PNB Bank Nifty

Date Close Price Close

1-Apr-09 405.75 4211.45 0.962004
2-Apr-09 428.85 4426.05 0.05537 0.049701
6-Apr-09 450.25 4487.1 0.048696 0.013699
8-Apr-09 448.15 4479.35 -0.004675 -0.001729
9-Apr-09 454.6 4584.8 0.01429 0.023269 0.000427 covarince
13-Apr-09 452 4818 -0.005736 0.049612 0.000545 variance bankex
15-Apr-09 475.1 5049.45 0.049843 0.04692 0.783701 beta
16-Apr-09 484.9 4915.75 0.020417 -0.026835
17-Apr-09 492 5056.9 0.014536 0.028309 0.00041 Difference of Average return
20-Apr-09 485.05 5009.2 -0.014227 -0.009477 0.023848 Std dev of Pnb Returns
21-Apr-09 465.75 4853.9 -0.040603 -0.031494 0.017212 Sharpe
22-Apr-09 471.5 4813.3 0.01227 -0.0084 0.000524 Treynor
23-Apr-09 493.85 4968.4 0.046313 0.031715
24-Apr-09 518.45 5125.35 0.048612 0.031101
27-Apr-09 523.15 5182.75 0.009025 0.011137
28-Apr-09 471.9 4931.3 -0.103101 -0.049733
29-Apr-09 477.9 5130.95 0.012634 0.039688
4-May-09 503.3 5504.05 0.051785 0.070193
5-May-09 503.85 5596.2 0.001092 0.016604
6-May-09 506.1 5446.45 0.004456 -0.027124
7-May-09 524.75 5577.3 0.036188 0.023741
8-May-09 528.75 5409.75 0.007594 -0.030502
11-May-09 522.15 5343.6 -0.012561 -0.012303
12-May-09 550.1 5585.55 0.052145 0.044283
13-May-09 562.75 5523.75 0.022735 -0.011126
14-May-09 562.25 5495.1 -0.000889 -0.0052
15-May-09 574.75 5695.05 0.021989 0.035741
18-May-09 657.75 6766.55 0.13489 0.172394
19-May-09 689.4 7268.2 0.046997 0.071517
20-May-09 676.65 7144.75 -0.018668 -0.017131
21-May-09 668.75 6934.55 -0.011744 -0.029862
22-May-09 663.15 7036.3 -0.008409 0.014566
25-May-09 642.85 7064.7 -0.03109 0.004028
26-May-09 638.7 6851.1 -0.006477 -0.030701
27-May-09 658.7 7215.2 0.030833 0.051781
28-May-09 664.3 7338.6 0.008466 0.016958
29-May-09 670.8 7416 0.009737 0.010492
1-Jun-09 663.5 7364.05 -0.010942 -0.00703
2-Jun-09 646.3 7343.2 -0.026265 -0.002835
3-Jun-09 657.2 7262.3 0.016725 -0.011078
4-Jun-09 661.65 7349.9 0.006748 0.01199
5-Jun-09 654.25 7343.3 -0.011247 -0.000898
8-Jun-09 606.45 6975.05 -0.075867 -0.051449
 9-Jun-09 610.85 7185.75 0.007229 0.02976
10-Jun-09 632.5 7338.95 0.034829 0.021096
11-Jun-09 612.65 7251.65 -0.031886 -0.011967
12-Jun-09 593 7083.1 -0.032599 -0.023517
15-Jun-09 611.4 7081.2 0.030557 -0.000268
16-Jun-09 630.85 7274.15 0.031317 0.026884
17-Jun-09 614.85 7081.75 -0.02569 -0.026806
18-Jun-09 617.2 7081.15 0.003815 -8.47E-05
19-Jun-09 642.05 7223.55 0.039473 0.01991
22-Jun-09 648.7 7229.55 0.010304 0.00083
23-Jun-09 625.15 7091.3 -0.036979 -0.019308
24-Jun-09 623.7 7107.9 -0.002322 0.002338
25-Jun-09 631.45 7123 0.012349 0.002122
26-Jun-09 655.2 7398.45 0.036922 0.037942
29-Jun-09 680.05 7508.6 0.037226 0.014779
30-Jun-09 677.75 7338.85 -0.003388 -0.022867
1-Jul-09 683.9 7452.6 0.009033 0.015381
2-Jul-09 667.7 7397.95 -0.023973 -0.00736
3-Jul-09 694.45 7566.05 0.039281 0.022468
6-Jul-09 641.35 6946.45 -0.079545 -0.08544
7-Jul-09 624.2 6952.6 -0.027104 0.000885
8-Jul-09 622.45 6661.75 -0.002808 -0.042733
9-Jul-09 620.25 6672.75 -0.003541 0.00165
10-Jul-09 615.9 6520.6 -0.007038 -0.023066
13-Jul-09 614.4 6531.3 -0.002438 0.00164
14-Jul-09 643 6756.4 0.045499 0.033884
15-Jul-09 662.85 6938.7 0.030404 0.026624
16-Jul-09 676.15 6912.4 0.019866 -0.003798
17-Jul-09 691.15 7231.05 0.021942 0.045067
20-Jul-09 724.2 7530.2 0.046711 0.040537
21-Jul-09 707.9 7430.4 -0.022765 -0.013342
22-Jul-09 706.65 7329.55 -0.001767 -0.013666
23-Jul-09 737.5 7473.5 0.042731 0.019449
24-Jul-09 716.2 7385.55 -0.029307 -0.011838
27-Jul-09 727 7398.65 0.014967 0.001772
28-Jul-09 723.3 7312.55 -0.005102 -0.011706
29-Jul-09 747.6 7224.2 0.033044 -0.012156
30-Jul-09 705 7389.7 -0.05867 0.022651
31-Jul-09 690.25 7544.5 -0.021144 0.020732
3-Aug-09 704.5 7650.1 0.020434 0.0139
4-Aug-09 707.3 7617.8 0.003967 -0.004231
5-Aug-09 710.1 7607.5 0.003951 -0.001353
6-Aug-09 688.05 7471.8 -0.031544 -0.017999
7-Aug-09 663.95 7249.5 -0.035655 -0.030203
10-Aug-09 659.5 7160 -0.006725 -0.012423
11-Aug-09 677.1 7218.25 0.026337 0.008103
12-Aug-09 675.65 7172.05 -0.002144 -0.006421
13-Aug-09 701.6 7472.4 0.037688 0.041025
14-Aug-09 693.4 7418.95 -0.011756 -0.007179
17-Aug-09 667.85 7104.85 -0.037543 -0.04326
18-Aug-09 665.7 7207.25 -0.003224 0.01431
19-Aug-09 662.8 7106.7 -0.004366 -0.014049
20-Aug-09 664.9 7261.2 0.003163 0.021507
21-Aug-09 673.7 7377.1 0.013148 0.015836
24-Aug-09 681.55 7507.4 0.011585 0.017509
25-Aug-09 671.7 7424.5 -0.014558 -0.011104
26-Aug-09 671.05 7418.35 -0.000968 -0.000829
27-Aug-09 662.2 7385.65 -0.013276 -0.004418
28-Aug-09 678.4 7482.4 0.024169 0.013015
31-Aug-09 682.45 7431.65 0.005952 -0.006806
1-Sep-09 684.15 7377.2 0.002488 -0.007354
2-Sep-09 678.95 7339.55 -0.00763 -0.005117
3-Sep-09 678.4 7351 -0.00081 0.001559
4-Sep-09 681.35 7444.15 0.004339 0.012592
7-Sep-09 686.7 7650.65 0.007821 0.027362
8-Sep-09 690.25 7717.9 0.005156 0.008752
9-Sep-09 701.05 7776.2 0.015525 0.007525
10-Sep-09 696.3 7828.3 -0.006799 0.006678
11-Sep-09 706.5 7914.95 0.014543 0.011008
14-Sep-09 724.75 7985.6 0.025504 0.008887
15-Sep-09 746 8210.7 0.028899 0.027798
16-Sep-09 774.9 8362.8 0.038008 0.018355
17-Sep-09 774.1 8433.35 -0.001033 0.008401
18-Sep-09 765.35 8379.25 -0.011368 -0.006436
22-Sep-09 774.1 8452 0.011368 0.008645
23-Sep-09 781.15 8423.7 0.009066 -0.003354
24-Sep-09 791.1 8545 0.012657 0.014297
25-Sep-09 788.3 8456.25 -0.003546 -0.010441
29-Sep-09 784.15 8487.7 -0.005278 0.003712
30-Sep-09 797.65 8812.35 0.01707 0.037536
1-Oct-09 810.05 8861.05 0.015426 0.005511
5-Oct-09 807.3 8661.7 -0.003401 -0.022754
6-Oct-09 807.85 8808.4 0.000681 0.016795
7-Oct-09 827.8 8750 0.024395 -0.006652
8-Oct-09 850.6 8834.6 0.02717 0.009622
9-Oct-09 822.65 8696.8 -0.033411 -0.015721
12-Oct-09 852.7 8963.8 0.035877 0.030239
14-Oct-09 851.1 9150 -0.001878 0.02056
