10600.05 11/21/2018 537.35
275 11/22/2018 10526.75 11/22/2018 525.90
276 11/26/2018 10628.60 11/26/2018 517.18
277 11/27/2018 10685.60 11/27/2018 508.99
278 11/28/2018 10728.85 11/28/2018 510.60
279 11/29/2018 10858.70 11/29/2018 519.96
280 11/30/2018 10876.75 11/30/2018 516.01
281 12/3/2018 10883.75 12/3/2018 524.39
282 12/4/2018 10869.50 12/4/2018 524.49
283 12/5/2018 10782.90 12/5/2018 504.51
284 12/6/2018 10601.15 12/6/2018 497.20
285 12/7/2018 10693.70 12/7/2018 496.33
286 12/10/2018 10488.45 12/10/2018 490.04
287 12/11/2018 10549.15 12/11/2018 487.99
288 12/12/2018 10737.60 12/12/2018 507.00
289 12/13/2018 10791.55 12/13/2018 499.20
290 12/14/2018 10805.45 12/14/2018 500.47
291 12/17/2018 10888.35 12/17/2018 510.65
292 12/18/2018 10908.70 12/18/2018 513.57
293 12/19/2018 10967.30 12/19/2018 513.96
294 12/20/2018 10951.70 12/20/2018 510.02
295 12/21/2018 10754.00 12/21/2018 506.95
296 12/24/2018 10663.50 12/24/2018 500.61
297 12/26/2018 10729.85 12/26/2018 500.37
298 12/27/2018 10779.80 12/27/2018 493.60
299 12/28/2018 10859.90 12/28/2018 499.79
300 12/31/2018 10862.55 12/31/2018 507.78
301 1/1/2019 10862.55 1/1/2019 502.61
302 1/2/2019 10792.50 1/2/2019 481.07
303 1/3/2019 10672.25 1/3/2019 468.99
304 1/4/2019 10727.35 1/4/2019 475.23
305 1/7/2019 10771.80 1/7/2019 473.13
306 1/8/2019 10802.15 1/8/2019 478.83
307 1/9/2019 10855.15 1/9/2019 466.99
308 1/10/2019 10821.60 1/10/2019 468.16
309 1/11/2019 10794.95 1/11/2019 462.12
310 1/14/2019 10737.60 1/14/2019 458.86
311 1/15/2019 10886.80 1/15/2019 462.95
312 1/16/2019 10890.30 1/16/2019 462.46
313 1/17/2019 10905.20 1/17/2019 461.10
314 1/18/2019 10906.95 1/18/2019 458.66
315 1/21/2019 10961.85 1/21/2019 459.68
316 1/22/2019 10922.75 1/22/2019 444.92
317 1/23/2019 10831.50 1/23/2019 452.76
318 1/24/2019 10849.80 1/24/2019 449.01
319 1/25/2019 10780.55 1/25/2019 441.36
320 1/28/2019 10661.55 1/28/2019 434.35
321 1/29/2019 10652.20 1/29/2019 432.49
322 1/30/2019 10651.80 1/30/2019 455.54
323 1/31/2019 10830.95 1/31/2019 464.56
324 2/1/2019 10893.65 2/1/2019 462.61
325 2/4/2019 10912.25 2/4/2019 463.92
326 2/5/2019 10934.35 2/5/2019 452.86
327 2/6/2019 11062.45 2/6/2019 472.74
328 2/7/2019 11069.40 2/7/2019 476.59
329 2/8/2019 10943.60 2/8/2019 456.81
330 2/11/2019 10888.80 2/11/2019 468.45
331 2/12/2019 10831.40 2/12/2019 474.98
332 2/14/2019 10746.05 2/14/2019 470.26
333 2/15/2019 10724.40 2/15/2019 455.59
334 2/18/2019 10640.95 2/18/2019 453.69
335 2/19/2019 10604.35 2/19/2019 458.95
336 2/20/2019 10735.45 2/20/2019 478.64
337 2/21/2019 10789.85 2/21/2019 486.14
338 2/22/2019 10791.65 2/22/2019 489.50
339 2/25/2019 10880.10 2/25/2019 492.23
340 2/26/2019 10835.30 2/26/2019 490.77
341 2/27/2019 10806.65 2/27/2019 494.18
342 2/28/2019 10792.50 2/28/2019 487.70
343 3/1/2019 10863.50 3/1/2019 494.67
344 3/5/2019 10987.45 3/5/2019 508.46
345 3/6/2019 11053.00 3/6/2019 507.58
346 3/7/2019 11058.20 3/7/2019 507.87
347 3/8/2019 11035.40 3/8/2019 494.91
348 3/11/2019 11168.05 3/11/2019 507.39
349 3/12/2019 11301.20 3/12/2019 511.77
350 3/13/2019 11341.70 3/13/2019 500.66
351 3/14/2019 11343.25 3/14/2019 504.46
352 3/15/2019 11426.85 3/15/2019 502.32
353 3/18/2019 11462.20 3/18/2019 511.82
354 3/19/2019 11532.40 3/19/2019 514.06
355 3/20/2019 11521.05 3/20/2019 500.52
356 3/22/2019 11456.90 3/22/2019 505.19
357 3/25/2019 11354.25 3/25/2019 502.03
358 3/26/2019 11483.25 3/26/2019 506.12
359 3/27/2019 11445.05 3/27/2019 502.66
360 3/28/2019 11570.00 3/28/2019 493.40
361 4/1/2019 11669.15 4/1/2019 521.52
362 4/2/2019 11713.20 4/2/2019 517.13
363 4/3/2019 11643.95 4/3/2019 521.81
364 4/4/2019 11598.00 4/4/2019 517.13
365 4/5/2019 11665.95 4/5/2019 535.31
366 4/8/2019 11604.50 4/8/2019 535.06
367 4/9/2019 11671.95 4/9/2019 538.96
368 4/10/2019 11584.30 4/10/2019 530.53
369 4/11/2019 11596.70 4/11/2019 522.05
370 4/12/2019 11643.45 4/12/2019 520.06
371 4/15/2019 11690.35 4/15/2019 539.06
372 4/16/2019 11787.15 4/16/2019 539.16
373 4/18/2019 11752.80 4/18/2019 529.26
374 4/22/2019 11594.45 4/22/2019 520.59
375 4/23/2019 11575.95 4/23/2019 510.02
376 4/24/2019 11726.15 4/24/2019 511.87
377 4/25/2019 11641.80 4/25/2019 497.74
378 4/26/2019 11754.65 4/26/2019 531.36
379 4/30/2019 11748.15 4/30/2019 543.01
380 5/2/2019 11724.75 5/2/2019 540.81
381 5/3/2019 11712.25 5/3/2019 533.84
382 5/6/2019 11598.25 5/6/2019 522.30
383 5/7/2019 11497.90 5/7/2019 517.08
384 5/8/2019 11359.45 5/8/2019 509.34
385 5/9/2019 11301.80 5/9/2019 505.92
386 5/10/2019 11278.90 5/10/2019 474.40
387 5/13/2019 11148.20 5/13/2019 460.27
388 5/14/2019 11222.05 5/14/2019 457.59
389 5/15/2019 11157.00 5/15/2019 451.16
390 5/16/2019 11257.10 5/16/2019 457.30
391 5/17/2019 11407.15 5/17/2019 457.49
392 5/20/2019 11828.25 5/20/2019 471.48
393 5/21/2019 11709.10 5/21/2019 460.51
394 5/22/2019 11737.90 5/22/2019 460.95
395 5/23/2019 11657.05 5/23/2019 452.86
396 5/24/2019 11844.10 5/24/2019 471.82
397 5/27/2019 11924.75 5/27/2019 499.49
398 5/28/2019 11928.75 5/28/2019 494.13
399 5/29/2019 11861.10 5/29/2019 480.73
400 5/30/2019 11945.90 5/30/2019 475.52
401 5/31/2019 11922.80 5/31/2019 475.86
402 6/3/2019 12088.55 6/3/2019 484.97
403 6/4/2019 12021.65 6/4/2019 484.97
404 6/6/2019 11843.75 6/6/2019 472.25
405 6/7/2019 11870.65 6/7/2019 469.82
406 6/10/2019 11922.70 6/10/2019 473.67
407 6/11/2019 11965.60 6/11/2019 479.95
408 6/12/2019 11906.20 6/12/2019 492.96
409 6/13/2019 11914.05 6/13/2019 489.75
410 6/14/2019 11823.30 6/14/2019 489.02
411 6/17/2019 11672.15 6/17/2019 461.05
412 6/18/2019 11691.50 6/18/2019 460.27
413 6/19/2019 11691.45 6/19/2019 481.51
414 6/20/2019 11831.75 6/20/2019 488.24
415 6/21/2019 11724.10 6/21/2019 484.97
416 6/24/2019 11699.65 6/24/2019 473.86
417 6/25/2019 11796.45 6/25/2019 485.31
418 6/26/2019 11847.55 6/26/2019 497.59
419 6/27/2019 11841.55 6/27/2019 497.69
420 6/28/2019 11788.85 6/28/2019 491.55
421 7/1/2019 11865.60 7/1/2019 494.04
422 7/2/2019 11910.30 7/2/2019 495.84
423 7/3/2019 11916.75 7/3/2019 497.30
424 7/4/2019 11946.75 7/4/2019 495.30
425 7/5/2019 11811.15 7/5/2019 478.35
426 7/8/2019 11558.60 7/8/2019 468.05
427 7/9/2019 11555.90 7/9/2019 468.45
428 7/10/2019 11498.90 7/10/2019 454.80
429 7/11/2019 11582.90 7/11/2019 462.00
430 7/12/2019 11552.50 7/12/2019 472.90
431 7/15/2019 11588.35 7/15/2019 468.30
432 7/16/2019 11662.60 7/16/2019 476.70
433 7/17/2019 11687.50 7/17/2019 475.70
434 7/18/2019 11596.90 7/18/2019 466.60
435 7/19/2019 11419.25 7/19/2019 458.05
436 7/22/2019 11346.20 7/22/2019 465.55
437 7/23/2019 11331.05 7/23/2019 459.85
438 7/24/2019 11271.30 7/24/2019 446.00
439 7/25/2019 11252.15 7/25/2019 440.35
440 7/26/2019 11284.30 7/26/2019 445.50
441 7/29/2019 11189.20 7/29/2019 433.45
442 7/30/2019 11085.40 7/30/2019 415.05
443 7/31/2019 11118.00 7/31/2019 432.05
444 8/1/2019 10980.00 8/1/2019 420.00
445 8/2/2019 10997.35 8/2/2019 409.10
446 8/5/2019 10862.60 8/5/2019 399.25
447 8/6/2019 10948.25 8/6/2019 401.60
448 8/7/2019 10855.50 8/7/2019 381.90
449 8/8/2019 11032.45 8/8/2019 367.40
450 8/9/2019 11109.65 8/9/2019 362.35
451 8/13/2019 10925.85 8/13/2019 348.70
452 8/14/2019 11029.40 8/14/2019 364.65
453 8/16/2019 11047.80 8/16/2019 363.05
454 8/19/2019 11053.90 8/19/2019 359.55
455 8/20/2019 11017.00 8/20/2019 358.25
456 8/21/2019 10918.70 8/21/2019 343.00
457 8/22/2019 10741.35 8/22/2019 333.70
458 8/23/2019 10829.35 8/23/2019 345.25
459 8/26/2019 11057.85 8/26/2019 338.05
460 8/27/2019 11105.35 8/27/2019 350.90
461 8/28/2019 11046.10 8/28/2019 336.95
462 8/29/2019 10948.30 8/29/2019 335.55
463 8/30/2019 11023.25 8/30/2019 344.90
464 9/3/2019 10797.90 9/3/2019 331.40
465 9/4/2019 10844.65 9/4/2019 339.25
466 9/5/2019 10847.90 9/5/2019 345.15
467 9/6/2019 10946.20 9/6/2019 355.40
468 9/9/2019 11003.05 9/9/2019 353.80
469 9/11/2019 11035.70 9/11/2019 367.05
470 9/12/2019 10982.80 9/12/2019 365.05
471 9/13/2019 11075.90 9/13/2019 367.35
472 9/16/2019 11003.50 9/16/2019 361.10
473 9/17/2019 10817.60 9/17/2019 344.95
474 9/18/2019 10840.65 9/18/2019 358.25
475 9/19/2019 10704.80 9/19/2019 344.65
476 9/20/2019 11274.20 9/20/2019 368.55
477 9/23/2019 11600.20 9/23/2019 377.35
478 9/24/2019 11588.20 9/24/2019 370.80
479 9/25/2019 11440.20 9/25/2019 362.05
480 9/26/2019 11571.20 9/26/2019 375.75
481 9/27/2019 11512.40 9/27/2019 359.65
482 9/30/2019 11474.45 9/30/2019 360.50
483 10/1/2019 11359.90 10/1/2019 351.55
484 10/3/2019 11314.00 10/3/2019 339.60
485 10/4/2019 11174.75 10/4/2019 333.10
486 10/7/2019 11126.40 10/7/2019 324.80
487 10/9/2019 11313.30 10/9/2019 336.45
488 10/10/2019 11234.55 10/10/2019 329.95
489 10/11/2019 11305.05 10/11/2019 339.00
 Nifty Tata Steel
Returns Returns

