Risk Return

Po 100 HPR actual
1 year 110 0.1

2 year 120 0.0909090909091
3 year 108 -0.1 0.038930976431
4 year 115 0.0648148148148
prob
Po 100 individual return expected return
1 year 110 0.1 0.1
2 year 120 0.3 0.2 0.146
3 year 108 0.2 0.08
4 year 115 0.4 0.15
Po individual prob expected return difference square prob variance

1 year 0.1 0.1 -0.046 0.002116 0.000212 0.001964
2 year 0.2 0.3 0.146 0.054 0.002916 0.000875 standard deviation
3 year 0.08 0.2 -0.066 0.004356 0.000871 0.044317
4 year 0.15 0.4 0.004 1.6E-05 6.4E-06
standard deviation
26.5 HPR actual return
29 0.09433962264 0.037385
30 0.03448275862
29.5 -0.0166666667
Po 26.5 probability return expected return

29 0.3 0.09434
30 0.4 0.132075 0.115094339622642
29.5 0.3 0.113208
prob return expected return

boom 0.1 0.25
good 0.4 0.15 0.105
level 0.3 0.1
slump 0.2 -0.05
air france prob return expected return

poor 0.2 -0.13
neutral 0.5 0.1 0.099
good 0.3 0.25
deutche prob return expected return

poor 0.2 -0.1
neutral 0.5 0.07 0.081
good 0.3 0.22
A B
expected return 9.9 8.1
RISK 13.1 11.1
CV 1.32323232323 1.37037
prob return a RETURN B expected return A
good 0.35 0.3 0.5
OK 0.5 0.1 0.1 0.1175
POOR 0.15 20.25 -0.3
STANDARD DEVIATION COEFFICIENT OF VARIATION
variance a 60.800540625 7.79747 66.3614480222704
variance B 0.0736 0.271293 1.5071844406945
Po 26.5
P1 29
CF 1
HOLDING PERIOD RETURN (%) 13.21%
PROB1 0.32 SCORING

PROB2 0.68 NOT SCORING
EXP1 800000 SCORING
EXP2 400000 NOT SCORING
EXPECTED RETURN SCORING NOT SCORING
528000 256000 272000
Po 29 30
CHANGE IN
RETURN
TIME 1 RETURN FROM MEAN SQUARE
0.3 28 -0.034483 -0.1000 0.01
0.3 30.5 0.051724 -0.0138 0.00
0.3 32.5 0.12069 0.0552 0.00
0.1 36 0.241379 0.1759 0.03
EXP(RETURN)/MEAN 0.0655
STANDARD DEVIATION 0.0840417766
CONFIDENCE
65% 6.5% +/- 8.4%
95% 6.5%+/- 2(8.4%)
99% 6.5%+/- 3(8.4%)
risk
0.0878919791562347
difference between
individual return and
expected return square probability variance
0.145 0.021025 0.0021025 0.007725 0.125
0.045 0.002025 0.00081 stand deviation
-0.00499999999999998 2.5E-05 7.50E-06 0.087892
-0.155 0.024025 0.004805
difference between
-0.229 0.052441 0.0104882 0.017329
0.001 0.000001 0.0000005 0.13164
0.151 0.022801 0.0068403
difference between
-0.181 0.032761 0.0065522 0.012409
-0.011 0.000121 6.05E-05 0.111396
0.139 0.019321 0.0057963
expected return B
0.18
ENT OF VARIATION
MULTIPLY BY STANDARD
PROBABAILITY VARIANCE DEVIATION
0.003
5.70749108204519E-05 0.007063 0.084041777
0.00091319857312723
0.00309274673008324
Date series close HPR SAME PROBABILITY
### EQ 375.15 -0.001862
### EQ 375.85 -0.015842
### EQ 381.9 -0.023523 TOTAL RETUN 0.001687 0.1
### EQ 391.1 0.030159 VARIANCE 0.000444
### EQ 379.65 0.037012 STANDARD DEVIATION 0.021067 0.08
### EQ 366.1 0.001642
### EQ 365.5 -0.006928 COEFFICIENT OF VARIANCE 12.49105 0.8
### EQ 368.05 -0.009553 COMPARES THE RISK RETURN
### EQ 371.6 0.013224
### EQ 366.75 -0.000817
9-Nov-20 EQ 367.05 -0.010914
6-Nov-20 EQ 371.1 0.006646
5-Nov-20 EQ 368.65 0.020908
4-Nov-20 EQ 361.1 0.021066
3-Nov-20 EQ 353.65 -0.009106
2-Nov-20 EQ 356.9 -0.008198
30-Oct-20 EQ 359.85 0.050044
29-Oct-20 EQ 342.7 -0.030963
28-Oct-20 EQ 353.65 -0.029501
27-Oct-20 EQ 364.4 0.001925
26-Oct-20 EQ 363.7 0
Treasury rate
0.0637
Sr.No. Accord Code Company Name NDP_Date NDP_Close HPR growth excess return
1 132174 ICICI Bank Ltd. 27-Jun-2016 232.70 0.007577 1.007577 -0.06
2 132174 ICICI Bank Ltd. 24-Jun-2016 230.95 -0.041303 0.958697 -0.11
20 132174 ICICI Bank Ltd. 31-May-2016 244.65 0.000613 1.000613 -0.06
27 132174 ICICI Bank Ltd. 20-May-2016 220.10 -0.024163 0.975837 -0.09
42 132174 ICICI Bank Ltd. 29-Apr-2016 236.95 -0.01312 0.98688 -0.08
45 132174 ICICI Bank Ltd. 26-Apr-2016 254.05 0.004349 1.004349 -0.06
48 132174 ICICI Bank Ltd. 21-Apr-2016 253.05 0.063012 1.063012 0.00
60 132174 ICICI Bank Ltd. 31-Mar-2016 236.65 -0.003579 0.996421 -0.07
61 132174 ICICI Bank Ltd. 30-Mar-2016 237.50 0.063115 1.063115 0.00
64 132174 ICICI Bank Ltd. 23-Mar-2016 234.20 0.002568 1.002568 -0.06
80 132174 ICICI Bank Ltd. 29-Feb-2016 190.05 0.028409 1.028409 -0.04
82 132174 ICICI Bank Ltd. 25-Feb-2016 183.00 -0.02139 0.97861 -0.09
101 132174 ICICI Bank Ltd. 29-Jan-2016 230.15 -0.013079 0.986921 -0.08
103 132174 ICICI Bank Ltd. 27-Jan-2016 237.30 0.005295 1.005295 -0.06
121 132174 ICICI Bank Ltd. 31-Dec-2015 261.35 -0.003812 0.996188 -0.07
123 132174 ICICI Bank Ltd. 29-Dec-2015 264.75 0.002651 1.002651 -0.06
143 132174 ICICI Bank Ltd. 30-Nov-2015 274.75 0.017404 1.017404 -0.05
146 132174 ICICI Bank Ltd. 24-Nov-2015 263.35 -0.009776 0.990224 -0.07
162 132174 ICICI Bank Ltd. 30-Oct-2015 277.00 0.020446 1.020446 -0.04
164 132174 ICICI Bank Ltd. 28-Oct-2015 271.20 -0.044061 0.955939 -0.11
182 132174 ICICI Bank Ltd. 30-Sep-2015 270.35 0.005019 1.005019 -0.06
184 132174 ICICI Bank Ltd. 28-Sep-2015 268.10 -0.000745 0.999255 -0.06
202 132174 ICICI Bank Ltd. 31-Aug-2015 277.90 -0.020444 0.979556 -0.08
203 132174 ICICI Bank Ltd. 28-Aug-2015 283.70 0.004426 1.004426 -0.06
223 132174 ICICI Bank Ltd. 31-Jul-2015 302.40 0.039175 1.039175 -0.02
226 132174 ICICI Bank Ltd. 28-Jul-2015 285.00 -0.020955 0.979045 -0.08
236 132174 ICICI Bank Ltd. 14-Jul-2015 313.45 0 1 -0.06
accuracy,adequacy or completeness of any Data in the AceTp and is

