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Bank of Baroda (X) Axis Bank (Y) XY X Y

This document contains daily stock price data for Bank of Baroda and Axis Bank from August 1, 2016 to August 31, 2016. It includes the daily closing prices for each stock as well as calculated values such as sums, means, and correlations. There is a strong negative correlation of -1.00 between the two stocks over this time period based on the data shown.

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133 views106 pages

Bank of Baroda (X) Axis Bank (Y) XY X Y

This document contains daily stock price data for Bank of Baroda and Axis Bank from August 1, 2016 to August 31, 2016. It includes the daily closing prices for each stock as well as calculated values such as sums, means, and correlations. There is a strong negative correlation of -1.00 between the two stocks over this time period based on the data shown.

Uploaded by

ragul
Copyright
© © All Rights Reserved
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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Bank of Baroda (X) Axis Bank (Y) XY X2 Y2

8/31/2016 0:00 162.85 595.65 595.65 595.65 595.65


8/30/2016 0:00 164.15 591.1 591.1 591.1 591.1
8/29/2016 0:00 160.3 588.8 588.8 588.8 588.8
8/26/2016 0:00 158.45 586.8 586.8 586.8 586.8
8/25/2016 0:00 161.8 586.4 586.4 586.4 586.4
8/24/2016 0:00 163.15 583.65 583.65 583.65 583.65
8/23/2016 0:00 164.25 582.3 582.3 582.3 582.3
8/22/2016 0:00 160 580.15 580.15 580.15 580.15
8/19/2016 0:00 161.65 588.4 588.4 588.4 588.4
8/18/2016 0:00 154.6 593 593 593 593
8/17/2016 0:00 151.15 589.35 589.35 589.35 589.35
8/16/2016 0:00 149.7 583.25 583.25 583.25 583.25
8/12/2016 0:00 149.35 590.75 590.75 590.75 590.75
8/11/2016 0:00 145.95 568.1 568.1 568.1 568.1
8/10/2016 0:00 160.3 567.05 567.05 567.05 567.05
8/9/2016 0:00 158.35 572.1 572.1 572.1 572.1
8/8/2016 0:00 157.15 569.25 569.25 569.25 569.25
8/5/2016 0:00 157.5 565.45 565.45 565.45 565.45
8/4/2016 0:00 155.5 545.7 545.7 545.7 545.7
8/3/2016 0:00 148.8 548.9 548.9 548.9 548.9
8/2/2016 0:00 151.1 549.65 549.65 549.65 549.65
8/1/2016 0:00 147.55 550.2 550.2 550.2 550.2

X Y XY X2 y2
3443.6 12676 12676 12676 12676
( n*XY) - (X*Y) (n*X2) - (X)2 (n*X2) - (X)2 Correlation
-43498961.6 -11706268.96 -160528864 43349671.946 -1.00
n (X)2 (Y)2
12 11858380.96 160680976
Months Cipla (X) Sun Pharma (Y) X Y XY
Jan-16 585.7 873 343044.5 762129 511316.1
Feb-16 515 855.05 265225 731110.5 440350.8
Mar-16 512.2 819.45 262348.8 671498.3 419722.3
Apr-16 537 811.3 288369 658207.7 435668.1
May-16 472.4 762.7 223161.8 581711.3 360299.5
Jun-16 501.45 763.6 251452.1 583085 382907.2
Jul-16 528.15 829.75 278942.4 688485.1 438232.5
Aug-16 572.6 774.85 327870.8 600392.5 443679.1
Sep-16 580.25 742.7 336690.1 551603.3 430951.7
Oct-16 577.35 748.25 333333 559878.1 432002.1
Nov-16 566.55 710.3 320978.9 504526.1 402420.5
Dec-16 568.2 629.75 322851.2 396585.1 357824
6516.85 9320.7 3554268 7289212 5055374

NXY-(X)(Y)
Correlation
[[NX-(X)][NY-(Y)]]^

NXY-(X)(Y) -77118.9150000066

NX-(X) 181877.307499997 426.4708


NY-(Y) 595093.529999986 771.4231

[[NX-(X)][NY-(Y)]]^
328989.375127931

r -0.2344115672

This shows that there is negative correlation between Cipla and Sunpharma.
Stock A Stock B
Probability Returns Probability 2
0.3 100 0.35
0.4 80 0.2
0.3 140 0.45

Average (Pa*Ra) 104 (Pb*Rb)

Variance a Square 624 b Square

Standard deviation a 25 b

Covariance 15.33
-64.32
65.61
Covariance 16.62

Correlation 0.00 Covariance/ab


Stock B
Returns3
250
320
300

286.5

772.75

28

riance/ab

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