Date M&M HDFC SBIN Reliance HDFCBANK Ret M&M Ret HDFC Ret SBIN

7/1/2010 267.947052 521.3251 119.9776 436.8403 178.80275

8/1/2010 261.204102 548.395 132.6086 397.7058 179.420639 -2.52% 5.19% 10.53%
9/1/2010 288.212341 641.281 155.3324 427.1486 209.272903 10.34% 16.94% 17.14%
10/1/2010 305.800934 601.4853 151.0254 474.3091 191.665054 6.10% -6.21% -2.77%
11/1/2010 318.971619 600.5669 143.4324 426.4348 192.12738 4.31% -0.15% -5.03%
12/1/2010 324.348206 637.0391 134.7896 458.0625 197.251282 1.69% 6.07% -6.03%
1/1/2011 297.319214 549.5758 126.6646 397.749 172.110977 -8.33% -13.73% -6.03%
2/1/2011 256.640259 550.3192 126.0918 417.1973 172.527115 -13.68% 0.14% -0.45%
3/1/2011 291.900909 613.2928 132.5558 453.909 197.209259 13.74% 11.44% 5.13%
4/1/2011 315.262177 618.1907 134.4397 425.6343 192.980667 8.00% 0.80% 1.42%
5/1/2011 280.126526 598.2928 110.1532 411.8323 201.723663 -11.14% -3.22% -18.06%
6/1/2011 292.546997 617.7535 132.3675 395.4259 211.475479 4.43% 3.25% 20.17%
7/1/2011 300.403503 611.1762 129.0729 364.3772 219.738129 2.69% -1.06% -2.49%
8/1/2011 316.921112 587.8025 108.6507 344.4188 213.034958 5.50% -3.82% -15.82%
9/1/2011 345.515472 568.5092 105.1965 355.7513 211.093948 9.02% -3.28% -3.18%
10/1/2011 371.533783 611.0431 104.9351 386.2059 221.182587 7.53% 7.48% -0.25%
11/1/2011 311.361023 569.2188 97.01662 342.5044 199.741394 -16.20% -6.84% -7.55%
12/1/2011 292.727509 578.3998 89.12296 304.9643 192.677124 -5.98% 1.61% -8.14%
1/1/2012 289.292755 619.0265 113.4838 359.6021 222.130493 -1.17% 7.02% 27.33%
2/1/2012 304.77063 588.246 123.7197 361.2085 233.415314 5.35% -4.97% 9.02%
3/1/2012 300.627472 597.2496 115.3966 330.3358 234.656647 -1.36% 1.53% -6.73%
4/1/2012 304.856537 597.5156 117.6948 327.9153 244.880707 1.41% 0.04% 1.99%
5/1/2012 280.190643 580.7061 113.1783 310.5314 228.495163 -8.09% -2.81% -3.84%
6/1/2012 303.654297 579.4199 144.7617 332.7337 254.382523 8.37% -0.22% 27.91%
7/1/2012 300.906555 623.6729 134.4427 335.3267 269.528351 -0.90% 7.64% -7.13%
8/1/2012 339.264648 663.5124 123.195 345.6084 273.013519 12.75% 6.39% -8.37%
9/1/2012 384.409546 698.7952 150.233 377.5356 288.513458 13.31% 5.32% 21.95%
10/1/2012 393.189606 687.9214 141.493 363.2405 290.829285 2.28% -1.56% -5.82%
11/1/2012 420.996704 761.1488 145.5194 357.9193 322.815002 7.07% 10.64% 2.85%
12/1/2012 414.172729 747.9291 159.9486 378.5953 311.190063 -1.62% -1.74% 9.92%
1/1/2013 395.323425 709.7589 163.4688 399.8352 294.887695 -4.55% -5.10% 2.20%
2/1/2013 388.410583 683.6804 139.5251 367.006 286.770844 -1.75% -3.67% -14.65%
3/1/2013 382.898071 745.583 138.9786 348.5396 286.770844 -1.42% 9.05% -0.39%
4/1/2013 410.816345 764.8486 151.8221 355.4391 312.886749 7.29% 2.58% 9.24%
5/1/2013 430.132355 803.2444 137.2353 363.6013 321.232849 4.70% 5.02% -9.61%
6/1/2013 431.488251 793.2281 162.121 397.741 307.016968 0.32% -1.25% 18.13%
7/1/2013 405.17041 733.5443 141.7584 402.0983 284.327667 -6.10% -7.52% -12.56%
8/1/2013 358.227386 658.5815 126.0383 393.7064 276.983398 -11.59% -10.22% -11.09%
9/1/2013 378.442688 700.37 134 379.2049 276.540466 5.64% 6.35% 6.32%
10/1/2013 406.06723 783.5805 149.0894 421.764 317.458405 7.30% 11.88% 11.26%
11/1/2013 432.319672 754.9426 150.973 393.4066 308.36554 6.47% -3.65% 1.26%
12/1/2013 431.839478 749.8106 146.5793 412.7727 310.487213 -0.11% -0.68% -2.91%
1/1/2014 407.141998 749.8106 126.4449 383.2395 293.070801 -5.72% 0.00% -13.74%
2/1/2014 445.69751 749.8106 127.2249 368.8533 312.235809 9.47% 0.00% 0.62%
 3/1/2014 448.533142 749.8106 159.1255 429.1646 349.166931 0.64% 0.00% 25.07%
4/1/2014 491.296234 749.8106 189.2528 431.4931 336.343658 9.53% 0.00% 18.93%
5/1/2014 565.068542 749.8106 231.4673 490.9283 369.66098 15.02% 0.00% 22.31%
6/1/2014 524.683533 749.8106 259.4903 476.7963 383.090454 -7.15% 0.00% 12.11%
7/1/2014 549.586853 749.8106 235.6302 472.5936 395.530853 4.75% 0.00% -9.19%
8/1/2014 658.138184 762.8637 237.7023 468.9545 400.059967 19.75% 1.74% 0.88%
9/1/2014 636.437195 762.8637 236.2533 444.0676 413.860962 -3.30% 0.00% -0.61%
10/1/2014 610.901123 762.8637 261.0891 469.8232 432.451813 -4.01% 0.00% 10.51%
11/1/2014 619.109131 762.8637 310.4707 465.6206 453.935669 1.34% 0.00% 18.91%
12/1/2014 577.344116 762.8637 301.2454 418.4528 451.303528 -6.75% 0.00% -2.97%
1/1/2015 591.678894 762.8637 298.4441 429.7693 510.941467 2.48% 0.00% -0.93%
2/1/2015 598.881348 762.8637 289.7018 401.7363 499.867554 1.22% 0.00% -2.93%
3/1/2015 555.526245 762.8637 257.9689 387.8606 485.023254 -7.24% 0.00% -10.95%
4/1/2015 535.508911 764.733 260.5771 404.9294 468.945892 -3.60% 0.25% 1.01%
5/1/2015 588.404968 764.733 268.6914 411.8084 498.231384 9.88% 0.00% 3.11%
6/1/2015 599.746582 764.733 257.0193 480.6519 506.103973 1.93% 0.00% -4.34%
7/1/2015 637.746643 764.733 264.16 481.4929 527.208557 6.34% 0.00% 2.78%
8/1/2015 581.848755 777.0797 241.9552 835.4336 494.656464 -8.76% 1.61% -8.41%
9/1/2015 602.293823 777.0797 231.9776 414.4246 514.564087 3.51% 0.00% -4.12%
10/1/2015 564.072571 777.0797 231.8798 455.4682 529.392395 -6.35% 0.00% -0.04%
11/1/2015 650.761292 777.0797 243.2268 464.7919 518.872986 15.37% 0.00% 4.89%
12/1/2015 606.368469 1200.238 219.5546 487.6206 520.991272 -6.82% 54.45% -9.73%
1/1/2016 587.734436 1120.697 175.9763 497.6172 505.440735 -3.07% -6.63% -19.85%
2/1/2016 585.28009 1007.013 155.2876 464.5757 467.888367 -0.42% -10.14% -11.76%
3/1/2016 576.987671 1050.036 190.0133 502.3271 515.695496 -1.42% 4.27% 22.36%
4/1/2016 634.295654 1036.51 184.8778 482.2 545.159546 9.93% -1.29% -2.70%
5/1/2016 630.173401 1178.638 200.4799 470.0063 569.015076 -0.65% 13.71% 8.44%
6/1/2016 681.476501 1193.779 214.0278 475.5512 566.391174 8.14% 1.28% 6.76%
7/1/2016 699.014404 1308.91 227.344 498.0002 609.901978 2.57% 9.64% 6.22%
8/1/2016 696.077087 1352.546 250.237 520.1302 631.925415 -0.42% 3.33% 10.07%
9/1/2016 681.105103 1340.998 248.9982 531.7595 622.944763 -2.15% -0.85% -0.50%
10/1/2016 635.607666 1339.314 255.6877 517.6523 616.190918 -6.68% -0.13% 2.69%
11/1/2016 574.217529 1215.554 256.0345 485.8066 587.095459 -9.66% -9.24% 0.14%
12/1/2016 574.023743 1215.073 247.9576 1008.071 1159.361938 -0.03% -0.04% -3.15%
1/1/2017 600.86676 1314.437 258.0166 512.868 629.698608 4.68% 8.18% 4.06%
2/1/2017 635.777222 1318.479 266.7873 607.4974 680.328064 5.81% 0.31% 3.40%
3/1/2017 623.542908 1445.558 290.7704 648.1511 705.997559 -1.92% 9.64% 8.99%
4/1/2017 647.115234 1482.541 287.1531 684.6092 756.871643 3.78% 2.56% -1.24%
5/1/2017 686.55603 1514.079 285.7161 657.8666 800.771606 6.09% 2.13% -0.50%
6/1/2017 653.438354 1557.576 273.65 677.1507 808.528809 -4.82% 2.87% -4.22%
7/1/2017 679.942261 1725.684 312.5 792.5607 879.105042 4.06% 10.79% 14.20%
8/1/2017 657.808838 1729.43 277.75 788.0865 875.188232 -3.26% 0.22% -11.12%
9/1/2017 613.516235 1695.608 253.85 771.9244 889.598633 -6.73% -1.96% -8.60%
10/1/2017 657.808838 1661.786 305.8 930.0359 890.978149 7.22% -1.99% 20.46%
11/1/2017 688.013855 1630.933 320.35 910.9577 913.246399 4.59% -1.86% 4.76%
12/1/2017 734.800964 1664.706 309.9 910.4635 922.459229 6.80% 2.07% -3.26%
1/1/2018 746.491638 1904.037 313.25 950.2509 988.13092 1.59% 14.38% 1.08%
2/1/2018 712.544617 1760.38 268 943.5785 928.272583 -4.55% -7.54% -14.45%
3/1/2018 722.865784 1776.829 249.9 872.5543 929.208618 1.45% 0.93% -6.75%
4/1/2018 854.349182 1836.474 246.4 952.2279 957.881531 18.19% 3.36% -1.40%
5/1/2018 902.921814 1787.472 269.55 910.76 1054.019409 5.69% -2.67% 9.40%
6/1/2018 878.219727 1860.707 259.35 961.2728 1045.38147 -2.74% 4.10% -3.78%
7/1/2018 915.639709 1945.303 293.5 1179.53 1080.613525 4.26% 4.55% 13.17%
8/1/2018 952.022156 1903.495 309.6 1234.876 1021.959534 3.97% -2.15% 5.49%
9/1/2018 849.107544 1725.087 265.5 1251.087 994.620667 -10.81% -9.37% -14.24%
10/1/2018 755.414246 1739.59 281.4 1055.46 947.861023 -11.03% 0.84% 5.99%
11/1/2018 780.021057 1955.656 284.65 1161.18 1055.297607 3.26% 12.42% 1.15%
12/1/2018 792.792908 1935.352 295.9 1115.133 1051.955933 1.64% -1.04% 3.95%
1/1/2019 670.695801 1890.123 293.65 1220.455 1031.250854 -15.40% -2.34% -0.76%
2/1/2019 637.015564 1810.334 269.05 1224.334 1030.071045 -5.02% -4.22% -8.38%
3/1/2019 664.630432 1935.254 320.75 1355.813 1149.729126 4.34% 6.90% 19.22%
4/1/2019 636.423767 1965.119 309.95 1385.201 1149.005249 -4.24% 1.54% -3.37%
5/1/2019 638.149719 2149.905 352.5 1322.893 1202.513062 0.27% 9.40% 13.73%
6/1/2019 646.335571 2159.213 361.25 1246.264 1211.635864 1.28% 0.43% 2.48%
7/1/2019 542.434692 2089.968 332.2 1159.887 1123.319946 -16.08% -3.21% -8.04%
8/1/2019 528.799988 2166.45 273.85 1241.738 1111.496216 -2.51% 3.66% -17.56%
9/1/2019 547.150024 1977.05 270.8 1332.25 1227.449951 3.47% -8.74% -1.11%
10/1/2019 606.450012 2131.9 312.4 1464.35 1230.349976 10.84% 7.83% 15.36%
11/1/2019 530.549988 2297.25 341.85 1551.15 1274.949951 -12.52% 7.76% 9.43%
12/1/2019 531.549988 2412.55 333.75 1514.05 1272.099976 0.19% 5.02% -2.37%
1/1/2020 567.150024 2414 318.45 1411.65 1226.300049 6.70% 0.06% -4.58%
2/1/2020 457.049988 2175.75 303 1328.65 1177.650024 -19.41% -9.87% -4.85%
3/1/2020 284.950012 1633.1 196.85 1113.75 861.900024 -37.65% -24.94% -35.03%
4/1/2020 366.649994 1916 190.5 1452.23 1001.799988 28.67% 17.32% -3.23%
5/1/2020 436.350006 1658.9 165.45 1576.8 951.650024 19.01% -13.42% -13.15%
6/1/2020 474.549988 1787.45 177.15 1537.7 968.599976 8.75% 7.75% 7.07%
Ret Reliance Ret HDFCBank RetM&M -Mean RetHDFC -Mean RetSBIN -Mean RetReliance -Mean

