IM M092-20 Kashish Gangesaria

Maximum Marks Marks obtained Mid term QP: Investment Management
Q1 7 NAME: Kashish Gangesaria

Q2 7 EnrollmentM092-20
Q3 7 Section: -
Q4 7
Q5 7 Instructions:
Sum 35 0 Solve and answer questions in this excel file and upload it as y
All questions (Q1 to Q5) carry equal marks. Marks will be scale
All excel cell values must be backwardly verifiable (do not past
Consider data given in the tab Question_Data and answer the
Q1 Calculate portfolio returns, portfolio standard devia
Q2 What are the weight allocations, average portfolio

weight = 1, Individual securities non-negative.)?
Q3 What are the weight allocation, average portfolio r
variations with total weight = 1, individual securitie
Q4 What are the weight allocation, average portfolio r
a standard deviation of returns <=10% with no sho
Q5 Using all the securities data in Question_Data tab, c
of this index over the given time period (average re
calculated in Q1 through Q4 on Coefficient of varia
his excel file and upload it as your submission. Do write your name, enrollment no. and section.
ual marks. Marks will be scaled to the weightage in the mid-term component. Time 90 minutes. Open Book+Computer+Internet
kwardly verifiable (do not paste results as value). Each answer tab should be clearly marked with question no.
uestion_Data and answer the following questions;
turns, portfolio standard deviation and coefficient of variation for an equally weighted portfolio comprising of all given securities (all w
allocations, average portfolio returns, portfolio standard deviations and coefficient of variation for a portfolio with lowest posible risk
securities non-negative.)?
allocation, average portfolio returns, portfolio standard deviations and coefficient of variation for a portfolio with minimum coefficien
weight = 1, individual securities non-negative?
allocation, average portfolio returns, exact portfolio standard deviation and coefficient of variation for a portfolio with maximum retu
of returns <=10% with no short positions in any security and total weight = 1.
s data in Question_Data tab, calculate a value weighted index (with 1000 as the base at the commencement of the series). Track perf
given time period (average returns, standard deviation of returns, coefficient of variaion). How does it perform against the active portf
ugh Q4 on Coefficient of variation basis?
omputer+Internet
all given securities (all weights =1)
with lowest posible risk (total
ith minimum coefficient of
lio with maximum returns given
of the series). Track performance

m against the active portfolios
Company Name Asian Paints Ltd. Bajaj Auto Ltd. Bajaj Finserv Ltd.
Dec-15 Adjusted Closing Price 883.55 2532 1987.9
Dec-15 Shares Outstanding 959197790 289367020 159131453
Jan-16 Adjusted Closing Price 869.9 2341.95 1861.65
Jan-16 Shares Outstanding 959197790 289367020 159131453
Feb-16 Adjusted Closing Price 846.1 2201.2 1611.9
Feb-16 Shares Outstanding 959197790 289367020 159131453
Mar-16 Adjusted Closing Price 868.4 2405.95 1711.1
Mar-16 Shares Outstanding 959197790 289367020 159131453
Apr-16 Adjusted Closing Price 866.25 2491.95 1875.35
Apr-16 Shares Outstanding 959197790 289367020 159131453
May-16 Adjusted Closing Price 984.85 2618.35 1820.65
May-16 Shares Outstanding 959197790 289367020 159131453
Jun-16 Adjusted Closing Price 1003.3 2689.95 2321.6
Jun-16 Shares Outstanding 959197790 289367020 159131453
Jul-16 Adjusted Closing Price 1114.15 2700.8 2723.9
Jul-16 Shares Outstanding 959197790 289367020 159131453
Aug-16 Adjusted Closing Price 1157.9 2978.5 2967.3
Aug-16 Shares Outstanding 959197790 289367020 159131453
Sep-16 Adjusted Closing Price 1160.7 2827.6 3069.55
Sep-16 Shares Outstanding 959197790 289367020 159131780
Oct-16 Adjusted Closing Price 1075.75 2830.4 3416.75
Oct-16 Shares Outstanding 959197790 289367020 159131780
Nov-16 Adjusted Closing Price 969.9 2685.15 2990
Nov-16 Shares Outstanding 959197790 289367020 159131780
Dec-16 Adjusted Closing Price 891.05 2632.2 2894.85
Apr-17 Adjusted Closing Price 1120.45 2864 4575.65
May-17 Adjusted Closing Price 1151.2 2845.95 4192
Nov-17 Adjusted Closing Price 1146.75 3305.5 5214.1
Sep-19 Adjusted Closing Price 1762.15 2941.8 8513
Nov-19 Adjusted Closing Price 1706.15 3176 9110.25
Dec-19 Adjusted Closing Price 1784.95 3185 9393.35
Feb-20 Adjusted Closing Price 1797.95 2890 9050.75
Aug-20 Adjusted Closing Price 1899.1 2967 6190.35
Dr. Reddy'S Laboratories Ltd. H D F C Bank Ltd. Housing Development Finance Corpn. Ltd. I T C Ltd.
3108.6 541.08 1263.75 218.53
170607653 2525086417 1578733220 8036690171
3105.4 524.92 1180 213.47
170607653 2526093117 1578733220 8038258421
3036.25 485.93 1060.3 197.1
170607653 2527380517 1579335810 8040709271
3035.2 535.58 1105.6 218.83
170607653 2528186517 1579846340 8047206991
3088.7 566.17 1088.45 216.63
170257653 2529234017 1579846340 8047206991
3183.1 590.95 1237.7 234.03
169031097 2531741317 1580406095 8047206991
3381.7 588.23 1253.6 245.6
165530149 2535052017 1582052040 8053314201
2935.35 623.1 1374.5 252.45
165620439 2538450517 1582052040 12090430721
3089.85 645.6 1405.45 260.05
165697597 2542329417 1582931505 12099617481
3107.4 636.42 1393.45 241.35
165710785 2545633717 1583983690 12111559581
3324.8 626.65 1377.5 241.65
165710785 2549270317 1583983690 12115054001
3196.9 599.8 1263.1 232.5
165710785 2552997417 1584699080 12119384761
3060.4 603.1 1262.6 241.65
165726635 2555374117 1585088925 12121361981
3018.8 643.33 1365.85 258.1
165732740 2558282917 1585088925 12126114461
2849.95 695.05 1370.05 262.2
165732740 2560076817 1585937380 12137765951
2632.35 721.27 1502.1 280.3
165741713 2562545717 1588672140 12147383071
2599.15 773.25 1537.15 278
165741713 2564909117 1588672140 12147383071
2523.85 818.1 1569.85 311.8
165741713 2568818317 1589378365 12147383071
2690.1 826.02 1614.95 323.65
165801974 2573883317 1592899780 12152165271
2383.2 892.2 1789.25 285.25
165820713 2575142917 1592899780 12173097351
2020.9 888.23 1776.9 282.25
165856928 2581392917 1593443970 12180306281
2328.75 902.85 1742.15 258.3
165879277 2583996617 1595100945 12183646491
2428.15 904.25 1707.4 265.7
165887264 2586053017 1595100945 12185512371
2284.05 926.85 1675.7 256.05
165887264 2588064117 1596721350 12188208321
2414.2 936.2 1710.4 263.25
165893524 2590123617 1597597695 12190456871
2225.35 1002.85 1956.3 271.4
165893524 2592065217 1597597695 12193172541
2237.25 942.1 1808.7 265.05
165893524 2593760817 1663886467 12197329941
2080.55 943.05 1825.6 255.5
165910907 2595090267 1675879893 12204294911
2109.85 972.15 1883.25 281.45
165929996 2596975667 1676379893 12204294911
1936.6 1069.72 1833 271.65
165929996 2603299667 1679756808 12204294911
2235.05 1054.22 1908.1 266.2
165973228 2604157867 1683633848 12207412321
2127.8 1089.75 1994.85 297.7
165998834 2643254684 1690251762 12219032131
2492 1030.6 1935.95 319.85
166029880 2714938536 1691693770 12231342281
2530.65 1003.03 1754.5 297.75
166045857 2717176187 1696588252 12241914761
2542.45 955.88 1769.25 280.1
166045857 2717769645 1717445109 12243712571
2722.2 1064.22 1989 285.8
166045857 2718492945 1719101229 12245059881
2616.5 1060.85 1968.35 281.65
166060861 2719501383 1719471258 12246916101
2720.8 1039.97 1922.35 278.65
166060861 2720479359 1719471258 12249466911
2631.65 1038.78 1841.2 276.05
166060861 2721947772 1720302776 12252326971
2780.25 1159.45 1968.25 297.25
166065948 2723306610 1721437390 12258631601
2933.75 1158.72 1995.05 301.35
166065948 2725044138 1721437390 12258631601
2678.35 1212.68 2182.65 278.55
166065948 2728786909 1722001652 12258631601
2550.45 1221.88 2192.1 273.85
166113840 2732812271 1725306237 12258631601
2574.6 1125.83 2121.8 270.2
166113840 2734270082 1725306237 12273364581
2557.5 1113.97 2166.45 245.65
166113840 2735381947 1725647546 12284983251
2702.25 1227.45 1977.05 259.85
166145748 5470763894 1726695111 12286490211
2783.2 1230.35 2131.9 257.65
166145748 5473714570 1726695111 12287670591
2913.85 1274.95 2297.25 246.4
166161338 5475587626 1728226736 12289303791
2874.55 1272.1 2412.55 237.7
166163148 5477027068 1729027666 12291125771
3114.5 1226.3 2414 235.15
166163148 5478636338 1729027666 12291751941
2927.1 1177.65 2175.75 197.55
166163148 5481869304 1731247671 12292231241
3120.75 861.9 1633.1 171.7
166172082 5483286460 1732051189 12292231241
3936.3 1001.8 1916 182.05
166172082 5483943660 1732051189 12292231241
4071.25 951.65 1658.9 197.35
166172082 5486321260 1732051189 12292231241
3944.95 1065.85 1754.65 194.65
166232516 5490278560 1734608807 12292231241
4521.05 1032.8 1781.95 194.15
166232516 5499227656 1734608807 12302115871
4264.7 1115.85 1832.6 191.1
166254995 5503127056 1792781176 12304730041
5187.8 1078.6 1740.05 171.7
166269279 5503704156 1795805932 12305036551
4888.65 1183.55 1923.55 165.25
166284997 5505244056 1795805932 12305036551
4828.95 1440.85 2256.25 193.65
166284997 5506604752 1799494862 12305036551
5205.1 1436.3 2558.65 209
166298116 5507656932 1800195902 12305114571
4602.7 1390.5 2377.8 203.25
166298116 5509193178 1800195902 12305361751
4426.55 1534.4 2539.4 203.85
166298116 5510819140 1803038030 12307869771
4516 1493.65 2498.1 218.5
166301231 5512776482 1803946433 12308844231
5163.1 1412.3 2420.1 202.6
166301231 5515160518 1803946433 12308844231
5309.15 1515.85 2552.85 216.6
166301231 5518044448 1805499397 12308844231
5423.05 1497.9 2475.25 202.7
166360134 5526719098 1805753249 12308844231
4711.2 1426.45 2441.15 204.95
166360134 5532119384 1805753249 12309660071
Infosys Ltd. Larsen & Toubro Ltd. Maruti Suzuki India Ltd. Nestle India Ltd. Reliance Industries Ltd.
552.7 850.3 4621.95 5828 502.54
2296944664 931214737 302080060 96415716 3239212335
582.45 734.43 4095.85 5488 512.84
2296944664 931478845 302080060 96415716 3239643385
542.02 717.33 3236.5 5008 478.79
2296944664 931478845 302080060 96415716 3240114558
609.15 811.13 3716.3 5757.35 517.69
2296944664 931478845 302080060 96415716 3240376321
604.05 836.4 3794.65 5725.45 486.74
2296944664 931834827 302080060 96415716 3241286235
624.33 982.37 4161.6 6097.35 474.43
2296944664 932007993 302080060 96415716 3242445749
585.4 997.67 4187.2 6492.35 480.02
2296944664 932007993 302080060 96415716 3242445749
536.92 1039.23 4757.6 7188.35 502.68
2296944664 932153521 302080060 96415716 3242951508
517.92 1008.63 5053.65 6525.55 525.02
2296944664 932334222 302080060 96415716 3243105885
518.02 955.43 5477.3 6432.85 536.76
2296944664 932334222 302080060 96415716 3243105885
501.05 983.5 5896.15 6940.4 520.66
2296944664 932334222 302080060 96415716 3243376169
487.77 921.83 5266 6289.7 490.38
2296944664 932676944 302080060 96415716 3243593710
505.3 899.4 5319.55 6028.35 536.12
2296944664 932676944 302080060 96415716 3243593710
464.3 964.17 5894.25 5851.85 517.69
2296944664 932965803 302080060 96415716 3243862174
506.2 979.47 5922.5 6254.25 613.21
2296944664 932965803 302080060 96415716 3243982206
511.13 1049.93 6015.7 6680.65 654.25
2296944664 932965803 302080060 96415716 3251278100
459.48 1166.53 6524.85 6697.75 691.05
2296944664 933271267 302080060 96415716 3251435702
488.52 1173.8 7211 6645.1 664.06
2296944664 933416457 302080060 96415716 3251565753
467.77 1125.07 7217.6 6736.8 683.52
2296944664 933416457 302080060 96415716 3251565753
505.6 1193.95 7750.05 6767.15 800.02
2296944664 1400294265 302080060 96415716 3251902354
457.48 1136.3 7700.3 7121.25 789.76
2296968266 1400545562 302080060 96415716 3251902354
449.95 1142.05 7978.2 7216.5 773.57
2296988452 1400545562 302080060 96415716 6332551296
460.93 1222.3 8211.25 7239 932.02
2296993267 1400545562 302080060 96415716 6333065425
488.05 1216.55 8599.1 7663.5 912.9
2296993267 1401031621 302080060 96415716 6333503519
521.02 1258.25 9729.55 7870.9 912.4
2183949789 1401031621 302080060 96415716 6333503519
575.13 1416.5 9509.7 7469.15 952.27
2184092098 1401369456 302080060 96415716 6334130027
586.3 1318.15 8850.95 7761.65 945.59
2184113061 1401369456 302080060 96415716 6334651022
565.9 1310.9 8861.1 8203.55 874.41
2184114257 1401369456 302080060 96415716 6334651022
599.75 1400.9 8814.95 9396.55 954.25
2184127091 1401564006 302080060 96415716 6335472959
615.9 1370.4 8537.2 9654 912.7
2184127091 1401727601 302080060 96415716 6335878732
653.6 1275.1 8825.6 9810.1 963.32
2184127091 1401727601 302080060 96415716 6336398954
682.55 1302.3 9520.55 10530.4 1174.86
2184127276 1401843833 302080060 96415716 6337649841
720.55 1369.55 9096.4 11582.25 1229.99
2184191490 1401987036 302080060 96415716 6338398151
730.05 1272.1 7347.95 9699.65 1246.14
4368382980 1402220289 302080060 96415716 6338440341
686.4 1297.5 6616.4 10147.85 1051.28
4368396968 1402220289 302080060 96415716 6338523609
667.45 1432.5 7661.6 10764.85 1156.59
4368605218 1402220289 302080060 96415716 6338561852
658.95 1437.55 7465.5 11084.85 1110.72
4368647898 1402220289 302080060 96415716 6338561852
749.55 1314.3 6641.15 11497.85 1215.63
4368652322 1402624569 302080060 96415716 6338666013
734.3 1292.95 6829.7 10639.75 1219.49
4368652322 1402624569 302080060 96415716 6338693823
743.85 1385.3 6672.55 10960.95 1350.45
4356279444 1402729385 302080060 96415716 6338693823
751.35 1348.55 6666.4 10905.3 1379.72
4336435444 1402729385 302080060 96415716 6338912113
737.75 1557.55 6869.85 11498.1 1317.66
4309229444 1403091278 302080060 96415716 6339038430
732 1553.2 6534.65 11912.6 1241.33
4291498444 1403091278 302080060 96415716 6339038430
793.65 1387.3 5469.7 11675.9 1155.3
4274450444 1403177519 302080060 96415716 6339088495
814.9 1328.25 6123.75 12875.2 1236.83
4258412178 1403265582 302080060 96415716 6339123229
805.65 1474.25 6715.8 13889.65 1319.74
4258412178 1403265582 302080060 96415716 6339123229
685.6 1473.05 7559.4 14947 1450.6
4258412178 1403581376 302080060 96415716 6339158963
696.35 1330.55 7245.85 14453.95 1536.58
4258456678 1403581376 302080060 96415716 6339203530
731.15 1298.2 7368.6 14785.35 1499.83
4258636276 1403581376 302080060 96415716 6339203530
775.95 1369.3 6913.5 15359.45 1398.39
4258662140 1403743056 302080060 96415716 6339236399
731.7 1187.55 6283.1 15778.85 1316.17
4258885437 1403743056 302080060 96415716 6339267510
641.5 808.5 4288.3 16300.6 1103.29
4258992566 1403892022 302080060 96415716 6339267510
715.5 897.55 5358.8 17924.65 1452.23
4258992566 1403892022 302080060 96415716 6339333863
691 932.25 5610.8 17540.8 1464.4
4259107880 1403892022 302080060 96415716 6761843669
735.95 943.65 5838.3 17174.45 1704.1
4259154628 1403992234 302080060 96415716 6761844754
966 913.45 6262.75 16522.2 2067.1
4259296383 1404034846 302080060 96415716 6762031390
928.6 944.95 6839.95 15949.55 2080.7
4259395224 1404034846 302080060 96415716 6762037614
1008.25 901.6 6743.45 15918.65 2234.35
4259411598 1404034846 302080060 96415716 6762037614
1060.6 929.5 6965.15 17161.6 2054.5
4259411974 1404256696 302080060 96415716 6762037614
1100 1122.4 7035.8 17888.95 1929.8
4259499045 1404256696 302080060 96415716 6762067614
1255.8 1287.6 7649.6 18390.25 1985.3
4259587833 1404256696 302080060 96415716 6762067614
1239.05 1334.7 7206.65 17060 1841.95
4259589532 1404435143 302080060 96415716 6762067614
1253.3 1442.5 6866.15 16101.6 2085.8
4259887998 1404435143 302080060 96415716 6762067614
1368.05 1418.9 6859.2 17165.2 2003.1
4260660846 1404555297 302080060 96415716 6762068814
1354.35 1340.45 6455.65 16309.25 1994.5
4260787089 1404555297 302080060 96415716 6762068814
1393.75 1467.7 7086.3 17695.55 2160.3
4261133939 1404604911 302080060 96415716 6762070014
1580.8 1500.55 7515.9 17633 2110.65
4256881763 1404604911 302080060 96415716 6762070014
1610.5 1601.45 6977.7 17702.65 2035.3
4238438763 1404656010 302080060 96415716 6762070014
Sun Pharmaceutical Inds. Ltd. Tata Steel Ltd. Titan Company Ltd.
820.15 255.81 347.15
2406666050 971215439 887786160
872.95 245.87 363.7
2406666050 971215439 887786160
853.9 245.27 316.8
2406728499 971215439 887786160
820 314.79 339.1
2406728499 971215439 887786160
811.3 345.71 355.9
2406728499 971215439 887786160
762.75 329.22 360.5
2406753959 971215439 887786160
763.1 317.01 406.25
2406753959 971215439 887786160
829.95 349.6 421.4
2406753959 971215439 887786160
775.65 364.42 418.5
2406753959 971215439 887786160
742.7 368.5 395.1
2406753959 971215439 887786160
748.1 398.48 382.25
2399253959 971215439 887786160
709.8 408.68 323.5
2399270188 971215439 887786160
630 385.24 326.8
2399270188 971215439 887786160
631.5 455.94 362.05
2399270188 971215439 887786160
679 475.29 437.2
2399291181 971215439 887786160
688.15 475.29 462.75
2399291181 971215439 887786160
641.95 442.35 470.25
2399291181 971215439 887786160
501.6 496.95 474.9
2399306181 971215889 887786160
555.7 537.37 524.45
2399306181 971215889 887786160
531.65 558.39 544.25
2399306181 971215889 887786160
481.15 628.25 617.1
2399306980 971215889 887786160
503.25 642.53 584.55
2399308086 971215889 887786160
552.9 692.99 635.25
2399308086 971215889 887786160
539.95 683.49 818.9
2399309346 971215889 887786160
571.15 721.15 858.15
2399309346 971215889 887786160
579.9 705.05 869.55
2399309346 1204119440 887786160
535.35 671.6 816.15
2399323180 1204119440 887786160
495.1 571.05 942.3
2399323180 1204119440 887786160
528.4 594.95 981.8
2399323180 1204119440 887786160
480.35 575.65 900.1
2399324494 1204119440 887786160
564 567.75 878.5
2399324494 1204119440 887786160
568.5 563.05 912.35
2399324494 1204119926 887786160
652.85 600.5 891.9
2399324674 1204119926 887786160
623.25 581.25 805.6
2399324674 1204119926 887786160
580.25 553.85 844.6
2399324674 1204119926 887786160
492.6 529.5 927.1
2399328274 1204119926 887786160
430.5 521.05 931
2399328274 1204125710 887786160
423.45 476.7 995.8
2399328274 1204125710 887786160
445.15 500.45 1025.2
2399334970 1204125710 887786160
478.85 521 1141.85
2399334970 1204126385 887786160
457.65 557.2 1158.55
2399334970 1204126385 887786160
409.85 488.3 1235.75
2399334970 1204126385 887786160
400.95 504.4 1334.7
2399334970 1204126385 887786160
426.75 432.05 1056.35
2399334970 1204126385 887786160
450.4 344.9 1105.1
2399334970 1204126385 887786160
389.45 360.5 1273.05
2399334970 1204126385 887786160
433.4 380.55 1331.2
2399334970 1204126385 887786160
449.85 427.5 1159.7
2399334970 1204126999 887786160
432.55 472.05 1187.95
2399334970 1204126999 887786160
434.3 438.7 1187.75
2399334970 1204126999 887786160
372.9 381.75 1254.5
2399334970 1204126999 887786160
352.3 269.6 933.7
2399334970 1204126999 887786160
464.45 298.3 970.05
2399334970 1204126999 887786160
474.25 295.2 890
2399334970 1204126999 887786160
472.95 326.7 949.85
2399334970 1204126999 887786160
531.7 366.3 1043.25
2399334970 1204126999 887786160
520.25 413 1100.5
2399334970 1204126999 887786160
500.45 359.75 1201.35
2399334970 1204126999 887786160
465.75 410.55 1165.75
2399334970 1204126999 887786160
511.65 577.35 1361.2
2399334970 1204126999 887786160
592.35 643.65 1567.15
2399334970 1204126999 887786160
586.2 601 1420.3
2399334970 1204126999 887786160
594.6 715.15 1406.9
2399334970 1204126999 887786160
597.8 811.85 1558.05
2399334970 1204126999 887786160
654.45 1034 1491.65
2399334970 1204126999 887786160
668.3 1125.65 1596.25
2399334970 1204126999 887786160
675.45 1166.6 1732.5
2399334970 1204126999 887786160
773.95 1434.3 1714.55
2399334970 1204126999 887786160
Company Name Asian Paints Ltd. Bajaj Auto Ltd. Bajaj Finserv Ltd.
Dec-15 Adjusted Closing Price
Jan-16 Adjusted Closing Price -1.54% -7.51% -6.35%
Feb-16 Adjusted Closing Price -2.74% -6.01% -13.42%
Mar-16 Adjusted Closing Price 2.64% 9.30% 6.15%
Apr-16 Adjusted Closing Price -0.25% 3.57% 9.60%
May-16 Adjusted Closing Price 13.69% 5.07% -2.92%
Jun-16 Adjusted Closing Price 1.87% 2.73% 27.51%
Jul-16 Adjusted Closing Price 11.05% 0.40% 17.33%
Aug-16 Adjusted Closing Price 3.93% 10.28% 8.94%
Sep-16 Adjusted Closing Price 0.24% -5.07% 3.45%
Oct-16 Adjusted Closing Price -7.32% 0.10% 11.31%
Nov-16 Adjusted Closing Price -9.84% -5.13% -12.49%
Dec-16 Adjusted Closing Price -8.13% -1.97% -3.18%
Jan-17 Adjusted Closing Price 8.94% 7.65% 12.12%
Feb-17 Adjusted Closing Price 5.51% -2.74% 20.59%
Apr-17 Adjusted Closing Price 4.37% 2.09% 11.64%
May-17 Adjusted Closing Price 2.74% -0.63% -8.38%
Jun-17 Adjusted Closing Price -4.19% -1.92% -1.75%
Sep-17 Adjusted Closing Price -3.15% 10.48% -6.33%
Oct-17 Adjusted Closing Price 4.34% 4.75% -2.80%
Nov-17 Adjusted Closing Price -2.89% 1.49% 4.07%
Dec-17 Adjusted Closing Price 1.02% 0.85% 0.31%
Jan-18 Adjusted Closing Price -2.61% 0.11% -7.99%
Feb-18 Adjusted Closing Price -0.94% -9.49% 4.97%
Mar-18 Adjusted Closing Price 0.24% -9.13% 2.37%
May-18 Adjusted Closing Price 8.57% -6.85% 10.21%
Jun-18 Adjusted Closing Price -3.08% 2.18% -3.66%
Jul-18 Adjusted Closing Price 14.79% -3.92% 19.86%
Aug-18 Adjusted Closing Price -5.44% 1.66% -3.29%
Sep-18 Adjusted Closing Price -5.77% -2.09% -10.99%
Oct-18 Adjusted Closing Price -4.86% -3.49% -10.02%
Nov-18 Adjusted Closing Price 9.39% 5.86% 10.91%
Dec-18 Adjusted Closing Price 2.01% -0.93% 8.05%
Jan-19 Adjusted Closing Price 2.88% -6.09% -5.94%
Feb-19 Adjusted Closing Price -0.52% 13.55% 6.08%
May-19 Adjusted Closing Price -3.82% -1.95% 8.88%
Jun-19 Adjusted Closing Price -3.49% -3.38% 4.11%
Jul-19 Adjusted Closing Price 12.00% -10.98% -16.74%
Sep-19 Adjusted Closing Price 9.03% 5.51% 19.57%
Nov-19 Adjusted Closing Price -5.72% -2.20% 12.00%
Jan-20 Adjusted Closing Price 0.60% -0.16% 0.51%
Feb-20 Adjusted Closing Price 0.13% -9.12% -4.14%
Mar-20 Adjusted Closing Price -7.31% -30.02% -49.27%
May-20 Adjusted Closing Price -4.30% 3.32% -13.70%
Jun-20 Adjusted Closing Price 0.26% 4.26% 32.70%
Aug-20 Adjusted Closing Price 10.70% -1.26% -0.25%
Sep-20 Adjusted Closing Price 4.60% -2.90% -5.46%
Nov-20 Adjusted Closing Price 0.17% 9.93% 57.15%
Jan-21 Adjusted Closing Price -12.92% 16.31% -2.06%
Feb-21 Adjusted Closing Price -5.41% -5.17% 10.61%
Mar-21 Adjusted Closing Price 11.43% -3.37% 0.21%
May-21 Adjusted Closing Price 17.39% 9.37% 6.93%
Jun-21 Adjusted Closing Price 0.51% -1.41% 2.56%
Jul-21 Adjusted Closing Price -1.14% -7.36% 17.45%
Returns
Dr. Reddy'S Laboratories Ltd. H D F C Bank Ltd. Housing Development Finance Corpn. Ltd. I T C Ltd.
-0.10% -2.99% -6.63% -2.32%

