3mindia: Date Adj Close Daily Returns (Xi-Xm)

3MINDIA
Date Adj Close Daily returns (Xi-Xm)

3-Apr-17 11975.45
5-Apr-17 11909.65 -0.00549 -0.00769
6-Apr-17 12102.15 0.01616 0.01396
7-Apr-17 12003.85 -0.00812 -0.01032
10-Apr-17 11884.2 -0.00997 -0.01217
11-Apr-17 11977.3 0.00783 0.00563
12-Apr-17 12017 0.00331 0.00111
13-Apr-17 12046.7 0.00247 0.00027
17-Apr-17 12039.8 -0.00057 -0.00277
18-Apr-17 11934.25 -0.00877 -0.01097
20-Apr-17 11930.55 -0.00031 -0.00251
21-Apr-17 11729.1 -0.01689 -0.01909
24-Apr-17 11588.85 -0.01196 -0.01416
25-Apr-17 11476.25 -0.00972 -0.01192
26-Apr-17 11530.5 0.00473 0.00253
27-Apr-17 11580 0.00429 0.00209
28-Apr-17 11431.45 -0.01283 -0.01503
2-May-17 11392.75 -0.00339 -0.00559
3-May-17 11340.95 -0.00455 -0.00675
4-May-17 11476.2 0.01193 0.00973
5-May-17 11303.1 -0.01508 -0.01728
8-May-17 11502.25 0.01762 0.01542
9-May-17 12076.25 0.04990 0.04770
10-May-17 12285.05 0.01729 0.01509
11-May-17 12464.1 0.01457 0.01237
12-May-17 12700.25 0.01895 0.01675
15-May-17 12730.9 0.00241 0.00021
16-May-17 13814.7 0.08513 0.08293
17-May-17 14112.8 0.02158 0.01938
18-May-17 13685.2 -0.03030 -0.03250
19-May-17 13259 -0.03114 -0.03334
22-May-17 13155.3 -0.00782 -0.01002
23-May-17 13269.6 0.00869 0.00649
24-May-17 12870.3 -0.03009 -0.03229
25-May-17 13025.25 0.01204 0.00984
26-May-17 14029.9 0.07713 0.07493
29-May-17 14076.65 0.00333 0.00113
30-May-17 14064.15 -0.00089 -0.00309
31-May-17 13856.1 -0.01479 -0.01699
1-Jun-17 13765.8 -0.00652 -0.00872
2-Jun-17 13712.7 -0.00386 -0.00606
5-Jun-17 13904.35 0.01398 0.01178
6-Jun-17 13792.2 -0.00807 -0.01027
7-Jun-17 13991.45 0.01445 0.01225
8-Jun-17 13988.2 -0.00023 -0.00243
9-Jun-17 13939.9 -0.00345 -0.00565
12-Jun-17 13832.75 -0.00769 -0.00989
13-Jun-17 13956.45 0.00894 0.00674
14-Jun-17 13939.9 -0.00119 -0.00339
15-Jun-17 13919.8 -0.00144 -0.00364
16-Jun-17 13889.05 -0.00221 -0.00441
19-Jun-17 13925.35 0.00261 0.00041
20-Jun-17 13968.35 0.00309 0.00089
21-Jun-17 13893.5 -0.00536 -0.00756
22-Jun-17 13843.65 -0.00359 -0.00579
23-Jun-17 13729.7 -0.00823 -0.01043
27-Jun-17 13446.55 -0.02062 -0.02282
28-Jun-17 13272.85 -0.01292 -0.01512
29-Jun-17 13363.3 0.00681 0.00461
30-Jun-17 13209.2 -0.01153 -0.01373
3-Jul-17 13498.5 0.02190 0.01970
4-Jul-17 13690 0.01419 0.01199
5-Jul-17 13873.35 0.01339 0.01119
6-Jul-17 13792.4 -0.00583 -0.00804
7-Jul-17 13693.85 -0.00715 -0.00935
10-Jul-17 13690.3 -0.00026 -0.00246
11-Jul-17 13649.9 -0.00295 -0.00515
12-Jul-17 13783.2 0.00977 0.00757
13-Jul-17 13521.2 -0.01901 -0.02121
14-Jul-17 13707.7 0.01379 0.01159
17-Jul-17 13629.1 -0.00573 -0.00793
18-Jul-17 13539.1 -0.00660 -0.00880
19-Jul-17 13421.25 -0.00870 -0.01090
20-Jul-17 13386.1 -0.00262 -0.00482
21-Jul-17 13396.85 0.00080 -0.00140
24-Jul-17 13340.6 -0.00420 -0.00640
25-Jul-17 13261.55 -0.00593 -0.00813
26-Jul-17 13344.65 0.00627 0.00407
27-Jul-17 13212.8 -0.00988 -0.01208
28-Jul-17 13384.5 0.01299 0.01079
31-Jul-17 13370.2 -0.00107 -0.00327
1-Aug-17 13355.35 -0.00111 -0.00331
2-Aug-17 13276.8 -0.00588 -0.00808
3-Aug-17 13374.9 0.00739 0.00519
4-Aug-17 13318.75 -0.00420 -0.00640
7-Aug-17 13892.55 0.04308 0.04088
8-Aug-17 13591.5 -0.02167 -0.02387
9-Aug-17 13523.3 -0.00502 -0.00722
10-Aug-17 13121.2 -0.02973 -0.03193
11-Aug-17 13548.15 0.03254 0.03034
14-Aug-17 13840.45 0.02157 0.01937
16-Aug-17 13835.5 -0.00036 -0.00256
17-Aug-17 13788.5 -0.00340 -0.00560
18-Aug-17 13820.1 0.00229 0.00009
21-Aug-17 13813.15 -0.00050 -0.00270
22-Aug-17 13932.3 0.00863 0.00643
23-Aug-17 14369.15 0.03136 0.02915
24-Aug-17 14755.45 0.02688 0.02468
28-Aug-17 14712.85 -0.00289 -0.00509
29-Aug-17 14430.2 -0.01921 -0.02141
30-Aug-17 14779.95 0.02424 0.02204
31-Aug-17 14724.05 -0.00378 -0.00598
1-Sep-17 14682.1 -0.00285 -0.00505
4-Sep-17 14582.05 -0.00681 -0.00901
5-Sep-17 14481.05 -0.00693 -0.00913
6-Sep-17 14510.1 0.00201 -0.00019
7-Sep-17 14670.3 0.01104 0.00884
8-Sep-17 14596.3 -0.00504 -0.00724
11-Sep-17 14613.55 0.00118 -0.00102
12-Sep-17 14530.05 -0.00571 -0.00791
13-Sep-17 14592.9 0.00433 0.00213
14-Sep-17 14593.5 0.00004 -0.00216
15-Sep-17 14694.2 0.00690 0.00470
18-Sep-17 14668.6 -0.00174 -0.00394
19-Sep-17 14584.8 -0.00571 -0.00791
20-Sep-17 14551.2 -0.00230 -0.00450
21-Sep-17 14510.3 -0.00281 -0.00501
22-Sep-17 14574.45 0.00442 0.00222
25-Sep-17 14502.25 -0.00495 -0.00715
26-Sep-17 14395.2 -0.00738 -0.00958
27-Sep-17 14401.05 0.00041 -0.00179
28-Sep-17 14456.5 0.00385 0.00165
29-Sep-17 14434.55 -0.00152 -0.00372
3-Oct-17 14313.7 -0.00837 -0.01057
4-Oct-17 14309.65 -0.00028 -0.00248
5-Oct-17 14454.55 0.01013 0.00793
6-Oct-17 14439.2 -0.00106 -0.00326
9-Oct-17 14474.55 0.00245 0.00025
10-Oct-17 14369 -0.00729 -0.00949
11-Oct-17 14364.6 -0.00031 -0.00251
12-Oct-17 14340.9 -0.00165 -0.00385
13-Oct-17 14333.2 -0.00054 -0.00274
16-Oct-17 14227.2 -0.00740 -0.00960
17-Oct-17 14192.3 -0.00245 -0.00465
18-Oct-17 14134.25 -0.00409 -0.00629
19-Oct-17 14371.4 0.01678 0.01458
23-Oct-17 14329.55 -0.00291 -0.00511
24-Oct-17 14284.95 -0.00311 -0.00531
25-Oct-17 14210.15 -0.00524 -0.00744
26-Oct-17 14379.9 0.01195 0.00975
27-Oct-17 14386.95 0.00049 -0.00171
30-Oct-17 14401.15 0.00099 -0.00121
31-Oct-17 14175.7 -0.01565 -0.01786
1-Nov-17 14391.65 0.01523 0.01303
2-Nov-17 14455.55 0.00444 0.00224
3-Nov-17 15379.55 0.06392 0.06172
6-Nov-17 16024.35 0.04193 0.03973
7-Nov-17 15306.8 -0.04478 -0.04698
8-Nov-17 15606.2 0.01956 0.01736
9-Nov-17 15560.45 -0.00293 -0.00513
10-Nov-17 15436.2 -0.00798 -0.01019
13-Nov-17 15378.5 -0.00374 -0.00594
14-Nov-17 15114.25 -0.01718 -0.01938
15-Nov-17 14863.75 -0.01657 -0.01877
16-Nov-17 15907.8 0.07024 0.06804
17-Nov-17 16181.9 0.01723 0.01503
20-Nov-17 15893.4 -0.01783 -0.02003
21-Nov-17 16178.45 0.01794 0.01573
22-Nov-17 16043.3 -0.00835 -0.01055
23-Nov-17 15853.85 -0.01181 -0.01401
24-Nov-17 15848.25 -0.00035 -0.00255
27-Nov-17 15808.65 -0.00250 -0.00470
28-Nov-17 15612.1 -0.01243 -0.01463
29-Nov-17 15525.8 -0.00553 -0.00773
30-Nov-17 15469.2 -0.00365 -0.00585
1-Dec-17 15483.05 0.00090 -0.00131
5-Dec-17 15281.5 -0.01302 -0.01522
6-Dec-17 15431.25 0.00980 0.00760
7-Dec-17 15605.95 0.01132 0.00912
8-Dec-17 15706.8 0.00646 0.00426
11-Dec-17 15555.55 -0.00963 -0.01183
12-Dec-17 15357.15 -0.01275 -0.01495
13-Dec-17 16107.05 0.04883 0.04663
14-Dec-17 16227.55 0.00748 0.00528
15-Dec-17 16126.8 -0.00621 -0.00841
18-Dec-17 16069.4 -0.00356 -0.00576
19-Dec-17 16311.25 0.01505 0.01285
20-Dec-17 16260.85 -0.00309 -0.00529
21-Dec-17 16361.45 0.00619 0.00399
22-Dec-17 16878.6 0.03161 0.02941
26-Dec-17 17384.75 0.02999 0.02779
27-Dec-17 19261.75 0.10797 0.10577
28-Dec-17 19360.9 0.00515 0.00295
29-Dec-17 19165.25 -0.01011 -0.01231
1-Jan-18 19235.45 0.00366 0.00146
2-Jan-18 18910.25 -0.01691 -0.01911
3-Jan-18 19448.25 0.02845 0.02625
4-Jan-18 19566.15 0.00606 0.00386
5-Jan-18 19420.05 -0.00747 -0.00967
8-Jan-18 19272.35 -0.00761 -0.00981
9-Jan-18 18984.35 -0.01494 -0.01714
10-Jan-18 18479.15 -0.02661 -0.02881
11-Jan-18 18035.25 -0.02402 -0.02622
12-Jan-18 17886.45 -0.00825 -0.01045
15-Jan-18 17903.7 0.00096 -0.00124
16-Jan-18 17698.45 -0.01146 -0.01366
17-Jan-18 17942.8 0.01381 0.01161
18-Jan-18 18020.35 0.00432 0.00212
19-Jan-18 18184.4 0.00910 0.00690
22-Jan-18 18861.8 0.03725 0.03505
23-Jan-18 18607 -0.01351 -0.01571
24-Jan-18 18699.7 0.00498 0.00278
25-Jan-18 18806.9 0.00573 0.00353
29-Jan-18 18917.6 0.00589 0.00369
30-Jan-18 18808.35 -0.00578 -0.00798
31-Jan-18 18724.55 -0.00446 -0.00666
1-Feb-18 19206.95 0.02576 0.02356
2-Feb-18 18357.3 -0.04424 -0.04644
5-Feb-18 18928.55 0.03112 0.02892
6-Feb-18 18468.3 -0.02432 -0.02652
7-Feb-18 18500.55 0.00175 -0.00045
8-Feb-18 18514.95 0.00078 -0.00142
9-Feb-18 18803.3 0.01557 0.01337
12-Feb-18 21698.75 0.15399 0.15179
14-Feb-18 20714.4 -0.04536 -0.04756
15-Feb-18 20401.65 -0.01510 -0.01730
16-Feb-18 19920.65 -0.02358 -0.02578
19-Feb-18 20240.5 0.01606 0.01386
20-Feb-18 20422.6 0.00900 0.00680
21-Feb-18 20529.65 0.00524 0.00304
22-Feb-18 20648.05 0.00577 0.00357
23-Feb-18 20751.15 0.00499 0.00279
27-Feb-18 20547.65 -0.00981 -0.01201
28-Feb-18 20683.05 0.00659 0.00439
1-Mar-18 21031.6 0.01685 0.01465
5-Mar-18 20760.6 -0.01289 -0.01509
6-Mar-18 20703.9 -0.00273 -0.00493
7-Mar-18 20453.65 -0.01209 -0.01429
8-Mar-18 20302.2 -0.00740 -0.00960
9-Mar-18 20290.85 -0.00056 -0.00276
12-Mar-18 20179.55 -0.00549 -0.00769
13-Mar-18 20226.5 0.00233 0.00013
14-Mar-18 20194.65 -0.00157 -0.00378
15-Mar-18 20122.5 -0.00357 -0.00577
16-Mar-18 19860.2 -0.01304 -0.01524
19-Mar-18 19686.75 -0.00873 -0.01093
20-Mar-18 19686.95 0.00001 -0.00219
21-Mar-18 19548.8 -0.00702 -0.00922
22-Mar-18 19551.85 0.00016 -0.00204
23-Mar-18 19187.8 -0.01862 -0.02082
26-Mar-18 19062.8 -0.00651 -0.00871
27-Mar-18 19096.45 0.00177 -0.00044
28-Mar-18 19383.6 0.01504 0.01284
DAILY AVERAGE RETURN 0.00220

ANNUALIZED RETURN 0.705907
DAILY STANDARD DEVIATION 0.020855
ANNUALIZED STANDARD DEVIATION 0.325100
VARIANCE 0.000431
MINIMUM VARIANCE PORTFOLIO RETURN AND RISK - C1 AND INDEX

WEIGHT OF C1
WEIGHT OF INDEX
RETURN
RISK
MINIMUM VARIANCE PORTFOLIO RETURN AND RISK - C1 AND C2

WEIGHT OF C1
WEIGHT OF C2
RETURN
RISK

WEIGHT OF C2
WEIGHT OF INDEX
RETURN
RISK
VODA
(Xi-Xm)^2 Date Adj Close Daily returns
3-Apr-17 84.95
0.000059 5-Apr-17 87.65 0.031783
0.000195 6-Apr-17 86.5 -0.013120
0.000107 7-Apr-17 87.3 0.009249
0.000148 10-Apr-17 87.75 0.005155
0.000032 11-Apr-17 88.4 0.007407
0.000001 12-Apr-17 86.7 -0.019231
0.000000 13-Apr-17 86.1 -0.006920
0.000008 17-Apr-17 85.7 -0.004646
0.000120 18-Apr-17 85.95 0.002917
0.000006 20-Apr-17 84.6 -0.015707
0.000364 21-Apr-17 85.1 0.005910
0.000200 24-Apr-17 84.95 -0.001763
0.000142 25-Apr-17 85.1 0.001766
0.000006 26-Apr-17 85.5 0.004700
0.000004 27-Apr-17 85.35 -0.001754
0.000226 28-Apr-17 85.65 0.003515
0.000031 2-May-17 84.7 -0.011092
0.000046 3-May-17 83.8 -0.010626
0.000095 4-May-17 83.3 -0.005967
0.000299 5-May-17 81.7 -0.019208
0.000238 8-May-17 87.55 0.071603
0.002276 9-May-17 86.95 -0.006853
0.000228 10-May-17 90.55 0.041403
0.000153 11-May-17 90.8 0.002761
0.000280 12-May-17 92.3 0.016520
0.000000 15-May-17 85.85 -0.069881
0.006878 16-May-17 87.8 0.022714
0.000376 17-May-17 87.1 -0.007973
0.001056 18-May-17 86.95 -0.001722
0.001112 19-May-17 87.9 0.010926
0.000100 22-May-17 87.8 -0.001138
0.000042 23-May-17 84.45 -0.038155
0.001043 24-May-17 78.8 -0.066903
0.000097 25-May-17 79.4 0.007614
0.005615 26-May-17 79.65 0.003149
0.000001 29-May-17 79.1 -0.006905
0.000010 30-May-17 78.85 -0.003161
0.000289 31-May-17 80.05 0.015219
0.000076 1-Jun-17 79.7 -0.004372
0.000037 2-Jun-17 79.9 0.002509
0.000139 5-Jun-17 81.55 0.020651
0.000105 6-Jun-17 80 -0.019007
0.000150 7-Jun-17 78.85 -0.014375
0.000006 8-Jun-17 79.4 0.006975
0.000032 9-Jun-17 78.9 -0.006297
0.000098 12-Jun-17 78.8 -0.001267
0.000045 13-Jun-17 78.9 0.001269
0.000011 14-Jun-17 77.05 -0.023447
0.000013 15-Jun-17 76.5 -0.007138
0.000019 16-Jun-17 77.75 0.016340
0.000000 19-Jun-17 79.8 0.026367
0.000001 20-Jun-17 81.95 0.026942
0.000057 21-Jun-17 80.7 -0.015253
0.000034 22-Jun-17 80.25 -0.005576
0.000109 23-Jun-17 79.35 -0.011215
0.000521 27-Jun-17 81.15 0.022684
0.000229 28-Jun-17 83.45 0.028343
0.000021 29-Jun-17 84.25 0.009587
0.000189 30-Jun-17 85.05 0.009496
0.000388 3-Jul-17 85.55 0.005879
0.000144 4-Jul-17 84 -0.018118
0.000125 5-Jul-17 83.55 -0.005357
0.000065 6-Jul-17 82.5 -0.012567
0.000087 7-Jul-17 83.4 0.010909
0.000006 10-Jul-17 87.45 0.048561
0.000027 11-Jul-17 84.35 -0.035449
0.000057 12-Jul-17 85.5 0.013634
0.000450 13-Jul-17 87.6 0.024561
0.000134 14-Jul-17 88.65 0.011986
0.000063 17-Jul-17 88.9 0.002820
0.000078 18-Jul-17 87.15 -0.019685
0.000119 19-Jul-17 95 0.090075
0.000023 20-Jul-17 94.85 -0.001579
0.000002 21-Jul-17 91.9 -0.031102
0.000041 24-Jul-17 91.85 -0.000544
0.000066 25-Jul-17 97.8 0.064780
0.000017 26-Jul-17 94.65 -0.032209
0.000146 27-Jul-17 92.65 -0.021130
0.000117 28-Jul-17 95.55 0.031301
0.000011 31-Jul-17 92.5 -0.031920
0.000011 1-Aug-17 92.55 0.000541
0.000065 2-Aug-17 92.25 -0.003241
0.000027 3-Aug-17 93.3 0.011382
0.000041 4-Aug-17 92.65 -0.006967
0.001671 7-Aug-17 93.05 0.004317
0.000570 8-Aug-17 91.85 -0.012896
0.000052 9-Aug-17 91.05 -0.008710
0.001020 10-Aug-17 87.9 -0.034596
0.000920 11-Aug-17 86.25 -0.018771
0.000375 14-Aug-17 86.35 0.001159
0.000007 16-Aug-17 86.95 0.006948
0.000031 17-Aug-17 89.4 0.028177
0.000000 18-Aug-17 90.25 0.009508
0.000007 21-Aug-17 89.05 -0.013296
0.000041 22-Aug-17 87.9 -0.012914
0.000850 23-Aug-17 90.55 0.030148
0.000609 24-Aug-17 90.05 -0.005522
0.000026 28-Aug-17 89.8 -0.002776
0.000458 29-Aug-17 87.5 -0.025612
0.000486 30-Aug-17 87.95 0.005143
0.000036 31-Aug-17 91 0.034679
0.000025 1-Sep-17 88.9 -0.023077
0.000081 4-Sep-17 87.05 -0.020810
0.000083 5-Sep-17 84.7 -0.026996
0.000000 6-Sep-17 81.8 -0.034238
0.000078 7-Sep-17 80.75 -0.012836
0.000052 8-Sep-17 79.75 -0.012384
0.000001 11-Sep-17 78.65 -0.013793
0.000063 12-Sep-17 78.85 0.002543
0.000005 13-Sep-17 82.6 0.047559
0.000005 14-Sep-17 81.75 -0.010291
0.000022 15-Sep-17 79.65 -0.025688
0.000016 18-Sep-17 82.55 0.036409
0.000063 19-Sep-17 83 0.005451
0.000020 20-Sep-17 80.15 -0.034337
0.000025 21-Sep-17 80.3 0.001871
0.000005 22-Sep-17 78.2 -0.026152
0.000051 25-Sep-17 76.15 -0.026215
0.000092 26-Sep-17 76 -0.001970
0.000003 27-Sep-17 75.4 -0.007895
0.000003 28-Sep-17 75.55 0.001989
0.000014 29-Sep-17 77.35 0.023825
0.000112 3-Oct-17 75.9 -0.018746
0.000006 4-Oct-17 74.25 -0.021739
0.000063 5-Oct-17 73.7 -0.007407
0.000011 6-Oct-17 73.8 0.001357
0.000000 9-Oct-17 74.25 0.006098
0.000090 10-Oct-17 72.95 -0.017508
0.000006 11-Oct-17 72.65 -0.004112
0.000015 12-Oct-17 74.5 0.025465
0.000007 13-Oct-17 78.9 0.059060
0.000092 16-Oct-17 83.05 0.052598
0.000022 17-Oct-17 90 0.083685
0.000040 18-Oct-17 88.65 -0.015000
0.000213 19-Oct-17 91.1 0.027637
0.000026 23-Oct-17 98.15 0.077387
0.000028 24-Oct-17 98.45 0.003057
0.000055 25-Oct-17 99.05 0.006094
0.000095 26-Oct-17 96.8 -0.022716
0.000003 27-Oct-17 93 -0.039256
0.000001 30-Oct-17 94.7 0.018280
0.000319 31-Oct-17 92.9 -0.019007
0.000170 1-Nov-17 99 0.065662
0.000005 2-Nov-17 106.55 0.076263
0.003809 3-Nov-17 106.05 -0.004693
0.001578 6-Nov-17 100.65 -0.050919
0.002207 7-Nov-17 97.2 -0.034277
0.000301 8-Nov-17 98.5 0.013374
0.000026 9-Nov-17 96.65 -0.018782
0.000104 10-Nov-17 97.05 0.004139
0.000035 13-Nov-17 93.55 -0.036064
0.000376 14-Nov-17 92.45 -0.011758
0.000352 15-Nov-17 93.5 0.011357
0.004630 16-Nov-17 95.9 0.025668
0.000226 17-Nov-17 95.2 -0.007299
0.000401 20-Nov-17 101.1 0.061975
0.000248 21-Nov-17 100.8 -0.002967
0.000111 22-Nov-17 98.6 -0.021825
0.000196 23-Nov-17 96.05 -0.025862
0.000007 24-Nov-17 94.65 -0.014576
0.000022 27-Nov-17 96.25 0.016904
0.000214 28-Nov-17 95.15 -0.011429
0.000060 29-Nov-17 93.55 -0.016816
0.000034 30-Nov-17 94.25 0.007483
0.000002 1-Dec-17 93.15 -0.011671
0.000232 5-Dec-17 93.4 0.002684
0.000058 6-Dec-17 93.15 -0.002677
0.000083 7-Dec-17 97.55 0.047236
0.000018 8-Dec-17 96.15 -0.014352
0.000140 11-Dec-17 95.75 -0.004160
0.000224 12-Dec-17 93.4 -0.024543
0.002174 13-Dec-17 92.8 -0.006424
0.000028 14-Dec-17 93.85 0.011315
0.000071 15-Dec-17 93.95 0.001066
0.000033 18-Dec-17 94.8 0.009047
0.000165 19-Dec-17 98.4 0.037975
0.000028 20-Dec-17 98.05 -0.003557
0.000016 21-Dec-17 101.35 0.033656
0.000865 22-Dec-17 100.65 -0.006907
0.000772 26-Dec-17 101.75 0.010929
0.011187 27-Dec-17 101.15 -0.005897
0.000009 28-Dec-17 102.2 0.010381
0.000151 29-Dec-17 108.2 0.058708
0.000002 1-Jan-18 104.85 -0.030961
0.000365 2-Jan-18 100.75 -0.039103
0.000689 3-Jan-18 102.55 0.017866
0.000015 4-Jan-18 104.5 0.019015
0.000093 5-Jan-18 115.65 0.106699
0.000096 8-Jan-18 109.5 -0.053178
0.000294 9-Jan-18 108.6 -0.008219
0.000830 10-Jan-18 107.5 -0.010129
0.000688 11-Jan-18 107.15 -0.003256
0.000109 12-Jan-18 108.6 0.013532
0.000002 15-Jan-18 104.65 -0.036372
0.000187 16-Jan-18 102.6 -0.019589
0.000135 17-Jan-18 103.45 0.008285
0.000005 18-Jan-18 100.9 -0.024650
0.000048 19-Jan-18 102.3 0.013875
0.001229 22-Jan-18 99.6 -0.026393
0.000247 23-Jan-18 99.4 -0.002008
0.000008 24-Jan-18 94.05 -0.053823
0.000012 25-Jan-18 95.15 0.011696
0.000014 29-Jan-18 93.6 -0.016290
0.000064 30-Jan-18 94 0.004274
0.000044 31-Jan-18 93.15 -0.009043
0.000555 1-Feb-18 91.25 -0.020397
0.002156 2-Feb-18 88.15 -0.033973
0.000836 5-Feb-18 87.85 -0.003403
0.000703 6-Feb-18 84.9 -0.033580
0.000000 7-Feb-18 84 -0.010601
0.000002 8-Feb-18 85.65 0.019643
0.000179 9-Feb-18 83.85 -0.021016
0.023039 12-Feb-18 84.7 0.010137
0.002262 14-Feb-18 84.75 0.000590
0.000299 15-Feb-18 82.9 -0.021829
0.000664 16-Feb-18 82.05 -0.010253
0.000192 19-Feb-18 82.6 0.006703
0.000046 20-Feb-18 84 0.016949
0.000009 21-Feb-18 83.25 -0.008929
0.000013 22-Feb-18 81.25 -0.024024
0.000008 23-Feb-18 82.2 0.011692
0.000144 27-Feb-18 84.35 0.026156
0.000019 28-Feb-18 83.7 -0.007706
0.000215 1-Mar-18 83 -0.008363
0.000228 5-Mar-18 82.7 -0.003614
0.000024 6-Mar-18 81.95 -0.009069
0.000204 7-Mar-18 79.6 -0.028676
0.000092 8-Mar-18 79.5 -0.001256
0.000008 9-Mar-18 78.8 -0.008805
0.000059 12-Mar-18 78.55 -0.003173
0.000000 13-Mar-18 80.65 0.026735
0.000014 14-Mar-18 81.35 0.008679
0.000033 15-Mar-18 80 -0.016595
0.000232 16-Mar-18 81.15 0.014375
0.000120 19-Mar-18 77.6 -0.043746
0.000005 20-Mar-18 77.05 -0.007088
0.000085 21-Mar-18 79.1 0.026606
0.000004 22-Mar-18 77.5 -0.020228
0.000433 23-Mar-18 77.65 0.001935
0.000076 26-Mar-18 80.25 0.033484
0.000000 27-Mar-18 80.65 0.004984
0.000165 28-Mar-18 75.75 -0.060756
DAILY AVERAGE RETURN -0.000138

ANNUALIZED RETURN -0.032867
VARIANCE 0.000678
CE PORTFOLIO RETURN AND RISK - C1 AND INDEX BETA

0.083191 C1 0.003298
0.916809 C2 0.005061
0.157736
0.100011
CAPM
C1 0.052683
C2 0.052781
NCE PORTFOLIO RETURN AND RISK - C1 AND C2

0.611356
0.388644
0.418787
0.264170
CE PORTFOLIO RETURN AND RISK - C2 AND INDEX

0.054453
0.945547
0.100325
0.101593
VODAFONE IDEA
(Yi-Ym) (Yi-Ym)^2 (Xi-Xm)*(Yi-Ym)
0.031921 0.001019 -0.000246

-0.012983 0.000169 -0.000181
0.009386 0.000088 -0.000097
0.005292 0.000028 -0.000064
0.007545 0.000057 0.000043
-0.019093 0.000365 -0.000021
-0.006783 0.000046 -0.000002
-0.004508 0.000020 0.000013
0.003055 0.000009 -0.000034
-0.015569 0.000242 0.000039
0.006048 0.000037 -0.000115
-0.001625 0.000003 0.000023
0.001903 0.000004 -0.000023
0.004838 0.000023 0.000012
-0.001617 0.000003 -0.000003
0.003652 0.000013 -0.000055
-0.010954 0.000120 0.000061
-0.010488 0.000110 0.000071
-0.005829 0.000034 -0.000057
-0.019070 0.000364 0.000330
0.071741 0.005147 0.001106
-0.006716 0.000045 -0.000320
0.041541 0.001726 0.000627
0.002898 0.000008 0.000036
0.016657 0.000277 0.000279
-0.069743 0.004864 -0.000015
0.022852 0.000522 0.001895
-0.007835 0.000061 -0.000152
-0.001585 0.000003 0.000051
0.011063 0.000122 -0.000369
-0.001000 0.000001 0.000010
-0.038017 0.001445 -0.000247
-0.066766 0.004458 0.002156
0.007752 0.000060 0.000076
0.003286 0.000011 0.000246
-0.006768 0.000046 -0.000008
-0.003023 0.000009 0.000009
0.015356 0.000236 -0.000261
-0.004235 0.000018 0.000037
0.002647 0.000007 -0.000016
0.020788 0.000432 0.000245
-0.018869 0.000356 0.000194
-0.014237 0.000203 -0.000174
0.007113 0.000051 -0.000017
-0.006160 0.000038 0.000035
-0.001130 0.000001 0.000011
0.001407 0.000002 0.000009
-0.023310 0.000543 0.000079
-0.007001 0.000049 0.000025
0.016477 0.000272 -0.000073
0.026504 0.000702 0.000011
0.027080 0.000733 0.000024
-0.015116 0.000228 0.000114
-0.005439 0.000030 0.000031
-0.011077 0.000123 0.000116
0.022822 0.000521 -0.000521
0.028480 0.000811 -0.000431
0.009724 0.000095 0.000045
0.009633 0.000093 -0.000132
0.006016 0.000036 0.000119
-0.017981 0.000323 -0.000216
-0.005220 0.000027 -0.000058
-0.012430 0.000155 0.000100
0.011047 0.000122 -0.000103
0.048699 0.002372 -0.000120
-0.035311 0.001247 0.000182
0.013771 0.000190 0.000104
0.024699 0.000610 -0.000524
0.012124 0.000147 0.000141
0.002958 0.000009 -0.000023
-0.019548 0.000382 0.000172
0.090212 0.008138 -0.000984
-0.001441 0.000002 0.000007
-0.030964 0.000959 0.000043
-0.000407 0.000000 0.000003
0.064917 0.004214 -0.000528
-0.032071 0.001029 -0.000130
-0.020993 0.000441 0.000254
0.031438 0.000988 0.000339
-0.031783 0.001010 0.000104
0.000678 0.000000 -0.000002
-0.003104 0.000010 0.000025
0.011520 0.000133 0.000060
-0.006829 0.000047 0.000044
0.004455 0.000020 0.000182
-0.012759 0.000163 0.000305
-0.008572 0.000073 0.000062
-0.034459 0.001187 0.001100
-0.018634 0.000347 -0.000565
0.001297 0.000002 0.000025
0.007086 0.000050 -0.000018
0.028315 0.000802 -0.000158
0.009645 0.000093 0.000001
-0.013159 0.000173 0.000036
-0.012777 0.000163 -0.000082
0.030285 0.000917 0.000883
-0.005384 0.000029 -0.000133
-0.002639 0.000007 0.000013
-0.025475 0.000649 0.000545
0.005280 0.000028 0.000116
0.034816 0.001212 -0.000208
-0.022939 0.000526 0.000116
-0.020672 0.000427 0.000186
-0.026858 0.000721 0.000245
-0.034101 0.001163 0.000007
-0.012699 0.000161 -0.000112
-0.012246 0.000150 0.000089
-0.013656 0.000186 0.000014
0.002680 0.000007 -0.000021
0.047696 0.002275 0.000101
-0.010153 0.000103 0.000022
-0.025551 0.000653 -0.000120
0.036547 0.001336 -0.000144
0.005589 0.000031 -0.000044
-0.034200 0.001170 0.000154
0.002009 0.000004 -0.000010
-0.026014 0.000677 -0.000058
-0.026077 0.000680 0.000187
-0.001832 0.000003 0.000018
-0.007757 0.000060 0.000014
0.002127 0.000005 0.000004
0.023963 0.000574 -0.000089
-0.018608 0.000346 0.000197
-0.021602 0.000467 0.000054
-0.007270 0.000053 -0.000058
0.001494 0.000002 -0.000005
0.006235 0.000039 0.000002
-0.017371 0.000302 0.000165
-0.003975 0.000016 0.000010
0.025602 0.000655 -0.000099
0.059198 0.003504 -0.000162
0.052736 0.002781 -0.000506
0.083822 0.007026 -0.000390
-0.014862 0.000221 0.000093
0.027774 0.000771 0.000405
0.077525 0.006010 -0.000396
0.003194 0.000010 -0.000017
0.006232 0.000039 -0.000046
-0.022578 0.000510 -0.000220
-0.039119 0.001530 0.000067
0.018417 0.000339 -0.000022
-0.018870 0.000356 0.000337
0.065800 0.004330 0.000858
0.076400 0.005837 0.000171
-0.004555 0.000021 -0.000281
-0.050782 0.002579 -0.002017
-0.034140 0.001166 0.001604
0.013512 0.000183 0.000235
-0.018644 0.000348 0.000096
0.004276 0.000018 -0.000044
-0.035926 0.001291 0.000213
-0.011621 0.000135 0.000225
0.011495 0.000132 -0.000216
0.025806 0.000666 0.001756
-0.007162 0.000051 -0.000108
0.062112 0.003858 -0.001244
-0.002830 0.000008 -0.000045
-0.021688 0.000470 0.000229
-0.025725 0.000662 0.000360
-0.014438 0.000208 0.000037
0.017042 0.000290 -0.000080
-0.011291 0.000127 0.000165
-0.016678 0.000278 0.000129
0.007620 0.000058 -0.000045
-0.011534 0.000133 0.000015
0.002821 0.000008 -0.000043
-0.002539 0.000006 -0.000019
0.047373 0.002244 0.000432
-0.014214 0.000202 -0.000061
-0.004023 0.000016 0.000048
-0.024406 0.000596 0.000365
-0.006286 0.000040 -0.000293
0.011452 0.000131 0.000060
0.001203 0.000001 -0.000010
0.009185 0.000084 -0.000053
0.038112 0.001453 0.000490
-0.003419 0.000012 0.000018
0.033794 0.001142 0.000135
-0.006769 0.000046 -0.000199
0.011066 0.000122 0.000308
-0.005759 0.000033 -0.000609
0.010518 0.000111 0.000031
0.058846 0.003463 -0.000724
-0.030824 0.000950 -0.000045
-0.038966 0.001518 0.000745
0.018004 0.000324 0.000473
0.019153 0.000367 0.000074
0.106836 0.011414 -0.001033
-0.053040 0.002813 0.000520
-0.008082 0.000065 0.000139
-0.009991 0.000100 0.000288
-0.003118 0.000010 0.000082
0.013670 0.000187 -0.000143
-0.036234 0.001313 0.000045
-0.019452 0.000378 0.000266
0.008422 0.000071 0.000098
-0.024512 0.000601 -0.000052
0.014013 0.000196 0.000097
-0.026255 0.000689 -0.000920
-0.001871 0.000003 0.000029
-0.053685 0.002882 -0.000149
0.011833 0.000140 0.000042
-0.016153 0.000261 -0.000060
0.004411 0.000019 -0.000035
-0.008905 0.000079 0.000059
-0.020260 0.000410 -0.000477
-0.033835 0.001145 0.001571
-0.003266 0.000011 -0.000094
-0.033442 0.001118 0.000887
-0.010463 0.000109 0.000005
0.019780 0.000391 -0.000028
-0.020878 0.000436 -0.000279
0.010275 0.000106 0.001560
0.000728 0.000001 -0.000035
-0.021691 0.000471 0.000375
-0.010116 0.000102 0.000261
0.006841 0.000047 0.000095
0.017087 0.000292 0.000116
-0.008791 0.000077 -0.000027
-0.023887 0.000571 -0.000085
0.011830 0.000140 0.000033
0.026293 0.000691 -0.000316
-0.007568 0.000057 -0.000033
-0.008226 0.000068 -0.000121
-0.003477 0.000012 0.000052
-0.008931 0.000080 0.000044
-0.028539 0.000814 0.000408
-0.001119 0.000001 0.000011
-0.008668 0.000075 0.000024
-0.003035 0.000009 0.000023
0.026872 0.000722 0.000003
0.008817 0.000078 -0.000033
-0.016457 0.000271 0.000095
0.014513 0.000211 -0.000221
-0.043609 0.001902 0.000477
-0.006950 0.000048 0.000015
0.026744 0.000715 -0.000247
-0.020090 0.000404 0.000041
0.002073 0.000004 -0.000043
0.033621 0.001130 -0.000293
0.005122 0.000026 -0.000002
-0.060619 0.003675 -0.000778
COVARIANCE (X,Y) 0.000045

CORRELATION(X,Y) 0.082170
BETA
0.003298
0.005061
CAPM
0.052683 BETA
0.052781 C1 0.003298
C2 0.005061
Chart Title
0.060000
0.050000
0.040000
0.030000
0.020000
0.010000
0.000000
0.8 1 1.2 1.4 1.6 1.8 2
Row 263 Row 264

