Date

Close
1-Jan-16
18691.17
4-Jan-16
18295.25
5-Jan-16
18238.04
6-Jan-16
18011.08
7-Jan-16
17341.65
8-Jan-16
17383.93
11-Jan-16
17401.88
12-Jan-16
17323.61
13-Jan-16
17477.19
14-Jan-16
17255.01
15-Jan-16
16946.46
18-Jan-16
16700.03
19-Jan-16
16889.96
20-Jan-16
16605.93
21-Jan-16
16296.45
22-Jan-16
16891.43
25-Jan-16
16775.17
27-Jan-16
16797.55
28-Jan-16
16727.32
29-Jan-16
17046.03
1-Feb-16
16985.08
2-Feb-16
16748.33
3-Feb-16
16476.84
4-Feb-16
16562.28
5-Feb-16
16827.97
8-Feb-16
16654.62
9-Feb-16
16358.28
10-Feb-16
16164.95
11-Feb-16
15593.57
12-Feb-16
15861.73
15-Feb-16
16539.09
16-Feb-16
16238.3
17-Feb-16
16406.27
18-Feb-16
16497.76
19-Feb-16
16640.83
22-Feb-16
16706.2
23-Feb-16
16468.01
24-Feb-16
16264.08
25-Feb-16
16037.88
26-Feb-16
16024.44
29-Feb-16
15851.55
1-Mar-16
16516.18
2-Mar-16
16596.41
3-Mar-16
16942.33

4-Mar-16
8-Mar-16
9-Mar-16
10-Mar-16
11-Mar-16
14-Mar-16
15-Mar-16
16-Mar-16
17-Mar-16
18-Mar-16
21-Mar-16
22-Mar-16
23-Mar-16
28-Mar-16
29-Mar-16
30-Mar-16
31-Mar-16
1-Apr-16
4-Apr-16
5-Apr-16
6-Apr-16
7-Apr-16
8-Apr-16
11-Apr-16
12-Apr-16
13-Apr-16
18-Apr-16
20-Apr-16
21-Apr-16
22-Apr-16
25-Apr-16
26-Apr-16
27-Apr-16
28-Apr-16
29-Apr-16
2-May-16
3-May-16
4-May-16
5-May-16
6-May-16
9-May-16
10-May-16
11-May-16
12-May-16
13-May-16

16977.42
16970.99
17183.57
17168.23
17240.54
17343.91
17222.65
17134.37
17101.26
17334.49
17541.4
17731.42
17830.08
17571.98
24900.46
25338.58
25341.86
25269.64
25399.65
24883.59
24900.63
24685.42
24673.84
25022.16
25145.59
25626.75
25816.36
25844.18
25880.38
25838.14
25678.93
26007.3
26064.12
25603.1
25606.62
25436.97
25229.7
25101.73
25262.21
25228.5
25688.86
25772.53
25597.02
25790.22
25489.57

16-May-16
25653.23
17-May-16
25773.61
18-May-16
25704.61
19-May-16
25399.72
20-May-16
25301.9
23-May-16
25230.36
24-May-16
25305.47
25-May-16
25881.17
26-May-16
26366.68
27-May-16
26653.6
30-May-16
26725.6
31-May-16
26667.96
1-Jun-16
26713.93
2-Jun-16
26843.14
3-Jun-16
26843.03
6-Jun-16
26777.45
7-Jun-16
27009.67
8-Jun-16
27020.66
9-Jun-16
26763.46
10-Jun-16
26635.75
13-Jun-16
26396.77
14-Jun-16
26395.71
15-Jun-16
26726.34
16-Jun-16
26525.46
17-Jun-16
26625.91
20-Jun-16
26866.92
21-Jun-16
26812.78
22-Jun-16
26765.65
23-Jun-16
27002.22
24-Jun-16
26397.71
27-Jun-16
26402.96
28-Jun-16
26524.55
29-Jun-16
26740.39
30-Jun-16
26999.72
MEAN
21690.9685
STD DEV
4571.56021

