SUMMARY OUTPUT

Regression Statistics
Multiple R 0.048144
R Square 0.002318
Adjusted R Squar-0.024647
Standard Error 0.020001
Observations 39

ANOVA
df SS MS F Significance F
Regression 1 3.438745957281E-05 3.439E-05 0.085959 0.771017
Residual 37 0.014801627972707 0.0004
Total 38 0.01483601543228

Coefficients Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%Upper 95.0%
Alpha -0.016773 0.003415388038596 -4.911123 1.856E-05 -0.023694 -0.009853 -0.023694 -0.009853
Beta 0.023162 0.079001060765349 0.293188 0.771017 -0.136909 0.183234 -0.136909 0.183234

RESIDUAL OUTPUT

Observation Predicted Y Residuals

1 -0.017109 -0.09569714676104
2 -0.015833 -0.00013786225157
3 -0.014121 0.00288546319806
4 -0.014884 -0.01036863764373
5 -0.017484 -0.00531365432606
6 -0.015365 -0.02228070165937
7 -0.01658 0.006938503436089
8 -0.017113 -0.01000759125642
9 -0.015275 0.014560544136427
10 -0.01653 0.00436999263545
11 -0.016727 0.009486306378599
12 -0.014586 -1.60411984987E-06
13 -0.01614 0.007257632462376
14 -0.016703 0.014462177158032
15 -0.017649 0.013906507143727
16 -0.016291 0.015088702908944
17 -0.016869 1.897165009797E-05
18 -0.017479 -0.00011872905824
19 -0.015818 0.014259896032531
20 -0.01737 0.008009245478747
21 -0.01738 -0.00466722091916
22 -0.017835 0.016869088994269
23 -0.014785 0.002857291410798
24 -0.015982 0.01418763005529
25 -0.017594 0.014489236886139
26 -0.015434 0.005598394180654
27 -0.015876 -0.00978606193637
28 -0.017603 0.015053722899427
29 -0.017265 0.012154083823779
30 -0.017002 0.012721188987265
31 -0.016762 0.010742925789849
32 -0.015941 -0.01866143286911
33 -0.016201 -0.00351209773795
34 -0.015998 0.015083946492148
35 -0.016126 0.013198206365179
36 -0.017364 -0.01989058346651
37 -0.016417 -0.00092935391786
38 -0.017461 -0.020172629176143
39 -0.015644 -0.02265435140451

0.019736173023095
Upper 95.0%
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.04321383436662
R Square 0.001867435480666
Adjusted R-0.025109120317154
Standard E 0.167013687187285
Observatio 39

ANOVA
df SS MS F Significance F
Regression 1 0.001931 0.001931 0.069224 0.793929
Residual 37 1.032062 0.027894
Total 38 1.033993

Coefficients Standard Error t Stat P-value Lower 95%Upper 95%Lower 95.0%

Upper 95.0%
Alpha 0.056948132181728 0.028519 1.996831 0.05324 -0.000837 0.114734 -0.000837 0.114734
Beta -0.173564403179457 0.659677 -0.263105 0.793929 -1.510196 1.163067 -1.510196 1.163067

