Date NIFTY ADANIGREEN ABCAPITAL BANDHANBANK BATA CIPLA

3-Jan-22 17625.7 1346.9 129.55 252.4 1859.1 930.5

4-Jan-22 17805.25 1366.7 130.9 254.55 1845.55 924.25
5-Jan-22 17925.25 1399.65 129.4 263.45 1813.8 928.55
6-Jan-22 17745.9 1409.8 133.1 264.45 1856.95 922
7-Jan-22 17812.7 1423.1 132.8 271.05 1869.5 914.75
10-Jan-22 18003.3 1438.9 132.45 274 1916.4 916.2
11-Jan-22 18055.75 1567.95 135.7 277.35 1921.4 915.95
12-Jan-22 18212.35 1647.55 134.25 283.65 1983.6 906.2
13-Jan-22 18257.8 1661.8 133.4 294.55 1980.25 924.05
14-Jan-22 18255.75 1697.95 133.5 296.55 2000.95 921.5
17-Jan-22 18308.1 1835.3 132.4 301.2 2041.5 910.2
18-Jan-22 18113.05 1900.1 127.95 295.25 1981 902.15
19-Jan-22 17938.4 1938.45 129.9 303.6 2030.9 895.65
20-Jan-22 17757 1966.7 127.75 299.95 2052.55 882.35
21-Jan-22 17617.15 1934.55 123.3 295.5 2028.6 867.45
24-Jan-22 17149.1 1837.85 114.9 307.85 1931.9 892.1
25-Jan-22 17277.95 1929 117.7 324.15 2029.8 905.65
27-Jan-22 17110.15 1910.25 116.95 322.35 1955.9 927.6
28-Jan-22 17101.95 1938.4 118.2 316.95 2072.75 932.25
31-Jan-22 17339.85 1877.85 117.65 315.55 2064.05 945
1-Feb-22 17576.85 1904 122.3 319.25 2024.65 946.4
2-Feb-22 17780 1916.3 126.25 320.55 2026.2 951.8
3-Feb-22 17560.2 1912.55 124.7 324.25 1995.65 952.75
4-Feb-22 17516.3 1950.35 123.65 319.4 1942.25 946.1
7-Feb-22 17213.6 2024.65 120.35 320.75 1921.9 933.3
8-Feb-22 17266.75 1928 118.65 319.15 1885.45 948.05
9-Feb-22 17463.8 1919.8 119.1 321.2 1895.4 968.25
10-Feb-22 17605.85 1907.95 120.45 321.45 1900.8 975.05
11-Feb-22 17374.75 1907.6 117.1 317.85 1859.45 958.5
14-Feb-22 16842.8 1862.15 111.2 310.6 1809.35 954.9
15-Feb-22 17352.45 1889.5 114.5 326.35 1887.8 921.85
16-Feb-22 17322.2 1931.75 115.25 323 1916.7 933.1
17-Feb-22 17304.6 2047.6 113.3 321.95 1908.2 928.2
18-Feb-22 17276.3 2041.85 112.35 319.35 1920.5 909.1
21-Feb-22 17206.65 1955.9 107.6 314 1888.3 907.25
22-Feb-22 17092.2 1971.95 108 307.6 1883.5 913.4
23-Feb-22 17063.25 1987.35 108.1 315.45 1867.5 914.9
24-Feb-22 16247.95 1849.75 99.3 291.15 1776.6 895.8
25-Feb-22 16658.4 1923.5 104.1 307.25 1823.7 923.65
28-Feb-22 16793.9 1843.4 105.55 306.3 1813.5 925.05
2-Mar-22 16605.95 1882.55 104.85 292.5 1819.8 923.1
3-Mar-22 16498.05 1950.9 103.2 284.05 1776.55 934.9
4-Mar-22 16245.35 1894.3 103.2 273.2 1722.5 931.2
7-Mar-22 15863.15 1803.75 98.6 253.85 1699.05 941.15
8-Mar-22 16013.45 1783.95 100.1 261.6 1724.7 969.55
9-Mar-22 16345.35 1828.75 102.65 266.75 1786.45 981.55