Date
S&P
1-Jan-16
4-Jan-16
5-Jan-16
6-Jan-16
7-Jan-16
8-Jan-16
11-Jan-16
12-Jan-16
13-Jan-16
14-Jan-16
15-Jan-16
18-Jan-16
19-Jan-16
20-Jan-16
21-Jan-16
22-Jan-16
25-Jan-16
27-Jan-16
28-Jan-16
29-Jan-16
1-Feb-16
2-Feb-16
3-Feb-16
4-Feb-16
5-Feb-16
8-Feb-16
9-Feb-16
10-Feb-16
11-Feb-16
12-Feb-16
15-Feb-16
16-Feb-16
17-Feb-16
18-Feb-16
19-Feb-16
22-Feb-16
23-Feb-16
24-Feb-16
25-Feb-16
26-Feb-16
29-Feb-16
1-Mar-16
2-Mar-16
3-Mar-16

BSE AUTO
Return
18691.17
Min
Max
18295.25 -0.0214097565 -0.037876 0.3485807
18238.04 -0.0031319406
18011.08 -0.0125223987
17341.65 -0.0378760015
17383.93 0.0024350937
17401.88 0.0010320301
17323.61 -0.0045079354
17477.19 0.0088262912
17255.01 -0.0127940661
16946.46 -0.0180435736
16700.03 -0.0146484466
16889.96 0.0113088467
16605.93 -0.0169595021
16296.45 -0.0188125678 Mean
0.0030146
16891.43
0.0358591 Sigma
0.0340309
16775.17 -0.0069065758 x
0.03
16797.55 0.0013332255 x1
0.04
16727.32 -0.0041897315 x2
0.05
17046.03 0.0188740211 x3
0
16985.08 -0.0035820204 x4
0.06
16748.33 -0.0140367598
16476.84 -0.0163427933
16562.28 0.0051720621
16827.97 0.0159145623
16654.62 -0.0103547276
16358.28 -0.0179534642
16164.95 -0.0118888731
15593.57 -0.0359866683
15861.73 0.0170506399
16539.09 0.0418173802
16238.3 -0.0183540205
16406.27 0.0102909294
16497.76 0.0055610353
16640.83 0.0086346998
16706.2 0.0039205941
16468.01 -0.0143601969
16264.08 -0.012460716
16037.88 -0.014005571
16024.44 -0.0008383673
15851.55 -0.0108477695
16516.18 0.0410732191
16596.41 0.0048459004
16942.33 0.0206288171

X AXIS
Frequency
-0.1
0
-0.08
0
-0.06
0
-0.04
0
-0.02
5
0
54
0.02
57
0.04
3
0.06
2
0.08
0
1
1
122

QUESTION FROM PPT

1. What is the chance th
2. What is the chance th

3. Find two values for w

4. Find the chance of ob
ANSWERS OF PPT
1
2
3

ANSWERS OF SPIRAL HA
1. Yes, since the random
2. Mean
Standard Deviation
3. Return is negative
46%
4

5. Chances of result bei

i.e. the chances of the r

Based on the above dat
However there is 51% c

4-Mar-16
8-Mar-16
9-Mar-16
10-Mar-16
11-Mar-16
14-Mar-16
15-Mar-16
16-Mar-16
17-Mar-16
18-Mar-16
21-Mar-16
22-Mar-16
23-Mar-16
28-Mar-16
29-Mar-16
30-Mar-16
31-Mar-16
1-Apr-16
4-Apr-16
5-Apr-16
6-Apr-16
7-Apr-16
8-Apr-16
11-Apr-16
12-Apr-16
13-Apr-16
18-Apr-16
20-Apr-16
21-Apr-16
22-Apr-16
25-Apr-16
26-Apr-16
27-Apr-16
28-Apr-16
29-Apr-16
2-May-16
3-May-16
4-May-16
5-May-16
6-May-16
9-May-16
10-May-16
11-May-16
12-May-16
13-May-16