RESIDUAL OUTPUT

Observation Predicted Y Residuals

1 0.05946593840524 -0.032932
2 0.049898763688829 -0.114062
3 0.037075713486025 0.049683
4 0.042789236267209 -0.049816
5 0.06227508426293 -0.060468
6 0.046395247035479 -0.013633
7 0.055501785426771 -0.079512
8 0.059496042468752 -0.036684
9 0.045722566686671 0.030954
10 0.055125950300571 0.04195
11 0.056603766174274 0.076433
12 0.040559189202691 -0.146321
13 0.052201410739363 -0.051958
14 0.056418072081933 -0.111094
15 0.063509621805159 -0.148915
16 0.053331907398245 -0.10967
17 0.05766215761769 0.001442
18 0.062234240874376 -0.147212
19 0.049785423165536 -0.090753
20 0.061415936413208 0.091306
21 0.061493892840049 -0.156228
22 0.064905279497302 0.096837
23 0.042048826314151 -0.08828
24 0.051018508123097 -0.058102
25 0.063099710104006 -0.030927
26 0.046914918798479 -0.058163
27 0.050224998347459 0.103558
28 0.063161579736288 -0.128141
29 0.060630596829597 -0.075622
30 0.058661278381819 -0.126635
31 0.056861588593175 -0.069455
32 0.050707977427428 0.61979
33 0.052660174837522 -0.029084
34 0.05113795149076 -0.074335
35 0.052096400353393 0.240511
36 0.061373514200025 0.063919
37 0.054278998347219 -0.015569
38 0.062098713675691 0.55834
39 0.048487934965962 0.12885

0.164801
Upper 95.0%
Edelweiss Financial Services Ltd.

Date Adjusted Expected Returns

28-Aug-20 91.75 NA
30-Sep-20 81.4 -11.28%
30-Oct-20 80.1 -1.60%
20-Nov-20 79.2 -1.12%
31-Dec-20 77.2 -2.53%
29-Jan-21 75.44 -2.28%
25-Feb-21 72.6 -3.76%
31-Mar-21 71.9 -0.96%
30-Apr-21 69.95 -2.71%
31-May-21 69.9 -0.07%
30-Jun-21 69.05 -1.22%
30-Jul-21 68.55 -0.72%
31-Aug-21 67.55 -1.46%
30-Sep-21 66.95 -0.89%
29-Oct-21 66.8 -0.22%
30-Nov-21 66.55 -0.37%
31-Dec-21 66.47 -0.12%
31-Jan-22 65.35 -1.68%
28-Feb-22 64.2 -1.76%
31-Mar-22 64.1 -0.16%
29-Apr-22 63.5 -0.94%
31-May-22 62.1 -2.20%
30-Jun-22 62.04 -0.10%
29-Jul-22 61.3 -1.19%
30-Aug-22 61.19 -0.18%
30-Sep-22 61 -0.31%
31-Oct-22 60.4 -0.98%
30-Nov-22 58.85 -2.57%
30-Dec-22 58.7 -0.25%
31-Jan-23 58.4 -0.51%
28-Feb-23 58.15 -0.43%
31-Mar-23 57.8 -0.60%
28-Apr-23 55.8 -3.46%
31-May-23 54.7 -1.97%
30-Jun-23 54.65 -0.09%
31-Jul-23 54.49 -0.29%
31-Aug-23 52.46 -3.73%
29-Sep-23 51.55 -1.73%
31-Oct-23 49.61 -3.76%
30-Nov-23 47.71 -3.83%

Expected Returns -1.64%

Variance 0.000380410652109738
Std. Dev 0.019504118849867
Covariance -0.00080619938282025
Correlation -0.253857276515895
Eimco Elecon (India) Ltd.