not responsible for any errors or omissions or for the results
obtained from the use of such Data. Accord Fintech especially states
that it has no financial liability whatsoever to the users of
AceTp.Accord or any of its directors/ employees/ representatives
does not accept any liability for any direct or consequential loss
arising from the use of the Data contained in the AceTp or any data
generated from the AceTp.
0.07
excess return
airthmetic mean -0.0010

variance 0.000519
standard deviation 0.022791
expected excess return(risk premium) -0.06

variance(risk premium) 0.000519
standard deviation (risk premium) 0.022791
dividend certain
capital gain uncertain expected return will not be equal
1 reinvestment? LESS RISKY
2 economical HIGH RISKY
3 company related HIGH RISKY
4 stock market VOLATILITY LESS RISKY
5
6
BANKING AUTOMOBIPHARMA IT
20000 2000 40000 1000
UNIQUE RISK UNIQUE RISK UNIQUE RISK UNIQUE RI
COMMON RISK/SYSTEMATIC RISK

INVESTMENT NIFTY (BENCHMARK)
BETA 0 NO IMPACT 10%
BETA 1 10% 10%
BETA -1 -10% 10%
0.5 5% 10%
0.35 3.50% 10%
-0.35 -3.50%
1.25
expected return will not be equal to realised return
FMCD FD BOND PPF

10000 LESS VOLATILE
UNIQUE RISK UNIQUE RIUNIQUE RIUNIQUE RISK ZERO THROUGH DIVERSIFICATION
MATIC RISK CANNOT BE ZERO

NIFTY (BENCHMARK)
150 75% 1912.5 4985.103
7200 25%

Risk Return

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Risk Return

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Po 100 HPR actual

1 year 110 0.1

Po individual prob expected return difference square prob variance

Po 26.5 probability return expected return

prob return expected return

air france prob return expected return

deutche prob return expected return

PROB1 0.32 SCORING

accuracy,adequacy or completeness of any Data in the AceTp and is

airthmetic mean -0.0010

expected excess return(risk premium) -0.06

UNIQUE RISK UNIQUE RISK UNIQUE RISK UNIQUE RI

COMMON RISK/SYSTEMATIC RISK

FMCD FD BOND PPF

UNIQUE RISK UNIQUE RIUNIQUE RIUNIQUE RISK ZERO THROUGH DIVERSIFICATION

MATIC RISK CANNOT BE ZERO

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