15-Oct-09 857.45 9296.75 0.007433 0.015911
16-Oct-09 866.15 9526.7 0.010095 0.024434
17-Oct-09 866.9 9513.4 0.000866 -0.001397
20-Oct-09 860.9 9476.4 -0.006945 -0.003897
21-Oct-09 853.85 9273.05 -0.008223 -0.021692
22-Oct-09 849.65 9090.1 -0.004931 -0.019926
23-Oct-09 865.3 9188.4 0.018252 0.010756
26-Oct-09 846.05 9033.85 -0.022498 -0.016963
27-Oct-09 834.85 8698.8 -0.013326 -0.037794
28-Oct-09 851.8 8609.1 0.0201 -0.010365
29-Oct-09 838.3 8417.85 -0.015976 -0.022465
30-Oct-09 853.15 8438.6 0.017559 0.002462
3-Nov-09 838.75 8255.45 -0.017023 -0.021943
4-Nov-09 855.45 8506.75 0.019715 0.029986
5-Nov-09 867.55 8537.2 0.014046 0.003573
6-Nov-09 888.7 8723.75 0.024087 0.021616
9-Nov-09 908.25 9137.5 0.02176 0.046338
10-Nov-09 904.25 9179.5 -0.004414 0.004586
11-Nov-09 930.25 9337.6 0.028347 0.017077
12-Nov-09 909.3 9084.8 -0.022778 -0.027447
13-Nov-09 908.15 9155.65 -0.001266 0.007768
16-Nov-09 924.3 9266.4 0.017627 0.012024
17-Nov-09 923.4 9299.6 -0.000974 0.003576
18-Nov-09 913.15 9223.85 -0.011162 -0.008179
19-Nov-09 898.95 9041.65 -0.015673 -0.019951
20-Nov-09 914.45 9219.05 0.017095 0.01943
23-Nov-09 921.25 9274.1 0.007409 0.005954
24-Nov-09 916.3 9247.65 -0.005388 -0.002856
25-Nov-09 934.25 9303.15 0.0194 0.005984
26-Nov-09 915.3 9067.65 -0.020492 -0.02564
27-Nov-09 909.5 8945.05 -0.006357 -0.013613
30-Nov-09 903.3 9046.95 -0.00684 0.011327
1-Dec-09 920.7 9250.95 0.01908 0.022299
2-Dec-09 918.15 9327.25 -0.002773 0.008214
3-Dec-09 918.85 9345.25 0.000762 0.001928
4-Dec-09 921.3 9245.05 0.002663 -0.01078
7-Dec-09 918.25 9175.6 -0.003316 -0.00754
8-Dec-09 938.95 9290.1 0.022293 0.012402
9-Dec-09 933.1 9146.35 -0.00625 -0.015594
10-Dec-09 930.6 9205.65 -0.002683 0.006463
11-Dec-09 917.45 9097.2 -0.014231 -0.011851
14-Dec-09 914.4 8996.75 -0.00333 -0.011103
15-Dec-09 892.15 8734.45 -0.024634 -0.029588
16-Dec-09 890.5 8667.4 -0.001851 -0.007706
17-Dec-09 895.7 8697.2 0.005822 0.003432
18-Dec-09 887.7 8599.95 -0.008972 -0.011245
21-Dec-09 885.1 8609.55 -0.002933 0.001116
22-Dec-09 889.2 8712.5 0.004622 0.011887
23-Dec-09 904.75 8919.05 0.017336 0.023431
24-Dec-09 909.15 8968.1 0.004851 0.005484
29-Dec-09 914.35 8991.9 0.005703 0.00265
30-Dec-09 915.65 8994.6 0.001421 0.0003
31-Dec-09 906.2 9029.5 -0.010374 0.003873
4-Jan-10 925.5 9112.35 0.021074 0.009134
5-Jan-10 939.8 9192.15 0.015333 0.008719
6-Jan-10 935.35 9223 -0.004746 0.003351
7-Jan-10 922.5 9192.95 -0.013833 -0.003263
8-Jan-10 923.85 9160.7 0.001462 -0.003514
11-Jan-10 949.8 9173.55 0.027702 0.001402
12-Jan-10 926.05 8985.1 -0.025323 -0.020757
13-Jan-10 919.75 8926.1 -0.006826 -0.006588
14-Jan-10 923 8910.8 0.003527 -0.001716
15-Jan-10 908.5 8911.1 -0.015834 3.367E-05
18-Jan-10 919.75 9093.25 0.012307 0.020235
19-Jan-10 920.05 9135.9 0.000326 0.004679
20-Jan-10 928.45 9126.35 0.009089 -0.001046
21-Jan-10 904.15 8919.3 -0.026521 -0.022948
22-Jan-10 899.5 8772.65 -0.005156 -0.016579
25-Jan-10 900.45 8696.6 0.001056 -0.008707
27-Jan-10 860.8 8329.8 -0.045032 -0.043093
28-Jan-10 880.85 8423.85 0.023025 0.011228
29-Jan-10 898.65 8651.55 0.020006 0.026672
1-Feb-10 889.15 8649.25 -0.010628 -0.000266
2-Feb-10 868.8 8468.15 -0.023153 -0.021161
3-Feb-10 886.6 8631.85 0.020281 0.019147
4-Feb-10 874.2 8471.1 -0.014085 -0.018798
5-Feb-10 854.05 8223.25 -0.023319 -0.029695
6-Feb-10 855.45 8275.2 0.001638 0.006298
8-Feb-10 884.85 8342.2 0.03379 0.008064
9-Feb-10 888.3 8392.45 0.003891 0.006006
10-Feb-10 871.05 8290 -0.01961 -0.012283
11-Feb-10 884.45 8381.4 0.015267 0.010965
15-Feb-10 878.6 8312.7 -0.006636 -0.00823
16-Feb-10 888.15 8397.8 0.010811 0.010185
17-Feb-10 890.65 8551.5 0.002811 0.018137
18-Feb-10 896 8573.9 0.005989 0.002616
19-Feb-10 885.35 8487.1 -0.011957 -0.010175
22-Feb-10 883.5 8493.35 -0.002092 0.000736
23-Feb-10 883.25 8512.95 -0.000283 0.002305
24-Feb-10 870.85 8504.55 -0.014139 -0.000987
25-Feb-10 877.2 8537.8 0.007265 0.003902
26-Feb-10 901 8722.75 0.02677 0.021431
 2-Mar-10 918.95 8922.1 0.019726 0.022597
3-Mar-10 930.6 9039.45 0.012598 0.013067
4-Mar-10 931.1 9013.8 0.000537 -0.002842
5-Mar-10 927.75 9038.45 -0.003604 0.002731
8-Mar-10 927.15 9145.95 -0.000647 0.011823
9-Mar-10 921.45 9138.2 -0.006167 -0.000848
10-Mar-10 925.9 9119.25 0.004818 -0.002076
11-Mar-10 923.05 9186.85 -0.003083 0.007386
12-Mar-10 922.65 9172.9 -0.000433 -0.00152
15-Mar-10 923.2 9085.5 0.000596 -0.009574
16-Mar-10 924.35 9102.95 0.001245 0.001919
17-Mar-10 931.7 9188.4 0.00792 0.009343
18-Mar-10 939.1 9252.3 0.007911 0.00693
19-Mar-10 962.2 9270.8 0.0243 0.001998
22-Mar-10 950.45 9186.95 -0.012287 -0.009086
23-Mar-10 970.65 9222.9 0.02103 0.003906
25-Mar-10 1002.75 9318.25 0.032536 0.010285
26-Mar-10 1001.9 9456.2 -0.000848 0.014696
29-Mar-10 1003.55 9517.6 0.001646 0.006472
30-Mar-10 1007.7 9470.3 0.004127 -0.004982
31-Mar-10 1012.75 9459.6
nce of Average return
of Pnb Returns
 PNB Bankex
Date Close Price Close
1-Apr-09 405.75 4,602.15 0.959417
2-Apr-09 428.85 4,822.39 0.05537 0.046746
6-Apr-09 450.25 4,926.27 0.048696 0.021312
8-Apr-09 448.15 4,915.29 -0.004675 -0.002231
9-Apr-09 454.6 5,045.27 0.01429 0.0261 0.000422 covarince
13-Apr-09 452 5,301.15 -0.005736 0.049473 0.000553 variance bankex
15-Apr-09 475.1 5,541.45 0.049843 0.044332 0.762634 beta
16-Apr-09 484.9 5,369.17 0.020417 -0.031583
17-Apr-09 492 5,526.33 0.014536 0.028851 0.000286 Difference of Average return
20-Apr-09 485.05 5,473.45 -0.014227 -0.009615 0.023848 Std dev of Pnb Returns
21-Apr-09 465.75 5,316.70 -0.040603 -0.029056 0.012009 Sharpe
22-Apr-09 471.5 5,274.33 0.01227 -0.008001 0.000376 Treynor
23-Apr-09 493.85 5,441.19 0.046313 0.031146
24-Apr-09 518.45 5,591.70 0.048612 0.027286
27-Apr-09 523.15 5,726.59 0.009025 0.023837
28-Apr-09 471.9 5,441.75 -0.103101 -0.05102
29-Apr-09 477.9 5,685.22 0.012634 0.043769
