ARCHIDPLY

Date Closing price Re(y) nifty Rm(X) x2 xy Re- Re>

22.7 3033.45
January 22.5 -0.8810572687 2766.65 -8.795266 77.356706054 7.749133 -5.2797069957
February 19.65 -12.666666667 2674.6 -3.327128 11.0697839 42.14363 -17.065316394
March 14.9 -24.17302799 3060.35 14.42272 208.01477765 -348.6408 -28.571677717
April 14.45 -3.0201342282 3654 19.39811 376.28659629 -58.58489 -7.4187839552
May 18.6 28.719723183 4529.9 23.97099 574.60839491 688.4402 24.321073456
June 30.95 66.397849462 4340.9 -4.172278 17.407899818 -277.0303 61.999199735
July 27 -12.762520194 4711.4 8.535096 72.847870704 -108.9293 -17.161169921
August 26.6 -1.4814814815 4625.35 -1.826421 3.3358137472 2.705809 -5.8801312085
September 35.95 35.15037594 5083.4 9.903034 98.070089634 348.0954 30.751726213
October 32.9 -8.4840055633 4563.9 -10.21954 104.43895907 86.70262 -12.88265529
November 27.45 -16.565349544 5122 12.22858 149.53808167 -202.5706 -20.963999271
December 28.15 2.5500910747 5232.2 2.151503 4.6289665317 5.486529 -1.8485586523
Total 52.783796724 62.2694 1697.60394 185.5674 3.1086245E-15
AVG 4.398649727 5.189116 Variance
S.D
CENTURY PLY
Date Closing price Re(y) nifty Rm(X) x2 xy Re- Re>
30 3033.45
January 31.16 3.8666666667 2766.65 -8.795266 77.356706054 -34.00836 -0.4575012072
February 30.05 -3.5622593068 2674.6 -3.327128 11.0697839 11.85209 -7.8864271807
March 27.25 -9.3178036606 3060.35 14.42272 208.01477765 -134.388 -13.641971534
April 30 10.091743119 3654 19.39811 376.28659629 195.7607 5.7675752454
May 30.31 1.0333333333 4529.9 23.97099 574.60839491 24.77002 -3.2908345406
June 44.1 45.496535797 4340.9 -4.172278 17.407899818 -189.8242 41.172367923
July 45.5 3.1746031746 4711.4 8.535096 72.847870704 27.09554 -1.1495646993
August 47.55 4.5054945055 4625.35 -1.826421 3.3358137472 -8.22893 0.1813266316
September 52 9.3585699264 5083.4 9.903034 98.070089634 92.67824 5.0344020525
October 48.9 -5.9615384615 4563.9 -10.21954 104.43895907 60.92417 -10.285706335
November 43.2 -11.656441718 5122 12.22858 149.53808167 -142.5417 -15.980609592
December 45.3 4.8611111111 5232.2 2.151503 4.6289665317 10.4587 0.5369432372
Total 51.890014487 62.2694 1697.60394 -85.45171
AVG 4.3241678739 5.189116 Variance
S.D

GREENPLY
Date Clsoing price Re(y) nifty Rm(X) x2 xy Re-Re>
49.15 3033.45
January 50.7 3.1536113937 2766.65 -8.795266 77.356706054 -27.73685 -7.5026161155
February 48.55 -4.2406311637 2674.6 -3.327128 11.0697839 14.10912 -14.896858673
March 48 -1.1328527291 3060.35 14.42272 208.01477765 -16.33881 -11.789080238
April 45.95 -4.2708333333 3654 19.39811 376.28659629 -82.84609 -14.927060843
May 63 37.10554951 4529.9 23.97099 574.60839491 889.4568 26.449322001
June 117.1 85.873015873 4340.9 -4.172278 17.407899818 -358.2861 75.216788364
July 103.35 -11.742100769 4711.4 8.535096 72.847870704 -100.22 -22.398328278
August 140.8 36.236090953 4625.35 -1.826421 3.3358137472 -66.18236 25.579863444
September 128.85 -8.4872159091 5083.4 9.903034 98.070089634 -84.04919 -19.143443418
October 115.3 -10.516103997 4563.9 -10.21954 104.43895907 107.4697 -21.172331506
November 104.1 -9.7137901127 5122 12.22858 149.53808167 -118.7858 -20.370017622
December 120.35 15.609990394 5232.2 2.151503 4.6289665317 33.58495 4.9537628846
Total 127.87473011 62.2694 1697.60394 190.1754
Avg 10.656227509 5.189116 Variance
S.D