-2.23% -7.43% -10.14% -7.67%
-0.03% 10.22% 4.27% 11.02%
1.76% 5.71% -1.55% -1.01%
3.06% 4.38% 13.71% 8.03%
6.24% -0.46% 1.28% 4.94%
-13.20% 5.93% 9.64% 2.79%
5.26% 3.61% 2.25% 3.01%
0.57% -1.42% -0.85% -7.19%
7.00% -1.54% -1.14% 0.12%
-3.85% -4.28% -8.30% -3.79%
-4.27% 0.55% -0.04% 3.94%
-1.36% 6.67% 8.18% 6.81%
-5.59% 8.04% 0.31% 1.59%
-7.64% 3.77% 9.64% 6.90%
-1.26% 7.21% 2.33% -0.82%
-2.90% 5.80% 2.13% 12.16%
6.59% 0.97% 2.87% 3.80%
-11.41% 8.01% 10.79% -11.86%
-15.20% -0.44% -0.69% -1.05%
15.23% 1.65% -1.96% -8.49%
4.27% 0.16% -1.99% 2.86%
-5.93% 2.50% -1.86% -3.63%
5.70% 1.01% 2.07% 2.81%
-7.82% 7.12% 14.38% 3.10%
0.53% -6.06% -7.54% -2.34%
-7.00% 0.10% 0.93% -3.60%
1.41% 3.09% 3.16% 10.16%
-8.21% 10.04% -2.67% -3.48%
15.41% -1.45% 4.10% -2.01%
-4.80% 3.37% 4.55% 11.83%
17.12% -5.43% -2.95% 7.44%
1.55% -2.68% -9.37% -6.91%
0.47% -4.70% 0.84% -5.93%
7.07% 11.33% 12.42% 2.03%
-3.88% -0.32% -1.04% -1.45%
3.99% -1.97% -2.34% -1.07%
-3.28% -0.11% -4.22% -0.93%
5.65% 11.62% 6.90% 7.68%
5.52% -0.06% 1.36% 1.38%
-8.71% 4.66% 9.40% -7.57%
-4.78% 0.76% 0.43% -1.69%
0.95% -7.86% -3.21% -1.33%
-0.66% -1.05% 2.10% -9.09%
5.66% 10.19% -8.74% 5.78%
3.00% 0.24% 7.83% -0.85%
4.69% 3.62% 7.76% -4.37%
-1.35% -0.22% 5.02% -3.53%
8.35% -3.60% 0.06% -1.07%
-6.02% -3.97% -9.87% -15.99%
6.62% -26.81% -24.94% -13.09%
26.13% 16.23% 17.32% 6.03%
3.43% -5.01% -13.42% 8.40%
-3.10% 12.00% 5.77% -1.37%
14.60% -3.10% 1.56% -0.26%
-5.67% 8.04% 2.84% -1.57%
21.65% -3.34% -5.05% -10.15%
-5.77% 9.73% 10.55% -3.76%
-1.22% 21.74% 17.30% 17.19%
7.79% -0.32% 13.40% 7.93%
-11.57% -3.19% -7.07% -2.75%
-3.83% 10.35% 6.80% 0.30%
2.02% -2.66% -1.63% 7.19%
14.33% -5.45% -3.12% -7.28%
2.83% 7.33% 5.49% 6.91%
2.15% -1.18% -3.04% -6.42%
-13.13% -4.77% -1.38% 1.11%
Returns
Infosys Ltd. Larsen & Toubro Ltd. Maruti Suzuki India Ltd. Nestle India Ltd. Reliance Industries Ltd.
5.38% -13.63% -11.38% -5.83% 2.05%

