Download as xlsx, pdf, or txt
Download as xlsx, pdf, or txt
You are on page 1of 21

Symbol Date Close price LTP Price Relativity Daily Returns

SBIN 5-May-16 180.85 181.2 0.9802168022 -0.0199815051


SBIN 6-May-16 184.5 184.3 0.9754163362 -0.0248908876
SBIN 9-May-16 189.15 189.35 0.9973635645 -0.0026399171
SBIN 10-May-16 189.65 189.5 1.0262445887 0.0259061089
SBIN 11-May-16 184.8 184.9 0.9814126394 -0.0187622765
SBIN 12-May-16 188.3 188.7 1.0192151556 0.0190328758
SBIN 13-May-16 184.75 185 1.0411383488 0.0403146807
SBIN 16-May-16 177.45 177.6 0.9997183099 -0.0002817298
SBIN 17-May-16 177.5 177.65 0.9828349945 -0.0173140321
Daily Re
SBIN 18-May-16 180.6 180.7 1.0442324371 0.0432821056 0.1
SBIN 19-May-16 172.95 172.7 1.0075735508 0.0075450155 0.05
SBIN 20-May-16 171.65 172 1.0168838863 0.0167429377
SBIN 23-May-16 168.8 168.8 0.9929411765 -0.0070838549 0
SBIN 24-May-16 170 170.6 0.8483033932 -0.1645169322 -0.05
SBIN 27-May-16 200.4 200 1.0062766759 0.0062570596
SBIN 30-May-16 199.15 198.6 0.9700438383 -0.0304140144 -0.1
SBIN 31-May-16 205.3 205 1.0400202634 0.039240197
-0.15
SBIN 1-Jun-16 197.4 197.4 0.9806259314 -0.0195642056
SBIN 2-Jun-16 201.3 201.3 1.0171803941 0.01703448 -0.2
SBIN 3-Jun-16 197.9 197.95 0.9831097864 -0.01703448 1 18 35 5 2 69 86 0 3 2 0 3 7 5 4 7
1 1 1 1 1
SBIN 6-Jun-16 201.3 201.25 0.9606299213 -0.0401660417
SBIN 7-Jun-16 209.55 209.5 0.9947780679 -0.0052356141
SBIN 8-Jun-16 210.65 210.65 1.0004749466 0.0004748338
SBIN 9-Jun-16 210.55 210.2 1.0144543483 0.0143508801
SBIN 10-Jun-16 207.55 207.5 1.0204031465 0.0201977909
SBIN 13-Jun-16 203.4 203.8 0.9720430108 -0.0283552258
SBIN 14-Jun-16 209.25 209.3 0.9645079511 -0.0361372029
SBIN 15-Jun-16 216.95 216.45 1.000922722 0.0009222966
SBIN 16-Jun-16 216.75 216.35 1.0097833683 0.009735821
SBIN 17-Jun-16 214.65 214.05 0.9887148779 -0.0113492822
SBIN 20-Jun-16 217.1 216.7 1.0109429569 0.010883516
SBIN 21-Jun-16 214.75 214.35 1.0053838951 0.0053694538
SBIN 22-Jun-16 213.6 213.8 0.9800412939 -0.0201605716
SBIN 23-Jun-16 217.95 217.9 1.0261299435 0.0257943893
SBIN 24-Jun-16 212.4 211.9 0.9761029412 -0.0241872256
SBIN 27-Jun-16 217.6 217.25 1.0011502185 0.0011495575
SBIN 28-Jun-16 217.35 217.3 0.9949645228 -0.005048198
SBIN 29-Jun-16 218.45 218.25 0.9938580528 -0.0061608866
SBIN 30-Jun-16 219.8 220.7 0.9950203712 -0.0049920685
SBIN 1-Jul-16 220.9 220.7 0.9863808886 -0.0137127022
SBIN 4-Jul-16 223.95 223.8 1 0
SBIN 5-Jul-16 223.95 223.7 1.0122033898 0.0121295288
SBIN 7-Jul-16 221.25 221.1 1.0068259386 0.0068027473
SBIN 8-Jul-16 219.75 219.45 0.9723451327 -0.0280444627
SBIN 11-Jul-16 226 225.85 0.9944994499 -0.0055157338
SBIN 12-Jul-16 227.25 226.95 0.9978046103 -0.0021978031
SBIN 13-Jul-16 227.75 227.3 0.9799913941 -0.0202114888
SBIN 14-Jul-16 232.4 231.75 1.0023722234 0.0023694141
SBIN 15-Jul-16 231.85 231.9 1.0120034919 0.0119320214
SBIN 18-Jul-16 229.1 229 0.9932798613 -0.0067428205
SBIN 19-Jul-16 230.65 230.25 0.9935386603 -0.0064823045
SBIN 20-Jul-16 232.15 232.1 1.0263041556 0.0259641508
SBIN 21-Jul-16 226.2 225.3 1.0071237756 0.0070985214
SBIN 22-Jul-16 224.6 224.6 0.9729261425 -0.0274471066
SBIN 25-Jul-16 230.85 230.7 1.0145023072 0.0143981545
SBIN 26-Jul-16 227.55 227.7 0.9908556499 -0.0091864163
SBIN 27-Jul-16 229.65 229.8 0.9971775944 -0.0028263961
SBIN 28-Jul-16 230.3 229.7 1.0052378874 0.0052242174
SBIN 29-Jul-16 229.1 229.9 1.0112557934 0.0111929183
SBIN 1-Aug-16 226.55 226.25 0.9908156571 -0.009226779
SBIN 2-Aug-16 228.65 228.75 1.0057180559 0.0057017698
SBIN 3-Aug-16 227.35 227.5 1.0024250441 0.0024221084
SBIN 4-Aug-16 226.8 227.5 0.970890411 -0.0295416791
SBIN 5-Aug-16 233.6 232.95 0.9976510784 -0.0023516847
SBIN 8-Aug-16 234.15 233.7 0.9921610169 -0.0078698694
SBIN 9-Aug-16 236 236 1.0165841051 0.0164480906
SBIN 10-Aug-16 232.15 231.95 1.0186485301 0.0184767782
SBIN 11-Aug-16 227.9 227.9 0.9332514333 -0.0690806254
SBIN 12-Aug-16 244.2 244.55 0.9878640777 -0.0122101639
SBIN 16-Aug-16 247.2 246.65 1.0006071645 0.0006069803
SBIN 17-Aug-16 247.05 246.2 0.9921686747 -0.0078621512
SBIN 18-Aug-16 249 248.8 0.962690895 -0.0380229
SBIN 19-Aug-16 258.65 258.7 1.0133202742 0.0132323394
SBIN 22-Aug-16 255.25 254.7 0.9996083807 -0.000391696
SBIN 23-Aug-16 255.35 255.9 1.0021585557 0.0021562294
SBIN 24-Aug-16 254.8 254.5 1.0123162495 0.0122410216
SBIN 25-Aug-16 251.7 250.9 1.0130811028 0.0129962841
SBIN 26-Aug-16 248.45 248.5 0.9924106251 -0.0076183207
SBIN 29-Aug-16 250.35 250.8 0.9854359378 -0.0146711593
SBIN 30-Aug-16 254.05 253.95 1.0003937783 0.0003937008
SBIN 31-Aug-16 253.95 253.3 1.0045490506 0.004538735
SBIN 1-Sep-16 252.8 253 0.9904015671 -0.0096447948
SBIN 2-Sep-16 255.25 255.4 0.9785317232 -0.0217020724
SBIN 6-Sep-16 260.85 261.95 0.9766005241 -0.0236775906
SBIN 7-Sep-16 267.1 267.45 0.9925678187 -0.0074599376
SBIN 8-Sep-16 269.1 268.95 1.0143234075 0.0142217966
SBIN 9-Sep-16 265.3 265 1.044077135 0.0431333708
SBIN 12-Sep-16 254.1 254.8 0.9818392581 -0.0183276723
SBIN 14-Sep-16 258.8 259 1.0060252672 0.0060071879
SBIN 15-Sep-16 257.25 257.7 1.0068493151 0.0068259651
SBIN 16-Sep-16 255.5 256.6 0.9949376947 -0.0050751622
SBIN 19-Sep-16 256.8 256.65 1.0052847915 0.005270876
