Date Nifty 50 index Stock(Wipro) Rm_(C) Stock return__(Y) Rf Stock return- Rf

1/1/2018 11027 228.55

2/1/2018 10492 219.6 -4.85% -3.92% 0.79% -4.71%
3/1/2018 10113 210.85 -3.61% -3.98% 0.79% -4.77%
4/1/2018 10739 209.05 6.19% -0.85% 0.79% -1.64%
5/1/2018 10736 196.4 -0.03% -6.05% 0.79% -6.84%
6/1/2018 10714 196.15 -0.20% -0.13% 0.79% -0.92%
7/1/2018 11356 207.3 5.99% 5.68% 0.79% 4.89%
8/1/2018 11680 225.95 2.85% 9.00% 0.79% 8.21%
9/1/2018 10930 229.7 -6.42% 1.66% 0.79% 0.87%
10/1/2018 10386 248.4 -4.98% 8.14% 0.79% 7.35%
11/1/2018 10876 243.5 4.72% -1.97% 0.79% -2.76%
12/1/2018 10862 248.15 -0.13% 1.91% 0.79% 1.12%
1/1/2019 10830 276.9 -0.29% 11.59% 0.79% 10.80%
2/1/2019 10792 276.65 -0.35% -0.09% 0.79% -0.88%
3/1/2019 11623 254.8 7.70% -7.90% 0.79% -8.69%
4/1/2019 11748 298.55 1.08% 17.17% 0.79% 16.38%
5/1/2019 11922 286.4 1.48% -4.07% 0.79% -4.86%
6/1/2019 11788 280.5 -1.12% -2.06% 0.79% -2.85%
7/1/2019 11118 265.3 -5.68% -5.42% 0.79% -6.21%
8/1/2019 11023 254.4 -0.85% -4.11% 0.79% -4.90%
9/1/2019 11474 239.8 4.09% -5.74% 0.79% -6.53%
10/1/2019 11877 259.3 3.51% 8.13% 0.79% 7.34%
11/1/2019 12056 237.7 1.51% -8.33% 0.79% -9.12%
12/1/2019 12168 245.8 0.93% 3.41% 0.79% 2.62%
1/1/2020 11962 236.8 -1.69% -3.66% 0.79% -4.45%
2/1/2020 11201 221.45 -6.36% -6.48% 0.79% -7.27%
3/1/2020 8597 196.7 -23.25% -11.18% 0.79% -11.97%
4/1/2020 9859 190.95 14.68% -2.92% 0.79% -3.71%
5/1/2020 9580 212.8 -2.83% 11.44% 0.79% 10.65%
6/1/2020 10302 219.65 7.54% 3.22% 0.79% 2.43%
7/1/2020 11073 280.95 7.48% 27.91% 0.79% 27.12%
8/1/2020 11387 271.3 2.84% -3.43% 0.79% -4.22%
9/1/2020 11247 313.55 -1.23% 15.57% 0.79% 14.78%
10/1/2020 11642 340.7 3.51% 8.66% 0.79% 7.87%
11/1/2020 12968 350.5 11.39% 2.88% 0.79% 2.09%
12/1/2020 13981 386.25 7.81% 10.20% 0.79% 9.41%
1/1/2021 13634 417.9 -2.48% 8.19% 0.79% 7.40%
2/1/2021 14529 410.3 6.56% -1.82% 0.79% -2.61%
3/1/2021 14690 414.15 1.11% 0.94% 0.79% 0.15%
4/1/2021 14631 492.75 -0.40% 18.98% 0.79% 18.19%
5/1/2021 15582 539.05 6.50% 9.40% 0.79% 8.61%
6/1/2021 15721 545.65 0.89% 1.22% 0.79% 0.43%
7/1/2021 15763 587.15 0.27% 7.61% 0.79% 6.82%
6.20%
Rm-Rf__(mx)

-5.64%
-4.40%
5.40%
-0.82%
-0.99%
5.20%
2.06%
-7.21%
-5.77%
3.93%
-0.92%
-1.08%
-1.14%
6.91%
0.29%
0.69%
-1.91%
-6.47%
-1.64%
3.30%
2.72%
0.72%
0.14%
-2.48%
-7.15%
-24.04%
13.89%
-3.62%
6.75%
6.69%
2.05%
-2.02%
2.72%
10.60%
7.02%
-3.27%
5.77%
0.32%
-1.19%
5.71%
0.10%
-0.52%
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.2400119925
R Square 0.0576057566
Adjusted R Square 0.0340459005
Standard Error 0.0818701846
Observations 42

ANOVA
df SS MS F Significance F
Regression 1 0.016389 0.016389 2.445081 0.125772
Residual 40 0.268109 0.006703
Total 41 0.284498

CoefficientsStandard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%

Upper 95.0%
Intercept 0.0250661556 0.012644 1.982434 0.054329 -0.000489 0.050621 -0.000489 0.050621
X Variable 1 0.3286469669 0.210176 1.563675 0.125772 -0.096134 0.753428 -0.096134 0.753428

RESIDUAL OUTPUT

Observation Predicted Y Residuals

1 0.006524789 -0.045685
2 0.010598209 -0.050443
3 0.0428132641 -0.05135
4 0.0223780352 -0.08289
5 0.0217963877 -0.023069
6 0.042162896 0.014681
7 0.031846528 0.05812
8 0.0013666575 0.01523
9 0.0061126671 0.075298
10 0.0379750452 -0.057701
11 0.0220467977 -0.00295
12 0.021501634 0.094356
13 0.0213166973 -0.02222
14 0.0477761483 -0.126757
15 0.026004291 0.145699
16 0.0273374452 -0.068034
17 0.0187759431 -0.039377
18 0.0037903851 -0.057979
19 0.0196616541 -0.060747
20 0.035916255 -0.093306
21 0.0340128747 0.047305
22 0.027422931 -0.110724
23 0.0255229683 0.008554
24 0.0169059659 -0.053521
25 0.001561941 -0.066385
26 -0.0539337535 -0.05783
27 0.0707137055 -0.099946
28 0.0131694587 0.101258
29 0.0472384364 -0.015049
30 0.04706573 0.232015
31 0.0317893738 -0.066137
32 0.0184292215 0.137302
33 0.0340120827 0.052577
34 0.0599020622 -0.031138
35 0.048142221 0.053855
36 0.0143130248 0.067629
37 0.04404378 -0.06223
38 0.0261116755 -0.016728
39 0.0211498874 0.168636
40 0.0438315605 0.050131
41 0.025401556 -0.013158
42 0.0233478531 0.052708
Upper 95.0%