10-Mar-22 16594.9 1881.85 103.8 266.5 1808.95 987.05
11-Mar-22 16630.45 1860.05 103.45 262.9 1807.8 1043.95
14-Mar-22 16871.3 1822.4 103.95 264.95 1844.3 1048.65
15-Mar-22 16663 1798.75 104.7 281.15 1836.45 1068.05
16-Mar-22 16975.35 1833.65 108.55 294.45 1911.5 1055.8
17-Mar-22 17287.05 1901.2 109.85 301.5 1941.4 1048.5
21-Mar-22 17117.6 1876.05 107.8 294.95 1956.35 1050.3
22-Mar-22 17315.5 1877.45 108.95 303.3 1936.05 1032.6
23-Mar-22 17245.65 1921.4 109.4 303.1 1925.7 1014.45
24-Mar-22 17222.75 1911.4 109.95 297.25 1915.35 1029
25-Mar-22 17153 1921.25 109.2 299.95 1934.7 1013.5
28-Mar-22 17222 1930.85 107.25 297.05 1928.25 1017.1
29-Mar-22 17325.3 1923.3 107.35 295.2 1952.75 1038.85
30-Mar-22 17498.25 1857.15 108.4 300.2 1956.75 1028.95
31-Mar-22 17464.75 1914.7 107.65 307.4 1961.4 1018.05
1-Apr-22 17670.45 1945.1 111.9 320.3 1998.8 1014.85
4-Apr-22 18053.4 2110.45 113.9 318.85 2022.25 1027.8
5-Apr-22 17957.4 2189.8 113.25 315.35 2017.8 1021.45
6-Apr-22 17807.65 2197.4 113.65 315 2017.5 1029
7-Apr-22 17639.55 2166 112.65 315.8 1963.6 1036.7
8-Apr-22 17784.35 2321.85 113.55 323.8 1967.5 1011.6
11-Apr-22 17674.95 2665.15 116.35 322.85 2019.75 1025.5
12-Apr-22 17530.3 2792.4 117.85 333.45 1980.15 1027.25
13-Apr-22 17475.65 2864.3 117.4 326.15 1960.55 1016.6
18-Apr-22 17173.65 2970.5 114.65 322.5 1969.9 1027.85
19-Apr-22 16958.65 2911.95 109.75 323.6 1925.6 1000.3
20-Apr-22 17136.55 2810.85 109.95 323.05 1923.9 1012.05
21-Apr-22 17392.6 2811.5 113.65 336.4 1948.4 998.55
22-Apr-22 17171.95 2882.8 112.45 330.25 1913 967
25-Apr-22 16953.95 2824 115.75 332.75 1910.2 953.15
26-Apr-22 17200.8 2952.45 116.8 339.95 1975.45 978.4
27-Apr-22 17038.4 2841.65 120.6 333.65 1919.05 977.75
28-Apr-22 17245.05 2912.2 122.45 336.35 1936.7 981.2
29-Apr-22 17102.55 2882.8 120.85 334.4 1948.65 981.2
2-May-22 17069.1 2830.35 116.95 336.5 1967.8 976.6
4-May-22 16677.6 2671.35 114 325.85 1905.1 957.55
5-May-22 16682.65 2845.9 110.9 320.6 1881.65 948.4
6-May-22 16411.25 2874.8 106.7 318.8 1856.8 934.75
LNT PGHL VBL VRLLOG YESBANK
1922.85 5251.5 879.8 435.45 14.05
1937.55 5218.95 874.9 461.42 14.5
1948.6 5186.8 875 465.29 14.5
1924.5 5135.3 841.35 466.14 14.25
1904.9 5084.6 851.3 466.32 13.95
1953.1 5113.7 849.75 466.82 14
1961.15 5165.45 869.45 488.64 13.9
1974.2 5166.05 909.35 494.05 13.75
2018.4 5192.25 905.55 486.98 14
2044.75 5154.3 928.65 483.16 14.05
2069.4 5059.3 942.5 481.43 14.1
2022.2 5052.25 923.25 487.16 13.8
2020.9 5053.25 939.95 484.64 13.8