SBIN 20-Sep-16 255.45 254.9 1.0124851367 0.0124078401
SBIN 21-Sep-16 252.3 252.65 0.9763931889 -0.0238899163
SBIN 22-Sep-16 258.4 258.25 1.012539185 0.0124612204
SBIN 23-Sep-16 255.2 255.1 1.0118953212 0.0118251279
SBIN 26-Sep-16 252.2 252.55 1.0102143 0.0101624866
SBIN 27-Sep-16 249.65 249.65 0.9805577376 -0.0196337492
SBIN 28-Sep-16 254.6 254.5 1.0303520842 0.0299005731
SBIN 29-Sep-16 247.1 247.25 0.9815292949 -0.0186434186
SBIN 30-Sep-16 251.75 252.4 0.9801440529 -0.0200557253
SBIN 3-Oct-16 256.85 257 0.9829697666 -0.0171769156
SBIN 4-Oct-16 261.3 262.75 0.9998086857 -0.0001913326
SBIN 5-Oct-16 261.35 260.7 1.0157403809 0.0156177859
SBIN 6-Oct-16 257.3 257.95 0.9924783028 -0.0075501278
SBIN 7-Oct-16 259.25 258.9 1.0071872572 0.0071615519
SBIN 10-Oct-16 257.4 257.75 1.0302181309 0.0297705574
SBIN 13-Oct-16 249.85 249.9 0.9900931246 -0.009956275
SBIN 14-Oct-16 252.35 252.55 0.9968398183 -0.0031651856
SBIN 17-Oct-16 253.15 253 0.9819627618 -0.0182018921
SBIN 18-Oct-16 257.8 257.7 1.0076216533 0.0075927553
SBIN 19-Oct-16 255.85 255.55 0.9827155752 -0.0174355444
SBIN 20-Oct-16 260.35 260.45 1.0057948619 0.0057781363
SBIN 21-Oct-16 258.85 259.45 0.9842205323 -0.0159052888
SBIN 24-Oct-16 263 263.1 1.0038167939 0.0038095284
SBIN 25-Oct-16 262 262.25 1.0111925897 0.0111304162
SBIN 26-Oct-16 259.1 257.5 1.0142885105 0.0141873918
SBIN 27-Oct-16 255.45 255.35 0.9811791819 -0.0190001838
SBIN 28-Oct-16 260.35 260.35 1 0
SBIN 30-Oct-16 260.35 260.35 0.9937022901 -0.0063176242
SBIN 1-Nov-16 262 262 1.031090122 0.0306166134
SBIN 2-Nov-16 254.1 254.1 1.0123505976 0.0122749512
SBIN 3-Nov-16 251 251 1.0217789538 0.0215451805
SBIN 4-Nov-16 245.65 245.95 0.9605083089 -0.0402926462
SBIN 7-Nov-16 255.75 254.9 1.0009784736 0.0009779952
SBIN 8-Nov-16 255.5 255.5 0.9725923106 -0.027790287
SBIN 9-Nov-16 262.7 263.05 0.9241864556 -0.0788414359
SBIN 10-Nov-16 284.25 284.6 1.0317604356 0.031266504
SBIN 11-Nov-16 275.5 275 0.9804270463 -0.0197670407
SBIN 15-Nov-16 281 280.55 1.0086145011 0.008577608
SBIN 16-Nov-16 278.6 278.15 0.9944672497 -0.0055481127
SBIN 17-Nov-16 280.15 281.25 1.0084593233 0.0084237437
SBIN 18-Nov-16 277.8 277.9 1.0692840647 0.0669893261
SBIN 21-Nov-16 259.8 261.35 1.0003850597 0.0003849856
SBIN 22-Nov-16 259.7 260.1 0.9946380697 -0.005376357
SBIN 23-Nov-16 261.1 260.55 0.9884535302 -0.0116136479
SBIN 24-Nov-16 264.15 264.45 1.0045636052 0.0045532236
SBIN 25-Nov-16 262.95 263 1.0273490916 0.0269817871
SBIN 28-Nov-16 255.95 256.2 1.0043162645 0.0043069761
SBIN 29-Nov-16 254.85 255.25 0.9781232009 -0.0221196446
SBIN 30-Nov-16 260.55 260.15 1.0134189032 0.0133296671
SBIN 1-Dec-16 257.1 257.95 1.0033170732 0.0033115838
SBIN 2-Dec-16 256.25 256 0.989000386 -0.0110605571
SBIN 5-Dec-16 259.1 259.6 0.9910116657 -0.0090289731
SBIN 6-Dec-16 261.45 261.7 1.0173151751 0.0171669757
SBIN 7-Dec-16 257 257.85 0.9816653934 -0.0185047686
SBIN 8-Dec-16 261.8 261.7 0.977412731 -0.0228462689
SBIN 9-Dec-16 267.85 267.65 1.0113271663 0.0112634943
SBIN 12-Dec-16 264.85 264.8 0.9910196445 -0.0090209219
SBIN 13-Dec-16 267.25 267.5 1.0094428706 0.0093985654
SBIN 14-Dec-16 264.75 264.75 0.9919445485 -0.0080880719
SBIN 15-Dec-16 266.9 267.1 1.0043273754 0.0043180392
SBIN 16-Dec-16 265.75 265.75 1.0094966762 0.0094518662
SBIN 19-Dec-16 263.25 263.35 1.0269163253 0.0265604528
SBIN 20-Dec-16 256.35 256.7 0.9974708171 -0.0025323867
SBIN 21-Dec-16 257 256.55 1.0220719825 0.0218319223
SBIN 22-Dec-16 251.45 251.7 1.0029916235 0.0029871575
SBIN 23-Dec-16 250.7 250.85 1.0241013072 0.0238154545
SBIN 26-Dec-16 244.8 244.85 0.9797878727 -0.0204191872
SBIN 27-Dec-16 249.85 249.8 1.0076628352 0.0076336249
SBIN 28-Dec-16 247.95 247.8 0.9912052768 -0.008833625
SBIN 25-Aug-16 250.15 250 1.0113199919 0.0112564003
SBIN 29-Dec-16 247.35 247.6 0.9897959184 -0.0102565002
SBIN 30-Dec-16 249.9 250.2 1.0210418795 0.0208235564
SBIN 2-Jan-17 244.75 244.6 0.997554514 -0.0024484811
SBIN 3-Jan-17 245.35 245.4 1.0073906795 0.0073635023
SBIN 4-Jan-17 243.55 243.7 0.989437335 -0.010618846
SBIN 5-Jan-17 246.15 246.2 0.9969623329 -0.0030422901
SBIN 6-Jan-17 246.9 247.15 0.9965691221 -0.0034367769
SBIN 9-Jan-17 247.75 247.5 0.9969818913 -0.0030226723
SBIN 10-Jan-17 248.5 248.85 0.9831849654 -0.0169580124
SBIN 11-Jan-17 252.75 252.7 1.0031752332 0.0031702028
SBIN 12-Jan-17 251.95 252.05 1.0003970617 0.0003969829
SBIN 13-Jan-17 251.85 251.95 0.9841735053 -0.015953071
SBIN 16-Jan-17 255.9 256.2 0.998049922 -0.0019519819
SBIN 17-Jan-17 256.4 256.5 0.9926442122 -0.0073829751
SBIN 18-Jan-17 258.3 258.4 0.9972972973 -0.0027063616
SBIN 19-Jan-17 259 258.85 1.0292072323 0.0287888285
SBIN 20-Jan-17 251.65 251.8 0.9876373626 -0.0124396905
SBIN 23-Jan-17 254.8 255 0.9980415198 -0.0019604005
SBIN 24-Jan-17 255.3 255.1 0.9870481345 -0.0130364722
SBIN 25-Jan-17 258.65 259.3 0.968001497 -0.0325216452
SBIN 27-Jan-17 267.2 267.2 1.0007490637 0.0007487833
SBIN 30-Jan-17 267 267 1.0192784883 0.0190950125
SBIN 31-Jan-17 261.95 261.9 0.9646473946 -0.0359926386
SBIN 1-Feb-17 271.55 271.55 0.9881732169 -0.0118972759
SBIN 2-Feb-17 274.8 274.55 0.983712189 -0.0164219156
SBIN 3-Feb-17 279.35 279.65 1.0019727403 0.001970797
SBIN 6-Feb-17 278.8 278.6 0.9955365113 -0.0044734798
