NSE HCL TECH

904.95 597.8 NSE HCL TECH 1. The daily price of th

13th July,2018.(EXC
845.75 570.8 -6.542 -4.517 β Date
July 2
874.25 582.95 3.3698 2.1286 1.1914 July 3
847.95 559.85 -3.008 -3.963 α Y-B(X) July 4
July 5
849.1 554.6 0.1356 -0.938 1.025 July 6
835.8 545.1 -1.566 -1.713 Ri α+B(Rm) July 9
July 10
816.75 519.15 -2.279 -4.761 3.4079 July 11
July 12
843.55 560.7 3.2813 8.0035 July 13
835.55 560.95 -0.948 0.0446 Calculate the Beta an

839.5 597.4 0.4727 6.4979

Mean -0.787 0.0871
1. The daily price of the HCL TECH stock and the NSE index for the period 2nd July,2018 to
13th July,2018.(EXCEL)
Date NSE Index HCL TECH
July 2 904.95 597.80
July 3 845.75 570.80
July 4 874.25 582.95
July 5 847.95 559.85
July 6 849.10 554.60
July 9 835.80 545.10
July 10 816.75 519.15
July 11 843.55 560.70
July 12 835.55 560.95
July 13 839.50 597.40
Calculate the Beta and Alpha value of the HCL TECH. (Ans: β:1.19,α:1.02).

Beta n∑xy-∑x,∑y/n∑x2-(∑x)^2

r*(∑y)/(∑x)

Ri (Pt-Pt-1+D)/Pt-1

Today's price- yesterdaysl price+Dividend/Yesterdays price*100

price*100
Index Scrip
0.5 0.3 β
1. The following histo
0.6 0.6 α stock market: (EXC
Index Retu
0.5 0.4 Ri Scrip Retu

0.6 0.5 a. What is TATA

b. If the market re
0.8 0.6
0.5 0.3
0.8 0.7
0.4 0.5
0.7 0.6
1. The following historical rate of return information is provided for TATA MOTORS and the
stock market: (EXCEL)
Index Return .50 .60 .50 .60 .80 .50 .80 .40 .70
Scrip Return .30 .60 .40 .50 .60 .30 .70 .50 .60

a. What is TATA MOTORS beta?

