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Day

Monday
Friday
Thursday
Wednesday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday

Date
KSE100 Close FFBQ Close Market Return
10-Nov
31,281.83
41.84
0.011373732
7-Nov
30,930.04
41.2
0.008683209
6-Nov
30,663.78
40.9
0.002303445
5-Nov
30,593.31
40.99
0.007136431
31-Oct
30,376.53
40.78
0.005709161
30-Oct
30,204.09
41.08
0.003016945
29-Oct
30,113.24
41.04 -0.003718038
28-Oct
30,225.62
40.7 -0.000441153
27-Oct
30,238.96
40.8
0.004667012
24-Oct
30,098.49
40.55
0.002443287
23-Oct
30,025.13
40.6
0.00283029
22-Oct
29,940.39
41.1
0.008288468
21-Oct
29,694.27
40.9 -0.000567128
20-Oct
29,711.12
40.8 -0.005755092
17-Oct
29,883.10
41 -0.003313605
16-Oct
29,982.45
41.25
-0.00459945
15-Oct
30,120.99
42.3 -0.007716301
14-Oct
30,355.22
41.3 -0.001289382
13-Oct
30,394.41
41.65
0.007817994
10-Oct
30,158.63
41.5
0.005993874
9-Oct
29,978.94
40.1 -0.004128793
3-Oct
30,103.23
40.25
0.001052489
2-Oct
30,071.58
40.3
0.002499282
1-Oct
29,996.61
40.2
0.009090239
30-Sep
29,726.39
40
0.011682214
29-Sep
29,383.13
40.1 -0.010857194
26-Sep
29,705.65
40 -0.007836269
25-Sep
29,940.27
40.8 -0.005167831
24-Sep
30,095.80
41.05 -0.001591374
23-Sep
30,143.77
41.65
0.004997688
22-Sep
29,993.87
41.15 -0.000730615
19-Sep
30,015.80
41.35 -0.002603827
18-Sep
30,094.16
42.4
-0.00140726
17-Sep
30,136.57
41 -0.001448958
16-Sep
30,180.30
40.26
0.003663769
15-Sep
30,070.13
40.81
0.000840076
12-Sep
30,044.89
41.75
0.006246825
11-Sep
29,858.37
41.49
0.005626562
10-Sep
29,691.31
41.25 -0.001264762
9-Sep
29,728.91
42.51
0.004843911
8-Sep
29,585.60
43
0.00243344
5-Sep
29,513.78
43 -0.003057664
4-Sep
29,604.30
43.05
0.000295653
3-Sep
29,595.55
42.61
0.01145785
2-Sep
29,260.29
40.55
0.0269024
1-Sep
28,493.74
39.9 -0.002590334

Stock Return BETA


0.015533981
0.32
0.007334963
-0.00219566
0.005149583
-0.00730282
0.000974659
0.008353808
-0.00245098
0.006165228
-0.00123153
-0.01216545
0.004889976
0.00245098
-0.00487805
-0.00606061
-0.0248227
0.024213075
-0.00840336
0.003614458
0.034912718
-0.00372671
-0.00124069
0.002487562
0.005
-0.00249377
0.0025
-0.01960784
-0.00609013
-0.01440576
0.012150668
-0.00483676
-0.02476415
0.034146341
0.018380527
-0.01347709
-0.02251497
0.00626657
0.005818182
-0.02964008
-0.01139535
0
-0.00116144
0.010326215
0.05080148
0.016290727
0.003773585

Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Monday
Monday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday

29-Aug
28-Aug
27-Aug
26-Aug
25-Aug
22-Aug
21-Aug
20-Aug
19-Aug
18-Aug
15-Aug
13-Aug
12-Aug
11-Aug
8-Aug
7-Aug
6-Aug
4-Aug
28-Jul
24-Jul
23-Jul
22-Jul
21-Jul
18-Jul
17-Jul
16-Jul
15-Jul
14-Jul
11-Jul
10-Jul
9-Jul
8-Jul
7-Jul
4-Jul
3-Jul
2-Jul
1-Jul
30-Jun
27-Jun
26-Jun
25-Jun
24-Jun
23-Jun
20-Jun
19-Jun
18-Jun
17-Jun

28,567.74
27,774.43
27,811.35
28,243.59
28,519.34
28,871.75
28,865.25
28,664.84
28,630.12
28,852.15
28,917.75
28,505.55
28,304.50
28,071.41
29,380.50
29,537.04
29,382.97
29,676.41
29,647.83
30,314.07
30,474.75
30,465.43
30,402.09
30,413.23
30,224.89
30,177.11
29,776.17
29,683.97
29,705.07
29,318.06
29,353.12
29,477.29
29,497.57
29,528.96
29,619.84
29,697.79
29,676.80
29,701.58
29,652.53
29,343.76
29,188.53
28,981.34
29,057.44
28,999.03
28,691.84
28,674.37
29,157.98