2003.5 5065.6 939.9 479.16 13.8
1956.05 5093.75 915.85 477.78 13.75
1899.9 5055.15 900.65 468.01 13.45
1925.3 5049.4 872.7 456.07 13.6
1910.85 5053.8 864 435.54 13.55
1897.55 5092.2 886.5 446.45 13.35
1909.2 5058.75 904.85 445.12 13.3
1990.5 5083.1 917.75 462.05 13.35
1982.7 5093.3 940.65 484.01 13.65
1933.65 5095.85 945.7 498.25 13.45
1947.95 5074.35 950.2 524.22 13.7
1884.5 5048.3 941.45 568.5 13.95
1875.6 5024.3 945.65 527.72 14.15
1888.8 5006.65 927.2 515.96 14.1
1901 4946.8 891.35 514.22 13.85
1871.25 4920.55 936.5 510.44 13.9
1799 4850.05 911.3 492 13.25
1876.05 4795.05 912.35 478.18 13.5
1860.7 4788.85 939.05 491.61 13.55
1868.7 4647.95 930.65 476.8 13.8
1883.1 4675.8 953.8 476.45 13.9
1863.95 4574.65 940.2 469.13 13.65
1844.45 4565.3 917.55 448.57 13.6
1820.3 4620.35 921.65 462.5 13.85
1757.35 4542.95 884.65 431.64 12.6
1777.05 4608.4 932.2 427.42 13.15
1816.75 4569.35 945.5 440.54 13.25
1784.5 4557.5 975.85 444.27 12.9
1752.3 4543.35 984.3 431.8 12.95
1711.75 4502.1 931.4 429.54 12.8
1634.45 4414.3 904.7 412.44 12.65
1658.5 4481.55 910.5 421.98 12.75
1690.95 4496.65 906 432.27 12.75
1728.2 4560.75 922.4 438.73 12.85
1728.65 4378.7 910.35 439.24 12.75
1746.75 4277.85 899.4 448.25 12.7
1743.45 4310.9 925 445.3 12.7
1756.2 4318.3 940.8 439.82 12.8
1787.9 4360.15 948.9 451.15 12.95
1756.3 4342.2 943.3 449.76 12.95
1774.05 4289.4 960.6 440.12 12.8
1767.25 4260.6 986.05 441.84 12.85
1771.55 4266 969 443.49 12.75
1751.1 4226.15 957.6 454.79 12.7
1741.6 4135.5 938.8 452.44 12.55
1746.65 4035.35 934.05 467.21 12.55
1773.6 4017.95 960.8 477.49 12.25
1767.65 4002.4 941.3 493.11 12.3
1790.1 4166.4 938.9 488.47 12.65
1826.35 4378.2 952.25 491.83 13.1
1836.05 4417 954.55 486.18 13
1852.8 4397.7 973.45 480.65 14.7
1826.3 4352.1 960.2 488 15.55
1830.75 4401.35 962.25 496.59 15.65
1781.5 4372.35 953.05 510.93 15.1
1747.7 4318.15 983.9 505.19 14.65
1760.8 4298.35 1011.05 520.46 14.55
1738.35 4300.5 1058.8 518.75 14.1
1705.75 4257.1 1046.75 524.94 13.75
1691.6 4296.45 1070.2 552.74 13.9
1714.5 4260.7 1055.95 624.27 14.15
1694.35 4196.4 1039.9 601.18 13.95
1657.35 4271 1094.8 570.08 13.75
1699.95 4415.25 1070.7 579.4 13.75
1677.05 4457.8 1036.45 568.42 13.55
1719.25 4462.85 1059.6 576.96 13.65
1694.35 4436.85 1083.55 571.72 13.65
1679.45 4415.05 1104.85 568.59 13.8
1633.95 4418.3 1090 597.13 13.55
1637.65 4457.35 1099.3 585.95 13.5
1622.45 4326.4 1075.6 565.13 13.2
Date NIFTY ADANIGREEN ABCAPITAL BANDHANBANK BATA CIPLA LNT
