MPT

50%
Company (A) Code Day Open Close Stock Return
Bannu Woollen Mills Limited BNWM 31-Dec-19 34.81 34.81 0.00%

Bannu Woollen Mills Limited BNWM 26-Dec-19 34.22 34.22 -4.94%
Bannu Woollen Mills Limited BNWM 24-Dec-19 36 36 0.00%
Bannu Woollen Mills Limited BNWM 19-Dec-19 36 36 -0.41%
Bannu Woollen Mills Limited BNWM 18-Dec-19 38 36.15 -2.69%
Bannu Woollen Mills Limited BNWM 29-Nov-19 36.25 37.8 5.00%
Bannu Woollen Mills Limited BNWM 28-Nov-19 36 36 2.86%
Bannu Woollen Mills Limited BNWM 26-Nov-19 35.02 35 -4.76%
Bannu Woollen Mills Limited BNWM 21-Nov-19 36 35.95 2.71%
Bannu Woollen Mills Limited BNWM 18-Nov-19 35.5 35 2.43%
Bannu Woollen Mills Limited BNWM 13-Nov-19 32.55 32.55 -2.25%
Bannu Woollen Mills Limited BNWM 12-Nov-19 33.06 33.3 -3.48%
Bannu Woollen Mills Limited BNWM 7-Nov-19 34 34 -0.61%
Bannu Woollen Mills Limited BNWM 1-Nov-19 32 31.99 3.19%
Bannu Woollen Mills Limited BNWM 31-Oct-19 30.18 31 -2.36%
Bannu Woollen Mills Limited BNWM 30-Oct-19 31.75 31.75 -1.70%
Bannu Woollen Mills Limited BNWM 28-Oct-19 33.99 33.99 3.25%
Bannu Woollen Mills Limited BNWM 18-Oct-19 33 33 -4.98%
Bannu Woollen Mills Limited BNWM 30-Sep-19 30.68 30.68 0.00%
Bannu Woollen Mills Limited BNWM 27-Sep-19 30.68 30.68 -4.99%
Bannu Woollen Mills Limited BNWM 20-Sep-19 30 30 0.00%
Bannu Woollen Mills Limited BNWM 18-Sep-19 31 30 -4.55%
Bannu Woollen Mills Limited BNWM 4-Sep-19 30.4 31 -3.13%
Bannu Woollen Mills Limited BNWM 30-Aug-19 32 32 0.00%
Bannu Woollen Mills Limited BNWM 29-Aug-19 31.99 32 0.00%
Bannu Woollen Mills Limited BNWM 26-Aug-19 31.17 31.17 -5.00%
Bannu Woollen Mills Limited BNWM 23-Aug-19 32.81 32.81 4.99%
Bannu Woollen Mills Limited BNWM 9-Aug-19 30 32.42 4.99%
Bannu Woollen Mills Limited BNWM 31-Jul-19 31.35 32 -3.03%
Bannu Woollen Mills Limited BNWM 30-Jul-19 33 33 0.00%
Bannu Woollen Mills Limited BNWM 26-Jul-19 31.83 33 -1.49%
Bannu Woollen Mills Limited BNWM 25-Jul-19 33.5 33.5 0.00%
Bannu Woollen Mills Limited BNWM 22-Jul-19 33.5 33.5 -2.05%
Bannu Woollen Mills Limited BNWM 17-Jul-19 34.21 34.2 -4.97%
Bannu Woollen Mills Limited BNWM 28-Jun-19 34 34 -4.95%
Bannu Woollen Mills Limited BNWM 27-Jun-19 35.77 35.77 0.00%
Bannu Woollen Mills Limited BNWM 26-Jun-19 35.77 35.77 -4.99%
Bannu Woollen Mills Limited BNWM 17-Jun-19 35 35 0.00%
Bannu Woollen Mills Limited BNWM 14-Jun-19 35 35 -1.07%
Bannu Woollen Mills Limited BNWM 30-May-19 39.18 39.18 0.00%
Bannu Woollen Mills Limited BNWM 28-May-19 39 39 0.00%
Bannu Woollen Mills Limited BNWM 17-May-19 38.19 38.19 -2.08%
Bannu Woollen Mills Limited BNWM 15-May-19 38.9 39 -4.72%
Bannu Woollen Mills Limited BNWM 2-May-19 39 40.16 4.99%
Bannu Woollen Mills Limited BNWM 30-Apr-19 38.25 38.25 -4.14%
Bannu Woollen Mills Limited BNWM 26-Apr-19 44.29 42 -1.75%
Bannu Woollen Mills Limited BNWM 24-Apr-19 45 45 -2.13%
Bannu Woollen Mills Limited BNWM 23-Apr-19 45.98 45.98 4.17%
Bannu Woollen Mills Limited BNWM 19-Apr-19 44 44.14 -0.99%
Bannu Woollen Mills Limited BNWM 17-Apr-19 46 46.92 2.00%
Bannu Woollen Mills Limited BNWM 16-Apr-19 46 46 0.00%
Bannu Woollen Mills Limited BNWM 29-Mar-19 47.74 47.74 0.00%
Bannu Woollen Mills Limited BNWM 27-Mar-19 45.51 47.74 -0.02%
Bannu Woollen Mills Limited BNWM 13-Mar-19 47 47 0.00%
Bannu Woollen Mills Limited BNWM 8-Mar-19 48 47 -4.86%
Bannu Woollen Mills Limited BNWM 7-Mar-19 47 49.4 0.86%
Bannu Woollen Mills Limited BNWM 28-Feb-19 45.95 47.99 -0.02%
Bannu Woollen Mills Limited BNWM 27-Feb-19 45.25 48 1.57%
Bannu Woollen Mills Limited BNWM 25-Feb-19 49 49 0.00%
Bannu Woollen Mills Limited BNWM 20-Feb-19 49 49 -0.22%
Bannu Woollen Mills Limited BNWM 18-Feb-19 49.4 49.4 0.00%
Bannu Woollen Mills Limited BNWM 14-Feb-19 49 49.4 4.99%
Bannu Woollen Mills Limited BNWM 11-Feb-19 49 48.9 -1.17%
Bannu Woollen Mills Limited BNWM 7-Feb-19 48 48.01 -3.59%
Bannu Woollen Mills Limited BNWM 1-Feb-19 47.24 48 -0.70%
Bannu Woollen Mills Limited BNWM 31-Jan-19 48.98 48.34 3.38%
Bannu Woollen Mills Limited BNWM 30-Jan-19 46.76 46.76 -3.05%
Bannu Woollen Mills Limited BNWM 24-Jan-19 45 45 0.63%
Bannu Woollen Mills Limited BNWM 18-Jan-19 45.5 46 3.37%
Bannu Woollen Mills Limited BNWM 11-Jan-19 49 46 -4.19%
Mean Returns -0.10%

