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  • Risk Return

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    Vivek Khepar
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    The document shows monthly stock price data and market index closing values for a 13 month period from January 2012 to February 2013. It also includes the monthly return, risk and correlation values for the stock relative to the market index. The stock price started at $902 in January 2012, reached a high of $1190.85 in January 2013 and a low of $784.3 in May 2012. The monthly return and risk values show the stock fluctuated in volatility but had an overall positive correlation of 0.82 with the market index over this period.

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    532174.xls

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    The document shows monthly stock price data and market index closing values for a 13 month period from January 2012 to February 2013. It also includes the monthly return, risk and correlation values for the stock relative to the market index. The stock price started at $902 in January 2012, reached a high of $1190.85 in January 2013 and a low of $784.3 in May 2012. The monthly return and risk values show the stock fluctuated in volatility but had an overall positive correlation of 0.82 with the market index over this period.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xls, pdf, or txt
    19 views2 pages

    Risk Return

    Uploaded by

    Vivek Khepar
    The document shows monthly stock price data and market index closing values for a 13 month period from January 2012 to February 2013. It also includes the monthly return, risk and correlation values for the stock relative to the market index. The stock price started at $902 in January 2012, reached a high of $1190.85 in January 2013 and a low of $784.3 in May 2012. The monthly return and risk values show the stock fluctuated in volatility but had an overall positive correlation of 0.82 with the market index over this period.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xls, pdf, or txt
    of 2

    Month

    Close Price
    Month
    Jan-12
    902
    RISK
    RETURN
    Jan-12
    Feb-12
    906.5 0.498891 122.1322 998.7395
    Feb-12
    Mar-12
    887.25 -2.12355
    Mar-12
    Apr-12
    881.45 -0.65371
    Apr-12
    May-12
    784.3 -11.0216
    May-12
    Jun-12
    899.6 14.70101
    Jun-12
    Jul-12
    960.75 6.797466
    Jul-12
    Aug-12
    909.3 -5.35519
    Aug-12
    Sep-12 1057.25 16.27076
    Sep-12
    Oct-12 1050.05 -0.68101
    Oct-12
    Nov-12
    1098.6 4.623589
    Nov-12
    Dec-12
    1137.3 3.522665
    Dec-12
    Jan-13 1190.85 4.70852
    Jan-13
    Feb-13
    1040.3 -12.6422
    Feb-13
    Mar-13 1045.35 0.485437
    Mar-13
    Apr-13 1163.15 11.26895
    Apr-13
    May-13
    1154.3 -0.76086
    May-13
    Jun-13 1069.75 -7.32479
    Jun-13
    Jul-13
    909.3 -14.9988
    Jul-13
    Aug-13
    830.7 -8.64401
    Aug-13

    Close
    17193.55
    17752.68
    17404.2
    17318.81
    16218.53
    17429.98
    17236.18
    17429.56
    18762.74
    18505.38
    19339.9
    19426.71
    19894.98
    18861.54
    18835.77
    19504.18
    19760.3
    19395.81
    19345.7
    18519.44

    3.251975
    -1.96297
    -0.49063
    -6.35309
    7.469543
    -1.11188
    1.121942
    7.64896
    -1.37165
    4.509607
    0.448865
    2.410444
    -5.19448
    -0.13663
    3.548621
    1.313154
    -1.84456
    -0.25835
    -4.27103

    VARIANCE CO VARIANCE
    76.649802
    25.845
    CORRELATION

    0.82134283

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