3-Jan-22
4-Jan-22 0.010187 0.0147004232 0.010420687 0.0085182250396 -0.007288 -0.006717 0.007645
5-Jan-22 0.00674 0.0241091681 -0.01145913 0.0349636613632 -0.017204 0.004652 0.005703
6-Jan-22 -0.010005 0.007251813 0.028593509 0.0037957866768 0.02379 -0.007054 -0.012368
7-Jan-22 0.003764 0.0094339623 -0.00225394 0.0249574588769 0.006758 -0.007863 -0.010184
10-Jan-22 0.0107 0.0111025227 -0.00263554 0.0108836008117 0.025087 0.001585 0.025303
11-Jan-22 0.002913 0.0896865661 0.024537561 0.0122262773723 0.002609 -0.000273 0.004122
12-Jan-22 0.008673 0.050766925 -0.01068534 0.0227149810708 0.032372 -0.010645 0.006654
13-Jan-22 0.002496 0.0086492064 -0.00633147 0.0384276396968 -0.001689 0.019698 0.022389
14-Jan-22 -0.000112 0.0217535203 0.000749625 0.0067900186726 0.010453 -0.00276 0.013055
17-Jan-22 0.002868 0.0808916635 -0.0082397 0.0156803237228 0.020265 -0.012263 0.012055
18-Jan-22 -0.010654 0.0353075791 -0.03361027 -0.019754316069 -0.029635 -0.008844 -0.022809
19-Jan-22 -0.009642 0.0201831483 0.015240328 0.0282811176969 0.025189 -0.007205 -0.000643
20-Jan-22 -0.010112 0.0145734994 -0.01655119 -0.012022397892 0.01066 -0.01485 -0.00861
21-Jan-22 -0.007876 -0.0163471806 -0.03483366 -0.014835805968 -0.011668 -0.016887 -0.023684
24-Jan-22 -0.026568 -0.0499857848 -0.06812652 0.04179357022 -0.047668 0.028417 -0.028706
25-Jan-22 0.007514 0.0495959953 0.024369017 0.0529478642196 0.050676 0.015189 0.013369
27-Jan-22 -0.009712 -0.0097200622 -0.00637213 -0.005552984729 -0.036408 0.024237 -0.007505
28-Jan-22 -0.000479 0.0147362911 0.010688328 -0.016751977664 0.059742 0.005013 -0.00696
31-Jan-22 0.013911 -0.0312371028 -0.00465313 -0.004417100489 -0.004197 0.013677 0.006139
1-Feb-22 0.013668 0.0139254999 0.039524012 0.0117255585486 -0.019089 0.001481 0.042583
2-Feb-22 0.011558 0.006460084 0.032297629 0.0040720438528 0.000766 0.005706 -0.003919
3-Feb-22 -0.012362 -0.0019568961 -0.01227723 0.0115426610513 -0.015077 0.000998 -0.024739
4-Feb-22 -0.0025 0.0197641892 -0.00842021 -0.014957594449 -0.026758 -0.00698 0.007395
7-Feb-22 -0.017281 0.0380957264 -0.02668823 0.0042266750157 -0.010478 -0.013529 -0.032573
8-Feb-22 0.003088 -0.0477366458 -0.01412547 -0.004988308652 -0.018966 0.015804 -0.004723
9-Feb-22 0.011412 -0.004253112 0.003792668 0.0064233119223 0.005277 0.021307 0.007038
10-Feb-22 0.008134 -0.006172518 0.011335013 0.0007783312578 0.002849 0.007023 0.006459