-8.96% 0.35% -3.40% 3.86% 9.62% -11.09%

7.40% 16.64% 9.46% 15.61% 16.23% 5.27%
11.04% -8.41% 5.22% -7.54% -3.68% 8.91%
-10.09% 0.24% 3.43% -1.48% -5.94% -12.23%
7.42% 2.67% 0.81% 4.74% -6.93% 5.28%
-13.17% -12.75% -9.21% -15.06% -6.94% -15.30%
4.89% 0.24% -14.56% -1.20% -1.36% 2.75%
8.80% 14.31% 12.86% 10.11% 4.22% 6.66%
-6.23% -2.14% 7.12% -0.53% 0.51% -8.36%
-3.24% 4.53% -12.02% -4.55% -18.97% -5.38%
-3.98% 4.83% 3.55% 1.92% 19.26% -6.12%
-7.85% 3.91% 1.81% -2.40% -3.40% -9.99%
-5.48% -3.05% 4.62% -5.16% -16.73% -7.61%
3.29% -0.91% 8.14% -4.61% -4.09% 1.16%
8.56% 4.78% 6.65% 6.15% -1.16% 6.43%
-11.32% -9.69% -17.08% -8.18% -8.45% -13.45%
-10.96% -3.54% -6.86% 0.28% -9.04% -13.10%
17.92% 15.29% -2.05% 5.69% 26.43% 15.78%
0.45% 5.08% 4.47% -6.30% 8.11% -1.69%
-8.55% 0.53% -2.24% 0.20% -7.64% -10.68%
-0.73% 4.36% 0.53% -1.29% 1.08% -2.87%
-5.30% -6.69% -8.97% -4.14% -4.75% -7.44%
7.15% 11.33% 7.49% -1.55% 27.00% 5.01%
0.78% 5.95% -1.78% 6.31% -8.04% -1.36%
3.07% 1.29% 11.87% 5.06% -9.27% 0.93%
9.24% 5.68% 12.43% 3.99% 21.04% 7.10%
-3.79% 0.80% 1.40% -2.89% -6.73% -5.92%
-1.46% 11.00% 6.19% 9.31% 1.94% -3.60%
5.78% -3.60% -2.50% -3.07% 9.01% 3.64%
5.61% -5.24% -5.43% -6.43% 1.29% 3.47%
-8.21% -2.75% -2.63% -5.00% -15.56% -10.35%
-5.03% 0.00% -2.30% 7.72% -1.30% -7.17%
1.98% 9.11% 6.41% 1.25% 8.33% -0.16%
2.30% 2.67% 3.82% 3.69% -10.52% 0.16%
9.39% -4.43% -0.56% -2.58% 17.23% 7.25%
1.10% -7.39% -6.98% -8.85% -13.47% -1.04%
-2.09% -2.58% -12.47% -11.55% -12.00% -4.22%
-3.68% -0.16% 4.76% 5.01% 5.41% -5.82%
11.22% 14.80% 6.42% 10.55% 10.35% 9.09%
-6.72% -2.86% 5.59% -4.99% 0.35% -8.86%
4.92% 0.69% -0.99% -2.01% -3.82% 2.79%
-7.15% -5.61% -6.60% -1.33% -14.64% -9.29%
-3.75% 6.54% 8.59% -1.33% -0.29% -5.89%
 16.35% 11.83% -0.24% -1.33% 24.17% 14.22%
0.54% -3.67% 8.65% -1.33% 18.02% -1.59%
13.77% 9.91% 14.14% -1.33% 21.40% 11.64%
-2.88% 3.63% -8.03% -1.33% 11.20% -5.01%
-0.88% 3.25% 3.87% -1.33% -10.10% -3.02%
-0.77% 1.15% 18.87% 0.41% -0.03% -2.91%
-5.31% 3.45% -4.18% -1.33% -1.52% -7.44%
5.80% 4.49% -4.89% -1.33% 9.60% 3.66%
-0.89% 4.97% 0.46% -1.33% 18.01% -3.03%
-10.13% -0.58% -7.63% -1.33% -3.88% -12.27%
2.70% 13.21% 1.60% -1.33% -1.84% 0.57%
-6.52% -2.17% 0.34% -1.33% -3.84% -8.66%
-3.45% -2.97% -8.12% -1.33% -11.86% -5.59%
4.40% -3.31% -4.48% -1.09% 0.10% 2.27%
1.70% 6.24% 9.00% -1.33% 2.21% -0.44%
16.72% 1.58% 1.05% -1.33% -5.25% 14.58%
0.17% 4.17% 5.46% -1.33% 1.87% -1.96%
73.51% -6.17% -9.64% 0.28% -9.31% 71.37%
-50.39% 4.02% 2.63% -1.33% -5.03% -52.53%
9.90% 2.88% -7.23% -1.33% -0.95% 7.77%
2.05% -1.99% 14.49% -1.33% 3.98% -0.09%
4.91% 0.41% -7.70% 53.12% -10.64% 2.78%
2.05% -2.98% -3.95% -7.96% -20.76% -0.09%
-6.64% -7.43% -1.30% -11.47% -12.67% -8.78%
8.13% 10.22% -2.30% 2.94% 21.45% 5.99%
-4.01% 5.71% 9.05% -2.62% -3.61% -6.14%
-2.53% 4.38% -1.53% 12.38% 7.53% -4.66%
1.18% -0.46% 7.26% -0.05% 5.85% -0.96%
4.72% 7.68% 1.69% 8.31% 5.31% 2.59%
4.44% 3.61% -1.30% 2.00% 9.16% 2.31%
2.24% -1.42% -3.03% -2.18% -1.40% 0.10%
-2.65% -1.08% -7.56% -1.46% 1.78% -4.79%
-6.15% -4.72% -10.54% -10.57% -0.77% -8.29%
107.50% 97.47% -0.91% -1.37% -4.06% 105.37%
-49.12% -45.69% 3.80% 6.85% 3.15% -51.26%
18.45% 8.04% 4.93% -1.02% 2.49% 16.32%
6.69% 3.77% -2.80% 8.31% 8.08% 4.56%
5.62% 7.21% 2.90% 1.23% -2.15% 3.49%
-3.91% 5.80% 5.22% 0.80% -1.41% -6.04%
2.93% 0.97% -5.70% 1.54% -5.13% 0.80%
17.04% 8.73% 3.18% 9.46% 13.29% 14.91%
-0.56% -0.45% -4.13% -1.11% -12.03% -2.70%
-2.05% 1.65% -7.61% -3.29% -9.51% -4.19%
20.48% 0.16% 6.34% -3.33% 19.56% 18.35%
-2.05% 2.50% 3.71% -3.19% 3.85% -4.19%
 -0.05% 1.01% 5.92% 0.74% -4.17% -2.19%
4.37% 7.12% 0.71% 13.05% 0.17% 2.23%
-0.70% -6.06% -5.43% -8.88% -15.35% -2.84%
-7.53% 0.10% 0.57% -0.40% -7.66% -9.66%
9.13% 3.09% 17.31% 2.03% -2.31% 7.00%
-4.35% 10.04% 4.81% -4.00% 8.49% -6.49%
5.55% -0.82% -3.62% 2.77% -4.69% 3.41%
22.70% 3.37% 3.38% 3.22% 12.26% 20.57%
4.69% -5.43% 3.09% -3.48% 4.58% 2.56%
1.31% -2.68% -11.69% -10.70% -15.15% -0.82%
-15.64% -4.70% -11.91% -0.49% 5.08% -17.77%
10.02% 11.33% 2.38% 11.09% 0.25% 7.88%
-3.97% -0.32% 0.76% -2.37% 3.04% -6.10%
9.44% -1.97% -16.28% -3.67% -1.67% 7.31%
0.32% -0.11% -5.90% -5.55% -9.29% -1.82%
10.74% 11.62% 3.46% 5.57% 18.31% 8.60%
2.17% -0.06% -5.12% 0.21% -4.28% 0.03%
-4.50% 4.66% -0.61% 8.07% 12.82% -6.63%
-5.79% 0.76% 0.40% -0.90% 1.57% -7.93%
-6.93% -7.29% -16.95% -4.54% -8.95% -9.07%
7.06% -1.05% -3.39% 2.33% -18.47% 4.92%
7.29% 10.43% 2.59% -10.07% -2.02% 5.15%
9.92% 0.24% 9.96% 6.50% 14.45% 7.78%
5.93% 3.62% -13.39% 6.43% 8.52% 3.79%
-2.39% -0.22% -0.69% 3.69% -3.28% -4.53%
-6.76% -3.60% 5.82% -1.27% -5.49% -8.90%
-5.88% -3.97% -20.29% -11.20% -5.76% -8.01%
-16.17% -26.81% -38.53% -26.27% -35.94% -18.31%
30.39% 16.23% 27.79% 15.99% -4.13% 28.26%
8.58% -5.01% 18.13% -14.75% -14.06% 6.44%
-2.48% 1.78% 7.88% 6.42% 6.16% -4.61%
RetHFCBank-Mean M&M
Mean 0.8794%
-1.66% Std Dev 0.0876402371
14.63% Variance 0.0076162665
-10.42%
-1.77% No. of Observation 119
0.66% Variance Co-Variance Matrix
-14.75%
-1.77% M&M
12.30% HDFC
-4.15% SBIN
2.52% Reliance
2.83% HDFCBANK
1.90%
-5.06% Correlation Matrix
-2.92%
2.77% M&M
-11.70% HDFC
-5.55% SBIN
13.28% Reliance
3.07% HDFCBANK
-1.48%
2.35% Optimal Weight WM&M
-8.70% 0.2
9.32%
3.94% WM&M
-0.72% Solved Weight 0.3094239998
3.67% Constraint 1
-1.21%
8.99% Aveerage Return AS per the new portfolio 0.0124138486
-5.61%
-7.25%
-4.76%
-2.01%
7.10%
0.66%
-6.43%
-9.40%
-4.59%
-2.17%
12.79%
-4.87%
-1.32%
-7.62%
4.53%
 9.82%
-5.68%
7.90%
1.62%
1.24%
-0.86%
1.44%
2.48%
2.96%
-2.59%
11.21%
-4.18%
-4.98%
-5.32%
4.24%
-0.43%
2.16%
-8.18%
2.02%
0.87%
-4.00%
-1.60%
-4.99%
-9.44%
8.21%
3.70%
2.37%
-2.47%
5.67%
1.60%
-3.43%
-3.09%
-6.73%
95.47%
-47.69%
6.03%
1.76%
5.20%
3.79%
-1.04%
6.72%
-2.45%
-0.36%
-1.85%
0.49%
 -1.00%
5.11%
-8.07%
-1.91%
1.08%
8.03%
-2.83%
1.36%
-7.44%
-4.68%
-6.71%
9.33%
-2.33%
-3.98%
-2.12%
9.61%
-2.07%
2.65%
-1.25%
-9.30%
-3.06%
8.42%
-1.77%
1.62%
-2.23%
-5.61%
-5.98%
-28.82%
14.22%
-7.02%
-0.23%
 HDFC SBIN Reliance HDFCBANK
1.33% 0.91% 2.14% 2.01%
0.079702 0.108023 0.156615 0.116673
0.006352 0.011669 0.024528 0.013613

iance Co-Variance Matrix

M&M HDFC SBIN Reliance HDFCBANK
0.007681 0.002169 0.003632 0.001983 0.002806
0.002169 0.006406 0.002676 0.001773 0.002307
0.003632 0.002676 0.011768 0.002825 0.003451
0.001983 0.001773 0.002825 0.024736 0.012692
0.002806 0.002307 0.003451 0.012692 0.013728

relation Matrix
M&M HDFC SBIN Reliance HDFCBANK
1
0.309164 1
0.382079 0.308161 1
0.143883 0.140819 0.165556 1
0.514232 0.246035 0.271507 0.688741 1

WtHDFC WtSBin WtRelianceWtHDFCBANK

0.2 0.2 0.2 0.2 ExpcectedPortofolio Return 0.0145257459 NOTE: MATRIX MULTIPL
Expected Portfolio Variance 0.0054778154 NOTE: WT*VCV*TRANSP
WtHDFC WtSBin WtRelianc WtHDFCBANK Standard Deviation 0.0740122655
0.440624 0.114482 0.053678 0.081792
NOW TO SOLVE WEIGHT FROM SOLVER
ExpcectedPortofolio Return 0.0124138486
Expected Portfolio Variance 0.0040840088
NOTE: MATRIX MULTIPLICATION WEIGHT *MEANRETURM]
NOTE: WT*VCV*TRANSPOSE(WT) in Matrix form
Date M&M HDFC SBIN Reliance HDFCBANKRM&M RHDFC RSBIN
7/1/2010 267.9471 521.3251 119.9776 436.8403 178.8028
8/1/2010 261.2041 548.395 132.6086 397.7058 179.4206 -2.5487% 5.0622% 10.0097%
9/1/2010 288.2123 641.281 155.3324 427.1486 209.2729 9.8395% 15.6472% 15.8165%
10/1/2010 305.8009 601.4853 151.0254 474.3091 191.6651 5.9237% -6.4066% -2.8119%
11/1/2010 318.9716 600.5669 143.4324 426.4348 192.1274 4.2168% -0.1528% -5.1584%
12/1/2010 324.3482 637.0391 134.7896 458.0625 197.2513 1.6716% 5.8957% -6.2149%
1/1/2011 297.3192 549.5758 126.6646 397.749 172.111 -8.7011% -14.7684% -6.2173%
2/1/2011 256.6403 550.3192 126.0918 417.1973 172.5271 -14.7131% 0.1352% -0.4532%
3/1/2011 291.9009 613.2928 132.5558 453.909 197.2093 12.8739% 10.8344% 4.9994%
4/1/2011 315.2622 618.1907 134.4397 425.6343 192.9807 7.6990% 0.7954% 1.4112%
5/1/2011 280.1265 598.2928 110.1532 411.8323 201.7237 -11.8163% -3.2717% -19.9244%
6/1/2011 292.547 617.7535 132.3675 395.4259 211.4755 4.3384% 3.2009% 18.3710%
7/1/2011 300.4035 611.1762 129.0729 364.3772 219.7381 2.6501% -1.0704% -2.5204%
8/1/2011 316.9211 587.8025 108.6507 344.4188 213.035 5.3526% -3.8994% -17.2239%
9/1/2011 345.5155 568.5092 105.1965 355.7513 211.0939 8.6385% -3.3373% -3.2308%
10/1/2011 371.5338 611.0431 104.9351 386.2059 221.1826 7.2602% 7.2150% -0.2489%
