Infosys ITC ACC WIPRO MARUTHI SBI RELIANCE HLL

Date Close Close Close Close Close Close Close Close

3/25/2449 1589 102 1014 323 924 862 511 288
3/26/2449 1454 83 762 270 735 784 477 234
3/27/2449 1539 91 784 308 798 686 529 229
3/28/2449 1654 84 843 295 787 764 490 232
3/29/2449 1809 96 910 311 861 877 559 235
3/30/2449 1848 94 993 315 981 970 586 256
3/31/2449 2095 95 968 323 969 1034 613 234
4/1/2449 2180 93 1133 359 925 1240 623 236
4/2/2449 2241 88 1086 363 927 1176 635 217
6/30/2449 2244 87 1020 368 937 1074 682 208
7/1/2449 2078 86 900 337 840 980 677 176
7/2/2449 2013 76 735 335 820 937 684 205
7/3/2449 2049 80 839 343 803 1043 780 199
7/4/2449 1920 82 856 327 818 1276 880 204
7/5/2449 1929 77 934 311 743 1439 850 189
7/6/2449 1977 86 1060 297 843 1533 946 206
7/7/2449 1855 85 1066 289 868 1509 980 209
7/8/2449 1897 95 1195 276 1000 1841 1148 219
7/9/2449 1839 89 1078 303 1074 1951 1391 208
7/10/2449 1604 94 1089 276 1012 2170 1425 207
7/11/2449 1768 105 1025 315 990 2237 1441 214
10/8/2449 1504 98 783 248 849 2162 1240 207
10/9/2449 1547 101 793 261 867 2110 1229 227
10/10/2449 1430 103 826 255 830 1599 1132 229
10/11/2449 1754 110 759 293 742 1776 1307 250
10/12/2449 1958 109 661 305 765 1443 1201 237
10/13/2449 1735 94 523 263 618 1111 1047 206
10/14/2449 1583 93 584 250 575 1415 1103 240
10/15/2449 1749 94 562 259 650 1404 1068 245
10/16/2449 1398 94 612 204 687 1466 973 252
10/17/2449 1382 78 493 163 564 1110 685 222
10/18/2449 1241 87 406 146 536 1087 566 236
10/19/2449 1118 86 478 140 520 1288 615 250
1/16/2450 1306 90 505 139 571 1152 663 261
1/17/2450 1231 92 540 124 678 1027 633 254
1/18/2450 1324 92 577 147 775 1067 762 238
1/19/2450 1507 94 653 198 816 1278 901 235
1/20/2450 1602 92 783 229 1022 1869 1139 231
1/21/2450 1777 95 769 227 1065 1742 1012 267
1/22/2450 2064 125 881 294 1413 1814 979 291
1/23/2450 2132 115 809 330 1437 1743 1002 260
1/24/2450 2308 117 819 361 1699 2196 1101 263
1/25/2450 2205 127 748 365 1403 2191 966 283
1/26/2450 2384 129 797 377 1562 2238 1063 285
1/27/2450 2605 125 872 408 1560 2269 1089 265
4/26/2450 2477 125 871 388 1390 2058 1047 244
4/27/2450 2602 116 923 406 1464 1976 978 236
4/28/2450 2615 132 950 424 1416 2079 1075 239
4/29/2450 2736 133 906 404 1280 2298 1033 239
4/30/2450 2658 142 817 401 1237 2268 1045 237
5/1/2450 2789 153 875 385 1424 2302 1087 267
5/2/2450 2789 154 831 411 1198 2504 1010 251
5/3/2450 2707 163 872 400 1256 2765 919 264
5/4/2450 3041 178 991 448 1441 3233 986 308
5/5/2450 2970 171 984 420 1551 3151 1096 294
5/6/2450 3049 172 987 420 1424 2994 987 299
5/7/2450 3445 175 1076 490 1421 2811 1058 312
8/4/2450 3116 163 988 438 1253 2641 919 271
8/5/2450 3003 169 971 438 1207 2632 965 282
8/6/2450 3237 182 1075 478 1264 2768 1048 285