X Y
0.0057509 0.0062 0.0058
0.0004 -0.0034
-0.0023 -0.0041
-0.0063 -0.0058
0.0038 0.0092
0.0022 0.0102
0.0085 -0.0024
0.0047 0.0160
-0.0020 -0.0033
0.0039 -0.0118
-0.0027 -0.0203
0.0101 0.0050
-0.0016 -0.0017
0.0027 0.0040
-0.0001 -0.0030
-0.0098 -0.0194
-0.0046 -0.0001
0.0006 0.0147
0.0012 -0.0016
-0.0094 -0.0161 Beta using S
-0.0038 -0.0081
-0.0068 -0.0114
 0.0095 0.0126
0.0067 0.0214
0.0015 0.0014
0.0027 0.0130
0.0015 -0.0004
0.0006 0.0023
0.0039 -0.0060
0.0009 -0.0084
-0.0028 0.0018
-0.0009 0.0077
-0.0131 -0.0216
-0.0103 -0.0193
0.0006 0.0101
-0.0009 -0.0177
-0.0074 -0.0121
0.0121 0.0301
0.0097 0.0141
0.0055 0.0025
-0.0080 -0.0140
-0.0046 -0.0131
0.0058 0.0072
0.0079 0.0130
0.0054 0.0143
0.0071 0.0078
-0.0018 -0.0105
-0.0004 0.0167
 0.0050 -0.0048
0.0037 0.0146
-0.0039 0.0025
-0.0012 0.0175
0.0050 -0.0052
0.0000 -0.0140
-0.0084 0.0098
0.0001 0.0077
0.0059 0.0338
0.0051 0.0137
0.0061 -0.0025
0.0013 0.0046
-0.0005 0.0007
0.0018 -0.0025
0.0028 -0.0009
0.0056 0.0171
-0.0038 -0.0229
0.0082 0.0107
0.0026 -0.0292
0.0072 0.0017
0.0065 -0.0011
0.0107 0.0360
0.0002 -0.0229
-0.0015 0.0092
0.0055 0.0180
-0.0073 -0.0094
-0.0020 -0.0473
-0.0010 -0.0118
-0.0235 -0.0385
-0.0088 -0.0096
-0.0159 0.0007
-0.0021 -0.0041
0.0095 0.0145
-0.0116 0.0204
0.0081 0.0398
-0.0037 -0.0072
0.0042 -0.0106
-0.0089 -0.0155
-0.0071 -0.0611
-0.0017 0.0038
0.0036 -0.0160
-0.0014 -0.0053
0.0104 0.0611
0.0087 0.0036
-0.0027 -0.0125
-0.0058 -0.0002
-0.0033 0.0051
-0.0096 -0.0288
-0.0106 0.0059
-0.0093 -0.0184
0.0087 -0.0184
-0.0015 -0.0469
 0.0188 0.0263
0.0005 0.0095
-0.0015 -0.0133
-0.0049 -0.0143
-0.0161 -0.0191
-0.0099 -0.0430
0.0030 0.0309
0.0030 -0.0183
-0.0040 -0.0023
-0.0116 -0.0251
0.0132 0.0262
0.0053 0.0144
-0.0069 -0.0326
0.0097 0.0135
0.0032 0.0016
-0.0114 -0.0336
0.0192 0.0349
0.0006 0.0116
0.0046 -0.0018
0.0022 0.0265
0.0014 0.0102
0.0040 -0.0160
0.0021 -0.0073
0.0045 -0.0041
0.0019 0.0075
-0.0021 0.0093
 0.0037 0.0333
-0.0001 -0.0256
0.0020 0.0007
0.0028 -0.0150
-0.0041 -0.0192
0.0045 -0.0137
0.0070 0.0199
0.0044 0.0087
-0.0020 -0.0350
-0.0036 0.0189
-0.0058 -0.0081
0.0091 0.0267
0.0002 -0.0002
0.0022 0.0113
-0.0023 -0.0150
0.0084 0.0218
0.0000 0.0051
-0.0004 0.0252
-0.0056 -0.0075
-0.0055 -0.0178
-0.0081 -0.0315
-0.0075 -0.0247
0.0019 -0.0003
-0.0101 -0.0658
0.0080 0.0150
0.0086 0.0359
 0.0078 0.0147
-0.0052 -0.0023
-0.0018 0.0044
0.0114 -0.0039
-0.0037 -0.0264
-0.0063 0.0098
-0.0033 0.0105
0.0086 0.0133
0.0078 0.0378
-0.0001 -0.0027
0.0018 -0.0199
0.0052 -0.0148
0.0013 -0.0216
-0.0045 0.0034
0.0009 -0.0063
-0.0017 -0.0133
-0.0083 -0.0063
0.0057 0.0148
-0.0029 -0.0098
0.0075 0.0073
-0.0055 -0.0058
0.0006 -0.0164
-0.0091 -0.0115
-0.0077 0.0096
0.0118 0.0346
-0.0053 -0.0129
 0.0040 0.0098
0.0065 0.0090
-0.0019 -0.0140
0.0021 0.0004
0.0074 0.0038
0.0087 0.0232
0.0001 -0.0230
0.0068 -0.0009
-0.0004 0.0061
-0.0075 -0.0730
0.0065 0.0249
-0.0025 -0.0542
-0.0021 -0.0112
0.0048 0.0091
0.0067 0.0269
0.0045 0.0201
-0.0002 0.0162
0.0032 -0.0021
0.0099 0.0283
0.0036 0.0051
0.0033 0.0180
-0.0009 -0.0130
-0.0090 -0.0027
0.0103 0.0003
0.0023 -0.0022
0.0002 0.0353
 0.0053 0.0076
0.0018 0.0145
-0.0036 -0.0159
-0.0065 -0.0138
0.0070 0.0177
-0.0044 -0.0199
0.0075 0.0220
0.0070 0.0326
0.0017 -0.0292
0.0010 -0.0182
-0.0022 0.0069
0.0116 0.0097
0.0040 0.0156
-0.0040 0.0065
-0.0013 0.0235
0.0003 -0.0130
-0.0084 0.0004
-0.0054 -0.0129
-0.0038 0.0023
0.0052 0.0099
0.0045 0.0309
-0.0131 -0.0089
-0.0133 -0.0357
0.0073 0.0225
0.0127 0.0155
-0.0120 0.0023
-0.0087 -0.0059
-0.0040 0.0137
-0.0082 0.0063
-0.0159 -0.0283
0.0091 -0.0111
-0.0012 0.0131
-0.0069 0.0043
-0.0043 -0.0508
0.0071 0.0033
-0.0137 -0.0062
-0.0241 0.0046
-0.0270 -0.0249
0.0031 -0.0145
-0.0046 0.0224
0.0153 0.0193
-0.0218 -0.0501
0.0230 0.0377
0.0038 -0.0113
0.0068 0.0049
-0.0125 -0.0322
-0.0144 0.0005
-0.0057 -0.0186
-0.0097 0.0016
0.0077 0.0081
-0.0098 -0.0078
-0.0094 0.0106
 0.0218 0.0394
-0.0051 -0.0162
0.0183 -0.0190
-0.0006 0.0050
0.0165 0.0309
-0.0028 0.0059
0.0006 -0.0029
0.0065 0.0078
-0.0012 -0.0140
-0.0098 0.0184
0.0095 0.0108
-0.0006 -0.0002
0.0038 0.0004
0.0062 -0.0262
0.0076 0.0144
-0.0100 -0.0333
-0.0053 -0.0214
-0.0069 -0.0215
0.0096 -0.0167
0.0053 -0.0160
0.0040 0.0032
0.0120 0.0182
0.0017 -0.0076
0.0006 0.0161
-0.0013 0.0002
-0.0080 -0.0388
-0.0170 -0.0146
0.0087 -0.0018
-0.0194 -0.0127
0.0058 -0.0042
0.0177 0.0382
0.0050 -0.0155
0.0013 0.0025
0.0076 0.0201
0.0019 0.0057
0.0054 0.0008
-0.0014 -0.0077
-0.0182 -0.0060
-0.0085 -0.0126
0.0062 -0.0005
0.0046 -0.0136
0.0074 0.0125
0.0002 0.0159
0.0000 -0.0102
-0.0065 -0.0438
-0.0112 -0.0254
0.0051 0.0132
0.0041 -0.0044
0.0028 0.0120
0.0049 -0.0250
-0.0031 0.0025
-0.0025 -0.0130
-0.0053 -0.0071
0.0138 0.0089
0.0003 -0.0011
0.0014 -0.0030
0.0002 -0.0053
0.0050 0.0022
-0.0036 -0.0326
-0.0084 0.0175
0.0017 -0.0083
-0.0064 -0.0172
-0.0111 -0.0160
-0.0009 -0.0043
0.0000 0.0519
0.0167 0.0196
0.0058 -0.0042
0.0017 0.0028
0.0020 -0.0241
0.0116 0.0430
0.0006 0.0081
-0.0114 -0.0424
-0.0050 0.0252
-0.0053 0.0138
-0.0079 -0.0100
-0.0020 -0.0317
-0.0078 -0.0042
-0.0034 0.0115
 0.0123 0.0420
0.0051 0.0156
0.0002 0.0069
0.0082 0.0056
-0.0041 -0.0030
-0.0026 0.0069
-0.0013 -0.0132
0.0066 0.0142
0.0113 0.0275
0.0059 -0.0017
0.0005 0.0006
-0.0021 -0.0259
0.0119 0.0249
0.0119 0.0086
0.0036 -0.0219
0.0001 0.0076
0.0073 -0.0043
0.0031 0.0187
0.0061 0.0044
-0.0010 -0.0267
-0.0056 0.0093
-0.0090 -0.0063
0.0113 0.0081
-0.0033 -0.0069
0.0109 -0.0186
0.0085 0.0554
 0.0038 -0.0084
-0.0059 0.0090
-0.0040 -0.0090
0.0058 0.0345
-0.0053 -0.0005
0.0058 0.0073
-0.0075 -0.0158
0.0011 -0.0161
0.0040 -0.0038
0.0040 0.0359
0.0082 0.0002
-0.0029 -0.0185
-0.0136 -0.0165
-0.0016 -0.0205
0.0129 0.0036
-0.0072 -0.0280
0.0096 0.0654
-0.0006 0.0217
-0.0020 -0.0040
-0.0011 -0.0130
-0.0098 -0.0219
-0.0087 -0.0100
-0.0121 -0.0151
-0.0051 -0.0067
-0.0020 -0.0643
-0.0117 -0.0302
 0.0066 -0.0058
-0.0058 -0.0142
0.0089 0.0135
0.0132 0.0004
0.0363 0.0301
-0.0101 -0.0235
0.0025 0.0010
-0.0069 -0.0177
0.0159 0.0410
0.0068 0.0570
0.0003 -0.0108
-0.0057 -0.0275
0.0071 -0.0109
-0.0019 0.0007
0.0138 0.0190
-0.0055 0.0000
-0.0149 -0.0266
0.0023 -0.0052
0.0044 0.0082
0.0036 0.0132
-0.0050 0.0267
0.0007 -0.0065
-0.0076 -0.0015
-0.0129 -0.0589
0.0017 -0.0017
0.0000 0.0451
 0.0119 0.0139
-0.0091 -0.0067
-0.0021 -0.0232
0.0082 0.0239
0.0043 0.0250
-0.0005 0.0002
-0.0045 -0.0124
0.0065 0.0050
0.0038 0.0036
0.0005 0.0029
0.0025 -0.0040
-0.0114 -0.0348
-0.0216 -0.0218
-0.0002 0.0009
-0.0049 -0.0296
0.0073 0.0157
-0.0026 0.0233
0.0031 -0.0098
0.0064 0.0178
0.0021 -0.0021
-0.0078 -0.0193
-0.0154 -0.0185
-0.0064 0.0162
-0.0013 -0.0123
-0.0053 -0.0306
-0.0017 -0.0127
 0.0029 0.0116
-0.0085 -0.0274
-0.0093 -0.0434
0.0029 0.0401
-0.0125 -0.0283
0.0016 -0.0263
-0.0123 -0.0244
0.0079 0.0059
-0.0085 -0.0503
0.0162 -0.0387
0.0070 -0.0138
-0.0167 -0.0384
0.0094 0.0447
0.0017 -0.0044
0.0006 -0.0097
-0.0033 -0.0036
-0.0090 -0.0435
-0.0164 -0.0275
0.0082 0.0340
0.0209 -0.0211
0.0043 0.0373
-0.0053 -0.0406
-0.0089 -0.0042
0.0068 0.0275
-0.0207 -0.0399
0.0043 0.0234
 0.0003 0.0172
0.0090 0.0293
0.0052 -0.0045
0.0030 0.0368
-0.0048 -0.0055
0.0084 0.0063
-0.0066 -0.0172
-0.0170 -0.0458
0.0021 0.0378
-0.0126 -0.0387
0.0518 0.0670
0.0285 0.0236
-0.0010 -0.0175
-0.0129 -0.0239
0.0114 0.0371
-0.0051 -0.0438
-0.0033 0.0024
-0.0100 -0.0251
-0.0040 -0.0346
-0.0124 -0.0193
-0.0043 -0.0252
0.0167 0.0352
-0.0070 -0.0195
0.0063 0.0271
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.579022
R Square 0.3352665
Adjusted R 0.3338987
Standard Er 0.0174528
Observation 488

ANOVA
df SS MS F
Regression 1 0.0746639 0.0746639 245.12005
Residual 486 0.1480362 0.0003046
Total 487 0.2227001

Coefficients
Standard Error t Stat P-value
Intercept -0.0016493 0.0007903 -2.0868652 0.0374209
X 1.4735045 0.0941157 15.65631 4.981E-45

1.4735045
Significance F
4.981E-45

Lower 95% Upper 95%Lower 95.0%Upper 95.0%

-0.0032021 -9.643E-05 -0.0032021 -9.643E-05
1.2885806 1.6584284 1.2885806 1.6584284
Beta 1.473504499
Beta * Index R

Simulated
Index ReturnStock Returns
0.0062 0.00915955
0.0004 0.000518485
-0.0023 -0.003401817
-0.0063 -0.009308298
0.0038 0.005551512
0.0022 0.003302231
0.0085 0.012598379
0.0047 0.006918087
-0.0020 -0.002958867
 0.0039 0.005783931
-0.0027 -0.004036412
0.0101 0.014922582
-0.0016 -0.002358844
0.0027 0.004051474
-0.0001 -9.87108E-05
-0.0098 -0.014400771
-0.0046 -0.006706418
0.0006 0.000829225
0.0012 0.001828399
-0.0094 -0.013884079
-0.0038 -0.005537044
-0.0068 -0.00994933
0.0095 0.014015703
0.0067 0.009898415
0.0015 0.002169254
0.0027 0.004022152
0.0015 0.002195645
0.0006 0.000918696
0.0039 0.005819179
 0.0009 0.001396245
-0.0028 -0.004157327
-0.0009 -0.001272279
-0.0131 -0.019288811
-0.0103 -0.015170858
0.0006 0.000865959
-0.0009 -0.001382821
-0.0074 -0.010838164
0.0121 0.017877049
0.0097 0.014271946
0.0055 0.008101845
-0.0080 -0.011766602
-0.0046 -0.006807564
0.0058 0.008525993
0.0079 0.011617591
0.0054 0.007893031
0.0071 0.010522101
-0.0018 -0.002678152
-0.0004 -0.000550384
0.0050 0.007419197
 0.0037 0.00539656
-0.0039 -0.005712555
-0.0012 -0.00180593
0.0050 0.007406577
0.0000 0
-0.0084 -0.012435659
0.0001 0.000141104
0.0059 0.008665989
0.0051 0.007562109
0.0061 0.009008374
0.0013 0.001857477
-0.0005 -0.000665049
0.0018 0.002630838
0.0028 0.004151286
0.0056 0.008295113
-0.0038 -0.005648777
0.0082 0.012082079
0.0026 0.003880625
0.0072 0.010546579
0.0065 0.009638756
 0.0107 0.015704236
0.0002 0.000305712
-0.0015 -0.002174725
0.0055 0.008064452
-0.0073 -0.010729102
-0.0020 -0.002930037
-0.0010 -0.00144376
-0.0235 -0.034685138
-0.0088 -0.012935337
-0.0159 -0.023434736
-0.0021 -0.003027778
0.0095 0.014018702
-0.0116 -0.01708093
0.0081 0.011903344
-0.0037 -0.005441385
0.0042 0.006245042
-0.0089 -0.01308059
-0.0071 -0.010454913
-0.0017 -0.002557823
0.0036 0.005259997
-0.0014 -0.002091823
0.0104 0.01529721
0.0087 0.012802709
-0.0027 -0.003945698
-0.0058 -0.008604243
-0.0033 -0.004852796
-0.0096 -0.014085931
-0.0106 -0.015673162
-0.0093 -0.013728789
0.0087 0.012779677
-0.0015 -0.002274851
0.0188 0.027767964
0.0005 0.000770275
-0.0015 -0.002255642
-0.0049 -0.007200454
-0.0161 -0.023656522
-0.0099 -0.014655771
0.0030 0.004387242
0.0030 0.004490414
-0.0040 -0.00588821
-0.0116 -0.017099578
0.0132 0.019414109
0.0053 0.007761107
-0.0069 -0.01022858
0.0097 0.014223644
0.0032 0.004782828
-0.0114 -0.016866298
0.0192 0.028349205
0.0006 0.000920082
0.0046 0.00679447
0.0022 0.003247473
0.0014 0.002109167
0.0040 0.005858507
0.0021 0.003089154
0.0045 0.006698094
0.0019 0.002845435
-0.0021 -0.003146289
0.0037 0.005463198
-0.0001 -0.000174343
0.0020 0.002877565
 0.0028 0.004121748
-0.0041 -0.006092953
0.0045 0.006571838
0.0070 0.01030277
0.0044 0.006469704
-0.0020 -0.002925365
-0.0036 -0.005288584
-0.0058 -0.008496049
0.0091 0.013434047
0.0002 0.000316216
0.0022 0.003282215
-0.0023 -0.003454078
0.0084 0.012316358
0.0000 1.358198E-05
-0.0004 -0.000647816
-0.0056 -0.008310435
-0.0055 -0.00803331
-0.0081 -0.011951995
-0.0075 -0.011124766
0.0019 0.002799557
-0.0101 -0.01494816
0.0080 0.011749151
0.0086 0.012740466
0.0078 0.011556251
-0.0052 -0.007650287
-0.0018 -0.002628357
0.0114 0.016812341
-0.0037 -0.005493272
-0.0063 -0.009355993
-0.0033 -0.004908935
0.0086 0.012672973
0.0078 0.01149786
-0.0001 -9.56817E-05
0.0018 0.002638727
0.0052 0.00761618
0.0013 0.001881044
-0.0045 -0.006617818
0.0009 0.001315089
-0.0017 -0.002433479
-0.0083 -0.012248197
 0.0057 0.008450371
-0.0029 -0.004239759
0.0075 0.011036157
-0.0055 -0.00811011
0.0006 0.000917049
-0.0091 -0.013435855
-0.0077 -0.011408121
0.0118 0.017319788
-0.0053 -0.00785996
0.0040 0.005878321
0.0065 0.009608443
-0.0019 -0.002759497
0.0021 0.003135695
0.0074 0.010936071
0.0087 0.01275454
0.0001 0.000141297
0.0068 0.010046332
-0.0004 -0.00057488
-0.0075 -0.011013312
0.0065 0.0095616
-0.0025 -0.00369904
-0.0021 -0.003136832
0.0048 0.007123689
0.0067 0.009943439
0.0045 0.006572017
-0.0002 -0.000304386
0.0032 0.004665121
0.0099 0.01458044
0.0036 0.005372954
0.0033 0.0048021
-0.0009 -0.001337005
-0.0090 -0.013240881
0.0103 0.01513568
0.0023 0.003407163
0.0002 0.000304137
0.0053 0.007812852
0.0018 0.00266151
-0.0036 -0.005302027
-0.0065 -0.009538744
0.0070 0.010260476
-0.0044 -0.006463475
0.0075 0.011050168
0.0070 0.010368497
0.0017 0.00244074
0.0010 0.001508225
-0.0022 -0.003266744
0.0116 0.017093617
0.0040 0.005854897
-0.0040 -0.005861174
-0.0013 -0.001904324
0.0003 0.000466857
-0.0084 -0.012434066
-0.0054 -0.007915186
-0.0038 -0.005555092
0.0052 0.007676863
0.0045 0.006651899
-0.0131 -0.019325179
-0.0133 -0.019529733
0.0073 0.010717724
0.0127 0.018711108
-0.0120 -0.017694173
-0.0087 -0.012857705
-0.0040 -0.005831754
-0.0082 -0.012017279
-0.0159 -0.023418651
0.0091 0.013381062
-0.0012 -0.001818515
-0.0069 -0.010199572
-0.0043 -0.006335731
0.0071 0.010457499
-0.0137 -0.020222901
-0.0241 -0.035573222
-0.0270 -0.039848743
0.0031 0.004506492
-0.0046 -0.006707782
0.0153 0.022577284
-0.0218 -0.032106073
0.0230 0.03385187
0.0038 0.00561737
0.0068 0.010092416
-0.0125 -0.018449017
-0.0144 -0.021226283
-0.0057 -0.008361097
-0.0097 -0.014227891
0.0077 0.011276562
-0.0098 -0.014460202
-0.0094 -0.013876247
0.0218 0.032092912
-0.0051 -0.007558647
0.0183 0.026943903
-0.0006 -0.000872651
0.0165 0.024292094
-0.0028 -0.004054814
0.0006 0.000839843
0.0065 0.009540584
-0.0012 -0.001836378
-0.0098 -0.014408249
0.0095 0.014032322
-0.0006 -0.000863567
0.0038 0.005617914
 0.0062 0.009062895
0.0076 0.011158412
-0.0100 -0.014749228
-0.0053 -0.00778482
-0.0069 -0.010224741
0.0096 0.014188091
0.0053 0.007881127
0.0040 0.005951977
0.0120 0.017726674
0.0017 0.00244729
0.0006 0.000948005
-0.0013 -0.001930511
-0.0080 -0.011786739
-0.0170 -0.025048191
0.0087 0.012808112
-0.0194 -0.02855671
0.0058 0.008503086
0.0177 0.026090223
0.0050 0.007384966
0.0013 0.001896772
 0.0076 0.011261582
0.0019 0.002751445
0.0054 0.007894222
-0.0014 -0.002097368
-0.0182 -0.026842735
-0.0085 -0.012452709
0.0062 0.009139921
0.0046 0.006843623
0.0074 0.010908572
0.0002 0.000359437
0.0000 0
-0.0065 -0.009533025
-0.0112 -0.016509931
0.0051 0.007587965
0.0041 0.006093046
0.0028 0.004145903
0.0049 0.007211969
-0.0031 -0.004561317
-0.0025 -0.003633147
-0.0053 -0.007849191
 0.0138 0.020333573
0.0003 0.000473641
0.0014 0.002014709
0.0002 0.00023644
0.0050 0.007398184
-0.0036 -0.00526521
-0.0084 -0.012361545
0.0017 0.002487383
-0.0064 -0.009434941
-0.0111 -0.016355566
-0.0009 -0.001292752
0.0000 -5.53865E-05
0.0167 0.024576465
0.0058 0.008505498
0.0017 0.002513688
0.0020 0.00298114
0.0116 0.017162399
0.0006 0.000925467
-0.0114 -0.016841869
-0.0050 -0.007397073
-0.0053 -0.007788003
-0.0079 -0.011657089
-0.0020 -0.002971574
-0.0078 -0.011510681
-0.0034 -0.005076999
0.0123 0.018105112
0.0051 0.00744779
0.0002 0.000245901
0.0082 0.012027736
-0.0041 -0.006079815
-0.0026 -0.003901226
-0.0013 -0.001930693
0.0066 0.009661913
0.0113 0.01671718
0.0059 0.008764632
0.0005 0.000693089
-0.0021 -0.003041209
0.0119 0.017606438
0.0119 0.017463867
0.0036 0.005271144
 0.0001 0.000201336
0.0073 0.010819887
0.0031 0.004551459
0.0061 0.008996949
-0.0010 -0.001450988
-0.0056 -0.008227426
-0.0090 -0.013261658
0.0113 0.016646665
-0.0033 -0.004909933
0.0109 0.01599966
0.0085 0.012573561
0.0038 0.005551851
-0.0059 -0.008737409
-0.0040 -0.005826353
0.0058 0.008607756
-0.0053 -0.007782174
0.0058 0.008539828
-0.0075 -0.011107023
0.0011 0.001576466
0.0040 0.005928226
 0.0040 0.005923304
0.0082 0.01215097
-0.0029 -0.004300415
-0.0136 -0.019988002
-0.0016 -0.002352988
0.0129 0.018996032
-0.0072 -0.010637776
0.0096 0.014214732
-0.0006 -0.000815033
-0.0020 -0.002937906
-0.0011 -0.001571772
-0.0098 -0.014412462
-0.0087 -0.012804431
-0.0121 -0.017850667
-0.0051 -0.007497229
-0.0020 -0.002988605
-0.0117 -0.017174713
0.0066 0.009728825
-0.0058 -0.008566177
0.0089 0.013161198
 0.0132 0.019511233
0.0363 0.053415057
-0.0101 -0.014918429
0.0025 0.003619918
-0.0069 -0.010184606
0.0159 0.023456261
0.0068 0.009999573
0.0003 0.000494185
-0.0057 -0.008380332
0.0071 0.010497321
-0.0019 -0.002852173
0.0138 0.020343484
-0.0055 -0.00817719
-0.0149 -0.021968362
0.0023 0.003342936
0.0044 0.006446822
0.0036 0.005292344
-0.0050 -0.007332961
0.0007 0.000971143
-0.0076 -0.011266733
-0.0129 -0.01895877
0.0017 0.002440692
0.0000 -6.27704E-06
0.0119 0.017577102
-0.0091 -0.013467945
-0.0021 -0.003076027
0.0082 0.012141228
0.0043 0.00636911
-0.0005 -0.000746422
-0.0045 -0.00657239
0.0065 0.009561995
0.0038 0.00554057
0.0005 0.000797782
0.0025 0.003704834
-0.0114 -0.016820409
-0.0216 -0.031848796
-0.0002 -0.00034414
-0.0049 -0.007286112
0.0073 0.010724893
-0.0026 -0.003872433
 0.0031 0.004565485
0.0064 0.009411064
0.0021 0.003142672
-0.0078 -0.011466871
-0.0154 -0.022746971
-0.0064 -0.009456399
-0.0013 -0.001968861
-0.0053 -0.007790526
-0.0017 -0.002505545
0.0029 0.004204064
-0.0085 -0.012470736
-0.0093 -0.013733183
0.0029 0.004326878
-0.0125 -0.018404042
0.0016 0.002326462
-0.0123 -0.018166304
0.0079 0.011572854
-0.0085 -0.012536226
0.0162 0.023825218
0.0070 0.010275023
-0.0167 -0.02458193
0.0094 0.013899516
0.0017 0.002456075
0.0006 0.000813443
-0.0033 -0.004927116
-0.0090 -0.013206433
-0.0164 -0.02413039
0.0082 0.012022709
0.0209 0.030767574
0.0043 0.006316017
-0.0053 -0.007882586
-0.0089 -0.013104191
0.0068 0.010052989
-0.0207 -0.030435194
0.0043 0.006365834
0.0003 0.000441524
0.0090 0.013292238
0.0052 0.007632912
0.0030 0.004365995
-0.0048 -0.007080329
 0.0084 0.012438171
-0.0066 -0.009663549
-0.0170 -0.025107047
0.0021 0.00313649
-0.0126 -0.01858203
0.0518 0.076363967
0.0285 0.042002849
-0.0010 -0.001525078
-0.0129 -0.018940236
0.0114 0.016777004
-0.0051 -0.007506798
-0.0033 -0.004865376
-0.0100 -0.01478396
-0.0040 -0.005965848
-0.0124 -0.018248068
-0.0043 -0.00638922
0.0167 0.024546094
-0.0070 -0.010292685
0.0063 0.009217769
Tata Steel Latest
Price 339.00
Historic Simulation

