BETA AND RETURN OF THE PROTFOLIO

COMPANY STOCK RETURN

COMPANY GENTING APEX 7-ELEVEN GAMUDA PETRONAS
BERHAD HEALTHC BERHAD BHD
ARE BHD

AVG STOCK RETURN 0.28505 - 0.004159 - -

0.013306 494 0.00272452 0.00561575
853 4 3
Total (Stock Return -Avg 0.081253 0.000177 1.73014 0.00000742 3.15367
Stock Return)2 503 072 3

VARIANCE 0.864546 0.002405 0.077623 0.00271734 0.00393850

134 017 01 1 8
STANDARD DEVIATION 0.929809 0.049040 0.006025 0.05244340 0.06318254
73 974 332 5 1
 FTSE BURSA MALAYSIA
COMPANY GENTING APEX 7-ELEVEN GAMUDA PETRONAS
BERHAD HEALTHCARE BERHAD BHD
BHD

AVG 0.002548544 0.002548544 0.002548544 0.002548544 0.002548544

STOCK
RETURN

STANDARD 0.021926849 0.021926849 0.021926849 0.021926849 0.021926849

VARIANCE

BETA -1.00940 1.62579 1.88098 1.63618 1.62928

R2 2.09% 5.42% 4.12% 5.49% 5.44%

COV OF -0.00049 0.00078 0.00051 0.00079 0.00078

STOCK&
MKT
SLOPE 3.41525 3.41525 3.41525 3.41525
3.41525
 3-Month Treasury Bills
GENTING BERHAD
Total (T-Bills
Average
Return -
monthly 0.249513889 0.019687153
Average T-Bills
return
Return)2
STANDARD
0.000277284
DEVIATION 0.016651842 VARIANCE

Linear regression : 7.504+5.137x

 3-Month Treasury Bills
APEX HEALTHCARE BHD
Total (T-Bills
Average monthly Return - Average
0.249513889 0.019687153
return T-Bills Return)2

 STANDARD
 0.016651842
DEVIATION VARIANCE 0.000277284

Linear regression : 2.566-3.512x

 3-Month Treasury Bills
7-ELEVEN
Total (T-Bills
Average monthly Return - Average
0.248 0.08094
return T-Bills Return)2

 STANDARD
DEVIATION  0.043386647 VARIANCE 0.001882401

Linear regression : 0.527-1.018x

 3-Month Treasury Bills
GAMUDA BERHAD
Total (T-Bills Return
Average monthly
0.249513889 - Average T-Bills Return)2 0.019687153
return

STANDARD  0.016651842
VARIANCE 0.000277284
DEVIATION

Linear regression : 3.348-2.821x

 3-Month Treasury Bills
PETRONAS BHD
Total (T-Bills
Average
0.249513889 Return - Average
monthly return 0.019687153
T-Bills Return)2

 STANDARD  0.016651842
DEVIATION VARIANCE 0.000277284

Linear regression : 20.902 +14.419x