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Open Price Close Price Open y y : Ranbaxy Returns

- The document appears to contain stock price data for Ranbaxy from July 2009 to December 2009, including opening and closing prices on different dates. - It lists the date, opening price, closing price, daily change in price and the square of the daily change for many dates in that period. - The stock price fluctuated over this period, rising by over 5% on some dates and falling by over 4% on other dates.

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0% found this document useful (0 votes)
69 views40 pages

Open Price Close Price Open y y : Ranbaxy Returns

- The document appears to contain stock price data for Ranbaxy from July 2009 to December 2009, including opening and closing prices on different dates. - It lists the date, opening price, closing price, daily change in price and the square of the daily change for many dates in that period. - The stock price fluctuated over this period, rising by over 5% on some dates and falling by over 4% on other dates.

Uploaded by

shishir44
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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Ranbaxy returns

Date Open Price Close Price y y² Date Open


30-Jul-09 273.2 273.8 30-Jul-09 4513.1
31-Jul-09 278.8 280.05 2.282688093499 5.210664932 31-Jul-09 4571.6
3-Aug-09 283 284.45 1.571148009284 2.468506067 3-Aug-09 4633.8
4-Aug-09 284.45 280.75 -1.30075584461 1.691965767 4-Aug-09 4706.25
5-Aug-09 282 276.3 -1.58504007124 2.512352027 5-Aug-09 4680.95
6-Aug-09 274 273.2 -1.12196887441 1.258814155 6-Aug-09 4694.35
7-Aug-09 272 261.05 -4.44729136164 19.77840046 7-Aug-09 4591.9
10-Aug-09 267.25 261.95 0.344761539935 0.118860519 10-Aug-09 4486.5
11-Aug-09 261.9 276.45 5.535407520519 30.64073642 11-Aug-09 4435
12-Aug-09 277.1 289.45 4.702477844095 22.11329787 12-Aug-09 4473.8
13-Aug-09 298 295 1.917429607877 3.676536301 13-Aug-09 4458.55
14-Aug-09 296.7 297 0.677966101695 0.459638035 14-Aug-09 4605.15
17-Aug-09 294.8 296.45 -0.18518518519 0.034293553 17-Aug-09 4578.8
18-Aug-09 297.5 303.5 2.37814133918 5.655556229 18-Aug-09 4389.5
19-Aug-09 304.5 300.2 -1.08731466227 1.182253175 19-Aug-09 4457.75
20-Aug-09 304.4 302.45 0.749500333111 0.561750749 20-Aug-09 4394.35
21-Aug-09 300 311.65 3.041825095057 9.252699909 21-Aug-09 4453.45
24-Aug-09 318 321.15 3.048291352479 9.29208017 24-Aug-09 4536.95
25-Aug-09 319.4 343.7 7.021640977736 49.30344202 25-Aug-09 4641.65
26-Aug-09 345 335.35 -2.4294442828 5.902199523 26-Aug-09 4659.45
27-Aug-09 334 338.55 0.954226927091 0.910549028 27-Aug-09 4679
28-Aug-09 340.4 334.35 -1.24058484714 1.539050763 28-Aug-09 4688.4
31-Aug-09 332 327.85 -1.94407058472 3.779410438 31-Aug-09 4730.85
1-Sep-09 325.6 319.8 -2.45539118499 6.028945871 1-Sep-09 4662.2
2-Sep-09 318 322.25 0.766103814884 0.586915055 2-Sep-09 4624
3-Sep-09 325.85 315.65 -2.04809930178 4.19471075 3-Sep-09 4608.75
4-Sep-09 319.2 321.55 1.869158878505 3.493754913 4-Sep-09 4608.7
7-Sep-09 327 327.05 1.710464935469 2.925690295 7-Sep-09 4682.4
8-Sep-09 334.9 324.45 -0.79498547623 0.632001907 8-Sep-09 4782.85
9-Sep-09 321.1 320 -1.37155185699 1.881154496 9-Sep-09 4804.9
10-Sep-09 325 324.9 1.53125 2.344726562 10-Sep-09 4814.35
11-Sep-09 327 338.4 4.15512465374 17.26506089 11-Sep-09 4819.4
14-Sep-09 338.5 337.4 -0.29550827423 0.08732514 14-Sep-09 4830.35
15-Sep-09 340.1 343.6 1.837581505631 3.37670579 15-Sep-09 4808.35
16-Sep-09 345.85 355 3.317811408615 11.00787254 16-Sep-09 4894.65
17-Sep-09 359.4 351.25 -1.05633802817 1.11585003 17-Sep-09 4958.55
18-Sep-09 353 360.3 2.576512455516 6.638416433 18-Sep-09 4963.95
22-Sep-09 368.85 379.35 5.287260616153 27.95512482 22-Sep-09 4977.1
23-Sep-09 380.75 383.55 1.107156979043 1.225796576 23-Sep-09 5019.95
24-Sep-09 380 393.55 2.607222004954 6.797606583 24-Sep-09 4977.15
25-Sep-09 386.65 409.75 4.116376572227 16.94455608 25-Sep-09 4985.1
29-Sep-09 412 399.65 -2.4649176327 6.075818936 29-Sep-09 4959.15
30-Sep-09 400.05 403.5 0.963342925059 0.928029591 30-Sep-09 5007.65
1-Oct-09 407 408.15 1.152416356877 1.32806346 1-Oct-09 5087.2
5-Oct-09 400 401.35 -1.66605414676 2.77573642 5-Oct-09 5076.05
6-Oct-09 407 408.85 1.868693160583 3.492014128 6-Oct-09 5003.65
7-Oct-09 411 399.3 -2.33581998288 5.456054992 7-Oct-09 5031.7
8-Oct-09 402 406.45 1.790633608815 3.206368721 8-Oct-09 5011.25
9-Oct-09 412.6 386.85 -4.8222413581 23.25401172 9-Oct-09 4993
12-Oct-09 390 394.7 2.029210288225 4.117694394 12-Oct-09 4945.45
14-Oct-09 398 399.4 1.190777805929 1.417951783 14-Oct-09 5054.35
15-Oct-09 401 392.75 -1.66499749624 2.772216662 15-Oct-09 5118.55
16-Oct-09 398.35 390.75 -0.50922978994 0.259314979 16-Oct-09 5108.65
17-Oct-09 396.65 391.65 0.230326295585 0.053050202 17-Oct-09 5159.35
20-Oct-09 393.8 389.45 -0.56172603089 0.315536134 20-Oct-09 5145.6
21-Oct-09 390 387.35 -0.53922197971 0.290760343 21-Oct-09 5114.85
22-Oct-09 384 369.5 -4.60823544598 21.23583393 22-Oct-09 5063.35
23-Oct-09 373 372.45 0.798376184032 0.637404531 23-Oct-09 4986.55
26-Oct-09 375.8 382.1 2.590951805612 6.713031259 26-Oct-09 4997.15
27-Oct-09 380 369.05 -3.4153362994 11.66452204 27-Oct-09 4970.55
28-Oct-09 369.9 381.75 3.441268120851 11.84232628 28-Oct-09 4846.55
29-Oct-09 378 391.35 2.514734774067 6.323890984 29-Oct-09 4826.1
30-Oct-09 409 390.4 -0.24274945701 0.058927299 30-Oct-09 4751.1
3-Nov-09 388.1 377.9 -3.2018442623 10.25180668 3-Nov-09 4712.25
4-Nov-09 381.1 398.7 5.504101614184 30.29513458 4-Nov-09 4567.3
5-Nov-09 399 399.35 0.163029847003 0.026578731 5-Nov-09 4711.65
6-Nov-09 404 414.4 3.768624014023 14.20252696 6-Nov-09 4767.5
9-Nov-09 419 415.85 0.349903474903 0.122432442 9-Nov-09 4796.15
10-Nov-09 422 405.6 -2.4648310689 6.075392198 10-Nov-09 4898.9
11-Nov-09 405.6 416.8 2.76134122288 7.625005349 11-Nov-09 4882.3
12-Nov-09 425.9 412.1 -1.12763915547 1.271570065 12-Nov-09 5004.4
13-Nov-09 415.6 412.3 0.048531909731 0.002355346 13-Nov-09 4952.35
16-Nov-09 412.75 412.6 0.07276255154 0.005294389 16-Nov-09 4996.5
17-Nov-09 414 415.05 0.593795443529 0.352593029 17-Nov-09 5058.95
18-Nov-09 419 422.35 1.758824238044 3.0934627 18-Nov-09 5061.5
19-Nov-09 424.9 417.3 -1.19569077779 1.429676436 19-Nov-09 5043.95
20-Nov-09 416 422.65 1.282051282051 1.64365549 20-Nov-09 4988.75
23-Nov-09 425.75 421.85 -0.18928191175 0.035827642 23-Nov-09 5052.95
24-Nov-09 425 421.05 -0.18964086761 0.035963659 24-Nov-09 5105
25-Nov-09 420.9 422.9 0.439377746111 0.193052804 25-Nov-09 5091.55
26-Nov-09 422.5 429.75 1.61976826673 2.623649238 26-Nov-09 5116.45
27-Nov-09 429.9 444.35 3.397324025596 11.54181053 27-Nov-09 5005.05
30-Nov-09 454.15 455.85 2.588049960617 6.698002599 30-Nov-09 4942.25
1-Dec-09 460 469.4 2.97246901393 8.835572039 1-Dec-09 5039.7
2-Dec-09 474 484.65 3.248828291436 10.55488527 2-Dec-09 5122.75
3-Dec-09 497.65 511.55 5.550397193851 30.80690901 3-Dec-09 5124.55
4-Dec-09 510 506.2 -1.04584107125 1.093783546 4-Dec-09 5131.7
7-Dec-09 500 507.25 0.207427894113 0.043026331 7-Dec-09 5108.85
8-Dec-09 512.95 505.55 -0.33514046328 0.11231913 8-Dec-09 5068.55
9-Dec-09 502.95 507.35 0.356047868658 0.126770085 9-Dec-09 5147.65
10-Dec-09 507.7 502.2 -1.01507834828 1.030384053 10-Dec-09 5112.4
11-Dec-09 505 497.75 -0.88610115492 0.785175257 11-Dec-09 5136.05
14-Dec-09 497 516.8 3.827222501256 14.64763207 14-Dec-09 5117.45
15-Dec-09 525 515.9 -0.17414860681 0.030327737 15-Dec-09 5105.75
16-Dec-09 517 526.75 2.103120759837 4.42311693 16-Dec-09 5032.95
17-Dec-09 528 524.95 -0.34171808258 0.116771248 17-Dec-09 5046.65
18-Dec-09 529.65 530.35 1.028669397085 1.058160729 18-Dec-09 5042
21-Dec-09 531.5 526.2 -0.78250212124 0.61230957 21-Dec-09 4983.65
22-Dec-09 527.5 522.95 -0.61763587989 0.38147408 22-Dec-09 4953.35
23-Dec-09 526 528.85 1.128214934506 1.272868938 23-Dec-09 4990.05
24-Dec-09 532 520 -1.67344237496 2.800409382 24-Dec-09 5144.8
29-Dec-09 515 519.75 -0.04807692308 0.002311391 29-Dec-09 5180.75
30-Dec-09 519 518.9 -0.16354016354 0.026745385 30-Dec-09 5188.75
31-Dec-09 520.1 517.95 -0.18307959144 0.033518137 31-Dec-09 5171.2
4-Jan-10 518.5 517 -0.18341538759 0.033641204 4-Jan-10 5200.9
5-Jan-10 520 513.4 -0.69632495164 0.484868438 5-Jan-10 5277.15
6-Jan-10 517 525.9 2.434748733931 5.928001397 6-Jan-10 5278.15
7-Jan-10 530 509.35 -3.14698611903 9.903521633 7-Jan-10 5281.8
8-Jan-10 512 517.7 1.639344262295 2.68744961 8-Jan-10 5264.25
11-Jan-10 466.6 521.7 0.772648251883 0.596985321 11-Jan-10 5263.8
12-Jan-10 517.6 512.4 -1.78263369753 3.1777829 12-Jan-10 5251.1
13-Jan-10 513 516.25 0.751366120219 0.564551047 13-Jan-10 5212.6
14-Jan-10 516.5 516.15 -0.01937046005 0.000375215 14-Jan-10 5234.5
15-Jan-10 516.15 515.4 -0.14530659692 0.021114007 15-Jan-10 5259.9
18-Jan-10 517 511.4 -0.77609623593 0.602325367 18-Jan-10 5253.65