Calculation
of VaR Using
Historic
Simulation
(Using
Gains / Losses Percentile
Distribution function) VAR
3.1051 -6.378
0.1758
-1.1532
-3.1555
1.8820
1.1195
4.2709
2.3452
-1.0031
 1.9608
-1.3683
5.0588
-0.7996
1.3734
-0.0335
-4.8819
-2.2735
0.2811
0.6198
-4.7067
-1.8771
-3.3728
4.7513
3.3556
0.7354
1.3635
0.7443
0.3114
1.9727
 0.4733
-1.4093
-0.4313
-6.5389
-5.1429
0.2936
-0.4688
-3.6741
6.0603
4.8382
2.7465
-3.9889
-2.3078
2.8903
3.9384
2.6757
3.5670
-0.9079
-0.1866
2.5151
 1.8294
-1.9366
-0.6122
2.5108
0.0000
-4.2157
0.0478
2.9378
2.5636
3.0538
0.6297
-0.2255
0.8919
1.4073
2.8120
-1.9149
4.0958
1.3155
3.5753
3.2675
 5.3237
0.1036
-0.7372
2.7338
-3.6372
-0.9933
-0.4894
-11.7583
-4.3851
-7.9444
-1.0264
4.7523
-5.7904
4.0352
-1.8446
2.1171
-4.4343
-3.5442
-0.8671
1.7831
-0.7091
5.1858
4.3401
-1.3376
-2.9168
-1.6451
-4.7751
-5.3132
-4.6541
4.3323
-0.7712
9.4133
0.2611
-0.7647
-2.4410
-8.0196
-4.9683
1.4873
1.5223
-1.9961
-5.7968
6.5814
2.6310
-3.4675
4.8218
1.6214
-5.7177
9.6104
0.3119
2.3033
1.1009
0.7150
1.9860
1.0472
2.2707
0.9646
-1.0666
1.8520
-0.0591
0.9755
 1.3973
-2.0655
2.2279
3.4926
2.1932
-0.9917
-1.7928
-2.8802
4.5541
0.1072
1.1127
-1.1709
4.1752
0.0046
-0.2196
-2.8172
-2.7233
-4.0517
-3.7713
0.9490
-5.0674
3.9830
4.3190
3.9176
-2.5934
-0.8910
5.6994
-1.8622
-3.1717
-1.6641
4.2961
3.8978
-0.0324
0.8945
2.5819
0.6377
-2.2434
0.4458
-0.8249
-4.1521
 2.8647
-1.4373
3.7413
-2.7493
0.3109
-4.5548
-3.8674
5.8714
-2.6645
1.9928
3.2573
-0.9355
1.0630
3.7073
4.3238
0.0479
3.4057
-0.1949
-3.7335
3.2414
-1.2540
-1.0634
2.4149
3.3708
2.2279
-0.1032
1.5815
4.9428
1.8214
1.6279
-0.4532
-4.4887
5.1310
1.1550
0.1031
2.6486
0.9023
-1.7974
-3.2336
3.4783
-2.1911
3.7460
3.5149
0.8274
0.5113
-1.1074
5.7947
1.9848
-1.9869
-0.6456
0.1583
-4.2151
-2.6832
-1.8832
2.6025
2.2550
-6.5512
-6.6206
3.6333
6.3431
 -5.9983
-4.3588
-1.9770
-4.0739
-7.9389
4.5362
-0.6165
-3.4577
-2.1478
3.5451
-6.8556
-12.0593
-13.5087
1.5277
-2.2739
7.6537
-10.8840
11.4758
1.9043
3.4213
-6.2542
-7.1957
-2.8344
-4.8233
3.8228
-4.9020
-4.7040
10.8795
-2.5624
9.1340
-0.2958
8.2350
-1.3746
0.2847
3.2343
-0.6225
-4.8844
4.7570
-0.2927
1.9045
 3.0723
3.7827
-5.0000
-2.6391
-3.4662
4.8098
2.6717
2.0177
6.0093
0.8296
0.3214
-0.6544
-3.9957
-8.4913
4.3419
-9.6807
2.8825
8.8446
2.5035
0.6430
 3.8177
0.9327
2.6761
-0.7110
-9.0997
-4.2215
3.0984
2.3200
3.6980
0.1218
0.0000
-3.2317
-5.5969
2.5723
2.0655
1.4055
2.4449
-1.5463
-1.2316
-2.6609
 6.8931
0.1606
0.6830
0.0802
2.5080
-1.7849
-4.1906
0.8432
-3.1984
-5.5445
-0.4382
-0.0188
8.3314
2.8834
0.8521
1.0106
5.8181
0.3137
-5.7094
-2.5076
-2.6401
-3.9518
-1.0074
-3.9021
-1.7211
6.1376
2.5248
0.0834
4.0774
-2.0611
-1.3225
-0.6545
3.2754
5.6671
2.9712
0.2350
-1.0310
5.9686
5.9203
1.7869
 0.0683
3.6679
1.5429
3.0500
-0.4919
-2.7891
-4.4957
5.6432
-1.6645
5.4239
4.2624
1.8821
-2.9620
-1.9751
2.9180
-2.6382
2.8950
-3.7653
0.5344
2.0097
 2.0080
4.1192
-1.4578
-6.7759
-0.7977
6.4397
-3.6062
4.8188
-0.2763
-0.9960
-0.5328
-4.8858
-4.3407
-6.0514
-2.5416
-1.0131
-5.8222
3.2981
-2.9039
4.4616
 6.6143
18.1077
-5.0573
1.2272
-3.4526
7.9517
3.3899
0.1675
-2.8409
3.5586
-0.9669
6.8964
-2.7721
-7.4473
1.1333
2.1855
1.7941
-2.4859
0.3292
-3.8194
 -6.4270
0.8274
-0.0021
5.9586
-4.5656
-1.0428
4.1159
2.1591
-0.2530
-2.2280
3.2415
1.8783
0.2704
1.2559
-5.7021
-10.7967
-0.1167
-2.4700
3.6357
-1.3128
 1.5477
3.1904
1.0654
-3.8873
-7.7112
-3.2057
-0.6674
-2.6410
-0.8494
1.4252
-4.2276
-4.6555
1.4668
-6.2390
0.7887
-6.1584
3.9232
-4.2498
8.0767
3.4832
 -8.3333
4.7119
0.8326
0.2758
-1.6703
-4.4770
-8.1802
4.0757
10.4302
2.1411
-2.6722
-4.4423
3.4080
-10.3175
2.1580
0.1497
4.5061
2.5876
1.4801
-2.4002
 4.2165
-3.2759
-8.5113
1.0633
-6.2993
25.8874
14.2390
-0.5170
-6.4207
5.6874
-2.5448
-1.6494
-5.0118
-2.0224
-6.1861
-2.1659
8.3211
-3.4892
3.1248
 VaR Using Historic Simulation

Tata Steel
Beta 1.473504499 Latest Price 339
Beta * Index RSumulated Returns * Latest Price