4-May-09 503.3 6,133.53 0.051785 0.075901
5-May-09 503.85 6,278.16 0.001092 0.023307
6-May-09 506.1 6,093.64 0.004456 -0.029831
7-May-09 524.75 6,206.46 0.036188 0.018345
8-May-09 528.75 6,007.47 0.007594 -0.032587
11-May-09 522.15 5,962.56 -0.012561 -0.007504
12-May-09 550.1 6,250.68 0.052145 0.04719
13-May-09 562.75 6,179.39 0.022735 -0.011471
14-May-09 562.25 6,138.62 -0.000889 -0.00662
15-May-09 574.75 6,375.65 0.021989 0.037886
18-May-09 657.75 7,598.64 0.13489 0.175483
19-May-09 689.4 8,118.36 0.046997 0.066159
20-May-09 676.65 7,919.53 -0.018668 -0.024796
21-May-09 668.75 7,689.23 -0.011744 -0.029511
22-May-09 663.15 7,827.56 -0.008409 0.01783
25-May-09 642.85 7,851.27 -0.03109 0.003024
26-May-09 638.7 7,605.16 -0.006477 -0.031848
27-May-09 658.7 8,017.30 0.030833 0.052775
28-May-09 664.3 8,162.73 0.008466 0.017977
29-May-09 670.8 8,258.43 0.009737 0.011656
1-Jun-09 663.5 8,188.21 -0.010942 -0.008539
2-Jun-09 646.3 8,163.03 -0.026265 -0.00308
3-Jun-09 657.2 8,058.07 0.016725 -0.012941
4-Jun-09 661.65 8,164.65 0.006748 0.01314
5-Jun-09 654.25 8,204.28 -0.011247 0.004842
8-Jun-09 606.45 7,841.76 -0.075867 -0.045193
 9-Jun-09 610.85 8,040.65 0.007229 0.025047
10-Jun-09 632.5 8,240.65 0.034829 0.024569
11-Jun-09 612.65 8,212.73 -0.031886 -0.003394
12-Jun-09 593 8,038.62 -0.032599 -0.021428
15-Jun-09 611.4 8,021.13 0.030557 -0.002178
16-Jun-09 630.85 8,202.49 0.031317 0.022358
17-Jun-09 614.85 8,023.11 -0.02569 -0.022112
18-Jun-09 617.2 7,965.77 0.003815 -0.007173
19-Jun-09 642.05 8,111.04 0.039473 0.018072
22-Jun-09 648.7 8,124.14 0.010304 0.001614
23-Jun-09 625.15 7,950.32 -0.036979 -0.021628
24-Jun-09 623.7 7,940.87 -0.002322 -0.001189
25-Jun-09 631.45 7,970.86 0.012349 0.00377
26-Jun-09 655.2 8,314.61 0.036922 0.042222
29-Jun-09 680.05 8,417.86 0.037226 0.012341
30-Jun-09 677.75 8,211.48 -0.003388 -0.024822
1-Jul-09 683.9 8,321.05 0.009033 0.013255
2-Jul-09 667.7 8,278.07 -0.023973 -0.005179
3-Jul-09 694.45 8,459.70 0.039281 0.021704
6-Jul-09 641.35 7,768.63 -0.079545 -0.08522
7-Jul-09 624.2 7,804.66 -0.027104 0.004627
8-Jul-09 622.45 7,485.53 -0.002808 -0.041749
9-Jul-09 620.25 7,458.61 -0.003541 -0.003603
10-Jul-09 615.9 7,319.81 -0.007038 -0.018785
13-Jul-09 614.4 7,310.26 -0.002438 -0.001306
14-Jul-09 643 7,580.18 0.045499 0.036258
15-Jul-09 662.85 7,774.40 0.030404 0.025299
16-Jul-09 676.15 7,762.69 0.019866 -0.001507
17-Jul-09 691.15 8,132.16 0.021942 0.046498
20-Jul-09 724.2 8,487.30 0.046711 0.042744
21-Jul-09 707.9 8,369.02 -0.022765 -0.014034
22-Jul-09 706.65 8,265.96 -0.001767 -0.012391
23-Jul-09 737.5 8,409.08 0.042731 0.017166
24-Jul-09 716.2 8,335.02 -0.029307 -0.008846
27-Jul-09 727 8,329.33 0.014967 -0.000683
28-Jul-09 723.3 8,227.35 -0.005102 -0.012319
29-Jul-09 747.6 8,127.46 0.033044 -0.012216
30-Jul-09 705 8,305.91 -0.05867 0.021719
31-Jul-09 690.25 8,465.76 -0.021144 0.019062
3-Aug-09 704.5 8,567.69 0.020434 0.011968
4-Aug-09 707.3 8,506.72 0.003967 -0.007142
5-Aug-09 710.1 8,499.69 0.003951 -0.000827
6-Aug-09 688.05 8,357.38 -0.031544 -0.016885
7-Aug-09 663.95 8,110.08 -0.035655 -0.030037
10-Aug-09 659.5 8,004.99 -0.006725 -0.013043
11-Aug-09 677.1 8,046.96 0.026337 0.005229
12-Aug-09 675.65 8,006.95 -0.002144 -0.004984
13-Aug-09 701.6 8,354.08 0.037688 0.04244
14-Aug-09 693.4 8,285.99 -0.011756 -0.008184
17-Aug-09 667.85 7,947.87 -0.037543 -0.041662
18-Aug-09 665.7 8,077.56 -0.003224 0.016186
19-Aug-09 662.8 7,996.22 -0.004366 -0.010121
20-Aug-09 664.9 8,144.32 0.003163 0.018352
21-Aug-09 673.7 8,287.61 0.013148 0.017441
24-Aug-09 681.55 8,446.02 0.011585 0.018934
25-Aug-09 671.7 8,371.69 -0.014558 -0.00884
26-Aug-09 671.05 8,358.50 -0.000968 -0.001577
27-Aug-09 662.2 8,310.62 -0.013276 -0.005745
28-Aug-09 678.4 8,403.71 0.024169 0.011139
31-Aug-09 682.45 8,344.62 0.005952 -0.007056
1-Sep-09 684.15 8,278.49 0.002488 -0.007956
2-Sep-09 678.95 8,228.20 -0.00763 -0.006093
3-Sep-09 678.4 8,242.20 -0.00081 0.0017
4-Sep-09 681.35 8,345.34 0.004339 0.012436
7-Sep-09 686.7 8,603.92 0.007821 0.030515
8-Sep-09 690.25 8,643.90 0.005156 0.004636
9-Sep-09 701.05 8,694.80 0.015525 0.005871
10-Sep-09 696.3 8,782.64 -0.006799 0.010052
11-Sep-09 706.5 8,911.44 0.014543 0.014559
14-Sep-09 724.75 8,955.34 0.025504 0.004914
15-Sep-09 746 9,178.91 0.028899 0.024658
16-Sep-09 774.9 9,361.27 0.038008 0.019673
17-Sep-09 774.1 9,434.68 -0.001033 0.007811
18-Sep-09 765.35 9,324.10 -0.011368 -0.01179
22-Sep-09 774.1 9,414.64 0.011368 0.009663
23-Sep-09 781.15 9,403.90 0.009066 -0.001141
24-Sep-09 791.1 9,543.42 0.012657 0.014727
25-Sep-09 788.3 9,434.49 -0.003546 -0.01148
29-Sep-09 784.15 9,504.93 -0.005278 0.007438
30-Sep-09 797.65 9,855.60 0.01707 0.036229
1-Oct-09 810.05 9,931.79 0.015426 0.007701
5-Oct-09 807.3 9,732.11 -0.003401 -0.02031
6-Oct-09 807.85 9,915.50 0.000681 0.018668
7-Oct-09 827.8 9,832.47 0.024395 -0.008409
8-Oct-09 850.6 9,930.36 0.02717 0.009907
9-Oct-09 822.65 9,771.71 -0.033411 -0.016105
12-Oct-09 852.7 10,028.45 0.035877 0.025935
14-Oct-09 851.1 10,191.84 -0.001878 0.016161
15-Oct-09 857.45 10,352.75 0.007433 0.015665
16-Oct-09 866.15 10,589.91 0.010095 0.022649
17-Oct-09 866.9 10,558.55 0.000866 -0.002966
20-Oct-09 860.9 10,520.01 -0.006945 -0.003657
21-Oct-09 853.85 10,309.98 -0.008223 -0.020167
22-Oct-09 849.65 10,098.65 -0.004931 -0.020711
23-Oct-09 865.3 10,231.41 0.018252 0.013061
26-Oct-09 846.05 10,064.02 -0.022498 -0.016496
27-Oct-09 834.85 9,679.08 -0.013326 -0.039
28-Oct-09 851.8 9,533.66 0.0201 -0.015138
29-Oct-09 838.3 9,290.23 -0.015976 -0.025865
30-Oct-09 853.15 9,336.16 0.017559 0.004932
3-Nov-09 838.75 9,156.16 -0.017023 -0.019468
4-Nov-09 855.45 9,437.91 0.019715 0.030308
5-Nov-09 867.55 9,523.84 0.014046 0.009064
