STOCK

Date Stock Percentage Average Return Variance Variance Square

Closing Return
Rate

    Y ybar (y-ybar) (y-ybar)²

           
1st Sep 2010 104.7        
2nd Sep 2010 114.6 0.094555874 -0.005029411 0.099585285 0.009917229
6th Sep 2010 115.5 0.007853403 -0.0050294 0.012882803 0.000165967
8th Sep 2010 118 0.021645022 -0.0050294 0.026674422 0.000711525
9th Sep 2010 117.45 -0.004661017 -0.0050294 0.000368383 1.35706E-07
15th Sep 2010 114.75 -0.022988506 -0.0050294 -0.017959106 0.000322529
16th Sep 2010 108.97 -0.05037037 -0.0050294 -0.04534097 0.002055804
17th Sep 2010 109.5 0.004863724 -0.0050294 0.009893124 9.78739E-05
20th Sep 2010 111 0.01369863 -0.0050294 0.01872803 0.000350739
21st Sep 2010 104.5 -0.058558559 -0.0050294 -0.053529159 0.002865371
22nd Sep 2010 109.7 0.049760766 -0.0050294 0.054790166 0.003001962
23rd Sep 2010 104.5 -0.047402005 -0.0050294 -0.042372605 0.001795438
24th Sep 2010 106.23 0.016555024 -0.0050294 0.021584424 0.000465887
27th Sep 2010 103 -0.030405723 -0.0050294 -0.025376323 0.000643958
28th Sep 2010 103 0 -0.0050294 0.0050294 2.52949E-05
29th Sep 2010 103.8 0.00776699 -0.0050294 0.01279639 0.000163748
30th Sep 2010 101.2 -0.02504817 -0.0050294 -0.02001877 0.000400751
1st Oct 2010 107 0.057312253 -0.0050294 0.062341653 0.003886482
4th Oct 2010 111 0.037383178 -0.0050294 0.042412578 0.001798827
5th Oct 2010 112.5 0.013513514 -0.0050294 0.018542914 0.00034384
6th Oct 2010 111 -0.013333333 -0.0050294 -0.008303933 6.89553E-05
7th Oct 2010 111.95 0.008558559 -0.0050294 0.013587959 0.000184633
11th Oct 2010 110.7 -0.011165699 -0.0050294 -0.006136299 3.76542E-05
12th Oct 2010 109.01 -0.015266486 -0.0050294 -0.010237086 0.000104798
13th Oct 2010 108.13 -0.008072654 -0.0050294 -0.003043254 9.26139E-06
14th Oct 2010 107.1 -0.009525571 -0.0050294 -0.004496171 2.02156E-05
15th Oct 2010 88.96 -0.169374416 -0.0050294 -0.164345016 0.027009284
18th Oct 2010 87.5 -0.016411871 -0.0050294 -0.011382471 0.000129561
19th Oct 2010 88.36 0.009828571 -0.0050294 0.014857971 0.000220759
21st Oct 2010 87.78 -0.006564056 -0.0050294 -0.001534656 2.35517E-06
SUM -3.18431E-07 0.056800836
 MARKET

Date Market Percentage Average Variance Variance (x-xbar)(y-ybar)

Closing Return Return Square
Rate

    x Xbar (x - xbar) (x - xbar)²  

             
1st Sep 10 9735          
2nd Sep 10 9762 0.0027735 0.002825288 -5.17906E-05 2.68227E-09 -5.15758E-06
6th Sep 10 9706 -0.00573653 0.002827138 -0.008563667 7.33364E-05 -0.000110324
8th Sep 10 9891 0.01906038 0.003144311 0.015916064 0.000253321 0.000424552
9th Sep 10 9879 -0.00121322 0.002532154 -0.003745379 1.40279E-05 -1.37973E-06
15th Sep 10 10046 0.01690454 0.00268197 0.014222575 0.000202282 -0.000255425
16th Sep 10 10017 -0.00288672 0.002089362 -0.004976083 2.47614E-05 0.00022562
17th Sep 10 10052 0.00349406 0.002305714 0.001188346 1.41217E-06 1.17565E-05
20th Sep 10 10063 0.00109431 0.002251698 -0.001157388 1.33955E-06 -2.16756E-05
21st Sep 10 9995 -0.00675743 0.002306812 -0.00906424 8.21604E-05 0.000485201
22nd Sep 10 9946 -0.00490245 0.002760024 -0.007662475 5.87135E-05 -0.000419828
23rd Sep 10 9866 -0.00804343 0.003163312 -0.011206746 0.000125591 0.000474859
24th Sep 10 9909 0.0043584 0.003785909 0.000572494 3.27749E-07 1.23569E-05
27th Sep 10 9936 0.0027248 0.003752233 -0.001027437 1.05563E-06 2.60726E-05
28th Sep 10 9981 0.00452899 0.003816448 0.000712538 5.0771E-07 3.58364E-06
29th Sep 10 10022 0.0041078 0.003768945 0.00033886 1.14826E-07 4.33618E-06
30th Sep 10 10013 -0.00089802 0.003744741 -0.004642765 2.15553E-05 9.29424E-05
1st Oct 10 10042 0.00289623 0.004101877 -0.001205642 1.45357E-06 -7.51617E-05
4th Oct 10 10045 0.00029875 0.004202347 -0.003903602 1.52381E-05 -0.000165562
5th Oct 10 10024 -0.00209059 0.00455722 -0.006647812 4.41934E-05 -0.00012327
6th Oct 10 10029 0.0004988 0.005222001 -0.004723198 2.23086E-05 3.92211E-05
7th Oct 10 10191 0.01615316 0.005746801 0.010406355 0.000108292 0.000141401
11th Oct 10 10322 0.01285448 0.004446006 0.008408473 7.07024E-05 -5.15969E-05
12th Oct 10 10292 -0.00290641 0.003244796 -0.006151209 3.78374E-05 6.29705E-05
13th Oct 10 10389 0.0094248 0.004269997 0.005154798 2.65719E-05 -1.56874E-05
14th Oct 10 10409 0.00192511 0.003239038 -0.001313925 1.7264E-06 5.90763E-06
15th Oct 10 10431 0.00211356 0.003567519 -0.001453963 2.11401E-06 0.000238952
18th Oct 10 10484 0.00508101 0.004052173 0.001028835 1.0585E-06 -1.17107E-05
19th Oct 10 10464 -0.00190767 0.003537756 -0.005445425 2.96526E-05 -8.0908E-05
21st Oct 10 10558 0.00898318 0.00898318 0 0 0
SUM 0.00122165
0.000912046
-0.024993409 8
Calculation of Beta, Risk and Return
 STOCK

Stock Variance = 0.056800836 / 30

Stock Variance = 0.001893361

Stock Standard Deviation = √(0.001893361)

Stock Standard Deviation = 0.043512771

MARKET

Market Variance = 0.001221658 / 30

Market Variance = 4.07219E-05

Market Standard Deviation = √(4.07219E-05)

Market Standard Deviation = 0.006381375

BETA

BETA = 0.00091205 / -0.0249934

BETA = -0.036491
ANALYSIS OF RETURN, RISK AND BETA