SBIN 7-Feb-17 280.05 280.05 1.0001785714 0.0001785555
SBIN 8-Feb-17 280 280 1.0079193665 0.0078881728
SBIN 9-Feb-17 277.8 278.2 0.9969495783 -0.0030550837
SBIN 10-Feb-17 278.65 277.5 1.0182715147 0.0181065964
SBIN 13-Feb-17 273.65 273.5 1.0060661765 0.0060478513
SBIN 14-Feb-17 272 272 1.0033198082 0.0033143098
SBIN 15-Feb-17 271.1 271.1 0.9941327466 -0.0058845333
SBIN 16-Feb-17 272.7 272.6 1.0055309735 0.0055157338
SBIN 17-Feb-17 271.2 271.2 0.9988950276 -0.0011055833
SBIN 20-Feb-17 271.5 271.35 0.9950522265 -0.0049600543
SBIN 21-Feb-17 272.85 272.85 0.9965303141 -0.0034757192
SBIN 22-Feb-17 273.8 273 1.0049550376 0.0049428018
SBIN 23-Feb-17 272.45 272.55 1.0090740741 0.009033152
SBIN 27-Feb-17 270 270.1 0.9957588051 -0.0042502143
SBIN 28-Feb-17 271.15 271.2 0.9901405879 -0.0099083379
SBIN 1-Mar-17 273.85 273.95 1.0161410019 0.0160121209
SBIN 2-Mar-17 269.5 269.4 1.006912012 0.0068882335
SBIN 3-Mar-17 267.65 268 0.9843692534 -0.0157541948
SBIN 6-Mar-17 271.9 272.3 1.0062916358 0.0062719261
SBIN 7-Mar-17 270.2 270 0.9933823529 -0.0066396408
SBIN 8-Mar-17 272 272.2 0.9901710957 -0.0098775268
SBIN 9-Mar-17 274.7 274.7 1.0042039846 0.0041951726
SBIN 10-Mar-17 273.55 273.35 0.9886158294 -0.0114494663
SBIN 14-Mar-17 276.7 276.4 0.9930019738 -0.0070226272
SBIN 15-Mar-17 278.65 277.95 0.9918134899 -0.0082202035
SBIN 16-Mar-17 280.95 280.7 1.0175660992 0.0174135986
SBIN 17-Mar-17 276.1 276 1.0001811266 0.0001811102
SBIN 20-Mar-17 276.05 276.1 1.0072979383 0.0072714372
SBIN 21-Mar-17 274.05 274.2 1.0165059347 0.0163711925
SBIN 22-Mar-17 269.6 270.05 0.9961204508 -0.0038870942
SBIN 23-Mar-17 270.65 270.9 0.9740867374 -0.0262549265
SBIN 24-Mar-17 277.85 277.2 0.9887900356 -0.0112732696
SBIN 27-Mar-17 281 280.25 0.9913565003 -0.0086810714
SBIN 28-Mar-17 283.45 283.6 0.9799481417 -0.0202556253
SBIN 29-Mar-17 289.25 289.5 0.9921111302 -0.0079201516
SBIN 30-Mar-17 291.55 292.1 0.9942028986 -0.0058139699
SBIN 31-Mar-17 293.25 293.2 0.9955864879 -0.0044232804
SBIN 3-Apr-17 294.55 294.9 0.9890866353 -0.0109733523
SBIN 5-Apr-17 297.8 298.05 1.0120645709 0.0119923741
SBIN 6-Apr-17 294.25 293.8 1.0136066138 0.0135148751
SBIN 7-Apr-17 290.3 289.45 0.9982806052 -0.0017208746
SBIN 10-Apr-17 290.8 291.5 0.9840947547 -0.0160330912
SBIN 11-Apr-17 295.5 295.45 1.0133744856 0.0132858367
SBIN 12-Apr-17 291.6 291.8 0.9969230769 -0.0030816665
SBIN 13-Apr-17 292.5 293 1.0048093439 0.0047978159
SBIN 17-Apr-17 291.1 291.35 0.9998282672 -0.0001717475
SBIN 18-Apr-17 291.15 291.95 1.0199684708 0.0197717159
SBIN 19-Apr-17 285.45 286.25 0.9979024646 -0.0020997383
SBIN 20-Apr-17 286.05 286.25 1.0120290111 0.0119572376
SBIN 21-Apr-17 282.65 282.85 0.9863898098 -0.0137036579
SBIN 24-Apr-17 286.55 286.75 0.9989541572 -0.0010463901
SBIN 25-Apr-17 286.85 286.6 1 0
SBIN 26-Apr-17 286.85 286.3 1.0173789679 0.0172296808
SBIN 27-Apr-17 281.95 282.1 #DIV/0! #DIV/0!
Daily Returns

Daily Returns

5 2 69 86 1 0 3 1 2 0 13 7 15 4 1 7 1 18 8 20 5 2 2 2 2 3 9
Date Close price Price Relativity Daily Returns S.D.
5-May-16 180.85 0.9802168022 -0.0199815051 0.000329
6-May-16 184.5 0.9754163362 -0.0248908876 0.000532
9-May-16 189.15 0.9973635645 -0.0026399171 6.48E-07
10-May-16 189.65 1.0262445887 0.0259061089 0.00077
11-May-16 184.8 0.9814126394 -0.0187622765 0.000287
12-May-16 188.3 1.0192151556 0.0190328758 0.000435
13-May-16 184.75 1.0411383488 0.0403146807 0.001777
16-May-16 177.45 0.9997183099 -0.0002817298 2.41E-06 Excel value
17-May-16 177.5 0.9828349945 -0.0173140321 0.00024
18-May-16 180.6 1.0442324371 0.0432821056 0.002036
19-May-16 172.95 1.0075735508 0.0075450155 8.8E-05
20-May-16 171.65 1.0168838863 0.0167429377 0.000345
23-May-16 168.8 0.9929411765 -0.0070838549 2.76E-05
24-May-16 170 0.8483033932 -0.1645169322 0.026465
27-May-16 200.4 1.0062766759 0.0062570596 6.55E-05
30-May-16 199.15 0.9700438383 -0.0304140144 0.000817
31-May-16 205.3 1.0400202634 0.039240197 0.001687
1-Jun-16 197.4 0.9806259314 -0.0195642056 0.000314
2-Jun-16 201.3 1.0171803941 0.01703448 0.000356
3-Jun-16 197.9 0.9831097864 -0.01703448 0.000231
6-Jun-16 201.3 0.9606299213 -0.0401660417 0.001469
7-Jun-16 209.55 0.9947780679 -0.0052356141 1.16E-05
8-Jun-16 210.65 1.0004749466 0.0004748338 5.34E-06
9-Jun-16 210.55 1.0144543483 0.0143508801 0.000262
10-Jun-16 207.55 1.0204031465 0.0201977909 0.000485
13-Jun-16 203.4 0.9720430108 -0.0283552258 0.000703
14-Jun-16 209.25 0.9645079511 -0.0361372029 0.001177
15-Jun-16 216.95 1.000922722 0.0009222966 7.6E-06
16-Jun-16 216.75 1.0097833683 0.009735821 0.000134
17-Jun-16 214.65 0.9887148779 -0.0113492822 9.05E-05
20-Jun-16 217.1 1.0109429569 0.010883516 0.000162
21-Jun-16 214.75 1.0053838951 0.0053694538 5.19E-05
22-Jun-16 213.6 0.9800412939 -0.0201605716 0.000336
23-Jun-16 217.95 1.0261299435 0.0257943893 0.000763
24-Jun-16 212.4 0.9761029412 -0.0241872256 0.0005
27-Jun-16 217.6 1.0011502185 0.0011495575 8.91E-06
28-Jun-16 217.35 0.9949645228 -0.005048198 1.03E-05
29-Jun-16 218.45 0.9938580528 -0.0061608866 1.87E-05
30-Jun-16 219.8 0.9950203712 -0.0049920685 9.97E-06
1-Jul-16 220.9 0.9863808886 -0.0137127022 0.000141
4-Jul-16 223.95 1 0 3.37E-06
5-Jul-16 223.95 1.0122033898 0.0121295288 0.000195
