Gulahmad textile company

Date MPS Rturn(Ri)

Jan 1, 2020 44.85 0
Jan 2, 2020 45.89 0.023188405797102
Jan 3, 2020 45.16 -0.015907605142733
Jan 6, 2020 43.45 -0.037865367581931
Jan 7, 2020 43.54 0.002071346375144
Jan 8, 2020 42.8 -0.016995865870464
Jan 9, 2020 44.9 0.049065420560748
Jan 10, 2020 46.02 0.024944320712695
Jan 13, 2020 45.7 -0.006953498478922
Jan 14, 2020 46.36 0.014442013129103
Jan 15, 2020 45.59 -0.016609145815358
Jan 16, 2020 45.99 0.008773853915332
Jan 17, 2020 44.87 -0.024353120243531
Jan 20, 2020 44.94 0.001560062402496
Jan 21, 2020 45.26 0.007120605251446
Jan 22, 2020 44.56 -0.015466195315952
Jan 23, 2020 44.63 0.001570915619389
Jan 24, 2020 45.91 0.028680259914855
Jan 27, 2020 45.82 -0.001960357220649
Jan 28, 2020 45.19 -0.013749454386731
Jan 29, 2020 44.81 -0.00840894003098
Jan 30, 2020 45.09 0.006248605222049
Jan 31, 2020 44.57 -0.011532490574407
Feb 3, 2020 43.29 -0.028718869194526
Feb 4, 2020 43.8 0.011781011781012
Feb 6, 2020 43.7 -0.002283105022831
Feb 7, 2020 43.06 -0.014645308924485
Feb 10, 2020 41.38 -0.03901532745007
Feb 11, 2020 41.9 0.012566457225713
Feb 12, 2020 42.31 0.009785202863962
Feb 13, 2020 41.98 -0.00779957456866
Feb 14, 2020 41.34 -0.015245354930919
Feb 17, 2020 40.94 -0.009675858732463
Feb 18, 2020 42.45 0.036883243771373
Feb 19, 2020 43.7 0.02944640753828
Feb 20, 2020 44.08 0.008695652173913
Feb 21, 2020 43.81 -0.006125226860254
Feb 24, 2020 42.3 -0.034467016662863
Feb 25, 2020 42.58 0.00661938534279
Feb 26, 2020 42.49 -0.002113668388915
Feb 27, 2020 42.48 -0.000235349493999
Feb 28, 2020 42.93 0.010593220338983
Mar 2, 2020 44.62 0.039366410435593
Mar 3, 2020 44.71 0.002017032720753
Mar 4, 2020 44.19 -0.011630507716395
Mar 5, 2020 43.52 -0.015161801312514
Mar 6, 2020 42.97 -0.012637867647059
Mar 9, 2020 42.5 -0.010937863625786
Mar 10, 2020 42.78 0.006588235294118
Mar 11, 2020 42.72 -0.00140252454418
Mar 12, 2020 40.05 -0.0625
Mar 13, 2020 40.16 0.002746566791511
Mar 16, 2020 37.15 -0.074950199203187
Mar 17, 2020 34.37 -0.074831763122477
Mar 18, 2020 31.8 -0.074774512656386
Mar 19, 2020 29.42 -0.074842767295598
Mar 20, 2020 27.22 -0.074779061862679
Mar 24, 2020 25.18 -0.074944893460691
Mar 25, 2020 23.3 -0.074662430500397
Mar 26, 2020 21.61 -0.072532188841202
Mar 27, 2020 22.51 0.04164738546969
Mar 30, 2020 21.45 -0.047090182141271
Mar 31, 2020 23.05 0.074592074592075
Apr 1, 2020 24.77 0.074620390455531
Apr 2, 2020 26.62 0.074687121517966
Apr 3, 2020 27.98 0.051089406461307
Apr 6, 2020 25.93 -0.073266619013581
Apr 7, 2020 26.53 0.023139220979561
Apr 8, 2020 26.28 -0.009423294383717
Apr 9, 2020 26.36 0.003044140030441
Apr 10, 2020 26.07 -0.011001517450683
Apr 13, 2020 25.02 -0.040276179516686
Apr 14, 2020 26.64 0.064748201438849
Apr 15, 2020 26.61 -0.001126126126126
Apr 16, 2020 26.26 -0.01315295001879
Apr 17, 2020 28.22 0.074638233054075
Apr 20, 2020 29.37 0.040751240255138
Apr 21, 2020 27.74 -0.055498808307797
Apr 22, 2020 28 0.009372746935833
Apr 23, 2020 27.01 -0.035357142857143
Apr 24, 2020 26.68 -0.012217697149204
Apr 27, 2020 26.64 -0.001499250374813
Apr 28, 2020 26.41 -0.008633633633634
Apr 29, 2020 26.94 0.020068156001515
Apr 30, 2020 27.86 0.034149962880475
May 4, 2020 28.65 0.028356066044508
May 5, 2020 28.82 0.005933682373473
May 6, 2020 28.22 -0.020818875780708
May 7, 2020 26.99 -0.043586109142452
May 8, 2020 27.15 0.005928121526491
May 11, 2020 27.72 0.020994475138122
May 12, 2020 27.68 -0.001443001443001
May 13, 2020 27.23 -0.016257225433526
May 14, 2020 27.4 0.006243114212266
May 15, 2020 27.24 -0.005839416058394
May 18, 2020 27.17 -0.002569750367107
May 19, 2020 27.24 0.002576370997424
May 20, 2020 26.99 -0.009177679882526
May 21, 2020 26.74 -0.009262689885143
May 28, 2020 26.5 -0.008975317875841
May 29, 2020 27.5 0.037735849056604
Jun 1, 2020 27.04 -0.016727272727273
Jun 2, 2020 27.63 0.021819526627219
Jun 3, 2020 27.88 0.009048136083967
Jun 4, 2020 26.99 -0.031922525107604
Jun 5, 2020 27.37 0.014079288625417
Jun 8, 2020 28.56 0.043478260869565
Jun 9, 2020 30.11 0.054271708683474
Jun 10, 2020 31.15 0.034540019926935
Jun 11, 2020 31.92 0.024719101123596
Jun 12, 2020 31.39 -0.016604010025063
Jun 15, 2020 29.73 -0.052883083784645
Jun 16, 2020 29.41 -0.010763538513286
Jun 17, 2020 28.71 -0.023801428085685
Jun 18, 2020 27.24 -0.051201671891327
Jun 19, 2020 27.22 -0.000734214390602
Jun 22, 2020 26.99 -0.008449669360764
Jun 23, 2020 27.99 0.037050759540571
Jun 24, 2020 27.79 -0.00714540907467
Jun 25, 2020 27.61 -0.006477150053976
Jun 26, 2020 28.45 0.030423759507425
Jun 29, 2020 28.33 -0.004217926186292
Jun 30, 2020 28.63 0.010589481115426
Jul 1, 2020 28.93 0.010478519035976
Jul 2, 2020 29.02 0.003110957483581
Jul 3, 2020 29.39 0.012749827705031
 Jul 6, 2020 30 0.020755358965635
Jul 7, 2020 29.7 -0.01
Jul 8, 2020 29.86 0.005387205387206
Jul 9, 2020 30.42 0.018754186202277
Jul 10, 2020 30.31 -0.003616042077581
Jul 13, 2020 31.31 0.032992411745299
Jul 14, 2020 30.84 -0.015011178537209
Jul 15, 2020 31.19 0.011348897535668
Jul 16, 2020 31.09 -0.003206155819173
Jul 17, 2020 32.6 0.048568671598585
Jul 20, 2020 33.39 0.024233128834356
Jul 21, 2020 32.78 -0.018268942797245
Jul 22, 2020 33.19 0.012507626601586
Jul 23, 2020 34.38 0.035854172943658
Jul 24, 2020 33.73 -0.01890634089587
Jul 27, 2020 33.54 -0.005632967684554
Jul 28, 2020 34.29 0.022361359570662
Jul 29, 2020 34.42 0.003791192767571
Jul 30, 2020 34.5 0.00232423009878
-0.188449693355986
R̅ -0.001308678426083
n=144
Stndrd deviation 0.048160359
Variance 0.002360855
Cofficient of variation -36.8007707

