Plot b/n Return & SBI

0.08

0.06

y = 1.1588x - 0.0003

0.04

0.02

S
B
I

0
R-0.03
e
t
u
r
n

-0.01

0.01

0.03

-0.02

-0.04

-0.06

-0.08

-0.1

NSE Return

0.05

0.07

SUMMARY OUTPUT
Regression Statistics
Multiple R
0.689979392
R Square
0.476071562 (Good Enough)
Adjusted R Square
0.474952057
Standard Error
0.014384383
Observations
470
ANOVA
df
Regression
Residual
Total

Intercept
X Variable 1

1
468
469

SS
MS
0.087989042 0.087989
0.0968341 0.000207
0.184823142

F
Significance F
425.251761
1.08738E-67

Coefficients
Standard Error
t Stat
P-value
-0.000254437
0.000663522 -0.38346 0.701549433
1.158771279
0.056192022 20.62163 1.08738E-67

Lower 95%
-0.001558288
1.048351379

Upper 95% Lower 95.0% Upper 95.0%

0.001049414 -0.001558288 0.001049414
1.269191179 1.048351379 1.269191179

Beta calculation on Daily Return Data(for around 2 yrs)

NSE (Market)
Date
Close
Return
12/30/2011
4624.3 -0.00474
12/29/2011 4646.25 -0.01274
12/28/2011
4705.8 -0.00945
12/27/2011
4750.5 -0.00598
12/26/2011
4779 0.013695
12/23/2011
4714
-0.0042
12/22/2011 4733.85 0.008635
12/21/2011 4693.15 0.032252
12/20/2011
4544.2 -0.01505
12/19/2011
4613.1 -0.00831
12/16/2011
4651.6 -0.02016
12/15/2011 4746.35 -0.00355
12/14/2011 4763.25 -0.00781
12/13/2011
4800.6 0.007527
12/12/2011
4764.6
-0.0212
12/9/2011
4866.7 -0.01569
12/8/2011 4943.65 -0.02378
12/7/2011
5062.6 0.004643
12/5/2011 5039.15 -0.00218
12/2/2011 5050.15 0.02269
12/1/2011 4936.85 0.021457
11/30/2011 4832.05 0.005593
11/29/2011
4805.1 -0.00957
11/28/2011
4851.3 0.029548
11/25/2011 4710.05
-0.0098
11/24/2011 4756.45 0.010568
11/23/2011 4706.45 -0.02225
11/22/2011 4812.35 0.00709
11/21/2011 4778.35 -0.02632
11/18/2011
4905.8 -0.00588
11/17/2011 4934.75 -0.01921
11/16/2011 5030.45 -0.00754
11/15/2011
5068.5 -0.01563
11/14/2011 5148.35 -0.00397
11/11/2011 5168.85 -0.01005
11/9/2011 5221.05
-0.013
11/8/2011 5289.35 0.000974
11/4/2011
5284.2 0.003498
11/3/2011 5265.75 0.001387
11/2/2011 5258.45 9.51E-05
11/1/2011 5257.95 -0.01297
10/31/2011
5326.6 -0.00638
10/28/2011
5360.7 0.03009
10/26/2011
5201.8 0.001963
10/25/2011
5191.6 0.018125
10/24/2011 5098.35 0.009539
10/21/2011 5049.95 -0.00827

SBI
Date
Close
12/30/2011 1619.05
12/29/2011 1628.85
12/28/2011
1610.2
12/27/2011 1643.65
12/26/2011 1665.65
12/23/2011 1647.45
12/22/2011
1671.1
12/21/2011
1623.5
12/20/2011
1578.5
12/19/2011
1628.1
12/16/2011
1679.1
12/15/2011
1736.8
12/14/2011 1785.15
12/13/2011 1787.85
12/12/2011 1772.75
12/9/2011 1865.55
12/8/2011
1867.9
12/7/2011
1945.4
12/5/2011 1911.05
12/2/2011 1886.85
12/1/2011 1824.15
11/30/2011 1762.45
11/29/2011
1761.2
11/28/2011
1779.6
11/25/2011
1690.6
11/24/2011
1653.9
11/23/2011
1655.2
11/22/2011
1689.5
11/21/2011
1672.2
11/18/2011 1726.65
11/17/2011 1757.45
11/16/2011 1765.95
11/15/2011 1729.65
11/14/2011
1753.1
11/11/2011 1798.35
11/9/2011 1862.05
11/8/2011
1997.3
11/4/2011 1966.15
11/3/2011 1934.75
11/2/2011
1909.4
11/1/2011
1901.4
10/31/2011
1906.3
10/28/2011
1909.8
10/26/2011 1866.65
10/25/2011
1839.8
10/24/2011 1908.75
10/21/2011 1948.25

Return
-0.00603
0.011516
-0.02056
-0.0133
0.010987
-0.01425
0.028898
0.028109
-0.03094
-0.03084
-0.03379
-0.02746
-0.00151
0.008482
-0.05102
-0.00126
-0.04065
0.017815
0.012744
0.033795
0.034409
0.000709
-0.01039
0.051305
0.021947
-0.00079
-0.02051
0.010293
-0.03204
-0.01768
-0.00482
0.02077
-0.01347
-0.02548
-0.03481
-0.07012
0.015719
0.016099
0.013189
0.004199
-0.00257
-0.00183
0.022853
0.014489
-0.03679
-0.02048
0.006798