7-Jul-16 221.25 1.0068259386 0.0068027473 7.46E-05
8-Jul-16 219.75 0.9723451327 -0.0280444627 0.000687
11-Jul-16 226 0.9944994499 -0.0055157338 1.35E-05
12-Jul-16 227.25 0.9978046103 -0.0021978031 1.32E-07
13-Jul-16 227.75 0.9799913941 -0.0202114888 0.000338
14-Jul-16 232.4 1.0023722234 0.0023694141 1.77E-05
15-Jul-16 231.85 1.0120034919 0.0119320214 0.00019
18-Jul-16 229.1 0.9932798613 -0.0067428205 2.41E-05
19-Jul-16 230.65 0.9935386603 -0.0064823045 2.16E-05
20-Jul-16 232.15 1.0263041556 0.0259641508 0.000773
21-Jul-16 226.2 1.0071237756 0.0070985214 7.98E-05
22-Jul-16 224.6 0.9729261425 -0.0274471066 0.000656
25-Jul-16 230.85 1.0145023072 0.0143981545 0.000264
26-Jul-16 227.55 0.9908556499 -0.0091864163 5.4E-05
27-Jul-16 229.65 0.9971775944 -0.0028263961 9.83E-07
28-Jul-16 230.3 1.0052378874 0.0052242174 4.98E-05
29-Jul-16 229.1 1.0112557934 0.0111929183 0.00017
1-Aug-16 226.55 0.9908156571 -0.009226779 5.46E-05
2-Aug-16 228.65 1.0057180559 0.0057017698 5.68E-05
3-Aug-16 227.35 1.0024250441 0.0024221084 1.81E-05
4-Aug-16 226.8 0.970890411 -0.0295416791 0.000768
5-Aug-16 233.6 0.9976510784 -0.0023516847 2.67E-07
8-Aug-16 234.15 0.9921610169 -0.0078698694 3.64E-05
9-Aug-16 236 1.0165841051 0.0164480906 0.000334
10-Aug-16 232.15 1.0186485301 0.0184767782 0.000413
11-Aug-16 227.9 0.9332514333 -0.0690806254 0.004522
12-Aug-16 244.2 0.9878640777 -0.0122101639 0.000108
16-Aug-16 247.2 1.0006071645 0.0006069803 5.96E-06
17-Aug-16 247.05 0.9921686747 -0.0078621512 3.63E-05
18-Aug-16 249 0.962690895 -0.0380229 0.00131
19-Aug-16 258.65 1.0133202742 0.0132323394 0.000227
22-Aug-16 255.25 0.9996083807 -0.000391696 2.08E-06
23-Aug-16 255.35 1.0021585557 0.0021562294 1.59E-05
24-Aug-16 254.8 1.0123162495 0.0122410216 0.000198
25-Aug-16 251.7 1.0130811028 0.0129962841 0.00022
26-Aug-16 248.45 0.9924106251 -0.0076183207 3.34E-05
29-Aug-16 250.35 0.9854359378 -0.0146711593 0.000165
30-Aug-16 254.05 1.0003937783 0.0003937008 4.97E-06
31-Aug-16 253.95 1.0045490506 0.004538735 4.06E-05
1-Sep-16 252.8 0.9904015671 -0.0096447948 6.1E-05
2-Sep-16 255.25 0.9785317232 -0.0217020724 0.000395
6-Sep-16 260.85 0.9766005241 -0.0236775906 0.000477
7-Sep-16 267.1 0.9925678187 -0.0074599376 3.16E-05
8-Sep-16 269.1 1.0143234075 0.0142217966 0.000258
9-Sep-16 265.3 1.044077135 0.0431333708 0.002022
12-Sep-16 254.1 0.9818392581 -0.0183276723 0.000272
14-Sep-16 258.8 1.0060252672 0.0060071879 6.15E-05
15-Sep-16 257.25 1.0068493151 0.0068259651 7.5E-05
16-Sep-16 255.5 0.9949376947 -0.0050751622 1.05E-05
19-Sep-16 256.8 1.0052847915 0.005270876 5.05E-05
20-Sep-16 255.45 1.0124851367 0.0124078401 0.000203
21-Sep-16 252.3 0.9763931889 -0.0238899163 0.000486
22-Sep-16 258.4 1.012539185 0.0124612204 0.000204
23-Sep-16 255.2 1.0118953212 0.0118251279 0.000187
26-Sep-16 252.2 1.0102143 0.0101624866 0.000144
27-Sep-16 249.65 0.9805577376 -0.0196337492 0.000317
28-Sep-16 254.6 1.0303520842 0.0299005731 0.001007
29-Sep-16 247.1 0.9815292949 -0.0186434186 0.000283
30-Sep-16 251.75 0.9801440529 -0.0200557253 0.000332
3-Oct-16 256.85 0.9829697666 -0.0171769156 0.000235
4-Oct-16 261.3 0.9998086857 -0.0001913326 2.7E-06
5-Oct-16 261.35 1.0157403809 0.0156177859 0.000305
6-Oct-16 257.3 0.9924783028 -0.0075501278 3.27E-05
7-Oct-16 259.25 1.0071872572 0.0071615519 8.09E-05
10-Oct-16 257.4 1.0302181309 0.0297705574 0.000999
13-Oct-16 249.85 0.9900931246 -0.009956275 6.6E-05
14-Oct-16 252.35 0.9968398183 -0.0031651856 1.77E-06
17-Oct-16 253.15 0.9819627618 -0.0182018921 0.000268
18-Oct-16 257.8 1.0076216533 0.0075927553 8.89E-05
19-Oct-16 255.85 0.9827155752 -0.0174355444 0.000243
20-Oct-16 260.35 1.0057948619 0.0057781363 5.8E-05
21-Oct-16 258.85 0.9842205323 -0.0159052888 0.000198
24-Oct-16 263 1.0038167939 0.0038095284 3.19E-05
25-Oct-16 262 1.0111925897 0.0111304162 0.000168
26-Oct-16 259.1 1.0142885105 0.0141873918 0.000257
27-Oct-16 255.45 0.9811791819 -0.0190001838 0.000295
28-Oct-16 260.35 1 0 3.37E-06
30-Oct-16 260.35 0.9937022901 -0.0063176242 2.01E-05
1-Nov-16 262 1.031090122 0.0306166134 0.001053
2-Nov-16 254.1 1.0123505976 0.0122749512 0.000199
3-Nov-16 251 1.0217789538 0.0215451805 0.000547
4-Nov-16 245.65 0.9605083089 -0.0402926462 0.001479
7-Nov-16 255.75 1.0009784736 0.0009779952 7.91E-06
8-Nov-16 255.5 0.9725923106 -0.027790287 0.000674
9-Nov-16 262.7 0.9241864556 -0.0788414359 0.00593
10-Nov-16 284.25 1.0317604356 0.031266504 0.001096
11-Nov-16 275.5 0.9804270463 -0.0197670407 0.000322
15-Nov-16 281 1.0086145011 0.008577608 0.000108
16-Nov-16 278.6 0.9944672497 -0.0055481127 1.38E-05
17-Nov-16 280.15 1.0084593233 0.0084237437 0.000105
18-Nov-16 277.8 1.0692840647 0.0669893261 0.004737
21-Nov-16 259.8 1.0003850597 0.0003849856 4.93E-06
22-Nov-16 259.7 0.9946380697 -0.005376357 1.25E-05
23-Nov-16 261.1 0.9884535302 -0.0116136479 9.56E-05
24-Nov-16 264.15 1.0045636052 0.0045532236 4.08E-05
25-Nov-16 262.95 1.0273490916 0.0269817871 0.00083
28-Nov-16 255.95 1.0043162645 0.0043069761 3.77E-05
29-Nov-16 254.85 0.9781232009 -0.0221196446 0.000411
30-Nov-16 260.55 1.0134189032 0.0133296671 0.00023
1-Dec-16 257.1 1.0033170732 0.0033115838 2.65E-05
2-Dec-16 256.25 0.989000386 -0.0110605571 8.51E-05
