Date HUL MARUTI SBIN Nifty Return

15-Sep-16 914 5452.4 256 8742.55 HUL MARUTI SBIN

16-Sep-16 911.7 5573.3 254.3 8779.85 -0.003 0.022 -0.007
19-Sep-16 911.95 5491.9 255.65 8808.4 0.000 -0.015 0.005
20-Sep-16 902.9 5514.85 254.45 8775.9 -0.010 0.004 -0.005
21-Sep-16 913.05 5501.25 251.15 8777.15 0.011 -0.002 -0.013
22-Sep-16 910.15 5597.1 257.9 8867.45 -0.003 0.017 0.027
23-Sep-16 910.55 5601.8 254.55 8831.55 0.000 0.001 -0.013
26-Sep-16 892.6 5568.9 251.65 8723.05 -0.020 -0.006 -0.011
27-Sep-16 897.3 5511.4 249 8706.4 0.005 -0.010 -0.011
28-Sep-16 887.15 5521.8 253.75 8745.15 -0.011 0.002 0.019
29-Sep-16 878.3 5438.6 247.25 8591.25 -0.010 -0.015 -0.026
30-Sep-16 867.85 5477.3 251.25 8611.15 -0.012 0.007 0.016
3-Oct-16 868.75 5681 255.3 8738.1 0.001 0.037 0.016
4-Oct-16 860.4 5680 259.75 8769.15 -0.010 0.000 0.017
5-Oct-16 870.95 5689.2 260.85 8743.95 0.012 0.002 0.004
6-Oct-16 884.45 5710.45 256.8 8709.55 0.015 0.004 -0.016
7-Oct-16 877.25 5683.8 258.7 8697.6 -0.008 -0.005 0.007
10-Oct-16 876.15 5712.35 256.6 8708.8 -0.001 0.005 -0.008
13-Oct-16 862.05 5718.55 249.65 8573.35 -0.016 0.001 -0.027
14-Oct-16 842.25 5690.45 252.1 8583.4 -0.023 -0.005 0.010
17-Oct-16 849.25 5599.1 253.2 8520.4 0.008 -0.016 0.004
18-Oct-16 855.6 5626.7 256.9 8677.9 0.007 0.005 0.015
19-Oct-16 846 5604.6 255.4 8659.1 -0.011 -0.004 -0.006
20-Oct-16 840.3 5644.5 260.2 8699.4 -0.007 0.007 0.019
21-Oct-16 851.2 5650.2 258.5 8693.05 0.013 0.001 -0.007
24-Oct-16 848.35 5713.9 262.95 8708.95 -0.003 0.011 0.017
25-Oct-16 832.35 5781.45 261.45 8691.3 -0.019 0.012 -0.006
26-Oct-16 842.85 5869.1 258.75 8615.25 0.013 0.015 -0.010
27-Oct-16 840.3 5860.15 255.4 8615.25 -0.003 -0.002 -0.013
28-Oct-16 836.5 5876.15 258 8638 -0.005 0.003 0.010
30-Oct-16 839.15 5896.15 257.6 8625.7 0.003 0.003 -0.002
1-Nov-16 835.25 5878.1 258.95 8626.25 -0.005 -0.003 0.005
2-Nov-16 841.1 5794.6 251.05 8514 0.007 -0.014 -0.031
3-Nov-16 839.4 5805.55 245.65 8484.95 -0.002 0.002 -0.022
4-Nov-16 848 5704.85 242.85 8433.75 0.010 -0.017 -0.011
7-Nov-16 837.65 5715.95 252.7 8497.05 -0.012 0.002 0.040
8-Nov-16 844.6 5669 252.65 8543.55 0.008 -0.008 0.000
9-Nov-16 828.3 5392.95 260 8432 -0.019 -0.050 0.029
10-Nov-16 818.55 5328.5 281.3 8525.75 -0.012 -0.012 0.079
11-Nov-16 801.75 5134.25 273 8296.3 -0.021 -0.037 -0.030
15-Nov-16 805.45 4846.6 278.2 8108.45 0.005 -0.058 0.019
16-Nov-16 808.75 4990.8 277.2 8111.6 0.004 0.029 -0.004
17-Nov-16 811.65 4925.55 277.45 8079.95 0.004 -0.013 0.001
18-Nov-16 802.85 4950.9 275.8 8074.1 -0.011 0.005 -0.006
21-Nov-16 797.75 4787.45 257.35 7929.1 -0.006 -0.034 -0.069
22-Nov-16 819.9 4934.55 257.35 8002.3 0.027 0.030 0.000
23-Nov-16 831.7 4880.85 258.65 8033.3 0.014 -0.011 0.005
24-Nov-16 825.3 4830.15 261.75 7965.5 -0.008 -0.010 0.012