10/20/2011
10/19/2011
10/18/2011
10/17/2011
10/14/2011
10/13/2011
10/12/2011
10/11/2011
10/10/2011
10/7/2011
10/5/2011
10/4/2011
10/3/2011
9/30/2011
9/29/2011
9/28/2011
9/27/2011
9/26/2011
9/23/2011
9/22/2011
9/21/2011
9/20/2011
9/19/2011
9/16/2011
9/15/2011
9/14/2011
9/13/2011
9/12/2011
9/9/2011
9/8/2011
9/7/2011
9/6/2011
9/5/2011
9/2/2011
8/30/2011
8/29/2011
8/26/2011
8/25/2011
8/24/2011
8/23/2011
8/22/2011
8/19/2011
8/18/2011
8/17/2011
8/16/2011
8/12/2011
8/11/2011
8/10/2011
8/9/2011
8/8/2011

5091.9
5139.15
5037.5
5118.25
5132.3
5077.85
5099.4
4974.35
4979.6
4888.05
4751.3
4772.15
4849.5
4943.25
5015.45
4945.9
4971.25
4835.4
4867.75
4923.65
5133.25
5140.2
5031.95
5084.25
5075.7
5012.55
4940.95
4946.8
5059.45
5153.25
5124.65
5064.3
5017.2
5040
5001
4919.6
4747.8
4839.6
4888.9
4948.9
4898.8
4845.65
4944.15
5056.6
5035.8
5072.95
5138.3
5161
5072.85
5118.5

-0.00924
0.019978
-0.0159
-0.00274
0.010666
-0.00423
0.024828
-0.00105
0.018556
0.028375
-0.00438
-0.01608
-0.01915
-0.0145
0.013964
-0.00511
0.027707
-0.00667
-0.01142
-0.04169
-0.00135
0.021284
-0.01034
0.001683
0.01252
0.014387
-0.00118
-0.02252
-0.01837
0.005565
0.011846
0.009344
-0.00453
0.007768
0.016411
0.035546
-0.01915
-0.01014
-0.0122
0.010175
0.010909
-0.02012
-0.02249
0.004122
-0.00735
-0.0128
-0.00441
0.017228
-0.00896
-0.01796

10/20/2011
10/19/2011
10/18/2011
10/17/2011
10/14/2011
10/13/2011
10/12/2011
10/11/2011
10/10/2011
10/7/2011
10/5/2011
10/4/2011
10/3/2011
9/30/2011
9/29/2011
9/28/2011
9/27/2011
9/26/2011
9/23/2011
9/22/2011
9/21/2011
9/20/2011
9/19/2011
9/16/2011
9/15/2011
9/14/2011
9/13/2011
9/12/2011
9/9/2011
9/8/2011
9/7/2011
9/6/2011
9/5/2011
9/2/2011
8/30/2011
8/29/2011
8/26/2011
8/25/2011
8/24/2011
8/23/2011
8/22/2011
8/19/2011
8/18/2011
8/17/2011
8/16/2011
8/12/2011
8/11/2011
8/10/2011
8/9/2011
8/8/2011

1935.05
1918.35
1866.55
1891.7
1885.2
1887.35
1872.05
1764.55
1756.05
1752.3
1718.4
1787.2
1861.6
1911.05
1952.35
1969.35
1997.3
1951.35
1950.25
1937.55
2009.6
1990.7
1916.95
1945.6
1898.05
1826.75
1832.85
1863.4
1952.7
2023.85
2027.75
1979.7
2006.55
1993.45
1973
1938.6
1887.85
1959.75
1989.75
2063.7
2061.95
2037.5
2078.4
2170.25
2196.95
2197
2246.35
2272.15
2222.2
2217

0.008668
0.027374
-0.01338
0.003442
-0.00114
0.00814
0.059138
0.004829
0.002138
0.019536
-0.03926
-0.04079
-0.02622
-0.02138
-0.00867
-0.01409
0.023275
0.000564
0.006533
-0.03651
0.009449
0.037751
-0.01484
0.024743
0.038289
-0.00333
-0.01653
-0.04681
-0.03579
-0.00193
0.023981
-0.01347
0.00655
0.010312
0.017589
0.026527
-0.03738
-0.01519
-0.03649
0.000848
0.011929
-0.01987
-0.04324
-0.01223
-2.3E-05
-0.02221
-0.01142
0.022229
0.002343
-0.00802

8/5/2011
8/4/2011
8/3/2011
8/2/2011
8/1/2011
7/29/2011
7/28/2011
7/27/2011
7/26/2011
7/25/2011
7/22/2011
7/21/2011
7/20/2011
7/19/2011
7/18/2011
7/15/2011
7/14/2011
7/13/2011
7/12/2011
7/11/2011
7/8/2011
7/7/2011
7/6/2011
7/5/2011
7/4/2011
7/1/2011
6/30/2011
6/29/2011
6/28/2011
6/27/2011
6/24/2011
6/23/2011
6/22/2011
6/21/2011
6/20/2011
6/17/2011
6/16/2011
6/15/2011
6/14/2011
6/13/2011
6/10/2011
6/9/2011
6/8/2011
6/7/2011
6/6/2011
6/3/2011
6/2/2011
6/1/2011
5/31/2011
5/30/2011