Variance 0.0007
Standard Deviations 0.0258
Covariance (0.0000)
Correlation (0.0114)
50%
Company Code Day Open Close Stock Return
Adam Sugar Mills Limited ADAMS 31-Dec-19 21.99 22.97 -0.69%

Adam Sugar Mills Limited ADAMS 27-Dec-19 23.21 23.21 0.00%
Adam Sugar Mills Limited ADAMS 16-Dec-19 23.6 23 -1.84%
Adam Sugar Mills Limited ADAMS 29-Nov-19 22.98 22.98 3.14%
Adam Sugar Mills Limited ADAMS 27-Nov-19 20 21.22 5.00%
Adam Sugar Mills Limited ADAMS 26-Nov-19 20 20.21 1.05%
Adam Sugar Mills Limited ADAMS 25-Nov-19 19.75 20 -3.75%
Adam Sugar Mills Limited ADAMS 18-Nov-19 19.1 19.1 -2.10%
Adam Sugar Mills Limited ADAMS 12-Nov-19 19.55 20 -0.74%
Adam Sugar Mills Limited ADAMS 31-Oct-19 19.98 19.98 0.00%
Adam Sugar Mills Limited ADAMS 30-Oct-19 20.2 19.98 -4.77%
Adam Sugar Mills Limited ADAMS 29-Oct-19 21 20.98 -0.94%
Adam Sugar Mills Limited ADAMS 30-Sep-19 16.6 16.95 -2.19%
Adam Sugar Mills Limited ADAMS 27-Sep-19 17.33 17.33 0.00%
Adam Sugar Mills Limited ADAMS 30-Aug-19 17.7 18.94 2.54%
Adam Sugar Mills Limited ADAMS 26-Aug-19 15.95 16.39 -2.96%
Adam Sugar Mills Limited ADAMS 16-Aug-19 14.25 14 -1.75%
Adam Sugar Mills Limited ADAMS 31-Jul-19 15.4 15.4 -6.10%
Adam Sugar Mills Limited ADAMS 30-Jul-19 16.4 16.4 0.00%
Adam Sugar Mills Limited ADAMS 25-Jul-19 16 16.79 3.71%
Adam Sugar Mills Limited ADAMS 28-Jun-19 19.18 19.18 0.00%
Adam Sugar Mills Limited ADAMS 27-Jun-19 19.18 19.18 -4.96%
Adam Sugar Mills Limited ADAMS 13-Jun-19 19 19.74 2.33%
Adam Sugar Mills Limited ADAMS 30-May-19 19.79 19.79 -4.99%
Adam Sugar Mills Limited ADAMS 29-May-19 20 20.83 4.99%
Adam Sugar Mills Limited ADAMS 24-May-19 20.77 20.79 1.17%
Adam Sugar Mills Limited ADAMS 22-May-19 20 20.84 3.89%
Adam Sugar Mills Limited ADAMS 2-May-19 23 22.84 -3.75%
Adam Sugar Mills Limited ADAMS 30-Apr-19 23.73 23.73 0.00%
Adam Sugar Mills Limited ADAMS 26-Apr-19 23.73 23.73 -4.97%
Adam Sugar Mills Limited ADAMS 4-Apr-19 0 25.22 -2.17%
Adam Sugar Mills Limited ADAMS 29-Mar-19 24.5 25.78 1.34%
Adam Sugar Mills Limited ADAMS 27-Mar-19 24.3 24.3 -4.97%
Adam Sugar Mills Limited ADAMS 28-Feb-19 26.26 28.19 2.58%
Adam Sugar Mills Limited ADAMS 19-Feb-19 25.65 25.65 -4.89%
