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    Stats Assignment - Reg and Correlation

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    Alina
    The document contains financial data for Castrol India Ltd. from 2012 to 2022 including yearly sales, profit after tax (PAT), profit before interest and tax (PBIT), and stock return. Sales increased each year except from 2020 to 2021. PAT, PBIT, and stock returns fluctuated from year to year with no consistent upward or downward trend. Statistical analyses were performed to examine the relationships between stock return and other financial metrics.

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    Stats Assignment - Reg and Correlation

    Uploaded by

    Alina
    7 views12 pages
    The document contains financial data for Castrol India Ltd. from 2012 to 2022 including yearly sales, profit after tax (PAT), profit before interest and tax (PBIT), and stock return. Sales increased each year except from 2020 to 2021. PAT, PBIT, and stock returns fluctuated from year to year with no consistent upward or downward trend. Statistical analyses were performed to examine the relationships between stock return and other financial metrics.

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    Stats assignment - reg and correlation

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    The document contains financial data for Castrol India Ltd. from 2012 to 2022 including yearly sales, profit after tax (PAT), profit before interest and tax (PBIT), and stock return. Sales increased each year except from 2020 to 2021. PAT, PBIT, and stock returns fluctuated from year to year with no consistent upward or downward trend. Statistical analyses were performed to examine the relationships between stock return and other financial metrics.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    7 views12 pages

    Stats Assignment - Reg and Correlation

    Uploaded by

    Alina
    The document contains financial data for Castrol India Ltd. from 2012 to 2022 including yearly sales, profit after tax (PAT), profit before interest and tax (PBIT), and stock return. Sales increased each year except from 2020 to 2021. PAT, PBIT, and stock returns fluctuated from year to year with no consistent upward or downward trend. Statistical analyses were performed to examine the relationships between stock return and other financial metrics.

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xlsx, pdf, or txt
    of 12

    Castrol India Ltd.

    Sales (In Million PAT (In Millions PBIT (In Millions Stock Return (In
    Year ₹) ₹) ₹) Rupees₹)
    Mar-12 ₹ 35,395.60 ₹ 4,817.90 ₹ 7,337.60 ₹ 27.42
    Mar-13 ₹ 37,387.00 ₹ 4,473.90 ₹ 6,758.80 ₹ 32.31
    Mar-14 ₹ 38,351.90 ₹ 5,085.70 ₹ 7,710.50 -₹ 11.35
    Mar-15 ₹ 40,813.90 ₹ 4,745.60 ₹ 7,340.20 ₹ 82.57
    Mar-16 ₹ 40,066.80 ₹ 6,152.60 ₹ 9,525.80 -₹ 44.22
    Mar-17 ₹ 41,658.30 ₹ 6,703.80 ₹ 10,539.00 ₹ 22.02
    Mar-18 ₹ 41,742.80 ₹ 6,918.10 ₹ 10,930.40 -₹ 4.20
    Mar-19 ₹ 42,925.60 ₹ 7,083.60 ₹ 11,019.10 -₹ 43.19
    Mar-20 ₹ 42,728.50 ₹ 8,273.70 ₹ 11,717.40 -₹ 24.31
    Mar-21 ₹ 33,444.70 ₹ 5,829.40 ₹ 7,941.20 -₹ 14.70
    Mar-22 ₹ 46,276.80 ₹ 7,580.90 ₹ 10,392.70 -₹ 20.00
    Sales (In Million
    PAT (In₹) Millions
    PBIT (In
    ₹)Stock
    Millions
    Return
    ₹) (In Rupees₹)
    Sales (In Mi 1
    PAT (In Mil 0.705877 1
    PBIT (In Mil 0.737841 0.958821 1
    Stock Retu -0.230495 -0.628764 -0.591667 1
    Year Stock Return (In Sales (In Million
    Rupees₹) ₹)
    Mar-12 ₹ 27.42 ₹ 35,395.60
    Mar-13 ₹ 32.31 ₹ 37,387.00
    Mar-14 -₹ 11.35 ₹ 38,351.90
    Mar-15 ₹ 82.57 ₹ 40,813.90
    Mar-16 -₹ 44.22 ₹ 40,066.80
    Mar-17 ₹ 22.02 ₹ 41,658.30
    Mar-18 -₹ 4.20 ₹ 41,742.80
    Mar-19 -₹ 43.19 ₹ 42,925.60
    Mar-20 -₹ 24.31 ₹ 42,728.50

    Mar-21 -₹ 14.70 ₹ 33,444.70


    Mar-22 -₹ 20.00 ₹ 46,276.80
    SUMMARY OUTPUT
    Norma
    Regression Statistics

    Stock Return (In Rupees₹)


    100
    Multiple R 0.230495164 80
    R Square 0.053128021 60
    40
    Adjusted R Square -0.05207998 20
    Standard Error 38.74995398 0
    -20 0 20
    Observations 11 -40
    -60
    ANOVA
    Significanc
    df SS MS F eF
    Regression 1 758.25846 758.26 0.504980816 0.4953211
    Residual 9 13514.03 1501.6
    Total 10 14272.289

    Standard Lower Upper Lower Upper


    Coefficients Error t Stat P-value 95% 95% 95.0% 95.0%
    Intercept 95.00193077 133.89886 0.7095 0.4959799 -207.8983 397.9 -207.9 397.902
    Sales (In Million ₹) -0.00236545 0.0033287 -0.7106 0.495321076 -0.009896 0.0052 -0.0099 0.00516