11-Feb-22 -0.013126 -0.000183443 -0.02781237 -0.011199253383 -0.021754 -0.016973 -0.01565
14-Feb-22 -0.030616 -0.0238257496 -0.05038429 -0.022809501337 -0.026943 -0.003756 -0.038611
15-Feb-22 0.030259 0.0146873238 0.029676259 0.0507083065035 0.043358 -0.034611 0.042829
16-Feb-22 -0.001743 0.0223604128 0.006550218 -0.010265052857 0.015309 0.012204 -0.008182
17-Feb-22 -0.001016 0.0599715284 -0.01691974 -0.003250773994 -0.004435 -0.005251 0.004299
18-Feb-22 -0.001635 -0.0028081657 -0.00838482 -0.008075788166 0.006446 -0.020577 0.007706
21-Feb-22 -0.004032 -0.0420941793 -0.04227859 -0.016752779083 -0.016766 -0.002035 -0.010169
22-Feb-22 -0.006651 0.008205941 0.003717472 -0.020382165605 -0.002542 0.006779 -0.010462
23-Feb-22 -0.001694 0.0078095286 0.000925926 0.0255201560468 -0.008495 0.001642 -0.013093
24-Feb-22 -0.047781 -0.0692379299 -0.08140611 -0.077032810271 -0.048675 -0.020877 -0.034582
25-Feb-22 0.025262 0.0398702527 0.048338369 0.0552979563799 0.026511 0.03109 0.01121
28-Feb-22 0.008134 -0.0416428386 0.013928915 -0.00309194467 -0.005593 0.001516 0.02234
2-Mar-22 -0.011192 0.0212379299 -0.00663193 -0.045053868756 0.003474 -0.002108 -0.017751
3-Mar-22 -0.006498 0.0363071366 -0.01573677 -0.028888888889 -0.023766 0.012783 -0.018044
4-Mar-22 -0.015317 -0.0290122508 0 -0.03819750044 -0.030424 -0.003958 -0.023141
7-Mar-22 -0.023527 -0.0478012986 -0.04457364 -0.070827232796 -0.013614 0.010685 -0.045158
8-Mar-22 0.009475 -0.010977131 0.015212982 0.030529840457 0.015097 0.030176 0.014714
9-Mar-22 0.020726 0.0251128115 0.025474525 0.0196865443425 0.035803 0.012377 0.019566
10-Mar-22 0.015267 0.0290362269 0.011203117 -0.000937207123 0.012595 0.005603 0.022029
11-Mar-22 0.002142 -0.0115843452 -0.00337187 -0.013508442777 -0.000636 0.057647 0.00026
14-Mar-22 0.014482 -0.0202413914 0.004833253 0.0077976416889 0.02019 0.004502 0.010471
15-Mar-22 -0.012346 -0.0129773924 0.007215007 0.0611436120023 -0.004256 0.0185 -0.001889
16-Mar-22 0.018745 0.0194023628 0.036771729 0.0473057086964 0.040867 -0.01147 0.007313
17-Mar-22 0.018362 0.0368390914 0.011976048 0.0239429444727 0.015642 -0.006914 0.01805
21-Mar-22 -0.009802 -0.0132284873 -0.01866181 -0.021724709784 0.007701 0.001717 -0.017674
22-Mar-22 0.011561 0.0007462488 0.010667904 0.028309883031 -0.010376 -0.016852 0.010106
23-Mar-22 -0.004034 0.0234094117 0.004130335 -0.000659413122 -0.005346 -0.017577 -0.003833
24-Mar-22 -0.001328 -0.0052045384 0.005027422 -0.019300560871 -0.005375 0.014343 0.002433