19-Jan-10 513.1 504.55 -1.33946030504 1.794153909 19-Jan-10 5274.2
20-Jan-10 506 494.4 -2.01169358835 4.046911093 20-Jan-10 5226.1
21-Jan-10 491.8 489.4 -1.01132686084 1.022782019 21-Jan-10 5220.2
22-Jan-10 479 466.2 -4.74049856968 22.47232669 22-Jan-10 5094.15
25-Jan-10 467 463.7 -0.53625053625 0.287564638 25-Jan-10 5034.55
27-Jan-10 461.1 440.9 -4.91697218029 24.17661542 27-Jan-10 5008.5
28-Jan-10 442 447.05 1.394874121116 1.945673814 28-Jan-10 4863
29-Jan-10 447 454.25 1.61055810312 2.593897404 29-Jan-10 4866.15
1-Feb-10 455 455.95 0.374243258118 0.140058016 1-Feb-10 4882.05
2-Feb-10 458.05 439.65 -3.57495339401 12.78029177 2-Feb-10 4907.85
3-Feb-10 442.4 438.05 -0.36392585011 0.132442024 3-Feb-10 4831
4-Feb-10 442 425.5 -2.86496975231 8.208051682 4-Feb-10 4931.3
5-Feb-10 410 403.95 -5.06462984724 25.65047549 5-Feb-10 4819.65
6-Feb-10 408 408.05 1.014977101126 1.030178516 6-Feb-10 4712.75
8-Feb-10 412.5 401.8 -1.53167503982 2.346028428 8-Feb-10 4755.35
9-Feb-10 405 405.6 0.945744151319 0.894432 9-Feb-10 4760.55
10-Feb-10 409.7 408.45 0.702662721893 0.493734901 10-Feb-10 4793
11-Feb-10 410 415.2 1.652589056188 2.731050589 11-Feb-10 4757.25
15-Feb-10 417 410.4 -1.15606936416 1.336496375 15-Feb-10 4827.9
16-Feb-10 413.6 440.5 7.334307992203 53.79207372 16-Feb-10 4801.8
17-Feb-10 446.5 441.5 0.227014755959 0.051535699 17-Feb-10 4858.65
18-Feb-10 446.9 441.55 0.011325028313 0.000128256 18-Feb-10 4915.1
19-Feb-10 444 442.4 0.192503680217 0.037057667 19-Feb-10 4887.3
22-Feb-10 444 441.3 -0.2486437613 0.06182372 22-Feb-10 4849.35
23-Feb-10 434 449.6 1.880806707455 3.537433871 23-Feb-10 4856.6
24-Feb-10 445.3 451 0.311387900356 0.096962424 24-Feb-10 4869.55
25-Feb-10 456 453.8 0.620842572062 0.385445499 25-Feb-10 4859
26-Feb-10 457.35 470.4 3.657999118554 13.38095755 26-Feb-10 4858.5
2-Mar-10 466 480.5 2.147108843537 4.610076386 2-Mar-10 4935.6
3-Mar-10 473.5 474.35 -1.27991675338 1.638186896 3-Mar-10 5015.8
4-Mar-10 471 473.05 -0.27405923896 0.075108466 4-Mar-10 5096.95
5-Mar-10 485 469.2 -0.81386745587 0.662380236 5-Mar-10 5080.55
8-Mar-10 472 459.1 -2.1526001705 4.633687494 8-Mar-10 5092.15
9-Mar-10 459 453.45 -1.23066869963 1.514545448 9-Mar-10 5121.05
10-Mar-10 456.05 455.05 0.35285036939 0.124503383 10-Mar-10 5101.6
11-Mar-10 456 460.2 1.131743764421 1.280843948 11-Mar-10 5116.35
12-Mar-10 462.2 463.6 0.738809213385 0.545839054 12-Mar-10 5131.8
15-Mar-10 465 465.5 0.409836065574 0.167965601 15-Mar-10 5134.45
16-Mar-10 469 474.65 1.965628356606 3.863694836 16-Mar-10 5128.95
17-Mar-10 476.05 473.35 -0.27388602128 0.075013553 17-Mar-10 5198.45
18-Mar-10 473 469.65 -0.78166261751 0.610996448 18-Mar-10 5232.55
19-Mar-10 468 467.3 -0.50037261791 0.250372757 19-Mar-10 5246.8
22-Mar-10 462 458.95 -1.78686068906 3.192871122 22-Mar-10 5260.95
23-Mar-10 461.8 471.15 2.658241638523 7.066248609 23-Mar-10 5205.85
25-Mar-10 472 469.1 -0.4351055927 0.189316877 25-Mar-10 5225.3
26-Mar-10 471.95 475.45 1.3536559369 1.832384396 26-Mar-10 5260.55
29-Mar-10 476.5 481.35 1.240929645599 1.539906385 29-Mar-10 5283.9
30-Mar-10 485 476.5 -1.00758283993 1.015223179 30-Mar-10 5302.95
31-Mar-10 476.5 475.4 -0.23084994753 0.053291698 31-Mar-10 5260.4
1-Apr-10 475.55 476.2 0.168279343711 0.028317938 1-Apr-10 5249.2
5-Apr-10 479.85 483.3 1.490970180596 2.222992079 5-Apr-10 5291.4
6-Apr-10 481.1 476.2 -1.4690668322 2.158157357 6-Apr-10 5369.65
7-Apr-10 476 476.05 -0.03149937001 0.00099221 7-Apr-10 5365.7
8-Apr-10 477.5 466.25 -2.05860728915 4.237863971 8-Apr-10 5376.3
9-Apr-10 467.5 467.5 0.268096514745 0.071875741 9-Apr-10 5302.4
12-Apr-10 467.5 463.9 -0.77005347594 0.592982356 12-Apr-10 5354.15
13-Apr-10 463.75 459.75 -0.89458935115 0.800290107 13-Apr-10 5340.85
15-Apr-10 459 454.6 -1.12017400761 1.254789807 15-Apr-10 5323.3
16-Apr-10 451.4 449.7 -1.07787065552 1.16180515 16-Apr-10 5273.4
19-Apr-10 445 446 -0.82277073605 0.676951684 19-Apr-10 5279.05
20-Apr-10 449.95 443.2 -0.62780269058 0.394136218 20-Apr-10 5208.3
21-Apr-10 445 450.7 1.692238267148 2.863670353 21-Apr-10 5230.3
22-Apr-10 450.7 455.05 0.965165298425 0.931544053 22-Apr-10 5248.6
23-Apr-10 455 455.05 0 0 23-Apr-10 5269.65
26-Apr-10 457.25 445.15 -2.17558510054 4.73317053 26-Apr-10 5299.35
27-Apr-10 444.75 447.05 0.426822419409 0.182177378 27-Apr-10 5322.1
28-Apr-10 447.5 433.1 -3.1204563248 9.737247675 28-Apr-10 5308.2
29-Apr-10 436.8 437.35 0.981297621796 0.962945023 29-Apr-10 5215.25
30-Apr-10 440.35 443.3 1.360466445639 1.85086895 30-Apr-10 5254.2
3-May-10 443 451.8 1.917437401308 3.676566188 3-May-10 5278.4
4-May-10 454.5 439.35 -2.75564409031 7.593574352 4-May-10 5223.9
5-May-10 436 446.2 1.559121429384 2.430859632 5-May-10 5148.35
6-May-10 442 461 3.316898251905 11.00181401 6-May-10 5124.4
7-May-10 453.7 449.65 -2.46203904555 6.061636262 7-May-10 5072.3
10-May-10 494.4 454.4 1.056377182253 1.115932751 10-May-10 5026.6
11-May-10 460 457.9 0.770246478873 0.593279638 11-May-10 5189.75
12-May-10 461 459.65 0.382179515178 0.146061182 12-May-10 5133.75
13-May-10 464 461.45 0.391602306102 0.153352366 13-May-10 5157.55
14-May-10 461 457.45 -0.86683280962 0.75139912 14-May-10 5180.55
17-May-10 453 454.25 -0.69953000328 0.489342225 17-May-10 5093.9
18-May-10 455.1 449.4 -1.0676940011 1.13997048 18-May-10 5059.55
19-May-10 445 423 -5.87449933244 34.50974241 19-May-10 5065.1
20-May-10 425.05 425.15 0.508274231678 0.258342695 20-May-10 4924.3
21-May-10 429.9 416.6 -2.01105492179 4.044341898 21-May-10 4946.7
24-May-10 420 412.85 -0.90014402304 0.810259262 24-May-10 4944.3
25-May-10 412.25 405.9 -1.68342012838 2.833903329 25-May-10 4945.3
26-May-10 407.9 414.85 2.204976595221 4.861921785 26-May-10 4807.3
27-May-10 414 414.05 -0.19284078583 0.037187569 27-May-10 4915.15
28-May-10 418.45 427.1 3.151793261683 9.933800764 28-May-10 5005.6
31-May-10 426 429.8 0.632170451885 0.39963948 31-May-10 5076.1
1-Jun-10 429 428.95 -0.19776640298 0.03911155 1-Jun-10 5086.25
2-Jun-10 430.35 429.95 0.233127404126 0.054348387 2-Jun-10 4970.75
3-Jun-10 432.65 431.55 0.372136294918 0.138485422 3-Jun-10 5020.15
4-Jun-10 432.15 430.5 -0.24330900243 0.059199271 4-Jun-10 5112.6
7-Jun-10 424.9 422.7 -1.8118466899 3.282788428 7-Jun-10 5132.95
8-Jun-10 424 414.7 -1.8925952212 3.581916671 8-Jun-10 5036.7
9-Jun-10 418.95 417.95 0.783699059561 0.614184216 9-Jun-10 4985.05
10-Jun-10 417.95 424.6 1.591099413805 2.531597345 10-Jun-10 4999.6
11-Jun-10 429.2 431.65 1.660386245878 2.756882486 11-Jun-10 5078.75
14-Jun-10 435 438.55 1.598517317271 2.555257614 14-Jun-10 5120.15
15-Jun-10 438.55 436 -0.58146163493 0.338097633 15-Jun-10 5201.3
16-Jun-10 440 432.35 -0.8371559633 0.700830107 16-Jun-10 5225.05
17-Jun-10 434.9 442.7 2.393893836012 5.730727698 17-Jun-10 5233.65
18-Jun-10 441.3 440.45 -0.50824486108 0.258312839 18-Jun-10 5274.95
21-Jun-10 444 446.95 1.475763423771 2.177877683 21-Jun-10 5266.5
22-Jun-10 447 458.4 2.56180780848 6.562859248 22-Jun-10 5353.95
23-Jun-10 458.4 457.85 -0.11998254799 0.014395812 23-Jun-10 5316.15
24-Jun-10 458.5 454.6 -0.70983946707 0.503872069 24-Jun-10 5323.25
25-Jun-10 452 451.3 -0.72591289045 0.526949525 25-Jun-10 5320.5
28-Jun-10 453.95 455.85 1.008198537558 1.016464291 28-Jun-10 5271.1
29-Jun-10 457.9 449.05 -1.49171876714 2.22522488 29-Jun-10 5333.55
30-Jun-10 447 460.4 2.527558178377 6.388550345 30-Jun-10 5254.25
1-Jul-10 460.1 460.6 0.043440486533 0.001887076 1-Jul-10 5312.05
2-Jul-10 463 456.05 -0.98784194529 0.975831709 2-Jul-10 5251.25
5-Jul-10 451.55 460.15 0.899024229799 0.808244566 5-Jul-10 5237
6-Jul-10 462 460.2 0.010866021949 0.00011807 6-Jul-10 5236.1
7-Jul-10 461 454.35 -1.27118644068 1.615914967 7-Jul-10 5293.1
8-Jul-10 462 461.6 1.595686145042 2.546214273 8-Jul-10 5242
9-Jul-10 463.9 463.4 0.389948006932 0.152059448 9-Jul-10 5297.2
12-Jul-10 464.5 461 -0.51791109193 0.268231899 12-Jul-10 5352.25
13-Jul-10 457.5 460.25 -0.16268980477 0.026467973 13-Jul-10 5370.2
14-Jul-10 464 449.1 -2.42259641499 5.86897339 14-Jul-10 5402
15-Jul-10 450 449.75 0.144733912269 0.020947905 15-Jul-10 5387.1
16-Jul-10 450.5 449.05 -0.15564202335 0.024224439 16-Jul-10 5376.65
19-Jul-10 444.2 449.35 0.066807705155 0.004463269 19-Jul-10 5392.7
20-Jul-10 449.75 446.05 -0.73439412485 0.539334731 20-Jul-10 5387
21-Jul-10 448 450.7 1.042484026454 1.086772945 21-Jul-10 5368.85
22-Jul-10 450 456.75 1.342356334591 1.801920529 22-Jul-10 5399.15
23-Jul-10 459 447.7 -1.98139025725 3.925907352 23-Jul-10 5441.9
26-Jul-10 449 445.45 -0.50256868439 0.252575283 26-Jul-10 5446.55
27-Jul-10 447 445.75 0.067347625996 0.004535703 27-Jul-10 5420.2
28-Jul-10 446 445.95 0.044868199663 0.002013155 28-Jul-10 5436.1
29-Jul-10 445.15 441.95 -0.89696154277 0.804540009 29-Jul-10 5397.85
30-Jul-10 441 449.7 1.753592035298 3.075085026 30-Jul-10 5408.4

