Escolar Documentos
Profissional Documentos
Cultura Documentos
6495.62
6552.37
6557.2
6533.98
6511.19
6517.09
6468.64
6497.91
6530.12
6520.55
6548.67
6487.84
6482.96
6324.57
6252.42
6217.5
6025.64
6043.21
6061.68
6083.89
5997.46
6123.81
6016.87
5860.4
5908.36
5912.26
5952.92
5908.85
5995.36
5964.46
6031.31
6103.65
6071.38
6018.14
6032.45
6049.39
6035.17
6036.57
6114.27
6231.89
6320.23
6310.46
6320.95
8-Mar-10
9-Mar-10
10-Mar-10
11-Mar-10
12-Mar-10
15-Mar-10
16-Mar-10
17-Mar-10
18-Mar-10
19-Mar-10
22-Mar-10
23-Mar-10
25-Mar-10
26-Mar-10
29-Mar-10
30-Mar-10
31-Mar-10
1-Apr-10
5-Apr-10
6-Apr-10
7-Apr-10
8-Apr-10
9-Apr-10
12-Apr-10
13-Apr-10
15-Apr-10
16-Apr-10
19-Apr-10
20-Apr-10
21-Apr-10
22-Apr-10
23-Apr-10
26-Apr-10
27-Apr-10
28-Apr-10
29-Apr-10
30-Apr-10
3-May-10
4-May-10
5-May-10
6-May-10
7-May-10
10-May-10
11-May-10
6364.81
6336.9
6355.21
6376.49
6381
6370.91
6456.89
6498.88
6517.13
6538.14
6466.59
6491.98
6535.6
6562.47
6588.34
6538.16
6521.55
6572.99
6669.82
6666.78
6677.56
6590.34
6661.54
6634.12
6615.8
6554.45
6540.82
6467.49
6500.38
6518.8
6549.19
6592.4
6615.25
6597.71
6482.27
6530.38
6559.98
6491.43
6399.12
6369.8
6327.5
6237
6459.39
6387.96
12-May-10
13-May-10
14-May-10
17-May-10
18-May-10
19-May-10
20-May-10
21-May-10
24-May-10
25-May-10
26-May-10
27-May-10
28-May-10
31-May-10
1-Jun-10
2-Jun-10
3-Jun-10
4-Jun-10
7-Jun-10
8-Jun-10
9-Jun-10
10-Jun-10
11-Jun-10
14-Jun-10
15-Jun-10
16-Jun-10
17-Jun-10
18-Jun-10
21-Jun-10
22-Jun-10
23-Jun-10
24-Jun-10
25-Jun-10
28-Jun-10
29-Jun-10
30-Jun-10
1-Jul-10
2-Jul-10
5-Jul-10
6-Jul-10
7-Jul-10
8-Jul-10
9-Jul-10
12-Jul-10
6413.47
6441.15
6334.91
6293.1
6300.98
6119.53
6155.32
6134.86
6150.77
5980.08
6120.27
6227
6305.91
6330.54
6186.03
6247.84
6360.67
6391.73
6265.44
6207.06
6234.29
6338.1
6388.96
6486.71
6520.6
6534.36
6586.69
6571.38
6684.61
6638.74
6646.99
6643.81
6579.46
6659.94
6566.44
6636.89
6560.61
6542.72
6541.23
6607.6
6547.69
6620.64
6690.13
6729.96
13-Jul-10
14-Jul-10
15-Jul-10
16-Jul-10
19-Jul-10
20-Jul-10
21-Jul-10
22-Jul-10
23-Jul-10
26-Jul-10
27-Jul-10
28-Jul-10
29-Jul-10
30-Jul-10
2-Aug-10
3-Aug-10
4-Aug-10
5-Aug-10
6-Aug-10
9-Aug-10
10-Aug-10
11-Aug-10
12-Aug-10
13-Aug-10
16-Aug-10
17-Aug-10
18-Aug-10
19-Aug-10
20-Aug-10
23-Aug-10
24-Aug-10
25-Aug-10
26-Aug-10
27-Aug-10
30-Aug-10
31-Aug-10
1-Sep-10
2-Sep-10
3-Sep-10
6-Sep-10
7-Sep-10
8-Sep-10
9-Sep-10
13-Sep-10
6752.08
6733.92
6724.67
6743.58
6734.28
6711.23
6750.4
6803.67
6812.99
6774.85
6789.82
6748.86
6763.76
6712.14
6792.23
6802.06
6837.5
6811.88
6802.05
6860.7
6830.53
6780.37
6775.14
6819.78
6778.13
6775.24
6856.99
6933.41
6921.44
6937.5
6890.37
6836.82
6856.27
6769.67
6779.13
6762.76
6850.39
6869.28
6860.96
6983.1
7017.14
7022.98
7065.39
7216.3
14-Sep-10
15-Sep-10
16-Sep-10
17-Sep-10
20-Sep-10
21-Sep-10
22-Sep-10
23-Sep-10
24-Sep-10
27-Sep-10
28-Sep-10
29-Sep-10