Nishat Textile mill

Date MPS Return (Ri)
Jan 1, 2020 107.64 0
Jan 2, 2020 109.78 0.019881085098476
Jan 3, 2020 107.86 -0.017489524503553
Jan 6, 2020 102.91 -0.045892824031152
Jan 7, 2020 104.87 0.019045768146925
Jan 8, 2020 101.67 -0.030513969676743
Jan 9, 2020 106.75 0.049965574899184
Jan 10, 2020 109.39 0.024730679156909
Jan 13, 2020 112.62 0.029527379102295
Jan 14, 2020 113.16 0.004794885455514
Jan 15, 2020 109.82 -0.029515729939908
Jan 16, 2020 113.01 0.029047532325624
Jan 17, 2020 112.01 -0.008848774444739
Jan 20, 2020 111.42 -0.005267386840461
Jan 21, 2020 111.24 -0.001615508885299
Jan 22, 2020 112.48 0.011147069399497
Jan 23, 2020 114.15 0.014847083926031
Jan 24, 2020 117.81 0.032063074901446
Jan 27, 2020 115.49 -0.019692725575079
Jan 28, 2020 113.6 -0.016365053251364
Jan 29, 2020 113.55 -0.00044014084507
Jan 30, 2020 112.71 -0.007397622192867
Jan 31, 2020 111.74 -0.008606157395085
Feb 3, 2020 106.72 -0.044925720422409
Feb 4, 2020 107.69 0.009089205397301
Feb 6, 2020 107.71 0.000185718265391
Feb 7, 2020 103.6 -0.038158016897224
Feb 10, 2020 100.55 -0.029440154440155
Feb 11, 2020 104.11 0.035405271009448
Feb 12, 2020 107.53 0.032849870329459
Feb 13, 2020 107.84 0.002882916395424
Feb 14, 2020 105.52 -0.021513353115727
Feb 17, 2020 104.2 -0.012509476876422
Feb 18, 2020 104.98 0.007485604606526
Feb 19, 2020 105.02 0.000381024957135
Feb 20, 2020 104.64 -0.003618358407922
Feb 21, 2020 105.14 0.004778287461774
Feb 24, 2020 103.98 -0.011032908502949
Feb 25, 2020 103.01 -0.009328717060973
Feb 26, 2020 102.09 -0.0089311717309
Feb 27, 2020 101.05 -0.010187089822706
Feb 28, 2020 102.09 0.010291934685799
Mar 2, 2020 108.24 0.060240963855422
Mar 3, 2020 108.36 0.001108647450111
Mar 4, 2020 107.37 -0.009136212624585
Mar 5, 2020 108.56 0.011083170345534
Mar 6, 2020 103.15 -0.049834193072955
Mar 9, 2020 101.8 -0.01308773630635
Mar 10, 2020 104.43 0.025834970530452
Mar 11, 2020 103.69 -0.007086086373648
Mar 12, 2020 97.73 -0.057479024013888
Mar 13, 2020 97.34 -0.003990586309219
Mar 16, 2020 90.04 -0.074994863365523
Mar 17, 2020 83.29 -0.0749666814749
Mar 18, 2020 77.05 -0.074918957858086
Mar 19, 2020 71.28 -0.074886437378326
Mar 20, 2020 66.03 -0.073653198653199
Mar 24, 2020 61.08 -0.074965924579737
Mar 25, 2020 56.5 -0.074983628028815
Mar 26, 2020 54.07 -0.043008849557522
Mar 27, 2020 56.97 0.053634177917514
Mar 30, 2020 56.58 -0.006845708267509
Mar 31, 2020 58.73 0.037999293036409
Apr 1, 2020 61.81 0.052443384982122
Apr 2, 2020 65.69 0.062773014075392
Apr 3, 2020 65.36 -0.005023595676663
Apr 6, 2020 61.3 -0.062117503059976
Apr 7, 2020 63.56 0.036867862969005
Apr 8, 2020 65.02 0.022970421648836
Apr 9, 2020 66.69 0.025684404798524
Apr 10, 2020 66.58 -0.001649422702054
Apr 13, 2020 62.28 -0.064583959146891
Apr 14, 2020 66.95 0.074983943481053
Apr 15, 2020 68.53 0.023599701269604
Apr 16, 2020 68 -0.007733839194513
Apr 17, 2020 73.1 0.075
Apr 20, 2020 75.01 0.026128590971272
Apr 21, 2020 70.1 -0.065457938941475
Apr 22, 2020 71.33 0.017546362339515
Apr 23, 2020 69.92 -0.019767278844806
Apr 24, 2020 68.8 -0.016018306636156
Apr 27, 2020 66.45 -0.034156976744186
Apr 28, 2020 68.11 0.024981188863807
Apr 29, 2020 72.43 0.06342680957275
Apr 30, 2020 76.88 0.061438630401767
May 4, 2020 79.07 0.028485952133195
May 5, 2020 79.71 0.0080940938409
May 6, 2020 77.49 -0.027850959729018
May 7, 2020 75.49 -0.025809781907343
May 8, 2020 74.58 -0.012054576765135
May 11, 2020 76.61 0.027219093590775
May 12, 2020 77.1 0.006396031849628
May 13, 2020 75.07 -0.02632944228275
May 14, 2020 75.7 0.00839216731051
May 15, 2020 74.93 -0.010171730515192
May 18, 2020 73.73 -0.016014947284132
May 19, 2020 74.33 0.008137800081378
May 20, 2020 72.37 -0.026368895466164
May 21, 2020 70.63 -0.024043111786652
May 28, 2020 70.17 -0.006512813252159
May 29, 2020 74.35 0.05956961664529
Jun 1, 2020 73.28 -0.01439139206456
Jun 2, 2020 74.3 0.013919213973799
Jun 3, 2020 75.36 0.014266487213997
Jun 4, 2020 74.55 -0.010748407643312
Jun 5, 2020 75.51 0.012877263581489
Jun 8, 2020 76.56 0.013905442987684
Jun 9, 2020 79.37 0.036703239289446
Jun 10, 2020 78.72 -0.00818949225148
Jun 11, 2020 82.2 0.044207317073171
Jun 12, 2020 81.08 -0.013625304136253
Jun 15, 2020 75.85 -0.064504193389245
Jun 16, 2020 75.59 -0.003427818061964
Jun 17, 2020 74 -0.02103452837677
Jun 18, 2020 74.2 0.002702702702703
Jun 19, 2020 74.08 -0.001617250673855
Jun 22, 2020 74.19 0.001484881209503
Jun 23, 2020 78.24 0.054589567327133
Jun 24, 2020 77.6 -0.008179959100205
Jun 25, 2020 75.93 -0.021520618556701
Jun 26, 2020 76.1 0.002238904253918
Jun 29, 2020 75.75 -0.004599211563732
Jun 30, 2020 78.01 0.02983498349835
Jul 1, 2020 78.99 0.012562491988207
Jul 2, 2020 77.96 -0.013039625269021
Jul 3, 2020 79.63 0.021421241662391
Jul 6, 2020 81.61 0.024865000627904
Jul 7, 2020 81.98 0.004533758117878
Jul 8, 2020 83.41 0.0174432788485
Jul 9, 2020 84.11 0.008392279103225
Jul 10, 2020 83.97 -0.001664486981334
Jul 13, 2020 86.54 0.030606168869835
Jul 14, 2020 85.12 -0.016408597180495
Jul 15, 2020 84.48 -0.007518796992481
Jul 16, 2020 84.91 0.005089962121212
 Jul 17, 2020 87.11 0.025909786833118
Jul 20, 2020 89.33 0.025485018941568
Jul 21, 2020 89.68 0.003918056643905
Jul 22, 2020 90.48 0.008920606601249
Jul 23, 2020 90.84 0.003978779840849
Jul 24, 2020 90.8 -0.000440334654337
Jul 27, 2020 91.56 0.008370044052864
Jul 28, 2020 94.08 0.027522935779817
Jul 29, 2020 95.79 0.018176020408163
Jul 30, 2020 95.64 -0.001565925461948
-0.042903801983123

R̅ -0.000297943069327
n= 144

n=144
Stndrd deviation 0.032198411
Variance 0.001057583
Cofficient of variation -108.06903

