Professional Documents
Culture Documents
Company
december november october
phramaceuticals
Cement
Bank
Food& beverages
Insurance
Squire Pharma
Beximco pharma
ACI LTD
heidelbarg cement
Meghna cement
Dhaka Bank
Dutch Bangla Bank
Bangas
Fu wang
Meghna life insurance
168.6
168.4
179.1
55.9
51.8
56.9
141.2
141.9
148.4
264.7
267.5
273.6
104.8
113.7
118.5
24.8
22.7
24.4
117
108.2
114.6
189.3
202.1
311
26
28.5
35.4
112.8
113.8
128.5
2012
september
august july
june
may
april
march
february
178
185.6
255
263.5
261.2
272.2
237.3
217.3
57.8
56.4
51.9
60
63.8
97.7
84.3
81.6
154.3
157.9
150.6
169.6
179.4
248.3
217.7
193.9
268.5
265.3
248.3
238.7
234.7
214.5
211.8
193
126.9
127.7
118.6
132.5
153.5
139.8
135.7
120.6
25.2
25
25.5
28.1
30.4
34.9
34.8
34.4
108.1
108.9
102.4
114.4
123.4
122
116.1
110.4
226.4
135.9
109.8
119.2
120.1
130.8
134.9
124.3
40.9
33.5
32
34
35.1
39.3
41.9
39.2
132.2
130.4
125.8
158.7
181.7
187.8
164.5
157
2011
january
decembernovember october
septemberaugust
july
195.5
237.10
2,451.00
2,381.00
2,634.50
2,700.50
3,542.00
66.7
93.60
99.40
86.90
107.90
95.10
108.40
172.1
206.60
216.30
223.70
256.20
258.70
272.40
168.9
255.90
2,528.75
2,605.00
3,000.00
3,038.75
3,028.50
113.6
139.60
129.80
105.70
184.70
203.60
222.00
37.1
44.50
44.40
42.30
41.70
44.50
46.90
125.3
161.30
1,366.00
1,377.75
1,570.50
1,593.00
1,596.50
128.9
162.60
1,559.25
1,339.00
1,873.25
1,642.25
1,687.00
34
50.80
51.20
45.60
61.20
66.40
65.90
139.6
186.80
192.30
184.80
217.30
224.80
257.90
june
may
april
march
february january
december
3,542.25
3,341.50
3,286.00
3,272.25
2,873.75
3,473.00
3,522.00
80.40
78.90
113.90
120.60
102.90
135.00
135.10
269.60
264.80
300.40
268.70
231.10
337.50
372.60
3,040.00
3,052.75
3,054.25
3,246.25
2,604.50
3,457.75
3,659.25
228.30
225.10
225.80
278.50
155.70
310.80
346.00
44.70
41.40
39.10
41.30
55.40
69.50
76.30
1,431.25
1,351.00
1,385.00
1,490.00
1,119.00
2,151.50
2,292.75
1,623.00
1,782.75
2,103.75
2,275.25
909.50
1,784.50
2,287.75
53.50
52.10
52.40
62.20
37.40
61.10
117.00
357.70
351.60
359.30
368.70
222.60
375.80
403.40
2010
november
october
september august
july
june
may
3,772.75
3,738.75
3,485.25
3,068.25
3,790.50
3928.25
3860
145.30
150.40
149.50
154.60
150.50
146.3
146.3
382.10
387.30
392.20
395.80
414.00
396
426.2
3,874.50
3,664.50
3,843.75
3,432.50
3,518.75
3133.5
2799.25
385.90
415.70
419.90
2,476.75
2,227.00
2090.75
1796
78.70
64.70
60.50
529.75
500.25
528
548.75
2,219.75
2,130.00
1,814.00
1,598.75
1,501.50
1504
1428.5
3,089.00
2,324.75
1,909.25
1,866.75
1,703.50
1655.25
1539.75
121.10
89.20
73.80
69.20
58.80
50.7
57.8
420.10
358.20
3,453.50
3,334.75
2,507.25
3191.75
3690.5
april
march
february january
decembernovemberoctober
3,583.25
3,580.50
3,596.25
3,592.25
2876.25
2981.75
2,703.75
185.70
182.40
166.50
179.80
155.8
159.9
164.10
439.90
503.00
509.70
511.50
446.9
432.5
442.70
2,549.50
2,440.25
2,410.75
2,657.00
2152.5
2010.75
1,749.50
1,307.00
1,307.25
1,177.00
1,344.00
1304
1104.25
833.00
409.75
369.50
460.75
514.25
483.5
443.25
353.50
1,304.25
1,257.75
1,645.25
2,159.00
1957.75
2008.25
1,543.75
1,679.50
2,320.00
2,650.00
2,075.00
2499
62.80
68.60
64.20
68.60
54.10
60
62.20
2,552.25
2,294.75
2,144.25
2,308.50
1953.75
1917.5
1,617.50
2,799.00
3,199.00
2009
september
august
july
june
may
2,748.00
2,492.50
3,294.75
3,738.25
3217.5
159.00
159.70
166.90
196.80
439.70
440.00
440.60
456.30
1,699.50
1,568.75
1,512.75
1,429.25
772.00
818.25
579.00
349.25
346.75
1,257.00
april
march
february
2825.75
2935.5
2908.75
146.4
148.1
153.8
153.2
394.2
466.4
440.1
463.7
1276.25
1181.75
1198.25
1209
579.00
599
479.25
534
531.75
334.25
332.00
309.5
308.5
251.25
354.5
1,274.25
1,304.50
1,475.50
1310.25
1430.5
1027.25
2457
2,686.00
2,150.75