54.68552808306 1020.323652

β=((n∑xy)-∑x*∑y)/n∑x2-(∑x)2
(n∑xy) 74656.4187
(∑x*∑y) 971.825432
(n∑xy)-(∑x*∑y) 73684.5933
n∑x2 85440.1705
2
(∑x) 315.814234
2 2
n∑x -(∑x) 85124.3563
((n∑xy)-∑x*∑y)/n∑x2-(∑x)2 0.86561117
Nifty
Close x x² xy
4571.45
4636.45 1.421868335 2.02170956 3.24568192
4711.4 1.6165385155 2.61319677 2.53982127
4680.5 -0.655856009 0.4301471 0.85310854
4694.15 0.291635509 0.08505127 -0.462254
4585.5 -2.314583045 5.35729467 2.59689013
4481.4 -2.270199542 5.15380596 10.0962388
4437.65 -0.97625742 0.95307855 -0.336576
4471.35 0.7594109495 0.57670499 4.20364908
4457.5 -0.309749852 0.09594497 -1.4565918
4605 3.3090297252 10.9496777 6.34483157 Beta β
4580.05 -0.541802389 0.29354983 -0.3673237 Correlation
4387.9 -4.195369046 17.6011214 0.77692019 alpha
4458.9 1.6180861004 2.61820263 3.84803745
4394.1 -1.453273229 2.11200308 1.58016529 y bar 0.219620594711
4453.45 1.3506747684 1.82432233 1.01233119 x bar 0.071370132434
4528.8 1.691946693 2.86268361 5.14660591
4642.8 2.5172231055 6.33641216 7.67322942
4659.35 0.3564659257 0.12706796 2.50297575 10% inc 8.813951823005
4680.85 0.4614377542 0.2129248 -1.1210373 10% dec -8.49826817699
4688.2 0.157022763 0.02465615 0.14983535
4732.35 0.9417260356 0.88684793 -1.168291
4662.1 -1.484463322 2.20363135 2.88590148
4625.35 -0.78827138 0.62137177 1.9355146
4608.35 -0.367539754 0.13508547 -0.2815736
4593.55 -0.321156162 0.10314128 0.65775971
4680.4 1.8906945609 3.57472592 3.53400852
4782.9 2.1899837621 4.79602888 3.74589043
4805.25 0.4672897196 0.21835968 -0.3714885
4814.25 0.1872951459 0.03507947 -0.256885
4819.4 0.1069740873 0.01144346 0.16380407
4829.55 0.2106071295 0.04435536 0.87509888
4808.6 -0.433787827 0.18817188 0.12818789
4892.1 1.7364721541 3.01533554 3.19090912
4958.4 1.3552462133 1.8366923 4.49645135
4965.55 0.1441997419 0.02079357 -0.1523237
4976.05 0.2114569383 0.04471404 0.54482144
5020.2 0.8872499272 0.78721243 4.6911216
4969.95 -1.000956137 1.00191319 -1.1082156
4986.55 0.3340073844 0.11156093 0.8708314
4958.95 -0.553488885 0.30634995 -2.2783687
5006.85 0.9659302877 0.93302132 -2.3809386
5083.95 1.5398903502 2.37126229 1.48344247
5083.4 -0.01081836 0.00011704 -0.0124673
5003.2 -1.577684227 2.48908752 2.62850735
5027.4 0.4836904381 0.23395644 0.90386901
4985.75 -0.828460039 0.68634604 1.93513351
5002.25 0.3309431881 0.10952339 0.592598
4945.2 -1.140486781 1.3007101 5.49970252
5054.25 2.2051686484 4.86276877 4.47475091
5118.2 1.265271801 1.60091273 1.50665758
5108.85 -0.182681411 0.0333725 0.30416409
5142.15 0.6518100942 0.4248564 -0.3319211
5141.8 -0.006806491 4.63283E-05 -0.0015677
5114.45 -0.531914894 0.28293345 0.29879044
5063.6 -0.994241805 0.98851677 0.53611703
4988.6 -1.481159649 2.19383391 6.8255324
4997.05 0.1693862005 0.02869168 0.13523391
4970.9 -0.523308752 0.27385205 -1.3558678
4846.7 -2.498541512 6.24270969 8.53335952
4826.15 -0.423999835 0.17977586 -1.4590971
4750.55 -1.566466024 2.4538158 -3.9392466
4711.7 -0.817800044 0.66879691 0.19852052
4563.9 -3.136872042 9.83996621 10.0437757
4710.8 3.2187383597 10.3602766 17.716263
4765.55 1.162222977 1.35076225 0.18947703
4796.15 0.642108466 0.41230328 2.41986538
4898.4 2.1319183095 4.54507568 0.74596562
4881.7 -0.34092765 0.11623166 0.84032906
5003.95 2.5042505684 6.27127091 6.91509033
4952.65 -1.0251901 1.05101474 1.1560445
4998.95 0.9348530585 0.87395024 0.0453702
5058.05 1.1822482721 1.39771098 0.0860234
5062.25 0.0830359526 0.00689497 0.04930637
5054.7 -0.149143168 0.02224368 -0.2623166
4989 -1.299780402 1.68942909 1.55413544
5052.45 1.2717979555 1.61747004 1.6305102
5103.55 1.0113905135 1.02291077 -0.1914379
5090.55 -0.254724652 0.06488465 0.0483062
5108.15 0.3457386726 0.11953523 0.15190988
5005.55 -2.008554956 4.03429301 -3.2533936
4941.75 -1.27458521 1.62456746 -4.330179
5032.7 1.8404411393 3.38722359 4.76315362
5122 1.7743954537 3.14847923 5.2743355
5123.25 0.0244045295 0.00059558 0.07928613
5131.7 0.1649343678 0.02720335 0.91545125
5108.9 -0.444297211 0.19740001 0.46466427
5066.7 -0.826009513 0.68229172 -0.1713374
5147.95 1.603607871 2.5715582 -0.5374339
5112 -0.698336231 0.48767349 -0.2486411
5134.65 0.4430751174 0.19631556 -0.449756
5117.3 -0.337900344 0.11417664 0.29941388
5105.7 -0.226682039 0.05138475 -0.8675626
5033.05 -1.422919482 2.02469985 0.24779945
5042.05 0.1788180129 0.03197588 0.37607588
5041.75 -0.005949961 3.5402E-05 0.00203321
4987.7 -1.072048396 1.14928776 -1.1027834
4952.6 -0.703731179 0.49523757 0.55067114
4985.85 0.6713645358 0.45073034 -0.4146588
5144.6 3.1840107504 10.1379245 3.59224848
5178.4 0.6569995724 0.43164844 -1.0994509
5187.95 0.184419898 0.0340107 -0.0088663
5169.45 -0.356595572 0.1271604 0.0583177
5201.05 0.6112835988 0.37366764 -0.1119136
5232.2 0.5989175263 0.3587022 -0.1098507
5277.9 0.8734375597 0.76289317 -0.6081964
5281.8 0.0738930256 0.00546018 0.17991095
5263.1 -0.354045969 0.12534855 1.11417775
5244.75 -0.348653835 0.1215595 -0.5715637
5249.4 0.0886600887 0.00786061 0.06850306
5210.4 -0.742942051 0.55196289 1.32439353
5233.95 0.4519806541 0.20428651 0.33960295
5259.9 0.4958014501 0.24581908 -0.0096039
5252.2 -0.146390616 0.02143021 0.02127152
5274.85 0.431247858 0.18597472 -0.3346898
5225.65 -0.932727945 0.86998142 1.24935206
5221.7 -0.075588683 0.00571365 0.15206127
5094.15 -2.442691078 5.9667397 2.4703591
5036 -1.141505452 1.3030347 5.41130496
5007.9 -0.557982526 0.3113445 0.29921843
4853.1 -3.091116037 9.55499835 15.1989316
4867.25 0.2915662154 0.08501086 0.40669817
4882.05 0.3040731419 0.09246048 0.48972746
4899.7 0.3615284563 0.13070282 0.13529959
4830.1 -1.420495132 2.01780642 5.07820389
4931.85 2.1065816443 4.43768622 -0.7666395
4845.35 -1.753905735 3.07618533 5.02488688
4718.65 -2.614878182 6.83758791 13.2433901
4757.25 0.8180305808 0.66917403 0.83028231
4760.4 0.0662147249 0.00438439 -0.1014194
4792.65 0.6774640786 0.45895758 0.64070769
4757.2 -0.739674293 0.54711806 -0.5197416
4826.85 1.4640965274 2.14357864 2.4195499
4801.95 -0.515864384 0.26611606 0.59637501
4855.75 1.1203781797 1.25524727 8.21719864
4914 1.1996087113 1.43906106 0.27232888
4887.75 -0.534188034 0.28535686 -0.0060497
4844.9 -0.8766815 0.76857045 -0.1687644
4856.4 0.2373630003 0.05634119 -0.0590188
4870.05 0.2810723993 0.07900169 0.52864285
4858.6 -0.235110522 0.05527696 -0.0732106
4859.75 0.0236693698 0.00056024 0.01469495
4922.3 1.2871032461 1.65663477 4.70822254
5017 1.9238973651 3.70138107 4.13081705
5088.1 1.4171815826 2.00840364 -1.8138745
5080.25 -0.154281559 0.0238028 0.04228229
5088.7 0.1663303971 0.0276658 -0.1353709
5124 0.6936938707 0.48121119 -1.4932455
5101.5 -0.43911007 0.19281765 0.54039902
5116.25 0.2891306478 0.08359653 0.10201986
5133.4 0.33520645 0.11236336 0.37936781
5137 0.0701289594 0.00491807 0.05181192
5128.9 -0.15767958 0.02486285 -0.0646228
5198.1 1.3492171811 1.820387 2.65205955
5231.9 0.6502375868 0.42280892 -0.178091
5245.9 0.2675892123 0.07160399 -0.2091645
5262.8 0.3221563507 0.10378471 -0.1611982
5205.2 -1.094474424 1.19787427 1.95567332
5225.3 0.3861523092 0.14911361 1.02648615
5260.4 0.6717317666 0.45122357 -0.2922742
5282 0.4106151623 0.16860481 0.55583165
5302.85 0.3947368421 0.15581717 0.48984065
5262.45 -0.761854474 0.58042224 0.7676315
5249.1 -0.253684121 0.06435563 0.05856297
5290.5 0.7887066354 0.62205816 0.13272303
5368.4 1.472450619 2.16811083 2.19537997
5366 -0.044706058 0.00199863 0.06567619
5374.65 0.1612001491 0.02598549 -0.0050777
5304.45 -1.306131562 1.70597966 2.68881195
5361.75 1.080225094 1.16688625 0.28960458
5339.7 -0.411246328 0.16912354 0.31668166
5322.95 -0.313688035 0.09840018 0.28062198
5273.6 -0.927117482 0.85954683 1.03853291
5262.6 -0.208586165 0.04350819 0.22482891
5203.65 -1.120168738 1.254778 0.92164206
5230.1 0.5082970607 0.2583659 -0.3191103
5244.9 0.2829773809 0.0800762 0.47886515
5269.35 0.4661671338 0.2173118 0.44992834
5304.1 0.6594741287 0.43490613 0
5322.45 0.3459587866 0.11968748 -0.7526628
5308.35 -0.264915593 0.07018027 -0.1130719
5215.45 -1.750072998 3.0627555 5.46102636
5254.15 0.7420260955 0.55060273 0.72814844
5278 0.4539268959 0.20604963 0.61755231
5222.75 -1.04679803 1.09578611 -2.0071697
5148.5 -1.421664832 2.02113089 3.91760229
5124.9 -0.458385938 0.21011767 -0.7146793
5090.85 -0.664403208 0.44143162 -2.2037578
5018.05 -1.430016598 2.04494747 3.5207567
5193.6 3.4983708811 12.2385988 3.69559917
5136.15 -1.106169131 1.22361015 -0.8520229
5156.65 0.3991316453 0.15930607 0.15253994
5178.9 0.431481679 0.18617644 0.16896922
5093.5 -1.648998822 2.71919712 1.42940628
5059.9 -0.659664278 0.43515696 0.46145495
5066.2 0.1245083895 0.01550234 -0.1329369
4919.65 -2.892700643 8.36771701 16.993168
4947.6 0.5681298466 0.32277152 0.28876576
4931.15 -0.332484437 0.1105459 0.66864446
4943.95 0.2595743386 0.06737884 -0.2336543
4806.75 -2.775108972 7.7012298 4.6716743
4917.4 2.3019711864 5.29907134 5.07579259
5003.1 1.7427909058 3.03732014 -0.3360812
5066.55 1.2682137075 1.60836601 3.99714742
5086.3 0.3898116075 0.15195309 0.24642738
4970.2 -2.282602285 5.21027319 0.45142204
5019.85 0.9989537644 0.99790862 0.2328835
5110.5 1.8058308515 3.26102506 0.6720152
5135.5 0.4891889248 0.2393058 -0.1190241
5034 -1.976438516 3.90630921 3.58100358
4987.1 -0.93166468 0.86799908 1.76326412
5000.3 0.2646828818 0.07005703 0.20743173
5078.6 1.5659060456 2.45206174 2.49151219
5119.35 0.8023864845 0.64382407 1.33227148
5197.7 1.5304677352 2.34233149 2.44647918
5222.35 0.4742482252 0.22491138 -0.2757571
5233.35 0.2106331441 0.04436632 -0.1763328
5274.85 0.7929911051 0.62883489 1.89833652
5262.6 -0.232234092 0.05393267 0.11803178
5353.3 1.7234826892 2.97039258 2.54345271
5316.55 -0.686492444 0.47127188 -1.7586617
5323.15 0.1241406551 0.0154109 -0.0148947
5320.6 -0.047903967 0.00229479 0.03400413
5269.05 -0.968875691 0.9387201 0.70331935
5333.5 1.2231806493 1.4961709 1.23320894
5256.15 -1.450267179 2.10327489 2.16339077
5312.5 1.0720774712 1.1493501 2.70973818
5251.4 -1.150117647 1.3227706 -0.0499617
5237.1 -0.272308337 0.07415183 0.2689976
5235.9 -0.022913444 0.00052503 -0.0205997
5289.05 1.0151072404 1.03044271 0.01103018
5241.1 -0.90659003 0.82190548 1.15244495
5296.85 1.0637080002 1.13147471 1.69734412
5352.45 1.0496804705 1.10182909 0.40932081
5383 0.5707666583 0.32577458 -0.2956064
5400.65 0.3278840795 0.10750797 -0.0533434
5386.15 -0.268486201 0.07208484 0.65043371
5378.75 -0.137389415 0.01887585 -0.0198849
5393.9 0.2816639554 0.07933458 -0.0438387
5386.45 -0.138118986 0.01907685 -0.0092274
5368 -0.342526154 0.11732417 0.25154919
5399.35 0.5840163934 0.34107515 0.60882776
5441.95 0.7889838592 0.62249553 1.05909748
5449.1 0.1313867272 0.01726247 -0.2603284
5418.6 -0.559725459 0.31329259 0.28130049
5430.6 0.2214594176 0.04904427 0.01491477
5397.55 -0.60858837 0.3703798 -0.0273063
5408.9 0.2102805903 0.04421793 -0.1886136
5367.6 -0.763556361 0.58301832 -1.3389664

