Comparison of 2 Sector Sample 1

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Indices @ month Panther Tyres TRG Pak R1 R2

1-Jan-22 1000 1000 - -


31-Jan-22 968.19 889.00 -0.0318100 -0.1110000
28-Feb-22 960.00 756.00 -0.0084591 -0.1496063
31-Mar-22 1,032.12 853.29 0.0751250 0.1286905
30-Apr-22 1,019.65 874.00 -0.0120819 0.0242708
31-May-22 939.64 814.00 -0.0784681 -0.0686499
30-Jun-22 793.25 786.00 -0.1557937 -0.0343980
31-Jul-22 702.52 856.00 -0.1143776 0.0890585
31-Aug-22 866.36 919.00 0.2332176 0.0735981
30-Sep-22 865.90 1,010.00 -0.0005310 0.0990207
R1 -0.0931788 0.0509844
R1 bar -0.0103532 0.0056649

W1
W2

Rp
sigmap^2
sigmap
R1-R1bar (R1-R1bar)^2 R2-R2bar (R2-R2bar)^2 (R1-R1bar)(R2-R2bar)
- - -- - -
-0.0214568 0.0004604 -0.1166649 0.0136107 0.00250325628173433
0.0018941 0.0000036 -0.1552712 0.0241092 -0.00029410145780259
0.0854782 0.0073065 0.1230255 0.0151353 0.0105160021559569
-0.0017287 0.0000030 0.0186058 0.0003462 -3.216447926374E-05
-0.0681149 0.0046396 -0.0743148 0.0055227 0.00506194638205402
-0.1454405 0.0211529 -0.0400630 0.0016050 0.00582677767530935
-0.1040244 0.0108211 0.0833936 0.0069545 -0.00867496572885765
0.2435708 0.0593267 0.0679332 0.0046149 0.0165465417136017
0.0098222 0.0000965 0.0933557 0.0087153 0.000916962613881874
0.1038103 0.0806138 0.0323702551566142
sigma1^2 0.0115345 sigma2^2 0.0089571 0.00359669501740158
sigma1 0.1073987034 sigma2 0.0946418758

0.40309209267
0.59690790733

-0.0071266675
0.00679635398
0.08244000229

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