25-Nov-16 833.6 4873.6 260.95 8114.3 0.010 0.009 -0.003
28-Nov-16 837.85 4893.75 253.55 8126.9 0.005 0.004 -0.029
29-Nov-16 832.7 5088.15 252.7 8142.15 -0.006 0.039 -0.003
30-Nov-16 844 5266 258.35 8224.5 0.013 0.034 0.022
1-Dec-16 848.1 5252.1 255.65 8192.9 0.005 -0.003 -0.011
2-Dec-16 831.45 5068.1 254.1 8086.8 -0.020 -0.036 -0.006
5-Dec-16 844.9 5202.95 256.9 8128.75 0.016 0.026 0.011
6-Dec-16 836 5135.2 259.1 8143.15 -0.011 -0.013 0.009
7-Dec-16 833.7 5116.65 255.6 8102.05 -0.003 -0.004 -0.014
8-Dec-16 843 5234.6 259.9 8246.85 0.011 0.023 0.017
9-Dec-16 845.05 5235 266.65 8261.75 0.002 0.000 0.026
12-Dec-16 832.6 5144.4 263.65 8170.8 -0.015 -0.017 -0.011
13-Dec-16 831.15 5163.15 266.15 8221.8 -0.002 0.004 0.009
14-Dec-16 821.8 5141.05 262.9 8182.45 -0.011 -0.004 -0.012
15-Dec-16 816.05 5152.05 265.4 8153.6 -0.007 0.002 0.009
16-Dec-16 816.95 5188.65 264.75 8139.45 0.001 0.007 -0.002
19-Dec-16 809.75 5115.05 261.35 8104.35 -0.009 -0.014 -0.013
20-Dec-16 801.4 5108 254.55 8082.4 -0.010 -0.001 -0.026
21-Dec-16 796.8 5137.85 255.35 8061.3 -0.006 0.006 0.003
22-Dec-16 787.05 5084.4 249.8 7979.1 -0.012 -0.010 -0.022
23-Dec-16 789.5 5197.15 249.15 7985.75 0.003 0.022 -0.003
26-Dec-16 801.8 5167.35 244.2 7908.25 0.015 -0.006 -0.020
27-Dec-16 806.75 5224 248.75 8032.85 0.006 0.011 0.018
28-Dec-16 810.3 5231.25 247.75 8034.85 0.004 0.001 -0.004
29-Dec-16 818.5 5314.8 247.65 8103.6 0.010 0.016 0.000
30-Dec-16 826.35 5319.55 250.2 8185.8 0.010 0.001 0.010
2-Jan-17 825.35 5466 243.6 8179.5 -0.001 0.027 -0.027
3-Jan-17 829.85 5508.4 244.9 8192.25 0.005 0.008 0.005
4-Jan-17 821.6 5502.15 242.9 8190.5 -0.010 -0.001 -0.008
5-Jan-17 833.15 5634.95 245.35 8273.8 0.014 0.024 0.010
6-Jan-17 833.75 5615.55 245.9 8243.8 0.001 -0.003 0.002
9-Jan-17 831.05 5658.5 247.05 8236.05 -0.003 0.008 0.005
10-Jan-17 830.55 5674.85 248.3 8288.6 -0.001 0.003 0.005
11-Jan-17 841.5 5762.35 252.15 8380.65 0.013 0.015 0.015
12-Jan-17 825.9 5777.35 251.25 8407.2 -0.019 0.003 -0.004
13-Jan-17 827.95 5699.5 250.9 8400.35 0.002 -0.014 -0.001
16-Jan-17 827.5 5676.9 255.75 8412.8 -0.001 -0.004 0.019
17-Jan-17 840.65 5669.4 256 8398 0.016 -0.001 0.001
18-Jan-17 864.95 5684.45 258.35 8417 0.028 0.003 0.009
19-Jan-17 860.3 5718.35 258.4 8435.1 -0.005 0.006 0.000
 20-Jan-17 860.45 5668.95 251.05 8349.35 0.000 -0.009 -0.029
23-Jan-17 862.4 5700 254.15 8391.5 0.002 0.005 0.012
24-Jan-17 860.35 5737.2 254.9 8475.8 -0.002 0.007 0.003
25-Jan-17 869.2 5802.55 259.2 8602.75 0.010 0.011 0.017
27-Jan-17 855.95 5915.9 266.45 8641.25 -0.015 0.019 0.028
30-Jan-17 853.55 5894.95 263.95 8632.75 -0.003 -0.004 -0.009
31-Jan-17 855.4 5894.25 260.35 8561.3 0.002 0.000 -0.014
1-Feb-17 854.05 6179.2 270.7 8716.4 -0.002 0.047 0.039
2-Feb-17 845.3 6144.35 273.3 8734.25 -0.010 -0.006 0.010