39.75
39.65
39.34
40
38.85
39
38.75
38.5
38.01
38.6
38.7
38.37
38.15
37.94
38.51
38.51
38.95
38.25
39
39.4
39.51
40
40.17
40.49
40.1
40.2
40
40.3
40.14
40.5
40.51
40.6
40.41
40.51
40.5
40.08
40.15
39.99
39.26
39.22
39.1
39.1
39.04
39.16
39.15
39.5
38.6

0.028562602
-0.001327516
-0.015304003
-0.009668877
-0.012206049
0.000225184
0.006991492
0.001212709
-0.00769544
-0.002268503
0.014460342
0.007103111
0.008303466
-0.044556423
-0.005299786
0.005243514
-0.009887988
0.000963983
-0.021977913
-0.005272562
0.000305921
0.002083409
-0.000366288
0.006231288
0.001583319
0.01346513
0.003106054
-0.000710316
0.013200396
-0.001194422
-0.004212395
-0.000687514
-0.001063024
-0.003068214
-0.002624774
0.000707286
-0.000834299
0.001654159
0.01052251
0.005318185
0.007149083
-0.002618951
0.002014205
0.010706528
0.000609255
-0.016585854
-0.005681919

0.002522068
0.00788002
-0.0165
0.02960103
-0.00384615
0.006451613
0.006493506
0.012891344
-0.01528497
-0.00258398
0.008600469
0.00576671
0.005535055
-0.01480135
0
-0.01129653
0.018300654
-0.01923077
-0.01015228
-0.00278411
-0.01225
-0.00423201
-0.00790319
0.009725686
-0.00248756
0.005
-0.00744417
0.003986049
-0.00888889
-0.00024685
-0.00221675
0.004701806
-0.00246853
0.000246914
0.010479042
-0.00174346
0.004001
0.018593989
0.001019888
0.003069054
0
0.001536885
-0.00306435
0.000255428
-0.00886076
0.023316062
0.00390117

Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Wednesday

16-Jun
13-Jun
12-Jun
11-Jun
10-Jun
9-Jun
6-Jun
5-Jun
4-Jun
3-Jun
2-Jun
30-May
29-May
28-May
27-May
26-May
23-May
22-May
21-May
20-May
19-May
16-May
15-May
14-May
13-May
12-May
9-May
8-May
7-May
6-May
5-May
2-May
30-Apr

29,324.60
29,651.04
29,730.86
29,766.38
29,783.30
29,540.72
29,472.52
29,509.11
29,417.20
29,452.23
29,504.98
29,789.85
29,737.69
29,543.58
28,987.32
29,048.21
29,020.48
28,756
28,741.55
28,760.12
28,842.92
28,951.38
28,883.33
28,843.02
28,528.19
28,411.49
28,343.88
28,494.54
28,511.02
28,330.03
28,383.20
28,629.63
28,921.13

38.45
38.51
38.42
38.65
38.75
37.85
37.75
37.94
38.5
38.73
38.85
38.81
39.13
39
38.85
39.1
39.1
39.1
38.8
38.75
39.2
39
39.1
39.1
38.86
39
39.5
39.4
39.94
39.7
39.68
39.76
39.85

-0.011009395
-0.002684752
-0.001193293
-0.000568104
0.008211716
0.00231402
-0.001239956
0.003124363
-0.001189384
-0.001787834
-0.009562653
0.001754003
0.006570294
0.01918977
-0.00209617
0.000955532
0.009197385
0.000502756
-0.000645686
-0.002870722
-0.003746281
0.00235603
0.001397565
0.011035751
0.004107493
0.002385347
-0.005287329
-0.000578022
0.006388627
-0.001873291
-0.008607516
-0.010079136

-0.00155804
0.00234253
-0.00595084
-0.00258065
0.023778071
0.002649007
-0.00500791
-0.01454545
-0.00593855
-0.0030888
0.001030662
-0.00817787
0.003333333
0.003861004
-0.00639386
0
0
0.007731959
0.001290323
-0.01147959
0.005128205
-0.00255754
0
0.006176016
-0.00358974
-0.01265823
0.002538071
-0.01352028
0.00604534
0.000504032
-0.00201207
-0.00225847

