Period

Jan-03
Jan-04
Jan-05
Jan-06
Jan-07
Jan-08
Jan-09
Jan-10
Jan-11
Jan-12
Mean

Infosys
0.17
-0.19
0.15
-0.22
0.45
0.25
0.07
-0.12
0.35
0.30

Tata Motors
0.33000
0.67000
-0.56000
0.02000
0.21000
-0.34000
0.11000
0.09000
-0.16000
0.39703

Infosys

Tata Motors

Infosys

Tata Motors

Jan-03
Jan-04
Jan-05
Jan-06
Jan-07
Jan-08
Jan-09
Jan-10
Jan-11
Jan-12

Infosys
Tata Motors
ICICI Bank
Vedanta
Reliance
Wipro
ITC
ABB
HDFC
ONGC

Count
Mean
Infosys
Tata Motors
ICICI Bank
Vedanta
Reliance
Wipro
ITC
ABB
HDFC
ONGC

Weights

ICICI Bank
0.45000
0.37000
0.20000
0.25000
-0.67000
0.11000
0.37000
0.54031
0.11791
0.63703

Vedanta
0.49000
0.60000
0.10000
1.15000
-0.27000
0.01000
0.27000
0.44031
0.01791
0.53703

Reliance
0.48000
0.19000
-0.54000
0.49000
0.20000
0.10000
0.06000
0.23031
-0.19209
0.32703

ICICI Bank

Vedanta

Reliance

ICICI Bank

Vedanta

Reliance

Total

Constraint

PORT RETURN

Wipro
0.15000
0.06000
-0.28000
0.55000
-0.39000
0.14000
0.31000
-0.22000
-0.34209
0.17703

ITC
0.46000
0.17000
-0.07000
1.00000
-0.90000
-0.02000
0.24000
0.41031
-0.01209
0.50703

ABB
0.09000
-0.13000
0.54000
0.09000
-0.67000
-0.12000
0.19000
0.01000
0.05000
-0.17000

HDFC
0.11000
-0.18000
0.23000
0.34000
-0.22000
-0.65000
-0.14000
0.03031
-0.12000
0.33000

Wipro

ITC

ABB

HDFC

Wipro

ITC

ABB

HDFC

Port VAR

Portfolio STDEV

ONGC
0.05000
-0.08000
0.23000
-0.22000
0.15000
-0.32000
-0.06000
0.11031
-0.31209
0.20703

ONGC

ONGC

Variable
Mean Differences
Covariance
Mean
Weights
1
For covariance
For Constraint
For Portfolio Return
For Portfolio Risk

Name
Differences
Covar
Mean
Weights
Total
MMULT(TRANSPOSE(differences),differences)/n-1
MMULT(TRANSPOSE(weights),Total)
MMULT(TRANSPOSE(weights),mean)
MMULT(TRANSPOSE(weights),MMULT(covar,weights))