DATE AGMSL KSE 100 RFR R1 KSE(RR)

### 23.6 39,055 0.02

### 23.41 38,693 0.02 -0.805085 -0.926702
### 23.28 38,822 0.02 -0.555318 0.3333446
### 23.1 39,607 0.02 -0.773196 2.0223756
### 23.4 40,016 0.02 1.2987013 1.0335097
### 23.63 40,071 0.02 0.982906 0.136395
### 23.79 40,279 0.02 0.6771054 0.5207544
### 24.06 39,957 0.02 1.1349306 -0.800186
### 24.14 40,219 0.02 0.3325021 0.6567048
### 23.97 40,487 0.02 -0.704225 0.6643549
### 23.73 40,507 0.02 -1.001252 0.0501647
### 23.8 40,544 0.02 0.2949853 0.0916632
### 23.9 40,596 0.02 0.4201681 0.1286747
### 24.23 40,327 0.02 1.3807531 -0.66447
### 23.9 40,887 0.02 -1.361948 1.3906974
### 24.07 41,333 0.02 0.7112971 1.0893345
### 23.86 41,506 0.02 -0.872455 0.4183849
### 23.73 41,614 0.02 -0.544845 0.261916
### 23.68 41,113 0.02 -0.210704 -1.205545
### 24.25 40,800 0.02 2.4070946 -0.76176
### 25.24 40,607 0.02 4.0824742 -0.471599
### 25.31 40,624 0.02 0.2773376 0.0425295
### 26.57 40,420 0.02 4.9782695 -0.5029
### 26.72 40,265 0.02 0.5645465 -0.38424
### 27.08 40,289 0.02 1.3473054 0.0605492
### 26.12 40,058 0.02 -3.545052 -0.574125
### 24.87 39,902 0.02 -4.785605 -0.388538
### 24.22 39,544 0.02 -2.613591 -0.898296
### 23.7 39,307 0.02 -2.146986 -0.600019
### 24.03 39,244 0.02 1.3924051 -0.159287
### 24 39,272 0.02 -0.124844 0.0714761
### 23.73 39,614 0.02 -1.125 0.8714619
### 24.9 39,413 0.02 4.9304678 -0.508984
### 24.35 39,049 0.02 -2.208835 -0.922219
### 24.23 39,090 0.02 -0.492813 0.1055082
### 24.28 38,922 0.02 0.2063558 -0.431284
### 23.83 39,053 0.02 -1.853377 0.3360851
### 23.7 38,562 0.02 -0.545531 -1.254977
### 24.12 37,547 0.02 1.7721519 -2.631864
### 22.92 37,542 0.02 -4.975124 -0.014595
### 21.78 37,537 0.02 -4.973822 -0.013345
### 21.15 37,532 0.02 -2.892562 -0.01332
R1-RFR KSSEE.R-RFR

-0.825085 -0.946702379
-0.575318 0.3133446188
-0.793196 2.0023756474
1.2787013 1.0135096583 SUMMARY OUTPUT
0.962906 0.1163949987
0.6571054 0.5007544363 Regression Statistics
1.1149306 -0.8201861 Multiple R 0.1256501
0.3125021 0.6367048084 R Square 0.0157879
-0.724225 0.644354851 Adjusted R Square -0.010112
-1.021252 0.0301646591 Standard Error 2.3000857
0.2749853 0.0716632146 Observations 40
0.4001681 0.1086746706
1.3607531 -0.684469749 ANOVA
-1.381948 1.3706973895 df SS
0.6912971 1.0693344763 Regression 1 3.2248435
-0.892455 0.3983849369 Residual 38 201.03498
-0.564845 0.2419159595 Total 39 204.25983
-0.230704 -1.225544524
2.3870946 -0.781759563 Coefficients
Standard Error
4.0624742 -0.49159857 Intercept -0.280779 0.3661081
0.2573376 0.0225294874 -0.9467023791 -0.354134 0.4535839
4.9582695 -0.522899859
0.5445465 -0.404239619
1.3273054 0.0405491946
-3.565052 -0.594124653
-4.805605 -0.408538077
-2.633591 -0.918296109 E. R (CAPM) RFR+BETA(RM-RFR)
-2.166986 -0.620018663
1.3724051 -0.179286632 0.0022935
-0.144844 0.0514760948
-1.145 0.851461914
4.9104678 -0.528984409
-2.228835 -0.942218938
-0.512813 0.0855082476
0.1863558 -0.451283685
-1.873377 0.3160850981
-0.565531 -1.274977274
1.7521519 -2.651864199
-4.995124 -0.03459485
-4.993822 -0.03334505
-2.912562 -0.033320191
 MS F Significance F
3.2248435 0.6095658 0.4397882
5.2903943

t Stat P-value Lower 95% Upper 95%Lower 95.0%

Upper 95.0%
-0.76693 0.4478619 -1.021926 0.4603678 -1.021926 0.4603678
-0.780747 0.4397882 -1.272367 0.5640984 -1.272367 0.5640984