16977.42
16970.99
17183.57
17168.23
17240.54
17343.91
17222.65
17134.37
17101.26
17334.49
17541.4
17731.42
17830.08
17571.98
24900.46
25338.58
25341.86
25269.64
25399.65
24883.59
24900.63
24685.42
24673.84
25022.16
25145.59
25626.75
25816.36
25844.18
25880.38
25838.14
25678.93
26007.3
26064.12
25603.1
25606.62
25436.97
25229.7
25101.73
25262.21
25228.5
25688.86
25772.53
25597.02
25790.22
25489.57

0.0020690018
-0.0003788101
0.0124482789
-0.0008931119
0.0042030044
0.0059778489
-0.0070160581
-0.0051389902
-0.0019342428
0.0135460135
0.0118656429
0.0107744058
0.0055487116
-0.0145813307
0.3485806893
0.0174418582
0.0001294385
-0.0028538988
0.0051317192
-0.0205268443
0.0006845543
-0.0086803184
-0.0004692129
0.0140182592
0.004920701
0.0189541946
0.0073716717
0.001077031
0.0013997221
-0.0016334578
-0.0061808836
0.0127064566
0.0021823881
-0.017846218
0.0001374739
-0.0066472842
-0.0081817556
-0.0050851039
0.0063728351
-0.0013352953
0.018083127
0.0032517611
-0.0068332576
0.0075194118
-0.0117260014

16-May-16
17-May-16
18-May-16
19-May-16
20-May-16
23-May-16
24-May-16
25-May-16
26-May-16
27-May-16
30-May-16
31-May-16
1-Jun-16
2-Jun-16
3-Jun-16
6-Jun-16
7-Jun-16
8-Jun-16
9-Jun-16
10-Jun-16
13-Jun-16
14-Jun-16
15-Jun-16
16-Jun-16
17-Jun-16
20-Jun-16
21-Jun-16
22-Jun-16
23-Jun-16
24-Jun-16
27-Jun-16
28-Jun-16
29-Jun-16
30-Jun-16

25653.23
25773.61
25704.61
25399.72
25301.9
25230.36
25305.47
25881.17
26366.68
26653.6
26725.6
26667.96
26713.93
26843.14
26843.03
26777.45
27009.67
27020.66
26763.46
26635.75
26396.77
26395.71
26726.34
26525.46
26625.91
26866.92
26812.78
26765.65
27002.22
26397.71
26402.96
26524.55
26740.39
26999.72

0.0064001407
0.0046816106
-0.002680747
-0.0119322029
-0.0038586586
-0.0028314604
0.0029725466
0.0224950994
0.0185854145
0.0108231341
0.0026976816
-0.0021590627
0.0017223074
0.0048251426
-4.09789E-006
-0.0024460815
0.0086348346
0.0004068086
-0.0095642342
-0.004783226
-0.0090126442
-4.01572E-005
0.012448099
-0.0075445695
0.0037797754
0.0090109882
-0.0020171506
-0.0017592905
0.0087997358
-0.0226418209
0.0001988611
0.0045945941
0.0081044372
0.0096513391

50%

0%
0%
0%
0%
4%
44%
47%
2%
2%
0%
1%

45%
40%
35%
30%
25%

20%
15%
10%
5%
0%
-0.1

-0.08

-0.06

-0.04

-0.02

STION FROM PPT

hat is the chance that the stock return will be greater than 3%?
hat is the chance that the stock return will be between 4% and 5%?

0.02

0.04

0.06

0.08

nd two values for which there will be 95% chance that stock return will lie between those two values.
nd the chance of obtaining a positive return

WERS OF PPT
21.39% There is just 21.39% chance
5.49% There is just 5.49% chance
0.475 Z(0.475)
1.96
x=mean+/-sigma*1.96
-0.06
0.07
46%

WERS OF SPIRAL HANDOUT

s, since the random variable is being affected by many independent causes and the effect of each cause is not
0.00301455
ndard Deviation
0.0340309
eturn is negative

0.475 Z(0.475)
1.96
x=mean+/-sigma*1.96
-0.06
0.07 i.e a increase and decrease of 0.02 from mean
hances of result being between expectation of 5-6 %
0.03667606
he chances of the result being within 5-6% is very low.
d on the above data there is very less chance of achieving the target of 5-6% returns.
ever there is 51% chance of a positive return.