Company A Gul ahmad company and company B Nishat mills limited is not risky
(Ri-R̅i) (Ri-R̅i)^2 Date
0 0 Jan 1, 2020
0.024497084223185 0.000600107135438 Jan 2, 2020
-0.015907605142733 0.000253051901377 Jan 3, 2020
-0.086025726581931 0.007400425633949 Jan 6, 2020
-0.000289508624856 0.0000001 Jan 7, 2020
36.7837748341295 1353.04609104794 Jan 8, 2020
0.049065420560748 0.002407415494803 Jan 9, 2020
0.024944320712695 0.000622219135818 Jan 10, 2020
-0.006953498478922 0.0000484 Jan 13, 2020
0.014442013129103 0.000208571743221 Jan 14, 2020
-0.016609145815358 0.000275863724716 Jan 15, 2020
0.008773853915332 0.0000770 Jan 16, 2020
-0.024353120243531 0.000593074465596 Jan 17, 2020
0.001560062402496 0.0000024 Jan 20, 2020
0.007120605251446 0.0000507 Jan 21, 2020
-0.015466195315952 0.000239203197551 Jan 22, 2020
0.190020608975375 0.036107831835372 Jan 23, 2020
0.028680259914855 0.000822557308784 Jan 24, 2020
-0.021841442319125 0.00047704860258 Jan 27, 2020
0.003740070116822 0.0000140 Jan 28, 2020
0.037483884000171 0.001405041559738 Jan 29, 2020
-0.012797162924876 0.000163767378926 Jan 30, 2020
0.018981479102336 0.000360296548912 Jan 31, 2020
-0.078684444093709 0.006191241742336 Feb 3, 2020
-0.012949667375897 0.000167693885146 Feb 4, 2020
-0.031810484125126 0.001011906900275 Feb 6, 2020
-0.019440194379999 0.000377921157532 Feb 7, 2020
-0.009499597510162 0.0000902 Feb 10, 2020
-0.016481075099911 0.000271625836449 Feb 11, 2020
0.018633977308702 0.000347225110341 Feb 12, 2020
-0.002532187728199 0.0000064 Feb 13, 2020
-0.013629846045621 0.000185772703227 Feb 14, 2020
-0.020822928131959 0.000433594335989 Feb 17, 2020
0.022036159845342 0.000485592340729 Feb 18, 2020
-0.002616667363165 0.0000068 Feb 19, 2020
0.028388377748992 0.000805899991219 Feb 20, 2020
0.01023982639111 0.00010485404452 Feb 21, 2020
-0.034026875817792 0.001157828277919 Feb 24, 2020
0.014017007535656 0.000196476500255 Feb 25, 2020
0.00649248900617 0.0000422 Feb 26, 2020
 0.044690370928411 0.001997229253719 Feb 27, 2020
0.001504014941682 0.0000023 Feb 28, 2020
0.039180692170202 0.001535126638936 Mar 2, 2020
0.040175049617977 0.001614034611807 Mar 3, 2020
0.01780964672376 0.000317183516425 Mar 4, 2020
-0.050567072321962 0.002557028803215 Mar 5, 2020
-0.045487737976518 0.00206913430622 Mar 6, 2020
-0.01382078002121 0.000191013960395 Mar 9, 2020
0.028101588409845 0.000789699271156 Mar 10, 2020
0.011106952332242 0.000123364390111 Mar 11, 2020
-0.069985604606526 0.004897984852141 Mar 12, 2020
0.002365541834376 0.0000056 Mar 13, 2020
-0.071331840795265 0.005088231511241 Mar 16, 2020
-0.07961005058425 0.006337760154027 Mar 17, 2020
-0.063741604153438 0.004062992100054 Mar 18, 2020
-0.065514050234624 0.004292090778145 Mar 19, 2020
-0.065847890131779 0.004335944634807 Mar 20, 2020
-0.064757803637985 0.004193573132016 Mar 24, 2020
-0.084954365186196 0.00721724416419 Mar 25, 2020
-0.132773152696623 0.017628710077001 Mar 26, 2020
0.040538738019579 0.00164338928022 Mar 27, 2020
-0.037953969516686 0.001440503802074 Mar 30, 2020
0.063508904246541 0.004033380918596 Mar 31, 2020
0.124454583528486 0.015488943361249 Apr 1, 2020
0.087774857824316 0.007704425666079 Apr 2, 2020
0.025254435930855 0.000637786534186 Apr 3, 2020
-0.066180532639934 0.004379862900505 Apr 6, 2020
0.080618244993448 0.006499301425824 Apr 7, 2020
-0.005432708074497 0.0000295 Apr 8, 2020
0.078039003395964 0.006090086051035 Apr 9, 2020
0.063965164024217 0.004091542208645 Apr 10, 2020
0.034642778341401 0.001200122091211 Apr 13, 2020
0.139634638817175 0.019497832357603 Apr 14, 2020
0.072527072527073 0.005260176249347 Apr 15, 2020
0.061812974560947 0.003820843824072 Apr 16, 2020
0.149621861082889 0.022386701313907 Apr 17, 2020
0.08376008981266 0.007015752645425 Apr 20, 2020
-0.109132986225311 0.011910008682454 Apr 21, 2020
0.016218455203342 0.000263038289183 Apr 22, 2020
-0.073356435893551 0.005381166687005 Apr 23, 2020
-0.064661082131326 0.004181055542394 Apr 24, 2020
-0.064272264450205 0.004130923977557 Apr 27, 2020
-0.003610037956971 0.0000130 Apr 28, 2020
 0.08218565906149 0.006754482555372 Apr 29, 2020
-0.00271790008853 0.0000074 Apr 30, 2020
0.005385644395673 0.0000290 May 4, 2020
-0.019750722425051 0.000390091036311 May 5, 2020
-0.019169453078654 0.000367467931335 May 6, 2020
0.020997850004439 0.000440909704809 May 7, 2020
-0.069055821954562 0.00476870654582 May 8, 2020
-0.002605226131483 0.0000068 May 11, 2020
0.006290837751512 0.0000396 May 12, 2020
-0.091257225433526 0.008327881193825 May 13, 2020
-0.019885476759007 0.000395432185933 May 14, 2020
0.05961852288308 0.00355436827076 May 15, 2020
-0.020116112706622 0.000404657990426 May 18, 2020
0.022343649842229 0.000499238688272 May 19, 2020
0.00684062675363 0.0000468 May 20, 2020
0.024894286859043 0.00061972551822 May 21, 2020
-0.033956506739649 0.00115304434996 May 28, 2020
-0.025690960516146 0.000660025452242 May 29, 2020
-0.07816590312904 0.006109908411978 Jun 1, 2020
-0.006666425505976 0.0000444 Jun 2, 2020
0.000954042243066 0.0000009 Jun 3, 2020
-0.004071565378586 0.0000166 Jun 4, 2020
0.03988907053276 0.001591137947967 Jun 5, 2020
0.0555328376347 0.003083896055762 Jun 8, 2020
0.027052615092698 0.000731843983354 Jun 9, 2020
0.028143988077307 0.000792084064896 Jun 10, 2020
0.051048543406345 0.00260595378391 Jun 11, 2020
-0.024996177335573 0.000624808881391 Jun 12, 2020
-0.042711353269453 0.001824259698108 Jun 15, 2020
0.005251408770846 0.0000276 Jun 16, 2020
-0.031939228167063 0.001020114295908 Jun 17, 2020
-0.024832776425163 0.000616666784982 Jun 18, 2020
0.02330889739605 0.00054330469782 Jun 19, 2020
-0.001936856108605 0.0000038 Jun 22, 2020
-0.022518857104719 0.000507098925303 Jun 23, 2020
0.00724598298989 0.0000525 Jun 24, 2020
-0.020396364027775 0.000416011665554 Jun 25, 2020
0.016157272293428 0.000261057447964 Jun 26, 2020
0.00653048145702 0.0000426 Jun 29, 2020
-0.002287782466064 0.0000052 Jun 30, 2020
-0.003426923951708 0.0000117 Jul 1, 2020
-0.033592281805865 0.001128441396925 Jul 2, 2020
0.020939319956512 0.000438455120241 Jul 3, 2020
 -0.023451958107536 0.000549994339078 Jul 6, 2020
0.003625304136253 0.0000131 Jul 7, 2020
0.069891398776451 0.004884807622929 Jul 8, 2020
0.022182004264242 0.000492041313179 Jul 9, 2020
0.017418486299189 0.000303403664955 Jul 10, 2020
0.030289709042596 0.000917466473885 Jul 13, 2020
-0.013393927863354 0.000179397303609 Jul 14, 2020
0.009864016326165 0.0000973 Jul 15, 2020
-0.057795723146306 0.003340345614004 Jul 16, 2020
0.05674863069879 0.003220407086188 Jul 17, 2020
0.045753747391057 0.002093405400325 Jul 20, 2020
-0.020507847051163 0.000420571790674 Jul 21, 2020
0.017106838165318 0.000292643912014 Jul 22, 2020
0.006019189445308 0.0000362 Jul 23, 2020
-0.031468832884077 0.000990287443086 Jul 24, 2020
0.007406657584468 0.0000549 Jul 27, 2020
0.000940117908271 0.0000009 Jul 28, 2020
-0.021073807860333 0.000444105377734 Jul 29, 2020
-0.002209528019098 0.0000049 Jul 30, 2020
1353.38576112882