-6.94% -2.33% -20.98% -8.75% -6.64%
12.39% 13.08% 14.82% 14.96% 8.12%
-0.84% 3.12% 2.11% -0.55% -5.98%
3.36% 17.45% 9.67% 6.50% -2.53%
-6.24% 1.56% 0.62% 6.48% 1.18%
-8.28% 4.17% 13.62% 10.72% 4.72%
-3.54% -2.94% 6.22% -9.22% 4.44%
0.02% -5.27% 8.38% -1.42% 2.24%
-3.28% 2.94% 7.65% 7.89% -3.00%
-2.65% -6.27% -10.69% -9.38% -5.82%
3.59% -2.43% 1.02% -4.16% 9.33%
-8.11% 7.20% 10.80% -2.93% -3.44%
9.02% 1.59% 0.48% 6.88% 18.45%
0.97% 7.19% 1.57% 6.82% 6.69%
-10.11% 11.11% 8.46% 0.26% 5.62%
6.32% 0.62% 10.52% -0.79% -3.91%
-4.25% -4.15% 0.09% 1.38% 2.93%
8.09% 6.12% 7.38% 0.45% 17.04%
-9.52% -4.83% -0.64% 5.23% -1.28%
-1.65% 0.51% 3.61% 1.34% -2.05%
2.44% 7.03% 2.92% 0.31% 20.48%
5.88% -0.47% 4.72% 5.86% -2.05%
6.76% 3.43% 13.15% 2.71% -0.05%
10.39% 12.58% -2.26% -5.10% 4.37%
1.94% -6.94% -6.93% 3.92% -0.70%
-3.48% -0.55% 0.11% 5.69% -7.53%
5.98% 6.87% -0.52% 14.54% 9.13%
2.69% -2.18% -3.15% 2.74% -4.35%
6.12% -6.95% 3.38% 1.62% 5.55%
4.43% 2.13% 7.87% 7.34% 21.96%
5.57% 5.16% -4.46% 9.99% 4.69%
1.32% -7.12% -19.22% -16.25% 1.31%
-5.98% 2.00% -9.96% 4.62% -15.64%
-2.76% 10.40% 15.80% 6.08% 10.02%
-1.27% 0.35% -2.56% 2.97% -3.97%
13.75% -8.57% -11.04% 3.73% 9.45%
-2.03% -1.62% 2.84% -7.46% 0.32%
1.30% 7.14% -2.30% 3.02% 10.74%
1.01% -2.65% -0.09% -0.51% 2.17%
-1.81% 15.50% 3.05% 5.44% -4.50%
-0.78% -0.28% -4.88% 3.60% -5.79%
8.42% -10.68% -16.30% -1.99% -6.93%
2.68% -4.26% 11.96% 10.27% 7.06%
-1.14% 10.99% 9.67% 7.88% 6.70%
-14.90% -0.08% 12.56% 7.61% 9.92%
1.57% -9.67% -4.15% -3.30% 5.93%
5.00% -2.43% 1.69% 2.29% -2.39%
6.13% 5.48% -6.18% 3.88% -6.76%
-5.70% -13.27% -9.12% 2.73% -5.88%
-12.33% -31.92% -31.75% 3.31% -16.17%
11.54% 11.01% 24.96% 9.96% 31.63%
-3.42% 3.87% 4.70% -2.14% 0.84%
6.51% 1.22% 4.05% -2.09% 16.37%
31.26% -3.20% 7.27% -3.80% 21.30%
-3.87% 3.45% 9.22% -3.47% 0.66%
8.58% -4.59% -1.41% -0.19% 7.38%
5.19% 3.09% 3.29% 7.81% -8.05%
3.71% 20.75% 1.01% 4.24% -6.07%
14.16% 14.72% 8.72% 2.80% 2.88%
-1.33% 3.66% -5.79% -7.23% -7.22%
1.15% 8.08% -4.72% -5.62% 13.24%
9.16% -1.64% -0.10% 6.61% -3.96%
-1.00% -5.53% -5.88% -4.99% -0.43%
2.91% 9.49% 9.77% 8.50% 8.31%
13.42% 2.24% 6.06% -0.35% -2.30%
1.88% 6.72% -7.16% 0.39% -3.57%
Sun Pharmaceutical Inds. Ltd. Tata Steel Ltd. Titan Company Ltd. Asian PaintBajaj Auto Bajaj FinseDr. Reddy'S
883.55 2532 1987.9 3108.6
6.44% -3.89% 4.77% 869.9 2341.95 1861.65 3105.4
-2.18% -0.24% -12.90% 846.1 2201.2 1611.9 3036.25
-3.97% 28.34% 7.04% 868.4 2405.95 1711.1 3035.2
-1.06% 9.82% 4.95% 866.25 2491.95 1875.35 3088.7
-5.98% -4.77% 1.29% 984.85 2618.35 1820.65 3183.1
0.05% -3.71% 12.69% 1003.3 2689.95 2321.6 3381.7
8.76% 10.28% 3.73% 1114.15 2700.8 2723.9 2935.35
-6.54% 4.24% -0.69% 1157.9 2978.5 2967.3 3089.85
-4.25% 1.12% -5.59% 1160.7 2827.6 3069.55 3107.4
0.73% 8.14% -3.25% 1075.75 2830.4 3416.75 3324.8
-5.12% 2.56% -15.37% 969.9 2685.15 2990 3196.9
-11.24% -5.74% 1.02% 891.05 2632.2 2894.85 3060.4
0.24% 18.35% 10.79% 970.7 2833.45 3245.85 3018.8
7.52% 4.24% 20.76% 1024.2 2755.9 3914.15 2849.95
1.35% 0.00% 5.84% 1073.5 2805.45 4098.4 2632.35
-6.71% -6.93% 1.62% 1120.45 2864 4575.65 2599.15
-21.86% 12.34% 0.99% 1151.2 2845.95 4192 2523.85
10.79% 8.13% 10.43% 1102.95 2791.2 4118.7 2690.1
-4.33% 3.91% 3.78% 1161.7 2808.55 4991.85 2383.2
-9.50% 12.51% 13.39% 1168.55 2814.5 5502.85 2020.9
4.59% 2.27% -5.27% 1131.7 3109.4 5154.45 2328.75
9.87% 7.85% 8.67% 1180.85 3257.1 5010.35 2428.15
-2.34% -1.37% 28.91% 1146.75 3305.5 5214.1 2284.05
5.78% 5.51% 4.79% 1158.5 3333.6 5230.4 2414.2
1.53% -2.23% 1.33% 1128.3 3337.15 4812.35 2225.35
-7.68% -4.74% -6.14% 1117.75 3020.6 5051.7 2237.25
-7.52% -14.97% 15.46% 1120.4 2744.7 5171.55 2080.55
6.73% 4.19% 4.19% 1201.7 2952.6 5482.6 2109.85
-9.09% -3.24% -8.32% 1304.65 2750.3 6042.25 1936.6
17.41% -1.37% -2.40% 1264.45 2810.3 5821.1 2235.05
0.80% -0.83% 3.85% 1451.4 2700.05 6977.3 2127.8
14.84% 6.65% -2.24% 1372.45 2744.85 6747.8 2492
-4.53% -3.21% -9.68% 1293.3 2687.45 6006.2 2530.65
-6.90% -4.71% 4.84% 1230.4 2593.7 5404.65 2542.45
-15.11% -4.40% 9.77% 1345.95 2745.7 5994.35 2722.2
-12.61% -1.60% 0.42% 1373.05 2720.15 6476.95 2616.5
-1.64% -8.51% 6.96% 1412.6 2554.55 6091.9 2720.8
5.12% 4.98% 2.95% 1405.2 2900.6 6462.45 2631.65
7.57% 4.11% 11.38% 1492.7 2911.1 7037.05 2780.25
-4.43% 6.95% 1.46% 1463.15 2984.1 7520.45 2933.75
-10.44% -12.37% 6.66% 1407.3 2925.9 8187.95 2678.35
-2.17% 3.30% 8.01% 1358.15 2827.05 8524.65 2550.45
6.43% -14.34% -20.85% 1521.1 2516.5 7097.85 2574.6
5.54% -20.17% 4.61% 1616.2 2788.3 7119.55 2557.5
-13.53% 4.52% 15.20% 1762.15 2941.8 8513 2702.25
11.29% 5.56% 4.57% 1809.6 3247.35 8134.35 2783.2
3.80% 12.34% -12.88% 1706.15 3176 9110.25 2913.85
-3.85% 10.42% 2.44% 1784.95 3185 9393.35 2874.55
0.40% -7.06% -0.02% 1795.65 3180.05 9441.4 3114.5
-14.14% -12.98% 5.62% 1797.95 2890 9050.75 2927.1
-5.52% -29.38% -25.57% 1666.5 2022.35 4591.2 3120.75
31.83% 10.65% 3.89% 1758.7 2623.3 5104.35 3936.3
2.11% -1.04% -8.25% 1683.1 2710.5 4404.9 4071.25
-0.27% 10.67% 6.72% 1687.45 2826.05 5845.15 3944.95
12.42% 12.12% 9.83% 1715.5 3004.95 6205.9 4521.05
-2.15% 12.75% 5.49% 1899.1 2967 6190.35 4264.7
-3.81% -12.89% 9.16% 1986.4 2881.1 5852.35 5187.8
-6.93% 14.12% -2.96% 2211.5 2886.9 5573.5 4888.65
9.86% 40.63% 16.77% 2215.3 3173.55 8758.8 4828.95
15.77% 11.48% 15.13% 2764.5 3444.05 8906.35 5205.1
-1.04% -6.63% -9.37% 2407.35 4005.8 8722.75 4602.7
1.43% 18.99% -0.94% 2277.2 3798.7 9648.6 4426.55
0.54% 13.52% 10.74% 2537.4 3670.6 9668.6 4516
9.48% 27.36% -4.26% 2536.4 3833.75 11041.65 5163.1
2.12% 8.86% 7.01% 2977.5 4192.8 11806.3 5309.15
1.07% 3.64% 8.54% 2992.7 4133.85 12109.05 5423.05
14.58% 22.95% -1.04% 2958.45 3829.6 14222.2 4711.2
Prices
H D F C BanHousing DeI T C Ltd. Infosys LtdLarsen & TMaruti Suzu
Nestle IndiReliance InSun PharmaTata Steel
541.08 1263.75 218.53 552.7 850.3 4621.95 5828 502.54 820.15 255.81
524.92 1180 213.47 582.45 734.43 4095.85 5488 512.84 872.95 245.87
485.93 1060.3 197.1 542.02 717.33 3236.5 5008 478.79 853.9 245.27
535.58 1105.6 218.83 609.15 811.13 3716.3 5757.35 517.69 820 314.79
566.17 1088.45 216.63 604.05 836.4 3794.65 5725.45 486.74 811.3 345.71
590.95 1237.7 234.03 624.33 982.37 4161.6 6097.35 474.43 762.75 329.22
588.23 1253.6 245.6 585.4 997.67 4187.2 6492.35 480.02 763.1 317.01
623.1 1374.5 252.45 536.92 1039.23 4757.6 7188.35 502.68 829.95 349.6
645.6 1405.45 260.05 517.92 1008.63 5053.65 6525.55 525.02 775.65 364.42
636.42 1393.45 241.35 518.02 955.43 5477.3 6432.85 536.76 742.7 368.5
626.65 1377.5 241.65 501.05 983.5 5896.15 6940.4 520.66 748.1 398.48
599.8 1263.1 232.5 487.77 921.83 5266 6289.7 490.38 709.8 408.68
603.1 1262.6 241.65 505.3 899.4 5319.55 6028.35 536.12 630 385.24
643.33 1365.85 258.1 464.3 964.17 5894.25 5851.85 517.69 631.5 455.94
695.05 1370.05 262.2 506.2 979.47 5922.5 6254.25 613.21 679 475.29
721.27 1502.1 280.3 511.13 1049.93 6015.7 6680.65 654.25 688.15 475.29
773.25 1537.15 278 459.48 1166.53 6524.85 6697.75 691.05 641.95 442.35
818.1 1569.85 311.8 488.52 1173.8 7211 6645.1 664.06 501.6 496.95
826.02 1614.95 323.65 467.77 1125.07 7217.6 6736.8 683.52 555.7 537.37
892.2 1789.25 285.25 505.6 1193.95 7750.05 6767.15 800.02 531.65 558.39
888.23 1776.9 282.25 457.48 1136.3 7700.3 7121.25 789.76 481.15 628.25
902.85 1742.15 258.3 449.95 1142.05 7978.2 7216.5 773.57 503.25 642.53
904.25 1707.4 265.7 460.93 1222.3 8211.25 7239 932.02 552.9 692.99
926.85 1675.7 256.05 488.05 1216.55 8599.1 7663.5 912.9 539.95 683.49
936.2 1710.4 263.25 521.02 1258.25 9729.55 7870.9 912.4 571.15 721.15
1002.85 1956.3 271.4 575.13 1416.5 9509.7 7469.15 952.27 579.9 705.05
942.1 1808.7 265.05 586.3 1318.15 8850.95 7761.65 945.59 535.35 671.6
943.05 1825.6 255.5 565.9 1310.9 8861.1 8203.55 874.41 495.1 571.05
972.15 1883.25 281.45 599.75 1400.9 8814.95 9396.55 954.25 528.4 594.95
1069.72 1833 271.65 615.9 1370.4 8537.2 9654 912.7 480.35 575.65
1054.22 1908.1 266.2 653.6 1275.1 8825.6 9810.1 963.32 564 567.75
1089.75 1994.85 297.7 682.55 1302.3 9520.55 10530.4 1174.86 568.5 563.05
1030.6 1935.95 319.85 720.55 1369.55 9096.4 11582.25 1229.99 652.85 600.5
1003.03 1754.5 297.75 730.05 1272.1 7347.95 9699.65 1246.14 623.25 581.25
955.88 1769.25 280.1 686.4 1297.5 6616.4 10147.85 1051.28 580.25 553.85
1064.22 1989 285.8 667.45 1432.5 7661.6 10764.85 1156.59 492.6 529.5
1060.85 1968.35 281.65 658.95 1437.55 7465.5 11084.85 1110.72 430.5 521.05
1039.97 1922.35 278.65 749.55 1314.3 6641.15 11497.85 1215.63 423.45 476.7
1038.78 1841.2 276.05 734.3 1292.95 6829.7 10639.75 1219.49 445.15 500.45
1159.45 1968.25 297.25 743.85 1385.3 6672.55 10960.95 1350.45 478.85 521
1158.72 1995.05 301.35 751.35 1348.55 6666.4 10905.3 1379.72 457.65 557.2
1212.68 2182.65 278.55 737.75 1557.55 6869.85 11498.1 1317.66 409.85 488.3
1221.88 2192.1 273.85 732 1553.2 6534.65 11912.6 1241.33 400.95 504.4
1125.83 2121.8 270.2 793.65 1387.3 5469.7 11675.9 1155.3 426.75 432.05
1113.97 2166.45 245.65 814.9 1328.25 6123.75 12875.2 1236.83 450.4 344.9
1227.45 1977.05 259.85 805.65 1474.25 6715.8 13889.65 1319.74 389.45 360.5
1230.35 2131.9 257.65 685.6 1473.05 7559.4 14947 1450.6 433.4 380.55
1274.95 2297.25 246.4 696.35 1330.55 7245.85 14453.95 1536.58 449.85 427.5
1272.1 2412.55 237.7 731.15 1298.2 7368.6 14785.35 1499.83 432.55 472.05
1226.3 2414 235.15 775.95 1369.3 6913.5 15359.45 1398.39 434.3 438.7
1177.65 2175.75 197.55 731.7 1187.55 6283.1 15778.85 1316.17 372.9 381.75
861.9 1633.1 171.7 641.5 808.5 4288.3 16300.6 1103.29 352.3 269.6
1001.8 1916 182.05 715.5 897.55 5358.8 17924.65 1452.23 464.45 298.3
951.65 1658.9 197.35 691 932.25 5610.8 17540.8 1464.4 474.25 295.2
1065.85 1754.65 194.65 735.95 943.65 5838.3 17174.45 1704.1 472.95 326.7
1032.8 1781.95 194.15 966 913.45 6262.75 16522.2 2067.1 531.7 366.3
1115.85 1832.6 191.1 928.6 944.95 6839.95 15949.55 2080.7 520.25 413
1078.6 1740.05 171.7 1008.25 901.6 6743.45 15918.65 2234.35 500.45 359.75
1183.55 1923.55 165.25 1060.6 929.5 6965.15 17161.6 2054.5 465.75 410.55
1440.85 2256.25 193.65 1100 1122.4 7035.8 17888.95 1929.8 511.65 577.35
1436.3 2558.65 209 1255.8 1287.6 7649.6 18390.25 1985.3 592.35 643.65
1390.5 2377.8 203.25 1239.05 1334.7 7206.65 17060 1841.95 586.2 601
1534.4 2539.4 203.85 1253.3 1442.5 6866.15 16101.6 2085.8 594.6 715.15
1493.65 2498.1 218.5 1368.05 1418.9 6859.2 17165.2 2003.1 597.8 811.85
1412.3 2420.1 202.6 1354.35 1340.45 6455.65 16309.25 1994.5 654.45 1034
1515.85 2552.85 216.6 1393.75 1467.7 7086.3 17695.55 2160.3 668.3 1125.65
1497.9 2475.25 202.7 1580.8 1500.55 7515.9 17633 2110.65 675.45 1166.6
1426.45 2441.15 204.95 1610.5 1601.45 6977.7 17702.65 2035.3 773.95 1434.3
Titan Company Ltd.
347.15
363.7
316.8
339.1
355.9
360.5
406.25
421.4
418.5
395.1
382.25
323.5
326.8
362.05
437.2
462.75
470.25
474.9
524.45
544.25
617.1
584.55
635.25
818.9
858.15
869.55
816.15
942.3
981.8
900.1
878.5
912.35
891.9
805.6
844.6
927.1
931
995.8
1025.2
1141.85
1158.55
1235.75
1334.7
1056.35
1105.1
1273.05
1331.2
1159.7
1187.95
1187.75
1254.5
933.7
970.05
890
949.85
1043.25
1100.5
1201.35
1165.75
1361.2
1567.15
1420.3
1406.9
1558.05
1491.65
1596.25
1732.5
1714.55
Q1 Calculate portfolio returns, portfolio standard deviation and coefficient of variation
Month Company Name

Asian Paints Ltd.
Dec-15 Adjusted Closing Price
Jan-16 Adjusted Closing Price -1.54%
Feb-16 Adjusted Closing Price -2.74%
Mar-16 Adjusted Closing Price 2.64%
Apr-16 Adjusted Closing Price -0.25%
May-16 Adjusted Closing Price 13.69%
Jun-16 Adjusted Closing Price 1.87%
Jul-16 Adjusted Closing Price 11.05%
Aug-16 Adjusted Closing Price 3.93%
Sep-16 Adjusted Closing Price 0.24%
Oct-16 Adjusted Closing Price -7.32%
Nov-16 Adjusted Closing Price -9.84%
Dec-16 Adjusted Closing Price -8.13%
Jan-17 Adjusted Closing Price 8.94%
Feb-17 Adjusted Closing Price 5.51%
Apr-17 Adjusted Closing Price 4.37%
Jun-17 Adjusted Closing Price -4.19%
Sep-17 Adjusted Closing Price -3.15%
Oct-17 Adjusted Closing Price 4.34%
Dec-17 Adjusted Closing Price 1.02%
Aug-18 Adjusted Closing Price -5.44%
Sep-18 Adjusted Closing Price -5.77%
Oct-18 Adjusted Closing Price -4.86%
Nov-18 Adjusted Closing Price 9.39%
May-19 Adjusted Closing Price -3.82%
Feb-20 Adjusted Closing Price 0.13%
Mar-20 Adjusted Closing Price -7.31%
May-20 Adjusted Closing Price -4.30%
Nov-20 Adjusted Closing Price 0.17%
Jul-21 Adjusted Closing Price -1.14%
Asian Paints Ltd.