5211.25
5331.8
5404.8
5456.55
5516.8
5482
5487.75
5546.8
5574.85
5680.3
5633.95
5541.6
5567.05
5613.55
5567.05
5581.1
5599.8
5585.45
5526.15
5616.1
5660.65
5728.95
5625.45
5632.1
5650.5
5627.2
5647.4
5600.45
5545.3
5526.6
5471.25
5320
5278.3
5275.85
5257.9
5366.4
5396.75
5447.5
5500.5
5482.8
5485.8
5521.05
5526.85
5556.15
5532.05
5516.75
5550.35
5592
5560.15
5473.1

-0.02287
-0.0136
-0.00953
-0.01098
0.006328
-0.00105
-0.0107
-0.00504
-0.01874
0.008193
0.016528
-0.00458
-0.00832
0.008318
-0.00252
-0.00334
0.002566
0.010674
-0.01615
-0.0079
-0.01199
0.018231
-0.00118
-0.00326
0.004132
-0.00358
0.008348
0.009896
0.003378
0.010066
0.028034
0.007869
0.000464
0.003408
-0.02043
-0.00564
-0.00936
-0.00968
0.003223
-0.00055
-0.00641
-0.00105
-0.00529
0.004347
0.00277
-0.00607
-0.00748
0.005712
0.01578
-0.00055

8/5/2011
8/4/2011
8/3/2011
8/2/2011
8/1/2011
7/29/2011
7/28/2011
7/27/2011
7/26/2011
7/25/2011
7/22/2011
7/21/2011
7/20/2011
7/19/2011
7/18/2011
7/15/2011
7/14/2011
7/13/2011
7/12/2011
7/11/2011
7/8/2011
7/7/2011
7/6/2011
7/5/2011
7/4/2011
7/1/2011
6/30/2011
6/29/2011
6/28/2011
6/27/2011
6/24/2011
6/23/2011
6/22/2011
6/21/2011
6/20/2011
6/17/2011
6/16/2011
6/15/2011
6/14/2011
6/13/2011
6/10/2011
6/9/2011
6/8/2011
6/7/2011
6/6/2011
6/3/2011
6/2/2011
6/1/2011
5/31/2011
5/30/2011

2234.85
2257.75
2278.7
2277.1
2345.1
2344.8
2356.6
2404.95
2446.05
2512.7
2498.4
2455
2471.4
2512.65
2476.75
2474.9
2467.1
2431.1
2400.15
2435.1
2478.45
2482.85
2443.85
2473.3
2436.1
2420.3
2404.65
2379.55
2341.1
2326
2286.1
2161.35
2140.5
2148.5
2180.2
2213.1
2205.45
2182.5
2230.25
2219.95
2242.9
2263.55
2294.9
2320.1
2317.15
2312.5
2334.2
2329.2
2297.95
2237.3

-0.01019
-0.00924
0.000702
-0.02943
0.000128
-0.00502
-0.02031
-0.01695
-0.02688
0.005707
0.017524
-0.00666
-0.01655
0.014391
0.000747
0.003157
0.0147
0.012813
-0.01446
-0.01765
-0.00177
0.015832
-0.01198
0.015155
0.006507
0.006487
0.010493
0.01629
0.006471
0.017303
0.056114
0.009694
-0.00373
-0.01465
-0.01498
0.003463
0.010461
-0.02164
0.004629
-0.01028
-0.00916
-0.01375
-0.01092
0.001272
0.002009
-0.00934
0.002144
0.013507
0.026748
0.001185

5/27/2011
5/26/2011
5/25/2011
5/24/2011
5/23/2011
5/20/2011
5/19/2011
5/18/2011
5/17/2011
5/16/2011
5/13/2011
5/12/2011
5/11/2011
5/10/2011
5/9/2011
5/6/2011
5/5/2011
5/4/2011
5/3/2011
5/2/2011
4/29/2011
4/28/2011
4/27/2011
4/26/2011
4/25/2011
4/21/2011
4/20/2011
4/19/2011
4/18/2011
4/15/2011
4/13/2011
4/11/2011
4/8/2011
4/7/2011
4/6/2011
4/5/2011
4/4/2011
4/1/2011
3/31/2011
3/30/2011
3/29/2011
3/28/2011
3/25/2011
3/24/2011
3/23/2011
3/22/2011
3/21/2011
3/18/2011
3/17/2011
3/16/2011

5476.1
5412.35
5348.95
5394.85
5386.55
5486.35
5428.1
5420.6
5438.95
5499
5544.75
5486.15
5565.05
5541.25
5551.1
5551.45
5459.85
5537.15
5565.25
5701.3
5749.5
5785.45
5833.9
5868.4
5874.5
5884.7
5851.65
5740.75
5729.1
5824.55
5911.5
5785.7
5842
5885.7
5891.75
5910.05
5908.45
5826.05
5833.75
5787.65
5736.35
5687.25
5654.25
5522.4
5480.25
5413.85
5364.75
5373.7
5446.65
5511.15

