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JINDAL STEEL

Date
28-Mar-13
26-Mar-13
25-Mar-13
22-Mar-13
21-Mar-13
20-Mar-13
19-Mar-13
18-Mar-13
15-Mar-13
14-Mar-13
13-Mar-13
12-Mar-13
11-Mar-13
8-Mar-13
7-Mar-13
6-Mar-13
5-Mar-13
4-Mar-13
1-Mar-13
28-Feb-13
27-Feb-13
26-Feb-13
25-Feb-13
22-Feb-13
21-Feb-13
20-Feb-13
19-Feb-13
18-Feb-13
15-Feb-13
14-Feb-13
13-Feb-13
12-Feb-13
11-Feb-13
8-Feb-13
7-Feb-13
6-Feb-13
5-Feb-13
4-Feb-13
1-Feb-13
31-Jan-13
30-Jan-13
29-Jan-13
28-Jan-13
25-Jan-13
24-Jan-13

Close Price
347.75
352.95
350.55
352.75
341.7
337.7
341.25
354.1
356.75
360
354.1
365.75
363.15
367.2
347.35
355.15
352.65
343
358.9
348.9
358.85
353.5
357.1
357.5
355.3
370.4
375.85
378.5
386.2
390.3
389.25
392.2
405.75
414.25
419.25
424.55
413.55
419.05
415.9
420.2
425.5
433.5
430.55
433.45
418.85

DAILY RETURN
-0.014732965
0.006846384
-0.006236712
0.032338308
0.011844833
-0.01040293
-0.036289184
-0.007428171
-0.009027778
0.01666196
-0.031852358
0.007159576
-0.011029412
0.05714697
-0.021962551
0.007089182
0.028134111
-0.044302034
0.028661508
-0.027727463
0.015134371
-0.01008121
-0.001118881
0.00619195
-0.040766739
-0.014500466
-0.007001321
-0.019937856
-0.01050474
0.002697495
-0.007521673
-0.033394948
-0.02051901
-0.011926058
-0.012483806
0.02659896
-0.013124925
0.007573936
-0.010233222
-0.012455934
-0.018454441
0.006851701
-0.006690506
0.034857347
-0.016899425

DEVIATION
-0.013604178
0.007975171
-0.005107925
0.033467095
0.012973619
-0.009274144
-0.035160397
-0.006299384
-0.007898991
0.017790747
-0.030723572
0.008288363
-0.009900625
0.058275757
-0.020833764
0.008217969
0.029262897
-0.043173247
0.029790294
-0.026598676
0.016263157
-0.008952423
9.9055E-06
0.007320737
-0.039637952
-0.013371679
-0.005872534
-0.018809069
-0.009375953
0.003826282
-0.006392886
-0.032266161
-0.019390224
-0.010797272
-0.01135502
0.027727747
-0.011996139
0.008702723
-0.009104436
-0.011327148
-0.017325654
0.007980488
-0.00556172
0.035986134
-0.015770638

SQ DEV
0.000185074
6.36034E-05
2.60909E-05
0.001120046
0.000168315
8.60097E-05
0.001236254
3.96822E-05
6.23941E-05
0.000316511
0.000943938
6.8697E-05
9.80224E-05
0.003396064
0.000434046
6.7535E-05
0.000856317
0.001863929
0.000887462
0.00070749
0.00026449
8.01459E-05
9.81189E-11
5.35932E-05
0.001571167
0.000178802
3.44867E-05
0.000353781
8.79085E-05
1.46404E-05
4.0869E-05
0.001041105
0.000375981
0.000116581
0.000128936
0.000768828
0.000143907
7.57374E-05
8.28907E-05
0.000128304
0.000300178
6.36882E-05
3.09327E-05
0.001295002
0.000248713

23-Jan-13
22-Jan-13
21-Jan-13
18-Jan-13
17-Jan-13
16-Jan-13
15-Jan-13
14-Jan-13
11-Jan-13
10-Jan-13
9-Jan-13
8-Jan-13
7-Jan-13
4-Jan-13
3-Jan-13
2-Jan-13
1-Jan-13
31-Dec-12
28-Dec-12
27-Dec-12
26-Dec-12
24-Dec-12
21-Dec-12
20-Dec-12
19-Dec-12
18-Dec-12
17-Dec-12
14-Dec-12
13-Dec-12
12-Dec-12
11-Dec-12
10-Dec-12
7-Dec-12
6-Dec-12
5-Dec-12
4-Dec-12
3-Dec-12
30-Nov-12
29-Nov-12
27-Nov-12
26-Nov-12
23-Nov-12
22-Nov-12
21-Nov-12
20-Nov-12
19-Nov-12
16-Nov-12
15-Nov-12
13-Nov-12
12-Nov-12

426.05
426.65
423.9
422.85
431.65
429.55
443.45
446.85
432
448.4
448.55
455.75
458.4
457.8
466.35
466.15
461.05
447.85
445.8
446.6
454.45
445.45
454.55
470.8
460.65
449.6
441.75
431.2
420.25
413
420.1
410.05
409.8
407.65
404.2
408.3
404.6
403.05
381.15
380
372.4
375.35
376.1
375.7
369.1
371.9
371.1
368.1
377.3
379.2

-0.001406305
0.006487379
0.00248315
-0.020386888
0.004888837
-0.031345135
-0.007608817
0.034375
-0.036574487
-0.000334411
-0.015798135
-0.005780977
0.001310616
-0.018333869
0.000429046
0.011061707
0.029474154
0.004598475
-0.001791312
-0.017273627
0.020204288
-0.0200198
-0.034515718
0.022034082
0.024577402
0.017770232
0.024466605
0.026055919
0.017554479
-0.016900738
0.024509206
0.000610054
0.005274132
0.008535379
-0.010041636
0.009144834
0.003845677
0.057457694
0.003026316
0.020408163
-0.007859331
-0.00199415
0.001064679
0.017881333
-0.007528906
0.002155753
0.008149959
-0.024383779
-0.005010549
-0.010438413

-0.000277518
0.007616166
0.003611937
-0.019258101
0.006017624
-0.030216348
-0.006480031
0.035503787
-0.0354457
0.000794376
-0.014669348
-0.004652191
0.002439403
-0.017205083
0.001557833
0.012190494
0.030602941
0.005727261
-0.000662526
-0.016144841
0.021333074
-0.018891013
-0.033386931
0.023162869
0.025706189
0.018899019
0.025595391
0.027184706
0.018683266
-0.015771951
0.025637993
0.00173884
0.006402919
0.009664165
-0.008912849
0.010273621
0.004974463
0.05858648
0.004155102
0.02153695
-0.006730545
-0.000865364
0.002193466
0.01901012
-0.006400119
0.00328454
0.009278746
-0.023254993
-0.003881762
-0.009309627

7.70164E-08
5.8006E-05
1.30461E-05
0.000370874
3.62118E-05
0.000913028
4.19908E-05
0.001260519
0.001256398
6.31033E-07
0.00021519
2.16429E-05
5.95069E-06
0.000296015
2.42684E-06
0.000148608
0.00093654
3.28015E-05
4.3894E-07
0.000260656
0.0004551
0.00035687
0.001114687
0.000536518
0.000660808
0.000357173
0.000655124
0.000739008
0.000349064
0.000248754
0.000657307
3.02357E-06
4.09974E-05
9.33961E-05
7.94389E-05
0.000105547
2.47453E-05
0.003432376
1.72649E-05
0.00046384
4.53002E-05
7.48855E-07
4.81129E-06
0.000361385
4.09615E-05
1.07882E-05
8.60951E-05
0.000540795
1.50681E-05
8.66692E-05

9-Nov-12
8-Nov-12
7-Nov-12
6-Nov-12
5-Nov-12
2-Nov-12
1-Nov-12
31-Oct-12
30-Oct-12
29-Oct-12
26-Oct-12
25-Oct-12
23-Oct-12
22-Oct-12
19-Oct-12
18-Oct-12
17-Oct-12
16-Oct-12
15-Oct-12
12-Oct-12
11-Oct-12
10-Oct-12
9-Oct-12
8-Oct-12
5-Oct-12
4-Oct-12
3-Oct-12
1-Oct-12
28-Sep-12
27-Sep-12
26-Sep-12
25-Sep-12
24-Sep-12
21-Sep-12
20-Sep-12
18-Sep-12
17-Sep-12
14-Sep-12
13-Sep-12
12-Sep-12
11-Sep-12
10-Sep-12
8-Sep-12
7-Sep-12
6-Sep-12
5-Sep-12
4-Sep-12
3-Sep-12
31-Aug-12
30-Aug-12

383.2
383.8
386.65
386.55
380.35
388.85
391.95
388.35
379.85
388.5
386.1
387.3
390.75
400.45
407.5
417.15
412.8
412.35
421.8
418
418.35
416.1
424.35
420.1
416.4
416.2
415.4
436.7
427.15
425.3
423.95
425.05
444.6
426.9
400.6
405.15
394.65
373.2
341.9
346.65
333.55
344.25
352.05
347.35
342.6
335.8
352.95
344.5
352.15
352.9

-0.001563314
-0.007371007
0.000258699
0.016300776
-0.021859329
-0.007909172
0.009269988
0.022377254
-0.022265122
0.006216006
-0.003098373
-0.008829175
-0.024222749
-0.017300613
-0.023133166
0.010537791
0.001091306
-0.022403983
0.009090909
-0.00083662
0.005407354
-0.019441499
0.010116639
0.008885687
0.000480538
0.001925855
-0.048774903
0.022357486
0.004349871
0.003184338
-0.002587931
-0.04397211
0.041461701
0.065651523
-0.011230408
0.026605853
0.057475884
0.091547236
-0.013702582
0.039274472
-0.031082062
-0.022155944
0.013531021
0.013864565
0.020250149
-0.048590452
0.024528302
-0.021723697
-0.002125248
-0.018631813

-0.000434528
-0.006242221
0.001387485
0.017429562
-0.020730542
-0.006780385
0.010398775
0.023506041
-0.021136336
0.007344793
-0.001969587
-0.007700388
-0.023093963
-0.016171827
-0.022004379
0.011666577
0.002220093
-0.021275196
0.010219696
0.000292167
0.006536141
-0.018312712
0.011245426
0.010014473
0.001609325
0.003054641
-0.047646116
0.023486272
0.005478657
0.004313124
-0.001459144
-0.042843323
0.042590487
0.066780309
-0.010101622
0.02773464
0.058604671
0.092676023
-0.012573795
0.040403258
-0.029953276
-0.021027157
0.014659807
0.014993352
0.021378936
-0.047461665
0.025657089
-0.020594911
-0.000996461
-0.017503027

