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Risk and Return-Firm
Risk and Return-Firm
Sl.No
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
Month
Oct-07
Nov-07
Dec-07
Jan-08
Feb-08
Mar-08
Apr-08
May-08
Jun-08
Jul-08
Aug-08
Sep-08
Oct-08
Nov-08
Dec-08
Jan-09
Feb-09
Mar-09
Apr-09
May-09
Jun-09
Jul-09
Aug-09
Sep-09
Oct-09
Nov-09
Dec-09
Jan-10
Feb-10
Mar-10
Apr-10
May-10
Jun-10
Jul-10
Aug-10
Sep-10
Oct-10
Nov-10
Dec-10
Jan-11
Feb-11
Mar-11
Price
131.88
130.51
126.76
90.3
96.3
86.99
93.51
87.3
68.78
83.14
82.34
76.58
62.47
67.07
74.44
78.72
85.07
86.69
83.63
102.5
98.37
105.55
97.48
99.38
93.5
93.14
99.88
102.08
97.68
97.31
99.95
93.82
94.54
91.18
98.81
97.63
92.04
87.04
90.11
88.51
91.18
93.9
Return
-1.04%
-2.87%
-28.76%
6.64%
-9.67%
7.50%
-6.64%
-21.21%
20.88%
-0.96%
-7.00%
-18.43%
7.36%
10.99%
5.75%
8.07%
1.90%
-3.53%
22.56%
-4.03%
7.30%
-7.65%
1.95%
-5.92%
-0.39%
7.24%
2.20%
-4.31%
-0.38%
2.71%
-6.13%
0.77%
-3.55%
8.37%
-1.19%
-5.73%
-5.43%
3.53%
-1.78%
3.02%
2.98%
0.000206939
0.001071291
0.085046493
0.003899757
0.010135295
0.005034469
0.004957168
0.04671615
0.041936679
0.00018549
0.005468751
0.035437654
0.004849478
0.011212278
0.002862124
0.005878059
0.000226382
0.001544124
0.049124104
0.001961589
0.004759976
0.006472815
0.000240065
0.003989689
0.000061582
0.004674051
0.000325055
0.002218467
6.06067E-005
0.000535119
0.004267724
1.35212E-005
0.001563227
0.006349457
0.00025406
0.00375207
0.003401381
0.000978062
0.000473203
0.000684813
0.000667393
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
Apr-11
May-11
Jun-11
Jul-11
Aug-11
Sep-11
Oct-11
Nov-11
Dec-11
Jan-12
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
Sep-13
Oct-13
Nov-13
Dec-13
Jan-14
Feb-14
Mar-14
Apr-14
May-14
Jun-14
Jul-14
Aug-14
Sep-14
Oct-14
Nov-14
96.35
93.12
100.91
96.85
92.61
91.91
97.88
92.51
93.45
97.18
106.28
101.72
104.64
99.84
106.8
111.88
112.35
114.55
108.37
112.07
109.08
104.76
100.68
102.13
108.31
109.37
107.44
97.59
94.26
95.78
98.96
92.9
97.59
93.29
92.31
103.96
104.76
120.8
137.83
131.79
127.93
135.25
145.8
142.7
2.61%
-3.35%
8.37%
-4.02%
-4.38%
-0.76%
6.50%
-5.49%
1.02%
3.99%
9.36%
-4.29%
2.87%
-4.59%
6.97%
4.76%
0.42%
1.96%
-5.40%
3.41%
-2.67%
-3.96%
-3.89%
1.44%
6.05%
0.98%
-1.76%
-9.17%
-3.41%
1.61%
3.32%
-6.12%
5.05%
-4.41%
-1.05%
12.62%
0.77%
15.31%
14.10%
-4.38%
-2.93%
5.72%
7.80%
-2.13%
2.21%
-3.75%
7.97%
-4.42%
-4.78%
-1.16%
6.10%
-5.89%
0.62%
3.59%
8.96%
-4.69%
2.47%
-4.99%
6.57%
4.36%
0.02%
1.56%
-5.79%
3.01%
-3.07%
-4.36%
-4.29%
1.04%
5.65%
0.58%
-2.16%
-9.57%
-3.81%
1.21%
2.92%
-6.52%
4.65%
-4.81%
-1.45%
12.22%
0.37%
14.91%
13.70%
-4.78%
-3.33%
5.32%
7.40%
-2.53%
0.000488164
0.001407808
0.006345452
0.001956383
0.002282565
0.000133535
0.003715841
0.003464529
3.79938E-005
0.001290048
0.00803596
0.002199862
0.00061054
0.002486888
0.004318381
0.001898205
4.15253E-008
0.000242877
0.0033579
0.000908729
0.000941073
0.001901057
0.001844128
0.000108262
0.003193828