30-Sep-10
1-Oct-10
4-Oct-10
5-Oct-10
6-Oct-10
7-Oct-10
8-Oct-10
11-Oct-10
12-Oct-10
13-Oct-10
14-Oct-10
15-Oct-10
18-Oct-10
19-Oct-10
20-Oct-10
21-Oct-10
22-Oct-10
25-Oct-10
26-Oct-10
27-Oct-10
28-Oct-10
29-Oct-10
1-Nov-10
2-Nov-10
3-Nov-10
4-Nov-10
5-Nov-10
8-Nov-10
9-Nov-10
10-Nov-10
11-Nov-10
12-Nov-10
7260.81
7342.96
7302.56
7373.29
7492.96
7528.8
7506.18
7466.79
7540.4
7562.13
7554.38
7506.56
7554.94
7697.13
7717.23
7700.1
7751.06
7668.16
7647.04
7687.67
7631.32
7810.52
7739.62
7595.92
7612.59
7551.66
7495.03
7651.23
7607
7656.86
7627
7540.06
7508.74
7546.4
7673.05
7674.81
7726.88
7879.02
7917.48
7868.23
7903.81
7871.4
7769.23
7615.47
15-Nov-10
16-Nov-10
18-Nov-10
19-Nov-10
22-Nov-10
23-Nov-10
24-Nov-10
25-Nov-10
26-Nov-10
29-Nov-10
30-Nov-10
1-Dec-10
2-Dec-10
3-Dec-10
6-Dec-10
7-Dec-10
8-Dec-10
9-Dec-10
10-Dec-10
13-Dec-10
14-Dec-10
15-Dec-10
16-Dec-10
20-Dec-10
21-Dec-10
22-Dec-10
23-Dec-10
24-Dec-10
27-Dec-10
28-Dec-10
29-Dec-10
30-Dec-10
31-Dec-10
7678.13
7511.38
7524.11
7388
7538.12
7443.73
7357.21
7274.4
7214.47
7312.38
7353.36
7476.57
7540.24
7516.53
7515.86
7496.19
7404.78
7232.7
7346.68
7409.77
7455.48
7390.53
7461.32
7462.81
7530.04
7509.68
7504.13
7543.8
7527.17
7524.52
7605.29
7657.38
7698.29
Month
Sep-10
Oct-10
Nov-10
Dec-10
Jan-11
Feb-11
Mar-11
Apr-11
May-11
Jun-11
Jul-11
Aug-11
Sensex
ONGC
Xm
Xy
Returns
Close
Close Price Xm
Xy
20069.12
1401.55
0
0
20032.34
1303.25 -0.18327 -7.01366
19521.25
1248.2 -2.55132 -4.22406
20509.09
1293.4 5.060332 3.621215
18327.76
1177.55 -10.6359 -8.95701
17823.4
270.65 -2.75189 -77.0158
19445.22
290.1 9.099386 7.186403
19135.96
308.9 -1.59042 6.480524
18503.28
281.6 -3.30624 -8.83781
18845.87
273.95 1.85151 -2.71662
18197.2
268.65 -3.44197 -1.93466
16676.75
263.15 -8.35541 -2.04727
Standard Deviation
xm
Covar
16.95961235
x
5.554447867
m
23.34626131
26.79957601
Xm
Beta
29.47953 Xm
0.955518
0.57
Name:
Roll No:
Batch:
Month
10-Sep
10-Oct
10-Nov
10-Dec
11-Jan
11-Feb
11-Mar
11-Apr
11-May
11-Jun
11-Jul
11-Aug
Std Dev
Sensex
Xm
20069.12
20032.34
19521.25
20509.09
18327.76
17823.4
19445.22
19135.96
18503.28
18845.87
18197.2
16676.75
5.554448
Infosys
Returns
0
-0.183266631
-2.551324508
5.06033169
-10.63591802
-2.75189112
9.0993862
-1.590416565
-3.306236008
1.85150957
-3.441974289
-8.355406326
Close Price
3041
2969.6
3049.45
3445
3116.3
3003.5
3236.75
2905.95
2891.85
2907.4
2466.8
2342.8
CoVar
Beta
Beta(from site)
CAPM
Returns
0.00
-2.347911871
2.688914332
12.97119153
-9.541364296
-3.619677181
7.765939737
-10.22012822
-0.485211377
0.53771807
-15.15443351
-5.026755311
32.01
1.04
0.96
0.14
Analysis:
Comparison
By comparing the beta of the above four companies(IT industry) we can see that the betas of a
hence it is giving higher returns i.e.15% and beta of L&T is 1.14 which is slightly lesser than Wi
L&T as it will give higher returns in lesser risk.