6-Nov-09 888.7 9,690.49 0.024087 0.017347
9-Nov-09 908.25 10,155.67 0.02176 0.046887
10-Nov-09 904.25 10,184.00 -0.004414 0.002786
11-Nov-09 930.25 10,391.28 0.028347 0.020149
12-Nov-09 909.3 10,127.97 -0.022778 -0.025666
13-Nov-09 908.15 10,202.18 -0.001266 0.007301
16-Nov-09 924.3 10,301.71 0.017627 0.009708
17-Nov-09 923.4 10,337.08 -0.000974 0.003428
18-Nov-09 913.15 10,256.61 -0.011162 -0.007815
19-Nov-09 898.95 10,056.79 -0.015673 -0.019674
20-Nov-09 914.45 10,253.14 0.017095 0.019336
23-Nov-09 921.25 10,327.58 0.007409 0.007234
24-Nov-09 916.3 10,282.11 -0.005388 -0.004412
25-Nov-09 934.25 10,334.82 0.0194 0.005113
26-Nov-09 915.3 10,061.72 -0.020492 -0.026781
27-Nov-09 909.5 9,920.29 -0.006357 -0.014156
30-Nov-09 903.3 10,042.46 -0.00684 0.01224
1-Dec-09 920.7 10,273.56 0.01908 0.022752
2-Dec-09 918.15 10,361.58 -0.002773 0.008531
3-Dec-09 918.85 10,367.42 0.000762 0.000563
4-Dec-09 921.3 10,244.63 0.002663 -0.011915
7-Dec-09 918.25 10,182.40 -0.003316 -0.006093
8-Dec-09 938.95 10,318.35 0.022293 0.013263
9-Dec-09 933.1 10,155.11 -0.00625 -0.015947
10-Dec-09 930.6 10,231.40 -0.002683 0.007484
11-Dec-09 917.45 10,106.17 -0.014231 -0.012315
14-Dec-09 914.4 9,991.88 -0.00333 -0.011373
15-Dec-09 892.15 9,696.95 -0.024634 -0.029961
16-Dec-09 890.5 9,642.28 -0.001851 -0.005654
17-Dec-09 895.7 9,660.74 0.005822 0.001913
18-Dec-09 887.7 9,542.94 -0.008972 -0.012269
21-Dec-09 885.1 9,552.77 -0.002933 0.00103
22-Dec-09 889.2 9,663.39 0.004622 0.011513
23-Dec-09 904.75 9,918.27 0.017336 0.026034
24-Dec-09 909.15 9,968.03 0.004851 0.005004
29-Dec-09 914.35 10,005.36 0.005703 0.003738
30-Dec-09 915.65 10,012.13 0.001421 0.000676
31-Dec-09 906.2 10,030.80 -0.010374 0.001863
4-Jan-10 925.5 10,108.20 0.021074 0.007687
5-Jan-10 939.8 10,194.82 0.015333 0.008533
6-Jan-10 935.35 10,239.12 -0.004746 0.004336
7-Jan-10 922.5 10,195.65 -0.013833 -0.004255
8-Jan-10 923.85 10,151.51 0.001462 -0.004339
11-Jan-10 949.8 10,166.93 0.027702 0.001518
12-Jan-10 926.05 9,967.18 -0.025323 -0.019843
13-Jan-10 919.75 9,907.15 -0.006826 -0.006041
14-Jan-10 923 9,900.51 0.003527 -0.00067
15-Jan-10 908.5 9,921.23 -0.015834 0.002091
18-Jan-10 919.75 10,160.75 0.012307 0.023855
19-Jan-10 920.05 10,205.37 0.000326 0.004382
20-Jan-10 928.45 10,205.67 0.009089 2.94E-05
21-Jan-10 904.15 9,965.73 -0.026521 -0.023791
22-Jan-10 899.5 9,810.38 -0.005156 -0.015711
25-Jan-10 900.45 9,702.73 0.001056 -0.011034
27-Jan-10 860.8 9,296.34 -0.045032 -0.042787
28-Jan-10 880.85 9,373.76 0.023025 0.008294
29-Jan-10 898.65 9,654.09 0.020006 0.029467
1-Feb-10 889.15 9,652.77 -0.010628 -0.000137
2-Feb-10 868.8 9,461.11 -0.023153 -0.020055
3-Feb-10 886.6 9,656.64 0.020281 0.020456
4-Feb-10 874.2 9,506.11 -0.014085 -0.015711
5-Feb-10 854.05 9,217.46 -0.023319 -0.030835
6-Feb-10 855.45 9,274.50 0.001638 0.006169
8-Feb-10 884.85 9,320.06 0.03379 0.0049
9-Feb-10 888.3 9,375.97 0.003891 0.005981
10-Feb-10 871.05 9,284.29 -0.01961 -0.009826
11-Feb-10 884.45 9,405.92 0.015267 0.013016
15-Feb-10 878.6 9,335.89 -0.006636 -0.007473
16-Feb-10 888.15 9,440.00 0.010811 0.01109
17-Feb-10 890.65 9,605.45 0.002811 0.017375
18-Feb-10 896 9,636.41 0.005989 0.003218
19-Feb-10 885.35 9,560.25 -0.011957 -0.007935
22-Feb-10 883.5 9,565.75 -0.002092 0.000575
23-Feb-10 883.25 9,600.83 -0.000283 0.003661
24-Feb-10 870.85 9,583.75 -0.014139 -0.001781
25-Feb-10 877.2 9,611.58 0.007265 0.0029
26-Feb-10 901 9,828.68 0.02677 0.022336
 2-Mar-10 918.95 10,053.68 0.019726 0.022634
3-Mar-10 930.6 10,196.17 0.012598 0.014073
4-Mar-10 931.1 10,175.47 0.000537 -0.002032
5-Mar-10 927.75 10,198.99 -0.003604 0.002309
8-Mar-10 927.15 10,310.37 -0.000647 0.010861
9-Mar-10 921.45 10,294.67 -0.006167 -0.001524
10-Mar-10 925.9 10,277.39 0.004818 -0.00168
11-Mar-10 923.05 10,348.67 -0.003083 0.006912
12-Mar-10 922.65 10,341.20 -0.000433 -0.000722
15-Mar-10 923.2 10,235.13 0.000596 -0.01031
16-Mar-10 924.35 10,262.91 0.001245 0.002711
17-Mar-10 931.7 10,346.99 0.00792 0.008159
18-Mar-10 939.1 10,410.44 0.007911 0.006113
19-Mar-10 962.2 10,432.19 0.0243 0.002087
22-Mar-10 950.45 10,343.75 -0.012287 -0.008514
23-Mar-10 970.65 10,377.14 0.02103 0.003223
25-Mar-10 1002.75 10,470.13 0.032536 0.008921
26-Mar-10 1001.9 10,636.28 -0.000848 0.015744
29-Mar-10 1003.55 10,723.77 0.001646 0.008192
30-Mar-10 1007.7 10,664.36 0.004127 -0.005555
31-Mar-10 1012.75 10,652.35
nce of Average return
of Pnb Returns
 PNB Bankex
Date Close Price Close
1-Apr-10 1014.6 10712.89 0.96
5-Apr-10 1025 10912.02 0.010198 0.018417
6-Apr-10 1037.35 10968.71 0.011977 0.005182
7-Apr-10 1017.5 10924.87 -0.019321 -0.004005
8-Apr-10 1007.75 10745.11 -0.009629 -0.016591 0.00016 covarince
9-Apr-10 1005.25 10896.47 -0.002484 0.013988 0.000227 variance bankex
12-Apr-10 989.7 10804.81 -0.01559 -0.008447 0.702586 beta
13-Apr-10 999.9 10710.62 0.010253 -0.008756
15-Apr-10 983.55 10558.74 -0.016487 -0.014282 -0.000297 Difference of Average return
16-Apr-10 995.1 10553.87 0.011675 -0.000461 0.015342 Std dev of Pnb Returns
19-Apr-10 992.3 10518.51 -0.002818 -0.003356 -0.019375 Sharpe
20-Apr-10 990.45 10679.61 -0.001866 0.0152 -0.000423 Treynor
21-Apr-10 1008.25 10813.01 0.017812 0.012414
22-Apr-10 1023.4 10893.57 0.014914 0.007423
23-Apr-10 1032.2 11073.87 0.008562 0.016416
26-Apr-10 1029.35 11135.41 -0.002765 0.005542
27-Apr-10 1025.55 11040.53 -0.003698 -0.008557
28-Apr-10 1022.8 10917.43 -0.002685 -0.011212
29-Apr-10 1030.9 11094.34 0.007888 0.016074
30-Apr-10 1037.7 11155.07 0.006575 0.005459
3-May-10 1029.35 11081.8 -0.008079 -0.00659
4-May-10 1041.3 10910.4 0.011542 -0.015588
5-May-10 1043.25 10872.07 0.001871 -0.003519
6-May-10 1043.8 10859.67 0.000527 -0.001141
7-May-10 1014.15 10505.86 -0.028817 -0.033123
10-May-10 1015 10921.21 0.000838 0.038774