Day
Date
KSE100 Close FFC Close
Market Return
Monday
10-Nov
31,281.83
118.44
0.011373732
Friday
7-Nov
30,930.04
116.7
0.008683209
Thursday
6-Nov
30,663.78
116.5
0.002303445
Wednesday
5-Nov
30,593.31
117
0.007136431
Friday
31-Oct
30,376.53
117.8
0.005709161
Thursday
30-Oct
30,204.09
118
0.003016945
Wednesday 29-Oct
30,113.24
116.81 -0.003718038
Tuesday
28-Oct
30,225.62
116.6 -0.000441153
Monday
27-Oct
30,238.96
116.89
0.004667012
Friday
24-Oct
30,098.49
116.3
0.002443287
Thursday
23-Oct
30,025.13
115.24
0.00283029
Wednesday 22-Oct
29,940.39
115
0.008288468
Tuesday
21-Oct
29,694.27
114.5 -0.000567128
Monday
20-Oct
29,711.12
114.2 -0.005755092
Friday
17-Oct
29,883.10
114.9 -0.003313605
Thursday
16-Oct
29,982.45
114.95
-0.00459945
Wednesday 15-Oct
30,120.99
114.81 -0.007716301
Tuesday
14-Oct
30,355.22
115 -0.001289382
Monday
13-Oct
30,394.41
115.2
0.007817994
Friday
10-Oct
30,158.63
114.2
0.005993874
Thursday
9-Oct
29,978.94
114 -0.004128793
Friday
3-Oct
30,103.23
114.12
0.001052489
Thursday
2-Oct
30,071.58
113.7
0.002499282
Wednesday
1-Oct
29,996.61
114
0.009090239
Tuesday
30-Sep
29,726.39
113.53
0.011682214
Monday
29-Sep
29,383.13
112.7 -0.010857194
Friday
26-Sep
29,705.65
113 -0.007836269
Thursday
25-Sep
29,940.27
112.65 -0.005167831
Wednesday 24-Sep
30,095.80
113.84 -0.001591374
Tuesday
23-Sep
30,143.77
114.3
0.004997688
Monday
22-Sep
29,993.87
114.85 -0.000730615
Friday
19-Sep
30,015.80
114.5 -0.002603827
Thursday
18-Sep
30,094.16
115.4
-0.00140726
Wednesday 17-Sep
30,136.57
115.2 -0.001448958
Tuesday
16-Sep
30,180.30
116.2
0.003663769
Monday
15-Sep
30,070.13
116.6
0.000840076
Friday
12-Sep
30,044.89
116.9
0.006246825
Thursday
11-Sep
29,858.37
114.99
0.005626562
Wednesday 10-Sep
29,691.31
114 -0.001264762
Tuesday
9-Sep
29,728.91
114.2
0.004843911
Monday
8-Sep
29,585.60
115.3
0.00243344
Friday
5-Sep
29,513.78
114.39 -0.003057664
Thursday
4-Sep
29,604.30
114.13
0.000295653
Wednesday
3-Sep
29,595.55
117
0.01145785
Tuesday
2-Sep
29,260.29
116
0.0269024
Monday
1-Sep
28,493.74
114.19 -0.002590334

Stock Return BETA


0.014910026
0.39
0.001716738
-0.0042735
-0.00679117
-0.00169492
0.010187484
0.001801029
-0.00248097
0.005073087
0.009198195
0.002086957
0.004366812
0.00262697
-0.00609225
-0.00043497
0.001219406
-0.00165217
-0.00173611
0.008756567
0.001754386
-0.00105152
0.003693931
-0.00263158
0.004139875
0.007364685
-0.00265487
0.003106968
-0.01045327
-0.0040245
-0.00478886
0.003056769
-0.00779896
0.001736111
-0.00860585
-0.00343053
-0.0025663
0.01661014
0.008684211
-0.00175131
-0.00954033
0.007955241
0.002278104
-0.02452991
0.00862069
0.015850775
-0.00609278

Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Monday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday

29-Aug
28-Aug
27-Aug
26-Aug
25-Aug
22-Aug
21-Aug
20-Aug
19-Aug
18-Aug
15-Aug
13-Aug
12-Aug
11-Aug
8-Aug
7-Aug
6-Aug
5-Aug
4-Aug
28-Jul
24-Jul
23-Jul
22-Jul
21-Jul
18-Jul
17-Jul
16-Jul
15-Jul
14-Jul
11-Jul
10-Jul
9-Jul
8-Jul
7-Jul
4-Jul
3-Jul
2-Jul
1-Jul
30-Jun
27-Jun
26-Jun
25-Jun
24-Jun
23-Jun
20-Jun
19-Jun
18-Jun

28,567.74
27,774.43
27,811.35
28,243.59
28,519.34
28,871.75
28,865.25
28,664.84
28,630.12
28,852.15
28,917.75
28,505.55
28,304.50
28,071.41
29,380.50
29,537.04
29,382.97
29,676.41
29,647.83
30,314.07
30,474.75
30,465.43
30,402.09
30,413.23
30,224.89
30,177.11
29,776.17
29,683.97
29,705.07
29,318.06
29,353.12
29,477.29
29,497.57
29,528.96
29,619.84
29,697.79
29,676.80
29,701.58
29,652.53
29,343.76
29,188.53
28,981.34
29,057.44
28,999.03
28,691.84
28,674.37
29,157.98

