File Name: DivB-Group5_Activity2

Activity 1
DivB Group 5
Roll NO Name
1
2
3
4
5
6 73 DARSHANKUMAR KABRE
Sr.no Date Closing Share Price ICICI BANK Exchange Rates Rs/Dollars
1 3-Nov-20 443.85 74.405
2 2-Nov-20 417.45 74.448
3 30-Oct-20 392.6 74.547
4 29-Oct-20 399.9 74.296
5 28-Oct-20 396.05 74.181
6 27-Oct-20 409.95 73.804
7 26-Oct-20 404.45 73.944
8 23-Oct-20 416.95 73.837
9 22-Oct-20 412.9 73.682
10 21-Oct-20 420.3 73.73
11 20-Oct-20 414.6 73.482
12 19-Oct-20 417.1 73.383
13 16-Oct-20 396.1 73.443
14 15-Oct-20 391 73.36
15 14-Oct-20 406.8 73.297
16 13-Oct-20 396.25 73.42
17 12-Oct-20 404.05 73.358
18 9-Oct-20 401.5 72.964
19 8-Oct-20 387.5 73.268
20 7-Oct-20 382.65 73.344
21 6-Oct-20 380.6 73.62
22 5-Oct-20 373.1 73.109
23 1-Oct-20 369.2 73.234
24 30-Sep-20 369.2 73.528
25 29-Sep-20 357.05 73.714
26 28-Sep-20 363 73.732
27 25-Sep-20 348.65 73.699
28 24-Sep-20 335.7 73.937
29 23-Sep-20 351.85 73.765
30 22-Sep-20 354.4 73.506
 Y
Sr.No Date ICICI BANK
1 11/3/2020 443.85
2 11/2/2020 417.45
3 10/30/2020 392.6
4 10/29/2020 399.9
5 10/28/2020 396.05
6 10/27/2020 409.95
7 10/26/2020 404.45
8 10/23/2020 416.95
9 10/22/2020 412.9
10 10/21/2020 420.3
11 10/20/2020 414.6
12 10/19/2020 417.1
13 10/16/2020 396.1
14 10/15/2020 391
15 10/14/2020 406.8
16 10/13/2020 396.25
17 10/12/2020 404.05
18 10/9/2020 401.5
19 10/8/2020 387.5
20 10/7/2020 382.65
21 10/6/2020 380.6
22 10/5/2020 373.1
23 10/1/2020 369.2
24 9/30/2020 369.2
25 9/29/2020 357.05
26 9/28/2020 363
27 9/25/2020 348.65
28 9/24/2020 335.7
29 9/23/2020 351.85
30 9/22/2020 354.4

N=30 SUM= 11332.05

MEAN= 377.735

1 Calculation for Pearson's Coeff of Skewness for Share price data and Rupee value per USD

ICICI BANK Rupee/USD

No Of Readings 30 30
Mean 377.735 73.68
SD 25.22 0.394

d1= I Mean1-Mean12 I = 377.735-225.70

d2= I Mean1-Mean12 I = 73.6679-225.70
 Formula Calculation Item ICICI BANK
MEDIAN n/2 30/2 15th 406.8
(n/2)+1 (30/2)+1 16th 396.25
803.05/2
Median= 401.525

2 Calculation for Correlation between Rupee value per USD and corresponding value of Share /// KD ONW

X= Rupee value per USD (Independent)

Y= Value of HUL Share (Dependent)

r=
(∑𝑿𝒀)/(√(∑𝑿^𝟐.∑𝒀^𝟐))

r= 4682352.643/
(√(162878.6212∗134686546.6))

r= 0.9997 Strong Positive

3 Calculation for Regression Equation of Share Price on Rupee value per USD

byx= (𝑁.∑𝑋𝑌−(∑𝑋)(∑𝑌))/(𝑁.∑𝑋^2−
〖 (∑𝑋) 〗 ^2 )
=
(30∗("4682352.643 "
)−(2210.482)(61410.4502))/(30∗162878.6212−
〖 (2210.481925) 〗 ^2 )
byx= -948590.3684

r= √(byx.bxy)
= √(-948590.37)*(-0.45182)
= 654.66945

X= Rupee value per USD (Independent)

Y= Value of HUL Share (Dependent)