17.771162976 343.133215 299.824975


0.865611
0.50401431
0.15784182
Cipla returns
Date Open Price Close Price y y² Date Open
30-Jul-09 275 280.05 40024 4513.1
31-Jul-09 281 275.05 -1.785395465 3.18763697 40025 4571.6
3-Aug-09 277 282.85 2.8358480276 8.04203404 40028 4633.8
4-Aug-09 284.9 272.4 -3.694537741 13.6496091 40029 4706.25
5-Aug-09 275 275.25 1.0462555066 1.09465059 40030 4680.95
6-Aug-09 274 275.75 0.1816530427 0.03299783 40031 4694.35
7-Aug-09 275 273.6 -0.77969175 0.60791922 40032 4591.9
10-Aug-09 275 281.75 2.9788011696 8.87325641 40035 4486.5
11-Aug-09 283.5 280.55 -0.425909494 0.1813989 40036 4435

12-Aug-09 279 284.9 1.550525753 2.40413011 40037 4473.8


13-Aug-09 286 285.65 0.2632502633 0.0693007 40038 4458.55
14-Aug-09 287 282.2 -1.207771749 1.4587126 40039 4605.15

17-Aug-09 282.2 266.1 -5.705173636 32.5490062 40042 4578.8

18-Aug-09 266 264.05 -0.770387073 0.59349624 40043 4389.5

19-Aug-09 267 258.15 -2.234425298 4.99265641 40044 4457.75


20-Aug-09 261 257.75 -0.154948673 0.02400909 40045 4394.35
21-Aug-09 257 259.15 0.5431619787 0.29502494 40046 4453.45
24-Aug-09 261 259.05 -0.038587691 0.00148901 40049 4536.95
25-Aug-09 260 260.6 0.5983400888 0.35801086 40050 4641.65
26-Aug-09 262.55 261.5 0.3453568688 0.11927137 40051 4659.45
27-Aug-09 284.95 269.15 2.9254302103 8.55814192 40052 4679
28-Aug-09 271 272.15 1.1146201003 1.24237797 40053 4688.4
31-Aug-09 269 270.85 -0.477677751 0.22817603 40056 4730.85
1-Sep-09 271 268.65 -0.812257707 0.65976258 40057 4662.2
2-Sep-09 268 270.4 0.651405174 0.4243287 40058 4624
3-Sep-09 271 266 -1.627218935 2.64784146 40059 4608.75
4-Sep-09 267 267.8 0.6766917293 0.4579117 40060 4608.7
7-Sep-09 269.9 268.65 0.3174010456 0.10074342 40063 4682.4
8-Sep-09 271.3 266.5 -0.800297785 0.64047655 40064 4782.85
9-Sep-09 267 267.4 0.3377110694 0.11404877 40065 4804.9
10-Sep-09 269.9 265.05 -0.878833209 0.77234781 40066 4814.35
11-Sep-09 265.9 265.1 0.0188643652 0.00035586 40067 4819.4
14-Sep-09 264 263.5 -0.603545832 0.36426757 40070 4830.35
15-Sep-09 266.4 265.05 0.5882352941 0.34602076 40071 4808.35
16-Sep-09 266 262.05 -1.131861913 1.28111139 40072 4894.65
17-Sep-09 263.25 259.15 -1.106659035 1.22469422 40073 4958.55
18-Sep-09 258 259.05 -0.038587691 0.00148901 40074 4963.95
22-Sep-09 258.95 264.3 2.0266357846 4.1072526 40078 4977.1
23-Sep-09 267 259.85 -1.683692773 2.83482136 40079 5019.95
24-Sep-09 253.1 258.7 -0.442563017 0.19586202 40080 4977.15
25-Sep-09 258.5 267.2 3.2856590646 10.7955555 40081 4985.1
29-Sep-09 269.7 279.6 4.6407185629 21.5362688 40085 4959.15
30-Sep-09 281 279.9 0.1072961373 0.01151246 40086 5007.65
1-Oct-09 283 272.5 -2.643801358 6.98968562 40087 5087.2
5-Oct-09 270 274.65 0.7889908257 0.62250652 40091 5076.05
6-Oct-09 276 276.65 0.7281995267 0.53027455 40092 5003.65
7-Oct-09 277.8 281.75 1.8434845473 3.39843528 40093 5031.7
8-Oct-09 283 293.65 4.2236024845 17.8388179 40094 5011.25
9-Oct-09 300 293.2 -0.153243657 0.02348362 40095 4993
12-Oct-09 295.05 298.25 1.7223738063 2.96657153 40098 4945.45
14-Oct-09 299 302.9 1.5590947192 2.43077634 40100 5054.35
15-Oct-09 303 294.15 -2.888742159 8.34483126 40101 5118.55
16-Oct-09 293 292.7 -0.492945776 0.24299554 40102 5108.65
17-Oct-09 295 289.5 -1.093269559 1.19523833 40103 5159.35
20-Oct-09 290.5 287 -0.863557858 0.74573217 40106 5145.6
21-Oct-09 287 284.75 -0.783972125 0.61461229 40107 5114.85
22-Oct-09 283.75 284.25 -0.175592625 0.03083277 40108 5063.35
23-Oct-09 285 285.1 0.2990325418 0.08942046 40109 4986.55
26-Oct-09 286 296.1 3.858295335 14.8864429 40112 4997.15
27-Oct-09 297 295.95 -0.050658561 0.00256629 40113 4970.55
28-Oct-09 299.2 300.75 1.6218955905 2.63054531 40114 4846.55
29-Oct-09 300 289.9 -3.607647548 13.0151208 40115 4826.1
30-Oct-09 293 287.1 -0.965850293 0.93286679 40116 4751.1
3-Nov-09 284.2 288.15 0.3657262278 0.13375567 40120 4712.25
4-Nov-09 291.1 292.3 1.4402221065 2.07423972 40121 4567.3
5-Nov-09 294 293.45 0.3934314061 0.15478827 40122 4711.65
6-Nov-09 304.9 291.65 -0.613392401 0.37625024 40123 4767.5
9-Nov-09 301 294.4 0.9429110235 0.8890812 40126 4796.15
10-Nov-09 298.8 300.55 2.0889945652 4.36389829 40127 4898.9
11-Nov-09 303.9 304.75 1.3974380303 1.95283305 40128 4882.3
12-Nov-09 306.3 304.6 -0.049220673 0.00242267 40129 5004.4
13-Nov-09 305 304.05 -0.180564675 0.0326036 40130 4952.35
16-Nov-09 305.25 304.05 0 0 40133 4996.5
17-Nov-09 305 304.35 0.0986679822 0.00973537 40134 5058.95
18-Nov-09 305.9 309.1 1.5607031378 2.43579428 40135 5061.5
19-Nov-09 310 304.1 -1.617599482 2.61662809 40136 5043.95
20-Nov-09 304.1 308.75 1.529102269 2.33815375 40137 4988.75
23-Nov-09 310 322.5 4.4534412955 19.8331394 40140 5052.95
24-Nov-09 326.4 327.85 1.6589147287 2.75199808 40141 5105
25-Nov-09 328 326.1 -0.533780692 0.28492183 40142 5091.55
26-Nov-09 327 317.8 -2.545231524 6.47820351 40143 5116.45
27-Nov-09 315.1 320.4 0.8181246067 0.66932787 40144 5005.05
30-Nov-09 324 320 -0.124843945 0.01558601 40147 4942.25
1-Dec-09 315.1 328.8 2.75 7.5625 40148 5039.7
2-Dec-09 329 330.8 0.6082725061 0.36999544 40149 5122.75
3-Dec-09 332 346.05 4.6100362757 21.2524345 40150 5124.55
4-Dec-09 348.15 358.95 3.7277850022 13.896381 40151 5131.7
7-Dec-09 363 351.8 -1.99192088 3.96774879 40154 5108.85
8-Dec-09 347 348.1 -1.05173394 1.10614428 40155 5068.55
9-Dec-09 345 350.05 0.5601838552 0.31380595 40156 5147.65
10-Dec-09 350.5 342.95 -2.028281674 4.11392655 40157 5112.4
11-Dec-09 344.5 340.4 -0.743548622 0.55286455 40158 5136.05
14-Dec-09 343 342.2 0.5287896592 0.2796185 40161 5117.45
15-Dec-09 344.75 346.75 1.3296317943 1.76792071 40162 5105.75
16-Dec-09 348.1 342.25 -1.29776496 1.68419389 40163 5032.95
17-Dec-09 343.9 354.6 3.6084733382 13.0210798 40164 5046.65
18-Dec-09 353.5 356.55 0.5499153976 0.30240694 40165 5042
21-Dec-09 358 343.95 -3.533866218 12.4882104 40168 4983.65
22-Dec-09 346.1 346.3 0.6832388429 0.46681532 40169 4953.35
23-Dec-09 347 348.65 0.6786023679 0.46050117 40170 4990.05
24-Dec-09 350 345.7 -0.846120751 0.71592033 40171 5144.8
29-Dec-09 347 335.7 -2.892681516 8.36760635 40176 5180.75
30-Dec-09 335 339.35 1.0872803098 1.18217847 40177 5188.75
31-Dec-09 342 335.05 -1.267128334 1.60561421 40178 5171.2
4-Jan-10 338 337.55 0.74615729 0.5567507 40182 5200.9
5-Jan-10 338.55 331.5 -1.792327063 3.2124363 40183 5277.15
6-Jan-10 332 344.9 4.0422322775 16.3396418 40184 5278.15
7-Jan-10 346 342.05 -0.826326471 0.68281544 40185 5281.8
8-Jan-10 345 341.1 -0.277737173 0.07713794 40186 5264.25
11-Jan-10 343.8 342.3 0.3518029903 0.12376534 40189 5263.8
12-Jan-10 342.3 339.65 -0.774174701 0.59934647 40190 5251.1
13-Jan-10 338.9 341.85 0.6477255999 0.41954845 40191 5212.6
14-Jan-10 344.45 340.8 -0.30715226 0.09434251 40192 5234.5
15-Jan-10 341.3 350.2 2.7582159624 7.6077553 40193 5259.9
18-Jan-10 349.5 348.05 -0.613934894 0.37691605 40196 5253.65
19-Jan-10 348.9 342.45 -1.608964229 2.58876589 40197 5274.2
20-Jan-10 343 342.55 0.0292013433 0.00085272 40198 5226.1
21-Jan-10 342.55 337.5 -1.474237338 2.17337573 40199 5220.2
22-Jan-10 335.8 330.3 -2.133333333 4.55111111 40200 5094.15
25-Jan-10 325 326.95 -1.014229488 1.02866146 40203 5034.55
27-Jan-10 326 313.5 -4.113778865 16.9231766 40205 5008.5
28-Jan-10 316.1 317.85 1.3875598086 1.92532222 40206 4863
29-Jan-10 318.1 317.2 -0.204498978 0.04181983 40207 4866.15