3-Feb-17 849.75 6115.45 277.55 8740.95 0.005 -0.005 0.015
6-Feb-17 860.55 6149.7 277.05 8801.05 0.013 0.006 -0.002
7-Feb-17 855.25 6213.2 277.9 8768.3 -0.006 0.010 0.003
8-Feb-17 852.95 6194.65 277.2 8769.05 -0.003 -0.003 -0.003
9-Feb-17 850.75 6157.1 275.85 8778.4 -0.003 -0.006 -0.005
10-Feb-17 850.9 6112.25 276.35 8793.55 0.000 -0.007 0.002
13-Feb-17 862.3 6022 271.65 8805.05 0.013 -0.015 -0.017
14-Feb-17 848.15 5939.85 270.2 8792.3 -0.017 -0.014 -0.005
15-Feb-17 850.05 5862.7 268.95 8724.7 0.002 -0.013 -0.005
16-Feb-17 846.1 6024.55 270.5 8778 -0.005 0.027 0.006
17-Feb-17 841.25 5989.75 269.35 8821.7 -0.006 -0.006 -0.004
20-Feb-17 854.45 6093.15 269.65 8879.2 0.016 0.017 0.001
21-Feb-17 862.75 6063.15 270.7 8907.85 0.010 -0.005 0.004
22-Feb-17 864.15 6079.65 272.3 8926.9 0.002 0.003 0.006
23-Feb-17 858.25 6031 270.45 8939.5 -0.007 -0.008 -0.007
27-Feb-17 866.45 5951.5 268.25 8896.7 0.010 -0.013 -0.008
28-Feb-17 865.9 5922.5 269.2 8879.6 -0.001 -0.005 0.004
1-Mar-17 875.5 5919.6 271.75 8945.8 0.011 0.000 0.009
2-Mar-17 877.5 5918.75 267.3 8899.75 0.002 0.000 -0.017
3-Mar-17 877.15 5887.75 265.05 8897.55 0.000 -0.005 -0.008
6-Mar-17 873.1 5934.85 269.85 8963.45 -0.005 0.008 0.018
7-Mar-17 872.05 5888.5 267.8 8946.9 -0.001 -0.008 -0.008
8-Mar-17 871.3 5864.15 269.9 8924.3 -0.001 -0.004 0.008
9-Mar-17 870.3 5964.4 273.25 8927 -0.001 0.017 0.012
10-Mar-17 875.2 5955.6 272.05 8934.55 0.006 -0.001 -0.004
14-Mar-17 913.75 6132.4 274.65 9087 0.043 0.029 0.010
15-Mar-17 900.5 6137.35 277.35 9084.8 -0.015 0.001 0.010
16-Mar-17 906.2 6155.45 279.3 9153.7 0.006 0.003 0.007
17-Mar-17 902.55 6192.6 274.15 9160.05 -0.004 0.006 -0.019
20-Mar-17 898.45 6158.9 273.9 9126.85 -0.005 -0.005 -0.001
21-Mar-17 903.45 6076.3 272.35 9121.5 0.006 -0.014 -0.006
22-Mar-17 904.95 6005.8 267.5 9030.45 0.002 -0.012 -0.018
23-Mar-17 902 6034.8 268.5 9086.3 -0.003 0.005 0.004
24-Mar-17 900.2 6004.65 276.5 9108 -0.002 -0.005 0.029
27-Mar-17 898.8 5985.8 279.45 9045.2 -0.002 -0.003 0.011
28-Mar-17 903.1 5974.25 282.1 9100.8 0.005 -0.002 0.009
29-Mar-17 912.55 5944.15 288.45 9143.8 0.010 -0.005 0.022
30-Mar-17 919.2 5956.6 291.05 9173.75 0.007 0.002 0.009
31-Mar-17 911.75 6015.7 293.4 9173.75 -0.008 0.010 0.008
3-Apr-17 920.65 6072 293.15 9237.85 0.010 0.009 -0.001
5-Apr-17 935.35 6342.4 297.35 9265.15 0.016 0.044 0.014
6-Apr-17 934.65 6291.65 292.85 9261.95 -0.001 -0.008 -0.015
7-Apr-17 924.5 6259.35 289.45 9198.3 -0.011 -0.005 -0.012
10-Apr-17 925.95 6268.85 289.35 9181.45 0.002 0.002 0.000
11-Apr-17 923.7 6247.8 294.5 9237 -0.002 -0.003 0.018
12-Apr-17 923.75 6154.5 290.15 9203.45 0.000 -0.015 -0.015
13-Apr-17 923.85 6077.95 291.55 9150.8 0.000 -0.013 0.005
17-Apr-17 914.05 6115.55 289.9 9139.3 -0.011 0.006 -0.006
18-Apr-17 912.75 6137.15 290.3 9105.15 -0.001 0.004 0.001