Standerd deviation
Variance
Cofficient of variation
Covariance 0.006385244
Beta 0.005502555

(Ri-R̅i) (Ri-R̅i)^2 Date

0 0 Jan 1, 2020
0.020179028167804 0.000407193177797 Jan 2, 2020
-0.017489524503553 0.00030588346736 Jan 3, 2020
-0.045892824031152 0.002106151297554 Jan 6, 2020
0.019045768146925 0.000362741284306 Jan 7, 2020
-0.062712380676743 0.003932842690145 Jan 8, 2020
 0.048907991899184 0.002391991671611 Jan 9, 2020
108.093760679157 11684.2610977628 Jan 10, 2020
0.029527379102295 0.000871866116651 Jan 13, 2020
0.004794885455514 2.29909265314996E-05 Jan 14, 2020
-0.029515729939908 0.000871178313886 Jan 15, 2020
0.029047532325624 0.000843759134208 Jan 16, 2020
-0.008848774444739 7.83008091738734E-05 Jan 17, 2020
-0.005267386840461 2.77453641270584E-05 Jan 20, 2020
-0.001615508885299 2.6098689584798E-06 Jan 21, 2020
0.011147069399497 0.000124257156197 Jan 22, 2020
0.014847083926031 0.000220435901107 Jan 23, 2020
0.032063074901446 0.001028040772136 Jan 24, 2020
-0.019692725575079 0.000387803440575 Jan 27, 2020
-0.016365053251364 0.00026781496792 Jan 28, 2020
-0.00044014084507 1.93723963499269E-07 Jan 29, 2020
-0.007397622192867 5.47248141083933E-05 Jan 30, 2020
-0.008606157395085 7.40659451089719E-05 Jan 31, 2020
-0.044925720422409 0.002018320355472 Feb 3, 2020
0.009089205397301 8.26136547543309E-05 Feb 4, 2020
0.000185718265391 3.44912740999407E-08 Feb 6, 2020
-0.038158016897224 0.001456034253529 Feb 7, 2020
-0.029440154440155 0.00086672269346 Feb 10, 2020
0.035405271009448 0.001253533215252 Feb 11, 2020
0.032849870329459 0.001079113980662 Feb 12, 2020
0.002882916395424 8.3112069430073E-06 Feb 13, 2020
-0.021513353115727 0.000462824362282 Feb 14, 2020
-0.012509476876422 0.000156487011722 Feb 17, 2020
0.007485604606526 5.60342763252421E-05 Feb 18, 2020
0.000381024957135 1.45180017959383E-07 Feb 19, 2020
-0.003618358407922 1.30925175681816E-05 Feb 20, 2020
0.004778287461774 2.28320310673434E-05 Feb 21, 2020
-0.011032908502949 0.000121725070034 Feb 24, 2020
-0.009328717060973 8.70249620036937E-05 Feb 25, 2020
-0.0089311717309 7.97658284868267E-05 Feb 26, 2020
-0.010187089822706 0.000103776799056 Feb 27, 2020
0.010291934685799 0.000105923919577 Feb 28, 2020
0.060240963855422 0.00362897372623 Mar 2, 2020
0.001108647450111 1.22909916863755E-06 Mar 3, 2020
-0.009136212624585 8.34703811216197E-05 Mar 4, 2020
0.011083170345534 0.000122836664908 Mar 5, 2020
-0.049834193072955 0.002483446799233 Mar 6, 2020
-0.01308773630635 0.000171288841625 Mar 9, 2020
0.025834970530452 0.000667445702309 Mar 10, 2020
-0.007086086373648 5.02126200947927E-05 Mar 11, 2020
-0.057479024013888 0.003303838201589 Mar 12, 2020
-0.003990586309219 1.59247790913288E-05 Mar 13, 2020
-0.074994863365523 0.005624229531213 Mar 16, 2020
-0.0749666814749 0.005620003331359 Mar 17, 2020
-0.074918957858086 0.005612850246542 Mar 18, 2020
-0.074886437378326 0.005607978503218 Mar 19, 2020
-0.073653198653199 0.005424793671848 Mar 20, 2020
-0.074965924579737 0.005619889848095 Mar 24, 2020
-0.074983628028815 0.005622544472364 Mar 25, 2020
-0.043008849557522 0.001849761140262 Mar 26, 2020
0.053634177917514 0.002876625040888 Mar 27, 2020
-0.006845708267509 4.68637216838436E-05 Mar 30, 2020
0.037999293036409 0.001443946271267 Mar 31, 2020
0.052443384982122 0.002750308628383 Apr 1, 2020
0.062773014075392 0.003940451296109 Apr 2, 2020
-0.005023595676663 2.52365135225882E-05 Apr 3, 2020
-0.062117503059976 0.003858584186406 Apr 6, 2020
0.036867862969005 0.001359239319901 Apr 7, 2020
0.022970421648836 0.000527640270725 Apr 8, 2020
0.025684404798524 0.000659688649854 Apr 9, 2020
-0.001649422702054 2.72059525005197E-06 Apr 10, 2020
-0.064583959146891 0.004171087779087 Apr 13, 2020
0.074983943481053 0.00562259177997 Apr 14, 2020
0.023599701269604 0.000556945900015 Apr 15, 2020
-0.007733839194513 5.98122686865904E-05 Apr 16, 2020
0.075 0.005625 Apr 17, 2020
0.026128590971272 0.000682703266144 Apr 20, 2020
-0.065457938941475 0.004284741770466 Apr 21, 2020
0.017546362339515 0.00030787483135 Apr 22, 2020
-0.019767278844806 0.000390745312928 Apr 23, 2020
-0.016018306636156 0.00025658614749 Apr 24, 2020
-0.034156976744186 0.001166699060303 Apr 27, 2020
0.024981188863807 0.000624059797049 Apr 28, 2020
0.06342680957275 0.004022960172578 Apr 29, 2020
0.061438630401767 0.003774705305645 Apr 30, 2020
0.028485952133195 0.000811449468935 May 4, 2020
0.0080940938409 6.55143551053023E-05 May 5, 2020
-0.027850959729018 0.000775675957827 May 6, 2020
-0.025809781907343 0.000666144842105 May 7, 2020
-0.012054576765135 0.000145312820987 May 8, 2020
0.027219093590775 0.000740879055903 May 11, 2020
0.006396031849628 4.09092234214544E-05 May 12, 2020
 -0.02632944228275 0.000693239530921 May 13, 2020
0.00839216731051 7.04284721675975E-05 May 14, 2020
-0.010171730515192 0.000103464101674 May 15, 2020
-0.016014947284132 0.000256478536514 May 18, 2020
0.008137800081378 6.62237901644738E-05 May 19, 2020
-0.026368895466164 0.000695318648105 May 20, 2020
-0.024043111786652 0.000578071224385 May 21, 2020
-0.006512813252159 4.24167364574982E-05 May 28, 2020
0.05956961664529 0.003548539227267 May 29, 2020
-0.01439139206456 0.000207112165556 Jun 1, 2020
0.013919213973799 0.000193744517648 Jun 2, 2020
0.014266487213997 0.000203532657427 Jun 3, 2020
-0.010748407643312 0.000115528266867 Jun 4, 2020
0.012877263581489 0.000165823917347 Jun 5, 2020
0.013905442987684 0.000193361344684 Jun 8, 2020
0.036703239289446 0.001347127774338 Jun 9, 2020
-0.00818949225148 6.70677833370586E-05 Jun 10, 2020
0.044207317073171 0.001954286882808 Jun 11, 2020
-0.013625304136253 0.000185648912805 Jun 12, 2020
-0.064504193389245 0.004160790964797 Jun 15, 2020
-0.003427818061964 1.17499366659283E-05 Jun 16, 2020
-0.02103452837677 0.000442451384033 Jun 17, 2020
0.002702702702703 7.30460189919635E-06 Jun 18, 2020
-0.001617250673855 2.61549974208297E-06 Jun 19, 2020
0.001484881209503 2.20487220633564E-06 Jun 22, 2020
0.054589567327133 0.002980020860964 Jun 23, 2020
-0.008179959100205 6.69117308810188E-05 Jun 24, 2020
-0.021520618556701 0.000463137023063 Jun 25, 2020
0.002238904253918 5.01269225821179E-06 Jun 26, 2020
-0.004599211563732 2.11527470079651E-05 Jun 29, 2020
0.02983498349835 0.000890126240347 Jun 30, 2020
0.012562491988207 0.000157816204954 Jul 1, 2020
-0.013039625269021 0.000170031827157 Jul 2, 2020
0.021421241662391 0.000458869594359 Jul 3, 2020
0.024865000627904 0.000618268256226 Jul 6, 2020
0.004533758117878 2.0554962671422E-05 Jul 7, 2020
0.0174432788485 0.000304267976987 Jul 8, 2020
0.008392279103225 0.0000704 Jul 9, 2020
-0.001664486981334 2.77051691103012E-06 Jul 10, 2020
0.030606168869835 0.000936737572889 Jul 13, 2020
-0.016408597180495 0.000269242061432 Jul 14, 2020
-0.007518796992481 5.65323082141452E-05 Jul 15, 2020
0.005089962121212 2.59077143953723E-05 Jul 16, 2020
 0.025909786833118 0.000671317053738 Jul 17, 2020
0.025485018941568 0.000649486190452 Jul 20, 2020
0.003918056643905 1.53511678648463E-05 Jul 21, 2020
0.008920606601249 7.95772221342441E-05 Jul 22, 2020
0.003978779840849 1.5830689021945E-05 Jul 23, 2020
-0.000440334654337 1.93894607810392E-07 Jul 24, 2020
0.008370044052864 7.00576374468768E-05 Jul 27, 2020
0.027522935779817 0.00075751199394 Jul 28, 2020
0.018176020408163 0.000330367717878 Jul 29, 2020
-0.001565925461948 2.45212255237742E-06 Jul 30, 2020
11684.4126735587