1,886.00
1,669.75
1316.75
1229.25
888.25
816.25
54.20
44.50
40.70
39.80
31.2
27.8
32.3
36
1,715.00
1,796.00
1,694.00
2,301.50
2205.75
1804
2085.75
1678.75
january
decembernovember october
september
2008
june
august july
2936.25
3151.25
2876
3,007.50
2841.00
3029.5
4145
5458.75
171.7
167.7
113.2
170.50
136.50
109.3
102.5
98.70
508.7
521.3
406.1
603.50
586.80
506.6
507.7
306.20
1180
1214
1,219.50
1234.00
1314
1335.75
1406.75
407.5
386
336.25
400.75
393.25
404.75
402.75
564.25
365.25
360.5
362.25
369.50
431.00
460
453.5
471.50
3651.5
4311
4058.5
3,272.50
3486.50
3513.5
3469
3598.25
421.25
402.75
402.5
446.25
423.75
449.25
455
486.00
31
23.8
21.1
25.30
22.30
24.8
25.2
23.00
1807
2032.75
1702
2,047.00
2623.25
2198.75
2497
2776.75
1,058.50
may
april
march
february
january
5253.00
4552.25
4110.25
3387.00
3434.25
79.70
77.60
76.20
62.50
59.5
318.90
244.30
232.10
181.40
168.6
1591.25
1314.50
1375.75
1207.00
1186.75
689.00
618.75
401.25
347.00
337.75
487.75
473.75
596.50
614.50
664.5
3719.25
4070.25
4564.00
10750.00
7279.5
545.25
589.00
587.00
327.50
281.75
20.70
20.80
19.20
13.10
13.2
2307.00
1562.75
1846.25
1826.50
1580.75
Asset Class
Company
december
phramaceuticals
Cement
Bank
Food& beverages
Insurance
Squire Pharma
Beximco pharma
ACI LTD
heidelbarg cement
Meghna cement
Dhaka Bank
Dutch Bangla Bank
Bangas
Fu wang
Meghna life insurance
november
october
2012
september august july
june
may
april
march
februaryjanuary
25
5
40
2011
decembernovember
october september august july
june
may
april
30
80
45
25
2010
march
februaryjanuary decembernovember
october septemberaugust
july
35
5
30
june
may
april
march
februaryjanuary decembernovember
october
43
15
2009
september
august july
june
may
april
march
35
38
35
15
februaryjanuary
decembernovember
october september
august july
2008
june
may
april
40
10
100
33
15
15
6
march
15
februaryjanuary
Asset Class
Company
December
phramaceuticals
Cement
Bank
Food& beverages
Insurance
Squire Pharma
Beximco pharma
ACI LTD
heidelbarg cement
Meghna cement
Dhaka Bank
Dutch Bangla Bank
Bangas
Fu wang
Meghna life insurance
november
45%
12%
2012
october
september
august
july
june
may
april
march
40%
30%
2011
februaryjanuary decembernovember
october september
august
july
june
35%
40%
may
april
march
februaryjanuary decembernovember
october
21%
20%
35%
32%
september
2010
august july
june
may
april
march
30%
25%
33.33%
35%
februaryjanuary december
2009
november
october september
august july
june
may
april
march
30%
15%
10%
50%
10%
30%
february
january
25%
2008
june
may
april
march
20%
20%
25%
25.33%
february january
Asset Class
Company
december
november october
september
2012
august july
june
may
april
march
februaryjanuary december
2011
november
october september
august july
june
may
april
march
2010
februaryjanuary decembernovember
october september
august july
june
2009
may
april
march
100%
februaryjanuary decembernovember
october september
august july
june
may
april
march
februaryjanuary december
november
october september
august july
2008
june
may
april
march
februaryjanuary
Asset Class
Company
decembernovember
october september
august
2012
july
june
may
april
march
februaryjanuary decembernovember
2011
october september
august july
june
may
april
march
february
2010
january decembernovember
october september
august july
june
may
2009
april
march
10
februaryjanuary decembernovember
october september
august
july
june
may
april
march
februaryjanuary decembernovember
october september
august july
2008
june
may
april
march
february
january
Asset Class
Company
decembernovember
october september
phramaceuticals
Cement
Bank
Food& beverages
Insurance
Squire Pharma
Beximco pharma
ACI LTD
heidelbarg cement
Meghna cement
Dhaka Bank