KITPLY
Date Closing price Re(y) nifty Rm(X) x2 xy Re-Re>
4.7 3033.45
January 5.31 12.978723404 2766.65 -8.795266 77.356706054 -114.1513 7.5520978087
February 6.23 17.325800377 2674.6 -3.327128 11.0697839 -57.64516 11.899174781
March 6.36 2.0866773676 3060.35 14.42272 208.01477765 30.09556 -3.339948228
April 5.53 -13.050314465 3654 19.39811 376.28659629 -253.1514 -18.476940061
May 5.56 0.5424954792 4529.9 23.97099 574.60839491 13.00415 -4.8841301164
June 7.79 40.107913669 4340.9 -4.172278 17.407899818 -167.3413 34.681288073
July 6.55 -15.917843389 4711.4 8.535096 72.847870704 -135.8603 -21.344468985
August 8 22.13740458 4625.35 -1.826421 3.3358137472 -40.43222 16.710778985
September 7.55 -5.625 5083.4 9.903034 98.070089634 -55.70457 -11.051625596
October 8.75 15.894039735 4563.9 -10.21954 104.43895907 -162.4297 10.467414139
November 8.8 0.5714285714 5122 12.22858 149.53808167 6.987758 -4.8551970242
December 7.75 -11.931818182 5232.2 2.151503 4.6289665317 -25.67135 -17.358443777
Total 65.119507147 62.2694 1697.60394 -962.3
Avg 5.4266255956 5.189116 Variance

Apollo
Date Closing price Re(y) nifty Rm(X) x2 xy Re-Re>
452.65 3033.45
January 403.75 -10.803048713 2766.65 -8.795266 77.356706054 95.01569 -15.245121588
February 377.7 -6.4520123839 2674.6 -3.327128 11.0697839 21.46667 -10.894085259
March 395.5 4.7127349748 3060.35 14.42272 208.01477765 67.97044 0.2706620999
April 387.35 -2.0606826802 3654 19.39811 376.28659629 -39.97335 -6.5027555551
May 516.15 33.251581257 4529.9 23.97099 574.60839491 797.0733 28.809508382
June 584.25 13.193839 4340.9 -4.172278 17.407899818 -55.04836 8.7517661253
July 563.45 -3.5601198117 4711.4 8.535096 72.847870704 -30.38597 -8.0021926867
August 525.25 -6.7796610169 4625.35 -1.826421 3.3358137472 12.38252 -11.221733892
September 537.95 2.4178962399 5083.4 9.903034 98.070089634 23.94451 -2.0241766351
October 526.2 -2.1842178641 4563.9 -10.21954 104.43895907 22.3217 -6.6262907391
November 532.75 1.2447738502 5122 12.22858 149.53808167 15.22181 -3.1972990247
December 694.3 30.323791647 5232.2 2.151503 4.6289665317 65.24174 25.881718772
 53.3048745 62.2694 1697.60394 995.2308
AVG 4.442072875 5.189116 Variance
S.D
(Re-Re>)2 Market Variance
194.9528
27.875305961
291.22502362
816.34076755
55.038355374 Beta -0.064267
591.51461407 Alpha 4.732139
3843.9007678 Systematic 0.805204
294.50575305 Unsystemat681.8779
34.575943029
945.66866507 Beta=(nExy-Ex*Ey)/(n*Ex^2-(Ex*Ex))
165.96280733 Alpha=y*-bX*
439.48926544 Systematic Risk=b^2*MARKET VARIANCE
3.4171690911 Unsystemetic Risk=toal variance of index-systemetic risk
7509.5144374
682.68313067
8.7937

(Re-Re>)2

0.2093073546
62.195733677
186.10338735
33.264924211 Beta -0.258072
10.829591973 Alpha 5.663334
1695.1638804 Systematic 12.98408
1.3214989979 Unsystamat203.0096
0.0328793473
25.345204026
105.79575482
255.37988292
0.28830804
2375.9303531
215.99366846
7.5106

(Re-Re>)2

56.289248577
221.91639832
138.98241287
222.8171454 Beta -1.413325
699.56663432 Alpha 17.99013
5657.5652518 Systematic 389.4156
501.68510964 Unsystamat465.7997
654.32941381
366.47142591
448.2676214
414.93761792
24.539766717
9407.3680466
855.21527697
11.6646

(Re-Re>)2

57.034181311
141.59036047
11.155254166 0.894852
341.39731402 174.454
23.854726994 Beta -0.945966
1202.7917424 Alpha 10.33536
455.58635623 Systemetic 174.454
279.25013427 Unsystemti 104.5691
122.13842831
109.56675877
23.572938144
301.31557037
3069.2537655
279.02306959
11.6798

(Re-Re>)2

232.41373224
118.68109363
0.0732579723
42.28582981
829.98777323
76.593410312 Beta 0.522834
64.035087795 Alpha 1.729025
125.92731154 Systemetic 53.29144
4.09729105 Unsystemat 148.353
43.907728959
10.222721054
669.8633666
2218.0886042
201.64441856
14.2001