11-May-10 1017.05 10884.17 0.002018 -0.003397
12-May-10 1018.15 10987.67 0.001081 0.009464
13-May-10 1028.05 11049.56 0.009677 0.005617
14-May-10 1006 10845.52 -0.021682 -0.018639
17-May-10 1000.95 10791.35 -0.005033 -0.005007
18-May-10 1027.45 10768.44 0.02613 -0.002125
19-May-10 1005.35 10354.33 -0.021744 -0.039215
20-May-10 1002.9 10451.14 -0.00244 0.009306
21-May-10 990.05 10393.54 -0.012896 -0.005527
24-May-10 979.35 10336.77 -0.010866 -0.005477
25-May-10 940.2 10065.89 -0.040796 -0.026555
26-May-10 948.1 10249.68 0.008367 0.018094
27-May-10 984.3 10511.4 0.037471 0.025214
28-May-10 983.15 10576.77 -0.001169 0.0062
31-May-10 999.9 10656.56 0.016894 0.007516
1-Jun-10 998.35 10394.48 -0.001551 -0.024901
2-Jun-10 988.75 10478.45 -0.009662 0.008046
 3-Jun-10 1005.05 10687.05 0.016351 0.019712
4-Jun-10 1016.15 10773.31 0.010984 0.008039
7-Jun-10 1002.6 10587.41 -0.013424 -0.017406
8-Jun-10 1002.95 10460.91 0.000349 -0.01202
9-Jun-10 1016.8 10526.35 0.013715 0.006236
10-Jun-10 1022.05 10637.41 0.00515 0.010495
11-Jun-10 1034.85 10747.98 0.012446 0.010341
14-Jun-10 1049.65 10854.17 0.0142 0.009832
15-Jun-10 1046.95 10858.02 -0.002576 0.000355
16-Jun-10 1041.75 10895.28 -0.004979 0.003426
17-Jun-10 1033.4 10923.64 -0.008048 0.0026
18-Jun-10 1035.3 10880.09 0.001837 -0.003995
21-Jun-10 1049.7 11102.36 0.013813 0.020223
22-Jun-10 1045.8 11012.18 -0.003722 -0.008156
23-Jun-10 1050.15 11055.79 0.004151 0.003952
24-Jun-10 1061.6 10993.69 0.010844 -0.005633
25-Jun-10 1044.75 10752.74 -0.016 -0.022161
28-Jun-10 1050.6 10843.57 0.005584 0.008412
29-Jun-10 1044.75 10684.11 -0.005584 -0.014815
30-Jun-10 1046.75 10765.03 0.001913 0.007545
1-Jul-10 1019.95 10643.43 -0.025937 -0.01136
2-Jul-10 1046.2 10663.61 0.025411 0.001894
5-Jul-10 1074.05 10698.08 0.026272 0.003227
6-Jul-10 1071.5 10882.81 -0.002377 0.01712
7-Jul-10 1058.95 10774.15 -0.011782 -0.010035
8-Jul-10 1058.5 10914.34 -0.000425 0.012928
9-Jul-10 1057.55 11060.69 -0.000898 0.01332
12-Jul-10 1053.85 11209.04 -0.003505 0.013323
13-Jul-10 1054 11303.38 0.000142 0.008381
14-Jul-10 1052.65 11335.08 -0.001282 0.002801
15-Jul-10 1060.9 11304.08 0.007807 -0.002739
16-Jul-10 1067.75 11395.74 0.006436 0.008076
19-Jul-10 1062.85 11424.24 -0.0046 0.002498
20-Jul-10 1060.55 11374.58 -0.002166 -0.004356
21-Jul-10 1061.5 11379.49 0.000895 0.000432
22-Jul-10 1056.4 11459.72 -0.004816 0.007026
23-Jul-10 1050.6 11490.73 -0.005505 0.002702
26-Jul-10 1038.8 11399.59 -0.011295 -0.007963
27-Jul-10 1053.15 11478.26 0.013719 0.006877
28-Jul-10 1063.5 11450.65 0.00978 -0.002408
29-Jul-10 1054.2 11555.63 -0.008783 0.009126
30-Jul-10 1069 11539.55 0.013941 -0.001392
2-Aug-10 1117.6 11816.87 0.04446 0.023748
3-Aug-10 1115.15 11929.16 -0.002195 0.009458
4-Aug-10 1096.75 11902.88 -0.016638 -0.002205
 5-Aug-10 1105.8 11866.57 0.008218 -0.003055
6-Aug-10 1100 11792.64 -0.005259 -0.00625
9-Aug-10 1109.75 11944.07 0.008825 0.012759
10-Aug-10 1104.15 11942.51 -0.005059 -0.000131
11-Aug-10 1100.85 11829.08 -0.002993 -0.009543
12-Aug-10 1131.9 12027.83 0.027815 0.016662
13-Aug-10 1139.05 12196.08 0.006297 0.013891
16-Aug-10 1171.45 12132.09 0.028048 -0.005261
17-Aug-10 1189.45 12247.28 0.015249 0.00945
18-Aug-10 1185.75 12388.98 -0.003116 0.011503
19-Aug-10 1190.25 12627.25 0.003788 0.01905
20-Aug-10 1193.4 12527.49 0.002643 -0.007932
23-Aug-10 1198.65 12597.94 0.00439 0.005608
24-Aug-10 1186.05 12537.5 -0.010567 -0.004809
25-Aug-10 1195.3 12415.64 0.007769 -0.009767
26-Aug-10 1214.7 12474.68 0.0161 0.004744
27-Aug-10 1194.5 12216.07 -0.016769 -0.020949
30-Aug-10 1189.95 12224.6 -0.003816 0.000698
31-Aug-10 1182.15 12190.64 -0.006576 -0.002782
1-Sep-10 1203.7 12351.08 0.018065 0.013075
2-Sep-10 1213.25 12448.52 0.007903 0.007858
3-Sep-10 1200.65 12471.47 -0.01044 0.001842
6-Sep-10 1218.95 12728.73 0.015127 0.020418
7-Sep-10 1213.55 12688.48 -0.00444 -0.003167
8-Sep-10 1229.5 12706.21 0.013058 0.001396
9-Sep-10 1224.6 12984.19 -0.003993 0.021642
13-Sep-10 1248.25 13454.56 0.019128 0.035586
14-Sep-10 1257.85 13524.06 0.007661 0.005152
15-Sep-10 1274.05 13570.34 0.012797 0.003416
16-Sep-10 1288.9 13650.67 0.011588 0.005902
17-Sep-10 1286.4 13744.71 -0.001942 0.006865
20-Sep-10 1290.7 13896.22 0.003337 0.010963
21-Sep-10 1272.6 13887.96 -0.014123 -0.000595
22-Sep-10 1270.55 13946.7 -0.001612 0.004221
23-Sep-10 1271.3 13777.98 0.00059 -0.012171
24-Sep-10 1285.15 13913.53 0.010835 0.00979
27-Sep-10 1300.4 13911.9 0.011796 -0.000117
28-Sep-10 1299.95 13957.92 -0.000346 0.003303
29-Sep-10 1295 13919.21 -0.003815 -0.002777
30-Sep-10 1291.85 14025.04 -0.002435 0.007574
1-Oct-10 1307.6 14252.13 0.012118 0.016062
4-Oct-10 1308.9 14365.29 0.000994 0.007909
5-Oct-10 1308.5 14322.08 -0.000306 -0.003012
6-Oct-10 1317.45 14345.42 0.006817 0.001628
7-Oct-10 1316.05 14224.29 -0.001063 -0.00848
 8-Oct-10 1309.05 14185.47 -0.005333 -0.002733
11-Oct-10 1318.65 14219.94 0.007307 0.002427
12-Oct-10 1307.35 14166.17 -0.008606 -0.003788
13-Oct-10 1349.1 14479.37 0.031436 0.021868
14-Oct-10 1327.4 14322.36 -0.016216 -0.010903
15-Oct-10 1306.85 14048.89 -0.015602 -0.019279
18-Oct-10 1302.7 14026.47 -0.003181 -0.001597
19-Oct-10 1299.15 13930.67 -0.002729 -0.006853
20-Oct-10 1294.85 13861.57 -0.003315 -0.004973
21-Oct-10 1318.35 14151.96 0.017986 0.020733
22-Oct-10 1331.3 14116.24 0.009775 -0.002527
25-Oct-10 1350.25 14178.92 0.014134 0.00443
26-Oct-10 1345.25 14059.42 -0.00371 -0.008464
27-Oct-10 1340.7 13891.99 -0.003388 -0.01198
28-Oct-10 1309.95 13806.99 -0.023203 -0.006137
29-Oct-10 1290.5 14016.21 -0.014959 0.01504
1-Nov-10 1310.4 14490.31 0.015303 0.033266
2-Nov-10 1314.05 14522.9 0.002782 0.002247
3-Nov-10 1326.45 14651.1 0.009392 0.008789
4-Nov-10 1365.1 14961.26 0.028721 0.020949
5-Nov-10 1376 15066.27 0.007953 0.006994
