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  • Calculation of Beta For RIL LTD.: Stock Return (Y) Market Return (X) (X) (Y) Y 2 X 2 Sensex Date Stock Price

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    Aaron Jet
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    This document calculates the beta for three companies - RIL Ltd., RELIANCE Ltd. and ENERGY Ltd. - based on their daily stock returns and market returns over a period of 18 days. It provides the daily stock prices and market index values, as well as the corresponding returns. It then uses the formula to calculate beta as the covariance of stock and market returns divided by the variance of market returns. The betas calculated for the three companies are -0.30, 0.62 and 0.62, respectively.

    Original Description:

    how to calcuate beta for shares

    Original Title

    Beta Calculation

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    This document calculates the beta for three companies - RIL Ltd., RELIANCE Ltd. and ENERGY Ltd. - based on their daily stock returns and market returns over a period of 18 days. It provides the daily stock prices and market index values, as well as the corresponding returns. It then uses the formula to calculate beta as the covariance of stock and market returns divided by the variance of market returns. The betas calculated for the three companies are -0.30, 0.62 and 0.62, respectively.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    26 views6 pages

    Calculation of Beta For RIL LTD.: Stock Return (Y) Market Return (X) (X) (Y) Y 2 X 2 Sensex Date Stock Price

    Uploaded by

    Aaron Jet
    This document calculates the beta for three companies - RIL Ltd., RELIANCE Ltd. and ENERGY Ltd. - based on their daily stock returns and market returns over a period of 18 days. It provides the daily stock prices and market index values, as well as the corresponding returns. It then uses the formula to calculate beta as the covariance of stock and market returns divided by the variance of market returns. The betas calculated for the three companies are -0.30, 0.62 and 0.62, respectively.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    of 6

    Calculation of Beta for RIL Ltd.

    Date

    Stock
    Price

    Sensex

    815.45 17752.68
    818.65 17404.20
    748.25 17318.81
    745.2 16218.53
    706 17429.98
    737.45 17236.18
    742.85 17429.56
    771.95 18762.74
    836.7 18505.38
    805.25 19339.90
    793.9 19426.71
    839.1 19894.98
    886.55 18861.54
    814.65 18835.77
    773.7 19504.18
    788.15 19760.30
    805.6 19395.81
    861.85 19345.70
    871.6 18246.04
    15162.85 350668.99
    Sum
    Observations [n]
    18
    Feb 12
    Mar 12
    Apr 12
    May 12
    Jun 12
    Jul 12
    Aug 12
    Sep 12
    Oct 12
    Nov 12
    Dec 12
    Jan 13
    Feb 13
    Mar 13
    Apr 13
    May 13
    Jun 13
    Jul 13
    Aug 13

    Stock
    Return
    (Y)

    Market
    Return
    (X)

    (X)*(Y)

    X^2

    Y^2

    0.39%
    -8.60%
    -0.41%
    -5.26%
    4.45%
    0.73%
    3.92%
    8.39%
    -3.76%
    -1.41%
    5.69%
    5.65%
    -8.11%
    -5.03%
    1.87%
    2.21%
    6.98%
    1.13%

    -1.96%
    -0.49%
    -6.35%
    7.47%
    -1.11%
    1.12%
    7.65%
    -1.37%
    4.51%
    0.45%
    2.41%
    -5.19%
    -0.14%
    3.55%
    1.31%
    -1.84%
    -0.26%
    -5.68%

    -0.01%
    0.04%
    0.03%
    -0.39%
    -0.05%
    0.01%
    0.30%
    -0.12%
    -0.17%
    -0.01%
    0.14%
    -0.29%
    0.01%
    -0.18%
    0.02%
    -0.04%
    -0.02%
    -0.06%

    0.039%
    0.002%
    0.404%
    0.558%
    0.012%
    0.013%
    0.585%
    0.019%
    0.203%
    0.002%
    0.058%
    0.270%
    0.000%
    0.126%
    0.017%
    0.034%
    0.001%
    0.323%

    0.002%
    0.740%
    0.002%
    0.277%
    0.198%
    0.005%
    0.153%
    0.704%
    0.141%
    0.020%
    0.324%
    0.320%
    0.658%
    0.253%
    0.035%
    0.049%
    0.488%
    0.013%

    8.86%

    4.06%

    -0.79%

    2.67%

    4.38%

    n xy x y
    n x x
    2

    Beta

    -0.30

    Calculation of Beta for RELIANCE Ltd.


    Date
    12-Jul-13
    19-Jul-13
    26-Jul-13
    2-Aug-13
    8-Aug-13
    16-Aug-13

    Stock
    Price

    Sensex

    889.95 7992.9
    923.7 8276.45
    857.35 8017.1
    865.65 7502.85
    826.7 7543.15
    742.85 7394.25

    Sum
    5106.2 46726.70
    Observations [n]
    18

    Stock
    Return

    Market
    Return

    (X)*(Y)

    X^2

    Y^2

    3.79%

    3.55%

    0.13%

    0.126%

    0.144%

    -7.18%

    -3.13%

    0.23%

    0.098%

    0.516%

    0.97%

    -6.41%

    -0.06%

    0.411%

    0.009%

    -4.50%

    0.54%

    -0.02%

    0.003%

    0.202%

    -10.14%

    -1.97%

    0.20%

    0.039%

    1.029%

    -17.06%

    -7.44%

    0.47%

    0.68%

    1.90%

    Beta

    0.62

    Calculation of Beta for ENERGY Ltd.


    Date
    12-Jul-13
    19-Jul-13
    26-Jul-13
    2-Aug-13
    8-Aug-13
    16-Aug-13

    Sum
    Observations [n]

    Stock
    Price

    Sensex

    889.95
    923.7
    857.35
    865.65
    826.7

    7992.9
    8276.45
    8017.1
    7502.85
    7543.15
    742.85 7394.25

    5106.2 46726.70
    18

    Stock
    Return

    Market
    Return

    (X)*(Y)

    X^2

    Y^2

    3.79%

    3.55%

    0.13%

    0.126%

    0.144%

    -7.18%

    -3.13%

    0.23%

    0.098%

    0.516%

    0.97%

    -6.41%

    -0.06%

    0.411%

    0.009%

    -4.50%

    0.54%

    -0.02%

    0.003%

    0.202%

    -10.14%

    -1.97%

    0.20%

    0.039%

    1.029%

    -17.06%

    -7.44%

    0.47%

    0.68%

    1.90%

    Beta

    0.62

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