11/1/2011 311.361 569.2188 97.01662 342.5044 199.7414 -17.6687% -7.0903% -7.8459%
12/1/2011 292.7275 578.3998 89.12296 304.9643 192.6771 -6.1711% 1.6000% -8.4865%
1/1/2012 289.2928 619.0265 113.4838 359.6021 222.1305 -1.1803% 6.7883% 24.1643%
2/1/2012 304.7706 588.246 123.7197 361.2085 233.4153 5.2120% -5.1003% 8.6358%
3/1/2012 300.6275 597.2496 115.3966 330.3358 234.6566 -1.3688% 1.5190% -6.9643%
4/1/2012 304.8565 597.5156 117.6948 327.9153 244.8807 1.3969% 0.0445% 1.9720%
5/1/2012 280.1906 580.7061 113.1783 310.5314 228.4952 -8.4371% -2.8536% -3.9131%
6/1/2012 303.6543 579.4199 144.7617 332.7337 254.3825 8.0420% -0.2217% 24.6125%
7/1/2012 300.9066 623.6729 134.4427 335.3267 269.5284 -0.9090% 7.3599% -7.3951%
8/1/2012 339.2646 663.5124 123.195 345.6084 273.0135 11.9981% 6.1921% -8.7370%
9/1/2012 384.4095 698.7952 150.233 377.5356 288.5135 12.4928% 5.1810% 19.8419%
10/1/2012 393.1896 687.9214 141.493 363.2405 290.8293 2.2583% -1.5683% -5.9937%
11/1/2012 420.9967 761.1488 145.5194 357.9193 322.815 6.8333% 10.1154% 2.8059%
12/1/2012 414.1727 747.9291 159.9486 378.5953 311.1901 -1.6342% -1.7521% 9.4543%
1/1/2013 395.3234 709.7589 163.4688 399.8352 294.8877 -4.6579% -5.2383% 2.1769%
2/1/2013 388.4106 683.6804 139.5251 367.006 286.7708 -1.7641% -3.7435% -15.8378%
3/1/2013 382.8981 745.583 138.9786 348.5396 286.7708 -1.4294% 8.6676% -0.3924%
4/1/2013 410.8163 764.8486 151.8221 355.4391 312.8867 7.0377% 2.5511% 8.8389%
5/1/2013 430.1324 803.2444 137.2353 363.6013 321.2328 4.5947% 4.8981% -10.1012%
6/1/2013 431.4883 793.2281 162.121 397.741 307.017 0.3147% -1.2548% 16.6646%
7/1/2013 405.1704 733.5443 141.7584 402.0983 284.3277 -6.2933% -7.8223% -13.4219%
8/1/2013 358.2274 658.5815 126.0383 393.7064 276.9834 -12.3140% -10.7800% -11.7538%
9/1/2013 378.4427 700.37 134 379.2049 276.5405 5.4897% 6.1520% 6.1254%
10/1/2013 406.0672 783.5805 149.0894 421.764 317.4584 7.0454% 11.2265% 10.6707%
11/1/2013 432.3197 754.9426 150.973 393.4066 308.3655 6.2647% -3.7232% 1.2555%
12/1/2013 431.8395 749.8106 146.5793 412.7727 310.4872 -0.1111% -0.6821% -2.9534%
1/1/2014 407.142 749.8106 126.4449 383.2395 293.0708 -5.8892% 0.0000% -14.7760%
2/1/2014 445.6975 749.8106 127.2249 368.8533 312.2358 9.0478% 0.0000% 0.6150%
 3/1/2014 448.5331 749.8106 159.1255 429.1646 349.1669 0.6342% 0.0000% 22.3737%
4/1/2014 491.2962 749.8106 189.2528 431.4931 336.3437 9.1065% 0.0000% 17.3390%
5/1/2014 565.0685 749.8106 231.4673 490.9283 369.661 13.9900% 0.0000% 20.1355%
6/1/2014 524.6835 749.8106 259.4903 476.7963 383.0905 -7.4152% 0.0000% 11.4281%
7/1/2014 549.5869 749.8106 235.6302 472.5936 395.5309 4.6372% 0.0000% -9.6456%
8/1/2014 658.1382 762.8637 237.7023 468.9545 400.06 18.0248% 1.7259% 0.8755%
9/1/2014 636.4372 762.8637 236.2533 444.0676 413.861 -3.3529% 0.0000% -0.6114%
10/1/2014 610.9011 762.8637 261.0891 469.8232 432.4518 -4.0951% 0.0000% 9.9957%
11/1/2014 619.1091 762.8637 310.4707 465.6206 453.9357 1.3346% 0.0000% 17.3228%
12/1/2014 577.3441 762.8637 301.2454 418.4528 451.3035 -6.9843% 0.0000% -3.0164%
1/1/2015 591.6789 762.8637 298.4441 429.7693 510.9415 2.4526% 0.0000% -0.9343%
2/1/2015 598.8813 762.8637 289.7018 401.7363 499.8676 1.2099% 0.0000% -2.9730%
3/1/2015 555.5262 762.8637 257.9689 387.8606 485.0233 -7.5148% 0.0000% -11.6013%
4/1/2015 535.5089 764.733 260.5771 404.9294 468.9459 -3.6698% 0.2447% 1.0060%
5/1/2015 588.405 764.733 268.6914 411.8084 498.2314 9.4198% 0.0000% 3.0665%
6/1/2015 599.7466 764.733 257.0193 480.6519 506.104 1.9092% 0.0000% -4.4412%
7/1/2015 637.7466 764.733 264.16 481.4929 527.2086 6.1434% 0.0000% 2.7404%
8/1/2015 581.8488 777.0797 241.9552 835.4336 494.6565 -9.1731% 1.6016% -8.7803%
9/1/2015 602.2938 777.0797 231.9776 414.4246 514.5641 3.4535% 0.0000% -4.2112%
10/1/2015 564.0726 777.0797 231.8798 455.4682 529.3924 -6.5562% 0.0000% -0.0422%
11/1/2015 650.7613 777.0797 243.2268 464.7919 518.873 14.2960% 0.0000% 4.7775%
12/1/2015 606.3685 1200.238 219.5546 487.6206 520.9913 -7.0655% 43.4732% -10.2393%
1/1/2016 587.7344 1120.697 175.9763 497.6172 505.4407 -3.1213% -6.8569% -22.1252%
2/1/2016 585.2801 1007.013 155.2876 464.5757 467.8884 -0.4185% -10.6962% -12.5070%
3/1/2016 576.9877 1050.036 190.0133 502.3271 515.6955 -1.4270% 4.1836% 20.1815%
4/1/2016 634.2957 1036.51 184.8778 482.2 545.1595 9.4694% -1.2965% -2.7399%
5/1/2016 630.1734 1178.638 200.4799 470.0063 569.0151 -0.6520% 12.8500% 8.1019%
6/1/2016 681.4765 1193.779 214.0278 475.5512 566.3912 7.8267% 1.2765% 6.5392%
7/1/2016 699.0144 1308.91 227.344 498.0002 609.902 2.5410% 9.2071% 6.0358%
8/1/2016 696.0771 1352.546 250.237 520.1302 631.9254 -0.4211% 3.2794% 9.5944%
9/1/2016 681.1051 1340.998 248.9982 531.7595 622.9448 -2.1744% -0.8575% -0.4963%
10/1/2016 635.6077 1339.314 255.6877 517.6523 616.1909 -6.9135% -0.1257% 2.6511%
11/1/2016 574.2175 1215.554 256.0345 485.8066 587.0955 -10.1573% -9.6957% 0.1356%
12/1/2016 574.0237 1215.073 247.9576 1008.071 1159.362 -0.0338% -0.0396% -3.2055%
1/1/2017 600.8668 1314.437 258.0166 512.868 629.6986 4.5702% 7.8604% 3.9766%
2/1/2017 635.7772 1318.479 266.7873 607.4974 680.3281 5.6475% 0.3071% 3.3428%
3/1/2017 623.5429 1445.558 290.7704 648.1511 705.9976 -1.9431% 9.2017% 8.6082%
4/1/2017 647.1152 1482.541 287.1531 684.6092 756.8716 3.7107% 2.5262% -1.2518%
5/1/2017 686.556 1514.079 285.7161 657.8666 800.7716 5.9163% 2.1050% -0.5017%
6/1/2017 653.4384 1557.576 273.65 677.1507 808.5288 -4.9440% 2.8324% -4.3149%
7/1/2017 679.9423 1725.684 312.5 792.5607 879.105 3.9760% 10.2493% 13.2755%
8/1/2017 657.8088 1729.43 277.75 788.0865 875.1882 -3.3094% 0.2168% -11.7883%
9/1/2017 613.5162 1695.608 253.85 771.9244 889.5986 -6.9708% -1.9750% -8.9978%
10/1/2017 657.8088 1661.786 305.8 930.0359 890.9781 6.9708% -2.0148% 18.6188%
11/1/2017 688.0139 1630.933 320.35 910.9577 913.2464 4.4895% -1.8741% 4.6483%
12/1/2017 734.801 1664.706 309.9 910.4635 922.4592 6.5791% 2.0496% -3.3165%
1/1/2018 746.4916 1904.037 313.25 950.2509 988.1309 1.5785% 13.4328% 1.0752%
2/1/2018 712.5446 1760.38 268 943.5785 928.2726 -4.6542% -7.8447% -15.6015%
3/1/2018 722.8658 1776.829 249.9 872.5543 929.2086 1.4381% 0.9300% -6.9926%
4/1/2018 854.3492 1836.474 246.4 952.2279 957.8815 16.7116% 3.3017% -1.4105%
5/1/2018 902.9218 1787.472 269.55 910.76 1054.019 5.5296% -2.7045% 8.9798%
6/1/2018 878.2197 1860.707 259.35 961.2728 1045.381 -2.7739% 4.0154% -3.8575%
7/1/2018 915.6397 1945.303 293.5 1179.53 1080.614 4.1726% 4.4461% 12.3699%
8/1/2018 952.0222 1903.495 309.6 1234.876 1021.96 3.8965% -2.1726% 5.3404%
9/1/2018 849.1075 1725.087 265.5 1251.087 994.6207 -11.4402% -9.8414% -15.3666%
10/1/2018 755.4142 1739.59 281.4 1055.46 947.861 -11.6920% 0.8372% 5.8162%
11/1/2018 780.0211 1955.656 284.65 1161.18 1055.298 3.2055% 11.7076% 1.1483%
12/1/2018 792.7929 1935.352 295.9 1115.133 1051.956 1.6241% -1.0436% 3.8761%
1/1/2019 670.6958 1890.123 293.65 1220.455 1031.251 -16.7246% -2.3647% -0.7633%
2/1/2019 637.0156 1810.334 269.05 1224.334 1030.071 -5.1522% -4.3131% -8.7491%
3/1/2019 664.6304 1935.254 320.75 1355.813 1149.729 4.2437% 6.6727% 17.5765%
4/1/2019 636.4238 1965.119 309.95 1385.201 1149.005 -4.3367% 1.5314% -3.4251%
5/1/2019 638.1497 2149.905 352.5 1322.893 1202.513 0.2708% 8.9871% 12.8640%
6/1/2019 646.3356 2159.213 361.25 1246.264 1211.636 1.2746% 0.4320% 2.4520%
7/1/2019 542.4347 2089.968 332.2 1159.887 1123.32 -17.5251% -3.2595% -8.3833%
8/1/2019 528.8 2166.45 273.85 1241.738 1111.496 -2.5457% 3.5941% -19.3157%
9/1/2019 547.15 1977.05 270.8 1332.25 1227.45 3.4113% -9.1484% -1.1200%
10/1/2019 606.45 2131.9 312.4 1464.35 1230.35 10.2899% 7.5408% 14.2904%
11/1/2019 530.55 2297.25 341.85 1551.15 1274.95 -13.3708% 7.4699% 9.0088%
12/1/2019 531.55 2412.55 333.75 1514.05 1272.1 0.1883% 4.8972% -2.3980%
1/1/2020 567.15 2414 318.45 1411.65 1226.3 6.4827% 0.0601% -4.6927%
2/1/2020 457.05 2175.75 303 1328.65 1177.65 -21.5831% -10.3912% -4.9733%
3/1/2020 284.95 1633.1 196.85 1113.75 861.9 -47.2479% -28.6893% -43.1291%
4/1/2020 366.65 1916 190.5 1452.23 1001.8 25.2094% 15.9760% -3.2790%
5/1/2020 436.35 1658.9 165.45 1576.8 951.65 17.4037% -14.4085% -14.0983%
6/1/2020 474.55 1787.45 177.15 1537.7 968.6 8.3922% 7.4635% 6.8328%
RReliance RHDFC RetM&M -Mean RetHDFC -Mean RetSBIN -Mean RetReliance -Mean