5-Dec-16 259.1 0.9910116657 -0.0090289731 5.18E-05
6-Dec-16 261.45 1.0173151751 0.0171669757 0.000361
7-Dec-16 257 0.9816653934 -0.0185047686 0.000278
8-Dec-16 261.8 0.977412731 -0.0228462689 0.000441
9-Dec-16 267.85 1.0113271663 0.0112634943 0.000172
12-Dec-16 264.85 0.9910196445 -0.0090209219 5.16E-05
13-Dec-16 267.25 1.0094428706 0.0093985654 0.000126
14-Dec-16 264.75 0.9919445485 -0.0080880719 3.91E-05
15-Dec-16 266.9 1.0043273754 0.0043180392 3.79E-05
16-Dec-16 265.75 1.0094966762 0.0094518662 0.000127
19-Dec-16 263.25 1.0269163253 0.0265604528 0.000806
20-Dec-16 256.35 0.9974708171 -0.0025323867 4.86E-07
21-Dec-16 257 1.0220719825 0.0218319223 0.00056
22-Dec-16 251.45 1.0029916235 0.0029871575 2.33E-05
23-Dec-16 250.7 1.0241013072 0.0238154545 0.000658
26-Dec-16 244.8 0.9797878727 -0.0204191872 0.000345
27-Dec-16 249.85 1.0076628352 0.0076336249 8.97E-05
28-Dec-16 247.95 0.9912052768 -0.008833625 4.9E-05
25-Aug-16 250.15 1.0113199919 0.0112564003 0.000171
29-Dec-16 247.35 0.9897959184 -0.0102565002 7.09E-05
30-Dec-16 249.9 1.0210418795 0.0208235564 0.000513
2-Jan-17 244.75 0.997554514 -0.0024484811 3.76E-07
3-Jan-17 245.35 1.0073906795 0.0073635023 8.46E-05
4-Jan-17 243.55 0.989437335 -0.010618846 7.72E-05
5-Jan-17 246.15 0.9969623329 -0.0030422901 1.46E-06
6-Jan-17 246.9 0.9965691221 -0.0034367769 2.57E-06
9-Jan-17 247.75 0.9969818913 -0.0030226723 1.41E-06
10-Jan-17 248.5 0.9831849654 -0.0169580124 0.000229
11-Jan-17 252.75 1.0031752332 0.0031702028 2.51E-05
12-Jan-17 251.95 1.0003970617 0.0003969829 4.98E-06
13-Jan-17 251.85 0.9841735053 -0.015953071 0.000199
16-Jan-17 255.9 0.998049922 -0.0019519819 1.37E-08
17-Jan-17 256.4 0.9926442122 -0.0073829751 3.08E-05
18-Jan-17 258.3 0.9972972973 -0.0027063616 7.59E-07
19-Jan-17 259 1.0292072323 0.0287888285 0.000938
20-Jan-17 251.65 0.9876373626 -0.0124396905 0.000112
23-Jan-17 254.8 0.9980415198 -0.0019604005 1.57E-08
24-Jan-17 255.3 0.9870481345 -0.0130364722 0.000125
25-Jan-17 258.65 0.968001497 -0.0325216452 0.000942
27-Jan-17 267.2 1.0007490637 0.0007487833 6.68E-06
30-Jan-17 267 1.0192784883 0.0190950125 0.000438
31-Jan-17 261.95 0.9646473946 -0.0359926386 0.001167
1-Feb-17 271.55 0.9881732169 -0.0118972759 0.000101
2-Feb-17 274.8 0.983712189 -0.0164219156 0.000213
3-Feb-17 279.35 1.0019727403 0.001970797 1.45E-05
6-Feb-17 278.8 0.9955365113 -0.0044734798 6.96E-06
7-Feb-17 280.05 1.0001785714 0.0001785555 4.05E-06
8-Feb-17 280 1.0079193665 0.0078881728 9.45E-05
9-Feb-17 277.8 0.9969495783 -0.0030550837 1.49E-06
10-Feb-17 278.65 1.0182715147 0.0181065964 0.000398
13-Feb-17 273.65 1.0060661765 0.0060478513 6.21E-05
14-Feb-17 272 1.0033198082 0.0033143098 2.65E-05
15-Feb-17 271.1 0.9941327466 -0.0058845333 1.64E-05
16-Feb-17 272.7 1.0055309735 0.0055157338 5.4E-05
17-Feb-17 271.2 0.9988950276 -0.0011055833 5.32E-07
20-Feb-17 271.5 0.9950522265 -0.0049600543 9.77E-06
21-Feb-17 272.85 0.9965303141 -0.0034757192 2.69E-06
22-Feb-17 273.8 1.0049550376 0.0049428018 4.59E-05
23-Feb-17 272.45 1.0090740741 0.009033152 0.000118
27-Feb-17 270 0.9957588051 -0.0042502143 5.83E-06
28-Feb-17 271.15 0.9901405879 -0.0099083379 6.52E-05
1-Mar-17 273.85 1.0161410019 0.0160121209 0.000319
2-Mar-17 269.5 1.006912012 0.0068882335 7.61E-05
3-Mar-17 267.65 0.9843692534 -0.0157541948 0.000194
6-Mar-17 271.9 1.0062916358 0.0062719261 6.57E-05
7-Mar-17 270.2 0.9933823529 -0.0066396408 2.31E-05
8-Mar-17 272 0.9901710957 -0.0098775268 6.47E-05
9-Mar-17 274.7 1.0042039846 0.0041951726 3.64E-05
10-Mar-17 273.55 0.9886158294 -0.0114494663 9.24E-05
14-Mar-17 276.7 0.9930019738 -0.0070226272 2.69E-05
15-Mar-17 278.65 0.9918134899 -0.0082202035 4.08E-05
16-Mar-17 280.95 1.0175660992 0.0174135986 0.000371
17-Mar-17 276.1 1.0001811266 0.0001811102 4.06E-06
20-Mar-17 276.05 1.0072979383 0.0072714372 8.29E-05
21-Mar-17 274.05 1.0165059347 0.0163711925 0.000331
22-Mar-17 269.6 0.9961204508 -0.0038870942 4.21E-06
23-Mar-17 270.65 0.9740867374 -0.0262549265 0.000596
24-Mar-17 277.85 0.9887900356 -0.0112732696 8.91E-05
27-Mar-17 281 0.9913565003 -0.0086810714 4.69E-05
28-Mar-17 283.45 0.9799481417 -0.0202556253 0.000339
29-Mar-17 289.25 0.9921111302 -0.0079201516 3.7E-05
30-Mar-17 291.55 0.9942028986 -0.0058139699 1.58E-05
31-Mar-17 293.25 0.9955864879 -0.0044232804 6.7E-06
3-Apr-17 294.55 0.9890866353 -0.0109733523 8.35E-05
5-Apr-17 297.8 1.0120645709 0.0119923741 0.000191
6-Apr-17 294.25 1.0136066138 0.0135148751 0.000236
7-Apr-17 290.3 0.9982806052 -0.0017208746 1.3E-08
10-Apr-17 290.8 0.9840947547 -0.0160330912 0.000202
11-Apr-17 295.5 1.0133744856 0.0132858367 0.000229
12-Apr-17 291.6 0.9969230769 -0.0030816665 1.55E-06
13-Apr-17 292.5 1.0048093439 0.0047978159 4.4E-05
17-Apr-17 291.1 0.9998282672 -0.0001717475 2.77E-06
18-Apr-17 291.15 1.0199684708 0.0197717159 0.000467
19-Apr-17 285.45 0.9979024646 -0.0020997383 7.01E-08
20-Apr-17 286.05 1.0120290111 0.0119572376 0.00019
21-Apr-17 282.65 0.9863898098 -0.0137036579 0.000141
24-Apr-17 286.55 0.9989541572 -0.0010463901 6.22E-07
25-Apr-17 286.85 1 0 3.37E-06
26-Apr-17 286.85 1.0173789679 0.0172296808 0.000363
27-Apr-17 281.95
-0.0018349661 0.099225
mean daily return -0.00183
s.d 0.099225