Average Return 2.04%
Variance 0.47%
Std Dev. 6.84%
Co-efficient of variation 3.351
S. no Company Name Avg Return

1 Asian Paints Ltd. 2.04%
2 Bajaj Auto Ltd. 0.93%
3 Bajaj Finserv Ltd. 3.92%
4 Dr. Reddy'S Laboratories 0.94%
5 H D F C Bank Ltd. 1.70%
6 Housing Development Fi 1.27%
7 I T C Ltd. 0.11%
8 Infosys Ltd. 1.86%
9 Larsen & Toubro Ltd. 1.31%
10 Maruti Suzuki India Ltd. 1.08%
11 Nestle India Ltd. 1.85%
12 Reliance Industries Ltd. 2.48%
13 Sun Pharmaceutical Inds. 0.30%
14 Tata Steel Ltd. 3.24%
15 Titan Company Ltd. 2.84%
Check 0.00%
Results
Q2 What are the weight allocations, average portfolio returns, portfolio standard devia
*Note: Data copied from Q1 instead of formula placement again, to save formula
7 I T C Ltd. 0.11%
Results
Q3 What are the weight allocation, average portfolio returns, portfolio standard devia
7 I T C Ltd. 0.11%
Results
Q4 What are the weight allocation, average portfolio returns, exact portfolio standard
7 I T C Ltd. 0.11%
Results
Q5 Using all the securities data in Question_Data tab, calculate a value weighted ind
Using all the securities data in Question_Data tab, calculate a value weighted ind
Key--> odd even odd

Dec/2015 Dec/2015 Jan/2016
Company Name Adjusted Closing
Shares Outstanding Adjusted Closing Price
Asian Paints Ltd. 883.55 959197790 869.9
Bajaj Auto Ltd. 2532 289367020 2341.95
Bajaj Finserv Ltd. 1987.9 159131453 1861.65
Dr. Reddy'S Laboratories Ltd. 3108.6 170607653 3105.4
H D F C Bank Ltd. 541.08 2525086417 524.92
Housing Development Finance Co 1263.75 1578733220 1180
Data
I T C Ltd. 218.53 8036690171 213.47
Infosys Ltd. 552.7 2296944664 582.45
Larsen & Toubro Ltd. 850.3 931214737 734.43
Maruti Suzuki India Ltd. 4621.95 302080060 4095.85
Nestle India Ltd. 5828 96415716 5488
Reliance Industries Ltd. 502.54 3239212335 512.84
Sun Pharmaceutical Inds. Ltd. 820.15 2406666050 872.95
Tata Steel Ltd. 255.81 971215439 245.87
Titan Company Ltd. 347.15 887786160 363.7
Value Weighted Index

Market Cap Weighted
(Adjusted) Divisor 157222660833
Sum of Market Cap of
Securities in the Index 1.572227E+13 15355334247949.1
Value Weighted Index 100 0 0.976661644482379
Base 100
Summary
Value
Date Weighted Returns
Index
12/1/2015 100
1/1/2016 97.67 -2.33%
2/1/2016 90.38 -7.46%
3/1/2016 97.13 7.47%
4/1/2016 97.43 0.31%
5/1/2016 102.24 4.93%
6/1/2016 103.99 1.71%
7/1/2016 116.09 11.64%
8/1/2016 117.99 1.63%
9/1/2016 116.25 -1.47%
10/1/2016 116.91 0.56%
11/1/2016 109.52 -6.32%
12/1/2016 109.13 -0.35%
1/1/2017 114.35 4.78%
2/1/2017 120.51 5.39%
3/1/2017 126.16 4.69%
4/1/2017 128.86 2.14%
5/1/2017 131.67 2.18%
6/1/2017 134.18 1.91%
7/1/2017 142.89 6.49%
8/1/2017 141.48 -0.99%
9/1/2017 155.44 9.87%
10/1/2017 165.31 6.35%
11/1/2017 165.95 0.39%
12/1/2017 171.00 3.05%
1/1/2018 178.70 4.50%
2/1/2018 172.78 -3.31%
3/1/2018 168.26 -2.62%
4/1/2018 178.66 6.18%
5/1/2018 176.26 -1.34%
6/1/2018 179.86 2.04%
7/1/2018 197.38 9.74%
8/1/2018 202.38 2.54%
9/1/2018 201.49 -0.44%
10/1/2018 187.93 -6.73%
11/1/2018 200.70 6.79%
12/1/2018 197.39 -1.65%
1/1/2019 200.20 1.42%
2/1/2019 200.04 -0.08%
3/1/2019 214.04 7.00%
4/1/2019 216.23 1.02%
5/1/2019 216.23 0.00%
6/1/2019 212.73 -1.62%
7/1/2019 201.77 -5.15%
8/1/2019 206.47 2.33%
9/1/2019 237.87 15.21%
10/1/2019 245.52 3.22%
11/1/2019 249.64 1.68%
12/1/2019 250.74 0.44%
1/1/2020 246.34 -1.75%
2/1/2020 229.95 -6.66%
3/1/2020 183.34 -20.27%
4/1/2020 217.26 18.50%
5/1/2020 217.02 -0.11%
6/1/2020 235.87 8.69%
7/1/2020 260.24 10.33%
8/1/2020 266.06 2.23%
9/1/2020 271.26 1.96%
10/1/2020 272.10 0.31%
11/1/2020 292.00 7.31%
12/1/2020 313.40 7.33%
1/1/2021 298.20 -4.85%
2/1/2021 316.31 6.07%
3/1/2021 318.69 0.75%
4/1/2021 315.53 -0.99%
5/1/2021 339.02 7.44%
6/1/2021 342.08 0.90%
7/1/2021 340.75 -0.39%
n and coefficient of variation for an equally weighted portfolio comprising of all given securities (all weights =1)
Bajaj Auto Ltd. Bajaj Finserv Ltd. Dr. Reddy'S Laboratories Ltd.
-7.51% -6.35% -0.10%

-6.01% -13.42% -2.23%
9.30% 6.15% -0.03%
3.57% 9.60% 1.76%
5.07% -2.92% 3.06%
2.73% 27.51% 6.24%
0.40% 17.33% -13.20%
10.28% 8.94% 5.26%
-5.07% 3.45% 0.57%
0.10% 11.31% 7.00%
-5.13% -12.49% -3.85%
-1.97% -3.18% -4.27%
7.65% 12.12% -1.36%
-2.74% 20.59% -5.59%
1.80% 4.71% -7.64%
2.09% 11.64% -1.26%
-0.63% -8.38% -2.90%
-1.92% -1.75% 6.59%
0.62% 21.20% -11.41%
0.21% 10.24% -15.20%
10.48% -6.33% 15.23%
4.75% -2.80% 4.27%
1.49% 4.07% -5.93%
0.85% 0.31% 5.70%
0.11% -7.99% -7.82%
-9.49% 4.97% 0.53%
-9.13% 2.37% -7.00%
7.57% 6.01% 1.41%
-6.85% 10.21% -8.21%
2.18% -3.66% 15.41%
-3.92% 19.86% -4.80%
1.66% -3.29% 17.12%
-2.09% -10.99% 1.55%
-3.49% -10.02% 0.47%
5.86% 10.91% 7.07%
-0.93% 8.05% -3.88%
-6.09% -5.94% 3.99%
13.55% 6.08% -3.28%
0.36% 8.89% 5.65%
2.51% 6.87% 5.52%
-1.95% 8.88% -8.71%
-3.38% 4.11% -4.78%
-10.98% -16.74% 0.95%
10.80% 0.31% -0.66%
5.51% 19.57% 5.66%
10.39% -4.45% 3.00%
-2.20% 12.00% 4.69%
0.28% 3.11% -1.35%
-0.16% 0.51% 8.35%
-9.12% -4.14% -6.02%
-30.02% -49.27% 6.62%
29.72% 11.18% 26.13%
3.32% -13.70% 3.43%
4.26% 32.70% -3.10%
6.33% 6.17% 14.60%
-1.26% -0.25% -5.67%
-2.90% -5.46% 21.65%
0.20% -4.76% -5.77%
9.93% 57.15% -1.22%
8.52% 1.68% 7.79%
16.31% -2.06% -11.57%
-5.17% 10.61% -3.83%
-3.37% 0.21% 2.02%
4.44% 14.20% 14.33%
9.37% 6.93% 2.83%
-1.41% 2.56% 2.15%
-7.36% 17.45% -13.13%
Bajaj Auto Ltd. Bajaj Finserv Ltd. Dr. Reddy'S Laboratories Ltd.
0.93% 3.92% 0.94%
0.62% 1.86% 0.66%
7.88% 13.62% 8.13%
8.475 3.479 8.678
SD Weights Covariance Matrix

6.84% 6.67% Asian Paints Ltd.
7.88% 6.67% Bajaj Auto Ltd.
13.62% 6.67% Bajaj Finserv Ltd.
8.13% 6.67% Dr. Reddy'S Laboratories Ltd.
6.95% 6.67% H D F C Bank Ltd.
7.50% 6.67% Housing Development Finance Corpn. Ltd.
6.51% 6.67% I T C Ltd.
7.32% 6.67% Infosys Ltd.
8.33% 6.67% Larsen & Toubro Ltd.
9.43% 6.67% Maruti Suzuki India Ltd.
5.98% 6.67% Nestle India Ltd.
8.94% 6.67% Reliance Industries Ltd.
8.99% 6.67% Sun Pharmaceutical Inds. Ltd.
11.50% 6.67% Tata Steel Ltd.
9.29% 6.67% Titan Company Ltd.
Sum of wts. 100.00%
Return Portfolio 1.725%

Variance Portfolio 0.268%
SD Portfolio 5.17%
Coeffecient of Variance 3.000
rns, portfolio standard deviations and coefficient of variation for a portfolio with lowest posible risk (total weight = 1, Individual securitie
ment again, to save formula correction time. Refer to Q1, formulas

6.95% 21.26% H D F C Bank Ltd.
6.51% 17.62% I T C Ltd.
Sum of wts. 100.00%

SD Portfolio 4.30% Minimize risk
ns, portfolio standard deviations and coefficient of variation for a portfolio with minimum coefficient of variations with total weight = 1,

6.95% 0.00% H D F C Bank Ltd.
6.51% 0.00% I T C Ltd.
Sum of wts. 100.00%

SD Portfolio 4.65%
Coeffecient of Variance 2.077 Minimize coefficient of variation
ns, exact portfolio standard deviation and coefficient of variation for a portfolio with maximum returns given a standard deviation of ret

6.95% 0.00% H D F C Bank Ltd.
6.51% 0.00% I T C Ltd.
Sum of wts. 100.00%
Return Portfolio 3.46084% maximum

Variance Portfolio 1.00000% @ <10%
SD Portfolio 10.00%
culate a value weighted index (with 1000 as the base at the commencement of the series). Track performance of this index over the give
culate a value weighted index (with 1000 as the base at the commencement of the series). Track performance of this index over the give
even odd even

Jan/2016 Feb/2016 Feb/2016
Shares Outstanding Adjusted Closing Price Shares Outstanding
959197790 846.1 959197790
289367020 2201.2 289367020
159131453 1611.9 159131453
170607653 3036.25 170607653
2526093117 485.93 2527380517
1578733220 1060.3 1579335810
8038258421 197.1 8040709271
2296944664 542.02 2296944664
931478845 717.33 931478845
302080060 3236.5 302080060
96415716 5008 96415716
3239643385 478.79 3240114558
2406666050 853.9 2406728499
971215439 245.27 971215439
887786160 316.8 887786160
14210167248653.4
0.903824370693404
Date 12/1/2015 1/1/2016
Value Weighted Index 100 97.6661644482379
Index return 2.008%

variance 0.327%
Index standard deviation 5.718%
Index Coeff. Of variation 2.8475
Active Portfolio Returns Variance
Q1 1.725% 0.268%
Q2 1.323% 0.185%
Q3 2.236% 0.216%
Q4 3.461% 1.000%
Weighted Index 2.008% 0.327%
Coefficient of variation is least for Q3 followed by our weighted average, also sd. Is als
Remarks
least in that. Hence weighted average is not the best solution
=1)
Returns
H D F C Bank Ltd. Housing Development Finance Corpn. Ltd. I T C Ltd.
-2.99% -6.63% -2.32%

-7.43% -10.14% -7.67%
10.22% 4.27% 11.02%
5.71% -1.55% -1.01%
4.38% 13.71% 8.03%
-0.46% 1.28% 4.94%
5.93% 9.64% 2.79%
3.61% 2.25% 3.01%
-1.42% -0.85% -7.19%
-1.54% -1.14% 0.12%
-4.28% -8.30% -3.79%
0.55% -0.04% 3.94%
6.67% 8.18% 6.81%
8.04% 0.31% 1.59%
3.77% 9.64% 6.90%
7.21% 2.33% -0.82%
5.80% 2.13% 12.16%
0.97% 2.87% 3.80%
8.01% 10.79% -11.86%
-0.44% -0.69% -1.05%
1.65% -1.96% -8.49%
0.16% -1.99% 2.86%
2.50% -1.86% -3.63%
1.01% 2.07% 2.81%
7.12% 14.38% 3.10%
-6.06% -7.54% -2.34%
0.10% 0.93% -3.60%
3.09% 3.16% 10.16%
10.04% -2.67% -3.48%
-1.45% 4.10% -2.01%
3.37% 4.55% 11.83%
-5.43% -2.95% 7.44%
-2.68% -9.37% -6.91%
-4.70% 0.84% -5.93%
11.33% 12.42% 2.03%
-0.32% -1.04% -1.45%
-1.97% -2.34% -1.07%
-0.11% -4.22% -0.93%
11.62% 6.90% 7.68%
-0.06% 1.36% 1.38%
4.66% 9.40% -7.57%
0.76% 0.43% -1.69%
-7.86% -3.21% -1.33%
-1.05% 2.10% -9.09%
10.19% -8.74% 5.78%
0.24% 7.83% -0.85%
3.62% 7.76% -4.37%
-0.22% 5.02% -3.53%
-3.60% 0.06% -1.07%
-3.97% -9.87% -15.99%
-26.81% -24.94% -13.09%
16.23% 17.32% 6.03%
-5.01% -13.42% 8.40%
12.00% 5.77% -1.37%
-3.10% 1.56% -0.26%
8.04% 2.84% -1.57%
-3.34% -5.05% -10.15%
9.73% 10.55% -3.76%
21.74% 17.30% 17.19%
-0.32% 13.40% 7.93%
-3.19% -7.07% -2.75%
10.35% 6.80% 0.30%
-2.66% -1.63% 7.19%
-5.45% -3.12% -7.28%
7.33% 5.49% 6.91%
-1.18% -3.04% -6.42%
-4.77% -1.38% 1.11%
H D F C Bank Ltd. Housing Development Finance Corpn. Ltd. I T C Ltd.

1.70% 1.27% 0.11%
0.48% 0.56% 0.42%
6.95% 7.50% 6.51%
4.089 5.909 57.478
Asian Paints Ltd. Bajaj Auto Ltd. Bajaj Finserv Ltd.

0.004677338785043 0.001092832188994 0.002050495273493
0.001092832188994 0.00621667397133 0.004476653739872
0.002050495273493 0.004476653739872 0.018558801613238
0.000118999976145 0.001818843857918 -0.001708998779086
0.001680852843488 0.002999256491133 0.00669456907886
0.002258220346405 0.003056171914966 0.005524539975557
0.00158913433175 0.002048581158789 0.003347579639762
0.001126492378728 0.000974323027688 0.000981463049581
0.001991832876371 0.00387093762539 0.006205507757352
0.002907423027095 0.005156824886663 0.005913641198778
0.001646508090501 0.000678360697715 0.001755207158264
0.001647735338338 0.003083428259613 0.004257153218158
0.000526994338608 0.00276481988515 0.001657755146983
0.001038537931255 0.003681129068066 0.008937363150836
0.002133052728745 0.002434785728648 0.006708969656695
weight = 1, Individual securities non-negative.)?

0.004677338785043 0.001092832188994 0.002050495273493
0.001092832188994 0.00621667397133 0.004476653739872
0.002050495273493 0.004476653739872 0.018558801613238
0.000118999976145 0.001818843857918 -0.001708998779086
0.001680852843488 0.002999256491133 0.00669456907886
0.002258220346405 0.003056171914966 0.005524539975557
0.00158913433175 0.002048581158789 0.003347579639762
0.001126492378728 0.000974323027688 0.000981463049581
0.001991832876371 0.00387093762539 0.006205507757352
0.002907423027095 0.005156824886663 0.005913641198778
0.001646508090501 0.000678360697715 0.001755207158264
0.001647735338338 0.003083428259613 0.004257153218158
0.000526994338608 0.00276481988515 0.001657755146983
0.001038537931255 0.003681129068066 0.008937363150836
0.002133052728745 0.002434785728648 0.006708969656695
iations with total weight = 1, individual securities non-negative?