Simulated Gains / Losses

Index RetStock Returns Distribution VAR
0.0062 0.00915955 3.1051 -6.3782
0.0004 0.000518485 0.1758
-0.0023 -0.003401817 -1.1532
-0.0063 -0.009308298 -3.1555
0.0038 0.005551512 1.8820
0.0022 0.003302231 1.1195
0.0085 0.012598379 4.2709
0.0047 0.006918087 2.3452
-0.0020 -0.002958867 -1.0031
0.0039 0.005783931 1.9608
-0.0027 -0.004036412 -1.3683
0.0101 0.014922582 5.0588
-0.0016 -0.002358844 -0.7996
0.0027 0.004051474 1.3734
-0.0001 -9.87108E-05 -0.0335
-0.0098 -0.014400771 -4.8819
-0.0046 -0.006706418 -2.2735
0.0006 0.000829225 0.2811
 0.0012 0.001828399 0.6198
-0.0094 -0.013884079 -4.7067
-0.0038 -0.005537044 -1.8771
-0.0068 -0.00994933 -3.3728
0.0095 0.014015703 4.7513
0.0067 0.009898415 3.3556
0.0015 0.002169254 0.7354
0.0027 0.004022152 1.3635
0.0015 0.002195645 0.7443
0.0006 0.000918696 0.3114
0.0039 0.005819179 1.9727
0.0009 0.001396245 0.4733
-0.0028 -0.004157327 -1.4093
-0.0009 -0.001272279 -0.4313
-0.0131 -0.019288811 -6.5389
-0.0103 -0.015170858 -5.1429
0.0006 0.000865959 0.2936
-0.0009 -0.001382821 -0.4688
-0.0074 -0.010838164 -3.6741
0.0121 0.017877049 6.0603
0.0097 0.014271946 4.8382
0.0055 0.008101845 2.7465
-0.0080 -0.011766602 -3.9889
-0.0046 -0.006807564 -2.3078
0.0058 0.008525993 2.8903
0.0079 0.011617591 3.9384
 0.0054 0.007893031 2.6757
0.0071 0.010522101 3.5670
-0.0018 -0.002678152 -0.9079
-0.0004 -0.000550384 -0.1866
0.0050 0.007419197 2.5151
0.0037 0.00539656 1.8294
-0.0039 -0.005712555 -1.9366
-0.0012 -0.00180593 -0.6122
0.0050 0.007406577 2.5108
0.0000 0 0.0000
-0.0084 -0.012435659 -4.2157
0.0001 0.000141104 0.0478
0.0059 0.008665989 2.9378
0.0051 0.007562109 2.5636
0.0061 0.009008374 3.0538
0.0013 0.001857477 0.6297
-0.0005 -0.000665049 -0.2255
0.0018 0.002630838 0.8919
0.0028 0.004151286 1.4073
0.0056 0.008295113 2.8120
-0.0038 -0.005648777 -1.9149
0.0082 0.012082079 4.0958
0.0026 0.003880625 1.3155
0.0072 0.010546579 3.5753
0.0065 0.009638756 3.2675
0.0107 0.015704236 5.3237
 0.0002 0.000305712 0.1036
-0.0015 -0.002174725 -0.7372
0.0055 0.008064452 2.7338
-0.0073 -0.010729102 -3.6372
-0.0020 -0.002930037 -0.9933
-0.0010 -0.00144376 -0.4894
-0.0235 -0.034685138 -11.7583
-0.0088 -0.012935337 -4.3851
-0.0159 -0.023434736 -7.9444
-0.0021 -0.003027778 -1.0264
0.0095 0.014018702 4.7523
-0.0116 -0.01708093 -5.7904
0.0081 0.011903344 4.0352
-0.0037 -0.005441385 -1.8446
0.0042 0.006245042 2.1171
-0.0089 -0.01308059 -4.4343
-0.0071 -0.010454913 -3.5442
-0.0017 -0.002557823 -0.8671
0.0036 0.005259997 1.7831
-0.0014 -0.002091823 -0.7091
0.0104 0.01529721 5.1858
0.0087 0.012802709 4.3401
-0.0027 -0.003945698 -1.3376
-0.0058 -0.008604243 -2.9168
-0.0033 -0.004852796 -1.6451
-0.0096 -0.014085931 -4.7751
-0.0106 -0.015673162 -5.3132
-0.0093 -0.013728789 -4.6541
0.0087 0.012779677 4.3323
-0.0015 -0.002274851 -0.7712
0.0188 0.027767964 9.4133
0.0005 0.000770275 0.2611
-0.0015 -0.002255642 -0.7647
-0.0049 -0.007200454 -2.4410
-0.0161 -0.023656522 -8.0196
-0.0099 -0.014655771 -4.9683
0.0030 0.004387242 1.4873
0.0030 0.004490414 1.5223
-0.0040 -0.00588821 -1.9961
-0.0116 -0.017099578 -5.7968
0.0132 0.019414109 6.5814
0.0053 0.007761107 2.6310
-0.0069 -0.01022858 -3.4675
0.0097 0.014223644 4.8218
0.0032 0.004782828 1.6214
-0.0114 -0.016866298 -5.7177
0.0192 0.028349205 9.6104
0.0006 0.000920082 0.3119
0.0046 0.00679447 2.3033
0.0022 0.003247473 1.1009
0.0014 0.002109167 0.7150
0.0040 0.005858507 1.9860
 0.0021 0.003089154 1.0472
0.0045 0.006698094 2.2707
0.0019 0.002845435 0.9646
-0.0021 -0.003146289 -1.0666
0.0037 0.005463198 1.8520
-0.0001 -0.000174343 -0.0591
0.0020 0.002877565 0.9755
0.0028 0.004121748 1.3973
-0.0041 -0.006092953 -2.0655
0.0045 0.006571838 2.2279
0.0070 0.01030277 3.4926
0.0044 0.006469704 2.1932
-0.0020 -0.002925365 -0.9917
-0.0036 -0.005288584 -1.7928
-0.0058 -0.008496049 -2.8802
0.0091 0.013434047 4.5541
0.0002 0.000316216 0.1072
0.0022 0.003282215 1.1127
-0.0023 -0.003454078 -1.1709
0.0084 0.012316358 4.1752
0.0000 1.358198E-05 0.0046
-0.0004 -0.000647816 -0.2196
-0.0056 -0.008310435 -2.8172
-0.0055 -0.00803331 -2.7233
-0.0081 -0.011951995 -4.0517
-0.0075 -0.011124766 -3.7713
 0.0019 0.002799557 0.9490
-0.0101 -0.01494816 -5.0674
0.0080 0.011749151 3.9830
0.0086 0.012740466 4.3190
0.0078 0.011556251 3.9176
-0.0052 -0.007650287 -2.5934
-0.0018 -0.002628357 -0.8910
0.0114 0.016812341 5.6994
-0.0037 -0.005493272 -1.8622
-0.0063 -0.009355993 -3.1717
-0.0033 -0.004908935 -1.6641
0.0086 0.012672973 4.2961
0.0078 0.01149786 3.8978
-0.0001 -9.56817E-05 -0.0324
0.0018 0.002638727 0.8945
0.0052 0.00761618 2.5819
0.0013 0.001881044 0.6377
-0.0045 -0.006617818 -2.2434
0.0009 0.001315089 0.4458
-0.0017 -0.002433479 -0.8249
-0.0083 -0.012248197 -4.1521
0.0057 0.008450371 2.8647
-0.0029 -0.004239759 -1.4373
0.0075 0.011036157 3.7413
-0.0055 -0.00811011 -2.7493
0.0006 0.000917049 0.3109
-0.0091 -0.013435855 -4.5548
-0.0077 -0.011408121 -3.8674
0.0118 0.017319788 5.8714
-0.0053 -0.00785996 -2.6645
0.0040 0.005878321 1.9928
0.0065 0.009608443 3.2573
-0.0019 -0.002759497 -0.9355
0.0021 0.003135695 1.0630
0.0074 0.010936071 3.7073
0.0087 0.01275454 4.3238
0.0001 0.000141297 0.0479
0.0068 0.010046332 3.4057
-0.0004 -0.00057488 -0.1949
-0.0075 -0.011013312 -3.7335
0.0065 0.0095616 3.2414
-0.0025 -0.00369904 -1.2540
-0.0021 -0.003136832 -1.0634
0.0048 0.007123689 2.4149
0.0067 0.009943439 3.3708
0.0045 0.006572017 2.2279
-0.0002 -0.000304386 -0.1032
0.0032 0.004665121 1.5815
0.0099 0.01458044 4.9428
0.0036 0.005372954 1.8214
0.0033 0.0048021 1.6279
-0.0009 -0.001337005 -0.4532
-0.0090 -0.013240881 -4.4887
0.0103 0.01513568 5.1310
0.0023 0.003407163 1.1550
0.0002 0.000304137 0.1031
0.0053 0.007812852 2.6486
0.0018 0.00266151 0.9023
-0.0036 -0.005302027 -1.7974
-0.0065 -0.009538744 -3.2336
0.0070 0.010260476 3.4783
-0.0044 -0.006463475 -2.1911
0.0075 0.011050168 3.7460
0.0070 0.010368497 3.5149
0.0017 0.00244074 0.8274
0.0010 0.001508225 0.5113
-0.0022 -0.003266744 -1.1074
0.0116 0.017093617 5.7947
0.0040 0.005854897 1.9848
-0.0040 -0.005861174 -1.9869
-0.0013 -0.001904324 -0.6456
0.0003 0.000466857 0.1583
-0.0084 -0.012434066 -4.2151
-0.0054 -0.007915186 -2.6832
-0.0038 -0.005555092 -1.8832
0.0052 0.007676863 2.6025
0.0045 0.006651899 2.2550
-0.0131 -0.019325179 -6.5512
-0.0133 -0.019529733 -6.6206
0.0073 0.010717724 3.6333
0.0127 0.018711108 6.3431
-0.0120 -0.017694173 -5.9983
-0.0087 -0.012857705 -4.3588
-0.0040 -0.005831754 -1.9770
-0.0082 -0.012017279 -4.0739
-0.0159 -0.023418651 -7.9389
0.0091 0.013381062 4.5362
-0.0012 -0.001818515 -0.6165
-0.0069 -0.010199572 -3.4577
-0.0043 -0.006335731 -2.1478
0.0071 0.010457499 3.5451
-0.0137 -0.020222901 -6.8556
-0.0241 -0.035573222 -12.0593
-0.0270 -0.039848743 -13.5087
0.0031 0.004506492 1.5277
-0.0046 -0.006707782 -2.2739
0.0153 0.022577284 7.6537
-0.0218 -0.032106073 -10.8840
0.0230 0.03385187 11.4758
0.0038 0.00561737 1.9043
0.0068 0.010092416 3.4213
-0.0125 -0.018449017 -6.2542
-0.0144 -0.021226283 -7.1957
-0.0057 -0.008361097 -2.8344
-0.0097 -0.014227891 -4.8233
0.0077 0.011276562 3.8228
-0.0098 -0.014460202 -4.9020
-0.0094 -0.013876247 -4.7040
0.0218 0.032092912 10.8795
-0.0051 -0.007558647 -2.5624
0.0183 0.026943903 9.1340
-0.0006 -0.000872651 -0.2958
0.0165 0.024292094 8.2350
-0.0028 -0.004054814 -1.3746
0.0006 0.000839843 0.2847
0.0065 0.009540584 3.2343
-0.0012 -0.001836378 -0.6225
-0.0098 -0.014408249 -4.8844
0.0095 0.014032322 4.7570
-0.0006 -0.000863567 -0.2927
0.0038 0.005617914 1.9045
0.0062 0.009062895 3.0723
0.0076 0.011158412 3.7827
-0.0100 -0.014749228 -5.0000
-0.0053 -0.00778482 -2.6391
-0.0069 -0.010224741 -3.4662
0.0096 0.014188091 4.8098
0.0053 0.007881127 2.6717
0.0040 0.005951977 2.0177
0.0120 0.017726674 6.0093
 0.0017 0.00244729 0.8296
0.0006 0.000948005 0.3214
-0.0013 -0.001930511 -0.6544
-0.0080 -0.011786739 -3.9957
-0.0170 -0.025048191 -8.4913
0.0087 0.012808112 4.3419
-0.0194 -0.02855671 -9.6807
0.0058 0.008503086 2.8825
0.0177 0.026090223 8.8446
0.0050 0.007384966 2.5035
0.0013 0.001896772 0.6430
0.0076 0.011261582 3.8177
0.0019 0.002751445 0.9327
0.0054 0.007894222 2.6761
-0.0014 -0.002097368 -0.7110
-0.0182 -0.026842735 -9.0997
-0.0085 -0.012452709 -4.2215
0.0062 0.009139921 3.0984
0.0046 0.006843623 2.3200
0.0074 0.010908572 3.6980
0.0002 0.000359437 0.1218
0.0000 0 0.0000
-0.0065 -0.009533025 -3.2317
-0.0112 -0.016509931 -5.5969
0.0051 0.007587965 2.5723
0.0041 0.006093046 2.0655
 0.0028 0.004145903 1.4055
0.0049 0.007211969 2.4449
-0.0031 -0.004561317 -1.5463
-0.0025 -0.003633147 -1.2316
-0.0053 -0.007849191 -2.6609
0.0138 0.020333573 6.8931
0.0003 0.000473641 0.1606
0.0014 0.002014709 0.6830
0.0002 0.00023644 0.0802
0.0050 0.007398184 2.5080
-0.0036 -0.00526521 -1.7849
-0.0084 -0.012361545 -4.1906
0.0017 0.002487383 0.8432
-0.0064 -0.009434941 -3.1984
-0.0111 -0.016355566 -5.5445
-0.0009 -0.001292752 -0.4382
0.0000 -5.53865E-05 -0.0188
0.0167 0.024576465 8.3314
0.0058 0.008505498 2.8834
0.0017 0.002513688 0.8521
0.0020 0.00298114 1.0106
0.0116 0.017162399 5.8181
0.0006 0.000925467 0.3137
-0.0114 -0.016841869 -5.7094
-0.0050 -0.007397073 -2.5076
-0.0053 -0.007788003 -2.6401
-0.0079 -0.011657089 -3.9518
-0.0020 -0.002971574 -1.0074
-0.0078 -0.011510681 -3.9021
-0.0034 -0.005076999 -1.7211
0.0123 0.018105112 6.1376
0.0051 0.00744779 2.5248
0.0002 0.000245901 0.0834
0.0082 0.012027736 4.0774
-0.0041 -0.006079815 -2.0611
-0.0026 -0.003901226 -1.3225
-0.0013 -0.001930693 -0.6545
0.0066 0.009661913 3.2754
0.0113 0.01671718 5.6671
0.0059 0.008764632 2.9712
0.0005 0.000693089 0.2350
-0.0021 -0.003041209 -1.0310
0.0119 0.017606438 5.9686
0.0119 0.017463867 5.9203
0.0036 0.005271144 1.7869
0.0001 0.000201336 0.0683
0.0073 0.010819887 3.6679
0.0031 0.004551459 1.5429
0.0061 0.008996949 3.0500
-0.0010 -0.001450988 -0.4919
-0.0056 -0.008227426 -2.7891
-0.0090 -0.013261658 -4.4957
 0.0113 0.016646665 5.6432
-0.0033 -0.004909933 -1.6645
0.0109 0.01599966 5.4239
0.0085 0.012573561 4.2624
0.0038 0.005551851 1.8821
-0.0059 -0.008737409 -2.9620
-0.0040 -0.005826353 -1.9751
0.0058 0.008607756 2.9180
-0.0053 -0.007782174 -2.6382
0.0058 0.008539828 2.8950
-0.0075 -0.011107023 -3.7653
0.0011 0.001576466 0.5344
0.0040 0.005928226 2.0097
0.0040 0.005923304 2.0080
0.0082 0.01215097 4.1192
-0.0029 -0.004300415 -1.4578
-0.0136 -0.019988002 -6.7759
-0.0016 -0.002352988 -0.7977
0.0129 0.018996032 6.4397
-0.0072 -0.010637776 -3.6062
0.0096 0.014214732 4.8188
-0.0006 -0.000815033 -0.2763
-0.0020 -0.002937906 -0.9960
-0.0011 -0.001571772 -0.5328
-0.0098 -0.014412462 -4.8858
-0.0087 -0.012804431 -4.3407
-0.0121 -0.017850667 -6.0514
-0.0051 -0.007497229 -2.5416
-0.0020 -0.002988605 -1.0131
-0.0117 -0.017174713 -5.8222
0.0066 0.009728825 3.2981
-0.0058 -0.008566177 -2.9039
0.0089 0.013161198 4.4616
0.0132 0.019511233 6.6143
0.0363 0.053415057 18.1077
-0.0101 -0.014918429 -5.0573
0.0025 0.003619918 1.2272
-0.0069 -0.010184606 -3.4526
0.0159 0.023456261 7.9517
0.0068 0.009999573 3.3899
0.0003 0.000494185 0.1675
-0.0057 -0.008380332 -2.8409
0.0071 0.010497321 3.5586
-0.0019 -0.002852173 -0.9669
0.0138 0.020343484 6.8964
-0.0055 -0.00817719 -2.7721
-0.0149 -0.021968362 -7.4473
0.0023 0.003342936 1.1333
0.0044 0.006446822 2.1855
0.0036 0.005292344 1.7941
-0.0050 -0.007332961 -2.4859
0.0007 0.000971143 0.3292
-0.0076 -0.011266733 -3.8194
-0.0129 -0.01895877 -6.4270
0.0017 0.002440692 0.8274
0.0000 -6.27704E-06 -0.0021
0.0119 0.017577102 5.9586
-0.0091 -0.013467945 -4.5656
-0.0021 -0.003076027 -1.0428
0.0082 0.012141228 4.1159
0.0043 0.00636911 2.1591
-0.0005 -0.000746422 -0.2530
-0.0045 -0.00657239 -2.2280
0.0065 0.009561995 3.2415
0.0038 0.00554057 1.8783
0.0005 0.000797782 0.2704
0.0025 0.003704834 1.2559
-0.0114 -0.016820409 -5.7021
-0.0216 -0.031848796 -10.7967
-0.0002 -0.00034414 -0.1167
-0.0049 -0.007286112 -2.4700
0.0073 0.010724893 3.6357
-0.0026 -0.003872433 -1.3128
0.0031 0.004565485 1.5477
0.0064 0.009411064 3.1904
0.0021 0.003142672 1.0654
-0.0078 -0.011466871 -3.8873
-0.0154 -0.022746971 -7.7112
-0.0064 -0.009456399 -3.2057
-0.0013 -0.001968861 -0.6674
-0.0053 -0.007790526 -2.6410
-0.0017 -0.002505545 -0.8494
0.0029 0.004204064 1.4252
-0.0085 -0.012470736 -4.2276
-0.0093 -0.013733183 -4.6555
0.0029 0.004326878 1.4668
-0.0125 -0.018404042 -6.2390
0.0016 0.002326462 0.7887
-0.0123 -0.018166304 -6.1584
0.0079 0.011572854 3.9232
-0.0085 -0.012536226 -4.2498
0.0162 0.023825218 8.0767
0.0070 0.010275023 3.4832
-0.0167 -0.02458193 -8.3333
0.0094 0.013899516 4.7119
0.0017 0.002456075 0.8326
0.0006 0.000813443 0.2758
-0.0033 -0.004927116 -1.6703
-0.0090 -0.013206433 -4.4770
-0.0164 -0.02413039 -8.1802
0.0082 0.012022709 4.0757
0.0209 0.030767574 10.4302
0.0043 0.006316017 2.1411
-0.0053 -0.007882586 -2.6722
-0.0089 -0.013104191 -4.4423
0.0068 0.010052989 3.4080
-0.0207 -0.030435194 -10.3175
0.0043 0.006365834 2.1580
0.0003 0.000441524 0.1497
0.0090 0.013292238 4.5061
0.0052 0.007632912 2.5876
0.0030 0.004365995 1.4801
-0.0048 -0.007080329 -2.4002
0.0084 0.012438171 4.2165
-0.0066 -0.009663549 -3.2759
-0.0170 -0.025107047 -8.5113
0.0021 0.00313649 1.0633
-0.0126 -0.01858203 -6.2993
0.0518 0.076363967 25.8874
0.0285 0.042002849 14.2390
-0.0010 -0.001525078 -0.5170
-0.0129 -0.018940236 -6.4207
0.0114 0.016777004 5.6874
-0.0051 -0.007506798 -2.5448
-0.0033 -0.004865376 -1.6494
-0.0100 -0.01478396 -5.0118
-0.0040 -0.005965848 -2.0224
-0.0124 -0.018248068 -6.1861
-0.0043 -0.00638922 -2.1659
0.0167 0.024546094 8.3211
-0.0070 -0.010292685 -3.4892
0.0063 0.009217769 3.1248
 VaR Using Montecarlo Simulation
Nifty