Dutch Bangla Bank
Bangas
Fu wang
Meghna life insurance
2012
august july
june
may
april
march
februaryjanuary december
10
10
10
10
2011
november
october september
august july
june
may
april
march
2010
februaryjanuary decembernovember
october september
august july
june
10
10
10
2009
may
april
march
februaryjanuary decembernovember
october september
august july
june
may
april
march
februaryjanuary december
1
1
2008
june
may
november
october september
august july
april
march
februaryjanuary
1
Asset Class
Company
decembernovember
october september
phramaceuticals
Cement
Bank
Food& beverages
Insurance
Squire Pharma
Beximco pharma
ACI LTD
heidelbarg cement
Meghna cement
Dhaka Bank
Dutch Bangla Bank
Bangas
Fu wang
Meghna life insurance
2012
august july
june
may
april
march
februaryjanuary december
0.134698
0 0.143678
0 0.344531
2011
november
october september
august july
june
may
april
march
0 0.011109
0 0.302115
0 0.014741
0 0.109505
0 0.121065
0 0.020134
2010
februaryjanuary decembernovember
october september
august july
june
0 0.011407
2009
may
april
march
februaryjanuary decembernovember
october september
0.015361
0 0.006002
august july
june
may
april
march
februaryjanuary december
0.014042
0 0.029775
0 0.060449
0 0.059701
0 0.003479
0 0.002952
2008
june
may
november
october september
august july
april
march
0 0.013203
0 0.125471
0 0.313578
0 0.020738
0 0.026584
0 0.025147
0 0.237154
februaryjanuary
0
Asset Class
Company
decembernovember
october september
phramaceuticalsSquire Pharma
Beximco pharma
ACI LTD
Cement
heidelbarg cement
Meghna cement
Bank
Dhaka Bank
Dutch Bangla Bank
Food& beveragesBangas
Fu wang
Insurance
Meghna life insurance
-0.00119 0.063539
-0.00614
-0.01864
0.07489 0.032787
-0.07521
0.05915
-0.05672
0.067618 0.538842
-0.27203
2012
august july
june
may
april
march
februaryjanuary december
-0.00873 0.042113
-0.12821
-0.08428
-0.10032 11.12788
-0.02422
-0.13715
-0.03203
-0.1826 0.403298
0.023331
-0.12324
-0.10932
-0.11243 0.200465
-0.01192
-0.06408
-0.01676
-0.08607
-0.01259
-0.08876
-0.12487 14.15098
0.006304
-0.08925
-0.02933
-0.11127
-0.05804 0.228873
-0.00794
-0.03866
0.007401
-0.39973
-0.19205
-0.18093
-0.04478
-0.01362
0.08561
-0.01135
-0.04836
11.8731
-0.13265 0.494118
-0.04559
-1 0.338109
2011
november
october september
august july
9.33741
-0.02856 0.106468
0.38382 0.311609
0.061966
-0.12575 0.241657
-0.11863 0.139853
june
7.06E-05
-0.05667
april
-0.01661
march
-0.00418
-0.10553
-0.01402
0.00311 0.233392
-0.05556 0.425959
-0.04691
-0.07383
-0.10351
8.589483
-0.14125 0.398992
0.007874
0.029443
-0.0473
may
-0.12332 0.027249
-0.00753
-0.18816
0.0219 0.026162
2010
februaryjanuary decembernovember
october september
august july
-0.12178 0.208525 0.014109 0.071195
-0.14677 0.311953 0.000741
-0.13993 0.460407
0.0755
-0.00901
-0.02791
-0.04348
0.0351
june
-0.00598 0.034114
-0.0542 0.048915
-0.10699 0.025127
-0.10948
-0.10084
-0.17789
-0.05569 0.055472
-0.03184
-0.04043
-0.14836
-0.11866
-0.06083 0.001665
-0.24741
-0.17873
-0.02226
-0.08745
-0.02832
-0.39871
-0.26342
-0.17265
-0.06233
-0.15029
-0.13776
-0.39626
8.35085 7.756198
-0.06118
2009
may
april
march
februaryjanuary decembernovember
october september
-0.01737
-0.0717
-0.00077 0.004399
0.26931
-0.01777
-0.08717
-0.00111
0.07988
-0.19932
0.03668
-0.09323 0.016366
0.01332 0.003531
-0.1263
-0.03108
-0.03222 0.023584
-0.00678
-0.10667
-0.08922
-0.04285
-0.01209 0.102147
-0.18988
-0.06585
-0.12993
-0.02858
-0.14098
-0.27227 0.000191
-0.09964 0.141886
-0.02976
-0.15318
-0.24564
-0.07323
-0.0598
-0.08325
-0.20248
-0.01202
-0.09321 0.025795
-0.2313
-0.18575
-0.16036
0.039299
-0.0502
-0.08698 0.285764
0.30809 0.312263
-0.06414 0.068536
0.156262
-0.06558
-0.15367
-0.30843
-0.10089