114.89
113.7
113.61
114.6
112.85
113
111.1
111.1
111
110.52
111.26
110.9
109.99
109
110.61
111.19
110.1
111
109.7
110.3
111.75
112
111.99
112
112
112
111.8
111.8
111.97
112
111.9
112.25
112.37
112.75
112.97
112.99
112.2
112.5
112
111.1
111.45
111.25
111.75
111.06
111.27
111.25
112

0.028562602
-0.001327516
-0.015304003
-0.009668877
-0.012206049
0.000225184
0.006991492
0.001212709
-0.00769544
-0.002268503
0.014460342
0.007103111
0.008303466
-0.044556423
-0.005299786
0.005243514
-0.009887988
0.000963983
-0.021977913
-0.005272562
0.000305921
0.002083409
-0.000366288
0.006231288
0.001583319
0.01346513
0.003106054
-0.000710316
0.013200396
-0.001194422
-0.004212395
-0.000687514
-0.001063024
-0.003068214
-0.002624774
0.000707286
-0.000834299
0.001654159
0.01052251
0.005318185
0.007149083
-0.002618951
0.002014205
0.010706528
0.000609255
-0.016585854
-0.005681919

0.010466139
0.000792184
-0.00863874
0.015507311
-0.00132743
0.01710171
0
0.000900901
0.004343105
-0.00665109
0.003246168
0.008273479
0.009082569
-0.01455565
-0.0052163
0.009900091
-0.00810811
0.011850501
-0.00543971
-0.01297539
-0.00223214
8.92937E-05
-8.9286E-05
0
0
0.001788909
0
-0.00151826
-0.00026786
0.000893655
-0.00311804
-0.0010679
-0.00337029
-0.00194742
-0.00017701
0.007040998
-0.00266667
0.004464286
0.00810081
-0.00314042
0.001797753
-0.00447427
0.006212858
-0.0018873
0.000179775
-0.00669643
-0.00797166

Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Wednesday

17-Jun
16-Jun
13-Jun
12-Jun
11-Jun
10-Jun
9-Jun
6-Jun
5-Jun
4-Jun
3-Jun
2-Jun
30-May
29-May
28-May
27-May
26-May
23-May
22-May
21-May
20-May
19-May
16-May
15-May
14-May
13-May
12-May
9-May
8-May
7-May
6-May
5-May
2-May
30-Apr

29,324.60
29,651.04
29,730.86
29,766.38
29,783.30
29,540.72
29,472.52
29,509.11
29,417.20
29,452.23
29,504.98
29,789.85
29,737.69
29,543.58
28,987.32
29,048.21
29,020.48
28,756
28,741.55
28,760.12
28,842.92
28,951.38
28,883.33
28,843.02
28,528.19
28,411.49
28,343.88
28,494.54
28,511.02
28,330.03
28,383.20
28,629.63
28,921.13
28,912.98

112.9
112.51
113.19
113.35
112.35
111.18
110.21
109.47
109.79
109
110
110.5
110.6
110.21
109.15
109.3
109.61
109
109.81
110.25
110.8
112.2
110.7
112.51
112.75
112.5
112.25
112.4
112.3
112.58
113
112.81
113.5
113.8

-0.011009395
-0.002684752
-0.001193293
-0.000568104
0.008211716
0.00231402
-0.001239956
0.003124363
-0.001189384
-0.001787834
-0.009562653
0.001754003
0.006570294
0.01918977
-0.00209617
0.000955532
0.009197385
0.000502756
-0.000645686
-0.002870722
-0.003746281
0.00235603
0.001397565
0.011035751
0.004107493
0.002385347
-0.005287329
-0.000578022
0.006388627
-0.001873291
-0.008607516
-0.010079136
0.00028188

0.003466359
-0.0060076
-0.00141156
0.008900757
0.010523475
0.008801379
0.006759843
-0.00291466
0.007247706
-0.00909091
-0.00452489
-0.00090416
0.003538699
0.009711406
-0.00137237
-0.00282821
0.00559633
-0.00737638
-0.00399093
-0.0049639
-0.01247772
0.013550136
-0.01608746
-0.0021286
0.002222222
0.002227171
-0.00133452
0.000890472
-0.00248712
-0.00371681
0.001684248
-0.0060793
-0.0026362