0.01171
0.011783
-0.00854
0.00154
-0.01836
0.010674
0.001383
-0.00338
-0.01098
-0.00829
0.010625
-0.01428
0.004286
-0.00178
-6.3E-05
0.016638
-0.01406
-0.00506
-0.02415
-0.00842
-0.00623
-0.00834
-0.0059
-0.00104
-0.00173
0.005632
0.019134
0.002031
-0.01652
-0.01482
0.02151
-0.00968
-0.00745
-0.00103
-0.0031
0.000271
0.014044
-0.00132
0.007934
0.008903
0.008596
0.005819
0.023595
0.007662
0.01219
0.009111
-0.00167
-0.01348
-0.01177
0.011222

5/27/2011
5/26/2011
5/25/2011
5/24/2011
5/23/2011
5/20/2011
5/19/2011
5/18/2011
5/17/2011
5/16/2011
5/13/2011
5/12/2011
5/11/2011
5/10/2011
5/9/2011
5/6/2011
5/5/2011
5/4/2011
5/3/2011
5/2/2011
4/29/2011
4/28/2011
4/27/2011
4/26/2011
4/25/2011
4/21/2011
4/20/2011
4/19/2011
4/18/2011
4/15/2011
4/13/2011
4/11/2011
4/8/2011
4/7/2011
4/6/2011
4/5/2011
4/4/2011
4/1/2011
3/31/2011
3/30/2011
3/29/2011
3/28/2011
3/25/2011
3/24/2011
3/23/2011
3/22/2011
3/21/2011
3/18/2011
3/17/2011
3/16/2011

2234.65
2188.3
2177.95
2222.1
2249.75
2320.45
2322.3
2355.75
2414.7
2616.3
2649.65
2641.45
2675
2627
2623.25
2649.9
2602.4
2615.8
2583.7
2692.7
2804.6
2855.75
2910.45
2933.75
2918.8
2861.15
2795.15
2733.35
2751.55
2808.15
2819
2784.2
2778.25
2812.9
2797.35
2796.25
2763.3
2719.55
2765.3
2856.1
2767.9
2749.25
2710.85
2650.75
2642.65
2620.55
2582.6
2590.25
2617.5
2643.95

0.02096
0.004741
-0.02007
-0.01237
-0.03094
-0.0008
-0.0143
-0.02472
-0.08019
-0.01267
0.0031
-0.01262
0.018107
0.001429
-0.01011
0.018088
-0.00514
0.012347
-0.04132
-0.04072
-0.01807
-0.01897
-0.00797
0.005109
0.019949
0.023338
0.022358
-0.00664
-0.02036
-0.00386
0.012422
0.002139
-0.01239
0.005543
0.000393
0.011854
0.015959
-0.01668
-0.03231
0.031368
0.006761
0.014066
0.02242
0.00306
0.008398
0.014588
-0.00296
-0.01047
-0.01005
0.031291

3/15/2011
3/14/2011
3/11/2011
3/10/2011
3/9/2011
3/8/2011
3/7/2011
3/4/2011
3/3/2011
3/1/2011
2/28/2011
2/25/2011
2/24/2011
2/23/2011
2/22/2011
2/21/2011
2/18/2011
2/17/2011
2/16/2011
2/15/2011
2/14/2011
2/11/2011
2/10/2011
2/9/2011
2/8/2011
2/7/2011
2/4/2011
2/3/2011
2/2/2011
2/1/2011
1/31/2011
1/28/2011
1/27/2011
1/25/2011
1/24/2011
1/21/2011
1/20/2011
1/19/2011
1/18/2011
1/17/2011
1/14/2011
1/13/2011
1/12/2011
1/11/2011
1/10/2011
1/7/2011
1/6/2011
1/5/2011
1/4/2011
1/3/2011

5449.65
5531.5
5445.45
5494.4
5531
5520.8
5463.15
5538.75
5536.2
5522.3
5333.25
5303.55
5262.7
5437.35
5469.2
5518.6
5458.95
5546.45
5481.7
5481
5456
5310
5225.8
5253.55
5312.55
5396
5395.75
5526.75
5432
5417.2
5505.9
5512.15
5604.3
5687.4
5743.25
5696.5
5711.6
5691.05
5724.05
5654.75
5654.55
5751.9
5863.25
5754.1
5762.85
5904.6
6048.25
6079.8
6146.35
6157.6

-0.01491
0.015679
-0.00895
-0.00664
0.001846
0.010497
-0.01374
0.00046
0.002514
0.034834
0.005584
0.007732
-0.03265
-0.00584
-0.00899
0.010868
-0.0159
0.011743
0.000128
0.004572
0.027124
0.015984
-0.0053
-0.01117
-0.01559
4.63E-05
-0.02399
0.017293
0.002728
-0.01624
-0.00113
-0.01658
-0.01472
-0.00977
0.008173
-0.00265
0.003604
-0.00578
0.012181
3.54E-05
-0.01707
-0.01917
0.018791
-0.00152
-0.0243
-0.02404
-0.0052
-0.01089
-0.00183
0.003759

3/15/2011
3/14/2011
3/11/2011
3/10/2011
3/9/2011
3/8/2011
3/7/2011
3/4/2011
3/3/2011
3/1/2011
2/28/2011
2/25/2011
2/24/2011
2/23/2011
2/22/2011
2/21/2011
2/18/2011
2/17/2011
2/16/2011
2/15/2011
2/14/2011
2/11/2011
2/10/2011
2/9/2011
2/8/2011
2/7/2011
2/4/2011
2/3/2011
2/2/2011
2/1/2011
1/31/2011
1/28/2011
1/27/2011
1/25/2011
1/24/2011
1/21/2011
1/20/2011
1/19/2011
1/18/2011
1/17/2011
1/14/2011
1/13/2011
1/12/2011
1/11/2011
1/10/2011
1/7/2011
1/6/2011
1/5/2011
1/4/2011
1/3/2011