0.0766
-0.01855
-0.12862
-0.15645 0.060278
august july
june
may
-0.1393
april
march
-0.12176 0.038839
-0.13609 0.183156
-0.07693
-0.0357
-0.10705
0.059909
-0.29239
-0.00716
-0.03605
-0.0552
0 0.034542
-0.00673
-0.06777
februaryjanuary december
-0.00911 0.009454 0.073223
-0.0039 0.120757
-0.0233
-0.02399 0.028814
-0.19992 0.114241
-0.23366
-0.05276
-0.013
-0.00323
-0.00421
-0.19927
-0.1231
-0.11466
-0.21141
-0.06645
-0.2774
-0.08106
-0.48392
-0.04392
-0.17897
-0.08539
-0.02211
-0.21608
0.06654
-0.23226
-0.0416
-0.18214 0.156181
november
october september
august july
-0.08735 0.045723
-0.05536
-0.32499 0.506184
-0.19941
-0.19927
-0.22099 0.486087
-0.02767
-0.13667 0.002171
-0.12809 0.152102
0.01189
-0.12889 0.191822
2008
june
may
april
-0.03769
-0.1334
-0.09709
-0.031
-0.02635
-0.01804
-0.39689 0.249771
-0.23393
-0.04994
-0.03707
-0.01871 0.029243
march
-0.00494 0.400993
0.22109
-0.17392 0.046596
-0.10196
-0.35152
-0.05857
-0.00062 0.108696
-0.11345 0.199052
-0.16271 0.202703
0.28151
-0.0873
-0.1 0.004831
-0.16917
-0.0034
-0.07692
-0.32261 0.181411
februaryjanuary
-0.17596
0.01395
-0.17979
-0.048
-0.21844
-0.07056
-0.12266
-0.01678
-0.1352
-0.02666
0.030176 0.081367
1.35539
-0.32284
-0.44208
-0.13969
-0.31771 0.007634
-0.0107
-0.13455
Asset Class
Company
december november
october september
phramaceuticalsSquire Pharma
Beximco pharma
ACI LTD
Cement
heidelbarg cement
Meghna cement
Bank
Dhaka Bank
Dutch Bangla Bank
Food& beverages
Bangas
Fu wang
Insurance
Meghna life insurance
-0.00119 0.063539
-0.00614
-0.01864
0.07489 0.032787
-0.07521
0.05915
-0.05672
0.067618 0.538842
-0.27203
2012
august july
june
may
april
march
februaryjanuary december
-0.00873 0.042113
-0.12821
-0.08428
-0.10032 11.12788
-0.02422
-0.13715
-0.03203
-0.1826 0.403298
0.023331
-0.12324
-0.10932
-0.11243 0.200465
-0.01192
-0.06408
-0.01676
-0.08607
-0.01259
-0.08876
-0.12487 14.15098
0.006304
-0.08925
-0.02933
-0.11127
-0.05804 0.228873
-0.00794
-0.03866
0.007401
-0.39973
-0.19205
-0.18093
-0.04478
-0.01362
0.08561
-0.01135
0.29617
11.8731
-0.13265 0.494118
-0.04559
-0.0057 0.338109
2011
november
october september
august july
9.33741
-0.02856 0.106468
0.39493 0.311609
0.061966
-0.12575 0.241657
-0.11863 0.139853
june
7.06E-05
-0.05667
april
-0.01661
march
-0.00418
0.48075 0.134441
-0.10553
-0.01402
0.00311 0.233392
-0.05556 0.547024
-0.04691
-0.07383
-0.10351
8.589483
-0.14125 0.398992
0.007874
0.029443
-0.0473
may
-0.12332 0.027249
-0.00753
-0.18816
0.0219 0.026162
2010
februaryjanuary decembernovember
october september
august july
-0.12178 0.208525 0.014109 0.071195
-0.14677 0.311953 0.000741
-0.13993 0.460407
0.0755
-0.00901
-0.02791
-0.04348
0.0351
june
-0.00598 0.034114
-0.0542 0.048915
-0.10699 0.025127
-0.10948
-0.10084
-0.17789
-0.05569 0.055472
-0.03184
-0.04043
-0.14836
-0.11866
-0.06083 0.001665
-0.24741
-0.17873
-0.02226
-0.08745
-0.02832
-0.39871
-0.26342
-0.17265
-0.06233
-0.15029
-0.13776
-0.39626
8.35085 7.756198
-0.06118
2009
may
april
march
februaryjanuary decembernovember
october september
-0.01737
-0.0717
-0.00077 0.004399
0.26931
-0.01777
-0.08717
-0.00111
0.07988
-0.19932
0.03668
-0.09323 0.016366
0.01332 0.003531
-0.1263
-0.03108
-0.03222 0.023584
-0.00678
-0.09131
-0.08922
-0.04285
-0.01209 0.102147
-0.18988
-0.06585
-0.12993
-0.02858
-0.14098
-0.27227 0.000191
-0.09964 0.141886
-0.02976
-0.15318
-0.24564
-0.07323
-0.0598
-0.08325
-0.20248
-0.01202
-0.09321 0.025795
-0.2313
-0.18575
-0.21698
-0.16036
-0.06414 0.068536
-0.12862
0.156262
-0.06558
-0.15367
0.039299
-0.0502
-0.08698 0.285764
0.30809 0.312263
-0.10089
0.0766
-0.01855
-0.15645 0.060278
august july
june
may
-0.1393
april
march
-0.12176 0.038839
-0.13609 0.183156
-0.07693
-0.07727