For Risk averse, they can go for TCS as it has got least risk as the beta is low i.e. 0.86 but they w
TCS
Close Price
922.55
1051.8
1076.7
1195.05
1157.15
1112.95
1182.5
1163.6
1158.8
1180.35
1149.45
1040.6
CoVar
Beta
Beta(from site)
CAPM
Returns
0.00
14.01008075
2.367370222
10.99191975
-3.171415422
-3.819729508
6.249157644
-1.598308668
-0.412512891
1.85968243
-2.617867582
-9.4697464
26.56
0.86
1.06
0.13
Wipro
Close Price
Returns
448.35
0.00
419.6
-6.412401026
420.2
0.142993327
490.25
16.67063303
438.45
-10.56603774
438.4
-0.011403809
478.3
9.101277372
450.25
-5.864520176
466.65
3.642420877
417.6
-10.51108968
389.95
-6.621168582
335.05
-14.07872804
CoVar
Beta
Beta(from site)
CAPM
36.12
1.17
0.93
0.15
ustry) we can see that the betas of all four companies are in a similar range. But beta of Wipro is highest i.e.1.17 and
1.14 which is slightly lesser than Wipro but it gives same return ie. 15%. So for investors it is advisible to invest in
s the beta is low i.e. 0.86 but they will get slightly lesser returns as compared to other three companies.
L&T
Close Price
2044.7
2021.85
1949.85
1979.05
1641.15
1528.05
1653.25
1597.9
1644
1822.65
1725.95
1609.8
CoVar
Beta
Beta(from site)
CAPM
Returns
0.00
-1.117523353
-3.561095037
1.497551094
-17.07384856
-6.891509003
8.193449167
-3.347951006
2.885036611
10.86678832
-5.305461828
-6.729627162
35.09
1.14
1.12
0.15
Name:
Roll No:
Batch:
Rucha Kapdi
M1018
MMS 2010-12
Month
10-Sep
10-Oct
10-Nov
10-Dec
11-Jan
11-Feb
11-Mar
11-Apr
11-May
11-Jun
11-Jul
11-Aug
Std Dev
Analysis:
Comparison
Sensex
Xm
20069.12
20032.34
19521.25
20509.09
18327.76
17823.4
19445.22
19135.96
18503.28
18845.87
18197.2
16676.75
5.554448
Returns
0
-0.183266631
-2.551324508
5.06033169
-10.63591802
-2.75189112
9.0993862
-1.590416565
-3.306236008
1.85150957
-3.441974289
-8.355406326
CoVar
Beta
Beta(from site)
CAPM
28.85
0.94
0.75
0.14
1.By comparing the beta of the above four companies(automobile industry) we can see that th
2. For Risk averse, they can go for Hero MotoCorp as it has got least risk as the beta is low i.e. 0
Tata Motors
Close Price
Returns
1,097.30
0.00
1,159.45
5.663902306
1,237.10
6.697140886
1,306.30
5.593727265
1,148.25
-12.09905841
1,081.80
-5.787067276
1,247.50
15.31706415
1,229.10
-1.4749499
27-Dec
-11.11382312
19-Sep
-9.061784897
4-Aug
-4.640161047
10-Jan
-21.71205404
CoVar
Beta
Beta(from site)
CAPM
46.40
1.50
1.35
0.17
M&M
Close Price
693.3
731.85
766.3
777.55
712.05
614.1
698.6
753.8
672.15
701.3
718.25
737.55
CoVar
Beta
Beta(from site)
CAPM
Returns
0.00
5.560363
4.707249
1.468093
-8.4239
-13.7561
13.75997
7.901517
-10.8318
4.33683
2.41694
2.687087
26.26
0.85
1.12
0.13
mobile industry) we can see that the beta of TATA motors is highest i.e.1.50 and hence it is giving higher returns i.e.17% so for risk take
ot least risk as the beta is low i.e. 0.52 but they will get less returns as compared to other three companies.