1-Feb-10 319 326.05 2.790037831 7.7843111 40210 4882.05
2-Feb-10 326.05 313.75 -3.772427542 14.2312096 40211 4907.85
3-Feb-10 318.85 320.7 2.2151394422 4.90684275 40212 4831
4-Feb-10 320.5 313.15 -2.354225133 5.54237597 40213 4931.3
5-Feb-10 310 309.5 -1.165575603 1.35856649 40214 4819.65
6-Feb-10 311.5 310.75 0.4038772213 0.16311681 40215 4712.75
8-Feb-10 311.5 316.75 1.9308125503 3.7280371 40217 4755.35
9-Feb-10 317 321.4 1.4680347277 2.15512596 40218 4760.55
10-Feb-10 323 312.25 -2.846919726 8.10495193 40219 4793
11-Feb-10 313 312.1 -0.048038431 0.00230769 40220 4757.25
15-Feb-10 313 316.7 1.4738865748 2.17234164 40224 4827.9
16-Feb-10 317 322.5 1.8313861699 3.3539753 40225 4801.8
17-Feb-10 323 318.8 -1.147286822 1.31626705 40226 4858.65
18-Feb-10 319 318 -0.250941029 0.0629714 40227 4915.1
19-Feb-10 318 316.15 -0.581761006 0.33844587 40228 4887.3
22-Feb-10 317.15 312.8 -1.059623596 1.12280217 40231 4849.35
23-Feb-10 312.55 309.9 -0.927109974 0.8595329 40232 4856.6
24-Feb-10 309 303.15 -2.178121975 4.74421534 40233 4869.55
25-Feb-10 304.5 303.55 0.1319478806 0.01741024 40234 4859
26-Feb-10 305 316.15 4.1508812387 17.2298151 40235 4858.5
2-Mar-10 311 315.3 -0.268859718 0.07228555 40239 4935.6
3-Mar-10 316 320.55 1.6650808754 2.77249432 40240 5015.8
4-Mar-10 320.55 318.25 -0.717516768 0.51483031 40241 5096.95
5-Mar-10 321 321.3 0.9583660644 0.91846551 40242 5080.55
8-Mar-10 321.5 321.6 0.0933706816 0.00871808 40245 5092.15
9-Mar-10 322 314.45 -2.223258706 4.94287928 40246 5121.05
10-Mar-10 315 316.2 0.5565272698 0.3097226 40247 5101.6
11-Mar-10 316.5 318.3 0.6641366224 0.44107745 40248 5116.35
12-Mar-10 319.05 316 -0.722588753 0.52213451 40249 5131.8
15-Mar-10 316.1 314.4 -0.506329114 0.25636917 40252 5134.45
16-Mar-10 314.5 317.8 1.0814249364 1.16947989 40253 5128.95
17-Mar-10 318.5 332.2 4.5311516677 20.5313354 40254 5198.45
18-Mar-10 334 329.25 -0.888019266 0.78857822 40255 5232.55
19-Mar-10 330 333.5 1.2908124525 1.66619679 40256 5246.8
22-Mar-10 326 333.35 -0.044977511 0.00202298 40259 5260.95
23-Mar-10 334 342 2.5948702565 6.73335165 40260 5205.85
25-Mar-10 342 348.8 1.9883040936 3.95335317 40262 5225.3
26-Mar-10 350 344.8 -1.146788991 1.31512499 40263 5260.55
29-Mar-10 340 342.55 -0.652552204 0.42582438 40266 5283.9
30-Mar-10 344 338.15 -1.284484017 1.64989919 40267 5302.95
31-Mar-10 339 338.35 0.0591453497 0.00349817 40268 5260.4
1-Apr-10 339 339 0.1921087631 0.03690578 40269 5249.2
5-Apr-10 340 349.95 3.2300884956 10.4334717 40273 5291.4
6-Apr-10 351 338.4 -3.300471496 10.8931121 40274 5369.65
7-Apr-10 340 336.3 -0.620567376 0.38510387 40275 5365.7
8-Apr-10 337.9 335.2 -0.327088909 0.10698715 40276 5376.3
9-Apr-10 337 335.4 0.0596658711 0.00356002 40277 5302.4
12-Apr-10 335.4 334 -0.417412045 0.17423282 40280 5354.15
13-Apr-10 335.5 334.8 0.2395209581 0.05737029 40281 5340.85
15-Apr-10 337 330.2 -1.3739546 1.88775124 40283 5323.3
16-Apr-10 330 330.4 0.0605693519 0.00366865 40284 5273.4
19-Apr-10 329 333.1 0.8171912833 0.66780159 40287 5279.05
20-Apr-10 335 329.05 -1.215851096 1.47829389 40288 5208.3
21-Apr-10 332 334.25 1.5803069442 2.49737004 40289 5230.3
22-Apr-10 335.5 331.95 -0.688107704 0.47349221 40290 5248.6
23-Apr-10 333 331.6 -0.105437566 0.01111708 40291 5269.65
26-Apr-10 333 329.75 -0.557901086 0.31125362 40294 5299.35
27-Apr-10 327 335.05 1.6072782411 2.58334334 40295 5322.1
28-Apr-10 333.75 336.75 0.5073869572 0.25744152 40296 5308.2
29-Apr-10 338 332.7 -1.202672606 1.4464214 40297 5215.25
30-Apr-10 336 343.15 3.1409678389 9.86567896 40298 5254.2
3-May-10 345 337.65 -1.60279761 2.56896018 40301 5278.4
4-May-10 338 334.8 -0.844069303 0.71245299 40302 5223.9
5-May-10 331 335.2 0.119474313 0.01427411 40303 5148.35
6-May-10 337 345.6 3.1026252983 9.62628374 40304 5124.4
7-May-10 343 342.05 -1.027199074 1.05513794 40305 5072.3
10-May-10 344 319 -6.73878088 45.4111677 40308 5026.6
11-May-10 318 313.9 -1.598746082 2.55598903 40309 5189.75
12-May-10 315 315.5 0.5097164702 0.25981088 40310 5133.75
13-May-10 320.1 314.65 -0.269413629 0.0725837 40311 5157.55
14-May-10 314.5 313.15 -0.476720165 0.22726212 40312 5180.55
17-May-10 312 314.95 0.5748044068 0.33040011 40315 5093.9
18-May-10 316 311.2 -1.190665185 1.41768358 40316 5059.55
19-May-10 309.7 312.35 0.3695372751 0.1365578 40317 5065.1
20-May-10 314 317.65 1.6968144709 2.87917935 40318 4924.3
21-May-10 313 316.6 -0.330552495 0.10926495 40319 4946.7
24-May-10 319.6 313.35 -1.026531901 1.05376774 40322 4944.3
25-May-10 313.5 312.9 -0.143609382 0.02062365 40323 4945.3
26-May-10 316 319.4 2.0773410035 4.31534564 40324 4807.3
27-May-10 320 317 -0.751408892 0.56461532 40325 4915.15
28-May-10 319 320.35 1.0567823344 1.1167889 40326 5005.6
31-May-10 321 319 -0.421414078 0.17758983 40329 5076.1
1-Jun-10 319.5 324 1.5673981191 2.45673686 40330 5086.25
2-Jun-10 323 324.75 0.2314814815 0.05358368 40331 4970.75
3-Jun-10 326 323.9 -0.2617398 0.06850772 40332 5020.15
4-Jun-10 323.9 325.1 0.3704847175 0.13725893 40333 5112.6
7-Jun-10 321 322.05 -0.93817287 0.88016833 40336 5132.95
8-Jun-10 324 324.05 0.6210215805 0.3856678 40337 5036.7
9-Jun-10 326 324.4 0.1080080235 0.01166573 40338 4985.05
10-Jun-10 324.4 335.45 3.4062885327 11.6028016 40339 4999.6
11-Jun-10 337 337.6 0.6409300939 0.41079139 40340 5078.75
14-Jun-10 338.5 340.3 0.7997630332 0.63962091 40343 5120.15
15-Jun-10 340.05 338 -0.675874229 0.45680597 40344 5201.3
16-Jun-10 340.2 333.4 -1.360946746 1.85217604 40345 5225.05
17-Jun-10 334 334.65 0.374925015 0.14056877 40346 5233.65
18-Jun-10 335.15 338.1 1.0309278351 1.0628122 40347 5274.95
21-Jun-10 339 340 0.561963916 0.31580344 40350 5266.5
22-Jun-10 340 336.35 -1.073529412 1.1524654 40351 5353.95
23-Jun-10 336.35 339.1 0.8176007135 0.66847093 40352 5316.15
24-Jun-10 340 341.3 0.6487761722 0.42091052 40353 5323.25
25-Jun-10 340.8 347.1 1.6993847055 2.88790838 40354 5320.5
28-Jun-10 348 348.4 0.3745318352 0.1402741 40357 5271.1
29-Jun-10 348.4 340.6 -2.23880597 5.01225217 40358 5333.55
30-Jun-10 338 338.5 -0.616559014 0.38014502 40359 5254.25
1-Jul-10 338 335.25 -0.960118168 0.9218269 40360 5312.05
2-Jul-10 334.5 336.8 0.4623415362 0.2137597 40361 5251.25
5-Jul-10 338 337.3 0.148456057 0.0220392 40364 5237
6-Jul-10 340 338.9 0.4743551734 0.22501283 40365 5236.1
7-Jul-10 339.5 334.65 -1.254057244 1.57265957 40366 5293.1
8-Jul-10 336 339.45 1.4343343792 2.05731511 40367 5242
9-Jul-10 339.45 338.35 -0.324053616 0.10501075 40368 5297.2
12-Jul-10 336 335.9 -0.724102261 0.52432408 40371 5352.25
13-Jul-10 336.5 335.6 -0.089312295 0.00797669 40372 5370.2
14-Jul-10 337 329.75 -1.743146603 3.03856008 40373 5402
15-Jul-10 332 327.6 -0.652009098 0.42511586 40374 5387.1
16-Jul-10 328 330.6 0.9157509158 0.83859974 40375 5376.65
19-Jul-10 330.6 330.05 -0.166364186 0.02767704 40378 5392.7
20-Jul-10 329.05 326.6 -1.045296167 1.09264408 40379 5387
21-Jul-10 325 325.3 -0.398040416 0.15843617 40380 5368.85
22-Jul-10 327 328.05 0.8453735014 0.71465636 40381 5399.15
23-Jul-10 330 325.55 -0.762078951 0.58076433 40382 5441.9
26-Jul-10 327 325.5 -0.015358624 0.00023589 40385 5446.55
27-Jul-10 326.5 325.7 0.0614439324 0.00377536 40386 5420.2
28-Jul-10 326 330.45 1.4583972981 2.12692268 40387 5436.1
29-Jul-10 331 327.3 -0.953245574 0.90867712 40388 5397.85
30-Jul-10 328 326.3 -0.305530095 0.09334864 40389 5408.4