-9.3855% 0.3450% -3.0290% 4.0268% 9.6822% -10.4431%

7.1420% 15.3906% 9.3592% 14.6117% 15.4891% 6.0844%
10.4727% -8.7890% 5.4434% -7.4420% -3.1394% 9.4152%
-10.6400% 0.2409% 3.7365% -1.1882% -5.4859% -11.6975%
7.1546% 2.6320% 1.1912% 4.8603% -6.5423% 6.0971%
-14.1184% -13.6339% -9.1814% -15.8039% -6.5448% -15.1760%
4.7738% 0.2415% -15.1934% -0.9003% -0.7807% 3.7163%
8.4337% 13.3711% 12.3936% 9.7990% 4.6719% 7.3762%
-6.4316% -2.1675% 7.2187% -0.2400% 1.0837% -7.4892%
-3.2964% 4.4309% -12.2966% -4.3071% -20.2518% -4.3540%
-4.0653% 4.7210% 3.8581% 2.1655% 18.0435% -5.1228%
-8.1774% 3.8327% 2.1698% -2.1059% -2.8479% -9.2349%
-5.6331% -3.0980% 4.8723% -4.9349% -17.5514% -6.6907%
3.2373% -0.9153% 8.1581% -4.3728% -3.5582% 2.1798%
8.2139% 4.6685% 6.7799% 6.1796% -0.5763% 7.1563%
-12.0086% -10.1965% -18.1490% -8.1257% -8.1734% -13.0661%
-11.6090% -3.6008% -6.6514% 0.5646% -8.8140% -12.6665%
16.4804% 14.2249% -1.6606% 5.7528% 23.8368% 15.4228%
0.4457% 4.9554% 4.7317% -6.1357% 8.3084% -0.6118%
-8.9346% 0.5304% -1.8491% 0.4835% -7.2918% -9.9921%
-0.7354% 4.2648% 0.9166% -0.9909% 1.6445% -1.7930%
-5.4470% -6.9256% -8.9174% -3.8890% -4.2406% -6.5046%
6.9057% 10.7324% 7.5616% -1.2572% 24.2850% 5.8482%
0.7763% 5.7834% -1.3893% 6.3244% -7.7226% -0.2813%
3.0201% 1.2848% 11.5178% 5.1567% -9.0644% 1.9626%
8.8359% 5.5220% 12.0125% 4.1456% 19.5145% 7.7783%
-3.8600% 0.7995% 1.7780% -2.6037% -6.3212% -4.9175%
-1.4758% 10.4343% 6.3530% 9.0800% 2.4784% -2.5333%
5.6160% -3.6676% -2.1145% -2.7875% 9.1269% 4.5585%
5.4584% -5.3809% -5.1382% -6.2737% 1.8495% 4.4009%
-8.5674% -2.7911% -2.2444% -4.7789% -16.1652% -9.6250%
-5.1626% 0.0000% -1.9097% 7.6322% -0.7199% -6.2202%
1.9602% 8.7158% 6.5574% 1.5157% 8.5115% 0.9027%
2.2704% 2.6325% 4.1144% 3.8627% -10.4287% 1.2129%
8.9743% -4.5263% -0.1656% -2.2903% 16.3371% 7.9168%
1.0896% -7.6776% -6.7736% -8.8577% -13.7494% 0.0320%
-2.1091% -2.6170% -12.7943% -11.8154% -12.0813% -3.1667%
-3.7529% -0.1600% 5.0094% 5.1166% 5.7979% -4.8104%
10.6369% 13.7990% 6.5651% 10.1911% 10.3432% 9.5794%
-6.9602% -2.9061% 5.7843% -4.7587% 0.9280% -8.0178%
4.8053% 0.6857% -0.5915% -1.7175% -3.2809% 3.7478%
-7.4237% -5.7728% -6.3695% -1.0354% -15.1035% -8.4812%
-3.8261% 6.3344% 8.5675% -1.0354% 0.2875% -4.8837%
 15.1442% 11.1791% 0.1539% -1.0354% 22.0462% 14.0866%
0.5411% -3.7417% 8.6262% -1.0354% 17.0116% -0.5164%
12.9046% 9.4453% 13.5097% -1.0354% 19.8080% 11.8471%
-2.9209% 3.5685% -7.8955% -1.0354% 11.1006% -3.9784%
-0.8853% 3.1958% 4.1568% -1.0354% -9.9730% -1.9429%
-0.7730% 1.1386% 17.5445% 0.6904% 0.5481% -1.8305%
-5.4529% 3.3916% -3.8332% -1.0354% -0.9389% -6.5105%
5.6380% 4.3941% -4.5754% -1.0354% 9.6682% 4.5804%
-0.8985% 4.8485% 0.8543% -1.0354% 16.9953% -1.9561%
-10.6807% -0.5815% -7.4646% -1.0354% -3.3439% -11.7382%
2.6684% 12.4115% 1.9722% -1.0354% -1.2617% 1.6109%
-6.7453% -2.1912% 0.7296% -1.0354% -3.3005% -7.8028%
-3.5150% -3.0146% -7.9951% -1.0354% -11.9288% -4.5725%
4.3067% -3.3709% -4.1501% -0.7907% 0.6785% 3.2491%
1.6846% 6.0577% 8.9395% -1.0354% 2.7390% 0.6270%
15.4585% 1.5678% 1.4289% -1.0354% -4.7687% 14.4010%
0.1748% 4.0854% 5.6631% -1.0354% 2.4129% -0.8827%
55.1059% -6.3733% -9.6534% 0.5662% -9.1077% 54.0484%
-70.1060% 3.9457% 2.9732% -1.0354% -4.5386% -71.1635%
9.4435% 2.8410% -7.0366% -1.0354% -0.3696% 8.3859%
2.0264% -2.0071% 13.8157% -1.0354% 4.4500% 0.9688%
4.7948% 0.4074% -7.5458% 42.4378% -10.5668% 3.7372%
2.0293% -3.0302% -3.6016% -7.8923% -22.4527% 0.9718%
-6.8707% -7.7201% -0.8988% -11.7317% -12.8345% -7.9282%
7.8127% 9.7287% -1.9073% 3.1482% 19.8541% 6.7552%
-4.0892% 5.5562% 8.9891% -2.3320% -3.0674% -5.1468%
-2.5613% 4.2828% -1.1323% 11.8146% 7.7744% -3.6188%
1.1728% -0.4622% 7.3464% 0.2410% 6.2117% 0.1153%
4.6126% 7.4013% 2.0606% 8.1716% 5.7084% 3.5551%
4.3479% 3.5473% -0.9014% 2.2440% 9.2669% 3.2903%
2.2112% -1.4314% -2.6547% -1.8929% -0.8238% 1.1537%
-2.6888% -1.0901% -7.3938% -1.1611% 2.3236% -3.7463%
-6.3493% -4.8369% -10.6376% -10.7312% -0.1919% -7.4069%
72.9984% 68.0438% -0.5141% -1.0750% -3.5329% 71.9408%
-67.5776% -61.0384% 4.0899% 6.8249% 3.6492% -68.6351%
16.9329% 7.7334% 5.1672% -0.7284% 3.0153% 15.8754%
6.4776% 3.7037% -2.4234% 8.1662% 8.2807% 5.4200%
5.4724% 6.9582% 3.2304% 1.4908% -1.5793% 4.4149%
-3.9846% 5.6382% 5.4360% 1.0696% -0.8292% -5.0421%
2.8892% 0.9641% -5.4243% 1.7969% -4.6424% 1.8316%
15.7375% 8.3688% 3.4957% 9.2138% 12.9480% 14.6800%
-0.5661% -0.4465% -3.7897% -0.8186% -12.1158% -1.6237%
-2.0721% 1.6331% -7.4511% -3.0105% -9.3253% -3.1297%
18.6337% 0.1550% 6.4904% -3.0503% 18.2913% 17.5761%
-2.0727% 2.4686% 4.0091% -2.9095% 4.3208% -3.1302%
 -0.0543% 1.0037% 6.0988% 1.0142% -3.6439% -1.1118%
4.2772% 6.8772% 1.0982% 12.3973% 0.7477% 3.2197%
-0.7046% -6.2490% -5.1345% -8.8801% -15.9289% -1.7622%
-7.8255% 0.1008% 0.9578% -0.1054% -7.3201% -8.8830%
8.7379% 3.0391% 16.2313% 2.2663% -1.7379% 7.6804%
-4.4525% 9.5642% 5.0493% -3.7399% 8.6523% -5.5100%
5.3979% -0.8229% -3.2542% 2.9800% -4.1850% 4.3403%
20.4613% 3.3147% 3.6923% 3.4107% 12.0424% 19.4037%
4.5855% -5.5807% 3.4162% -3.2080% 5.0129% 3.5279%
1.3042% -2.7116% -11.9206% -10.8769% -15.6941% 0.2467%
-17.0036% -4.8154% -12.1723% -0.1983% 5.4888% -18.0611%
9.5460% 10.7370% 2.7251% 10.6722% 0.8208% 8.4885%
-4.0463% -0.3172% 1.1438% -2.0791% 3.5486% -5.1039%
9.0250% -1.9879% -17.2050% -3.4002% -1.0908% 7.9675%
0.3173% -0.1145% -5.6325% -5.3485% -9.0766% -0.7402%
10.2004% 10.9899% 3.7634% 5.6373% 17.2490% 9.1429%
2.1445% -0.0630% -4.8170% 0.4960% -3.7526% 1.0869%
-4.6024% 4.5517% -0.2095% 7.9516% 12.5365% -5.6600%
-5.9671% 0.7558% 0.7943% -0.6034% 2.1245% -7.0247%
-7.1827% -7.5683% -18.0054% -4.2950% -8.7108% -8.2402%
6.8189% -1.0581% -3.0261% 2.5587% -19.6431% 5.7614%
7.0357% 9.9232% 2.9310% -10.1838% -1.4475% 5.9781%
9.4542% 0.2360% 9.8096% 6.5053% 13.9629% 8.3967%
5.7585% 3.5608% -13.8511% 6.4345% 8.6813% 4.7010%
-2.4208% -0.2238% -0.2920% 3.8617% -2.7255% -3.4784%
-7.0029% -3.6668% 6.0023% -0.9754% -5.0201% -8.0604%
-6.0596% -4.0481% -22.0634% -11.4266% -5.3007% -7.1171%
-17.6431% -31.2137% -47.7282% -29.7248% -43.4565% -18.7006%
26.5368% 15.0414% 24.7291% 14.9405% -3.6065% 25.4792%
8.2297% -5.1356% 16.9234% -15.4439% -14.4258% 7.1722%
-2.5110% 1.7654% 7.9119% 6.4281% 6.5053% -3.5685%
RetHFCBank-Mean M&M HDFC SBIN Reliance
Mean 0.4803% 1.04% 0.33% 1.06%
-1.0748% Std Dev 9.0814% 7.4926% 10.8317% 14.5515%
13.9708% Variance 0.8247% 0.5614% 1.1733% 2.1175%
-10.2088%
-1.1789% No. of Observation 119
1.2122% Variance Co-Variance Matrix
-15.0537% M&M HDFC SBIN Reliance
-1.1783% M&M 0.8247% 0.2573% 0.4241% 0.2076%
11.9513% HDFC 0.2573% 0.5614% 0.3083% 0.1693%
-3.5873% SBIN 0.4241% 0.3083% 1.1733% 0.2985%
3.0111% Reliance 0.2076% 0.1693% 0.2985% 2.1175%
3.3012% HDFCBANK 0.3136% 0.2407% 0.3682% 0.9801%
2.4129%
-4.5178% Solver Weight of portfolio
-2.3351% M&M HDFC SBIN Reliance
3.2487% Weight 0.2401687712 0.510732 0.077719 0.071358
-11.6163%
-5.0206% Return of portfolio 0.8871%
12.8051% Risk 0.4086%
3.5356%
-0.8894% Naïve Weight of portfolio
2.8450% M&M HDFC SBIN Reliance
-8.3454% Weight 0.2 0.2 0.2 0.2
9.3126%
4.3636% Return of portfolio 0.8641%
-0.1350% Risk 0.5172%
4.1022%
-0.6203%
9.0145%
-5.0874%
-6.8007%
-4.2109%
-1.4198%
7.2960%
1.2127%
-5.9461%
-9.0974%
-4.0368%
-1.5798%
12.3792%
-4.3259%
-0.7341%
-7.1927%
4.9146%
 9.7593%
-5.1615%
8.0255%
2.1487%
1.7760%
-0.2812%
1.9718%
2.9743%
3.4287%
-2.0013%
10.9917%
-3.6110%
-4.4344%
-4.7907%
4.6379%
0.1479%
2.6656%
-7.7931%
2.5259%
1.4212%
-3.4269%
-1.0124%
-4.4501%
-9.1399%
8.3089%
4.1364%
2.8630%
-1.8820%
5.9815%
2.1275%
-2.8512%
-2.5099%
-6.2567%
66.6240%
-62.4582%
6.3136%
2.2839%
5.5384%
4.2184%
-0.4558%
6.9490%
-1.8663%
0.2133%
-1.2649%
1.0488%
 -0.4161%
5.4574%
-7.6688%
-1.3190%
1.6193%
8.1444%
-2.2427%
1.8949%
-7.0005%
-4.1314%
-6.2352%
9.3172%
-1.7370%
-3.4077%
-1.5343%
9.5701%
-1.4828%
3.1319%
-0.6640%
-8.9881%
-2.4780%
8.5034%
-1.1838%
2.1410%
-1.6436%
-5.0866%
-5.4679%
-32.6335%
13.6216%
-6.5554%
0.3456%
HDFCBANK
1.42%
10.5732%
1.1179%