1.88814E-07
3.89653E-05
1.92512E-06
0.00030379
0.000429755
4.59736E-05
0.000108135
0.000552534
0.000446745
5.3946E-05
3.87927E-06
5.9296E-05
0.000533331
0.000261528
0.000484193
0.000136109
4.92881E-06
0.000452634
0.000104442
8.53613E-08
4.27211E-05
0.000335355
0.00012646
0.00010029
2.58993E-06
9.33083E-06
0.002270152
0.000551605
3.00157E-05
1.8603E-05
2.1291E-06
0.00183555
0.00181395
0.00445961
0.000102043
0.00076921
0.003434507
0.008588845
0.0001581
0.001632423
0.000897199
0.000442141
0.00021491
0.000224801
0.000457059
0.00225261
0.000658286
0.00042415
9.92935E-07
0.000306356

29-Aug-12
28-Aug-12
27-Aug-12
24-Aug-12
23-Aug-12
22-Aug-12
21-Aug-12
17-Aug-12
16-Aug-12
14-Aug-12
13-Aug-12
10-Aug-12
9-Aug-12
8-Aug-12
7-Aug-12
6-Aug-12
3-Aug-12
2-Aug-12
1-Aug-12
31-Jul-12
30-Jul-12
27-Jul-12
26-Jul-12
25-Jul-12
24-Jul-12
23-Jul-12
20-Jul-12
19-Jul-12
18-Jul-12
17-Jul-12
16-Jul-12
13-Jul-12
12-Jul-12
11-Jul-12
10-Jul-12
9-Jul-12
6-Jul-12
5-Jul-12
4-Jul-12
3-Jul-12
2-Jul-12
29-Jun-12
28-Jun-12
27-Jun-12
26-Jun-12
25-Jun-12
22-Jun-12
21-Jun-12
20-Jun-12
19-Jun-12

359.6
359.15
377.55
396.85
407.8
404.05
404.4
401.45
418.55
418
407.6
410.1
407.85
411.55
407.15
399.7
396.35
405.15
400
398.65
403.4
394.85
392.75
395.8
414.75
415.05
426.6
425.55
426.55
415.65
418.9
431.1
444.9
452.45
454.75
442.95
455.6
470.65
466.15
450.35
456.9
470.35
431.85
429.95
430.3
428.35
433.95
439.4
438.65
427.05

0.001252958
-0.048735267
-0.048632985
-0.026851398
0.00928103
-0.00086548
0.007348362
-0.040855334
0.001315789
0.025515211
-0.006096074
0.005516734
-0.008990402
0.010806828
0.018638979
0.008452126
-0.02172035
0.012875
0.003386429
-0.011774913
0.021653793
0.005346913
-0.007705912
-0.045690175
-0.000722804
-0.027074543
0.002467395
-0.002344391
0.026223987
-0.007758415
-0.028299698
-0.031018206
-0.016686927
-0.005057724
0.026639576
-0.027765584
-0.031977053
0.009653545
0.035083824
-0.014335741
-0.028595727
0.089151326
0.004419119
-0.000813386
0.004552352
-0.012904713
-0.012403277
0.001709791
0.027163096
-0.005704307

0.002381745
-0.04760648
-0.047504198
-0.025722611
0.010409816
0.000263307
0.008477149
-0.039726547
0.002444576
0.026643998
-0.004967288
0.006645521
-0.007861616
0.011935615
0.019767766
0.009580912
-0.020591564
0.014003787
0.004515216
-0.010646127
0.022782579
0.006475699
-0.006577125
-0.044561388
0.000405982
-0.025945756
0.003596182
-0.001215604
0.027352773
-0.006629628
-0.027170912
-0.02988942
-0.01555814
-0.003928937
0.027768362
-0.026636797
-0.030848266
0.010782332
0.03621261
-0.013206954
-0.02746694
0.090280112
0.005547905
0.000315401
0.005681139
-0.011775926
-0.011274491
0.002838578
0.028291882
-0.004575521

5.67271E-06
0.002266377
0.002256649
0.000661653
0.000108364
6.93305E-08
7.18621E-05
0.001578199
5.97595E-06
0.000709903
2.46739E-05
4.41629E-05
6.1805E-05
0.000142459
0.000390765
9.17939E-05
0.000424013
0.000196106
2.03872E-05
0.00011334
0.000519046
4.19347E-05
4.32586E-05
0.001985717
1.64821E-07
0.000673182
1.29325E-05
1.47769E-06
0.000748174
4.3952E-05
0.000738258
0.000893377
0.000242056
1.54365E-05
0.000771082
0.000709519
0.000951616
0.000116259
0.001311353
0.000174424
0.000754433
0.008150499
3.07793E-05
9.94775E-08
3.22753E-05
0.000138672
0.000127114
8.05753E-06
0.000800431
2.09354E-05

18-Jun-12
15-Jun-12
14-Jun-12
13-Jun-12
12-Jun-12
11-Jun-12
8-Jun-12
7-Jun-12
6-Jun-12
5-Jun-12
4-Jun-12
1-Jun-12
31-May-12
30-May-12
29-May-12
28-May-12
25-May-12
24-May-12
23-May-12
22-May-12
21-May-12
18-May-12
17-May-12
16-May-12
15-May-12
14-May-12
11-May-12
10-May-12
9-May-12
8-May-12
7-May-12
4-May-12
3-May-12
2-May-12
30-Apr-12
28-Apr-12
27-Apr-12
26-Apr-12
25-Apr-12
24-Apr-12
23-Apr-12
20-Apr-12
19-Apr-12
18-Apr-12
17-Apr-12
16-Apr-12
13-Apr-12
12-Apr-12
11-Apr-12
10-Apr-12

429.5
437.35
433.7
440.65
432.05
432
439.7
440.6
431.9
412.9
416.25
430
440.35
453.7
454.9
453.9
456.6
468.1
454.45
462.1
466.6
471.4
462.95
450.75
466.45
457.15
457.55
456.55
470
484.55
501.75
485.3
494.15
505.15
504
486.65
480.85
488.45
480.5
479.65
484.55
506.5
516.5
515.15
507.4
501.15
497.55
511.45
487.25
501.35

-0.017949011
0.008415956
-0.015772155
0.019905104
0.000115741
-0.01751194
-0.002042669
0.020143552
0.046015984
-0.008048048
-0.031976744
-0.023504031
-0.02942473
-0.002637942
0.002203128
-0.005913272
-0.0245674
0.030036308
-0.016554858
-0.009644235
-0.010182435
0.018252511
0.027066001
-0.033658484
0.020343432
-0.000874221
0.002190341
-0.028617021
-0.030027861
-0.03428002
0.033896559
-0.017909542
-0.02177571
0.002281746
0.035651906
0.012061974
-0.015559423
0.016545265
0.001772126
-0.010112475
-0.043336624
-0.019361084
0.002620596
0.015273946
0.012471316
0.007235454
-0.027177632
0.049666496
-0.028124065
-0.01046087

-0.016820224
0.009544742
-0.014643368
0.02103389
0.001244527
-0.016383153
-0.000913882
0.021272338
0.047144771
-0.006919261
-0.030847958
-0.022375244
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0.003331915
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0.031165094
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0.019381298
0.028194788
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0.021472219
0.000254565
0.003319127
-0.027488235
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0.035025345
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0.003410533
0.036780693
0.01319076
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0.017674052
0.002900912
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0.003749383
0.016402732
0.013600103
0.00836424
-0.026048846
0.050795282
-0.026995278
-0.009332084

0.00028292
9.11021E-05
0.000214428
0.000442425
1.54885E-06
0.000268408
8.35181E-07
0.000452512
0.002222629
4.78762E-05
0.000951596
0.000500652
0.00080066
2.27755E-06
1.11017E-05
2.28913E-05
0.000549369
0.000971263
0.000237964
7.25129E-05
8.19686E-05
0.000375635
0.000794946
0.001058181
0.000461056
6.48035E-08
1.10166E-05
0.000755603
0.000835156
0.001099004
0.001226775
0.000281594
0.000426295
1.16317E-05
0.001352819
0.000173996
0.000208243
0.000312372
8.41529E-06
8.07067E-05
0.001781502
0.000332417
1.40579E-05
0.00026905
0.000184963
6.99605E-05
0.000678542
0.002580161
0.000728745
8.70878E-05

9-Apr-12
4-Apr-12
3-Apr-12
2-Apr-12
30-Mar-12
29-Mar-12
28-Mar-12
27-Mar-12
26-Mar-12
23-Mar-12
22-Mar-12
21-Mar-12
20-Mar-12
19-Mar-12
16-Mar-12
15-Mar-12
14-Mar-12
13-Mar-12
12-Mar-12
9-Mar-12
7-Mar-12
6-Mar-12
5-Mar-12
3-Mar-12
2-Mar-12
1-Mar-12
29-Feb-12
28-Feb-12
27-Feb-12
24-Feb-12
23-Feb-12
22-Feb-12
21-Feb-12
17-Feb-12
16-Feb-12
15-Feb-12
14-Feb-12
13-Feb-12
10-Feb-12
9-Feb-12
8-Feb-12
7-Feb-12
6-Feb-12
3-Feb-12
2-Feb-12
1-Feb-12
31-Jan-12
30-Jan-12
27-Jan-12
25-Jan-12

506.65
524.7
542.3
542.55
545.15
548.05
526
533.35
526.05
535.9
546.65
589.1
587.65
578.6
575.15
602.15
604.85
611
589.35
575.05
536.8
546.85
568.25
591.45
588.95
574.8
582.75
593.65
582.95
612.4
607.45
612.8
645.1
642.15
641.35
610.45
598.8
605.8
604.2
603.3
581.35
573.9
574.15
555.85
572.55
576.1
541.75
532.8
529.3
540.55

-0.03440061
-0.032454361
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0.041920152
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0.013877008
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0.002467455
0.015641203
0.005998435
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0.036735386
0.024867403
0.071255589
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0.004244843
0.024617258
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0.018354919
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0.008148819
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0.004593942
0.001247369
0.050618396
0.019455578
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0.00264813
0.001491795
0.037756945
0.012981356
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0.032922551
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0.06340563
0.016798048
0.006612507
-0.020812136
-0.016466521

-0.033271823
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0.000668
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0.043048939
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0.015005795
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0.003596242
0.01676999
0.007127222
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0.037864173
0.025996189
0.072384375
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0.005373629
0.025746045
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0.019483706
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0.009277605
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0.005722729
0.002376155
0.051747183
0.020584364
-0.010426182
0.003776916
0.002620582
0.038885732
0.014110142
0.00069336
0.034051338
-0.028038972
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0.064534417
0.017926835
0.007741294
-0.019683349
-0.015337734

0.001107014
0.000981292
4.46223E-07
1.32536E-05
1.73281E-05
0.001853211
0.000160074
0.000225174
0.000297615
0.0003436
0.005031106
1.2933E-05
0.000281233
5.07973E-05
0.001910611
1.11231E-05
7.98642E-05
0.001433696
0.000675802
0.005239498
0.000297535
0.001334492
0.00145137
2.88759E-05
0.000662859
0.000156586
0.000296949
0.000379615
0.002205307
8.6074E-05
5.77848E-05
0.002395219
3.27496E-05
5.64611E-06
0.002677771
0.000423716
0.000108705
1.42651E-05
6.86745E-06
0.0015121
0.000199096
4.80749E-07
0.001159494
0.000786184
2.53345E-05
0.004164691
0.000321371
5.99276E-05
0.000387434
0.000235246