19-Apr-17 908.55 6196.95 284.05 9103.5 -0.005 0.010 -0.022
20-Apr-17 915.7 6273.5 284.8 9136.4 0.008 0.012 0.003
21-Apr-17 906.4 6185.8 282.2 9119.4 -0.010 -0.014 -0.009
24-Apr-17 904.55 6318.35 286.05 9217.95 -0.002 0.021 0.014
25-Apr-17 924 6337.2 286.05 9306.6 0.021 0.003 0.000
26-Apr-17 941.35 6406.3 286.45 9351.85 0.019 0.011 0.001
27-Apr-17 947.3 6374.05 282.05 9342.15 0.006 -0.005 -0.015
28-Apr-17 934.95 6524.85 289.75 9304.05 -0.013 0.023 0.027
2-May-17 928.1 6705.5 288.3 9313.8 -0.007 0.027 -0.005
3-May-17 934 6644 289.8 9311.95 0.006 -0.009 0.005
4-May-17 956.7 6639.8 299.05 9359.9 0.024 -0.001 0.031
5-May-17 953.9 6654.15 296 9285.3 -0.003 0.002 -0.010
8-May-17 954.85 6630.55 299.4 9314.05 0.001 -0.004 0.011
9-May-17 952.05 6629.3 296.5 9316.85 -0.003 0.000 -0.010
10-May-17 996.35 6737.75 294.45 9407.3 0.045 0.016 -0.007
11-May-17 978.75 6762.5 298.1 9422.4 -0.018 0.004 0.012
12-May-17 980.2 6730.2 297.9 9400.9 0.001 -0.005 -0.001
15-May-17 983.25 6823.9 301.4 9445.4 0.003 0.014 0.012
16-May-17 1000.4 6953.95 307.5 9512.25 0.017 0.019 0.020
17-May-17 1009.4 6958.2 307.65 9525.75 0.009 0.001 0.000
18-May-17 990.25 6831.05 302.95 9429.45 -0.019 -0.018 -0.015
19-May-17 1008 6790.55 308 9427.9 0.018 -0.006 0.017
22-May-17 1018.6 6701.7 294.3 9438.25 0.010 -0.013 -0.046
23-May-17 1024.8 6878.85 288.85 9386.15 0.006 0.026 -0.019
24-May-17 1038.05 6869.65 283.15 9360.55 0.013 -0.001 -0.020
25-May-17 1043.45 6985.7 290.1 9509.75 0.005 0.017 0.024
26-May-17 1040.95 7064.8 288.45 9595.1 -0.002 0.011 -0.006
29-May-17 1072.25 7134.45 284 9604.9 0.030 0.010 -0.016
30-May-17 1072.6 7147.5 288.85 9624.55 0.000 0.002 0.017
31-May-17 1067 7211 288.3 9621.25 -0.005 0.009 -0.002
1-Jun-17 1095.35 7146.6 287.45 9616.1 0.026 -0.009 -0.003
2-Jun-17 1086.4 7114.7 287.05 9653.5 -0.008 -0.004 -0.001
 5-Jun-17 1097.75 7125.7 287.25 9675.1 0.010 0.002 0.001
6-Jun-17 1091.55 7112.1 287.3 9637.15 -0.006 -0.002 0.000
7-Jun-17 1106.35 7205.7 290.55 9663.9 0.013 0.013 0.011
8-Jun-17 1093.5 7249.5 288.6 9647.25 -0.012 0.006 -0.007
9-Jun-17 1095.35 7464.85 288.55 9668.25 0.002 0.029 0.000
12-Jun-17 1099.65 7373.65 284.95 9616.4 0.004 -0.012 -0.013
13-Jun-17 1102.75 7348.95 283.85 9606.9 0.003 -0.003 -0.004
14-Jun-17 1113.7 7351.05 284.2 9618.15 0.010 0.000 0.001
15-Jun-17 1104 7312.3 284 9578.05 -0.009 -0.005 -0.001
16-Jun-17 1091.8 7263.9 285.95 9588.05 -0.011 -0.007 0.007
19-Jun-17 1095.65 7249.25 288.85 9657.55 0.004 -0.002 0.010
20-Jun-17 1093.05 7207.25 290.1 9653.5 -0.002 -0.006 0.004
21-Jun-17 1123.45 7268.2 290.9 9633.6 0.027 0.008 0.003
22-Jun-17 1094.05 7316.1 294.5 9630 -0.027 0.007 0.012
23-Jun-17 1097.9 7219.15 288.95 9574.95 0.004 -0.013 -0.019
27-Jun-17 1092.1 7183.35 279.65 9511.4 -0.005 -0.005 -0.033
28-Jun-17 1090 7225.05 276.4 9491.25 -0.002 0.006 -0.012