implied volatility 1.543
stock value 279.0516

1.543576
Nifty 50
Date Close price Daily Returns Closing Price Relativity Daily Returns
5-May-16 180.85 -0.019981505 7735.5 1.0002650822 0.0002650471
6-May-16 184.5 -0.024890888 7733.45 0.9831427464 -0.0170009544
9-May-16 189.15 -0.002639917 7866.05 0.9972425771 -0.0027612315
10-May-16 189.65 0.025906109 7887.8 1.0049625104 0.0049502378
11-May-16 184.8 -0.018762276 7848.85 0.9934750139 -0.0065463669
12-May-16 188.3 0.019032876 7900.4 1.010940639 0.0108812232
13-May-16 184.75 0.040314681 7814.9 0.9941672232 -0.0058498538
16-May-16 177.45 -0.00028173 7860.75 0.99619808 -0.0038091656
17-May-16 177.5 -0.017314032 7890.75 1.0026174851 0.0026140654
18-May-16 180.6 0.043282106 7870.15 1.0111455148 0.0110838612
19-May-16 172.95 0.007545015 7783.4 1.0043485554 0.0043391278
20-May-16 171.65 0.016742938 7749.7 1.0024123502 0.0024094452
23-May-16 168.8 -0.007083855 7731.05 0.9977028849 -0.0022997575
24-May-16 170 -0.164516932 7748.85 0.9765529496 -0.0237263062
27-May-16 200.4 0.00625706 7934.9 0.9833016302 -0.0168393593
30-May-16 199.15 -0.030414014 8069.65 0.9893338564 -0.0107234346
31-May-16 205.3 0.039240197 8156.65 0.9973283609 -0.0026752143
1-Jun-16 197.4 -0.019564206 8178.5 1.0022548743 0.0022523359
2-Jun-16 201.3 0.01703448 8160.1 0.9975733348 -0.0024296143
3-Jun-16 197.9 -0.01703448 8179.95 0.9952548683 -0.0047564256
6-Jun-16 201.3 -0.040166042 8218.95 0.9997749611 -0.0002250643
7-Jun-16 209.55 -0.005235614 8220.8 1.0024082282 0.0024053331
8-Jun-16 210.65 0.000474834 8201.05 0.9920885023 -0.0079429596
9-Jun-16 210.55 0.01435088 8266.45 0.9992022289 -0.0007980895
10-Jun-16 207.55 0.020197791 8273.05 1.0084657955 0.0084301616
13-Jun-16 203.4 -0.028355226 8203.6 1.004106462 0.0040980535
14-Jun-16 209.25 -0.036137203 8170.05 1.0073299139 0.0073031807
15-Jun-16 216.95 0.000922297 8110.6 1.0002158136 0.0002157903
16-Jun-16 216.75 0.009735821 8108.85 0.9880888553 -0.0119826508
17-Jun-16 214.65 -0.011349282 8206.6 1.0080889353 0.0080563952
20-Jun-16 217.1 0.010883516 8140.75 0.9963954371 -0.003611075
21-Jun-16 214.75 0.005369454 8170.2 0.9917096559 -0.0083249001
22-Jun-16 213.6 -0.020160572 8238.5 1.0022628013 0.002260245
23-Jun-16 217.95 0.025794389 8219.9 1.0019747187 0.0019727715
24-Jun-16 212.4 -0.024187226 8203.7 0.991929097 -0.0081036491
27-Jun-16 217.6 0.001149558 8270.45 1.022482259 0.0222332582
28-Jun-16 217.35 -0.005048198 8088.6 0.9992464205 -0.0007538636
29-Jun-16 218.45 -0.006160887 8094.7 0.9959214306 -0.0040869094
30-Jun-16 219.8 -0.004992068 8127.85 0.9907179425 -0.0093254043
1-Jul-16 220.9 -0.013712702 8204 0.9898947241 -0.0101566808
4-Jul-16 223.95 0 8287.75 0.9951250848 -0.0048868364
5-Jul-16 223.95 0.012129529 8328.35 0.994940686 -0.0050721557
7-Jul-16 221.25 0.006802747 8370.7 1.004168691 0.0041600261
8-Jul-16 219.75 -0.028044463 8335.95 0.9997661282 -0.0002338992
11-Jul-16 226 -0.005515734 8337.9 1.0017661476 0.0017645898
12-Jul-16 227.25 -0.002197803 8323.2 0.982911938 -0.0172357478
13-Jul-16 227.75 -0.020211489 8467.9 0.9937625058 -0.0062570286
14-Jul-16 232.4 0.002369414 8521.05 1.0001819356 0.000181919
15-Jul-16 231.85 0.011932021 8519.5 0.9946876824 -0.0053264781
18-Jul-16 229.1 -0.006742821 8565 1.0027630131 0.002759203
19-Jul-16 230.65 -0.006482304 8541.4 1.0038431253 0.0038357593
20-Jul-16 232.15 0.025964151 8508.7 0.9976725235 -0.0023301893
21-Jul-16 226.2 0.007098521 8528.55 0.9956454993 -0.0043640092
22-Jul-16 224.6 -0.027447107 8565.85 1.0065510394 0.0065296746
25-Jul-16 230.85 0.014398154 8510.1 0.9963588255 -0.0036478198
26-Jul-16 227.55 -0.009186416 8541.2 0.9890627805 -0.0109974707
27-Jul-16 229.65 -0.002826396 8635.65 1.0052382532 0.0052245813
28-Jul-16 230.3 0.005224217 8590.65 0.9970809443 -0.0029233244
29-Jul-16 229.1 0.011192918 8615.8 0.9941728304 -0.0058442138
1-Aug-16 226.55 -0.009226779 8666.3 1.0032181513 0.0032129841
2-Aug-16 228.65 0.00570177 8638.5 1.0002257846 0.0002257591
3-Aug-16 227.35 0.002422108 8636.55 1.0015829941 0.0015817425
4-Aug-16 226.8 -0.029541679 8622.9 1.0091341568 0.0090926927
5-Aug-16 233.6 -0.002351685 8544.85 0.9992690999 -0.0007311674
8-Aug-16 234.15 -0.007869869 8551.1 0.9847923853 -0.0153244364
9-Aug-16 236 0.016448091 8683.15 0.9967628439 -0.003242407
10-Aug-16 232.15 0.018476778 8711.35 1.003814133 0.0038068777
11-Aug-16 227.9 -0.069080625 8678.25 1.0120054109 0.0119339176
12-Aug-16 244.2 -0.012210164 8575.3 0.9980389076 -0.0019630179
16-Aug-16 247.2 0.00060698 8592.15 0.9907750673 -0.0092677459
17-Aug-16 247.05 -0.007862151 8672.15 1.0034249151 0.0034190634
18-Aug-16 249 -0.0380229 8642.55 1.0021451638 0.0021428662
19-Aug-16 258.65 0.013232339 8624.05 0.9943273859 -0.0056887645
22-Aug-16 255.25 -0.000391696 8673.25 1.0007326726 0.0007324043
23-Aug-16 255.35 0.002156229 8666.9 1.0043747067 0.0043651655
24-Aug-16 254.8 0.012241022 8629.15 0.9996003522 -0.0003997277
25-Aug-16 251.7 0.012996284 8632.6 0.9979538282 -0.0020482681
26-Aug-16 248.45 -0.007618321 8650.3 1.0067619469 0.0067391875
29-Aug-16 250.35 -0.014671159 8592.2 1.0022922001 0.002289577
30-Aug-16 254.05 0.000393701 8572.55 0.9959453729 -0.0040628694
31-Aug-16 253.95 0.004538735 8607.45 0.9843441765 -0.0157796702