Adam Sugar Mills Limited ADAMS 11-Feb-19 28 27.98 -1.79%
Adam Sugar Mills Limited ADAMS 31-Jan-19 26 27.56 4.99%
Adam Sugar Mills Limited ADAMS 30-Jan-19 26.25 26.25 0.00%
Adam Sugar Mills Limited ADAMS 29-Jan-19 27.75 26.25 -2.38%
Adam Sugar Mills Limited ADAMS 23-Jan-19 25.6 26 -3.49%
0.00%
0.0010
0.0320
Portfolio Return A B Mean
-0.35% 0% 100% 100.00%

0.69% 10% 90% 89.99%
0.00% 20% 80% 79.98%
-2.47% 30% 70% 69.97%
1.55% 40% 60% 59.96%
0.00% 50% 50% 49.95%
2.47% 60% 40% 39.94%
-1.01% 70% 30% 29.93%
-3.71% 80% 20% 19.92%
-2.58% 90% 10% 9.91%
-0.65% 100% 0% -0.10%
2.30%
0.00%
-2.23%
2.06%
-2.48%
-0.53%
0.00%
-0.08%
0.00%
3.53%
4.07%
3.93%
2.50%
-1.86%
-1.88%
3.35%
1.58%
1.83%
0.00%
0.16%
0.80%
1.77%
-2.38%
-2.11%
0.74%
2.47%
-0.12%
0.47%
-0.66%
-0.60%
3.77%
-1.18%
-3.23%
-2.96%
1.02%
4.27%
1.34%
1.35%
0.36%
-3.12%
-1.51%
1.82%
3.92%
-0.67%
2.21%
2.36%
-1.60%
-0.86%
-0.77%
4.04%
3.95%
-0.79%
-0.52%
0.36%
-1.10%
-2.49%
-2.49%
2.07%
3.21%
3.90%
-2.88%
2.76%
-1.03%
-2.93%
0.27%
-2.63%
0.00%
-0.03%
-0.37%
-1.53%
-1.56%
0.00%
0.00%
1.27%
1.68%
2.59%
3.16%
-3.98%
3.10%
0.64%
2.52%
2.90%
1.16%
-0.88%
2.49%
-2.49%
-3.28%
2.99%
-3.25%
3.44%
-2.47%
-4.56%
0.00%
0.00%
-1.91%
1.85%
-2.91%
-1.25%
1.92%
0.00%
0.00%
-2.49%
0.00%
-2.29%
-2.68%
2.78%
-2.25%
0.00%
0.55%
2.56%
-0.31%
-1.96%
2.64%
-2.61%
-2.47%
-2.48%
-1.28%
2.11%
3.67%
0.01%
0.18%
-2.56%
1.64%
-2.48%
0.98%
1.17%
-1.80%
-1.17%
-1.97%
-1.25%
-2.50%
2.73%
-1.04%
-1.27%
0.58%
-0.70%
1.94%
-1.43%
-1.16%
-1.04%
-0.53%
-4.84%
-2.50%
-1.19%
2.50%
0.00%
1.21%
-0.12%
2.20%
-0.63%
0.62%
-2.07%
-2.50%
-3.36%
-2.50%
-1.07%
3.29%
2.43%
-0.98%
-2.49%
2.49%
-0.35%
-0.89%
-2.69%
2.10%
2.31%
-2.49%
-2.83%
-0.99%
-1.09%
0.00%
0.00%
-0.78%
0.67%
2.35%
-2.49%
0.00%
0.00%
1.04%
-2.48%
0.00%
0.94%
0.00%
-2.46%
0.61%
0.80%
0.47%
1.19%
-4.80%
-0.54%
1.76%
-2.60%
0.02%
1.50%
1.28%
0.78%
-1.78%
1.38%
0.00%
0.00%
2.01%
-2.74%
-0.40%
0.00%
0.90%
-2.98%
1.32%
-1.48%
1.53%
-0.90%
0.38%
2.26%
-0.35%
4.18%
-1.52%
-1.57%
-0.16%
4.53%
1.64%
-2.88%
-0.90%
4.59%
2.62%
-1.15%
-1.95%
1.39%
-2.48%
-0.68%
0.00%
0.85%
-1.31%
-0.40%
-0.03%
1.02%
-2.44%
0.00%
-0.05%
0.0004
0.0204
Variance Stdev 120.00%
0.0010 3.2% 100.00% 100.00%