29-Jun-17 1088.1 7224.35 272.45 9504.1 -0.002 0.000 -0.014
30-Jun-17 1079.6 7217.6 273.65 9520.9 -0.008 -0.001 0.004
3-Jul-17 1097.75 7354 274.85 9615 0.017 0.019 0.004
4-Jul-17 1088.1 7376.15 273 9613.3 -0.009 0.003 -0.007
5-Jul-17 1096.7 7377.65 274.9 9637.6 0.008 0.000 0.007
6-Jul-17 1092.5 7474.05 281 9674.55 -0.004 0.013 0.022
7-Jul-17 1097.7 7432.8 280.1 9665.8 0.005 -0.006 -0.003
10-Jul-17 1096.25 7430.45 285.55 9771.05 -0.001 0.000 0.019
11-Jul-17 1106.45 7457 283.55 9786.05 0.009 0.004 -0.007
12-Jul-17 1131.65 7476.65 287.65 9816.1 0.023 0.003 0.014
13-Jul-17 1134.7 7567.55 288.75 9891.7 0.003 0.012 0.004
14-Jul-17 1139.3 7557.25 291.6 9886.35 0.004 -0.001 0.010
17-Jul-17 1152.95 7522.3 293 9915.95 0.012 -0.005 0.005
18-Jul-17 1157.85 7549.35 291 9827.15 0.004 0.004 -0.007
19-Jul-17 1154.35 7561.5 293.3 9899.6 -0.003 0.002 0.008
20-Jul-17 1152.9 7490.95 290.95 9873.3 -0.001 -0.009 -0.008
21-Jul-17 1158.65 7543 290.65 9915.25 0.005 0.007 -0.001
24-Jul-17 1159.35 7554.55 294.55 9966.4 0.001 0.002 0.013
25-Jul-17 1149.6 7504.85 296.1 9964.55 -0.008 -0.007 0.005
26-Jul-17 1164.55 7565.25 295.8 10020.65 0.013 0.008 -0.001
27-Jul-17 1171.9 7599.6 298.35 10020.55 0.006 0.005 0.009
28-Jul-17 1153.85 7630.45 299.1 10014.5 -0.016 0.004 0.003
31-Jul-17 1155.75 7750.05 312.5 10077.1 0.002 0.016 0.044
1-Aug-17 1173.95 7856.1 309 10114.65 0.016 0.014 -0.011
2-Aug-17 1168.75 7795.5 307.7 10081.5 -0.004 -0.008 -0.004
3-Aug-17 1169.9 7737.4 300.55 10013.65 0.001 -0.007 -0.024
4-Aug-17 1192.1 7770.3 305.25 10066.4 0.019 0.004 0.016
7-Aug-17 1186.3 7838.65 311.2 10057.4 -0.005 0.009 0.019
 8-Aug-17 1191 7755.9 303.65 9978.55 0.004 -0.011 -0.025
9-Aug-17 1185.35 7661.6 302.3 9908.05 -0.005 -0.012 -0.004
10-Aug-17 1170.7 7578.75 296.7 9820.25 -0.012 -0.011 -0.019
11-Aug-17 1152.8 7457.4 280.15 9710.8 -0.015 -0.016 -0.057
14-Aug-17 1155.7 7608.45 278.2 9794.15 0.003 0.020 -0.007
16-Aug-17 1186.35 7701.15 283.1 9897.3 0.026 0.012 0.017
17-Aug-17 1177.3 7582.45 280.85 9904.15 -0.008 -0.016 -0.008
18-Aug-17 1202.2 7598.8 278.7 9837.4 0.021 0.002 -0.008
21-Aug-17 1191.45 7501.9 274.65 9754.35 -0.009 -0.013 -0.015
22-Aug-17 1199.6 7496.1 273.9 9765.55 0.007 -0.001 -0.003
23-Aug-17 1188.15 7573.05 279 9852.5 -0.010 0.010 0.018
24-Aug-17 1179.7 7612.85 280.3 9857.05 -0.007 0.005 0.005
28-Aug-17 1199.7 7579 279.35 9912.8 0.017 -0.004 -0.003
29-Aug-17 1190.45 7521.5 277 9796.05 -0.008 -0.008 -0.008
30-Aug-17 1204.3 7557.45 276.6 9884.4 0.012 0.005 -0.001
31-Aug-17 1219.75 7700.3 277.75 9917.9 0.013 0.019 0.004
1-Sep-17 1216.15 7812.3 277.85 9974.4 -0.003 0.014 0.000
4-Sep-17 1197.15 7821.5 277.75 9912.85 -0.016 0.001 0.000
5-Sep-17 1205.2 7817.2 276.55 9952.2 0.007 -0.001 -0.004
6-Sep-17 1206.4 7846.65 274.25 9916.2 0.001 0.004 -0.008