Date Adjusted Expected Returns Sensex

26-Aug-20 320.35 NA 38,628.29
30-Sep-20 328.85 2.65% 38,067.93
14-Oct-20 307.75 -6.42% 39,614.07
14-Oct-20 334.45 8.68% 44,149.72
14-Oct-20 332.1 -0.70% 47,751.33
19-Jan-21 332.7 0.18% 46,285.77
25-Feb-21 343.6 3.28% 49,099.99
30-Mar-21 335.35 -2.40% 49,509.15
19-Apr-21 343 2.28% 48,782.36
19-Apr-21 369.3 7.67% 51,937.44
25-Jun-21 405.15 9.71% 52,482.71
29-Jul-21 459.05 13.30% 52,586.84
16-Aug-21 410.5 -10.58% 57,552.39
16-Sep-21 410.6 0.02% 59,126.36
29-Oct-21 388.15 -5.47% 59,306.93
18-Nov-21 355 -8.54% 57,064.87
29-Dec-21 335 -5.63% 58,253.82
31-Jan-22 354.8 5.91% 58,014.17
28-Feb-22 324.65 -8.50% 56,247.28
30-Mar-22 311.35 -4.10% 58,568.51
21-Apr-22 358.9 15.27% 57,060.87
31-May-22 324.9 -9.47% 55,566.41
30-Jun-22 377.45 16.17% 53,018.94
26-Jul-22 360 -4.62% 57,570.25
30-Aug-22 357.45 -0.71% 59,537.07
30-Sep-22 368.95 3.22% 57,426.92
31-Oct-22 364.8 -1.12% 60,746.59
30-Nov-22 420.9 15.38% 63,099.65
30-Dec-22 393.55 -6.50% 60,840.74
31-Jan-23 387.65 -1.50% 59,549.90
28-Feb-23 361.3 -6.80% 58,962.12
31-Mar-23 356.75 -1.26% 58,991.52
26-Apr-23 595.95 67.05% 61,112.44
25-May-23 610 2.36% 62,622.24
16-Jun-23 595.85 -2.32% 64,718.56
28-Jul-23 770.2 29.26% 66,527.67
25-Aug-23 866.7 12.53% 64,831.41
29-Sep-23 900.25 3.87% 65,828.41
31-Oct-23 1458.8 62.04% 63,874.93
30-Nov-23 1717.5 17.73% 66,988.44

Expected Returns 5.43%

Variance 0.0265126427829
Std. Dev 0.1628270333297
 Edelweiss Financial Services
Expected Sensex Returns Ltd.
NA 100%
-1.45% 95%
4.06% 90%
11.45% 85%
8.16% 80%
-3.07% 75%
6.08% 70%
0.83% 65%
-1.47% 60%
6.47% 55%
1.05% 50%
0.20% 45%
9.44% 40%
2.73% 35%
0.31% 30%
-3.78% 25%
2.08% 20%
-0.41% 15%
-3.05% 10%
4.13% 5%
-2.57% 0%
-2.62%
-4.58%
8.58% EF
3.42% 6.00%
-3.54%
5.78% 5.00%
3.87%
-3.58% 4.00%

-2.12%
3.00%
-0.99%
0.05%
2.00%
3.60%
2.47%
1.00%
3.35%
2.80% 0.00%
0 0.02 0.04 0.06 0.08 0.1 0.12
-2.55%
1.54% -1.00%

-2.00%

EF
 0.00%
0 0.02 0.04 0.06 0.08 0.1 0.12

-1.00%
-2.97%
4.87% -2.00%

EF

16.9745172952425
0.0413302730716933
 Portofolio
Eimco Elecon (India) Ltd.
Expected Returns Variance Std. Dev.
0% -1.64% 0.00038 0.019504
5% -1.29% 0.000333 0.018249
10% -0.93% 0.000428 0.020692
15% -0.58% 0.000666 0.025803
20% -0.23% 0.001046 0.032342
25% 0.13% 0.001569 0.039607
30% 0.48% 0.002234 0.047265
35% 0.83% 0.003042 0.055152
40% 1.19% 0.003992 0.063182
45% 1.54% 0.005085 0.071308
50% 1.90% 0.00632 0.079499
55% 2.25% 0.007698 0.087738
60% 2.60% 0.009218 0.096013
65% 2.96% 0.010881 0.104314
70% 3.31% 0.012687 0.112636
75% 3.66% 0.014635 0.120974
80% 4.02% 0.016725 0.129326
85% 4.37% 0.018958 0.137689
90% 4.73% 0.021334 0.146061
95% 5.08% 0.023852 0.154441
100% 5.43% 0.026513 0.162827