25-Mar-22 -0.00405 0.0051532908 -0.00682128 0.0090832632464 0.010103 -0.015063 -0.011544
28-Mar-22 0.004023 0.0049967469 -0.01785714 -0.009668278046 -0.003334 0.003552 -0.005425
29-Mar-22 0.005998 -0.003910195 0.000932401 -0.00622790776 0.012706 0.021384 0.0029
30-Mar-22 0.009983 -0.0343940103 0.00978109 0.0169376693767 0.002048 -0.00953 0.01543
31-Mar-22 -0.001914 0.0309883424 -0.00691882 0.0239840106596 0.002376 -0.010593 -0.003355
1-Apr-22 0.011778 0.0158771609 0.039479796 0.0419648666233 0.019068 -0.003143 0.0127
4-Apr-22 0.021672 0.0850084829 0.017873101 -0.004527005932 0.011732 0.012761 0.02025
5-Apr-22 -0.005318 0.0375986164 -0.00570676 -0.010976948408 -0.002201 -0.006178 0.005311
6-Apr-22 -0.008339 0.0034706366 0.003532009 -0.001109877913 -0.000149 0.007391 0.009123
7-Apr-22 -0.00944 -0.014289615 -0.00879894 0.0025396825397 -0.026716 0.007483 -0.014303
8-Apr-22 0.008209 0.0719529086 0.007989348 0.025332488917 0.001986 -0.024211 0.002437
11-Apr-22 -0.006151 0.1478562353 0.024658741 -0.002933909821 0.026557 0.013741 -0.026902
12-Apr-22 -0.008184 0.0477459055 0.012892136 0.0328325847917 -0.019606 0.001706 -0.018973
13-Apr-22 -0.003117 0.0257484601 -0.00381841 -0.021892337682 -0.009898 -0.010367 0.007496
18-Apr-22 -0.017281 0.0370771218 -0.02342419 -0.011191169707 0.004769 0.011066 -0.01275
19-Apr-22 -0.012519 -0.0197104865 -0.04273877 0.0034108527132 -0.022488 -0.026804 -0.018753
20-Apr-22 0.01049 -0.0347190027 0.001822323 -0.001699629172 -0.000883 0.011746 -0.008295
21-Apr-22 0.014942 0.0002312468 0.03365166 0.0413248723108 0.012735 -0.013339 0.013537
22-Apr-22 -0.012686 0.025360128 -0.01055873 -0.018281807372 -0.018169 -0.031596 -0.011753
25-Apr-22 -0.012695 -0.0203968364 0.029346376 0.0075700227101 -0.001464 -0.014323 -0.021837
26-Apr-22 0.01456 0.0454851275 0.009071274 0.021637866266 0.034159 0.026491 0.025704
27-Apr-22 -0.009441 -0.0375281546 0.032534247 -0.018532137079 -0.02855 -0.000664 -0.013471
28-Apr-22 0.012128 0.0248271251 0.015339967 0.0080923123033 0.009197 0.003529 0.025163
 29-Apr-22 -0.008263 -0.0100954605 -0.01306656 -0.005797532332 0.00617 0 -0.014483
2-May-22 -0.001956 -0.0181941168 -0.03227141 0.0062799043062 0.009827 -0.004688 -0.008794
4-May-22 -0.022936 -0.0561767979 -0.02522445 -0.031649331352 -0.031863 -0.019506 -0.027092
5-May-22 0.000303 0.065341494 -0.02719298 -0.016111707841 -0.012309 -0.009556 0.002264
6-May-22 -0.016268 0.0101549598 -0.03787196 -0.005614472863 -0.013206 -0.014393 -0.009282

