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  • Calculation of Beta Value

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    Gaurav Bhardwaj
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    This document contains stock market index and company stock return data from November 10th to November 17th. It includes the daily returns of the BSE 30 index, six companies (ICICI, HDFC, Axis Bank, SBI, BOB, Axis Bank), variance and covariance values, and beta values. The stock returns ranged from about -0.15% to 0% for the indexes and companies over this period.

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    Calculation of Beta Value

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    This document contains stock market index and company stock return data from November 10th to November 17th. It includes the daily returns of the BSE 30 index, six companies (ICICI, HDFC, Axis Bank, SBI, BOB, Axis Bank), variance and covariance values, and beta values. The stock returns ranged from about -0.15% to 0% for the indexes and companies over this period.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    2 views2 pages

    Calculation of Beta Value

    Uploaded by

    Gaurav Bhardwaj
    This document contains stock market index and company stock return data from November 10th to November 17th. It includes the daily returns of the BSE 30 index, six companies (ICICI, HDFC, Axis Bank, SBI, BOB, Axis Bank), variance and covariance values, and beta values. The stock returns ranged from about -0.15% to 0% for the indexes and companies over this period.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    of 2

    BSE Sensex Indices

    Date
    BSE 30
    Return
    ICICI
    Return
    HDFC
    Return
    Axis
    10-Nov-16 27517.68
    0
    292.55
    0 1286.15
    0
    635.95
    11-Nov-16 26818.82 -0.025397
    284.05 -0.029055 1270.98 -0.011795
    570.35
    15-Nov-16 26304.63 -0.019173
    275.55 -0.029924 1255.82 -0.011928
    504.75
    16-Nov-16 26298.69 -0.000226
    267.05 -0.030847 1240.66 -0.012072
    439.15
    17-Nov-16 26227.62 -0.002702
    258.55 -0.031829
    1225.5 -0.012219
    373.55
    Variance
    0.00011
    144.5 0.00015 459.772 2.31E-05 8606.72
    Co-variance
    -0.042 6.22E-05 -0.07489 2.70E-05 -0.32416
    Beta Value

    -0.00029 0.41808 -0.00016 1.16887

    ###

    dices
    Return

    SBI
    Return
    BOB
    Return
    0
    287.75
    0
    179.1
    0
    -0.103153
    283.58 -0.014492
    174.02 -0.028364
    -0.115017
    279.42 -0.01467
    168.95 -0.029135
    -0.129965
    275.26 -0.014888
    163.87 -0.030068
    -0.149379
    271.1 -0.015113
    158.8 -0.030939
    0.00271 34.6445 3.50E-05 51.5113 0.00014
    0.00013 -0.02053 3.29E-05 -0.02507 6.09E-05
    0.04899 -0.00059 0.93799 -0.00049 0.43133

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