Date
S&P
1-Jan-16
4-Jan-16
5-Jan-16
6-Jan-16
7-Jan-16
8-Jan-16
11-Jan-16
12-Jan-16
Column H
13-Jan-16
14-Jan-16
15-Jan-16
18-Jan-16
19-Jan-16
20-Jan-16
21-Jan-16
0.08
1
22-Jan-16
25-Jan-16
27-Jan-16
28-Jan-16
29-Jan-16
1-Feb-16
2-Feb-16
3-Feb-16
4-Feb-16
5-Feb-16
8-Feb-16
9-Feb-16
10-Feb-16
11-Feb-16
12-Feb-16
15-Feb-16
f each cause is not overwhelmingly large com 16-Feb-16
17-Feb-16
18-Feb-16
19-Feb-16
22-Feb-16
23-Feb-16
24-Feb-16
25-Feb-16
26-Feb-16
29-Feb-16
1-Mar-16
2-Mar-16
3-Mar-16

BSE AUTO Return

Z
18691.17
18295.25 -0.0214098 -0.71771
18238.04 -0.0031319 -0.180615
18011.08 -0.0125224 -0.456554
17341.65 -0.037876 -1.201571
17383.93 0.00243509 -0.017027
17401.88 0.00103203 -0.058256
17323.61 -0.0045079 -0.221049
17477.19 0.00882629 0.1707783
17255.01 -0.0127941 -0.464537
16946.46 -0.0180436 -0.618794
16700.03 -0.0146484 -0.519028
16889.96 0.01130885 0.2437283
16605.93 -0.0169595 -0.586939
16296.45 -0.0188126 -0.641391
16891.43 0.0358591 0.9651387
16775.17 -0.0069066 -0.291533
16797.55 0.00133323 -0.049406
16727.32 -0.0041897 -0.211698
17046.03 0.01887402 0.4660313
16985.08 -0.003582 -0.193841
16748.33 -0.0140368 -0.501054
16476.84 -0.0163428 -0.568817
16562.28 0.00517206 0.0633986
16827.97 0.01591456 0.3790675
16654.62 -0.0103547 -0.392857
16358.28 -0.0179535 -0.616146
16164.95 -0.0118889 -0.437938
15593.57 -0.0359867 -1.146053
15861.73 0.01705064 0.4124512
16539.09 0.04181738 1.140223
16238.3 -0.018354 -0.627917
16406.27 0.01029093 0.2138167
16497.76 0.00556104 0.0748286
16640.83 0.0086347 0.1651483
16706.2 0.00392059 0.0266241
16468.01 -0.0143602 -0.510558
16264.08 -0.0124607 -0.454742
16037.88 -0.0140056 -0.500137
16024.44 -0.0008384 -0.113218
15851.55 -0.0108478 -0.407345
16516.18 0.04107322 1.1183558
16596.41 0.0048459 0.0538143
16942.33 0.02062882 0.5175961

4-Mar-16
8-Mar-16
9-Mar-16
10-Mar-16
11-Mar-16
14-Mar-16
15-Mar-16
16-Mar-16
17-Mar-16
18-Mar-16
21-Mar-16
22-Mar-16
23-Mar-16
28-Mar-16
29-Mar-16
30-Mar-16
31-Mar-16
1-Apr-16
4-Apr-16
5-Apr-16
6-Apr-16
7-Apr-16
8-Apr-16
11-Apr-16
12-Apr-16
13-Apr-16
18-Apr-16
20-Apr-16
21-Apr-16
22-Apr-16
25-Apr-16
26-Apr-16
27-Apr-16
28-Apr-16
29-Apr-16
2-May-16
3-May-16
4-May-16
5-May-16
6-May-16
9-May-16
10-May-16
11-May-16
12-May-16
13-May-16