b. If the market return is 2, what would be the scrip return? (Ans: β:0.75,α:.05,Ri:1.55)
WIPRO MARUTI NIFTY 50
266.85 7522.3 9915.95 WIPRO MARUTI NIFTY 50 WIPRO MARUTI NIFTY 50
269 7549.35 9827.15 0.805696 0.359597 -0.895527 β 0.40 0.96 1.00
271.1 7561.5 9899.6 0.780669 0.160941 0.737243
269.15 7490.95 9873.3 -0.719292 -0.933016 -0.265667
286.05 7543 9915.25 6.279027 0.694838 0.424883
291.55 7554.55 9966.4 1.922741 0.153122 0.515872
289.55 7504.85 9964.55 -0.685989 -0.657882 -0.018562
289.35 7565.25 10020.65 -0.069073 0.804813 0.562996
289.7 7599.6 10020.55 0.120961 0.45405 -0.000998
289.05 7630.45 10014.5 -0.22437 0.405942 -0.060376
288.45 7750.05 10077.1 -0.207577 1.567404 0.625094
294.8 7856.1 10114.65 2.201421 1.368378 0.372627
293.8 7795.5 10081.5 -0.339213 -0.771375 -0.327742
289.1 7737.4 10013.65 -1.599728 -0.745302 -0.673015
289.4 7770.3 10066.4 0.10377 0.425207 0.526781
287.75 7838.65 10057.4 -0.570145 0.879631 -0.089406
287.4 7755.9 9978.55 -0.121633 -1.055666 -0.784
286.5 7661.6 9908.05 -0.313152 -1.215849 -0.706515
288.15 7578.75 9820.25 0.575916 -1.081367 -0.886148
289.7 7457.4 9710.8 0.537914 -1.601188 -1.114534
288.5 7608.45 9794.15 -0.414222 2.025505 0.858323
289.95 7701.15 9897.3 0.5026 1.218382 1.05318
288.35 7582.45 9904.15 -0.551819 -1.541328 0.069211
288.1 7598.8 9837.4 -0.0867 0.21563 -0.67396
287.7 7501.9 9754.35 -0.138841 -1.275201 -0.844227
290.25 7496.1 9765.55 0.88634 -0.077314 0.114821
290 7573.05 9852.5 -0.086133 1.026534 0.890375
289.4 7612.85 9857.05 -0.206897 0.525548 0.046181
290.7 7579 9912.8 0.449205 -0.444643 0.565585
290.75 7521.5 9796.05 0.0172 -0.758675 -1.17777
291.2 7557.45 9884.4 0.154772 0.477963 0.901894
299.1 7700.3 9917.9 2.712912 1.890188 0.338918
296.45 7812.3 9974.4 -0.885991 1.454489 0.569677
297.3 7821.5 9912.85 0.286726 0.117763 -0.61708
297.25 7817.2 9952.2 -0.016818 -0.054977 0.39696
297.2 7846.65 9916.2 -0.016821 0.376733 -0.361729
298.95 7919.2 9929.9 0.588829 0.924598 0.138158
300.5 7970.75 9934.8 0.518481 0.65095 0.049346
301.15 8142.4 10006.05 0.216306 2.153499 0.717176
298.1 8154.5 10093.05 -1.012784 0.148605 0.869474
295.9 8122.6 10079.3 -0.738007 -0.391195 -0.136232
283.45 8070.25 10086.6 -4.207503 -0.644498 0.072426
285.75 8099.75 10085.4 0.811431 0.36554 -0.011897
289.3 8157.85 10153.1 1.242345 0.717306 0.671267
289.25 8131.7 10147.55 -0.017283 -0.32055 -0.054663
291.9 8120.15 10141.15 0.916162 -0.142037 -0.063069
291.9 8144.95 10121.9 0 0.305413 -0.189821
294.45 8068.2 9964.4 0.873587 -0.942302 -1.556032
291.9 7964.95 9872.6 -0.866021 -1.279715 -0.92128
290.25 7889.9 9871.5 -0.565262 -0.942253 -0.011142
288.3 7739.95 9735.75 -0.671835 -1.900531 -1.375171
285.9 7897.35 9768.95 -0.832466 2.033605 0.341011
280.25 7978.2 9788.6 -1.976215 1.023761 0.201148
282.95 7888.3 9859.5 0.963426 -1.126821 0.724312
282.75 7847.2 9914.9 -0.070684 -0.521025 0.561895
283.6 7831.05 9888.7 0.300619 -0.205806 -0.264249
286.6 7903.2 9979.7 1.057828 0.921332 0.920242
286.8 7896.7 9988.75 0.069784 -0.082245 0.090684
287 7893.7 10016.95 0.069735 -0.037991 0.282318
290.65 7825.15 9984.8 1.271777 -0.868414 -0.320956
293.45 7904.25 10096.4 0.963358 1.010843 1.117699
291.9 7874.15 10167.45 -0.528199 -0.380808 0.703716
290.7 7842 10230.85 -0.4111 -0.408298 0.623559
289.85 7838.9 10234.45 -0.292398 -0.039531 0.035188
294.75 7784.05 10210.85 1.69053 -0.699716 -0.230594
292.05 7731.1 10146.55 -0.916031 -0.680237 -0.629722
296.9 7818.5 10184.85 1.660675 1.130499 0.377468
296.8 7875 10207.7 -0.033681 0.722645 0.224353