    PROBABILITY OUTPUT

    Stock Return
    Percentile (In Rupees₹)
    4.54545454545455 -44.22
    13.6363636363636 -43.19
    22.7272727272727 -24.31
    31.8181818181818 -20
    40.9090909090909 -14.7
    50 -11.35
    59.0909090909091 -4.2
    68.1818181818182 22.02
    77.2727272727273 27.42
    86.3636363636364 32.31
    95.4545454545455 82.57
    Normal Probability Plot
    Stock Return (In Rupees₹)

    100
    80
    60
    40
    20
    0
    -20 0 20 40 60 80 100 120
    -40
    -60
    Sample Percentile
    Year Stock Return (In PAT (In Millions
    Rupees₹) ₹)
    Mar-12 ₹ 27.42 ₹ 4,817.90
    Mar-13 ₹ 32.31 ₹ 4,473.90
    Mar-14 -₹ 11.35 ₹ 5,085.70
    Mar-15 ₹ 82.57 ₹ 4,745.60
    Mar-16 -₹ 44.22 ₹ 6,152.60
    Mar-17 ₹ 22.02 ₹ 6,703.80
    Mar-18 -₹ 4.20 ₹ 6,918.10
    Mar-19 -₹ 43.19 ₹ 7,083.60
    Mar-20 -₹ 24.31 ₹ 8,273.70
    Mar-21 -₹ 14.70 ₹ 5,829.40
    Mar-22 -₹ 20.00 ₹ 7,580.90
    SUMMARY OUTPUT

    Regression Statistics
    Multiple R 0.628763718140952
    R Square 0.395343813250434
    Adjusted R Square 0.328159792500482
    Standard Error 30.9656220759908
    Observations 11

    ANOVA
    df SS MS F Significance F
    Regression 1 5642.46109957 5642.4610996 5.884491712 0.0382452811
    Residual 9 8629.82775498 958.86975055
    Total 10 14272.2888545

    Coefficients Standard Error t Stat P-value Lower 95%


    Intercept 115.309069150493 48.3563278641 2.3845704222 0.040919984 5.9194557061
    PAT (In Millions ₹) -0.0187105005328502 0.00771313491 -2.425797129 0.038245281 -0.036158824

    PROBABILITY OUTPUT

    Percentile Stock Return (In Rupees₹)


    4.54545454545455 -44.22
    13.6363636363636 -43.19
    22.7272727272727 -24.31
    31.8181818181818 -20
    40.9090909090909 -14.7
    50 -11.35
    59.0909090909091 -4.20000000000002
    68.1818181818182 22.02
    77.2727272727273 27.42
    86.3636363636364 32.31
    95.4545454545455 82.57
    Normal Probability Plot

    Stock Return (In Rupees₹)


    100
    80
    60
    40
    20
    0
    -20 0 20 40 60 80 100 120
    -40
    -60
    Sample Percentile

    Upper 95% Lower 95.0% Upper 95.0%


    224.69868259 5.9194557061 224.69868259
    -0.001262177 -0.036158824 -0.001262177
    ot

    100 120
    Stock Return PBIT (In
    Year (In Rupees₹) Millions ₹) SUMMARY OUTPUT
    Mar-12 ₹ 27.42 ₹ 7,337.60
    Mar-13 ₹ 32.31 ₹ 6,758.80 Regression Statistics
    Mar-14 -₹ 11.35 ₹ 7,710.50 Multiple
    Mar-15 ₹ 82.57 ₹ 7,340.20 R Square
    Mar-16 -₹ 44.22 ₹ 9,525.80 Adjusted
    Mar-17 ₹ 22.02 ₹ 10,539.00 Standard
    Mar-18 -₹ 4.20 ₹ 10,930.40 Observat
    Mar-19 -₹ 43.19 ₹ 11,019.10
    Mar-20 -₹ 24.31 ₹ 11,717.40 ANOVA
    Mar-21 -₹ 14.70 ₹ 7,941.20
    Mar-22 -₹ 20.00 ₹ 10,392.70 Regressi
    Residual
    Total

    Coefficients
    Intercep
    PBIT (In

    PROBABILITY OUTPUT

    Percentile
    4.5455
    13.636
    22.727
    31.818
    40.909
    50
    59.091
    68.182
    77.273
    86.364
    95.455
    SUMMARY OUTPUT
    Normal Probability Plot
    Regression Statistics

    Stock Return (In Rupees₹)


    100
    0.591667 80
    0.35007 60
    40
    0.277856 20
    32.10397 0
    -20 0 20 40 60 80 1
    11 -40
    -60
    Sample Percentile
    df SS MS F Significance F
    1 4996.3 4996.3 4.8476 0.0552
    9 9276 1030.7
    10 14272

    Coefficients
    Standard Error
    t Stat P-valueLower 95%
    Upper 95%
    Lower 95.0%
    Upper 95.0%
    114.0313 52.593 2.1682 0.0583 -4.9421 233 -4.9421 233
    -0.01237 0.0056 -2.2017 0.0552 -0.0251 0.0003 -0.0251 0.0003

    PROBABILITY OUTPUT

    Stock Return (In Rupees₹)


    -44.22
    -43.19
    -24.31
    -20
    -14.7
    -11.35
    -4.2
    22.02
    27.42
    32.31
    82.57
    Probability Plot

    40 60 80 100 120

    Sample Percentile

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