24-Jan-12
23-Jan-12
20-Jan-12
19-Jan-12
18-Jan-12
17-Jan-12
16-Jan-12
13-Jan-12
12-Jan-12
11-Jan-12
10-Jan-12
9-Jan-12
7-Jan-12
6-Jan-12
5-Jan-12
4-Jan-12
3-Jan-12
2-Jan-12
30-Dec-11
29-Dec-11
28-Dec-11
27-Dec-11
26-Dec-11
23-Dec-11
22-Dec-11
21-Dec-11
20-Dec-11
19-Dec-11
16-Dec-11
15-Dec-11
14-Dec-11
13-Dec-11
12-Dec-11
9-Dec-11
8-Dec-11
7-Dec-11
5-Dec-11
2-Dec-11
1-Dec-11
30-Nov-11
29-Nov-11
28-Nov-11
25-Nov-11
24-Nov-11
23-Nov-11
22-Nov-11
21-Nov-11
18-Nov-11
17-Nov-11
16-Nov-11

549.6
537.35
534.3
518
510.55
511.65
499.2
503.3
487.4
488.3
499.55
478.65
466.8
466.25
481.65
477.05
486.8
460.55
453.15
463.2
454.95
489.6
489.2
486.3
490.25
484.55
479.9
498.95
516.95
526.8
522.1
520.45
505.8
532.15
528.85
534.85
528.35
533.65
521.35
503.35
491.55
507.75
487.25
499.85
500.05
514.7
517.25
536.65
541.15
550.25

0.02279706
0.005708404
0.031467181
0.014592107
-0.002149907
0.024939904
-0.008146235
0.032622076
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0.043664473
0.025385604
0.001179625
-0.031973425
0.009642595
-0.020028759
0.056997069
0.016330134
-0.021696891
0.018133861
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0.000817661
0.005963397
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0.011763492
0.009689519
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0.009002107
0.003170333
0.028964017
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0.006239955
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0.012302451
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0.024005696
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0.042072858
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-0.008315624
-0.016537937
0.022199517

0.023925846
0.00683719
0.032595968
0.015720893
-0.001021121
0.02606869
-0.007017448
0.033750863
-0.000714343
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0.04479326
0.026514391
0.002308411
-0.030844638
0.010771382
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0.058125855
0.01745892
-0.020568105
0.019262647
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0.001946448
0.007092184
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0.012892279
0.010818305
-0.037051392
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0.010130893
0.00429912
0.030092804
-0.048387327
0.007368741
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0.013431238
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0.024721383
0.036889192
0.025134483
-0.030776679
0.043201644
-0.024078776
0.000728827
-0.027334396
-0.003801131
-0.035021404
-0.007186838
-0.015409151
0.023328304

0.000572446
4.67472E-05
0.001062497
0.000247146
1.04269E-06
0.000679577
4.92446E-05
0.001139121
5.10285E-07
0.000457595
0.002006436
0.000703013
5.32876E-06
0.000951392
0.000116023
0.000357209
0.003378615
0.000304814
0.000423047
0.00037105
0.004850185
3.78866E-06
5.02991E-05
4.80017E-05
0.000166211
0.000117036
0.001372806
0.001135072
0.00030867
0.000102635
1.84824E-05
0.000905577
0.002341333
5.42983E-05
0.000101794
0.000180398
7.74896E-05
0.000611147
0.001360812
0.000631742
0.000947204
0.001866382
0.000579787
5.31188E-07
0.000747169
1.44486E-05
0.001226499
5.16506E-05
0.000237442
0.00054421

15-Nov-11
14-Nov-11
11-Nov-11
9-Nov-11
8-Nov-11
4-Nov-11
3-Nov-11
2-Nov-11
1-Nov-11
31-Oct-11
28-Oct-11
26-Oct-11
25-Oct-11
24-Oct-11
21-Oct-11
20-Oct-11
19-Oct-11
18-Oct-11
17-Oct-11
14-Oct-11
13-Oct-11
12-Oct-11
11-Oct-11
10-Oct-11
7-Oct-11
5-Oct-11
4-Oct-11
3-Oct-11
30-Sep-11
29-Sep-11
28-Sep-11
27-Sep-11
26-Sep-11
23-Sep-11
22-Sep-11
21-Sep-11
20-Sep-11
19-Sep-11
16-Sep-11
15-Sep-11
14-Sep-11
13-Sep-11
12-Sep-11
9-Sep-11
8-Sep-11
7-Sep-11
6-Sep-11
5-Sep-11
2-Sep-11
30-Aug-11

538.3
545.75
555.65
568.25
573.45
578.05
564.5
560.95
555.95
562.55
578.55
537.9
539.15
531.4
529.65
537.65
529.9
515.45
522.65
524.95
499.25
516.6
487.1
475.05
483.2
445.7
456.85
474.45
506
521.85
519.2
525.75
510.75
524
531.3
556.45
555.3
545.35
545.45
550.35
542.25
530.65
521.65
540.2
553.35
563.05
549.55
534.05
525.95
520.9

-0.013650939
-0.017816971
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0.024003543
0.00632855
0.008993615
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0.075571668
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0.014584117
0.003304069
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0.014625401
0.028033757
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0.051477216
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0.060562513
0.025365751
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0.084137312
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0.005104006
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0.029368576
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0.024565554
0.0290235
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0.009694759
0.054773717

-0.012522152
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0.02513233
0.007457336
0.010122401
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0.076700454
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0.015712904
0.004432855
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0.015754188
0.029162544
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0.052606002
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0.061691299
0.026494538
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0.085266099
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0.006232793
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0.030497362
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0.003199739
0.01937395
0.000945452
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0.016066546
0.02298877
0.018381734
-0.033210347
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-0.016098813
0.02569434
0.030152286
0.01652949
0.010823546
0.055902503

0.000156804
0.000278496
0.000442873
6.30299E-05
4.66353E-05
0.000631634
5.56119E-05
0.000102463
0.000112434
0.000703658
0.00588296
1.41533E-06
0.000246895
1.96502E-05
0.000189084
0.000248194
0.000850454
0.000159951
1.05793E-05
0.002767391
0.001053404
0.003805816
0.000701961
0.000247683
0.007270308
0.000541841
0.001293611
0.003748255
0.000855207
3.88477E-05
0.00012836
0.000930089
0.000583583
0.00015904
0.001942028
1.02383E-05
0.00037535
8.93879E-07
6.0445E-05
0.000258134
0.000528484
0.000337888
0.001102927
0.000512368
0.000259172
0.000660199
0.00090916
0.000273224
0.000117149
0.00312509

29-Aug-11
26-Aug-11
25-Aug-11
24-Aug-11
23-Aug-11
22-Aug-11
19-Aug-11
18-Aug-11
17-Aug-11
16-Aug-11
12-Aug-11
11-Aug-11
10-Aug-11
9-Aug-11
8-Aug-11
5-Aug-11
4-Aug-11
3-Aug-11
2-Aug-11
1-Aug-11
29-Jul-11
28-Jul-11
27-Jul-11
26-Jul-11
25-Jul-11
22-Jul-11
21-Jul-11
20-Jul-11
19-Jul-11
18-Jul-11
15-Jul-11
14-Jul-11
13-Jul-11
12-Jul-11
11-Jul-11
8-Jul-11
7-Jul-11
6-Jul-11
5-Jul-11
4-Jul-11
1-Jul-11
30-Jun-11
29-Jun-11
28-Jun-11
27-Jun-11
24-Jun-11
23-Jun-11
22-Jun-11
21-Jun-11
20-Jun-11

493.85
462.6
470.4
492.85
504.55
500.45
484.7
495.3
514.95
513.45
524.7
511.4
522.75
518.65
525
540.15
546.9
555.5
566.7
572.8
587.85
613.7
630.4
629.7
632.4
627.7
629.2
628.9
630.25
629.95
632.35
630.65
623.3
614.6
634.8
643.6
656.15
639.55
642.6
649.1
650.75
652.25
631.3
629.25
638.4
634.6
616.05
613.3
622.45
620.05

0.067552962
-0.016581633
-0.045551385
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0.008192627
0.032494326
-0.021401171
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0.002921414
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0.026007039
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0.007905138
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0.00111164
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0.007487653
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0.000477023
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0.000476228
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0.002695631
0.011792074
0.014155548
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0.02595575
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0.03318549
0.003257847
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0.005988024
0.030111192
0.004483939
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0.003870656
-0.020458136

0.068681748
-0.015452846
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0.009321413
0.033623113
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0.027135826
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0.009033925
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0.002240427
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0.00861644
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0.00160581
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0.001605015
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0.003824418
0.012920861
0.015284335
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0.027084537
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0.034314277
0.004386633
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0.007116811
0.031239979
0.005612726
-0.013571189
0.004999442
-0.019329349

0.004717183
0.00023879
0.001973367
0.000486652
8.68887E-05
0.001130514
0.00041097
0.00137124
1.64041E-05
0.000412579
0.000736353
0.000423673
8.16118E-05
0.000120263
0.000724631
0.000125743
0.000206002
0.000347254
9.06429E-05
0.000598927
0.001680407
0.000643248
5.01951E-06
9.86376E-06
7.4243E-05
1.57551E-06
2.57863E-06
1.02662E-06
2.57607E-06
7.11065E-06
1.46262E-05
0.000166949
0.000233611
0.000942015
0.00015736
0.000323926
0.000733572
1.30867E-05
7.89446E-05
1.97894E-06
1.37111E-06
0.00117747
1.92426E-05
0.000174344
5.0649E-05
0.000975936
3.15027E-05
0.000184177
2.49944E-05
0.000373624

17-Jun-11
16-Jun-11
15-Jun-11
14-Jun-11
13-Jun-11
10-Jun-11
9-Jun-11
8-Jun-11
7-Jun-11
6-Jun-11
3-Jun-11
2-Jun-11
1-Jun-11
31-May-11
30-May-11
27-May-11
26-May-11
25-May-11
24-May-11
23-May-11
20-May-11
19-May-11
18-May-11
17-May-11
16-May-11
13-May-11
12-May-11
11-May-11
10-May-11
9-May-11
6-May-11
5-May-11
4-May-11
3-May-11
2-May-11
29-Apr-11
28-Apr-11
27-Apr-11
26-Apr-11
25-Apr-11
21-Apr-11
20-Apr-11
19-Apr-11
18-Apr-11
15-Apr-11
13-Apr-11
11-Apr-11
8-Apr-11
7-Apr-11
6-Apr-11