0.004677338785043 0.001092832188994 0.002050495273493
0.001092832188994 0.00621667397133 0.004476653739872
0.002050495273493 0.004476653739872 0.018558801613238
0.000118999976145 0.001818843857918 -0.001708998779086
0.001680852843488 0.002999256491133 0.00669456907886
0.002258220346405 0.003056171914966 0.005524539975557
0.00158913433175 0.002048581158789 0.003347579639762
0.001126492378728 0.000974323027688 0.000981463049581
0.001991832876371 0.00387093762539 0.006205507757352
0.002907423027095 0.005156824886663 0.005913641198778
0.001646508090501 0.000678360697715 0.001755207158264
0.001647735338338 0.003083428259613 0.004257153218158
0.000526994338608 0.00276481988515 0.001657755146983
0.001038537931255 0.003681129068066 0.008937363150836
0.002133052728745 0.002434785728648 0.006708969656695
en a standard deviation of returns <=10% with no short positions in any security and total weight = 1.

0.004677338785043 0.001092832188994 0.002050495273493
0.001092832188994 0.00621667397133 0.004476653739872
0.002050495273493 0.004476653739872 0.018558801613238
0.000118999976145 0.001818843857918 -0.001708998779086
0.001680852843488 0.002999256491133 0.00669456907886
0.002258220346405 0.003056171914966 0.005524539975557
0.00158913433175 0.002048581158789 0.003347579639762
0.001126492378728 0.000974323027688 0.000981463049581
0.001991832876371 0.00387093762539 0.006205507757352
0.002907423027095 0.005156824886663 0.005913641198778
0.001646508090501 0.000678360697715 0.001755207158264
0.001647735338338 0.003083428259613 0.004257153218158
0.000526994338608 0.00276481988515 0.001657755146983
0.001038537931255 0.003681129068066 0.008937363150836
0.002133052728745 0.002434785728648 0.006708969656695
nce of this index over the given time period (average returns, standard deviation of returns, coefficient of variaion). How does it perform
nce of this index over the given time period (average returns, standard deviation of returns, coefficient of variaion). How does it perform
odd even odd

Mar/2016 Mar/2016 Apr/2016
Adjusted Closing PriceShares Outstanding Adjusted Closing Price
868.4 959197790 866.25
2405.95 289367020 2491.95
1711.1 159131453 1875.35
3035.2 170607653 3088.7
535.58 2528186517 566.17
1105.6 1579846340 1088.45
218.83 8047206991 216.63
609.15 2296944664 604.05
811.13 931478845 836.4
3716.3 302080060 3794.65
5757.35 96415716 5725.45
517.69 3240376321 486.74
820 2406728499 811.3
314.79 971215439 345.71
339.1 887786160 355.9
15271241083146.6 15318253848385.9
0.971312977543611 0.974303180418311
2/1/2016 3/1/2016 4/1/2016
90.3824370693404 97.1312977543611 97.4303180418311

Standard deviation Coeff. Of variation
5.173% 3.000
4.300% 3.251
4.646% 2.077
10.000% 2.889
5.718% 2.847
hted average, also sd. Is also

he best solution
Returns
Infosys Ltd. Larsen & Toubro Ltd. Maruti Suzuki India Ltd.
5.38% -13.63% -11.38%

-6.94% -2.33% -20.98%
12.39% 13.08% 14.82%
-0.84% 3.12% 2.11%
3.36% 17.45% 9.67%
-6.24% 1.56% 0.62%
-8.28% 4.17% 13.62%
-3.54% -2.94% 6.22%
0.02% -5.27% 8.38%
-3.28% 2.94% 7.65%
-2.65% -6.27% -10.69%
3.59% -2.43% 1.02%
-8.11% 7.20% 10.80%
9.02% 1.59% 0.48%
0.97% 7.19% 1.57%
-10.11% 11.11% 8.46%
6.32% 0.62% 10.52%
-4.25% -4.15% 0.09%
8.09% 6.12% 7.38%
-9.52% -4.83% -0.64%
-1.65% 0.51% 3.61%
2.44% 7.03% 2.92%
5.88% -0.47% 4.72%
6.76% 3.43% 13.15%
10.39% 12.58% -2.26%
1.94% -6.94% -6.93%
-3.48% -0.55% 0.11%
5.98% 6.87% -0.52%
2.69% -2.18% -3.15%
6.12% -6.95% 3.38%
4.43% 2.13% 7.87%
5.57% 5.16% -4.46%
1.32% -7.12% -19.22%
-5.98% 2.00% -9.96%
-2.76% 10.40% 15.80%
-1.27% 0.35% -2.56%
13.75% -8.57% -11.04%
-2.03% -1.62% 2.84%
1.30% 7.14% -2.30%
1.01% -2.65% -0.09%
-1.81% 15.50% 3.05%
-0.78% -0.28% -4.88%
8.42% -10.68% -16.30%
2.68% -4.26% 11.96%
-1.14% 10.99% 9.67%
-14.90% -0.08% 12.56%
1.57% -9.67% -4.15%
5.00% -2.43% 1.69%
6.13% 5.48% -6.18%
-5.70% -13.27% -9.12%
-12.33% -31.92% -31.75%
11.54% 11.01% 24.96%
-3.42% 3.87% 4.70%
6.51% 1.22% 4.05%
31.26% -3.20% 7.27%
-3.87% 3.45% 9.22%
8.58% -4.59% -1.41%
5.19% 3.09% 3.29%
3.71% 20.75% 1.01%
14.16% 14.72% 8.72%
-1.33% 3.66% -5.79%
1.15% 8.08% -4.72%
9.16% -1.64% -0.10%
-1.00% -5.53% -5.88%
2.91% 9.49% 9.77%
13.42% 2.24% 6.06%
1.88% 6.72% -7.16%
Infosys Ltd. Larsen & Toubro Ltd. Maruti Suzuki India Ltd.
1.86% 1.31% 1.08%
0.54% 0.69% 0.89%
7.32% 8.33% 9.43%
3.933 6.379 8.755
Dr. Reddy'S Laboratories Ltd. H D F C Bank Ltd. Housing Development Finance Corpn. Ltd.
0.000118999976145 0.001680852843488 0.002258220346405
0.001818843857918 0.002999256491133 0.003056171914966
-0.001708998779086 0.00669456907886 0.005524539975557
0.006616423623498 -0.000720484013299 -0.000196309837942
-0.000720484013299 0.004828265665153 0.003885916371417
-0.000196309837942 0.003885916371417 0.00561904043106
0.000351498426403 0.002132164806805 0.002145391786581
0.001613691319618 0.000822983194166 0.001293818177077
-0.000508462737217 0.00412293246808 0.004312963366999
0.00095600642421 0.004188950683317 0.004473451085377
0.000326635135249 0.000922844878536 0.001407088261437
0.001951864839757 0.002704798807321 0.002610258636867
0.00317094089766 0.000238931188127 0.001771657947613
-4.31885769345161E-06 0.004069683561745 0.003684583826988
-0.000467852074646 0.003190460884127 0.002912293610539
0.000118999976145 0.001680852843488 0.002258220346405
0.001818843857918 0.002999256491133 0.003056171914966
-0.001708998779086 0.00669456907886 0.005524539975557
0.006616423623498 -0.000720484013299 -0.000196309837942
-0.000720484013299 0.004828265665153 0.003885916371417
-0.000196309837942 0.003885916371417 0.00561904043106
0.000351498426403 0.002132164806805 0.002145391786581
0.001613691319618 0.000822983194166 0.001293818177077
-0.000508462737217 0.00412293246808 0.004312963366999
0.00095600642421 0.004188950683317 0.004473451085377
0.000326635135249 0.000922844878536 0.001407088261437
0.001951864839757 0.002704798807321 0.002610258636867
0.00317094089766 0.000238931188127 0.001771657947613
-4.31885769345161E-06 0.004069683561745 0.003684583826988
-0.000467852074646 0.003190460884127 0.002912293610539
0.000118999976145 0.001680852843488 0.002258220346405
0.001818843857918 0.002999256491133 0.003056171914966
-0.001708998779086 0.00669456907886 0.005524539975557
0.006616423623498 -0.000720484013299 -0.000196309837942
-0.000720484013299 0.004828265665153 0.003885916371417
-0.000196309837942 0.003885916371417 0.00561904043106
0.000351498426403 0.002132164806805 0.002145391786581
0.001613691319618 0.000822983194166 0.001293818177077
-0.000508462737217 0.00412293246808 0.004312963366999
0.00095600642421 0.004188950683317 0.004473451085377
0.000326635135249 0.000922844878536 0.001407088261437
0.001951864839757 0.002704798807321 0.002610258636867
0.00317094089766 0.000238931188127 0.001771657947613
-4.31885769345161E-06 0.004069683561745 0.003684583826988
-0.000467852074646 0.003190460884127 0.002912293610539
eight = 1.
0.000118999976145 0.001680852843488 0.002258220346405
0.001818843857918 0.002999256491133 0.003056171914966
-0.001708998779086 0.00669456907886 0.005524539975557
0.006616423623498 -0.000720484013299 -0.000196309837942
-0.000720484013299 0.004828265665153 0.003885916371417
-0.000196309837942 0.003885916371417 0.00561904043106
0.000351498426403 0.002132164806805 0.002145391786581
0.001613691319618 0.000822983194166 0.001293818177077
-0.000508462737217 0.00412293246808 0.004312963366999
0.00095600642421 0.004188950683317 0.004473451085377
0.000326635135249 0.000922844878536 0.001407088261437
0.001951864839757 0.002704798807321 0.002610258636867
0.00317094089766 0.000238931188127 0.001771657947613
-4.31885769345161E-06 0.004069683561745 0.003684583826988
-0.000467852074646 0.003190460884127 0.002912293610539
, coefficient of variaion). How does it perform against the active portfolios calculated in Q1 through Q4 on Coefficient of variation basis
, coefficient of variaion). How does it perform against the active portfolios calculated in Q1 through Q4 on Coefficient of variation basis
even odd even

Apr/2016 May/2016 May/2016
Shares Outstanding Adjusted Closing Price Shares Outstanding
959197790 984.85 959197790
289367020 2618.35 289367020
159131453 1820.65 159131453
170257653 3183.1 169031097
2529234017 590.95 2531741317
1579846340 1237.7 1580406095
8047206991 234.03 8047206991
2296944664 624.33 2296944664
931834827 982.37 932007993
302080060 4161.6 302080060
96415716 6097.35 96415716
3241286235 474.43 3242445749
2406728499 762.75 2406753959
971215439 329.22 971215439
887786160 360.5 887786160
16074085126470.1
1.02237712052831
5/1/2016 6/1/2016 7/1/2016
102.237712052831 103.987489594484 116.089110351363

Nestle India Ltd. Reliance Industries Ltd. Sun Pharmaceutical Inds. Ltd. Tata Steel Ltd.
-5.83% 2.05% 6.44% -3.89%

-8.75% -6.64% -2.18% -0.24%
14.96% 8.12% -3.97% 28.34%
-0.55% -5.98% -1.06% 9.82%
6.50% -2.53% -5.98% -4.77%
6.48% 1.18% 0.05% -3.71%
10.72% 4.72% 8.76% 10.28%
-9.22% 4.44% -6.54% 4.24%
-1.42% 2.24% -4.25% 1.12%
7.89% -3.00% 0.73% 8.14%
-9.38% -5.82% -5.12% 2.56%
-4.16% 9.33% -11.24% -5.74%
-2.93% -3.44% 0.24% 18.35%
6.88% 18.45% 7.52% 4.24%
6.82% 6.69% 1.35% 0.00%
0.26% 5.62% -6.71% -6.93%
-0.79% -3.91% -21.86% 12.34%
1.38% 2.93% 10.79% 8.13%
0.45% 17.04% -4.33% 3.91%
5.23% -1.28% -9.50% 12.51%
1.34% -2.05% 4.59% 2.27%
0.31% 20.48% 9.87% 7.85%
5.86% -2.05% -2.34% -1.37%
2.71% -0.05% 5.78% 5.51%
-5.10% 4.37% 1.53% -2.23%
3.92% -0.70% -7.68% -4.74%
5.69% -7.53% -7.52% -14.97%
14.54% 9.13% 6.73% 4.19%
2.74% -4.35% -9.09% -3.24%
1.62% 5.55% 17.41% -1.37%
7.34% 21.96% 0.80% -0.83%
9.99% 4.69% 14.84% 6.65%
-16.25% 1.31% -4.53% -3.21%
4.62% -15.64% -6.90% -4.71%
6.08% 10.02% -15.11% -4.40%
2.97% -3.97% -12.61% -1.60%
3.73% 9.45% -1.64% -8.51%
-7.46% 0.32% 5.12% 4.98%
3.02% 10.74% 7.57% 4.11%
-0.51% 2.17% -4.43% 6.95%
5.44% -4.50% -10.44% -12.37%
3.60% -5.79% -2.17% 3.30%
-1.99% -6.93% 6.43% -14.34%
10.27% 7.06% 5.54% -20.17%
7.88% 6.70% -13.53% 4.52%
7.61% 9.92% 11.29% 5.56%
-3.30% 5.93% 3.80% 12.34%
2.29% -2.39% -3.85% 10.42%
3.88% -6.76% 0.40% -7.06%
2.73% -5.88% -14.14% -12.98%
3.31% -16.17% -5.52% -29.38%
9.96% 31.63% 31.83% 10.65%
-2.14% 0.84% 2.11% -1.04%
-2.09% 16.37% -0.27% 10.67%
-3.80% 21.30% 12.42% 12.12%
-3.47% 0.66% -2.15% 12.75%
-0.19% 7.38% -3.81% -12.89%
7.81% -8.05% -6.93% 14.12%
4.24% -6.07% 9.86% 40.63%
2.80% 2.88% 15.77% 11.48%
-7.23% -7.22% -1.04% -6.63%
-5.62% 13.24% 1.43% 18.99%
6.61% -3.96% 0.54% 13.52%
-4.99% -0.43% 9.48% 27.36%
8.50% 8.31% 2.12% 8.86%
-0.35% -2.30% 1.07% 3.64%
0.39% -3.57% 14.58% 22.95%
1.85% 2.48% 0.30% 3.24%
0.36% 0.80% 0.81% 1.32%
5.98% 8.94% 8.99% 11.50%
3.237 3.603 29.645 3.549
I T C Ltd. Infosys Ltd. Larsen & Toubro Ltd. Maruti Suzuki India Ltd.
0.0015891343318 0.001126492378728 0.001991832876371 0.002907423027095
0.0020485811588 0.000974323027688 0.00387093762539 0.005156824886663
0.0033475796398 0.000981463049581 0.006205507757352 0.005913641198778
0.0003514984264 0.001613691319618 -0.000508462737217 0.00095600642421
0.0021321648068 0.000822983194166 0.00412293246808 0.004188950683317
0.0021453917866 0.001293818177077 0.004312963366999 0.004473451085377
0.0042392353171 0.000956536097013 0.003203068210683 0.002612487082156
0.000956536097 0.005364392620193 0.000952719592347 0.001148499181431
0.0032030682107 0.000952719592347 0.006946635013034 0.004742105733258
0.0026124870822 0.001148499181431 0.004742105733258 0.008899667109783
0.0012352859326 0.000215025455554 0.00156091368867 0.002342136669067
0.0016871692987 0.002699080702127 0.00188999794487 0.004154025725741
0.0013700067707 0.001941447575778 0.000994239435992 0.001317553562701
0.0037136700198 0.001491415190852 0.004255657407565 0.003799134321952
0.002012027397 0.001450271732134 0.003559347465708 0.004407920920706
0.0015891343318 0.001126492378728 0.001991832876371 0.002907423027095
0.0020485811588 0.000974323027688 0.00387093762539 0.005156824886663
0.0033475796398 0.000981463049581 0.006205507757352 0.005913641198778
0.0003514984264 0.001613691319618 -0.000508462737217 0.00095600642421
0.0021321648068 0.000822983194166 0.00412293246808 0.004188950683317
0.0021453917866 0.001293818177077 0.004312963366999 0.004473451085377
0.0042392353171 0.000956536097013 0.003203068210683 0.002612487082156
0.000956536097 0.005364392620193 0.000952719592347 0.001148499181431
0.0032030682107 0.000952719592347 0.006946635013034 0.004742105733258
0.0026124870822 0.001148499181431 0.004742105733258 0.008899667109783
0.0012352859326 0.000215025455554 0.00156091368867 0.002342136669067
0.0016871692987 0.002699080702127 0.00188999794487 0.004154025725741
0.0013700067707 0.001941447575778 0.000994239435992 0.001317553562701
0.0037136700198 0.001491415190852 0.004255657407565 0.003799134321952
0.002012027397 0.001450271732134 0.003559347465708 0.004407920920706
0.0015891343318 0.001126492378728 0.001991832876371 0.002907423027095
0.0020485811588 0.000974323027688 0.00387093762539 0.005156824886663
0.0033475796398 0.000981463049581 0.006205507757352 0.005913641198778
0.0003514984264 0.001613691319618 -0.000508462737217 0.00095600642421
0.0021321648068 0.000822983194166 0.00412293246808 0.004188950683317
0.0021453917866 0.001293818177077 0.004312963366999 0.004473451085377
0.0042392353171 0.000956536097013 0.003203068210683 0.002612487082156
0.000956536097 0.005364392620193 0.000952719592347 0.001148499181431
0.0032030682107 0.000952719592347 0.006946635013034 0.004742105733258
0.0026124870822 0.001148499181431 0.004742105733258 0.008899667109783
0.0012352859326 0.000215025455554 0.00156091368867 0.002342136669067
0.0016871692987 0.002699080702127 0.00188999794487 0.004154025725741
0.0013700067707 0.001941447575778 0.000994239435992 0.001317553562701
0.0037136700198 0.001491415190852 0.004255657407565 0.003799134321952
0.002012027397 0.001450271732134 0.003559347465708 0.004407920920706
0.0015891343318 0.001126492378728 0.001991832876371 0.002907423027095
0.0020485811588 0.000974323027688 0.00387093762539 0.005156824886663
0.0033475796398 0.000981463049581 0.006205507757352 0.005913641198778
0.0003514984264 0.001613691319618 -0.000508462737217 0.00095600642421
0.0021321648068 0.000822983194166 0.00412293246808 0.004188950683317
0.0021453917866 0.001293818177077 0.004312963366999 0.004473451085377
0.0042392353171 0.000956536097013 0.003203068210683 0.002612487082156
0.000956536097 0.005364392620193 0.000952719592347 0.001148499181431
0.0032030682107 0.000952719592347 0.006946635013034 0.004742105733258
0.0026124870822 0.001148499181431 0.004742105733258 0.008899667109783
0.0012352859326 0.000215025455554 0.00156091368867 0.002342136669067
0.0016871692987 0.002699080702127 0.00188999794487 0.004154025725741
0.0013700067707 0.001941447575778 0.000994239435992 0.001317553562701
0.0037136700198 0.001491415190852 0.004255657407565 0.003799134321952
0.002012027397 0.001450271732134 0.003559347465708 0.004407920920706
fficient of variation basis?