18.832124164 710.01562

correlation =
Nifty
Close x x² xy
4571.45 β=((n∑xy)-∑x*∑y)/n∑x2-(∑x)2
4636.45 1.421868335 2.02170956 -2.538597277 (n∑xy)
4711.4 1.6165385155 2.61319677 4.5842575607 (∑x*∑y)
4680.5 -0.655856009 0.4301471 2.4230847772 (n∑xy)-(∑x*∑y)
4694.15 0.291635509 0.08505127 0.3051252572 n∑x2
4585.5 -2.314583045 5.35729467 -0.420451053 (∑x)2
4481.4 -2.270199542 5.15380596 1.7700558533 n∑x2-(∑x)2
4437.65 -0.97625742 0.95307855 -2.908076743 ((n∑xy)-∑x*∑y)/n∑x2-(∑x)2
4471.35 0.7594109495 0.57670499 -0.323440333
4457.5 -0.309749852 0.09594497 -0.480275122
4605 3.3090297252 10.9496777 0.8711029463
4580.05 -0.541802389 0.29354983 0.6543736184
4387.9 -4.195369046 17.6011214 23.935308874 Beta β 0.391242
4458.9 1.6180861004 2.61820263 -1.246552614 correlation 0.2717456
4394.1 -1.453273229 2.11200308 3.2472304677
4453.45 1.3506747684 1.82432233 -0.209285263
4528.8 1.691946693 2.86268361 0.9190011136
4642.8 2.5172231055 6.33641216 -0.097133826
4659.35 0.3564659257 0.12706796 0.2132878537
4680.85 0.4614377542 0.2129248 0.1593606979
4688.2 0.157022763 0.02465615 0.4593591345
4732.35 0.9417260356 0.88684793 1.0496667682
4662.1 -1.484463322 2.20363135 0.7090951013
4625.35 -0.78827138 0.62137177 0.6402795037
4608.35 -0.367539754 0.13508547 -0.239417297
4593.55 -0.321156162 0.10314128 0.5225913882
4680.4 1.8906945609 3.57472592 1.279417372
4782.9 2.1899837621 4.79602888 0.6951031358
4805.25 0.4672897196 0.21835968 -0.373970928
4814.25 0.1872951459 0.03507947 0.063251644
4819.4 0.1069740873 0.01144346 -0.09401238
4829.55 0.2106071295 0.04435536 0.0039729698
4808.6 -0.433787827 0.18817188 0.2618108349
4892.1 1.7364721541 3.01533554 1.0214542083
4958.4 1.3552462133 1.8366923 -1.533951571
4965.55 0.1441997419 0.02079357 -0.159579947
4976.05 0.2114569383 0.04471404 -0.008159635
5020.2 0.8872499272 0.78721243 1.7981324522
4969.95 -1.000956137 1.00191319 1.6853026147
4986.55 0.3340073844 0.11156093 -0.147819316
4958.95 -0.553488885 0.30634995 -1.818575772
5006.85 0.9659302877 0.93302132 4.4826106164
5083.95 1.5398903502 2.37126229 0.1652242865
5083.4 -0.01081836 0.00011704 0.0286015942
5003.2 -1.577684227 2.48908752 -1.244778381
5027.4 0.4836904381 0.23395644 0.3522231481
4985.75 -0.828460039 0.68634604 -1.52725328
5002.25 0.3309431881 0.10952339 1.3977724714
4945.2 -1.140486781 1.3007101 0.1747723655
5054.25 2.2051686484 4.86276877 3.7981247184
5118.2 1.265271801 1.60091273 1.9726785832
5108.85 -0.182681411 0.0333725 0.5277194949
5142.15 0.6518100942 0.4248564 -0.321307033
5141.8 -0.006806491 4.63283E-05 0.0074413299
5114.45 -0.531914894 0.28293345 0.4593392864
5063.6 -0.994241805 0.98851677 0.7794578611
4988.6 -1.481159649 2.19383391 0.260080711
4997.05 0.1693862005 0.02869168 0.0506519861
4970.9 -0.523308752 0.27385205 -2.019079717
4846.7 -2.498541512 6.24270969 0.1265725183
4826.15 -0.423999835 0.17977586 -0.687683463
4750.55 -1.566466024 2.4538158 5.6512573089
4711.7 -0.817800044 0.66879691 0.7898724125
4563.9 -3.136872042 9.83996621 -1.147236379
4710.8 3.2187383597 10.3602766 4.6356981409
4765.55 1.162222977 1.35076225 0.45725502
4796.15 0.642108466 0.41230328 -0.393864453
4898.4 2.1319183095 4.54507568 2.0102092752
4881.7 -0.34092765 0.11623166 -0.712196008
5003.95 2.5042505684 6.27127091 3.4995349817
4952.65 -1.0251901 1.05101474 0.0504605463
4998.95 0.9348530585 0.87395024 -0.168801439
5058.05 1.1822482721 1.39771098 0
5062.25 0.0830359526 0.00689497 0.0081929899
5054.7 -0.149143168 0.02224368 -0.23276821
4989 -1.299780402 1.68942909 2.1025241061
5052.45 1.2717979555 1.61747004 1.9447091395
5103.55 1.0113905135 1.02291077 4.5041682788
5090.55 -0.254724652 0.06488465 -0.422566478
5108.15 0.3457386726 0.11953523 -0.184548628
5005.55 -2.008554956 4.03429301 5.1122373926
4941.75 -1.27458521 1.62456746 -1.042769524
5032.7 1.8404411393 3.38722359 -0.229767932
5122 1.7743954537 3.14847923 4.8795874978
5123.25 0.0244045295 0.00059558 0.0148446043
5131.7 0.1649343678 0.02720335 0.7603534188
5108.9 -0.444297211 0.19740001 -1.656244481
5066.7 -0.826009513 0.68229172 1.6453455959
5147.95 1.603607871 2.5715582 -1.686568824
5112 -0.698336231 0.48767349 -0.391196682
5134.65 0.4430751174 0.19631556 -0.898681141
5117.3 -0.337900344 0.11417664 0.251245335
5105.7 -0.226682039 0.05138475 -0.119867118
5033.05 -1.422919482 2.02469985 -1.891958984
5042.05 0.1788180129 0.03197588 -0.232063751
5041.75 -0.005949961 3.5402E-05 -0.021470275
4987.7 -1.072048396 1.14928776 -0.58953592
4952.6 -0.703731179 0.49523757 2.4868918389
4985.85 0.6713645358 0.45073034 0.4587023286
5144.6 3.1840107504 10.1379245 2.1606772346
5178.4 0.6569995724 0.43164844 -0.555900972
5187.95 0.184419898 0.0340107 -0.53346803
5169.45 -0.356595572 0.1271604 -0.387719344
5201.05 0.6112835988 0.37366764 -0.774574768
5232.2 0.5989175263 0.3587022 0.4468866783
5277.9 0.8734375597 0.76289317 -1.565485776
5281.8 0.0738930256 0.00546018 0.2986927733
5263.1 -0.354045969 0.12534855 0.2925575564
5244.75 -0.348653835 0.1215595 0.0968341305
5249.4 0.0886600887 0.00786061 0.0311908843
5210.4 -0.742942051 0.55196289 0.5751669395
5233.95 0.4519806541 0.20428651 0.2927594403
5259.9 0.4958014501 0.24581908 -0.152286536
5252.2 -0.146390616 0.02143021 -0.403776933
5274.85 0.431247858 0.18597472 -0.264758108
5225.65 -0.932727945 0.86998142 1.5007258989
5221.7 -0.075588683 0.00571365 -0.002207291
5094.15 -2.442691078 5.9667397 3.6011063909
5036 -1.141505452 1.3030347 2.4352116316
5007.9 -0.557982526 0.3113445 0.5659223317
4853.1 -3.091116037 9.55499835 12.716167822
4867.25 0.2915662154 0.08501086 0.4045655621
4882.05 0.3040731419 0.09246048 -0.062182647
4899.7 0.3615284563 0.13070282 1.00867807
4830.1 -1.420495132 2.01780642 5.3587149603
4931.85 2.1065816443 4.43768622 4.6663720885
4845.35 -1.753905735 3.07618533 4.1290889618
4718.65 -2.614878182 6.83758791 3.0478382133
4757.25 0.8180305808 0.66917403 0.3303839179
4760.4 0.0662147249 0.00438439 0.1278482218
4792.65 0.6774640786 0.45895758 0.9945407942
4757.2 -0.739674293 0.54711806 2.1057933355
4826.85 1.4640965274 2.14357864 -0.0703329
4801.95 -0.515864384 0.26611606 -0.760325589
4855.75 1.1203781797 1.25524727 2.0518451033
4914 1.1996087113 1.43906106 -1.376295266
4887.75 -0.534188034 0.28535686 0.1340496949
4844.9 -0.8766815 0.76857045 0.5100191114
4856.4 0.2373630003 0.05634119 -0.251515436
4870.05 0.2810723993 0.07900169 -0.260585025
4858.6 -0.235110522 0.05527696 0.5120993955
4859.75 0.0236693698 0.00056024 0.0031231232
4922.3 1.2871032461 1.65663477 5.3426127163
5017 1.9238973651 3.70138107 -0.517258504
5088.1 1.4171815826 2.00840364 2.3597219501
5080.25 -0.154281559 0.0238028 0.1106996055
5088.7 0.1663303971 0.0276658 0.1594054081
5124 0.6936938707 0.48121119 0.0647706695
5101.5 -0.43911007 0.19281765 0.9762552868
5116.25 0.2891306478 0.08359653 0.1609090901
5133.4 0.33520645 0.11236336 0.2226228795
5137 0.0701289594 0.00491807 -0.050674397
5128.9 -0.15767958 0.02486285 0.0798377618
5198.1 1.3492171811 1.820387 1.4590771042
5231.9 0.6502375868 0.42280892 2.9463251259
5245.9 0.2675892123 0.07160399 -0.237624376
5262.8 0.3221563507 0.10378471 0.4158434291
5205.2 -1.094474424 1.19787427 0.0492267357
5225.3 0.3861523092 0.14911361 1.0020151417
5260.4 0.6717317666 0.45122357 1.3356070213
5282 0.4106151623 0.16860481 -0.470888948
5302.85 0.3947368421 0.15581717 -0.257586396
5262.45 -0.761854474 0.58042224 0.9785898957
5249.1 -0.253684121 0.06435563 -0.015004236
5290.5 0.7887066354 0.62205816 0.1515174562
5368.4 1.472450619 2.16811083 4.7561458048
5366 -0.044706058 0.00199863 0.147551069
5374.65 0.1612001491 0.02598549 -0.100035554
5304.45 -1.306131562 1.70597966 0.4272211473
5361.75 1.080225094 1.16688625 0.0644525712
5339.7 -0.411246328 0.16912354 0.171659171
5322.95 -0.313688035 0.09840018 -0.075134859
5273.6 -0.927117482 0.85954683 1.2738173287
5262.6 -0.208586165 0.04350819 -0.012633929
5203.65 -1.120168738 1.254778 -0.915392128
5230.1 0.5082970607 0.2583659 -0.618013538
5244.9 0.2829773809 0.0800762 0.4471911201
5269.35 0.4661671338 0.2173118 -0.320773196
5304.1 0.6594741287 0.43490613 -0.069533347
5322.45 0.3459587866 0.11968748 -0.193010783
5308.35 -0.264915593 0.07018027 -0.425793069
5215.45 -1.750072998 3.0627555 -0.887964213
5254.15 0.7420260955 0.55060273 -0.892414458
5278 0.4539268959 0.20604963 1.4257697812
5222.75 -1.04679803 1.09578611 1.6778053803
5148.5 -1.421664832 2.02113089 1.199983643
5124.9 -0.458385938 0.21011767 -0.054765345
5090.85 -0.664403208 0.44143162 -2.061394201
5018.05 -1.430016598 2.04494747 1.4689117258
5193.6 3.4983708811 12.2385988 -23.5747548
5136.15 -1.106169131 1.22361015 1.768483564
5156.65 0.3991316453 0.15930607 0.2034439734
5178.9 0.431481679 0.18617644 -0.116247045
5093.5 -1.648998822 2.71919712 0.786110991
5059.9 -0.659664278 0.43515696 -0.379177934
5066.2 0.1245083895 0.01550234 -0.148247805
4919.65 -2.892700643 8.36771701 -1.068960713
4947.6 0.5681298466 0.32277152 0.9640109451
4931.15 -0.332484437 0.1105459 0.1099035601
4943.95 0.2595743386 0.06737884 -0.266461339
4806.75 -2.775108972 7.7012298 0.3985316857
4917.4 2.3019711864 5.29907134 4.7819791343
5003.1 1.7427909058 3.03732014 -1.309548583
5066.55 1.2682137075 1.60836601 1.3402258423
5086.3 0.3898116075 0.15195309 -0.164272099
4970.2 -2.282602285 5.21027319 -3.577746528
5019.85 0.9989537644 0.99790862 0.2312392973
5110.5 1.8058308515 3.26102506 -0.472657806
5135.5 0.4891889248 0.2393058 0.1812370206
5034 -1.976438516 3.90630921 1.8542409949
4987.1 -0.93166468 0.86799908 -0.578583872
5000.3 0.2646828818 0.07005703 0.0285878749
5078.6 1.5659060456 2.45206174 5.3339278065
5119.35 0.8023864845 0.64382407 0.5142736448
5197.7 1.5304677352 2.34233149 1.224011518
5222.35 0.4742482252 0.22491138 -0.320532153
5233.35 0.2106331441 0.04436632 -0.286660492
5274.85 0.7929911051 0.62883489 0.297312202
5262.6 -0.232234092 0.05393267 -0.23941659
5353.3 1.7234826892 2.97039258 0.9685350812
5316.55 -0.686492444 0.47127188 0.7369698295
5323.15 0.1241406551 0.0154109 0.1014974882
5320.6 -0.047903967 0.00229479 -0.031078952
5269.05 -0.968875691 0.9387201 -1.64649253
5333.5 1.2231806493 1.4961709 0.4581200934
5256.15 -1.450267179 2.10327489 3.246866819
5312.5 1.0720774712 1.1493501 -0.660999028
5251.4 -1.150117647 1.3227706 1.1042488487
5237.1 -0.272308337 0.07415183 -0.125899455
5235.9 -0.022913444 0.00052503 -0.00340164
5289.05 1.0151072404 1.03044271 0.4815213711
5241.1 -0.90659003 0.82190548 1.1369157949
5296.85 1.0637080002 1.13147471 1.5257129542
5352.45 1.0496804705 1.10182909 -0.340152752
5383 0.5707666583 0.32577458 -0.413293428
5400.65 0.3278840795 0.10750797 -0.02928408
5386.15 -0.268486201 0.07208484 0.4680108088
5378.75 -0.137389415 0.01887585 0.0895791488
5393.9 0.2816639554 0.07933458 0.2579340251
5386.45 -0.138118986 0.01907685 0.0229780528
5368 -0.342526154 0.11732417 0.3580412755
5399.35 0.5840163934 0.34107515 -0.232462128
5441.95 0.7889838592 0.62249553 0.6669860476
5449.1 0.1313867272 0.01726247 -0.100127059
5418.6 -0.559725459 0.31329259 0.0085966128
5430.6 0.2214594176 0.04904427 0.0136073375
5397.55 -0.60858837 0.3703798 -0.887563634
5408.9 0.2102805903 0.04421793 -0.200449042
5367.6 -0.763556361 0.58301832 0.2332894472

17.771162976 343.133215 135.09603594


33638.91
334.6687
33304.24
85440.17
315.8142
85124.36
0.391242
Cipla returns
Date Open Price Close Price y y² Open Price
30-Jul-09 275 280.05 273.2
31-Jul-09 281 275.05 -1.7853954651 3.1876369668 278.8
3-Aug-09 277 282.85 2.83584802763 8.0420340358 283
4-Aug-09 284.9 272.4 -3.6945377409 13.649609119 284.45
5-Aug-09 275 275.25 1.04625550661 1.0946505851 282
6-Aug-09 274 275.75 0.18165304269 0.0329978279 274