7-Sep-17 1208.75 7919.2 274.2 9929.9 0.002 0.009 0.000
8-Sep-17 1207.55 7970.75 271.8 9934.8 -0.001 0.006 -0.009
11-Sep-17 1219.9 8142.4 270.95 10006.05 0.010 0.021 -0.003
12-Sep-17 1249.8 8154.5 273.45 10093.05 0.024 0.001 0.009
13-Sep-17 1250.95 8122.6 273.4 10079.3 0.001 -0.004 0.000
14-Sep-17 1247.85 8070.25 274.2 10086.6 -0.002 -0.006 0.003
15-Sep-17 1246 8099.75 271.5 10085.4 -0.001 0.004 -0.010
eturn
HUL MARUTI SBIN
Nifty
0.004 Average Return, E(Rj) 0.12% 0.159% 0.02%
0.003 Std. Dev., s j 1.11% 1.34% 1.56%
-0.004 CORRELATION, r i,j
0.000 HUL-MARUTI 0.27
0.010 HUL-SBIN 0.06
-0.004 MARUTI-SBIN 0.28
-0.012
-0.002
0.004 PORTFOLIO Wt. Return Std. Dev.
-0.018 HINDUNILVR 0.4 0.12% 1.11%
0.002 MARUTI 0.3 0.16% 1.34%
0.015 SBIN 0.3 0.02% 1.56%
0.004
-0.003 Portfolio Return, E(Rp) 0.105%
-0.004 Portolio Variance, s 2
p 0.00812%
-0.001 Portolio Std. Dev., s p 0.90%
0.001
-0.016
0.001
-0.007
0.018
-0.002
0.005
-0.001
0.002
-0.002
-0.009
0.000
0.003
-0.001
0.000
-0.013
-0.003
-0.006
0.007
0.005
-0.013
0.011
-0.027
-0.023
0.000
-0.004
-0.001
-0.018
0.009
0.004
-0.008
0.019
0.002
0.002
0.010
-0.004
-0.013
0.005
0.002
-0.005
0.018
0.002
-0.011
0.006
-0.005
-0.004
-0.002
-0.004
-0.003
-0.003
-0.010
0.001
-0.010
0.016
0.000
0.009
0.010
-0.001
0.002
0.000
0.010
-0.004
-0.001
0.006
0.011
0.003
-0.001
0.001
-0.002
0.002
0.002
-0.010
0.005
0.010
0.015
0.004
-0.001
-0.008
0.018
0.002
0.001
0.007
-0.004
0.000
0.001
0.002
0.001
-0.001
-0.008
0.006
0.005
0.006
0.003
0.002
0.001
-0.005
-0.002
0.007
-0.005
0.000
0.007
-0.002
-0.003
0.000
0.001
0.017
0.000
0.008
0.001
-0.004
-0.001
-0.010
0.006
0.002
-0.007
0.006
 0.005
0.003
0.000
0.007
0.003
0.000
-0.007
-0.002
0.006
-0.004
-0.006
-0.001
-0.004
0.000
0.004
-0.002
0.011
0.010
0.005
-0.001
-0.004
0.001
0.000
0.005
-0.008
0.003
0.000
0.010
0.002
-0.002
0.005
0.007
0.001
-0.010
0.000
0.001
-0.006
-0.003
0.016
0.009
0.001
0.002
0.000
-0.001
0.004
 0.002
-0.004
0.003
-0.002
0.002
-0.005
-0.001
0.001
-0.004
0.001
0.007
0.000
-0.002
0.000
-0.006
-0.007
-0.002
0.001
0.002
0.010
0.000
0.003
0.004
-0.001
0.011
0.002
0.003
0.008
-0.001
0.003
-0.009
0.007
-0.003
0.004
0.005
0.000
0.006
0.000
-0.001
0.006
0.004
-0.003
-0.007
0.005
-0.001
-0.008
-0.007
-0.009
-0.011
0.009
0.010
0.001
-0.007
-0.008
0.001
0.009
0.000
0.006
-0.012
0.009
0.003
0.006
-0.006
0.004
-0.004
0.001
0.000
0.007
0.009
-0.001
0.001
0.000
 Return Market
HUL MARUTI SBIN Nifty Variance, s 2m 0.0000459
-0.003 0.022 -0.007 0.004 E(Rm) 0.06% <---- this calculation actual
0.000 -0.015 0.005 0.003 Covariance
-0.010 0.004 -0.005 -0.004 HUL, MKt. 0.0000283
0.011 -0.002 -0.013 0.000 MARUTI, MKT. 0.0000560
-0.003 0.017 0.027 0.010 SBIN, MKT. 0.0000587
0.000 0.001 -0.013 -0.004
-0.020 -0.006 -0.011 -0.012
0.005 -0.010 -0.011 -0.002 PORTFOLIO Wt.