Day
Date
KSE100 Close FFL Close
Market Return
Monday
10-Nov
31,281.83
31.15
0.011373732
Friday
7-Nov
30,930.04
31.15
0.008683209
Thursday
6-Nov
30,663.78
31
0.002303445
Wednesday
5-Nov
30,593.31
30.5
0.007136431
Friday
31-Oct
30,376.53
30.59
0.005709161
Thursday
30-Oct
30,204.09
30.4
0.003016945
Wednesday 29-Oct
30,113.24
30.9 -0.003718038
Tuesday
28-Oct
30,225.62
31.42 -0.000441153
Monday
27-Oct
30,238.96
31.85
0.004667012
Friday
24-Oct
30,098.49
31.25
0.002443287
Thursday
23-Oct
30,025.13
30.81
0.00283029
Wednesday 22-Oct
29,940.39
29.89
0.008288468
Tuesday
21-Oct
29,694.27
29 -0.000567128
Monday
20-Oct
29,711.12
29.05 -0.005755092
Friday
17-Oct
29,883.10
29.3 -0.003313605
Thursday
16-Oct
29,982.45
28.8
-0.00459945
Wednesday 15-Oct
30,120.99
29.25 -0.007716301
Tuesday
14-Oct
30,355.22
28.87 -0.001289382
Monday
13-Oct
30,394.41
28.72
0.007817994
Friday
10-Oct
30,158.63
28.75
0.005993874
Thursday
9-Oct
29,978.94
28.89 -0.004128793
Friday
3-Oct
30,103.23
29
0.001052489
Thursday
2-Oct
30,071.58
29.6
0.002499282
Wednesday
1-Oct
29,996.61
29.5
0.009090239
Tuesday
30-Sep
29,726.39
28.49
0.011682214
Monday
29-Sep
29,383.13
27.3 -0.010857194
Friday
26-Sep
29,705.65
27.25 -0.007836269
Thursday
25-Sep
29,940.27
27.36 -0.005167831
Wednesday 24-Sep
30,095.80
27.25 -0.001591374
Tuesday
23-Sep
30,143.77
27.4
0.004997688
Monday
22-Sep
29,993.87
28.6 -0.000730615
Friday
19-Sep
30,015.80
28.5 -0.002603827
Thursday
18-Sep
30,094.16
28
-0.00140726
Wednesday 17-Sep
30,136.57
27.65 -0.001448958
Tuesday
16-Sep
30,180.30
27.6
0.003663769
Monday
15-Sep
30,070.13
27.4
0.000840076
Friday
12-Sep
30,044.89
27.26
0.006246825
Thursday
11-Sep
29,858.37
26.9
0.005626562
Wednesday 10-Sep
29,691.31
26.9 -0.001264762
Tuesday
9-Sep
29,728.91
26.88
0.004843911
Monday
8-Sep
29,585.60
26.3
0.00243344
Friday
5-Sep
29,513.78
26.4 -0.003057664
Thursday
4-Sep
29,604.30
26.7
0.000295653
Wednesday
3-Sep
29,595.55
26.51
0.01145785
Tuesday
2-Sep
29,260.29
26.5
0.0269024
Monday
1-Sep
28,493.74
26.25 -0.002590334

Stock Return BETA


0
0.80
0.00483871
0.016393443
-0.00294214
0.00625
-0.01618123
-0.01654997
-0.01350078
0.0192
0.014281078
0.030779525
0.030689655
-0.00172117
-0.00853242
0.017361111
-0.01538462
0.013162452
0.005222841
-0.00104348
-0.00484597
-0.0037931
-0.02027027
0.003389831
0.035451035
0.043589744
0.001834862
-0.00402047
0.004036697
-0.00547445
-0.04195804
0.003508772
0.017857143
0.012658228
0.001811594
0.00729927
0.00513573
0.0133829
0
0.000744048
0.022053232
-0.00378788
-0.01123596
0.007167107
0.000377358
0.00952381
-0.0083113

Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Monday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday

29-Aug
28-Aug
27-Aug
26-Aug
25-Aug
22-Aug
21-Aug
20-Aug
19-Aug
18-Aug
15-Aug
13-Aug
12-Aug
11-Aug
8-Aug
7-Aug
6-Aug
5-Aug
4-Aug
28-Jul
24-Jul
23-Jul
22-Jul
21-Jul
18-Jul
17-Jul
16-Jul
15-Jul
14-Jul
11-Jul
10-Jul
9-Jul
8-Jul
7-Jul
4-Jul
3-Jul
2-Jul
1-Jul
30-Jun
27-Jun
26-Jun
25-Jun
24-Jun
23-Jun
20-Jun
19-Jun
18-Jun

28,567.74
27,774.43
27,811.35
28,243.59
28,519.34
28,871.75
28,865.25
28,664.84
28,630.12
28,852.15
28,917.75
28,505.55
28,304.50
28,071.41
29,380.50
29,537.04
29,382.97
29,676.41
29,647.83
30,314.07
30,474.75
30,465.43
30,402.09
30,413.23
30,224.89
30,177.11
29,776.17
29,683.97
29,705.07
29,318.06
29,353.12
29,477.29
29,497.57
29,528.96
29,619.84
29,697.79
29,676.80
29,701.58
29,652.53
29,343.76
29,188.53
28,981.34
29,057.44
28,999.03
28,691.84
28,674.37
29,157.98