633
633.5
639.2
643.9
630.95
630.25
632.55
631.05
636.05
632
639.35
648.9
656.05
649.2
635.25
642.45
640.65
635.25
628
626.05
640.65
641.25
640.1
645.2
632.05
640
626.5
642.3
632.75
638.15
630.25
621.9
621.8
633.65
646
654.75
678.7
693.1
695.15
689.1
695.2
676.75
661.55
666.25
672
681.05
679.35
700.35
708.6
713.75

-0.000789266
-0.008917397
-0.00729927
0.020524606
0.00111067
-0.003636076
0.002376991
-0.007861017
0.006408228
-0.011496051
-0.014717214
-0.01089856
0.010551448
0.021959858
-0.011207098
0.002809646
0.00850059
0.011544586
0.003114767
-0.022789355
-0.000935673
0.001796594
-0.007904526
0.020805316
-0.012421875
0.021548284
-0.024599097
0.015092849
-0.00846196
0.012534708
0.013426596
0.000160823
-0.018701176
-0.019117647
-0.013363879
-0.035288051
-0.020776223
-0.002949004
0.008779568
-0.008774453
0.027262652
0.022976343
-0.007054409
-0.008556548
-0.013288305
0.002502392
-0.029985007
-0.011642676
-0.007215412
0

0.000339521
-0.00778861
-0.006170483
0.021653392
0.002239457
-0.00250729
0.003505777
-0.006732231
0.007537014
-0.010367264
-0.013588427
-0.009769773
0.011680235
0.023088645
-0.010078311
0.003938433
0.009629377
0.012673373
0.004243554
-0.021660568
0.000193114
0.002925381
-0.006775739
0.021934103
-0.011293088
0.022677071
-0.02347031
0.016221635
-0.007333174
0.013663495
0.014555383
0.00128961
-0.017572389
-0.01798886
-0.012235093
-0.034159264
-0.019647436
-0.001820217
0.009908354
-0.007645667
0.028391439
0.02410513
-0.005925622
-0.007427761
-0.012159518
0.003631179
-0.028856221
-0.010513889
-0.006086625
0.001128787

1.15274E-07
6.06624E-05
3.80749E-05
0.000468869
5.01517E-06
6.2865E-06
1.22905E-05
4.53229E-05
5.68066E-05
0.00010748
0.000184645
9.54485E-05
0.000136428
0.000533086
0.000101572
1.55113E-05
9.27249E-05
0.000160614
1.80077E-05
0.00046918
3.72931E-08
8.55785E-06
4.59106E-05
0.000481105
0.000127534
0.00051425
0.000550855
0.000263141
5.37754E-05
0.000186691
0.000211859
1.66309E-06
0.000308789
0.000323599
0.000149697
0.001166855
0.000386022
3.31319E-06
9.81755E-05
5.84562E-05
0.000806074
0.000581057
3.5113E-05
5.51716E-05
0.000147854
1.31855E-05
0.000832681
0.000110542
3.7047E-05
1.27416E-06

5-Apr-11
4-Apr-11
1-Apr-11

713.75
712.2
700.7

0.002176355
0.016412159

0.003305142
0.017540946

-0.001128787
Expected Rate

1.0924E-05
0.000307685
0.000563028
variance jindal

BETA
BETA
BETA

calculation of Expected return


R
R
Rf

Rm-Rf

is

Rf+*(Rm-Rf)

Expected return on security


Risk free rate
Beta of security
Difference between Market and riskfree rate

-4.00616E-05

CNX NIFTY
Date
28-Mar-13
26-Mar-13
25-Mar-13
22-Mar-13
21-Mar-13
20-Mar-13
19-Mar-13
18-Mar-13
15-Mar-13
14-Mar-13
13-Mar-13
12-Mar-13
11-Mar-13
8-Mar-13
7-Mar-13
6-Mar-13
5-Mar-13
4-Mar-13
1-Mar-13
28-Feb-13
27-Feb-13
26-Feb-13
25-Feb-13
22-Feb-13
21-Feb-13
20-Feb-13
19-Feb-13
18-Feb-13
15-Feb-13
14-Feb-13
13-Feb-13
12-Feb-13
11-Feb-13
8-Feb-13
7-Feb-13
6-Feb-13
5-Feb-13
4-Feb-13
1-Feb-13
31-Jan-13
30-Jan-13
29-Jan-13
28-Jan-13
25-Jan-13
24-Jan-13

Close
5682.55
5641.6
5633.85
5651.35
5658.75
5694.4
5745.95
5835.25
5872.6
5908.95
5851.2
5914.1
5942.35
5945.7
5863.3
5818.6
5784.25
5698.5
5719.7
5693.05
5796.9
5761.35
5854.75
5850.3
5852.25
5943.05
5939.7
5898.2
5887.4
5896.95
5932.95
5922.5
5897.85
5903.5
5938.8
5959.2
5956.9
5987.25
5998.9
6034.75
6055.75
6049.9
6074.8
6074.65
6019.35

DAILY RETURN
0.007258579
0.001375613
-0.003096605
-0.001307709
-0.006260537
-0.008971536
-0.015303543
-0.006360045
-0.006151685
0.00986977
-0.0106356
-0.004754011
-0.000563432
0.014053519
0.00768226
0.00593854
0.01504782
-0.003706488
0.004681146
-0.017914748
0.006170429
-0.015952859
0.000760645
-0.000333205
-0.01527835
0.000564002
0.007036045
0.001834426
-0.001619481
-0.006067808
0.001764458
0.004179489
-0.000957059
-0.005943962
-0.003423278
0.000386107
-0.005069105
-0.001942023
-0.005940594
-0.003467779
0.000966958
-0.0040989
2.46928E-05
0.009187038
-0.005772757

DEVIATION
0.007250227
0.001367261
-0.003104958
-0.001316062
-0.006268889
-0.008979889
-0.015311895
-0.006368397
-0.006160037
0.009861418
-0.010643952
-0.004762364
-0.000571785
0.014045167
0.007673908
0.005930188
0.015039467
-0.00371484
0.004672794
-0.0179231
0.006162076
-0.015961211
0.000752292
-0.000341557
-0.015286703
0.000555649
0.007027693
0.001826074
-0.001627834
-0.00607616
0.001756105
0.004171137
-0.000965412
-0.005952314
-0.003431631
0.000377755
-0.005077457
-0.001950375
-0.005948946
-0.003476131
0.000958606
-0.004107253
1.63405E-05
0.009178686
-0.005781109

SQ DEV
5.25658E-05
1.8694E-06
9.64076E-06
1.73202E-06
3.9299E-05
8.06384E-05
0.000234454
4.05565E-05
3.79461E-05
9.72476E-05
0.000113294
2.26801E-05
3.26938E-07
0.000197267
5.88889E-05
3.51671E-05
0.000226186
1.38E-05
2.1835E-05
0.000321238
3.79712E-05
0.00025476
5.65944E-07
1.16662E-07
0.000233683
3.08746E-07
4.93885E-05
3.33455E-06
2.64984E-06
3.69197E-05
3.08391E-06
1.73984E-05
9.3202E-07
3.543E-05
1.17761E-05
1.42699E-07
2.57806E-05
3.80396E-06
3.539E-05
1.20835E-05
9.18925E-07
1.68695E-05
2.67011E-10
8.42483E-05
3.34212E-05

23-Jan-13
22-Jan-13
21-Jan-13
18-Jan-13
17-Jan-13
16-Jan-13
15-Jan-13
14-Jan-13
11-Jan-13
10-Jan-13
9-Jan-13
8-Jan-13
7-Jan-13
4-Jan-13
3-Jan-13
2-Jan-13
1-Jan-13
31-Dec-12
28-Dec-12
27-Dec-12
26-Dec-12
24-Dec-12
21-Dec-12
20-Dec-12
19-Dec-12
18-Dec-12
17-Dec-12
14-Dec-12
13-Dec-12
12-Dec-12
11-Dec-12
10-Dec-12
7-Dec-12
6-Dec-12
5-Dec-12
4-Dec-12
3-Dec-12
30-Nov-12
29-Nov-12
27-Nov-12
26-Nov-12
23-Nov-12
22-Nov-12
21-Nov-12
20-Nov-12
19-Nov-12
16-Nov-12
15-Nov-12
13-Nov-12
12-Nov-12

6054.3
6048.5
6082.3
6064.4
6039.2
6001.85
6056.6
6024.05
5951.3
5968.65
5971.5
6001.7
5988.4
6016.15
6009.5
5993.25
5950.85
5905.1
5908.35
5870.1
5905.6
5855.75
5847.7
5916.4
5929.6
5896.8
5857.9
5879.6
5851.5
5888
5898.8
5908.9
5907.4
5930.9
5900.5
5889.25
5870.95
5879.85
5825
5727.45
5635.9
5626.6
5627.75
5614.8
5571.55
5571.4
5574.05
5631
5666.95
5683.7

0.000958915
-0.005557108
0.002951652
0.004172738
0.006223081
-0.009039725
0.005403342
0.01222422
-0.002906855
-0.000477267
-0.005031908
0.002220961
-0.004612584
0.001106581
0.002711384
0.007125033
0.00774754
-0.000550069
0.006516073
-0.006011244
0.008513
0.00137661
-0.011611791
-0.00222612
0.005562339
0.006640605
-0.003690727
0.004802187
-0.006199049
-0.001830881
-0.001709286
0.000253919
-0.003962299
0.005152106
0.00191026
0.003117042
-0.001513644
0.009416309
0.017032013
0.016244078
0.001652863
-0.000204345
0.002306405
0.007762651
2.69232E-05
-0.000475417
-0.010113657
-0.0063438
-0.002947024
-0.00044845

0.000950563
-0.005565461
0.0029433
0.004164386
0.006214729
-0.009048078
0.005394989
0.012215868
-0.002915207
-0.000485619
-0.00504026
0.002212608
-0.004620937
0.001098229
0.002703031
0.00711668
0.007739188
-0.000558421
0.006507721
-0.006019596
0.008504648
0.001368257
-0.011620143
-0.002234472
0.005553987
0.006632253
-0.00369908
0.004793835
-0.006207401
-0.001839233
-0.001717638
0.000245566
-0.003970651
0.005143753
0.001901908
0.00310869
-0.001521996
0.009407957
0.01702366
0.016235726
0.001644511
-0.000212697
0.002298052
0.007754299
1.85709E-05
-0.00048377
-0.010122009
-0.006352153
-0.002955376
-0.000456803

9.0357E-07
3.09744E-05
8.66301E-06
1.73421E-05
3.86229E-05
8.18677E-05
2.91059E-05
0.000149227
8.49843E-06
2.35826E-07
2.54042E-05
4.89564E-06
2.13531E-05
1.20611E-06
7.30638E-06
5.06471E-05
5.9895E-05
3.11834E-07
4.23504E-05
3.62355E-05
7.2329E-05
1.87213E-06
0.000135028
4.99287E-06
3.08468E-05
4.39868E-05
1.36832E-05
2.29809E-05
3.85318E-05
3.38278E-06
2.95028E-06
6.03029E-08
1.57661E-05
2.64582E-05
3.61725E-06
9.66395E-06
2.31647E-06
8.85096E-05
0.000289805
0.000263599
2.70442E-06
4.524E-08
5.28104E-06
6.01292E-05
3.44878E-10
2.34033E-07
0.000102455
4.03498E-05
8.73425E-06
2.08669E-07