MIN -4.78% -6.92% -8.14% -7.70% -4.87% -3.46% -4.52%

MAX 3.03% 14.79% 4.83% 6.11% 5.97% 5.76% 4.28%
AVG -0.08% 0.98% -0.20% 0.31% 0.02% 0.02% -0.19%
ANNUAL RETURN -6.28% 126.82% -15.79% 30.12% 1.73% 1.47% -14.71%
D VAR 0.02% 0.13% 0.06% 0.06% 0.04% 0.02% 0.03%
D SD 1.33% 3.59% 2.42% 2.55% 2.11% 1.56% 1.75%
ANNUAL VAR 1.49% 10.82% 4.90% 5.45% 3.74% 2.03% 2.57%
ANNUAL SD 12.19% 32.89% 22.14% 23.35% 19.34% 14.25% 16.04%
BETA 0.8693398996 1.285796555 1.0968490435291 0.983051 0.211307 1.097245
PGHL VBL VRLLOG YESBANK

-0.006198 -0.005569 0.059639 0.032028

-0.00616 0.000114 0.008387 0
-0.009929 -0.038457 0.001827 -0.017241
-0.009873 0.011826 0.000386 -0.021053
0.005723 -0.001821 0.001072 0.003584
0.01012 0.023183 0.046742 -0.007143
0.000116 0.045891 0.011072 -0.010791
0.005072 -0.004179 -0.01431 0.018182
-0.007309 0.025509 -0.007844 0.003571
-0.018431 0.014914 -0.003581 0.003559
-0.001393 -0.020424 0.011902 -0.021277
0.000198 0.018088 -0.005173 0
0.002444 -5.32E-05 -0.011307 0
0.005557 -0.025588 -0.00288 -0.003623
-0.007578 -0.016597 -0.020449 -0.021818
-0.001137 -0.031033 -0.025512 0.011152
0.000871 -0.009969 -0.045015 -0.003676
0.007598 0.026042 0.025049 -0.01476
-0.006569 0.020699 -0.002979 -0.003745
0.004813 0.014257 0.038035 0.003759
0.002007 0.024952 0.047527 0.022472
0.000501 0.005369 0.029421 -0.014652
-0.004219 0.004758 0.052122 0.018587
-0.005134 -0.009209 0.084468 0.018248
-0.004754 0.004461 -0.071733 0.014337
-0.003513 -0.01951 -0.022285 -0.003534
-0.011954 -0.038665 -0.003372 -0.01773
-0.005306 0.050654 -0.007351 0.00361
-0.014328 -0.026909 -0.036126 -0.046763
-0.01134 0.001152 -0.028089 0.018868
-0.001293 0.029265 0.028086 0.003704
-0.029423 -0.008945 -0.030126 0.01845
0.005992 0.024875 -0.000734 0.007246
-0.021633 -0.014259 -0.015364 -0.017986
-0.002044 -0.024091 -0.043826 -0.003663
0.012058 0.004468 0.031054 0.018382
-0.016752 -0.040145 -0.066724 -0.090253
0.014407 0.05375 -0.009777 0.043651
-0.008474 0.014267 0.030696 0.007605
-0.002593 0.032099 0.008467 -0.026415
-0.003105 0.008659 -0.028069 0.003876
-0.009079 -0.053744 -0.005234 -0.011583
-0.019502 -0.028667 -0.03981 -0.011719
0.015235 0.006411 0.023131 0.007905
0.003369 -0.004942 0.024385 0
0.014255 0.018102 0.014944 0.007843
-0.039917 -0.013064 0.001162 -0.007782
-0.023032 -0.012028 0.020513 -0.003922
0.007726 0.028463 -0.006581 0
0.001717 0.017081 -0.012306 0.007874
0.009691 0.00861 0.025761 0.011719
-0.004117 -0.005902 -0.003081 0
-0.01216 0.01834 -0.021434 -0.011583
-0.006714 0.026494 0.003908 0.003906
0.001267 -0.017291 0.003734 -0.007782
-0.009341 -0.011765 0.02548 -0.003922
-0.02145 -0.019632 -0.005167 -0.011811
-0.024217 -0.00506 0.032645 0
-0.004312 0.028639 0.022003 -0.023904
-0.00387 -0.020296 0.032713 0.004082
0.040975 -0.00255 -0.00941 0.028455
0.050835 0.014219 0.006879 0.035573
0.008862 0.002415 -0.011488 -0.007634
-0.004369 0.0198 -0.011374 0.130769
-0.010369 -0.013611 0.015292 0.057823
0.011316 0.002135 0.017602 0.006431
-0.006589 -0.009561 0.028877 -0.035144
-0.012396 0.03237 -0.011234 -0.029801
-0.004585 0.027594 0.030226 -0.006826
0.0005 0.047228 -0.003286 -0.030928
-0.010092 -0.011381 0.011933 -0.024823
0.009243 0.022403 0.052958 0.010909
-0.008321 -0.013315 0.12941 0.017986
-0.015091 -0.0152 -0.036987 -0.014134
0.017777 0.052794 -0.051732 -0.014337
0.033774 -0.022013 0.016349 0
0.009637 -0.031988 -0.018951 -0.014545
0.001133 0.022336 0.015024 0.00738
-0.005826 0.022603 -0.009082 0
-0.004913 0.019658 -0.005475 0.010989
0.000736 -0.013441 0.050194 -0.018116
0.008838 0.008532 -0.018723 -0.00369
-0.029378 -0.021559 -0.035532 -0.022222