Mean 0.0002
test Price SD 0.008403095598

Possible return Probability

Random of Index Returns distribution of
function Norminv() Stock Returns
1 0.998689 0.025501022381 0.0375758712
2 0.998689 0.025501022381 0.0375758712
3 0.931741 0.01272853877 0.0187555591
4 0.272125 -0.004878302186 -0.0071882
5 0.73283 0.005438976759 0.0080143567
6 0.507968 0.000385180875 0.0005675658
7 0.07288 -0.012006392484 -0.017691473
8 0.116849 -0.009789793957 -0.014425305
9 0.487993 -3.56061354E-05 -5.24658E-05
10 0.84165 0.008631040596 0.0127178771
11 0.878133 0.010012871243 0.0147540108
12 0.753489 0.005977738603 0.0088082247
13 0.745814 0.005774918709 0.0085093687
14 0.518661 0.000610541973 0.0008996363
15 0.497476 0.000164172004 0.0002419082
16 0.77158 0.006469729984 0.0095331762
17 0.723054 0.005191444294 0.0076496165
18 0.297032 -0.004261138752 -0.006278807
19 0.612918 0.002628458662 0.0038730457
20 0.485979 -7.80569145E-05 -0.000115017
21 0.030599 -0.01551372548 -0.022859544
22 0.361528 -0.002760526197 -0.004067648
23 0.637386 0.003170854675 0.0046722686
24 0.759915 0.006150170015 0.0090623032
25 0.215398 -0.00640288438 -0.009434679
26 0.768723 0.006390638445 0.0094166345
27 0.734321 0.005477111958 0.0080705491
28 0.93881 0.013198952544 0.019448716
29 0.127631 -0.009342526757 -0.013766255
30 0.389299 -0.00214516659 -0.003160913
31 0.51663 0.000567719422 0.0008365371
32 0.274105 -0.004828262132 -0.007114466
33 0.966982 0.015663726308 0.0230805712
34 0.112551 -0.009976236003 -0.014700029
35 0.440945 -0.001031143426 -0.001519394
36 0.812687 0.007677938715 0.0113134772
37 0.893762 0.010694172461 0.0157579112
38 0.487185 -5.26470457E-05 -7.757566E-05
39 0.594989 0.002237416724 0.0032968436
40 0.509324 0.000413749505 0.0006096618
41 0.484125 -0.000117137883 -0.000172603
42 0.055454 -0.013178246742 -0.019418206
43 0.46587 -0.000502446304 -0.000740357
44 0.502253 0.00026478532 0.0003901624
45 0.643418 0.003306396576 0.0048719902
46 0.55154 0.001305981208 0.0019243692
47 0.094373 -0.010826834338 -0.015953389
48 0.060075 -0.012842312439 -0.018923205
49 0.450601 -0.0008258498 -0.001216893
50 0.693066 0.004457205788 0.0065677128
51 0.044715 -0.014054554901 -0.02070945
52 0.11768 -0.009754323631 -0.01437304
53 0.025017 -0.016249946363 -0.023944369
54 0.857654 0.009207269779 0.0135669534
55 0.943082 0.01350418463 0.0198984768
56 0.358545 -0.002827531474 -0.00416638
57 0.212187 -0.006495541234 -0.009571209
58 0.155058 -0.008311620764 -0.012247211
59 0.765444 0.006300536546 0.0092838689
60 0.920067 0.012028089642 0.0177234442
61 0.871762 0.009752817953 0.0143708211
62 0.889079 0.010482915114 0.0154466226
63 0.549728 0.001267504844 0.0018676741
64 0.58448 0.002010281118 0.0029621583
65 0.626197 0.002921431104 0.0043047419
66 0.820754 0.007933406613 0.0116899103
67 0.884138 0.010266824463 0.015128212
68 0.487152 -5.33312873E-05 -7.858389E-05
69 0.60207 0.002391280303 0.0035235623
70 0.55015 0.001276467783 0.001880881
71 0.626169 0.002920796678 0.004303807
72 0.015158 -0.017983147143 -0.026498248
73 0.069038 -0.012244398667 -0.018042177
74 0.375947 -0.002439254793 -0.003594253
75 0.080458 -0.011563764397 -0.017039259
76 0.629656 0.002998272203 0.0044179676
77 0.263735 -0.005092343819 -0.007503592
78 0.1618 -0.008077240793 -0.011901851
79 0.241667 -0.005672818803 -0.008358924
80 0.021386 -0.01680674756 -0.024764818
81 0.040413 -0.014453722928 -0.021297626
82 0.05357 -0.013321582565 -0.019629412
83 0.088475 -0.0111285541 -0.016397975
84 0.960423 0.014969930698 0.0220582602
85 0.016771 -0.017643705857 -0.02599808
86 0.129484 -0.009268383022 -0.013657004
87 0.160302 -0.008128771229 -0.011977781
88 0.759817 0.006147516185 0.0090583928
89 0.083439 -0.011398292898 -0.016795436
90 0.838416 0.008519317701 0.012553253
91 0.450252 -0.000833256377 -0.001227807
92 0.415782 -0.001569963757 -0.002313349
93 0.21083 -0.006534928783 -0.009629247
94 0.315218 -0.003825509293 -0.005636905
95 0.261182 -0.005158166691 -0.007600582
96 0.473608 -0.000338976517 -0.000499483
 97 0.079852 -0.011597964698 -0.017089653
98 0.101245 -0.010492312563 -0.01546047
99 0.516366 0.000562159297 0.0008283443
100 0.569083 0.001679809545 0.0024752069
101 0.881616 0.010159048883 0.0149694042
102 0.319851 -0.003716275786 -0.005475949
103 0.168223 -0.007859831966 -0.011581498
104 0.347861 -0.003069124242 -0.004522368
105 0.369623 -0.002579658526 -0.003801138
106 0.928865 0.012547922572 0.0184894204
107 0.250628 -0.005433881814 -0.008006849
108 0.076965 -0.011763703567 -0.01733387
109 0.94944 0.013993777122 0.0206198935
110 0.787697 0.006926830548 0.010206716
111 0.838117 0.008509079508 0.0125381669
112 0.581399 0.001943945531 0.0028644125
113 0.790643 0.007012535897 0.0103330032
114 0.25064 -0.005433562422 -0.008006379
115 0.400878 -0.001892478808 -0.002788576
116 0.121048 -0.0096123125 -0.014163786
117 0.256723 -0.005273937777 -0.007771171
118 0.168013 -0.00786683326 -0.011591814
119 0.553243 0.001342154709 0.001977671
120 0.579759 0.001908673897 0.0028124396
121 0.720063 0.00511658699 0.0075393139
122 0.700294 0.004631015183 0.0068238217
123 0.529395 0.000837052248 0.0012334003
124 0.674073 0.004008712708 0.0059068562
125 0.582925 0.001976783821 0.0029127999
126 0.819897 0.00790594626 0.0116494474
127 0.139179 -0.008891763265 -0.013102053
128 0.454607 -0.000740873722 -0.001091681
129 0.027225 -0.01594388802 -0.023493391
130 0.367803 -0.002620208698 -0.003860889
131 0.908603 0.011411940219 0.0168155453
132 0.170934 -0.007769639053 -0.011448598
133 0.865406 0.00950219922 0.0140015333
134 0.659655 0.003675386695 0.0054156988
135 0.66552 0.003810281563 0.005614467
136 0.095629 -0.010764389067 -0.015861376
137 0.399434 -0.00192388459 -0.002834853
138 0.458676 -0.000654666388 -0.000964654
139 0.20517 -0.006700902558 -0.00987381
140 0.458806 -0.000651898007 -0.000960575
141 0.680948 0.004169746394 0.0061441401
142 0.724746 0.005233965088 0.0077122711
143 0.385977 -0.00221805146 -0.003268309
144 0.049721 -0.013627320081 -0.020079917
145 0.090296 -0.011033878022 -0.016258469
146 0.492293 5.497797869E-05 8.10103E-05
147 0.844392 0.008726926593 0.0128591656
148 0.474436 -0.000321505838 -0.00047374
149 0.70503 0.004745965384 0.0069932013
150 0.736321 0.005528454735 0.0081462029
151 0.497162 0.000157547942 0.0002321476
152 0.794993 0.007140394407 0.0105214033
153 0.691609 0.004422379297 0.0065163958
154 0.059185 -0.01290540665 -0.019016175
155 0.250094 -0.005447977095 -0.008027619
156 0.037666 -0.014727043517 -0.021700365
157 0.126609 -0.00938377027 -0.013827028
158 0.617148 0.002721439449 0.0040100533
159 0.113593 -0.009930564373 -0.014632731
160 0.396013 -0.001998409683 -0.002944666
161 0.11331 -0.009942938269 -0.014650964
162 0.072947 -0.012002354905 -0.017685524
163 0.490509 1.739037252E-05 2.562479E-05
164 0.69207 0.004433387407 0.0065326163
165 0.5946 0.002228976381 0.0032844067
166 0.195301 -0.006996959288 -0.010310051
167 0.292484 -0.00437194589 -0.006442082
168 0.037039 -0.014791702689 -0.02179564
169 0.346011 -0.003111241182 -0.004584428
170 0.00031 -0.028544147699 -0.04205993
171 0.127777 -0.009336675548 -0.013757633
172 0.514567 0.000524224606 0.0007724473
173 0.378158 -0.002390335369 -0.00352217
174 0.573031 0.001764315388 0.0025997267
175 0.569884 0.001696940901 0.0025004501
176 0.398906 -0.001935375391 -0.002851784
177 0.723544 0.00520375016 0.0076677493
178 0.370057 -0.002569992249 -0.003786895
179 0.97351 0.016478061032 0.0242804971
180 0.031408 -0.015416578349 -0.022716398
181 0.602546 0.002401656586 0.0035388518
182 0.396645 -0.001984632034 -0.002924364
183 0.650474 0.003465973035 0.0051071269
184 0.891964 0.010612281861 0.0156372451
185 0.15539 -0.008299941477 -0.012230001
186 0.01899 -0.017219614521 -0.025373179
187 0.245647 -0.00556612715 -0.008201713
188 0.847951 0.008853073244 0.0130450433
189 0.641677 0.003267189331 0.0048142182
190 0.919193 0.011978818906 0.0176508435
191 0.507762 0.000380833032 0.0005611592
192 0.454761 -0.000737599482 -0.001086856
193 0.272222 -0.004875831095 -0.007184559
194 0.966324 0.015589316114 0.0229709274
195 0.765158 0.006292700463 0.0092723224
196 0.722348 0.005173725683 0.0076235081
197 0.155414 -0.008299085812 -0.01222874
198 0.301399 -0.00415547757 -0.006123115
199 0.972691 0.016367281334 0.0241172627
200 0.875146 0.009889794755 0.0145726571
201 0.441218 -0.001025333597 -0.001510834
202 0.206816 -0.006652369202 -0.009802296
203 0.577161 0.001852884746 0.002730234
204 0.567333 0.001642392836 0.0024200732
205 0.901468 0.011056987991 0.0162925215
206 0.329323 -0.003495008081 -0.00514991
207 0.283915 -0.004582938957 -0.006752981
208 0.688452 0.004347183134 0.0064055939
209 0.915937 0.011798921209 0.0173857635
210 0.019416 -0.017143225196 -0.025260619
211 0.769992 0.006425721135 0.009468329
212 0.701706 0.00466519902 0.0068741917
213 0.790395 0.007005288177 0.0103223236
214 0.878232 0.010016981525 0.0147600673
215 0.215433 -0.006401861606 -0.009433172
216 0.89536 0.010767813022 0.0158664209
217 0.796987 0.00719953098 0.0106085413
218 0.110715 -0.010057405056 -0.014819632
219 0.369171 -0.002589719788 -0.003815964
220 0.586404 0.002051768708 0.0030232904
221 0.247898 -0.005506187489 -0.008113392
222 0.559403 0.001473216018 0.0021707904
223 0.687158 0.004316450495 0.0063603092
224 0.275651 -0.004789319955 -0.007057084
225 0.898362 0.010908346334 0.0160734974
226 0.068649 -0.012269081755 -0.018078547
227 0.117219 -0.009773982742 -0.014402008
228 0.00796 -0.020040306888 -0.029529482
229 0.452413 -0.000787405369 -0.001160245
230 0.28743 -0.00449604023 -0.006624936
231 0.650175 0.003459187558 0.0050971284
232 0.672831 0.003979759154 0.005864193
233 0.536841 0.000994439137 0.0014653105
234 0.330181 -0.003475102615 -0.005120579
235 0.3625 -0.002738749489 -0.00403556
236 0.529455 0.000838313064 0.0012352581
237 0.229339 -0.006009585299 -0.008855151
238 0.923896 0.012248654201 0.0180484471
239 0.165699 -0.007944615661 -0.011706427
240 0.493684 8.429070642E-05 0.0001242027
241 0.53861 0.001031861245 0.0015204522
242 0.798198 0.007235615691 0.0106617123
243 0.817935 0.007843335937 0.0115571908
244 0.903811 0.011171421894 0.0164611404
245 0.867468 0.009582585472 0.0141199828
246 0.91035 0.011501937709 0.016948157
247 0.552128 0.001318480759 0.0019427873
248 0.075091 -0.011873770159 -0.017496054
249 0.967996 0.01578088883 0.0232532107
250 0.669637 0.003905549559 0.0057548448
251 0.451184 -0.000813478787 -0.001198665
252 0.691859 0.004428358863 0.0065252067
253 0.032313 -0.015310241414 -0.02255971
254 0.872349 0.009776385058 0.0144055474
255 0.785175 0.00685403277 0.0100994481
256 0.063743 -0.012589732636 -0.018551028
257 0.030969 -0.015469108365 -0.022793801
258 0.478061 -0.000245011523 -0.000361026
259 0.608089 0.002522647748 0.0037171328
260 0.560378 0.00149400171 0.0022014182
261 0.692289 0.004438610774 0.0065403129
262 0.285697 -0.004538822602 -0.006687976
263 0.958541 0.014788329904 0.0217906706
264 0.771898 0.006478575466 0.0095462101
265 0.833633 0.00835674937 0.0123137078
266 0.129822 -0.009254896707 -0.013637132
267 0.283617 -0.004590331248 -0.006763874
268 0.826388 0.008116134195 0.0119591602
269 0.014824 -0.018057491191 -0.026607795
270 0.046498 -0.013898197176 -0.020479056
271 0.520271 0.000644502465 0.0009496773
272 0.989154 0.019508553053 0.0287459407
273 0.376387 -0.002429508251 -0.003579891
274 0.744895 0.005750869714 0.0084739324
275 0.733437 0.005454482878 0.0080372051
276 0.627542 0.002951281515 0.0043487266
277 0.263442 -0.005099883569 -0.007514701
278 0.284171 -0.004576601865 -0.006743643
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280 0.076875 -0.01176891824 -0.017341554
281 0.798557 0.007246325657 0.0106774935
282 0.666147 0.003824774925 0.0056358231
283 0.234987 -0.005854086527 -0.008626023
284 0.603974 0.002432792213 0.0035847303
285 0.481283 -0.000177051929 -0.000260887
286 0.192168 -0.007092826423 -0.010451312
287 0.670181 0.003918167063 0.0057734368
288 0.215984 -0.006386066499 -0.009409898
289 0.380054 -0.002348449617 -0.003460451
290 0.368876 -0.002596291781 -0.003825648
291 0.412096 -0.001649468196 -0.002430499
292 0.122569 -0.009549092523 -0.014070631
293 0.251824 -0.005402325947 -0.007960352
294 0.811928 0.007654283943 0.0112786218
295 0.399577 -0.001920771305 -0.002830265
296 0.102636 -0.01042665251 -0.015363719
297 0.723546 0.005203808286 0.0076678349
298 0.622062 0.002829871021 0.0041698277
299 0.722602 0.005180106918 0.0076329108
300 0.43388 -0.001181816052 -0.001741411
301 0.390359 -0.002121953537 -0.003126708
302 0.910903 0.011530728847 0.0169905808
303 0.929455 0.012584546769 0.0185433863
304 0.56395 0.001570166695 0.0023136477
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306 0.06321 -0.012625749424 -0.018604099
307 0.318656 -0.003744384986 -0.005517368
308 0.901224 0.011045225008 0.0162751887
309 0.152678 -0.008395982223 -0.012371518
310 0.152678 -0.008395982229 -0.012371518
311 0.123842 -0.009496606505 -0.013993292
312 0.64459 0.003332815515 0.0049109187
313 0.038852 -0.014607123121 -0.021523662
314 0.423166 -0.001411192302 -0.002079398
315 0.266246 -0.005027931468 -0.00740868
316 0.817375 0.007825547165 0.011530979
317 0.522192 0.000685010151 0.0010093655
318 0.812953 0.007686250653 0.0113257249
319 0.123408 -0.009514435829 -0.014019564
320 0.357542 -0.002850097489 -0.004199631
321 0.590284 0.002135562904 0.0031467615
322 0.66771 0.003860900715 0.0056890546
323 0.268858 -0.004961251444 -0.007310426
324 0.126613 -0.009383620116 -0.013826806
325 0.835858 0.008431989465 0.0124245744
326 0.634523 0.003106799708 0.0045778833
327 0.648899 0.003430249795 0.0050544885
328 0.339079 -0.003269764892 -0.004818013
329 0.07402 -0.011937628258 -0.017590149
330 0.692297 0.004438810827 0.0065406077
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332 0.264507 -0.00507251335 -0.007474371
333 0.185762 -0.007291849952 -0.010744574
334 0.554554 0.001370024315 0.002018737
335 0.695829 0.004523429595 0.0066652939
336 0.932869 0.012801038729 0.0188623882
337 0.420129 -0.001476426458 -0.002175521
338 0.054755 -0.013231013317 -0.019495958
339 0.531304 0.000877383493 0.0012928285
340 0.387262 -0.002189845408 -0.003226747
341 0.953945 0.014371270839 0.0211761322
342 0.737129 0.005549259708 0.0081768591
343 0.280115 -0.004677478571 -0.006892286
344 0.811269 0.007633764721 0.0112483867
345 0.78641 0.006889625868 0.0101518947
346 0.842685 0.008667103523 0.012771016
347 0.628397 0.00297028724 0.0043767316
348 0.869513 0.009663194069 0.0142387599
349 0.868487 0.00962265475 0.0141790251
350 0.235622 -0.005836728931 -0.008600446
351 0.951959 0.014201330033 0.0209257237
352 0.228412 -0.006035308158 -0.008893054
353 0.171862 -0.007738994387 -0.011403443
354 0.485142 -9.5696549E-05 -0.000141009
355 0.645132 0.003345061854 0.0049289637
356 0.215403 -0.006402749879 -0.009434481
357 0.771709 0.006473320395 0.0095384667
358 0.942076 0.01343074741 0.0197902667
359 0.734155 0.005472865838 0.0080642924
360 0.657661 0.003629728628 0.0053484215
361 0.051437 -0.013488783041 -0.019875782
362 0.416909 -0.001545706577 -0.002277606
363 0.908936 0.011429022061 0.0168407154
364 0.150116 -0.008487725472 -0.012506702
365 0.427017 -0.001328627233 -0.001957738
366 0.020971 -0.016875365013 -0.024865926
367 0.324408 -0.003609512704 -0.005318633
368 0.592095 0.002174732438 0.003204478
369 0.223238 -0.006179968795 -0.009106212
370 0.076889 -0.011768120043 -0.017340378
371 0.655798 0.003587153662 0.0052856871
372 0.39643 -0.001989310019 -0.002931257
373 0.696624 0.0045425426 0.006693457
374 0.06683 -0.012385808649 -0.018250545
375 0.217384 -0.006345966477 -0.00935081
376 0.063054 -0.012636284391 -0.018619622
377 0.46442 -0.000533093625 -0.000785516
378 0.627231 0.002944370781 0.0043385436
379 0.631331 0.003035572887 0.0044729303
380 0.632954 0.003071759729 0.0045262518
381 0.078245 -0.011689633284 -0.017224727
382 0.458828 -0.000651432251 -0.000959888
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384 0.356873 -0.002865172811 -0.004221845
385 0.828117 0.008172978822 0.0120429211
386 0.026137 -0.01609196515 -0.023711583
387 0.368374 -0.002607476564 -0.003842128
388 0.273498 -0.004843586999 -0.007137047
389 0.914058 0.011697458039 0.017236257
390 0.858341 0.009232969111 0.0136048215
391 0.13278 -0.00913822139 -0.01346521
392 0.448704 -0.000866124034 -0.001276238
393 0.44229 -0.001002503841 -0.001477194
394 0.207393 -0.006635394584 -0.009777284
395 0.958342 0.014769504497 0.0217629313
396 0.621582 0.00281924756 0.004154174
397 0.819893 0.007905810772 0.0116492477
398 0.670069 0.003915562269 0.0057695986
399 0.279134 -0.004701964126 -0.006928365
400 0.287867 -0.004485262059 -0.006609054
401 0.874835 0.009877093303 0.0145539414
402 0.547048 0.001210639596 0.0017838829
403 0.141967 -0.008786801164 -0.012947391
404 0.375532 -0.002448431349 -0.003607775
405 0.093549 -0.01086815931 -0.016014282
406 0.493223 7.458284095E-05 0.0001098982
407 0.187018 -0.007252502311 -0.010686595
408 0.949284 0.013981218093 0.0206013878
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410 0.237209 -0.005793471046 -0.008536706
411 0.084535 -0.01133859013 -0.016707464
412 0.050133 -0.013593719463 -0.020030407
413 0.973474 0.016473080309 0.0242731579
414 0.886194 0.010355932373 0.0152595129
415 0.469961 -0.000415992639 -0.000612967
416 0.120569 -0.009632322984 -0.014193271
417 0.76135 0.006189013942 0.0091195399
418 0.866838 0.009557941782 0.0140836702
419 0.391389 -0.00209940017 -0.003093476
420 0.027097 -0.015960941545 -0.023518519
421 0.331588 -0.003442479551 -0.005072509
422 0.008751 -0.019748351764 -0.029099285
423 0.490456 1.62912347E-05 2.400521E-05
424 0.929333 0.012576923691 0.0185321536
425 0.819144 0.007881868357 0.0116139685
426 0.56779 0.00165215493 0.0024344577
427 0.122828 -0.009538385081 -0.014054853
428 0.877512 0.0099871194 0.0147160654
429 0.724944 0.00523895923 0.00771963
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431 0.20559 -0.006688503434 -0.00985554
432 0.188312 -0.007212137432 -0.010627117
433 0.376266 -0.002432180045 -0.003583828
434 0.117736 -0.009751952819 -0.014369546
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436 0.218801 -0.00630554913 -0.009291255
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438 0.572446 0.001751784754 0.0025812627
439 0.492438 5.804048595E-05 8.552292E-05
440 0.879062 0.010051569619 0.0148110331
441 0.744066 0.005729186671 0.0084419823
442 0.043141 -0.014196850543 -0.020919123
443 0.228999 -0.006019012497 -0.008869042
444 0.223913 -0.006160997143 -0.009078257
445 0.659052 0.003661572298 0.0053953433
446 0.436789 -0.001119722395 -0.001649916
447 0.107642 -0.010195486187 -0.015023095
448 0.339235 -0.003266183411 -0.004812736
449 0.667479 0.003855546053 0.0056811645
450 0.388262 -0.002167894018 -0.003194402
451 0.064453 -0.012542166614 -0.018480939
452 0.206046 -0.006675026138 -0.009835681
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454 0.426055 -0.001349237326 -0.001988107
455 0.412335 -0.001644307049 -0.002422894
456 0.844982 0.008747715198 0.0128897977
457 0.499014 0.000196564014 0.000289638
458 0.586229 0.002047980166 0.003017708
459 0.184801 -0.007322073273 -0.010789108
460 0.191399 -0.007116487178 -0.010486176
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462 0.928436 0.012521509068 0.0184504999
463 0.030649 -0.015507737598 -0.022850721
464 0.643605 0.003310613907 0.0048782045
465 0.204341 -0.006725438127 -0.009909963
466 0.524357 0.000730686849 0.0010766704
467 0.708861 0.004839549249 0.0071310976
468 0.255244 -0.005312548581 -0.007828064
469 0.94739 0.013830841355 0.020379807
470 0.749708 0.005877416007 0.0086603989
471 0.405439 -0.001793473312 -0.002642691
472 0.135566 -0.009029937175 -0.013305653
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475 0.444124 -0.000963488319 -0.001419704
476 0.053483 -0.013328284406 -0.019639287
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479 0.867087 0.009567671515 0.014098007
480 0.58914 0.002110833679 0.0031103229
481 0.408808 -0.001720524866 -0.002535201
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483 0.878878 0.010043898212 0.0147997292
484 0.691184 0.004412244118 0.0065014616
485 0.497785 0.000170665943 0.000251477
486 0.207858 -0.006621746422 -0.009757173
487 0.766963 0.006342183335 0.0093452357
488 0.489843 3.362168167E-06 4.95417E-06
lo Simulation