8/7/2450 2906 192 1108 450 1320 2806 982 285
8/8/2450 2792 193 1027 447 1228 2298 952 305
8/9/2450 2907 203 949 418 1158 2406 898 343
8/10/2450 2767 208 1012 390 1208 2342 828 324
8/11/2450 2753 205 1006 383 1212 2277 835 323
 Market Index Column1 Monthly Returns Column2 Column3 Column4
NIFTY Sensex Infosys ITC ACC WIPRO
3558 12043
3071 10399 -8.48% -18.83% -24.78% -16.54%
3128 10609 5.83% 10.28% 2.83% 14.20%
3143 10744 7.48% -8.22% 7.53% -4.37%
3414 11699 9.37% 14.40% 7.92% 5.41%
3588 12454 2.16% -1.98% 9.20% 1.39%
3744 12962 13.36% 1.23% -2.57% 2.49%
3955 13696 4.09% -2.58% 17.03% 11.30%
3966 13787 2.75% -4.86% -4.16% 0.93%
4083 14091 0.18% -0.85% -6.02% 1.38%
3745 12938 -7.40% -1.66% -11.78% -8.49%
3822 13072 -3.16% -11.96% -18.38% -0.45%
4088 13872 1.83% 5.89% 14.18% 2.31%
4296 14544 -6.30% 2.34% 2.00% -4.67%
4318 14651 0.47% -5.56% 9.14% -4.78%
4529 15551 2.49% 10.54% 13.51% -4.41%
4464 15319 -6.18% -0.12% 0.56% -2.70%
5021 17291 2.25% 11.12% 12.10% -4.64%
5901 19838 -3.04% -5.74% -9.83% 9.77%
5763 19363 -12.78% 5.29% 1.11% -8.82%
6139 20287 10.25% 11.20% -5.96% 14.19%
5137 17649 -14.96% -6.64% -23.61% -21.36%
5224 17579 2.86% 3.68% 1.28% 5.15%
4735 15644 -7.54% 1.73% 4.21% -2.15%
5166 17287 22.63% 6.61% -8.16% 14.88%
4870 16416 11.62% -0.97% -12.92% 3.97%
4041 13462 -11.38% -13.76% -20.91% -13.79%
4333 14356 -8.73% -0.53% 11.83% -5.01%
4360 14565 10.43% 1.02% -3.88% 3.92%
3921 12860 -20.07% -0.34% 8.90% -21.43%
2886 9788 -1.14% -17.49% -19.33% -19.87%
2755 9093 -10.21% 11.88% -17.66% -10.60%
2959 9647 -9.89% -1.09% 17.64% -4.01%
2875 9424 16.79% 4.89% 5.64% -1.05%
2764 8892 -5.68% 1.64% 6.92% -10.28%
3021 9709 7.54% 0.98% 6.83% 18.35%
3474 11403 13.84% 2.19% 13.24% 34.68%
4449 14625 6.28% -2.77% 19.91% 15.45%
4291 14494 10.92% 3.87% -1.80% -1.02%
4636 15670 16.15% 30.64% 14.62% 29.92%
4662 15667 3.31% -7.32% -8.24% 12.25%
5084 17127 8.26% 0.91% 1.31% 9.26%
4712 15896 -4.46% 9.33% -8.75% 0.98%
5033 16926 8.10% 0.90% 6.55% 3.50%
5201 17465 9.28% -2.45% 9.40% 8.03%
4882 16358 -4.93% -0.26% -0.09% -4.71%
4922 16430 5.04% -7.16% 5.99% 4.53%
5249 17528 0.52% 13.26% 2.98% 4.45%
5278 17559 4.63% 1.06% -4.66% -4.71%
5086 16945 -2.87% 6.52% -9.84% -0.76%
5313 17701 4.93% 7.86% 7.04% -4.05%
5368 17868 0.01% 1.08% -4.92% 6.91%
5402 17971 -2.93% 5.68% 4.85% -2.81%
6030 20069 12.33% 9.29% 13.64% 12.14%
6018 20032 -2.35% -3.98% -0.66% -6.41%
5863 19521 2.69% 0.41% 0.33% 0.14%
6135 20509 12.97% 1.60% 8.93% 16.67%
5506 18328 -9.54% -6.90% -8.13% -10.57%
5333 17823 -3.63% 3.94% -1.73% -0.01%
5834 19445 7.78% 7.75% 10.73% 9.10%
5750 19136 -10.22% 5.63% 3.07% -5.86%
5560 18503 -3.93% 0.52% -7.37% -0.80%
5647 18846 4.14% 4.97% -7.53% -6.50%
5482 18197 -4.84% 2.66% 6.62% -6.62%
5457 18110 -0.50% -1.73% -0.60% -1.74%

