Return Variance SD Weights Portfolio

AEL -0.28% 0.12% 3.46% 0% Return 1.05%

ALTN 1.05% 0.07% 2.68% 100% Variance 0.07%
KOHE -0.05% 0.01% 0.78% 0% SD 2.61%
SEL 0.53% 0.07% 2.69% 0%
EPQL -0.01% 0.02% 1.29% 0%
1.00

AEL ALTN KOHE SEL EPQL

AEL 0.11% 0.01% 0.01% 0.00% 0.00%
ALTN 0.01% 0.07% 0.01% 0.00% 0.02%
KOHE 0.01% 0.01% 0.01% 0.00% 0.00%
SEL 0.00% 0.00% 0.00% 0.07% 0.00%
EPQL 0.00% 0.02% 0.00% 0.00% 0.02%

Expected Return 0.10% 0.20% 0.30% 0.40% 0.50% 0.60% 0.70% 0.80%
Variance 0.07% 0.06% 0.06% 0.05% 0.05% 0.05% 0.05% 0.05%
SD 2.62% 2.48% 2.36% 2.28% 2.23% 2.22% 2.24% 2.31%

AEL 71% 64% 56% 49% 41% 34% 26% 19%

ALTN 29% 36% 44% 51% 59% 66% 74% 81%
KOHE 0% 0% 0% 0% 0% 0% 0% 0%
SEL 0% 0% 0% 0% 0% 0% 0% 0%
EPQL 0% 0% 0% 0% 0% 0% 0% 0%
1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00
 Minimum variance portfolio
Weights Portfolio
AEL 7% Return 1.25%
ALTN 27% Variance 0.63%
KOHE 61% SD 7.92%
SEL 0%
EPQL 5%
100%

Efficient Frontier
1.20%

1.00%

0.80%
Efficient Frontier
0.60%

0.90% 1.00% 1.05% 0.40%

0.06% 0.06% 0.07%
2.40% 2.53% 2.61% 0.20%

0.00%
2.10% 2.20% 2.30% 2.40% 2.50% 2.60% 2.70%
11% 4% 0%
89% 96% 100%
0% 0% 0%
0% 0% 0%
0% 0% 0%
1.00 1.00 1.00
Efficient Frontier
 Daily Closing Daily closing Daily Closing prices Daily Closing Closing prices
Date prices AEL prices ALTN KOHE prices SEL EPQL
  2015-01-30 7.00 38.47 49.00 45.54 42.00
  2015-01-29 6.75 38.02 48.34 43.50 41.54
  2015-01-28 6.15 38.06 48.31 45.00 41.41
  2015-01-27 6.30 38.50 48.36 45.00 41.93
  2015-01-26 6.50 38.93 48.74 44.99 42.59
  2015-01-23 6.63 37.52 48.41 43.34 41.81
  2015-01-22 6.80 37.52 48.11 42.86 41.77
  2015-01-21 6.98 38.00 49.00 43.79 41.25
  2015-01-15 7.11 38.27 48.50 44.66 42.33
  2015-01-14 7.30 38.97 49.00 45.50 42.50
  2015-01-13 7.34 38.22 48.90 44.90 42.02
  2015-01-12 7.59 38.97 49.00 44.00 42.16
  2015-01-09 7.50 38.00 48.77 45.29 42.56
  2015-01-08 7.19 36.22 48.90 44.50 42.68
  2015-01-07 7.30 34.50 48.99 43.50 42.02
  2015-01-06 7.19 32.95 48.79 43.72 42.13
  2015-01-05 7.19 33.93 49.00 41.65 42.52
  2015-01-02 7.13 33.65 49.50 40.34 42.99
  2015-01-01 7.44 32.06 49.50 41.63 42.13

*All the stocks are taken from Energy sectors

*AEL = Arshad Energy Ltd
* ALTN =
*KOHE= Kohinoor Energy Ltd
* SEL = Sitara Energy Ltd
* EPQL= Engro Power Ltd
Return AEL Return ALTN Return KOHE Return SEL Return EPQL
3.70% 1.18% 1.37% 4.69% 1.11%
9.76% -0.11% 0.06% -3.33% 0.31%
-2.38% -1.14% -0.10% 0.00% -1.24%
-3.08% -1.10% -0.78% 0.02% -1.55%
-1.96% 3.76% 0.68% 3.81% 1.87%
-2.50% 0.00% 0.62% 1.12% 0.10%
-2.58% -1.26% -1.82% -2.12% 1.26%
-1.83% -0.71% 1.03% -1.95% -2.55%
-2.60% -1.80% -1.02% -1.85% -0.40%
-0.54% 1.96% 0.20% 1.34% 1.14%
-3.29% -1.92% -0.20% 2.05% -0.33%
1.20% 2.55% 0.47% -2.85% -0.94%
4.31% 4.91% -0.27% 1.78% -0.28%
-1.51% 4.99% -0.18% 2.30% 1.57%
1.53% 4.70% 0.41% -0.50% -0.26%
0.00% -2.89% -0.43% 4.97% -0.92%
0.84% 0.83% -1.01% 3.25% -1.09%
-4.17% 4.96% 0.00% -3.10% 2.04%

-0.28% 1.05% -0.05% 0.53% -0.01%

 AEL ALTN KOHE SEL EPQL
Expected Return -0.28% 1.05% -0.05% 0.53% -0.01%
Variance 0.12% 0.07% 0.01% 0.07% 0.02%
SD 3.46% 2.68% 0.78% 2.69% 1.29%

AEL ALTN KOHE SEL EPQL

AEL 0.11% 0.01% 0.01% 0.00% 0.00%
ALTN 0.01% 0.07% 0.01% 0.00% 0.02%
KOHE 0.01% 0.01% 0.01% 0.00% 0.00%
SEL 0.00% 0.00% 0.00% 0.07% 0.00%
EPQL 0.00% 0.02% 0.00% 0.00% 0.02%
 Return Variance SD Weights Portfolio
AEL -0.28% 0.12% 3.46% 20% Return 0.25%
ALTN 1.05% 0.07% 2.68% 20% Variance 0.01%
KOHE -0.05% 0.01% 0.78% 20% SD 1.22%
SEL 0.53% 0.07% 2.69% 20%
EPQL -0.01% 0.02% 1.29% 20%
1.00

AEL ALTN KOHE SEL EPQL

AEL 0.11% 0.01% 0.01% 0.00% 0.00%
ALTN 0.01% 0.07% 0.01% 0.00% 0.02%
KOHE 0.01% 0.01% 0.01% 0.00% 0.00%
SEL 0.00% 0.00% 0.00% 0.07% 0.00%
EPQL 0.00% 0.02% 0.00% 0.00% 0.02%

Expected Return
Variance
SD
 Minimum variance portfolio
Weights Portfolio
AEL 7% Return -0.03%
ALTN 27% Variance 0.00%
KOHE 61% SD 0.66%
SEL 0%
EPQL 5%
100%