fficient of variation basis?
odd even odd even

Jun/2016 Jun/2016 Jul/2016 Jul/2016
Adjusted Closing PrShares Outstanding Adjusted Closing Price Shares Outstanding
1003.3 959197790 1114.15 959197790
2689.95 289367020 2700.8 289367020
2321.6 159131453 2723.9 159131453
3381.7 165530149 2935.35 165620439
588.23 2535052017 623.1 2538450517
1253.6 1582052040 1374.5 1582052040
245.6 8053314201 252.45 12090430721
585.4 2296944664 536.92 2296944664
997.67 932007993 1039.23 932153521
4187.2 302080060 4757.6 302080060
6492.35 96415716 7188.35 96415716
480.02 3242445749 502.68 3242951508
763.1 2406753959 829.95 2406753959
317.01 971215439 349.6 971215439
406.25 887786160 421.4 887786160
16349189807435 18251838823229.2
1.0398748959449 1.16089110351363
8/1/2016 9/1/2016 10/1/2016 11/1/2016
117.98566421255 116.253878374454 116.908356373775 109.517312374789

Titan Company Ltd. Asian Paints Ltd. Bajaj Auto Ltd. Bajaj Finserv Ltd.
883.55 2532 1987.9
4.77% 869.9 2341.95 1861.65
-12.90% 846.1 2201.2 1611.9
7.04% 868.4 2405.95 1711.1
4.95% 866.25 2491.95 1875.35
1.29% 984.85 2618.35 1820.65
12.69% 1003.3 2689.95 2321.6
3.73% 1114.15 2700.8 2723.9
-0.69% 1157.9 2978.5 2967.3
-5.59% 1160.7 2827.6 3069.55
-3.25% 1075.75 2830.4 3416.75
-15.37% 969.9 2685.15 2990
1.02% 891.05 2632.2 2894.85
10.79% 970.7 2833.45 3245.85
20.76% 1024.2 2755.9 3914.15
5.84% 1073.5 2805.45 4098.4
1.62% 1120.45 2864 4575.65
0.99% 1151.2 2845.95 4192
10.43% 1102.95 2791.2 4118.7
3.78% 1161.7 2808.55 4991.85
13.39% 1168.55 2814.5 5502.85
-5.27% 1131.7 3109.4 5154.45
8.67% 1180.85 3257.1 5010.35
28.91% 1146.75 3305.5 5214.1
4.79% 1158.5 3333.6 5230.4
1.33% 1128.3 3337.15 4812.35
-6.14% 1117.75 3020.6 5051.7
15.46% 1120.4 2744.7 5171.55
4.19% 1201.7 2952.6 5482.6
-8.32% 1304.65 2750.3 6042.25
-2.40% 1264.45 2810.3 5821.1
3.85% 1451.4 2700.05 6977.3
-2.24% 1372.45 2744.85 6747.8
-9.68% 1293.3 2687.45 6006.2
4.84% 1230.4 2593.7 5404.65
9.77% 1345.95 2745.7 5994.35
0.42% 1373.05 2720.15 6476.95
6.96% 1412.6 2554.55 6091.9
2.95% 1405.2 2900.6 6462.45
11.38% 1492.7 2911.1 7037.05
1.46% 1463.15 2984.1 7520.45
6.66% 1407.3 2925.9 8187.95
8.01% 1358.15 2827.05 8524.65
-20.85% 1521.1 2516.5 7097.85
4.61% 1616.2 2788.3 7119.55
15.20% 1762.15 2941.8 8513
4.57% 1809.6 3247.35 8134.35
-12.88% 1706.15 3176 9110.25
2.44% 1784.95 3185 9393.35
-0.02% 1795.65 3180.05 9441.4
5.62% 1797.95 2890 9050.75
-25.57% 1666.5 2022.35 4591.2
3.89% 1758.7 2623.3 5104.35
-8.25% 1683.1 2710.5 4404.9
6.72% 1687.45 2826.05 5845.15
9.83% 1715.5 3004.95 6205.9
5.49% 1899.1 2967 6190.35
9.16% 1986.4 2881.1 5852.35
-2.96% 2211.5 2886.9 5573.5
16.77% 2215.3 3173.55 8758.8
15.13% 2764.5 3444.05 8906.35
-9.37% 2407.35 4005.8 8722.75
-0.94% 2277.2 3798.7 9648.6
10.74% 2537.4 3670.6 9668.6
-4.26% 2536.4 3833.75 11041.65
7.01% 2977.5 4192.8 11806.3
8.54% 2992.7 4133.85 12109.05
-1.04% 2958.45 3829.6 14222.2
Titan Company Ltd.

2.84%
0.86%
9.29%
3.268
0.001646508090501 0.001647735338338 0.000526994338608 0.00103853793125
0.000678360697715 0.003083428259613 0.00276481988515 0.00368112906807
0.001755207158264 0.004257153218158 0.001657755146983 0.00893736315084
0.000326635135249 0.001951864839757 0.00317094089766 -4.3188576935E-06
0.000922844878536 0.002704798807321 0.000238931188127 0.00406968356175
0.001407088261437 0.002610258636867 0.001771657947613 0.00368458382699
0.001235285932617 0.001687169298747 0.001370006770733 0.00371367001981
0.000215025455554 0.002699080702127 0.001941447575778 0.00149141519085
0.00156091368867 0.00188999794487 0.000994239435992 0.00425565740757
0.002342136669067 0.004154025725741 0.001317553562701 0.00379913432195
0.003580065762025 0.000777167127584 0.00059453214264 0.00013533365361
0.000777167127584 0.007993402859487 0.003342891395103 0.00188972595394
0.00059453214264 0.003342891395103 0.008078093006508 0.00331110819567
0.000135333653606 0.001889725953941 0.003311108195671 0.01321967840395
0.002224136843767 0.002536878552842 0.000542220231207 0.0028115245652
0.001646508090501 0.001647735338338 0.000526994338608 0.00103853793125
0.000678360697715 0.003083428259613 0.00276481988515 0.00368112906807
0.001755207158264 0.004257153218158 0.001657755146983 0.00893736315084
0.000326635135249 0.001951864839757 0.00317094089766 -4.3188576935E-06
0.000922844878536 0.002704798807321 0.000238931188127 0.00406968356175
0.001407088261437 0.002610258636867 0.001771657947613 0.00368458382699
0.001235285932617 0.001687169298747 0.001370006770733 0.00371367001981
0.000215025455554 0.002699080702127 0.001941447575778 0.00149141519085
0.00156091368867 0.00188999794487 0.000994239435992 0.00425565740757
0.002342136669067 0.004154025725741 0.001317553562701 0.00379913432195
0.003580065762025 0.000777167127584 0.00059453214264 0.00013533365361
0.000777167127584 0.007993402859487 0.003342891395103 0.00188972595394
0.00059453214264 0.003342891395103 0.008078093006508 0.00331110819567
0.000135333653606 0.001889725953941 0.003311108195671 0.01321967840395
0.002224136843767 0.002536878552842 0.000542220231207 0.0028115245652
0.001646508090501 0.001647735338338 0.000526994338608 0.00103853793125
0.000678360697715 0.003083428259613 0.00276481988515 0.00368112906807
0.001755207158264 0.004257153218158 0.001657755146983 0.00893736315084
0.000326635135249 0.001951864839757 0.00317094089766 -4.3188576935E-06
0.000922844878536 0.002704798807321 0.000238931188127 0.00406968356175
0.001407088261437 0.002610258636867 0.001771657947613 0.00368458382699
0.001235285932617 0.001687169298747 0.001370006770733 0.00371367001981
0.000215025455554 0.002699080702127 0.001941447575778 0.00149141519085
0.00156091368867 0.00188999794487 0.000994239435992 0.00425565740757
0.002342136669067 0.004154025725741 0.001317553562701 0.00379913432195
0.003580065762025 0.000777167127584 0.00059453214264 0.00013533365361
0.000777167127584 0.007993402859487 0.003342891395103 0.00188972595394
0.00059453214264 0.003342891395103 0.008078093006508 0.00331110819567
0.000135333653606 0.001889725953941 0.003311108195671 0.01321967840395
0.002224136843767 0.002536878552842 0.000542220231207 0.0028115245652
0.001646508090501 0.001647735338338 0.000526994338608 0.00103853793125
0.000678360697715 0.003083428259613 0.00276481988515 0.00368112906807
0.001755207158264 0.004257153218158 0.001657755146983 0.00893736315084
0.000326635135249 0.001951864839757 0.00317094089766 -4.3188576935E-06
0.000922844878536 0.002704798807321 0.000238931188127 0.00406968356175
0.001407088261437 0.002610258636867 0.001771657947613 0.00368458382699
0.001235285932617 0.001687169298747 0.001370006770733 0.00371367001981
0.000215025455554 0.002699080702127 0.001941447575778 0.00149141519085
0.00156091368867 0.00188999794487 0.000994239435992 0.00425565740757
0.002342136669067 0.004154025725741 0.001317553562701 0.00379913432195
0.003580065762025 0.000777167127584 0.00059453214264 0.00013533365361
0.000777167127584 0.007993402859487 0.003342891395103 0.00188972595394
0.00059453214264 0.003342891395103 0.008078093006508 0.00331110819567
0.000135333653606 0.001889725953941 0.003311108195671 0.01321967840395
0.002224136843767 0.002536878552842 0.000542220231207 0.0028115245652
odd even odd even
Aug/2016 Aug/2016 Sep/2016 Sep/2016
Adjusted Closing PriceShares Outstanding Adjusted Closing Price Shares Outstanding
1157.9 959197790 1160.7 959197790
2978.5 289367020 2827.6 289367020
2967.3 159131453 3069.55 159131780
3089.85 165697597 3107.4 165710785
645.6 2542329417 636.42 2545633717
1405.45 1582931505 1393.45 1583983690
260.05 12099617481 241.35 12111559581
517.92 2296944664 518.02 2296944664
1008.63 932334222 955.43 932334222
5053.65 302080060 5477.3 302080060
6525.55 96415716 6432.85 96415716
525.02 3243105885 536.76 3243105885
775.65 2406753959 742.7 2406753959
364.42 971215439 368.5 971215439
418.5 887786160 395.1 887786160
18550020067698.8 18277744090239.7
1.17985664212549 1.16253878374454
12/1/2016 1/1/2017 2/1/2017 3/1/2017
109.133458270313 114.346391872858 120.507453211547 126.159322682901

Prices
Dr. Reddy'S Laboratories Ltd. H D F C Bank Housing DeveI T C Ltd. Infosys Ltd. Larsen & ToubMaruti Suzuki
3108.6 541.08 1263.75 218.53 552.7 850.3 4621.95
3105.4 524.92 1180 213.47 582.45 734.43 4095.85
3036.25 485.93 1060.3 197.1 542.02 717.33 3236.5
3035.2 535.58 1105.6 218.83 609.15 811.13 3716.3
3088.7 566.17 1088.45 216.63 604.05 836.4 3794.65
3183.1 590.95 1237.7 234.03 624.33 982.37 4161.6
3381.7 588.23 1253.6 245.6 585.4 997.67 4187.2
2935.35 623.1 1374.5 252.45 536.92 1039.23 4757.6
3089.85 645.6 1405.45 260.05 517.92 1008.63 5053.65
3107.4 636.42 1393.45 241.35 518.02 955.43 5477.3
3324.8 626.65 1377.5 241.65 501.05 983.5 5896.15
3196.9 599.8 1263.1 232.5 487.77 921.83 5266
3060.4 603.1 1262.6 241.65 505.3 899.4 5319.55
3018.8 643.33 1365.85 258.1 464.3 964.17 5894.25
2849.95 695.05 1370.05 262.2 506.2 979.47 5922.5
2632.35 721.27 1502.1 280.3 511.13 1049.93 6015.7
2599.15 773.25 1537.15 278 459.48 1166.53 6524.85
2523.85 818.1 1569.85 311.8 488.52 1173.8 7211
2690.1 826.02 1614.95 323.65 467.77 1125.07 7217.6
2383.2 892.2 1789.25 285.25 505.6 1193.95 7750.05
2020.9 888.23 1776.9 282.25 457.48 1136.3 7700.3
2328.75 902.85 1742.15 258.3 449.95 1142.05 7978.2
2428.15 904.25 1707.4 265.7 460.93 1222.3 8211.25
2284.05 926.85 1675.7 256.05 488.05 1216.55 8599.1
2414.2 936.2 1710.4 263.25 521.02 1258.25 9729.55
2225.35 1002.85 1956.3 271.4 575.13 1416.5 9509.7
2237.25 942.1 1808.7 265.05 586.3 1318.15 8850.95
2080.55 943.05 1825.6 255.5 565.9 1310.9 8861.1
2109.85 972.15 1883.25 281.45 599.75 1400.9 8814.95
1936.6 1069.72 1833 271.65 615.9 1370.4 8537.2
2235.05 1054.22 1908.1 266.2 653.6 1275.1 8825.6
2127.8 1089.75 1994.85 297.7 682.55 1302.3 9520.55
2492 1030.6 1935.95 319.85 720.55 1369.55 9096.4
2530.65 1003.03 1754.5 297.75 730.05 1272.1 7347.95
2542.45 955.88 1769.25 280.1 686.4 1297.5 6616.4
2722.2 1064.22 1989 285.8 667.45 1432.5 7661.6
2616.5 1060.85 1968.35 281.65 658.95 1437.55 7465.5
2720.8 1039.97 1922.35 278.65 749.55 1314.3 6641.15
2631.65 1038.78 1841.2 276.05 734.3 1292.95 6829.7
2780.25 1159.45 1968.25 297.25 743.85 1385.3 6672.55
2933.75 1158.72 1995.05 301.35 751.35 1348.55 6666.4
2678.35 1212.68 2182.65 278.55 737.75 1557.55 6869.85
2550.45 1221.88 2192.1 273.85 732 1553.2 6534.65
2574.6 1125.83 2121.8 270.2 793.65 1387.3 5469.7
2557.5 1113.97 2166.45 245.65 814.9 1328.25 6123.75
2702.25 1227.45 1977.05 259.85 805.65 1474.25 6715.8
2783.2 1230.35 2131.9 257.65 685.6 1473.05 7559.4
2913.85 1274.95 2297.25 246.4 696.35 1330.55 7245.85
2874.55 1272.1 2412.55 237.7 731.15 1298.2 7368.6
3114.5 1226.3 2414 235.15 775.95 1369.3 6913.5
2927.1 1177.65 2175.75 197.55 731.7 1187.55 6283.1
3120.75 861.9 1633.1 171.7 641.5 808.5 4288.3
3936.3 1001.8 1916 182.05 715.5 897.55 5358.8
4071.25 951.65 1658.9 197.35 691 932.25 5610.8
3944.95 1065.85 1754.65 194.65 735.95 943.65 5838.3
4521.05 1032.8 1781.95 194.15 966 913.45 6262.75
4264.7 1115.85 1832.6 191.1 928.6 944.95 6839.95
5187.8 1078.6 1740.05 171.7 1008.25 901.6 6743.45
4888.65 1183.55 1923.55 165.25 1060.6 929.5 6965.15
4828.95 1440.85 2256.25 193.65 1100 1122.4 7035.8
5205.1 1436.3 2558.65 209 1255.8 1287.6 7649.6
4602.7 1390.5 2377.8 203.25 1239.05 1334.7 7206.65
4426.55 1534.4 2539.4 203.85 1253.3 1442.5 6866.15
4516 1493.65 2498.1 218.5 1368.05 1418.9 6859.2
5163.1 1412.3 2420.1 202.6 1354.35 1340.45 6455.65
5309.15 1515.85 2552.85 216.6 1393.75 1467.7 7086.3
5423.05 1497.9 2475.25 202.7 1580.8 1500.55 7515.9
4711.2 1426.45 2441.15 204.95 1610.5 1601.45 6977.7
Titan Company Ltd.