BSE INDEX
Date Close Daily return (Zi-Zm)
3-Apr-17 29910.22
5-Apr-17 29974.24 0.002140 0.001718
6-Apr-17 29927.34 -0.001565 -0.001987
7-Apr-17 29706.61 -0.007376 -0.007798
10-Apr-17 29575.74 -0.004405 -0.004828
11-Apr-17 29788.35 0.007189 0.006767
12-Apr-17 29643.48 -0.004863 -0.005285
13-Apr-17 29461.45 -0.006141 -0.006563
17-Apr-17 29413.66 -0.001622 -0.002044
18-Apr-17 29319.1 -0.003215 -0.003637
20-Apr-17 29422.39 0.003523 0.003101
21-Apr-17 29365.3 -0.001940 -0.002362
24-Apr-17 29655.84 0.009894 0.009472
25-Apr-17 29943.24 0.009691 0.009269
26-Apr-17 30133.35 0.006349 0.005927
27-Apr-17 30029.74 -0.003438 -0.003860
28-Apr-17 29918.4 -0.003708 -0.004130
2-May-17 29921.18 0.000093 -0.000329
3-May-17 29894.8 -0.000882 -0.001304
4-May-17 30126.21 0.007741 0.007319
5-May-17 29858.8 -0.008876 -0.009298
8-May-17 29926.15 0.002256 0.001834
9-May-17 29933.25 0.000237 -0.000185
10-May-17 30248.17 0.010521 0.010099
11-May-17 30250.98 0.000093 -0.000329
12-May-17 30188.15 -0.002077 -0.002499
15-May-17 30322.12 0.004438 0.004016
16-May-17 30582.6 0.008590 0.008168
17-May-17 30658.77 0.002491 0.002069
18-May-17 30434.79 -0.007306 -0.007728
19-May-17 30464.92 0.000990 0.000568
22-May-17 30570.97 0.003481 0.003059
23-May-17 30365.25 -0.006729 -0.007151
24-May-17 30301.64 -0.002095 -0.002517
25-May-17 30750.03 0.014798 0.014375
26-May-17 31028.21 0.009046 0.008624
29-May-17 31109.28 0.002613 0.002191
30-May-17 31159.4 0.001611 0.001189
31-May-17 31145.8 -0.000436 -0.000859
1-Jun-17 31137.59 -0.000264 -0.000686
2-Jun-17 31273.29 0.004358 0.003936
5-Jun-17 31309.49 0.001158 0.000735
6-Jun-17 31190.56 -0.003799 -0.004221
7-Jun-17 31271.28 0.002588 0.002166
8-Jun-17 31213.36 -0.001852 -0.002274
9-Jun-17 31262.06 0.001560 0.001138
12-Jun-17 31095.7 -0.005321 -0.005744
13-Jun-17 31103.49 0.000251 -0.000172
14-Jun-17 31155.91 0.001685 0.001263
15-Jun-17 31075.73 -0.002574 -0.002996
16-Jun-17 31056.4 -0.000622 -0.001044
19-Jun-17 31311.57 0.008216 0.007794
20-Jun-17 31297.53 -0.000448 -0.000871
21-Jun-17 31283.64 -0.000444 -0.000866
22-Jun-17 31290.74 0.000227 -0.000195
23-Jun-17 31138.21 -0.004875 -0.005297
27-Jun-17 30958.25 -0.005779 -0.006202
28-Jun-17 30834.32 -0.004003 -0.004425
29-Jun-17 30857.52 0.000752 0.000330
30-Jun-17 30921.61 0.002077 0.001655
3-Jul-17 31221.62 0.009702 0.009280
4-Jul-17 31209.79 -0.000379 -0.000801
5-Jul-17 31245.56 0.001146 0.000724
6-Jul-17 31369.34 0.003962 0.003539
7-Jul-17 31360.63 -0.000278 -0.000700
10-Jul-17 31715.64 0.011320 0.010898
11-Jul-17 31747.09 0.000992 0.000570
12-Jul-17 31804.82 0.001818 0.001396
13-Jul-17 32037.38 0.007312 0.006890
14-Jul-17 32020.75 -0.000519 -0.000941
17-Jul-17 32074.78 0.001687 0.001265
18-Jul-17 31710.99 -0.011342 -0.011764
19-Jul-17 31955.35 0.007706 0.007284
20-Jul-17 31904.4 -0.001594 -0.002017
21-Jul-17 32028.89 0.003902 0.003480
24-Jul-17 32245.87 0.006775 0.006352
25-Jul-17 32228.27 -0.000546 -0.000968
26-Jul-17 32382.46 0.004784 0.004362
27-Jul-17 32383.3 0.000026 -0.000396
28-Jul-17 32309.88 -0.002267 -0.002689
31-Jul-17 32514.94 0.006347 0.005925
1-Aug-17 32575.17 0.001852 0.001430
2-Aug-17 32476.74 -0.003022 -0.003444
3-Aug-17 32237.88 -0.007355 -0.007777
4-Aug-17 32325.41 0.002715 0.002293
7-Aug-17 32273.67 -0.001601 -0.002023
8-Aug-17 32014.19 -0.008040 -0.008462
9-Aug-17 31797.84 -0.006758 -0.007180
10-Aug-17 31531.33 -0.008381 -0.008804
11-Aug-17 31213.59 -0.010077 -0.010499
14-Aug-17 31449.03 0.007543 0.007121
16-Aug-17 31770.89 0.010234 0.009812
17-Aug-17 31795.46 0.000773 0.000351
18-Aug-17 31524.68 -0.008516 -0.008938
21-Aug-17 31258.85 -0.008432 -0.008855
22-Aug-17 31291.85 0.001056 0.000634
23-Aug-17 31568.01 0.008825 0.008403
24-Aug-17 31596.06 0.000889 0.000466
28-Aug-17 31750.82 0.004898 0.004476
29-Aug-17 31388.39 -0.011415 -0.011837
30-Aug-17 31646.46 0.008222 0.007800
31-Aug-17 31730.49 0.002655 0.002233
1-Sep-17 31892.23 0.005097 0.004675
4-Sep-17 31702.25 -0.005957 -0.006379
5-Sep-17 31809.55 0.003385 0.002963
6-Sep-17 31661.97 -0.004639 -0.005062
7-Sep-17 31662.74 0.000024 -0.000398
8-Sep-17 31687.52 0.000783 0.000361
11-Sep-17 31882.16 0.006142 0.005720
12-Sep-17 32158.66 0.008673 0.008250
13-Sep-17 32186.41 0.000863 0.000441
14-Sep-17 32241.93 0.001725 0.001303
15-Sep-17 32272.61 0.000952 0.000529
18-Sep-17 32423.76 0.004684 0.004261
19-Sep-17 32402.37 -0.000660 -0.001082
20-Sep-17 32400.51 -0.000057 -0.000480
21-Sep-17 32370.04 -0.000940 -0.001363
22-Sep-17 31922.44 -0.013828 -0.014250
25-Sep-17 31626.63 -0.009267 -0.009689
26-Sep-17 31599.76 -0.000850 -0.001272
27-Sep-17 31159.81 -0.013923 -0.014345
28-Sep-17 31282.48 0.003937 0.003515
29-Sep-17 31283.72 0.000040 -0.000382
3-Oct-17 31497.38 0.006830 0.006408
4-Oct-17 31671.71 0.005535 0.005113
5-Oct-17 31592.03 -0.002516 -0.002938
6-Oct-17 31814.22 0.007033 0.006611
9-Oct-17 31846.89 0.001027 0.000605
10-Oct-17 31924.41 0.002434 0.002012
11-Oct-17 31833.99 -0.002832 -0.003254
12-Oct-17 32182.22 0.010939 0.010517
13-Oct-17 32432.69 0.007783 0.007361
16-Oct-17 32633.64 0.006196 0.005774
17-Oct-17 32609.16 -0.000750 -0.001172
18-Oct-17 32584.35 -0.000761 -0.001183
19-Oct-17 32389.96 -0.005966 -0.006388
23-Oct-17 32506.72 0.003605 0.003183
24-Oct-17 32607.34 0.003095 0.002673
25-Oct-17 33042.5 0.013345 0.012923
26-Oct-17 33147.13 0.003167 0.002744
27-Oct-17 33157.22 0.000304 -0.000118
30-Oct-17 33266.16 0.003286 0.002863
31-Oct-17 33213.13 -0.001594 -0.002016
1-Nov-17 33600.27 0.011656 0.011234
2-Nov-17 33573.22 -0.000805 -0.001227
3-Nov-17 33685.56 0.003346 0.002924
6-Nov-17 33731.19 0.001355 0.000932
7-Nov-17 33370.76 -0.010685 -0.011107
8-Nov-17 33218.81 -0.004553 -0.004976
9-Nov-17 33250.93 0.000967 0.000545
10-Nov-17 33314.56 0.001914 0.001492
13-Nov-17 33033.56 -0.008435 -0.008857
14-Nov-17 32941.87 -0.002776 -0.003198
15-Nov-17 32760.44 -0.005508 -0.005930
16-Nov-17 33106.82 0.010573 0.010151
17-Nov-17 33342.8 0.007128 0.006706
20-Nov-17 33359.9 0.000513 0.000091
21-Nov-17 33478.35 0.003551 0.003129
22-Nov-17 33561.55 0.002485 0.002063
23-Nov-17 33588.08 0.000790 0.000368
24-Nov-17 33679.24 0.002714 0.002292
27-Nov-17 33724.44 0.001342 0.000920
28-Nov-17 33618.59 -0.003139 -0.003561
29-Nov-17 33602.76 -0.000471 -0.000893
30-Nov-17 33149.35 -0.013493 -0.013915
1-Dec-17 32832.94 -0.009545 -0.009967
5-Dec-17 32802.44 -0.000929 -0.001351
6-Dec-17 32597.18 -0.006257 -0.006680
7-Dec-17 32949.21 0.010799 0.010377
8-Dec-17 33250.3 0.009138 0.008716
11-Dec-17 33455.79 0.006180 0.005758
12-Dec-17 33227.99 -0.006809 -0.007231
13-Dec-17 33053.04 -0.005265 -0.005687
14-Dec-17 33246.7 0.005859 0.005437
15-Dec-17 33462.97 0.006505 0.006083
18-Dec-17 33601.68 0.004145 0.003723
19-Dec-17 33836.74 0.006995 0.006573
20-Dec-17 33777.38 -0.001754 -0.002176
21-Dec-17 33756.28 -0.000625 -0.001047
22-Dec-17 33940.3 0.005451 0.005029
26-Dec-17 34010.61 0.002072 0.001649
27-Dec-17 33911.81 -0.002905 -0.003327
28-Dec-17 33848.03 -0.001881 -0.002303
29-Dec-17 34056.83 0.006169 0.005747
1-Jan-18 33812.75 -0.007167 -0.007589
2-Jan-18 33812.26 -0.000014 -0.000437
3-Jan-18 33793.38 -0.000558 -0.000980
4-Jan-18 33969.64 0.005216 0.004794
5-Jan-18 34153.85 0.005423 0.005001
8-Jan-18 34352.79 0.005825 0.005403
9-Jan-18 34443.19 0.002632 0.002209
10-Jan-18 34433.07 -0.000294 -0.000716
11-Jan-18 34503.49 0.002045 0.001623
12-Jan-18 34592.39 0.002577 0.002154
15-Jan-18 34843.51 0.007259 0.006837
16-Jan-18 34771.05 -0.002080 -0.002502
17-Jan-18 35081.82 0.008938 0.008515
18-Jan-18 35260.29 0.005087 0.004665
19-Jan-18 35511.58 0.007127 0.006705
22-Jan-18 35798.01 0.008066 0.007644
23-Jan-18 36139.98 0.009553 0.009131
24-Jan-18 36161.64 0.000599 0.000177
25-Jan-18 36050.44 -0.003075 -0.003497
29-Jan-18 36283.25 0.006458 0.006036
30-Jan-18 36033.73 -0.006877 -0.007299
31-Jan-18 35965.02 -0.001907 -0.002329
1-Feb-18 35906.66 -0.001623 -0.002045
2-Feb-18 35066.75 -0.023391 -0.023814
5-Feb-18 34757.16 -0.008829 -0.009251
6-Feb-18 34195.94 -0.016147 -0.016569
7-Feb-18 34082.71 -0.003311 -0.003733
8-Feb-18 34413.16 0.009696 0.009273
9-Feb-18 34005.76 -0.011838 -0.012261
12-Feb-18 34300.47 0.008666 0.008244
14-Feb-18 34155.95 -0.004213 -0.004635
15-Feb-18 34297.47 0.004143 0.003721
16-Feb-18 34010.76 -0.008360 -0.008782
19-Feb-18 33774.66 -0.006942 -0.007364
20-Feb-18 33703.59 -0.002104 -0.002526
21-Feb-18 33844.86 0.004192 0.003769
22-Feb-18 33819.5 -0.000749 -0.001171
23-Feb-18 34142.15 0.009540 0.009118
27-Feb-18 34346.39 0.005982 0.005560
28-Feb-18 34184.04 -0.004727 -0.005149
1-Mar-18 34046.94 -0.004011 -0.004433
5-Mar-18 33746.78 -0.008816 -0.009238
6-Mar-18 33317.2 -0.012730 -0.013152
7-Mar-18 33033.09 -0.008527 -0.008950
8-Mar-18 33351.57 0.009641 0.009219
9-Mar-18 33307.14 -0.001332 -0.001754
12-Mar-18 33917.94 0.018338 0.017916
13-Mar-18 33856.78 -0.001803 -0.002225
14-Mar-18 33835.74 -0.000621 -0.001044
15-Mar-18 33685.54 -0.004439 -0.004861
16-Mar-18 33176 -0.015126 -0.015548
19-Mar-18 32923.12 -0.007622 -0.008044
20-Mar-18 32996.76 0.002237 0.001815
21-Mar-18 33136.18 0.004225 0.003803
22-Mar-18 33006.27 -0.003920 -0.004343
23-Mar-18 32596.54 -0.012414 -0.012836
26-Mar-18 33066.41 0.014415 0.013993
27-Mar-18 33174.39 0.003266 0.002843
28-Mar-18 32968.68 -0.006201 -0.006623

VARIANCE 0.000039
ANNUALIZED VARIANCE 0.009698
EXPECTED RETURN
0.052683
0.052781
Chart Title
1.2 1.4 1.6 1.8 2 2.2
Row 263 Row 264

BSE INDEX
(Zi-Zm)^2 (Xi-Xm)*(Zi-Zm) (Yi-Ym)*(Zi-Zm)
0.000003 -0.000013 0.000055

0.000004 -0.000028 0.000026
0.000061 0.000080 -0.000073
0.000023 0.000059 -0.000026
0.000046 0.000038 0.000051
0.000028 -0.000006 0.000101
0.000043 -0.000002 0.000045
0.000004 0.000006 0.000009
0.000013 0.000040 -0.000011
0.000010 -0.000008 -0.000048
0.000006 0.000045 -0.000014
0.000090 -0.000134 -0.000015
0.000086 -0.000110 0.000018
0.000035 0.000015 0.000029
0.000015 -0.000008 0.000006
0.000017 0.000062 -0.000015
0.000000 0.000002 0.000004
0.000002 0.000009 0.000014
0.000054 0.000071 -0.000043
0.000086 0.000161 0.000177
0.000003 0.000028 0.000132
0.000000 -0.000009 0.000001
0.000102 0.000152 0.000420
0.000000 -0.000004 -0.000001
0.000006 -0.000042 -0.000042
0.000016 0.000001 -0.000280
0.000067 0.000677 0.000187
0.000004 0.000040 -0.000016
0.000060 0.000251 0.000012
0.000000 -0.000019 0.000006
0.000009 -0.000031 -0.000003
0.000051 -0.000046 0.000272
0.000006 0.000081 0.000168
0.000207 0.000141 0.000111
0.000074 0.000646 0.000028
0.000005 0.000002 -0.000015
0.000001 -0.000004 -0.000004
0.000001 0.000015 -0.000013
0.000000 0.000006 0.000003
0.000015 -0.000024 0.000010
0.000001 0.000009 0.000015
0.000018 0.000043 0.000080
0.000005 0.000027 -0.000031
0.000005 0.000006 -0.000016
0.000001 -0.000006 -0.000007
0.000033 0.000057 0.000006
0.000000 -0.000001 0.000000
0.000002 -0.000004 -0.000029
0.000009 0.000011 0.000021
0.000001 0.000005 -0.000017
0.000061 0.000003 0.000207
0.000001 -0.000001 -0.000024
0.000001 0.000007 0.000013
0.000000 0.000001 0.000001
0.000028 0.000055 0.000059
0.000038 0.000142 -0.000142
0.000020 0.000067 -0.000126
0.000000 0.000002 0.000003
0.000003 -0.000023 0.000016
0.000086 0.000183 0.000056
0.000001 -0.000010 0.000014
0.000001 0.000008 -0.000004
0.000013 -0.000028 -0.000044
0.000000 0.000007 -0.000008
0.000119 -0.000027 0.000531
0.000000 -0.000003 -0.000020
0.000002 0.000011 0.000019
0.000047 -0.000146 0.000170
0.000001 -0.000011 -0.000011
0.000002 -0.000010 0.000004
0.000138 0.000104 0.000230
0.000053 -0.000079 0.000657
0.000004 0.000010 0.000003
0.000012 -0.000005 -0.000108
0.000040 -0.000041 -0.000003
0.000001 0.000008 -0.000063
0.000019 0.000018 -0.000140
0.000000 0.000005 0.000008
0.000007 -0.000029 -0.000085
0.000035 -0.000019 -0.000188
0.000002 -0.000005 0.000001
0.000012 0.000028 0.000011
0.000060 -0.000040 -0.000090
0.000005 -0.000015 -0.000016
0.000004 -0.000083 -0.000009
0.000072 0.000202 0.000108
0.000052 0.000052 0.000062
0.000078 0.000281 0.000303
0.000110 -0.000319 0.000196
0.000051 0.000138 0.000009
0.000096 -0.000025 0.000070
0.000000 -0.000002 0.000010
0.000080 -0.000001 -0.000086
0.000078 0.000024 0.000117
0.000000 0.000004 -0.000008
0.000071 0.000245 0.000254
0.000000 0.000012 -0.000003
0.000020 -0.000023 -0.000012
0.000140 0.000253 0.000302
0.000061 0.000172 0.000041
0.000005 -0.000013 0.000078
0.000022 -0.000024 -0.000107
0.000041 0.000058 0.000132
0.000009 -0.000027 -0.000080
0.000026 0.000001 0.000173
0.000000 -0.000004 0.000005
0.000000 -0.000003 -0.000004
0.000033 -0.000006 -0.000078
0.000068 -0.000065 0.000022
0.000000 0.000001 0.000021
0.000002 -0.000003 -0.000013
0.000000 0.000002 -0.000014
0.000018 -0.000017 0.000156
0.000001 0.000009 -0.000006
0.000000 0.000002 0.000016
0.000002 0.000007 -0.000003
0.000203 -0.000032 0.000371
0.000094 0.000069 0.000253
0.000002 0.000012 0.000002
0.000206 0.000026 0.000111
0.000012 0.000006 0.000007
0.000000 0.000001 -0.000009
0.000041 -0.000068 -0.000119
0.000026 -0.000013 -0.000110
0.000009 -0.000023 0.000021
0.000044 -0.000022 0.000010
0.000000 0.000000 0.000004
0.000004 -0.000019 -0.000035
0.000011 0.000008 0.000013
0.000111 -0.000040 0.000269
0.000054 -0.000020 0.000436
0.000033 -0.000055 0.000304
0.000001 0.000005 -0.000098
0.000001 0.000007 0.000018
0.000041 -0.000093 -0.000177
0.000010 -0.000016 0.000247
0.000007 -0.000014 0.000009
0.000167 -0.000096 0.000081
0.000008 0.000027 -0.000062
0.000000 0.000000 0.000005
0.000008 -0.000003 0.000053
0.000004 0.000036 0.000038
0.000126 0.000146 0.000739
0.000002 -0.000003 -0.000094
0.000009 0.000180 -0.000013
0.000001 0.000037 -0.000047
0.000123 0.000522 0.000379
0.000025 -0.000086 -0.000067
0.000000 -0.000003 -0.000010
0.000002 -0.000015 0.000006
0.000078 0.000053 0.000318
0.000010 0.000062 0.000037
0.000035 0.000111 -0.000068
0.000103 0.000691 0.000262
0.000045 0.000101 -0.000048
0.000000 -0.000002 0.000006
0.000010 0.000049 -0.000009
0.000004 -0.000022 -0.000045
0.000000 -0.000005 -0.000009
0.000005 -0.000006 -0.000033
0.000001 -0.000004 0.000016
0.000013 0.000052 0.000040
0.000001 0.000007 0.000015
0.000194 0.000081 -0.000106
0.000099 0.000013 0.000115
0.000002 0.000021 -0.000004
0.000045 -0.000051 0.000017
0.000108 0.000095 0.000492
0.000076 0.000037 -0.000124
0.000033 -0.000068 -0.000023
0.000052 0.000108 0.000176
0.000032 -0.000265 0.000036
0.000030 0.000029 0.000062
0.000037 -0.000051 0.000007
0.000014 -0.000021 0.000034
0.000043 0.000084 0.000251
0.000005 0.000012 0.000007
0.000001 -0.000004 -0.000035
0.000025 0.000148 -0.000034
0.000003 0.000046 0.000018
0.000011 -0.000352 0.000019
0.000005 -0.000007 -0.000024
0.000033 -0.000071 0.000338
0.000058 -0.000011 0.000234
0.000000 0.000008 0.000017
0.000001 -0.000026 -0.000018
0.000023 0.000019 0.000092
0.000025 -0.000048 0.000534
0.000029 -0.000053 -0.000287
0.000005 -0.000038 -0.000018
0.000001 0.000021 0.000007
0.000003 -0.000043 -0.000005
0.000005 -0.000023 0.000029
0.000047 -0.000008 -0.000248
0.000006 0.000034 0.000049
0.000073 0.000099 0.000072
0.000022 0.000010 -0.000114
0.000045 0.000046 0.000094
0.000058 0.000268 -0.000201
0.000083 -0.000143 -0.000017
0.000000 0.000000 -0.000010
0.000012 -0.000012 -0.000041
0.000036 0.000022 -0.000097
0.000053 0.000058 -0.000032
0.000005 0.000016 0.000021
0.000004 -0.000048 0.000041
0.000567 0.001106 0.000806
0.000086 -0.000268 0.000030
0.000275 0.000439 0.000554
0.000014 0.000002 0.000039
0.000086 -0.000013 0.000183
0.000150 -0.000164 0.000256
0.000068 0.001251 0.000085
0.000021 0.000220 -0.000003
0.000014 -0.000064 -0.000081
0.000077 0.000226 0.000089
0.000054 -0.000102 -0.000050
0.000006 -0.000017 -0.000043
0.000014 0.000011 -0.000033
0.000001 -0.000004 0.000028
0.000083 0.000025 0.000108
0.000031 -0.000067 0.000146
0.000027 -0.000023 0.000039
0.000020 -0.000065 0.000036
0.000085 0.000139 0.000032
0.000173 0.000065 0.000117
0.000080 0.000128 0.000255
0.000085 -0.000089 -0.000010
0.000003 0.000005 0.000015
0.000321 -0.000138 -0.000054
0.000005 0.000000 -0.000060
0.000001 0.000004 -0.000009
0.000024 0.000028 0.000080
0.000242 0.000237 -0.000226
0.000065 0.000088 0.000351
0.000003 -0.000004 -0.000013
0.000014 -0.000035 0.000102
0.000019 0.000009 0.000087
0.000165 0.000267 -0.000027
0.000196 -0.000122 0.000470
0.000008 -0.000001 0.000015
0.000044 -0.000085 0.000401
COVARIANCE ( X,Z) 0.000032 COVARIANCE(Y,Z)

CORRELATION ( X,Z) 0.243726 CORRELATION(Y,Z)
0.000049
0.298240
3MINDIA
Date Adj Close Daily returns (Xi-Xm) (Xi-Xm)^2
2-Apr-18 20017.2
3-Apr-18 20111.5 0.004711 0.003783 0.000014
4-Apr-18 20147.6 0.001795 0.000867 0.000001
5-Apr-18 20642.25 0.024551 0.023623 0.000558
6-Apr-18 20736.35 0.004559 0.003631 0.000013
10-Apr-18 20620.25 -0.005599 -0.006527 0.000043
12-Apr-18 20585.8 -0.001671 -0.002599 0.000007
13-Apr-18 20997.2 0.019985 0.019057 0.000363
16-Apr-18 20512.55 -0.023082 -0.024009 0.000576
17-Apr-18 20542.4 0.001455 0.000527 0.000000
18-Apr-18 20688.1 0.007093 0.006165 0.000038
19-Apr-18 20650.1 -0.001837 -0.002765 0.000008
20-Apr-18 20500.25 -0.007257 -0.008184 0.000067
23-Apr-18 20481.45 -0.000917 -0.001845 0.000003
24-Apr-18 20335.65 -0.007119 -0.008046 0.000065
25-Apr-18 20456.15 0.005926 0.004998 0.000025
26-Apr-18 20515.1 0.002882 0.001954 0.000004
27-Apr-18 20495.5 -0.000955 -0.001883 0.000004
30-Apr-18 20482.35 -0.000642 -0.001569 0.000002
2-May-18 20629.05 0.007162 0.006234 0.000039
3-May-18 20565.65 -0.003073 -0.004001 0.000016
4-May-18 20470.6 -0.004622 -0.005550 0.000031
7-May-18 20461.1 -0.000464 -0.001392 0.000002
8-May-18 20605.95 0.007079 0.006151 0.000038
9-May-18 20560.95 -0.002184 -0.003112 0.000010
10-May-18 20169.35 -0.019046 -0.019974 0.000399
11-May-18 20299.25 0.006440 0.005513 0.000030
14-May-18 20497.5 0.009766 0.008839 0.000078
15-May-18 20266.4 -0.011275 -0.012202 0.000149
16-May-18 20301.85 0.001749 0.000821 0.000001
17-May-18 20075.8 -0.011134 -0.012062 0.000145
18-May-18 19848.1 -0.011342 -0.012270 0.000151
21-May-18 19302.5 -0.027489 -0.028417 0.000808
22-May-18 19416.55 0.005909 0.004981 0.000025
23-May-18 19562.3 0.007506 0.006579 0.000043
24-May-18 20088.45 0.026896 0.025968 0.000674
25-May-18 19941.5 -0.007315 -0.008243 0.000068
28-May-18 19933.95 -0.000379 -0.001306 0.000002
29-May-18 20040.4 0.005340 0.004412 0.000019
30-May-18 20030.2 -0.000509 -0.001437 0.000002
31-May-18 19397.95 -0.031565 -0.032493 0.001056
4-Jun-18 18827.85 -0.029390 -0.030318 0.000919
5-Jun-18 18661.95 -0.008811 -0.009739 0.000095
6-Jun-18 18432.25 -0.012308 -0.013236 0.000175
7-Jun-18 18521.5 0.004842 0.003914 0.000015
8-Jun-18 18954.7 0.023389 0.022461 0.000505
11-Jun-18 19047.6 0.004901 0.003973 0.000016
12-Jun-18 18836.1 -0.011104 -0.012032 0.000145
13-Jun-18 19184.1 0.018475 0.017547 0.000308
14-Jun-18 19662.05 0.024914 0.023986 0.000575
15-Jun-18 19700 0.001930 0.001002 0.000001
18-Jun-18 19420.25 -0.014201 -0.015128 0.000229
19-Jun-18 19251.2 -0.008705 -0.009633 0.000093
20-Jun-18 19831.2 0.030128 0.029200 0.000853
21-Jun-18 19887.15 0.002821 0.001893 0.000004
22-Jun-18 20016.65 0.006512 0.005584 0.000031
25-Jun-18 19785.8 -0.011533 -0.012461 0.000155
26-Jun-18 19808 0.001122 0.000194 0.000000
27-Jun-18 19678.9 -0.006518 -0.007445 0.000055
28-Jun-18 19361.95 -0.016106 -0.017034 0.000290
29-Jun-18 19629.7 0.013829 0.012901 0.000166
2-Jul-18 19800.05 0.008678 0.007750 0.000060
3-Jul-18 19692.8 -0.005417 -0.006344 0.000040
4-Jul-18 19519.85 -0.008782 -0.009710 0.000094
5-Jul-18 19635.1 0.005904 0.004976 0.000025
6-Jul-18 19831.55 0.010005 0.009077 0.000082
9-Jul-18 19894.3 0.003164 0.002236 0.000005
10-Jul-18 19956.2 0.003111 0.002184 0.000005
11-Jul-18 19897.9 -0.002921 -0.003849 0.000015
12-Jul-18 19874.65 -0.001168 -0.002096 0.000004
13-Jul-18 19905.4 0.001547 0.000619 0.000000
16-Jul-18 19706.75 -0.009980 -0.010908 0.000119
17-Jul-18 20247.9 0.027460 0.026532 0.000704
18-Jul-18 20360.1 0.005541 0.004613 0.000021
19-Jul-18 21672.05 0.064437 0.063509 0.004033
20-Jul-18 23233.2 0.072035 0.071107 0.005056
23-Jul-18 22786.3 -0.019235 -0.020163 0.000407
24-Jul-18 23622.1 0.036680 0.035752 0.001278
25-Jul-18 23756.95 0.005709 0.004781 0.000023
26-Jul-18 23702.75 -0.002281 -0.003209 0.000010
27-Jul-18 23501.95 -0.008472 -0.009399 0.000088
30-Jul-18 23228.2 -0.011648 -0.012576 0.000158
31-Jul-18 23436.1 0.008950 0.008022 0.000064
1-Aug-18 23378.9 -0.002441 -0.003369 0.000011
2-Aug-18 23304.25 -0.003193 -0.004121 0.000017
3-Aug-18 23939.9 0.027276 0.026348 0.000694
6-Aug-18 23971.55 0.001322 0.000394 0.000000
7-Aug-18 23590.9 -0.015879 -0.016807 0.000282
8-Aug-18 23863.5 0.011555 0.010627 0.000113
9-Aug-18 24052.1 0.007903 0.006975 0.000049
10-Aug-18 24426.95 0.015585 0.014657 0.000215
13-Aug-18 25033.75 0.024841 0.023914 0.000572
14-Aug-18 24929.3 -0.004172 -0.005100 0.000026
16-Aug-18 25248.2 0.012792 0.011864 0.000141
17-Aug-18 25361.15 0.004474 0.003546 0.000013
20-Aug-18 26006.55 0.025448 0.024521 0.000601
21-Aug-18 25884.05 -0.004710 -0.005638 0.000032
23-Aug-18 25895.15 0.000429 -0.000499 0.000000
24-Aug-18 25385.45 -0.019683 -0.020611 0.000425
27-Aug-18 25711.15 0.012830 0.011902 0.000142
28-Aug-18 25664.55 -0.001812 -0.002740 0.000008
29-Aug-18 25621.95 -0.001660 -0.002588 0.000007
30-Aug-18 26052.8 0.016816 0.015888 0.000252
31-Aug-18 26109.6 0.002180 0.001252 0.000002
3-Sep-18 26036.6 -0.002796 -0.003724 0.000014
4-Sep-18 25409.4 -0.024089 -0.025017 0.000626
5-Sep-18 25274.15 -0.005323 -0.006251 0.000039
6-Sep-18 25640.35 0.014489 0.013561 0.000184
7-Sep-18 25444 -0.007658 -0.008586 0.000074
10-Sep-18 25359.85 -0.003307 -0.004235 0.000018
11-Sep-18 24993.05 -0.014464 -0.015392 0.000237
12-Sep-18 25248.95 0.010239 0.009311 0.000087
14-Sep-18 25126.75 -0.004840 -0.005768 0.000033
17-Sep-18 25223.7 0.003858 0.002931 0.000009
18-Sep-18 25416.45 0.007642 0.006714 0.000045
19-Sep-18 24412.15 -0.039514 -0.040442 0.001636
21-Sep-18 24217.45 -0.007976 -0.008903 0.000079
24-Sep-18 23130.9 -0.044866 -0.045794 0.002097
25-Sep-18 22950.55 -0.007797 -0.008725 0.000076
26-Sep-18 22889.15 -0.002675 -0.003603 0.000013
27-Sep-18 22664.9 -0.009797 -0.010725 0.000115
28-Sep-18 22440.3 -0.009910 -0.010837 0.000117
1-Oct-18 22987.2 0.024371 0.023443 0.000550
3-Oct-18 22512.15 -0.020666 -0.021594 0.000466
4-Oct-18 22487.4 -0.001099 -0.002027 0.000004
5-Oct-18 21980.95 -0.022522 -0.023449 0.000550
8-Oct-18 21662.85 -0.014472 -0.015399 0.000237
9-Oct-18 21475.25 -0.008660 -0.009588 0.000092
10-Oct-18 22447.55 0.045275 0.044348 0.001967
11-Oct-18 21942.85 -0.022484 -0.023411 0.000548
12-Oct-18 22415.15 0.021524 0.020596 0.000424
15-Oct-18 22829.85 0.018501 0.017573 0.000309
16-Oct-18 22751.7 -0.003423 -0.004351 0.000019
17-Oct-18 21796.3 -0.041992 -0.042920 0.001842
19-Oct-18 21693 -0.004739 -0.005667 0.000032
22-Oct-18 20837.9 -0.039418 -0.040346 0.001628
23-Oct-18 19529.95 -0.062768 -0.063696 0.004057
24-Oct-18 19842.1 0.015983 0.015055 0.000227
25-Oct-18 19613.7 -0.011511 -0.012439 0.000155
26-Oct-18 19307.7 -0.015601 -0.016529 0.000273
29-Oct-18 19733 0.022027 0.021100 0.000445
30-Oct-18 20212.85 0.024317 0.023389 0.000547
31-Oct-18 19853.35 -0.017786 -0.018714 0.000350
1-Nov-18 19932.6 0.003992 0.003064 0.000009
2-Nov-18 20247.6 0.015803 0.014875 0.000221
5-Nov-18 20155.25 -0.004561 -0.005489 0.000030
6-Nov-18 19855.55 -0.014870 -0.015797 0.000250
7-Nov-18 20346.7 0.024736 0.023808 0.000567
9-Nov-18 20449.85 0.005070 0.004142 0.000017
12-Nov-18 20386.6 -0.003093 -0.004021 0.000016
13-Nov-18 20500.7 0.005597 0.004669 0.000022
14-Nov-18 20733.55 0.011358 0.010430 0.000109
15-Nov-18 20685.45 -0.002320 -0.003248 0.000011
16-Nov-18 20623 -0.003019 -0.003947 0.000016
19-Nov-18 20414.1 -0.010129 -0.011057 0.000122
20-Nov-18 20318.5 -0.004683 -0.005611 0.000031
21-Nov-18 20741.6 0.020823 0.019896 0.000396
22-Nov-18 20789.4 0.002305 0.001377 0.000002
26-Nov-18 20806.6 0.000827 -0.000100 0.000000
27-Nov-18 20733.9 -0.003494 -0.004422 0.000020
28-Nov-18 20833.9 0.004823 0.003895 0.000015
29-Nov-18 20759.1 -0.003590 -0.004518 0.000020
30-Nov-18 21589 0.039978 0.039050 0.001525
3-Dec-18 21996.35 0.018868 0.017941 0.000322
4-Dec-18 22433.15 0.019858 0.018930 0.000358
5-Dec-18 22163.5 -0.012020 -0.012948 0.000168
6-Dec-18 21568.85 -0.026830 -0.027758 0.000771
7-Dec-18 21685.7 0.005418 0.004490 0.000020
10-Dec-18 20967.25 -0.033130 -0.034058 0.001160
11-Dec-18 21003.35 0.001722 0.000794 0.000001
12-Dec-18 22417.8 0.067344 0.066416 0.004411
13-Dec-18 23428.2 0.045071 0.044143 0.001949
14-Dec-18 23027.85 -0.017088 -0.018016 0.000325
17-Dec-18 22960.45 -0.002927 -0.003855 0.000015
18-Dec-18 22905.75 -0.002382 -0.003310 0.000011
19-Dec-18 22939.15 0.001458 0.000530 0.000000
20-Dec-18 22578.5 -0.015722 -0.016650 0.000277
21-Dec-18 22095.3 -0.021401 -0.022329 0.000499
24-Dec-18 21590.05 -0.022867 -0.023795 0.000566
26-Dec-18 20760.25 -0.038434 -0.039362 0.001549
28-Dec-18 20970 0.010103 0.009176 0.000084
31-Dec-18 20850.8 -0.005684 -0.006612 0.000044
1-Jan-19 20670.75 -0.008635 -0.009563 0.000091
2-Jan-19 20004.2 -0.032246 -0.033174 0.001101
3-Jan-19 20017.7 0.000675 -0.000253 0.000000
4-Jan-19 20392.9 0.018743 0.017816 0.000317
7-Jan-19 20451.15 0.002856 0.001929 0.000004
8-Jan-19 20376.5 -0.003650 -0.004578 0.000021
9-Jan-19 20181.55 -0.009567 -0.010495 0.000110
10-Jan-19 20680.65 0.024731 0.023803 0.000567
11-Jan-19 20834.1 0.007420 0.006492 0.000042
14-Jan-19 20610.15 -0.010749 -0.011677 0.000136
15-Jan-19 20867.4 0.012482 0.011554 0.000133
16-Jan-19 20708 -0.007639 -0.008567 0.000073
17-Jan-19 20789.3 0.003926 0.002998 0.000009
18-Jan-19 20954.75 0.007958 0.007031 0.000049
21-Jan-19 20844.35 -0.005268 -0.006196 0.000038
22-Jan-19 20681.95 -0.007791 -0.008719 0.000076
23-Jan-19 20643.6 -0.001854 -0.002782 0.000008
24-Jan-19 20658.8 0.000736 -0.000192 0.000000
25-Jan-19 20525 -0.006477 -0.007404 0.000055
28-Jan-19 19885.95 -0.031135 -0.032063 0.001028
29-Jan-19 20083.05 0.009912 0.008984 0.000081
30-Jan-19 20152.75 0.003471 0.002543 0.000006
31-Jan-19 20127.25 -0.001265 -0.002193 0.000005
1-Feb-19 20272.35 0.007209 0.006281 0.000039
4-Feb-19 20606.7 0.016493 0.015565 0.000242
5-Feb-19 20510.6 -0.004664 -0.005591 0.000031
6-Feb-19 20559.7 0.002394 0.001466 0.000002
7-Feb-19 21042.55 0.023485 0.022557 0.000509
8-Feb-19 21337.05 0.013995 0.013068 0.000171
11-Feb-19 21657 0.014995 0.014067 0.000198
12-Feb-19 21190.75 -0.021529 -0.022457 0.000504
13-Feb-19 20794.3 -0.018709 -0.019636 0.000386
14-Feb-19 21360.8 0.027243 0.026315 0.000692
15-Feb-19 20883.15 -0.022361 -0.023289 0.000542
18-Feb-19 22173.25 0.061777 0.060849 0.003703
19-Feb-19 21877.9 -0.013320 -0.014248 0.000203
20-Feb-19 21967.05 0.004075 0.003147 0.000010
21-Feb-19 22719.7 0.034263 0.033335 0.001111
22-Feb-19 23285.6 0.024908 0.023980 0.000575
25-Feb-19 23698.15 0.017717 0.016789 0.000282
26-Feb-19 22897.2 -0.033798 -0.034726 0.001206
27-Feb-19 22752.2 -0.006333 -0.007260 0.000053
28-Feb-19 22837.5 0.003749 0.002821 0.000008
1-Mar-19 22985.95 0.006500 0.005572 0.000031
6-Mar-19 23289.65 0.013212 0.012285 0.000151
7-Mar-19 23818.85 0.022723 0.021795 0.000475
8-Mar-19 24818.85 0.041984 0.041056 0.001686
11-Mar-19 24624.2 -0.007843 -0.008771 0.000077
12-Mar-19 24467.1 -0.006380 -0.007308 0.000053
13-Mar-19 24282.2 -0.007557 -0.008485 0.000072
14-Mar-19 23896.65 -0.015878 -0.016806 0.000282
15-Mar-19 23770.1 -0.005296 -0.006224 0.000039
18-Mar-19 23246.4 -0.022032 -0.022960 0.000527
19-Mar-19 23474.55 0.009814 0.008887 0.000079
20-Mar-19 23461.7 -0.000547 -0.001475 0.000002
22-Mar-19 23525.85 0.002734 0.001806 0.000003
25-Mar-19 24074.8 0.023334 0.022406 0.000502
26-Mar-19 23964.7 -0.004573 -0.005501 0.000030
27-Mar-19 23732.95 -0.009670 -0.010598 0.000112
28-Mar-19 23950.65 0.009173 0.008245 0.000068
29-Mar-19 24067.9 0.004895 0.003968 0.000016

VARIANCE 0.000333

WEIGHT OF C1 0.152899
WEIGHT OF INDEX 0.847101
RETURN 0.184532
RISK 0.124522

RETURN 0.083175
RISK 0.274216

RETURN 0.139458
RISK 0.124098
VODAFONE IDEA
Date Adj Close Daily returns (Yi-Ym)
2-Apr-18 77.6
3-Apr-18 77.45 -0.001933 0.003170
4-Apr-18 76.55 -0.011620 -0.006518
5-Apr-18 77 0.005879 0.010981
6-Apr-18 74.9 -0.027273 -0.022170
10-Apr-18 73.95 -0.012684 -0.007581
12-Apr-18 73.05 -0.012170 -0.007068
13-Apr-18 72.2 -0.011636 -0.006533
16-Apr-18 71.25 -0.013158 -0.008055
17-Apr-18 71.4 0.002105 0.007208
18-Apr-18 71.65 0.003501 0.008604
19-Apr-18 71.1 -0.007676 -0.002573
20-Apr-18 70.8 -0.004219 0.000883
23-Apr-18 71.65 0.012006 0.017108
24-Apr-18 71.1 -0.007676 -0.002573
25-Apr-18 71.35 0.003516 0.008619
26-Apr-18 68.35 -0.042046 -0.036943
27-Apr-18 68.8 0.006584 0.011687
30-Apr-18 69.05 0.003634 0.008737
2-May-18 67.2 -0.026792 -0.021689
3-May-18 63.9 -0.049107 -0.044004
4-May-18 62.5 -0.021909 -0.016806
7-May-18 62.45 -0.000800 0.004303
8-May-18 61.25 -0.019215 -0.014113
9-May-18 60.7 -0.008980 -0.003877
10-May-18 58.35 -0.038715 -0.033612
11-May-18 51.45 -0.118252 -0.113149
14-May-18 51.75 0.005831 0.010934
15-May-18 53.05 0.025121 0.030224
16-May-18 52.75 -0.005655 -0.000552
17-May-18 52.7 -0.000948 0.004155
18-May-18 52.1 -0.011385 -0.006282
21-May-18 52.8 0.013436 0.018539
22-May-18 55 0.041667 0.046769
23-May-18 54.65 -0.006364 -0.001261
24-May-18 56.85 0.040256 0.045359
25-May-18 59.7 0.050132 0.055235
28-May-18 61.2 0.025126 0.030228
29-May-18 62.2 0.016340 0.021443
30-May-18 61.75 -0.007235 -0.002132
31-May-18 61.65 -0.001619 0.003483
4-Jun-18 62.75 0.017843 0.022945
5-Jun-18 56.5 -0.099602 -0.094499
6-Jun-18 59.05 0.045133 0.050236
7-Jun-18 61.5 0.041490 0.046593
8-Jun-18 63.95 0.039837 0.044940
11-Jun-18 63.7 -0.003909 0.001194
12-Jun-18 65.1 0.021978 0.027081
13-Jun-18 61.65 -0.052995 -0.047893
14-Jun-18 62.7 0.017032 0.022134
15-Jun-18 60.6 -0.033493 -0.028390
18-Jun-18 62.25 0.027228 0.032331
19-Jun-18 61.8 -0.007229 -0.002126
20-Jun-18 61.5 -0.004854 0.000248
21-Jun-18 60.7 -0.013008 -0.007905
22-Jun-18 60.55 -0.002471 0.002632
25-Jun-18 56.2 -0.071841 -0.066739
26-Jun-18 57.9 0.030249 0.035352
27-Jun-18 55.6 -0.039724 -0.034621
28-Jun-18 56.75 0.020683 0.025786
29-Jun-18 59.25 0.044053 0.049156
2-Jul-18 57 -0.037975 -0.032872
3-Jul-18 56.9 -0.001754 0.003348
4-Jul-18 55.15 -0.030756 -0.025653
5-Jul-18 54.45 -0.012693 -0.007590
6-Jul-18 54.6 0.002755 0.007858
9-Jul-18 54.55 -0.000916 0.004187
10-Jul-18 55.7 0.021082 0.026184
11-Jul-18 54.15 -0.027828 -0.022725
12-Jul-18 54.3 0.002770 0.007873
13-Jul-18 53.15 -0.021179 -0.016076
16-Jul-18 52.2 -0.017874 -0.012771
17-Jul-18 52.45 0.004789 0.009892
18-Jul-18 50 -0.046711 -0.041608
19-Jul-18 50.4 0.008000 0.013103
20-Jul-18 51.05 0.012897 0.018000
23-Jul-18 52.65 0.031342 0.036445
24-Jul-18 56.5 0.073124 0.078227
25-Jul-18 54.95 -0.027434 -0.022331
26-Jul-18 56.95 0.036397 0.041500
27-Jul-18 56.4 -0.009658 -0.004555
30-Jul-18 58.45 0.036348 0.041450
31-Jul-18 54.9 -0.060736 -0.055633
1-Aug-18 53.6 -0.023679 -0.018577
2-Aug-18 54.4 0.014925 0.020028
3-Aug-18 55.15 0.013787 0.018890
6-Aug-18 54.9 -0.004533 0.000570
7-Aug-18 54.95 0.000911 0.006014
8-Aug-18 55.3 0.006369 0.011472
9-Aug-18 56.3 0.018083 0.023186
10-Aug-18 54.35 -0.034636 -0.029533
13-Aug-18 52.6 -0.032199 -0.027096
14-Aug-18 52.1 -0.009506 -0.004403
16-Aug-18 50.55 -0.029750 -0.024648
17-Aug-18 50.95 0.007913 0.013016
20-Aug-18 53.4 0.048086 0.053189
21-Aug-18 52.85 -0.010300 -0.005197
23-Aug-18 52.75 -0.001892 0.003211
24-Aug-18 52.2 -0.010427 -0.005324
27-Aug-18 51.55 -0.012452 -0.007349
28-Aug-18 51.2 -0.006790 -0.001687
29-Aug-18 49.5 -0.033203 -0.028100
30-Aug-18 49.85 0.007071 0.012174
31-Aug-18 49.5 -0.007021 -0.001918
3-Sep-18 51.05 0.031313 0.036416
4-Sep-18 49.5 -0.030362 -0.025260
5-Sep-18 47.9 -0.032323 -0.027220
6-Sep-18 46.65 -0.026096 -0.020993
7-Sep-18 46.95 0.006431 0.011534
10-Sep-18 47.75 0.017039 0.022142
11-Sep-18 46.2 -0.032461 -0.027358
12-Sep-18 46.25 0.001082 0.006185
14-Sep-18 46.4 0.003243 0.008346
17-Sep-18 47.65 0.026940 0.032042
18-Sep-18 46.2 -0.030430 -0.025327
19-Sep-18 45.8 -0.008658 -0.003555
21-Sep-18 45.35 -0.009825 -0.004722
24-Sep-18 42.15 -0.070562 -0.065459
25-Sep-18 40.5 -0.039146 -0.034043
26-Sep-18 41.45 0.023457 0.028560
27-Sep-18 38.6 -0.068758 -0.063655
28-Sep-18 38.45 -0.003886 0.001217
1-Oct-18 38.8 0.009103 0.014206
3-Oct-18 36.8 -0.051546 -0.046444
4-Oct-18 33.85 -0.080163 -0.075060
5-Oct-18 33.55 -0.008863 -0.003760
8-Oct-18 33.65 0.002981 0.008083
9-Oct-18 34.45 0.023774 0.028877
10-Oct-18 36 0.044993 0.050096
11-Oct-18 34.55 -0.040278 -0.035175
12-Oct-18 35.9 0.039074 0.044177
15-Oct-18 36.7 0.022284 0.027387
16-Oct-18 37.05 0.009537 0.014640
17-Oct-18 37.8 0.020243 0.025346
19-Oct-18 36.5 -0.034392 -0.029289
22-Oct-18 35.1 -0.038356 -0.033253
23-Oct-18 35.4 0.008547 0.013650
24-Oct-18 36.25 0.024011 0.029114
25-Oct-18 37.25 0.027586 0.032689
26-Oct-18 36.95 -0.008054 -0.002951
29-Oct-18 37.7 0.020298 0.025401
30-Oct-18 38.95 0.033156 0.038259
31-Oct-18 38.6 -0.008986 -0.003883
1-Nov-18 38.85 0.006477 0.011580
2-Nov-18 40.65 0.046332 0.051435
5-Nov-18 41.6 0.023370 0.028473
6-Nov-18 42.1 0.012019 0.017122
7-Nov-18 42.2 0.002375 0.007478
9-Nov-18 42.1 -0.002370 0.002733
12-Nov-18 40.9 -0.028504 -0.023401
13-Nov-18 40.7 -0.004890 0.000213
14-Nov-18 41.45 0.018428 0.023530
15-Nov-18 36.85 -0.110977 -0.105874
16-Nov-18 42.9 0.164179 0.169282
19-Nov-18 42.65 -0.005828 -0.000725
20-Nov-18 42.3 -0.008206 -0.003103
21-Nov-18 44.4 0.049645 0.054748
22-Nov-18 41.1 -0.074324 -0.069221
26-Nov-18 39.95 -0.027981 -0.022878
27-Nov-18 38.8 -0.028786 -0.023683
28-Nov-18 37.9 -0.023196 -0.018093
29-Nov-18 37.75 -0.003958 0.001145
30-Nov-18 35.45 -0.060927 -0.055824
3-Dec-18 35.6 0.004231 0.009334
4-Dec-18 35.2 -0.011236 -0.006133
5-Dec-18 34.05 -0.032670 -0.027568
6-Dec-18 33.55 -0.014684 -0.009581
7-Dec-18 33.8 0.007452 0.012554
10-Dec-18 32.95 -0.025148 -0.020045
11-Dec-18 34.25 0.039454 0.044557
12-Dec-18 34.6 0.010219 0.015322
13-Dec-18 34.9 0.008671 0.013773
14-Dec-18 36.15 0.035817 0.040919
17-Dec-18 36.3 0.004149 0.009252
18-Dec-18 37.2 0.024793 0.029896
19-Dec-18 37.75 0.014785 0.019888
20-Dec-18 38.15 0.010596 0.015699
21-Dec-18 38.2 0.001311 0.006413
24-Dec-18 37.35 -0.022251 -0.017148
26-Dec-18 37.25 -0.002677 0.002425
28-Dec-18 37.6 0.009396 0.014499
31-Dec-18 37.7 0.002660 0.007762
1-Jan-19 37.75 0.001326 0.006429
2-Jan-19 36.8 -0.025166 -0.020063
3-Jan-19 36.05 -0.020380 -0.015278
4-Jan-19 36.25 0.005548 0.010651
7-Jan-19 36.6 0.009655 0.014758
8-Jan-19 37.05 0.012295 0.017398
9-Jan-19 36.95 -0.002699 0.002404
10-Jan-19 37.05 0.002706 0.007809
11-Jan-19 36.85 -0.005398 -0.000295
14-Jan-19 35.95 -0.024423 -0.019321
15-Jan-19 36.25 0.008345 0.013448
16-Jan-19 36.4 0.004138 0.009241
17-Jan-19 36.85 0.012363 0.017465
18-Jan-19 35.2 -0.044776 -0.039673
21-Jan-19 32.85 -0.066761 -0.061659
22-Jan-19 33.45 0.018265 0.023368
23-Jan-19 33.75 0.008969 0.014071
24-Jan-19 33.9 0.004444 0.009547
25-Jan-19 32.8 -0.032448 -0.027346
28-Jan-19 31.1 -0.051829 -0.046726
29-Jan-19 30.7 -0.012862 -0.007759
30-Jan-19 30.45 -0.008143 -0.003040
31-Jan-19 30.1 -0.011494 -0.006391
1-Feb-19 30.85 0.024917 0.030020
4-Feb-19 29.95 -0.029173 -0.024071
5-Feb-19 30.3 0.011686 0.016789
6-Feb-19 29.8 -0.016502 -0.011399
7-Feb-19 32.25 0.082215 0.087318
8-Feb-19 30.4 -0.057364 -0.052262
11-Feb-19 31 0.019737 0.024840
12-Feb-19 29.5 -0.048387 -0.043284
13-Feb-19 30.45 0.032203 0.037306
14-Feb-19 31.4 0.031199 0.036302
15-Feb-19 30.05 -0.042994 -0.037891
18-Feb-19 30.55 0.016639 0.021742
19-Feb-19 30.35 -0.006547 -0.001444
20-Feb-19 30.7 0.011532 0.016635
21-Feb-19 31 0.009772 0.014875
22-Feb-19 30.4 -0.019355 -0.014252
25-Feb-19 30.5 0.003289 0.008392
26-Feb-19 29.8 -0.022951 -0.017848
27-Feb-19 29.5 -0.010067 -0.004964
28-Feb-19 29.8 0.010169 0.015272
1-Mar-19 29.9 0.003356 0.008459
6-Mar-19 31.2 0.043478 0.048581
7-Mar-19 31.95 0.024038 0.029141
8-Mar-19 32.4 0.014085 0.019187
11-Mar-19 34.15 0.054012 0.059115
12-Mar-19 34.25 0.002928 0.008031
13-Mar-19 33.95 -0.008759 -0.003656
14-Mar-19 33.75 -0.005891 -0.000788
15-Mar-19 33.85 0.002963 0.008066
18-Mar-19 32.2 -0.048744 -0.043642
19-Mar-19 32 -0.006211 -0.001108
20-Mar-19 33 0.031250 0.036353
22-Mar-19 32.1 -0.027273 -0.022170
25-Mar-19 30.2 -0.059190 -0.054087
26-Mar-19 29.6 -0.019868 -0.014765
27-Mar-19 28.45 -0.038851 -0.033749
28-Mar-19 29 0.019332 0.024435
29-Mar-19 18.15 -0.374138 -0.369035

VARIANCE 0.001558
SK - C1 AND INDEX BETA

0.152899 C1 0.003227
0.847101 C2 0.004637
0.184532
0.124522
CAPM
C1 0.052886
C2 0.053055
RISK - C1 AND C2
0.824123
0.175877
0.083175
0.274216
BETA EXPECTED RETURN

C1 0.003227 0.052886
SK - C2 AND INDEX C2 0.004637 0.053055
0.037065
0.962935
0.139458 Chart Title
0.124098
0.060000
0.050000
0.040000
0.030000
0.020000
0.010000
0.000000
0.8 1 1.2 1.4 1.6 1.8 2 2.2
0.040000
0.030000
0.020000
0.010000
0.000000
0.8 1 1.2 1.4 1.6 1.8 2 2.2
Row 263 Row 264

FONE IDEA BSE index
(Yi-Ym)^2 (Xi-Xm)*(Yi-Ym) Date Close Daily returns
4/2/2018 33255.36
0.000010 0.00001 4/3/2018 33370.63 0.003466
0.000042 -0.00001 4/4/2018 33019.07 -0.010535
0.000121 0.00026 4/5/2018 33596.8 0.017497
0.000492 -0.00008 4/6/2018 33626.97 0.000898
0.000057 0.00005 4/10/2018 33880.25 0.007532
0.000050 0.00002 4/12/2018 34101.13 0.006519
0.000043 -0.00012 4/13/2018 34192.65 0.002684
0.000065 0.00019 4/16/2018 34305.43 0.003298
0.000052 0.00000 4/17/2018 34395.06 0.002613
0.000074 0.00005 4/18/2018 34331.68 -0.001843
0.000007 0.00001 4/19/2018 34427.29 0.002785
0.000001 -0.00001 4/20/2018 34415.58 -0.000340
0.000293 -0.00003 4/23/2018 34450.77 0.001023
0.000007 0.00002 4/24/2018 34616.64 0.004815
0.000074 0.00004 4/25/2018 34501.27 -0.003333
0.001365 -0.00007 4/26/2018 34713.6 0.006154
0.000137 -0.00002 4/27/2018 34969.7 0.007378
0.000076 -0.00001 4/30/2018 35160.36 0.005452
0.000470 -0.00014 5/2/2018 35176.42 0.000457
0.001936 0.00018 5/3/2018 35103.14 -0.002083
0.000282 0.00009 5/4/2018 34915.38 -0.005349
0.000019 -0.00001 5/7/2018 35208.14 0.008385
0.000199 -0.00009 5/8/2018 35216.32 0.000232
0.000015 0.00001 5/9/2018 35319.35 0.002926
0.001130 0.00067 5/10/2018 35246.27 -0.002069
0.012803 -0.00062 5/11/2018 35535.79 0.008214
0.000120 0.00010 5/14/2018 35556.71 0.000589
0.000913 -0.00037 5/15/2018 35543.94 -0.000359
0.000000 0.00000 5/16/2018 35387.88 -0.004391
0.000017 -0.00005 5/17/2018 35149.12 -0.006747
0.000039 0.00008 5/18/2018 34848.3 -0.008558
0.000344 -0.00053 5/21/2018 34616.13 -0.006662
0.002187 0.00023 5/22/2018 34651.24 0.001014
0.000002 -0.00001 5/23/2018 34344.91 -0.008840
0.002057 0.00118 5/24/2018 34663.11 0.009265
0.003051 -0.00046 5/25/2018 34924.87 0.007552
0.000914 -0.00004 5/28/2018 35165.48 0.006889
0.000460 0.00009 5/29/2018 34949.24 -0.006149
0.000005 0.00000 5/30/2018 34906.11 -0.001234
0.000012 -0.00011 5/31/2018 35322.38 0.011925
0.000526 -0.00070 6/4/2018 35011.89 -0.008790
0.008930 0.00092 6/5/2018 34903.21 -0.003104
0.002524 -0.00066 6/6/2018 35178.88 0.007898
0.002171 0.00018 6/7/2018 35463.08 0.008079
0.002020 0.00101 6/8/2018 35443.67 -0.000547
0.000001 0.00000 6/11/2018 35483.47 0.001123
0.000733 -0.00033 6/12/2018 35692.52 0.005891
0.002294 -0.00084 6/13/2018 35739.16 0.001307
0.000490 0.00053 6/14/2018 35599.82 -0.003899
0.000806 -0.00003 6/15/2018 35622.14 0.000627
0.001045 -0.00049 6/18/2018 35548.26 -0.002074
0.000005 0.00002 6/19/2018 35286.74 -0.007357
0.000000 0.00001 6/20/2018 35547.33 0.007385
0.000062 -0.00001 6/21/2018 35432.39 -0.003233
0.000007 0.00001 6/22/2018 35689.6 0.007259
0.004454 0.00083 6/25/2018 35470.35 -0.006143
0.001250 0.00001 6/26/2018 35490.04 0.000555
0.001199 0.00026 6/27/2018 35217.11 -0.007690
0.000665 -0.00044 6/28/2018 35037.64 -0.005096
0.002416 0.00063 6/29/2018 35423.48 0.011012
0.001081 -0.00025 7/2/2018 35264.41 -0.004491
0.000011 -0.00002 7/3/2018 35378.6 0.003238
0.000658 0.00025 7/4/2018 35645.4 0.007541
0.000058 -0.00004 7/5/2018 35574.55 -0.001988
0.000062 0.00007 7/6/2018 35657.86 0.002342
0.000018 0.00001 7/9/2018 35934.72 0.007764
0.000686 0.00006 7/10/2018 36239.62 0.008485
0.000516 0.00009 7/11/2018 36265.93 0.000726
0.000062 -0.00002 7/12/2018 36548.41 0.007789
0.000258 -0.00001 7/13/2018 36541.63 -0.000186
0.000163 0.00014 7/16/2018 36323.77 -0.005962
0.000098 0.00026 7/17/2018 36519.96 0.005401
0.001731 -0.00019 7/18/2018 36373.44 -0.004012
0.000172 0.00083 7/19/2018 36351.23 -0.000611
0.000324 0.00128 7/20/2018 36496.37 0.003993
0.001328 -0.00073 7/23/2018 36718.6 0.006089
0.006120 0.00280 7/24/2018 36825.1 0.002900
0.000499 -0.00011 7/25/2018 36858.23 0.000900
0.001722 -0.00013 7/26/2018 36984.64 0.003430
0.000021 0.00004 7/27/2018 37336.85 0.009523
0.001718 -0.00052 7/30/2018 37494.4 0.004220
0.003095 -0.00045 7/31/2018 37606.58 0.002992
0.000345 0.00006 8/1/2018 37521.62 -0.002259
0.000401 -0.00008 8/2/2018 37165.16 -0.009500
0.000357 0.00050 8/3/2018 37556.16 0.010521
0.000000 0.00000 8/6/2018 37691.89 0.003614
0.000036 -0.00010 8/7/2018 37665.8 -0.000692
0.000132 0.00012 8/8/2018 37887.56 0.005888
0.000538 0.00016 8/9/2018 38024.37 0.003611
0.000872 -0.00043 8/10/2018 37869.23 -0.004080
0.000734 -0.00065 8/13/2018 37644.9 -0.005924
0.000019 0.00002 8/14/2018 37852 0.005501
0.000608 -0.00029 8/16/2018 37663.56 -0.004978
0.000169 0.00005 8/17/2018 37947.88 0.007549
0.002829 0.00130 8/20/2018 38278.75 0.008719
0.000027 0.00003 8/21/2018 38285.75 0.000183
0.000010 0.00000 8/23/2018 38336.76 0.001332
0.000028 0.00011 8/24/2018 38251.8 -0.002216
0.000054 -0.00009 8/27/2018 38694.11 0.011563
0.000003 0.00000 8/28/2018 38896.63 0.005234
0.000790 0.00007 8/29/2018 38722.93 -0.004466
0.000148 0.00019 8/30/2018 38690.1 -0.000848
0.000004 0.00000 8/31/2018 38645.07 -0.001164
0.001326 -0.00014 9/3/2018 38312.52 -0.008605
0.000638 0.00063 9/4/2018 38157.92 -0.004035
0.000741 0.00017 9/5/2018 38018.31 -0.003659
0.000441 -0.00028 9/6/2018 38242.81 0.005905
0.000133 -0.00010 9/7/2018 38389.82 0.003844
0.000490 -0.00009 9/10/2018 37922.17 -0.012182
0.000748 0.00042 9/11/2018 37413.13 -0.013423
0.000038 0.00006 9/12/2018 37717.96 0.008148
0.000070 -0.00005 9/14/2018 38090.64 0.009881
0.001027 0.00009 9/17/2018 37585.51 -0.013261
0.000641 -0.00017 9/18/2018 37290.67 -0.007845
0.000013 0.00014 9/19/2018 37121.22 -0.004544
0.000022 0.00004 9/21/2018 36841.6 -0.007533
0.004285 0.00300 9/24/2018 36305.02 -0.014565
0.001159 0.00030 9/25/2018 36652.06 0.009559
0.000816 -0.00010 9/26/2018 36542.27 -0.002995
0.004052 0.00068 9/27/2018 36324.17 -0.005968
0.000001 -0.00001 9/28/2018 36227.14 -0.002671
0.000202 0.00033 10/1/2018 36526.14 0.008253
0.002157 0.00100 10/3/2018 35975.63 -0.015072
0.005634 0.00015 10/4/2018 35169.16 -0.022417
0.000014 0.00009 10/5/2018 34376.99 -0.022525
0.000065 -0.00012 10/8/2018 34474.38 0.002833
0.000834 -0.00028 10/9/2018 34299.47 -0.005074
0.002510 0.00222 10/10/2018 34760.89 0.013453
0.001237 0.00082 10/11/2018 34001.15 -0.021856
0.001952 0.00091 10/12/2018 34733.58 0.021541
0.000750 0.00048 10/15/2018 34865.1 0.003787
0.000214 -0.00006 10/16/2018 35162.48 0.008529
0.000642 -0.00109 10/17/2018 34779.58 -0.010889
0.000858 0.00017 10/19/2018 34315.63 -0.013340
0.001106 0.00134 10/22/2018 34134.38 -0.005282
0.000186 -0.00087 10/23/2018 33847.23 -0.008412
0.000848 0.00044 10/24/2018 34033.96 0.005517
0.001069 -0.00041 10/25/2018 33690.09 -0.010104
0.000009 0.00005 10/26/2018 33349.31 -0.010115
0.000645 0.00054 10/29/2018 34067.4 0.021532
0.001464 0.00089 10/30/2018 33891.13 -0.005174
0.000015 0.00007 10/31/2018 34442.05 0.016256
0.000134 0.00004 11/1/2018 34431.97 -0.000293
0.002646 0.00077 11/2/2018 35011.65 0.016836
0.000811 -0.00016 11/5/2018 34950.92 -0.001735
0.000293 -0.00027 11/6/2018 34991.91 0.001173
0.000056 0.00018 11/7/2018 35237.68 0.007024
0.000007 0.00001 11/9/2018 35158.55 -0.002246
0.000548 0.00009 11/12/2018 34812.99 -0.009829
0.000000 0.00000 11/13/2018 35144.49 0.009522
0.000554 0.00025 11/14/2018 35141.99 -0.000071
0.011209 0.00034 11/15/2018 35260.54 0.003373
0.028656 -0.00067 11/16/2018 35457.16 0.005576
0.000001 0.00001 11/19/2018 35774.88 0.008961
0.000010 0.00002 11/20/2018 35474.51 -0.008396
0.002997 0.00109 11/21/2018 35199.8 -0.007744
0.004792 -0.00010 11/22/2018 34981.02 -0.006215
0.000523 0.00000 11/26/2018 35354.08 0.010665
0.000561 0.00010 11/27/2018 35513.14 0.004499
0.000327 -0.00007 11/28/2018 35716.95 0.005739
0.000001 -0.00001 11/29/2018 36170.41 0.012696
0.003116 -0.00218 11/30/2018 36194.3 0.000660
0.000087 0.00017 12/3/2018 36241 0.001290
0.000038 -0.00012 12/4/2018 36134.31 -0.002944
0.000760 0.00036 12/5/2018 35884.41 -0.006916
0.000092 0.00027 12/6/2018 35312.13 -0.015948
0.000158 0.00006 12/7/2018 35673.25 0.010227
0.000402 0.00068 12/10/2018 34959.72 -0.020002
0.001985 0.00004 12/11/2018 35150.01 0.005443
0.000235 0.00102 12/12/2018 35779.07 0.017896
0.000190 0.00061 12/13/2018 35929.64 0.004208
0.001674 -0.00074 12/14/2018 35962.93 0.000927
0.000086 -0.00004 12/17/2018 36270.07 0.008540
0.000894 -0.00010 12/18/2018 36347.08 0.002123
0.000396 0.00001 12/19/2018 36484.33 0.003776
0.000246 -0.00026 12/20/2018 36431.67 -0.001443
0.000041 -0.00014 12/21/2018 35742.07 -0.018929
0.000294 0.00041 12/24/2018 35470.15 -0.007608
0.000006 -0.00010 12/26/2018 35649.94 0.005069
0.000210 0.00013 12/28/2018 36076.72 0.011971
0.000060 -0.00005 12/31/2018 36068.33 -0.000233
0.000041 -0.00006 1/1/2019 36254.57 0.005164
0.000403 0.00067 1/2/2019 35891.52 -0.010014
0.000233 0.00000 1/3/2019 35513.71 -0.010526
0.000113 0.00019 1/4/2019 35695.1 0.005108
0.000218 0.00003 1/7/2019 35850.16 0.004344
0.000303 -0.00008 1/8/2019 35980.93 0.003648
0.000006 -0.00003 1/9/2019 36212.91 0.006447
0.000061 0.00019 1/10/2019 36106.5 -0.002938
0.000000 0.00000 1/11/2019 36009.84 -0.002677
0.000373 0.00023 1/14/2019 35853.56 -0.004340
0.000181 0.00016 1/15/2019 36318.33 0.012963
0.000085 -0.00008 1/16/2019 36321.29 0.000082
0.000305 0.00005 1/17/2019 36374.08 0.001453
0.001574 -0.00028 1/18/2019 36386.61 0.000344
0.003802 0.00038 1/21/2019 36578.96 0.005286
0.000546 -0.00020 1/22/2019 36444.64 -0.003672
0.000198 -0.00004 1/23/2019 36108.47 -0.009224
0.000091 0.00000 1/24/2019 36195.1 0.002399
0.000748 0.00020 1/25/2019 36025.54 -0.004685
0.002183 0.00150 1/28/2019 35656.7 -0.010238
0.000060 -0.00007 1/29/2019 35592.5 -0.001801
0.000009 -0.00001 1/30/2019 35591.25 -0.000035
0.000041 0.00001 1/31/2019 36256.69 0.018697
0.000901 0.00019 2/1/2019 36469.43 0.005868
0.000579 -0.00037 2/4/2019 36582.74 0.003107
0.000282 -0.00009 2/5/2019 36616.81 0.000931
0.000130 -0.00002 2/6/2019 36975.23 0.009788
0.007624 0.00197 2/7/2019 36971.09 -0.000112
0.002731 -0.00068 2/8/2019 36546.48 -0.011485
0.000617 0.00035 2/11/2019 36395.03 -0.004144
0.001874 0.00097 2/12/2019 36153.62 -0.006633
0.001392 -0.00073 2/13/2019 36034.11 -0.003306
0.001318 0.00096 2/14/2019 35876.22 -0.004382
0.001436 0.00088 2/15/2019 35808.95 -0.001875
0.000473 0.00132 2/18/2019 35498.44 -0.008671
0.000002 0.00002 2/19/2019 35352.61 -0.004108
0.000277 0.00005 2/20/2019 35756.26 0.011418
0.000221 0.00050 2/21/2019 35898.35 0.003974
0.000203 -0.00034 2/22/2019 35871.48 -0.000749
0.000070 0.00014 2/25/2019 36213.38 0.009531
0.000319 0.00062 2/26/2019 35973.71 -0.006618
0.000025 0.00004 2/27/2019 35905.43 -0.001898
0.000233 0.00004 2/28/2019 35867.44 -0.001058
0.000072 0.00005 3/1/2019 36063.81 0.005475
0.002360 0.00060 3/6/2019 36636.1 0.015869
0.000849 0.00064 3/7/2019 36725.42 0.002438
0.000368 0.00079 3/8/2019 36671.43 -0.001470
0.003495 -0.00052 3/11/2019 37054.1 0.010435
0.000064 -0.00006 3/12/2019 37535.66 0.012996
0.000013 0.00003 3/13/2019 37752.17 0.005768
0.000001 0.00001 3/14/2019 37754.89 0.000072
0.000065 -0.00005 3/15/2019 38024.32 0.007136
0.001905 0.00100 3/18/2019 38095.07 0.001861
0.000001 -0.00001 3/19/2019 38363.47 0.007046
0.001322 -0.00005 3/20/2019 38386.75 0.000607
0.000492 -0.00004 3/22/2019 38164.61 -0.005787
0.002925 -0.00121 3/25/2019 37808.91 -0.009320
0.000218 0.00008 3/26/2019 38233.41 0.011228
0.001139 0.00036 3/27/2019 38132.88 -0.002629
0.000597 0.00020 3/28/2019 38545.72 0.010826
0.136187 -0.00146 3/29/2019 38672.91 0.003300
COVARIANCE (X,Y) 0.000114 DAILY AVERAGE RETURN

CORRELATION(X,Y) 0.156504 ANNUALIZED RETURN
DAILY STANDARD DEVIATION
ANNUALIZED STANDARD DEVIATION
VARIANCE
ANNUALIZED VARIANCE
BETA
0.003227
0.004637
CAPM
0.052886
0.053055
Chart Title
1 1.2 1.4 1.6 1.8 2 2.2

1 1.2 1.4 1.6 1.8 2 2.2
Row 263 Row 264

(Zi-Zm) (Zi-Zm)^2 (Xi-Xm)*(Zi-Zm) (Yi-Ym)*(Zi-Zm)
0.002812 0.000008 0.000011 0.000009

-0.011189 0.000125 -0.000010 0.000073
0.016843 0.000284 0.000398 0.000185
0.000244 0.000000 0.000001 -0.000005
0.006878 0.000047 -0.000045 -0.000052
0.005865 0.000034 -0.000015 -0.000041
0.002030 0.000004 0.000039 -0.000013
0.002644 0.000007 -0.000063 -0.000021
0.001959 0.000004 0.000001 0.000014
-0.002497 0.000006 -0.000015 -0.000021
0.002131 0.000005 -0.000006 -0.000005
-0.000994 0.000001 0.000008 -0.000001
0.000368 0.000000 -0.000001 0.000006
0.004161 0.000017 -0.000033 -0.000011
-0.003987 0.000016 -0.000020 -0.000034
0.005500 0.000030 0.000011 -0.000203
0.006723 0.000045 -0.000013 0.000079
0.004798 0.000023 -0.000008 0.000042
-0.000197 0.000000 -0.000001 0.000004
-0.002737 0.000007 0.000011 0.000120
-0.006003 0.000036 0.000033 0.000101
0.007731 0.000060 -0.000011 0.000033
-0.000422 0.000000 -0.000003 0.000006
0.002272 0.000005 -0.000007 -0.000009
-0.002723 0.000007 0.000054 0.000092
0.007560 0.000057 0.000042 -0.000855
-0.000065 0.000000 -0.000001 -0.000001
-0.001013 0.000001 0.000012 -0.000031
-0.005045 0.000025 -0.000004 0.000003
-0.007401 0.000055 0.000089 -0.000031
-0.009212 0.000085 0.000113 0.000058
-0.007316 0.000054 0.000208 -0.000136
0.000360 0.000000 0.000002 0.000017
-0.009494 0.000090 -0.000062 0.000012
0.008611 0.000074 0.000224 0.000391
0.006897 0.000048 -0.000057 0.000381
0.006235 0.000039 -0.000008 0.000188
-0.006803 0.000046 -0.000030 -0.000146
-0.001888 0.000004 0.000003 0.000004
0.011271 0.000127 -0.000366 0.000039
-0.009444 0.000089 0.000286 -0.000217
-0.003758 0.000014 0.000037 0.000355
0.007244 0.000052 -0.000096 0.000364
0.007425 0.000055 0.000029 0.000346
-0.001201 0.000001 -0.000027 -0.000054
0.000469 0.000000 0.000002 0.000001
0.005237 0.000027 -0.000063 0.000142
0.000653 0.000000 0.000011 -0.000031
-0.004553 0.000021 -0.000109 -0.000101
-0.000027 0.000000 0.000000 0.000001
-0.002728 0.000007 0.000041 -0.000088
-0.008011 0.000064 0.000077 0.000017
0.006731 0.000045 0.000197 0.000002
-0.003888 0.000015 -0.000007 0.000031
0.006605 0.000044 0.000037 0.000017
-0.006797 0.000046 0.000085 0.000454
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0.000654 COVARIANCE ( X,Z) 0.000048 COVARIANCE(Y,Z)