HDFCBANK
0.3136%
0.2407%
0.3682%
0.9801%
1.1179%

HDFCBANK
0.10002243 1

HDFCBANK
0.2
Date Open High Low Close Adj Close Volume
7/1/2010 191.2 213.7 189.5 212.69 178.80275 1.53E+08
8/1/2010 213 223.98 204.8 213.425 179.420639 1.51E+08
9/1/2010 213.555 251.08 212 248.935 209.272903 2.02E+08
### 249.2 253.99 223.7 227.99 191.665054 1.65E+08
### 229.8 241.98 225.85 228.54 192.12738 1.33E+08
### 228.855 242.5 215 234.635 197.251282 1.76E+08
1/1/2011 237 239.965 199.62 204.73 172.110977 2.22E+08
2/1/2011 207.69 224.31 198.14 205.225 172.527115 1.73E+08
3/1/2011 207.48 239.59 205.9 234.585 197.209259 2E+08
4/1/2011 235.3 244.105 227.5 229.555 192.980667 1.52E+08
5/1/2011 230.6 240.87 220.78 239.955 201.723663 1.72E+08
6/1/2011 239 252.495 227.195 251.555 211.475479 1.39E+08
7/1/2011 254 259.5 240.55 243.4 219.738129 1.25E+08
8/1/2011 246.725 247.975 218.075 235.975 213.034958 1.39E+08
9/1/2011 242 248.825 219.725 233.825 211.093948 1.53E+08
### 230.075 248.5 218.275 245 221.182587 1.59E+08
### 242.55 246.5 205.65 221.25 199.741394 1.37E+08
### 229.475 235.45 200.125 213.425 192.677124 1.52E+08
1/1/2012 214.45 252 209.75 246.05 222.130493 1.08E+08
2/1/2012 247.25 269.95 240.675 258.55 233.415314 1.52E+08
3/1/2012 258.5 267.25 246.5 259.925 234.656647 1.16E+08
4/1/2012 259 279 257.925 271.25 244.880707 93977678
5/1/2012 271.25 279 241.1 253.1 228.495163 1.31E+08
6/1/2012 252 282.45 242.525 281.775 254.382523 1.24E+08
7/1/2012 282 296.9 280 293.875 269.528351 1.05E+08
8/1/2012 292.775 304.75 288.65 297.675 273.013519 1.03E+08
9/1/2012 298.775 319.45 291.675 314.575 288.513458 1.11E+08
### 314.5 322.4 252.525 317.1 290.829285 90640668
### 316.375 352.75 313.75 351.975 322.815002 88034024
### 350 350.575 334.875 339.3 311.190063 94615816
1/1/2013 341.05 345 320.05 321.525 294.887695 1.15E+08
2/1/2013 322.4 340.45 309.675 312.675 286.770844 1.2E+08
3/1/2013 312.5 330 301.275 312.675 286.770844 1.45E+08
4/1/2013 312.325 351 306.7 341.15 312.886749 1.38E+08
5/1/2013 341.15 363.65 334.975 350.25 321.232849 1.05E+08
6/1/2013 349 350.7 310 334.75 307.016968 1.22E+08
7/1/2013 334.5 349.025 303.45 304.875 284.327667 1.39E+08
8/1/2013 306.95 318.9 264 297 276.983398 2.51E+08
9/1/2013 299 344.95 278.525 296.525 276.540466 1.86E+08
### 299.4 344.5 294.675 340.4 317.458405 1.3E+08
### 340.8 344 308.35 330.65 308.36554 1.07E+08
### 331 358.7 324.775 332.925 310.487213 1.39E+08
1/1/2014 334 342.5 312.55 314.25 293.070801 1.04E+08
2/1/2014 314.975 341.45 308.4 334.8 312.235809 49446192
3/1/2014 332.6 380.375 331.25 374.4 349.166931 1.06E+08
4/1/2014 375.75 376.775 353.65 360.65 336.343658 78283974
5/1/2014 360.65 427 355.725 396.375 369.66098 1.26E+08
6/1/2014 396.75 428 396.75 410.775 383.090454 77783872
7/1/2014 411.5 430.35 403.575 417 395.530853 79829752
8/1/2014 413.025 426.4 395.7 421.775 400.059967 65539076
9/1/2014 422.95 439.9 419.3 436.325 413.860962 83277776
### 433 457.3 427.05 455.925 432.451813 62758666
### 457.6 482.95 446.5 478.575 453.935669 75798242
### 479.15 486.975 458 475.8 451.303528 67436388
1/1/2015 475.5 550.3 468.125 538.675 510.941467 83993886
2/1/2015 534.25 546.5 515 527 499.867554 65614418
3/1/2015 540.175 554.65 501.05 511.35 485.023254 92009894
4/1/2015 513.05 529.5 489.525 494.4 468.945892 63577874
5/1/2015 494.4 527 472.1 525.275 498.231384 65540780
6/1/2015 524.475 536 495.075 533.575 506.103973 73703282
7/1/2015 530.675 564 527.025 555.825 527.208557 61430932
8/1/2015 556.375 558.75 502.85 513.725 494.656464 57113004
9/1/2015 510.65 536.95 488.5 534.4 514.564087 67817782
### 537.6 562 529.675 549.8 529.392395 49865370
### 547.525 549.05 520.5 538.875 518.872986 41850572
### 538.525 546.35 520.05 541.075 520.991272 48843402
1/1/2016 541.2 554 503.95 524.925 505.440735 55754414
2/1/2016 529 533.5 464 485.925 467.888367 71472338
3/1/2016 487.475 539.45 485.925 535.575 515.695496 62697206
4/1/2016 534.4 568.35 521.425 566.175 545.159546 49578794
5/1/2016 563.875 597.5 556.575 590.95 569.015076 54884412
6/1/2016 591.475 595.925 572.125 588.225 566.391174 58951816
7/1/2016 590 625.625 580.45 623.1 609.901978 58237936
8/1/2016 624.5 647.5 606.9 645.6 631.925415 58470838
9/1/2016 644 659.225 632.7 636.425 622.944763 52030484
### 640.5 650.025 612.075 629.525 616.190918 39439216
### 628 644.5 579 599.8 587.095459 76076534
### 601.15 1202.3 581.8 1184.45 1159.361938 48908250
1/1/2017 604.725 650 591.55 643.325 629.698608 65706704
2/1/2017 643.1 727 640.25 695.05 680.328064 2.64E+08
3/1/2017 698.225 739.975 684.5 721.275 705.997559 72430454
4/1/2017 723 786.975 712.525 773.25 756.871643 66808784
5/1/2017 773.25 824 761.3 818.1 800.771606 50151330
6/1/2017 819.5 858 810.275 826.025 808.528809 46752192
7/1/2017 826.3 899.4 822.5 892.2 879.105042 62678678
8/1/2017 890.925 904.575 865.575 888.225 875.188232 51268730
9/1/2017 890.5 934 869 902.85 889.598633 78112874
### 902.85 939.8 878.925 904.25 890.978149 67360708
### 907.55 937.75 894 926.85 913.246399 50919926
 ### 927.45 951.55 899.5 936.2 922.459229 59433142
1/1/2018 936.35 1006.75 925.25 1002.85 988.13092 71520872
2/1/2018 1003 1007.5 918.15 942.1 928.272583 55205576
3/1/2018 939.65 950 914.25 943.05 929.208618 56704418
4/1/2018 945.25 989.5 930.15 972.15 957.881531 52637954
5/1/2018 972.15 1080 972.15 1069.72 1054.019409 79037818
6/1/2018 1058 1078.5 1004.55 1054.22 1045.38147 1.71E+08
7/1/2018 1054.18 1110 1031.62 1089.75 1080.613525 1.02E+08
8/1/2018 1081.4 1087.5 1029.12 1030.6 1021.959534 1.03E+08
9/1/2018 1034.7 1039.47 955.1 1003.03 994.620667 1.11E+08
### 1004.9 1026.1 942.5 955.875 947.861023 1.65E+08
### 965 1068.78 948 1064.22 1055.297607 1.38E+08
### 1065.5 1079.7 1016 1060.85 1051.955933 94995760
1/1/2019 1063.82 1083.25 1011 1039.97 1031.250854 1.1E+08
2/1/2019 1039.97 1077.5 1036.6 1038.78 1030.071045 86297218
3/1/2019 1043.12 1164.03 1035 1159.45 1149.729126 1.46E+08
4/1/2019 1162.62 1166 1115.5 1158.72 1149.005249 1.55E+08
5/1/2019 1158.72 1232.5 1135.8 1212.68 1202.513062 1.4E+08
6/1/2019 1213.5 1247.25 1201.5 1221.88 1211.635864 1.01E+08
7/1/2019 1228 1251.65 1111.53 1125.82 1123.319946 1.41E+08
8/1/2019 1114.55 1144.5 1069.8 1113.97 1111.496216 1.81E+08
9/1/2019 1113.97 1282.7 1084 1227.45 1227.449951 1.76E+08
### 1231.5 1263.9 1181.15 1230.35 1230.349976 1.37E+08
### 1239 1287 1227.6 1274.95 1274.949951 1.12E+08
### 1273.95 1305.5 1234.2 1272.1 1272.099976 1.17E+08
1/1/2020 1276.1 1304.85 1211.75 1226.3 1226.300049 1.38E+08
2/1/2020 1220 1259.9 1170.1 1177.65 1177.650024 1.31E+08
3/1/2020 1200.2 1201.15 738.75 861.9 861.900024 4.73E+08
4/1/2020 863.85 1019 810 1001.8 1001.799988 3.98E+08
5/1/2020 957.5 960 826.1 951.65 951.650024 3.83E+08
6/1/2020 975 1066.65 965 968.6 968.599976 2E+08
LTP 968.59
Earning Per Share 49.5
PE Ratio 19.46
Price Book Ratio 3.11
Book Value Per Shar 322.18
Date Open High Low Close Adj Close Volume
7/1/2010 542 547.225 503.625 504.825 436.8403 1.56E+08
8/1/2010 508 515.5 457.5 459.6 397.7058 2.13E+08
9/1/2010 462.525 957.8 460.5 493.625 427.1486 2.2E+08
### 496 555 495 548.125 474.3091 2.2E+08
### 560.5 1029 479.15 492.8 426.4348 2.07E+08
### 492.5 1057.75 489.375 529.35 458.0625 1.71E+08
1/1/2011 532.5 958.4 451 459.65 397.749 2.05E+08
2/1/2011 462.55 504.7 442.55 482.125 417.1973 2.47E+08
3/1/2011 486.85 991.3 482 524.55 453.909 1.97E+08
4/1/2011 524.525 1039.25 485 491.875 425.6343 1.29E+08
5/1/2011 491.95 493.4 449.175 475.925 411.8323 1.44E+08
6/1/2011 476 483.5 414.05 449.25 395.4259 1.7E+08
7/1/2011 453.5 453.5 411.575 413.975 364.3772 1.69E+08
8/1/2011 419 419.45 356 391.3 344.4188 1.77E+08
9/1/2011 398.35 429.5 373.775 404.175 355.7513 2.51E+08
### 395.6 452 380.875 438.775 386.2059 1.46E+08
### 435.25 452.5 375.5 389.125 342.5044 1.6E+08
### 399.5 422.3 344.5 346.475 304.9643 1.93E+08
1/1/2012 348.4 413.95 343.575 408.55 359.6021 2.19E+08
2/1/2012 409.45 432.35 382.675 410.375 361.2085 2.05E+08
3/1/2012 405.9 415 359 375.3 330.3358 1.92E+08
4/1/2012 374.675 381.45 361.85 372.55 327.9153 1.22E+08
5/1/2012 372.5 375.7 336.525 352.8 310.5314 1.52E+08
6/1/2012 353.675 371.475 336.7 368.925 332.7337 1.34E+08
7/1/2012 367.75 373.05 353.325 371.8 335.3267 99189354
8/1/2012 370.125 412.45 365.275 383.2 345.6084 1.42E+08
9/1/2012 384 440.8 380.025 418.6 377.5356 1.51E+08
### 420 431 341.175 402.75 363.2405 1.32E+08
### 397.5 407.45 380.55 396.85 357.9193 1.08E+08
### 397.5 424.9 394.875 419.775 378.5953 97742448
1/1/2013 422 477.5 418.125 443.325 399.8352 1.65E+08
2/1/2013 445.675 450.5 402.875 406.925 367.006 1.09E+08
3/1/2013 408 434.7 382.2 386.45 348.5396 1.21E+08
4/1/2013 390.5 413.3 382.075 394.1 355.4391 1.38E+08
5/1/2013 394.1 427.5 389.6 403.15 363.6013 1.42E+08
6/1/2013 401.85 436.5 387.65 431.3 397.741 1.56E+08
7/1/2013 431 463.95 419.5 436.025 402.0983 1.52E+08
8/1/2013 437.575 441.425 381.95 426.925 393.7064 1.46E+08
9/1/2013 426.6 450.5 409.55 411.2 379.2049 1.38E+08
### 413.15 459 408.85 457.35 421.764 1.25E+08
### 455.05 463.275 417.625 426.6 393.4066 90954280
### 426.5 454.5 418.375 447.6 412.7727 97837864
1/1/2014 448.725 449.125 411.1 415.575 383.2395 1.3E+08
2/1/2014 413.1 414.9 396.55 399.975 368.8533 83871244
3/1/2014 400.05 469.9 398.575 465.375 429.1646 1.92E+08
4/1/2014 468 494.375 464.55 467.9 431.4931 1.18E+08
5/1/2014 467.9 572.625 462.5 532.35 490.9283 1.9E+08
6/1/2014 537.375 566.5 500 507.7 476.7963 1.49E+08
7/1/2014 508.6 521.65 479.25 503.225 472.5936 1.46E+08
8/1/2014 497.5 511.5 485.5 499.35 468.9545 1.02E+08
9/1/2014 502.175 520.65 458.65 472.85 444.0676 1.39E+08
### 471.8 501.85 455.775 500.275 469.8232 1.25E+08
### 502 508.675 481.7 495.8 465.6206 97485734
### 494.5 495.975 429.85 445.575 418.4528 1.35E+08
1/1/2015 443.15 467.25 415.6 457.625 429.7693 1.56E+08
2/1/2015 458.025 471.9 418.3 427.775 401.7363 1.19E+08
3/1/2015 434.5 454.825 398.225 413 387.8606 1.4E+08
4/1/2015 412.45 472.15 406.55 431.175 404.9294 1.76E+08
5/1/2015 431.175 457.7 428.6 438.5 411.8084 1.32E+08
6/1/2015 440 507.05 436.825 500.05 480.6519 2.05E+08
7/1/2015 500.5 533.925 491.575 500.925 481.4929 1.44E+08
8/1/2015 500.5 881.25 409 869.15 835.4336 1.81E+08
9/1/2015 426.95 449.75 412.55 431.15 414.4246 1.44E+08
### 436.975 487.4 429.3 473.85 455.4682 1.15E+08
### 474.5 496.25 454.975 483.55 464.7919 1.09E+08
### 482 509.85 456.425 507.3 487.6206 1.33E+08
1/1/2016 504.9 544.875 488.35 517.7 497.6172 2.38E+08
2/1/2016 519.975 520.9 444.05 483.325 464.5757 1.64E+08
3/1/2016 482.35 528 482.325 522.6 502.3271 1.42E+08
4/1/2016 519.55 534.95 489.425 491.35 482.2 1.6E+08
5/1/2016 489.5 497.475 462.825 478.925 470.0063 1.36E+08
6/1/2016 478.975 497.075 466.7 484.575 475.5512 1.19E+08
7/1/2016 486.375 519.375 485 507.45 498.0002 1.06E+08
8/1/2016 509 537 491.7 530 520.1302 1.24E+08
9/1/2016 526.5 564.775 501.15 541.85 531.7595 2.06E+08
### 543.5 563.125 521.7 527.475 517.6523 1.23E+08
### 525.65 527.975 465 495.025 485.8066 1.31E+08
### 500 1041.7 493.25 1027.2 1008.071 1.36E+08
1/1/2017 542 548.75 506.4 522.6 512.868 1.24E+08
2/1/2017 523.05 628.4 511 619.025 607.4974 2.3E+08
3/1/2017 620.05 668.825 613.525 660.45 648.1511 3E+08
4/1/2017 671 733.875 668.525 697.6 684.6092 2.07E+08
5/1/2017 697.6 701 647.55 670.35 657.8666 1.47E+08
6/1/2017 666.35 722.7 654.5 690 677.1507 1.69E+08
7/1/2017 694.1 815.75 685.5 807.6 792.5607 2.22E+08
8/1/2017 811.375 832.45 765 797.25 788.0865 1.29E+08
9/1/2017 799.925 872.5 779.1 780.9 771.9244 1.75E+08
### 780.9 957.8 780.9 940.85 930.0359 1.5E+08
### 947.75 959.5 873 921.55 910.9577 1.31E+08
 ### 924.45 938.9 862.65 921.05 910.4635 1.21E+08
1/1/2018 922.7 990.95 906.4 961.3 950.2509 1.32E+08
2/1/2018 963.25 972.6 871 954.55 943.5785 1.45E+08
3/1/2018 949.75 959.9 880 882.7 872.5543 1.33E+08
4/1/2018 893 1011 885.25 963.3 952.2279 1.26E+08
5/1/2018 963.3 1000 906.6 921.35 910.76 1.27E+08
6/1/2018 920 1036 918.45 972.45 961.2728 1.62E+08
7/1/2018 972.35 1190.4 957 1186 1179.53 1.99E+08
8/1/2018 1190.4 1329 1165.95 1241.65 1234.876 1.49E+08
9/1/2018 1245 1281.35 1183.5 1257.95 1251.087 1.8E+08
### 1257.7 1257.7 1016.4 1061.25 1055.46 2.75E+08
### 1067.9 1186 1050 1167.55 1161.18 1.64E+08
### 1174.9 1174.9 1055 1121.25 1115.133 1.53E+08
1/1/2019 1125.25 1264.7 1081.1 1227.15 1220.455 2.14E+08
2/1/2019 1234 1321.2 1206 1231.05 1224.334 1.74E+08
3/1/2019 1237 1388 1218.6 1363.25 1355.813 1.87E+08
4/1/2019 1370 1412.4 1321 1392.8 1385.201 1.67E+08
5/1/2019 1392.8 1417.5 1227.5 1330.15 1322.893 2.45E+08
6/1/2019 1335 1374.25 1248.65 1253.1 1246.264 1.33E+08
7/1/2019 1258.05 1300 1162.4 1166.25 1159.887 1.58E+08