Column1 S1 S2 S3 S4
Average 0.01224645247045 0.013907932889948 0.005516881 0.008069775
Stdev 0.0859740356131 0.077996691055842 0.104888753 0.106463503
Ann.ret 0.14695742964535 0.166895194679379 0.066202575 0.096837303
Ann.rik 0.29782279562724 0.270188463461943 0.363345297 0.368800392
Beta1
Beta2

Correlation Matrix
Column1 S1 S2 S3 S4
S1 1 0.330993722323656 0.300470686 0.735421445
S2 0.33099372232366 1 0.430245553 0.422796438
S3 0.30047068648392 0.430245553265363 1 0.425995347
S4 0.73542144543139 0.422796438105309 0.425995347 1
S5 0.41962538937643 0.472226855374852 0.614635617 0.463767864
S6 0.17909798716496 0.250314363165923 0.583296891 0.327421717
S7 0.3874673446267 0.270547943176527 0.514897564 0.572712525
 S8 0.22435416761283 0.514760250411559 0.336109451 0.189333828

Covariance Matrix
Column1 S1 S2 S3 S4
S1 0.08869841759522 0.026634496696067 0.032514688 0.080776606
S2 0.02663449669607 0.073001805787926 0.042237941 0.042129809
S3 0.03251468784791 0.042237940663865 0.132019805 0.057084181
S4 0.08077660567149 0.042129809466361 0.057084181 0.136013729
S5 0.04673592025689 0.047714303483717 0.083515748 0.063962161
S6 0.02390350532323 0.030308575396604 0.094977811 0.05411427
S7 0.04175157932743 0.026447882314865 0.067689335 0.076420156
S8 0.01812864581891 0.037735064077512 0.033133976 0.018944924

Column1 S1 S2 S3 S4
Weights 0.28 0.34 0.00 0.00

Port returns 0.150 >= 0.150

Port Risk 0.209

Column5 Column6 Column7 Column8 Column9 Column10
MARUTHI SBI RELIANCE HLL NIFTY SENSEX