9-Nov-12
8-Nov-12
7-Nov-12
6-Nov-12
5-Nov-12
2-Nov-12
1-Nov-12
31-Oct-12
30-Oct-12
29-Oct-12
26-Oct-12
25-Oct-12
23-Oct-12
22-Oct-12
19-Oct-12
18-Oct-12
17-Oct-12
16-Oct-12
15-Oct-12
12-Oct-12
11-Oct-12
10-Oct-12
9-Oct-12
8-Oct-12
5-Oct-12
4-Oct-12
3-Oct-12
1-Oct-12
28-Sep-12
27-Sep-12
26-Sep-12
25-Sep-12
24-Sep-12
21-Sep-12
20-Sep-12
18-Sep-12
17-Sep-12
14-Sep-12
13-Sep-12
12-Sep-12
11-Sep-12
10-Sep-12
8-Sep-12
7-Sep-12
6-Sep-12
5-Sep-12
4-Sep-12
3-Sep-12
31-Aug-12
30-Aug-12

5686.25
5738.75
5760.1
5724.4
5704.2
5697.7
5645.05
5619.7
5597.9
5665.6
5664.3
5705.3
5691.4
5717.15
5684.25
5718.7
5660.25
5648
5687.25
5676.05
5708.05
5652.15
5704.6
5676
5746.95
5787.6
5731.25
5718.8
5703.3
5649.5
5663.45
5673.9
5669.6
5691.15
5554.25
5600.05
5610
5577.65
5435.35
5431
5390
5363.45
5358.7
5342.1
5238.4
5225.7
5274
5253.75
5258.5
5315.05

-0.009148334
-0.003706533
0.006236461
0.00354125
0.001140811
0.009326755
0.004510917
0.003894318
-0.011949308
0.000229508
-0.0071863
0.002442281
-0.004503992
0.005787923
-0.006024096
0.010326399
0.002168909
-0.006901402
0.001973203
-0.005606118
0.009890042
-0.009194334
0.00503876
-0.012345679
-0.007023637
0.009832061
0.00217703
0.002717725
0.009522967
-0.002463163
-0.001841767
0.000758431
-0.003786581
0.024647792
-0.008178498
-0.001773619
0.005799934
0.026180467
0.000800957
0.007606679
0.004950172
0.000886409
0.003107392
0.019796121
0.002430296
-0.009158134
0.00385439
-0.000903299
-0.010639599
0.005153372

-0.009156686
-0.003714885
0.006228109
0.003532898
0.001132459
0.009318403
0.004502565
0.003885965
-0.01195766
0.000221155
-0.007194653
0.002433929
-0.004512345
0.00577957
-0.006032449
0.010318047
0.002160557
-0.006909755
0.001964851
-0.00561447
0.00988169
-0.009202687
0.005030407
-0.012354031
-0.007031989
0.009823709
0.002168678
0.002709373
0.009514614
-0.002471515
-0.001850119
0.000750079
-0.003794933
0.02463944
-0.008186851
-0.001781971
0.005791581
0.026172114
0.000792605
0.007598327
0.00494182
0.000878057
0.00309904
0.019787769
0.002421944
-0.009166487
0.003846037
-0.000911652
-0.010647951
0.00514502

8.38449E-05
1.38004E-05
3.87893E-05
1.24814E-05
1.28246E-06
8.68326E-05
2.02731E-05
1.51007E-05
0.000142986
4.89097E-08
5.1763E-05
5.92401E-06
2.03613E-05
3.34034E-05
3.63904E-05
0.000106462
4.66801E-06
4.77447E-05
3.86064E-06
3.15223E-05
9.76478E-05
8.46894E-05
2.5305E-05
0.000152622
4.94489E-05
9.65053E-05
4.70316E-06
7.3407E-06
9.05279E-05
6.10839E-06
3.42294E-06
5.62618E-07
1.44015E-05
0.000607102
6.70245E-05
3.17542E-06
3.35424E-05
0.00068498
6.28223E-07
5.77346E-05
2.44216E-05
7.70984E-07
9.60405E-06
0.000391556
5.86581E-06
8.40245E-05
1.4792E-05
8.31109E-07
0.000113379
2.64712E-05

29-Aug-12
28-Aug-12
27-Aug-12
24-Aug-12
23-Aug-12
22-Aug-12
21-Aug-12
17-Aug-12
16-Aug-12
14-Aug-12
13-Aug-12
10-Aug-12
9-Aug-12
8-Aug-12
7-Aug-12
6-Aug-12
3-Aug-12
2-Aug-12
1-Aug-12
31-Jul-12
30-Jul-12
27-Jul-12
26-Jul-12
25-Jul-12
24-Jul-12
23-Jul-12
20-Jul-12
19-Jul-12
18-Jul-12
17-Jul-12
16-Jul-12
13-Jul-12
12-Jul-12
11-Jul-12
10-Jul-12
9-Jul-12
6-Jul-12
5-Jul-12
4-Jul-12
3-Jul-12
2-Jul-12
29-Jun-12
28-Jun-12
27-Jun-12
26-Jun-12
25-Jun-12
22-Jun-12
21-Jun-12
20-Jun-12
19-Jun-12

5287.8
5334.6
5350.25
5386.7
5415.35
5412.85
5421
5366.3
5362.95
5380.35
5347.9
5320.4
5322.95
5338
5336.7
5282.55
5215.7
5227.75
5240.5
5229
5199.8
5099.85
5043
5109.6
5128.2
5117.95
5205.1
5242.7
5216.3
5192.85
5197.25
5227.25
5235.25
5306.3
5345.35
5275.15
5316.95
5327.3
5302.55
5287.95
5278.6
5278.9
5149.15
5141.9
5120.8
5114.65
5146.05
5165
5120.55
5103.85

-0.008772916
-0.002925097
-0.006766666
-0.005290517
0.000461864
-0.001503413
0.010193243
0.000624656
-0.00323399
0.006067802
0.005168784
-0.000479058
-0.002819408
0.000243596
0.010250731
0.012817072
-0.002305007
-0.002432974
0.002199273
0.005615601
0.019598616
0.011273052
-0.013034288
-0.003627004
0.002002755
-0.016743194
-0.007171877
0.005061059
0.004515825
-0.000846602
-0.005739155
-0.001528103
-0.013389744
-0.007305415
0.013307678
-0.00786165
-0.001942823
0.004667566
0.002760994
0.001771303
-5.683E-05
0.025198334
0.001409985
0.00412045
0.001202428
-0.006101767
-0.003668925
0.008680708
0.00327204
0.007819519

-0.008781269
-0.002933449
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0.000453512
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0.010184891
0.000616304
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0.00605945
0.005160432
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0.010242379
0.012808719
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0.002190921
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0.011264699
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0.005052706
0.004507472
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0.013299326
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0.004659213
0.002752642
0.001762951
-6.51823E-05
0.025189981
0.001401632
0.004112098
0.001194076
-0.00611012
-0.003677278
0.008672356
0.003263687
0.007811167

7.71107E-05
8.60512E-06
4.59009E-05
2.8078E-05
2.05673E-07
2.28543E-06
0.000103732
3.7983E-07
1.05128E-05
3.67169E-05
2.66301E-05
2.37568E-07
7.99623E-06
5.53397E-08
0.000104906
0.000164063
5.35163E-06
5.96007E-06
4.80013E-06
3.14412E-05
0.000383778
0.000126893
0.00017011
1.32158E-05
3.97764E-06
0.000280614
5.15557E-05
2.55298E-05
2.03173E-05
7.30946E-07
3.30338E-05
2.36069E-06
0.000179509
5.34912E-05
0.000176872
6.19369E-05
3.80708E-06
2.17083E-05
7.57704E-06
3.108E-06
4.24874E-09
0.000634535
1.96457E-06
1.69093E-05
1.42582E-06
3.73336E-05
1.35224E-05
7.52098E-05
1.06517E-05
6.10143E-05

18-Jun-12
15-Jun-12
14-Jun-12
13-Jun-12
12-Jun-12
11-Jun-12
8-Jun-12
7-Jun-12
6-Jun-12
5-Jun-12
4-Jun-12
1-Jun-12
31-May-12
30-May-12
29-May-12
28-May-12
25-May-12
24-May-12
23-May-12
22-May-12
21-May-12
18-May-12
17-May-12
16-May-12
15-May-12
14-May-12
11-May-12
10-May-12
9-May-12
8-May-12
7-May-12
4-May-12
3-May-12
2-May-12
30-Apr-12
28-Apr-12
27-Apr-12
26-Apr-12
25-Apr-12
24-Apr-12
23-Apr-12
20-Apr-12
19-Apr-12
18-Apr-12
17-Apr-12
16-Apr-12
13-Apr-12
12-Apr-12
11-Apr-12
10-Apr-12

5064.25
5139.05
5054.75
5121.45
5115.9
5054.1
5068.35
5049.65
4997.1
4863.3
4848.15
4841.6
4924.25
4950.75
4990.1
4985.65
4920.4
4921.4
4835.65
4860.5
4906.05
4891.45
4870.2
4858.25
4942.8
4907.8
4928.9
4965.7
4974.8
4999.95
5114.15
5086.85
5188.4
5239.15
5248.15
5209
5190.6
5189
5202
5222.65
5200.6
5290.85
5332.4
5300
5289.7
5226.2
5207.45
5276.85
5226.85
5243.6

-0.014555219
0.016677383
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0.001084853
0.012227696
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0.005366779
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0.003600611
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0.009565991
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0.001757604

-0.014563572
0.01666903
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0.012219344
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0.000299992
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0.006104855
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0.012141967
0.003592258
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0.009557639
-0.003202723
0.001749251

0.000212098
0.000277857
0.000169833
1.15885E-06
0.000149312
7.95194E-06
1.36521E-05
0.000110413
0.000756461
9.71289E-06
1.8077E-06
0.000281993
2.87411E-05
6.23147E-05
7.81826E-07
0.000175636
4.47519E-08
0.000314159
2.62246E-05
8.63563E-05
8.85924E-06
1.89653E-05
6.00927E-06
0.00029289
5.07393E-05
1.83975E-05
5.50444E-05
3.37667E-06
2.53855E-05
0.000499011
2.87127E-05
0.00038341
9.39938E-05
2.96956E-06
5.63623E-05
1.2507E-05
8.99954E-08
6.28701E-06
1.56997E-05
1.7906E-05
0.000291252
6.08453E-05
3.72693E-05
3.75905E-06
0.000147427
1.29043E-05
0.000173189
9.13485E-05
1.02574E-05
3.05988E-06

