KSE ATHO ATOC AGHA ENGR ORGA

Date Change % Change % Change % Change % Change % Change %

1/10/2022 0.33% -1.74% -3.44% -13.02% 3.69% 14.61%
1/9/2022 -2.89% 1.47% -4.83% -2.38% -7.39% -6.56%
1/8/2022 5.48% -1.46% 26.38% 21.08% 6.65% 8.93%
1/7/2022 -3.35% -8.63% 3.52% -11.40% -11.09% -4.37%
1/6/2022 -3.57% -5.13% -19.55% -3.72% 2.60% -4.97%
1/5/2022 -4.80% 2.05% -29.92% -6.71% -8.84% 2.65%
1/4/2022 0.71% -1.02% -8.49% -17.52% 3.52% -20.84%
1/3/2022 1.05% -0.51% -2.35% 0.00% 3.46% -7.90%
1/2/2022 -2.01% -1.00% -2.94% -13.81% 8.17% -4.05%
1/1/2022 1.75% -1.48% -4.09% -6.27% 7.77% 0.86%
1/12/2021 -1.06% -7.72% 9.08% -5.20% 2.82% -5.21%
1/11/2021 -2.48% 7.32% -8.77% -4.95% 3.50% -9.76%

· Calculate correlations between various com

      

Correlation between ATHO & ATOC Correlation between ATOC & AGHA
Correlation -0.3265609068 Correlation 0.5457533326

Correlation between ATHO & AGHA Correlation between ATOC & ENGR
Correlation 0.0903908153 Correlation 0.3303629437

Correlation between ATHO & ENGR Correlation between ATOC & ORGA
Correlation 0.1230091292 Correlation 0.2329278344

Correlation between ATHO & ORGA

Correlation -0.0860963158

· Calculate correlation with KSE 100 INDE

      

Correlation between KSE & ATHO Correlation between KSE & ATOC Correlation between KSE & AGHA
Correlation -0.0246990444 Correlation 0.7281263124 Correlation

· Calculate Beta through covariance techniqu

      

Beta Covariance Between KSE & ATHO Beta Covariance Between KSE & ATOC Beta Covariance Between KSE & AGHA
Beta ATHO -0.0367903251 Beta ATOC 3.4940978574 Beta AGHA

· Calculate Required Rate of return by CAPM for

      

CAPM (Capital Asset Pricing Model)

Formula: Rs = Rf + βs(Rm - Rf)
E(Rm) monthl -0.90% =AVERAGE(B3:B14)
E(Rm) Yearly -10% =(1+B43)^12-1
Rf 7%

Now Put the values

CAPM ATHO 8% =$B$45+C37*($B$44-$B$45)
CAPM ATOC -54% =$B$45+F37*($B$44-$B$45)
CAPM AGHA -24% =$B$45+I37*($B$44-$B$45)
CAPM ENGR -18% =$B$45+L37*($B$44-$B$45)
CAPM ORGA -7% =$B$45+O37*($B$44-$B$45)

· Calculate expected price on Novem

      

E(Rm) Closing Price Expected Price

ATHO -0.90% 330 327.02
ATOC -0.90% 76.6 75.91
AGHA -0.90% 13.8 13.68
ENGR -0.90% 77.67 76.97
ORGA -0.90% 20.32 20.14
ween various companies you selected
Correlation between AGHA & ENGR Correlation between ENGR & ORGA
Correlation 0.1550996218 Correlation 0.065858682

Correlation between AGHA & ORGA

Correlation 0.3670803795

h KSE 100 INDEX for each company

n between KSE & AGHA Correlation between KSE & ENGR Correlation between KSE & ORGA
0.5339279016 Correlation 0.6448472992 Correlation 0.2614514075

variance technique for each company

nce Between KSE & AGHA Beta Covariance Between KSE & ENGR Beta Covariance Between KSE & ORGA
1.8125209038 Beta ENGR 1.4655996155 Beta ORGA 0.8243982614

rn by CAPM for each company you selected

price on November 15th 2022