8/1/2019 1163.4 1304.45 1095.3 1248.55 1241.738 2.39E+08
9/1/2019 1248.55 1335.75 1172.65 1332.25 1332.25 1.82E+08
### 1337 1489.65 1281.3 1464.35 1464.35 1.64E+08
### 1455 1584.15 1422.55 1551.15 1551.15 1.67E+08
### 1600 1617.55 1508.05 1514.05 1514.05 1.71E+08
1/1/2020 1518 1609 1407.2 1411.65 1411.65 2E+08
2/1/2020 1405.3 1508 1325 1328.65 1328.65 1.84E+08
3/1/2020 1355.1 1369 875.65 1113.75 1113.75 4.55E+08
4/1/2020 1122.25 1494.95 1045.2 1452.23 1452.23 4.74E+08
5/1/2020 1452.23 1615 1393 1576.8 1576.8 6.19E+08
6/1/2020 1480 1618.4 1475.95 1537.7 1537.7 1.17E+08
LTP 1537.7
Earning Per Share 63.49
PE Ratio 24.72
Price Book Ratio 2.42
Book Value Per Share 764.93
Date Open High Low Close Adj Close Volume
7/1/2010 229.11 252.2 225.355 250.29 119.9776 2.87E+08
8/1/2010 251.995 288.48 251.2 276.64 132.6086 3.82E+08
9/1/2010 277.5 327.47 273.725 324.045 155.3324 3.87E+08
### 323.94 332.485 307.6 315.06 151.0254 2.43E+08
### 319.5 351.5 277.5 299.22 143.4324 5.66E+08
### 299.9 317.36 265.55 281.19 134.7896 5.66E+08 LTP
1/1/2011 283.27 285.2 246.31 264.24 126.6646 5.8E+08 Earning Pe
2/1/2011 265.26 281.475 247.63 263.045 126.0918 4.96E+08 PE Ratio
3/1/2011 265.7 288.85 252.045 276.53 132.5558 3.75E+08 Price Book
4/1/2011 276.53 296.005 270.51 280.46 134.4397 2.86E+08 Book Value
5/1/2011 281 281.9 216.5 229.795 110.1532 6.01E+08
6/1/2011 230.88 243.3 212.005 240.465 132.3675 3.96E+08
7/1/2011 241.85 252.97 233.47 234.48 129.0729 2.82E+08
8/1/2011 236.51 238.3 186.66 197.38 108.6507 4.5E+08
9/1/2011 199.1 204.795 180.85 191.105 105.1965 6.39E+08
### 188.215 198.9 171 190.63 104.9351 6.12E+08
### 189.25 201.75 162.725 176.245 97.01662 7.17E+08
### 181.6 195.985 157.11 161.905 89.12296 6.74E+08
1/1/2012 162.9 208.595 161.14 206.16 113.4838 5.07E+08
2/1/2012 205.1 247.5 198.23 224.755 123.7197 7.21E+08
3/1/2012 223.385 237.44 204.715 209.635 115.3966 5.88E+08
4/1/2012 210 234.97 209.005 213.81 117.6948 4.37E+08
5/1/2012 213.81 216.89 180.23 205.605 113.1783 7.78E+08
6/1/2012 205.995 224.4 197.405 215.9 144.7617 6.75E+08
7/1/2012 216.98 225.255 193.15 200.51 134.4427 5.13E+08
8/1/2012 201 208.895 181.515 183.735 123.195 6.22E+08
9/1/2012 185 227.8 182.7 224.06 150.233 5.18E+08
### 224.24 236.255 201.03 211.025 141.493 4.75E+08
### 211.2 226.935 204.1 217.03 145.5194 4.13E+08
### 218 240.815 217.35 238.55 159.9486 3.87E+08
1/1/2013 240.49 255.17 239.755 243.8 163.4688 4.09E+08
2/1/2013 243.1 245.21 205.1 208.09 139.5251 4.3E+08
3/1/2013 208.7 227.38 202.71 207.275 138.9786 4.1E+08
4/1/2013 208.5 236 197.61 226.43 151.8221 3.41E+08
5/1/2013 226.43 247.2 204.205 204.675 137.2353 5.02E+08
6/1/2013 204.81 208.4 189.21 195.38 162.121 4.36E+08
7/1/2013 196.3 202.9 169 170.84 141.7584 4.84E+08
8/1/2013 171.795 172.9 145.27 151.895 126.0383 5.48E+08
9/1/2013 152 184.45 145.57 161.49 134 4.82E+08
### 162.235 180.34 157.385 179.675 149.0894 4.14E+08
### 179.3 190.79 165.265 181.945 150.973 4.57E+08
### 182.7 192.4 171.25 176.65 146.5793 3.39E+08
1/1/2014 177.2 180.6 151.005 152.385 126.4449 3.21E+08
2/1/2014 152.5 154 145.51 153.325 127.2249 2.97E+08
3/1/2014 153 193.88 151.5 191.77 159.1255 5.05E+08
4/1/2014 192.8 212.49 186.75 207.86 189.2528 3.78E+08
5/1/2014 207.86 283.49 203.5 254.225 231.4673 6.35E+08
6/1/2014 254.9 276.15 252.67 268.625 259.4903 4.12E+08
7/1/2014 269.9 272.9 236.64 243.925 235.6302 3.75E+08
8/1/2014 241.5 257.74 235.01 246.07 237.7023 3.48E+08
9/1/2014 247.7 264.4 235.005 244.57 236.2533 3.84E+08
### 244.5 270.98 234.605 270.28 261.0891 2.73E+08
### 270.6 322.5 269.425 321.4 310.4707 4.18E+08
### 322.8 326.95 287 311.85 301.2454 4.74E+08
1/1/2015 312.45 336 295.15 308.95 298.4441 3.09E+08
2/1/2015 309.5 313.15 275.7 299.9 289.7018 3.89E+08
3/1/2015 305.9 315 255.2 267.05 257.9689 3.33E+08
4/1/2015 266.65 294.9 263.15 269.75 260.5771 2.66E+08
5/1/2015 269.75 305 259.65 278.15 268.6914 3.23E+08
6/1/2015 278.65 282 248.85 262.75 257.0193 3.23E+08
7/1/2015 263.1 274.65 252.3 270.05 264.16 2.14E+08
8/1/2015 270 291.8 240 247.35 241.9552 4.38E+08
9/1/2015 244.85 248.45 220.15 237.15 231.9776 3.04E+08
### 241.2 257.15 234.4 237.05 231.8798 2.12E+08
### 238 253 232.7 248.65 243.2268 2.25E+08
### 250.85 251.9 224 224.45 219.5546 2.29E+08
1/1/2016 225 228.9 171.5 179.9 175.9763 4.04E+08
2/1/2016 181.95 181.95 148.25 158.75 155.2876 6.4E+08
3/1/2016 160.5 198.75 158.55 194.25 190.0133 4.86E+08
4/1/2016 193.7 202.55 180.2 189 184.8778 3.9E+08
5/1/2016 187.6 205.7 166.4 204.95 200.4799 5.36E+08
6/1/2016 205.95 221.9 195.4 218.8 214.0278 6.72E+08
7/1/2016 220.8 235.15 216.5 229.4 227.344 3.34E+08
8/1/2016 230.8 260.4 223.2 252.5 250.237 4.72E+08
9/1/2016 251.95 271.6 243.5 251.25 248.9982 3.02E+08
### 253 264.9 245.85 258 255.6877 2.45E+08
### 257 288.8 235 258.35 256.0345 4.86E+08
### 259.65 269.35 243.1 250.2 247.9576 2.59E+08
1/1/2017 252.5 268.2 241.1 260.35 258.0166 2.66E+08
2/1/2017 262 282.8 261.6 269.2 266.7873 3.01E+08
3/1/2017 270 295 264.25 293.4 290.7704 3.21E+08
4/1/2017 294.8 298.75 279.25 289.75 287.1531 2.45E+08
5/1/2017 289.75 315.3 281.05 288.3 285.7161 3.8E+08
6/1/2017 287.95 295.9 269.7 273.65 273.65 3.09E+08
7/1/2017 274.1 313.85 272.05 312.5 312.5 2.52E+08
8/1/2017 314 314.8 271.2 277.75 277.75 3.38E+08
9/1/2017 277.65 280.4 249.5 253.85 253.85 2.51E+08
### 253.85 351.3 241.15 305.8 305.8 6.35E+08
### 309.4 346.7 306.65 320.35 320.35 5.23E+08
 ### 321.5 323.85 300.4 309.9 309.9 3.08E+08
1/1/2018 310.6 332.75 292.6 313.25 313.25 4.67E+08
2/1/2018 316.9 317.4 256.65 268 268 5.06E+08
3/1/2018 266.3 270 232.35 249.9 249.9 4.91E+08
4/1/2018 251.8 265 232.5 246.4 246.4 3.87E+08
5/1/2018 246.4 274.8 237.85 269.55 269.55 4.93E+08
6/1/2018 269.25 289.65 255.7 259.35 259.35 3.7E+08
7/1/2018 258.95 302.4 250.45 293.5 293.5 4.01E+08
8/1/2018 294.5 326.4 288.35 309.6 309.6 6.22E+08
9/1/2018 312.5 312.5 253.4 265.5 265.5 4.78E+08
### 265.5 282.75 247.4 281.4 281.4 5.74E+08
### 283 300 273.35 284.65 284.65 4.69E+08
### 286.7 302 268.35 295.9 295.9 3.15E+08
1/1/2019 297.5 307.5 276.55 293.65 293.65 3.54E+08
2/1/2019 296.9 302.7 258.8 269.05 269.05 4.09E+08
3/1/2019 270.55 339.65 270.1 320.75 320.75 4.73E+08
4/1/2019 321.8 332.45 303.6 309.95 309.95 3.8E+08
5/1/2019 309.95 364 292.45 352.5 352.5 6.63E+08
6/1/2019 352.35 365 333.8 361.25 361.25 3.82E+08
7/1/2019 362.8 373.8 323.9 332.2 332.2 4.48E+08
8/1/2019 330.8 331.5 262.7 273.85 273.85 6.7E+08
9/1/2019 273.85 316 266.95 270.8 270.8 6.78E+08
### 272.75 317.8 244.35 312.4 312.4 1E+09
### 312.4 351 299.7 341.85 341.85 7.47E+08
### 343.9 344.6 308 333.75 333.75 7.11E+08
1/1/2020 334.7 339.85 305.65 318.45 318.45 7.85E+08
2/1/2020 317.95 331.9 295.35 303 303 8.94E+08
3/1/2020 311 312 173.55 196.85 196.85 1.86E+09
4/1/2020 194 198 175 190.5 190.5 1.13E+09
5/1/2020 190.5 190.5 149.45 165.45 165.45 1.62E+09
6/1/2020 164 197.5 163.35 177.15 177.15 9.69E+08
 177.5
22.15
11.82
0.67
281.31
Date Open High Low Close Adj Close Volume
7/1/2010 586.4 629 576 596.05 521.3251 61007280
8/1/2010 601 668.7 591.22 627 548.395 60599217
9/1/2010 631 742.5 621 733.2 641.281 73330906
### 735 860.8 672.1 687.7 601.4853 77783430
### 700 744.95 673.75 686.65 600.5669 55806741
### 693.9 734 660.05 728.35 637.0391 48846301
1/1/2011 737.9 738.8 616.1 628.35 549.5758 57333594
2/1/2011 633.45 663.8 582.3 629.2 550.3192 74558897
3/1/2011 637.2 715 617.35 701.2 613.2928 65490703
4/1/2011 699 737.9 684 706.8 618.1907 45657151
5/1/2011 710.1 711.35 626.55 684.05 598.2928 56845701
6/1/2011 676.55 709.9 625.1 706.3 617.7535 49758120
7/1/2011 710.05 732.95 675.3 689 611.1762 38406548
8/1/2011 697.8 707 611.6 662.65 587.8025 57514793
9/1/2011 682 685.75 617.7 640.9 568.5092 64220732
### 630.55 699.5 617.3 688.85 611.0431 51452106
### 683 690.3 606.6 641.7 569.2188 40760363
### 659.9 677.85 600.3 652.05 578.3998 46691721
1/1/2012 650 717 641.35 697.85 619.0265 38829268
2/1/2012 691 726.2 657.5 663.15 588.246 2.14E+08
3/1/2012 663 689.25 648 673.3 597.2496 89223929
4/1/2012 673 692.25 663.85 673.6 597.5156 34616837
5/1/2012 673.25 677.3 610.5 654.65 580.7061 69858858
6/1/2012 650.5 664.9 629.95 653.2 579.4199 43456143
7/1/2012 653.7 696.95 652.1 691.15 623.6729 50663586
8/1/2012 690.5 739.1 684.35 735.3 663.5124 93696474
9/1/2012 733.95 785.45 718.1 774.4 698.7952 60031762
### 771 794 631.25 762.35 687.9214 1.11E+08
### 758 849.9 758 843.5 761.1488 55267516
### 840 882.3 820 828.85 747.9291 43063400
1/1/2013 834.65 850.9 784.55 786.55 709.7589 48684318
2/1/2013 787 828.4 750 757.65 683.6804 46827472
3/1/2013 757 838.55 756 826.25 745.583 55632567
4/1/2013 826.8 885.4 750.1 847.6 764.8486 48846557
5/1/2013 847.6 931.4 841.3 890.15 803.2444 63416146
6/1/2013 895 898.65 801.3 879.05 793.2281 60396121
7/1/2013 879 893 789.5 800.45 733.5443 78944764
8/1/2013 805 827.3 632.2 718.65 658.5815 1.11E+08
9/1/2013 724.7 843.6 685.4 764.25 700.37 1.07E+08
### 763.8 859.25 761.25 855.05 783.5805 56232193
### 855.5 864.9 780.1 823.8 754.9426 46076803
### 821 842.95 804.4 818.2 749.8106 19304822
1/1/2014 818.2 818.2 818.2 818.2 749.8106 0
2/1/2014 818.2 818.2 818.2 818.2 749.8106 0
3/1/2014 818.2 818.2 818.2 818.2 749.8106 0
4/1/2014 818.2 818.2 818.2 818.2 749.8106 0
5/1/2014 818.2 818.2 818.2 818.2 749.8106 0
6/1/2014 818.2 818.2 818.2 818.2 749.8106 0
7/1/2014 818.2 818.2 818.2 818.2 749.8106 0
8/1/2014 818.2 818.2 818.2 818.2 762.8637 0
9/1/2014 818.2 818.2 818.2 818.2 762.8637 0
### 818.2 818.2 818.2 818.2 762.8637 0
### 818.2 818.2 818.2 818.2 762.8637 0
### 818.2 818.2 818.2 818.2 762.8637 0
1/1/2015 818.2 818.2 818.2 818.2 762.8637 0
2/1/2015 818.2 818.2 818.2 818.2 762.8637 0
3/1/2015 818.2 818.2 818.2 818.2 762.8637 0
4/1/2015 818.2 818.2 818.2 818.2 764.733 0
5/1/2015 818.2 818.2 818.2 818.2 764.733 0
6/1/2015 818.2 818.2 818.2 818.2 764.733 0
7/1/2015 818.2 818.2 818.2 818.2 764.733 0
8/1/2015 818.2 818.2 818.2 818.2 777.0797 0
9/1/2015 818.2 818.2 818.2 818.2 777.0797 0
### 818.2 818.2 818.2 818.2 777.0797 0
### 818.2 818.2 818.2 818.2 777.0797 0
### 818.2 1274.7 818.2 1263.75 1200.238 8034040
1/1/2016 1261 1266.9 1121.15 1180 1120.697 49820353
2/1/2016 1182.4 1193.95 1011.45 1060.3 1007.013 67234665
3/1/2016 1072 1175 1046.8 1105.6 1050.036 77525024
4/1/2016 1100 1158.65 1060.15 1088.45 1036.51 64211386
5/1/2016 1091.45 1268.4 1078.55 1237.7 1178.638 66647666
6/1/2016 1242.15 1268.8 1182.15 1253.6 1193.779 52729142
7/1/2016 1253.5 1410 1237.7 1374.5 1308.91 48730409
8/1/2016 1385 1414 1313.1 1405.45 1352.546 60265850
9/1/2016 1412 1464 1373.7 1393.45 1340.998 45564871
### 1401 1437.35 1297.15 1391.7 1339.314 35195654
### 1382.6 1431.75 1201 1263.1 1215.554 67050385
### 1268.4 1295 1183.15 1262.6 1215.073 49476453
1/1/2017 1272 1388.2 1197.25 1365.85 1314.437 50031560
2/1/2017 1370 1432.65 1368.1 1370.05 1318.479 41753136
3/1/2017 1369.8 1531 1361.3 1502.1 1445.558 60605840
4/1/2017 1509.65 1590 1460 1537.15 1482.541 45766319
5/1/2017 1537.15 1604 1503.45 1569.85 1514.079 59029836
6/1/2017 1551.8 1682.2 1551.8 1614.95 1557.576 61401252
7/1/2017 1610.35 1799.9 1600.7 1789.25 1725.684 62520779
8/1/2017 1787.25 1799 1681.4 1776.9 1729.43 58830606
9/1/2017 1776 1802 1713 1742.15 1695.608 52587773
### 1742.15 1779.4 1638 1707.4 1661.786 45775413
### 1710 1804 1648.4 1675.7 1630.933 66480074
 ### 1684.2 1741.3 1640.85 1710.4 1664.706 47665070
1/1/2018 1710 1986.05 1677.5 1956.3 1904.037 75560590
2/1/2018 1963 1975.3 1757.05 1808.7 1760.38 61643455
3/1/2018 1811 1881.5 1756.1 1825.6 1776.829 59836261
4/1/2018 1830.95 1898 1792 1883.25 1836.474 49120451
5/1/2018 1883.25 1941.9 1780.05 1833 1787.472 56144652
6/1/2018 1833 1936 1817 1908.1 1860.707 53333830
7/1/2018 1912.9 2052.95 1874.65 1994.85 1945.303 51313977
8/1/2018 1995 1999 1881 1935.95 1903.495 46469305
9/1/2018 1950 1965 1702.8 1754.5 1725.087 76477818
### 1765.7 1819.45 1644.5 1769.25 1739.59 79682286
### 1776.8 1998.75 1748.25 1989 1955.656 54532998
### 2000.15 2017 1855.25 1968.35 1935.352 53850662
1/1/2019 1968 2016 1869.5 1922.35 1890.123 59649000 LTP 1787.45
2/1/2019 1929 1994.9 1820 1841.2 1810.334 55763021 Earning Pe 123.19
3/1/2019 1850.4 2010 1838.3 1968.25 1935.254 63451871 PE Ratio 14.05
4/1/2019 1968.1 2073 1929.6 1995.05 1965.119 55253410 Price Book 2.45
5/1/2019 1995.05 2210 1901.3 2182.65 2149.905 81440629 Book Value 676.4
6/1/2019 2200 2235 2133.5 2192.1 2159.213 55098746
7/1/2019 2197 2357.85 2107.7 2121.8 2089.968 58953623
8/1/2019 2115.2 2240 1973 2166.45 2166.45 84852098
9/1/2019 2166.45 2194.8 1960 1977.05 1977.05 1.06E+08