Probability
Dist of
Gains /
Losses
12.73822034 -7.0667
12.73822034
6.358134549
-2.43679987
2.716866929
0.19240479
-5.99740946
-4.89017854
-0.01778591
4.311360353
5.001609669
2.985988181
2.884675989
0.304976721
0.082006875
3.231746745
2.593220001
-2.12851561
 1.31296248
-0.03899084
-7.74938551
-1.37893259
1.583899065
3.07212078
-3.19835616
3.192239095
2.735916149
6.593114708
-4.66676052
-1.07154938
0.283586084
-2.41180396
7.824313631
-4.98330971
-0.51507473
3.835268784
5.341931908
-0.02629815
1.117629983
0.206675336
-0.05851248
-6.58277179
-0.25098099
0.13226504
1.651604688
0.652361154
-5.40819891
-6.41496655
-0.41252686
2.226454633
-7.02050351
-4.87246048
-8.11714112
4.599197216
6.745583637
-1.41240294
-3.24463993
-4.15180439
3.147231572
6.008247584
4.871708363
5.236405055
0.633141516
1.004171654
1.459307495
3.962879604
5.12846388
-0.02663994
1.194487614
0.637618666
1.458990589
-8.98290615
-6.11629784
-1.21845174
-5.77630875
1.49769101
-2.54371753
-4.03472737
-2.83367525
-8.39527335
-7.21989513
-6.65437061
-5.55891337
7.477750218
-8.81334911
-4.62972438
-4.06046775
3.070795144
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4.255552753
-0.41622658
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-0.16932488
-5.79339242
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0.280808702
0.839095146
5.074628035
-1.85634674
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-1.53308288
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6.267913502
-2.71432191
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6.990143911
3.460076716
4.250438591
0.971035833
3.502888082
-2.71416237
-0.94532728
-4.80152336
-2.63442698
-3.92962501
0.67043047
0.953417016
2.555827428
2.313275558
0.418122686
2.002424255
0.98743915
3.949162662
-4.44159603
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-7.96425946
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5.700469841
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1.835921903
1.903304322
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2.082863484
2.614459904
-1.10795668
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0.027462491
4.359257137
-0.16059796
2.370695256
2.761562791
0.078698037
3.566755712
2.209058173
-6.44648324
-2.72136276
-7.35642369
-4.68736239
1.359408059
-4.9604959
-0.99824166
-4.96667689
-5.99539262
0.008686805
2.214556922
1.11341388
-3.49510729
-2.18386578
-7.38872211
-1.55412105
-14.2583163
-4.66383773
0.26185964
-1.1940156
0.881307338
0.847652567
-0.96675489
2.599367003
-1.28375745
8.231088504
-7.70085877
1.199670755
-0.99135947
1.731316005
5.301026077
-4.14597037
-8.60150784
-2.78038084
4.422269663
1.632019962
5.983635963
0.190232964
-0.36844424
-2.43556552
7.787144398
3.143317308
2.584369236
-4.14554296
-2.07573595
8.175752048
4.940130744
-0.51217261
-3.32297833
0.925549329
0.820404826
5.523164805
-1.74581953
-2.28926062
2.171496334
5.893773821
-8.56334999
3.209763531
2.330351001
3.499267715
5.003662829
-3.19784527
5.378716695
3.596295497
-5.02385511
-1.29361171
1.024895453
-2.7504399
0.735897956
2.156144827
-2.39235165
5.448915618
-6.12862749
-4.88228056
-10.0104945
-0.39332317
-2.24585314
1.727926537
1.987961433
0.496740274
-1.7358764
-1.36805474
0.418752486
-3.00189618
6.118423557
-3.96847872
0.042104727
0.515433291
3.61432046
3.917887677
5.580326602
4.78667417
5.745425209
0.658604905
-5.93116222
7.882838423
1.950892403
-0.40634732
2.212045074
-7.64774155
4.883480557
3.423712913
-6.28879838
-7.72709846
-0.12238767
1.260108021
0.746280783
2.217166088
-2.2672237
7.387037348
3.236165222
4.174346942
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4.054155325
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0.321940599
9.744873894
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2.872663082
2.724612515
1.474218314
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1.969391744
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3.619670281
1.910544017
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1.215223562
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1.957195073
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2.599396038
1.413571584
2.587556777
-0.59033842
-1.05995404
5.759806901
6.286207949
0.784326567
-1.37515834
-6.30678942
-1.87038779
5.517288983
-4.19394446
-4.19394446
-4.74372613
1.664801424
-7.29652129
-0.70491599
-2.5115424
3.909001865
0.342174918
3.839420747
-4.7526322
-1.42367507
1.066752164
1.9285895
-2.47823452
-4.68728739
4.211930725
1.551902455
1.713471603
-1.6333065
-5.96306049
2.217266018
3.782500026
-2.53381185
-3.64241049
0.68435184
2.259534618
6.394349585
-0.73750163
-6.60912964
0.438268869
-1.09386725
7.178708827
2.77195525
-2.33648486
3.813203077
3.441492307
4.329374435
1.483712016
4.826939618
4.806689497
-2.91555131
7.093820332
-3.01474521
-3.86576719
-0.04780215
1.670918691
-3.19828897
 3.23354022
6.708900422
2.733795135
1.813114876
-6.73789027
-0.7721083
5.709002528
-4.23977187
-0.66367325
-8.429549
-1.80301666
1.086318053
-3.08700581
-5.87838808
1.791847913
-0.99369621
2.269081909
-6.18693468
-3.16992464
-6.31205182
-0.26628987
1.470766277
1.516323373
1.534399354
-5.83918253
-0.32540215
5.103436383
-1.43120546
4.08255024
-8.03822665
-1.30248154
-2.41945901
5.843091138
4.612034496
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1.408264973
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6.98387045
1.225932104
-2.89394322
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0.008137765
6.282400084
3.937135316
0.825281168
-4.76459528
4.988746159
2.616954568
4.731156513
-3.34102803
-3.60259265
-1.21491777
-4.87127621
-2.58487924
-3.14973545
1.007667178
0.875048061
0.028992269
5.020940205
2.861832011
-7.09158275
-3.00660524
-3.07752913
1.829021363
-0.55932152
-5.09282913
-1.63151749
1.92591475
-1.08290214
-6.2650383
-3.33429587
-3.04834609
-0.67396836
-0.82136101
4.36964142
0.098187268
1.023003008
-3.65750758
-3.55481362
2.045177619
6.254719481
-7.74639446
1.653711321
-3.35947757
0.364991252
2.417442083
-2.65371378
6.908754559
2.935875237
-0.89587225
-4.51061638
2.456505799
-0.37479036
-0.48127978
-6.6577183
-3.80433601
-7.75061725
4.77922438
1.054399471
-0.85943318
-3.69045777
5.017108199
2.203995468
0.085250715
-3.3076817
3.168034894
0.001679464
Beta 1.473504499Tata Steel Latest 339
Beta * Index RSumulated Returns * Latest Price

Simulated Gains / Losses

Index RetStock Returns Distribution VAR
0.0062 0.00915955 3.1051 -6.38
0.0004 0.000518485 0.1758
-0.0023 -0.003401817 -1.1532
-0.0063 -0.009308298 -3.1555
0.0038 0.005551512 1.8820
0.0022 0.003302231 1.1195
0.0085 0.012598379 4.2709
0.0047 0.006918087 2.3452
-0.0020 -0.002958867 -1.0031
0.0039 0.005783931 1.9608
-0.0027 -0.004036412 -1.3683
0.0101 0.014922582 5.0588
-0.0016 -0.002358844 -0.7996
 0.0027 0.004051474 1.3734
-0.0001 -9.87108E-05 -0.0335
-0.0098 -0.014400771 -4.8819
-0.0046 -0.006706418 -2.2735