9-Apr-12
4-Apr-12
3-Apr-12
2-Apr-12
30-Mar-12
29-Mar-12
28-Mar-12
27-Mar-12
26-Mar-12
23-Mar-12
22-Mar-12
21-Mar-12
20-Mar-12
19-Mar-12
16-Mar-12
15-Mar-12
14-Mar-12
13-Mar-12
12-Mar-12
9-Mar-12
7-Mar-12
6-Mar-12
5-Mar-12
3-Mar-12
2-Mar-12
1-Mar-12
29-Feb-12
28-Feb-12
27-Feb-12
24-Feb-12
23-Feb-12
22-Feb-12
21-Feb-12
17-Feb-12
16-Feb-12
15-Feb-12
14-Feb-12
13-Feb-12
10-Feb-12
9-Feb-12
8-Feb-12
7-Feb-12
6-Feb-12
3-Feb-12
2-Feb-12
1-Feb-12
31-Jan-12
30-Jan-12
27-Jan-12
25-Jan-12

5234.4
5322.9
5358.5
5317.9
5295.55
5178.85
5194.75
5243.15
5184.25
5278.2
5228.45
5364.95
5274.85
5257.05
5317.9
5380.5
5463.9
5429.5
5359.55
5333.55
5220.45
5222.4
5280.35
5359.4
5359.35
5339.75
5385.2
5375.5
5281.2
5429.3
5483.3
5505.35
5607.15
5564.3
5521.95
5531.95
5416.05
5390.2
5381.6
5412.35
5368.15
5335.15
5361.65
5325.85
5269.9
5235.7
5199.25
5087.3
5204.7
5158.3

-0.016626275
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0.007634593
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0.02253396
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0.006335758
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0.004874802
0.021664799
-0.000373392
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9.32949E-06
0.003670584
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0.001804483
0.01785579
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0.006185393
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0.0106169
0.006532078
0.007010627
0.022005779
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0.008995212
0.006036257

-0.016634627
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0.004212172
0.022525608
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9.77173E-07
0.003662232
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0.001589685
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0.006523726
0.007002274
0.021997427
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0.008986859
0.006027904

0.000276711
4.42491E-05
5.81595E-05
1.77424E-05
0.000507403
9.41959E-06
8.53673E-05
0.00012889
0.000317124
9.03811E-05
0.000647767
0.000291477
1.1408E-05
0.000131122
0.000135558
0.000233239
4.00361E-05
0.000170123
2.36823E-05
0.000469002
1.45728E-07
0.000120626
0.000217803
9.54868E-13
1.34119E-05
7.13712E-05
3.22609E-06
0.000318531
0.000744541
9.71493E-05
1.61086E-05
0.000329922
5.9175E-05
5.86915E-05
3.29798E-06
0.000457575
2.29191E-05
2.5271E-06
3.23739E-05
6.76572E-05
3.81558E-05
2.4511E-05
4.50721E-05
0.000112541
4.2559E-05
4.90318E-05
0.000483887
0.000509174
8.07636E-05
3.63356E-05

24-Jan-12
23-Jan-12
20-Jan-12
19-Jan-12
18-Jan-12
17-Jan-12
16-Jan-12
13-Jan-12
12-Jan-12
11-Jan-12
10-Jan-12
9-Jan-12
7-Jan-12
6-Jan-12
5-Jan-12
4-Jan-12
3-Jan-12
2-Jan-12
30-Dec-11
29-Dec-11
28-Dec-11
27-Dec-11
26-Dec-11
23-Dec-11
22-Dec-11
21-Dec-11
20-Dec-11
19-Dec-11
16-Dec-11
15-Dec-11
14-Dec-11
13-Dec-11
12-Dec-11
9-Dec-11
8-Dec-11
7-Dec-11
5-Dec-11
2-Dec-11
1-Dec-11
30-Nov-11
29-Nov-11
28-Nov-11
25-Nov-11
24-Nov-11
23-Nov-11
22-Nov-11
21-Nov-11
18-Nov-11
17-Nov-11
16-Nov-11

5127.35
5046.25
5048.6
5018.4
4955.8
4967.3
4873.9
4866
4831.25
4860.95
4849.55
4742.8
4746.9
4754.1
4749.95
4749.65
4765.3
4636.75
4624.3
4646.25
4705.8
4750.5
4779
4714
4733.85
4693.15
4544.2
4613.1
4651.6
4746.35
4763.25
4800.6
4764.6
4866.7
4943.65
5062.6
5039.15
5050.15
4936.85
4832.05
4805.1
4851.3
4710.05
4756.45
4706.45
4812.35
4778.35
4905.8
4934.75
5030.45

0.01607134
-0.000465476
0.006017854
0.012631664
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0.019163298
0.00162351
0.007192755
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0.002350734
0.022507801
-0.000863722
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0.000873693
6.31625E-05
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0.02772416
0.002692299
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0.004653563
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0.005608624
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0.029989066
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0.010623719
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0.007115427
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-0.019024143
-0.007507152

0.016062988
-0.000473828
0.006009502
0.012623312
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0.019154946
0.001615158
0.007184403
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0.002342381
0.022499449
-0.000872074
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0.000865341
5.48102E-05
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0.027715808
0.002683947
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0.007107075
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0.00025802
2.24513E-07
3.61141E-05
0.000159348
5.39862E-06
0.000366912
2.60873E-06
5.16156E-05
3.74332E-05
5.48675E-06
0.000506225
7.60513E-07
2.31903E-06
7.48815E-07
3.00416E-09
1.08406E-05
0.000768166
7.20357E-06
2.23974E-05
0.00016035
8.86966E-05
3.56641E-05
0.000189898
1.76531E-05
7.50625E-05
0.001073853
0.000223325
6.86425E-05
0.000398843
1.26476E-05
6.06628E-05
5.69628E-05
0.000440482
0.000242542
0.000552447
2.1578E-05
4.78081E-06
0.000526313
0.00047003
3.1363E-05
9.08509E-05
0.000898843
9.53265E-05
0.000112686
0.000484626
5.05105E-05
0.000675366
3.45146E-05
0.000362236
5.64828E-05

15-Nov-11
14-Nov-11
11-Nov-11
9-Nov-11
8-Nov-11
4-Nov-11
3-Nov-11
2-Nov-11
1-Nov-11
31-Oct-11
28-Oct-11
26-Oct-11
25-Oct-11
24-Oct-11
21-Oct-11
20-Oct-11
19-Oct-11
18-Oct-11
17-Oct-11
14-Oct-11
13-Oct-11
12-Oct-11
11-Oct-11
10-Oct-11
7-Oct-11
5-Oct-11
4-Oct-11
3-Oct-11
30-Sep-11
29-Sep-11
28-Sep-11
27-Sep-11
26-Sep-11
23-Sep-11
22-Sep-11
21-Sep-11
20-Sep-11
19-Sep-11
16-Sep-11
15-Sep-11
14-Sep-11
13-Sep-11
12-Sep-11
9-Sep-11
8-Sep-11
7-Sep-11
6-Sep-11
5-Sep-11
2-Sep-11
30-Aug-11

5068.5
5148.35
5168.85
5221.05
5289.35
5284.2
5265.75
5258.45
5257.95
5326.6
5360.7
5201.8
5191.6
5098.35
5049.95
5091.9
5139.15
5037.5
5118.25
5132.3
5077.85
5099.4
4974.35
4979.6
4888.05
4751.3
4772.15
4849.5
4943.25
5015.45
4945.9
4971.25
4835.4
4867.75
4923.65
5133.25
5140.2
5031.95
5084.25
5075.7
5012.55
4940.95
4946.8
5059.45
5153.25
5124.65
5064.3
5017.2
5040
5001

-0.015509824
-0.003966066
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-0.01291274
0.000974604
0.003503774
0.001388242
9.50941E-05
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0.005580869
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0.009387706
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0.00779844
0.016546061

-0.015518176
-0.003974418
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0.000966251
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8.67418E-05
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0.016537708

0.000240814
1.5796E-05
0.000100127
0.000166955
9.33641E-07
1.2218E-05
1.90409E-06
7.52414E-09
0.00016632
4.057E-05
0.000932616
3.82734E-06
0.000334227
9.16979E-05
6.80118E-05
8.46856E-05
0.000406841
0.000249173
7.54006E-06
0.000114805
1.79296E-05
0.000631548
1.12923E-06
0.000350476
0.0008279
1.91621E-05
0.000254672
0.000359998
0.000207471
0.000197509
2.60883E-05
0.000788853
4.42775E-05
0.000129089
0.001667921
1.8508E-06
0.00046243
0.000105987
2.80946E-06
0.000158509
0.000209751
1.41833E-06
0.000496114
0.000331621
3.10529E-05
0.00014181
8.79723E-05
2.05405E-05
6.06855E-05
0.000273496

29-Aug-11
26-Aug-11
25-Aug-11
24-Aug-11
23-Aug-11
22-Aug-11
19-Aug-11
18-Aug-11
17-Aug-11
16-Aug-11
12-Aug-11
11-Aug-11
10-Aug-11
9-Aug-11
8-Aug-11
5-Aug-11
4-Aug-11
3-Aug-11
2-Aug-11
1-Aug-11
29-Jul-11
28-Jul-11
27-Jul-11
26-Jul-11
25-Jul-11
22-Jul-11
21-Jul-11
20-Jul-11
19-Jul-11
18-Jul-11
15-Jul-11
14-Jul-11
13-Jul-11
12-Jul-11
11-Jul-11
8-Jul-11
7-Jul-11
6-Jul-11
5-Jul-11
4-Jul-11
1-Jul-11
30-Jun-11
29-Jun-11
28-Jun-11
27-Jun-11
24-Jun-11
23-Jun-11
22-Jun-11
21-Jun-11
20-Jun-11

4919.6
4747.8
4839.6
4888.9
4948.9
4898.8
4845.65
4944.15
5056.6
5035.8
5072.95
5138.3
5161
5072.85
5118.5
5211.25
5331.8
5404.8
5456.55
5516.8
5482
5487.75
5546.8
5574.85
5680.3
5633.95
5541.6
5567.05
5613.55
5567.05
5581.1
5599.8
5585.45
5526.15
5616.1
5660.65
5728.95
5625.45
5632.1
5650.5
5627.2
5647.4
5600.45
5545.3
5526.6
5471.25
5320
5278.3
5275.85
5257.9

0.036185181
-0.01896851
-0.010084068
-0.012123906
0.010226994
0.010968601
-0.019922535
-0.022238263
0.004130426
-0.007323155
-0.012718214
-0.004398372
0.01737682
-0.008918629
-0.017798033
-0.022609625
-0.013506513
-0.009484015
-0.010921186
0.006348048
-0.001047788
-0.010645778
-0.005031526
-0.01856416
0.00822691
0.016664862
-0.004571541
-0.008283528
0.008352718
-0.002517425
-0.003339405
0.002569175
0.010730798
-0.016016453
-0.007870121
-0.011921905
0.018398528
-0.001180732
-0.003256349
0.004140603
-0.003576867
0.008383255
0.009945359
0.003383636
0.010116518
0.028430451
0.007900271
0.00046438
0.00341391
-0.020218396