### 1988 2174.2 1951.25 2131.9 2131.9 72972088
### 2135.9 2352 2120.1 2297.25 2297.25 76179009
### 2316 2459.3 2246.45 2412.55 2412.55 67005468
1/1/2020 2418 2499.9 2371.4 2414 2414 60388269
2/1/2020 2406 2487 2162.3 2175.75 2175.75 69099582
3/1/2020 2215 2248.35 1473.45 1633.1 1633.1 1.75E+08
4/1/2020 1645.5 1927 1482.25 1916 1916 1.44E+08
5/1/2020 1856 1856 1486 1658.9 1658.9 1.52E+08
6/1/2020 1706.6 1859.45 1701.3 1787.45 1787.45 65465130
Date Open High Low Close Adj Close Volume
7/1/2010 312.5 332.45 297.5 330.75 267.9471 69406542
8/1/2010 334.024994 339.85 302.125 313.35 261.2041 59795430
9/1/2010 316 655.55 307.5 345.75 288.2123 61434294
10/1/2010 349.399994 379.75 344 366.85 305.8009 76364074
11/1/2010 372 778.5 367.2 382.65 318.9716 90003412
12/1/2010 386 732.25 360.5 389.1 324.3482 74894502
1/1/2011 397.375 769.95 338.5 356.675 297.3192 78480126
2/1/2011 358 359.95 292.5 307.875 256.6403 97938478
3/1/2011 312 670 309.9 350.175 291.9009 82318942
4/1/2011 350.25 764 348.575 378.2 315.2622 51367782
5/1/2011 381 382.9 324.475 336.05 280.1265 77948788
6/1/2011 336.5 352.5 308.35 350.95 292.547 64670626
7/1/2011 355.899994 376.725 344.175 360.375 300.4035 51652352
8/1/2011 362.25 372.8 316.3 369.075 316.9211 1.04E+08
9/1/2011 374 411.95 370.4 402.375 345.5155 89894460
10/1/2011 400 438.65 386.9 432.675 371.5338 50383448
11/1/2011 429.600006 431.5 340.6 362.6 311.361 83854920
12/1/2011 374.75 381.475 316.1 340.9 292.7275 78236362
1/1/2012 343.899994 354.825 314.05 336.9 289.2928 1.03E+08
2/1/2012 337.25 384.65 336 354.925 304.7706 1.2E+08
3/1/2012 351.600006 354.45 325 350.1 300.6275 1.1E+08
4/1/2012 353.825012 366.9 339.3 355.025 304.8565 51264952
5/1/2012 355.024994 360.475 310.55 326.3 280.1906 62452554
6/1/2012 325 356.4 318.125 353.625 303.6543 46921496
7/1/2012 354.5 369.475 337.55 350.425 300.9066 46408254
8/1/2012 352.25 395.75 340.375 381.575 339.2646 42469356
9/1/2012 384.475006 436.25 371.175 432.35 384.4095 52969760
10/1/2012 432 449.85 409.5 442.225 393.1896 54616674
11/1/2012 443.5 480.325 439.75 473.5 420.9967 47151428
12/1/2012 474.950012 488 456.95 465.825 414.1727 42176016
1/1/2013 468.5 487.4 425.5 444.625 395.3234 50582874
2/1/2013 443.524994 455.425 425 436.85 388.4106 56033888
3/1/2013 436.5 466.15 420.05 430.65 382.8981 59195088
4/1/2013 431.5 465.875 404.475 462.05 410.8163 46742730
5/1/2013 462.049988 513 456.2 483.775 430.1324 51447312
6/1/2013 479.125 500.375 452 485.3 431.4883 47337558
7/1/2013 482.5 497.15 431.2 455.7 405.1704 53934306
8/1/2013 456.049988 461.575 370.075 391.625 358.2274 74074344
9/1/2013 388 446 373.6 413.725 378.4427 58748070
10/1/2013 417.25 453.9 410.675 443.925 406.0672 47888862
11/1/2013 442.600006 482.55 420 472.625 432.3197 44422594
12/1/2013 469.5 489.55 461.5 472.1 431.8395 30414170
1/1/2014 474 479.5 424.975 445.1 407.142 38095834
2/1/2014 441.100006 489.45 423.3 487.25 445.6975 34089976
 3/1/2014 486.350006 527.45 470.1 490.35 448.5331 46800384
4/1/2014 492.5 545.975 482.525 537.1 491.2962 35010526
5/1/2014 537.099976 639.35 522.55 617.75 565.0685 65130086
6/1/2014 617.5 634.75 569 573.6 524.6835 39120974
7/1/2014 575 626.075 564.725 600.825 549.5869 50467882
8/1/2014 592.650024 716.85 581 703.6 658.1382 44557886
9/1/2014 705.025024 711.2 664.2 680.4 636.4372 42219552
10/1/2014 680 699.95 605.175 653.1 610.9011 31826314
11/1/2014 653 663.95 611.175 661.875 619.1091 44026048
12/1/2014 663.474976 669 600 617.225 577.3441 35232870
1/1/2015 619 687.825 600.5 632.55 591.6789 41217400
2/1/2015 632.650024 644 551 640.25 598.8813 61448112
3/1/2015 647.549988 654.4 577.2 593.9 555.5262 46708930
4/1/2015 594 645 568.85 572.5 535.5089 36020066
5/1/2015 572.5 638.5 572 629.05 588.405 35352456
6/1/2015 629.049988 670.95 588 641.175 599.7466 34436126
7/1/2015 640 691 622.675 681.8 637.7466 36481464
8/1/2015 677 721.025 602.55 610.45 581.8488 41364046
9/1/2015 603.75 639.55 546.075 631.9 602.2938 60968428
10/1/2015 638.5 650.7 586.65 591.8 564.0726 46518176
11/1/2015 600.025024 686 600.025 682.75 650.7613 42215200
12/1/2015 685 690.75 597.75 636.175 606.3685 42839304
1/1/2016 635.974976 639.725 550.5 616.625 587.7344 33114826
2/1/2016 613 634.5 545.625 614.05 585.2801 33059574
3/1/2016 608.625 639.85 592 605.35 576.9877 41810708
4/1/2016 603.349976 698.5 593.35 665.475 634.2957 42219778
5/1/2016 659.5 681.6 629.625 661.15 630.1734 38239184
6/1/2016 664.5 718.5 657.5 714.975 681.4765 48775530
7/1/2016 716.5 742.6 714.525 733.375 699.0144 37119602
8/1/2016 736.450012 754.475 704 718.3 696.0771 47467214
9/1/2016 719.5 750 675 702.85 681.1051 40052706
10/1/2016 706.5 727.375 645 655.9 635.6077 33500990
11/1/2016 660.450012 696.675 576.625 592.55 574.2175 50163204
12/1/2016 595 609.5 570.7 592.35 574.0237 34377352
1/1/2017 592.25 634.925 585.125 620.05 600.8668 30964872
2/1/2017 621 664.925 606.9 656.075 635.7772 39569474
3/1/2017 658 680.5 628.825 643.45 623.5429 57803124
4/1/2017 648.799988 681.85 626.5 667.775 647.1152 44267042
5/1/2017 667.775024 724.25 650 708.475 686.556 48287624
6/1/2017 715 729.475 672.55 674.3 653.4384 52222982
7/1/2017 678 711.875 671.5 701.65 679.9423 39707668
8/1/2017 707.5 716.825 666.5 672.4 657.8088 39520456
9/1/2017 672.400024 675.825 612 627.125 613.5162 42627418
10/1/2017 627.125 696.975 626.375 672.4 657.8088 37029488
11/1/2017 673.625 722 660.05 703.275 688.0139 62404416
12/1/2017 707 785.7 681.725 751.1 734.801 90210729
1/1/2018 751 775.65 738.85 763.05 746.4916 44989149
2/1/2018 768.900024 802.55 700.4 728.35 712.5446 48239357
3/1/2018 728 752 702.45 738.9 722.8658 41923678
4/1/2018 748.900024 878.95 737.2 873.3 854.3492 52373136
5/1/2018 873.299988 933.5 812.25 922.95 902.9218 54428674
6/1/2018 922.5 927.95 874.1 897.7 878.2197 52907964
7/1/2018 907 941.8 878.65 935.95 915.6397 43623492
8/1/2018 939.5 993 910.05 965.3 952.0222 45983811
9/1/2018 974.900024 977.65 839.55 860.95 849.1075 52216208
10/1/2018 860.5 864.45 715 765.95 755.4142 82382490
11/1/2018 770.5 807.7 738.1 790.9 780.0211 59284147
12/1/2018 800 814 694 803.85 792.7929 69474250
1/1/2019 805 805.85 661.6 680.05 670.6958 91319354
2/1/2019 689 715.4 615.6 645.9 637.0156 84391800
3/1/2019 650 704.2 641 673.9 664.6304 72031846
4/1/2019 678.150024 695.5 640 645.3 636.4238 62097485
5/1/2019 645.299988 683 597.2 647.05 638.1497 67188287
6/1/2019 647.049988 662.45 608 655.35 646.3356 48731649
7/1/2019 657.299988 675.3 541.75 550 542.4347 73230379
8/1/2019 546 563.85 502.55 528.8 528.8 77343508
9/1/2019 528.799988 602.2 503.15 547.15 547.15 82422707
10/1/2019 551 621.65 536.6 606.45 606.45 69863761
11/1/2019 609 609.75 528.25 530.55 530.55 75142319
12/1/2019 525 539.85 502.65 531.55 531.55 81348040
1/1/2020 532.900024 589.75 519 567.15 567.15 57788406
2/1/2020 566 589.85 453.6 457.05 457.05 76917304
3/1/2020 453.549988 482.5 245.4 284.95 284.95 1.42E+08
4/1/2020 281 391.65 265.5 366.65 366.65 1.34E+08
5/1/2020 350.049988 450 341.1 436.35 436.35 1.6E+08
6/1/2020 441.850006 494.15 441.5 474.55 474.55 62949823
LTP 474.55
Earning Per Share 11.16
PE Ratio 24.15
Price Book Ratio 1.45
Book Value Per Share
Date Ret M&M Ret HDFC Ret SBIN Ret Reliance Ret HDFCBank
Weight 0.2 0.2 0.2 0.2 0.2
August-10 -2.52% 5.19% 10.53% -8.96% 0.35%
September-10 10.34% 16.94% 17.14% 7.40% 16.64%
October-10 6.10% -6.21% -2.77% 11.04% -8.41%
November-10 4.31% -0.15% -5.03% -10.09% 0.24%
December-10 1.69% 6.07% -6.03% 7.42% 2.67%
January-11 -8.33% -13.73% -6.03% -13.17% -12.75%
February-11 -13.68% 0.14% -0.45% 4.89% 0.24%
March-11 13.74% 11.44% 5.13% 8.80% 14.31%
April-11 8.00% 0.80% 1.42% -6.23% -2.14%
May-11 -11.14% -3.22% -18.06% -3.24% 4.53%
June-11 4.43% 3.25% 20.17% -3.98% 4.83%
July-11 2.69% -1.06% -2.49% -7.85% 3.91%
August-11 5.50% -3.82% -15.82% -5.48% -3.05%
September-11 9.02% -3.28% -3.18% 3.29% -0.91%
October-11 7.53% 7.48% -0.25% 8.56% 4.78%
November-11 -16.20% -6.84% -7.55% -11.32% -9.69%
December-11 -5.98% 1.61% -8.14% -10.96% -3.54%
January-12 -1.17% 7.02% 27.33% 17.92% 15.29%
February-12 5.35% -4.97% 9.02% 0.45% 5.08%
March-12 -1.36% 1.53% -6.73% -8.55% 0.53%
April-12 1.41% 0.04% 1.99% -0.73% 4.36%
May-12 -8.09% -2.81% -3.84% -5.30% -6.69%
June-12 8.37% -0.22% 27.91% 7.15% 11.33%
July-12 -0.90% 7.64% -7.13% 0.78% 5.95%
August-12 12.75% 6.39% -8.37% 3.07% 1.29%
September-12 13.31% 5.32% 21.95% 9.24% 5.68%
October-12 2.28% -1.56% -5.82% -3.79% 0.80%
November-12 7.07% 10.64% 2.85% -1.46% 11.00%
December-12 -1.62% -1.74% 9.92% 5.78% -3.60%
January-13 -4.55% -5.10% 2.20% 5.61% -5.24%
February-13 -1.75% -3.67% -14.65% -8.21% -2.75%
March-13 -1.42% 9.05% -0.39% -5.03% 0.00%
April-13 7.29% 2.58% 9.24% 1.98% 9.11%
May-13 4.70% 5.02% -9.61% 2.30% 2.67%
June-13 0.32% -1.25% 18.13% 9.39% -4.43%
July-13 -6.10% -7.52% -12.56% 1.10% -7.39%
August-13 -11.59% -10.22% -11.09% -2.09% -2.58%
September-13 5.64% 6.35% 6.32% -3.68% -0.16%
October-13 7.30% 11.88% 11.26% 11.22% 14.80%
November-13 6.47% -3.65% 1.26% -6.72% -2.86%
December-13 -0.11% -0.68% -2.91% 4.92% 0.69%
January-14 -5.72% 0.00% -13.74% -7.15% -5.61%
February-14 9.47% 0.00% 0.62% -3.75% 6.54%
 March-14 0.64% 0.00% 25.07% 16.35% 11.83%
April-14 9.53% 0.00% 18.93% 0.54% -3.67%
May-14 15.02% 0.00% 22.31% 13.77% 9.91%
June-14 -7.15% 0.00% 12.11% -2.88% 3.63%
July-14 4.75% 0.00% -9.19% -0.88% 3.25%
August-14 19.75% 1.74% 0.88% -0.77% 1.15%
September-14 -3.30% 0.00% -0.61% -5.31% 3.45%
October-14 -4.01% 0.00% 10.51% 5.80% 4.49%
November-14 1.34% 0.00% 18.91% -0.89% 4.97%
December-14 -6.75% 0.00% -2.97% -10.13% -0.58%
January-15 2.48% 0.00% -0.93% 2.70% 13.21%
February-15 1.22% 0.00% -2.93% -6.52% -2.17%
March-15 -7.24% 0.00% -10.95% -3.45% -2.97%
April-15 -3.60% 0.25% 1.01% 4.40% -3.31%
May-15 9.88% 0.00% 3.11% 1.70% 6.24%
June-15 1.93% 0.00% -4.34% 16.72% 1.58%
July-15 6.34% 0.00% 2.78% 0.17% 4.17%
August-15 -8.76% 1.61% -8.41% 73.51% -6.17%
September-15 3.51% 0.00% -4.12% -50.39% 4.02%
October-15 -6.35% 0.00% -0.04% 9.90% 2.88%
November-15 15.37% 0.00% 4.89% 2.05% -1.99%
December-15 -6.82% 54.45% -9.73% 4.91% 0.41%
January-16 -3.07% -6.63% -19.85% 2.05% -2.98%
February-16 -0.42% -10.14% -11.76% -6.64% -7.43%
March-16 -1.42% 4.27% 22.36% 8.13% 10.22%
April-16 9.93% -1.29% -2.70% -4.01% 5.71%
May-16 -0.65% 13.71% 8.44% -2.53% 4.38%
June-16 8.14% 1.28% 6.76% 1.18% -0.46%
July-16 2.57% 9.64% 6.22% 4.72% 7.68%
August-16 -0.42% 3.33% 10.07% 4.44% 3.61%
September-16 -2.15% -0.85% -0.50% 2.24% -1.42%
October-16 -6.68% -0.13% 2.69% -2.65% -1.08%
November-16 -9.66% -9.24% 0.14% -6.15% -4.72%
December-16 -0.03% -0.04% -3.15% 107.50% 97.47%
January-17 4.68% 8.18% 4.06% -49.12% -45.69%
February-17 5.81% 0.31% 3.40% 18.45% 8.04%
March-17 -1.92% 9.64% 8.99% 6.69% 3.77%
April-17 3.78% 2.56% -1.24% 5.62% 7.21%
May-17 6.09% 2.13% -0.50% -3.91% 5.80%
June-17 -4.82% 2.87% -4.22% 2.93% 0.97%
July-17 4.06% 10.79% 14.20% 17.04% 8.73%
August-17 -3.26% 0.22% -11.12% -0.56% -0.45%
September-17 -6.73% -1.96% -8.60% -2.05% 1.65%
October-17 7.22% -1.99% 20.46% 20.48% 0.16%
November-17 4.59% -1.86% 4.76% -2.05% 2.50%
 December-17 6.80% 2.07% -3.26% -0.05% 1.01%
January-18 1.59% 14.38% 1.08% 4.37% 7.12%
February-18 -4.55% -7.54% -14.45% -0.70% -6.06%
March-18 1.45% 0.93% -6.75% -7.53% 0.10%
April-18 18.19% 3.36% -1.40% 9.13% 3.09%
May-18 5.69% -2.67% 9.40% -4.35% 10.04%
June-18 -2.74% 4.10% -3.78% 5.55% -0.82%
July-18 4.26% 4.55% 13.17% 22.70% 3.37%
August-18 3.97% -2.15% 5.49% 4.69% -5.43%
September-18 -10.81% -9.37% -14.24% 1.31% -2.68%
October-18 -11.03% 0.84% 5.99% -15.64% -4.70%
November-18 3.26% 12.42% 1.15% 10.02% 11.33%
December-18 1.64% -1.04% 3.95% -3.97% -0.32%
January-19 -15.40% -2.34% -0.76% 9.44% -1.97%
February-19 -5.02% -4.22% -8.38% 0.32% -0.11%
March-19 4.34% 6.90% 19.22% 10.74% 11.62%
April-19 -4.24% 1.54% -3.37% 2.17% -0.06%
May-19 0.27% 9.40% 13.73% -4.50% 4.66%
June-19 1.28% 0.43% 2.48% -5.79% 0.76%
July-19 -16.08% -3.21% -8.04% -6.93% -7.29%
August-19 -2.51% 3.66% -17.56% 7.06% -1.05%
September-19 3.47% -8.74% -1.11% 7.29% 10.43%
October-19 10.84% 7.83% 15.36% 9.92% 0.24%
November-19 -12.52% 7.76% 9.43% 5.93% 3.62%
December-19 0.19% 5.02% -2.37% -2.39% -0.22%
January-20 6.70% 0.06% -4.58% -6.76% -3.60%
February-20 -19.41% -9.87% -4.85% -5.88% -3.97%
March-20 -37.65% -24.94% -35.03% -16.17% -26.81%
April-20 28.67% 17.32% -3.23% 30.39% 16.23%
May-20 19.01% -13.42% -13.15% 8.58% -5.01%
June-20 8.75% 7.75% 7.07% -2.48% 1.78%
Mean 0.88% 1.33% 0.91% 2.14% 2.01%
Average Return
Expected Potfolio 1.45257% Variance
SD
X (10% loss in given mont
Z-val
Probability from z-val
Probability for x-value
Portfolio Return Z-Score Probability From Z-Score Probability From X-value