0.0006 0.000829225 0.2811

0.0012 0.001828399 0.6198
-0.0094 -0.013884079 -4.7067
-0.0038 -0.005537044 -1.8771
-0.0068 -0.00994933 -3.3728
0.0095 0.014015703 4.7513
0.0067 0.009898415 3.3556
0.0015 0.002169254 0.7354
0.0027 0.004022152 1.3635
0.0015 0.002195645 0.7443
0.0006 0.000918696 0.3114
0.0039 0.005819179 1.9727
0.0009 0.001396245 0.4733
-0.0028 -0.004157327 -1.4093
-0.0009 -0.001272279 -0.4313
-0.0131 -0.019288811 -6.5389
-0.0103 -0.015170858 -5.1429
0.0006 0.000865959 0.2936
-0.0009 -0.001382821 -0.4688
-0.0074 -0.010838164 -3.6741
 0.0121 0.017877049 6.0603
0.0097 0.014271946 4.8382
0.0055 0.008101845 2.7465
-0.0080 -0.011766602 -3.9889
-0.0046 -0.006807564 -2.3078
0.0058 0.008525993 2.8903
0.0079 0.011617591 3.9384
0.0054 0.007893031 2.6757
0.0071 0.010522101 3.5670
-0.0018 -0.002678152 -0.9079
-0.0004 -0.000550384 -0.1866
0.0050 0.007419197 2.5151
0.0037 0.00539656 1.8294
-0.0039 -0.005712555 -1.9366
-0.0012 -0.00180593 -0.6122
0.0050 0.007406577 2.5108
0.0000 0 0.0000
-0.0084 -0.012435659 -4.2157
0.0001 0.000141104 0.0478
0.0059 0.008665989 2.9378
0.0051 0.007562109 2.5636
0.0061 0.009008374 3.0538
0.0013 0.001857477 0.6297
-0.0005 -0.000665049 -0.2255
0.0018 0.002630838 0.8919
0.0028 0.004151286 1.4073
 0.0056 0.008295113 2.8120
-0.0038 -0.005648777 -1.9149
0.0082 0.012082079 4.0958
0.0026 0.003880625 1.3155
0.0072 0.010546579 3.5753
0.0065 0.009638756 3.2675
0.0107 0.015704236 5.3237
0.0002 0.000305712 0.1036
-0.0015 -0.002174725 -0.7372
0.0055 0.008064452 2.7338
-0.0073 -0.010729102 -3.6372
-0.0020 -0.002930037 -0.9933
-0.0010 -0.00144376 -0.4894
-0.0235 -0.034685138 -11.7583
-0.0088 -0.012935337 -4.3851
-0.0159 -0.023434736 -7.9444
-0.0021 -0.003027778 -1.0264
0.0095 0.014018702 4.7523
-0.0116 -0.01708093 -5.7904
0.0081 0.011903344 4.0352
-0.0037 -0.005441385 -1.8446
0.0042 0.006245042 2.1171
-0.0089 -0.01308059 -4.4343
-0.0071 -0.010454913 -3.5442
-0.0017 -0.002557823 -0.8671
0.0036 0.005259997 1.7831
-0.0014 -0.002091823 -0.7091
0.0104 0.01529721 5.1858
0.0087 0.012802709 4.3401
-0.0027 -0.003945698 -1.3376
-0.0058 -0.008604243 -2.9168
-0.0033 -0.004852796 -1.6451
-0.0096 -0.014085931 -4.7751
-0.0106 -0.015673162 -5.3132
-0.0093 -0.013728789 -4.6541
0.0087 0.012779677 4.3323
-0.0015 -0.002274851 -0.7712
0.0188 0.027767964 9.4133
0.0005 0.000770275 0.2611
-0.0015 -0.002255642 -0.7647
-0.0049 -0.007200454 -2.4410
-0.0161 -0.023656522 -8.0196
-0.0099 -0.014655771 -4.9683
0.0030 0.004387242 1.4873
0.0030 0.004490414 1.5223
-0.0040 -0.00588821 -1.9961
-0.0116 -0.017099578 -5.7968
0.0132 0.019414109 6.5814
0.0053 0.007761107 2.6310
-0.0069 -0.01022858 -3.4675
0.0097 0.014223644 4.8218
0.0032 0.004782828 1.6214
-0.0114 -0.016866298 -5.7177
0.0192 0.028349205 9.6104
0.0006 0.000920082 0.3119
0.0046 0.00679447 2.3033
0.0022 0.003247473 1.1009
0.0014 0.002109167 0.7150
0.0040 0.005858507 1.9860
0.0021 0.003089154 1.0472
0.0045 0.006698094 2.2707
0.0019 0.002845435 0.9646
-0.0021 -0.003146289 -1.0666
0.0037 0.005463198 1.8520
-0.0001 -0.000174343 -0.0591
0.0020 0.002877565 0.9755
0.0028 0.004121748 1.3973
-0.0041 -0.006092953 -2.0655
0.0045 0.006571838 2.2279
0.0070 0.01030277 3.4926
0.0044 0.006469704 2.1932
-0.0020 -0.002925365 -0.9917
-0.0036 -0.005288584 -1.7928
-0.0058 -0.008496049 -2.8802
0.0091 0.013434047 4.5541
0.0002 0.000316216 0.1072
0.0022 0.003282215 1.1127
-0.0023 -0.003454078 -1.1709
 0.0084 0.012316358 4.1752
0.0000 1.358198E-05 0.0046
-0.0004 -0.000647816 -0.2196
-0.0056 -0.008310435 -2.8172
-0.0055 -0.00803331 -2.7233
-0.0081 -0.011951995 -4.0517
-0.0075 -0.011124766 -3.7713
0.0019 0.002799557 0.9490
-0.0101 -0.01494816 -5.0674
0.0080 0.011749151 3.9830
0.0086 0.012740466 4.3190
0.0078 0.011556251 3.9176
-0.0052 -0.007650287 -2.5934
-0.0018 -0.002628357 -0.8910
0.0114 0.016812341 5.6994
-0.0037 -0.005493272 -1.8622
-0.0063 -0.009355993 -3.1717
-0.0033 -0.004908935 -1.6641
0.0086 0.012672973 4.2961
0.0078 0.01149786 3.8978
-0.0001 -9.56817E-05 -0.0324
0.0018 0.002638727 0.8945
0.0052 0.00761618 2.5819
0.0013 0.001881044 0.6377
-0.0045 -0.006617818 -2.2434
0.0009 0.001315089 0.4458
-0.0017 -0.002433479 -0.8249
-0.0083 -0.012248197 -4.1521
0.0057 0.008450371 2.8647
-0.0029 -0.004239759 -1.4373
0.0075 0.011036157 3.7413
-0.0055 -0.00811011 -2.7493
0.0006 0.000917049 0.3109
-0.0091 -0.013435855 -4.5548
-0.0077 -0.011408121 -3.8674
0.0118 0.017319788 5.8714
-0.0053 -0.00785996 -2.6645
0.0040 0.005878321 1.9928
0.0065 0.009608443 3.2573
-0.0019 -0.002759497 -0.9355
0.0021 0.003135695 1.0630
0.0074 0.010936071 3.7073
0.0087 0.01275454 4.3238
0.0001 0.000141297 0.0479
0.0068 0.010046332 3.4057
-0.0004 -0.00057488 -0.1949
-0.0075 -0.011013312 -3.7335
0.0065 0.0095616 3.2414
-0.0025 -0.00369904 -1.2540
-0.0021 -0.003136832 -1.0634
0.0048 0.007123689 2.4149
0.0067 0.009943439 3.3708
 0.0045 0.006572017 2.2279
-0.0002 -0.000304386 -0.1032
0.0032 0.004665121 1.5815
0.0099 0.01458044 4.9428
0.0036 0.005372954 1.8214
0.0033 0.0048021 1.6279
-0.0009 -0.001337005 -0.4532
-0.0090 -0.013240881 -4.4887
0.0103 0.01513568 5.1310
0.0023 0.003407163 1.1550
0.0002 0.000304137 0.1031
0.0053 0.007812852 2.6486
0.0018 0.00266151 0.9023
-0.0036 -0.005302027 -1.7974
-0.0065 -0.009538744 -3.2336
0.0070 0.010260476 3.4783
-0.0044 -0.006463475 -2.1911
0.0075 0.011050168 3.7460
0.0070 0.010368497 3.5149
0.0017 0.00244074 0.8274
0.0010 0.001508225 0.5113
-0.0022 -0.003266744 -1.1074
0.0116 0.017093617 5.7947
0.0040 0.005854897 1.9848
-0.0040 -0.005861174 -1.9869
-0.0013 -0.001904324 -0.6456
 0.0003 0.000466857 0.1583
-0.0084 -0.012434066 -4.2151
-0.0054 -0.007915186 -2.6832
-0.0038 -0.005555092 -1.8832
0.0052 0.007676863 2.6025
0.0045 0.006651899 2.2550
-0.0131 -0.019325179 -6.5512
-0.0133 -0.019529733 -6.6206
0.0073 0.010717724 3.6333
0.0127 0.018711108 6.3431
-0.0120 -0.017694173 -5.9983
-0.0087 -0.012857705 -4.3588
-0.0040 -0.005831754 -1.9770
-0.0082 -0.012017279 -4.0739
-0.0159 -0.023418651 -7.9389
0.0091 0.013381062 4.5362
-0.0012 -0.001818515 -0.6165
-0.0069 -0.010199572 -3.4577
-0.0043 -0.006335731 -2.1478
0.0071 0.010457499 3.5451
-0.0137 -0.020222901 -6.8556
-0.0241 -0.035573222 -12.0593
-0.0270 -0.039848743 -13.5087
0.0031 0.004506492 1.5277
-0.0046 -0.006707782 -2.2739
0.0153 0.022577284 7.6537
-0.0218 -0.032106073 -10.8840
0.0230 0.03385187 11.4758
0.0038 0.00561737 1.9043
0.0068 0.010092416 3.4213
-0.0125 -0.018449017 -6.2542
-0.0144 -0.021226283 -7.1957
-0.0057 -0.008361097 -2.8344
-0.0097 -0.014227891 -4.8233
0.0077 0.011276562 3.8228
-0.0098 -0.014460202 -4.9020
-0.0094 -0.013876247 -4.7040
0.0218 0.032092912 10.8795
-0.0051 -0.007558647 -2.5624
0.0183 0.026943903 9.1340
-0.0006 -0.000872651 -0.2958
0.0165 0.024292094 8.2350
-0.0028 -0.004054814 -1.3746
0.0006 0.000839843 0.2847
0.0065 0.009540584 3.2343
-0.0012 -0.001836378 -0.6225
-0.0098 -0.014408249 -4.8844
0.0095 0.014032322 4.7570
-0.0006 -0.000863567 -0.2927
0.0038 0.005617914 1.9045
0.0062 0.009062895 3.0723
0.0076 0.011158412 3.7827
-0.0100 -0.014749228 -5.0000
-0.0053 -0.00778482 -2.6391
-0.0069 -0.010224741 -3.4662
0.0096 0.014188091 4.8098
0.0053 0.007881127 2.6717
0.0040 0.005951977 2.0177
0.0120 0.017726674 6.0093
0.0017 0.00244729 0.8296
0.0006 0.000948005 0.3214
-0.0013 -0.001930511 -0.6544
-0.0080 -0.011786739 -3.9957
-0.0170 -0.025048191 -8.4913
0.0087 0.012808112 4.3419
-0.0194 -0.02855671 -9.6807
0.0058 0.008503086 2.8825
0.0177 0.026090223 8.8446
0.0050 0.007384966 2.5035
0.0013 0.001896772 0.6430
0.0076 0.011261582 3.8177
0.0019 0.002751445 0.9327
0.0054 0.007894222 2.6761
-0.0014 -0.002097368 -0.7110
-0.0182 -0.026842735 -9.0997
-0.0085 -0.012452709 -4.2215
0.0062 0.009139921 3.0984
0.0046 0.006843623 2.3200
 0.0074 0.010908572 3.6980
0.0002 0.000359437 0.1218
0.0000 0 0.0000
-0.0065 -0.009533025 -3.2317
-0.0112 -0.016509931 -5.5969
0.0051 0.007587965 2.5723
0.0041 0.006093046 2.0655
0.0028 0.004145903 1.4055
0.0049 0.007211969 2.4449
-0.0031 -0.004561317 -1.5463
-0.0025 -0.003633147 -1.2316
-0.0053 -0.007849191 -2.6609
0.0138 0.020333573 6.8931
0.0003 0.000473641 0.1606
0.0014 0.002014709 0.6830
0.0002 0.00023644 0.0802
0.0050 0.007398184 2.5080
-0.0036 -0.00526521 -1.7849
-0.0084 -0.012361545 -4.1906
0.0017 0.002487383 0.8432
-0.0064 -0.009434941 -3.1984
-0.0111 -0.016355566 -5.5445
-0.0009 -0.001292752 -0.4382
0.0000 -5.53865E-05 -0.0188
0.0167 0.024576465 8.3314
0.0058 0.008505498 2.8834
 0.0017 0.002513688 0.8521
0.0020 0.00298114 1.0106
0.0116 0.017162399 5.8181
0.0006 0.000925467 0.3137
-0.0114 -0.016841869 -5.7094
-0.0050 -0.007397073 -2.5076
-0.0053 -0.007788003 -2.6401
-0.0079 -0.011657089 -3.9518
-0.0020 -0.002971574 -1.0074
-0.0078 -0.011510681 -3.9021
-0.0034 -0.005076999 -1.7211
0.0123 0.018105112 6.1376
0.0051 0.00744779 2.5248
0.0002 0.000245901 0.0834
0.0082 0.012027736 4.0774
-0.0041 -0.006079815 -2.0611
-0.0026 -0.003901226 -1.3225
-0.0013 -0.001930693 -0.6545
0.0066 0.009661913 3.2754
0.0113 0.01671718 5.6671
0.0059 0.008764632 2.9712
0.0005 0.000693089 0.2350
-0.0021 -0.003041209 -1.0310
0.0119 0.017606438 5.9686
0.0119 0.017463867 5.9203
0.0036 0.005271144 1.7869
 0.0001 0.000201336 0.0683
0.0073 0.010819887 3.6679
0.0031 0.004551459 1.5429
0.0061 0.008996949 3.0500
-0.0010 -0.001450988 -0.4919
-0.0056 -0.008227426 -2.7891
-0.0090 -0.013261658 -4.4957
0.0113 0.016646665 5.6432
-0.0033 -0.004909933 -1.6645
0.0109 0.01599966 5.4239
0.0085 0.012573561 4.2624
0.0038 0.005551851 1.8821
-0.0059 -0.008737409 -2.9620
-0.0040 -0.005826353 -1.9751
0.0058 0.008607756 2.9180
-0.0053 -0.007782174 -2.6382
0.0058 0.008539828 2.8950
-0.0075 -0.011107023 -3.7653
0.0011 0.001576466 0.5344
0.0040 0.005928226 2.0097
0.0040 0.005923304 2.0080
0.0082 0.01215097 4.1192
-0.0029 -0.004300415 -1.4578
-0.0136 -0.019988002 -6.7759
-0.0016 -0.002352988 -0.7977
0.0129 0.018996032 6.4397
-0.0072 -0.010637776 -3.6062
0.0096 0.014214732 4.8188
-0.0006 -0.000815033 -0.2763
-0.0020 -0.002937906 -0.9960
-0.0011 -0.001571772 -0.5328
-0.0098 -0.014412462 -4.8858
-0.0087 -0.012804431 -4.3407
-0.0121 -0.017850667 -6.0514
-0.0051 -0.007497229 -2.5416
-0.0020 -0.002988605 -1.0131
-0.0117 -0.017174713 -5.8222
0.0066 0.009728825 3.2981
-0.0058 -0.008566177 -2.9039
0.0089 0.013161198 4.4616
0.0132 0.019511233 6.6143
0.0363 0.053415057 18.1077
-0.0101 -0.014918429 -5.0573
0.0025 0.003619918 1.2272
-0.0069 -0.010184606 -3.4526
0.0159 0.023456261 7.9517
0.0068 0.009999573 3.3899
0.0003 0.000494185 0.1675
-0.0057 -0.008380332 -2.8409
0.0071 0.010497321 3.5586
-0.0019 -0.002852173 -0.9669
0.0138 0.020343484 6.8964
-0.0055 -0.00817719 -2.7721
-0.0149 -0.021968362 -7.4473
0.0023 0.003342936 1.1333
0.0044 0.006446822 2.1855
0.0036 0.005292344 1.7941
-0.0050 -0.007332961 -2.4859
0.0007 0.000971143 0.3292
-0.0076 -0.011266733 -3.8194
-0.0129 -0.01895877 -6.4270
0.0017 0.002440692 0.8274
0.0000 -6.27704E-06 -0.0021
0.0119 0.017577102 5.9586
-0.0091 -0.013467945 -4.5656
-0.0021 -0.003076027 -1.0428
0.0082 0.012141228 4.1159
0.0043 0.00636911 2.1591
-0.0005 -0.000746422 -0.2530
-0.0045 -0.00657239 -2.2280
0.0065 0.009561995 3.2415
0.0038 0.00554057 1.8783
0.0005 0.000797782 0.2704
0.0025 0.003704834 1.2559
-0.0114 -0.016820409 -5.7021
-0.0216 -0.031848796 -10.7967
-0.0002 -0.00034414 -0.1167
-0.0049 -0.007286112 -2.4700
 0.0073 0.010724893 3.6357
-0.0026 -0.003872433 -1.3128
0.0031 0.004565485 1.5477
0.0064 0.009411064 3.1904
0.0021 0.003142672 1.0654
-0.0078 -0.011466871 -3.8873
-0.0154 -0.022746971 -7.7112
-0.0064 -0.009456399 -3.2057
-0.0013 -0.001968861 -0.6674
-0.0053 -0.007790526 -2.6410
-0.0017 -0.002505545 -0.8494
0.0029 0.004204064 1.4252
-0.0085 -0.012470736 -4.2276
-0.0093 -0.013733183 -4.6555
0.0029 0.004326878 1.4668
-0.0125 -0.018404042 -6.2390
0.0016 0.002326462 0.7887
-0.0123 -0.018166304 -6.1584
0.0079 0.011572854 3.9232
-0.0085 -0.012536226 -4.2498
0.0162 0.023825218 8.0767
0.0070 0.010275023 3.4832
-0.0167 -0.02458193 -8.3333
0.0094 0.013899516 4.7119
0.0017 0.002456075 0.8326
0.0006 0.000813443 0.2758
-0.0033 -0.004927116 -1.6703
-0.0090 -0.013206433 -4.4770
-0.0164 -0.02413039 -8.1802
0.0082 0.012022709 4.0757
0.0209 0.030767574 10.4302
0.0043 0.006316017 2.1411
-0.0053 -0.007882586 -2.6722
-0.0089 -0.013104191 -4.4423
0.0068 0.010052989 3.4080
-0.0207 -0.030435194 -10.3175
0.0043 0.006365834 2.1580
0.0003 0.000441524 0.1497
0.0090 0.013292238 4.5061
0.0052 0.007632912 2.5876
0.0030 0.004365995 1.4801
-0.0048 -0.007080329 -2.4002
0.0084 0.012438171 4.2165
-0.0066 -0.009663549 -3.2759
-0.0170 -0.025107047 -8.5113
0.0021 0.00313649 1.0633
-0.0126 -0.01858203 -6.2993
0.0518 0.076363967 25.8874
0.0285 0.042002849 14.2390
-0.0010 -0.001525078 -0.5170
-0.0129 -0.018940236 -6.4207
0.0114 0.016777004 5.6874
-0.0051 -0.007506798 -2.5448
-0.0033 -0.004865376 -1.6494
-0.0100 -0.01478396 -5.0118
-0.0040 -0.005965848 -2.0224
-0.0124 -0.018248068 -6.1861
-0.0043 -0.00638922 -2.1659
0.0167 0.024546094 8.3211
-0.0070 -0.010292685 -3.4892
0.0063 0.009217769 3.1248
 Nifty
Index M 0.0002
Latest Price SD 0.0084

Possi
ble
Possible distri
return of butio
Rando Index n of
m Returns Stock
functio Norminv Retur
n () ns Gains / Losses
1 0.4465 -0.00091 0 -0.4565 -6.55
2 0.3024 -0.00413 -0.01 -2.0638
3 0.3996 -0.00192 0 -0.9596
4 0.0602 -0.01283 -0.02 -6.4111
5 0.829 0.0082 0.012 4.09793
6 0.9443 0.01359 0.02 6.78941
7 0.0156 -0.01788 -0.03 -8.9306
8 0.2692 -0.00495 -0.01 -2.4737
9 0.2415 -0.00568 -0.01 -2.8359
10 0.6741 0.00401 0.006 2.00281
11 0.8192 0.00788 0.012 3.93786
12 0.7342 0.00547 0.008 2.73413
13 0.7197 0.00511 0.008 2.5519
14 0.5813 0.00194 0.003 0.96955
15 0.4839 -0.00012 0 -0.0613
16 0.3654 -0.00267 0 -1.3361
17 0.5123 0.00048 0.001 0.23821