2562.5
2602.05
2565.15
2589.75
2627.35
2642.25
2624.15
2704.65
2682.5
2705.35
2630.45
2582.65
2528.65
2617.65
2727.3
2791.85
2761.05
2780.55
2751.05
2736.8
2698.2
2592.6
2494.1
2581
2638.2
2663.45
2645.8
2651.75
2573.75
2594.05
2642.4
2620.15
2653.5
2677.95
2695.05
2596.9
2535.05
2501.75
2554.55
2516.2
2500.8
2560.7
2669.7
2612.85
2547.1
2600.95
2622.4
2693.2
2735.6
2822.1

-0.01532
0.014283
-0.00954
-0.01441
-0.00566
0.006874
-0.03022
0.008223
-0.00848
0.028076
0.018339
0.02113
-0.03459
-0.04104
-0.02339
0.011093
-0.00704
0.010666
0.005193
0.014204
0.039924
0.038733
-0.03425
-0.02192
-0.00953
0.006649
-0.00225
0.029856
-0.00786
-0.01847
0.008456
-0.01265
-0.00917
-0.00637
0.037098
0.024105
0.013223
-0.02089
0.015126
0.006139
-0.02367
-0.04169
0.021525
0.025486
-0.02092
-0.00821
-0.02664
-0.01562
-0.03113
0.003621

12/31/2010
12/30/2010
12/29/2010
12/28/2010
12/27/2010
12/24/2010
12/23/2010
12/22/2010
12/21/2010
12/20/2010
12/16/2010
12/15/2010
12/14/2010
12/13/2010
12/10/2010
12/9/2010
12/8/2010
12/7/2010
12/6/2010
12/3/2010
12/2/2010
12/1/2010
11/30/2010
11/29/2010
11/26/2010
11/25/2010
11/24/2010
11/23/2010
11/22/2010
11/19/2010
11/18/2010
11/16/2010
11/15/2010
11/12/2010
11/11/2010
11/10/2010
11/9/2010
11/8/2010
11/5/2010
11/4/2010
11/3/2010
11/2/2010
11/1/2010
10/29/2010
10/28/2010
10/27/2010
10/26/2010
10/25/2010
10/22/2010
10/21/2010

6134.5
6101.85
6060.35
5996
5998.1
6011.6
5980
5984.4
6000.65
5947.05
5948.75
5892.3
5944.1
5907.65
5857.35
5766.5
5903.7
5976.55
5992.25
5992.8
6011.7
5960.9
5862.7
5830
5751.95
5799.75
5865.75
5934.75
6010
5890.3
5998.8
5988.7
6121.6
6071.65
6194.25
6275.7
6301.55
6273.2
6312.45
6281.8
6160.5
6119
6117.55
6017.7
5987.7
6012.65
6082
6105.8
6066.05
6101.5

0.005337
0.006824
0.010675
-0.00035
-0.00225
0.00527
-0.00074
-0.00271
0.008972
-0.00029
0.009535
-0.00875
0.006151
0.008551
0.015632
-0.02351
-0.01226
-0.00262
-9.2E-05
-0.00315
0.008486
0.016611
0.005593
0.013478
-0.00828
-0.01132
-0.01169
-0.0126
0.020118
-0.01825
0.001685
-0.02195
0.008193
-0.01999
-0.01306
-0.00411
0.004509
-0.00624
0.004867
0.019499
0.006759
0.000237
0.016457
0.004998
-0.00416
-0.01147
-0.00391
0.006531
-0.00583
0.019763

12/31/2010
12/30/2010
12/29/2010
12/28/2010
12/27/2010
12/24/2010
12/23/2010
12/22/2010
12/21/2010
12/20/2010
12/16/2010
12/15/2010
12/14/2010
12/13/2010
12/10/2010
12/9/2010
12/8/2010
12/7/2010
12/6/2010
12/3/2010
12/2/2010
12/1/2010
11/30/2010
11/29/2010
11/26/2010
11/25/2010
11/24/2010
11/23/2010
11/22/2010
11/19/2010
11/18/2010
11/16/2010
11/15/2010
11/12/2010
11/11/2010
11/10/2010
11/9/2010
11/8/2010
11/5/2010
11/4/2010
11/3/2010
11/2/2010
11/1/2010
10/29/2010
10/28/2010
10/27/2010
10/26/2010
10/25/2010
10/22/2010
10/21/2010

2811.9
2749.65
2755.2
2728.5
2751.2
2755.35
2746.25
2744.95
2743.75
2700.45
2762.95
2698.05
2792.7
2744.85
2732.45
2686.9
2805
2864.5
2952.35
3070.75
3099.2
3100.15
2992.2
2879.75
2862.75
2821.9
2851
2953.4
3039.85
2990.95
3065.05
3080.6
3163.5
3026.8
3175.95
3214.6
3272.55
3425.15
3499
3433.45
3272.6
3201.85
3198.45
3150.6
3188.35
3187.9
3180.8
3239.2
3206.2
3195.1

