I have PKR 5,000,000 to invest on 03 December 2022

After my analysis I decides to invest 50% in Dewan Farooque Spinning Mills and 5
Share price of DFSM was 2.75 so I bought 909,090 shares
Share price of RFSM was 665 so I bought 3760 shares
After 5 days I Revised my portfolio and sell my both secuities because DSFM was

Dates DFSm RFSM

12/2/2022 2.75 665
12/5/2022 2.36 705
12/6/2022 2.51 685
12/7/2022 3.56 735
12/8/2022 4.56 705

Rx = 0.658182
σx = 0.57
P= 0.73
Wx= 0.5

1st Revise

Wx Wy Rp σp
0.5 0.5 0.355 0.83

total I gain/loss = (4.56 * 909090)

so now on 9 December I have total of PKR 6796250

after my analysis I decided to invest 70% in Pakistan National Shipping
Share price of PNS was 96.99 so I bought 49050 shares
Share price of PTM was 624.9 so I bought 3262 shares
After 5 days I Revised my portfolio and sell my both secuities

Dates PNS PTM

12/9/2022 96.99 624.9
12/12/2022 95 668.9
12/13/2022 94.25 699
 12/14/2022 101.29 646.8
12/15/2022 106.5 678.9

Rx = 0.098051
σx = 0.085
P= 0.6
Wx= 0.7

2nd Revise

Wx Wy Rp σp
0.7 0.3 0.094 0.08

total I gain/loss = (106.5 * 49050)

so now on 19 December I have total of PKR 7438396

after my analysis I decided to invest 40% in Shahtaj Textile ltd and 60%
Share price of Shataj was 82 so I bought 36284 shares
Share price of SNG was 38.12 so I bought 117078 shares
so till 3rd of january I earned following amount

Dates Shahtaj Sui Nothern

12/16/2022 82 38.12
12/19/2022 87.42 37.28
12/20/2022 93.95 35.61
12/21/2022 93.72 35.36
12/22/2022 93.72 35.77
12/23/2022 100.7 36.31
12/26/2022 100.7 37.25
12/27/2022 95.6 36.47
12/28/2022 98.2 36.11
12/29/2022 97 36.7
12/30/2022 98.6 37.55
1/2/2022 112.76 40.36
1/3/2022 120 41.57

Rx = 0.463415
σx = 0.43
P= 1
Wx= 0.4
 Wx Wy Rp σp
0.4 0.6 0.23 0.22

total I gain/loss = (120 * 36284) +

Sharp Ratio = (Rp - Rf)/σp

(0.23- 0.0434)/0.22
0.84

Jensen Measure = Rp - [Rf+B(Rm-Rf)]

0.23 -[ 0.0434+1.19(-0.02-0.0434)]
0.26

Treynor Measure = (Rp - Rf)/ B

(0.23 - 0.0434)/1.19
0.156

M Square = (Sharp ratio * Sd ) + Rf

(0.84*0.22) + 0.0434
0.22
wan Farooque Spinning Mills and 50% in Reliance cotton Spinning mills

both secuities because DSFM was too risky and price is too much fluctuating and RFSM was giving less return

X Y X-X̄ Y-Ȳ (X-X̄ )2 (Y-Ȳ)2 (X-X) *̄ (Y-Ȳ)

-0.05 0.003 -0.7 -0.057 0.49 0.003249 0.0399
-0.14181818 0.06015 -0.791818 0.00015 0.626976 2.261E-08 -0.0001190704
0.063559322 -0.028369 -0.586441 -0.088369 0.343913 0.007809 0.05182305566
0.418326693 0.072993 -0.231673 0.012993 0.053673 0.000169 -0.0030100619
0.280898876 -0.040816 -0.369101 -0.100816 0.136236 0.010164 0.0372114194

Σ 1.650797 0.021391 0.12580534271

Ry = 0.06015
σy = 0.06

Wy= 0.5

tal I gain/loss = (4.56 * 909090) + (705 * 3760)

6796250

f PKR 6796250
70% in Pakistan National Shipping and 30% in Premium Textile ltd
ught 49050 shares
ught 3262 shares
nd sell my both secuities

X Y X-X̄ Y-Ȳ (X-X̄ )2 (Y-Ȳ)2 (X-X) *̄ (Y-Ȳ)

0.005 -0.05 -0.093 -0.136 0.008649 0.018496 0.012648
-0.02051758 0.070411 -0.118518 -0.015589 0.014046 0.000243 0.00184753904
-0.00789474 0.044999 -0.105895 -0.041001 0.011214 0.001681 0.00434176337
 0.07469496 -0.074678 -0.023305 -0.160678 0.000543 0.025817 0.00374460978
0.05143647 0.049629 -0.046564 -0.036371 0.002168 0.001323 0.00169356484

Σ 0.03662 0.04756 0.02427547703

Ry = 0.086414
σy = 0.097

Wy= 0.3

tal I gain/loss = (106.5 * 49050) + (678.9 * 3262)

5223825 + 2214571
7438396

of PKR 7438396
40% in Shahtaj Textile ltd and 60% in Sui Nothern Gas Pipelines
ught 36284 shares
ught 117078 shares

X Y X-X̄ Y-Ȳ (X-X̄ )2 (Y-Ȳ)2 (X-X) *̄ (Y-Ȳ)

-0.08 0.04 -0.54 -0.05 0.2916 0.0025 0.027
0.066097561 -0.022036 -0.393902 -0.112036 0.155159 0.012552 0.04413112635
0.074696866 -0.044796 -0.385303 -0.134796 0.148459 0.01817 0.05193737421
-0.00244811 -0.00702 -0.462448 -0.09702 0.213858 0.009413 0.04486694686
0 0.011595 -0.46 -0.078405 0.2116 0.006147 0.03606628959
0.074477166 0.015096 -0.385523 -0.074904 0.148628 0.005611 0.02887702905
0 0.025888 -0.46 -0.064112 0.2116 0.00411 0.02949143487
-0.05064548 -0.02094 -0.510645 -0.11094 0.260759 0.012308 0.0566508041
0.027196653 -0.009871 -0.432803 -0.099871 0.187319 0.009974 0.04322455804
-0.01221996 0.016339 -0.47222 -0.073661 0.222992 0.005426 0.03478421129
0.016494845 0.023161 -0.443505 -0.066839 0.196697 0.004467 0.02964354617
0.143610548 0.074834 -0.316389 -0.015166 0.100102 0.00023 0.00479850315
0.064207166 0.02998 -0.395793 -0.06002 0.156652 0.003602 0.02375541531

Σ 2.505424 0.094511 0.45522723898

Ry = 0.090504
σy = 0.08

Wy= 0.6
tal I gain/loss = (120 * 36284) + (41.57 * 117078)
4354080 + 4866932
9,221,012

Calculation of B Calculation Of Rm
(0.4* 0.8) + (0.6 * 1.45) KSE 100 index on 03 december 41612.67
1.19 Kse 100 index on 03 January 40630.64
Rm = -0.023599