Properties of Portfolio formed on ME

MKT
Equity

< Rs.
100m

100400m

65
60
10
10
10
6
8
8
88
91
59

106
137
101
159
174
246
232
228
267
280

402
628
590
492
539
581
411
509
600

1930
10
193

4752
9
528

66.06899

81.5322

415
Total
11
N
37.727273
Mean
Std
Deviation 34.839894

1|Page

< Rs.
100m

100400m

CR

1.8
0.3
1.7
0.9
1.6
0.7
1.9
2.1
3.2
0.8
1.2

0.2
2.6
3.2
1.7
2.1
1.3
1.8
1.8
0.8
0.4

1.1
0.9
0.5
1.2
1.4
1.1
1.2
1.1
0.8

Total
N
Mean
Std
Deviation

16.2
11
1.4727273

15.9
10
1.59

9.3
9
1.033333

>400m

< Rs.
100m

100400m

QR

0.8
0.23
2.1
0.7
0.93
0.65
0.5
1.2
2.1
0.8
1.2

0.13
1.7
0.6
1.2
1.2
1
1.1
0.9
0.3
0.1

0.4
0.4
0.49
1.1
1.1
0.9
1
0.9
0.7

Total
N
Mean
Std
Deviation

11.21
11
1.019091

8.23
10
0.823

6.99
9
0.776667

>400m

0.8100505 0.944516 0.264575

>400m

0.603017 0.526372 0.287489

LTD/NW

< Rs.
100m
10
48
38
18
46
45
39
22
12
25
15

318
Total
11
N
28.909091
Mean
Std
Deviation 14.556473

2|Page

100400m
47
36
16
33
11
28
34
37
35
31

>400m
32
12
46
35
42
49
43
41
42

308
10
30.8

342
9
38

10.43285

11.0227

TD/NW

Total
N
Mean
Std
Deviation

< Rs.
100m
20
58
48
28
56
55
49
32
22
35
25

100400m
57
46
26
43
21
38
44
47
45
41

>400m
42
22
56
45
52
59
53
51
52

428
11
38.909091

408
10
40.8

432
9
48

14.556473 10.43285

11.0227

ROTC

Total
N
Mean
Std
Deviation

< Rs.
100m
2.4
25
10
13
29
27
28
-8
10
15
13

100400m
20
10
7
31
8
9
10
11
-2
16

>400m
22
18
21
26
18
17
20
24
19

164.4
11
14.94545

120
10
12

185
9
20.55556

11.63928 8.793937 3.004626

RONW

< Rs.
100m
-18
20
8
7
27
30
28
-16
13
11
6

116
Total
11
N
10.545455
Mean
Std
Deviation 16.151555

3|Page

100400m
31
13
22
28
-4
2
10
11
-7
23

>400m
66
49
35
21
18
28
16
25
24

129
10
12.9

282
9
31.33333

13.13562

16.40122

S/TA

Total
N
Mean
Std
Deviation

< Rs.
100m
0.6
0.5
1.8
2.3
0.5
0.5
0.9
1.7
1.9
2
2

100400m
0.4
2.3
1.9
1.1
1.8
1.9
2.4
2.1
1
0.3

>400m
1.2
0.8
0.5
1
0.6
0.7
0.7
0.8
0.8

14.7
11
1.3363636

15.2
10
1.52

7.1
9
0.788889

0.7283855 0.765652 0.208833

S/CA

Total
N
Mean
Std
Deviation

< Rs.
100m
7
4
8
7
3
4
9
8
9
15
9

100400m
2
9
9
5
8
12
5
4
8
6

>400m
7
10
1
8
6
8
4
2
6

83
11
7.545455

68
10
6.8

52
9
5.777778

3.297382 2.936362 2.948634

< Rs.
100m

100400m

>400m

DIV Yeild

14
25
15
5
22
50
10
8
6
10
9

28
20
8
20
12
15
9
8
18
15

25
12
35
19
30
25
9
21
19

Total
N
Mean
Std
Deviation

174
11
15.818182

153
10
15.3

195
9
21.66667

12.975501 6.412661

4|Page

8.20061

Div payout

Total
N
Mean
Std
Deviation

< Rs.
100m

100400m

20
22
28
19
35
48
18
16
18
12
11

45
42
10
40
12
15
26
32
15
10

35
15
28
36
28
37
19
45
25

247
11
22.454545

247
10
24.7

268
9
29.77778

>400m

10.866128 14.07164 9.444281

PE

Total
N
Mean
Std
Deviation

< Rs.
100m
-8
45
19
18
43
42
4
-7
11
-10
30

100400m
19
-19
6
2
-16
28
43
38
-67
84

>400m
2
2
30
3
24
-13
15
25
35

187
11
17

118
10
11.8

123
9
13.66667

20.96187 41.16039 16.03122

5|Page

MV/BV

Total
N
Mean
Std
Deviation

< Rs.
100m
2
23
5
3
12
8
6
1
4
3
2

100400m
5
3
6
3
5
2
4
2
5
9

>400m
8
1
9
7
4
17
11
23
2

69
11
6.272727

44
10
4.4

82
9
9.111111

6.388911

2.1187

7.131698

Final Table: Properties of portfolio formed on ME

Panel A: Means
ME
CR
QR
LTD/NW
TD/NW
ROTC
RONW
S/TA
S/CA
DIV YLD
DIV P-OUT
PE
MV/BV
Panel A: Stdd
Deviation
ME
CR
QR
LTD/NW
TD/NW
ROTC
RONW
S/TA
S/CA
DIV YLD
DIV P-OUT
PE
MV/BV
6|Page

< Rs.
100m

100400m

>400m

37.727273
1.4727273
1.0190909
28.909091
38.909091
14.945455
10.545455
1.3363636
7.5454545
15.818182
22.454545
17
6.2727273

193
1.59
0.823
30.8
40.8
12
12.9
1.52
6.8
15.3
24.7
11.8
4.4

528
1.033333
0.776667
38
48
20.55556
31.33333
0.788889
5.777778
21.66667
29.77778
13.66667
9.111111

34.839894
0.8100505
0.6030167
14.556473
14.556473
11.639275
16.151555
0.7283855
3.2973819
12.975501
10.866128
20.96187
6.3889108

66.06899
0.944516
0.526372
10.43285
10.43285
8.793937
13.13562
0.765652
2.936362
6.412661
14.07164
41.16039
2.1187

81.5322
0.264575
0.287489
11.0227
11.0227
3.004626
16.40122
0.208833
2.948634
8.20061
9.444281
16.03122
7.131698

Suraj Poudel
Section:- B (MBA VI)
RollNo:- 28

7|Page