Professional Documents
Culture Documents
Average 4.179275
Yearly X (X-X)
Jun15-May16 -0.358255 -0.30399
Jun16-May17 0.0611884 0.115451
Jun17-May18 -0.0133214 0.040942
Jun18-May19 -0.5431286 -0.48887
Jun19-May20 0.5822012 0.636464
Average -0.0542631
SD 0.4334426
CV -7.987799
CAPM Rf+(Rm-Rf)Beta
23.8
Comparison:
The value of standard deviation of ICI pakistan limited is 562.92 and
So ici pakistan limited is more risky then pakistan gum and chemical limited and PGCL(p
ISTAN GUM AND CHEMICAL LIMITED
Data closing return Data closing return
4-Aug-15 196.4 0 2-Sep-15 179.99 0
11-Aug-15 186.98 -4.79633 9-Sep-15 179 -0.55003
13-Aug-15 182.51 -2.39063 15-Sep-15 170 -5.02793
19-Aug-15 188.5 3.282012 18-Sep-15 170 0
20-Aug-15 193.87 2.848806 22-Sep-15 161.92 -4.75294
24-Aug-15 177.55 -8.41801 28-Sep-15 167.4 3.384387
27-Aug-15 170.56 -3.93692 Average -1.15775
31-Aug-15 178.76 4.807692
Average -1.07542
Monthly
jun -0.67848
july 1.544356
aug 0
sep 0
oct 0
nov 0.014102
dec -1.66655
jan 0.046671
feb 0
march 0.714173
april -0.13764
may 0.003509
Yearly Average -0.01332
(X-X)2
0.092411
0.013329
0.001676
0.238989
0.405087
0.751493
0 27-May-16 117.28 0
0.318318 30-May-16 117.28 0
0.432261 31-May-16 117.28 0
Average 0.358445