298.9 7870.2 10295.35 0.707547 -0.060952 0.858666
302.3 8068.05 10343.8 1.137504 2.513913 0.470601
296.95 8114.45 10323.05 -1.769765 0.575108 -0.200603
293.25 8195.25 10363.65 -1.246001 0.995754 0.393295
294.05 8211.25 10335.3 0.272805 0.195235 -0.273552
293.55 8238.4 10440.5 -0.170039 0.330644 1.017871
293.25 8225.8 10423.8 -0.102197 -0.152942 -0.159954
294.55 8219.4 10452.5 0.443308 -0.077804 0.275331
299.85 8310.2 10451.8 1.799355 1.104704 -0.006697
302.25 8220.3 10350.15 0.8004 -1.081803 -0.97256
302.4 8232 10303.15 0.049628 0.142331 -0.4541
302.5 8204.8 10308.95 0.033069 -0.330418 0.056293
302.65 8183.5 10321.75 0.049587 -0.259604 0.124164
298.6 8109.2 10224.95 -1.338179 -0.907924 -0.937825
298.5 8122.95 10186.6 -0.03349 0.16956 -0.375063
296.5 8127.25 10118.05 -0.670017 0.052936 -0.672943
297.65 8163.7 10214.75 0.387858 0.448491 0.955718
295.15 8348.35 10283.6 -0.839913 2.261842 0.674025
294.35 8425.65 10298.75 -0.271049 0.925931 0.147322
294 8424.8 10326.9 -0.118906 -0.010088 0.273334
294.3 8513.15 10342.3 0.102041 1.04869 0.149125
293.55 8463.4 10348.75 -0.254842 -0.58439 0.062365
292.7 8487.95 10389.7 -0.289559 0.290073 0.3957
294.8 8508.6 10399.55 0.717458 0.243286 0.094805
294.85 8624.15 10370.25 0.016961 1.358038 -0.281743
298.65 8671.35 10361.3 1.288791 0.5473 -0.086305
291.9 8599.1 10226.55 -2.260171 -0.833204 -1.300512
289.4 8609 10121.8 -0.856458 0.115128 -1.024295
289.95 8500.8 10127.75 0.190048 -1.256824 0.058784
283.45 8500.4 10118.25 -2.241766 -0.004705 -0.093802
282.5 8612.4 10044.1 -0.335156 1.317585 -0.732834
281.2 8882.4 10166.7 -0.460177 3.135015 1.220617
282.9 9042.25 10265.65 0.604552 1.799626 0.973275
289.4 9133.8 10322.25 2.297632 1.012469 0.551353
287.8 9131.35 10240.15 -0.552868 -0.026823 -0.795369
287.2 9120.65 10192.95 -0.208478 -0.117179 -0.460931
288.6 9112.75 10252.1 0.487465 -0.086617 0.580303
289.7 9165.9 10333.25 0.38115 0.583249 0.791545
295.8 9309.1 10388.75 2.105627 1.562312 0.537101
292.4 9801.5 10463.2 -1.149425 5.289448 0.716641
296.5 9733.9 10444.2 1.402189 -0.68969 -0.181589
297.75 9631.05 10440.3 0.421585 -1.056617 -0.037341
301.6 9700 10493 1.293031 0.715914 0.504775
302.9 9679 10531.5 0.431034 -0.216495 0.366911
306.6 9644.1 10490.75 1.221525 -0.360574 -0.386934
308 9629.2 10477.9 0.456621 -0.154499 -0.122489
314.25 9729.55 10530.7 2.029221 1.042143 0.503918
316.55 9651.9 10435.55 0.731901 -0.798084 -0.903549
318.7 9554.05 10442.2 0.679198 -1.01379 0.063724
309.95 9416.6 10443.2 -2.745529 -1.438657 0.009577
311.65 9386.25 10504.8 0.548476 -0.322303 0.589858
309.55 9433.85 10558.85 -0.673833 0.507125 0.514527
311.15 9448.95 10623.6 0.516879 0.160062 0.61323
317.2 9383.55 10637 1.9444 -0.69214 0.126134
326.7 9375.85 10632.2 2.994956 -0.082058 -0.045126
321.1 9339.8 10651.2 -1.714111 -0.384498 0.178702
318.8 9459.15 10681.25 -0.716288 1.277865 0.282128
315 9358.45 10741.55 -1.19197 -1.064578 0.564541
331.95 9322.05 10700.45 5.380952 -0.388953 -0.382626
325.7 9313.9 10788.55 -1.882814 -0.087427 0.82333
325.35 9368.7 10817 -0.107461 0.588368 0.263706
328.95 9323.95 10894.7 1.106501 -0.477654 0.718314
321.55 9310.1 10966.2 -2.249582 -0.148542 0.656282
315.25 9393.4 11083.7 -1.95926 0.894727 1.071474
313.95 9434.95 11086 -0.412371 0.442332 0.020751
311.95 9278.2 11069.65 -0.637044 -1.661376 -0.147483
311.15 9630.7 11130.4 -0.256451 3.799228 0.548798
307.3 9571.55 11049.65 -1.237345 -0.614182 -0.725491
304.7 9509.7 11027.7 -0.846079 -0.646186 -0.198649
300.75 9401.85 11016.9 -1.296357 -1.134105 -0.097935
300.6 8990.6 10760.6 -0.049875 -4.374139 -2.326426
