DATE NALCO NIFTY NIFTY METAL NALCORTN NIFTYRTN

1/20/2021 45.55 14644.7 3437

1/21/2021 47.8 14590.35 3362.15 4.82% -0.37%
1/22/2021 46.6 14371.9 3231.45 -2.54% -1.51%
1/25/2021 46.15 14238.9 3236.35 -0.97% -0.93%
1/27/2021 47.9 13967.5 3154.8 3.72% -1.92%
1/28/2021 47 13817.55 3138.1 -1.90% -1.08%
1/29/2021 47.9 13634.6 3077.45 1.90% -1.33%
2/1/2021 49.3 14281.2 3227.25 2.88% 4.63%
2/2/2021 50.45 14647.85 3289.1 2.31% 2.53%
2/3/2021 50.9 14789.95 3344.4 0.89% 0.97%
2/4/2021 51.65 14895.65 3409.55 1.46% 0.71%
2/5/2021 50.2 14924.25 3443.15 -2.85% 0.19%
2/8/2021 50.55 15115.8 3552.45 0.69% 1.28%
Estimation Window 2/9/2021 49.15 15109.3 3513.65 -2.81% -0.04%
2/10/2021 49.15 15106.5 3510.85 0.00% -0.02%
2/11/2021 50.7 15173.3 3546.7 3.10% 0.44%
2/12/2021 48.9 15163.3 3486.25 -3.61% -0.07%
2/15/2021 48.6 15314.7 3469.95 -0.62% 0.99%
2/16/2021 50.15 15313.45 3570.15 3.14% -0.01%
2/17/2021 50.5 15208.9 3576.05 0.70% -0.69%
2/18/2021 52.05 15118.95 3623.05 3.02% -0.59%
2/19/2021 51.75 14981.75 3552.1 -0.58% -0.91%
2/22/2021 52.6 14675.7 3609.1 1.63% -2.06%
2/23/2021 55.25 14707.8 3749.55 4.92% 0.22%
2/24/2021 54.9 14982 3778.65 -0.64% 1.85%
2/25/2021 57.25 15097.35 3928.6 4.19% 0.77%
2/26/2021 60 14529.15 3822.65 4.69% -3.84%
3/1/2021 59.8 14761.55 3896.95 -0.33% 1.59%
3/2/2021 59.15 14919.1 3927.6 -1.09% 1.06%
3/3/2021 62.1 15245.6 4058.6 4.87% 2.16%
3/4/2021 61.2 15080.75 3976.85 -1.46% -1.09%
3/5/2021 57.75 14938.1 3869.4 -5.80% -0.95%
3/8/2021 60 14956.2 3900.8 3.82% 0.12%
3/9/2021 57.85 15098.4 3802.7 -3.65% 0.95%
3/10/2021 58.7 15174.8 3873.65 1.46% 0.50%
3/12/2021 58.6 15030.95 3840.2 -0.17% -0.95%
3/15/2021 59.8 14929.5 3880.05 2.03% -0.68%
3/16/2021 59.2 14910.45 3847.25 -1.01% -0.13%
3/17/2021 56.25 14721.3 3752.7 -5.11% -1.28%
3/18/2021 56.8 14557.85 3754.35 0.97% -1.12%
3/19/2021 55.8 14744 3832.5 -1.78% 1.27%
Event Window 3/22/2021 54.45 14736.4 3867.45 -2.45% -0.05%
3/23/2021 54.95 14814.75 3841.95 0.91% 0.53%
3/24/2021 53.3 14549.4 3717.55 -3.05% -1.81%
3/25/2021 52 14324.9 3718.3 -2.47% -1.56%
3/26/2021 53.75 14507.3 3855.3 3.31% 1.27%
3/30/2021 54.2 14845.1 3963 0.83% 2.30%
3/31/2021 54.05 14690.7 3977.2 -0.28% -1.05%
4/1/2021 58.75 14867.35 4189.15 8.34% 1.20%
4/5/2021 57.8 14637.8 4226.4 -1.63% -1.56%
4/6/2021 59.25 14683.5 4286.95 2.48% 0.31%
4/7/2021 59.15 14819.05 4325.45 -0.17% 0.92%