7-Aug-09 275 273.6 -0.7796917498 0.6079192247 272


10-Aug-09 275 281.75 2.97880116959 8.873256408 267.25
11-Aug-09 283.5 280.55 -0.4259094942 0.1813988973 261.9
12-Aug-09 279 284.9 1.55052575299 2.4041301107 277.1
13-Aug-09 286 285.65 0.26325026325 0.0693007011 298
14-Aug-09 287 282.2 -1.2077717486 1.4587125968 296.7
17-Aug-09 282.2 266.1 -5.7051736357 32.549006214 294.8
18-Aug-09 266 264.05 -0.7703870725 0.5934962415 297.5
19-Aug-09 267 258.15 -2.2344252982 4.9926564134 304.5
20-Aug-09 261 257.75 -0.1549486733 0.0240090913 304.4
21-Aug-09 257 259.15 0.54316197866 0.2950249351 300
24-Aug-09 261 259.05 -0.0385876905 0.0014890099 318
25-Aug-09 260 260.6 0.59834008879 0.3580108618 319.4
26-Aug-09 262.55 261.5 0.34535686876 0.1192713668 345
27-Aug-09 284.95 269.15 2.92543021033 8.5581419155 334
28-Aug-09 271 272.15 1.11462010032 1.242377968 340.4
31-Aug-09 269 270.85 -0.4776777512 0.228176034 332
1-Sep-09 271 268.65 -0.8122577072 0.6597625829 325.6
2-Sep-09 268 270.4 0.65140517402 0.4243287007 318
3-Sep-09 271 266 -1.6272189349 2.6478414621 325.85
4-Sep-09 267 267.8 0.67669172932 0.4579116965 319.2
7-Sep-09 269.9 268.65 0.31740104556 0.1007434237 327
8-Sep-09 271.3 266.5 -0.8002977852 0.640476545 334.9
9-Sep-09 267 267.4 0.33771106942 0.1140487664 321.1
10-Sep-09 269.9 265.05 -0.8788332087 0.7723478087 325
11-Sep-09 265.9 265.1 0.01886436521 0.0003558643 327
14-Sep-09 264 263.5 -0.6035458318 0.364267571 338.5
15-Sep-09 266.4 265.05 0.58823529412 0.3460207612 340.1
16-Sep-09 266 262.05 -1.1318619128 1.2811113898 345.85
17-Sep-09 263.25 259.15 -1.1066590345 1.2246942187 359.4
18-Sep-09 258 259.05 -0.0385876905 0.0014890099 353
22-Sep-09 258.95 264.3 2.0266357846 4.1072526034 368.85
23-Sep-09 267 259.85 -1.6836927734 2.8348213551 380.75
24-Sep-09 253.1 258.7 -0.4425630171 0.1958620241 380
25-Sep-09 258.5 267.2 3.28565906455 10.795555488 386.65
29-Sep-09 269.7 279.6 4.64071856287 21.53626878 412
30-Sep-09 281 279.9 0.10729613734 0.0115124611 400.05
1-Oct-09 283 272.5 -2.6438013576 6.9896856186 407
5-Oct-09 270 274.65 0.78899082569 0.622506523 400
6-Oct-09 276 276.65 0.72819952667 0.5302745506 407
7-Oct-09 277.8 281.75 1.84348454726 3.398435276 411
8-Oct-09 283 293.65 4.22360248447 17.838817947 402
9-Oct-09 300 293.2 -0.1532436574 0.0234836185 412.6
12-Oct-09 295.05 298.25 1.72237380628 2.9665715285 390
14-Oct-09 299 302.9 1.5590947192 2.4307763434 398
15-Oct-09 303 294.15 -2.8887421591 8.3448312619 401
16-Oct-09 293 292.7 -0.492945776 0.242995538 398.35
17-Oct-09 295 289.5 -1.0932695593 1.1952383292 396.65
20-Oct-09 290.5 287 -0.8635578584 0.7457321748 393.8
21-Oct-09 287 284.75 -0.7839721254 0.6146122935 390
22-Oct-09 283.75 284.25 -0.1755926251 0.03083277 384
23-Oct-09 285 285.1 0.29903254178 0.089420461 373
26-Oct-09 286 296.1 3.85829533497 14.886442892 375.8
27-Oct-09 297 295.95 -0.0506585613 0.0025662898 380
28-Oct-09 299.2 300.75 1.62189559047 2.6305453064 369.9
29-Oct-09 300 289.9 -3.6076475478 13.015120829 378
30-Oct-09 293 287.1 -0.9658502932 0.9328667889 409
3-Nov-09 284.2 288.15 0.3657262278 0.1337556737 388.1
4-Nov-09 291.1 292.3 1.44022210654 2.0742397162 381.1
5-Nov-09 294 293.45 0.39343140609 0.1547882713 399
6-Nov-09 304.9 291.65 -0.6133924007 0.3762502373 404
9-Nov-09 301 294.4 0.94291102349 0.8890811982 419
10-Nov-09 298.8 300.55 2.08899456522 4.3638982935 422
11-Nov-09 303.9 304.75 1.39743803028 1.9528330485 405.6
12-Nov-09 306.3 304.6 -0.0492206727 0.0024226746 425.9
13-Nov-09 305 304.05 -0.180564675 0.0326036019 415.6
16-Nov-09 305.25 304.05 0 0 412.75
17-Nov-09 305 304.35 0.09866798224 0.0097353707 414
18-Nov-09 305.9 309.1 1.56070313783 2.4357942844 419
19-Nov-09 310 304.1 -1.6175994824 2.6166280854 424.9
20-Nov-09 304.1 308.75 1.52910226899 2.338153749 416
23-Nov-09 310 322.5 4.45344129555 19.833139373 425.75
24-Nov-09 326.4 327.85 1.65891472868 2.751998077 425
25-Nov-09 328 326.1 -0.5337806924 0.2849218276 420.9
26-Nov-09 327 317.8 -2.5452315241 6.4782035111 422.5
27-Nov-09 315.1 320.4 0.81812460667 0.669327872 429.9
30-Nov-09 324 320 -0.1248439451 0.0155860106 454.15
1-Dec-09 315.1 328.8 2.75 7.5625 460
2-Dec-09 329 330.8 0.60827250608 0.3699954417 474
3-Dec-09 332 346.05 4.6100362757 21.252434463 497.65
4-Dec-09 348.15 358.95 3.72778500217 13.896381022 510
7-Dec-09 363 351.8 -1.9919208803 3.9677487936 500
8-Dec-09 347 348.1 -1.0517339397 1.10614428 512.95
9-Dec-09 345 350.05 0.56018385521 0.3138059516 502.95
10-Dec-09 350.5 342.95 -2.028281674 4.1139265493 507.7
11-Dec-09 344.5 340.4 -0.7435486222 0.5528645536 505
14-Dec-09 343 342.2 0.52878965922 0.2796185037 497
15-Dec-09 344.75 346.75 1.32963179427 1.7679207083 525
16-Dec-09 348.1 342.25 -1.2977649603 1.6841938923 517
17-Dec-09 343.9 354.6 3.6084733382 13.021079833 528
18-Dec-09 353.5 356.55 0.54991539763 0.3024069446 529.65
21-Dec-09 358 343.95 -3.5338662179 12.488210446 531.5
22-Dec-09 346.1 346.3 0.68323884286 0.4668153164 527.5
23-Dec-09 347 348.65 0.67860236789 0.4605011737 526
24-Dec-09 350 345.7 -0.8461207515 0.7159203261 532
29-Dec-09 347 335.7 -2.8926815158 8.3676063516 515
30-Dec-09 335 339.35 1.0872803098 1.1821784721 519
31-Dec-09 342 335.05 -1.2671283336 1.6056142138 520.1
4-Jan-10 338 337.55 0.74615728996 0.5567507014 518.5
5-Jan-10 338.55 331.5 -1.7923270627 3.2124362995 520
6-Jan-10 332 344.9 4.04223227753 16.339641785 517
7-Jan-10 346 342.05 -0.8263264714 0.6828154374 530
8-Jan-10 345 341.1 -0.2777371729 0.0771379372 512
11-Jan-10 343.8 342.3 0.35180299033 0.123765344 466.6
12-Jan-10 342.3 339.65 -0.7741747006 0.599346467 517.6
13-Jan-10 338.9 341.85 0.64772559988 0.4195484527 513
14-Jan-10 344.45 340.8 -0.3071522598 0.0943425107 516.5
15-Jan-10 341.3 350.2 2.75821596244 7.6077552955 516.15
18-Jan-10 349.5 348.05 -0.6139348943 0.3769160545 517
19-Jan-10 348.9 342.45 -1.6089642293 2.5887658911 513.1
20-Jan-10 343 342.55 0.02920134326 0.0008527184 506
21-Jan-10 342.55 337.5 -1.4742373376 2.1733757276 491.8
22-Jan-10 335.8 330.3 -2.1333333333 4.5511111111 479
25-Jan-10 325 326.95 -1.0142294883 1.028661455 467
27-Jan-10 326 313.5 -4.1137788653 16.923176552 461.1
28-Jan-10 316.1 317.85 1.38755980861 1.9253222225 442
29-Jan-10 318.1 317.2 -0.2044989775 0.0418198318 447
1-Feb-10 319 326.05 2.79003783102 7.7843110985 455
2-Feb-10 326.05 313.75 -3.7724275418 14.231209558 458.05
3-Feb-10 318.85 320.7 2.21513944223 4.9068427485 442.4
4-Feb-10 320.5 313.15 -2.3542251325 5.5423759746 442
5-Feb-10 310 309.5 -1.1655756027 1.3585664857 410
6-Feb-10 311.5 310.75 0.40387722132 0.1631168099 408
8-Feb-10 311.5 316.75 1.93081255028 3.7280371043 412.5
9-Feb-10 317 321.4 1.4680347277 2.1551259617 405
10-Feb-10 323 312.25 -2.8469197262 8.1049519274 409.7
11-Feb-10 313 312.1 -0.0480384307 0.0023076908 410
15-Feb-10 313 316.7 1.47388657482 2.1723416354 417
16-Feb-10 317 322.5 1.83138616988 3.3539753032 413.6
17-Feb-10 323 318.8 -1.1472868217 1.3162670513 446.5
18-Feb-10 319 318 -0.2509410289 0.0629714 446.9
19-Feb-10 318 316.15 -0.5817610063 0.3384458684 444
22-Feb-10 317.15 312.8 -1.0596235964 1.122802166 444
23-Feb-10 312.55 309.9 -0.9271099744 0.8595329047 434
24-Feb-10 309 303.15 -2.1781219748 4.7442153372 445.3
25-Feb-10 304.5 303.55 0.13194788059 0.0174102432 456
26-Feb-10 305 316.15 4.15088123868 17.229815058 457.35
2-Mar-10 311 315.3 -0.2688597185 0.0722855482 466
3-Mar-10 316 320.55 1.66508087536 2.7724943215 473.5
4-Mar-10 320.55 318.25 -0.7175167681 0.5148303124 471
5-Mar-10 321 321.3 0.95836606441 0.9184655134 485
8-Mar-10 321.5 321.6 0.09337068161 0.0087180842 472
9-Mar-10 322 314.45 -2.2232587065 4.9428792759 459
10-Mar-10 315 316.2 0.55652726984 0.3097226021 456.05
11-Mar-10 316.5 318.3 0.66413662239 0.4410774532 456
12-Mar-10 319.05 316 -0.7225887527 0.5221345056 462.2
15-Mar-10 316.1 314.4 -0.5063291139 0.2563691716 465
16-Mar-10 314.5 317.8 1.08142493639 1.169479893 469
17-Mar-10 318.5 332.2 4.53115166772 20.531335436 476.05
18-Mar-10 334 329.25 -0.8880192655 0.7885782159 473
19-Mar-10 330 333.5 1.29081245254 1.6661967876 468
22-Mar-10 326 333.35 -0.0449775112 0.0020229765 462
23-Mar-10 334 342 2.59487025649 6.733351648 461.8
25-Mar-10 342 348.8 1.98830409357 3.9533531685 472
26-Mar-10 350 344.8 -1.1467889908 1.3151249895 471.95
29-Mar-10 340 342.55 -0.6525522042 0.4258243792 476.5
30-Mar-10 344 338.15 -1.2844840169 1.6498991898 485
31-Mar-10 339 338.35 0.0591453497 0.0034981724 476.5
1-Apr-10 339 339 0.19210876312 0.0369057769 475.55
5-Apr-10 340 349.95 3.23008849558 10.433471689 479.85
6-Apr-10 351 338.4 -3.3004714959 10.893112095 481.1
7-Apr-10 340 336.3 -0.6205673759 0.385103868 476
8-Apr-10 337.9 335.2 -0.3270889087 0.1069871542 477.5
9-Apr-10 337 335.4 0.05966587112 0.0035600162 467.5
12-Apr-10 335.4 334 -0.4174120453 0.1742328156 467.5
13-Apr-10 335.5 334.8 0.23952095808 0.0573702894 463.75
15-Apr-10 337 330.2 -1.3739545998 1.8877512422 459
16-Apr-10 330 330.4 0.06056935191 0.0036686464 451.4
19-Apr-10 329 333.1 0.81719128329 0.6678015935 445
20-Apr-10 335 329.05 -1.2158510958 1.4782938871 449.95
21-Apr-10 332 334.25 1.58030694423 2.497370038 445
22-Apr-10 335.5 331.95 -0.6881077038 0.473492212 450.7
23-Apr-10 333 331.6 -0.1054375659 0.0111170803 455
26-Apr-10 333 329.75 -0.5579010856 0.3112536214 457.25
27-Apr-10 327 335.05 1.60727824109 2.5833433443 444.75
28-Apr-10 333.75 336.75 0.50738695717 0.2574415243 447.5
29-Apr-10 338 332.7 -1.2026726058 1.4464213967 436.8
30-Apr-10 336 343.15 3.14096783889 9.865678965 440.35
3-May-10 345 337.65 -1.6027976104 2.5689601798 443
4-May-10 338 334.8 -0.8440693025 0.7124529875 454.5
5-May-10 331 335.2 0.11947431302 0.0142741115 436
6-May-10 337 345.6 3.10262529833 9.6262837418 442
7-May-10 343 342.05 -1.0271990741 1.0551379378 453.7
10-May-10 344 319 -6.73878088 45.411167748 494.4
11-May-10 318 313.9 -1.5987460815 2.5559890331 460
12-May-10 315 315.5 0.50971647021 0.25981088 461
13-May-10 320.1 314.65 -0.2694136292 0.0725837036 464
14-May-10 314.5 313.15 -0.4767201653 0.227262116 461
17-May-10 312 314.95 0.57480440683 0.3304001061 453
18-May-10 316 311.2 -1.190665185 1.4176835827 455.1
19-May-10 309.7 312.35 0.36953727506 0.1365577977 445
20-May-10 314 317.65 1.69681447095 2.8791793488 425.05
21-May-10 313 316.6 -0.3305524949 0.1092649519 429.9
24-May-10 319.6 313.35 -1.0265319015 1.0537677447 420
25-May-10 313.5 312.9 -0.1436093825 0.0206236547 412.25
26-May-10 316 319.4 2.07734100352 4.3153456449 407.9
27-May-10 320 317 -0.7514088917 0.5646153225 414
28-May-10 319 320.35 1.05678233438 1.1167889023 418.45
31-May-10 321 319 -0.4214140784 0.1775898254 426
1-Jun-10 319.5 324 1.56739811912 2.4567368638 429
2-Jun-10 323 324.75 0.23148148148 0.0535836763 430.35
3-Jun-10 326 323.9 -0.2617397998 0.0685077228 432.65
4-Jun-10 323.9 325.1 0.37048471751 0.1372589259 432.15
7-Jun-10 321 322.05 -0.9381728699 0.8801683338 424.9
8-Jun-10 324 324.05 0.6210215805 0.3856678034 424
9-Jun-10 326 324.4 0.10800802345 0.0116657331 418.95
10-Jun-10 324.4 335.45 3.40628853268 11.602801568 417.95
11-Jun-10 337 337.6 0.6409300939 0.4107913853 429.2
14-Jun-10 338.5 340.3 0.79976303318 0.6396209092 435
15-Jun-10 340.05 338 -0.6758742286 0.4568059729 438.55
16-Jun-10 340.2 333.4 -1.3609467456 1.8521760443 440
17-Jun-10 334 334.65 0.374925015 0.1405687669 434.9
18-Jun-10 335.15 338.1 1.03092783505 1.0628122011 441.3
21-Jun-10 339 340 0.561963916 0.3158034429 444
22-Jun-10 340 336.35 -1.0735294118 1.1524653979 447
23-Jun-10 336.35 339.1 0.81760071354 0.6684709268 458.4
24-Jun-10 340 341.3 0.64877617222 0.4209105216 458.5
25-Jun-10 340.8 347.1 1.69938470554 2.8879083774 452
28-Jun-10 348 348.4 0.37453183521 0.1402740956 453.95
29-Jun-10 348.4 340.6 -2.2388059701 5.012252172 457.9
30-Jun-10 338 338.5 -0.6165590135 0.3801450171 447
1-Jul-10 338 335.25 -0.9601181684 0.9218268973 460.1
2-Jul-10 334.5 336.8 0.46234153617 0.2137596961 463
5-Jul-10 338 337.3 0.14845605701 0.0220392009 451.55
6-Jul-10 340 338.9 0.47435517344 0.2250128306 462
7-Jul-10 339.5 334.65 -1.254057244 1.5726595713 461
8-Jul-10 336 339.45 1.4343343792 2.0573151114 462
9-Jul-10 339.45 338.35 -0.3240536161 0.1050107461 463.9
12-Jul-10 336 335.9 -0.724102261 0.5243240843 464.5
13-Jul-10 336.5 335.6 -0.0893122953 0.0079766861 457.5
14-Jul-10 337 329.75 -1.7431466031 3.0385600799 464
15-Jul-10 332 327.6 -0.6520090978 0.4251158636 450
16-Jul-10 328 330.6 0.91575091575 0.8385997397 450.5
19-Jul-10 330.6 330.05 -0.1663641863 0.0276770425 444.2
20-Jul-10 329.05 326.6 -1.0452961672 1.0926440773 449.75
21-Jul-10 325 325.3 -0.3980404164 0.1584361731 448
22-Jul-10 327 328.05 0.84537350138 0.7146563568 450
23-Jul-10 330 325.55 -0.7620789514 0.5807643281 459
26-Jul-10 327 325.5 -0.0153586239 0.0002358873 449
27-Jul-10 326.5 325.7 0.06144393241 0.0037753568 447
28-Jul-10 326 330.45 1.45839729813 2.1269226792 446
29-Jul-10 331 327.3 -0.9532455742 0.9086771248 445.15
30-Jul-10 328 326.3 -0.3055300947 0.0933486388 441