-20.48% -9.05% -6.70% -18.84% -13.68% -13.65%

8.54% -12.47% 11.07% -1.97% 1.86% 2.03%
-1.39% 11.36% -7.53% 1.37% 0.48% 1.27%
9.52% 14.81% 14.16% 1.01% 8.61% 8.89%
13.91% 10.57% 4.78% 9.21% 5.11% 6.46%
-1.29% 6.54% 4.71% -8.82% 4.34% 4.07%
-4.50% 19.95% 1.53% 0.96% 5.62% 5.67%
0.26% -5.18% 2.04% -8.18% 0.30% 0.66%
1.00% -8.66% 7.42% -3.86% 2.93% 2.21%
-10.35% -8.69% -0.73% -15.39% -8.26% -8.18%
-2.38% -4.45% 1.02% 16.52% 2.04% 1.04%
-2.03% 11.32% 14.01% -2.85% 6.97% 6.12%
1.81% 22.36% 12.83% 2.06% 5.09% 4.84%
-9.12% 12.78% -3.40% -7.20% 0.52% 0.73%
13.46% 6.50% 11.29% 9.27% 4.88% 6.15%
2.97% -1.54% 3.55% 1.09% -1.43% -1.49%
15.13% 21.96% 17.18% 5.15% 12.49% 12.88%
7.40% 6.02% 21.18% -5.36% 17.51% 14.73%
-5.70% 11.23% 2.45% -0.22% -2.34% -2.39%
-2.20% 3.07% 1.06% 3.26% 6.52% 4.77%
-14.28% -3.35% -13.94% -3.46% -16.31% -13.00%
2.18% -2.43% -0.86% 10.10% 1.67% -0.40%
-4.34% -24.21% -7.88% 0.59% -9.36% -11.00%
-10.57% 11.10% 15.47% 9.09% 9.11% 10.50%
3.05% -18.75% -8.15% -4.95% -5.73% -5.04%
-19.20% -23.00% -12.84% -13.09% -17.03% -17.99%
-6.94% 27.29% 5.40% 16.30% 7.24% 6.64%
13.13% -0.79% -3.15% 2.38% 0.62% 1.45%
5.65% 4.42% -8.91% 2.51% -10.06% -11.70%
-17.86% -24.30% -29.57% -11.77% -26.41% -23.89%
-5.07% -2.04% -17.45% 6.42% -4.52% -7.10%
-2.94% 18.53% 8.72% 5.95% 7.41% 6.10%
9.79% -10.56% 7.72% 4.38% -2.85% -2.31%
18.67% -10.86% -4.54% -2.83% -3.87% -5.65%
14.39% 3.84% 20.41% -6.15% 9.31% 9.19%
5.24% 19.80% 18.35% -1.53% 15.00% 17.46%
25.24% 46.29% 26.34% -1.47% 28.07% 28.26%
4.30% -6.80% -11.16% 15.58% -3.55% -0.90%
32.64% 4.13% -3.27% 9.02% 8.05% 8.12%
 1.66% -3.91% 2.40% -10.77% 0.55% -0.02%
18.25% 25.97% 9.83% 1.15% 9.05% 9.32%
-17.42% -0.21% -12.26% 7.65% -7.32% -7.18%
11.31% 2.15% 10.06% 0.81% 6.81% 6.48%
-0.13% 1.40% 2.50% -7.19% 3.35% 3.18%
-10.87% -9.32% -3.93% -7.80% -6.13% -6.34%
5.28% -3.99% -6.55% -3.42% 0.82% 0.44%
-3.24% 5.22% 9.88% 1.25% 6.64% 6.68%
-9.63% 10.53% -3.92% 0.13% 0.55% 0.18%
-3.34% -1.29% 1.22% -0.94% -3.63% -3.50%
15.09% 1.49% 4.00% 12.73% 4.45% 4.46%
-15.84% 8.76% -7.11% -5.92% 1.04% 0.95%
4.82% 10.43% -8.99% 5.30% 0.65% 0.58%
14.73% 16.94% 7.35% 16.49% 11.62% 11.67%
7.65% -2.54% 11.10% -4.51% -0.20% -0.18%
-8.22% -4.99% -9.95% 1.63% -2.58% -2.55%
-0.22% -6.11% 7.24% 4.48% 4.64% 5.06%
-11.81% -6.05% -13.13% -13.18% -10.25% -10.64%
-3.68% -0.34% 4.97% 4.04% -3.14% -2.75%
4.71% 5.16% 8.59% 0.89% 9.38% 9.10%
4.45% 1.36% -6.28% 0.21% -1.44% -1.59%
-6.99% -18.10% -3.08% 6.89% -3.29% -3.31%
-5.63% 4.71% -5.69% 12.43% 1.57% 1.85%
4.27% -2.66% -7.79% -5.49% -2.93% -3.44%
0.35% -2.78% 0.89% -0.17% -0.46% -0.48%

S5 S6 S7 S8 NIFTY Sensex
0.009878772 0.023215399 0.01311533 0.004842075 0.01032348 0.009916077
0.107954433 0.129366649 0.104445382 0.078321801 0.08503107 0.084303395
0.118545266 0.278584793 0.157383954 0.058104898 0.1238817 0.118992918
0.373965127 0.448139218 0.361809416 0.271314676 0.29455627 0.292035528

orrelation Matrix
S5 S6 S7 S8
0.419625389 0.179097987 0.387467345 0.224354168
0.472226855 0.250314363 0.270547943 0.51476025
0.614635617 0.583296891 0.514897564 0.336109451
0.463767864 0.327421717 0.572712525 0.189333828
1 0.352535323 0.518710355 0.338758904
0.352535323 1 0.57916574 0.310646837
0.518710355 0.57916574 1 0.147778305
 0.338758904 0.310646837 0.147778305 1

ovariance Matrix
S5 S6 S7 S8
0.04673592 0.023903505 0.041751579 0.018128646
0.047714303 0.030308575 0.026447882 0.037735064
0.083515748 0.094977811 0.067689335 0.033133976
0.063962161 0.05411427 0.076420156 0.018944924
0.139849916 0.059080845 0.07018364 0.034371233
0.059080845 0.200828758 0.093906506 0.037770538
0.07018364 0.093906506 0.130906054 0.01450654
0.034371233 0.037770538 0.01450654 0.073611654

