bse

rpl
14.75
12.9
10.25
10.4
12.7
17.4
19
23.55
20.5
20
17.6
18.8
18.7
27.05
46.9
65.7
60.04
53.95
56.75
56.6
48.55
47
29.75
29.3
25.85
24.05
23.1

variance
538.0295691
-12.54237288
-20.54263566
1.463414634
22.11538462
37.00787402
9.195402299
23.94736842
-12.95116773
-2.43902439
-12
6.818181818
-0.531914894
44.65240642
73.38262477
40.08528785
-8.614916286
-10.14323784
5.189990732
-0.264317181
-14.22261484
-3.192584964
-36.70212766
-1.512605042
-11.77474403
-6.963249516
-3.95010395
105.5103187

-16.6004619
-24.6007247
-2.59467437
18.05729562
32.94978502
5.137313299
19.88927942
-17.0092567
-6.49711339
-16.058089
2.760092818
-4.59000389
40.59431742
69.32453577
36.02719885
-12.6730053
-14.2013268
1.131901732
-4.32240618
-18.2807038
-7.25067396
-40.7602167
-5.57069404
-15.832833
-11.0213385
-8.00819295

275.5753347
605.1956537
6.732335065
326.0659249
1085.688333
26.39198793
395.5834359
289.3148144
42.21248241
257.8622223
7.618112365
21.06813574
1647.898607
4805.89126
1297.959057
160.605063
201.6776841
1.281201531
18.68319519
334.1841329
52.57227293
1661.395262
31.03263211
250.6786017
121.4699027
64.13115433
13988.7688

3376.64
3731.96
3519.42
2883.88
3360.89
4256.09
3902.03
3658.98
3892.75
3250.69
2812.49
3055.41
3739.96
4140.73
4764.92
5005.82
5001.28
4748.77
4090.38
3972.12
3604.39
3456.78
2811.66
3263.33
3469.35
3244.7
2930.51

10.52288666
-5.69513071
-18.0580891
16.54056341
26.63580183
-8.31890303
-6.22880911
6.388938994
-16.4937384
-13.480215
8.637186266
22.40452182
10.71589001
15.07439509
5.055698732
-0.09069443
-5.04890748
-13.8644323
-2.89117393
-9.2577767
-4.09528381
-18.6624547
16.06417561
6.31318316
-6.47527635
-9.68317564

-131.981968
116.9929952
-26.4264719
365.8009215
985.7343983
-76.4956601
-149.163587
-82.7442205
40.22863015
161.7625796
58.88990636
-11.9172988
478.4902758
1106.198679
202.6591389
0.781324937
51.21226941
-71.956275
0.764186941
131.6697923
13.0745415
684.9517932
-24.298753
-74.3361157
45.0889649
38.24955035
3833.229599

beta

0.933078815

expected return

4.058089181

mrpl
32.5
28.25
19.35
20.6
17.65
18.1
21.6
19.35
19.25
16.15
13.9
12.9
10.3
19
21
16.7
12.35
9.9
8.8
8.8
7.7
6.85
6.3
6.8
6.8
10
7.65

variance
561.090968
-13.0769231
-31.5044248
6.45994832
-14.3203883
2.54957507
19.3370166
-10.4166667
-0.51679587
-16.1038961
-13.9318885
-7.1942446
-20.1550388
84.4660194
10.5263158
-20.4761905
-26.0479042
-19.8380567
-11.1111111
0
-12.5
-11.038961
-8.02919708
7.93650794
0
47.0588235
-23.5
-81.4274807

-9.94509308
-28.3725948
9.59177832
-11.1885583
5.68140507
22.4688466
-7.28483667
2.61503413
-12.9720661
-10.8000585
-4.0624146
-17.0232088
87.5978494
13.6581458
-17.3443605
-22.9160742
-16.7062267
-7.97928111
3.13183
-9.36817
-7.90713104
-4.89736708
11.0683379
3.13183
50.1906535
-20.36817

98.9048763
805.004134
92.0022113
125.183838
32.2783636
504.849066
53.0688453
6.83840352
168.274499
116.641265
16.5032124
289.789636
7673.38322
186.544946
300.82684
525.146456
279.09801
63.6689271
9.80835915
87.7626091
62.5227213
23.9842043
122.508105
9.80835915
2519.1017
414.862349
14588.3652

3376.64
3731.96
3519.42
2883.88
3360.89
4256.09
3902.03
3658.98
3892.75
3250.69
2812.49
3055.41
3739.96
4140.73
4764.92
5005.82
5001.28
4748.77
4090.38
3972.12
3604.39
3456.78
2811.66
3263.33
3469.35
3244.7
2930.51

10.52288666
-5.695130709
-18.05808912
16.54056341
26.63580183
-8.318903031
-6.228809107
6.388938994
-16.49373836
-13.48021497
8.637186266
22.40452182
10.71589001
15.07439509
5.055698732
-0.090694432
-5.04890748
-13.86443226
-2.891173925
-9.257776704
-4.095283807
-18.66245465
16.06417561
6.31318316
-6.475276349
-9.68317564

-137.606979
179.421817
-116.654322
-236.867292
67.9099763
-160.862766
64.8834282
-3.30177726
265.613449
187.804853
-62.1380307
-451.564006
905.128574
158.677843
-103.52145
2.36239987
100.160513
154.049247
0
115.722209
45.2076784
149.844526
127.493457
0
-304.718887
227.554628
1174.59909

beta

0.28591909

expected return

-3.13182618

bse
3376.64
3731.96
3519.42
2883.88
3360.89
4256.09
3902.03
3658.98
3892.75
3250.69
2812.49
3055.41
3739.96
4140.73
4764.92
5005.82
5001.28
4748.77
4090.38
3972.12
3604.39
3456.78
2811.66
3263.33
3469.35
3244.7
2930.51

variance
158.0058631
10.52288666
-5.695130709
-18.05808912
16.54056341
26.63580183
-8.318903031
-6.228809107
6.388938994
-16.49373836
-13.48021497
8.637186266
22.40452182
10.71589001
15.07439509
5.055698732
-0.090694432
-5.04890748
-13.86443226
-2.891173925
-9.257776704
-4.095283807
-18.66245465
16.06417561
6.31318316
-6.475276349
-9.68317564
6.009181026

10.29176466
-5.926252709
-18.28921112
16.30944141
26.40467983
-8.550025031
-6.459931107
6.157816994
-16.72486036
-13.71133697
8.406064266
22.17339982
10.48476801
14.84327309
4.824576732
-0.321816432
-5.28002948
-14.09555426
-3.122295925
-9.488898704
-4.326405807
-18.89357665
15.83305361
6.08206116
-6.706398349
-9.91429764

105.9204197
35.12047117
334.4952433
265.997879
697.2071167
73.10292803
41.73070991
37.91871013
279.7209541
188.0007615
70.66191644
491.6596594
109.9303602
220.3227562
23.27654064
0.103565816
27.87871131
198.68465
9.748731844
90.03919861
18.7177872
356.9672388
250.6855867
36.99146795
44.97577881
98.2932977
4108.152441

expected return

0.231122347