0.002133052728745
0.002434785728648
0.006708969656695
-0.000467852074646
0.003190460884127
0.002912293610539
0.002012027397001
0.001450271732134
0.003559347465708
0.004407920920706
0.002224136843767
0.002536878552842
0.000542220231207
0.002811524565196
0.008631200830165
Titan Company Ltd.

0.002133052728745
0.002434785728648
0.006708969656695
-0.000467852074646
0.003190460884127
0.002912293610539
0.002012027397001
0.001450271732134
0.003559347465708
0.004407920920706
0.002224136843767
0.002536878552842
0.000542220231207
0.002811524565196
0.008631200830165
Titan Company Ltd.

0.002133052728745
0.002434785728648
0.006708969656695
-0.000467852074646
0.003190460884127
0.002912293610539
0.002012027397001
0.001450271732134
0.003559347465708
0.004407920920706
0.002224136843767
0.002536878552842
0.000542220231207
0.002811524565196
0.008631200830165
Titan Company Ltd.

0.002133052728745
0.002434785728648
0.006708969656695
-0.000467852074646
0.003190460884127
0.002912293610539
0.002012027397001
0.001450271732134
0.003559347465708
0.004407920920706
0.002224136843767
0.002536878552842
0.000542220231207
0.002811524565196
0.008631200830165
odd even odd even odd even odd
Oct/2016 Oct/2016 Nov/2016 Nov/2016 Dec/2016 Dec/2016 Jan/2017
Adjusted Closing Price Shares OutstaAdjusted ClosShares OutstaAdjusted ClosShares OutstaAdjusted Clos
1075.75 959197790 969.9 959197790 891.05 959197790 970.7
2830.4 289367020 2685.15 289367020 2632.2 289367020 2833.45
3416.75 159131780 2990 159131780 2894.85 159131780 3245.85
3324.8 165710785 3196.9 165710785 3060.4 165726635 3018.8
626.65 2549270317 599.8 2552997417 603.1 2555374117 643.33
1377.5 1583983690 1263.1 1584699080 1262.6 1585088925 1365.85
241.65 1.2115E+10 232.5 1.2119E+10 241.65 1.2121E+10 258.1
501.05 2296944664 487.77 2296944664 505.3 2296944664 464.3
983.5 932334222 921.83 932676944 899.4 932676944 964.17
5896.15 302080060 5266 302080060 5319.55 302080060 5894.25
6940.4 96415716 6289.7 96415716 6028.35 96415716 5851.85
520.66 3243376169 490.38 3243593710 536.12 3243593710 517.69
748.1 2399253959 709.8 2399270188 630 2399270188 631.5
398.48 971215439 408.68 971215439 385.24 971215439 455.94
382.25 887786160 323.5 887786160 326.8 887786160 362.05
18380642862750 1.7219E+13 1.7158E+13 1.7978E+13

1.16908356373775 1.09517312 1.09133458 1.14346392
4/1/2017 5/1/2017 6/1/2017 7/1/2017 8/1/2017 9/1/2017 10/1/2017
128.860735888687 131.667097 134.181566 142.893185 141.480483 155.43999 165.307408

Nestle India LReliance IndusSun Pharmaceu
Tata Steel LtdTitan Company Ltd.
5828 502.54 820.15 255.81 347.15
5488 512.84 872.95 245.87 363.7
5008 478.79 853.9 245.27 316.8
5757.35 517.69 820 314.79 339.1
5725.45 486.74 811.3 345.71 355.9
6097.35 474.43 762.75 329.22 360.5
6492.35 480.02 763.1 317.01 406.25
7188.35 502.68 829.95 349.6 421.4
6525.55 525.02 775.65 364.42 418.5
6432.85 536.76 742.7 368.5 395.1
6940.4 520.66 748.1 398.48 382.25
6289.7 490.38 709.8 408.68 323.5
6028.35 536.12 630 385.24 326.8
5851.85 517.69 631.5 455.94 362.05
6254.25 613.21 679 475.29 437.2
6680.65 654.25 688.15 475.29 462.75
6697.75 691.05 641.95 442.35 470.25
6645.1 664.06 501.6 496.95 474.9
6736.8 683.52 555.7 537.37 524.45
6767.15 800.02 531.65 558.39 544.25
7121.25 789.76 481.15 628.25 617.1
7216.5 773.57 503.25 642.53 584.55
7239 932.02 552.9 692.99 635.25
7663.5 912.9 539.95 683.49 818.9
7870.9 912.4 571.15 721.15 858.15
7469.15 952.27 579.9 705.05 869.55
7761.65 945.59 535.35 671.6 816.15
8203.55 874.41 495.1 571.05 942.3
9396.55 954.25 528.4 594.95 981.8
9654 912.7 480.35 575.65 900.1
9810.1 963.32 564 567.75 878.5
10530.4 1174.86 568.5 563.05 912.35
11582.25 1229.99 652.85 600.5 891.9
9699.65 1246.14 623.25 581.25 805.6
10147.85 1051.28 580.25 553.85 844.6
10764.85 1156.59 492.6 529.5 927.1
11084.85 1110.72 430.5 521.05 931
11497.85 1215.63 423.45 476.7 995.8
10639.75 1219.49 445.15 500.45 1025.2
10960.95 1350.45 478.85 521 1141.85
10905.3 1379.72 457.65 557.2 1158.55
11498.1 1317.66 409.85 488.3 1235.75
11912.6 1241.33 400.95 504.4 1334.7
11675.9 1155.3 426.75 432.05 1056.35
12875.2 1236.83 450.4 344.9 1105.1
13889.65 1319.74 389.45 360.5 1273.05
14947 1450.6 433.4 380.55 1331.2
14453.95 1536.58 449.85 427.5 1159.7
14785.35 1499.83 432.55 472.05 1187.95
15359.45 1398.39 434.3 438.7 1187.75
15778.85 1316.17 372.9 381.75 1254.5
16300.6 1103.29 352.3 269.6 933.7
17924.65 1452.23 464.45 298.3 970.05
17540.8 1464.4 474.25 295.2 890
17174.45 1704.1 472.95 326.7 949.85
16522.2 2067.1 531.7 366.3 1043.25
15949.55 2080.7 520.25 413 1100.5
15918.65 2234.35 500.45 359.75 1201.35
17161.6 2054.5 465.75 410.55 1165.75
17888.95 1929.8 511.65 577.35 1361.2
18390.25 1985.3 592.35 643.65 1567.15
17060 1841.95 586.2 601 1420.3
16101.6 2085.8 594.6 715.15 1406.9
17165.2 2003.1 597.8 811.85 1558.05
16309.25 1994.5 654.45 1034 1491.65
17695.55 2160.3 668.3 1125.65 1596.25
17633 2110.65 675.45 1166.6 1732.5
17702.65 2035.3 773.95 1434.3 1714.55
even odd even odd even odd even odd
Jan/2017 Feb/2017 Feb/2017 Mar/2017 Mar/2017 Apr/2017 Apr/2017 May/2017
Shares OutstaAdjusted ClosShares OutstaAdjusted ClosShares OutstaAdjusted ClosShares OutstaAdjusted Clos
959197790 1024.2 959197790 1073.5 959197790 1120.45 959197790 1151.2
289367020 2755.9 289367020 2805.45 289367020 2864 289367020 2845.95
159131780 3914.15 159131780 4098.4 159131780 4575.65 159131780 4192
165732740 2849.95 165732740 2632.35 165741713 2599.15 165741713 2523.85
2558282917 695.05 2560076817 721.27 2562545717 773.25 2564909117 818.1
1585088925 1370.05 1585937380 1502.1 1588672140 1537.15 1588672140 1569.85
1.2126E+10 262.2 1.2138E+10 280.3 1.2147E+10 278 1.2147E+10 311.8
2296944664 506.2 2296944664 511.13 2296944664 459.48 2296944664 488.52
932965803 979.47 932965803 1049.93 932965803 1166.53 933271267 1173.8
302080060 5922.5 302080060 6015.7 302080060 6524.85 302080060 7211
96415716 6254.25 96415716 6680.65 96415716 6697.75 96415716 6645.1
3243862174 613.21 3243982206 654.25 3251278100 691.05 3251435702 664.06
2399270188 679 2399291181 688.15 2399291181 641.95 2399291181 501.6
971215439 475.29 971215439 475.29 971215439 442.35 971215439 496.95
887786160 437.2 887786160 462.75 887786160 470.25 887786160 474.9
1.8947E+13 1.9835E+13 2.026E+13 2.0701E+13

1.20507453 1.26159323 1.28860736 1.31667097
11/1/2017 12/1/2017 1/1/2018 2/1/2018 3/1/2018 4/1/2018 5/1/2018 6/1/2018
165.945708 171.001169 178.696125 172.778681 168.258023 178.662727 176.263373 179.862161

May/2017 Jun/2017 Jun/2017 Jul/2017 Jul/2017 Aug/2017 Aug/2017 Sep/2017
959197790 1102.95 959197790 1161.7 959197790 1168.55 959197790 1131.7
289367020 2791.2 289367020 2808.55 289367020 2814.5 289367020 3109.4
159131780 4118.7 159131780 4991.85 159131780 5502.85 159131780 5154.45
165741713 2690.1 165801974 2383.2 165820713 2020.9 165856928 2328.75
2568818317 826.02 2573883317 892.2 2575142917 888.23 2581392917 902.85
1589378365 1614.95 1592899780 1789.25 1592899780 1776.9 1593443970 1742.15
1.2147E+10 323.65 1.2152E+10 285.25 1.2173E+10 282.25 1.218E+10 258.3
2296944664 467.77 2296944664 505.6 2296944664 457.48 2296968266 449.95
933416457 1125.07 933416457 1193.95 1400294265 1136.3 1400545562 1142.05
302080060 7217.6 302080060 7750.05 302080060 7700.3 302080060 7978.2
96415716 6736.8 96415716 6767.15 96415716 7121.25 96415716 7216.5
3251565753 683.52 3251565753 800.02 3251902354 789.76 3251902354 773.57
2399306181 555.7 2399306181 531.65 2399306181 481.15 2399306980 503.25
971215889 537.37 971215889 558.39 971215889 628.25 971215889 642.53
887786160 524.45 887786160 544.25 887786160 617.1 887786160 584.55
2.1096E+13 2.2466E+13 2.2244E+13 2.4439E+13

1.34181566 1.42893185 1.41480483 1.5543999
7/1/2018 8/1/2018 9/1/2018 10/1/2018 11/1/2018 12/1/2018 1/1/2019 2/1/2019
197.378688 202.384578 201.485773 187.926614 200.696118 197.38785 200.197852 200.041062

Sep/2017 Oct/2017 Oct/2017 Nov/2017 Nov/2017 Dec/2017 Dec/2017 Jan/2018
959197790 1180.85 959197790 1146.75 959197790 1158.5 959197790 1128.3
289367020 3257.1 289367020 3305.5 289367020 3333.6 289367020 3337.15
159131780 5010.35 159135097 5214.1 159135097 5230.4 159135097 4812.35
165879277 2428.15 165887264 2284.05 165887264 2414.2 165893524 2225.35
2583996617 904.25 2586053017 926.85 2588064117 936.2 2590123617 1002.85
1595100945 1707.4 1595100945 1675.7 1596721350 1710.4 1597597695 1956.3
1.2184E+10 265.7 1.2186E+10 256.05 1.2188E+10 263.25 1.219E+10 271.4
2296988452 460.93 2296993267 488.05 2296993267 521.02 2183949789 575.13
1400545562 1222.3 1400545562 1216.55 1401031621 1258.25 1401031621 1416.5
302080060 8211.25 302080060 8599.1 302080060 9729.55 302080060 9509.7
96415716 7239 96415716 7663.5 96415716 7870.9 96415716 7469.15
6332551296 932.02 6333065425 912.9 6333503519 912.4 6333503519 952.27
2399308086 552.9 2399308086 539.95 2399309346 571.15 2399309346 579.9
971215889 692.99 971215889 683.49 971215889 721.15 971215889 705.05
887786160 635.25 887786160 818.9 887786160 858.15 887786160 869.55
2.599E+13 2.609E+13 2.6885E+13 2.8095E+13

1.65307408 1.65945708 1.71001169 1.78696125
3/1/2019 4/1/2019 5/1/2019 6/1/2019 7/1/2019 8/1/2019 9/1/2019 10/1/2019
214.037279 216.225196 216.229109 212.727744 201.767124 206.466139 237.871898 245.519758

959197790 1117.75 959197790 1120.4 959197790 1201.7 959197790 1304.65
289367020 3020.6 289367020 2744.7 289367020 2952.6 289367020 2750.3
159135097 5051.7 159135097 5171.55 159135097 5482.6 159135097 6042.25
165893524 2237.25 165893524 2080.55 165910907 2109.85 165929996 1936.6
2592065217 942.1 2593760817 943.05 2595090267 972.15 2596975667 1069.72
1597597695 1808.7 1663886467 1825.6 1675879893 1883.25 1676379893 1833
1.2193E+10 265.05 1.2197E+10 255.5 1.2204E+10 281.45 1.2204E+10 271.65
2184092098 586.3 2184113061 565.9 2184114257 599.75 2184127091 615.9
1401369456 1318.15 1401369456 1310.9 1401369456 1400.9 1401564006 1370.4
302080060 8850.95 302080060 8861.1 302080060 8814.95 302080060 8537.2
96415716 7761.65 96415716 8203.55 96415716 9396.55 96415716 9654
6334130027 945.59 6334651022 874.41 6334651022 954.25 6335472959 912.7
2399309346 535.35 2399323180 495.1 2399323180 528.4 2399323180 480.35
1204119440 671.6 1204119440 571.05 1204119440 594.95 1204119440 575.65
887786160 816.15 887786160 942.3 887786160 981.8 887786160 900.1
2.7165E+13 2.6454E+13 2.809E+13 2.7713E+13

1.72778681 1.68258023 1.78662727 1.76263373
11/1/2019 12/1/2019 1/1/2020 2/1/2020 3/1/2020 4/1/2020 5/1/2020 6/1/2020
249.63678 250.742577 246.343373 229.945243 183.340491 217.258541 217.016771 235.867093

959197790 1264.45 959197790 1451.4 959197790 1372.45 959197790 1293.3
289367020 2810.3 289367020 2700.05 289367020 2744.85 289367020 2687.45
159135097 5821.1 159135097 6977.3 159135097 6747.8 159135097 6006.2
165929996 2235.05 165973228 2127.8 165998834 2492 166029880 2530.65
2603299667 1054.22 2604157867 1089.75 2643254684 1030.6 2714938536 1003.03
1679756808 1908.1 1683633848 1994.85 1690251762 1935.95 1691693770 1754.5
1.2204E+10 266.2 1.2207E+10 297.7 1.2219E+10 319.85 1.2231E+10 297.75
2184127091 653.6 2184127091 682.55 2184127276 720.55 2184191490 730.05
1401727601 1275.1 1401727601 1302.3 1401843833 1369.55 1401987036 1272.1
302080060 8825.6 302080060 9520.55 302080060 9096.4 302080060 7347.95
96415716 9810.1 96415716 10530.4 96415716 11582.25 96415716 9699.65
6335878732 963.32 6336398954 1174.86 6337649841 1229.99 6338398151 1246.14
2399324494 564 2399324494 568.5 2399324494 652.85 2399324674 623.25
1204119440 567.75 1204119440 563.05 1204119926 600.5 1204119926 581.25
887786160 878.5 887786160 912.35 887786160 891.9 887786160 805.6
2.8278E+13 3.1032E+13 3.1819E+13 3.1678E+13

