Documente Academic
Documente Profesional
Documente Cultură
FMCG SECTOR
X2
Y2
0.000121
0.000961
-0.000512
0.000049
0.000625
-0.018
0.000396
0.000256
0.000841
-0.013
0.015
-0.000195
0.000121
0.000676
5505.90
-0.042
-0.041
0.001722
0.000441
0.000081
92.85
5396.00
-0.009
-0.018
0.000162
0.001764
0.000441
14
94.25
5456.00
0.015
0.011
0.000165
0.000064
0.000256
21
96.60
5518.60
0.023
0.011
0.000253
0.000004
0.000121
28
99.75
5333.25
0.031
-0.033
-0.001023
0.000001
0.000064
100.30
5463.15
0.005
0.024
0.00012
0.0001
0.001681
14
97.05
5531.5
-0.032
0.012
-0.000384
0.000009
0.002601
21
96.00
5364.75
-0.011
-0.030
0.0003
0.000576
0.000484
28
95.50
5687.25
-0.005
0.060
-0.0003
0.002809
0.000036
97.05
5908.45
0.016
0.038
0.000608
0.000081
0.000001
11
102.60
5911.5
0.057
0.005
0.000285
0.000016
0.000121
Month
Date
Stock
Price
NSE Price
Jan
100.60
6157.60
10
101.45
5782.85
0.008
-0.064
17
99.20
5654.75
-0.022
24
97.85
5743.25
31
93.70
Feb
Mar
Apr
Stock
Return
(X)
Market
Return
(Y)
(X)*(Y)
Month
May
Jun
Jul
Date
Stock
Price
NSE Price
Stock
Return
(X)
Market
Return
(Y)
(X)*(Y)
X2
Y2
18
103.75
5729.1
0.011
-0.030
-0.00033
0.000121
0.000961
25
102.95
5847.5
-0.007
0.025
-0.000175
0.000049
0.000625
101.20
5701.3
-0.016
-0.029
0.000464
0.000256
0.000841
102.40
5551.1
0.011
-0.026
-0.000286
0.000121
0.000676
16
100.20
5499
-0.021
-0.009
0.000189
0.000441
0.000081
23
104.45
5386.55
0.042
-0.021
-0.00084
0.001764
0.000441
30
112.95
5473.1
0.008
0.016
0.000128
0.000064
0.000256
113.20
5532.05
0.002
0.010
0.00002
0.000004
0.000121
13
113.10
5482.8
-0.001
-0.008
0.000008
0.000001
0.000064
20
114.30
5257.9
0.010
-0.041
-0.41
0.0001
0.001681
27
113.90
5526.6
-0.003
0.051
-0.000153
0.000009
0.002601
116.70
5650.5
0.024
0.022
0.000528
0.000576
0.000484
11
110.40
5616.1
-0.053
-0.006
0.000318
0.002809
0.000036
18
111.45
5613.55
0.009
-0.001
-0.000009
0.000081
0.000001
25
111.90
5680.3
0.004
0.011
0.000044
0.000016
0.000121
Y2
Date
Stock
Price
NSE Price
Stock
Return
(X)
Market
Return
(Y)
Aug
107.45
5516.8
-0.039
0.028
-0.001092 0.001521
0.000784
102.65
5118.5
-0.044
-0.072
0.003168
0.001936
0.005184
15
101.20
5072.95
-0.014
-0.008
0.000112
0.000196
0.000064
22
107.00
4898.8
0.057
-0.034
-0.001938 0.003249
0.001156
29
109.65
5001.0
0.024
0.021
107.80
5017.2
-0.016
12
109.25
4946.8
19
103.75
26
Sep
Oct
(X)*(Y)
X2
Month
0.00048
0.000576
0.000441
0.003
-0.000048 0.000256
0.000009
0.013
-0.014
-0.000182 0.000169
0.000196
5013.95
0.053
0.017
0.000901
0.002809
0.000289
101.60
4971.15
0.025
-0.012
-0.0003
0.000625
0.000144
103.10
4849.5
-0.018
-0.024
0.000432
0.000324
0.000576
10
99.90
4979.6
0.014
0.026
0.000364
0.000196
0.000676
17
99.45
5118.25
-0.055
0.027
-0.001485 0.003025
0.000729
24
97.60
5191.6
-0.021
0.014
-0.000294 0.000441
0.000196
31
101.30
5326.6
0.015
0.026
0.00039
0.000225
0.000676
Month
Date
Stock
Price
NSE Price
Stock
Return
(X)
Market
Return
(Y)
(X)*(Y)
X2
Y2
Nov
99.80
5292.25
0.038
-0.006
-0.000228
0.001444
0.000036
14
99.95
5148.35
0.199
-0.027
-0.005373
0.039601
0.000729
21
99.00
4778.35
-0.093
-0.071
0.006603
0.008649
0.005041
28
96.05
4851.3
-0.083
0.015
-0.001245
0.006889
0.000225
95.75
5039.15
0.136
0.038
0.005168
0.018496
0.001444
12
96.25
4764.6
-0.122
-0.054
0.006588
0.014884
0.002916
19
96.40
4613.1
0.134
-0.031
-0.004154
0.017956
0.000961
26
100.90
4779
0.238
0.035
0.00833
0.056644
0.001225
0.483
-0.168
0.017304
0.1955
0.047418
Dec
Total
Observation
53
Beta Calculation
=n(XY)-(X)(Y)
n (X2) (X)2
=
(53*0.017304) (0.483*-0.168)
(53*0.1955) (0.483)2
= 0.917112 + 0.081144
1.03615 - 0.233289
= 0.998256
0.802861
= 1.243