Hero MotoCorp
Close Price
Returns
1,851.90
0.00
1,865.80 0.750580485
1,973.40 5.766963233
1,986.10 0.643559339
1,630.50 -17.90443583
1,464.95 -10.1533272
1,586.55 8.300624595
1,709.65 7.758973874
1,853.15
8.39353084
1,877.75 1.327469444
1,787.20 -4.822260684
2,047.85 14.58426589
CoVar
Beta
Beta(from site)
CAPM
16.18
0.52
0.44
0.11
her returns i.e.17% so for risk takers it is advisible to invest in TATA motors as it will give higher returns
Name:
Roll No:
Batch:
Rucha Kapdi
M1018
MMS 2010-12
Month
10-Sep
10-Oct
10-Nov
10-Dec
11-Jan
11-Feb
11-Mar
11-Apr
11-May
11-Jun
11-Jul
11-Aug
Std Dev
Analysis:
Comparison
Sensex
Xm
20069.12
20032.34
19521.25
20509.09
18327.76
17823.4
19445.22
19135.96
18503.28
18845.87
18197.2
16676.75
5.554448
Returns
0
-0.183266631
-2.551324508
5.06033169
-10.63591802
-2.75189112
9.0993862
-1.590416565
-3.306236008
1.85150957
-3.441974289
-8.355406326
CoVar
Beta
Beta(from site)
CAPM
38.91
1.26
0.75
0.16
1.By comparing the beta of the above four companies(automobile industry) we can see that th
2. For Risk averse, they can go for Hero MotoCorp as it has got least risk as the beta is low i.e. 0
Tata Motors
Close Price
Returns
1,097.30
0.00
1,159.45
5.663902306
1,237.10
6.697140886
1,306.30
5.593727265
1,148.25
-12.09905841
1,081.80
-5.787067276
1,247.50
15.31706415
1,229.10
-1.4749499
27-Dec
-11.11382312
19-Sep
-9.061784897
4-Aug
-4.640161047
10-Jan
-21.71205404
CoVar
Beta
Beta(from site)
CAPM
46.40
1.50
1.35
0.17
M&M
Close Price
693.3
731.85
766.3
777.55
712.05
614.1
698.6
753.8
672.15
701.3
718.25
737.55
CoVar
Beta
Beta(from site)
CAPM
Returns
0.00
5.560363
4.707249
1.468093
-8.4239
-13.7561
13.75997
7.901517
-10.8318
4.33683
2.41694
2.687087
26.26
0.85
1.12
0.13
mobile industry) we can see that the beta of TATA motors is highest i.e.1.50 and hence it is giving higher returns i.e.17% so for risk take
ot least risk as the beta is low i.e. 0.52 but they will get less returns as compared to other three companies.
Hero MotoCorp
Close Price
Returns
1,851.90
0.00
1,865.80 0.750580485
1,973.40 5.766963233
1,986.10 0.643559339
1,630.50 -17.90443583
1,464.95 -10.1533272
1,586.55 8.300624595
1,709.65 7.758973874
1,853.15
8.39353084
1,877.75 1.327469444
1,787.20 -4.822260684
2,047.85 14.58426589
CoVar
Beta
Beta(from site)
CAPM
16.18
0.52
0.44
0.11
her returns i.e.17% so for risk takers it is advisible to invest in TATA motors as it will give