0.172214 CORRELATION ( X,Z) 0.334896 CORRELATION(Y,Z)
0.007793
0.121482
0.000060
0.014817
0.000069
0.222475
3MINDIA
1-Apr-19 24144.75
2-Apr-19 24212.65 0.002812 0.003566
3-Apr-19 23981.1 -0.009563 -0.008809
4-Apr-19 23677.95 -0.012641 -0.011887
5-Apr-19 23861.65 0.007758 0.008512
8-Apr-19 23843.05 -0.000779 -0.000025
9-Apr-19 23374.45 -0.019654 -0.018899
10-Apr-19 24260.15 0.037892 0.038646
11-Apr-19 24485.45 0.009287 0.010041
12-Apr-19 24791.8 0.012512 0.013266
15-Apr-19 24918.25 0.005100 0.005855
16-Apr-19 24933.35 0.000606 0.001360
18-Apr-19 24848.85 -0.003389 -0.002635
23-Apr-19 25130.25 0.011324 0.012079
24-Apr-19 24773.4 -0.014200 -0.013446
25-Apr-19 24818.7 0.001829 0.002583
26-Apr-19 23477.55 -0.054038 -0.053284
30-Apr-19 22907.9 -0.024264 -0.023510
2-May-19 23144.1 0.010311 0.011065
3-May-19 22835.85 -0.013319 -0.012565
6-May-19 22796.7 -0.001714 -0.000960
7-May-19 23132 0.014708 0.015462
8-May-19 23129.7 -0.000099 0.000655
10-May-19 22931.75 -0.008558 -0.007804
13-May-19 22747.05 -0.008054 -0.007300
14-May-19 23225.05 0.021014 0.021768
15-May-19 23021.55 -0.008762 -0.008008
16-May-19 22715.8 -0.013281 -0.012527
17-May-19 22801.2 0.003759 0.004514
20-May-19 23066.2 0.011622 0.012376
21-May-19 23070.9 0.000204 0.000958
22-May-19 22815.3 -0.011079 -0.010325
23-May-19 23158.45 0.015040 0.015794
24-May-19 23906 0.032280 0.033034
27-May-19 23939.15 0.001387 0.002141
28-May-19 23784.95 -0.006441 -0.005687
29-May-19 22977.9 -0.033931 -0.033177
30-May-19 22920.9 -0.002481 -0.001727
31-May-19 22632.85 -0.012567 -0.011813
3-Jun-19 22853.85 0.009765 0.010519
4-Jun-19 22577 -0.012114 -0.011360
6-Jun-19 22487.2 -0.003977 -0.003223
7-Jun-19 22529.05 0.001861 0.002615
10-Jun-19 22470.9 -0.002581 -0.001827
11-Jun-19 22386 -0.003778 -0.003024
12-Jun-19 22441.75 0.002490 0.003244
13-Jun-19 22412.2 -0.001317 -0.000563
14-Jun-19 22542.55 0.005816 0.006570
17-Jun-19 22214.1 -0.014570 -0.013816
18-Jun-19 22071.3 -0.006428 -0.005674
19-Jun-19 22004.55 -0.003024 -0.002270
20-Jun-19 22658.65 0.029726 0.030480
21-Jun-19 23507.1 0.037445 0.038199
24-Jun-19 23585.15 0.003320 0.004074
25-Jun-19 23188.5 -0.016818 -0.016064
26-Jun-19 22961.95 -0.009770 -0.009016
27-Jun-19 22999.2 0.001622 0.002376
28-Jun-19 23244.3 0.010657 0.011411
1-Jul-19 23012.2 -0.009985 -0.009231
2-Jul-19 23350.55 0.014703 0.015457
3-Jul-19 23230.35 -0.005148 -0.004394
4-Jul-19 22807.9 -0.018185 -0.017431
5-Jul-19 22749.25 -0.002571 -0.001817
8-Jul-19 22080.75 -0.029386 -0.028632
9-Jul-19 21894.65 -0.008428 -0.007674
10-Jul-19 22004.5 0.005017 0.005771
11-Jul-19 21712.05 -0.013290 -0.012536
12-Jul-19 21913.35 0.009271 0.010025
15-Jul-19 21785.85 -0.005818 -0.005064
16-Jul-19 22038.2 0.011583 0.012337
17-Jul-19 22232.7 0.008826 0.009580
18-Jul-19 21924.15 -0.013878 -0.013124
19-Jul-19 21865.65 -0.002668 -0.001914
22-Jul-19 21700.55 -0.007551 -0.006797
23-Jul-19 21855 0.007117 0.007871
24-Jul-19 21487.1 -0.016834 -0.016080
25-Jul-19 21147.8 -0.015791 -0.015037
26-Jul-19 20861.8 -0.013524 -0.012770
29-Jul-19 21233.4 0.017812 0.018567
30-Jul-19 21013.25 -0.010368 -0.009614
31-Jul-19 21076.65 0.003017 0.003771
1-Aug-19 20681.5 -0.018748 -0.017994
2-Aug-19 20827.05 0.007038 0.007792
5-Aug-19 20555.15 -0.013055 -0.012301
6-Aug-19 20841.5 0.013931 0.014685
7-Aug-19 20789.5 -0.002495 -0.001741
8-Aug-19 20997.8 0.010019 0.010774
9-Aug-19 21233.55 0.011227 0.011981
13-Aug-19 21251.5 0.000845 0.001599
14-Aug-19 20957 -0.013858 -0.013104
16-Aug-19 20879.95 -0.003677 -0.002923
19-Aug-19 20821.75 -0.002787 -0.002033
20-Aug-19 20577.75 -0.011719 -0.010964
21-Aug-19 20335.7 -0.011763 -0.011009
22-Aug-19 20213.45 -0.006012 -0.005258
23-Aug-19 20549.6 0.016630 0.017384
26-Aug-19 20590.5 0.001990 0.002744
27-Aug-19 20958.95 0.017894 0.018648
28-Aug-19 20388.15 -0.027234 -0.026480
29-Aug-19 20429.05 0.002006 0.002760
30-Aug-19 20245.6 -0.008980 -0.008226
3-Sep-19 20123.1 -0.006051 -0.005297
4-Sep-19 20354.9 0.011519 0.012273
5-Sep-19 20445.45 0.004449 0.005203
6-Sep-19 20451.2 0.000281 0.001035
9-Sep-19 20580.4 0.006317 0.007072
11-Sep-19 20220.5 -0.017488 -0.016733
12-Sep-19 20132.85 -0.004335 -0.003581
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16-Sep-19 18689.95 -0.083622 -0.082868
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20-Sep-19 20091.8 0.082926 0.083680
23-Sep-19 20427.35 0.016701 0.017455
24-Sep-19 19775.35 -0.031918 -0.031164
25-Sep-19 20029.95 0.012875 0.013629
26-Sep-19 19998.2 -0.001585 -0.000831
27-Sep-19 20529 0.026542 0.027296
30-Sep-19 20668.8 0.006810 0.007564
1-Oct-19 19990.65 -0.032810 -0.032056
3-Oct-19 19985.85 -0.000240 0.000514
4-Oct-19 19682.6 -0.015173 -0.014419
7-Oct-19 19839.65 0.007979 0.008733
9-Oct-19 20202.7 0.018299 0.019053
10-Oct-19 19797.8 -0.020042 -0.019288
11-Oct-19 20013.9 0.010915 0.011669
14-Oct-19 19946.75 -0.003355 -0.002601
15-Oct-19 20213.1 0.013353 0.014107
16-Oct-19 20595.9 0.018938 0.019692
17-Oct-19 22889.05 0.111340 0.112094
18-Oct-19 21782.45 -0.048346 -0.047592
22-Oct-19 21779.85 -0.000119 0.000635
23-Oct-19 21647.3 -0.006086 -0.005332
24-Oct-19 21311.25 -0.015524 -0.014770
25-Oct-19 21811.3 0.023464 0.024218
27-Oct-19 22215.45 0.018529 0.019283
29-Oct-19 22218.95 0.000158 0.000912
30-Oct-19 22257.8 0.001749 0.002503
31-Oct-19 22527.85 0.012133 0.012887
1-Nov-19 22198.05 -0.014640 -0.013886
4-Nov-19 22288.95 0.004095 0.004849
5-Nov-19 22429.85 0.006322 0.007076
6-Nov-19 22543.3 0.005058 0.005812
7-Nov-19 22482.45 -0.002699 -0.001945
8-Nov-19 22471.7 -0.000478 0.000276
11-Nov-19 22496 0.001081 0.001835
13-Nov-19 22213.45 -0.012560 -0.011806
14-Nov-19 22237.15 0.001067 0.001821
15-Nov-19 22250.6 0.000605 0.001359
18-Nov-19 22377.3 0.005694 0.006448
19-Nov-19 22244.2 -0.005948 -0.005194
20-Nov-19 22398.65 0.006943 0.007697
21-Nov-19 22589.3 0.008512 0.009266
22-Nov-19 22450.65 -0.006138 -0.005384
25-Nov-19 22627.25 0.007866 0.008620
26-Nov-19 22514 -0.005005 -0.004251
27-Nov-19 22351.85 -0.007202 -0.006448
28-Nov-19 22329.8 -0.000986 -0.000232
29-Nov-19 22247.55 -0.003683 -0.002929
2-Dec-19 22200.95 -0.002095 -0.001341
3-Dec-19 22294.4 0.004209 0.004963
4-Dec-19 21830.05 -0.020828 -0.020074
5-Dec-19 21867.3 0.001706 0.002460
6-Dec-19 21669.1 -0.009064 -0.008310
9-Dec-19 21613.1 -0.002584 -0.001830
10-Dec-19 21085.65 -0.024404 -0.023650
11-Dec-19 21195.9 0.005229 0.005983
12-Dec-19 20703.85 -0.023214 -0.022460
13-Dec-19 20724.5 0.000997 0.001751
16-Dec-19 20803.7 0.003822 0.004576
17-Dec-19 20971.35 0.008059 0.008813
18-Dec-19 20828.6 -0.006807 -0.006053
19-Dec-19 20869 0.001940 0.002694
20-Dec-19 21287.65 0.020061 0.020815
23-Dec-19 21483.1 0.009181 0.009935
24-Dec-19 21638.5 0.007234 0.007988
26-Dec-19 21498 -0.006493 -0.005739
27-Dec-19 21468.7 -0.001363 -0.000609
30-Dec-19 21489.7 0.000978 0.001732
31-Dec-19 21347.1 -0.006636 -0.005882
1-Jan-20 21759.55 0.019321 0.020075
3-Jan-20 21334.6 -0.019529 -0.018775
6-Jan-20 21111.25 -0.010469 -0.009715
7-Jan-20 21682.25 0.027047 0.027801
8-Jan-20 21257.95 -0.019569 -0.018815
9-Jan-20 21234.3 -0.001113 -0.000358
10-Jan-20 21412.9 0.008411 0.009165
13-Jan-20 21537.95 0.005840 0.006594
14-Jan-20 21924.75 0.017959 0.018713
15-Jan-20 22083.15 0.007225 0.007979
16-Jan-20 22352.45 0.012195 0.012949
17-Jan-20 22401.15 0.002179 0.002933
20-Jan-20 22195.1 -0.009198 -0.008444
21-Jan-20 22095.15 -0.004503 -0.003749
22-Jan-20 22269.5 0.007891 0.008645
23-Jan-20 22397.4 0.005743 0.006497
24-Jan-20 22318.95 -0.003503 -0.002749
27-Jan-20 22296.65 -0.000999 -0.000245
28-Jan-20 22387.9 0.004093 0.004847
29-Jan-20 22150.85 -0.010588 -0.009834
30-Jan-20 22182.4 0.001424 0.002178
31-Jan-20 22904.75 0.032564 0.033318
1-Feb-20 22227.1 -0.029586 -0.028831
3-Feb-20 22660.45 0.019496 0.020251
4-Feb-20 23062.3 0.017734 0.018488
5-Feb-20 23058.75 -0.000154 0.000600
6-Feb-20 23415.45 0.015469 0.016223
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10-Feb-20 24631.05 0.023879 0.024633
11-Feb-20 23028.15 -0.065076 -0.064322
12-Feb-20 22352.95 -0.029321 -0.028567
13-Feb-20 22658.2 0.013656 0.014410
14-Feb-20 22300.95 -0.015767 -0.015013
17-Feb-20 22201.8 -0.004446 -0.003692
18-Feb-20 22127.3 -0.003356 -0.002602
19-Feb-20 21825.4 -0.013644 -0.012890
20-Feb-20 21700.65 -0.005716 -0.004962
24-Feb-20 21252.6 -0.020647 -0.019893
25-Feb-20 20896.85 -0.016739 -0.015985
26-Feb-20 20780.55 -0.005565 -0.004811
27-Feb-20 20544.8 -0.011345 -0.010591
28-Feb-20 20626.75 0.003989 0.004743
2-Mar-20 20137.3 -0.023729 -0.022975
3-Mar-20 20665.15 0.026213 0.026967
4-Mar-20 22341.9 0.081139 0.081893
6-Mar-20 22638.45 0.013273 0.014027
9-Mar-20 21018.4 -0.071562 -0.070808
11-Mar-20 20634.95 -0.018244 -0.017489
12-Mar-20 19081.75 -0.075270 -0.074516
13-Mar-20 19760.85 0.035589 0.036343
16-Mar-20 18639.55 -0.056744 -0.055989
17-Mar-20 18021.95 -0.033134 -0.032380
18-Mar-20 17537.5 -0.026881 -0.026127
19-Mar-20 16928.1 -0.034748 -0.033994
20-Mar-20 17316.25 0.022929 0.023683
23-Mar-20 15884.65 -0.082674 -0.081920
24-Mar-20 16018.1 0.008401 0.009155
25-Mar-20 16840 0.051311 0.052065
26-Mar-20 17925.8 0.064477 0.065232
27-Mar-20 17637.35 -0.016091 -0.015337
30-Mar-20 17414.45 -0.012638 -0.011884
31-Mar-20 18914.9 0.086161 0.086915

VARIANCE 0.000508

WEIGHT OF C1
WEIGHT OF INDEX
RETURN
RISK

WEIGHT OF C1
WEIGHT OF C2
RETURN
RISK

WEIGHT OF C2
WEIGHT OF INDEX
RETURN
RISK
VODAFONE ID
1-Apr-19 17.9
0.000013 2-Apr-19 16.9 -0.055866
0.000078 3-Apr-19 15.95 -0.056213
0.000141 4-Apr-19 15.15 -0.050157
0.000072 5-Apr-19 16.3 0.075908
0.000000 8-Apr-19 17.2 0.055215
0.000357 9-Apr-19 16.9 -0.017442
0.001494 10-Apr-19 16.35 -0.032544
0.000101 11-Apr-19 16.3 -0.003058
0.000176 12-Apr-19 16.05 -0.015337
0.000034 15-Apr-19 17 0.059190
0.000002 16-Apr-19 17.8 0.047059
0.000007 18-Apr-19 17.25 -0.030899
0.000146 23-Apr-19 17.05 -0.011594
0.000181 24-Apr-19 17.2 0.008798
0.000007 25-Apr-19 16.9 -0.017442
0.002839 26-Apr-19 16.35 -0.032544
0.000553 30-Apr-19 15.6 -0.045872
0.000122 2-May-19 16.25 0.041667
0.000158 3-May-19 16.1 -0.009231
0.000001 6-May-19 16.4 0.018634
0.000239 7-May-19 15.45 -0.057927
0.000000 8-May-19 14.35 -0.071197
0.000061 10-May-19 14 -0.024390
0.000053 13-May-19 14.45 0.032143
0.000474 14-May-19 14 -0.031142
0.000064 15-May-19 12.95 -0.075000
0.000157 16-May-19 12.2 -0.057915
0.000020 17-May-19 11.85 -0.028689
0.000153 20-May-19 12.55 0.059072
0.000001 21-May-19 11.85 -0.055777
0.000107 22-May-19 12.15 0.025316
0.000249 23-May-19 12.75 0.049383
0.001091 24-May-19 12.85 0.007843
0.000005 27-May-19 13.05 0.015564
0.000032 28-May-19 13.65 0.045977
0.001101 29-May-19 13.25 -0.029304
0.000003 30-May-19 13.3 0.003774
0.000140 31-May-19 13.9 0.045113
0.000111 3-Jun-19 14.01 0.007914
0.000129 4-Jun-19 13.84 -0.012134
0.000010 6-Jun-19 13.43 -0.029624
0.000007 7-Jun-19 13.36 -0.005212
0.000003 10-Jun-19 12.77 -0.044162
0.000009 11-Jun-19 13.15 0.029757
0.000011 12-Jun-19 12.84 -0.023574
0.000000 13-Jun-19 12.9 0.004673
0.000043 14-Jun-19 12.51 -0.030233
0.000191 17-Jun-19 12.05 -0.036771
0.000032 18-Jun-19 11.95 -0.008299
0.000005 19-Jun-19 11.44 -0.042678
0.000929 20-Jun-19 11.9 0.040210
0.001459 21-Jun-19 12.14 0.020168
0.000017 24-Jun-19 12.08 -0.004942
0.000258 25-Jun-19 12.1 0.001656
0.000081 26-Jun-19 12.31 0.017355
0.000006 27-Jun-19 12.34 0.002437
0.000130 28-Jun-19 12.16 -0.014587
0.000085 1-Jul-19 11.99 -0.013980
0.000239 2-Jul-19 11.69 -0.025021
0.000019 3-Jul-19 11.92 0.019675
0.000304 4-Jul-19 12.33 0.034396
0.000003 5-Jul-19 12.01 -0.025953
0.000820 8-Jul-19 11.48 -0.044130
0.000059 9-Jul-19 11.38 -0.008711
0.000033 10-Jul-19 11.27 -0.009666
0.000157 11-Jul-19 11.66 0.034605
0.000101 12-Jul-19 11.73 0.006003
0.000026 15-Jul-19 11.75 0.001705
0.000152 16-Jul-19 11.8 0.004255
0.000092 17-Jul-19 11.97 0.014407
0.000172 18-Jul-19 11.3 -0.055973
0.000004 19-Jul-19 10.95 -0.030973
0.000046 22-Jul-19 10.75 -0.018265
0.000062 23-Jul-19 10.48 -0.025116
0.000259 24-Jul-19 9.97 -0.048664
0.000226 25-Jul-19 9.72 -0.025075
0.000163 26-Jul-19 9.25 -0.048354
0.000345 29-Jul-19 6.77 -0.268108
0.000092 30-Jul-19 6.52 -0.036928
0.000014 31-Jul-19 6.84 0.049080
0.000324 1-Aug-19 6.62 -0.032164
0.000061 2-Aug-19 6.31 -0.046828
0.000151 5-Aug-19 6.01 -0.047544
0.000216 6-Aug-19 5.65 -0.059900
0.000003 7-Aug-19 5.33 -0.056637
0.000116 8-Aug-19 5.63 0.056285
0.000144 9-Aug-19 5.36 -0.047957
0.000003 13-Aug-19 5.02 -0.063433
0.000172 14-Aug-19 5.63 0.121514
0.000009 16-Aug-19 6.45 0.145648
0.000004 19-Aug-19 5.99 -0.071318
0.000120 20-Aug-19 5.84 -0.025042
0.000121 21-Aug-19 5.58 -0.044521
0.000028 22-Aug-19 5.26 -0.057348
0.000302 23-Aug-19 5.74 0.091255
0.000008 26-Aug-19 5.52 -0.038328
0.000348 27-Aug-19 5.3 -0.039855
0.000701 28-Aug-19 5.01 -0.054717
0.000008 29-Aug-19 4.88 -0.025948
0.000068 30-Aug-19 5.37 0.100410
0.000028 3-Sep-19 5.12 -0.046555
0.000151 4-Sep-19 5.02 -0.019531
0.000027 5-Sep-19 5.09 0.013944
0.000001 6-Sep-19 5.18 0.017682
0.000050 9-Sep-19 5.31 0.025097
0.000280 11-Sep-19 5.73 0.079096
0.000013 12-Sep-19 5.54 -0.033159
0.000190 13-Sep-19 5.38 -0.028881
0.006867 16-Sep-19 5.24 -0.026022
0.000706 17-Sep-19 5.08 -0.030534
0.000000 18-Sep-19 4.86 -0.043307
0.000925 19-Sep-19 5.44 0.119342
0.007002 20-Sep-19 5.84 0.073529
0.000305 23-Sep-19 5.62 -0.037671
0.000971 24-Sep-19 5.58 -0.007117
0.000186 25-Sep-19 5.32 -0.046595
0.000001 26-Sep-19 5.22 -0.018797
0.000745 27-Sep-19 5.65 0.082375
0.000057 30-Sep-19 6.16 0.090265
0.001028 1-Oct-19 5.38 -0.126623
0.000000 3-Oct-19 5.08 -0.055762
0.000208 4-Oct-19 5.04 -0.007874
0.000076 7-Oct-19 5.12 0.015873
0.000363 9-Oct-19 5.84 0.140625
0.000372 10-Oct-19 6.18 0.058219
0.000136 11-Oct-19 6 -0.029126
0.000007 14-Oct-19 6.39 0.065000
0.000199 15-Oct-19 6.16 -0.035994
0.000388 16-Oct-19 6.56 0.064935
0.012565 17-Oct-19 6.32 -0.036585
0.002265 18-Oct-19 6.39 0.011076
0.000000 22-Oct-19 6.13 -0.040689
0.000028 23-Oct-19 5.65 -0.078303
0.000218 24-Oct-19 4.33 -0.233628
0.000587 25-Oct-19 4.11 -0.050808
0.000372 27-Oct-19 4.19 0.019465
0.000001 29-Oct-19 3.85 -0.081146
0.000006 30-Oct-19 3.81 -0.010390
0.000166 31-Oct-19 3.89 0.020997
0.000193 1-Nov-19 4.3 0.105398
0.000024 4-Nov-19 4.51 0.048837
0.000050 5-Nov-19 4.2 -0.068736
0.000034 6-Nov-19 3.86 -0.080952
0.000004 7-Nov-19 3.92 0.015544
0.000000 8-Nov-19 3.78 -0.035714
0.000003 11-Nov-19 4 0.058201
0.000139 13-Nov-19 3.7 -0.075000
0.000003 14-Nov-19 2.95 -0.202703
0.000002 15-Nov-19 3.68 0.247458
0.000042 18-Nov-19 4.47 0.214674
0.000027 19-Nov-19 6.02 0.346756
0.000059 20-Nov-19 7.07 0.174419
0.000086 21-Nov-19 6.64 -0.060820
0.000029 22-Nov-19 6.56 -0.012048
0.000074 25-Nov-19 6.84 0.042683
0.000018 26-Nov-19 6.04 -0.116959
0.000042 27-Nov-19 5.89 -0.024834
0.000000 28-Nov-19 6.62 0.123939
0.000009 29-Nov-19 6.83 0.031722
0.000002 2-Dec-19 7.79 0.140556
0.000025 3-Dec-19 7.05 -0.094994
0.000403 4-Dec-19 7.74 0.097872
0.000006 5-Dec-19 7.31 -0.055556
0.000069 6-Dec-19 6.92 -0.053352
0.000003 9-Dec-19 6.49 -0.062139
0.000559 10-Dec-19 6.56 0.010786
0.000036 11-Dec-19 6.69 0.019817
0.000504 12-Dec-19 6.77 0.011958
0.000003 13-Dec-19 6.92 0.022157
0.000021 16-Dec-19 6.61 -0.044798
0.000078 17-Dec-19 6.9 0.043873
0.000037 18-Dec-19 6.42 -0.069565
0.000007 19-Dec-19 6.58 0.024922
0.000433 20-Dec-19 6.52 -0.009119
0.000099 23-Dec-19 6.39 -0.019939
0.000064 24-Dec-19 6.32 -0.010955
0.000033 26-Dec-19 6.05 -0.042722
0.000000 27-Dec-19 5.83 -0.036364
0.000003 30-Dec-19 6.15 0.054889
0.000035 31-Dec-19 6.16 0.001626
0.000403 1-Jan-20 6.11 -0.008117
0.000353 3-Jan-20 6.12 0.001637
0.000094 6-Jan-20 6.02 -0.016340
0.000773 7-Jan-20 5.97 -0.008306
0.000354 8-Jan-20 6.51 0.090452
0.000000 9-Jan-20 6.26 -0.038402
0.000084 10-Jan-20 6.07 -0.030351
0.000043 13-Jan-20 6.17 0.016474
0.000350 14-Jan-20 6.1 -0.011345
0.000064 15-Jan-20 6 -0.016393
0.000168 16-Jan-20 6.03 0.005000
0.000009 17-Jan-20 4.51 -0.252073
0.000071 20-Jan-20 4.86 0.077605
0.000014 21-Jan-20 5.92 0.218107
0.000075 22-Jan-20 5.63 -0.048986
0.000042 23-Jan-20 5.91 0.049734
0.000008 24-Jan-20 6.05 0.023689
0.000000 27-Jan-20 5.81 -0.039669
0.000023 28-Jan-20 5.37 -0.075731
0.000097 29-Jan-20 5.26 -0.020484
0.000005 30-Jan-20 5.18 -0.015209
0.001110 31-Jan-20 5.31 0.025097
0.000831 1-Feb-20 5.28 -0.005650
0.000410 3-Feb-20 5.35 0.013258
0.000342 4-Feb-20 5.26 -0.016822
0.000000 5-Feb-20 5.24 -0.003802
0.000263 6-Feb-20 5.18 -0.011450
0.000792 7-Feb-20 5.19 0.001931
0.000607 10-Feb-20 5.05 -0.026975
0.004137 11-Feb-20 4.87 -0.035644
0.000816 12-Feb-20 4.51 -0.073922
0.000208 13-Feb-20 4.48 -0.006652
0.000225 14-Feb-20 3.44 -0.232143
0.000014 17-Feb-20 3.42 -0.005814
0.000007 18-Feb-20 3.03 -0.114035
0.000166 19-Feb-20 4.19 0.382838
0.000025 20-Feb-20 4.4 0.050119
0.000396 24-Feb-20 3.88 -0.118182
0.000256 25-Feb-20 3.95 0.018041
0.000023 26-Feb-20 3.97 0.005063
0.000112 27-Feb-20 3.82 -0.037783
0.000022 28-Feb-20 3.86 0.010471
0.000528 2-Mar-20 3.45 -0.106218
0.000727 3-Mar-20 3.66 0.060870
0.006706 4-Mar-20 3.59 -0.019126
0.000197 6-Mar-20 3.31 -0.077994
0.005014 9-Mar-20 4 0.208459
0.000306 11-Mar-20 4.34 0.085000
0.005553 12-Mar-20 4.2 -0.032258
0.001321 13-Mar-20 5.63 0.340476
0.003135 16-Mar-20 5.73 0.017762
0.001048 17-Mar-20 4.85 -0.153578
0.000683 18-Mar-20 3.16 -0.348454
0.001156 19-Mar-20 3.33 0.053797
0.000561 20-Mar-20 3.46 0.039039
0.006711 23-Mar-20 3.15 -0.089595
0.000084 24-Mar-20 3.36 0.066667
0.002711 25-Mar-20 3.34 -0.005952
0.004255 26-Mar-20 3.27 -0.020958
0.000235 27-Mar-20 3.22 -0.015291
0.000141 30-Mar-20 3.16 -0.018634
0.007554 31-Mar-20 3.11 -0.015823

VARIANCE 0.006643
CE PORTFOLIO RETURN AND RISK - C1 AND INDEX BETA

0.375128 C1 0.002871
0.624872 C2 0.004153
-0.196052
0.266959
CAPM
C1 0.051737
C2 0.051397
NCE PORTFOLIO RETURN AND RISK - C1 AND C2
0.929050
0.070950
-0.199096
0.346005
BETA
CE PORTFOLIO RETURN AND RISK - C2 AND INDEX C1 0.002871
0.043758 C2 0.004153
0.956242
-0.230691
0.279000 Ch
0.060000
0.050000
0.040000
0.030000
0.020000
0.010000
0.050000
0.040000
0.030000
0.020000
0.010000
0.000000
0.8 1 1.2
Row
VODAFONE IDEA
(Yi-Ym) (Yi-Ym)^2 (Xi-Xm)*(Yi-Ym) Date Close
1-Apr-19 38871.87
-0.051967 0.002701 -0.000185 2-Apr-19 39056.65
-0.052314 0.002737 0.000461 3-Apr-19 38877.12
-0.046258 0.002140 0.000550 4-Apr-19 38684.72
0.079806 0.006369 0.000679 5-Apr-19 38862.23
0.059113 0.003494 -0.000002 8-Apr-19 38700.53
-0.013543 0.000183 0.000256 9-Apr-19 38939.22
-0.028646 0.000821 -0.001107 10-Apr-19 38585.35
0.000841 0.000001 0.000008 11-Apr-19 38607.01
-0.011439 0.000131 -0.000152 12-Apr-19 38767.11
0.063089 0.003980 0.000369 15-Apr-19 38905.84
0.050958 0.002597 0.000069 16-Apr-19 39275.64
-0.027000 0.000729 0.000071 18-Apr-19 39140.28
-0.007696 0.000059 -0.000093 23-Apr-19 38564.88
0.012696 0.000161 -0.000171 24-Apr-19 39054.68
-0.013543 0.000183 -0.000035 25-Apr-19 38730.86
-0.028646 0.000821 0.001526 26-Apr-19 39067.33
-0.041973 0.001762 0.000987 30-Apr-19 39031.55
0.045565 0.002076 0.000504 2-May-19 38981.43
-0.005332 0.000028 0.000067 3-May-19 38963.26
0.022532 0.000508 -0.000022 6-May-19 38600.34
-0.054028 0.002919 -0.000835 7-May-19 38276.63
-0.067299 0.004529 -0.000044 8-May-19 37789.13
-0.020492 0.000420 0.000160 10-May-19 37462.99
0.036042 0.001299 -0.000263 13-May-19 37090.82
-0.027243 0.000742 -0.000593 14-May-19 37318.53
-0.071101 0.005055 0.000569 15-May-19 37114.88
-0.054016 0.002918 0.000677 16-May-19 37393.48
-0.024790 0.000615 -0.000112 17-May-19 37930.77
0.062970 0.003965 0.000779 20-May-19 39352.67
-0.051878 0.002691 -0.000050 21-May-19 38969.8
0.029215 0.000854 -0.000302 22-May-19 39110.21
0.053281 0.002839 0.000842 23-May-19 38811.39
0.011742 0.000138 0.000388 24-May-19 39434.72
0.019463 0.000379 0.000042 27-May-19 39683.29
0.049876 0.002488 -0.000284 28-May-19 39749.73
-0.025405 0.000645 0.000843 29-May-19 39502.05
0.007672 0.000059 -0.000013 30-May-19 39831.97
0.049011 0.002402 -0.000579 31-May-19 39714.2
0.011812 0.000140 0.000124 3-Jun-19 40267.62
-0.008235 0.000068 0.000094 4-Jun-19 40083.54
-0.025726 0.000662 0.000083 6-Jun-19 39529.72
-0.001314 0.000002 -0.000003 7-Jun-19 39615.9
-0.040263 0.001621 0.000074 10-Jun-19 39784.52
0.033656 0.001133 -0.000102 11-Jun-19 39950.46
-0.019675 0.000387 -0.000064 12-Jun-19 39756.81
0.008572 0.000073 -0.000005 13-Jun-19 39741.36
-0.026334 0.000693 -0.000173 14-Jun-19 39452.07
-0.032872 0.001081 0.000454 17-Jun-19 38960.79
-0.004400 0.000019 0.000025 18-Jun-19 39046.34
-0.038779 0.001504 0.000088 19-Jun-19 39112.74
0.044108 0.001946 0.001344 20-Jun-19 39601.63
0.024067 0.000579 0.000919 21-Jun-19 39194.49
-0.001044 0.000001 -0.000004 24-Jun-19 39122.96
0.005554 0.000031 -0.000089 25-Jun-19 39434.94
0.021254 0.000452 -0.000192 26-Jun-19 39592.08
0.006336 0.000040 0.000015 27-Jun-19 39586.41
-0.010688 0.000114 -0.000122 28-Jun-19 39394.64
-0.010082 0.000102 0.000093 1-Jul-19 39686.5
-0.021122 0.000446 -0.000326 2-Jul-19 39816.48
0.023574 0.000556 -0.000104 3-Jul-19 39839.25
0.038295 0.001466 -0.000668 4-Jul-19 39908.06
-0.022054 0.000486 0.000040 5-Jul-19 39513.39
-0.040231 0.001619 0.001152 8-Jul-19 38720.57
-0.004812 0.000023 0.000037 9-Jul-19 38730.82
-0.005767 0.000033 -0.000033 10-Jul-19 38557.04
0.038504 0.001483 -0.000483 11-Jul-19 38823.11
0.009902 0.000098 0.000099 12-Jul-19 38736.23
0.005604 0.000031 -0.000028 15-Jul-19 38896.71
0.008154 0.000066 0.000101 16-Jul-19 39131.04
0.018305 0.000335 0.000175 17-Jul-19 39215.64
-0.052075 0.002712 0.000683 18-Jul-19 38897.46
-0.027075 0.000733 0.000052 19-Jul-19 38337.01
-0.014366 0.000206 0.000098 22-Jul-19 38031.13
-0.021218 0.000450 -0.000167 23-Jul-19 37982.74
-0.044765 0.002004 0.000720 24-Jul-19 37847.65
-0.021177 0.000448 0.000318 25-Jul-19 37830.98
-0.044455 0.001976 0.000568 26-Jul-19 37882.79
-0.264209 0.069807 -0.004905 29-Jul-19 37686.37
-0.033029 0.001091 0.000318 30-Jul-19 37397.24
0.052978 0.002807 0.000200 31-Jul-19 37481.12
-0.028265 0.000799 0.000509 1-Aug-19 37018.32
-0.042929 0.001843 -0.000334 2-Aug-19 37118.22
-0.043645 0.001905 0.000537 5-Aug-19 36699.84
-0.056001 0.003136 -0.000822 6-Aug-19 36976.85
-0.052738 0.002781 0.000092 7-Aug-19 36690.5
0.060184 0.003622 0.000648 8-Aug-19 37327.36
-0.044059 0.001941 -0.000528 9-Aug-19 37581.91
-0.059534 0.003544 -0.000095 13-Aug-19 36958.16
0.125413 0.015728 -0.001643 14-Aug-19 37311.53
0.149547 0.022364 -0.000437 16-Aug-19 37350.33
-0.067419 0.004545 0.000137 19-Aug-19 37402.49
-0.021143 0.000447 0.000232 20-Aug-19 37328.01
-0.040622 0.001650 0.000447 21-Aug-19 37060.37
-0.053449 0.002857 0.000281 22-Aug-19 36472.93
0.095153 0.009054 0.001654 23-Aug-19 36701.16
-0.034429 0.001185 -0.000094 26-Aug-19 37494.12
-0.035956 0.001293 -0.000671 27-Aug-19 37641.27
-0.050818 0.002582 0.001346 28-Aug-19 37451.84
-0.022049 0.000486 -0.000061 29-Aug-19 37068.93
0.104309 0.010880 -0.000858 30-Aug-19 37332.79
-0.042656 0.001820 0.000226 3-Sep-19 36562.91
-0.015633 0.000244 -0.000192 4-Sep-19 36724.74
0.017843 0.000318 0.000093 5-Sep-19 36644.42
0.021580 0.000466 0.000022 6-Sep-19 36981.77
0.028995 0.000841 0.000205 9-Sep-19 37145.45
0.082995 0.006888 -0.001389 11-Sep-19 37270.82
-0.029260 0.000856 0.000105 12-Sep-19 37104.28
-0.024982 0.000624 -0.000345 13-Sep-19 37384.99
-0.022124 0.000489 0.001833 16-Sep-19 37123.31
-0.026636 0.000709 -0.000708 17-Sep-19 36481.09
-0.039408 0.001553 0.000016 18-Sep-19 36563.88
0.123240 0.015188 -0.003749 19-Sep-19 36093.47
0.077428 0.005995 0.006479 20-Sep-19 38014.62
-0.033773 0.001141 -0.000589 23-Sep-19 39090.03
-0.003219 0.000010 0.000100 24-Sep-19 39097.14
-0.042696 0.001823 -0.000582 25-Sep-19 38593.52
-0.014898 0.000222 0.000012 26-Sep-19 38989.74
0.086274 0.007443 0.002355 27-Sep-19 38822.57
0.094164 0.008867 0.000712 30-Sep-19 38667.33
-0.122725 0.015061 0.003934 1-Oct-19 38305.41
-0.051863 0.002690 -0.000027 3-Oct-19 38106.87
-0.003975 0.000016 0.000057 4-Oct-19 37673.31
0.019772 0.000391 0.000173 7-Oct-19 37531.98
0.144524 0.020887 0.002754 9-Oct-19 38177.95
0.062118 0.003859 -0.001198 10-Oct-19 37880.4
-0.025228 0.000636 -0.000294 11-Oct-19 38127.08
0.068899 0.004747 -0.000179 14-Oct-19 38214.47
-0.032095 0.001030 -0.000453 15-Oct-19 38506.09
0.068834 0.004738 0.001355 16-Oct-19 38598.99
-0.032687 0.001068 -0.003664 17-Oct-19 39052.06
0.014975 0.000224 -0.000713 18-Oct-19 39298.38
-0.036790 0.001353 -0.000023 22-Oct-19 38963.84
-0.074405 0.005536 0.000397 23-Oct-19 39058.83
-0.229730 0.052776 0.003393 24-Oct-19 39020.39
-0.046910 0.002201 -0.001136 25-Oct-19 39058.06
0.023363 0.000546 0.000451 27-Oct-19 39250.2
-0.077247 0.005967 -0.000070 29-Oct-19 39831.84
-0.006491 0.000042 -0.000016 30-Oct-19 40051.87
0.024896 0.000620 0.000321 31-Oct-19 40129.05
0.109297 0.011946 -0.001518 1-Nov-19 40165.03
0.052736 0.002781 0.000256 4-Nov-19 40301.96
-0.064837 0.004204 -0.000459 5-Nov-19 40248.23
-0.077054 0.005937 -0.000448 6-Nov-19 40469.78
0.019443 0.000378 -0.000038 7-Nov-19 40653.74
-0.031816 0.001012 -0.000009 8-Nov-19 40323.61
0.062100 0.003856 0.000114 11-Nov-19 40345.08
-0.071101 0.005055 0.000839 13-Nov-19 40116.06
-0.198804 0.039523 -0.000362 14-Nov-19 40286.48
0.251356 0.063180 0.000342 15-Nov-19 40356.69
0.218573 0.047774 0.001409 18-Nov-19 40284.19
0.350655 0.122959 -0.001821 19-Nov-19 40469.7
0.178317 0.031797 0.001373 20-Nov-19 40651.64
-0.056922 0.003240 -0.000527 21-Nov-19 40575.17
-0.008149 0.000066 0.000044 22-Nov-19 40359.41
0.046582 0.002170 0.000402 25-Nov-19 40889.23
-0.113060 0.012783 0.000481 26-Nov-19 40821.3
-0.020936 0.000438 0.000135 27-Nov-19 41020.61
0.127838 0.016342 -0.000030 28-Nov-19 41130.17
0.035621 0.001269 -0.000104 29-Nov-19 40793.81
0.144455 0.020867 -0.000194 2-Dec-19 40802.17
-0.091095 0.008298 -0.000452 3-Dec-19 40675.45
0.101771 0.010357 -0.002043 4-Dec-19 40850.29
-0.051657 0.002668 -0.000127 5-Dec-19 40779.59
-0.049453 0.002446 0.000411 6-Dec-19 40445.15
-0.058240 0.003392 0.000107 9-Dec-19 40487.43
0.014685 0.000216 -0.000347 10-Dec-19 40239.88
0.023716 0.000562 0.000142 11-Dec-19 40412.57
0.015857 0.000251 -0.000356 12-Dec-19 40581.71
0.026055 0.000679 0.000046 13-Dec-19 41009.71
-0.040899 0.001673 -0.000187 16-Dec-19 40938.72
0.047772 0.002282 0.000421 17-Dec-19 41352.17
-0.065667 0.004312 0.000397 18-Dec-19 41558.57
0.028821 0.000831 0.000078 19-Dec-19 41673.92
-0.005220 0.000027 -0.000109 20-Dec-19 41681.54
-0.016040 0.000257 -0.000159 23-Dec-19 41642.66
-0.007056 0.000050 -0.000056 24-Dec-19 41461.26
-0.038823 0.001507 0.000223 26-Dec-19 41163.76
-0.032465 0.001054 0.000020 27-Dec-19 41575.14
0.058787 0.003456 0.000102 30-Dec-19 41558
0.005525 0.000031 -0.000032 31-Dec-19 41253.74
-0.004218 0.000018 -0.000085 1-Jan-20 41306.02
0.005535 0.000031 -0.000104 3-Jan-20 41464.61
-0.012441 0.000155 0.000121 6-Jan-20 40676.63
-0.004407 0.000019 -0.000123 7-Jan-20 40869.47
0.094351 0.008902 -0.001775 8-Jan-20 40817.74
-0.034504 0.001191 0.000012 9-Jan-20 41452.35
-0.026453 0.000700 -0.000242 10-Jan-20 41599.72
0.020373 0.000415 0.000134 13-Jan-20 41859.69
-0.007447 0.000055 -0.000139 14-Jan-20 41952.63
-0.012495 0.000156 -0.000100 15-Jan-20 41872.73
0.008899 0.000079 0.000115 16-Jan-20 41932.56
-0.248174 0.061590 -0.000728 17-Jan-20 41945.37
0.081504 0.006643 -0.000688 20-Jan-20 41528.91
0.222006 0.049287 -0.000832 21-Jan-20 41323.81
-0.045088 0.002033 -0.000390 22-Jan-20 41115.38
0.053632 0.002876 0.000348 23-Jan-20 41386.4
0.027587 0.000761 -0.000076 24-Jan-20 41613.19
-0.035771 0.001280 0.000009 27-Jan-20 41155.12
-0.071833 0.005160 -0.000348 28-Jan-20 40966.86
-0.016585 0.000275 0.000163 29-Jan-20 41198.66
-0.011310 0.000128 -0.000025 30-Jan-20 40913.82
0.028995 0.000841 0.000966 31-Jan-20 40723.49
-0.001751 0.000003 0.000050 1-Feb-20 39735.53
0.017156 0.000294 0.000347 3-Feb-20 39872.31
-0.012924 0.000167 -0.000239 4-Feb-20 40789.38
0.000096 0.000000 0.000000 5-Feb-20 41142.66
-0.007552 0.000057 -0.000123 6-Feb-20 41306.03
0.005829 0.000034 0.000164 7-Feb-20 41141.85
-0.023076 0.000533 -0.000568 10-Feb-20 40979.62
-0.031745 0.001008 0.002042 11-Feb-20 41216.14
-0.070023 0.004903 0.002000 12-Feb-20 41565.9
-0.002753 0.000008 -0.000040 13-Feb-20 41459.79
-0.228244 0.052095 0.003427 14-Feb-20 41257.74
-0.001915 0.000004 0.000007 17-Feb-20 41055.69
-0.110136 0.012130 0.000287 18-Feb-20 40894.38
0.386737 0.149565 -0.004985 19-Feb-20 41323
0.054018 0.002918 -0.000268 20-Feb-20 41170.12
-0.114283 0.013061 0.002273 24-Feb-20 40363.23
0.021940 0.000481 -0.000351 25-Feb-20 40281.2
0.008962 0.000080 -0.000043 26-Feb-20 39888.96
-0.033885 0.001148 0.000359 27-Feb-20 39745.66
0.014370 0.000206 0.000068 28-Feb-20 38297.29
-0.102319 0.010469 0.002351 2-Mar-20 38144.02
0.064768 0.004195 0.001747 3-Mar-20 38623.7
-0.015227 0.000232 -0.001247 4-Mar-20 38409.48
-0.074096 0.005490 -0.001039 6-Mar-20 37576.62
0.212358 0.045096 -0.015037 9-Mar-20 35634.95
0.088899 0.007903 -0.001555 11-Mar-20 35697.4
-0.028359 0.000804 0.002113 12-Mar-20 32778.14
0.344375 0.118594 0.012516 13-Mar-20 34103.48
0.021661 0.000469 -0.001213 16-Mar-20 31390.07
-0.149679 0.022404 0.004847 17-Mar-20 30579.09
-0.344555 0.118718 0.009002 18-Mar-20 28869.51
0.057696 0.003329 -0.001961 19-Mar-20 28288.23
0.042938 0.001844 0.001017 20-Mar-20 29915.96
-0.085697 0.007344 0.007020 23-Mar-20 25981.24
0.070565 0.004979 0.000646 24-Mar-20 26674.03
-0.002054 0.000004 -0.000107 25-Mar-20 28535.78
-0.017059 0.000291 -0.001113 26-Mar-20 29946.77
-0.011392 0.000130 0.000175 27-Mar-20 29815.59
-0.014735 0.000217 0.000175 30-Mar-20 28440.32
-0.011924 0.000142 -0.001036 31-Mar-20 29468.49