-0.0357
-0.0552
-0.0039 0.120757
-0.0233
-0.02399 0.028814
-0.23366
-0.05276
-0.013
0.18409
-0.19992 0.114241
-0.00716
-0.03605
-0.00323
0.059909
-0.00673
februaryjanuary december
-0.06777
-0.2774
-0.00421
-0.19927
-0.1231
-0.11466
-0.21141
-0.06645
-0.08106
-0.48392
-0.04392
-0.17897
-0.08539
-0.02211
-0.21608
0.06654
-0.23226
-0.0416
-0.18214 0.156181
november
october september
august july
2008
june
may
-0.08735 0.045723
-0.32499 0.506184
-0.19941
-0.19927
-0.22099 0.486087
-0.02767
-0.12809 0.152102
0.01189
-0.12889 0.191822
april
march
-0.03769
-0.1334
-0.09709
-0.06221
-0.03707 0.094467
-0.02635
-0.01804
-0.13667 0.002171
-0.39689 0.563349
-0.23393
-0.04994
-0.01871 0.029243
-0.10196
-0.35152
0.28425
-0.05857
-0.00494 0.427577
0.22109
-0.17392 0.046596
-0.00062 0.108696
-0.11345 0.436206
-0.16271 0.202703
0.28151
-0.0873
-0.1 0.004831
-0.16917
-0.0034
-0.07692
-0.32261 0.181411
februaryjanuary
-0.17596
0.01395
-0.17979
-0.048
-0.21844
-0.07056
-0.12266
-0.01678
-0.1352
-0.02666
0.030176 0.081367
1.35539
-0.32284
-0.44208
-0.13969
-0.31771 0.007634
-0.0107
-0.13455
Company
Squire Pharma
2012
2011
2010
2009
december
november
october
september
august
july
june
may
april
march
february
january
december
november
october
september
august
july
june
may
april
march
february
january
december
november
october
september
august
july
june
may
april
march
february
january
december
november
october
september
august
july
june
may
april
march
-0.00118624
0.063539192
-0.00614182
0.594473557
0.373922414
0.033333333
-0.008728653
0.042113323
-0.128214548
-0.0842815
-0.100322135
11.12787724
9.337410375
-0.028559772
0.106467871
0.394929513
0.311608961
7.05816E-05
-0.056673019
-0.016609307
-0.004184419
-0.121781649
0.208525446
0.01410884
0.071195344
-0.009011994
-0.06780341
0.155865945
0.235394769
0.036340852
-0.017374149
-0.071696891
-0.00076746
0.004398827
-0.00111227
-0.199317976
0.036679704
-0.093233839
0.016366158
0.193172403
0.321865597
0.134608089
-0.13930315
-0.121756022
0.038839246
0.004957507
0.045806906
0.039757412
0.023331173
-0.046231792
0.126162019
0.057783019
0.384057971
-0.123238019
-0.109324759
-0.112429087
0.200464846
0.046950629
0.034211743
0.145283862
0.009758002
0.052957093
-0.010279001
0.480749818
0.134441088
-0.105525965
-0.139933011
0.46040675
0.104
0.025496511
0.013609003
0.012651691
0.00917899
0.04598282
-0.043478261
0.076262626
0.032144533
0.143441691
0.01332008
0.003531489
-0.12629521
-0.032221974
0.023583815
-0.006776598
0.000682283
0.001363636
0.035633227
-0.136094675
0.183155758
-0.056389365
february
january
december
november
october
september
august
july
2008 june
may
april
march
february
january
Mean of return
-0.009112587
0.009454233
0.073222648
-0.087346291
0.045723227
-0.055361596
0.506093326
0.368212576
0.31694813
-0.037691779
-0.133399962
-0.097094843
-0.175962533
0.013950399
-0.00390117
0.12075718
-0.023296447
-0.324985092
0.506183746
-0.19941349
-0.199267399
-0.06221409
-0.037073171
0.094467475
-0.026348808
-0.018041237
-0.179790026
-0.048
0.053624176
0.097045504
0.024769019
-0.220985997
0.486087171
-0.027671914
-0.136673483
0.002171338
-0.396887926
0.563349315
-0.233929131
-0.0499386
-0.218440327
-0.070562293
0.395130209
0.024741564
0.030421307
heidelbarg cement
0.010578013
0.022803738
-0.018640351
-0.011918063
-0.064078402
-0.038662908
-0.016757436
-0.08606732
-0.012587413
-0.088762984
-0.124870466
14.15097691
8.881789762
0.030153238
0.151631478
0.012916667
-0.003373097
0.003797259
0.018934886
0.00049136
0.062863223
-0.197689642
0.327606066
0.05827489
0.058823529
-0.054200542
0.048915268
-0.10699187
0.025127458
-0.109484902
-0.091308601
-0.089220327
-0.04285154
-0.012088925
0.102146635
-0.1898758
-0.065853659