S5 S6 S7 S8
0.00 0.10 0.09 0.20 0.99999999 =
Oneway analysis for Solver model in portfolio optimization-3 worksheet

Input (cell $O$103) values along side, output cell(s) along top

$M$103

$M$105

$M$100

$O$100
$N$100
$L$100
0.050 0.122 0.204 0.26 0.24 0.02 0.00
0.060 0.122 0.204 0.26 0.24 0.02 0.00
0.070 0.122 0.204 0.26 0.24 0.02 0.00
0.080 0.122 0.204 0.26 0.24 0.02 0.00
0.090 0.122 0.204 0.26 0.24 0.02 0.00
0.100 0.122 0.204 0.26 0.24 0.02 0.00
0.110 0.122 0.204 0.26 0.24 0.02 0.00
0.120 0.122 0.204 0.26 0.24 0.02 0.00
0.130 0.130 0.205 0.26 0.27 0.00 0.00
0.140 0.140 0.206 0.27 0.30 0.00 0.00
0.150 0.150 0.209 0.28 0.34 0.00 0.00
0.160 0.160 0.213 0.29 0.37 0.00 0.00
0.170 0.170 0.218 0.30 0.41 0.00 0.00
0.180 0.180 0.224 0.31 0.44 0.00 0.00
0.190 0.190 0.231 0.29 0.45 0.00 0.00
0.200 0.200 0.243 0.24 0.42 0.00 0.00
0.210 0.210 0.260 0.18 0.40 0.00 0.00
0.220 0.220 0.280 0.13 0.37 0.00 0.00
0.230 0.230 0.303 0.08 0.34 0.00 0.00
0.240 0.240 0.329 0.02 0.32 0.00 0.00
0.250 0.250 0.357 0.00 0.26 0.00 0.00

Sensitiv
When you select an output from the
dropdown list in cell $M$4, the chart will 0.400
adapt to that output. 0.350
0.300
0.250
0.200
0.150
0.100
0.050
0.000
0 0 0 0 0 0 0 0
05 06 07 08 09 10 11 12
0. 0. 0. 0. 0. 0. 0. 0.
0.050
0.000
0 0 0 0 0 0 0 0
05 06 07 08 09 10 11 12
0. 0. 0. 0. 0. 0. 0. 0.
 Sensitivity of $M$105 to Input

Data for chart

$M$105
$Q$100

$R$100
$P$100

$S$100
2
0.00 0.00 0.14 0.35 0.204
0.00 0.00 0.14 0.35 0.204
0.00 0.00 0.14 0.35 0.204
0.00 0.00 0.14 0.35 0.204
0.00 0.00 0.14 0.35 0.204
0.00 0.00 0.14 0.35 0.204
0.00 0.00 0.14 0.35 0.204
0.00 0.00 0.14 0.35 0.204
0.00 0.03 0.13 0.31 0.205
0.00 0.06 0.11 0.25 0.206
0.00 0.10 0.09 0.20 0.209
0.00 0.13 0.07 0.14 0.213
0.00 0.17 0.04 0.09 0.218
0.00 0.20 0.02 0.03 0.224
0.00 0.26 0.00 0.00 0.231
0.00 0.34 0.00 0.00 0.243
0.00 0.42 0.00 0.00 0.260
0.00 0.50 0.00 0.00 0.280
0.00 0.58 0.00 0.00 0.303
0.00 0.66 0.00 0.00 0.329
0.00 0.74 0.00 0.00 0.357

Sensitivity of $M$105 to Input

0.400
0.350
0.300
0.250
0.200
0.150
0.100
0.050
0.000
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
05 06 07 08 09 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25
0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.

Input ($O$103)
0.050
0.000
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0
05 06 07 08 09 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25
0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0. 0.

Input ($O$103)
x