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    Year ACC Return (SR-SM) (RM-RM) (SR-SM) (RM-RM)

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    Gautam Kumar
    This document contains stock market return data for several companies over multiple years from 2008-2013. It includes the annual return figures, as well as calculations of excess return (SR-Sm), market excess return (Rm-rm), and their product. The excess returns and market excess returns are averaged across all years to obtain total averages.

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    Year ACC Return (SR-SM) (RM-RM) (SR-SM) (RM-RM)

    Uploaded by

    Gautam Kumar
    13 views9 pages
    This document contains stock market return data for several companies over multiple years from 2008-2013. It includes the annual return figures, as well as calculations of excess return (SR-Sm), market excess return (Rm-rm), and their product. The excess returns and market excess returns are averaged across all years to obtain total averages.

    Original Description:

    calculation of 10 years nifty stocks return

    Original Title

    Return

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    This document contains stock market return data for several companies over multiple years from 2008-2013. It includes the annual return figures, as well as calculations of excess return (SR-Sm), market excess return (Rm-rm), and their product. The excess returns and market excess returns are averaged across all years to obtain total averages.

    Copyright:

    © All Rights Reserved
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    Download as xlsx, pdf, or txt
    13 views9 pages

    Year ACC Return (SR-SM) (RM-RM) (SR-SM) (RM-RM)

    Uploaded by

    Gautam Kumar
    This document contains stock market return data for several companies over multiple years from 2008-2013. It includes the annual return figures, as well as calculations of excess return (SR-Sm), market excess return (Rm-rm), and their product. The excess returns and market excess returns are averaged across all years to obtain total averages.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    of 9

    YEAR

    ACC
    2008
    2009
    2010
    2011
    2012
    2013

    Total

    RETURN

    (SR-Sm)

    (Rm-rm)

    (SR-Sm)*(Rm-rm)

    480.15

    872.45
    1,075.60
    1,136.90
    1,432.20
    1,108.75

    0.82
    0.23
    0.06
    0.26
    -0.23
    1.14
    0.23

    0.587
    0.003
    -0.173
    0.030
    -0.456

    -0.142
    0.298
    -0.121
    -0.061
    0.024

    -0.08
    0.00
    0.02
    0.00
    -0.01
    -0.07

    BAJAJ AUTO LTD RETURN

    (SR-Sm)

    (Rm-rm)

    (SR-Sm)*(Rm-rm)

    242.45

    615.3
    874.2
    681.65
    979
    888.1

    BHEL
    1,362.60

    1.54
    0.42
    -0.22
    0.44
    -0.09
    2.08
    0.42

    1.12
    0.00
    -0.64
    0.02
    -0.51

    -0.142
    0.298
    -0.121
    -0.061
    0.024
    0.00

    -0.16
    0.00
    0.08
    0.00
    -0.01
    -0.09

    2,403.30
    2,323.70
    238.85
    228.25
    176.9

    RETURN

    (SR-Sm)

    (Rm-rm)

    (SR-Sm)*(Rm-rm)

    BHARTI AIRTEL RETURN

    (SR-Sm)

    715.5

    0.76
    -0.03
    -0.90
    -0.04
    -0.22
    -0.44
    -0.09

    0.85
    0.05
    -0.81
    0.04
    -0.14

    -0.142
    0.298
    -0.121
    -0.061
    0.024
    0.00

    -0.12
    0.02
    0.10
    0.00
    0.00
    -0.01

    329.75
    358.8
    343.5
    317.1
    330.25

    -0.54
    0.09
    -0.04
    -0.08
    0.04
    -0.53
    -0.11

    -0.43
    0.19
    0.06
    0.03
    0.15

    (Rm-rm)

    (SR-Sm)*(Rm-rm)

    HDFC BANK RETURN

    (SR-Sm)

    (Rm-rm)

    998.35

    -0.142
    0.298
    -0.121
    -0.061
    0.024
    0.00

    0.06
    0.06
    -0.01
    0.00
    0.00
    0.11

    1,702.25
    2,346.35
    426.85
    678.6
    665.85

    0.71
    0.38
    -0.82
    0.59
    -0.02
    0.84
    0.17

    0.54
    0.21
    -0.99
    0.42
    -0.19

    -0.142
    0.298
    -0.121
    -0.061
    0.024
    0.00

    (SR-Sm)*(Rm-rm)

    HINDALCO RETURN

    (SR-Sm)

    (Rm-rm)

    (SR-Sm)*(Rm-rm)

    51.4

    -0.08
    0.06
    0.12
    -0.03
    0.00
    0.08

    160.85
    247
    115.85
    130.5
    122.6

    ICICI BANK
    448.1

    2.13
    0.54
    -0.53
    0.13
    -0.06
    2.20
    0.44

    1.69
    0.10
    -0.97
    -0.31
    -0.50

    -0.142
    0.298
    -0.121
    -0.061
    0.024
    0.00

    -0.24
    0.03
    0.12
    0.02
    -0.01
    -0.09

    877
    1,145.10
    684.65
    1,138.25
    1,098.75

    RETURN

    (SR-Sm)

    (Rm-rm)

    (SR-Sm)*(Rm-rm)

    INFOSYS

    RETURN

    (SR-Sm)

    (Rm-rm)

    1,115.45

    0.96
    0.31
    -0.40
    0.66
    -0.03
    1.49
    0.30

    0.66
    0.01
    -0.70
    0.36
    -0.33

    -0.142
    0.298
    -0.121
    -0.061
    0.024
    0.00

    -0.09
    0.00
    0.08
    -0.02
    -0.01
    -0.04

    2,601.10
    3,442.75
    2,767.65
    2,318.70
    3,485.65

    1.33
    0.32
    -0.20
    -0.16
    0.50
    1.80
    0.36

    0.97
    -0.04
    -0.56
    -0.52
    0.14
    0.00

    -0.142
    0.298
    -0.121
    -0.061
    0.024
    0.00

    (SR-Sm)*(Rm-rm)

    ONGC

    RETURN

    (SR-Sm)

    (Rm-rm)

    (SR-Sm)*(Rm-rm)

    667.1

    -0.14
    -0.01
    0.07
    0.03
    0.00
    -0.05

    1,178.00
    1,288.20
    256.6
    268
    288.9

    RELIANCE INDUSTRIES
    1,232.75

    0.77
    0.09
    -0.80
    0.04
    0.08
    0.18
    0.04

    0.73
    0.06
    -0.84
    0.01
    0.04

    -0.142
    0.298
    -0.121
    -0.061
    0.024
    0.00

    -0.10
    0.02
    0.10
    0.00
    0.00
    0.02

    1,090.55
    1,058.70
    692.95
    839.55
    895.2

    RETURN
    -0.12
    -0.03
    -0.35
    0.21
    0.07
    -0.21
    -0.04

    (SR-Sm)
    -0.07
    0.01
    -0.30
    0.25
    0.11

    (Rm-rm)
    -0.142
    0.298
    -0.121
    -0.061
    0.024
    0.00

    (SR-Sm)*(Rm-rm)
    0.01
    0.00
    0.04
    -0.02
    0.00
    0.04

    YEAR

    ACC
    2008
    2009
    2010
    2011
    2012
    2013

    RETURN

    (SR-Sm)

    (Rm-rm)

    480.15

    872.45
    1,075.60
    1,136.90
    1,432.20
    1,108.75

    81.70
    23.29
    5.70
    25.97
    -22.58
    114.08
    22.82

    58.88 -14.1692
    0.47 29.83866
    -17.12 -12.0554
    3.15 -6.05484
    -45.40 2.441439

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