0.036176828
-0.018976862
-0.01009242
-0.012132259
0.010218642
0.010960248
-0.019930887
-0.022246615
0.004122074
-0.007331507
-0.012726567
-0.004406725
0.017368467
-0.008926981
-0.017806385
-0.022617978
-0.013514865
-0.009492367
-0.010929539
0.006339696
-0.001056141
-0.01065413
-0.005039878
-0.018572513
0.008218558
0.01665651
-0.004579894
-0.008291881
0.008344366
-0.002525777
-0.003347757
0.002560823
0.010722446
-0.016024805
-0.007878473
-0.011930258
0.018390176
-0.001189084
-0.003264701
0.00413225
-0.00358522
0.008374903
0.009937007
0.003375283
0.010108166
0.028422099
0.007891919
0.000456028
0.003405558
-0.020226748

0.001308763
0.000360121
0.000101857
0.000147192
0.000104421
0.000120127
0.00039724
0.000494912
1.69915E-05
5.3751E-05
0.000161965
1.94192E-05
0.000301664
7.9691E-05
0.000317067
0.000511573
0.000182652
9.0105E-05
0.000119455
4.01917E-05
1.11543E-06
0.00011351
2.54004E-05
0.000344938
6.75447E-05
0.000277439
2.09754E-05
6.87553E-05
6.96284E-05
6.37955E-06
1.12075E-05
6.55781E-06
0.000114971
0.000256794
6.20703E-05
0.000142331
0.000338199
1.41392E-06
1.06583E-05
1.70755E-05
1.28538E-05
7.0139E-05
9.87441E-05
1.13925E-05
0.000102175
0.000807816
6.22824E-05
2.07961E-07
1.15978E-05
0.000409121

17-Jun-11
16-Jun-11
15-Jun-11
14-Jun-11
13-Jun-11
10-Jun-11
9-Jun-11
8-Jun-11
7-Jun-11
6-Jun-11
3-Jun-11
2-Jun-11
1-Jun-11
31-May-11
30-May-11
27-May-11
26-May-11
25-May-11
24-May-11
23-May-11
20-May-11
19-May-11
18-May-11
17-May-11
16-May-11
13-May-11
12-May-11
11-May-11
10-May-11
9-May-11
6-May-11
5-May-11
4-May-11
3-May-11
2-May-11
29-Apr-11
28-Apr-11
27-Apr-11
26-Apr-11
25-Apr-11
21-Apr-11
20-Apr-11
19-Apr-11
18-Apr-11
15-Apr-11
13-Apr-11
11-Apr-11
8-Apr-11
7-Apr-11
6-Apr-11

5366.4
5396.75
5447.5
5500.5
5482.8
5485.8
5521.05
5526.85
5556.15
5532.05
5516.75
5550.35
5592
5560.15
5473.1
5476.1
5412.35
5348.95
5394.85
5386.55
5486.35
5428.1
5420.6
5438.95
5499
5544.75
5486.15
5565.05
5541.25
5551.1
5551.45
5459.85
5537.15
5565.25
5701.3
5749.5
5785.45
5833.9
5868.4
5874.5
5884.7
5851.65
5740.75
5729.1
5824.55
5911.5
5785.7
5842
5885.7
5891.75

-0.005623755
-0.0093162
-0.009635488
0.003228278
-0.000546866
-0.006384655
-0.001049422
-0.005273436
0.004356432
0.002773372
-0.006053672
-0.00744814
0.005728263
0.015905063
-0.000547835
0.011778617
0.011852794
-0.008508114
0.001540875
-0.0181906
0.010731195
0.001383611
-0.003373813
-0.010920167
-0.008251048
0.010681443
-0.01417777
0.00429506
-0.001774423
-6.30466E-05
0.016777018
-0.01396025
-0.005049189
-0.023862979
-0.008383338
-0.006213864
-0.008304908
-0.005878945
-0.001038386
-0.001733308
0.00564798
0.019318033
0.002033478
-0.016387532
-0.014708619
0.021743264
-0.009637111
-0.007424775
-0.00102686
-0.003096421

-0.005632107
-0.009324552
-0.00964384
0.003219925
-0.000555219
-0.006393007
-0.001057775
-0.005281788
0.00434808
0.00276502
-0.006062025
-0.007456493
0.00571991
0.015896711
-0.000556187
0.011770265
0.011844441
-0.008516467
0.001532523
-0.018198953
0.010722843
0.001375258
-0.003382165
-0.01092852
-0.008259401
0.010673091
-0.014186123
0.004286707
-0.001782775
-7.13989E-05
0.016768665
-0.013968603
-0.005057541
-0.023871331
-0.00839169
-0.006222216
-0.00831326
-0.005887297
-0.001046739
-0.001741661
0.005639627
0.019309681
0.002025126
-0.016395884
-0.014716971
0.021734911
-0.009645463
-0.007433128
-0.001035212
-0.003104773

3.17206E-05
8.69473E-05
9.30036E-05
1.03679E-05
3.08268E-07
4.08705E-05
1.11889E-06
2.78973E-05
1.89058E-05
7.64533E-06
3.67481E-05
5.55993E-05
3.27174E-05
0.000252705
3.09344E-07
0.000138539
0.000140291
7.25302E-05
2.34863E-06
0.000331202
0.000114979
1.89134E-06
1.1439E-05
0.000119433
6.82177E-05
0.000113915
0.000201246
1.83759E-05
3.17829E-06
5.0978E-09
0.000281188
0.000195122
2.55787E-05
0.00056984
7.04205E-05
3.8716E-05
6.91103E-05
3.46603E-05
1.09566E-06
3.03338E-06
3.18054E-05
0.000372864
4.10113E-06
0.000268825
0.000216589
0.000472406
9.3035E-05
5.52514E-05
1.07166E-06
9.63961E-06

5-Apr-11
4-Apr-11
1-Apr-11

5910.05
5908.45
5826.05

0.000270799
0.014143373

0.000262446
0.014135021

8.35232E-06
Market Rate

6.88781E-08
0.000199799
0.000117214
variance nifty

0.000166625

covariance(jindal,nifty)

method

1.421549
1.421549
1.421549

cov/var Nifty
slope
regression

SUMMARY OUTPUT

Multiple R
R Square

x
0.0001232
1.421548605
-0.000114848

Regression Statistics
0.648613721
0.420699759

Adjusted R Square
Standard Error
Observations

0.419529456
0.018096414
497

4.5% pa
ANOVA
df
Regression
Residual
Total

Intercept
X Variable 1

1
495
496
Coefficients
-0.00114066
1.421548605

MULTIPLY DEVIATION
-9.86334E-05
1.09041E-05
1.58599E-05
-4.40448E-05
-8.13302E-05
8.32808E-05
0.000538372
4.0117E-05
4.86581E-05
0.000175442
0.00032702
-3.94722E-05
5.66103E-06
0.000818493
-0.000159876
4.87341E-05
0.000440098
0.000160382
0.000139204
0.000476731
0.000100215
0.000142892
7.45183E-09
-2.50045E-06
0.000605934
-7.42996E-06
-4.12704E-05
-3.43467E-05
1.52625E-05
-2.32491E-05
-1.12266E-05
-0.000134587
1.87195E-05
6.42688E-05
3.89662E-05
1.04743E-05
6.09099E-05
-1.69736E-05
5.41618E-05
3.93746E-05
-1.66085E-05
-3.27779E-05
-9.08811E-08
0.000330305
9.11718E-05

-2.63799E-07
-4.23875E-05
1.0631E-05
-8.01982E-05
3.73979E-05
0.0002734
-3.49597E-05
0.00043371
0.000103332
-3.85764E-07
7.39373E-05
-1.02935E-05
-1.12723E-05
-1.88951E-05
4.21087E-06
8.67558E-05
0.000236842
-3.19822E-06
-4.31153E-06
9.71854E-05
0.00018143
-2.58478E-05
0.000387961
-5.17568E-05
0.000142772
0.000125343
-9.46794E-05
0.000130319
-0.000115975
2.90083E-05
-4.40368E-05
4.27001E-07
-2.54238E-05
4.97101E-05
-1.69514E-05
3.19375E-05
-7.57112E-06
0.000551179
7.07351E-05
0.000349668
-1.10685E-05
1.8406E-07
5.0407E-06
0.00014741
-1.18856E-07
-1.58896E-06
-9.39195E-05
0.000147719
1.14721E-05
4.25266E-06

3.97883E-06
2.31891E-05
8.64141E-06
6.15769E-05
-2.34765E-05
-6.31824E-05
4.68212E-05
9.13437E-05
0.000252741
1.62434E-06
1.41705E-05
-1.87422E-05
0.000104208
-9.34662E-05
0.00013274
0.000120376
4.79664E-06
0.000147006
2.00802E-05
-1.64036E-06
6.45881E-05
0.000168526
5.65691E-05
-0.000123719
-1.13168E-05
3.00079E-05
-0.000103329
6.36331E-05
5.21273E-05
-1.066E-05
2.69959E-06
-3.21359E-05
-0.000161628
0.001645429
8.27005E-05
-4.94223E-05
0.000339414
0.002425527
-9.96605E-06
0.000306997
-0.000148024
-1.8463E-05
4.54313E-05
0.000296685
5.17786E-05
0.000435057
9.86781E-05
1.87754E-05
1.06103E-05
-9.00534E-05

-2.09147E-05
0.000139651
0.000321842
0.000136301
4.72097E-06
-3.98058E-07
8.63388E-05
-2.44836E-05
-7.92615E-06
0.000161448
-2.56333E-05
-3.23909E-06
2.22308E-05
2.80778E-06
0.000202469
0.000122719
4.76357E-05
-3.41878E-05
9.89248E-06
-5.96955E-05
0.000446317
7.29468E-05
8.57831E-05
0.000161997
8.09692E-07
0.000434632
-2.58214E-05
-6.14209E-06
0.000123292
5.66803E-06
0.000156165
4.59238E-05
0.000208449
2.87353E-05
0.000369301
0.000209632
6.01904E-05
5.02372E-05
9.96804E-05
-2.32832E-05
1.79036E-06
0.002274154
7.77612E-06
1.29696E-06
6.78371E-06
7.19523E-05
4.14594E-05
2.46172E-05
9.23359E-05
-3.57402E-05

0.000244963
0.000159102
0.000190832
2.2643E-05
1.52073E-05
4.61992E-05
-3.37668E-06
0.000223524
0.001296662
-2.15642E-05
-4.14753E-05
0.000375739
0.000151697
1.19132E-05
2.94611E-06
-6.34077E-05
4.95836E-06
0.000552387
7.89968E-05
7.91324E-05
-2.69477E-05
8.4404E-05
6.91162E-05
0.000556715
0.00015295
-1.09189E-06
-2.46252E-05
5.05116E-05
0.000145605
0.000740551
0.000187681
0.000328582
0.000200173
-5.87717E-06
0.000276131
4.66494E-05
-4.32908E-06
-4.43158E-05
-1.14942E-05
-3.80149E-05
0.000720323
0.000142218
2.28894E-05
3.18021E-05
0.000165132
3.00465E-05
0.000342806
0.000485483
8.64584E-05
-1.63242E-05