Co variance -0.000533763 Stndrd deviation

Beta -0.000459976 Variance
Cofficient of variation

ny B Nishat mills limited is not risky because Beta is < 1

MPS Rturn (Rm) (Rm-Rm̅) (Rm-Rm̅)^2 (Ri-R̅i) (Rm-Rm̅)
41,400.00 0 0 0 0
42,480.76 0.02610531400966 -0.0308361609 0.0009508688212 -0.000755396031546
42,323.30 -0.0037066191848 -0.0037066192 0.0000137 0.0000590
41,357.56 -0.02281816399 -0.022818164 0.0005206686079 0.00196294913651
42,523.07 0.02818130469979 0.0281813047 0.0007941859346 -0.0000082
43,207.05 0.01608491578807 0.0160849158 0.0002587245159 0.591663920574124
43,218.67 0.00026893759236 0.0002689376 0.0000001 0.0000132
43,207.04 -0.0002690966659 -0.0002690967 0.0000001 -0.0000067
43,167.77 -0.0009088796641 -0.0009088797 0.0000008 0.0000063
42,747.63 -0.009732724206 -0.0097327242 0.0000947 -0.000140560130766
42,626.48 -0.0028340752458 -0.0028340752 0.0000080 0.0000471
42,561.27 -0.0015298002556 -0.0015298003 0.0000023 -0.0000134
42,506.95 -0.0012762777051 -0.0012762777 0.0000016 0.0000311
42,299.19 -0.0048876713102 -0.0048876713 0.0000239 -0.0000076
41,898.70 -0.0094680300025 -0.00946803 0.0000896 -0.0000674
41,903.51 0.00011480069787 0.0001148007 0.0000000 -0.0000018
41,630.94 -0.0065047056917 -0.0634461806 0.0040254178374 -0.012056081881701
40,409.38 -0.0293425995185 -0.0293425995 0.0008609881465 -0.000841553380769
40,143.63 -0.0065764433901 -0.0326817574 0.0010680972667 0.000713816719135
39,296.70 -0.0210974941728 -0.017390875 0.0003024425328 -0.0000650
39,714.46 0.01063091811781 0.0334490821 0.0011188410939 0.001253801513643
40,531.13 0.02056354285064 -0.0076177618 5.803029559E-05 9.74857395065347E-05
40,455.44 -0.0018674534858 -0.0179523693 0.0003223 -0.0003408
40,175.35 -0.0069234199406 -0.0071923575 0.0000517 0.000565926654201
40,574.52 0.00993569439968 0.0102047911 0.00 -0.000132148649939
40,249.22 -0.0080173468472 -0.0071084672 0.0000505 0.000226123782484
39,143.73 -0.0274661223249 -0.0177333981 0.0003144734088 0.000344740706448
38,087.32 -0.0269879748302 -0.0241538996 0.0005834108651 0.000229452324353
37,983.62 -0.0027226909113 -0.0011928907 0.0000014 1.96601204824083E-05
39,296.30 0.03455910732047 0.035835385 0.0012841748199 0.000667755751414
39,199.68 -0.0024587556589 0.0024289157 0.0000059 0.00
38,906.40 -0.0074816937281 0.0019863363 0.0000039 -2.70734576142743E-05
37,058.95 -0.0474844755619 -0.0475992763 0.0022656911005 0.00099115630869
37,695.75 0.01718343342162 0.0236881391 0.0005611279347 0.00052199561994
37,673.25 -0.0005968842641 0.0287457153 0.0008263 -0.0000752
35,956.69 -0.0455644256867 -0.0389879823 0.0015200627636 -0.001106805569105
36,060.88 0.00289765270385 0.0239951469 0.00 0.0002457
30,416.05 -0.1565361133727 -0.1671670315 0.0279448164174 0.005688171821357
30,129.83 -0.0094101633841 -0.0299737062 0.0008984 -0.000420141666164
30,667.41 0.01784211859144 0.0197095721 0.0003884672315 0.000127964180028
28,564.83 -0.0685607294519 -0.0616373095 0.0037991579238 -0.00275459422509
27,267.20 -0.0454275414907 -0.0553632359 0.0030650878883 -0.0000833
28,023.39 0.02773258713766 0.035749934 0.0012780577799 0.001400707158567
29,231.63 0.04311541180421 0.0705815341 0.00498175296 0.002835616635748
29,505.57 0.00937135561719 0.0363593304 0.0013220 0.00064754683038
30,782.66 0.04328301402074 0.0460057049 0.0021165248863 -0.002326373808522
31,621.79 0.02725982744831 -0.0072992799 5.3279486652E-05 0.000332027730242
30,971.27 -0.0205718904591 -0.0181131348 0.0003280856523 0.000250337651567
31,837.30 0.02796236641248 0.0354440601 0.0012562813993 0.000996034389645
32,033.20 0.00615315997274 0.0536376355 0.0028770 0.0005958
31,032.99 -0.0312241674263 -0.0484076008 0.0023432958199 0.003387835212892
31,222.74 0.00611446077223 0.006711345 0.0000450 0.0000159
32,831.83 0.05153583574023 0.0971002614 0.0094284607692 -0.006926340389282
33,499.65 0.02034062676372 0.0174429741 0.0003042573441 -0.001388636047246
32,422.83 -0.0321442164321 0.1243918969 0.0154733440245 -0.007928939054683
32,464.23 0.00127687805167 0.0106870414 0.0001142 -0.0007002
32,850.83 0.0119084912841 -0.0059336273 3.5207933022E-05 0.000390716839017
33,158.84 0.00937601880987 0.0779367483 0.0060741 -0.005047012640118
34,111.64 0.02873441893625 0.0741619604 0.0054999963744 -0.006300382269036
33,916.64 -0.0057165237438 -0.0334491109 0.0011188 0.004441143906631
33,992.75 0.00224403124838 -0.0408713806 0.0016705 -0.0016569
33,267.69 -0.0213298423929 -0.030701198 0.0009425635593 0.001165232333399
33,283.79 0.00048395304874 -0.042799061 0.0018318 -0.0027181
33,603.02 0.00959115533417 -0.0176686721 0.0003122 -0.002198947229466
33,693.04 0.00267892588226 0.0232508163 0.0005406 0.00204083709866
33,804.90 0.00331997350195 -0.0246423929 0.0006072 -0.0006223
34,158.55 0.01046150114333 0.0043083412 1.8561803642E-05 -0.000285128313464
33,932.81 -0.0066085943344 0.0246155731 0.0006059 0.00198446430218
33,836.61 -0.0028350142532 -0.008949475 0.0000801 0.0000486
33,695.42 -0.0041726993337 -0.0557085351 0.0031034 -0.004347438557815
33,931.23 0.00699828047847 -0.0133423463 0.0001780 -0.000853445368604
34,401.42 0.01385714576218 0.0460013622 0.0021161253237 0.001593614993899
34,119.39 -0.0081982080972 -0.0094750861 0.0000898 -0.001323050232162
34,350.42 0.00677122304942 -0.0051372682 0.0000264 -0.000372591025848
34,749.57 0.01161994525831 0.0022439264 5.035205906E-06 0.000138703768474
34,803.60 0.00155483938362 -0.0271795796 0.0007387 -0.004066659276114
34,609.09 -0.0055887896654 0.0001277341 0.0000000 1.06990178759316E-05
33,824.51 -0.0226697668156 -0.0249137981 0.000620697334 0.002718917180936
34,019.12 0.00575352015447 0.0270833625 0.0007335 0.0004393
33,848.68 -0.0050101237187 -0.0054940768 0.0000302 0.000403025890182
33,539.85 -0.0091238417569 -0.0187149971 0.0003503 0.001210131963994
34,052.61 0.01528808268373 0.0126091568 0.0001589908352 -0.000810419060439
34,034.65 -0.0005274191905 -0.0038473927 0.0000148 0.0000139
 33,709.63 -0.0095496795178 -0.0200111807 0.0004004 -0.001644632071232
33,939.49 0.00681882298916 0.0134274173 0.0001803 -0.0000365
34,978.18 0.03060417230783 0.0334391866 0.0011181791979 0.000180091567698
35,051.38 0.00209273324112 0.0062654326 0.0000393 -0.0001237
35,202.77 0.00431908815002 -0.0026791923 0.0000072 0.0000514
35,737.35 0.01518573680423 0.001328591 1.765154157E-06 2.78975554183367E-05
35,694.89 -0.0011881127168 0.0070100954 0.0000491 -0.0004841
36,618.57 0.02587709333185 0.0191058703 0.0003650342792 -0.0000498
36,745.22 0.00345862768535 -0.0081613176 0.0000666 0.00
36,679.03 -0.0018013227299 -0.0033561621 0.0000113 0.000306274042582
37,001.44 0.00879003615963 0.0143788258 0.0002068 -0.000285929806766
373,330.85 9.08963029546958 9.1123000623 83.034012425123 0.543261869780843
37,804.61 -0.8987369782058 -0.9044904984 0.818103061624 0.018194832807084
37,578.21 -0.005988687623 -0.0009785639 0.0000010 -2.18646892271659E-05
37,607.62 0.00078263440435 0.0099064762 0.0000981 0.0000678
38,221.16 0.01631424695314 0.0010261643 1.0530131078E-06 2.55456276872219E-05
40,166.12 0.05088699558046 0.0514144148 0.0026434420462 -0.001745853921685
40,029.69 -0.0033966437386 0.0061530358 0.0000379 -0.0001581
40,473.18 0.01107902659251 0.0042602036 1.8149334742E-05 -0.00033300266217
40,290.74 -0.0045076764415 -0.0351118487 0.0012328 0.0002341
40,122.50 -0.0041756492931 -0.0062683825 0.0000393 -0.0000060
40,184.01 0.001533055019 -0.0027860331 0.0000078 0.0000113
40,154.11 -0.0007440770595 -0.0159298139 0.0002538 -0.0006354
39,802.60 -0.0087540229381 -0.0075659102 0.0000572 -0.000420156463879
40,292.82 0.01231628084598 -0.0135608125 0.0001838956353 -0.000366855440525
40,862.59 0.01414073276579 0.0106821051 0.0001141073689 0.000300637038024
41,082 0.00536799062419 0.0071693134 0.0000514 0.000365983003948
41,056.22 -0.0006260658576 -0.009416102 0.00 0.0002354
41,834.85 0.0189649704722 -9.070665325 82.27696943811 0.387420391084944
42,188.11 0.00844415600869 0.9071811342 0.8229776 0.0047640
42,023.00 -0.0039136619299 0.0020750257 0.0000043 -6.62747190660781E-05
42,295.75 0.00649049330129 0.0057078589 0.0000326 -0.000141741983854
41,985.19 -0.0073425817015 -0.0236568287 0.0005596 -0.000551414591826
42,530.67 0.01299220034493 -0.0378947952 0.0014360155059 0.0000734
42,531.31 1.504796421E-05 0.0034116917 0.0000116 -0.0000768
42,346.42 -0.0043471503699 -0.015426177 0.0002380 -0.0001118
42,282.28 -0.0015146498807 0.0029930266 0.0000090 -0.0000610
42,334.76 0.00124118188518 0.0054168312 0.0000293 0.0000875
41,828.91 -0.0119488099141 -0.0134818649 0.0001817606821 -0.0000880
41,876.26 0.00113199220348 0.0018760693 0.0000035 -0.0000043
41,806.37 -0.001668964707 0.0070850582 0.0000502 -0.0000243
41,701.23 -0.002514927749 -0.0148312086 0.0002200 0.0004982
40,740.95 -0.0230276181302 -0.0371683509 0.0013814863083 -0.000778279991667
 40,676.29 -0.001587100939 -0.0069550916 0.0000484 0.0001631
40,070.83 -0.0148848383174 -0.0142587725 0.0002033125921 -0.0000517
39,072.47 -0.0249148819727 -0.0438798524 0.0019254414506 -0.003066824265481
39,127.48 0.00140789665972 -0.0070362593 0.0000495 -0.0001561
39,849.96 0.01846477207323 0.022378434 0.0005007943084 0.00038979844608
40,209.82 0.00903037292886 0.0025398796 0.0000065 7.69322149222709E-05
40,006.67 -0.0050522484309 0.0022903333 0.00 -0.0000307
40,144.29 0.00343992639227 -0.009552274 0.0000912 -0.0000942
40,068.49 -0.0018881888308 -0.0019032368 0.0000036 0.000109998946889
40,164.02 0.00238416770884 0.0067313181 0.0000453 0.000381993083768
41,535.92 0.03415743742783 0.0356720873 0.0012724978129 0.001632131671625
41,199.02 -0.0081110518318 -0.0093522337 0.0000875 0.000191794178654
41,266.00 0.00162576682649 0.0135745767 0.0001843 0.0002322
41,850.47 0.01416347598507 0.0130314838 0.0001698195695 0.0000784
41,381.83 -0.0111979626513 -0.0095289979 9.0801801823E-05 0.000299866443863
39,112.14 -0.0548475019109 -0.0523325742 0.0027386983184 -0.00038760945733
40,480.88 0.03499527256755 0.0580228907 0.0033666558449 0.0000545
40,281.96 -0.0049139247961 -0.0033268239 0.0000111 0.0000701
41,071.30 0.01959537222121 0.0344802105 0.0011888849188 -0.0000762
8.19957239204224 167.09966919337 1.51141247644078
Rm̅ 0.05694147494474
1.07722531
1.160414369
18.91811391

MPS Return (Rm) (Rm-Rm̅) (Rm-Rm̅)^2 (Ri-R̅i) (Rm-Rm̅)