VARIANCE
ANNUALIZED VARIANCE
BETA
0.002871
0.004153
CAPM
0.051737
0.051397
EXPECTED RETURN
0.051737
0.051397
Chart Title
0.060000
0.050000
0.040000
0.030000
0.020000
0.010000
0.050000
0.040000
0.030000
0.020000
0.010000
0.000000
0.8 1 1.2 1.4 1.6 1.8 2 2.2
Row 263 Row 264

BSE INDEX
Daily return (Zi-Zm) (Zi-Zm)^2 (Xi-Xm)*(Zi-Zm) (Yi-Ym)*(Zi-Zm)
0.004754 0.005740 0.000033 0.000020 -0.000298

-0.004597 -0.003610 0.000013 0.000032 0.000189
-0.004949 -0.003963 0.000016 0.000047 0.000183
0.004589 0.005575 0.000031 0.000047 0.000445
-0.004161 -0.003175 0.000010 0.000000 -0.000188
0.006168 0.007154 0.000051 -0.000135 -0.000097
-0.009088 -0.008101 0.000066 -0.000313 0.000232
0.000561 0.001548 0.000002 0.000016 0.000001
0.004147 0.005133 0.000026 0.000068 -0.000059
0.003579 0.004565 0.000021 0.000027 0.000288
0.009505 0.010491 0.000110 0.000014 0.000535
-0.003446 -0.002460 0.000006 0.000006 0.000066
-0.014701 -0.013715 0.000188 -0.000166 0.000106
0.012701 0.013687 0.000187 -0.000184 0.000174
-0.008291 -0.007305 0.000053 -0.000019 0.000099
0.008687 0.009674 0.000094 -0.000515 -0.000277
-0.000916 0.000070 0.000000 -0.000002 -0.000003
-0.001284 -0.000298 0.000000 -0.000003 -0.000014
-0.000466 0.000520 0.000000 -0.000007 -0.000003
-0.009314 -0.008328 0.000069 0.000008 -0.000188
-0.008386 -0.007400 0.000055 -0.000114 0.000400
-0.012736 -0.011750 0.000138 -0.000008 0.000791
-0.008631 -0.007644 0.000058 0.000060 0.000157
-0.009934 -0.008948 0.000080 0.000065 -0.000323
0.006139 0.007126 0.000051 0.000155 -0.000194
-0.005457 -0.004471 0.000020 0.000036 0.000318
0.007506 0.008493 0.000072 -0.000106 -0.000459
0.014369 0.015355 0.000236 0.000069 -0.000381
0.037487 0.038473 0.001480 0.000476 0.002423
-0.009729 -0.008743 0.000076 -0.000008 0.000454
0.003603 0.004589 0.000021 -0.000047 0.000134
-0.007640 -0.006654 0.000044 -0.000105 -0.000355
0.016060 0.017047 0.000291 0.000563 0.000200
0.006303 0.007290 0.000053 0.000016 0.000142
0.001674 0.002661 0.000007 -0.000015 0.000133
-0.006231 -0.005245 0.000028 0.000174 0.000133
0.008352 0.009338 0.000087 -0.000016 0.000072
-0.002957 -0.001970 0.000004 0.000023 -0.000097
0.013935 0.014921 0.000223 0.000157 0.000176
-0.004571 -0.003585 0.000013 0.000041 0.000030
-0.013817 -0.012830 0.000165 0.000041 0.000330
0.002180 0.003166 0.000010 0.000008 -0.000004
0.004256 0.005243 0.000027 -0.000010 -0.000211
0.004171 0.005157 0.000027 -0.000016 0.000174
-0.004847 -0.003861 0.000015 -0.000013 0.000076
-0.000389 0.000598 0.000000 0.000000 0.000005
-0.007279 -0.006293 0.000040 -0.000041 0.000166
-0.012453 -0.011466 0.000131 0.000158 0.000377
0.002196 0.003182 0.000010 -0.000018 -0.000014
0.001701 0.002687 0.000007 -0.000006 -0.000104
0.012500 0.013486 0.000182 0.000411 0.000595
-0.010281 -0.009295 0.000086 -0.000355 -0.000224
-0.001825 -0.000839 0.000001 -0.000003 0.000001
0.007974 0.008961 0.000080 -0.000144 0.000050
0.003985 0.004971 0.000025 -0.000045 0.000106
-0.000143 0.000843 0.000001 0.000002 0.000005
-0.004844 -0.003858 0.000015 -0.000044 0.000041
0.007409 0.008395 0.000070 -0.000077 -0.000085
0.003275 0.004261 0.000018 0.000066 -0.000090
0.000572 0.001558 0.000002 -0.000007 0.000037
0.001727 0.002713 0.000007 -0.000047 0.000104
-0.009889 -0.008903 0.000079 0.000016 0.000196
-0.020065 -0.019078 0.000364 0.000546 0.000768
0.000265 0.001251 0.000002 -0.000010 -0.000006
-0.004487 -0.003501 0.000012 -0.000020 0.000020
0.006901 0.007887 0.000062 -0.000099 0.000304
-0.002238 -0.001252 0.000002 -0.000013 -0.000012
0.004143 0.005129 0.000026 -0.000026 0.000029
0.006024 0.007011 0.000049 0.000086 0.000057
0.002162 0.003148 0.000010 0.000030 0.000058
-0.008114 -0.007127 0.000051 0.000094 0.000371
-0.014408 -0.013422 0.000180 0.000026 0.000363
-0.007979 -0.006992 0.000049 0.000048 0.000100
-0.001272 -0.000286 0.000000 -0.000002 0.000006
-0.003557 -0.002570 0.000007 0.000041 0.000115
-0.000440 0.000546 0.000000 -0.000008 -0.000012
0.001370 0.002356 0.000006 -0.000030 -0.000105
-0.005185 -0.004199 0.000018 -0.000078 0.001109
-0.007672 -0.006686 0.000045 0.000064 0.000221
0.002243 0.003229 0.000010 0.000012 0.000171
-0.012348 -0.011361 0.000129 0.000204 0.000321
0.002699 0.003685 0.000014 0.000029 -0.000158
-0.011272 -0.010285 0.000106 0.000127 0.000449
0.007548 0.008534 0.000073 0.000125 -0.000478
-0.007744 -0.006758 0.000046 0.000012 0.000356
0.017358 0.018344 0.000336 0.000198 0.001104
0.006819 0.007806 0.000061 0.000094 -0.000344
-0.016597 -0.015611 0.000244 -0.000025 0.000929
0.009561 0.010548 0.000111 -0.000138 0.001323
0.001040 0.002026 0.000004 -0.000006 0.000303
0.001397 0.002383 0.000006 -0.000005 -0.000161
-0.001991 -0.001005 0.000001 0.000011 0.000021
-0.007170 -0.006184 0.000038 0.000068 0.000251
-0.015851 -0.014865 0.000221 0.000078 0.000794
0.006258 0.007244 0.000052 0.000126 0.000689
0.021606 0.022592 0.000510 0.000062 -0.000778
0.003925 0.004911 0.000024 0.000092 -0.000177
-0.005033 -0.004046 0.000016 0.000107 0.000206
-0.010224 -0.009238 0.000085 -0.000025 0.000204
0.007118 0.008104 0.000066 -0.000067 0.000845
-0.020622 -0.019636 0.000386 0.000104 0.000838
0.004426 0.005412 0.000029 0.000066 -0.000085
-0.002187 -0.001201 0.000001 -0.000006 -0.000021
0.009206 0.010192 0.000104 0.000011 0.000220
0.004426 0.005412 0.000029 0.000038 0.000157
0.003375 0.004361 0.000019 -0.000073 0.000362
-0.004468 -0.003482 0.000012 0.000012 0.000102
0.007565 0.008552 0.000073 0.000118 -0.000214
-0.007000 -0.006013 0.000036 0.000498 0.000133
-0.017300 -0.016313 0.000266 -0.000434 0.000435
0.002269 0.003256 0.000011 -0.000001 -0.000128
-0.012865 -0.011879 0.000141 0.000361 -0.001464
0.053227 0.054213 0.002939 0.004537 0.004198
0.028289 0.029276 0.000857 0.000511 -0.000989
0.000182 0.001168 0.000001 -0.000036 -0.000004
-0.012881 -0.011895 0.000141 -0.000162 0.000508
0.010266 0.011253 0.000127 -0.000009 -0.000168
-0.004288 -0.003301 0.000011 -0.000090 -0.000285
-0.003999 -0.003012 0.000009 -0.000023 -0.000284
-0.009360 -0.008374 0.000070 0.000268 0.001028
-0.005183 -0.004197 0.000018 -0.000002 0.000218
-0.011377 -0.010391 0.000108 0.000150 0.000041
-0.003751 -0.002765 0.000008 -0.000024 -0.000055
0.017211 0.018197 0.000331 0.000347 0.002630
-0.007794 -0.006808 0.000046 0.000131 -0.000423
0.006512 0.007498 0.000056 0.000088 -0.000189
0.002292 0.003278 0.000011 -0.000009 0.000226
0.007631 0.008617 0.000074 0.000122 -0.000277
0.002413 0.003399 0.000012 0.000067 0.000234
0.011738 0.012724 0.000162 0.001426 -0.000416
0.006307 0.007294 0.000053 -0.000347 0.000109
-0.008513 -0.007527 0.000057 -0.000005 0.000277
0.002438 0.003424 0.000012 -0.000018 -0.000255
-0.000984 0.000002 0.000000 0.000000 0.000000
0.000965 0.001952 0.000004 0.000047 -0.000092
0.004919 0.005906 0.000035 0.000114 0.000138
0.014819 0.015805 0.000250 0.000014 -0.001221
0.005524 0.006510 0.000042 0.000016 -0.000042
0.001927 0.002913 0.000008 0.000038 0.000073
0.000897 0.001883 0.000004 -0.000026 0.000206
0.003409 0.004395 0.000019 0.000021 0.000232
-0.001333 -0.000347 0.000000 -0.000002 0.000022
0.005505 0.006491 0.000042 0.000038 -0.000500
0.004546 0.005532 0.000031 -0.000011 0.000108
-0.008121 -0.007134 0.000051 -0.000002 0.000227
0.000532 0.001519 0.000002 0.000003 0.000094
-0.005677 -0.004690 0.000022 0.000055 0.000333
0.004248 0.005234 0.000027 0.000010 -0.001041
0.001743 0.002729 0.000007 0.000004 0.000686
-0.001796 -0.000810 0.000001 -0.000005 -0.000177
0.004605 0.005591 0.000031 -0.000029 0.001961
0.004496 0.005482 0.000030 0.000042 0.000978
-0.001881 -0.000895 0.000001 -0.000008 0.000051
-0.005318 -0.004331 0.000019 0.000023 0.000035
0.013128 0.014114 0.000199 0.000122 0.000657
-0.001661 -0.000675 0.000000 0.000003 0.000076
0.004883 0.005869 0.000034 -0.000038 -0.000123
0.002671 0.003657 0.000013 -0.000001 0.000468
-0.008178 -0.007192 0.000052 0.000021 -0.000256
0.000205 0.001191 0.000001 -0.000002 0.000172
-0.003106 -0.002119 0.000004 -0.000011 0.000193
0.004298 0.005285 0.000028 -0.000106 0.000538
-0.001731 -0.000744 0.000001 -0.000002 0.000038
-0.008201 -0.007215 0.000052 0.000060 0.000357
0.001045 0.002032 0.000004 -0.000004 -0.000118
-0.006114 -0.005128 0.000026 0.000121 -0.000075
0.004292 0.005278 0.000028 0.000032 0.000125
0.004185 0.005172 0.000027 -0.000116 0.000082
0.010547 0.011533 0.000133 0.000020 0.000300
-0.001731 -0.000745 0.000001 -0.000003 0.000030
0.010099 0.011086 0.000123 0.000098 0.000530
0.004991 0.005978 0.000036 -0.000036 -0.000393
0.002776 0.003762 0.000014 0.000010 0.000108
0.000183 0.001169 0.000001 0.000024 -0.000006
-0.000933 0.000053 0.000000 0.000001 -0.000001
-0.004356 -0.003370 0.000011 -0.000027 0.000024
-0.007175 -0.006189 0.000038 0.000036 0.000240
0.009994 0.010980 0.000121 -0.000007 -0.000356
-0.000412 0.000574 0.000000 0.000001 0.000034
-0.007321 -0.006335 0.000040 0.000037 -0.000035
0.001267 0.002254 0.000005 0.000045 -0.000010
0.003839 0.004826 0.000023 -0.000091 0.000027
-0.019004 -0.018017 0.000325 0.000175 0.000224
0.004741 0.005727 0.000033 0.000159 -0.000025
-0.001266 -0.000279 0.000000 0.000005 -0.000026
0.015547 0.016534 0.000273 -0.000006 -0.000570
0.003555 0.004541 0.000021 0.000042 -0.000120
0.006249 0.007236 0.000052 0.000048 0.000147
0.002220 0.003207 0.000010 0.000060 -0.000024
-0.001905 -0.000918 0.000001 -0.000007 0.000011
0.001429 0.002415 0.000006 0.000031 0.000021
0.000305 0.001292 0.000002 0.000004 -0.000321
-0.009929 -0.008942 0.000080 0.000076 -0.000729
-0.004939 -0.003952 0.000016 0.000015 -0.000877
-0.005044 -0.004058 0.000016 -0.000035 0.000183
0.006592 0.007578 0.000057 0.000049 0.000406
0.005480 0.006466 0.000042 -0.000018 0.000178
-0.011008 -0.010022 0.000100 0.000002 0.000358
-0.004574 -0.003588 0.000013 -0.000017 0.000258
0.005658 0.006644 0.000044 -0.000065 -0.000110
-0.006914 -0.005928 0.000035 -0.000013 0.000067
-0.004652 -0.003666 0.000013 -0.000122 -0.000106
-0.024260 -0.023274 0.000542 0.000671 0.000041
0.003442 0.004429 0.000020 0.000090 0.000076
0.023000 0.023986 0.000575 0.000443 -0.000310
0.008661 0.009647 0.000093 0.000006 0.000001
0.003971 0.004957 0.000025 0.000080 -0.000037
-0.003975 -0.002988 0.000009 -0.000084 -0.000017
-0.003943 -0.002957 0.000009 -0.000073 0.000068
0.005772 0.006758 0.000046 -0.000435 -0.000215
0.008486 0.009472 0.000090 -0.000271 -0.000663
-0.002553 -0.001567 0.000002 -0.000023 0.000004
-0.004873 -0.003887 0.000015 0.000058 0.000887
-0.004897 -0.003911 0.000015 0.000014 0.000007
-0.003929 -0.002943 0.000009 0.000008 0.000324
0.010481 0.011467 0.000132 -0.000148 0.004435
-0.003700 -0.002713 0.000007 0.000013 -0.000147
-0.019599 -0.018613 0.000346 0.000370 0.002127
-0.002032 -0.001046 0.000001 0.000017 -0.000023
-0.009738 -0.008751 0.000077 0.000042 -0.000078
-0.003592 -0.002606 0.000007 0.000028 0.000088
-0.036441 -0.035455 0.001257 -0.000168 -0.000509
-0.004002 -0.003016 0.000009 0.000069 0.000309
0.012575 0.013562 0.000184 0.000366 0.000878
-0.005546 -0.004560 0.000021 -0.000373 0.000069
-0.021684 -0.020697 0.000428 -0.000290 0.001534
-0.051672 -0.050686 0.002569 0.003589 -0.010764
0.001752 0.002739 0.000008 -0.000048 0.000243
-0.081778 -0.080792 0.006527 0.006020 0.002291
0.040434 0.041420 0.001716 0.001505 0.014264
-0.079564 -0.078578 0.006174 0.004400 -0.001702
-0.025836 -0.024849 0.000617 0.000805 0.003719
-0.055907 -0.054921 0.003016 0.001435 0.018923
-0.020135 -0.019148 0.000367 0.000651 -0.001105
0.057541 0.058527 0.003425 0.001386 0.002513
-0.131526 -0.130540 0.017041 0.010694 0.011187
0.026665 0.027651 0.000765 0.000253 0.001951
0.069796 0.070783 0.005010 0.003685 -0.000145
0.049446 0.050433 0.002543 0.003290 -0.000860
-0.004380 -0.003394 0.000012 0.000052 0.000039
-0.046126 -0.045140 0.002038 0.000536 0.000665
0.036152 0.037138 0.001379 0.003228 -0.000443
AVERAGE RETURN -0.000986 COVARIANCE ( X,Z) 0.000216 COVARIANCE(Y,Z)

UALIZED RETURN -0.213199 CORRELATION ( X,Z) 0.543004377 CORRELATION(Y,Z)
ANDARD DEVIATION 0.017543
D STANDARD DEVIATION 0.273467
VARIANCE 0.000305
ALIZED VARIANCE 0.075084
(Yi-Ym)*(Zi-Zm)
-0.000298
0.000189
0.000183
0.000445
-0.000188
-0.000097
0.000232
0.000001
-0.000059
0.000288
0.000535
0.000066
0.000106
0.000174
0.000099
-0.000277
-0.000003
-0.000014
-0.000003
-0.000188
0.000400
0.000791
0.000157
-0.000323
-0.000194
0.000318
-0.000459
-0.000381
0.002423
0.000454
0.000134
-0.000355
0.000200
0.000142
0.000133
0.000133
0.000072
-0.000097
0.000176
0.000030
0.000330
-0.000004
-0.000211
0.000174
0.000076
0.000005
0.000166
0.000377
-0.000014
-0.000104
0.000595
-0.000224
0.000001
0.000050
0.000106
0.000005
0.000041
-0.000085
-0.000090
0.000037
0.000104
0.000196
0.000768
-0.000006
0.000020
0.000304
-0.000012
0.000029
0.000057
0.000058
0.000371
0.000363
0.000100
0.000006
0.000115
-0.000012
-0.000105
0.001109
0.000221
0.000171
0.000321
-0.000158
0.000449
-0.000478
0.000356
0.001104
-0.000344
0.000929
0.001323
0.000303
-0.000161
0.000021
0.000251
0.000794
0.000689
-0.000778
-0.000177
0.000206
0.000204
0.000845
0.000838
-0.000085
-0.000021
0.000220
0.000157
0.000362
0.000102
-0.000214
0.000133
0.000435
-0.000128
-0.001464
0.004198
-0.000989
-0.000004
0.000508
-0.000168
-0.000285
-0.000284
0.001028
0.000218
0.000041
-0.000055
0.002630
-0.000423
-0.000189
0.000226
-0.000277
0.000234
-0.000416
0.000109
0.000277
-0.000255
0.000000
-0.000092
0.000138
-0.001221
-0.000042
0.000073
0.000206
0.000232
0.000022
-0.000500
0.000108
0.000227
0.000094
0.000333
-0.001041
0.000686
-0.000177
0.001961
0.000978
0.000051
0.000035
0.000657
0.000076
-0.000123
0.000468
-0.000256
0.000172
0.000193
0.000538
0.000038
0.000357
-0.000118
-0.000075
0.000125
0.000082
0.000300
0.000030
0.000530
-0.000393
0.000108
-0.000006
-0.000001
0.000024
0.000240
-0.000356
0.000034
-0.000035
-0.000010
0.000027
0.000224
-0.000025
-0.000026
-0.000570
-0.000120
0.000147
-0.000024
0.000011
0.000021
-0.000321
-0.000729
-0.000877
0.000183
0.000406
0.000178
0.000358
0.000258
-0.000110
0.000067
-0.000106
0.000041
0.000076
-0.000310
0.000001
-0.000037
-0.000017
0.000068
-0.000215
-0.000663
0.000004
0.000887
0.000007
0.000324
0.004435
-0.000147
0.002127
-0.000023
-0.000078
0.000088
-0.000509
0.000309
0.000878
0.000069
0.001534
-0.010764
0.000243
0.002291
0.014264
-0.001702
0.003719
0.018923
-0.001105
0.002513
0.011187
0.001951
-0.000145
-0.000860
0.000039
0.000665
-0.000443
COVARIANCE(Y,Z) 0.000312
CORRELATION(Y,Z) 0.217185
3MINDIA
Date Adj Close Daily returns (Xi-Xm) (Xi-Xm)^2
1-Apr-20 18477.05
3-Apr-20 17463.4 -0.054860 -0.057059 0.003256
7-Apr-20 18763.75 0.074461 0.072263 0.005222
8-Apr-20 18287.85 -0.025363 -0.027562 0.000760
9-Apr-20 18935 0.035387 0.033188 0.001101
13-Apr-20 18796.5 -0.007314 -0.009513 0.000091
15-Apr-20 18892.8 0.005123 0.002924 0.000009
16-Apr-20 19566.85 0.035678 0.033479 0.001121
17-Apr-20 19751.95 0.009460 0.007261 0.000053
20-Apr-20 19865.45 0.005746 0.003547 0.000013
21-Apr-20 19412.9 -0.022781 -0.024980 0.000624
22-Apr-20 18727.55 -0.035304 -0.037503 0.001406
23-Apr-20 18771.45 0.002344 0.000145 0.000000
24-Apr-20 19120 0.018568 0.016369 0.000268
27-Apr-20 19488.4 0.019268 0.017069 0.000291
28-Apr-20 19315.45 -0.008875 -0.011073 0.000123
29-Apr-20 19571.8 0.013272 0.011073 0.000123
30-Apr-20 19430.3 -0.007230 -0.009429 0.000089
4-May-20 18803.05 -0.032282 -0.034481 0.001189
5-May-20 18668.05 -0.007180 -0.009379 0.000088
6-May-20 18730.25 0.003332 0.001133 0.000001
7-May-20 18857.75 0.006807 0.004608 0.000021
8-May-20 18600.55 -0.013639 -0.015838 0.000251
11-May-20 18189.75 -0.022085 -0.024284 0.000590
12-May-20 18096.25 -0.005140 -0.007339 0.000054
13-May-20 18326.35 0.012715 0.010516 0.000111
14-May-20 17747.65 -0.031577 -0.033776 0.001141
15-May-20 17691.5 -0.003164 -0.005363 0.000029
18-May-20 17061.45 -0.035613 -0.037812 0.001430
19-May-20 16891.9 -0.009938 -0.012136 0.000147
20-May-20 17527.3 0.037616 0.035417 0.001254
21-May-20 17867.65 0.019418 0.017219 0.000297
22-May-20 17690.2 -0.009931 -0.012130 0.000147
26-May-20 17540.2 -0.008479 -0.010678 0.000114
27-May-20 17879.25 0.019330 0.017131 0.000293
28-May-20 18033.6 0.008633 0.006434 0.000041
29-May-20 18298.45 0.014686 0.012488 0.000156
2-Jun-20 17987.25 -0.017007 -0.019206 0.000369
3-Jun-20 17899.5 -0.004878 -0.007077 0.000050
4-Jun-20 18076.25 0.009875 0.007676 0.000059
5-Jun-20 17981.75 -0.005228 -0.007427 0.000055
8-Jun-20 18279.3 0.016547 0.014348 0.000206
9-Jun-20 18198.15 -0.004439 -0.006638 0.000044
10-Jun-20 18278.75 0.004429 0.002230 0.000005
11-Jun-20 17543.65 -0.040216 -0.042415 0.001799
12-Jun-20 17420.9 -0.006997 -0.009196 0.000085
15-Jun-20 17194.2 -0.013013 -0.015212 0.000231
16-Jun-20 18465.65 0.073946 0.071748 0.005148
17-Jun-20 18636.95 0.009277 0.007078 0.000050
18-Jun-20 18771.9 0.007241 0.005042 0.000025
19-Jun-20 18577.35 -0.010364 -0.012563 0.000158
22-Jun-20 18565.95 -0.000614 -0.002813 0.000008
23-Jun-20 18318.35 -0.013336 -0.015535 0.000241
24-Jun-20 18413.6 0.005200 0.003001 0.000009
25-Jun-20 18530.75 0.006362 0.004163 0.000017
26-Jun-20 19105.6 0.031021 0.028823 0.000831
29-Jun-20 19122.75 0.000898 -0.001301 0.000002
30-Jun-20 18793.2 -0.017233 -0.019432 0.000378
1-Jul-20 18624.7 -0.008966 -0.011165 0.000125
2-Jul-20 18666.7 0.002255 0.000056 0.000000
3-Jul-20 18449.55 -0.011633 -0.013832 0.000191
6-Jul-20 18963.55 0.027860 0.025661 0.000658
7-Jul-20 19365.8 0.021212 0.019013 0.000361
8-Jul-20 19251.05 -0.005925 -0.008124 0.000066
9-Jul-20 19501.2 0.012994 0.010795 0.000117
10-Jul-20 19505.85 0.000238 -0.001960 0.000004
13-Jul-20 19935.65 0.022034 0.019836 0.000393
14-Jul-20 20235.05 0.015018 0.012819 0.000164
15-Jul-20 20348.3 0.005597 0.003398 0.000012
16-Jul-20 20557.1 0.010261 0.008062 0.000065
17-Jul-20 21053.45 0.024145 0.021946 0.000482
20-Jul-20 21530.3 0.022649 0.020451 0.000418
21-Jul-20 21507.5 -0.001059 -0.003258 0.000011
22-Jul-20 21250.85 -0.011933 -0.014132 0.000200
23-Jul-20 21487.85 0.011152 0.008954 0.000080
24-Jul-20 21493.6 0.000268 -0.001931 0.000004
27-Jul-20 21497.2 0.000167 -0.002031 0.000004
28-Jul-20 21509.55 0.000574 -0.001624 0.000003
29-Jul-20 21480.9 -0.001332 -0.003531 0.000012
30-Jul-20 21295.65 -0.008624 -0.010823 0.000117
31-Jul-20 21069.75 -0.010608 -0.012807 0.000164
3-Aug-20 20892.65 -0.008405 -0.010604 0.000112
4-Aug-20 20607.6 -0.013644 -0.015842 0.000251
5-Aug-20 20601.35 -0.000303 -0.002502 0.000006
6-Aug-20 20406.1 -0.009478 -0.011676 0.000136
7-Aug-20 21519.9 0.054582 0.052383 0.002744
10-Aug-20 22151.2 0.029336 0.027137 0.000736
11-Aug-20 21762 -0.017570 -0.019769 0.000391
12-Aug-20 21375.5 -0.017760 -0.019959 0.000398
13-Aug-20 21831.2 0.021319 0.019120 0.000366
14-Aug-20 20892.9 -0.042980 -0.045179 0.002041
17-Aug-20 20939.2 0.002216 0.000017 0.000000
18-Aug-20 20803 -0.006505 -0.008703 0.000076
19-Aug-20 20815.05 0.000579 -0.001620 0.000003
20-Aug-20 20531.85 -0.013606 -0.015804 0.000250
21-Aug-20 20609.4 0.003777 0.001578 0.000002
24-Aug-20 20917.4 0.014945 0.012746 0.000162
25-Aug-20 20820 -0.004656 -0.006855 0.000047
26-Aug-20 20841.05 0.001011 -0.001188 0.000001
27-Aug-20 20918.7 0.003726 0.001527 0.000002
28-Aug-20 20884.95 -0.001613 -0.003812 0.000015
31-Aug-20 20285.4 -0.028707 -0.030906 0.000955
1-Sep-20 19963.55 -0.015866 -0.018065 0.000326
2-Sep-20 20179.25 0.010805 0.008606 0.000074
3-Sep-20 20012.35 -0.008271 -0.010470 0.000110
4-Sep-20 19649.95 -0.018109 -0.020308 0.000412
7-Sep-20 19362.4 -0.014634 -0.016832 0.000283
8-Sep-20 19147.7 -0.011089 -0.013287 0.000177
9-Sep-20 18816.95 -0.017274 -0.019472 0.000379
10-Sep-20 18761.2 -0.002963 -0.005162 0.000027
11-Sep-20 18579.8 -0.009669 -0.011868 0.000141
14-Sep-20 18884.7 0.016410 0.014211 0.000202
15-Sep-20 18894 0.000492 -0.001706 0.000003
16-Sep-20 19244.6 0.018556 0.016357 0.000268
17-Sep-20 19054.15 -0.009896 -0.012095 0.000146
21-Sep-20 18246.9 -0.042366 -0.044565 0.001986
22-Sep-20 18146.75 -0.005489 -0.007687 0.000059
23-Sep-20 18593.1 0.024597 0.022398 0.000502
24-Sep-20 18346.35 -0.013271 -0.015470 0.000239
25-Sep-20 18222.15 -0.006770 -0.008969 0.000080
28-Sep-20 18375.75 0.008429 0.006230 0.000039
29-Sep-20 18404 0.001537 -0.000662 0.000000
30-Sep-20 18342.05 -0.003366 -0.005565 0.000031
1-Oct-20 18233 -0.005945 -0.008144 0.000066
5-Oct-20 18386 0.008391 0.006193 0.000038
6-Oct-20 18793.9 0.022185 0.019986 0.000399
7-Oct-20 18534.5 -0.013802 -0.016001 0.000256
8-Oct-20 18905.9 0.020038 0.017839 0.000318
9-Oct-20 19472.1 0.029948 0.027749 0.000770
12-Oct-20 19504.05 0.001641 -0.000558 0.000000
13-Oct-20 19149.45 -0.018181 -0.020380 0.000415
14-Oct-20 19026.65 -0.006413 -0.008612 0.000074
15-Oct-20 18706.1 -0.016847 -0.019046 0.000363
16-Oct-20 18694.25 -0.000633 -0.002832 0.000008
19-Oct-20 18935.95 0.012929 0.010730 0.000115
20-Oct-20 19065.3 0.006831 0.004632 0.000021
21-Oct-20 18969.4 -0.005030 -0.007229 0.000052
22-Oct-20 18837.7 -0.006943 -0.009142 0.000084
23-Oct-20 18927.8 0.004783 0.002584 0.000007
26-Oct-20 18629.3 -0.015770 -0.017969 0.000323
27-Oct-20 18492.15 -0.007362 -0.009561 0.000091
28-Oct-20 18469.35 -0.001233 -0.003432 0.000012
29-Oct-20 18686.2 0.011741 0.009542 0.000091
30-Oct-20 18750 0.003414 0.001215 0.000001
2-Nov-20 19201.05 0.024056 0.021857 0.000478
3-Nov-20 19501.6 0.015653 0.013454 0.000181
4-Nov-20 19589.85 0.004525 0.002326 0.000005
5-Nov-20 20185.35 0.030398 0.028200 0.000795
6-Nov-20 20166.2 -0.000949 -0.003148 0.000010
9-Nov-20 20430.55 0.013109 0.010910 0.000119
10-Nov-20 20330.45 -0.004900 -0.007098 0.000050
11-Nov-20 20203.45 -0.006247 -0.008446 0.000071
12-Nov-20 20711.8 0.025162 0.022963 0.000527
13-Nov-20 20667.7 -0.002129 -0.004328 0.000019
14-Nov-20 20520 -0.007146 -0.009345 0.000087
17-Nov-20 21187.85 0.032546 0.030347 0.000921
18-Nov-20 21360 0.008125 0.005926 0.000035
19-Nov-20 21373.15 0.000616 -0.001583 0.000003
20-Nov-20 21757.15 0.017966 0.015768 0.000249
23-Nov-20 22330.05 0.026332 0.024133 0.000582
24-Nov-20 22799.05 0.021003 0.018804 0.000354
25-Nov-20 21731.25 -0.046835 -0.049034 0.002404
26-Nov-20 21047.75 -0.031452 -0.033651 0.001132
27-Nov-20 21837.4 0.037517 0.035318 0.001247
1-Dec-20 21966.65 0.005919 0.003720 0.000014
2-Dec-20 22391.1 0.019322 0.017124 0.000293
3-Dec-20 22679.3 0.012871 0.010672 0.000114
4-Dec-20 22409.05 -0.011916 -0.014115 0.000199
7-Dec-20 22867.65 0.020465 0.018266 0.000334
8-Dec-20 22859.3 -0.000365 -0.002564 0.000007
9-Dec-20 22556.8 -0.013233 -0.015432 0.000238
10-Dec-20 22495.75 -0.002707 -0.004905 0.000024
11-Dec-20 22610.8 0.005114 0.002915 0.000008
14-Dec-20 22892.7 0.012467 0.010269 0.000105
15-Dec-20 22959.75 0.002929 0.000730 0.000001
16-Dec-20 22883.3 -0.003330 -0.005529 0.000031
17-Dec-20 22668.3 -0.009395 -0.011594 0.000134
18-Dec-20 21953.75 -0.031522 -0.033721 0.001137
21-Dec-20 21225.75 -0.033161 -0.035359 0.001250
22-Dec-20 20999.6 -0.010655 -0.012853 0.000165
23-Dec-20 21073 0.003495 0.001296 0.000002
24-Dec-20 21151.85 0.003742 0.001543 0.000002
28-Dec-20 21373.55 0.010481 0.008282 0.000069
29-Dec-20 21191.25 -0.008529 -0.010728 0.000115
30-Dec-20 20860.25 -0.015620 -0.017819 0.000317
31-Dec-20 20837.35 -0.001098 -0.003297 0.000011
1-Jan-21 21108.7 0.013022 0.010823 0.000117
4-Jan-21 21150.1 0.001961 -0.000238 0.000000
5-Jan-21 21703.35 0.026158 0.023959 0.000574
6-Jan-21 21365 -0.015590 -0.017789 0.000316
7-Jan-21 21649.45 0.013314 0.011115 0.000124
8-Jan-21 21697.75 0.002231 0.000032 0.000000
11-Jan-21 21720.15 0.001032 -0.001167 0.000001
12-Jan-21 21596.85 -0.005677 -0.007876 0.000062
13-Jan-21 21250.8 -0.016023 -0.018222 0.000332
14-Jan-21 21120.1 -0.006150 -0.008349 0.000070
15-Jan-21 20761.4 -0.016984 -0.019183 0.000368
18-Jan-21 21187.3 0.020514 0.018315 0.000335
19-Jan-21 21463.45 0.013034 0.010835 0.000117
20-Jan-21 21241.85 -0.010325 -0.012523 0.000157
21-Jan-21 20751.45 -0.023087 -0.025285 0.000639
22-Jan-21 20493.2 -0.012445 -0.014644 0.000214
25-Jan-21 20033.65 -0.022425 -0.024623 0.000606
27-Jan-21 19853.15 -0.009010 -0.011209 0.000126
28-Jan-21 19398.65 -0.022893 -0.025092 0.000630
29-Jan-21 19136.65 -0.013506 -0.015705 0.000247
1-Feb-21 19137.55 0.000047 -0.002152 0.000005
2-Feb-21 20604.6 0.076658 0.074459 0.005544
3-Feb-21 20970.15 0.017741 0.015542 0.000242
4-Feb-21 21177.05 0.009866 0.007668 0.000059
5-Feb-21 20920.15 -0.012131 -0.014330 0.000205
8-Feb-21 21453.45 0.025492 0.023293 0.000543
9-Feb-21 21212.85 -0.011215 -0.013414 0.000180
10-Feb-21 21562.8 0.016497 0.014298 0.000204
11-Feb-21 20959.95 -0.027958 -0.030157 0.000909
12-Feb-21 20717.6 -0.011563 -0.013761 0.000189
15-Feb-21 20974.25 0.012388 0.010189 0.000104
16-Feb-21 21261.65 0.013703 0.011504 0.000132
17-Feb-21 21964.6 0.033062 0.030863 0.000953
18-Feb-21 21777.05 -0.008539 -0.010738 0.000115
19-Feb-21 21690.75 -0.003963 -0.006162 0.000038
22-Feb-21 21042.65 -0.029879 -0.032078 0.001029
23-Feb-21 21051.8 0.000435 -0.001764 0.000003
24-Feb-21 21779.15 0.034550 0.032352 0.001047
25-Feb-21 22369.05 0.027086 0.024887 0.000619
26-Feb-21 23093.9 0.032404 0.030205 0.000912
1-Mar-21 24125.35 0.044663 0.042464 0.001803
2-Mar-21 25009 0.036627 0.034429 0.001185
3-Mar-21 25963.65 0.038172 0.035973 0.001294
4-Mar-21 25976.75 0.000505 -0.001694 0.000003
5-Mar-21 25616.3 -0.013876 -0.016075 0.000258
8-Mar-21 26557.55 0.036744 0.034545 0.001193
9-Mar-21 26332.75 -0.008465 -0.010664 0.000114
10-Mar-21 25932.15 -0.015213 -0.017412 0.000303
12-Mar-21 27251.7 0.050885 0.048686 0.002370
15-Mar-21 27494.8 0.008921 0.006722 0.000045
16-Mar-21 28013.45 0.018864 0.016665 0.000278
17-Mar-21 27953.65 -0.002135 -0.004334 0.000019
18-Mar-21 27420.75 -0.019064 -0.021263 0.000452
19-Mar-21 27543.15 0.004464 0.002265 0.000005
22-Mar-21 27379.55 -0.005940 -0.008139 0.000066
23-Mar-21 27991.75 0.022360 0.020161 0.000406
24-Mar-21 28410.7 0.014967 0.012768 0.000163
25-Mar-21 28267.45 -0.005042 -0.007241 0.000052
26-Mar-21 28816.5 0.019423 0.017225 0.000297
30-Mar-21 29864.15 0.036356 0.034157 0.001167
31-Mar-21 30238.55 0.012537 0.010338 0.000107

VARIANCE 0.000391

RETURN 0.017192
RISK 0.000223

RETURN 1.025752
RISK 0.300289

RETURN 0.940155
RISK 0.778984
VODAFONE IDEA
Date Adj Close Daily returns (Yi-Ym)
1-Apr-20 3.04
3-Apr-20 3.15 0.036184 0.030246
7-Apr-20 3.22 0.022222 0.016284
8-Apr-20 3.2 -0.006211 -0.012150
9-Apr-20 3.28 0.025000 0.019062
13-Apr-20 4.1 0.250000 0.244062
15-Apr-20 4.24 0.034146 0.028208
16-Apr-20 4.25 0.002358 -0.003580
17-Apr-20 4.1 -0.035294 -0.041233
20-Apr-20 3.92 -0.043902 -0.049841
21-Apr-20 3.71 -0.053571 -0.059510
22-Apr-20 3.96 0.067385 0.061447
23-Apr-20 4.33 0.093434 0.087496
24-Apr-20 3.99 -0.078522 -0.084460
27-Apr-20 4.1 0.027569 0.021630
28-Apr-20 4.01 -0.021951 -0.027890
29-Apr-20 4.21 0.049875 0.043937
30-Apr-20 4.2 -0.002375 -0.008314
4-May-20 4.18 -0.004762 -0.010700
5-May-20 4.14 -0.009569 -0.015508
6-May-20 4.28 0.033816 0.027878
7-May-20 4.16 -0.028037 -0.033976
8-May-20 4.17 0.002404 -0.003535
11-May-20 4.58 0.098321 0.092383
12-May-20 4.94 0.078603 0.072664
13-May-20 4.92 -0.004049 -0.009987
14-May-20 4.76 -0.032520 -0.038459
15-May-20 4.89 0.027311 0.021372
18-May-20 4.67 -0.044990 -0.050928
19-May-20 5.46 0.169165 0.163226
20-May-20 5.65 0.034799 0.028860
21-May-20 5.52 -0.023009 -0.028947
22-May-20 5.53 0.001812 -0.004127
26-May-20 5.61 0.014467 0.008528
27-May-20 5.67 0.010695 0.004757
28-May-20 5.82 0.026455 0.020517
29-May-20 6.56 0.127148 0.121209
2-Jun-20 7.73 0.178354 0.172415
3-Jun-20 8.11 0.049159 0.043221
4-Jun-20 8.63 0.064118 0.058180
5-Jun-20 10.52 0.219003 0.213065
8-Jun-20 11.99 0.139734 0.133795
9-Jun-20 10.08 -0.159299 -0.165238
10-Jun-20 10.82 0.073413 0.067474
11-Jun-20 9.39 -0.132163 -0.138101
12-Jun-20 10.15 0.080937 0.074999
15-Jun-20 10.14 -0.000985 -0.006924
16-Jun-20 9.76 -0.037475 -0.043414
17-Jun-20 9.85 0.009221 0.003283
18-Jun-20 9.76 -0.009137 -0.015076
19-Jun-20 9.14 -0.063525 -0.069463
22-Jun-20 10.08 0.102845 0.096906
23-Jun-20 10.24 0.015873 0.009935
24-Jun-20 9.81 -0.041992 -0.047931
25-Jun-20 9.82 0.001019 -0.004919
26-Jun-20 10.39 0.058045 0.052106
29-Jun-20 11.12 0.070260 0.064321
30-Jun-20 10.62 -0.044964 -0.050903
1-Jul-20 10.16 -0.043315 -0.049253
2-Jul-20 10.04 -0.011811 -0.017750
3-Jul-20 10.03 -0.000996 -0.006934
6-Jul-20 9.82 -0.020937 -0.026876
7-Jul-20 9.58 -0.024440 -0.030378
8-Jul-20 9.26 -0.033403 -0.039341
9-Jul-20 9.37 0.011879 0.005941
10-Jul-20 9.75 0.040555 0.034616
13-Jul-20 9.76 0.001026 -0.004913
14-Jul-20 9.34 -0.043033 -0.048971
15-Jul-20 8.65 -0.073876 -0.079814
16-Jul-20 7.87 -0.090173 -0.096112
17-Jul-20 8.88 0.128335 0.122397
20-Jul-20 9.04 0.018018 0.012080
21-Jul-20 8.31 -0.080752 -0.086691
22-Jul-20 8.53 0.026474 0.020536
23-Jul-20 8.59 0.007034 0.001096
24-Jul-20 8.42 -0.019790 -0.025729
27-Jul-20 8.07 -0.041568 -0.047506
28-Jul-20 8.06 -0.001239 -0.007178
29-Jul-20 8.26 0.024814 0.018875
30-Jul-20 8.01 -0.030266 -0.036205
31-Jul-20 8.4 0.048689 0.042751
3-Aug-20 8.72 0.038095 0.032157
4-Aug-20 8.63 -0.010321 -0.016260
5-Aug-20 8.31 -0.037080 -0.043018
6-Aug-20 8.25 -0.007220 -0.013159
7-Aug-20 8.83 0.070303 0.064365
10-Aug-20 9.09 0.029445 0.023507
11-Aug-20 8.71 -0.041804 -0.047743
12-Aug-20 8.86 0.017222 0.011283
13-Aug-20 9.04 0.020316 0.014378
14-Aug-20 8.93 -0.012168 -0.018107
17-Aug-20 8.98 0.005599 -0.000339
18-Aug-20 8.85 -0.014477 -0.020415
19-Aug-20 8.71 -0.015819 -0.021758
20-Aug-20 8.51 -0.022962 -0.028901
21-Aug-20 8.53 0.002350 -0.003588
24-Aug-20 9.09 0.065651 0.059712
25-Aug-20 9.02 -0.007701 -0.013639
26-Aug-20 8.92 -0.011086 -0.017025
27-Aug-20 8.88 -0.004484 -0.010423
28-Aug-20 10.1 0.137387 0.131449
31-Aug-20 10.19 0.008911 0.002972
1-Sep-20 8.89 -0.127576 -0.133515
2-Sep-20 9.91 0.114736 0.108797
3-Sep-20 12.56 0.267407 0.261468
4-Sep-20 12.01 -0.043790 -0.049728
7-Sep-20 12.3 0.024147 0.018208
8-Sep-20 11.34 -0.078049 -0.083987
9-Sep-20 11.07 -0.023810 -0.029748
10-Sep-20 11.42 0.031617 0.025679
11-Sep-20 11.13 -0.025394 -0.031333
14-Sep-20 11.57 0.039533 0.033594
15-Sep-20 11.75 0.015557 0.009619
16-Sep-20 11.52 -0.019574 -0.025513
17-Sep-20 11.27 -0.021701 -0.027640
21-Sep-20 10.39 -0.078083 -0.084022
22-Sep-20 10.25 -0.013474 -0.019413
23-Sep-20 9.22 -0.100488 -0.106426
24-Sep-20 9.12 -0.010846 -0.016784
25-Sep-20 10.36 0.135965 0.130026
28-Sep-20 10.34 -0.001931 -0.007869
29-Sep-20 9.81 -0.051257 -0.057196
30-Sep-20 9.56 -0.025484 -0.031423
1-Oct-20 9.24 -0.033473 -0.039411
5-Oct-20 9.02 -0.023810 -0.029748
6-Oct-20 8.8 -0.024390 -0.030329
7-Oct-20 8.53 -0.030682 -0.036620
8-Oct-20 8.93 0.046893 0.040955
9-Oct-20 8.9 -0.003359 -0.009298
12-Oct-20 8.7 -0.022472 -0.028410
13-Oct-20 8.54 -0.018391 -0.024329
14-Oct-20 8.4 -0.016393 -0.022332
15-Oct-20 7.99 -0.048810 -0.054748
16-Oct-20 8.03 0.005006 -0.000932
19-Oct-20 7.95 -0.009963 -0.015901
20-Oct-20 8.73 0.098113 0.092175
21-Oct-20 8.63 -0.011455 -0.017393
22-Oct-20 8.88 0.028969 0.023030
23-Oct-20 9.07 0.021396 0.015458
26-Oct-20 8.9 -0.018743 -0.024682
27-Oct-20 8.73 -0.019101 -0.025040
28-Oct-20 8.68 -0.005727 -0.011666
29-Oct-20 8.38 -0.034562 -0.040501
30-Oct-20 8.75 0.044153 0.038214
2-Nov-20 8.71 -0.004571 -0.010510
3-Nov-20 8.58 -0.014925 -0.020864
4-Nov-20 8.41 -0.019814 -0.025752
5-Nov-20 8.47 0.007134 0.001196
6-Nov-20 8.6 0.015348 0.009410
9-Nov-20 8.68 0.009302 0.003364
10-Nov-20 8.53 -0.017281 -0.023220
11-Nov-20 8.48 -0.005862 -0.011800
12-Nov-20 8.51 0.003538 -0.002401
13-Nov-20 8.72 0.024677 0.018738
14-Nov-20 9.11 0.044725 0.038786
17-Nov-20 9.29 0.019759 0.013820
18-Nov-20 9.2 -0.009688 -0.015626
19-Nov-20 9.27 0.007609 0.001670
20-Nov-20 10.04 0.083064 0.077125
23-Nov-20 10.4 0.035857 0.029918
24-Nov-20 10.27 -0.012500 -0.018438
25-Nov-20 9.72 -0.053554 -0.059493
26-Nov-20 9.95 0.023663 0.017724
27-Nov-20 9.81 -0.014070 -0.020009
1-Dec-20 10.05 0.024465 0.018526
2-Dec-20 9.91 -0.013930 -0.019869
3-Dec-20 9.94 0.003027 -0.002911
4-Dec-20 9.77 -0.017103 -0.023041
7-Dec-20 9.61 -0.016377 -0.022315
8-Dec-20 9.57 -0.004162 -0.010101
9-Dec-20 9.87 0.031348 0.025409
10-Dec-20 9.85 -0.002026 -0.007965
11-Dec-20 10.11 0.026396 0.020457
14-Dec-20 10.06 -0.004946 -0.010884
15-Dec-20 9.9 -0.015905 -0.021843
16-Dec-20 9.98 0.008081 0.002142
17-Dec-20 9.93 -0.005010 -0.010949
18-Dec-20 9.84 -0.009063 -0.015002
21-Dec-20 9.22 -0.063008 -0.068947
22-Dec-20 9.52 0.032538 0.026599
23-Dec-20 10.56 0.109244 0.103305
24-Dec-20 10.1 -0.043561 -0.049499
28-Dec-20 10.38 0.027723 0.021784
29-Dec-20 10.29 -0.008671 -0.014609
30-Dec-20 10.22 -0.006803 -0.012741
31-Dec-20 10.64 0.041096 0.035157
1-Jan-21 11.2 0.052632 0.046693
4-Jan-21 11.92 0.064286 0.058347
5-Jan-21 11.91 -0.000839 -0.006777
6-Jan-21 11.85 -0.005038 -0.010976
7-Jan-21 11.97 0.010127 0.004188
8-Jan-21 11.78 -0.015873 -0.021811
11-Jan-21 11.49 -0.024618 -0.030556
12-Jan-21 12.11 0.053960 0.048021
13-Jan-21 12.24 0.010735 0.004796
14-Jan-21 12.3 0.004902 -0.001037
15-Jan-21 13.62 0.107317 0.101379
18-Jan-21 13 -0.045521 -0.051460
19-Jan-21 13.32 0.024615 0.018677
20-Jan-21 13.37 0.003754 -0.002185
21-Jan-21 12.88 -0.036649 -0.042588
22-Jan-21 12.7 -0.013975 -0.019914
25-Jan-21 11.79 -0.071654 -0.077592
27-Jan-21 11.6 -0.016115 -0.022054
28-Jan-21 11.76 0.013793 0.007855
29-Jan-21 11.24 -0.044218 -0.050156
1-Feb-21 11.71 0.041815 0.035876
2-Feb-21 11.87 0.013664 0.007725
3-Feb-21 12.26 0.032856 0.026917
4-Feb-21 12.16 -0.008157 -0.014095
5-Feb-21 11.99 -0.013980 -0.019919
8-Feb-21 11.71 -0.023353 -0.029291
9-Feb-21 11.96 0.021349 0.015411
10-Feb-21 11.91 -0.004181 -0.010119
11-Feb-21 12.9 0.083123 0.077185
12-Feb-21 12.54 -0.027907 -0.033845
15-Feb-21 12.08 -0.036683 -0.042621
16-Feb-21 11.8 -0.023179 -0.029117
17-Feb-21 11.89 0.007627 0.001689
18-Feb-21 11.58 -0.026072 -0.032011
19-Feb-21 10.91 -0.057858 -0.063797
22-Feb-21 10.76 -0.013749 -0.019687
23-Feb-21 11.01 0.023234 0.017296
24-Feb-21 11.45 0.039964 0.034025
25-Feb-21 11.64 0.016594 0.010655
26-Feb-21 11.33 -0.026632 -0.032571
1-Mar-21 11.07 -0.022948 -0.028886
2-Mar-21 11.38 0.028004 0.022065
3-Mar-21 11.16 -0.019332 -0.025271
4-Mar-21 11 -0.014337 -0.020275
5-Mar-21 10.55 -0.040909 -0.046848
8-Mar-21 10.51 -0.003791 -0.009730
9-Mar-21 10.12 -0.037108 -0.043046
10-Mar-21 10.31 0.018775 0.012836
12-Mar-21 10.23 -0.007759 -0.013698
15-Mar-21 10.07 -0.015640 -0.021579
16-Mar-21 10.17 0.009930 0.003992
17-Mar-21 9.84 -0.032448 -0.038387
18-Mar-21 9.93 0.009146 0.003208
19-Mar-21 9.75 -0.018127 -0.024065
22-Mar-21 10.02 0.027692 0.021754
23-Mar-21 10.1 0.007984 0.002046
24-Mar-21 9.77 -0.032673 -0.038612
25-Mar-21 8.92 -0.087001 -0.092940
26-Mar-21 9.11 0.021300 0.015362
30-Mar-21 9.21 0.010977 0.005038
31-Mar-21 9.25 0.004343 -0.001595

VARIANCE 0.002928
C1 AND INDEX BETA

500000 C1 0.002343
500000 C2 0.003338
017192
000223
CAPM
C1 0.054254
C2 0.055000
- C1 AND C2
882366
117634 BETA EXPECTED RETURN
025752 C1 0.002343 0.054254
300289 C2 0.003338 0.055000
C2 AND INDEX
055166 Chart Title
944834
0.060000
940155
778984 0.050000
0.040000
0.030000
Chart Title
0.060000
0.050000
0.040000
0.030000
0.020000
0.010000
0.000000
0.8 1 1.2 1.4 1.6 1.8 2 2.2
Row 263 Row 264

AFONE IDEA BSE IN
(Yi-Ym)^2 (Xi-Xm)*(Yi-Ym) Date Close daily return
1-Apr-20 28265.31
0.000915 -0.001726 3-Apr-20 27590.95 -0.023858
0.000265 0.001177 7-Apr-20 30067.21 0.089749
0.000148 0.000335 8-Apr-20 29893.96 -0.005762
0.000363 0.000633 9-Apr-20 31159.62 0.042338
0.059566 -0.002322 13-Apr-20 30690.02 -0.015071
0.000796 0.000082 15-Apr-20 30379.81 -0.010108
0.000013 -0.000120 16-Apr-20 30602.61 0.007334
0.001700 -0.000299 17-Apr-20 31588.72 0.032223
0.002484 -0.000177 20-Apr-20 31648 0.001877
0.003541 0.001487 21-Apr-20 30636.71 -0.031954
0.003776 -0.002304 22-Apr-20 31379.55 0.024247
0.007656 0.000013 23-Apr-20 31863.08 0.015409
0.007134 -0.001383 24-Apr-20 31327.22 -0.016818
0.000468 0.000369 27-Apr-20 31743.08 0.013275
0.000778 0.000309 28-Apr-20 32114.52 0.011701
0.001930 0.000487 29-Apr-20 32720.16 0.018859
0.000069 0.000078 30-Apr-20 33717.62 0.030485
0.000114 0.000369 4-May-20 31715.35 -0.059383
0.000240 0.000145 5-May-20 31453.51 -0.008256
0.000777 0.000032 6-May-20 31685.75 0.007384
0.001154 -0.000157 7-May-20 31443.38 -0.007649
0.000012 0.000056 8-May-20 31642.7 0.006339
0.008535 -0.002243 11-May-20 31561.22 -0.002575
0.005280 -0.000533 12-May-20 31371.12 -0.006023
0.000100 -0.000105 13-May-20 32008.61 0.020321
0.001479 0.001299 14-May-20 31122.89 -0.027671
0.000457 -0.000115 15-May-20 31097.73 -0.000808
0.002594 0.001926 18-May-20 30028.98 -0.034367
0.026643 -0.001981 19-May-20 30196.17 0.005568
0.000833 0.001022 20-May-20 30818.61 0.020613
0.000838 -0.000498 21-May-20 30932.9 0.003708
0.000017 0.000050 22-May-20 30672.59 -0.008415
0.000073 -0.000091 26-May-20 30609.3 -0.002063
0.000023 0.000081 27-May-20 31605.22 0.032537
0.000421 0.000132 28-May-20 32200.59 0.018838
0.014692 0.001514 29-May-20 32424.1 0.006941
0.029727 -0.003311 2-Jun-20 33825.53 0.043222
0.001868 -0.000306 3-Jun-20 34109.54 0.008396
0.003385 0.000447 4-Jun-20 33980.7 -0.003777
0.045397 -0.001582 5-Jun-20 34287.24 0.009021
0.017901 0.001920 8-Jun-20 34370.58 0.002431
0.027304 0.001097 9-Jun-20 33956.69 -0.012042
0.004553 0.000150 10-Jun-20 34247.05 0.008551
0.019072 0.005858 11-Jun-20 33538.37 -0.020693
0.005625 -0.000690 12-Jun-20 33780.89 0.007231
0.000048 0.000105 15-Jun-20 33228.8 -0.016343
0.001885 -0.003115 16-Jun-20 33605.22 0.011328
0.000011 0.000023 17-Jun-20 33507.92 -0.002895
0.000227 -0.000076 18-Jun-20 34208.05 0.020894
0.004825 0.000873 19-Jun-20 34731.73 0.015309
0.009391 -0.000273 22-Jun-20 34911.32 0.005171
0.000099 -0.000154 23-Jun-20 35430.43 0.014869
0.002297 -0.000144 24-Jun-20 34868.98 -0.015847
0.000024 -0.000020 25-Jun-20 34842.1 -0.000771
0.002715 0.001502 26-Jun-20 35171.27 0.009447
0.004137 -0.000084 29-Jun-20 34961.52 -0.005964
0.002591 0.000989 30-Jun-20 34915.8 -0.001308
0.002426 0.000550 1-Jul-20 35414.45 0.014282
0.000315 -0.000001 2-Jul-20 35843.7 0.012121
0.000048 0.000096 3-Jul-20 36021.42 0.004958
0.000722 -0.000690 6-Jul-20 36487.28 0.012933
0.000923 -0.000578 7-Jul-20 36674.52 0.005132
0.001548 0.000320 8-Jul-20 36329.01 -0.009421
0.000035 0.000064 9-Jul-20 36737.69 0.011249
0.001198 -0.000068 10-Jul-20 36594.33 -0.003902
0.000024 -0.000097 13-Jul-20 36693.69 0.002715
0.002398 -0.000628 14-Jul-20 36033.06 -0.018004
0.006370 -0.000271 15-Jul-20 36051.81 0.000520
0.009237 -0.000775 16-Jul-20 36471.68 0.011646
0.014981 0.002686 17-Jul-20 37020.14 0.015038
0.000146 0.000247 20-Jul-20 37418.99 0.010774
0.007515 0.000282 21-Jul-20 37930.33 0.013665
0.000422 -0.000290 22-Jul-20 37871.52 -0.001550
0.000001 0.000010 23-Jul-20 38140.47 0.007102
0.000662 0.000050 24-Jul-20 38128.9 -0.000303
0.002257 0.000097 27-Jul-20 37934.73 -0.005092
0.000052 0.000012 28-Jul-20 38492.95 0.014715
0.000356 -0.000067 29-Jul-20 38071.13 -0.010958
0.001311 0.000392 30-Jul-20 37736.07 -0.008801
0.001828 -0.000547 31-Jul-20 37606.89 -0.003423
0.001034 -0.000341 3-Aug-20 36939.6 -0.017744
0.000264 0.000258 4-Aug-20 37687.91 0.020258
0.001851 0.000108 5-Aug-20 37663.33 -0.000652
0.000173 0.000154 6-Aug-20 38025.45 0.009615
0.004143 0.003372 7-Aug-20 38040.57 0.000398
0.000553 0.000638 10-Aug-20 38182.08 0.003720
0.002279 0.000944 11-Aug-20 38407.01 0.005891
0.000127 -0.000225 12-Aug-20 38369.63 -0.000973
0.000207 0.000275 13-Aug-20 38310.49 -0.001541
0.000328 0.000818 14-Aug-20 37877.34 -0.011306
0.000000 0.000000 17-Aug-20 38050.78 0.004579
0.000417 0.000178 18-Aug-20 38528.32 0.012550
0.000473 0.000035 19-Aug-20 38614.79 0.002244
0.000835 0.000457 20-Aug-20 38220.39 -0.010214
0.000013 -0.000006 21-Aug-20 38434.72 0.005608
0.003566 0.000761 24-Aug-20 38799.08 0.009480
0.000186 0.000094 25-Aug-20 38843.88 0.001155
0.000290 0.000020 26-Aug-20 39073.92 0.005922
0.000109 -0.000016 27-Aug-20 39113.47 0.001012
0.017279 -0.000501 28-Aug-20 39467.31 0.009046
0.000009 -0.000092 31-Aug-20 38628.29 -0.021259
0.017826 0.002412 1-Sep-20 38900.8 0.007055
0.011837 0.000936 2-Sep-20 39086.03 0.004762
0.068366 -0.002738 3-Sep-20 38990.94 -0.002433
0.002473 0.001010 4-Sep-20 38357.18 -0.016254
0.000332 -0.000306 7-Sep-20 38417.23 0.001566
0.007054 0.001116 8-Sep-20 38365.35 -0.001350
0.000885 0.000579 9-Sep-20 38193.92 -0.004468
0.000659 -0.000133 10-Sep-20 38840.32 0.016924
0.000982 0.000372 11-Sep-20 38854.55 0.000366
0.001129 0.000477 14-Sep-20 38756.63 -0.002520
0.000093 -0.000016 15-Sep-20 39044.35 0.007424
0.000651 -0.000417 16-Sep-20 39302.85 0.006621
0.000764 0.000334 17-Sep-20 38979.85 -0.008218
0.007060 0.003744 21-Sep-20 38034.14 -0.024262
0.000377 0.000149 22-Sep-20 37734.08 -0.007889
0.011327 -0.002384 23-Sep-20 37668.42 -0.001740
0.000282 0.000260 24-Sep-20 36553.6 -0.029596
0.016907 -0.001166 25-Sep-20 37388.66 0.022845
0.000062 -0.000049 28-Sep-20 37981.63 0.015860
0.003271 0.000038 29-Sep-20 37973.22 -0.000221
0.000987 0.000175 30-Sep-20 38067.93 0.002494
0.001553 0.000321 1-Oct-20 38697.05 0.016526
0.000885 -0.000184 5-Oct-20 38973.7 0.007149
0.000920 -0.000606 6-Oct-20 39574.57 0.015417
0.001341 0.000586 7-Oct-20 39878.95 0.007691
0.001677 0.000731 8-Oct-20 40182.67 0.007616
0.000086 -0.000258 9-Oct-20 40509.49 0.008133
0.000807 0.000016 12-Oct-20 40593.8 0.002081
0.000592 0.000496 13-Oct-20 40625.51 0.000781
0.000499 0.000192 14-Oct-20 40794.74 0.004166
0.002997 0.001043 15-Oct-20 39728.41 -0.026139
0.000001 0.000003 16-Oct-20 39982.98 0.006408
0.000253 -0.000171 19-Oct-20 40431.6 0.011220
0.008496 0.000427 20-Oct-20 40544.37 0.002789
0.000303 0.000126 21-Oct-20 40707.31 0.004019
0.000530 -0.000211 22-Oct-20 40558.49 -0.003656
0.000239 0.000040 23-Oct-20 40685.5 0.003132
0.000609 0.000444 26-Oct-20 40145.5 -0.013273
0.000627 0.000239 27-Oct-20 40522.1 0.009381
0.000136 0.000040 28-Oct-20 39922.46 -0.014798
0.001640 -0.000386 29-Oct-20 39749.85 -0.004324
0.001460 0.000046 30-Oct-20 39614.07 -0.003416
0.000110 -0.000230 2-Nov-20 39757.58 0.003623
0.000435 -0.000281 3-Nov-20 40261.13 0.012666
0.000663 -0.000060 4-Nov-20 40616.14 0.008818
0.000001 0.000034 5-Nov-20 41340.16 0.017826
0.000089 -0.000030 6-Nov-20 41893.06 0.013374
0.000011 0.000037 9-Nov-20 42597.43 0.016814
0.000539 0.000165 10-Nov-20 43277.65 0.015969
0.000139 0.000100 11-Nov-20 43593.67 0.007302
0.000006 -0.000055 12-Nov-20 43357.19 -0.005425
0.000351 -0.000081 13-Nov-20 43443 0.001979
0.001504 -0.000362 14-Nov-20 43637.98 0.004488
0.000191 0.000419 17-Nov-20 43952.71 0.007212
0.000244 -0.000093 18-Nov-20 44180.05 0.005172
0.000003 -0.000003 19-Nov-20 43599.96 -0.013130
0.005948 0.001216 20-Nov-20 43882.25 0.006475
0.000895 0.000722 23-Nov-20 44077.15 0.004441
0.000340 -0.000347 24-Nov-20 44523.02 0.010116
0.003539 0.002917 25-Nov-20 43828.1 -0.015608
0.000314 -0.000596 26-Nov-20 44259.74 0.009848
0.000400 -0.000707 27-Nov-20 44149.72 -0.002486
0.000343 0.000069 1-Dec-20 44655.44 0.011455
0.000395 -0.000340 2-Dec-20 44618.04 -0.000838
0.000008 -0.000031 3-Dec-20 44632.65 0.000327
0.000531 0.000325 4-Dec-20 45079.55 0.010013
0.000498 -0.000408 7-Dec-20 45426.97 0.007707
0.000102 0.000026 8-Dec-20 45608.51 0.003996
0.000646 -0.000392 9-Dec-20 46103.5 0.010853
0.000063 0.000039 10-Dec-20 45959.88 -0.003115
0.000419 0.000060 11-Dec-20 46099.01 0.003027
0.000118 -0.000112 14-Dec-20 46253.46 0.003350
0.000477 -0.000016 15-Dec-20 46263.17 0.000210
0.000005 -0.000012 16-Dec-20 46666.46 0.008717
0.000120 0.000127 17-Dec-20 46890.34 0.004797
0.000225 0.000506 18-Dec-20 46960.69 0.001500
0.004754 0.002438 21-Dec-20 45553.96 -0.029955
0.000708 -0.000342 22-Dec-20 46006.69 0.009938
0.010672 0.000134 23-Dec-20 46444.18 0.009509
0.002450 -0.000076 24-Dec-20 46973.54 0.011398
0.000475 0.000180 28-Dec-20 47353.75 0.008094
0.000213 0.000157 29-Dec-20 47613.08 0.005476
0.000162 0.000227 30-Dec-20 47746.22 0.002796
0.001236 -0.000116 31-Dec-20 47751.33 0.000107
0.002180 0.000505 1-Jan-21 47868.98 0.002464
0.003404 -0.000014 4-Jan-21 48176.8 0.006430
0.000046 -0.000162 5-Jan-21 48437.78 0.005417
0.000120 0.000195 6-Jan-21 48174.06 -0.005445
0.000018 0.000047 7-Jan-21 48093.32 -0.001676
0.000476 -0.000001 8-Jan-21 48782.51 0.014330
0.000934 0.000036 11-Jan-21 49269.32 0.009979
0.002306 -0.000378 12-Jan-21 49517.11 0.005029
0.000023 -0.000087 13-Jan-21 49492.32 -0.000501
0.000001 0.000009 14-Jan-21 49584.16 0.001856
0.010278 -0.001945 15-Jan-21 49034.67 -0.011082
0.002648 -0.000942 18-Jan-21 48564.27 -0.009593
0.000349 0.000202 19-Jan-21 49398.29 0.017174
0.000005 0.000027 20-Jan-21 49792.12 0.007973
0.001814 0.001077 21-Jan-21 49624.76 -0.003361
0.000397 0.000292 22-Jan-21 48878.54 -0.015037
0.006021 0.001911 25-Jan-21 48347.59 -0.010863
0.000486 0.000247 27-Jan-21 47409.93 -0.019394
0.000062 -0.000197 28-Jan-21 46874.36 -0.011297
0.002516 0.000788 29-Jan-21 46285.77 -0.012557
0.001287 -0.000077 1-Feb-21 48600.61 0.050012
0.000060 0.000575 2-Feb-21 49797.72 0.024632
0.000725 0.000418 3-Feb-21 50255.75 0.009198
0.000199 -0.000108 4-Feb-21 50614.29 0.007134
0.000397 0.000285 5-Feb-21 50731.63 0.002318
0.000858 -0.000682 8-Feb-21 51348.77 0.012165
0.000237 -0.000207 9-Feb-21 51329.08 -0.000383
0.000102 -0.000145 10-Feb-21 51309.39 -0.000384
0.005958 -0.002328 11-Feb-21 51531.52 0.004329
0.001146 0.000466 12-Feb-21 51544.3 0.000248
0.001817 -0.000434 15-Feb-21 52154.13 0.011831
0.000848 -0.000335 16-Feb-21 52104.17 -0.000958
0.000003 0.000052 17-Feb-21 51703.83 -0.007683
0.001025 0.000344 18-Feb-21 51324.69 -0.007333
0.004070 0.000393 19-Feb-21 50889.76 -0.008474
0.000388 0.000632 22-Feb-21 49744.32 -0.022508
0.000299 -0.000031 23-Feb-21 49751.41 0.000143
0.001158 0.001101 24-Feb-21 50781.69 0.020709
0.000114 0.000265 25-Feb-21 51039.31 0.005073
0.001061 -0.000984 26-Feb-21 49099.99 -0.037997
0.000834 -0.001227 1-Mar-21 49849.84 0.015272
0.000487 0.000760 2-Mar-21 50296.89 0.008968
0.000639 -0.000909 3-Mar-21 51444.65 0.022820
0.000411 0.000034 4-Mar-21 50846.08 -0.011635
0.002195 0.000753 5-Mar-21 50405.32 -0.008669
0.000095 -0.000336 8-Mar-21 50441.07 0.000709
0.001853 0.000459 9-Mar-21 51025.48 0.011586
0.000165 -0.000224 10-Mar-21 51279.51 0.004978
0.000188 -0.000667 12-Mar-21 50792.08 -0.009505
0.000466 -0.000145 15-Mar-21 50395.08 -0.007816
0.000016 0.000067 16-Mar-21 50363.96 -0.000618
0.001474 0.000166 17-Mar-21 49801.62 -0.011166
0.000010 -0.000068 18-Mar-21 49216.52 -0.011749
0.000579 -0.000055 19-Mar-21 49858.24 0.013039
0.000473 -0.000177 22-Mar-21 49771.29 -0.001744
0.000004 0.000041 23-Mar-21 50051.44 0.005629
0.001491 -0.000493 24-Mar-21 49180.31 -0.017405
0.008638 0.000673 25-Mar-21 48440.12 -0.015051
0.000236 0.000265 26-Mar-21 49008.5 0.011734
0.000025 0.000172 30-Mar-21 50136.58 0.023018
0.000003 -0.000016 31-Mar-21 49509.15 -0.012514

VARIANCE
ANNUALIZED VARIANCE
1.8 2 2.2
ow 264
BSE INDEX
(Zi-Zm) (Zi-Zm)^2 (Xi-Xm)*(Zi-Zm) (Yi-Ym)*(Zi-Zm)
-0.026244 0.000689 0.001497 -0.000794

0.087363 0.007632 0.006313 0.001423
-0.008148 0.000066 0.000225 0.000099
0.039953 0.001596 0.001326 0.000762
-0.017456 0.000305 0.000166 -0.004260
-0.012494 0.000156 -0.000037 -0.000352
0.004948 0.000024 0.000166 -0.000018
0.029837 0.000890 0.000217 -0.001230
-0.000509 0.000000 -0.000002 0.000025
-0.034340 0.001179 0.000858 0.002044
0.021861 0.000478 -0.000820 0.001343
0.013023 0.000170 0.000002 0.001139
-0.019203 0.000369 -0.000314 0.001622
0.010889 0.000119 0.000186 0.000236
0.009316 0.000087 -0.000103 -0.000260
0.016473 0.000271 0.000182 0.000724
0.028099 0.000790 -0.000265 -0.000234
-0.061769 0.003815 0.002130 0.000661
-0.010642 0.000113 0.000100 0.000165
0.004998 0.000025 0.000006 0.000139
-0.010035 0.000101 -0.000046 0.000341
0.003953 0.000016 -0.000063 -0.000014
-0.004961 0.000025 0.000120 -0.000458
-0.008409 0.000071 0.000062 -0.000611
0.017935 0.000322 0.000189 -0.000179
-0.030057 0.000903 0.001015 0.001156
-0.003194 0.000010 0.000017 -0.000068
-0.036753 0.001351 0.001390 0.001872
0.003182 0.000010 -0.000039 0.000519
0.018228 0.000332 0.000646 0.000526
0.001323 0.000002 0.000023 -0.000038
-0.010801 0.000117 0.000131 0.000045
-0.004449 0.000020 0.000048 -0.000038
0.030151 0.000909 0.000517 0.000143
0.016452 0.000271 0.000106 0.000338
0.004555 0.000021 0.000057 0.000552
0.040836 0.001668 -0.000784 0.007041
0.006011 0.000036 -0.000043 0.000260
-0.006163 0.000038 -0.000047 -0.000359
0.006635 0.000044 -0.000049 0.001414
0.000045 0.000000 0.000001 0.000006
-0.014428 0.000208 0.000096 0.002384
0.006165 0.000038 0.000014 0.000416
-0.023079 0.000533 0.000979 0.003187
0.004845 0.000023 -0.000045 0.000363
-0.018729 0.000351 0.000285 0.000130
0.008942 0.000080 0.000642 -0.000388
-0.005281 0.000028 -0.000037 -0.000017
0.018509 0.000343 0.000093 -0.000279
0.012923 0.000167 -0.000162 -0.000898
0.002785 0.000008 -0.000008 0.000270
0.012484 0.000156 -0.000194 0.000124
-0.018232 0.000332 -0.000055 0.000874
-0.003157 0.000010 -0.000013 0.000016
0.007062 0.000050 0.000204 0.000368
-0.008349 0.000070 0.000011 -0.000537
-0.003693 0.000014 0.000072 0.000188
0.011896 0.000142 -0.000133 -0.000586
0.009735 0.000095 0.000001 -0.000173
0.002572 0.000007 -0.000036 -0.000018
0.010547 0.000111 0.000271 -0.000283
0.002746 0.000008 0.000052 -0.000083
-0.011807 0.000139 0.000096 0.000464
0.008864 0.000079 0.000096 0.000053
-0.006288 0.000040 0.000012 -0.000218
0.000329 0.000000 0.000007 -0.000002
-0.020390 0.000416 -0.000261 0.000999
-0.001865 0.000003 -0.000006 0.000149
0.009261 0.000086 0.000075 -0.000890
0.012652 0.000160 0.000278 0.001549
0.008388 0.000070 0.000172 0.000101
0.011280 0.000127 -0.000037 -0.000978
-0.003936 0.000015 0.000056 -0.000081
0.004716 0.000022 0.000042 0.000005
-0.002689 0.000007 0.000005 0.000069
-0.007478 0.000056 0.000015 0.000355
0.012330 0.000152 -0.000020 -0.000088
-0.013344 0.000178 0.000047 -0.000252
-0.011187 0.000125 0.000121 0.000405
-0.005809 0.000034 0.000074 -0.000248
-0.020130 0.000405 0.000213 -0.000647
0.017872 0.000319 -0.000283 -0.000291
-0.003038 0.000009 0.000008 0.000131
0.007229 0.000052 -0.000084 -0.000095
-0.001988 0.000004 -0.000104 -0.000128
0.001334 0.000002 0.000036 0.000031
0.003505 0.000012 -0.000069 -0.000167
-0.003359 0.000011 0.000067 -0.000038
-0.003927 0.000015 -0.000075 -0.000056
-0.013692 0.000187 0.000619 0.000248
0.002193 0.000005 0.000000 -0.000001
0.010164 0.000103 -0.000088 -0.000208
-0.000141 0.000000 0.000000 0.000003
-0.012599 0.000159 0.000199 0.000364
0.003222 0.000010 0.000005 -0.000012
0.007094 0.000050 0.000090 0.000424
-0.001231 0.000002 0.000008 0.000017
0.003536 0.000013 -0.000004 -0.000060
-0.001374 0.000002 -0.000002 0.000014
0.006661 0.000044 -0.000025 0.000876
-0.023644 0.000559 0.000731 -0.000070
0.004669 0.000022 -0.000084 -0.000623
0.002376 0.000006 0.000020 0.000258
-0.004819 0.000023 0.000050 -0.001260
-0.018640 0.000347 0.000379 0.000927
-0.000820 0.000001 0.000014 -0.000015
-0.003736 0.000014 0.000050 0.000314
-0.006854 0.000047 0.000133 0.000204
0.014538 0.000211 -0.000075 0.000373
-0.002019 0.000004 0.000024 0.000063
-0.004906 0.000024 -0.000070 -0.000165
0.005038 0.000025 -0.000009 0.000048
0.004235 0.000018 0.000069 -0.000108
-0.010604 0.000112 0.000128 0.000293
-0.026647 0.000710 0.001188 0.002239
-0.010275 0.000106 0.000079 0.000199
-0.004126 0.000017 -0.000092 0.000439
-0.031981 0.001023 0.000495 0.000537
0.020459 0.000419 -0.000183 0.002660
0.013474 0.000182 0.000084 -0.000106
-0.002607 0.000007 0.000002 0.000149
0.000108 0.000000 -0.000001 -0.000003
0.014141 0.000200 -0.000115 -0.000557
0.004763 0.000023 0.000029 -0.000142
0.013032 0.000170 0.000260 -0.000395
0.005306 0.000028 -0.000085 -0.000194
0.005230 0.000027 0.000093 0.000214
0.005748 0.000033 0.000159 -0.000053
-0.000304 0.000000 0.000000 0.000009
-0.001605 0.000003 0.000033 0.000039
0.001780 0.000003 -0.000015 -0.000040
-0.028525 0.000814 0.000543 0.001562
0.004022 0.000016 -0.000011 -0.000004
0.008835 0.000078 0.000095 -0.000140
0.000403 0.000000 0.000002 0.000037
0.001633 0.000003 -0.000012 -0.000028
-0.006042 0.000037 0.000055 -0.000139
0.000746 0.000001 0.000002 0.000012
-0.015658 0.000245 0.000281 0.000386
0.006995 0.000049 -0.000067 -0.000175
-0.017184 0.000295 0.000059 0.000200
-0.006709 0.000045 -0.000064 0.000272
-0.005802 0.000034 -0.000007 -0.000222
0.001237 0.000002 0.000027 -0.000013
0.010280 0.000106 0.000138 -0.000214
0.006432 0.000041 0.000015 -0.000166
0.015440 0.000238 0.000435 0.000018
0.010989 0.000121 -0.000035 0.000103
0.014428 0.000208 0.000157 0.000049
0.013583 0.000184 -0.000096 -0.000315
0.004916 0.000024 -0.000042 -0.000058
-0.007810 0.000061 -0.000179 0.000019
-0.000407 0.000000 0.000002 -0.000008
0.002102 0.000004 -0.000020 0.000082
0.004827 0.000023 0.000146 0.000067
0.002787 0.000008 0.000017 -0.000044
-0.015516 0.000241 0.000025 -0.000026
0.004089 0.000017 0.000064 0.000315
0.002056 0.000004 0.000050 0.000062
0.007730 0.000060 0.000145 -0.000143
-0.017994 0.000324 0.000882 0.001070
0.007463 0.000056 -0.000251 0.000132
-0.004871 0.000024 -0.000172 0.000097
0.009069 0.000082 0.000034 0.000168
-0.003223 0.000010 -0.000055 0.000064
-0.002058 0.000004 -0.000022 0.000006
0.007627 0.000058 -0.000108 -0.000176
0.005321 0.000028 0.000097 -0.000119
0.001611 0.000003 -0.000004 -0.000016
0.008467 0.000072 -0.000131 0.000215
-0.005501 0.000030 0.000027 0.000044
0.000642 0.000000 0.000002 0.000013
0.000965 0.000001 0.000010 -0.000010
-0.002176 0.000005 -0.000002 0.000048
0.006332 0.000040 -0.000035 0.000014
0.002412 0.000006 -0.000028 -0.000026
-0.000885 0.000001 0.000030 0.000013
-0.032341 0.001046 0.001144 0.002230
0.007553 0.000057 -0.000097 0.000201
0.007124 0.000051 0.000009 0.000736
0.009012 0.000081 0.000014 -0.000446
0.005708 0.000033 0.000047 0.000124
0.003091 0.000010 -0.000033 -0.000045
0.000411 0.000000 -0.000007 -0.000005
-0.002279 0.000005 0.000008 -0.000080
0.000078 0.000000 0.000001 0.000004
0.004045 0.000016 -0.000001 0.000236
0.003031 0.000009 0.000073 -0.000021
-0.007830 0.000061 0.000139 0.000086
-0.004062 0.000016 -0.000045 -0.000017
0.011945 0.000143 0.000000 -0.000261
0.007593 0.000058 -0.000009 -0.000232
0.002644 0.000007 -0.000021 0.000127
-0.002886 0.000008 0.000053 -0.000014
-0.000530 0.000000 0.000004 0.000001
-0.013468 0.000181 0.000258 -0.001365
-0.011979 0.000143 -0.000219 0.000616
0.014788 0.000219 0.000160 0.000276
0.005587 0.000031 -0.000070 -0.000012
-0.005747 0.000033 0.000145 0.000245
-0.017423 0.000304 0.000255 0.000347
-0.013248 0.000176 0.000326 0.001028
-0.021780 0.000474 0.000244 0.000480
-0.013682 0.000187 0.000343 -0.000107
-0.014942 0.000223 0.000235 0.000749
0.047626 0.002268 -0.000102 0.001709
0.022246 0.000495 0.001656 0.000172
0.006812 0.000046 0.000106 0.000183
0.004749 0.000023 0.000036 -0.000067
-0.000067 0.000000 0.000001 0.000001
0.009779 0.000096 0.000228 -0.000286
-0.002769 0.000008 0.000037 -0.000043
-0.002769 0.000008 -0.000040 0.000028
0.001944 0.000004 -0.000059 0.000150
-0.002138 0.000005 0.000029 0.000072
0.009445 0.000089 0.000096 -0.000403
-0.003344 0.000011 -0.000038 0.000097
-0.010069 0.000101 -0.000311 -0.000017
-0.009719 0.000094 0.000104 0.000311
-0.010860 0.000118 0.000067 0.000693
-0.024894 0.000620 0.000799 0.000490
-0.002243 0.000005 0.000004 -0.000039
0.018323 0.000336 0.000593 0.000623
0.002687 0.000007 0.000067 0.000029
-0.040382 0.001631 -0.001220 0.001315
0.012886 0.000166 0.000547 -0.000372
0.006582 0.000043 0.000227 0.000145
0.020434 0.000418 0.000735 -0.000516
-0.014021 0.000197 0.000024 0.000284
-0.011054 0.000122 0.000178 0.000518
-0.001676 0.000003 -0.000058 0.000016
0.009200 0.000085 -0.000098 -0.000396
0.002593 0.000007 -0.000045 0.000033
-0.011891 0.000141 -0.000579 0.000163
-0.010202 0.000104 -0.000069 0.000220
-0.003003 0.000009 -0.000050 -0.000012
-0.013551 0.000184 0.000059 0.000520
-0.014134 0.000200 0.000301 -0.000045
0.010653 0.000113 0.000024 -0.000256
-0.004130 0.000017 0.000034 -0.000090
0.003243 0.000011 0.000065 0.000007
-0.019790 0.000392 -0.000253 0.000764
-0.017436 0.000304 0.000126 0.001621
0.009348 0.000087 0.000161 0.000144
0.020632 0.000426 0.000705 0.000104
-0.014900 0.000222 -0.000154 0.000024
0.002386 COVARIANCE ( X,Z) 0.000124 COVARIANCE(Y,Z) 0.000176

0.801402 CORRELATION ( X,Z) 0.429092 CORRELATION(Y,Z) 0.223309
0.014538
0.228479
0.000214
0.052850
3MINDIA
1-Apr-21 29639.35
5-Apr-21 28196 -0.048697 -0.047160
6-Apr-21 27579.3 -0.021872 -0.020335
7-Apr-21 27223.25 -0.012910 -0.011373
8-Apr-21 28031.2 0.029679 0.031216
12-Apr-21 25436.45 -0.092566 -0.091029
13-Apr-21 26139.9 0.027655 0.029192
15-Apr-21 25542.8 -0.022842 -0.021305
16-Apr-21 27064.45 0.059573 0.061110
19-Apr-21 27467.65 0.014898 0.016435
20-Apr-21 26546.85 -0.033523 -0.031986
22-Apr-21 26993.85 0.016838 0.018375
23-Apr-21 26442.25 -0.020434 -0.018897
27-Apr-21 25515.45 -0.035050 -0.033513
28-Apr-21 25685.5 0.006665 0.008202
29-Apr-21 25499.45 -0.007243 -0.005706
30-Apr-21 25586.65 0.003420 0.004957
3-May-21 26029.9 0.017323 0.018861
4-May-21 25397.95 -0.024278 -0.022741
5-May-21 24968.65 -0.016903 -0.015366
6-May-21 24786 -0.007315 -0.005778
7-May-21 24713.9 -0.002909 -0.001372
10-May-21 24456.4 -0.010419 -0.008882
11-May-21 24910.95 0.018586 0.020123
12-May-21 25297.5 0.015517 0.017055
14-May-21 25055.55 -0.009564 -0.008027
17-May-21 25148.35 0.003704 0.005241
18-May-21 26028.05 0.034980 0.036518
19-May-21 25888.9 -0.005346 -0.003809
20-May-21 25523.3 -0.014122 -0.012585
21-May-21 26077.35 0.021708 0.023245
24-May-21 26090.35 0.000499 0.002036
25-May-21 26405.85 0.012093 0.013630
26-May-21 26258.9 -0.005565 -0.004028
27-May-21 26597.5 0.012895 0.014432
28-May-21 25284.95 -0.049349 -0.047811
31-May-21 25474.45 0.007495 0.009032
1-Jun-21 25502.05 0.001083 0.002621
2-Jun-21 25932.55 0.016881 0.018418
3-Jun-21 26235.45 0.011680 0.013218
4-Jun-21 26073.15 -0.006186 -0.004649
7-Jun-21 26383.25 0.011893 0.013431
8-Jun-21 26300.55 -0.003135 -0.001597
9-Jun-21 25789.4 -0.019435 -0.017898
10-Jun-21 25975.6 0.007220 0.008757
11-Jun-21 26143.8 0.006475 0.008013
14-Jun-21 25897.85 -0.009408 -0.007870
15-Jun-21 25700.65 -0.007615 -0.006077
16-Jun-21 25478.35 -0.008650 -0.007112
17-Jun-21 25234.55 -0.009569 -0.008032
18-Jun-21 25456.15 0.008782 0.010319
21-Jun-21 25374.65 -0.003202 -0.001664
22-Jun-21 25605.25 0.009088 0.010625
23-Jun-21 25462.4 -0.005579 -0.004042
24-Jun-21 25264.55 -0.007770 -0.006233
25-Jun-21 25092.1 -0.006826 -0.005289
28-Jun-21 24789.5 -0.012060 -0.010522
29-Jun-21 24501.1 -0.011634 -0.010097
30-Jun-21 24348.85 -0.006214 -0.004677
1-Jul-21 24322.6 -0.001078 0.000459
2-Jul-21 24195.75 -0.005215 -0.003678
5-Jul-21 23976.6 -0.009057 -0.007520
6-Jul-21 24672.4 0.029020 0.030557
7-Jul-21 24321.3 -0.014230 -0.012693
8-Jul-21 24442.25 0.004973 0.006510
9-Jul-21 24475.8 0.001373 0.002910
12-Jul-21 24276.45 -0.008145 -0.006608
13-Jul-21 24252.2 -0.000999 0.000538
14-Jul-21 24148.05 -0.004294 -0.002757
15-Jul-21 24308.05 0.006626 0.008163
16-Jul-21 24664.95 0.014682 0.016220
19-Jul-21 24470.65 -0.007878 -0.006340
20-Jul-21 24307.25 -0.006677 -0.005140
22-Jul-21 24097.25 -0.008639 -0.007102
23-Jul-21 24261.8 0.006829 0.008366
26-Jul-21 24780.1 0.021363 0.022900
27-Jul-21 24942.35 0.006548 0.008085
28-Jul-21 24753.65 -0.007565 -0.006028
29-Jul-21 24835.2 0.003294 0.004832
30-Jul-21 24664.05 -0.006891 -0.005354
2-Aug-21 24686.95 0.000928 0.002466
3-Aug-21 24637.3 -0.002011 -0.000474
4-Aug-21 24348.9 -0.011706 -0.010169
5-Aug-21 24510.5 0.006637 0.008174
6-Aug-21 24432.1 -0.003199 -0.001661
9-Aug-21 24338.25 -0.003841 -0.002304
10-Aug-21 23910.85 -0.017561 -0.016024
11-Aug-21 23759.3 -0.006338 -0.004801
12-Aug-21 24571.1 0.034168 0.035705
13-Aug-21 24103.5 -0.019030 -0.017493
16-Aug-21 23845.05 -0.010723 -0.009185
17-Aug-21 23757.05 -0.003690 -0.002153
18-Aug-21 23462.2 -0.012411 -0.010874
20-Aug-21 22877 -0.024942 -0.023405
23-Aug-21 22775.7 -0.004428 -0.002891
24-Aug-21 23178.7 0.017694 0.019232
25-Aug-21 22815.45 -0.015672 -0.014134
26-Aug-21 22788.55 -0.001179 0.000358
27-Aug-21 22649.25 -0.006113 -0.004575
30-Aug-21 22968.2 0.014082 0.015619
31-Aug-21 24366.6 0.060884 0.062421
1-Sep-21 25032.8 0.027341 0.028878
2-Sep-21 24540.6 -0.019662 -0.018125
3-Sep-21 24510.85 -0.001212 0.000325
6-Sep-21 24495.65 -0.000620 0.000917
7-Sep-21 24305.7 -0.007754 -0.006217
8-Sep-21 24349.6 0.001806 0.003343
9-Sep-21 24170.05 -0.007374 -0.005837
13-Sep-21 25156.55 0.040815 0.042352
14-Sep-21 25688.7 0.021154 0.022691
15-Sep-21 25345.1 -0.013376 -0.011838
16-Sep-21 25132.85 -0.008374 -0.006837
17-Sep-21 25274.55 0.005638 0.007175
20-Sep-21 25103.4 -0.006772 -0.005234
21-Sep-21 25038.85 -0.002571 -0.001034
22-Sep-21 24708.15 -0.013207 -0.011670
23-Sep-21 24983.1 0.011128 0.012665
24-Sep-21 24735.1 -0.009927 -0.008389
27-Sep-21 25135.95 0.016206 0.017743
28-Sep-21 24781.1 -0.014117 -0.012580
29-Sep-21 24632.1 -0.006013 -0.004475
30-Sep-21 24880.4 0.010080 0.011618
1-Oct-21 24860.7 -0.000792 0.000745
4-Oct-21 25414.55 0.022278 0.023815
5-Oct-21 25254.35 -0.006303 -0.004766
6-Oct-21 25339.35 0.003366 0.004903
7-Oct-21 25233.15 -0.004191 -0.002654
11-Oct-21 25720 0.019294 0.020831
12-Oct-21 25922.75 0.007883 0.009420
13-Oct-21 26121.55 0.007669 0.009206
14-Oct-21 26092.55 -0.001110 0.000427
18-Oct-21 26324.95 0.008907 0.010444
19-Oct-21 25932.2 -0.014919 -0.013382
20-Oct-21 26020.25 0.003395 0.004933
21-Oct-21 25698.15 -0.012379 -0.010842
22-Oct-21 26168.65 0.018309 0.019846
25-Oct-21 26134.05 -0.001322 0.000215
26-Oct-21 26172.35 0.001466 0.003003
27-Oct-21 25945 -0.008687 -0.007149
28-Oct-21 25898.8 -0.001781 -0.000243
29-Oct-21 25348.45 -0.021250 -0.019713
1-Nov-21 25554.45 0.008127 0.009664
2-Nov-21 26475.15 0.036029 0.037566
3-Nov-21 26714.85 0.009054 0.010591
4-Nov-21 26612 -0.003850 -0.002313
8-Nov-21 27442.4 0.031204 0.032741
9-Nov-21 27215.85 -0.008255 -0.006718
10-Nov-21 26863.75 -0.012937 -0.011400
11-Nov-21 27000.75 0.005100 0.006637
12-Nov-21 26713.8 -0.010627 -0.009090
15-Nov-21 26121.75 -0.022163 -0.020625
16-Nov-21 25846.35 -0.010543 -0.009006
17-Nov-21 25472.1 -0.014480 -0.012943
18-Nov-21 25201.45 -0.010625 -0.009088
22-Nov-21 25219.65 0.000722 0.002259
23-Nov-21 25559.6 0.013480 0.015017
24-Nov-21 25871.65 0.012209 0.013746
25-Nov-21 25799.2 -0.002800 -0.001263
26-Nov-21 25246.95 -0.021406 -0.019868
29-Nov-21 24910.95 -0.013309 -0.011771
30-Nov-21 25032.85 0.004893 0.006431
1-Dec-21 24731.05 -0.012056 -0.010519
2-Dec-21 25000 0.010875 0.012412
3-Dec-21 25775.7 0.031028 0.032565
6-Dec-21 26094.45 0.012366 0.013904
7-Dec-21 26209.25 0.004399 0.005937
8-Dec-21 25869.3 -0.012971 -0.011433
9-Dec-21 25325.35 -0.021027 -0.019490
10-Dec-21 25258.6 -0.002636 -0.001098
13-Dec-21 25059.25 -0.007892 -0.006355
14-Dec-21 24798.8 -0.010393 -0.008856
15-Dec-21 24688.1 -0.004464 -0.002927
16-Dec-21 24934.1 0.009964 0.011502
17-Dec-21 24578.55 -0.014260 -0.012722
20-Dec-21 23809.95 -0.031271 -0.029734
21-Dec-21 24127.2 0.013324 0.014861
22-Dec-21 25009.85 0.036583 0.038120
23-Dec-21 24795.35 -0.008577 -0.007039
24-Dec-21 25208.15 0.016648 0.018186
27-Dec-21 24946.2 -0.010391 -0.008854
28-Dec-21 25012.5 0.002658 0.004195
29-Dec-21 24905.15 -0.004292 -0.002755
30-Dec-21 25101.25 0.007874 0.009411
31-Dec-21 25333.1 0.009237 0.010774
3-Jan-22 25804.25 0.018598 0.020135
4-Jan-22 25563.1 -0.009345 -0.007808
5-Jan-22 25521.75 -0.001618 -0.000080
6-Jan-22 25606.85 0.003334 0.004872
7-Jan-22 25535 -0.002806 -0.001269
10-Jan-22 25567.55 0.001275 0.002812
11-Jan-22 25253.2 -0.012295 -0.010758
12-Jan-22 25139.55 -0.004500 -0.002963
14-Jan-22 25105.9 -0.001339 0.000199
17-Jan-22 25003.95 -0.004061 -0.002524
18-Jan-22 25172.9 0.006757 0.008294
19-Jan-22 25033 -0.005558 -0.004020
20-Jan-22 25018.65 -0.000573 0.000964
21-Jan-22 24698.75 -0.012786 -0.011249
24-Jan-22 24159.2 -0.021845 -0.020308
25-Jan-22 25004.4 0.034985 0.036522
27-Jan-22 24038.75 -0.038619 -0.037082
28-Jan-22 24374.45 0.013965 0.015502
31-Jan-22 24993.45 0.025395 0.026933
1-Feb-22 25009.45 0.000640 0.002177
2-Feb-22 24985.9 -0.000942 0.000596
3-Feb-22 24721.7 -0.010574 -0.009037
4-Feb-22 24799.7 0.003155 0.004692
7-Feb-22 24767.05 -0.001317 0.000221
8-Feb-22 24561.05 -0.008318 -0.006780
9-Feb-22 24098.05 -0.018851 -0.017314
10-Feb-22 23824.05 -0.011370 -0.009833
11-Feb-22 23033.55 -0.033181 -0.031644
14-Feb-22 22526.35 -0.022020 -0.020483
15-Feb-22 22441.35 -0.003773 -0.002236
16-Feb-22 21948.25 -0.021973 -0.020436
17-Feb-22 21979.3 0.001415 0.002952
18-Feb-22 21653.55 -0.014821 -0.013284
21-Feb-22 22117 0.021403 0.022940
22-Feb-22 21316.1 -0.036212 -0.034675
23-Feb-22 21212.4 -0.004865 -0.003328
24-Feb-22 20524.85 -0.032413 -0.030875
25-Feb-22 21308.3 0.038171 0.039708
28-Feb-22 21235.95 -0.003395 -0.001858
2-Mar-22 20955.85 -0.013190 -0.011653
3-Mar-22 21085.2 0.006173 0.007710
4-Mar-22 20379.25 -0.033481 -0.031944
7-Mar-22 19908.35 -0.023107 -0.021570
8-Mar-22 19907.2 -0.000058 0.001479
9-Mar-22 19917.3 0.000507 0.002045
10-Mar-22 20030.75 0.005696 0.007233
11-Mar-22 19917.05 -0.005676 -0.004139
14-Mar-22 19685.55 -0.011623 -0.010086
15-Mar-22 19589.5 -0.004879 -0.003342
16-Mar-22 19627 0.001914 0.003452
17-Mar-22 20140.2 0.026148 0.027685
21-Mar-22 19802.7 -0.016758 -0.015220
22-Mar-22 20021.4 0.011044 0.012581
23-Mar-22 20222.25 0.010032 0.011569
24-Mar-22 19932.4 -0.014333 -0.012796
25-Mar-22 19813.15 -0.005983 -0.004445
28-Mar-22 19506.55 -0.015475 -0.013937
29-Mar-22 19637.65 0.006721 0.008258
30-Mar-22 19535.4 -0.005207 -0.003670
31-Mar-22 19665.7 0.006670 0.008207

VARIANCE 0.000297

WEIGHT OF C1
WEIGHT OF INDEX
RETURN
RISK

WEIGHT OF C1
WEIGHT OF C2
RETURN
RISK

WEIGHT OF C2
WEIGHT OF INDEX
RETURN
RISK
VODAFON
1-Apr-21 9.98
0.002224 5-Apr-21 9.53 -0.045090
0.000413 6-Apr-21 9.66 0.013641
0.000129 7-Apr-21 9.77 0.011387
0.000974 8-Apr-21 9.43 -0.034800
0.008286 12-Apr-21 8.76 -0.071050
0.000852 13-Apr-21 8.95 0.021689
0.000454 15-Apr-21 8.93 -0.002235
0.003734 16-Apr-21 8.83 -0.011198
0.000270 19-Apr-21 8.48 -0.039638
0.001023 20-Apr-21 8.43 -0.005896
0.000338 22-Apr-21 8.45 0.002372
0.000357 23-Apr-21 8.48 0.003550
0.001123 27-Apr-21 8.7 0.025943
0.000067 28-Apr-21 8.66 -0.004598
0.000033 29-Apr-21 8.4 -0.030023
0.000025 30-Apr-21 8.36 -0.004762
0.000356 3-May-21 8.45 0.010766
0.000517 4-May-21 8.27 -0.021302
0.000236 5-May-21 8.37 0.012092
0.000033 6-May-21 8.31 -0.007168
0.000002 7-May-21 8.28 -0.003610
0.000079 10-May-21 8.2 -0.009662
0.000405 11-May-21 8.1 -0.012195
0.000291 12-May-21 8.79 0.085185
0.000064 14-May-21 8.64 -0.017065
0.000027 17-May-21 8.56 -0.009259
0.001334 18-May-21 8.57 0.001168
0.000015 19-May-21 8.43 -0.016336
0.000158 20-May-21 8.4 -0.003559
0.000540 21-May-21 8.57 0.020238
0.000004 24-May-21 8.6 0.003501
0.000186 25-May-21 8.54 -0.006977
0.000016 26-May-21 8.55 0.001171
0.000208 27-May-21 8.47 -0.009357
0.002286 28-May-21 8.75 0.033058
0.000082 31-May-21 8.67 -0.009143
0.000007 1-Jun-21 8.53 -0.016148
0.000339 2-Jun-21 8.81 0.032825
0.000175 3-Jun-21 9.34 0.060159
0.000022 4-Jun-21 9.75 0.043897
0.000180 7-Jun-21 10.09 0.034872
0.000003 8-Jun-21 10.04 -0.004955
0.000320 9-Jun-21 9.66 -0.037849
0.000077 10-Jun-21 9.96 0.031056
0.000064 11-Jun-21 9.87 -0.009036
0.000062 14-Jun-21 9.66 -0.021277
0.000037 15-Jun-21 9.71 0.005176
0.000051 16-Jun-21 9.54 -0.017508
0.000065 17-Jun-21 9.43 -0.011530
0.000106 18-Jun-21 10.36 0.098621
0.000003 21-Jun-21 10.17 -0.018340
0.000113 22-Jun-21 10 -0.016716
0.000016 23-Jun-21 9.93 -0.007000
0.000039 24-Jun-21 9.57 -0.036254
0.000028 25-Jun-21 10.59 0.106583
0.000111 28-Jun-21 10.5 -0.008499
0.000102 29-Jun-21 10.09 -0.039048
0.000022 30-Jun-21 9.95 -0.013875
0.000000 1-Jul-21 9.07 -0.088442
0.000014 2-Jul-21 8.8 -0.029768
0.000057 5-Jul-21 9.1 0.034091
0.000934 6-Jul-21 8.81 -0.031868
0.000161 7-Jul-21 8.88 0.007946
0.000042 8-Jul-21 8.8 -0.009009
0.000008 9-Jul-21 9.03 0.026136
0.000044 12-Jul-21 9.02 -0.001107
0.000000 13-Jul-21 8.85 -0.018847
0.000008 14-Jul-21 8.82 -0.003390
0.000067 15-Jul-21 8.77 -0.005669
0.000263 16-Jul-21 9.45 0.077537
0.000040 19-Jul-21 9.17 -0.029630
0.000026 20-Jul-21 9 -0.018539
0.000050 22-Jul-21 9.25 0.027778
0.000070 23-Jul-21 8.36 -0.096216
0.000524 26-Jul-21 8.29 -0.008373
0.000065 27-Jul-21 8.41 0.014475
0.000036 28-Jul-21 8.37 -0.004756
0.000023 29-Jul-21 8.25 -0.014337
0.000029 30-Jul-21 8.27 0.002424
0.000006 2-Aug-21 8.25 -0.002418
0.000000 3-Aug-21 7.4 -0.103030
0.000103 4-Aug-21 6.03 -0.185135
0.000067 5-Aug-21 5.94 -0.014925
0.000003 6-Aug-21 7.1 0.195286
0.000005 9-Aug-21 6.91 -0.026761
0.000257 10-Aug-21 6.67 -0.034732
0.000023 11-Aug-21 6.65 -0.002999
0.001275 12-Aug-21 6.5 -0.022556
0.000306 13-Aug-21 6.32 -0.027692
0.000084 16-Aug-21 5.97 -0.055380
0.000005 17-Aug-21 5.74 -0.038526
0.000118 18-Aug-21 6.45 0.123693
0.000548 20-Aug-21 5.98 -0.072868
0.000008 23-Aug-21 6 0.003344
0.000370 24-Aug-21 6.24 0.040000
0.000200 25-Aug-21 6.31 0.011218
0.000000 26-Aug-21 5.9 -0.064976
0.000021 27-Aug-21 6.03 0.022034
0.000244 30-Aug-21 5.98 -0.008292
0.003896 31-Aug-21 6.11 0.021739
0.000834 1-Sep-21 6.09 -0.003273
0.000329 2-Sep-21 7.14 0.172414
0.000000 3-Sep-21 7.26 0.016807
0.000001 6-Sep-21 7.22 -0.005510
0.000039 7-Sep-21 8.28 0.146814
0.000011 8-Sep-21 8.07 -0.025362
0.000034 9-Sep-21 8.39 0.039653
0.001794 13-Sep-21 7.96 -0.051251
0.000515 14-Sep-21 8.69 0.091709
0.000140 15-Sep-21 8.93 0.027618
0.000047 16-Sep-21 11.25 0.259798
0.000051 17-Sep-21 11.17 -0.007111
0.000027 20-Sep-21 10.75 -0.037601
0.000001 21-Sep-21 10.81 0.005581
0.000136 22-Sep-21 10.39 -0.038853
0.000160 23-Sep-21 10.58 0.018287
0.000070 24-Sep-21 11.5 0.086957
0.000315 27-Sep-21 11.34 -0.013913
0.000158 28-Sep-21 10.98 -0.031746
0.000020 29-Sep-21 11.25 0.024590
0.000135 30-Sep-21 11.9 0.057778
0.000001 1-Oct-21 11.4 -0.042017
0.000567 4-Oct-21 11.43 0.002632
0.000023 5-Oct-21 11.57 0.012248
0.000024 6-Oct-21 11.44 -0.011236
0.000007 7-Oct-21 11.37 -0.006119
0.000434 11-Oct-21 10.86 -0.044855
0.000089 12-Oct-21 10.67 -0.017495
0.000085 13-Oct-21 10.7 0.002812
0.000000 14-Oct-21 10.75 0.004673
0.000109 18-Oct-21 10.6 -0.013953
0.000179 19-Oct-21 10 -0.056604
0.000024 20-Oct-21 10.64 0.064000
0.000118 21-Oct-21 10.32 -0.030075
0.000394 22-Oct-21 10.25 -0.006783
0.000000 25-Oct-21 10.44 0.018537
0.000009 26-Oct-21 10.4 -0.003831
0.000051 27-Oct-21 10.24 -0.015385
0.000000 28-Oct-21 9.7 -0.052734
0.000389 29-Oct-21 9.55 -0.015464
0.000093 1-Nov-21 10.12 0.059686
0.001411 2-Nov-21 10.04 -0.007905
0.000112 3-Nov-21 9.89 -0.014940
0.000005 4-Nov-21 10.03 0.014156
0.001072 8-Nov-21 9.82 -0.020937
0.000045 9-Nov-21 10.42 0.061100
0.000130 10-Nov-21 10.32 -0.009597
0.000044 11-Nov-21 9.88 -0.042636
0.000083 12-Nov-21 10.34 0.046559
0.000425 15-Nov-21 10.09 -0.024178
0.000081 16-Nov-21 10.01 -0.007929
0.000168 17-Nov-21 9.99 -0.001998
0.000083 18-Nov-21 9.98 -0.001001
0.000005 22-Nov-21 10.6 0.062124
0.000226 23-Nov-21 10.58 -0.001887
0.000189 24-Nov-21 10.99 0.038752
0.000002 25-Nov-21 11.65 0.060055
0.000395 26-Nov-21 10.86 -0.067811
0.000139 29-Nov-21 11.2 0.031308
0.000041 30-Nov-21 11.07 -0.011607
0.000111 1-Dec-21 12.67 0.144535
0.000154 2-Dec-21 12.81 0.011050
0.001060 3-Dec-21 14.44 0.127244
0.000193 6-Dec-21 15.02 0.040166
0.000035 7-Dec-21 14.21 -0.053928
0.000131 8-Dec-21 14.29 0.005630
0.000380 9-Dec-21 16.43 0.149755
0.000001 10-Dec-21 16.4 -0.001826
0.000040 13-Dec-21 15.5 -0.054878
0.000078 14-Dec-21 15.32 -0.011613
0.000009 15-Dec-21 14.97 -0.022846
0.000132 16-Dec-21 14.64 -0.022044
0.000162 17-Dec-21 14.06 -0.039617
0.000884 20-Dec-21 13.63 -0.030583
0.000221 21-Dec-21 13.93 0.022010
0.001453 22-Dec-21 13.91 -0.001436
0.000050 23-Dec-21 13.79 -0.008627
0.000331 24-Dec-21 13.65 -0.010152
0.000078 27-Dec-21 13.46 -0.013919
0.000018 28-Dec-21 13.75 0.021545
0.000008 29-Dec-21 14.45 0.050909
0.000089 30-Dec-21 13.99 -0.031834
0.000116 31-Dec-21 15.37 0.098642
0.000405 3-Jan-22 15.55 0.011711
0.000061 4-Jan-22 15.3 -0.016077
0.000000 5-Jan-22 15.1 -0.013072
0.000024 6-Jan-22 15.3 0.013245
0.000002 7-Jan-22 15.1 -0.013072
0.000008 10-Jan-22 14.85 -0.016556
0.000116 11-Jan-22 11.8 -0.205387
0.000009 12-Jan-22 12.8 0.084746
0.000000 14-Jan-22 12.75 -0.003906
0.000006 17-Jan-22 12.5 -0.019608
0.000069 18-Jan-22 12.05 -0.036000
0.000016 19-Jan-22 11.95 -0.008299
0.000001 20-Jan-22 12.05 0.008368
0.000127 21-Jan-22 11.9 -0.012448
0.000412 24-Jan-22 10.95 -0.079832
0.001334 25-Jan-22 11.3 0.031963
0.001375 27-Jan-22 10.65 -0.057522
0.000240 28-Jan-22 10.8 0.014085
0.000725 31-Jan-22 10.7 -0.009259
0.000005 1-Feb-22 10.69 -0.000935
0.000000 2-Feb-22 11.4 0.066417
0.000082 3-Feb-22 11.36 -0.003509
0.000022 4-Feb-22 11.32 -0.003521
0.000000 7-Feb-22 10.97 -0.030919
0.000046 8-Feb-22 10.87 -0.009116
0.000300 9-Feb-22 10.82 -0.004600
0.000097 10-Feb-22 11.16 0.031423
0.001001 11-Feb-22 10.8 -0.032258
0.000420 14-Feb-22 10.17 -0.058333
0.000005 15-Feb-22 10.69 0.051131
0.000418 16-Feb-22 10.59 -0.009355
0.000009 17-Feb-22 10.56 -0.002833
0.000176 18-Feb-22 10.66 0.009470
0.000526 21-Feb-22 11.25 0.055347
0.001202 22-Feb-22 10.89 -0.032000
0.000011 23-Feb-22 10.72 -0.015611
0.000953 24-Feb-22 9.64 -0.100746
0.001577 25-Feb-22 10.29 0.067427
0.000003 28-Feb-22 10.32 0.002915
0.000136 2-Mar-22 10.44 0.011628
0.000059 3-Mar-22 11.08 0.061303
0.001020 4-Mar-22 10.33 -0.067690
0.000465 7-Mar-22 9.58 -0.072604
0.000002 8-Mar-22 9.94 0.037578
0.000004 9-Mar-22 10.29 0.035211
0.000052 10-Mar-22 10.27 -0.001944
0.000017 11-Mar-22 10.44 0.016553
0.000102 14-Mar-22 10.22 -0.021073
0.000011 15-Mar-22 10.03 -0.018591
0.000012 16-Mar-22 10.3 0.026919
0.000766 17-Mar-22 10.27 -0.002913
0.000232 21-Mar-22 10.07 -0.019474
0.000158 22-Mar-22 10.05 -0.001986
0.000134 23-Mar-22 10 -0.004975
0.000164 24-Mar-22 10.17 0.017000
0.000020 25-Mar-22 10.11 -0.005900
0.000194 28-Mar-22 9.99 -0.011869
0.000068 29-Mar-22 9.85 -0.014014
0.000013 30-Mar-22 9.83 -0.002030
0.000067 31-Mar-22 9.68 -0.015259

VARIANCE 0.002470
ANCE PORTFOLIO RETURN AND RISK - C1 AND INDEX BETA

0.259601 C1 0.002382
0.740399 C2 0.004995
0.056865
0.156978
CAPM
C1 0.052819
C2 0.053169
RIANCE PORTFOLIO RETURN AND RISK - C1 AND C2
0.892894
0.107106
-0.246950
0.267505 BETA EXPECTED RETURN
C1 0.002382 0.052819
C2 0.004995 0.053169
ANCE PORTFOLIO RETURN AND RISK - C2 AND INDEX

0.040301 Chart Title
0.959699
0.060000
0.191247
0.164261 0.050000
0.040000
0.030000
0.020000
0.010000
0.000000
0.8 1 1.2 1.4 1.6 1.8 2
0.040000
0.030000
0.020000
0.010000
0.000000
0.8 1 1.2 1.4 1.6 1.8 2
Row 263 Row 264

VODAFONE IDEA
(Yi-Ym) (Yi-Ym)^2 (Xi-Xm)*(Yi-Ym) Date Close
1-Apr-21 50029.83
-0.045090 0.002033 0.002126 5-Apr-21 49159.32
0.013641 0.000186 -0.000277 6-Apr-21 49201.39
0.011387 0.000130 -0.000130 7-Apr-21 49661.76
-0.034800 0.001211 -0.001086 8-Apr-21 49746.21
-0.071050 0.005048 0.006468 12-Apr-21 47883.38
0.021689 0.000470 0.000633 13-Apr-21 48544.06
-0.002235 0.000005 0.000048 15-Apr-21 48803.68
-0.011198 0.000125 -0.000684 16-Apr-21 48832.03
-0.039638 0.001571 -0.000651 19-Apr-21 47949.42
-0.005896 0.000035 0.000189 20-Apr-21 47705.8
0.002372 0.000006 0.000044 22-Apr-21 48080.67
0.003550 0.000013 -0.000067 23-Apr-21 47878.45
0.025943 0.000673 -0.000869 27-Apr-21 48944.14
-0.004598 0.000021 -0.000038 28-Apr-21 49733.84
-0.030023 0.000901 0.000171 29-Apr-21 49765.94
-0.004762 0.000023 -0.000024 30-Apr-21 48782.36
0.010766 0.000116 0.000203 3-May-21 48718.52
-0.021302 0.000454 0.000484 4-May-21 48253.51
0.012092 0.000146 -0.000186 5-May-21 48677.55
-0.007168 0.000051 0.000041 6-May-21 48949.76
-0.003610 0.000013 0.000005 7-May-21 49206.47
-0.009662 0.000093 0.000086 10-May-21 49502.41
-0.012195 0.000149 -0.000245 11-May-21 49161.81
0.085185 0.007257 0.001453 12-May-21 48690.8
-0.017065 0.000291 0.000137 14-May-21 48732.55
-0.009259 0.000086 -0.000049 17-May-21 49580.73
0.001168 0.000001 0.000043 18-May-21 50193.33
-0.016336 0.000267 0.000062 19-May-21 49902.64
-0.003559 0.000013 0.000045 20-May-21 49564.86
0.020238 0.000410 0.000470 21-May-21 50540.48
0.003501 0.000012 0.000007 24-May-21 50651.9
-0.006977 0.000049 -0.000095 25-May-21 50637.53
0.001171 0.000001 -0.000005 26-May-21 51017.52
-0.009357 0.000088 -0.000135 27-May-21 51115.22
0.033058 0.001093 -0.001581 28-May-21 51422.88
-0.009143 0.000084 -0.000083 31-May-21 51937.44
-0.016148 0.000261 -0.000042 1-Jun-21 51934.88
0.032825 0.001078 0.000605 2-Jun-21 51849.48
0.060159 0.003619 0.000795 3-Jun-21 52232.43
0.043897 0.001927 -0.000204 4-Jun-21 52100.05
0.034872 0.001216 0.000468 7-Jun-21 52328.51
-0.004955 0.000025 0.000008 8-Jun-21 52275.57
-0.037849 0.001433 0.000677 9-Jun-21 51941.64
0.031056 0.000964 0.000272 10-Jun-21 52300.47
-0.009036 0.000082 -0.000072 11-Jun-21 52474.76
-0.021277 0.000453 0.000167 14-Jun-21 52551.53
0.005176 0.000027 -0.000031 15-Jun-21 52773.05
-0.017508 0.000307 0.000125 16-Jun-21 52501.98
-0.011530 0.000133 0.000093 17-Jun-21 52323.33
0.098621 0.009726 0.001018 18-Jun-21 52344.45
-0.018340 0.000336 0.000031 21-Jun-21 52574.46
-0.016716 0.000279 -0.000178 22-Jun-21 52588.71
-0.007000 0.000049 0.000028 23-Jun-21 52306.08
-0.036254 0.001314 0.000226 24-Jun-21 52699
0.106583 0.011360 -0.000564 25-Jun-21 52925.04
-0.008499 0.000072 0.000089 28-Jun-21 52735.59
-0.039048 0.001525 0.000394 29-Jun-21 52549.66
-0.013875 0.000193 0.000065 30-Jun-21 52482.71
-0.088442 0.007822 -0.000041 1-Jul-21 52318.6
-0.029768 0.000886 0.000109 2-Jul-21 52484.67
0.034091 0.001162 -0.000256 5-Jul-21 52880
-0.031868 0.001016 -0.000974 6-Jul-21 52861.18
0.007946 0.000063 -0.000101 7-Jul-21 53054.76
-0.009009 0.000081 -0.000059 8-Jul-21 52568.94
0.026136 0.000683 0.000076 9-Jul-21 52386.19
-0.001107 0.000001 0.000007 12-Jul-21 52372.69
-0.018847 0.000355 -0.000010 13-Jul-21 52769.73
-0.003390 0.000011 0.000009 14-Jul-21 52904.05
-0.005669 0.000032 -0.000046 15-Jul-21 53158.85
0.077537 0.006012 0.001258 16-Jul-21 53140.06
-0.029630 0.000878 0.000188 19-Jul-21 52553.4
-0.018539 0.000344 0.000095 20-Jul-21 52198.51
0.027778 0.000772 -0.000197 22-Jul-21 52837.21
-0.096216 0.009258 -0.000805 23-Jul-21 52975.8
-0.008373 0.000070 -0.000192 26-Jul-21 52852.27
0.014475 0.000210 0.000117 27-Jul-21 52578.76
-0.004756 0.000023 0.000029 28-Jul-21 52443.71
-0.014337 0.000206 -0.000069 29-Jul-21 52653.07
0.002424 0.000006 -0.000013 30-Jul-21 52586.84
-0.002418 0.000006 -0.000006 2-Aug-21 52950.63
-0.103030 0.010615 0.000049 3-Aug-21 53823.36
-0.185135 0.034275 0.001883 4-Aug-21 54369.77
-0.014925 0.000223 -0.000122 5-Aug-21 54492.84
0.195286 0.038137 -0.000324 6-Aug-21 54277.72
-0.026761 0.000716 0.000062 9-Aug-21 54402.85
-0.034732 0.001206 0.000557 10-Aug-21 54554.66
-0.002999 0.000009 0.000014 11-Aug-21 54525.93
-0.022556 0.000509 -0.000805 12-Aug-21 54843.98
-0.027692 0.000767 0.000484 13-Aug-21 55437.29
-0.055380 0.003067 0.000509 16-Aug-21 55582.58
-0.038526 0.001484 0.000083 17-Aug-21 55792.27
0.123693 0.015300 -0.001345 18-Aug-21 55629.49
-0.072868 0.005310 0.001705 20-Aug-21 55329.32
0.003344 0.000011 -0.000010 23-Aug-21 55555.79
0.040000 0.001600 0.000769 24-Aug-21 55958.98
0.011218 0.000126 -0.000159 25-Aug-21 55944.21
-0.064976 0.004222 -0.000023 26-Aug-21 55949.1
0.022034 0.000485 -0.000101 27-Aug-21 56124.72
-0.008292 0.000069 -0.000130 30-Aug-21 56889.76
0.021739 0.000473 0.001357 31-Aug-21 57552.39
-0.003273 0.000011 -0.000095 1-Sep-21 57338.21
0.172414 0.029727 -0.003125 2-Sep-21 57852.54
0.016807 0.000282 0.000005 3-Sep-21 58129.95
-0.005510 0.000030 -0.000005 6-Sep-21 58296.91
0.146814 0.021554 -0.000913 7-Sep-21 58279.48
-0.025362 0.000643 -0.000085 8-Sep-21 58250.26
0.039653 0.001572 -0.000231 9-Sep-21 58305.07
-0.051251 0.002627 -0.002171 13-Sep-21 58177.76
0.091709 0.008410 0.002081 14-Sep-21 58247.09
0.027618 0.000763 -0.000327 15-Sep-21 58723.2
0.259798 0.067495 -0.001776 16-Sep-21 59141.16
-0.007111 0.000051 -0.000051 17-Sep-21 59015.89
-0.037601 0.001414 0.000197 20-Sep-21 58490.93
0.005581 0.000031 -0.000006 21-Sep-21 59005.27
-0.038853 0.001510 0.000453 22-Sep-21 58927.33
0.018287 0.000334 0.000232 23-Sep-21 59885.36
0.086957 0.007561 -0.000730 24-Sep-21 60048.47
-0.013913 0.000194 -0.000247 27-Sep-21 60077.88
-0.031746 0.001008 0.000399 28-Sep-21 59667.6
0.024590 0.000605 -0.000110 29-Sep-21 59413.27
0.057778 0.003338 0.000671 30-Sep-21 59126.36
-0.042017 0.001765 -0.000031 1-Oct-21 58765.58
0.002632 0.000007 0.000063 4-Oct-21 59299.32
0.012248 0.000150 -0.000058 5-Oct-21 59744.88
-0.011236 0.000126 -0.000055 6-Oct-21 59189.73
-0.006119 0.000037 0.000016 7-Oct-21 59677.83
-0.044855 0.002012 -0.000934 11-Oct-21 60135.78
-0.017495 0.000306 -0.000165 12-Oct-21 60284.31
0.002812 0.000008 0.000026 13-Oct-21 60737.05
0.004673 0.000022 0.000002 14-Oct-21 61305.95
-0.013953 0.000195 -0.000146 18-Oct-21 61765.59
-0.056604 0.003204 0.000757 19-Oct-21 61716.05
0.064000 0.004096 0.000316 20-Oct-21 61259.96
-0.030075 0.000905 0.000326 21-Oct-21 60923.5
-0.006783 0.000046 -0.000135 22-Oct-21 60821.62
0.018537 0.000344 0.000004 25-Oct-21 60967.05
-0.003831 0.000015 -0.000012 26-Oct-21 61350.26
-0.015385 0.000237 0.000110 27-Oct-21 61143.33
-0.052734 0.002781 0.000013 28-Oct-21 59984.7
-0.015464 0.000239 0.000305 29-Oct-21 59306.93
0.059686 0.003562 0.000577 1-Nov-21 60138.46
-0.007905 0.000062 -0.000297 2-Nov-21 60029.06
-0.014940 0.000223 -0.000158 3-Nov-21 59771.92
0.014156 0.000200 -0.000033 4-Nov-21 60067.62
-0.020937 0.000438 -0.000686 8-Nov-21 60545.61
0.061100 0.003733 -0.000410 9-Nov-21 60433.45
-0.009597 0.000092 0.000109 10-Nov-21 60352.82
-0.042636 0.001818 -0.000283 11-Nov-21 59919.69
0.046559 0.002168 -0.000423 12-Nov-21 60686.69
-0.024178 0.000585 0.000499 15-Nov-21 60718.71
-0.007929 0.000063 0.000071 16-Nov-21 60322.37
-0.001998 0.000004 0.000026 17-Nov-21 60008.33
-0.001001 0.000001 0.000009 18-Nov-21 59636.01
0.062124 0.003859 0.000140 22-Nov-21 58465.89
-0.001887 0.000004 -0.000028 23-Nov-21 58664.33
0.038752 0.001502 0.000533 24-Nov-21 58340.99
0.060055 0.003607 -0.000076 25-Nov-21 58795.09
-0.067811 0.004598 0.001347 26-Nov-21 57107.15
0.031308 0.000980 -0.000369 29-Nov-21 57260.58
-0.011607 0.000135 -0.000075 30-Nov-21 57064.87
0.144535 0.020890 -0.001520 1-Dec-21 57684.79
0.011050 0.000122 0.000137 2-Dec-21 58461.29
0.127244 0.016191 0.004144 3-Dec-21 57696.46
0.040166 0.001613 0.000558 6-Dec-21 56747.14
-0.053928 0.002908 -0.000320 7-Dec-21 57633.65
0.005630 0.000032 -0.000064 8-Dec-21 58649.68
0.149755 0.022427 -0.002919 9-Dec-21 58807.13
-0.001826 0.000003 0.000002 10-Dec-21 58786.67
-0.054878 0.003012 0.000349 13-Dec-21 58283.42
-0.011613 0.000135 0.000103 14-Dec-21 58117.09
-0.022846 0.000522 0.000067 15-Dec-21 57788.03
-0.022044 0.000486 -0.000254 16-Dec-21 57901.14
-0.039617 0.001570 0.000504 17-Dec-21 57011.74
-0.030583 0.000935 0.000909 20-Dec-21 55822.01
0.022010 0.000484 0.000327 21-Dec-21 56319.01
-0.001436 0.000002 -0.000055 22-Dec-21 56930.56
-0.008627 0.000074 0.000061 23-Dec-21 57315.28
-0.010152 0.000103 -0.000185 24-Dec-21 57124.31
-0.013919 0.000194 0.000123 27-Dec-21 57420.24
0.021545 0.000464 0.000090 28-Dec-21 57897.48
0.050909 0.002592 -0.000140 29-Dec-21 57806.49
-0.031834 0.001013 -0.000300 30-Dec-21 57794.32
0.098642 0.009730 0.001063 31-Dec-21 58253.82
0.011711 0.000137 0.000236 3-Jan-22 59183.22
-0.016077 0.000258 0.000126 4-Jan-22 59855.93
-0.013072 0.000171 0.000001 5-Jan-22 60223.15
0.013245 0.000175 0.000065 6-Jan-22 59601.84
-0.013072 0.000171 0.000017 7-Jan-22 59744.65
-0.016556 0.000274 -0.000047 10-Jan-22 60395.63
-0.205387 0.042184 0.002209 11-Jan-22 60616.89
0.084746 0.007182 -0.000251 12-Jan-22 61150.04
-0.003906 0.000015 -0.000001 14-Jan-22 61223.03
-0.019608 0.000384 0.000049 17-Jan-22 61308.91
-0.036000 0.001296 -0.000299 18-Jan-22 60754.86
-0.008299 0.000069 0.000033 19-Jan-22 60098.82
0.008368 0.000070 0.000008 20-Jan-22 59464.62
-0.012448 0.000155 0.000140 21-Jan-22 59037.18
-0.079832 0.006373 0.001621 24-Jan-22 57491.51
0.031963 0.001022 0.001167 25-Jan-22 57858.15
-0.057522 0.003309 0.002133 27-Jan-22 57276.94
0.014085 0.000198 0.000218 28-Jan-22 57200.23
-0.009259 0.000086 -0.000249 31-Jan-22 58014.17
-0.000935 0.000001 -0.000002 1-Feb-22 58862.57
0.066417 0.004411 0.000040 2-Feb-22 59558.33
-0.003509 0.000012 0.000032 3-Feb-22 58788.02
-0.003521 0.000012 -0.000017 4-Feb-22 58644.82
-0.030919 0.000956 -0.000007 7-Feb-22 57621.19
-0.009116 0.000083 0.000062 8-Feb-22 57808.58
-0.004600 0.000021 0.000080 9-Feb-22 58465.97
0.031423 0.000987 -0.000309 10-Feb-22 58926.03
-0.032258 0.001041 0.001021 11-Feb-22 58152.92
-0.058333 0.003403 0.001195 14-Feb-22 56405.84
0.051131 0.002614 -0.000114 15-Feb-22 58142.05
-0.009355 0.000088 0.000191 16-Feb-22 57996.68
-0.002833 0.000008 -0.000008 17-Feb-22 57892.01
0.009470 0.000090 -0.000126 18-Feb-22 57832.97
0.055347 0.003063 0.001270 21-Feb-22 57683.59
-0.032000 0.001024 0.001110 22-Feb-22 57300.68
-0.015611 0.000244 0.000052 23-Feb-22 57232.06
-0.100746 0.010150 0.003111 24-Feb-22 54529.91
0.067427 0.004546 0.002677 25-Feb-22 55858.52
0.002915 0.000008 -0.000005 28-Feb-22 56247.28
0.011628 0.000135 -0.000135 2-Mar-22 55468.9
0.061303 0.003758 0.000473 3-Mar-22 55102.68
-0.067690 0.004582 0.002162 4-Mar-22 54333.81
-0.072604 0.005271 0.001566 7-Mar-22 52842.75
0.037578 0.001412 0.000056 8-Mar-22 53424.09
0.035211 0.001240 0.000072 9-Mar-22 54647.33
-0.001944 0.000004 -0.000014 10-Mar-22 55464.39
0.016553 0.000274 -0.000069 11-Mar-22 55550.3
-0.021073 0.000444 0.000213 14-Mar-22 56486.02
-0.018591 0.000346 0.000062 15-Mar-22 55776.85
0.026919 0.000725 0.000093 16-Mar-22 56816.65
-0.002913 0.000008 -0.000081 17-Mar-22 57863.93
-0.019474 0.000379 0.000296 21-Mar-22 57292.49
-0.001986 0.000004 -0.000025 22-Mar-22 57989.3
-0.004975 0.000025 -0.000058 23-Mar-22 57684.82
0.017000 0.000289 -0.000218 24-Mar-22 57595.68
-0.005900 0.000035 0.000026 25-Mar-22 57362.2
-0.011869 0.000141 0.000165 28-Mar-22 57593.49
-0.014014 0.000196 -0.000116 29-Mar-22 57943.65
-0.002030 0.000004 0.000007 30-Mar-22 58683.99
-0.015259 0.000233 -0.000125 31-Mar-22 58568.51

VARIANCE
ANNUALIZED VARIANCE
Chart Title
1 1.2 1.4 1.6 1.8 2 2.2

1 1.2 1.4 1.6 1.8 2 2.2
Row 263 Row 264

BSE INDEX
Daily return (Zi-Zm) (Zi-Zm)^2 (Xi-Xm)*(Zi-Zm) (Yi-Ym)*(Zi-Zm)
-0.017400 -0.018101 0.000328 0.000854 0.000816

0.000856 0.000155 0.000000 -0.000003 0.000002
0.009357 0.008656 0.000075 -0.000098 0.000099
0.001701 0.000999 0.000001 0.000031 -0.000035
-0.037447 -0.038148 0.001455 0.003473 0.002710
0.013798 0.013096 0.000172 0.000382 0.000284
0.005348 0.004647 0.000022 -0.000099 -0.000010
0.000581 -0.000120 0.000000 -0.000007 0.000001
-0.018074 -0.018776 0.000353 -0.000309 0.000744
-0.005081 -0.005782 0.000033 0.000185 0.000034
0.007858 0.007157 0.000051 0.000132 0.000017
-0.004206 -0.004907 0.000024 0.000093 -0.000017
0.022258 0.021557 0.000465 -0.000722 0.000559
0.016135 0.015433 0.000238 0.000127 -0.000071
0.000645 -0.000056 0.000000 0.000000 0.000002
-0.019764 -0.020465 0.000419 -0.000101 0.000097
-0.001309 -0.002010 0.000004 -0.000038 -0.000022
-0.009545 -0.010246 0.000105 0.000233 0.000218
0.008788 0.008087 0.000065 -0.000124 0.000098
0.005592 0.004891 0.000024 -0.000028 -0.000035
0.005244 0.004543 0.000021 -0.000006 -0.000016
0.006014 0.005313 0.000028 -0.000047 -0.000051
-0.006880 -0.007582 0.000057 -0.000153 0.000092
-0.009581 -0.010282 0.000106 -0.000175 -0.000876
0.000857 0.000156 0.000000 -0.000001 -0.000003
0.017405 0.016704 0.000279 0.000088 -0.000155
0.012356 0.011654 0.000136 0.000426 0.000014
-0.005791 -0.006493 0.000042 0.000025 0.000106
-0.006769 -0.007470 0.000056 0.000094 0.000027
0.019684 0.018982 0.000360 0.000441 0.000384
0.002205 0.001503 0.000002 0.000003 0.000005
-0.000284 -0.000985 0.000001 -0.000013 0.000007
0.007504 0.006803 0.000046 -0.000027 0.000008
0.001915 0.001214 0.000001 0.000018 -0.000011
0.006019 0.005318 0.000028 -0.000254 0.000176
0.010006 0.009305 0.000087 0.000084 -0.000085
-0.000049 -0.000751 0.000001 -0.000002 0.000012
-0.001644 -0.002346 0.000006 -0.000043 -0.000077
0.007386 0.006685 0.000045 0.000088 0.000402
-0.002534 -0.003236 0.000010 0.000015 -0.000142
0.004385 0.003684 0.000014 0.000049 0.000128
-0.001012 -0.001713 0.000003 0.000003 0.000008
-0.006388 -0.007089 0.000050 0.000127 0.000268
0.006908 0.006207 0.000039 0.000054 0.000193
0.003332 0.002631 0.000007 0.000021 -0.000024
0.001463 0.000762 0.000001 -0.000006 -0.000016
0.004215 0.003514 0.000012 -0.000021 0.000018
-0.005137 -0.005838 0.000034 0.000042 0.000102
-0.003403 -0.004104 0.000017 0.000033 0.000047
0.000404 -0.000298 0.000000 -0.000003 -0.000029
0.004394 0.003693 0.000014 -0.000006 -0.000068
0.000271 -0.000430 0.000000 -0.000005 0.000007
-0.005374 -0.006076 0.000037 0.000025 0.000043
0.007512 0.006811 0.000046 -0.000042 -0.000247
0.004289 0.003588 0.000013 -0.000019 0.000382
-0.003580 -0.004281 0.000018 0.000045 0.000036
-0.003526 -0.004227 0.000018 0.000043 0.000165
-0.001274 -0.001975 0.000004 0.000009 0.000027
-0.003127 -0.003828 0.000015 -0.000002 0.000339
0.003174 0.002473 0.000006 -0.000009 -0.000074
0.007532 0.006831 0.000047 -0.000051 0.000233
-0.000356 -0.001057 0.000001 -0.000032 0.000034
0.003662 0.002961 0.000009 -0.000038 0.000024
-0.009157 -0.009858 0.000097 -0.000064 0.000089
-0.003476 -0.004178 0.000017 -0.000012 -0.000109
-0.000258 -0.000959 0.000001 0.000006 0.000001
0.007581 0.006880 0.000047 0.000004 -0.000130
0.002545 0.001844 0.000003 -0.000005 -0.000006
0.004816 0.004115 0.000017 0.000034 -0.000023
-0.000353 -0.001055 0.000001 -0.000017 -0.000082
-0.011040 -0.011741 0.000138 0.000074 0.000348
-0.006753 -0.007454 0.000056 0.000038 0.000138
0.012236 0.011535 0.000133 -0.000082 0.000320
0.002623 0.001922 0.000004 0.000016 -0.000185
-0.002332 -0.003033 0.000009 -0.000069 0.000025
-0.005175 -0.005876 0.000035 -0.000048 -0.000085
-0.002569 -0.003270 0.000011 0.000020 0.000016
0.003992 0.003291 0.000011 0.000016 -0.000047
-0.001258 -0.001959 0.000004 0.000010 -0.000005
0.006918 0.006217 0.000039 0.000015 -0.000015
0.016482 0.015781 0.000249 -0.000007 -0.001626
0.010152 0.009451 0.000089 -0.000096 -0.001750
0.002264 0.001562 0.000002 0.000013 -0.000023
-0.003948 -0.004649 0.000022 0.000008 -0.000908
0.002305 0.001604 0.000003 -0.000004 -0.000043
0.002790 0.002089 0.000004 -0.000033 -0.000073
-0.000527 -0.001228 0.000002 0.000006 0.000004
0.005833 0.005132 0.000026 0.000183 -0.000116
0.010818 0.010117 0.000102 -0.000177 -0.000280
0.002621 0.001920 0.000004 -0.000018 -0.000106
0.003773 0.003071 0.000009 -0.000007 -0.000118
-0.002918 -0.003619 0.000013 0.000039 -0.000448
-0.005396 -0.006097 0.000037 0.000143 0.000444
0.004093 0.003392 0.000012 -0.000010 0.000011
0.007257 0.006556 0.000043 0.000126 0.000262
-0.000264 -0.000965 0.000001 0.000014 -0.000011
0.000087 -0.000614 0.000000 0.000000 0.000040
0.003139 0.002438 0.000006 -0.000011 0.000054
0.013631 0.012930 0.000167 0.000202 -0.000107
0.011648 0.010946 0.000120 0.000683 0.000238
-0.003721 -0.004423 0.000020 -0.000128 0.000014
0.008970 0.008269 0.000068 -0.000150 0.001426
0.004795 0.004094 0.000017 0.000001 0.000069
0.002872 0.002171 0.000005 0.000002 -0.000012
-0.000299 -0.001000 0.000001 0.000006 -0.000147
-0.000501 -0.001203 0.000001 -0.000004 0.000031
0.000941 0.000240 0.000000 -0.000001 0.000010
-0.002184 -0.002885 0.000008 -0.000122 0.000148
0.001192 0.000490 0.000000 0.000011 0.000045
0.008174 0.007473 0.000056 -0.000088 0.000206
0.007117 0.006416 0.000041 -0.000044 0.001667
-0.002118 -0.002819 0.000008 -0.000020 0.000020
-0.008895 -0.009596 0.000092 0.000050 0.000361
0.008794 0.008092 0.000065 -0.000008 0.000045
-0.001321 -0.002022 0.000004 0.000024 0.000079
0.016258 0.015557 0.000242 0.000197 0.000284
0.002724 0.002022 0.000004 -0.000017 0.000176
0.000490 -0.000211 0.000000 -0.000004 0.000003
-0.006829 -0.007530 0.000057 0.000095 0.000239
-0.004262 -0.004964 0.000025 0.000022 -0.000122
-0.004829 -0.005530 0.000031 -0.000064 -0.000320
-0.006102 -0.006803 0.000046 -0.000005 0.000286
0.009083 0.008381 0.000070 0.000200 0.000022
0.007514 0.006813 0.000046 -0.000032 0.000083
-0.009292 -0.009993 0.000100 -0.000049 0.000112
0.008246 0.007545 0.000057 -0.000020 -0.000046
0.007674 0.006972 0.000049 0.000145 -0.000313
0.002470 0.001769 0.000003 0.000017 -0.000031
0.007510 0.006809 0.000046 0.000063 0.000019
0.009367 0.008665 0.000075 0.000004 0.000040
0.007497 0.006796 0.000046 0.000071 -0.000095
-0.000802 -0.001503 0.000002 0.000020 0.000085
-0.007390 -0.008091 0.000065 -0.000040 -0.000518
-0.005492 -0.006194 0.000038 0.000067 0.000186
-0.001672 -0.002373 0.000006 -0.000047 0.000016
0.002391 0.001690 0.000003 0.000000 0.000031
0.006286 0.005584 0.000031 0.000017 -0.000021
-0.003373 -0.004074 0.000017 0.000029 0.000063
-0.018949 -0.019651 0.000386 0.000005 0.001036
-0.011299 -0.012000 0.000144 0.000237 0.000186
0.014021 0.013320 0.000177 0.000129 0.000795
-0.001819 -0.002520 0.000006 -0.000095 0.000020
-0.004284 -0.004985 0.000025 -0.000053 0.000074
0.004947 0.004246 0.000018 -0.000010 0.000060
0.007958 0.007256 0.000053 0.000238 -0.000152
-0.001852 -0.002554 0.000007 0.000017 -0.000156
-0.001334 -0.002035 0.000004 0.000023 0.000020
-0.007177 -0.007878 0.000062 -0.000052 0.000336
0.012800 0.012099 0.000146 -0.000110 0.000563
0.000528 -0.000174 0.000000 0.000004 0.000004
-0.006527 -0.007229 0.000052 0.000065 0.000057
-0.005206 -0.005907 0.000035 0.000076 0.000012
-0.006204 -0.006906 0.000048 0.000063 0.000007
-0.019621 -0.020322 0.000413 -0.000046 -0.001263
0.003394 0.002693 0.000007 0.000040 -0.000005
-0.005512 -0.006213 0.000039 -0.000085 -0.000241
0.007784 0.007082 0.000050 -0.000009 0.000425
-0.028709 -0.029410 0.000865 0.000584 0.001994
0.002687 0.001985 0.000004 -0.000023 0.000062
-0.003418 -0.004119 0.000017 -0.000026 0.000048
0.010863 0.010162 0.000103 -0.000107 0.001469
0.013461 0.012760 0.000163 0.000158 0.000141
-0.013083 -0.013784 0.000190 -0.000449 -0.001754
-0.016454 -0.017155 0.000294 -0.000239 -0.000689
0.015622 0.014921 0.000223 0.000089 -0.000805
0.017629 0.016928 0.000287 -0.000194 0.000095
0.002685 0.001983 0.000004 -0.000039 0.000297
-0.000348 -0.001049 0.000001 0.000001 0.000002
-0.008561 -0.009262 0.000086 0.000059 0.000508
-0.002854 -0.003555 0.000013 0.000031 0.000041
-0.005662 -0.006363 0.000040 0.000019 0.000145
0.001957 0.001256 0.000002 0.000014 -0.000028
-0.015361 -0.016062 0.000258 0.000204 0.000636
-0.020868 -0.021569 0.000465 0.000641 0.000660
0.008903 0.008202 0.000067 0.000122 0.000181
0.010859 0.010157 0.000103 0.000387 -0.000015
0.006758 0.006056 0.000037 -0.000043 -0.000052
-0.003332 -0.004033 0.000016 -0.000073 0.000041
0.005180 0.004479 0.000020 -0.000040 -0.000062
0.008311 0.007610 0.000058 0.000032 0.000164
-0.001572 -0.002273 0.000005 0.000006 -0.000116
-0.000211 -0.000912 0.000001 -0.000009 0.000029
0.007951 0.007249 0.000053 0.000078 0.000715
0.015954 0.015253 0.000233 0.000307 0.000179
0.011367 0.010665 0.000114 -0.000083 -0.000171
0.006135 0.005434 0.000030 0.000000 -0.000071
-0.010317 -0.011018 0.000121 -0.000054 -0.000146
0.002396 0.001695 0.000003 -0.000002 -0.000022
0.010896 0.010195 0.000104 0.000029 -0.000169
0.003664 0.002962 0.000009 -0.000032 -0.000608
0.008795 0.008094 0.000066 -0.000024 0.000686
0.001194 0.000492 0.000000 0.000000 -0.000002
0.001403 0.000702 0.000000 -0.000002 -0.000014
-0.009037 -0.009738 0.000095 -0.000081 0.000351
-0.010798 -0.011499 0.000132 0.000046 0.000095
-0.010553 -0.011254 0.000127 -0.000011 -0.000094
-0.007188 -0.007889 0.000062 0.000089 0.000098
-0.026181 -0.026883 0.000723 0.000546 0.002146
0.006377 0.005676 0.000032 0.000207 0.000181
-0.010045 -0.010747 0.000115 0.000399 0.000618
-0.001339 -0.002041 0.000004 -0.000032 -0.000029
0.014230 0.013528 0.000183 0.000364 -0.000125
0.014624 0.013923 0.000194 0.000030 -0.000013
0.011820 0.011119 0.000124 0.000007 0.000738
-0.012934 -0.013635 0.000186 0.000123 0.000048
-0.002436 -0.003137 0.000010 -0.000015 0.000011
-0.017455 -0.018156 0.000330 -0.000004 0.000561
0.003252 0.002551 0.000007 -0.000017 -0.000023
0.011372 0.010671 0.000114 -0.000185 -0.000049
0.007869 0.007168 0.000051 -0.000070 0.000225
-0.013120 -0.013821 0.000191 0.000437 0.000446
-0.030043 -0.030744 0.000945 0.000630 0.001793
0.030781 0.030079 0.000905 -0.000067 0.001538
-0.002500 -0.003201 0.000010 0.000065 0.000030
-0.001805 -0.002506 0.000006 -0.000007 0.000007
-0.001020 -0.001721 0.000003 0.000023 -0.000016
-0.002583 -0.003284 0.000011 -0.000075 -0.000182
-0.006638 -0.007339 0.000054 0.000254 0.000235
-0.001198 -0.001899 0.000004 0.000006 0.000030
-0.047214 -0.047915 0.002296 0.001479 0.004827
0.024365 0.023664 0.000560 0.000940 0.001596
0.006960 0.006259 0.000039 -0.000012 0.000018
-0.013839 -0.014540 0.000211 0.000169 -0.000169
-0.006602 -0.007303 0.000053 -0.000056 -0.000448
-0.013953 -0.014655 0.000215 0.000468 0.000992
-0.027443 -0.028144 0.000792 0.000607 0.002043
0.011001 0.010300 0.000106 0.000015 0.000387
0.022897 0.022196 0.000493 0.000045 0.000782
0.014952 0.014250 0.000203 0.000103 -0.000028
0.001549 0.000848 0.000001 -0.000004 0.000014
0.016845 0.016143 0.000261 -0.000163 -0.000340
-0.012555 -0.013256 0.000176 0.000044 0.000246
0.018642 0.017941 0.000322 0.000062 0.000483
0.018433 0.017731 0.000314 0.000491 -0.000052
-0.009876 -0.010577 0.000112 0.000161 0.000206
0.012162 0.011461 0.000131 0.000144 -0.000023
-0.005251 -0.005952 0.000035 -0.000069 0.000030
-0.001545 -0.002247 0.000005 0.000029 -0.000038
-0.004054 -0.004755 0.000023 0.000021 0.000028
0.004032 0.003331 0.000011 -0.000046 -0.000040
0.006080 0.005379 0.000029 0.000044 -0.000075
0.012777 0.012076 0.000146 -0.000044 -0.000025
-0.001968 -0.002669 0.000007 -0.000022 0.000041
VERAGE RETURN 0.000701 COVARIANCE ( X,Z) 0.000061 COVARIANCE(Y,Z)

ALIZED RETURN 0.186537 CORRELATION ( X,Z) 0.341609 CORRELATION(Y,Z)
ANDARD DEVIATION 0.010248
STANDARD DEVIATION 0.160073
VARIANCE 0.000104
ALIZED VARIANCE 0.025413
m)*(Zi-Zm)
COVARIANCE(Y,Z) 0.000127
CORRELATION(Y,Z) 0.248273

3mindia: Date Adj Close Daily Returns (Xi-Xm)

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3mindia: Date Adj Close Daily Returns (Xi-Xm)

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3MINDIA

Date Adj Close Daily returns (Xi-Xm)

DAILY AVERAGE RETURN 0.00220

MINIMUM VARIANCE PORTFOLIO RETURN AND RISK - C1 AND INDEX

MINIMUM VARIANCE PORTFOLIO RETURN AND RISK - C1 AND C2

MINIMUM VARIANCE PORTFOLIO RETURN AND RISK - C2 AND INDEX

DAILY AVERAGE RETURN -0.000138

CE PORTFOLIO RETURN AND RISK - C1 AND INDEX BETA

NCE PORTFOLIO RETURN AND RISK - C1 AND C2

CE PORTFOLIO RETURN AND RISK - C2 AND INDEX

0.031921 0.001019 -0.000246

COVARIANCE (X,Y) 0.000045

Row 263 Row 264

DAILY AVERAGE RETURN 0.000422

1.2 1.4 1.6 1.8 2 2.2

Row 263 Row 264

0.000003 -0.000013 0.000055

COVARIANCE ( X,Z) 0.000032 COVARIANCE(Y,Z)

DAILY AVERAGE RETURN 0.000928

MINIMUM VARIANCE PORTFOLIO RETURN AND RISK - C1 AND INDEX

MINIMUM VARIANCE PORTFOLIO RETURN AND RISK - C1 AND C2

MINIMUM VARIANCE PORTFOLIO RETURN AND RISK - C2 AND INDEX

DAILY AVERAGE RETURN -0.005103

SK - C1 AND INDEX BETA

BETA EXPECTED RETURN

Row 263 Row 264

COVARIANCE (X,Y) 0.000114 DAILY AVERAGE RETURN

1 1.2 1.4 1.6 1.8 2 2.2

Row 263 Row 264

0.002812 0.000008 0.000011 0.000009

0.000654 COVARIANCE ( X,Z) 0.000048 COVARIANCE(Y,Z)

DAILY AVERAGE RETURN -0.000754

MINIMUM VARIANCE PORTFOLIO RETURN AND RISK - C1 AND INDEX

MINIMUM VARIANCE PORTFOLIO RETURN AND RISK - C1 AND C2

MINIMUM VARIANCE PORTFOLIO RETURN AND RISK - C2 AND INDEX

DAILY AVERAGE RETURN -0.003899

CE PORTFOLIO RETURN AND RISK - C1 AND INDEX BETA

COVARIANCE (X,Y) 0.000129 DAILY AVERAGE RETURN

Row 263 Row 264

0.004754 0.005740 0.000033 0.000020 -0.000298

AVERAGE RETURN -0.000986 COVARIANCE ( X,Z) 0.000216 COVARIANCE(Y,Z)

DAILY AVERAGE RETURN 0.002199

MINIMUM VARIANCE PORTFOLIO RETURN AND RISK - C1 AND INDEX

MINIMUM VARIANCE PORTFOLIO RETURN AND RISK - C1 AND C2

MINIMUM VARIANCE PORTFOLIO RETURN AND RISK - C2 AND INDEX

DAILY AVERAGE RETURN 0.005938

C1 AND INDEX BETA

Row 263 Row 264

COVARIANCE (X,Y) 0.000085 DAILY AVERAGE RETURN

-0.026244 0.000689 0.001497 -0.000794

0.002386 COVARIANCE ( X,Z) 0.000124 COVARIANCE(Y,Z) 0.000176

DAILY AVERAGE RETURN -0.001537

MINIMUM VARIANCE PORTFOLIO RETURN AND RISK - C1 AND INDEX

MINIMUM VARIANCE PORTFOLIO RETURN AND RISK - C1 AND C2

MINIMUM VARIANCE PORTFOLIO RETURN AND RISK - C2 AND INDEX

DAILY AVERAGE RETURN 0.001087

ANCE PORTFOLIO RETURN AND RISK - C1 AND INDEX BETA

ANCE PORTFOLIO RETURN AND RISK - C2 AND INDEX

Row 263 Row 264

COVARIANCE (X,Y) 0.000138 DAILY AVERAGE RETURN

1 1.2 1.4 1.6 1.8 2 2.2

Row 263 Row 264

-0.017400 -0.018101 0.000328 0.000854 0.000816