0.000553464
0.000208378
5.09433E-06
-1.53346E-05
-9.37674E-05
-0.000132123
0.000116898
0.000170361
0.000307215
-0.000176224
0.001805266
6.13976E-05
5.66419E-05
-8.16127E-05
0.00050892
5.09347E-05
-5.6546E-05
0.000493867
0.000126509
0.001567588
6.58477E-06
0.000401217
0.000562238
5.25097E-09
9.4288E-05
0.000105715
-3.09513E-05
0.000347734
0.001281382
-9.14441E-05
3.05095E-05
0.000888951
4.40222E-05
1.82038E-05
-9.39746E-05
0.00044032
-4.99142E-05
6.00411E-06
-1.49106E-05
0.000319851
8.71589E-05
-3.43273E-06
0.000228606
-0.000297453
-3.28361E-05
0.000451888
0.000394344
-0.000174681
-0.000176891
-9.24544E-05

0.000384321
-3.23965E-06
0.000195886
0.00019845
2.37257E-06
0.000499344
-1.13343E-05
0.00024248
4.37054E-06
-5.0107E-05
0.001007824
-2.31225E-05
-3.51533E-06
-2.66911E-05
5.90382E-07
6.22284E-05
0.001611005
4.68588E-05
9.73405E-05
-0.000243922
0.000655893
-1.16241E-05
9.77329E-05
2.91098E-05
0.000111697
0.000354513
0.000553699
0.000279131
0.000350872
-3.6029E-05
-3.34843E-05
0.000227122
0.001015537
-0.000114759
0.000237141
6.23909E-05
1.92474E-05
0.000567146
0.000799764
0.00014076
0.00029335
0.001295216
0.000235094
7.73676E-06
0.000601746
-2.70149E-05
0.000910129
4.2222E-05
0.000293275
-0.000175324

0.000194321
6.63258E-05
0.000210579
0.000102582
-6.59853E-06
8.78481E-05
1.02903E-05
8.78035E-07
0.000136748
0.00016896
0.002342337
-2.32744E-06
0.000287261
4.24486E-05
0.000113402
-0.000144978
0.000588217
0.000199638
8.93132E-06
0.000563657
0.000137431
0.00155034
-2.81545E-05
-0.00029463
0.002453382
0.000101896
0.000573974
0.001161621
0.000421226
8.75944E-05
5.78679E-05
0.000856565
0.000160747
0.000143284
0.001799763
-4.35305E-06
0.000416621
-9.73345E-06
-1.30314E-05
0.000202278
0.000332941
-2.18915E-05
0.000739715
0.000412204
-8.97109E-05
0.000305978
0.000282809
-7.49143E-05
8.43164E-05
0.000924499

0.002484688
0.000293247
0.000448332
0.00026764
9.52522E-05
0.000368518
0.000404047
0.000823798
1.66952E-05
0.000148918
-0.000345346
9.0705E-05
0.000156905
9.78973E-05
0.00047933
0.000253627
0.000193976
0.000176888
0.000104056
-0.000155151
4.32941E-05
0.000270214
-1.12915E-05
5.833E-05
7.08147E-05
-2.09071E-05
-7.35444E-06
8.4015E-06
1.33928E-05
6.73519E-06
-1.28032E-05
3.3088E-05
0.000163885
0.000491837
9.88299E-05
0.00021472
0.000498089
4.30158E-06
2.90071E-05
-5.81304E-06
4.1981E-06
0.000287379
4.359E-05
-4.4567E-05
7.19379E-05
0.000887906
4.42952E-05
-6.18884E-06
1.70259E-05
0.00039097

-1.91222E-06
7.26253E-05
5.95072E-05
6.97223E-05
-1.24339E-06
1.60291E-05
-3.70832E-06
3.55582E-05
3.27715E-05
-2.86657E-05
8.23734E-05
7.28482E-05
6.68099E-05
0.000367034
5.60543E-06
4.63564E-05
0.000114055
-0.000107932
6.50334E-06
0.0003942
2.07073E-06
4.02315E-06
2.29167E-05
-0.000239707
9.32741E-05
0.000242034
0.000332953
6.95374E-05
1.30734E-05
-9.75559E-07
0.000244074
-1.80141E-05
8.88731E-05
0.000429418
0.000102673
0.000212546
0.000163334
1.07162E-05
-1.03715E-05
1.33162E-05
0.000160117
0.000465462
-1.20001E-05
0.000121785
0.000178951
7.89233E-05
0.000278332
7.81511E-05
6.30095E-06
-3.50463E-06

8.67422E-07
0.000247942
0.000166625
covariance(jindal,nifty)

SS
0.117722317
0.1621027
0.279825017
Standard Error
0.000811735
0.074976444

MS
0.117722317
0.00032748

F
359.4791891

Significance F
1.1479E-60

t Stat
-1.405211488
18.95993642

P-value
0.160585669
1.1479E-60

Lower 95%
-0.002735531
1.274237294

Upper 95%
0.000454212
1.568859915

Lower 95.0%
-0.002735531
1.274237294

Upper 95.0%
0.000454212
1.568859915

monthly
Date
28-Mar-13
28-Feb-13
31-Jan-13
31-Dec-12
30-Nov-12
31-Oct-12
28-Sep-12
31-Aug-12
31-Jul-12
29-Jun-12
31-May-12
30-Apr-12
30-Mar-12
29-Feb-12
31-Jan-12
30-Dec-11
30-Nov-11
31-Oct-11
30-Sep-11
30-Aug-11
29-Jul-11
30-Jun-11
31-May-11
29-Apr-11

Close Price
347.75
348.9
420.2
447.85
403.05
388.35
427.15
352.15
398.65
470.35
440.35
504
545.15
582.75
541.75
453.15
503.35
562.55
506
520.9
587.85
652.25
649.2
654.75

JINDAL STEEL
monthly RETURN
-0.003296073
-0.169681104
-0.061739422
0.111152462
0.037852453
-0.090834601
0.212977424
-0.116643672
-0.152439673
0.068127626
-0.126289683
-0.075483812
-0.064521665
0.075680665
0.195520247
-0.099731797
-0.10523509
0.111758893
-0.028604339
-0.113889598
-0.098735148
0.00469809
-0.008476518

DEVIATION
0.018348898
-0.148036133
-0.040094451
0.132797433
0.059497424
-0.06918963
0.234622395
-0.094998701
-0.130794702
0.089772597
-0.104644712
-0.053838841
-0.042876694
0.097325636
0.217165218
-0.078086826
-0.083590119
0.133403864
-0.006959368
-0.092244627
-0.077090177
0.026343061
0.013168453

-0.021644971

SQ DEV
0.000336682
0.021914697
0.001607565
0.017635158
0.003539943
0.004787205
0.055047668
0.009024753
0.017107254
0.008059119
0.010950516
0.002898621
0.001838411
0.009472279
0.047160732
0.006097552
0.006987308
0.017796591
4.84328E-05
0.008509071
0.005942895
0.000693957
0.000173408

0.011201297
var jindal

BETA
BETA
BETA

1.65095128
1.65095128
1.65095128

Rf+*(Rm-Rf)

0.002291

calculation of Expected return


R
R
Rf

Rm-Rf

is

Expected return on security


Risk free rate
Beta of security
Diff b/n Market and riskfree rate

x
0.00375
1.65095128
-0.000883946

4.5% pa

Date
28-Mar-13
28-Feb-13
31-Jan-13
31-Dec-12
30-Nov-12
31-Oct-12
28-Sep-12
31-Aug-12
31-Jul-12
29-Jun-12
31-May-12
30-Apr-12
30-Mar-12
29-Feb-12
31-Jan-12
30-Dec-11
30-Nov-11
31-Oct-11
30-Sep-11
30-Aug-11
29-Jul-11
30-Jun-11
31-May-11
29-Apr-11

Close Price
5682.55
5693.05
6034.75
5905.1
5879.85
5619.7
5703.3
5258.5
5229
5278.9
4924.25
5248.15
5295.55
5385.2
5199.25
4624.3
4832.05
5326.6
4943.25
5001
5482
5647.4
5560.15
5749.5

CNX NIFTY
montly RETURN
-0.001844354
-0.056622064
0.021955598
0.004294327
0.046292507
-0.01465818
0.084586859
0.005641614
-0.009452727
0.07202112
-0.061716986
-0.008950912
-0.016647478
0.035764774
0.124332331
-0.042994174
-0.092845342
0.077550195
-0.01154769
-0.0877417
-0.029287814
0.015692023
-0.032933299

DEVIATION
-0.002752555
-0.057530265
0.021047397
0.003386126
0.045384306
-0.015566382
0.083678658
0.004733413
-0.010360928
0.071112919
-0.062625187
-0.009859113
-0.017555679
0.034856573
0.12342413
-0.043902375
-0.093753543
0.076641994
-0.012455892
-0.088649901
-0.030196015
0.014783822
-0.0338415

0.000908201

covar/var nifty
slope
regresssion
SUMMARY OUTPUT
Regression Statistics
Multiple R
0.835107383
R Square
0.697404341
Adjusted R Square 0.682995024
Standard Error 0.060928399
Observations
23
ANOVA

SQ DEV
7.57656E-06
0.003309731
0.000442993
1.14658E-05
0.002059735
0.000242312
0.007002118
2.24052E-05
0.000107349
0.005057047
0.003921914
9.72021E-05
0.000308202
0.001214981
0.015233516
0.001927419
0.008789727
0.005873995
0.000155149
0.007858805
0.000911799
0.000218561
0.001145247

MULTIPLY DEVIATION
-5.05064E-05
0.008516558
-0.000843884
0.000449669
0.002700249
0.001077032
0.019632887
-0.000449668
0.001355154
0.006383991
0.006553395
0.000530803
0.000752729
0.003392438
0.026803428
0.003428197
0.00783687
0.010224338
8.66851E-05
0.008177477
0.002327816
0.000389451
-0.00044564

0.002866054
var nifty

0.004731716
covar(nifty,jindal)

0.004731716

covariance

Regression
Residual
Total

Intercept
X Variable 1

df
1
21
22

SS
0.179672155
0.077957665
0.25762982

MS
0.179672155
0.00371227

Coefficients Standard Error


-0.023144367 0.012706277
1.65095128 0.237308685

t Stat
-1.821490771
6.956977906

F
Significance F
48.39954 7.16E-07

P-value Lower 95% Upper 95%Lower 95.0%Upper 95.0%


0.08281 -0.049569 0.00328 -0.049569 0.00328
7.16E-07 1.157441 2.144462 1.157441 2.144462

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