Regression Equation X on Y

(Y-2047.015)=r*(X-73.6827)
Y-2047.015=654.67*(X-73.6827)
Y=658.67X-46190.838

4 Estimated Share Price based on Rupee value per USD as on specified date

Y=658.67X-46190.838
 X X*Y 𝑿^𝟐 𝒀^𝟐
RUPEE/DOLLAR
74.405 33024.65925 5536.104025 197002.8225
74.448 31078.3176 5542.504704 174264.5025
74.547 29267.1522 5557.255209 154134.76
74.296 29710.9704 5519.895616 159920.01
74.181 29379.38505 5502.820761 156855.6025
73.804 30255.9498 5447.030416 168059.0025
73.944 29906.6508 5467.715136 163579.8025
73.837 30786.33715 5451.902569 173847.3025
73.682 30423.2978 5429.037124 170486.41
73.73 30988.719 5436.1129 176652.09
73.482 30465.6372 5399.604324 171893.16
73.383 30608.0493 5385.064689 173972.41
73.443 29090.7723 5393.874249 156895.21
73.36 28683.76 5381.6896 152881
73.297 29817.2196 5372.450209 165486.24
73.42 29092.675 5390.4964 157014.0625
73.358 29640.2999 5381.396164 163256.4025
72.964 29295.046 5323.745296 161202.25
73.268 28391.35 5368.199824 150156.25
73.344 28065.0816 5379.342336 146421.0225
73.62 28019.772 5419.9044 144856.36
73.109 27276.9679 5344.925881 139203.61
73.234 27037.9928 5363.218756 136308.64
73.528 27146.5376 5406.366784 136308.64
73.714 26319.5837 5433.753796 127484.7025
73.732 26764.716 5436.407824 131769
73.699 25695.15635 5431.542601 121556.8225
73.937 24820.6509 5466.679969 112694.49
73.765 25954.21525 5441.275225 123798.4225
73.506 26050.5264 5403.132036 125599.36

2210.037 863057.44885 162813.448823 4593560.36

73.6679

ata and Rupee value per USD

Mean12= (𝑁1∗𝑀𝑒𝑎𝑛1+𝑁2∗𝑀𝑒𝑎𝑛2)/
(𝑁1+𝑁2)

Combine SD12=
√((𝑵𝟏∗(𝑺𝑫𝟏)^𝟐+𝑵𝟐∗( 〖𝑺𝑫𝟐〗 ^𝟐 )
+𝑵𝟏∗
= 〖𝒅𝟏〗 ^𝟐+𝑵𝟐∗ 〖𝒅𝟐〗 ^𝟐)/(𝑵𝟏
152.035 √((𝟑𝟎∗ 〖 (𝟐𝟓.𝟐𝟐) 〗 ^𝟐+𝟑𝟎∗ 〖 (𝟎.𝟑𝟗𝟒) 〗
+𝑵𝟐))
152.035 = 𝟎∗ 〖 (𝟏𝟓𝟐.𝟎𝟑𝟓) 〗 ^𝟐+𝟑𝟎∗ 〖𝟏𝟓𝟐 .𝟎𝟑𝟓) 〗
153.077
(𝟑𝟎+𝟑𝟎))
 √((𝟑𝟎∗ 〖 (𝟐𝟓.𝟐𝟐) 〗 ^𝟐+𝟑𝟎∗ 〖 (𝟎.𝟑𝟗𝟒) 〗
𝟎∗ 〖 (𝟏𝟓𝟐.𝟎𝟑𝟓) 〗 ^𝟐+𝟑𝟎∗ 〖𝟏𝟓𝟐 .𝟎𝟑𝟓) 〗
(𝟑𝟎+𝟑𝟎))
Rupee/USD Pearson's Coeff Of Skewness= (3∗(𝑀𝑒𝑎𝑛−𝑀𝑒𝑑𝑖𝑎𝑛))/𝑆𝐷
73.297
73.42 Sk (HUL)= (3∗(377.735−401.525))/
146.717/2 25.22
73.3585
Sk (Rupee/USD)= (3∗(73.6679−73.3585))/
0.394

d corresponding value of Share /// KD ONWARDS

6.6))

Strong Positive

value per USD

bxy=
(𝑁.∑𝑋𝑌−(∑𝑋)(∑𝑌))/(𝑁.∑𝑌^2−
〖 (∑𝑌) 〗 ^2 )
bxy= (30∗(4682352.643)−(2210.482)(61410.4502))
(30∗134686546.6− 〖 (61410.4502) 〗 ^2 )

bxy= -0.45182

(-948590.37)*(-0.45182)

ecified date
 = =225.70
(30∗377.735+30∗73.66
79)/(30+30)
〖𝑺𝑫𝟐〗 ^𝟐 )
〖𝒅𝟐〗 ^𝟐)/(𝑵𝟏
〗 ^𝟐+𝟑𝟎∗ 〖 (𝟎.𝟑𝟗𝟒) 〗 ^𝟐+𝟑
𝟐+𝟑𝟎∗ 〖𝟏𝟓𝟐 .𝟎𝟑𝟓) 〗 ^𝟐)/
〗 ^𝟐+𝟑𝟎∗ 〖 (𝟎.𝟑𝟗𝟒) 〗 ^𝟐+𝟑
𝟐+𝟑𝟎∗ 〖𝟏𝟓𝟐 .𝟎𝟑𝟓) 〗 ^𝟐)/

𝑒𝑎𝑛−𝑀𝑒𝑑𝑖𝑎𝑛))/𝑆𝐷

(377.735−401.525))/ =-2.8298
22

(73.6679−73.3585))/ =2.3558
94

2210.482)(61410.4502))/
(61410.4502) 〗 ^2 )