1-Sep-16 252.8 -0.009644795 8744.35 0.9952368487 -0.0047745313
2-Sep-16 255.25 -0.021702072 8786.2 1.0013162918 0.0013154263
6-Sep-16 260.85 -0.023677591 8774.65 0.9960270839 -0.0039808291
7-Sep-16 267.1 -0.007459938 8809.65 0.9850888963 -0.0150233918
8-Sep-16 269.1 0.014221797 8943 1.0028089415 0.0028050038
9-Sep-16 265.3 0.043133371 8917.95 0.9961407428 -0.0038667233
12-Sep-16 254.1 -0.018327672 8952.5 1.0096766554 0.0096301364
14-Sep-16 258.8 0.006007188 8866.7 1.0173367295 0.0171881631
15-Sep-16 257.25 0.006825965 8715.6 0.9987394862 -0.0012613089
16-Sep-16 255.5 -0.005075162 8726.6 0.9981755895 -0.0018260768
19-Sep-16 256.8 0.005270876 8742.55 0.9957516358 -0.0042574141
20-Sep-16 255.45 0.01240784 8779.85 0.9967587757 -0.0032464884
21-Sep-16 252.3 -0.023889916 8808.4 1.0037033239 0.0036964835
22-Sep-16 258.4 0.01246122 8775.9 0.9998575848 -0.0001424254
23-Sep-16 255.2 0.011825128 8777.15 0.9898166891 -0.0102355155
26-Sep-16 252.2 0.010162487 8867.45 1.0040649716 0.0040567319
27-Sep-16 249.65 -0.019633749 8831.55 1.01243831 0.0123615897
28-Sep-16 254.6 0.029900573 8723.05 1.0019123863 0.00191056
29-Sep-16 247.1 -0.018643419 8706.4 0.9955689725 -0.0044408736
30-Sep-16 251.75 -0.020055725 8745.15 1.0179135749 0.0177550175
3-Oct-16 256.85 -0.017176916 8591.25 0.9976890427 -0.0023136317
4-Oct-16 261.3 -0.000191333 8611.15 0.98547167 -0.0146348996
5-Oct-16 261.35 0.015617786 8738.1 0.9964591779 -0.0035471056
6-Oct-16 257.3 -0.007550128 8769.15 1.0028819927 0.0028778477
7-Oct-16 259.25 0.007161552 8743.95 1.0039496874 0.0039419079
10-Oct-16 257.4 0.029770557 8709.55 1.0013739422 0.0013729992
13-Oct-16 249.85 -0.009956275 8697.6 0.9987139445 -0.0012868832
14-Oct-16 252.35 -0.003165186 8708.8 1.0157989584 0.015675454
17-Oct-16 253.15 -0.018201892 8573.35 0.9988291353 -0.0011715507
18-Oct-16 257.8 0.007592755 8583.4 1.0073940191 0.0073668173
19-Oct-16 255.85 -0.017435544 8520.4 0.9818504477 -0.0183162758
20-Oct-16 260.35 0.005778136 8677.9 1.0021711263 0.0021687728
21-Oct-16 258.85 -0.015905289 8659.1 0.9953674966 -0.0046432667
24-Oct-16 263 0.003809528 8699.4 1.0007304686 0.0007302019
25-Oct-16 262 0.011130416 8693.05 0.998174292 -0.0018273767
26-Oct-16 259.1 0.014187392 8708.95 1.0020307664 0.0020287072
27-Oct-16 255.45 -0.019000184 8691.3 1.0088273701 0.0087886366
28-Oct-16 260.35 0 8615.25 1 0
30-Oct-16 260.35 -0.006317624 8615.25 0.9973662885 -0.0026371858
1-Nov-16 262 0.030616613 8638 1.0014259712 0.0014249555
2-Nov-16 254.1 0.012274951 8625.7 0.9999362411 -6.3760908E-05
3-Nov-16 251 0.021545181 8626.25 1.0131841673 0.0130980125
4-Nov-16 245.65 -0.040292646 8514 1.003423709 0.0034178615
7-Nov-16 255.75 0.000977995 8484.95 1.0060708463 0.006052493
8-Nov-16 255.5 -0.027790287 8433.75 0.9925503557 -0.0074775315
9-Nov-16 262.7 -0.078841436 8497.05 0.9945572976 -0.0054575679
10-Nov-16 284.25 0.031266504 8543.55 1.0132293643 0.0131426205
11-Nov-16 275.5 -0.019767041 8432 0.9890039 -0.011057004
15-Nov-16 281 0.008577608 8525.75 1.0276569073 0.0272813636
16-Nov-16 278.6 -0.005548113 8296.3 1.0231671898 0.0229029045
17-Nov-16 280.15 0.008423744 8108.45 0.9996116672 -0.0003884082
18-Nov-16 277.8 0.066989326 8111.6 1.0039171034 0.0039094516
21-Nov-16 259.8 0.000384986 8079.95 1.000724539 0.0007242766
22-Nov-16 259.7 -0.005376357 8074.1 1.0182870692 0.0181218716
23-Nov-16 261.1 -0.011613648 7929.1 0.9908526299 -0.0091894642
24-Nov-16 264.15 0.004553224 8002.3 0.9961410628 -0.0038664021
25-Nov-16 262.95 0.026981787 8033.3 1.0085117067 0.0084756864
28-Nov-16 255.95 0.004306976 7965.5 0.9816620041 -0.0185082212
29-Nov-16 254.85 -0.022119645 8114.3 0.9984495933 -0.0015516098
30-Nov-16 260.55 0.013329667 8126.9 0.9981270303 -0.0018747259
1-Dec-16 257.1 0.003311584 8142.15 0.9899872333 -0.0100632316
2-Dec-16 256.25 -0.011060557 8224.5 1.0038569981 0.003849579
5-Dec-16 259.1 -0.009028973 8192.9 1.0131201464 0.0130348228
6-Dec-16 261.45 0.017166976 8086.8 0.9948393049 -0.0051740574
7-Dec-16 257 -0.018504769 8128.75 0.9982316425 -0.0017699228
8-Dec-16 261.8 -0.022846269 8143.15 1.0050727902 0.005059967
9-Dec-16 267.85 0.011263494 8102.05 0.9824417808 -0.0177141932
12-Dec-16 264.85 -0.009020922 8246.85 0.998196508 -0.0018051202
13-Dec-16 267.25 0.009398565 8261.75 1.011131101 0.0110696062
14-Dec-16 264.75 -0.008088072 8170.8 0.9937969788 -0.0062223399
15-Dec-16 266.9 0.004318039 8221.8 1.0048090731 0.0047975464
16-Dec-16 265.75 0.009451866 8182.45 1.0035383144 0.0035320693
19-Dec-16 263.25 0.026560453 8153.6 1.0017384467 0.0017369374
20-Dec-16 256.35 -0.002532387 8139.45 1.0043310074 0.0043216556
21-Dec-16 257 0.021831922 8104.35 1.0027157775 0.0027120964
22-Dec-16 251.45 0.002987157 8082.4 1.0026174438 0.0026140243
23-Dec-16 250.7 0.023815455 8061.3 1.0103019137 0.0102492107
26-Dec-16 244.8 -0.020419187 7979.1 0.9991672667 -0.0008330802
27-Dec-16 249.85 0.007633625 7985.75 1.0097998925 0.009752185
28-Dec-16 247.95 -0.008833625 7908.25 0.9844886933 -0.0156328657
25-Aug-16 250.15 0.0112564 8032.85 0.9997510843 -0.0002489466
29-Dec-16 247.35 -0.0102565 8034.85 0.9915161163 -0.0085200767
30-Dec-16 249.9 0.020823556 8103.6 0.9899582203 -0.0100925384