-0.011 0.002 0.019 0.004 HINDUNILVR 0.4
-0.010 -0.015 -0.026 -0.018 MARUTI 0.3
-0.012 0.007 0.016 0.002 SBIN 0.3
0.001 0.037 0.016 0.015
-0.010 0.000 0.017 0.004 Portfolio Beta 1.00
0.012 0.002 0.004 -0.003
0.015 0.004 -0.016 -0.004
-0.008 -0.005 0.007 -0.001
-0.001 0.005 -0.008 0.001
-0.016 0.001 -0.027 -0.016
-0.023 -0.005 0.010 0.001
0.008 -0.016 0.004 -0.007
0.007 0.005 0.015 0.018
-0.011 -0.004 -0.006 -0.002
-0.007 0.007 0.019 0.005
0.013 0.001 -0.007 -0.001
-0.003 0.011 0.017 0.002
-0.019 0.012 -0.006 -0.002
0.013 0.015 -0.010 -0.009
-0.003 -0.002 -0.013 0.000
-0.005 0.003 0.010 0.003
0.003 0.003 -0.002 -0.001
-0.005 -0.003 0.005 0.000
0.007 -0.014 -0.031 -0.013
-0.002 0.002 -0.022 -0.003
0.010 -0.017 -0.011 -0.006
-0.012 0.002 0.040 0.007
0.008 -0.008 0.000 0.005
-0.019 -0.050 0.029 -0.013
-0.012 -0.012 0.079 0.011
-0.021 -0.037 -0.030 -0.027
0.005 -0.058 0.019 -0.023
0.004 0.029 -0.004 0.000
0.004 -0.013 0.001 -0.004
-0.011 0.005 -0.006 -0.001
-0.006 -0.034 -0.069 -0.018
0.027 0.030 0.000 0.009
0.014 -0.011 0.005 0.004
-0.008 -0.010 0.012 -0.008
0.010 0.009 -0.003 0.019
0.005 0.004 -0.029 0.002
-0.006 0.039 -0.003 0.002
0.013 0.034 0.022 0.010
0.005 -0.003 -0.011 -0.004
-0.020 -0.036 -0.006 -0.013
0.016 0.026 0.011 0.005
-0.011 -0.013 0.009 0.002
-0.003 -0.004 -0.014 -0.005
0.011 0.023 0.017 0.018
0.002 0.000 0.026 0.002
-0.015 -0.017 -0.011 -0.011
-0.002 0.004 0.009 0.006
-0.011 -0.004 -0.012 -0.005
-0.007 0.002 0.009 -0.004
0.001 0.007 -0.002 -0.002
-0.009 -0.014 -0.013 -0.004
-0.010 -0.001 -0.026 -0.003
-0.006 0.006 0.003 -0.003
-0.012 -0.010 -0.022 -0.010
0.003 0.022 -0.003 0.001
0.015 -0.006 -0.020 -0.010
0.006 0.011 0.018 0.016
0.004 0.001 -0.004 0.000
0.010 0.016 0.000 0.009
0.010 0.001 0.010 0.010
-0.001 0.027 -0.027 -0.001
0.005 0.008 0.005 0.002
-0.010 -0.001 -0.008 0.000
0.014 0.024 0.010 0.010
0.001 -0.003 0.002 -0.004
-0.003 0.008 0.005 -0.001
-0.001 0.003 0.005 0.006
0.013 0.015 0.015 0.011
-0.019 0.003 -0.004 0.003
0.002 -0.014 -0.001 -0.001
-0.001 -0.004 0.019 0.001
0.016 -0.001 0.001 -0.002
0.028 0.003 0.009 0.002
-0.005 0.006 0.000 0.002
0.000 -0.009 -0.029 -0.010
 0.002 0.005 0.012 0.005
-0.002 0.007 0.003 0.010
0.010 0.011 0.017 0.015
-0.015 0.019 0.028 0.004
-0.003 -0.004 -0.009 -0.001
0.002 0.000 -0.014 -0.008
-0.002 0.047 0.039 0.018
-0.010 -0.006 0.010 0.002
0.005 -0.005 0.015 0.001
0.013 0.006 -0.002 0.007
-0.006 0.010 0.003 -0.004
-0.003 -0.003 -0.003 0.000
-0.003 -0.006 -0.005 0.001
0.000 -0.007 0.002 0.002
0.013 -0.015 -0.017 0.001
-0.017 -0.014 -0.005 -0.001
0.002 -0.013 -0.005 -0.008
-0.005 0.027 0.006 0.006
-0.006 -0.006 -0.004 0.005
0.016 0.017 0.001 0.006
0.010 -0.005 0.004 0.003
0.002 0.003 0.006 0.002
-0.007 -0.008 -0.007 0.001
0.010 -0.013 -0.008 -0.005
-0.001 -0.005 0.004 -0.002
0.011 0.000 0.009 0.007
0.002 0.000 -0.017 -0.005
0.000 -0.005 -0.008 0.000
-0.005 0.008 0.018 0.007
-0.001 -0.008 -0.008 -0.002
-0.001 -0.004 0.008 -0.003
-0.001 0.017 0.012 0.000
0.006 -0.001 -0.004 0.001
0.043 0.029 0.010 0.017
-0.015 0.001 0.010 0.000
0.006 0.003 0.007 0.008
-0.004 0.006 -0.019 0.001
-0.005 -0.005 -0.001 -0.004
0.006 -0.014 -0.006 -0.001
0.002 -0.012 -0.018 -0.010
-0.003 0.005 0.004 0.006