8-Nov-10 1357.65 14891.23 -0.013425 -0.011686
9-Nov-10 1384.35 14899.13 0.019475 0.00053
10-Nov-10 1367.6 14786.36 -0.012173 -0.007598
11-Nov-10 1350 14588.29 -0.012953 -0.013486
12-Nov-10 1326.65 14165.28 -0.017448 -0.029425
15-Nov-10 1333.6 14509.6 0.005225 0.024017
16-Nov-10 1320 14219.44 -0.01025 -0.0202
18-Nov-10 1303.6 13991.93 -0.012502 -0.016129
19-Nov-10 1285.85 13705.09 -0.01371 -0.020713
22-Nov-10 1308.25 14066.42 0.01727 0.026023
23-Nov-10 1304.95 13886.48 -0.002526 -0.012875
24-Nov-10 1264.45 13477.92 -0.031527 -0.029863
25-Nov-10 1183.75 13286.43 -0.06595 -0.01431
26-Nov-10 1150.5 13283.1 -0.028491 -0.000251
29-Nov-10 1177.9 13464.06 0.023537 0.013531
30-Nov-10 1216.7 13618.77 0.032409 0.011425
1-Dec-10 1252.45 14022.33 0.028959 0.029202
2-Dec-10 1269.65 14194.13 0.01364 0.012177
3-Dec-10 1272.35 14066.12 0.002124 -0.009059
6-Dec-10 1228 13732.76 -0.035479 -0.023985
7-Dec-10 1195.75 13339.43 -0.026613 -0.02906
8-Dec-10 1181.9 13068.92 -0.01165 -0.020487
9-Dec-10 1169.9 12645.15 -0.010205 -0.032963
10-Dec-10 1195.1 13002.87 0.021312 0.027896
13-Dec-10 1225.65 13091.22 0.025241 0.006772
14-Dec-10 1237.4 13140.16 0.009541 0.003731
15-Dec-10 1204.35 12722.65 -0.027072 -0.032289
16-Dec-10 1210.9 12958.88 0.005424 0.018397
20-Dec-10 1205.35 12779.06 -0.004594 -0.013973
21-Dec-10 1216.2 13077.65 0.008961 0.023097
22-Dec-10 1199.4 13005.89 -0.01391 -0.005502
23-Dec-10 1202.05 13014.07 0.002207 0.000629
24-Dec-10 1214.2 13015.68 0.010057 0.000124
27-Dec-10 1206.35 13005.47 -0.006486 -0.000785
28-Dec-10 1218.45 12977.69 0.00998 -0.002138
29-Dec-10 1223.9 13167.19 0.004463 0.014496
30-Dec-10 1216.55 13195.21 -0.006023 0.002126
31-Dec-10 1221.85 13379.73 0.004347 0.013887
3-Jan-11 1222.95 13454.28 0.0009 0.005556
4-Jan-11 1220.85 13121.12 -0.001719 -0.025074
5-Jan-11 1202.55 12833.69 -0.015103 -0.022149
6-Jan-11 1192.1 12687.51 -0.008728 -0.011456
7-Jan-11 1169.35 12512.18 -0.019268 -0.013915
10-Jan-11 1156.05 12137.39 -0.011439 -0.030412
11-Jan-11 1176.4 12288.49 0.01745 0.012372
12-Jan-11 1188.05 12615.94 0.009854 0.026298
13-Jan-11 1132.85 12170.03 -0.047577 -0.035985
14-Jan-11 1118.3 11850.6 -0.012927 -0.026598
17-Jan-11 1135.85 11878.12 0.015572 0.00232
18-Jan-11 1145.1 12048.52 0.008111 0.014244
19-Jan-11 1139.7 12053.82 -0.004727 0.00044
20-Jan-11 1135.55 12254.41 -0.003648 0.016504
21-Jan-11 1122.55 12348.97 -0.011514 0.007687
24-Jan-11 1150 12645.88 0.024159 0.023759
25-Jan-11 1136.55 12349.75 -0.011765 -0.023696
27-Jan-11 1116.7 12121.83 -0.017619 -0.018628
28-Jan-11 1094.05 11986.71 -0.020492 -0.011209
31-Jan-11 1102.4 12064.01 0.007603 0.006428
1-Feb-11 1099.85 11889.73 -0.002316 -0.014552
2-Feb-11 1078.8 11869.35 -0.019324 -0.001716
3-Feb-11 1085.5 12111.66 0.006191 0.020209
4-Feb-11 1058.35 11841.42 -0.02533 -0.022565
7-Feb-11 1021.9 11799.22 -0.035047 -0.00357
8-Feb-11 1005.55 11530.21 -0.016129 -0.023063
9-Feb-11 995.8 11477.73 -0.009744 -0.004562
10-Feb-11 986.55 11442.33 -0.009332 -0.003089
11-Feb-11 1032.6 11842.9 0.045621 0.034409
14-Feb-11 1059.9 12242.39 0.026095 0.033176
15-Feb-11 1096.45 12429.32 0.033903 0.015154
16-Feb-11 1100.95 12450.75 0.004096 0.001723
17-Feb-11 1104.8 12637.93 0.003491 0.014922
18-Feb-11 1090.85 12419.72 -0.012707 -0.017417
21-Feb-11 1078.25 12543.13 -0.011618 0.009888
22-Feb-11 1068.35 12311.27 -0.009224 -0.018658
23-Feb-11 1059.85 12096.34 -0.007988 -0.017612
24-Feb-11 1041.25 11616.59 -0.017705 -0.040469
25-Feb-11 1056.95 11832.23 0.014965 0.018393
28-Feb-11 1054.75 11840.34 -0.002084 0.000685
1-Mar-11 1093.65 12355.22 0.036217 0.042566
3-Mar-11 1088.25 12379.13 -0.00495 0.001933
4-Mar-11 1080.55 12444.59 -0.007101 0.005274
7-Mar-11 1065.5 12245.52 -0.014026 -0.016126
8-Mar-11 1085.55 12427.24 0.018643 0.014731
9-Mar-11 1076.75 12457.75 -0.00814 0.002452
10-Mar-11 1070.2 12313.14 -0.006102 -0.011676
11-Mar-11 1069.25 12192.75 -0.000888 -0.009825
14-Mar-11 1082.65 12358.31 0.012454 0.013487
15-Mar-11 1080.05 12176.67 -0.002404 -0.014807
16-Mar-11 1096.25 12438.34 0.014888 0.021262
17-Mar-11 1098.9 12340.53
18-Mar-11 1086.15 12184.29
21-Mar-11 1082.85 12189.54
22-Mar-11 1090.6 12237.16
23-Mar-11 1109.95 12463.22
24-Mar-11 1122.45 12583.59
25-Mar-11 1141.9 12926.07
28-Mar-11 1151.35 13081.84
29-Mar-11 1171.6 13173.07
30-Mar-11 1216.95 13393.32
31-Mar-11 1220.15 13299.77
nce of Average return
of Pnb Returns
 PNB Bankex
Date Close Price Close
1-Apr-10 1013.65 9507.75 0.9596201645
5-Apr-10 1034 9698.6 0.0198770982 0.0198742897
6-Apr-10 1038 9728.2 0.0038610087 0.003047339
7-Apr-10 1015.4 9681.05 -0.0220131612 -0.0048585177
8-Apr-10 1005.5 9520 -0.0097976933 -0.0167755177 0.0001642871
9-Apr-10 1004.85 9656.5 -0.0006466536 0.0142364149 0.0002369973
12-Apr-10 990.2 9575.45 -0.0146866127 -0.0084287324 0.69320259
13-Apr-10 1001 9483 0.0108478364 -0.0097018094
15-Apr-10 980.5 9344.6 -0.0206921337 -0.0147020855 -0.0002486509
16-Apr-10 992.15 9353.75 0.0118116599 0.0009786961 0.0165122252
19-Apr-10 994.9 9302.9 0.0027679241 -0.0054511529 -0.0150585954
20-Apr-10 993 9446.1 -0.0019115656 0.0152757784 -0.0003586988
21-Apr-10 1011.8 9555.3 0.0187555378 0.0114940165
22-Apr-10 1025 9623.25 0.0129616897 0.0070860711
23-Apr-10 1031.3 9813.3 0.0061275297 0.019556563
26-Apr-10 1032.25 9839.15 0.0009207434 0.0026307168
27-Apr-10 1020 9756.45 -0.0119382585 -0.0084407205
28-Apr-10 1020 9634.9 0 -0.0125366818
29-Apr-10 1036 9803.8 0.0155645165 0.0173781426
30-Apr-10 1037.2 9870.35 0.0011576308 0.0067652482
3-May-10 1030 9775.5 -0.0069659724 -0.0096560584
4-May-10 1035 9623.7 0.0048426245 -0.0156504493
5-May-10 1040 9581.85 0.0048192864 -0.0043581221
6-May-10 1044.1 9582 0.0039345572 1.5654474E-05
7-May-10 1011.1 9276.1 -0.0321164232 -0.0324451386