16977.42
16970.99
17183.57
17168.23
17240.54
17343.91
17222.65
17134.37
17101.26
17334.49
17541.4
17731.42
17830.08
17571.98
24900.46
25338.58
25341.86
25269.64
25399.65
24883.59
24900.63
24685.42
24673.84
25022.16
25145.59
25626.75
25816.36
25844.18
25880.38
25838.14
25678.93
26007.3
26064.12
25603.1
25606.62
25436.97
25229.7
25101.73
25262.21
25228.5
25688.86
25772.53
25597.02
25790.22
25489.57

0.002069 -0.027785
-0.0003788 -0.099714
0.01244828 0.2772106
-0.0008931 -0.114827
0.004203 0.0349228
0.00597785 0.0870766
-0.0070161 -0.29475
-0.005139 -0.239592
-0.0019342 -0.145421
0.01354601 0.3094675
0.01186564 0.2600898
0.01077441 0.2280237
0.00554871 0.0744664
-0.0145813 -0.517056
0.34858069 10.154478
0.01744186 0.4239471
0.00012944 -0.084779
-0.0028539 -0.172445
0.00513172 0.0622131
-0.0205268 -0.691765
0.00068455 -0.068467
-0.0086803 -0.343654
-0.0004692 -0.102371
0.01401826 0.3233445
0.0049207 0.0560123
0.01895419 0.4683872
0.00737167 0.1280342
0.00107703 -0.056934
0.00139972 -0.047452
-0.0016335 -0.136582
-0.0061809 -0.270208
0.01270646 0.2847971
0.00218239 -0.024453
-0.0178462 -0.612995
0.00013747 -0.084543
-0.0066473 -0.283914
-0.0081818 -0.329004
-0.0050851 -0.238009
0.00637284 0.0986833
-0.0013353 -0.12782
0.01808313 0.4427908
0.00325176 0.0069704
-0.0068333 -0.289378
0.00751941 0.1323755
-0.011726 -0.433152

16-May-16
17-May-16
18-May-16
19-May-16
20-May-16
23-May-16
24-May-16
25-May-16
26-May-16
27-May-16
30-May-16
31-May-16
1-Jun-16
2-Jun-16
3-Jun-16
6-Jun-16
7-Jun-16
8-Jun-16
9-Jun-16
10-Jun-16
13-Jun-16
14-Jun-16
15-Jun-16
16-Jun-16
17-Jun-16
20-Jun-16
21-Jun-16
22-Jun-16
23-Jun-16
24-Jun-16
27-Jun-16
28-Jun-16
29-Jun-16
30-Jun-16

25653.23
25773.61
25704.61
25399.72
25301.9
25230.36
25305.47
25881.17
26366.68
26653.6
26725.6
26667.96
26713.93
26843.14
26843.03
26777.45
27009.67
27020.66
26763.46
26635.75
26396.77
26395.71
26726.34
26525.46
26625.91
26866.92
26812.78
26765.65
27002.22
26397.71
26402.96
26524.55
26740.39
26999.72

0.00640014 0.0994857
0.00468161 0.0489866
-0.0026807 -0.167357
-0.0119322 -0.439211
-0.0038587 -0.20197
-0.0028315 -0.171785
0.00297255 -0.001234
0.0224951 0.5724369
0.01858541 0.4575506
0.01082313 0.2294556
0.00269768 -0.009311
-0.0021591 -0.152027
0.00172231 -0.037973
0.00482514 0.0532043
-4.098E-006 -0.088703
-0.0024461 -0.160461
0.00863483 0.1651523
0.00040681 -0.076629
-0.0095642 -0.369628
-0.0047832 -0.229138
-0.0090126 -0.35342
-4.016E-005 -0.089763
0.0124481 0.2772053
-0.0075446 -0.31028
0.00377978 0.0224861
0.00901099 0.1762056
-0.0020172 -0.147857
-0.0017593 -0.14028
0.00879974 0.1699979
-0.0226418 -0.753914
0.00019886 -0.082739
0.00459459 0.0464296
0.00810444 0.1495665
0.00965134 0.1950223

-3.0658
-2.3841
-2.2020
-2.1249
-1.6597
-1.6595
-1.5667
-1.4826
-1.3312
-1.1534
-0.9957
-0.9846
-0.9217
-0.9138
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