4/8/2021 60.35 14873.8 4494.95 2.01% 0.37%
4/9/2021 59.4 14834.85 4467.3 -1.59% -0.26%
4/12/2021 53.7 14310.8 4196 -10.09% -3.60%
4/13/2021 55.9 14504.8 4337.9 4.02% 1.35%
4/15/2021 58.05 14581.45 4397.45 3.77% 0.53%
INDSRRRTN AR T STAT Significant? CAR
-0.88% -0.34813328 NO -0.88%
-2.20% 4.03% 1.588212915 NO 3.15%
-3.96% -3.05% -1.19969386 NO 0.10%
0.15% -1.62% -0.63792984 NO -1.52%
-2.55% 3.32% 1.309434 NO 1.81% INTERCEPT 0.0088373
-0.53% -2.51% -0.98800357 NO -0.70% SLOPE 0.2524576
-1.95% 1.35% 0.531641373 NO 0.65% STD ERROR 0.0253848
4.75% 0.83% 0.325947415 NO 1.48% R SQUARED 0.0217482
1.90% 0.78% 0.308125369 NO 2.26%
1.67% -0.24% -0.09432482 NO 2.02%
1.93% 0.40% 0.157265892 NO 2.42%
0.98% -3.78% -1.48895262 NO -1.36%
3.13% -0.51% -0.20126214 NO -1.87%
-1.10% -3.68% -1.4502714 NO -5.55%
-0.08% -0.88% -0.34629009 NO -6.43%
1.02% 2.11% 0.831124244 NO -4.32%
-1.72% -4.48% -1.76560076 NO -8.81%
-0.47% -1.75% -0.68936403 NO -10.56%
2.85% 2.26% 0.889443368 NO -8.30%
0.17% -0.02% -0.00602472 NO -8.31%
1.31% 2.29% 0.90178982 NO -6.02%
-1.98% -1.23% -0.48518109 NO -7.26%
1.59% 1.27% 0.498923864 NO -5.99%
3.82% 3.98% 1.566425677 NO -2.01%
0.77% -1.99% -0.7821837 NO -4.00%
3.89% 3.11% 1.226748716 NO -0.88%
-2.73% 4.78% 1.881620218 NO 3.89%
1.93% -1.62% -0.63748457 NO 2.27%
0.78% -2.24% -0.88425303 NO 0.03%
3.28% 3.44% 1.353833642 NO 3.47%
-2.03% -2.07% -0.81511105 NO 1.40%
-2.74% -6.45% -2.53938702 YES -5.05%
0.81% 2.91% 1.145499066 NO -2.14%
-2.55% -4.77% -1.87976376 NO -6.91%
1.85% 0.45% 0.17627672 NO -6.47%
-0.87% -0.81% -0.3205748 NO -7.28%
1.03% 1.31% 0.517767257 NO -5.96%
-0.85% -1.86% -0.73268594 NO -7.82%
-2.49% -5.67% -2.23479272 YES -13.50%
0.04% 0.37% 0.146217946 NO -13.13%
2.06% -2.98% -1.17422514 NO -16.11%
0.91% -3.32% -1.30779768 NO -19.43%
-0.66% -0.10% -0.04077848 NO -19.53%
-3.29% -3.48% -1.36939723 NO -23.01%
0.02% -2.96% -1.16621365 NO -25.97%
3.62% 2.11% 0.829962415 NO -23.86%
2.76% -0.63% -0.24861676 NO -24.49%
 0.36% -0.90% -0.35332806 NO -25.39%
5.19% 7.15% 2.817703211 YES -18.24%
0.89% -2.12% -0.83559334 NO -20.36%
1.42% 1.52% 0.596923626 NO -18.84%
0.89% -1.28% -0.50606457 NO -20.13%
3.84% 1.03% 0.406388382 NO -19.09%
-0.62% -2.40% -0.94710454 NO -21.50%
-6.27% -10.06% -3.96454184 YES -31.56%
3.33% 2.79% 1.099664469 NO -28.77%
1.36% 2.76% 1.086181414 NO -26.01%