41,400.00 0 0 0 0
42,480.76 0.02610531400966 -0.0308361609 0.0009508688212 -0.000622243760096
42,323.30 -0.0037066191848 -0.0037066192 0.0000137 6.48270070575341E-05
41,357.56 -0.02281816399 -0.022818164 0.0005206686079 0.001047189984709
42,523.07 0.02818130469979 0.0281813047 0.0007941859346 0.00053673459539
43,207.05 0.01608491578807 0.0160849158 0.0002587245159 -0.001008723362054
43,218.67 0.00026893759236 0.0002689376 0.0000001 1.3153197588546E-05
43,207.04 -0.0002690966659 -0.0002690967 0.0000001 -0.029087670599264
43,167.77 -0.0009088796641 -0.0009088797 0.0000008 -2.68368343989134E-05
42,747.63 -0.009732724206 -0.0097327242 0.0000947 -4.66672977380961E-05
42,626.48 -0.0028340752458 -0.0028340752 0.0000080 8.36497995846716E-05
42,561.27 -0.0015298002556 -0.0015298003 0.0000023 -4.44369223767501E-05
42,506.95 -0.0012762777051 -0.0012762777 0.0000016 1.12934935409178E-05
42,299.19 -0.0048876713102 -0.0048876713 0.0000239 2.5745255539955E-05
41,898.70 -0.0094680300025 -0.00946803 0.0000896 1.52956865952605E-05
41,903.51 0.00011480069787 0.0001148007 0.0000000 1.2796913463091E-06
41,630.94 -0.0065047056917 -0.0634461806 0.0040254178374 -0.000941990768696
40,409.38 -0.0293425995185 -0.0293425995 0.0008609881465 -0.000940813966166
40,143.63 -0.0065764433901 -0.0065764434 4.3249607664E-05 0.000129508094942
39,296.70 -0.0210974941728 -0.0210974942 0.0004451042604 0.000345261615608
39,714.46 0.01063091811781 0.0106309181 0.00011301642 -4.67910128424531E-06
40,531.13 0.02056354285064 0.0205635429 0.0004228592946 -0.000152121320956
40,455.44 -0.0018674534858 -0.0018674535 0.0000035 1.60715986263872E-05
40,175.35 -0.0069234199406 -0.0069234199 0.0000479 0.000311039628616
40,574.52 0.00993569439968 0.0099356944 0.00 9.03075671634653E-05
40,249.22 -0.0080173468472 -0.0080173468 0.0000643 -1.48896774950827E-06
39,143.73 -0.0274661223249 -0.0274661223 0.0007543878756 0.001048052759773
38,087.32 -0.0269879748302 -0.0269879748 0.0007283507854 0.000794530147028
37,983.62 -0.0027226909113 -0.0027226909 0.0000074 -9.63976095897444E-05
39,296.30 0.03455910732047 0.0345591073 0.0011943318988 0.001135262194179
39,199.68 -0.0024587556589 -0.0024587557 0.0000060 -7.08838700147155E-06
38,906.40 -0.0074816937281 -0.0074816937 0.0000560 0.000160956319077
37,058.95 -0.0474844755619 -0.0474844756 0.0022547754194 0.00059400594903
37,695.75 0.01718343342162 0.0171834334 0.0002952703842 0.000128628388377
37,673.25 -0.0005968842641 -0.0005968843 0.0000004 -2.27427801158675E-07
35,956.69 -0.0455644256867 -0.0455644257 0.0020761168882 0.000164868422785
36,060.88 0.00289765270385 0.0028976527 0.00 1.38458175833811E-05
30,416.05 -0.1565361133727 -0.1565361134 0.0245035547898 0.001727048616248
30,129.83 -0.0094101633841 -0.0094101634 0.0000886 8.77847517081191E-05
30,667.41 0.01784211859144 0.0178421186 0.0003183411958 -0.000159351025183
28,564.83 -0.0685607294519 -0.0685607295 0.004700573623 0.000698434309237
27,267.20 -0.0454275414907 -0.0454275415 0.0020636615259 -0.000467537289959
28,023.39 0.02773258713766 0.0277325871 0.0007690963893 0.001670637779377
29,231.63 0.04311541180421 0.0431154118 0.001858938735 4.77997913572225E-05
29,505.57 0.00937135561719 0.0093713556 0.0000878 -8.56186974992063E-05
30,782.66 0.04328301402074 0.043283014 0.0018734193027 0.00047971301746
31,621.79 0.02725982744831 0.0272598274 0.0007430981925 -0.001358471504195
30,971.27 -0.0205718904591 -0.0205718905 0.0004232026771 0.000269239477652
31,837.30 0.02796236641248 0.0279623664 0.0007818939354 0.000722406912228
32,033.20 0.00615315997274 0.00615316 0.0000379 -4.36018230376811E-05
31,032.99 -0.0312241674263 -0.0312241674 0.0009749486315 0.00179473466931
31,222.74 0.00611446077223 0.0061144608 0.0000374 -2.44002834459192E-05
32,831.83 0.05153583574023 0.0515358357 0.0026559423654 -0.003864922959767
33,499.65 0.02034062676372 0.0203406268 0.0004137410971 -0.001524869287596
32,422.83 -0.0321442164321 -0.0321442164 0.00103325065 0.002408211196259
32,464.23 0.00127687805167 0.0012768781 0.0000016 -9.56208482560678E-05
32,850.83 0.0119084912841 0.0119084913 0.0001418121647 -0.000877098474208
33,158.84 0.00937601880987 0.0093760188 0.0000879 -0.000702881918959
34,111.64 0.02873441893625 0.0287344189 0.0008256668316 -0.00215461098114
33,916.64 -0.0057165237438 -0.0057165237 0.0000327 0.000245861109689
33,992.75 0.00224403124838 0.0022440312 0.0000050 0.000120356771228
33,267.69 -0.0213298423929 -0.0213298424 0.0004549621765 0.000146017878413
33,283.79 0.00048395304874 0.000483953 0.0000002 1.838987371489E-05
33,603.02 0.00959115533417 0.0095911553 0.0000920 0.000502992651613
33,693.04 0.00267892588226 0.0026789259 0.0000072 0.000168164252114
33,804.90 0.00331997350195 0.0033199735 0.0000110 -1.6678204531011E-05
34,158.55 0.01046150114333 0.0104615011 0.0001094430062 -0.000649842329282
33,932.81 -0.0066085943344 -0.0066085943 0.0000437 -0.000243644750337
33,836.61 -0.0028350142532 -0.0028350143 0.0000080 -6.51214727756973E-05
33,695.42 -0.0041726993337 -0.0041726993 0.0000174 -0.000107173298788
33,931.23 0.00699828047847 0.0069982805 0.0000490 -1.15431226965394E-05
34,401.42 0.01385714576218 0.0138571458 0.0001920204887 -0.000894949335797
34,119.39 -0.0081982080972 -0.0081982081 0.0000672 -0.000614733972608
34,350.42 0.00677122304942 0.006771223 0.0000458 0.000159798841196
34,749.57 0.01161994525831 0.0116199453 0.0001350231278 -8.98667880768265E-05
34,803.60 0.00155483938362 0.0015548394 0.0000024 0.000116612953772
34,609.09 -0.0055887896654 -0.0055887897 0.0000312 -0.000146027199193
33,824.51 -0.0226697668156 -0.0226697668 0.0005139183275 0.001483916212033
34,019.12 0.00575352015447 0.0057535202 0.0000331 0.000100953349358
33,848.68 -0.0050101237187 -0.0050101237 0.0000251 9.90365125937636E-05
33,539.85 -0.0091238417569 -0.0091238418 0.0000832 0.000146148494962
34,052.61 0.01528808268373 0.0152880827 0.0002337254721 -0.000522194684691
34,034.65 -0.0005274191905 -0.0005274192 0.0000003 -1.31755584078285E-05
33,709.63 -0.0095496795178 -0.0095496795 0.0000912 -0.000605705704255
33,939.49 0.00681882298916 0.006818823 0.0000465 0.000418939145406
34,978.18 0.03060417230783 0.0306041723 0.0009366153626 0.000871788987437
35,051.38 0.00209273324112 0.0020927332 0.0000044 1.69387792376242E-05
35,202.77 0.00431908815002 0.0043190882 0.0000187 -0.000120290750132
35,737.35 0.01518573680423 0.0151857368 0.0002306066023 -0.00039194055502
35,694.89 -0.0011881127168 -0.0011881127 0.0000014 1.43221959503874E-05
36,618.57 0.02587709333185 0.0258770933 0.0006696239593 0.000704351025257
36,745.22 0.00345862768535 0.0034586277 0.0000120 2.21214928315168E-05
 36,679.03 -0.0018013227299 -0.0018013227 0.0000032 4.74278228486674E-05
37,001.44 0.00879003615963 0.0087900362 0.0000773 7.37674541170152E-05
373,330.85 9.08963029546958 9.0896302955 82.621378908318 -0.092457269848237
37,804.61 -0.8987369782058 -0.8987369782 0.8077281559945 0.014393225328266
37,578.21 -0.005988687623 -0.0059886876 0.0000359 -4.87347426259378E-05
37,607.62 0.00078263440435 0.0007826344 0.0000006 -2.06372047966109E-05
38,221.16 0.01631424695314 0.016314247 0.0002661546536 -0.000392245263209
40,166.12 0.05088699558046 0.0508869956 0.0025894863192 -0.000331417499179
40,029.69 -0.0033966437386 -0.0033966437 0.0000115 -0.000202336765386
40,473.18 0.01107902659251 0.0110790266 0.0001227448302 -0.000159442615387
40,290.74 -0.0045076764415 -0.0045076764 0.0000203 -6.27433129143783E-05
40,122.50 -0.0041756492931 -0.0041756493 0.0000174 -5.9571847250333E-05
40,184.01 0.001533055019 0.001533055 0.0000024 -1.64779002838832E-05
40,154.11 -0.0007440770595 -0.0007440771 0.0000006 -9.58167642021197E-06
39,802.60 -0.0087540229381 -0.0087540229 0.0000766 -0.000121728566879
40,292.82 0.01231628084598 0.0123162808 0.0001516907739 0.000452047403046
40,862.59 0.01414073276579 0.0141407328 0.0001999603232 -0.000115805421416
41,082 0.00536799062419 0.0053679906 0.0000288 0.000237304463569
41,056.22 -0.0006260658576 -0.0006260659 0.00 8.53033771979651E-06
41,834.85 0.0189649704722 0.0189649705 0.000359670105 -0.00122332012296
42,188.11 0.00844415600869 0.008444156 0.0000713 -2.89450304846195E-05
42,023.00 -0.0039136619299 -0.0039136619 0.0000153 8.23220329208504E-05
42,295.75 0.00649049330129 0.0064904933 0.0000421 1.75418737872633E-05
41,985.19 -0.0073425817015 -0.0073425817 0.0000539 1.18747952045363E-05
42,530.67 0.01299220034493 0.0129922003 0.0001687972698 1.92918741622888E-05
42,531.31 1.504796421E-05 1.5047964E-05 0.0000000 8.21461855392137E-07
42,346.42 -0.0043471503699 -0.0043471504 0.0000189 3.55595122284459E-05
42,282.28 -0.0015146498807 -0.0015146499 0.0000023 3.2596202328951E-05
42,334.76 0.00124118188518 0.0012411819 0.0000015 2.77888740260958E-06
41,828.91 -0.0119488099141 -0.0119488099 0.0001427740584 5.49551047298664E-05
41,876.26 0.00113199220348 0.0011319922 0.0000013 3.37729687110414E-05
41,806.37 -0.001668964707 -0.0016689647 0.0000028 -2.09663557599406E-05
41,701.23 -0.002514927749 -0.0025149277 0.0000063 3.27937154262586E-05
40,740.95 -0.0230276181302 -0.0230276181 0.0005302711968 -0.000493280172876
40,676.29 -0.001587100939 -0.0015871009 0.0000025 -3.94632658443197E-05
40,070.83 -0.0148848383174 -0.0148848383 0.0002215584117 -6.74842565546224E-05
39,072.47 -0.0249148819727 -0.024914882 0.0006207513437 -0.000434597233728
39,127.48 0.00140789665972 0.0014078967 0.0000020 1.18154617168665E-05
39,849.96 0.01846477207323 0.0184647721 0.0003409478077 -3.07343727291952E-05
40,209.82 0.00903037292886 0.0090303729 0.0000815 0.000276385118818
40,006.67 -0.0050522484309 -0.0050522484 0.00 8.29003093577011E-05
40,144.29 0.00343992639227 0.0034399264 0.0000118 -2.58641082125881E-05
40,068.49 -0.0018881888308 -0.0018881888 0.0000036 0.00
 40,164.02 0.00238416770884 0.0023841677 0.0000057 0.0000618
41,535.92 0.03415743742783 0.0341574374 0.0011667305316 0.000870502939844
41,199.02 -0.0081110518318 -0.0081110518 0.0000658 -0.0000318
41,266.00 0.00162576682649 0.0016257668 0.0000026 0.0000145
41,850.47 0.01416347598507 0.014163476 0.000200604052 0.0000564
41,381.83 -0.0111979626513 -0.0111979627 0.0001253943675 0.0000049
39,112.14 -0.0548475019109 -0.0548475019 0.0030082484659 -0.000459076007183
40,480.88 0.03499527256755 0.0349952726 0.0012246691021 0.000963172639474
40,281.96 -0.0049139247961 -0.0049139248 0.0000241 -0.0000893
41,071.30 0.01959537222121 0.0195953722 0.0003839786125 -0.0000307
8.19957239204224 83.506540461154 -0.105943197318696
Rm̅ 0.05694147494474

0
0
1.891811391
No of Expert % in prices Expected price (EP)
17 -7 107
2 3 97
23 10 90
17 4 96
27 -5 105
19 1 99
12 1 99
9 0 100
18 5 95
4 3 97
2 -8 108
6 4 96
14 -7 107
23 10 90
15 -5 105
8 -5 105
2 4 96
12 3 97
3 -5 105
25 8 92
20 -8 108
26 -7 107
24 8 92
29 0 100
30 -7 107
28 9 91
24 10 90
12 -3 103
29 -5 105
2 7 93
8 5 95
6 5 95
4 0 100
500

Standarad deviation
variance
33
Supose price= 100
Expected Return (ERi) Probability(Pi) Pi(ERi) (ERi-ER̅) (ERi-ER̅)^2
0.07 0.034 0.00238 0.07848484848 0.006159871442
-0.03 0.004 -0.00012 -0.0215151515 0.000462901745
-0.1 0.046 -0.0046 -0.0915151515 0.008375022957
-0.04 0.034 -0.00136 -0.0315151515 0.000993204775
0.05 0.054 0.0027 0.05848484848 0.003420477502
-0.01 0.038 -0.00038 -0.0015151515 2.29568411E-06
-0.01 0.024 -0.00024 -0.0015151515 2.29568411E-06
0 0.018 0 0.00848484848 7.19926538E-05
-0.05 0.036 -0.0018 -0.0415151515 0.001723507805
-0.03 0.008 -0.00024 -0.0215151515 0.000462901745
0.08 0.004 0.00032 0.08848484848 0.007829568411
-0.04 0.012 -0.00048 -0.0315151515 0.000993204775
0.07 0.028 0.00196 0.07848484848 0.006159871442
-0.1 0.046 -0.0046 -0.0915151515 0.008375022957
0.05 0.03 0.0015 0.05848484848 0.003420477502
0.05 0.016 0.0008 0.05848484848 0.003420477502
-0.04 0.004 -0.00016 -0.0315151515 0.000993204775
-0.03 0.024 -0.00072 -0.0215151515 0.000462901745
0.05 0.006 0.0003 0.05848484848 0.003420477502
-0.08 0.05 -0.004 -0.0715151515 0.005114416896
0.08 0.04 0.0032 0.08848484848 0.007829568411
0.07 0.052 0.00364 0.07848484848 0.006159871442
-0.08 0.048 -0.00384 -0.0715151515 0.005114416896
0 0.058 0 0.00848484848 7.19926538E-05
0.07 0.06 0.0042 0.07848484848 0.006159871442
-0.09 0.056 -0.00504 -0.0815151515 0.006644719927
-0.1 0.048 -0.0048 -0.0915151515 0.008375022957
0.03 0.024 0.00072 0.03848484848 0.001481083563
0.05 0.058 0.0029 0.05848484848 0.003420477502
-0.07 0.004 -0.00028 -0.0615151515 0.003784113866
-0.05 0.016 -0.0008 -0.0415151515 0.001723507805
-0.05 0.012 -0.0006 -0.0415151515 0.001723507805
0 0.008 0 0.00848484848 7.19926538E-05
-0.008484848484848

0
-0.00848484
Pi(ERi-ER̅)^2
0.000209
1.852E-06
0.000385
3.377E-05
0.000185
8.724E-08
5.51E-08
1.296E-06
6.205E-05
3.703E-06
3.132E-05
1.192E-05
0.000172
0.000385
0.000103
5.473E-05
3.973E-06
1.111E-05
2.052E-05
0.000256
0.000313
0.00032
0.000245
4.176E-06
0.00037
0.000372
0.000402
3.555E-05
0.000198
1.514E-05
2.758E-05
2.068E-05
5.759E-07