0.022387
-0.00202
0.009738
-0.00829
-0.00151
0.003308
0.000473
0.000437
0.015907
-0.02288
0.02377
-0.03448
0.017282
0.004528
0.016811
-0.04302
-0.02099
-0.03021
-0.03932
-0.00922
-0.00031
0.035442
0.038305
0.005921
0.014372
-0.01026
-0.03529
-0.02885
0.016217
-0.02447
-0.00506
-0.02655
0.044173
-0.0481
-0.0121
-0.01787
-0.04558
-0.02133
0.018912
0.047981
0.021856
0.001062
0.015073
-0.01191
0.000141
0.00223
-0.01819
0.01024
0.003468
0.032041

10/20/2010
10/19/2010
10/18/2010
10/15/2010
10/14/2010
10/13/2010
10/12/2010
10/11/2010
10/8/2010
10/7/2010
10/6/2010
10/5/2010
10/4/2010
10/1/2010
9/30/2010
9/29/2010
9/28/2010
9/27/2010
9/24/2010
9/23/2010
9/22/2010
9/21/2010
9/20/2010
9/17/2010
9/16/2010
9/15/2010
9/14/2010
9/13/2010
9/9/2010
9/8/2010
9/7/2010
9/6/2010
9/3/2010
9/2/2010
9/1/2010
8/31/2010
8/30/2010
8/27/2010
8/26/2010
8/25/2010
8/24/2010
8/23/2010
8/20/2010
8/19/2010
8/18/2010
8/17/2010
8/16/2010
8/13/2010
8/12/2010
8/11/2010

5982.1
6027.3
6075.95
6062.65
6177.35
6233.9
6090.9
6135.85
6103.45
6120.3
6186.45
6145.8
6159.45
6143.4
6029.95
5991.3
6029.5
6035.65
6018.3
5959.55
5991
6009.05
5980.45
5884.95
5828.7
5860.95
5795.55
5760
5640.05
5607.85
5604
5576.95
5479.4
5486.15
5471.85
5402.4
5415.45
5408.7
5477.9
5462.35
5505.1
5543.5
5530.65
5540.2
5479.15
5414.15
5418.3
5452.1
5416.45
5420.6

-0.00753
-0.00804
0.002191
-0.01874
-0.00911
0.023206
-0.00735
0.005294
-0.00276
-0.01075
0.006592
-0.00222
0.002609
0.01864
0.00643
-0.00636
-0.00102
0.002879
0.00981
-0.00526
-0.00301
0.004771
0.016098
0.009604
-0.00552
0.011221
0.006153
0.021045
0.005726
0.000687
0.004839
0.017646
-0.00123
0.00261
0.012773
-0.00241
0.001247
-0.01271
0.002843
-0.0078
-0.00695
0.002321
-0.00173
0.011081
0.011934
-0.00077
-0.00622
0.00656
-0.00077
-0.00737

10/20/2010
10/19/2010
10/18/2010
10/15/2010
10/14/2010
10/13/2010
10/12/2010
10/11/2010
10/8/2010
10/7/2010
10/6/2010
10/5/2010
10/4/2010
10/1/2010
9/30/2010
9/29/2010
9/28/2010
9/27/2010
9/24/2010
9/23/2010
9/22/2010
9/21/2010
9/20/2010
9/17/2010
9/16/2010
9/15/2010
9/14/2010
9/13/2010
9/9/2010
9/8/2010
9/7/2010
9/6/2010
9/3/2010
9/2/2010
9/1/2010
8/31/2010
8/30/2010
8/27/2010
8/26/2010
8/25/2010
8/24/2010
8/23/2010
8/20/2010
8/19/2010
8/18/2010
8/17/2010
8/16/2010
8/13/2010
8/12/2010
8/11/2010

3094.35
3116.6
3167.75
3165.65
3261.45
3305.6
3233.65
3265
3247.4
3219.9
3233.3
3248
3259.65
3272.15
3240.45
3195.7
3190.7
3180.65
3141.4
3139.45
3148.7
3098.75
3108.9
3092.75
3094.8
3060.3
3109.55
3148.55
2984.05
2895.9
2837.05
2859.1
2773.4
2759.1
2776.5
2766.4
2800
2794.4
2866.15
2823.55
2845.8
2823.25
2786.9
2805.7
2814.7
2818.45
2821.4
2850.25
2784.4
2599.6

-0.00716
-0.01628
0.000663
-0.02981
-0.01345
0.022006
-0.00965
0.005405
0.008504
-0.00415
-0.00454
-0.00358
-0.00383
0.009735
0.013906
0.001566
0.003155
0.012417
0.000621
-0.00294
0.015991
-0.00327
0.005208
-0.00066
0.01121
-0.01597
-0.01246
0.053661
0.029985
0.020531
-0.00774
0.030433
0.005169
-0.00629
0.003644
-0.01207
0.002002
-0.02535
0.014975
-0.00785
0.007956
0.012959
-0.00672
-0.0032
-0.00133
-0.00105
-0.01017
0.023374
0.068675
-0.01149