298.75 9080.6 10666.55 -0.615436 1.001046 -0.874022
294.65 8984.6 10498.25 -1.372385 -1.057199 -1.57783
289.35 8921.8 10476.7 -1.798744 -0.698974 -0.205272
289.8 9030.7 10576.85 0.155521 1.220606 0.955931
285 8936.1 10454.95 -1.656315 -1.047538 -1.152517
288.95 9117.85 10539.75 1.385965 2.033885 0.811099
293.45 9001.6 10500.9 1.557363 -1.274972 -0.368605
292.5 9020.25 10545.5 -0.323735 0.207185 0.424725
291 8836.95 10452.3 -0.512821 -2.032094 -0.883789
289.95 8724.85 10378.4 -0.360825 -1.268537 -0.707021
291.45 8722.65 10360.4 0.517331 -0.025215 -0.173437
292.2 8782.75 10397.45 0.257334 0.689011 0.357612
292.65 8634.05 10382.7 0.154004 -1.693092 -0.141862
295 8698.8 10491.05 0.803007 0.749938 1.043563
291.6 9005.35 10582.6 -1.152542 3.524049 0.872649
291.75 8891.2 10554.3 0.05144 -1.26758 -0.26742
292.8 8850.95 10492.85 0.359897 -0.452695 -0.582227
292.5 8873.45 10458.35 -0.102459 0.25421 -0.328795
290.95 8795.1 10358.85 -0.529915 -0.882971 -0.951393
286.95 8616.5 10249.25 -1.374807 -2.030676 -1.058033
285.35 8679.1 10154.2 -0.557588 0.726513 -0.927385
285.2 8729.35 10242.65 -0.052567 0.578977 0.871068
285.05 8660.6 10226.85 -0.052595 -0.787573 -0.154257
290.7 8810.3 10421.4 1.982108 1.728518 1.902345
296.6 8756.05 10426.85 2.029584 -0.615757 0.052296
293.85 8846.3 10410.9 -0.927175 1.030716 -0.15297
293.4 8837.55 10360.15 -0.153139 -0.098911 -0.48747
295.75 8676.55 10195.15 0.800954 -1.821772 -1.592641
288.65 8773.5 10094.25 -2.400676 1.11738 -0.989686
293.6 8802.4 10124.35 1.71488 0.329401 0.29819
295.25 8874.65 10155.25 0.561989 0.820799 0.305205
288.45 8696.55 10114.75 -2.303133 -2.00684 -0.398808
284.65 8607.25 9998.05 -1.317386 -1.026844 -1.153761
274 8765.3 10130.65 -3.741437 1.836243 1.326259
274.05 8852.3 10184.15 0.018248 0.99255 0.5281
281.15 8861.1 10113.7 2.590768 0.099409 -0.691761
289.65 9008.2 10211.8 3.023297 1.660065 0.969971
283.9 9026.45 10245 -1.985154 0.202593 0.325114
281.6 9013.5 10128.4 -0.810144 -0.143467 -1.138116
286.25 9132.6 10325.15 1.651278 1.321351 1.942558
283.95 9206.2 10331.6 -0.803493 0.805904 0.062469
285.05 9292.65 10379.35 0.387392 0.939041 0.462174
286 9273.45 10402.25 0.333275 -0.206615 0.22063
285.7 9302.5 10417.15 -0.104895 0.31326 0.143238
286.85 9204.45 10458.65 0.40252 -1.054018 0.398382
294.15 9123.95 10480.6 2.544884 -0.874577 0.209874
289.9 9232 10528.35 -1.444841 1.184246 0.455604
284.75 9160.35 10548.7 -1.776475 -0.776105 0.193288
292.65 9121.5 10526.2 2.774363 -0.42411 -0.213296
292.45 9077.65 10565.3 -0.068341 -0.480732 0.371454
298.05 9025 10564.05 1.914857 -0.579996 -0.011831
297.35 9064.85 10584.7 -0.23486 0.441551 0.195474
286.95 9064.65 10614.35 -3.497562 -0.002206 0.280121
287.15 8934.6 10570.55 0.069699 -1.434694 -0.412649
281.35 8946.45 10617.8 -2.01985 0.13263 0.446997
276.15 8783.35 10692.3 -1.848232 -1.823069 0.701652
278.75 8814.95 10739.35 0.941517 0.359772 0.440036
275.55 8744.5 10718.05 -1.147982 -0.79921 -0.198336
271.45 8755.95 10679.65 -1.487933 0.130939 -0.358274
269.9 8678.2 10618.25 -0.571008 -0.887968 -0.574925
274.75 8743.7 10715.5 1.796962 0.754765 0.915876
272.75 8775.2 10717.8 -0.727934 0.360259 0.021464
270.25 8718.35 10741.7 -0.91659 -0.647848 0.222994
270.45 8704.95 10716.55 0.074006 -0.153699 -0.234134
272.65 8750.3 10806.5 0.813459 0.520968 0.839356
272.35 8707 10806.6 -0.110031 -0.49484 0.000925
271 8726.6 10801.85 -0.495686 0.225106 -0.043955
274.7 8695.6 10741.1 1.365314 -0.355236 -0.562404
278.35 8697.5 10682.7 1.328722 0.02185 -0.543706
268.9 8510.95 10596.4 -3.395006 -2.144869 -0.807848
