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  • Rahul Agarwal - 256 - Investment Analysis Project

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    Pinki Agarwal
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    The document shows the stock prices of various companies from April 2022 to January 2022. It also includes the standard deviation, beta, and total return for each stock over this period. The expected returns for each stock are also calculated against benchmarks like Nifty 50. Tata Coffee had the lowest standard deviation of 11.488 but a negative total return of -0.0014 over the period. Reliance Ind had the highest standard deviation of 150.484 and a total return of 0.0122.

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    Rahul Agarwal_ 256_ Investment Analysis Project

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    The document shows the stock prices of various companies from April 2022 to January 2022. It also includes the standard deviation, beta, and total return for each stock over this period. The expected returns for each stock are also calculated against benchmarks like Nifty 50. Tata Coffee had the lowest standard deviation of 11.488 but a negative total return of -0.0014 over the period. Reliance Ind had the highest standard deviation of 150.484 and a total return of 0.0122.

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    Download as XLSX, PDF, TXT or read online from Scribd
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    6 views3 pages

    Rahul Agarwal - 256 - Investment Analysis Project

    Uploaded by

    Pinki Agarwal
    The document shows the stock prices of various companies from April 2022 to January 2022. It also includes the standard deviation, beta, and total return for each stock over this period. The expected returns for each stock are also calculated against benchmarks like Nifty 50. Tata Coffee had the lowest standard deviation of 11.488 but a negative total return of -0.0014 over the period. Reliance Ind had the highest standard deviation of 150.484 and a total return of 0.0122.

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    of 3

    PRICE (IN RUPEES)

    Date TATA COFFEE RELIANCE IND DR REDDY LAB


    Apr-23 220.85 2,322.55 4,929.85
    Mar-23 205.85 2,331.05 4,622.75
    Feb-23 207.65 2,353.85 4,316.60
    Jan-23 212.85 2,359.55 4,324.15
    Dec-22 217.6 2,377.75 4,237.55
    Nov-22 232.7 2,386.60 4,487.15
    Oct-22 217 2,420.50 4,433.70
    Sep-22 224.85 2,509.45 4,335.70
    Aug-22 234.65 2,547.20 4,245.05
    Jul-22 221.3 2,549.60 4,090.35
    Jun-22 193.9 2,595.65 4,393.80
    May-22 207.55 2,632.65 4,369.65
    Apr-22 221.4 2,634.75 4,131.95
    Mar-22 216.8 2,637.95 4,295.45
    Feb-22 194.7 2,731.35 4,063.40
    Jan-22 216.25 2,790.25 4,302.80

    STANDARD DEVIATION 11.4887317983028 150.483801869171 210.818802826029


    BETA 0.01165305372305 -0.11992883573892 0.0975714288022365
    TOTAL RETURN -0.001403239482 0.01223103183695 -0.009069505870168
    PRICE (IN RUPEES) EXPECTED RETURNS
    APOLLO TYRE TITAN NIFTY 50 TATA COFFEE
    346.9 2,641.85 18,065.00
    319.9 2,514.90 17,359.75 -0.0703359898266217
    313.35 2,372.80 17,303.95 0.00870622186084899
    321.2 2,377.15 17,662.15 0.0247337221973987
    324.3 2,597.50 18,105.30 0.0220708227076261
    316.45 2,653.00 18,758.35 0.0670915553264584
    290.7 2,761.50 18,012.20 -0.0698527167677865
    278.7 2,606.95 17,094.35 0.0355361596762568
    251.7 2,604.65 17,759.30 0.0426615290237103
    219.9 2,352.05 17,158.25 -0.0585757951834226
    185.1 1,941.25 15,780.25 -0.132176684808398
    218.35 2,216.00 16,584.55 0.0680297122504417
    205 2,458.20 17,102.55 0.0645987457754887
    191 2,536.15 17,464.75 -0.0209957507090453
    184.7 2,546.55 16,793.90 -0.107515357187337
    216.65 2,360.30 17,339.85 0.104975233433835

    58.1181551525281 200.267754102685 696.280911454745


    0.058252987098375 0.231170689118963 1
    -0.0313835603859857 -0.00751271331436
    EXPECTED RETURNS
    REL. IND. DR REDDY APOLLO TITAN

    0.00365308985 -0.0643187955 -0.081028 -0.049246


    0.00973347564 -0.0685217108 -0.020688 -0.058162
    0.00241863741 0.00174753393 0.0247432 0.001832
    0.00768373949 -0.0202303172 0.009605 0.088647
    0.00371509657 0.0572324843 -0.024504 0.021142
    0.01410437144 -0.0119833064 -0.084873 0.040083
    0.03608947523 -0.0223513764 -0.042156 -0.057593
    0.01493111104 -0.0211294753 -0.101898 -0.000883
    0.00094176745 -0.0371230573 -0.135065 -0.102011
    0.01790048283 0.07156391535 -0.172277 -0.191955
    0.01415397651 -0.0055115419 0.1652031 0.132372
    0.00079735737 -0.0559334639 -0.063089 0.103726
    0.00121379953 0.03880687243 -0.070737 0.031218
    0.0347938921 -0.0555362614 -0.033541 0.004092
    0.02133520509 0.05724591199 0.1595503 -0.075951

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