0.0008 2.9% 89.99%
0.0007 2.6% 80.00% 79.98%
69.97%
0.0006 2.4%
60.00% 59.96%
0.0005 2.2% 49.95%
0.0004 2.0% 40.00% 39.94%
0.0004 2.0% 29.93%
0.0004 2.0% 20.00% 19.92%
9.91%
0.0005 2.2%
0.00% -0.10%
0.0005 2.3% 1.8% 2.0% 2.2% 2.4% 2.6% 2.8% 3.0% 3.2% 3.4%
0.0007 2.6% -20.00%
Column T

Company Code Day Open Close
Adam Sugar Mills Limited ADAMS 31-Dec-19 21.99 22.97

Adam Sugar Mills Limited ADAMS 16-Dec-19 23.6 23
Adam Sugar Mills Limited ADAMS 29-Nov-19 22.98 22.98
Adam Sugar Mills Limited ADAMS 27-Nov-19 20 21.22
Adam Sugar Mills Limited ADAMS 26-Nov-19 20 20.21
Adam Sugar Mills Limited ADAMS 25-Nov-19 19.75 20
Adam Sugar Mills Limited ADAMS 12-Nov-19 19.55 20
Adam Sugar Mills Limited ADAMS 31-Oct-19 19.98 19.98
Adam Sugar Mills Limited ADAMS 29-Oct-19 21 20.98
Adam Sugar Mills Limited ADAMS 30-Sep-19 16.6 16.95
Adam Sugar Mills Limited ADAMS 30-Aug-19 17.7 18.94
Adam Sugar Mills Limited ADAMS 16-Aug-19 14.25 14
Adam Sugar Mills Limited ADAMS 31-Jul-19 15.4 15.4
Adam Sugar Mills Limited ADAMS 25-Jul-19 16 16.79
Adam Sugar Mills Limited ADAMS 28-Jun-19 19.18 19.18
Adam Sugar Mills Limited ADAMS 13-Jun-19 19 19.74
Adam Sugar Mills Limited ADAMS 30-May-19 19.79 19.79
Adam Sugar Mills Limited ADAMS 29-May-19 20 20.83
Adam Sugar Mills Limited ADAMS 30-Apr-19 23.73 23.73
Adam Sugar Mills Limited ADAMS 4-Apr-19 0 25.22
Adam Sugar Mills Limited ADAMS 29-Mar-19 24.5 25.78
Adam Sugar Mills Limited ADAMS 28-Feb-19 26.26 28.19
Adam Sugar Mills Limited ADAMS 11-Feb-19 28 27.98
Adam Sugar Mills Limited ADAMS 31-Jan-19 26 27.56
Adam Sugar Mills Limited ADAMS 30-Jan-19 26.25 26.25
Adam Sugar Mills Limited ADAMS 23-Jan-19 25.6 26

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50%

Company (A) Code Day Open Close Stock Return

Bannu Woollen Mills Limited BNWM 31-Dec-19 34.81 34.81 0.00%

Mean Returns -0.10%

Adam Sugar Mills Limited ADAMS 31-Dec-19 21.99 22.97 -0.69%

-0.35% 0% 100% 100.00%

0.0010 3.2% 100.00% 100.00%

Adam Sugar Mills Limited ADAMS 31-Dec-19 21.99 22.97

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