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  • SAPM GRP Assign (Siddharth Meshram)

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    Siddharth Parashar
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    This document contains stock price and market index data for HDFC Bank from 2013 to 2023. It calculates various statistical measures such as average returns, variance, standard deviation, covariance, beta, and the company's cost of capital based on the Capital Asset Pricing Model (CAPM). The CAPM calculation estimates HDFC Bank's cost of capital as 10.44% based on its beta of 0.396911 relative to the market index.

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    SAPM Grp Assign (siddharth meshram)

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    This document contains stock price and market index data for HDFC Bank from 2013 to 2023. It calculates various statistical measures such as average returns, variance, standard deviation, covariance, beta, and the company's cost of capital based on the Capital Asset Pricing Model (CAPM). The CAPM calculation estimates HDFC Bank's cost of capital as 10.44% based on its beta of 0.396911 relative to the market index.

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    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
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    Download as xlsx, pdf, or txt
    10 views2 pages

    SAPM GRP Assign (Siddharth Meshram)

    Uploaded by

    Siddharth Parashar
    This document contains stock price and market index data for HDFC Bank from 2013 to 2023. It calculates various statistical measures such as average returns, variance, standard deviation, covariance, beta, and the company's cost of capital based on the Capital Asset Pricing Model (CAPM). The CAPM calculation estimates HDFC Bank's cost of capital as 10.44% based on its beta of 0.396911 relative to the market index.

    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 2

    Name- Siddharth Meshram HDFC Bank

    PRN- 1062220062

    Year Stock Prices Returns X Index price Retuns Y X-X̅


    2013 341.15 - 5553.25
    2014 360.65 5.72 6776.3 22.02 -12.90
    2015 494.4 37.09 8780.35 29.57 18.47
    2016 566.17 14.52 7713.05 -12.16 -4.10
    2017 773.25 36.58 9150.8 18.64 17.96
    2018 972.15 25.72 10331.6 12.90 7.11
    2019 1,158.72 19.19 11643.45 12.70 0.58
    2020 1,001.80 -13.54 8083.8 -30.57 -32.16
    2021 1,412.30 40.98 14834.85 83.51 22.36
    2022 1,384.60 -1.96 17784.35 19.88 -20.58
    2023 1,687.60 21.88 17820 0.20 3.27
    18.62 15.67

    Average
    Returns Of X 18.62

    Average
    return of Y 15.67
    Variance X 286.5988
    Variance Y 803.1379
    S.D of X 16.92923
    S.D of Y 28.33969
    Covariance 318.774
    ß 0.396911
    CAPM 10.44
    Y-Y̅ X-X̅^2 (Y-Y̅)^2 (X-X̅)*(Y-Y̅)

    6.35 166.42 40.36 -81.96


    13.90 341.12 193.31 256.79
    -27.83 16.81 774.31 114.08
    2.97 322.53 8.82 53.33
    -2.77 50.50 7.66 -19.66
    -2.97 0.33 8.84 -1.71
    -46.24 1034.20 2138.41 1487.12
    67.84 499.96 4602.60 1516.95
    4.21 423.44 17.74 -86.66
    -15.47 10.67 239.33 -50.54
    2865.99 8031.38

    Risk free
    rate of
    return 7.00

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