-0.129926644
-0.028579594
-0.076934392
-0.035697211
-0.055197488
-0.077274421
-0.074045054
0.013962344
Meghna cement
0.084923664
0.042216359
0.070886076
0.006304177
-0.071260767
0.117200675
0.158490566
-0.089250814
-0.029327611
-0.111274871
-0.058043118
0.228873239
-0.070200573
-0.185670262
0.747398297
0.1023281
0.090373281
0.137883416
-0.014016645
0.003109729
0.233392383
-0.440933573
0.996146435
0.113256113
0.115317919
0.077222078
9.1010344
4.898428197
-0.100837791
-0.061180961
-0.140978118
-0.272271715
0.000191278
-0.099636642
0.141886151
-0.029761905
-0.153182515
-0.245641838
-0.073229292
0.059909326
-0.292392301
0.06044905
0.034542314
-0.199916528
0.114241002
Dhaka Bank
-0.084677419
0.074889868
0.032786885
-0.007936508
0.02
0.101960784
0.081850534
0.148026316
0.439953233
-0.011494253
0.078488372
0.199460916
-0.002247191
-0.047297297
-0.014184397
0.067146283
0.053932584
-0.046908316
-0.073825503
-0.055555556
0.547024455
0.341404358
0.254512635
0.097841727
0.031454784
-0.177890724
8.350850077
7.756198347
-0.055686645
0.055472264
0.039299242
-0.253302961
0.127211714
0.246955345
0.11611503
-0.059795819
-0.083247156
-0.202481669
-0.012022631
-0.007158196
-0.036049027
-0.006731488
-0.067771084
-0.003231018
-0.044431409
Bangas
0.067617538
0.538842157
-0.272025723
-0.399734982
-0.19205298
0.0856102
0.007550336
0.089092423
0.031345566
-0.078576723
0.037007241
11.61442979
8.589483395
-0.141253808
0.398991785
-0.123315094
0.027249201
-0.037937167
0.098428835
0.180058898
0.081521093
-0.600263707
0.96206707
0.692255534
0.350234947
-0.247410165
-0.178728896
-0.02226005
-0.087451453
-0.028324039
-0.069777979
0.090761487
0.381363501
0.142241379
-0.216981132
0.21033975
0.120048019
0.142908181
-0.160362613
-0.199274013
-0.123096594
-0.114660657
-0.211408894
-0.06645149
-0.277404922
0.008971417
-0.023986766
0.028813559
-0.128088962
0.152102031
0.011890119
0.064829822
0.016552511
0.053153659
0.151891781
-0.173919874
0.046595664
-0.122660367
-0.016777133
-0.004213483
-0.233662435
-0.052760736
-0.12888601
0.191821561
-0.01871491
0.029243484
-0.004941322
0.427577133
0.221089942
-0.101959361
-0.351515152
-0.135202492
-0.026657061
0.410945274
0.030324401
-0.013004791
0.004854369
0.020013803
0.166441137
0.067285383
-0.014130435
0.03969129
0.034464475
0.214120964
0.284249591
0.030176027
0.081366965
1.391822828
0.486161986
0.184090179
-0.058571097
-0.193667611
0.06539343
0.007744156
-0.012665433
0.037258576
0.033627458
0.094373866
0.40533412
1.355390009
-0.322837209
-0.081058261
-0.483920368
-0.043916914
-0.000620732
0.108695652
-0.050420168
0.060176991
0.01279911
0.068131868
0.12191358
0.080238423
-0.003395586
-0.442078365
-0.139694656
0.375393579
0.250986704
0.326537423
0.410748478
0.3440262
Fu wang
0.22769231
0.24210526
0.15536723
-0.1809291
-0.0447761
0.0625
0.03235294
0.11965812
0.06615776
-0.0644391
-0.1326531
0.49411765
0.00787402
-0.109375
0.34210526
0.08496732
-0.0075301
-0.1881639
-0.0261682
0.00575816
0.1870229
-0.3987138
0.63368984
0.91489362
0.03504274
-0.2634187
-0.1726457
-0.0623306
-0.150289
-0.1377551
0.14003945
0.08650519
1.02547771
-0.0641399
0.06853583
-0.2113703
0.1090573
0.14033333
-0.1286174
-0.1789668
-0.0853933
-0.022113
-0.2160804
-0.1089744
0.1618705
0.11455108
0.06654
-0.2322581
-0.1134454
0.43620628
-0.1185771
0.11210762
0.01612903
-0.0873016
-0.1
0.00483092
-0.0769231
-0.3177083
0.00763359
-0.195133645
0.076396128
0.124930825
-0.162710614
0.202702703
0.281509526
-0.161822167
0.419556566
0.112034441
-0.169172594
-0.322605115
0.181410974
-0.01069736
-0.134546948
0.03559435
0.323266477
Year
0.058
0.0575
0.0485
0.05
0.058
0.004610169
Company name
Mean return
Squire Pharma
Beximco pharma
ACI LTD
heidelbarg cement
Meghna cement
Dhaka Bank
