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    Assignment # 4

    Uploaded by

    Adeel Khalid
    This document contains data on the KSE 100 index and BUXLY from December 2010 to December 2011. It calculates the beta of the KSE 100 index with respect to BUXLY. The average return of the KSE 100 index was 4.63% with a standard deviation of 10.96%, while the average return of BUXLY was -6.89% with a standard deviation of 10.96%. The covariance between the KSE 100 index and BUXLY was 28.61. Using this covariance and the variance of the KSE 100 index, the beta of the KSE 100 index with respect to BUXLY was calculated to be 1.33.

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    Assignment # 4

    Uploaded by

    Adeel Khalid
    12 views1 page
    This document contains data on the KSE 100 index and BUXLY from December 2010 to December 2011. It calculates the beta of the KSE 100 index with respect to BUXLY. The average return of the KSE 100 index was 4.63% with a standard deviation of 10.96%, while the average return of BUXLY was -6.89% with a standard deviation of 10.96%. The covariance between the KSE 100 index and BUXLY was 28.61. Using this covariance and the variance of the KSE 100 index, the beta of the KSE 100 index with respect to BUXLY was calculated to be 1.33.

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    This document contains data on the KSE 100 index and BUXLY from December 2010 to December 2011. It calculates the beta of the KSE 100 index with respect to BUXLY. The average return of the KSE 100 index was 4.63% with a standard deviation of 10.96%, while the average return of BUXLY was -6.89% with a standard deviation of 10.96%. The covariance between the KSE 100 index and BUXLY was 28.61. Using this covariance and the variance of the KSE 100 index, the beta of the KSE 100 index with respect to BUXLY was calculated to be 1.33.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xls, pdf, or txt
    12 views1 page

    Assignment # 4

    Uploaded by

    Adeel Khalid
    This document contains data on the KSE 100 index and BUXLY from December 2010 to December 2011. It calculates the beta of the KSE 100 index with respect to BUXLY. The average return of the KSE 100 index was 4.63% with a standard deviation of 10.96%, while the average return of BUXLY was -6.89% with a standard deviation of 10.96%. The covariance between the KSE 100 index and BUXLY was 28.61. Using this covariance and the variance of the KSE 100 index, the beta of the KSE 100 index with respect to BUXLY was calculated to be 1.33.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
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    Download as xls, pdf, or txt
    of 1

    COMSATS-WAH

    COMPUTATION OF BETA FOR KSE 100 INDEX WITH BUXLY


    Date

    KSE 100

    Dec-10 12022.46
    Jan-11
    12359.36
    Feb-11
    11289.23
    Mar-11 11809.54
    Apr-11
    12057.54
    May-11 12123.15
    Jun-11
    12496.03
    Jul-11
    12190.37
    Aug-11 11070.58
    Sep-11
    11761.97
    Oct-11
    11868.88
    Nov-11 11532.83
    Dec-11 11347.66
    Average
    Standerd Deviation

    BUXLY R of KSE100 R of BUXLY


    14.50
    11.49
    9.00
    8.50
    7.41
    7.73
    8.73
    7.21
    6.00
    6.50
    6.00
    5.80
    5.67

    2.80
    -8.66
    4.61
    2.10
    0.54
    3.08
    -2.45
    -9.19
    6.25
    0.91
    -2.83
    -1.61
    -0.37
    4.63

    -20.76
    -21.67
    -5.56
    -12.82
    4.32
    12.94
    -17.41
    -16.78
    8.33
    -7.69
    -3.33
    -2.24
    -6.89
    10.96

    Covkse,buxly

    = 343.30/12

    28.61

    Veriancekse

    = 257.37/12

    21.45

    Betakse,buxly

    = 28.61/21.45

    1.33

    Assignment # 4
    Apr 2,2012

    KSE 100
    BUXLY
    [R - E(Ri)] [R - E(Ri)]2 [R - E(Ri)]
    3.17
    10.06
    -13.87
    -8.29
    68.70
    -14.78
    4.98
    24.79
    1.33
    2.47
    6.10
    -5.93
    0.91
    0.84
    11.21
    3.45
    11.87
    19.83
    -2.08
    4.31
    -10.52
    -8.82
    77.72
    -9.89
    6.62
    43.76
    15.22
    1.28
    1.64
    -0.80
    -2.46
    6.06
    3.56
    -1.24
    1.53
    4.65
    Total
    257.37
    -

    Prepared by Adeel Khalid


    Reg # FA10-MBA-010

    KSE * BUXLY
    -43.99
    122.51
    6.64
    -14.66
    10.25
    68.32
    21.84
    87.21
    100.71
    -1.03
    -8.75
    -5.74
    343.30

    Page # 1

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