ROADMAP

1. INTRODUCTION.
2.

CORRELATION OF ICICI AND STATE BANK OF

INDIA

3. REGRESSION OF ICICI AND STATE BANK OF

INDIA
4. TIME SERIES ANALYSIS

Calculation
of
Correlation

Correlation of ICICI(x) &

BANKING INDEX(z)

Correlation of SBI (y)&

BANKING INDEX(z)

r = xz / Nx z
= 0.7961

r = yz / Ny z
= 0.945

It indicates that ICICI

bank and banking
index has fair
correlation.

It shows that correlation

between SBI and
banking index is
extremely good.

Calculation
of
Regression

For ICICI(x) and Banking Indix(z)

Regression Equation of x
on z

Regression Equation of z
on x

x=Na+ b z
xz =a z +b z.z

z =Na+ b x
xz =a x +b x.x

Ans. a= 92.79 b= .09

Ans. a= -4127.9 b= 6.97

For SBI(y) and Banking Indix(z)

Regression Equation of
y on z

Regression Equation of z
on y

y=Na+ b z
yz =a z +b z.z

z =Na+ b y
xz =a y +b y.y

Ans. a= -889 b= .15

Ans. A= 6.2

b= 4.43