26.47
26.18
25.85
26.67
27
27
26.6
26.96
27.4
27.4
27.5
27.25
26.79
27.29
28.7
28.26
28.29
28.33
28.5
29.4
29.7
29.75
29.1
28.49
28.5
28.66
28
28.5
29
28.49
28.35
28.6
28.2
27.65
27.65
27.44
27.33
28
29.25
29.5
29.4
28.66
28.84
29.51
28.9
28.51
29.3

0.028562602
-0.001327516
-0.015304003
-0.009668877
-0.012206049
0.000225184
0.006991492
0.001212709
-0.00769544
-0.002268503
0.014460342
0.007103111
0.008303466
-0.044556423
-0.005299786
0.005243514
-0.009887988
0.000963983
-0.021977913
-0.005272562
0.000305921
0.002083409
-0.000366288
0.006231288
0.001583319
0.01346513
0.003106054
-0.000710316
0.013200396
-0.001194422
-0.004212395
-0.000687514
-0.001063024
-0.003068214
-0.002624774
0.000707286
-0.000834299
0.001654159
0.01052251
0.005318185
0.007149083
-0.002618951
0.002014205
0.010706528
0.000609255
-0.016585854
-0.005681919

0.011077158
0.012765957
-0.03074616
-0.01222222
0
0.015037594
-0.01335312
-0.01605839
0
-0.00363636
0.009174312
0.017170586
-0.01832173
-0.04912892
0.01556971
-0.00106045
-0.00141193
-0.00596491
-0.03061224
-0.01010101
-0.00168067
0.02233677
0.021411021
-0.00035088
-0.00558269
0.023571429
-0.01754386
-0.01724138
0.017901018
0.004938272
-0.00874126
0.014184397
0.019891501
0
0.007653061
0.004024881
-0.02392857
-0.04273504
-0.00847458
0.003401361
0.025819958
-0.00624133
-0.02270417
0.021107266
0.013679411
-0.02696246
0.032417195

Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Wednesday

17-Jun
16-Jun
13-Jun
12-Jun
11-Jun
10-Jun
9-Jun
6-Jun
5-Jun
4-Jun
3-Jun
2-Jun
30-May
29-May
28-May
27-May
26-May
23-May
22-May
21-May
20-May
19-May
16-May
15-May
14-May
13-May
12-May
9-May
8-May
7-May
6-May
5-May
2-May
30-Apr

29,324.60
29,651.04
29,730.86
29,766.38
29,783.30
29,540.72
29,472.52
29,509.11
29,417.20
29,452.23
29,504.98
29,789.85
29,737.69
29,543.58
28,987.32
29,048.21
29,020.48
28,756
28,741.55
28,760.12
28,842.92
28,951.38
28,883.33
28,843.02
28,528.19
28,411.49
28,343.88
28,494.54
28,511.02
28,330.03
28,383.20
28,629.63
28,921.13
28,912.98

28.38
28.5
28.9
29.01
29.49
29.5
29.4
29.61
29.79
29.8
30.5
30.85
31.25
30.6
30.42
30.98
30.25
30.25
31
31.2
31.5
31.6
31.7
31.9
32
32
31.77
32
31.75
32.25
32
32.25
32.7
32.12

-0.011009395
-0.002684752
-0.001193293
-0.000568104
0.008211716
0.00231402
-0.001239956
0.003124363
-0.001189384
-0.001787834
-0.009562653
0.001754003
0.006570294
0.01918977
-0.00209617
0.000955532
0.009197385
0.000502756
-0.000645686
-0.002870722
-0.003746281
0.00235603
0.001397565
0.011035751
0.004107493
0.002385347
-0.005287329
-0.000578022
0.006388627
-0.001873291
-0.008607516
-0.010079136
0.00028188
#DIV/0!

-0.00421053
-0.01384083
-0.0037918
-0.0162767
-0.00033898
0.003401361
-0.0070922
-0.0060423
-0.00033557
-0.02295082
-0.01134522
-0.0128
0.02124183
0.00591716
-0.01807618
0.024132231
0
-0.02419355
-0.00641026
-0.00952381
-0.00316456
-0.00315457
-0.00626959
-0.003125
0
0.007239534
-0.0071875
0.007874016
-0.01550388
0.0078125
-0.00775194
-0.01376147
0.018057285
#DIV/0!

