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Time

Market Return (X) GSK Return (Y)


25-Jan-13
96
97.9
31-Jan-13
93.3
95.15
1-Feb-13
93.35
95.45
11-Feb-13
94.5
95.8
18-Feb-13
92.25
93.8
25-Feb-13
91.9
93.2
1-Mar-13
86.1
87.25
8-Mar-13
80
80.95
15-Mar-13
78.65
79.35
22-Mar-13
72.7
73
28-Mar-13
75.15
75.6
74.5
74.7
62.25
62.4
61.5
61.4
ind
Sum Total=
Mean

dep
1152.15
82.29642857

1165.95
83.28214286

ryt

Correlation Cofficient =

0.9997119

variance(X)
variance(Y)

41.166736
90.082481

Standard Deviation (X)


Standard Deviation (Y)

8.8894728
9.4911791

Covariance

38.818796

Beta

0.9429651

14.101
17.9024

Beta = COVAR(range of % change


of equity,range of % change of
index)/VAR(range of % change of
index)

y=alpha+betax

Beta

1.0673799

Beta = =SLOPE(range of % change


of equity, range of % change of
index)

Alpha

5.6794811

Ybar- beta*xbar

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