Dutch Bangla Bank
Bangas
Fu wang
Meghna life insurance
0.004610169
0.004610169
0.004610169
0.004610169
0.004610169
0.004610169
0.004610169
0.004610169
0.004610169
0.004610169
0.039052004
0.506479963
0.711674057
0.05487344
1
0.039513021
Weight
Excess Return
0.39052004
0.020131395
0.025811138
0.37078341
0.246376535
0.321927254
0.406138309
0.339416031
0.030984177
0.318656308
Squarepharma
Beximco pharma
ACI LTD
0.1
0.1
3.450470613
0.247341584
0.687769966
0.13863217
-0.012996166
0.95072525
-0.04099295
0.975120144
0.271042599
-0.151818744
Covariance
0.247341584
0.029581305
0.688388016
0.138257694
-0.013364637
0.950902051
-0.042358117
0.975225866
0.274345476
-0.149841662
Covariance
heidelbarg cement
0.1
Meghna cement
0.1
0.1
Covariance
Covariance
Covariance
0.687769966
0.13863217
-0.012996166
0.688388016
0.138257694
-0.013364637
0.029946289
0.138551789
-0.013826321
0.138551789
4.752013603
-0.014288418
-0.013826321
-0.014288418
1.890136539
0.950881491
0.950897691
0.950880796
-0.042994821
-0.044004528
-0.04503355
0.975997047
0.975995035
0.976197585
0.274531971
0.278249055
0.274493586
-0.148812902
-0.147406376
-0.151746647
Dhaka Bank
Bangas
0.1
Covariance
Covariance
0.95072525
-0.04099295
0.950902051
-0.042358117
0.950881491
-0.042994821
0.950897691
-0.044004528
0.950880796
-0.04503355
2.262393263
-0.04617206
-0.04617206
3.547786321
0.976168
0.97616192
0.273364073
0.273795792
-0.153280831
-0.153176845
0.1
Covariance
0.97512014
0.97522587
0.97599705
0.97599504
0.97619758
0.976168
0.97616192
3.84722808
0.27391252
-0.15319004
Company name
Squire Pharma
Beximco pharma
ACI LTD
heidelbarg cement
Meghna cement
Dhaka Bank
Dutch Bangla Bank
Bangas
Fu wang
Meghna life insurance
Mean return
Risk free rate
0.395130209
0.004610169
0.024741564
0.004610169
0.030421307
0.004610169
0.375393579
0.004610169
0.250986704
0.004610169
0.326537423
0.004610169
0.410748478
0.004610169
0.3440262
0.004610169
0.035594346
0.004610169
0.323266477
0.004610169
Portfolio excess return
Variance
Standard Deviation
Theta
total Weight
Portfolio Return
0.039052004
0.506479963
53687091.91
0
1
0.039513021
Squarepharma
Weight
0.1
Excess Return Covariance
0.39052004
3.450470613
0.020131395
0.247341584
0.025811138
0.687769966
0.37078341
0.13863217
0.246376535
-0.012996166
0.321927254
0.95072525
0.406138309
-0.04099295
0.339416031
0.975120144
0.030984177
0.271042599
0.318656308
-0.151818744
Beximco pharma
0.1
Covariance
0.247341584
0.029581305
0.688388016
0.138257694
-0.013364637
0.950902051
-0.042358117
0.975225866
0.274345476
-0.149841662
ACI LTD
Dhaka Bank
0.1
Covariance
0.95072525
0.95090205
0.95088149
0.95089769
0.9508808
2.26239326
-0.04617206
0.976168
0.27336407
-0.15328083
Dutch Bangla
Bangas
Bank
0.1
0.1
Covariance Covariance
-0.04099 0.97512
-0.04236 0.975226
-0.04299 0.975997
-0.044 0.975995
-0.04503 0.976198
-0.04617 0.976168
3.547786 0.976162
0.976162 3.847228
0.273796 0.273913
-0.15318 -0.15319
Market Return
0.002073982
-0.063049402
-0.011109477
0.021933666
0.069173319
-0.090470686
-0.034102961
-0.071499855
0.021757963
0.062809487
0.130344024
-0.20991336
-0.002078098
0.046074901
-0.147829845
-0.048582557
-0.038334444
0.055971271
0.062339919
-0.0483538
-0.047426214
0.220833798
-0.304793373
-0.097243043
-0.036272101
0.081099725
0.121134749
0.065997038
0.049697131
0.03072646
0.007508986
0.080096639
0.012995091
0.003915655
0.036044454
0.183346715
0.035285445
0.302201843
0.090916421
0.048483075
0.009178082
-0.03180122
0.170316003
0.006978285
0.04390538
Portfolio Return Rf
Excess Market
Excess
R Port R
-0.007330033 0.004610169 -0.00254 -0.01194
0.012044591 0.004610169 -0.06766 0.007434
0.010692372 0.004610169 -0.01572 0.006082
0.019917118 0.004610169 0.017323 0.015307