Day
Date
KSE100 Close EFERT Close Market Return
Monday
10-Nov
31,281.83
61.8
0.011373732
Friday
7-Nov
30,930.04
61.3
0.008683209
Thursday
6-Nov
30,663.78
60.6
0.002303445
Wednesday
5-Nov
30,593.31
59
0.007136431
Friday
31-Oct
30,376.53
58.09
0.005709161
Thursday
30-Oct
30,204.09
58.6
0.003016945
Wednesday 29-Oct
30,113.24
59.41 -0.003718038
Tuesday
28-Oct
30,225.62
56.72 -0.000441153
Monday
27-Oct
30,238.96
57.15
0.004667012
Friday
24-Oct
30,098.49
57.62
0.002443287
Thursday
23-Oct
30,025.13
56
0.00283029
Wednesday 22-Oct
29,940.39
55.44
0.008288468
Tuesday
21-Oct
29,694.27
55 -0.000567128
Monday
20-Oct
29,711.12
55.86 -0.005755092
Friday
17-Oct
29,883.10
56.32 -0.003313605
Thursday
16-Oct
29,982.45
57
-0.00459945
Wednesday 15-Oct
30,120.99
57.3 -0.007716301
Tuesday
14-Oct
30,355.22
57.51 -0.001289382
Monday
13-Oct
30,394.41
57.25
0.007817994
Friday
10-Oct
30,158.63
57.1
0.005993874
Thursday
9-Oct
29,978.94
54.9 -0.004128793
Friday
3-Oct
30,103.23
55
0.001052489
Thursday
2-Oct
30,071.58
55.1
0.002499282
Wednesday
1-Oct
29,996.61
54.52
0.009090239
Tuesday
30-Sep
29,726.39
53.69
0.011682214
Monday
29-Sep
29,383.13
53.75 -0.010857194
Friday
26-Sep
29,705.65
53.51 -0.007836269
Thursday
25-Sep
29,940.27
53.56 -0.005167831
Wednesday 24-Sep
30,095.80
54 -0.001591374
Tuesday
23-Sep
30,143.77
53.81
0.004997688
Monday
22-Sep
29,993.87
54 -0.000730615
Friday
19-Sep
30,015.80
54.48 -0.002603827
Thursday
18-Sep
30,094.16
54.01
-0.00140726
Wednesday 17-Sep
30,136.57
54.22 -0.001448958
Tuesday
16-Sep
30,180.30
54.49
0.003663769
Monday
15-Sep
30,070.13
54.14
0.000840076
Friday
12-Sep
30,044.89
54.05
0.006246825
Thursday
11-Sep
29,858.37
54.55
0.005626562
Wednesday 10-Sep
29,691.31
53.15 -0.001264762
Tuesday
9-Sep
29,728.91
53.79
0.004843911
Monday
8-Sep
29,585.60
53.6
0.00243344
Friday
5-Sep
29,513.78
53.9 -0.003057664
Thursday
4-Sep
29,604.30
54.5
0.000295653
Wednesday
3-Sep
29,595.55
53.25
0.01145785
Tuesday
2-Sep
29,260.29
53.2
0.0269024
Monday
1-Sep
28,493.74
52.45 -0.002590334

Stock Return BETA


0.008156607
0.83
0.011551155
0.027118644
0.015665347
-0.00870307
-0.01363407
0.047425952
-0.00752406
-0.00815689
0.028928571
0.01010101
0.008
-0.01539563
-0.00816761
-0.01192982
-0.0052356
-0.00365154
0.004541485
0.00262697
0.04007286
-0.00181818
-0.00181488
0.010638298
0.015459117
-0.00111628
0.004485143
-0.00093353
-0.00814815
0.003530942
-0.00351852
-0.00881057
0.008702092
-0.00387311
-0.00495504
0.006464721
0.001665125
-0.0091659
0.026340546
-0.01189812
0.003544776
-0.00556586
-0.01100917
0.023474178
0.00093985
0.014299333
-0.02635975

Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Monday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday

29-Aug
28-Aug
27-Aug
26-Aug
25-Aug
22-Aug
21-Aug
20-Aug
19-Aug
18-Aug
15-Aug
13-Aug
12-Aug
11-Aug
8-Aug
7-Aug
6-Aug
5-Aug
4-Aug
28-Jul
24-Jul
23-Jul
22-Jul
21-Jul
18-Jul
17-Jul
16-Jul
15-Jul
14-Jul
11-Jul
10-Jul
9-Jul
8-Jul
7-Jul
4-Jul
3-Jul
2-Jul
1-Jul
30-Jun
27-Jun
26-Jun
25-Jun
24-Jun
23-Jun
20-Jun
19-Jun
18-Jun