8/10/2010
8/9/2010
8/6/2010
8/5/2010
8/4/2010
8/3/2010
8/2/2010
7/30/2010
7/29/2010
7/28/2010
7/27/2010
7/26/2010
7/23/2010
7/22/2010
7/21/2010
7/20/2010
7/19/2010
7/16/2010
7/15/2010
7/14/2010
7/13/2010
7/12/2010
7/9/2010
7/8/2010
7/7/2010
7/6/2010
7/5/2010
7/2/2010
7/1/2010
6/30/2010
6/29/2010
6/28/2010
6/25/2010
6/24/2010
6/23/2010
6/22/2010
6/21/2010
6/18/2010
6/17/2010
6/16/2010
6/15/2010
6/14/2010
6/11/2010
6/10/2010
6/9/2010
6/8/2010
6/7/2010
6/4/2010
6/3/2010
6/2/2010

5460.7
5486.15
5439.25
5447.1
5467.85
5439.55
5431.65
5367.6
5408.9
5397.55
5430.6
5418.6
5449.1
5441.95
5399.35
5368
5386.45
5393.9
5378.75
5386.15
5400.65
5383
5352.45
5296.85
5241.1
5289.05
5235.9
5237.1
5251.4
5312.5
5256.15
5333.5
5269.05
5320.6
5323.15
5316.55
5353.3
5262.6
5274.85
5233.35
5222.35
5197.7
5119.35
5078.6
5000.3
4987.1
5034
5135.5
5110.5
5019.85

-0.00465
0.008586
-0.00144
-0.0038
0.005189
0.001453
0.011862
-0.00766
0.002101
-0.0061
0.002212
-0.00561
0.001313
0.007859
0.005823
-0.00343
-0.00138
0.002813
-0.00137
-0.00269
0.003273
0.005691
0.010442
0.010581
-0.00911
0.0101
-0.00023
-0.00273
-0.01157
0.010664
-0.01461
0.012158
-0.00974
-0.00048
0.001241
-0.00689
0.017088
-0.00233
0.007899
0.002104
0.004731
0.015189
0.007992
0.015538
0.002643
-0.00936
-0.01996
0.00488
0.017897
0.00994

8/10/2010
8/9/2010
8/6/2010
8/5/2010
8/4/2010
8/3/2010
8/2/2010
7/30/2010
7/29/2010
7/28/2010
7/27/2010
7/26/2010
7/23/2010
7/22/2010
7/21/2010
7/20/2010
7/19/2010
7/16/2010
7/15/2010
7/14/2010
7/13/2010
7/12/2010
7/9/2010
7/8/2010
7/7/2010
7/6/2010
7/5/2010
7/2/2010
7/1/2010
6/30/2010
6/29/2010
6/28/2010
6/25/2010
6/24/2010
6/23/2010
6/22/2010
6/21/2010
6/18/2010
6/17/2010
6/16/2010
6/15/2010
6/14/2010
6/11/2010
6/10/2010
6/9/2010
6/8/2010
6/7/2010
6/4/2010
6/3/2010
6/2/2010

2629.65
2650.85
2619.35
2645.7
2595.15
2600.55
2586.35
2502.9
2473.05
2471.3
2435.15
2410.15
2496.8
2476.25
2436.75
2449
2455.25
2449
2439.85
2464.5
2429.1
2400.7
2368.9
2356.8
2304.1
2312.8
2272.5
2265.05
2262.25
2302
2291.15
2303.65
2300.8
2357.55
2349.55
2354.55
2387.8
2372.6
2350.85
2361.7
2364.2
2345
2339.9
2326.85
2272.5
2283.8
2286.75
2340.75
2287.3
2258.25

-0.00803
0.011954
-0.01001
0.019291
-0.00208
0.005475
0.032798
0.011998
0.000708
0.014736
0.010319
-0.03532
0.008265
0.01608
-0.00501
-0.00255
0.002549
0.003743
-0.01005
0.014468
0.01176
0.013335
0.005121
0.022615
-0.00377
0.017578
0.003284
0.001237
-0.01742
0.004724
-0.00544
0.001238
-0.02437
0.003399
-0.00213
-0.01402
0.006386
0.009209
-0.0046
-0.00106
0.008154
0.002177
0.005593
0.023635
-0.00496
-0.00129
-0.02334
0.023099
0.012782
0.021756

6/1/2010
5/31/2010
5/28/2010
5/27/2010
5/26/2010
5/25/2010
5/24/2010
5/21/2010
5/20/2010
5/19/2010
5/18/2010
5/17/2010
5/14/2010
5/13/2010
5/12/2010
5/11/2010
5/10/2010
5/7/2010
5/6/2010
5/5/2010
5/4/2010
5/3/2010
4/30/2010
4/29/2010
4/28/2010
4/27/2010
4/26/2010
4/23/2010
4/22/2010
4/21/2010
4/20/2010
4/19/2010
4/16/2010
4/15/2010
4/13/2010
4/12/2010
4/9/2010
4/8/2010
4/7/2010
4/6/2010
4/5/2010
4/1/2010
3/31/2010
3/30/2010
3/29/2010
3/26/2010
3/25/2010
3/23/2010
3/22/2010
3/19/2010

4970.2
5086.3
5066.55
5003.1
4917.4
4806.75
4943.95
4931.15
4947.6
4919.65
5066.2
5059.9
5093.5
5178.9
5156.65
5136.15
5193.6
5018.05
5090.85
5124.9
5148.5
5222.75
5278
5254.15
5215.45
5308.35
5322.45
5304.1
5269.35
5244.9
5230.1
5203.65
5262.6
5273.6
5322.95
5339.7
5361.75
5304.45
5374.65
5366
5368.4
5290.5
5249.1
5262.45
5302.85
5282
5260.4
5225.3
5205.2
5262.8