10-May-10 1015.5 9656.25 0.0043422549 0.0401641743
11-May-10 1018.7 9626.1 0.0031462026 -0.0031272147
12-May-10 1021.2 9722.2 0.0024511018 0.009933771
13-May-10 1027 9773.35 0.0056635246 0.0052473634
14-May-10 1010 9589.05 -0.0166916001 -0.0190374712
17-May-10 1001.5 9526.5 -0.0084514547 -0.0065444335
18-May-10 1030.3 9492.25 0.0283511458 -0.0036017127
19-May-10 1004.1 9108.35 -0.0257584041 -0.041284101
20-May-10 1002 9174.6 -0.0020936152 0.007247221
21-May-10 991 9135.7 -0.0110387473 -0.004248981
24-May-10 981.5 9087.25 -0.0096325206 -0.0053174831
25-May-10 941.5 8851.75 -0.0416076656 -0.0262571526
26-May-10 951 9027.6 0.0100397144 0.0196713718
27-May-10 985 9258.45 0.0351275786 0.0252500967
28-May-10 988 9312.6 0.0030410566 0.0058316739
31-May-10 1003.7 9363.7 0.0157657531 0.0054721896
1-Jun-10 999 9119.05 -0.0046936722 -0.0264748795
2-Jun-10 985 9192.45 -0.0141131375 0.008016863
 3-Jun-10 1006.1 9387.7 0.0211951081 0.0210178268
4-Jun-10 1011.05 9455.95 0.0049079245 0.0072438512
7-Jun-10 1002.5 9292.6 -0.0084925146 -0.0174257885
8-Jun-10 1009.95 9185.3 0.0074039445 -0.0116140044
9-Jun-10 1020.15 9238.2 0.0100488506 0.0057426814
10-Jun-10 1018.3 9346.45 -0.0018151051 0.0116495306
11-Jun-10 1035 9451.75 0.0162668565 0.0112033175
14-Jun-10 1049.1 9534.1 0.013531227 0.008674936
15-Jun-10 1050 9554.4 0.0008575104 0.0021269359
16-Jun-10 1036 9588.9 -0.0134230203 0.0036043981
17-Jun-10 1030 9613.4 -0.0058083416 0.002551779
18-Jun-10 1036.9 9576.25 0.0066766903 -0.0038718837
21-Jun-10 1051.95 9758.05 0.0144100921 0.0188065105
22-Jun-10 1045 9675.5 -0.0066286993 -0.0084956682
23-Jun-10 1050.05 9718.95 0.0048208967 0.0044806708
24-Jun-10 1063 9673.6 0.0122573173 -0.0046770623
25-Jun-10 1048.1 9451.1 -0.0141160982 -0.0232693888
28-Jun-10 1049.35 9542.2 0.0011919237 0.00959293
29-Jun-10 1048.45 9381.4 -0.0008580418 -0.0169950612
30-Jun-10 1047.9 9464.6 -0.0005247216 0.0088295172
1-Jul-10 1025.05 9349.4 -0.0220467696 -0.0122463527
2-Jul-10 1040 9357.15 0.0144793213 0.0008285868
5-Jul-10 1095 9385.35 0.0515336501 0.003009206
6-Jul-10 1062 9550.9 -0.0306004404 0.017485428
7-Jul-10 1055.9 9449.25 -0.005760439 -0.0107000176
8-Jul-10 1058 9566.6 0.0019868496 0.0123424922
9-Jul-10 1055 9713.7 -0.0028395665 0.0152593948
12-Jul-10 1056.4 9850.6 0.0013261345 0.0139951068
13-Jul-10 1055 9931.6 -0.0013261345 0.0081892259
14-Jul-10 1052.2 9956.65 -0.0026575566 0.0025190767
15-Jul-10 1067 9932.1 0.013967762 -0.0024687336
16-Jul-10 1068.5 10013.45 0.0014048235 0.0081572532
19-Jul-10 1064.95 10032.5 -0.0033279461 0.0019006339
20-Jul-10 1061 9976 -0.0037159901 -0.0056476148
21-Jul-10 1068.25 9992.15 0.0068099359 0.0016175763
22-Jul-10 1059 10060.25 -0.0086967289 0.0067922305
23-Jul-10 1051 10093.9 -0.0075829747 0.0033392657
26-Jul-10 1045.05 10024 -0.0056773607 -0.0069490634
27-Jul-10 1055 10090.65 0.0094760358 0.0066270349
28-Jul-10 1064 10068.15 0.008494624 -0.0022322767
29-Jul-10 1058 10179.7 -0.0056550575 0.0110185653
30-Jul-10 1066.9 10161 0.0083769138 -0.0018386786
2-Aug-10 1125 10411.5 0.0530257884 0.024354102
3-Aug-10 1115 10502.65 -0.0089286307 0.0087166418
4-Aug-10 1096.05 10489.3 -0.017141597 -0.0012719163
 5-Aug-10 1109 10454.9 0.0117459004 -0.0032849219
6-Aug-10 1100 10383.65 -0.0081485286 -0.0068383143
9-Aug-10 1108.05 10524.1 0.0072915339 0.0134354115
10-Aug-10 1100 10519.95 -0.0072915339 -0.0003944108
11-Aug-10 1104 10428.65 0.0036297681 -0.0087166281
12-Aug-10 1138 10583.65 0.0303323878 0.0147535312
13-Aug-10 1142 10737.35 0.0035087755 0.01441796
16-Aug-10 1171.5 10680.55 0.0255038677 -0.0053039871
17-Aug-10 1191.75 10770.25 0.0171378361 0.0083633732
18-Aug-10 1189 10894.05 -0.0023101974 0.0114290651
19-Aug-10 1192 11110.5 0.0025199509 0.0196738385
20-Aug-10 1187.5 11033.75 -0.0037823117 -0.0069318498
23-Aug-10 1198 11095.5 0.0088032428 0.0055808634
24-Aug-10 1185 11043 -0.0109107251 -0.0047428776
25-Aug-10 1197 10937.85 0.010075652 -0.0095674919
26-Aug-10 1202 10981.7 0.0041684095 0.0040009999
27-Aug-10 1178 10727.45 -0.0201687509 -0.0234243741
30-Aug-10 1188 10747.25 0.0084531357 0.0018440309
31-Aug-10 1176 10746.35 -0.0101523715 -8.374586E-05
1-Sep-10 1200 10879.75 0.0202027073 0.0123371012
2-Sep-10 1202.5 10980.6 0.0020811662 0.0092268162
3-Sep-10 1199 10991.2 -0.002914847 0.0009648732
6-Sep-10 1218 11218.8 0.0157222932 0.0204959899
7-Sep-10 1224 11192.95 0.0049140148 -0.0023068267
8-Sep-10 1230.5 11190.05 0.0052964068 -0.0002591252
9-Sep-10 1219 11446.7 -0.0093897403 0.0226764883
13-Sep-10 1245.85 11872.85 0.0217871774 0.036552802
14-Sep-10 1259.65 11928.35 0.0110158767 0.0046636389
15-Sep-10 1275 11987.6 0.012112274 0.0049548624
16-Sep-10 1281.35 12032.05 0.004968031 0.0037011406
17-Sep-10 1290.9 12104.1 0.0074254399 0.0059703154
20-Sep-10 1290 12251.2 -0.0006974312 0.0120796532
21-Sep-10 1272 12244.95 -0.0140517535 -0.0005102843
22-Sep-10 1270 12305.7 -0.0015735644 0.0049489626
23-Sep-10 1268 12146.3 -0.0015760445 -0.013037973
24-Sep-10 1284.15 12263.55 0.0126561649 0.0096068515
27-Sep-10 1300.9 12253.2 0.0129593118 -0.0008443208
28-Sep-10 1301 12272.4 7.6866905E-05 0.0015657113
29-Sep-10 1298.1 12237.55 -0.0022315426 -0.002843745
30-Sep-10 1295.9 12366.35 -0.0016962225 0.0104699805
1-Oct-10 1308 12556.75 0.0092938186 0.0152792954
4-Oct-10 1308 12651.3 0 0.0075016071
5-Oct-10 1305.1 12596.5 -0.0022195868 -0.0043409791
6-Oct-10 1320 12629.2 0.0113520704 0.0025925955
7-Oct-10 1315 12536.6 -0.003795071 -0.007359227
 8-Oct-10 1308 12473.4 -0.0053374126 -0.0050539892
11-Oct-10 1320 12513 0.0091324836 0.003169727
12-Oct-10 1310.65 12461.8 -0.0071085392 -0.0041001387
13-Oct-10 1349 12745 0.0288403799 0.0224710726
14-Oct-10 1330 12598.85 -0.014184635 -0.0115334979
15-Oct-10 1304 12346.45 -0.0197424787 -0.0202369676