1.79862161 1.97378688 2.02384578 2.01485773
7/1/2020 8/1/2020 9/1/2020 10/1/2020 11/1/2020 12/1/2020 1/1/2021 2/1/2021
260.241371 266.057146 271.260768 272.103397 292.004288 313.397813 298.204954 316.309312

959197790 1230.4 959197790 1345.95 959197790 1373.05 959197790 1412.6
289367020 2593.7 289367020 2745.7 289367020 2720.15 289367020 2554.55
159136111 5404.65 159136111 5994.35 159136111 6476.95 159136111 6091.9
166045857 2542.45 166045857 2722.2 166045857 2616.5 166060861 2720.8
2717176187 955.88 2717769645 1064.22 2718492945 1060.85 2719501383 1039.97
1696588252 1769.25 1717445109 1989 1719101229 1968.35 1719471258 1922.35
1.2242E+10 280.1 1.2244E+10 285.8 1.2245E+10 281.65 1.2247E+10 278.65
4368382980 686.4 4368396968 667.45 4368605218 658.95 4368647898 749.55
1402220289 1297.5 1402220289 1432.5 1402220289 1437.55 1402220289 1314.3
302080060 6616.4 302080060 7661.6 302080060 7465.5 302080060 6641.15
96415716 10147.85 96415716 10764.85 96415716 11084.85 96415716 11497.85
6338440341 1051.28 6338523609 1156.59 6338561852 1110.72 6338561852 1215.63
2399324674 580.25 2399324674 492.6 2399328274 430.5 2399328274 423.45
1204119926 553.85 1204119926 529.5 1204119926 521.05 1204125710 476.7
887786160 844.6 887786160 927.1 887786160 931 887786160 995.8
2.9546E+13 3.1554E+13 3.1034E+13 3.1476E+13

1.87926614 2.00696118 1.9738785 2.00197852
3/1/2021 4/1/2021 5/1/2021 6/1/2021 7/1/2021
318.686266 315.53373 339.023567 342.07803 340.754819

959197790 1405.2 959197790 1492.7 959197790 1463.15 959197790 1407.3
289367020 2900.6 289367020 2911.1 289367020 2984.1 289367020 2925.9
159136111 6462.45 159136111 7037.05 159136111 7520.45 159136111 8187.95
166060861 2631.65 166060861 2780.25 166065948 2933.75 166065948 2678.35
2720479359 1038.78 2721947772 1159.45 2723306610 1158.72 2725044138 1212.68
1719471258 1841.2 1720302776 1968.25 1721437390 1995.05 1721437390 2182.65
1.2249E+10 276.05 1.2252E+10 297.25 1.2259E+10 301.35 1.2259E+10 278.55
4368652322 734.3 4368652322 743.85 4356279444 751.35 4336435444 737.75
1402624569 1292.95 1402624569 1385.3 1402729385 1348.55 1402729385 1557.55
302080060 6829.7 302080060 6672.55 302080060 6666.4 302080060 6869.85
96415716 10639.75 96415716 10960.95 96415716 10905.3 96415716 11498.1
6338666013 1219.49 6338693823 1350.45 6338693823 1379.72 6338912113 1317.66
2399328274 445.15 2399334970 478.85 2399334970 457.65 2399334970 409.85
1204125710 500.45 1204125710 521 1204126385 557.2 1204126385 488.3
887786160 1025.2 887786160 1141.85 887786160 1158.55 887786160 1235.75
3.1451E+13 3.3652E+13 3.3996E+13 3.3996E+13

2.00041062 2.14037279 2.16225196 2.16229109
959197790 1358.15 959197790 1521.1 959197790 1616.2 959197790 1762.15
289367020 2827.05 289367020 2516.5 289367020 2788.3 289367020 2941.8
159136111 8524.65 159136111 7097.85 159136111 7119.55 159136111 8513
166065948 2550.45 166113840 2574.6 166113840 2557.5 166113840 2702.25
2728786909 1221.88 2732812271 1125.83 2734270082 1113.97 2735381947 1227.45
1722001652 2192.1 1725306237 2121.8 1725306237 2166.45 1725647546 1977.05
1.2259E+10 273.85 1.2259E+10 270.2 1.2273E+10 245.65 1.2285E+10 259.85
4309229444 732 4291498444 793.65 4274450444 814.9 4258412178 805.65
1403091278 1553.2 1403091278 1387.3 1403177519 1328.25 1403265582 1474.25
302080060 6534.65 302080060 5469.7 302080060 6123.75 302080060 6715.8
96415716 11912.6 96415716 11675.9 96415716 12875.2 96415716 13889.65
6339038430 1241.33 6339038430 1155.3 6339088495 1236.83 6339123229 1319.74
2399334970 400.95 2399334970 426.75 2399334970 450.4 2399334970 389.45
1204126385 504.4 1204126385 432.05 1204126385 344.9 1204126385 360.5
887786160 1334.7 887786160 1056.35 887786160 1105.1 887786160 1273.05
3.3446E+13 3.1722E+13 3.2461E+13 3.7399E+13

2.12727744 2.01767124 2.06466139 2.37871898
959197790 1809.6 959197790 1706.15 959197790 1784.95 959197790 1795.65
289367020 3247.35 289367020 3176 289367020 3185 289367020 3180.05
159137290 8134.35 159137290 9110.25 159137290 9393.35 159137290 9441.4
166145748 2783.2 166145748 2913.85 166161338 2874.55 166163148 3114.5
5470763894 1230.35 5473714570 1274.95 5475587626 1272.1 5477027068 1226.3
1726695111 2131.9 1726695111 2297.25 1728226736 2412.55 1729027666 2414
1.2286E+10 257.65 1.2288E+10 246.4 1.2289E+10 237.7 1.2291E+10 235.15
4258412178 685.6 4258412178 696.35 4258456678 731.15 4258636276 775.95
1403265582 1473.05 1403581376 1330.55 1403581376 1298.2 1403581376 1369.3
302080060 7559.4 302080060 7245.85 302080060 7368.6 302080060 6913.5
96415716 14947 96415716 14453.95 96415716 14785.35 96415716 15359.45
6339123229 1450.6 6339158963 1536.58 6339203530 1499.83 6339203530 1398.39
2399334970 433.4 2399334970 449.85 2399334970 432.55 2399334970 434.3
1204126385 380.55 1204126385 427.5 1204126999 472.05 1204126999 438.7
887786160 1331.2 887786160 1159.7 887786160 1187.95 887786160 1187.75
3.8601E+13 3.9249E+13 3.9422E+13 3.8731E+13

2.45519758 2.4963678 2.50742577 2.46343373
959197790 1797.95 959197790 1666.5 959197790 1758.7 959197790 1683.1
289367020 2890 289367020 2022.35 289367020 2623.3 289367020 2710.5
159137290 9050.75 159137290 4591.2 159137290 5104.35 159137290 4404.9
166163148 2927.1 166163148 3120.75 166172082 3936.3 166172082 4071.25
5478636338 1177.65 5481869304 861.9 5483286460 1001.8 5483943660 951.65
1729027666 2175.75 1731247671 1633.1 1732051189 1916 1732051189 1658.9
1.2292E+10 197.55 1.2292E+10 171.7 1.2292E+10 182.05 1.2292E+10 197.35
4258662140 731.7 4258885437 641.5 4258992566 715.5 4258992566 691
1403743056 1187.55 1403743056 808.5 1403892022 897.55 1403892022 932.25
302080060 6283.1 302080060 4288.3 302080060 5358.8 302080060 5610.8
96415716 15778.85 96415716 16300.6 96415716 17924.65 96415716 17540.8
6339236399 1316.17 6339267510 1103.29 6339267510 1452.23 6339333863 1464.4
2399334970 372.9 2399334970 352.3 2399334970 464.45 2399334970 474.25
1204126999 381.75 1204126999 269.6 1204126999 298.3 1204126999 295.2
887786160 1254.5 887786160 933.7 887786160 970.05 887786160 890
3.6153E+13 2.8825E+13 3.4158E+13 3.412E+13

2.29945243 1.83340491 2.17258541 2.17016771
959197790 1687.45 959197790 1715.5 959197790 1899.1 959197790 1986.4
289367020 2826.05 289367020 3004.95 289367020 2967 289367020 2881.1
159137290 5845.15 159137290 6205.9 159137290 6190.35 159137290 5852.35
166172082 3944.95 166232516 4521.05 166232516 4264.7 166254995 5187.8
5486321260 1065.85 5490278560 1032.8 5499227656 1115.85 5503127056 1078.6
1732051189 1754.65 1734608807 1781.95 1734608807 1832.6 1792781176 1740.05
1.2292E+10 194.65 1.2292E+10 194.15 1.2302E+10 191.1 1.2305E+10 171.7
4259107880 735.95 4259154628 966 4259296383 928.6 4259395224 1008.25
1403892022 943.65 1403992234 913.45 1404034846 944.95 1404034846 901.6
302080060 5838.3 302080060 6262.75 302080060 6839.95 302080060 6743.45
96415716 17174.45 96415716 16522.2 96415716 15949.55 96415716 15918.65
6761843669 1704.1 6761844754 2067.1 6762031390 2080.7 6762037614 2234.35
2399334970 472.95 2399334970 531.7 2399334970 520.25 2399334970 500.45
1204126999 326.7 1204126999 366.3 1204126999 413 1204126999 359.75
887786160 949.85 887786160 1043.25 887786160 1100.5 887786160 1201.35
3.7084E+13 4.0916E+13 4.183E+13 4.2648E+13

2.35867093 2.60241371 2.66057146 2.71260768
959197790 2211.5 959197790 2215.3 959197790 2764.5 959197790 2407.35
289367020 2886.9 289367020 3173.55 289367020 3444.05 289367020 4005.8
159137444 5573.5 159137444 8758.8 159137444 8906.35 159137444 8722.75
166269279 4888.65 166284997 4828.95 166284997 5205.1 166298116 4602.7
5503704156 1183.55 5505244056 1440.85 5506604752 1436.3 5507656932 1390.5
1795805932 1923.55 1795805932 2256.25 1799494862 2558.65 1800195902 2377.8
1.2305E+10 165.25 1.2305E+10 193.65 1.2305E+10 209 1.2305E+10 203.25
4259411598 1060.6 4259411974 1100 4259499045 1255.8 4259587833 1239.05
1404034846 929.5 1404256696 1122.4 1404256696 1287.6 1404256696 1334.7
302080060 6965.15 302080060 7035.8 302080060 7649.6 302080060 7206.65
96415716 17161.6 96415716 17888.95 96415716 18390.25 96415716 17060
6762037614 2054.5 6762037614 1929.8 6762067614 1985.3 6762067614 1841.95
2399334970 465.75 2399334970 511.65 2399334970 592.35 2399334970 586.2
1204126999 410.55 1204126999 577.35 1204126999 643.65 1204126999 601
887786160 1165.75 887786160 1361.2 887786160 1567.15 887786160 1420.3
4.2781E+13 4.591E+13 4.9273E+13 4.6885E+13

2.72103397 2.92004288 3.13397813 2.98204954
959197790 2277.2 959197790 2537.4 959197790 2536.4 959197790 2977.5
289367020 3798.7 289367020 3670.6 289367020 3833.75 289367020 4192.8
159137444 9648.6 159137444 9668.6 159137444 11041.65 159137444 11806.3
166298116 4426.55 166298116 4516 166301231 5163.1 166301231 5309.15
5509193178 1534.4 5510819140 1493.65 5512776482 1412.3 5515160518 1515.85
1800195902 2539.4 1803038030 2498.1 1803946433 2420.1 1803946433 2552.85
1.2305E+10 203.85 1.2308E+10 218.5 1.2309E+10 202.6 1.2309E+10 216.6
4259589532 1253.3 4259887998 1368.05 4260660846 1354.35 4260787089 1393.75
1404435143 1442.5 1404435143 1418.9 1404555297 1340.45 1404555297 1467.7
302080060 6866.15 302080060 6859.2 302080060 6455.65 302080060 7086.3
96415716 16101.6 96415716 17165.2 96415716 16309.25 96415716 17695.55
6762067614 2085.8 6762067614 2003.1 6762068814 1994.5 6762068814 2160.3
2399334970 594.6 2399334970 597.8 2399334970 654.45 2399334970 668.3
1204126999 715.15 1204126999 811.85 1204126999 1034 1204126999 1125.65
887786160 1406.9 887786160 1558.05 887786160 1491.65 887786160 1596.25
4.9731E+13 5.0105E+13 4.9609E+13 5.3302E+13

3.16309312 3.18686266 3.1553373 3.39023567
even odd even odd even
May/2021 Jun/2021 Jun/2021 Jul/2021 Jul/2021
Shares OutstaAdjusted ClosShares OutstaAdjusted ClosShares Outstanding
959197790 2992.7 959197790 2958.45 959197790
289367020 4133.85 289367020 3829.6 289367020
159137444 12109.05 159137444 14222.2 159137444
166301231 5423.05 166360134 4711.2 166360134
5518044448 1497.9 5526719098 1426.45 5532119384
1805499397 2475.25 1805753249 2441.15 1805753249
1.2309E+10 202.7 1.2309E+10 204.95 1.231E+10
4261133939 1580.8 4256881763 1610.5 4238438763
1404604911 1500.55 1404604911 1601.45 1404656010
302080060 7515.9 302080060 6977.7 302080060
96415716 17633 96415716 17702.65 96415716
6762070014 2110.65 6762070014 2035.3 6762070014
2399334970 675.45 2399334970 773.95 2399334970
1204126999 1166.6 1204126999 1434.3 1204126999
887786160 1732.5 887786160 1714.55 887786160
5.3782E+13 5.3574E+13
3.4207803 3.40754819

IM M092-20 Kashish Gangesaria

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IM M092-20 Kashish Gangesaria

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Maximum Marks Marks obtained Mid term QP: Investment Management

Q1 7 NAME: Kashish Gangesaria

Consider data given in the tab Question_Data and answer the

Q1 Calculate portfolio returns, portfolio standard devia

Q2 What are the weight allocations, average portfolio

uestion_Data and answer the following questions;

all given securities (all weights =1)

with lowest posible risk (total

ith minimum coefficient of

lio with maximum returns given

of the series). Track performance

-0.10% -2.99% -6.63% -2.32%

5.38% -13.63% -11.38% -5.83% 2.05%

Month Company Name

Asian Paints Ltd.

S. no Company Name Avg Return

Key--> odd even odd

Value Weighted Index

-7.51% -6.35% -0.10%

SD Weights Covariance Matrix

Return Portfolio 1.725%

ment again, to save formula correction time. Refer to Q1, formulas

Return Portfolio 1.32263%

ment again, to save formula correction time. Refer to Q1, formulas

Return Portfolio 2.23637%

ment again, to save formula correction time. Refer to Q1, formulas

Return Portfolio 3.46084% maximum

even odd even

Date 12/1/2015 1/1/2016

Value Weighted Index 100 97.6661644482379

Index return 2.008%

-2.99% -6.63% -2.32%

H D F C Bank Ltd. Housing Development Finance Corpn. Ltd. I T C Ltd.

Asian Paints Ltd. Bajaj Auto Ltd. Bajaj Finserv Ltd.

weight = 1, Individual securities non-negative.)?

Asian Paints Ltd. Bajaj Auto Ltd. Bajaj Finserv Ltd.

iations with total weight = 1, individual securities non-negative?

Asian Paints Ltd. Bajaj Auto Ltd. Bajaj Finserv Ltd.

Asian Paints Ltd. Bajaj Auto Ltd. Bajaj Finserv Ltd.

odd even odd

2/1/2016 3/1/2016 4/1/2016

90.3824370693404 97.1312977543611 97.4303180418311

hted average, also sd. Is also

5.38% -13.63% -11.38%

even odd even

5/1/2016 6/1/2016 7/1/2016

102.237712052831 103.987489594484 116.089110351363

-5.83% 2.05% 6.44% -3.89%

fficient of variation basis?

odd even odd even

8/1/2016 9/1/2016 10/1/2016 11/1/2016

117.98566421255 116.253878374454 116.908356373775 109.517312374789

Titan Company Ltd.

12/1/2016 1/1/2017 2/1/2017 3/1/2017

109.133458270313 114.346391872858 120.507453211547 126.159322682901

Titan Company Ltd.

Titan Company Ltd.

Titan Company Ltd.

Titan Company Ltd.

18380642862750 1.7219E+13 1.7158E+13 1.7978E+13

4/1/2017 5/1/2017 6/1/2017 7/1/2017 8/1/2017 9/1/2017 10/1/2017

128.860735888687 131.667097 134.181566 142.893185 141.480483 155.43999 165.307408

1.8947E+13 1.9835E+13 2.026E+13 2.0701E+13

11/1/2017 12/1/2017 1/1/2018 2/1/2018 3/1/2018 4/1/2018 5/1/2018 6/1/2018