18 0.2159 -0.00639 -0.01 -3.1909

19 0.6208 0.0028 0.004 1.39925
20 0.7077 0.00481 0.007 2.40343
21 0.3286 -0.00351 -0.01 -1.7542
22 0.1847 -0.00733 -0.01 -3.6595
23 0.4081 -0.00174 0 -0.8673
24 0.3428 -0.00318 0 -1.5903
25 0.718 0.00507 0.007 2.53073
26 0.6989 0.0046 0.007 2.29703
27 0.7964 0.00718 0.011 3.58692
28 0.7774 0.00663 0.01 3.313
29 0.6497 0.00345 0.005 1.72275
30 0.5717 0.00174 0.003 0.86684
31 0.134 -0.00909 -0.01 -4.5408
32 0.6757 0.00405 0.006 2.02092
33 0.2607 -0.00517 -0.01 -2.5823
34 0.0226 -0.01661 -0.02 -8.2955
35 0.0003 -0.02887 -0.04 -14.423
36 0.009 -0.01965 -0.03 -9.8137
37 0.3369 -0.00332 0 -1.6588
38 0.8142 0.00773 0.011 3.85947
39 0.7585 0.00611 0.009 3.05285
40 0.3782 -0.00239 0 -1.1931
41 0.9131 0.01165 0.017 5.81734
42 0.887 0.01039 0.015 5.19129
43 0.3866 -0.0022 0 -1.1014
44 0.7317 0.00541 0.008 2.70228
45 0.503 0.00028 0 0.14064
46 0.3722 -0.00252 0 -1.2597
47 0.4634 -0.00056 0 -0.2773
48 0.2193 -0.00629 -0.01 -3.1427
49 0.3836 -0.00227 0 -1.1342
50 0.3819 -0.00231 0 -1.1532
51 0.0605 -0.01281 -0.02 -6.4006
52 0.7242 0.00522 0.008 2.607
53 0.9322 0.01276 0.019 6.37402
54 0.8331 0.00834 0.012 4.16583
55 0.2027 -0.00677 -0.01 -3.3841
56 0.5748 0.0018 0.003 0.90042
57 0.6048 0.00245 0.004 1.22456
58 0.1092 -0.01013 -0.01 -5.0586
59 0.0547 -0.01323 -0.02 -6.6104
60 0.622 0.00283 0.004 1.41256
61 0.351 -0.003 0 -1.4973
62 0.8439 0.00871 0.013 4.35131
63 0.2431 -0.00564 -0.01 -2.8148
64 0.7688 0.00639 0.009 3.19361
65 0.9524 0.01424 0.021 7.11171
66 0.8856 0.01033 0.015 5.16058
67 0.6956 0.00452 0.007 2.25714
68 0.5012 0.00024 0 0.1211
69 0.4885 -2.5E-05-4E-05 -0.0124
70 0.008 -0.02004 -0.03 -10.011
71 0.0185 -0.0173 -0.03 -8.6424
72 0.348 -0.00307 0 -1.5311
73 0.9305 0.01265 0.019 6.31843
74 0.769 0.0064 0.009 3.19669
75 0.9832 0.01807 0.027 9.02672
76 0.33 -0.00348 -0.01 -1.7375
77 0.7223 0.00517 0.008 2.58326
78 0.2449 -0.00559 -0.01 -2.7906
79 0.1974 -0.00693 -0.01 -3.4631
80 0.1241 -0.00949 -0.01 -4.7391
81 0.3871 -0.00219 0 -1.0959
82 0.6214 0.00282 0.004 1.40668
83 0.2767 -0.00476 -0.01 -2.3792
84 0.5413 0.00109 0.002 0.54439
85 0.4562 -0.00071 0 -0.3537
86 0.4541 -0.00075 0 -0.3753
87 0.8324 0.00832 0.012 4.15397
88 0.5489 0.00125 0.002 0.62467
89 0.5273 0.00079 0.001 0.39647
 90 0.3782 -0.00239 0 -1.194
91 0.2268 -0.00608 -0.01 -3.0373
92 0.4894 -5.9E-06-9E-06 -0.0029
93 0.3628 -0.00273 0 -1.3649
94 0.4939 9E-05 0 0.04488
95 0.1649 -0.00797 -0.01 -3.982
96 0.2674 -0.005 -0.01 -2.497
97 0.8251 0.00807 0.012 4.03358
98 0.3383 -0.00329 0 -1.6425
99 0.4925 6E-05 9E-05 0.03003
100 0.3222 -0.00366 -0.01 -1.8293
101 0.2374 -0.00579 -0.01 -2.8908
102 0.8192 0.00789 0.012 3.93871
103 0.9151 0.01175 0.017 5.87143
104 0.4368 -0.00112 0 -0.5589
105 0.2902 -0.00443 -0.01 -2.2123
106 0.071 -0.01212 -0.02 -6.0544
107 0.8192 0.00789 0.012 3.93871
108 0.0315 -0.0154 -0.02 -7.6937
109 0.7136 0.00496 0.007 2.47558
110 0.8177 0.00784 0.012 3.91377
111 0.6505 0.00347 0.005 1.73212
112 0.2052 -0.0067 -0.01 -3.3469
113 0.6419 0.00327 0.005 1.63475
114 0.8631 0.00941 0.014 4.70211
115 0.2437 -0.00562 -0.01 -2.8065
116 0.6793 0.00413 0.006 2.06409
117 0.9473 0.01382 0.02 6.90413
118 0.0267 -0.01602 -0.02 -8.0024
119 0.285 -0.00456 -0.01 -2.2758
120 0.6795 0.00414 0.006 2.06569
121 0.435 -0.00116 0 -0.5789
122 0.8141 0.00772 0.011 3.8574
123 0.7814 0.00675 0.01 3.37012
124 0.7109 0.00489 0.007 2.44182
125 0.18 -0.00748 -0.01 -3.7341
126 0.7729 0.00651 0.01 3.24963
127 0.2426 -0.00565 -0.01 -2.821
128 0.1217 -0.00958 -0.01 -4.7872
129 0.463 -0.00056 0 -0.281
130 0.68 0.00415 0.006 2.07229
131 0.0616 -0.01274 -0.02 -6.3622
132 0.5752 0.00181 0.003 0.90465
133 0.2204 -0.00626 -0.01 -3.127
134 0.0999 -0.01056 -0.02 -5.2734
135 0.5494 0.00126 0.002 0.62935
136 0.7075 0.00481 0.007 2.40115
137 0.4689 -0.00044 0 -0.2189
138 0.6038 0.00243 0.004 1.21309
139 0.1424 -0.00877 -0.01 -4.3802
140 0.1293 -0.00928 -0.01 -4.6333
141 0.1669 -0.00791 -0.01 -3.9488
142 0.5363 0.00098 0.001 0.49103
143 0.1293 -0.00928 -0.01 -4.6333
144 0.8988 0.01093 0.016 5.45934
145 0.2457 -0.00557 -0.01 -2.7802
146 0.9652 0.01546 0.023 7.72268
147 0.3216 -0.00368 -0.01 -1.8364
148 0.6388 0.0032 0.005 1.60006
149 0.7677 0.00636 0.009 3.17766
150 0.2794 -0.00469 -0.01 -2.3448
151 0.0729 -0.01201 -0.02 -5.9978
152 0.9991 0.02642 0.039 13.1962
153 0.6545 0.00356 0.005 1.77734
154 0.4592 -0.00064 0 -0.3215
155 0.6973 0.00456 0.007 2.27772
156 0.7647 0.00628 0.009 3.13729
157 0.3149 -0.00383 -0.01 -1.9145
158 0.8592 0.00927 0.014 4.62832
159 0.0374 -0.01475 -0.02 -7.3677
160 0.5713 0.00173 0.003 0.86238
161 0.3646 -0.00269 0 -1.3444
162 0.9904 0.01989 0.029 9.93426
163 0.72 0.00512 0.008 2.55527
164 0.349 -0.00304 0 -1.5198
165 0.9677 0.01575 0.023 7.86847
166 0.8364 0.00845 0.012 4.22141
167 0.9794 0.01737 0.026 8.67617
168 0.8229 0.008 0.012 3.99805
169 0.3742 -0.00248 0 -1.2382
170 0.4715 -0.00038 0 -0.1915
171 0.4163 -0.00156 0 -0.7788
172 0.8552 0.00912 0.013 4.55445
173 0.7671 0.00635 0.009 3.16995
174 0.017 -0.01759 -0.03 -8.7872
175 0.2549 -0.00532 -0.01 -2.6576
176 0.8235 0.00802 0.012 4.00735
177 0.7508 0.00591 0.009 2.94979
178 0.7127 0.00493 0.007 2.46466
179 0.5289 0.00083 0.001 0.41316
180 0.9918 0.02039 0.03 10.1868
181 0.8958 0.01079 0.016 5.3886
182 0.834 0.00837 0.012 4.17976
183 0.0843 -0.01135 -0.02 -5.6714
184 0.8266 0.00812 0.012 4.05777
185 0.697 0.00455 0.007 2.2734
186 0.9824 0.01791 0.026 8.94468
187 0.7741 0.00654 0.01 3.26729
188 0.373 -0.00251 0 -1.2514
189 0.2776 -0.00474 -0.01 -2.3677
190 0.466 -0.0005 0 -0.2493
191 0.1685 -0.00785 -0.01 -3.9218
192 0.3048 -0.00407 -0.01 -2.0348
193 0.964 0.01533 0.023 7.65893
194 0.5491 0.00125 0.002 0.62642
195 0.763 0.00624 0.009 3.11454
196 0.4466 -0.00091 0 -0.4555
197 0.5144 0.00052 0.001 0.25977
198 0.5634 0.00156 0.002 0.77881
199 0.0257 -0.01616 -0.02 -8.0722
200 0.0719 -0.01206 -0.02 -6.0262
201 0.4906 2E-05 3E-05 0.00984
202 0.3326 -0.00342 -0.01 -1.708
203 0.3438 -0.00316 0 -1.5789
204 0.7494 0.00587 0.009 2.93245
205 0.7912 0.00703 0.01 3.51061
206 0.2974 -0.00425 -0.01 -2.1239
207 0.4151 -0.00158 0 -0.7912
208 0.9382 0.01315 0.019 6.57032
209 0.759 0.00613 0.009 3.06025
210 0.1026 -0.01043 -0.02 -5.2095
211 0.8601 0.0093 0.014 4.64457
212 0.7901 0.007 0.01 3.49476
213 0.7898 0.00699 0.01 3.4903
214 0.7821 0.00677 0.01 3.37965
215 0.6048 0.00245 0.004 1.22402
216 0.0945 -0.01082 -0.02 -5.4047
217 0.9261 0.01238 0.018 6.18288
218 0.8557 0.00913 0.013 4.56282
219 0.6496 0.00345 0.005 1.7219
220 0.5617 0.00152 0.002 0.76026
221 0.6027 0.00241 0.004 1.20134
222 0.914 0.0117 0.017 5.84231
223 0.8335 0.00835 0.012 4.17279
224 0.7113 0.0049 0.007 2.44776
225 0.6235 0.00286 0.004 1.42989
226 0.4504 -0.00083 0 -0.4151
227 0.5381 0.00102 0.002 0.51047
228 0.0812 -0.01152 -0.02 -5.7568
229 0.2842 -0.00458 -0.01 -2.2861
230 0.7392 0.0056 0.008 2.79886
231 0.8226 0.00799 0.012 3.99305
232 0.0148 -0.01806 -0.03 -9.0189
233 0.8957 0.01079 0.016 5.38764
234 0.447 -0.0009 0 -0.4504
235 0.6929 0.00445 0.007 2.2246
236 0.8856 0.01033 0.015 5.15931
237 0.9137 0.01168 0.017 5.83248
238 0.8005 0.0073 0.011 3.64827
239 0.9733 0.01645 0.024 8.21727
240 0.7482 0.00584 0.009 2.91556
241 0.1492 -0.00852 -0.01 -4.2555
242 0.9664 0.0156 0.023 7.79062
243 0.6653 0.00381 0.006 1.90078
244 0.7339 0.00547 0.008 2.73029
245 0.1177 -0.00975 -0.01 -4.8713
246 0.554 0.00136 0.002 0.67846
247 0.9535 0.01434 0.021 7.16098
248 0.3384 -0.00328 0 -1.6406
249 0.0522 -0.01343 -0.02 -6.7079
250 0.5898 0.00213 0.003 1.06164
251 0.9806 0.01759 0.026 8.78551
252 0.6306 0.00302 0.004 1.50788
253 0.2684 -0.00497 -0.01 -2.484
254 0.8749 0.00988 0.015 4.93511
255 0.5892 0.00211 0.003 1.05546
256 0.942 0.01342 0.02 6.70541
257 0.4165 -0.00155 0 -0.7763
258 2E-05 -0.03416 -0.05 -17.063
259 0.1651 -0.00796 -0.01 -3.9781
260 0.8495 0.00891 0.013 4.44975
261 0.4764 -0.00028 0 -0.1396
262 0.3734 -0.0025 0 -1.2468
263 0.0115 -0.01888 -0.03 -9.4322
264 0.3826 -0.00229 0 -1.1448
265 0.1711 -0.00776 -0.01 -3.8787
266 0.1028 -0.01042 -0.02 -5.2054
267 0.2933 -0.00435 -0.01 -2.1744
268 0.7139 0.00496 0.007 2.47877
269 0.1359 -0.00902 -0.01 -4.5033
270 0.5168 0.00057 0.001 0.28568
271 0.2858 -0.00454 -0.01 -2.2665
272 0.4586 -0.00066 0 -0.3275
273 0.5816 0.00195 0.003 0.97296
274 0.7744 0.00655 0.01 3.27066
275 0.5847 0.00202 0.003 1.00663
276 0.1049 -0.01032 -0.02 -5.1549
277 0.0639 -0.01258 -0.02 -6.285
278 0.9303 0.01264 0.019 6.31253
279 0.7 0.00462 0.007 2.31012
280 0.4864 -6.9E-05 0 -0.0343
281 0.4615 -0.00059 0 -0.2969
282 0.6921 0.00443 0.007 2.215
283 0.5734 0.00177 0.003 0.88547
284 0.614 0.00265 0.004 1.32464
285 0.6341 0.0031 0.005 1.5469
286 0.4949 0.00011 0 0.05504
287 0.0352 -0.01499 -0.02 -7.486
288 0.8662 0.00953 0.014 4.76238
289 0.1242 -0.00948 -0.01 -4.7373
290 0.1095 -0.01011 -0.01 -5.0514
291 0.3262 -0.00357 -0.01 -1.7819
292 0.9551 0.01447 0.021 7.2281
293 0.3075 -0.00401 -0.01 -2.0027
294 0.2305 -0.00598 -0.01 -2.9854
295 0.6881 0.00434 0.006 2.1679
296 0.8541 0.00908 0.013 4.53397
297 0.1365 -0.00899 -0.01 -4.4928
298 0.1981 -0.00691 -0.01 -3.4525
299 0.1894 -0.00718 -0.01 -3.5854
300 0.8565 0.00916 0.014 4.57726
301 0.9757 0.01679 0.025 8.38517
302 0.6762 0.00406 0.006 2.02771
303 0.0234 -0.01649 -0.02 -8.2358
304 0.3661 -0.00266 0 -1.328
305 0.3723 -0.00252 0 -1.2585
306 0.8153 0.00776 0.011 3.87634
307 0.0833 -0.0114 -0.02 -5.6965
308 0.0067 -0.02054 -0.03 -10.262
309 0.4949 0.00011 0 0.0544
310 0.5376 0.00101 0.001 0.50472
311 0.8579 0.00922 0.014 4.60357
312 0.4911 3.07E-05 5E-05 0.01532
313 0.7603 0.00616 0.009 3.07761
314 0.2515 -0.00541 -0.01 -2.7023
315 0.3168 -0.00379 -0.01 -1.8923
316 0.2063 -0.00667 -0.01 -3.3311
317 0.5099 0.00043 0.001 0.21243
318 0.5169 0.00057 0.001 0.28633
319 0.2689 -0.00496 -0.01 -2.4777
320 0.8801 0.01009 0.015 5.0417
321 0.7937 0.0071 0.01 3.54812
322 0.6601 0.00369 0.005 1.84113
323 0.6106 0.00258 0.004 1.28741
324 0.7919 0.00705 0.01 3.52107
325 0.5156 0.00055 0.001 0.27273
326 0.0556 -0.01317 -0.02 -6.5782
327 0.5768 0.00185 0.003 0.92165
328 0.7986 0.00725 0.011 3.62091
329 0.8699 0.00968 0.014 4.83382
330 0.2873 -0.0045 -0.01 -2.2475
331 0.7359 0.00552 0.008 2.75592
332 0.4612 -0.0006 0 -0.3005
333 0.3935 -0.00205 0 -1.0257
334 0.3298 -0.00348 -0.01 -1.7397
335 0.1166 -0.0098 -0.01 -4.8963
336 0.653 0.00352 0.005 1.75954
337 0.9949 0.02183 0.032 10.9021
338 0.8409 0.0086 0.013 4.29833
339 0.6065 0.00249 0.004 1.24224
340 0.0434 -0.01417 -0.02 -7.0781
341 0.0612 -0.01276 -0.02 -6.3741
342 0.8874 0.01041 0.015 5.19845
343 0.3698 -0.00258 0 -1.2865
344 0.943 0.0135 0.02 6.74422
345 0.6008 0.00236 0.003 1.1804
346 0.5163 0.00056 0.001 0.28041
347 0.1638 -0.00801 -0.01 -4.0007
348 0.1999 -0.00686 -0.01 -3.4257
349 0.4347 -0.00116 0 -0.5815
350 0.4587 -0.00065 0 -0.327
351 0.0645 -0.01254 -0.02 -6.2637
352 0.1437 -0.00872 -0.01 -4.3568
353 0.1624 -0.00806 -0.01 -4.0249
354 0.0599 -0.01286 -0.02 -6.4228
355 0.9481 0.01389 0.02 6.9386
356 0.174 -0.00767 -0.01 -3.83
357 0.3265 -0.00356 -0.01 -1.7787
358 0.7419 0.00567 0.008 2.83367
359 0.4834 -0.00013 0 -0.0666
360 0.5664 0.00162 0.002 0.81039
361 0.0915 -0.01097 -0.02 -5.4807
362 0.9152 0.01176 0.017 5.87453
363 0.1115 -0.01002 -0.01 -5.0067
364 0.3917 -0.00209 0 -1.0453
365 0.7789 0.00668 0.01 3.33449
366 0.6025 0.0024 0.004 1.19968
367 0.9024 0.0111 0.016 5.54501
368 0.0297 -0.01563 -0.02 -7.806
369 0.566 0.00161 0.002 0.80588
370 0.1189 -0.0097 -0.01 -4.8475
371 0.5449 0.00116 0.002 0.5815
372 0.5013 0.00024 0 0.12204
373 0.0768 -0.01177 -0.02 -5.8797
374 0.5025 0.00027 0 0.13494
375 0.4291 -0.00128 0 -0.6414
376 0.568 0.00166 0.002 0.82716
377 0.6196 0.00277 0.004 1.38614
378 0.6695 0.0039 0.006 1.94927
379 0.772 0.00648 0.01 3.23803
380 0.1092 -0.01012 -0.01 -5.0569
381 0.4706 -0.0004 0 -0.2007
382 0.908 0.01138 0.017 5.68507
383 0.9664 0.0156 0.023 7.79046
384 0.6409 0.00325 0.005 1.62299
385 0.6484 0.00342 0.005 1.70796
386 0.0601 -0.01284 -0.02 -6.4134
387 0.393 -0.00206 0 -1.0313
388 0.9213 0.0121 0.018 6.04417
389 0.0447 -0.01406 -0.02 -7.0229
390 0.7848 0.00684 0.01 3.41774
391 0.2279 -0.00605 -0.01 -3.0222
392 0.1411 -0.00882 -0.01 -4.4056
393 0.5937 0.00221 0.003 1.10387
394 0.7782 0.00666 0.01 3.32504
395 0.3094 -0.00396 -0.01 -1.9795
396 0.1288 -0.00929 -0.01 -4.6429
397 0.0403 -0.01446 -0.02 -7.224
398 0.0654 -0.01248 -0.02 -6.2332
399 0.6667 0.00384 0.006 1.91711
400 0.2011 -0.00682 -0.01 -3.4083
401 0.6067 0.00249 0.004 1.24462
402 0.1636 -0.00801 -0.01 -4.0036
403 0.4025 -0.00186 0 -0.9273
404 0.1855 -0.0073 -0.01 -3.6466
405 0.1682 -0.00786 -0.01 -3.9268
406 0.5735 0.00178 0.003 0.88676
407 0.1382 -0.00893 -0.01 -4.4602
408 0.6641 0.00378 0.006 1.8875
409 0.9202 0.01204 0.018 6.01258
410 0.186 -0.00728 -0.01 -3.6387
411 0.5143 0.00052 0.001 0.25889
412 0.6875 0.00432 0.006 2.16027
413 0.6319 0.00305 0.004 1.52257
414 0.4081 -0.00174 0 -0.8671
415 0.1167 -0.0098 -0.01 -4.8935
416 0.1263 -0.0094 -0.01 -4.6938
417 0.66 0.00368 0.005 1.83973
418 0.6306 0.00302 0.004 1.50819
419 0.6979 0.00457 0.007 2.28391
420 0.0616 -0.01274 -0.02 -6.3615
421 0.7322 0.00542 0.008 2.70821
422 0.3815 -0.00232 0 -1.1577
423 0.0576 -0.01302 -0.02 -6.5042
424 0.8877 0.01042 0.015 5.20596
425 0.2552 -0.00531 -0.01 -2.6547
426 0.9851 0.01848 0.027 9.2298
427 0.3981 -0.00195 0 -0.976
428 0.2122 -0.00649 -0.01 -3.244
429 0.9181 0.01192 0.018 5.95269
430 0.9224 0.01216 0.018 6.07479
431 0.5277 0.0008 0.001 0.40067
432 0.3499 -0.00302 0 -1.5096
433 0.6918 0.00443 0.007 2.21138
434 0.1549 -0.00832 -0.01 -4.1543
435 0.3274 -0.00354 -0.01 -1.7682
436 0.1341 -0.00909 -0.01 -4.5392
437 0.4389 -0.00108 0 -0.5372
438 0.9394 0.01324 0.02 6.61406
439 0.6157 0.00269 0.004 1.34358
440 0.5152 0.00054 0.001 0.26878
441 0.6419 0.00327 0.005 1.63501
442 0.4562 -0.00071 0 -0.3529
443 0.2643 -0.00508 -0.01 -2.5368
444 0.0843 -0.01135 -0.02 -5.6696
445 0.8842 0.01027 0.015 5.12902
446 0.7479 0.00583 0.009 2.91237
447 0.2963 -0.00428 -0.01 -2.137
448 0.074 -0.01194 -0.02 -5.9651
449 0.4151 -0.00158 0 -0.7914
450 0.9461 0.01373 0.02 6.85885
451 0.7897 0.00698 0.01 3.48883
452 0.7127 0.00493 0.007 2.46505
453 0.8024 0.00736 0.011 3.67763
454 0.0315 -0.01541 -0.02 -7.6962
455 0.6805 0.00416 0.006 2.07796
456 0.9824 0.01792 0.026 8.95018
457 0.1755 -0.00762 -0.01 -3.8062
458 0.1755 -0.00762 -0.01 -3.8062
459 0.8227 0.00799 0.012 3.99358
460 0.3612 -0.00277 0 -1.3826
461 0.9968 0.02311 0.034 11.5419
462 0.5142 0.00052 0.001 0.2583
463 0.4237 -0.0014 0 -0.6997
464 0.2568 -0.00527 -0.01 -2.6332
465 0.4725 -0.00036 0 -0.1812
466 0.635 0.00312 0.005 1.55735
467 0.6381 0.00319 0.005 1.5916
468 0.2764 -0.00477 -0.01 -2.3827
469 0.1869 -0.00726 -0.01 -3.6251
470 0.8051 0.00744 0.011 3.71879
471 0.1805 -0.00746 -0.01 -3.7253
472 0.3407 -0.00323 0 -1.6147
473 0.8174 0.00783 0.012 3.90898
474 0.1168 -0.00979 -0.01 -4.8914
475 0.6425 0.00329 0.005 1.64171
476 0.7361 0.00552 0.008 2.75817
477 0.7024 0.00468 0.007 2.33859
478 0.1653 -0.00796 -0.01 -3.9759
479 0.6991 0.0046 0.007 2.29886
480 0.1244 -0.00947 -0.01 -4.732
481 0.0751 -0.01188 -0.02 -5.9323
482 0.7973 0.00721 0.011 3.60033
483 0.9211 0.01208 0.018 6.0362
484 0.477 -0.00027 0 -0.1334
485 0.2473 -0.00552 -0.01 -2.7586
486 0.3027 -0.00412 -0.01 -2.0603
487 0.1433 -0.00874 -0.01 -4.3646
488 0.4439 -0.00097 0 -0.4841
Delta Normal Var
Mean- normsinv(prob) * Sd
beta * latest price

-0.013604530200016
499.518025096711 95%
-6.79570805788075

Summar of VaR Calculation

1. Historic Simulation VaR -6.378
2. Monte Carlo Simulation VaR -6.552
2. Delta VaR Simulation -6.796

Note : Since simulated data for Monte Carlo simulation

is less than 400, there would be variance in VaR calculation. Larger the data, VaR
would be accurate
After repeated refreshing of screen, difference in VaR under the three approaches,
would be minimal