3.35191E-005
0.000468449
0.009153941
0.001453096
0.000147099
0.00085287
0.004255477
0.002161063
0.002309672
0.000210309
0.014934802
1.36761E-005
0.022235201
0.01876343
0.002286681
0.001107969
0.002832543
0.005476969
0.000638025
and Risk
NSE Nifty
5900.7
5762.8
6138.6
5137.5
5223.5
4734.5
5165.9
4870.1
4040.6
4333.0
4360.0
3921.2
2885.6
2755.1
2959.2
2874.8
2763.7
3021.0
3474.0
4449.0
4291.1
4636.5
4662.1
5084.0
4711.7
5032.7
5201.1
4882.1
4922.3
5249.1
5278.0
5086.3
5312.5
5367.6
5402.4
6030.0
6017.7
5862.7
6134.5
5505.9
5333.3
5833.8
Return
Standrad deviation
Variance
-2.3%
6.5%
-16.3%
1.7%
-9.4%
9.1%
-5.7%
-17.0%
7.2%
0.6%
-10.1%
-26.4%
-4.5%
7.4%
-2.9%
-3.9%
9.3%
15.0%
28.1%
-3.5%
8.0%
0.6%
9.0%
-7.3%
6.8%
3.3%
-6.1%
0.8%
6.6%
0.6%
-3.6%
4.4%
1.0%
0.6%
11.6%
-0.2%
-2.6%
4.6%
-10.2%
-3.1%
9.4%
-3.1%
5.8%
-17.0%
1.0%
-10.1%
8.4%
-6.4%
-17.8%
6.5%
-0.1%
-10.8%
-27.1%
-5.2%
6.7%
-3.6%
-4.6%
8.6%
14.3%
27.3%
-4.3%
7.3%
-0.2%
8.3%
-8.0%
6.1%
2.6%
-6.9%
0.1%
5.9%
-0.2%
-4.4%
3.7%
0.3%
-0.1%
10.9%
-0.9%
-3.3%
3.9%
-11.0%
-3.9%
8.7%
0.000933
0.003369
0.028992
9.16E-005
0.01016
0.007046
0.004153
0.031512
0.004249
8.79E-007
0.011626
0.073595
0.002746
0.004473
0.001273
0.002102
0.007382
0.020384
0.074791
0.00182
0.005373
2.72E-006
0.00694
0.006464
0.003715
0.00069
0.004694
1.13E-006
0.003506
2.80E-006
0.001892
0.001391
1.02E-005
4.86E-007
0.011877
8.49E-005
0.001085
0.001535
0.012023
0.001485
0.007511
5749.5
5560.2
5647.4
5482.0
5001.0
4943.3
5326.6
4832.1
4624.3
5199.3
5385.2
5295.6
5248.2
4924.3
5278.9
5229.0
5258.5
5703.3
5619.7
5879.9
5905.1
6034.8
5693.1
5682.6
5930.2
5986.0
5842.2
5742.0
5471.8
5735.3
6299.2
6176.1
6304.0
6089.5
6277.0
6704.2
6696.4
7230.0
7611.4
7721.3
7954.4
7964.8
8322.2
8588.3
-1.4%
-3.3%
1.6%
-2.9%
-8.8%
-1.2%
7.8%
-9.3%
-4.3%
12.4%
3.6%
-1.7%
-0.9%
-6.2%
7.2%
-0.9%
0.6%
8.5%
-1.5%
4.6%
0.4%
2.2%
-5.7%
-0.2%
4.4%
0.9%
-2.4%
-1.7%
-4.7%
4.8%
9.8%
-2.0%
2.1%
-3.4%
3.1%
6.8%
-0.1%
8.0%
5.3%
1.4%
3.0%
0.1%
4.5%
3.2%
-2.2%
-4.0%
0.9%
-3.6%
-9.5%
-1.9%
7.0%
-10.0%
-5.0%
11.7%
2.9%
-2.4%
-1.6%
-6.9%
6.5%
-1.7%
-0.2%
7.7%
-2.2%
3.9%
-0.3%
1.5%
-6.4%
-0.9%
3.6%
0.2%
-3.1%
-2.4%
-5.4%
4.1%
9.1%
-2.7%
1.4%
-4.1%
2.4%
6.1%
-0.8%
7.2%
4.6%
0.7%
2.3%
-0.6%
3.8%
2.5%
0.000468
0.001609
7.24E-005
0.00133
0.00901
0.000351
0.004952
0.010005
0.002517
0.013725
0.000817
0.000568
0.00026
0.004747
0.004204
0.000277
2.37E-006
0.005992
0.000477
0.00153
8.33E-006
0.000218
0.004071
8.14E-005
0.001325
4.93E-006
0.000973
0.000592
0.002942
0.001679
0.008305
0.000714
0.000183
0.001698
0.000557
0.003707
6.96E-005
0.005256
0.002077
5.28E-005
0.000529
3.44E-005
0.001421
0.000614
Stock Code
Average monthly return
Total SD
Total Variance
Count
(Total Variance^2)/(count-1)
Risk of stock
POWERGRID
0.40%
0.00%
0.51
85
0.003048065
0.055209284
Stock Code
Average monthly return
Total SD
Total Variance
Count
(Total Variance^2)/(1-count)
Risk of stock
NSE Nifty
0.7%
0.0%
0.46
85
0.00253008
0.0502999