S.No.

1
2
3
4
5
6
7
8

Date
24/12/96
31/03/97
31/3/98
31/3/99
31/3/00
31/3/01
28/3/02
30/09/02

BSE-30 (M)
2883.88
3360.89
3892.75
3739.96
5001.28
3604.39
3469.35
2930.51

RPL (Sec A)
10.4
12.7
20.5
18.7
60.04
48.55
25.85
23.1

MRPL (Sec B)
20.6
17.65
19.25
10.3
12.35
7.7
6.8
7.65

M-M
-726.50
-249.49
282.37
129.58
1390.90
-5.99
-141.03
-679.87

A-A
-17.08
-14.78
-6.98
-8.78
32.56
21.07
-1.63
-4.38

Total
Mean

28883.01
3610.38

219.84
27.48

102.3
12.79

0.00

0.00

Market

Sec- A

Sec- B

Variance

387915.33

270.24

27.62

Std. Dev.

622.83

16.44

5.26

Beta
Intercept

M vs A
0.02
-43.90

B-B
7.81
4.86
6.46
-2.49
-0.44
-5.09
-5.99
-5.14

(M-M)2
527796.80
62243.39
79734.93
16791.95
1934613.24
35.84
19888.40
462218.12

(A-A)2
291.73
218.45
48.72
77.09
1060.15
443.94
2.66
19.18

(B-B)2
61.04
23.64
41.76
6.19
0.19
25.88
35.85
26.39

(M-M)*(A-A)
12408.56
3687.41
-1970.97
-1137.75
45287.83
-126.13
229.87
2977.81

(M-M)*(B-B)
-5675.75
-1213.13
1824.84
-322.34
-608.52
30.46
844.39
3492.81

(A-A)*(B-B)
-133.44
-71.87
-45.11
21.84
-14.25
-107.19
9.76
22.50

0.00

3103322.67
387915.33

2161.92
270.24

220.95
27.62

61356.63
7669.58

-1627.24
-203.40

-317.75
-39.72

M vs A

M vs B

A vs B

7669.58

-203.40

-39.72

0.75

-0.06

-0.46

Covariance
Coeff. Of
Corelation

M vs B
-0.0005
14.68