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BSE (MARKET)
Year
Jan-06
Feb-06
Mar-06
Apr-06
Jan-07
Feb-07
Mar-07
Apr-07
Jan-08
Feb-08
Mar-08
Apr-08
May-08
Sensex
Stock price Rm(return on market)
9919.89
88.5
10370.24
88.2
11279.96
103.25
12042.56
124.05
14090.92
137.15
12938.09
115.95
13072.1
106.7
13872.37
117.95
17648.71
119.6
17578.72
120.95
15644.44
121.05
17287.31
113.9
16415.57
95.2
Total
Ra(avg)
Rm(avg)
Beta
0.501534
Ke(Cost of equity)=Rf+Bi(Rm-Rf)
4.53986889
8.772410282
6.760662272
17.00934021
-8.18136786
1.035778851
6.121969691
27.22202479
-0.396572894
-11.00353154
10.5013027
-5.042658459
57.33922692
1.140330718
4.410709763
0.0683+0.501534(0.01140330718-0.0683)
Ra(return on stock)
-0.338983051
17.06349206
20.14527845
10.56025796
-15.45752825
-7.977576542
10.54358013
1.398897838
1.128762542
0.082678793
-5.906650145
-16.41791045
Ra-Ra(avg)
-1.4793138
15.923161
19.004948
9.4199272
-16.597859
-9.1179073
9.4032494
0.2585671
-0.0115682
-1.0576519
-7.0469809
-17.558241
Rm-Rm(avg) ((Ra-Ra(avg))*(Rm-Rm(avg))
(Rm-Rm(avg))2
0.129159126
-0.191066874
0.01668208
4.361700518
69.45206109
19.02443141
2.349952508
44.6607246
5.522276792
12.59863044
118.6781821
158.725489
-12.5920776
209.0015286
158.5604189
-3.37493091
30.77230706
11.39015866
1.711259928
16.09140391
2.92841054
22.81131502
5.898256021
520.3560931
-4.80728266
0.055611495
23.10996655
-15.4142413
16.302902
237.598835
6.090592936
-42.92029186
37.09532231
-9.45336822
165.9845191
89.36617074
0.03976
633.7861372
1263.694255