-3.99% -5.37% -7.17% -9.03%

5.08% 5.38% 12.94% 13.08%
-0.22% 0.27% 0.36% -0.05%
-17.15% 25.29% 35.61% -3.76%
0.02% 0.05% 0.10% 0.06%
1.39% 2.31% 3.17% 2.47%
1.61% 4.49% 8.43% 5.13%
12.70% 21.20% 29.03% 22.64%
0.322612 0.47037 0.733073 0.83711
 ADANIGREEN ABCAPITAL BANDHANBANK
ADANIGREEN 1 0.353595045 0.275299874996
ABCAPITAL 1 0.526056477967
BANDHANBANK 1
BATA
CIPLA
LNT
PGHL
VBL
VRLLOG
YESBANK
BATA CIPLA LNT PGHL VBL VRLLOG YESBANK
0.431052232 -0.040438267 0.270902807 0.2602059542 0.2354391606 0.1963328132 0.157369
0.5829964459 0.15731414 0.6001128935 0.4080897172 0.2789906137 0.3016592038 0.396093
0.451108324 0.1036577128 0.5229819885 0.2657995492 0.2664086234 0.2036402199 0.351561
1 0.0938389729 0.5121517789 0.2500667197 0.2533971566 0.1809055599 0.234519
1 0.1109301384 0.0789854588 -0.01809354 -0.0442921253 0.16029
1 0.2801713104 0.2495560691 0.1938566474 0.433524
1 0.2839836601 0.1326200748 0.264406
1 0.1168418612 0.228642
1 0.222054
1
 ADANIGREEN ABCAPITAL BANDHANBANK BATA CIPLA

annual ret 126.82% -15.79% 30.12% 1.73% 1.47%

annual sd 32.89% 22.14% 23.35% 19.34% 14.25%
beta 0.869339899559454 1.285796555 1.0968490435291 0.983050966 0.211307
weights(according to solver) 0 0 0 0.039735025 0.352251

PORTFOLIO RETURN -3.16%

PORTFOLIO BETA 0.4423
PORTFOLIO VAIANCE 0.79%
PORTFOLIO SD 8.90%
RISK FREE RATE 7%
MARKET RETURN -6.28%
EXEPECTED RETURN 1.13%

PROTFOLIO EVALUATION MEASURES

TREYNOR MEASURE -22.98%

SHARPE RATIO -1.1417

JENSEN MEASURE -4.29%

LNT PGHL VBL VRLLOG YESBANK

-14.71% -17.15% 25.29% 35.61% -3.76%

16.04% 12.70% 21.20% 29.03% 22.64%
1.097245 0.322612 0.47037 0.73307347928 0.8371105
0.126002 0.34564 0.079802 0.05657011294 0
TOTAL WEIGHT 1