0.92% ### December-99 December-99

13.69% 1.66055883 0.951598958035397 0.951598958035397
-0.05% -0.2038437 0.419237817950116 0.419237817950116
-2.15% -0.4881508 0.31272151845894 0.31272151845894
2.36% 0.12357388 0.54917366352441 0.54917366352441
-10.80% -1.6625697 0.048199303826074 0.048199303826074
-1.77% -0.4377263 0.330792366519576 0.330792366519576
10.68% 1.25241431 0.894790531936609 0.894790531936609
0.37% -0.146899 0.441605887287909 0.441605887287909
-6.23% -1.0421526 0.148670458346524 0.148670458346524
5.74% 0.58183694 0.71966173881908 0.71966173881908
-0.96% -0.3276985 0.371569834324444 0.371569834324444
-4.54% -0.8124477 0.208267387839312 0.208267387839312
0.99% -0.0630266 0.474872665704391 0.474872665704391
5.62% 0.56554172 0.714147323342331 0.714147323342331
-10.32% -1.5972425 0.055105834609568 0.055105834609568
-5.40% -0.9299269 0.176204469902737 0.176204469902737
13.28% 1.60444229 0.945691701949841 0.945691701949841
2.98% 0.20791236 0.582351299202987 0.582351299202987
-2.91% -0.5925132 0.276753484345879 0.276753484345879
1.41% -0.0053111 0.497881207091166 0.497881207091166
-5.35% -0.9225753 0.178114285943897 0.178114285943897
10.91% 1.28289348 0.900235300488842 0.900235300488842
1.27% -0.0251111 0.489983164954423 0.489983164954423
3.03% 0.213447 0.584510836928558 0.584510836928558
11.10% 1.30864852 0.904673281952708 0.904673281952708
-1.61% -0.4161783 0.338639769190975 0.338639769190975
6.02% 0.61961127 0.732243126919841 0.732243126919841
1.75% 0.03990968 0.515917433627148 0.515917433627148
-1.42% -0.3892815 0.348533955322181 0.348533955322181
-6.21% -1.0392384 0.149346931831808 0.149346931831808
0.44% -0.1370705 0.445487533960963 0.445487533960963
6.04% 0.62252333 0.733201097121667 0.733201097121667
1.02% -0.0592929 0.476359401719771 0.476359401719771
4.43% 0.40441602 0.657046590807597 0.657046590807597
-6.50% -1.0784503 0.140416430587583 0.140416430587583
-7.51% -1.2164754 0.111901939711107 0.111901939711107
2.89% 0.19536141 0.577444987279036 0.577444987279036
11.29% 1.33507618 0.909074292313883 0.909074292313883
-1.10% -0.3467268 0.364398284134534 0.364398284134534
0.38% -0.1452704 0.442248677362639 0.442248677362639
-6.44% -1.0714266 0.141988836550575 0.141988836550575
2.57% 0.15221943 0.560493065864695 0.560493065864695
 10.78% 1.26529475 0.897117155346124 0.897117155346124
5.07% 0.4904753 0.688101199379358 0.688101199379358
12.20% 1.45830223 0.927621372740066 0.927621372740066
1.14% -0.0420297 0.483237502031874 0.483237502031874
-0.42% -0.2536087 0.399898952515252 0.399898952515252
4.55% 0.42018219 0.662823816023523 0.662823816023523
-1.15% -0.35351 0.361853056172499 0.361853056172499
3.36% 0.25858911 0.602023857851527 0.602023857851527
4.87% 0.46316694 0.678377646145787 0.678377646145787
-4.09% -0.7514232 0.226199003083254 0.226199003083254
3.49% 0.27704093 0.609125662362405 0.609125662362405
-2.08% -0.4793727 0.315836758360962 0.315836758360962
-4.92% -0.8651061 0.193490291977243 0.193490291977243
-0.25% -0.2313174 0.408534104154285 0.408534104154285
4.19% 0.37103138 0.64469291901284 0.64469291901284
3.18% 0.23386604 0.592455509835705 0.592455509835705
2.69% 0.16815156 0.566767976238538 0.566767976238538
10.36% 1.20800762 0.886477834144648 0.886477834144648
-9.40% -1.4719633 0.070515391405386 0.070515391405386
1.28% -0.0234868 0.490630969097317 0.490630969097317
4.06% 0.35437813 0.63847223885822 0.63847223885822
8.64% 0.97577545 0.835412123443284 0.835412123443284
-6.10% -1.0243133 0.152843667929846 0.152843667929846
-7.28% -1.1845388 0.118099927600859 0.118099927600859
8.71% 0.98502527 0.837694171203084 0.837694171203084
1.53% 0.01045432 0.504170596230458 0.504170596230458
4.67% 0.43651376 0.668767990263872 0.668767990263872
3.38% 0.26157815 0.603176656007249 0.603176656007249
6.17% 0.63986744 0.738870609069113 0.738870609069113
4.21% 0.37381585 0.645729336826742 0.645729336826742
-0.54% -0.2699562 0.393596956497966 0.393596956497966
-1.57% -0.4102803 0.340800155038691 0.340800155038691
-5.93% -1.001348 0.158329289624727 0.158329289624727
40.35% 5.27778388 0.999999934622227 0.999999934622227
-15.58% -2.311021 0.010415848469443 0.010415848469443
7.20% 0.78005391 0.782320429498576 0.782320429498576
5.43% 0.54017994 0.705463525785771 0.705463525785771
3.59% 0.28935393 0.613844725933042 0.613844725933042
1.92% 0.06384772 0.525454259682927 0.525454259682927
-0.45% -0.2587996 0.397894916762212 0.397894916762212
10.96% 1.29050529 0.90156236203465 0.90156236203465
-3.03% -0.6087084 0.271358879225793 0.271358879225793
-3.54% -0.6773617 0.249088230941167 0.249088230941167
9.27% 1.06008885 0.855447909476844 0.855447909476844
1.59% 0.01840525 0.507342218807253 0.507342218807253
 1.31% -0.0189762 0.49243003313985 0.49243003313985
5.71% 0.57733758 0.718144283458465 0.718144283458465
-6.66% -1.1006825 0.135517435141493 0.135517435141493
-2.36% -0.5172279 0.302498531535543 0.302498531535543
6.47% 0.68111816 0.752101637274203 0.752101637274203
3.62% 0.29392348 0.61559181306435 0.61559181306435
0.46% -0.1345697 0.446476034503248 0.446476034503248
9.61% 1.1068348 0.865817321386288 0.865817321386288
1.31% -0.0186875 0.492545206608215 0.492545206608215
-7.16% -1.1682995 0.121342983420295 0.121342983420295
-4.91% -0.8631026 0.194040533937048 0.194040533937048
7.64% 0.83910002 0.799293407075524 0.799293407075524
0.05% -0.189787 0.424738018534361 0.424738018534361
-2.20% -0.4961846 0.309882073851824 0.309882073851824
-3.48% -0.6697331 0.251513982352763 0.251513982352763
10.56% 1.23590827 0.891753669032411 0.891753669032411
-0.79% -0.3046396 0.380320332103175 0.380320332103175
4.71% 0.44228542 0.670858661419578 0.670858661419578
-0.17% -0.2197763 0.413022707684019 0.413022707684019
-8.31% -1.3244534 0.0926762514581 0.0926762514581
-2.08% -0.4797105 0.315716625899281 0.315716625899281
2.27% 0.11051236 0.543998476423903 0.543998476423903
8.84% 1.00192312 0.841809636962681 0.841809636962681
2.84% 0.18879657 0.574873868474113 0.574873868474113
0.04% -0.1910462 0.424244697785357 0.424244697785357
-1.64% -0.4193531 0.337479034192035 0.337479034192035
-8.80% -1.3905915 0.082174670162027 0.082174670162027
-28.12% -4.0129208 2.99860149860302E-05 2.99860149860302E-05
17.88% 2.22870507 0.987083232628296 0.987083232628296
-0.80% -0.3052685 0.380080843898838 0.380080843898838
4.58% 0.42370574 0.664109784480286 0.664109784480286
Value at Risk
1.4526% z-value 99% -2.32634787404084
0.005431783384414 SD of volatility 0.073700633541472
0.073700633541472 Investment 100000
-10% Risk -0.171453312154667
-1.55 Value at Risk -17145.3312154667
0.060100362543076 0.01
0.060100362543076
Date Ret M&M Ret HDFC Ret SBIN Ret Relian Ret HDFCBank
Weight 0.309424 0.440624 0.114482 0.053678 0.08179214359
August-10 -2.52% 5.19% 10.53% -8.96% 0.35%
September-10 10.34% 16.94% 17.14% 7.40% 16.64%
October-10 6.10% -6.21% -2.77% 11.04% -8.41%
November-10 4.31% -0.15% -5.03% -10.09% 0.24%
December-10 1.69% 6.07% -6.03% 7.42% 2.67%
January-11 -8.33% -13.73% -6.03% -13.17% -12.75%
February-11 -13.68% 0.14% -0.45% 4.89% 0.24%
March-11 13.74% 11.44% 5.13% 8.80% 14.31%
April-11 8.00% 0.80% 1.42% -6.23% -2.14%
May-11 -11.14% -3.22% -18.06% -3.24% 4.53%
June-11 4.43% 3.25% 20.17% -3.98% 4.83%
July-11 2.69% -1.06% -2.49% -7.85% 3.91%
August-11 5.50% -3.82% -15.82% -5.48% -3.05%
September-11 9.02% -3.28% -3.18% 3.29% -0.91%
October-11 7.53% 7.48% -0.25% 8.56% 4.78%
November-11 -16.20% -6.84% -7.55% -11.32% -9.69%
December-11 -5.98% 1.61% -8.14% -10.96% -3.54%
January-12 -1.17% 7.02% 27.33% 17.92% 15.29%
February-12 5.35% -4.97% 9.02% 0.45% 5.08%
March-12 -1.36% 1.53% -6.73% -8.55% 0.53%
April-12 1.41% 0.04% 1.99% -0.73% 4.36%
May-12 -8.09% -2.81% -3.84% -5.30% -6.69%
June-12 8.37% -0.22% 27.91% 7.15% 11.33%
July-12 -0.90% 7.64% -7.13% 0.78% 5.95%
August-12 12.75% 6.39% -8.37% 3.07% 1.29%
September-12 13.31% 5.32% 21.95% 9.24% 5.68%
October-12 2.28% -1.56% -5.82% -3.79% 0.80%
November-12 7.07% 10.64% 2.85% -1.46% 11.00%
December-12 -1.62% -1.74% 9.92% 5.78% -3.60%
January-13 -4.55% -5.10% 2.20% 5.61% -5.24%
February-13 -1.75% -3.67% -14.65% -8.21% -2.75%
March-13 -1.42% 9.05% -0.39% -5.03% 0.00%
April-13 7.29% 2.58% 9.24% 1.98% 9.11%
May-13 4.70% 5.02% -9.61% 2.30% 2.67%
June-13 0.32% -1.25% 18.13% 9.39% -4.43%
July-13 -6.10% -7.52% -12.56% 1.10% -7.39%
August-13 -11.59% -10.22% -11.09% -2.09% -2.58%
September-13 5.64% 6.35% 6.32% -3.68% -0.16%
October-13 7.30% 11.88% 11.26% 11.22% 14.80%
November-13 6.47% -3.65% 1.26% -6.72% -2.86%
December-13 -0.11% -0.68% -2.91% 4.92% 0.69%
January-14 -5.72% 0.00% -13.74% -7.15% -5.61%
February-14 9.47% 0.00% 0.62% -3.75% 6.54%
 March-14 0.64% 0.00% 25.07% 16.35% 11.83%
April-14 9.53% 0.00% 18.93% 0.54% -3.67%
May-14 15.02% 0.00% 22.31% 13.77% 9.91%
June-14 -7.15% 0.00% 12.11% -2.88% 3.63%
July-14 4.75% 0.00% -9.19% -0.88% 3.25%
August-14 19.75% 1.74% 0.88% -0.77% 1.15%
September-14 -3.30% 0.00% -0.61% -5.31% 3.45%
October-14 -4.01% 0.00% 10.51% 5.80% 4.49%
November-14 1.34% 0.00% 18.91% -0.89% 4.97%
December-14 -6.75% 0.00% -2.97% -10.13% -0.58%
January-15 2.48% 0.00% -0.93% 2.70% 13.21%
February-15 1.22% 0.00% -2.93% -6.52% -2.17%
March-15 -7.24% 0.00% -10.95% -3.45% -2.97%
April-15 -3.60% 0.25% 1.01% 4.40% -3.31%
May-15 9.88% 0.00% 3.11% 1.70% 6.24%
June-15 1.93% 0.00% -4.34% 16.72% 1.58%
July-15 6.34% 0.00% 2.78% 0.17% 4.17%
August-15 -8.76% 1.61% -8.41% 73.51% -6.17%
September-15 3.51% 0.00% -4.12% -50.39% 4.02%
October-15 -6.35% 0.00% -0.04% 9.90% 2.88%
November-15 15.37% 0.00% 4.89% 2.05% -1.99%
December-15 -6.82% 54.45% -9.73% 4.91% 0.41%
January-16 -3.07% -6.63% -19.85% 2.05% -2.98%
February-16 -0.42% -10.14% -11.76% -6.64% -7.43%
March-16 -1.42% 4.27% 22.36% 8.13% 10.22%
April-16 9.93% -1.29% -2.70% -4.01% 5.71%
May-16 -0.65% 13.71% 8.44% -2.53% 4.38%
June-16 8.14% 1.28% 6.76% 1.18% -0.46%
July-16 2.57% 9.64% 6.22% 4.72% 7.68%
August-16 -0.42% 3.33% 10.07% 4.44% 3.61%
September-16 -2.15% -0.85% -0.50% 2.24% -1.42%
October-16 -6.68% -0.13% 2.69% -2.65% -1.08%
November-16 -9.66% -9.24% 0.14% -6.15% -4.72%
December-16 -0.03% -0.04% -3.15% 107.50% 97.47%
January-17 4.68% 8.18% 4.06% -49.12% -45.69%
February-17 5.81% 0.31% 3.40% 18.45% 8.04%
March-17 -1.92% 9.64% 8.99% 6.69% 3.77%
April-17 3.78% 2.56% -1.24% 5.62% 7.21%
May-17 6.09% 2.13% -0.50% -3.91% 5.80%
June-17 -4.82% 2.87% -4.22% 2.93% 0.97%
July-17 4.06% 10.79% 14.20% 17.04% 8.73%
August-17 -3.26% 0.22% -11.12% -0.56% -0.45%
September-17 -6.73% -1.96% -8.60% -2.05% 1.65%
October-17 7.22% -1.99% 20.46% 20.48% 0.16%
November-17 4.59% -1.86% 4.76% -2.05% 2.50%
 December-17 6.80% 2.07% -3.26% -0.05% 1.01%
January-18 1.59% 14.38% 1.08% 4.37% 7.12%
February-18 -4.55% -7.54% -14.45% -0.70% -6.06%
March-18 1.45% 0.93% -6.75% -7.53% 0.10%
April-18 18.19% 3.36% -1.40% 9.13% 3.09%
May-18 5.69% -2.67% 9.40% -4.35% 10.04%
June-18 -2.74% 4.10% -3.78% 5.55% -0.82%
July-18 4.26% 4.55% 13.17% 22.70% 3.37%
August-18 3.97% -2.15% 5.49% 4.69% -5.43%
September-18 -10.81% -9.37% -14.24% 1.31% -2.68%
October-18 -11.03% 0.84% 5.99% -15.64% -4.70%
November-18 3.26% 12.42% 1.15% 10.02% 11.33%
December-18 1.64% -1.04% 3.95% -3.97% -0.32%
January-19 -15.40% -2.34% -0.76% 9.44% -1.97%
February-19 -5.02% -4.22% -8.38% 0.32% -0.11%
March-19 4.34% 6.90% 19.22% 10.74% 11.62%
April-19 -4.24% 1.54% -3.37% 2.17% -0.06%
May-19 0.27% 9.40% 13.73% -4.50% 4.66%
June-19 1.28% 0.43% 2.48% -5.79% 0.76%
July-19 -16.08% -3.21% -8.04% -6.93% -7.29%
August-19 -2.51% 3.66% -17.56% 7.06% -1.05%
September-19 3.47% -8.74% -1.11% 7.29% 10.43%
October-19 10.84% 7.83% 15.36% 9.92% 0.24%
November-19 -12.52% 7.76% 9.43% 5.93% 3.62%
December-19 0.19% 5.02% -2.37% -2.39% -0.22%
January-20 6.70% 0.06% -4.58% -6.76% -3.60%
February-20 -19.41% -9.87% -4.85% -5.88% -3.97%
March-20 -37.65% -24.94% -35.03% -16.17% -26.81%
April-20 28.67% 17.32% -3.23% 30.39% 16.23%
May-20 19.01% -13.42% -13.15% 8.58% -5.01%
June-20 8.75% 7.75% 7.07% -2.48% 1.78%
Mean 0.88% 1.33% 0.91% 2.14% 2.01%
Average Return
Expected Potfolio1.24138% Variance
SD
X (10% loss in given month)
Z-val
Probability from z-val
Probability for x-value
Portfolio Return Z-Score Probability From Z-Score Probability From X-value

2.26% 0.160366 0.563703480340188 0.563703

14.38% 2.065025 0.980539698408006 0.98054
-1.26% -0.392916 0.347190840325251 0.347191
0.17% -0.168712 0.433011692812121 0.433012
3.12% 0.295817 0.616314929352207 0.616315
-11.07% -1.934227 0.02654262632286 0.026543
-3.94% -0.814748 0.207608414089416 0.207608
11.52% 1.615624 0.946912135506469 0.946912
2.48% 0.194827 0.577235818537316 0.577236
-6.74% -1.253944 0.10493110022171 0.104931
5.30% 0.637058 0.737956619817978 0.737957
-0.03% -0.199002 0.421130673946453 0.421131
-2.34% -0.562568 0.286864389599983 0.286864
1.08% -0.024781 0.490114979051431 0.490115
6.45% 0.818268 0.793398037902926 0.793398
-10.29% -1.812285 0.034971104365354 0.034971
-2.95% -0.658663 0.255056041457198 0.255056
8.07% 1.073545 0.858486686374074 0.858487
0.94% -0.047889 0.480902514627232 0.480903
-0.93% -0.341478 0.366371844184224 0.366372
1.00% -0.03794 0.484867834423501 0.484868
-5.01% -0.983025 0.162797450422754 0.162797
7.00% 0.904719 0.817192845137004 0.817193
2.80% 0.244609 0.596620424816939 0.59662
6.07% 0.759026 0.776081467738858 0.776081
9.93% 1.365852 0.914007282700309 0.914007
-0.78% -0.318037 0.375228270813751 0.375228
8.03% 1.066033 0.85679574895527 0.856796
-0.12% -0.21332 0.415538805336084 0.415539
-3.53% -0.750141 0.226584877097866 0.226585
-4.50% -0.902641 0.18335834311406 0.183358
3.24% 0.313352 0.622993375984543 0.622993
5.30% 0.638365 0.738382002789288 0.738382
2.91% 0.261947 0.603318722721211 0.603319
1.77% 0.082454 0.532857159496714 0.532857
-7.19% -1.324314 0.092699432963599 0.092699
-9.68% -1.716299 0.043053701912794 0.043054
5.05% 0.599173 0.725471209625521 0.725471
10.60% 1.469913 0.929207387984607 0.929207
-0.06% -0.204576 0.418951747603328 0.418952
-0.35% -0.249529 0.401475723134048 0.401476
-4.19% -0.852714 0.196908935992117 0.196909
3.33% 0.328862 0.628870180049289 0.62887
 4.91% 0.576887 0.717992243182458 0.717992
4.85% 0.566475 0.714464637084435 0.714465
8.75% 1.179828 0.880965752038899 0.880966
-0.68% -0.302369 0.381185312249587 0.381185
0.63% -0.095402 0.461997665120619 0.461998
7.03% 0.909884 0.818558122078673 0.818558
-1.09% -0.36679 0.356887764860472 0.356888
0.64% -0.094392 0.462398818251433 0.462399
2.94% 0.266818 0.605195363948842 0.605195
-3.02% -0.669439 0.251607839633597 0.251608
1.89% 0.101581 0.540455510324027 0.540456
-0.49% -0.271458 0.393019360559813 0.393019
-3.92% -0.811429 0.208559798760812 0.20856
-0.93% -0.340605 0.366700381764853 0.3667
4.01% 0.435829 0.668519579208758 0.66852
1.13% -0.018178 0.492748342080672 0.492748
2.63% 0.218059 0.586308311342071 0.586308
0.48% -0.119987 0.452246681164906 0.452247
-1.76% -0.471755 0.318550915799587 0.318551
-1.20% -0.383813 0.350558372736649 0.350558
5.26% 0.631946 0.736288905441308 0.736289
21.07% 3.115282 0.999081153512975 0.999081
-6.28% -1.181495 0.118703009277745 0.118703
-6.91% -1.280749 0.100140844873065 0.100141
5.28% 0.634016 0.736964866868363 0.736965
2.45% 0.189691 0.575224338919643 0.575224
7.03% 0.909489 0.818453883366441 0.818454
3.88% 0.415318 0.661045403351256 0.661045
6.64% 0.848309 0.801867134136801 0.801867
3.03% 0.280376 0.610405498218533 0.610405
-1.09% -0.367087 0.356776955682818 0.356777
-2.05% -0.51655 0.30273513131141 0.302735
-7.76% -1.414652 0.078585269445411 0.078585
13.35% 1.903429 0.97150767773579 0.971508
-0.86% -0.330058 0.370677939983323 0.370678
3.97% 0.428851 0.665984018473037 0.665984
5.35% 0.645381 0.740659842959175 0.74066
3.05% 0.283568 0.611629411289291 0.611629
3.03% 0.281172 0.610710582607012 0.610711
-0.47% -0.269497 0.3937735530444 0.393774
9.26% 1.260803 0.896310172678695 0.89631
-2.25% -0.548857 0.291551882588932 0.291552
-3.91% -0.808814 0.209311074253676 0.209311
4.81% 0.560775 0.712524625798936 0.712525
1.24% 5.632E-05 0.500022468145438 0.500022
 2.72% 0.232786 0.592036392482123 0.592036
7.77% 1.025543 0.847446430612739 0.847446
-6.92% -1.282244 0.09987853057219 0.099879
-0.31% -0.24364 0.403754847372274 0.403755
7.69% 1.013258 0.844531552723288 0.844532
2.25% 0.157901 0.562732405693955 0.562732
0.76% -0.076237 0.469615405011505 0.469615
6.32% 0.798616 0.787743433825961 0.787743
0.72% -0.082178 0.467252665681496 0.467253
-9.25% -1.649216 0.049551665652504 0.049552
-3.58% -0.757971 0.224234303673473 0.224234
8.08% 1.074258 0.858646502803178 0.858647
0.26% -0.153764 0.438897964716118 0.438898
-5.54% -1.065034 0.143430303847979 0.14343
-4.37% -0.881028 0.189151416569958 0.189151
8.11% 1.079069 0.859721612950546 0.859722
-0.91% -0.337673 0.3678046767547 0.367805
5.94% 0.738073 0.769764910527983 0.769765
0.62% -0.097177 0.461292916301732 0.461293
-8.28% -1.49557 0.067382876127928 0.067383
-0.88% -0.333899 0.369228019344557 0.369228
-1.66% -0.456136 0.324146153146847 0.324146
9.11% 1.23725 0.892002769120189 0.892003
1.24% -0.000408 0.499837353179802 0.499837
1.85% 0.095937 0.538214720563106 0.538215
0.92% -0.051056 0.479640477914252 0.47964
-11.55% -2.010217 0.022204133776385 0.022204
-29.71% -4.864134 5.74796387963755E-07 5.748E-07
19.09% 2.805413 0.997487391949438 0.997487
-1.48% -0.428396 0.334181594261042 0.334182
6.95% 0.896337 0.81496354151813 0.814964
Value at Risk
1.24138% z-value 99% -2.326348
0.004049689378831 SD of volatility 0.063637
0.063637169789607 Investment 100000
-10.00% Risk -0.148042
-1.77 Value at Risk -14804.22
0.038657596814884
0.038657596814884