EF

0.06 0.08 0.1 0.12 0.14 0.16 0.18

EF
0.06 0.08 0.1 0.12 0.14 0.16 0.18

EF
Minimum Variance Portfolio:
The assets in the minimum variance portfolio offer the least amount of risk for the specified return level. In this
instance, Edelweiss Financial Services Ltd. and Eimco Elecon (India) Ltd. Anticipate returns of -1.64% and 5.43%
respectively. For Edelweiss Financial Services Ltd the variance and standard deviation are 0.00380411 and
0.019504199, respectively, but for Eimco Elecon (India) Ltd, they are 0.026512643 and 0.162827033

Risks and return

Edelweiss Financial Services Ltd. and Eimco Elecon (India) Ltd

Alpha and Beta Comparison:

Alpha and beta are measures of an investment's risk-adjusted return. Alpha represents the excess return over the
market, and beta measures the asset's sensitivity to market movements. Edelweiss Financial Services Ltd. has an
alpha of -0.016773392 and a beta of 0.023162162 . Eimco Elecon (India) Ltd. has an alpha of -0.056948132 and a
beta of -0.173564403. The interpretation suggests that Edelweiss Financial Services has a negative alpha,
indicating it may be underperforming the market. The high beta suggests higher volatility and sensitivity to market
movements.

Risk and Return Analysis:

The Portfolio Risk increases with the increasing allocation in Eimco Elecon (India) Ltd . The Same is
applicable for the expected returns of the portfolio
Systematic and Unsystematic Risk:
Systematic risk is often measured by beta, which is mentioned in the context of alpha and beta for both
companies. Unsystematic risk is mentioned as covariance, but the specific details are not provided. In summary,
the information provides a comparison of the risk and return characteristics of Edelweiss Financial Services Ltd.
and Eimco Elecon (India) Ltd. In the context of a portfolio. It may have higher risk and return based on alpha, beta,
and standard deviation, but a more detailed analysis would require additional information, such as the covariance
details for unsystematic risk.
COMMENTS

Minimum Variance Portfolio:

The assets in the minimum variance portfolio offer the least amount of risk for the specified return level. In this
instance, Edelweiss Financial Services Ltd. and Eimco Elecon (India) Ltd. Anticipate returns of -1.64% and 5.43%
respectively. For Edelweiss Financial Services Ltd the variance and standard deviation are 0.00380411 and
0.019504199, respectively, but for Eimco Elecon (India) Ltd, they are 0.026512643 and 0.162827033

Risks and return

Edelweiss Financial Services Ltd. and Eimco Elecon (India) Ltd

Alpha and Beta Comparison:

Alpha and beta are measures of an investment's risk-adjusted return. Alpha represents the excess return over the
market, and beta measures the asset's sensitivity to market movements. Edelweiss Financial Services Ltd. has an
alpha of -0.016773392 and a beta of 0.023162162 . Eimco Elecon (India) Ltd. has an alpha of -0.056948132 and a
beta of -0.173564403. The interpretation suggests that Edelweiss Financial Services has a negative alpha,
indicating it may be underperforming the market. The high beta suggests higher volatility and sensitivity to market
movements.

Risk and Return Analysis:

The Portfolio Risk increases with the increasing allocation in Eimco Elecon (India) Ltd . The Same is
applicable for the expected returns of the portfolio
Systematic and Unsystematic Risk:
Systematic risk is often measured by beta, which is mentioned in the context of alpha and beta for both
companies. Unsystematic risk is mentioned as covariance, but the specific details are not provided. In summary,
the information provides a comparison of the risk and return characteristics of Edelweiss Financial Services Ltd.
and Eimco Elecon (India) Ltd. In the context of a portfolio. It may have higher risk and return based on alpha, beta,
and standard deviation, but a more detailed analysis would require additional information, such as the covariance
details for unsystematic risk.
 Edelweiss Financial Services Lt
Systematic Risks 0.00910658637
Unsystematic Risks 0.0197361730230952
Total risk 0.0288427593946322

0.00910658637
Eimco Elecon (India) Ltd.
0.056948132181728
0.49692669929938
0.553874831481108

0.49692669929938