18-Oct-10 1304.6 12331.3 0.0004600169 -0.0012278268
19-Oct-10 1297.5 12245.65 -0.0054571443 -0.0069699736
20-Oct-10 1295 12176.5 -0.0019286409 -0.0056629072
21-Oct-10 1317.65 12435.8 0.0173391518 0.0210715451
22-Oct-10 1334.85 12384.8 0.012969079 -0.0041094955
25-Oct-10 1349.95 12424.7 0.0112486287 0.0032165126
26-Oct-10 1344.7 12332.65 -0.0038966149 -0.0074362098
27-Oct-10 1341.9 12182.65 -0.0020844197 -0.0122374086
28-Oct-10 1300.05 12105.3 -0.0316837949 -0.0063694352
29-Oct-10 1289 12330.75 -0.0085360013 0.0184527693
1-Nov-10 1311.45 12734.9 0.0172666714 0.0322501134
2-Nov-10 1312.3 12770.9 0.0006479276 0.0028228892
3-Nov-10 1328 12891.8 0.0118927281 0.0094223051
4-Nov-10 1370.5 13182.9 0.0315015857 0.0223290849
5-Nov-10 1369.95 13268.7 -0.0004013939 0.006487343
8-Nov-10 1360.4 13105.1 -0.0069954687 -0.0124064108
9-Nov-10 1387 13121.35 0.0193643672 0.0012392071
10-Nov-10 1361.25 13007.1 -0.0187397461 -0.0087453123
11-Nov-10 1352 12823.6 -0.0068184176 -0.0142081389
12-Nov-10 1324.4 12457.3 -0.0206254509 -0.0289804268
15-Nov-10 1335 12762.15 0.0079717652 0.0241769626
16-Nov-10 1314 12524.45 -0.0158553718 -0.0188010252
18-Nov-10 1301.4 12315.15 -0.009635312 -0.0168525221
19-Nov-10 1285 12062.95 -0.0126818897 -0.0206914401
22-Nov-10 1309.5 12390.1 0.0188866666 0.026758995
23-Nov-10 1306 12206.45 -0.0026763541 -0.0149332661
24-Nov-10 1275 11842.55 -0.0240228522 -0.0302655227
25-Nov-10 1191.2 11652.4 -0.0679849762 -0.0161868105
26-Nov-10 1170 11668.85 -0.0179574536 0.0014107308
29-Nov-10 1199 11828.35 0.0244841272 0.0135762942
30-Nov-10 1218.05 11952.6 0.0157633433 0.0104496356
1-Dec-10 1262 12310.75 0.0354465448 0.0295240365
2-Dec-10 1261 12472.6 -0.0007927071 0.0130613739
3-Dec-10 1277 12349.2 0.0126085201 -0.0099429547
6-Dec-10 1239.9 12051.2 -0.0294828458 -0.0244270436
7-Dec-10 1198 11695.3 -0.0343772315 -0.0299771883
8-Dec-10 1182 11460.2 -0.0134455807 -0.0203068886
9-Dec-10 1184.3 11116.05 0.0019439638 -0.0304901533
10-Dec-10 1210 11447 0.0214684769 0.029337677
13-Dec-10 1229.5 11518.1 0.0159872231 0.0061920242
14-Dec-10 1228.15 11560.5 -0.0010986106 0.0036744038
15-Dec-10 1200.9 11196.3 -0.0224376964 -0.0320107483
16-Dec-10 1212.05 11424.15 0.0092418652 0.0201461692
20-Dec-10 1205 11267.1 -0.005833574 -0.0138425611
21-Dec-10 1208 11537.25 0.0024865326 0.0236939565
22-Dec-10 1196.95 11467.7 -0.0091894449 -0.0060465432
23-Dec-10 1205 11469.05 0.0067029123 0.000117715
24-Dec-10 1218.25 11477.05 0.0109358358 0.0006972863
27-Dec-10 1205 11470.95 -0.0109358358 -0.0005316368
28-Dec-10 1217.1 11427.3 0.009991413 -0.003812523
29-Dec-10 1223.15 11612.9 0.0049585185 0.0161113198
30-Dec-10 1211 11629.3 -0.0099830338 0.0014112264
31-Dec-10 1222.05 11791.45 0.0090833119 0.013846917
3-Jan-11 1223 11855.75 0.0007770803 0.0054382894
4-Jan-11 1219.15 11564.05 -0.0031529621 -0.0249118341
5-Jan-11 1203.5 11305.45 -0.0129199164 -0.0226162376
6-Jan-11 1184.2 11186.8 -0.0161665371 -0.0105503985
7-Jan-11 1168.5 11053.35 -0.0133465661 -0.0120009624
10-Jan-11 1168 10700.65 -0.0004279906 -0.0324290622
11-Jan-11 1190 10833.55 0.0186604227 0.0123433132
12-Jan-11 1197 11128.15 0.0058651195 0.0268301336
13-Jan-11 1135 10716.65 -0.0531857756 -0.0376793272
14-Jan-11 1121.9 10432.9 -0.0116089744 -0.0268343323
17-Jan-11 1135.25 10471.1 0.0118292144 0.003654807
18-Jan-11 1152.25 10618.5 0.0148636616 0.0139786815
19-Jan-11 1138 10615.15 -0.0124442169 -0.0003155369
20-Jan-11 1136 10798.35 -0.0017590154 0.0171111187
21-Jan-11 1116.05 10889.4 -0.0177176545 0.0083964943
24-Jan-11 1150 11151.15 0.0299662766 0.0237527926
25-Jan-11 1135.25 10872.95 -0.0129090514 -0.0252645781
27-Jan-11 1104 10676.15 -0.0279129431 -0.0182657718
28-Jan-11 1095.1 10578.25 -0.0080942646 -0.0092122753
31-Jan-11 1109 10641.85 0.0126130251 0.0059943347
1-Feb-11 1093.2 10481.2 -0.0143495333 -0.0152111648
2-Feb-11 1080 10470.15 -0.0121481339 -0.0010548247
3-Feb-11 1080 10670.6 0 0.0189639447
4-Feb-11 1065.2 10433.85 -0.0137984662 -0.0224369677
7-Feb-11 1021.25 10384.05 -0.0421352078 -0.0047843534
8-Feb-11 999.1 10147.75 -0.0219277724 -0.023018969
9-Feb-11 992 10116.65 -0.0071317665 -0.0030694246
10-Feb-11 978.2 10074.1 -0.0140089592 -0.0042148076
11-Feb-11 1028.1 10447.75 0.0497535694 0.0364188704
14-Feb-11 1057 10802.55 0.0277222683 0.0333955731
15-Feb-11 1097.1 10959.7 0.037235628 0.0144426915
16-Feb-11 1111 10960.7 0.0125901758 9.1239211E-05
17-Feb-11 1100.25 11134.7 -0.0097230839 0.0157502102
18-Feb-11 1099 10949.7 -0.0011367513 -0.0167542996
21-Feb-11 1090 11050.1 -0.0082229792 0.0091274191
22-Feb-11 1066 10836.8 -0.0222643705 -0.0194917282
23-Feb-11 1062 10646.45 -0.0037594029 -0.0177212462
24-Feb-11 1033.9 10210.75 -0.0268158632 -0.0417854164
25-Feb-11 1073 10435.85 0.037120404 0.021805907
28-Feb-11 1048.4 10435.35 -0.0231932712 -4.791291E-05
1-Mar-11 1093.25 10885.4 0.0418897188 0.0422233609
3-Mar-11 1087.2 10914.5 -0.0055493275 0.0026697386
4-Mar-11 1085 10963.4 -0.0020255969 0.004470272
7-Mar-11 1067 10782.25 -0.0167290147 -0.0166611888
8-Mar-11 1085 10931.55 0.0167290147 0.0137518401
9-Mar-11 1070.25 10974.8 -0.0136877209 0.0039486319
10-Mar-11 1077.1 10850.25 0.0063799783 -0.0114136144
11-Mar-11 1071.05 10740.95 -0.0056327687 -0.0101245817
14-Mar-11 1086.5 10893.25 0.014322045 0.0140797918
15-Mar-11 1077.1 10725.8 -0.0086892763 -0.0154912772
16-Mar-11 1100 10957.6 0.0210379354 0.0213812253
17-Mar-11 1094.8 10851.95
18-Mar-11 1090 10715.9
21-Mar-11 1082.25 10723.6
22-Mar-11 1092.1 10771.3
23-Mar-11 1113 10958.1
24-Mar-11 1125.4 11070.35
25-Mar-11 1139 11387.3
28-Mar-11 1150.5 11523.4
29-Mar-11 1170 11582.5
30-Mar-11 1226 11765.2
31-Mar-11 1218.95 11705.45
covarince
variance bankex
beta

Difference of Average return

Std dev of Pnb Returns
Sharpe
Treynor