-0.002 -0.005 0.029 0.002
-0.002 -0.003 0.011 -0.007
0.005 -0.002 0.009 0.006
0.010 -0.005 0.022 0.005
 0.007 0.002 0.009 0.003
-0.008 0.010 0.008 0.000
0.010 0.009 -0.001 0.007
0.016 0.044 0.014 0.003
-0.001 -0.008 -0.015 0.000
-0.011 -0.005 -0.012 -0.007
0.002 0.002 0.000 -0.002
-0.002 -0.003 0.018 0.006
0.000 -0.015 -0.015 -0.004
0.000 -0.013 0.005 -0.006
-0.011 0.006 -0.006 -0.001
-0.001 0.004 0.001 -0.004
-0.005 0.010 -0.022 0.000
0.008 0.012 0.003 0.004
-0.010 -0.014 -0.009 -0.002
-0.002 0.021 0.014 0.011
0.021 0.003 0.000 0.010
0.019 0.011 0.001 0.005
0.006 -0.005 -0.015 -0.001
-0.013 0.023 0.027 -0.004
-0.007 0.027 -0.005 0.001
0.006 -0.009 0.005 0.000
0.024 -0.001 0.031 0.005
-0.003 0.002 -0.010 -0.008
0.001 -0.004 0.011 0.003
-0.003 0.000 -0.010 0.000
0.045 0.016 -0.007 0.010
-0.018 0.004 0.012 0.002
0.001 -0.005 -0.001 -0.002
0.003 0.014 0.012 0.005
0.017 0.019 0.020 0.007
0.009 0.001 0.000 0.001
-0.019 -0.018 -0.015 -0.010
0.018 -0.006 0.017 0.000
0.010 -0.013 -0.046 0.001
0.006 0.026 -0.019 -0.006
0.013 -0.001 -0.020 -0.003
0.005 0.017 0.024 0.016
-0.002 0.011 -0.006 0.009
0.030 0.010 -0.016 0.001
0.000 0.002 0.017 0.002
-0.005 0.009 -0.002 0.000
0.026 -0.009 -0.003 -0.001
-0.008 -0.004 -0.001 0.004
0.010 0.002 0.001 0.002
-0.006 -0.002 0.000 -0.004
0.013 0.013 0.011 0.003
-0.012 0.006 -0.007 -0.002
0.002 0.029 0.000 0.002
0.004 -0.012 -0.013 -0.005
0.003 -0.003 -0.004 -0.001
0.010 0.000 0.001 0.001
-0.009 -0.005 -0.001 -0.004
-0.011 -0.007 0.007 0.001
0.004 -0.002 0.010 0.007
-0.002 -0.006 0.004 0.000
0.027 0.008 0.003 -0.002
-0.027 0.007 0.012 0.000
0.004 -0.013 -0.019 -0.006
-0.005 -0.005 -0.033 -0.007
-0.002 0.006 -0.012 -0.002
-0.002 0.000 -0.014 0.001
-0.008 -0.001 0.004 0.002
0.017 0.019 0.004 0.010
-0.009 0.003 -0.007 0.000
0.008 0.000 0.007 0.003
-0.004 0.013 0.022 0.004
0.005 -0.006 -0.003 -0.001
-0.001 0.000 0.019 0.011
0.009 0.004 -0.007 0.002
0.023 0.003 0.014 0.003
0.003 0.012 0.004 0.008
0.004 -0.001 0.010 -0.001
0.012 -0.005 0.005 0.003
0.004 0.004 -0.007 -0.009
-0.003 0.002 0.008 0.007
-0.001 -0.009 -0.008 -0.003
0.005 0.007 -0.001 0.004
0.001 0.002 0.013 0.005
-0.008 -0.007 0.005 0.000
0.013 0.008 -0.001 0.006
0.006 0.005 0.009 0.000
-0.016 0.004 0.003 -0.001
0.002 0.016 0.044 0.006
0.016 0.014 -0.011 0.004
-0.004 -0.008 -0.004 -0.003
0.001 -0.007 -0.024 -0.007
0.019 0.004 0.016 0.005
-0.005 0.009 0.019 -0.001
0.004 -0.011 -0.025 -0.008
-0.005 -0.012 -0.004 -0.007
-0.012 -0.011 -0.019 -0.009
-0.015 -0.016 -0.057 -0.011
0.003 0.020 -0.007 0.009
0.026 0.012 0.017 0.010
-0.008 -0.016 -0.008 0.001
0.021 0.002 -0.008 -0.007
-0.009 -0.013 -0.015 -0.008
0.007 -0.001 -0.003 0.001
-0.010 0.010 0.018 0.009
-0.007 0.005 0.005 0.000
0.017 -0.004 -0.003 0.006
-0.008 -0.008 -0.008 -0.012
0.012 0.005 -0.001 0.009
0.013 0.019 0.004 0.003
-0.003 0.014 0.000 0.006
-0.016 0.001 0.000 -0.006
0.007 -0.001 -0.004 0.004
0.001 0.004 -0.008 -0.004
0.002 0.009 0.000 0.001
-0.001 0.006 -0.009 0.000
0.010 0.021 -0.003 0.007
0.024 0.001 0.009 0.009
0.001 -0.004 0.000 -0.001
-0.002 -0.006 0.003 0.001
-0.001 0.004 -0.010 0.000
<---- this calculation actually is not useful here!
Beta
HUL 0.6
MARUTI 1.2
SBIN 1.3