2-Jan-17 244.75 -0.002448481 8185.8 1.0007702182 0.0007699218
3-Jan-17 245.35 0.007363502 8179.5 0.998443651 -0.0015575614
4-Jan-17 243.55 -0.010618846 8192.25 1.0002136622 0.0002136393
5-Jan-17 246.15 -0.00304229 8190.5 0.9899320747 -0.0101189496
6-Jan-17 246.9 -0.003436777 8273.8 1.0036390985 0.003632493
9-Jan-17 247.75 -0.003022672 8243.8 1.0009409851 0.0009405426
10-Jan-17 248.5 -0.016958012 8236.05 0.9936599667 -0.0063602167
11-Jan-17 252.75 0.003170203 8288.6 0.9890163651 -0.0110444004
12-Jan-17 251.95 0.000396983 8380.65 0.9968419926 -0.0031630045
13-Jan-17 251.85 -0.015953071 8407.2 1.0008154422 0.0008151099
16-Jan-17 255.9 -0.001951982 8400.35 0.9985201122 -0.0014809839
17-Jan-17 256.4 -0.007382975 8412.8 1.0017623244 0.0017607733
18-Jan-17 258.3 -0.002706362 8398 0.9977426637 -0.002259888
19-Jan-17 259 0.028788828 8417 0.9978542045 -0.0021481011
20-Jan-17 251.65 -0.01243969 8435.1 1.0102702606 0.0102178798
23-Jan-17 254.8 -0.001960401 8349.35 0.9949770601 -0.0050355972
24-Jan-17 255.3 -0.013036472 8391.5 0.9900540362 -0.0099957553
25-Jan-17 258.65 -0.032521645 8475.8 0.9852430909 -0.0148668755
27-Jan-17 267.2 0.000748783 8602.75 0.9955446261 -0.0044653287
30-Jan-17 267 0.019095013 8641.25 1.0009846225 0.0009841381
31-Jan-17 261.95 -0.035992639 8632.75 1.0083456952 0.0083110624
1-Feb-17 271.55 -0.011897276 8561.3 0.9822059566 -0.0179542609
2-Feb-17 274.8 -0.016421916 8716.4 0.9979563214 -0.0020457698
3-Feb-17 279.35 0.001970797 8734.25 0.9992334929 -0.000766801
6-Feb-17 278.8 -0.00447348 8740.95 0.9931712693 -0.0068521531
7-Feb-17 280.05 0.000178555 8801.05 1.0037350456 0.0037280876
8-Feb-17 280 0.007888173 8768.3 0.9999144719 -8.5531737E-05
9-Feb-17 277.8 -0.003055084 8769.05 0.9989348856 -0.001065682
10-Feb-17 278.65 0.018106596 8778.4 0.9982771463 -0.0017243395
13-Feb-17 273.65 0.006047851 8793.55 0.9986939313 -0.0013069223
14-Feb-17 272 0.00331431 8805.05 1.0014501325 0.0014490821
15-Feb-17 271.1 -0.005884533 8792.3 1.0077481174 0.0077182549
16-Feb-17 272.7 0.005515734 8724.7 0.9939280018 -0.0060905077
17-Feb-17 271.2 -0.001105583 8778 0.9950463063 -0.0049660039
20-Feb-17 271.5 -0.004960054 8821.7 0.9935241914 -0.0064968676
21-Feb-17 272.85 -0.003475719 8879.2 0.9967837357 -0.0032214476
22-Feb-17 273.8 0.004942802 8907.85 0.9978660005 -0.0021362797
23-Feb-17 272.45 0.009033152 8926.9 0.9985905252 -0.001410469
27-Feb-17 270 -0.004250214 8939.5 1.0048107725 0.0047992377
28-Feb-17 271.15 -0.009908338 8896.7 1.0019257624 0.0019239105
1-Mar-17 273.85 0.016012121 8879.6 0.9925998793 -0.0074276375
2-Mar-17 269.5 0.006888234 8945.8 1.0051743026 0.0051609619
3-Mar-17 267.65 -0.015754195 8899.75 1.0002472591 0.0002472285
6-Mar-17 271.9 0.006271926 8897.55 0.9926479202 -0.0073792396
7-Mar-17 270.2 -0.006639641 8963.45 1.0018498027 0.0018480939
8-Mar-17 272 -0.009877527 8946.9 1.0025324115 0.0025292104
9-Mar-17 274.7 0.004195173 8924.3 0.9996975468 -0.000302499
10-Mar-17 273.55 -0.011449466 8927 0.9991549658 -0.0008453914
14-Mar-17 276.7 -0.007022627 8934.55 0.983223286 -0.0169190371
15-Mar-17 278.65 -0.008220204 9087 1.0002421627 0.0002421334
16-Mar-17 280.95 0.017413599 9084.8 0.9924729891 -0.0075554818
17-Mar-17 276.1 0.00018111 9153.7 0.9993067723 -0.0006934681
20-Mar-17 276.05 0.007271437 9160.05 1.0036376187 0.0036310185
21-Mar-17 274.05 0.016371192 9126.85 1.0005865263 0.0005863544
22-Mar-17 269.6 -0.003887094 9121.5 1.010082554 0.0100320642
23-Mar-17 270.65 -0.026254926 9030.45 0.9938533837 -0.0061655845
24-Mar-17 277.85 -0.01127327 9086.3 0.9976174791 -0.0023853636
27-Mar-17 281 -0.008681071 9108 1.0069429089 0.0069189179
28-Mar-17 283.45 -0.020255625 9045.2 0.993890647 -0.0061280915
29-Mar-17 289.25 -0.007920152 9100.8 0.99529736 -0.0047137322
30-Mar-17 291.55 -0.00581397 9143.8 0.99673525 -0.0032700909
31-Mar-17 293.25 -0.00442328 9173.75 1 0
3-Apr-17 294.55 -0.010973352 9173.75 0.993061156 -0.0069630297
5-Apr-17 297.8 0.011992374 9237.85 0.9970534746 -0.002950875
6-Apr-17 294.25 0.013514875 9265.15 1.0003454996 0.0003454399
7-Apr-17 290.3 -0.001720875 9261.95 1.0069197569 0.0068959253
10-Apr-17 290.8 -0.016033091 9198.3 1.0018352221 0.0018335401
11-Apr-17 295.5 0.013285837 9181.45 0.9939861427 -0.0060320134
12-Apr-17 291.6 -0.003081667 9237 1.0036453721 0.0036387439
13-Apr-17 292.5 0.004797816 9203.45 1.0057535953 0.0057371066
17-Apr-17 291.1 -0.000171748 9150.8 1.0012583021 0.0012575111
18-Apr-17 291.15 0.019771716 9139.3 1.0037506246 0.0037436086
19-Apr-17 285.45 -0.002099738 9105.15 1.000181249 0.0001812325
20-Apr-17 286.05 0.011957238 9103.5 0.9963990193 -0.0036074798
21-Apr-17 282.65 -0.013703658 9136.4 1.0018641577 0.0018624223
24-Apr-17 286.55 -0.00104639 9119.4 0.9893089027 -0.0107486577
25-Apr-17 286.85 0 9217.95 0.990474502 -0.0095711558
26-Apr-17 286.85 0.017229681 9306.6 0.9951613852 -0.0048503588
27-Apr-17 281.95 9351.85
-0.001834966 -0.1897540615
N 242
COVAR 2.173962487E-05
VAR 0.000057252
BETA 0.3797183085

Va 1000000
Vf 887400
N* 0.4278998292 1

Risk Free rate 7.27


Dividend 5.00% 3 Months 1.25%
Increased By 4.13% i.e. 284.20

318.75
Gain (4.13%-1.25%) 0.0288

rs=Rf+b(Rm-Rf) 5.603036663 %

Compounding 943970

Total Value 944288.75

You might also like