28,567.74
27,774.43
27,811.35
28,243.59
28,519.34
28,871.75
28,865.25
28,664.84
28,630.12
28,852.15
28,917.75
28,505.55
28,304.50
28,071.41
29,380.50
29,537.04
29,382.97
29,676.41
29,647.83
30,314.07
30,474.75
30,465.43
30,402.09
30,413.23
30,224.89
30,177.11
29,776.17
29,683.97
29,705.07
29,318.06
29,353.12
29,477.29
29,497.57
29,528.96
29,619.84
29,697.79
29,676.80
29,701.58
29,652.53
29,343.76
29,188.53
28,981.34
29,057.44
28,999.03
28,691.84
28,674.37
29,157.98

53.87
52.85
52
52.8
53.05
53.85
54
53.4
52.75
53.8
54.1
54.21
53.02
54.28
56.9
55.55
54.99
55.77
53.25
54.8
55.18
55.55
54.9
55.06
55.05
54.75
54.1
54.1
54.8
53.7
54
55
55.45
55.45
55.7
55.86
56.2
56.35
57.11
57.78
57.98
57.75
58.45
58.54
57.99
58.29
59.5

0.028562602
-0.001327516
-0.015304003
-0.009668877
-0.012206049
0.000225184
0.006991492
0.001212709
-0.00769544
-0.002268503
0.014460342
0.007103111
0.008303466
-0.044556423
-0.005299786
0.005243514
-0.009887988
0.000963983
-0.021977913
-0.005272562
0.000305921
0.002083409
-0.000366288
0.006231288
0.001583319
0.01346513
0.003106054
-0.000710316
0.013200396
-0.001194422
-0.004212395
-0.000687514
-0.001063024
-0.003068214
-0.002624774
0.000707286
-0.000834299
0.001654159
0.01052251
0.005318185
0.007149083
-0.002618951
0.002014205
0.010706528
0.000609255
-0.016585854
-0.005681919

0.019299905
0.016346154
-0.01515152
-0.00471254
-0.01485608
-0.00277778
0.011235955
0.012322275
-0.01951673
-0.00554529
-0.00202915
0.022444361
-0.02321297
-0.04604569
0.02430243
0.01018367
-0.01398601
0.047323944
-0.02828467
-0.00688655
-0.00666067
0.011839709
-0.00290592
0.000181653
0.005479452
0.012014787
0
-0.01277372
0.020484171
-0.00555556
-0.01818182
-0.00811542
0
-0.00448833
-0.0028643
-0.00604982
-0.00266193
-0.01330765
-0.01159571
-0.00344947
0.003982684
-0.01197605
-0.00153741
0.009484394
-0.00514668
-0.02033613
0.027633851

Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Thursday
Wednesday
Tuesday
Monday
Friday
Wednesday

17-Jun
16-Jun
13-Jun
12-Jun
11-Jun
10-Jun
9-Jun
6-Jun
5-Jun
4-Jun
3-Jun
2-Jun
30-May
29-May
28-May
27-May
26-May
23-May
22-May
21-May
20-May
19-May
16-May
15-May
14-May
13-May
12-May
9-May
8-May
7-May
6-May
5-May
2-May
30-Apr

29,324.60
29,651.04
29,730.86
29,766.38
29,783.30
29,540.72
29,472.52
29,509.11
29,417.20
29,452.23
29,504.98
29,789.85
29,737.69
29,543.58
28,987.32
29,048.21
29,020.48
28,756
28,741.55
28,760.12
28,842.92
28,951.38
28,883.33
28,843.02
28,528.19
28,411.49
28,343.88
28,494.54
28,511.02
28,330.03
28,383.20
28,629.63
28,921.13
28,912.98

57.9
58.2
58.6
59.16
59.36
59.01
58.4
57.8
58.55
59.45
60.2
60.62
63.55
63.5
62.25
60
59.5
59.05
59.57
60.05
60.78
60.7
61.67
61.85
61.65
61.25
60.65
63.32
63.75
64.75
64
65.2
66.8
66.49

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-0.002684752
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-0.000568104
0.008211716
0.00231402
-0.001239956
0.003124363
-0.001189384
-0.001787834
-0.009562653
0.001754003
0.006570294
0.01918977
-0.00209617
0.000955532
0.009197385
0.000502756
-0.000645686
-0.002870722
-0.003746281
0.00235603
0.001397565
0.011035751
0.004107493
0.002385347
-0.005287329
-0.000578022
0.006388627
-0.001873291
-0.008607516
-0.010079136
0.00028188
#DIV/0!

-0.00515464
-0.00682594
-0.00946586
-0.00336927
0.005931198
0.010445205
0.010380623
-0.01280956
-0.01513877
-0.01245847
-0.00692841
-0.04610543
0.000787402
0.020080321
0.0375
0.008403361
0.00762066
-0.00872923
-0.00799334
-0.01201053
0.001317957
-0.01572888
-0.00291027
0.00324412
0.006530612
0.009892828
-0.04216677
-0.0067451
-0.01544402
0.01171875
-0.01840491
-0.0239521
0.004662355
#DIV/0!

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