-0.007290213 0.004610169 0.064563
-0.0119
-0.00584765 0.004610169 -0.09508 -0.01046
0.000183363 0.004610169 -0.03871 -0.00443
0.000514547 0.004610169 -0.07611
-0.0041
-0.00455186 0.004610169 0.017148 -0.00916
-0.011766045 0.004610169 0.058199 -0.01638
0.016162587 0.004610169 0.125734 0.011552
-0.000487925 0.004610169 -0.21452
-0.0051
0.004727482 0.004610169 -0.00669 0.000117
-0.000497418 0.004610169 0.041465 -0.00511
0.007063919 0.004610169 -0.15244 0.002454
0.017328245 0.004610169 -0.05319 0.012718
0.010499812 0.004610169 -0.04294 0.00589
0.005159762 0.004610169 0.051361 0.00055
0.008855146 0.004610169 0.05773 0.004245
0.004669752 0.004610169 -0.05296 5.96E-05
0.01215495 0.004610169 -0.05204 0.007545
0.015306557 0.004610169 0.216224 0.010696
0.01021051 0.004610169
-0.3094
0.0056
0.010255033 0.004610169 -0.10185 0.005645
-0.00619905 0.004610169 -0.04088 -0.01081
0.005120761 0.004610169 0.07649 0.000511
0.009669267 0.004610169 0.116525 0.005059
0.009632945 0.004610169 0.061387 0.005023
0.00893598 0.004610169 0.045087 0.004326
0.003103126 0.004610169 0.026116 -0.00151
0.017563573 0.004610169 0.002899 0.012953
0.00744811 0.004610169 0.075486 0.002838
0.001515384 0.004610169 0.008385 -0.00309
-0.00513728 0.004610169 -0.00069 -0.00975
-0.008367586 0.004610169 0.031434 -0.01298
-0.031817086 0.004610169 0.178737 -0.03643
0.035543106 0.004610169 0.030675 0.030933
-0.002295494 0.004610169 0.297592 -0.00691
-0.003442633 0.004610169 0.086306 -0.00805
0.003798346 0.004610169 0.043873 -0.00081
0.002657056 0.004610169 0.004568 -0.00195
-0.003047252 0.004610169 -0.03641 -0.00766
-0.003418438 0.004610169 0.165706 -0.00803
-0.019027016 0.004610169 0.002368 -0.02364
0.008080277 0.004610169 0.039295 0.00347
-0.048247208
-0.029639679
-0.052174601
0.132212366
-0.101753442
-0.073553689
0.062918512
0.010919759
-0.079800299
-0.023548172
0.018684305
0.029033766
0.008329074
0.002040336
-0.022804516
0.009754556
0.012334246
0.011683892
0.000305362
-0.003243884
-0.006883326
0.006946275
0.003777835
0.001685054
-0.005270101
-0.00279428
0.002859003
0.03430803
0.010767
0.004610169
0.004610169
0.004610169
0.004610169
0.004610169
0.004610169
0.004610169
0.004610169
0.004610169
0.004610169
0.004610169
0.004610169
0.004610169
-0.05286
-0.03425
-0.05678
0.127602
-0.10636
-0.07816
0.058308
0.00631
-0.08441
-0.02816
0.014074
0.024424
0.003719
-0.00257
-0.02741
0.005144
0.007724
0.007074
-0.0043
-0.00785
-0.01149
0.002336
-0.00083
-0.00293
-0.00988
-0.0074
SUMMARY OUTPUT
Regression Statistics
Multiple R
0.114402
R Square
0.013088
Adjusted R Square
-0.00454
Standard Error
0.010767
Observations
58
ANOVA
df
Regression
Residual
Total
Intercept
X Variable 1
beta
SS
MS
F
Significance F
1 8.61E-05 8.61E-05 0.742636 0.392493
56 0.006492 0.000116
57 0.006578
Coefficients
Standard Error t Stat
P-value Lower 95% Upper 95%
-0.00191 0.001417
-1.3508 0.182193 -0.00475 0.000924
-0.01273 0.014771 -0.86176 0.392493 -0.04232 0.016861
-0.01273
Lower 95.0%
Upper 95.0%
-0.00475 0.000924
-0.04232 0.016861
Market
Portfolio
R (Annualized)
STD
RFR (Annualized)
0.133170985
0.03430803
0.095710254
0.010649486
0.058227119
0.058227119
Sp
Sm
-5.43329068
-0.475197674
Return of Portfolio(annualized)
Risk free (annualized)
Return of market (annualized)
0.010649486
0.004610169
0.133170985
beta of portfolio
-0.1273
risk premium
Required return
-0.016365792
0.116805193
Jenson Alpha
-0.106155707
Market
R (Annualized)
Beta
RFR (Annualized)
Tp
Tm
Portfolio
0.133170985
0.03430803
-0.1273
0.058227119
0.491708805
0.133170985
Return of portfolio
0.03430803
Risk free rate
0.058227119
Standard deviation of excess 0.010811163
return
Ratio
-5.351524739
Rp
0.034308
Rm
0.133171
Standard deviation of0.010767
excess return
Ratio
-12.3341