264.85 8428.5 10516.7 -1.506136 -0.968752 -0.752142
264.95 8560.65 10536.7 0.037757 1.567895 0.190174
263.45 8497.4 10430.35 -0.566145 -0.738846 -1.009329
264.35 8410.75 10513.85 0.341621 -1.019724 0.800548
264.6 8548.15 10605.15 0.094572 1.633624 0.868378
263.3 8709.3 10688.65 -0.491308 1.885203 0.787353
263 8714.9 10633.3 -0.113938 0.064299 -0.517839
260.85 8588.2 10614.35 -0.81749 -1.453832 -0.178214
261.9 8537.2 10736.15 0.40253 -0.593838 1.147503
260.6 8808.85 10696.2 -0.496373 3.181957 -0.372107
260.15 8749.85 10628.5 -0.172678 -0.669781 -0.632935
255.25 8810.4 10593.15 -1.883529 0.692012 -0.332596
259.25 8842.35 10684.65 1.567091 0.36264 0.863766
264.6 8911.25 10768.35 2.063645 0.779205 0.783367
264 8932.45 10767.65 -0.226757 0.237902 -0.006501
 264.4 9022.65 10786.95 0.151515 1.009801 0.179241
266.45 9016.75 10842.85 0.77534 -0.065391 0.518219
268.8 8967.35 10856.7 0.881967 -0.547869 0.127734
266.4 8958 10808.05 -0.892857 -0.104267 -0.44811
266.9 8951.6 10817.7 0.187688 -0.071445 0.089285
265.75 8973.45 10799.85 -0.430873 0.24409 -0.165007
261 8862.6 10710.45 -1.787394 -1.235311 -0.827789
259.7 8948.3 10772.05 -0.498084 0.966985 0.575139
258.65 8863.05 10741.1 -0.404313 -0.952695 -0.287318
258.25 8874.9 10821.85 -0.154649 0.133701 0.751785
257.5 8793 10762.45 -0.290416 -0.922827 -0.54889
257.6 8931.35 10769.15 0.038835 1.573411 0.062253
256.05 8898.3 10671.4 -0.601708 -0.370045 -0.907685
257.1 8771.3 10589.1 0.410076 -1.427239 -0.77122
261.5 8825.6 10714.3 1.711396 0.619064 1.182348
260.6 8821.05 10657.3 -0.344168 -0.051555 -0.531999
261.9 8975.15 10699.9 0.498849 1.746958 0.399726
261.95 9220.8 10769.9 0.019091 2.737002 0.654212
264.1 9347.05 10749.75 0.820767 1.369187 -0.187096
262.8 9317.5 10772.65 -0.492238 -0.316143 0.213028
264.95 9374.9 10852.9 0.818113 0.616045 0.744942
270.6 9531 10947.25 2.132478 1.665084 0.869353
272.1 9384.7 10948.3 0.554324 -1.534991 0.009591
279.45 9347 11023.2 2.701213 -0.401718 0.684124
280.85 9431.05 11018.9 0.500984 0.899219 -0.039009
 1. A share is available today a
Ri Todays'price- Yesterdays price+Dividend/Yesterdays price declare a dividend of Rs. 14
17% Find out the holding period
2. Blackstone Assets Managem
II. The asset I was purchase
inflows of Rs. 16000. Pres
purchased a few years ago a
year was Rs. 2, 40,000 and
of Rs. 34,000 during the yea
share is available today at a price of Rs. 102. After one year, the company is expected to
clare a dividend of Rs. 14 per share. You expect to sell the share for Rs. 105 (ex-dividend).
nd out the holding period return from your investment. (Ans: 16.67%)
ackstone Assets Management Ltd. is evaluating the rate of return on two of its assets, I and
The asset I was purchased a year ago for Rs. 4, 00,000 and since then it has generated cash
flows of Rs. 16000. Presently, it can be sold for a price of Rs. 4, 30,000. Asset II was
rchased a few years ago and its market price in the beginning and at the end of the current
ar was Rs. 2, 40,000 and Rs. 2, 36,000 respectively. The asset II has generated cash inflows
Rs. 34,000 during the year. Find out the rate of return on these assets.
1. In a portfolio of the company, Rs. 2,00,0
return of 8.5%, Rs. 2,80,000 in asset Y,
in asset Z which has an expected return
10.495%).
 of the company, Rs. 2,00,000 have been invested in asset X which has an expected
%, Rs. 2,80,000 in asset Y, which has an expected return of 10.2% and Rs. 3,20,000
ich has an expected return of 12%. What is expected return for the portfolio?(Ans: