PRESENTATION

TERM PAPER OF STATISTICS

ANAHITA PUTUL
ID: MAF-003-008
 A STUDY OF CORRELATION
BETWEEN BEXIMCO MONTH END
PRICES AND DSEX INDEXES
MONTHLY DSEX INDEX AND MONTH END CLOSING PRICE
OF BEXIMCO FOR THE YEAR OF NOV-21 TO OCT-22
Month End Closing Price of
Month Name DSEX BEXIMCO (BDT)
November-21 6,703.26 152.00
December-21 6,756.66 148.40
January-22 6,926.29 149.20
February-22 6,739.45 147.60
March-22 6,757.84 153.10
April-22 6,655.67 148.90
May-22 6,392.86 134.90
June-22 6,376.94 129.80
July-22 6,133.96 116.80
August-22 6,457.22 118.30
September-22 6,512.89 133.20
October-22 6,307.34 115.60
HISTOGRAM OF MONTHLY PRICE FOR THE YEAR
2022
 Class Mid Point
7

FREQUENCY 4

Frequency
POLYGON
3

0
120 130 140 150

Axis Title

Class Mid Point

 Upper Classs Limit
14

12 12
OGIVE OF
10 BEXIMCO
MONTH END
Cumulative Frequency

PRICE FROM
8

6 6 6
NOV-21 TO OCT-
4

3
22
2

0
125 135 145 155

Upper Classs Limit

DETERMINATION OF DIFFERENT STATISTICS
Statistics
BEXIMCO
  DSEX Share Price (BDT)
N Valid 12 12
Missing 0 0
Mean 6560.0317 137.317
Std. Error of Mean 67.05039 4.1762
Median 6584.2800 141.250
Mode 6133.96a 115.6a
Std. Deviation 232.26936 14.4668
Variance 53949.058 209.287

Skewness -.274 -.486

Std. Error of Skewness .637 .637
Kurtosis -.697 -1.491
Std. Error of Kurtosis 1.232 1.232
Range 792.33 37.5
Minimum 6133.96 115.6
Maximum 6926.29 153.1
Sum 78720.38 1647.8
a. Multiple modes exist. The smallest value is shown
DETERMINATION OF MEAN, MEDIAN & MODE

DSEX INDEX
a) SAMPLE MEAN = 6560.03
b) SAMPLE MEDIAN = 6584.28
c) MODE = MULTIPLE MODE EXISTS.

BEXIMCO MONTHLY SHARE PRICE

d) SAMPLE MEAN = BDT 137.32
e) SAMPLE MEDIAN = BDT 141.25
f) MODE = MULTIPLE MODE EXISTS.
 DETERMINATION OF RANGE, VARIANCE &
STANDARD DEVIATION
DSEX INDEX
a) RANGE = 792.33
b) VARIANCE = 53,949.06; AVERAGE OF THE SQUARE DEVIATION OF THE
OBSERVATION FROM MEAN IS 53,949.06.
c) STANDARD DEVIATION = 232.27; SQUARE ROOT OF THE AVERAGE SQUARE
DEVIATION OF THE OBSERVATION FROM MEAN IS 232.27.
BEXIMCO SHARE PRICE
d) RANGE = 37.5
e) VARIANCE = 209.28; AVERAGE OF THE SQUARE DEVIATION OF THE OBSERVATION
FROM MEAN IS 209.28.
f) STANDARD DEVIATION = 14.47; SQUARE ROOT OF THE AVERAGE SQUARE
DEVIATION OF THE OBSERVATION FROM MEAN IS 14.47.
 Correlations

BEXIMCO
  DSEX Share Price (BDT)
DSEX Pearson Correlation 1 .889*

Sig. (2-tailed) .000

 
N 12 12

BEXIMCO Pearson Correlation .889* 1

Share Price (BDT)
Sig. (2-tailed) .000
 
N 12 12

*. Correlation is significant at the 0.01 level (2-tailed).

 REGRESSION ANALYSIS
Model Summary

Model R R Square Adjusted R Square Std. Error of the Estimate

1 .889 a
.791 .770 111.43335
a. Predictors: (Constant), Month End Closing Price of BEXIMCO (BDT)

ANOVAa
Model Sum of Squares df Mean Square F Sig.
1 Regression 469265.725 1 469265.725 37.791 .000b
Residual 124173.908 10 12417.391    
Total 593439.633 11      
a. Dependent Variable: DSEX
b. Predictors: (Constant), Month End Closing Price of BEXIMCO (BDT)

Coefficientsa
Standardized
Unstandardized Coefficients Coefficients
Model B Std. Error Beta t Sig.
1 (Constant) 4599.539 320.530 14.350 .000
BEXIMCO 14.277 2.322 .889 6.147 .000
Share Price (BDT)
a. Dependent Variable: DSEX
 REGRESSION ANALYSIS

• FROM TABLE WE FIND THE VALUE OF INTERCEPT 4599.539 AND SLOPE 14.277.

• REGRESSION EQUATION WHERE Y IS VALUE OF DSEX AND X IS THE BEXIMCO

SHARE PRICE (BDT)

Y= 4599.539+14.277X
 FIT THE REGRESSION LINE
•WE KNOW BY COMPUTING THE Y ' VALUES FOR DIFFERENT X VALUES AND PLOTTING THE Y '
VALUES AGAINST THE X VALUES, WE CAN OBTAIN THE FITTED REGRESSION LINE. THE LINE
REPRESENTED BY Y’= A+ BX IS KNOWN AS THE FITTED REGRESSION LINE.

•THE FITTED REGRESSION LINE CAN BE DRAWN USING THE EQUATION Y’= 4599.539+14.277X
AND THE LINE WILL LOOK LIKE BELOW-

In the fitted regression line, we find that there is a direct relationship between the DSEX index and Price. The
value is 0.889. So, we conclude that there is a strong positive correlation.
THANK YOU