-0.02309
0.003891
0.012602
0.017278
0.022759
-0.02814
0.002592
-0.00333
0.005665
-0.02935
0.001244
-0.00662
-0.01663
0.004306
0.003983
-0.01112
0.034386
-0.0144
-0.00667
-0.00459
-0.01432
-0.01052
0.004529
0.007393
-0.01766
-0.00265
0.003454
0.006573
0.004651
0.002826
0.00507
-0.01126
-0.00209
-0.00931
-0.00314
-0.00412
0.010744
-0.01315
0.001611
-0.00045
0.014617
0.007856
-0.00254
-0.00765
0.00394
0.004098
0.006695
0.003854
-0.01101
0.003216

6/1/2010
5/31/2010
5/28/2010
5/27/2010
5/26/2010
5/25/2010
5/24/2010
5/21/2010
5/20/2010
5/19/2010
5/18/2010
5/17/2010
5/14/2010
5/13/2010
5/12/2010
5/11/2010
5/10/2010
5/7/2010
5/6/2010
5/5/2010
5/4/2010
5/3/2010
4/30/2010
4/29/2010
4/28/2010
4/27/2010
4/26/2010
4/23/2010
4/22/2010
4/21/2010
4/20/2010
4/19/2010
4/16/2010
4/15/2010
4/13/2010
4/12/2010
4/9/2010
4/8/2010
4/7/2010
4/6/2010
4/5/2010
4/1/2010
3/31/2010
3/30/2010
3/29/2010
3/26/2010
3/25/2010
3/23/2010
3/22/2010
3/19/2010

2209.65
2268.8
2239.4
2219.4
2173.6
2155.1
2231.2
2271.2
2267.5
2214.15
2280
2250.75
2224.25
2317.75
2324.2
2287.85
2307.85
2226.15
2311.6
2276.2
2280.1
2297.15
2300.7
2274
2232.2
2217.8
2251.55
2260.6
2223.1
2105.8
2098.35
2032.45
2047.7
2054.05
2094
2092
2106.1
2095.9
2110.9
2123.55
2138.25
2102.6
2078.2
2082.55
2095.05
2072.85
2049.55
2048.55
2040.95
2058.45

-0.02642
0.013043
0.008971
0.020852
0.008548
-0.0347
-0.01777
0.00163
0.023809
-0.02931
0.012912
0.011844
-0.04118
-0.00278
0.015763
-0.0087
0.036043
-0.03767
0.015433
-0.00171
-0.00745
-0.00154
0.011673
0.018553
0.006472
-0.0151
-0.00401
0.016728
0.054207
0.003544
0.031909
-0.00748
-0.0031
-0.01926
0.000956
-0.00672
0.004855
-0.00713
-0.00597
-0.0069
0.016813
0.011673
-0.00209
-0.00598
0.010653
0.011304
0.000488
0.003717
-0.00854
0.01409

3/18/2010
3/17/2010
3/16/2010
3/15/2010
3/12/2010
3/11/2010
3/10/2010
3/9/2010
3/8/2010
3/5/2010
3/4/2010
3/3/2010
3/2/2010
2/26/2010
2/25/2010
2/24/2010
2/23/2010
2/22/2010
2/19/2010
2/18/2010
2/17/2010
2/16/2010
2/15/2010
2/11/2010

5245.9
5231.9
5198.1
5128.9
5137
5133.4
5116.25
5101.5
5124
5088.7
5080.25
5088.1
5017
4922.3
4859.75
4858.6
4870.05
4856.4
4844.9
4887.75
4914
4855.75
4801.95
4826.85

0.002672
0.006481
0.013402
-0.00158
0.000701
0.003346
0.002887
-0.0044
0.006913
0.001662
-0.00154
0.014072
0.019056
0.012789
0.000237
-0.00235
0.002807
0.002371
-0.00881
-0.00536
0.011925
0.011141
-0.00517

3/18/2010
3/17/2010
3/16/2010
3/15/2010
3/12/2010
3/11/2010
3/10/2010
3/9/2010
3/8/2010
3/5/2010
3/4/2010
3/3/2010
3/2/2010
2/26/2010
2/25/2010
2/24/2010
2/23/2010
2/22/2010
2/19/2010
2/18/2010
2/17/2010
2/16/2010
2/15/2010
2/11/2010

2029.65
2027.3
2015.85
2015.1
2047.9
2045.75
2037.25
2044.6
2065.95
2047.2
2032.7
2022.4
1986.65
1974.3
1913.65
1921.25
1911.9
1916.35
1905.3
1942.4
1956.85
1920.6
1895
1917.65

0.001159
0.005664
0.000372
-0.01615
0.00105
0.004164
-0.0036
-0.01039
0.009117
0.007108
0.00508
0.017835
0.006236
0.031201
-0.00396
0.004879
-0.00232
0.005783
-0.01928
-0.00741
0.018698
0.013419
-0.01188

On Closing Price

Beta (by slope formula)

1.158771279

Beta (by formula)

1.158771279

Few Points
We should take adjusted close price because it has already taken care of
dividends and stock split. (But I took close price in hurry)
Calculated by Slope function
X axis - NSE Return
Y axis - SBI Return