18.8321241639 710.01561986

correlation =
Ranbaxy returns
Close Price x x²
273.8
280.05 2.282688093499 5.210664932
284.45 1.571148009284 2.468506067
280.75 -1.30075584461 1.691965767
276.3 -1.58504007124 2.512352027
273.2 -1.12196887441 1.258814155
261.05 -4.44729136164 19.77840046 correlation 0.298203
261.95 0.344761539935 0.118860519
276.45 5.535407520519 30.64073642
289.45 4.702477844095 22.11329787
295 1.917429607877 3.676536301
297 0.677966101695 0.459638035
296.45 -0.18518518519 0.034293553
303.5 2.37814133918 5.655556229
300.2 -1.08731466227 1.182253175
302.45 0.749500333111 0.561750749
311.65 3.041825095057 9.252699909
321.15 3.048291352479 9.29208017
343.7 7.021640977736 49.30344202
335.35 -2.4294442828 5.902199523
338.55 0.954226927091 0.910549028
334.35 -1.24058484714 1.539050763
327.85 -1.94407058472 3.779410438
319.8 -2.45539118499 6.028945871
322.25 0.766103814884 0.586915055
315.65 -2.04809930178 4.19471075
321.55 1.869158878505 3.493754913
327.05 1.710464935469 2.925690295
324.45 -0.79498547623 0.632001907
320 -1.37155185699 1.881154496
324.9 1.53125 2.344726562
338.4 4.15512465374 17.26506089
337.4 -0.29550827423 0.08732514
343.6 1.837581505631 3.37670579
355 3.317811408615 11.00787254
351.25 -1.05633802817 1.11585003
360.3 2.576512455516 6.638416433
379.35 5.287260616153 27.95512482
383.55 1.107156979043 1.225796576
393.55 2.607222004954 6.797606583
409.75 4.116376572227 16.94455608
399.65 -2.4649176327 6.075818936
403.5 0.963342925059 0.928029591
408.15 1.152416356877 1.32806346
401.35 -1.66605414676 2.77573642
408.85 1.868693160583 3.492014128
399.3 -2.33581998288 5.456054992
406.45 1.790633608815 3.206368721
386.85 -4.8222413581 23.25401172
394.7 2.029210288225 4.117694394
399.4 1.190777805929 1.417951783
392.75 -1.66499749624 2.772216662
390.75 -0.50922978994 0.259314979
391.65 0.230326295585 0.053050202
389.45 -0.56172603089 0.315536134
387.35 -0.53922197971 0.290760343
369.5 -4.60823544598 21.23583393
372.45 0.798376184032 0.637404531
382.1 2.590951805612 6.713031259
369.05 -3.4153362994 11.66452204
381.75 3.441268120851 11.84232628
391.35 2.514734774067 6.323890984
390.4 -0.24274945701 0.058927299
377.9 -3.2018442623 10.25180668
398.7 5.504101614184 30.29513458
399.35 0.163029847003 0.026578731
414.4 3.768624014023 14.20252696
415.85 0.349903474903 0.122432442
405.6 -2.4648310689 6.075392198
416.8 2.76134122288 7.625005349
412.1 -1.12763915547 1.271570065
412.3 0.048531909731 0.002355346
412.6 0.07276255154 0.005294389
415.05 0.593795443529 0.352593029
422.35 1.758824238044 3.0934627
417.3 -1.19569077779 1.429676436
422.65 1.282051282051 1.64365549
421.85 -0.18928191175 0.035827642
421.05 -0.18964086761 0.035963659
422.9 0.439377746111 0.193052804
429.75 1.61976826673 2.623649238
444.35 3.397324025596 11.54181053
455.85 2.588049960617 6.698002599
469.4 2.97246901393 8.835572039
484.65 3.248828291436 10.55488527
511.55 5.550397193851 30.80690901
506.2 -1.04584107125 1.093783546
507.25 0.207427894113 0.043026331
505.55 -0.33514046328 0.11231913
507.35 0.356047868658 0.126770085
502.2 -1.01507834828 1.030384053
497.75 -0.88610115492 0.785175257
516.8 3.827222501256 14.64763207
515.9 -0.17414860681 0.030327737
526.75 2.103120759837 4.42311693
524.95 -0.34171808258 0.116771248
530.35 1.028669397085 1.058160729
526.2 -0.78250212124 0.61230957
522.95 -0.61763587989 0.38147408
528.85 1.128214934506 1.272868938
520 -1.67344237496 2.800409382
519.75 -0.04807692308 0.002311391
518.9 -0.16354016354 0.026745385
517.95 -0.18307959144 0.033518137
517 -0.18341538759 0.033641204
513.4 -0.69632495164 0.484868438
525.9 2.434748733931 5.928001397
509.35 -3.14698611903 9.903521633
517.7 1.639344262295 2.68744961
521.7 0.772648251883 0.596985321
512.4 -1.78263369753 3.1777829
516.25 0.751366120219 0.564551047
516.15 -0.01937046005 0.000375215
515.4 -0.14530659692 0.021114007
511.4 -0.77609623593 0.602325367
504.55 -1.33946030504 1.794153909
494.4 -2.01169358835 4.046911093
489.4 -1.01132686084 1.022782019
466.2 -4.74049856968 22.47232669
463.7 -0.53625053625 0.287564638
440.9 -4.91697218029 24.17661542
447.05 1.394874121116 1.945673814
454.25 1.61055810312 2.593897404
455.95 0.374243258118 0.140058016
439.65 -3.57495339401 12.78029177
438.05 -0.36392585011 0.132442024
425.5 -2.86496975231 8.208051682
403.95 -5.06462984724 25.65047549
408.05 1.014977101126 1.030178516
401.8 -1.53167503982 2.346028428
405.6 0.945744151319 0.894432
408.45 0.702662721893 0.493734901
415.2 1.652589056188 2.731050589
410.4 -1.15606936416 1.336496375
440.5 7.334307992203 53.79207372
441.5 0.227014755959 0.051535699
441.55 0.011325028313 0.000128256
442.4 0.192503680217 0.037057667
441.3 -0.2486437613 0.06182372
449.6 1.880806707455 3.537433871
451 0.311387900356 0.096962424
453.8 0.620842572062 0.385445499
470.4 3.657999118554 13.38095755
480.5 2.147108843537 4.610076386
474.35 -1.27991675338 1.638186896
473.05 -0.27405923896 0.075108466
469.2 -0.81386745587 0.662380236
459.1 -2.1526001705 4.633687494
453.45 -1.23066869963 1.514545448
455.05 0.35285036939 0.124503383
460.2 1.131743764421 1.280843948
463.6 0.738809213385 0.545839054
465.5 0.409836065574 0.167965601
474.65 1.965628356606 3.863694836
473.35 -0.27388602128 0.075013553
469.65 -0.78166261751 0.610996448
467.3 -0.50037261791 0.250372757
458.95 -1.78686068906 3.192871122
471.15 2.658241638523 7.066248609
469.1 -0.4351055927 0.189316877
475.45 1.3536559369 1.832384396
481.35 1.240929645599 1.539906385
476.5 -1.00758283993 1.015223179
475.4 -0.23084994753 0.053291698
476.2 0.168279343711 0.028317938
483.3 1.490970180596 2.222992079
476.2 -1.4690668322 2.158157357
476.05 -0.03149937001 0.00099221
466.25 -2.05860728915 4.237863971
467.5 0.268096514745 0.071875741
463.9 -0.77005347594 0.592982356
459.75 -0.89458935115 0.800290107
454.6 -1.12017400761 1.254789807
449.7 -1.07787065552 1.16180515
446 -0.82277073605 0.676951684
443.2 -0.62780269058 0.394136218
450.7 1.692238267148 2.863670353
455.05 0.965165298425 0.931544053
455.05 0 0
445.15 -2.17558510054 4.73317053
447.05 0.426822419409 0.182177378
433.1 -3.1204563248 9.737247675
437.35 0.981297621796 0.962945023
443.3 1.360466445639 1.85086895
451.8 1.917437401308 3.676566188
439.35 -2.75564409031 7.593574352
446.2 1.559121429384 2.430859632
461 3.316898251905 11.00181401
449.65 -2.46203904555 6.061636262
454.4 1.056377182253 1.115932751
457.9 0.770246478873 0.593279638
459.65 0.382179515178 0.146061182
461.45 0.391602306102 0.153352366
457.45 -0.86683280962 0.75139912
454.25 -0.69953000328 0.489342225
449.4 -1.0676940011 1.13997048
423 -5.87449933244 34.50974241
425.15 0.508274231678 0.258342695
416.6 -2.01105492179 4.044341898
412.85 -0.90014402304 0.810259262
405.9 -1.68342012838 2.833903329
414.85 2.204976595221 4.861921785
414.05 -0.19284078583 0.037187569
427.1 3.151793261683 9.933800764
429.8 0.632170451885 0.39963948
428.95 -0.19776640298 0.03911155
429.95 0.233127404126 0.054348387
431.55 0.372136294918 0.138485422
430.5 -0.24330900243 0.059199271
422.7 -1.8118466899 3.282788428
414.7 -1.8925952212 3.581916671
417.95 0.783699059561 0.614184216
424.6 1.591099413805 2.531597345
431.65 1.660386245878 2.756882486
438.55 1.598517317271 2.555257614
436 -0.58146163493 0.338097633
432.35 -0.8371559633 0.700830107
442.7 2.393893836012 5.730727698
440.45 -0.50824486108 0.258312839
446.95 1.475763423771 2.177877683
458.4 2.56180780848 6.562859248
457.85 -0.11998254799 0.014395812
454.6 -0.70983946707 0.503872069
451.3 -0.72591289045 0.526949525
455.85 1.008198537558 1.016464291
449.05 -1.49171876714 2.22522488
460.4 2.527558178377 6.388550345
460.6 0.043440486533 0.001887076
456.05 -0.98784194529 0.975831709
460.15 0.899024229799 0.808244566
460.2 0.010866021949 0.00011807
454.35 -1.27118644068 1.615914967
461.6 1.595686145042 2.546214273
463.4 0.389948006932 0.152059448
461 -0.51791109193 0.268231899
460.25 -0.16268980477 0.026467973
449.1 -2.42259641499 5.86897339
449.75 0.144733912269 0.020947905
449.05 -0.15564202335 0.024224439
449.35 0.066807705155 0.004463269
446.05 -0.73439412485 0.539334731
450.7 1.042484026454 1.086772945
456.75 1.342356334591 1.801920529
447.7 -1.98139025725 3.925907352
445.45 -0.50256868439 0.252575283
445.75 0.067347625996 0.004535703
445.95 0.044868199663 0.002013155
441.95 -0.89696154277 0.804540009
449.7 1.753592035298 3.075085026

54.68552808306 1020.323652
correlation between ranbaxy and nifty:
there is a positive relation between the two. for every one percent change in nifty there is a corresponding positive

correlation between raxbaxy and cipla:


there is a positive relation between the two stocks. for every one percent change in the returns of ranbaxy there is a correspo

computation of beta:
since the value of beta is less than 1, the stocks of ranbaxy are less volatile when compared to the market the value of beta be

when there is a 10% increase in the market value, the value of ranbaxy shares will increase by 0.23

when there is a 10% decrease in the market value, the value of ranbaxy shares will go up by 0.08

source:
www.nseindia.com
is a corresponding positive change of 0.50 in the returns of ranbaxy.

of ranbaxy there is a corresponding positive change of 0.30 in the returns of cipla

he market the value of beta being around 0.86 and hence has low risk

se by 0.23

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