Close Price Return

Date BHEL GSKCONS Adanitrans KALPATPOWR Date BHEL

1-Dec-17 91.1 6082.1 174.55 439.55 1-Dec-17
4-Dec-17 90.75 6096.9 182.95 421.45 4-Dec-17 -0.00384933
5-Dec-17 90.15 6097.4 191.55 428.05 5-Dec-17 -0.00663352
6-Dec-17 90.3 6098.85 194.75 430.05 6-Dec-17 0.001662511
7-Dec-17 91.55 6147 195.55 439.4 7-Dec-17 0.013747811
8-Dec-17 92.1 6137.85 195.3 437.55 8-Dec-17 0.005989672
11-Dec-17 91.75 6217.75 195.85 431.6 11-Dec-17 -0.00380746
12-Dec-17 91.7 6279.7 193.9 440.25 12-Dec-17 -0.00054511
13-Dec-17 89.6 6247.85 192 449.05 13-Dec-17 -0.02316706
9-Feb-18 94.4 6080.2 205 472.6 9-Feb-18 -0.00791352
12-Feb-18 97.5 5971.1 210.5 475 12-Feb-18 0.032311305

Variance - Coveriance Matrix

BHEL GSKCONS Adani Trans
BHEL -0.0004
GSKCONS
Adani Transport
KALPATPOWR

Weight
BHEL 0.25
GSKCONS 0.25
Adani Transport 0.25
KALPATPOWR 0.25
1
 Average
GSKCONS Adani Trans KALPATPOWR Return
BHEL 0.0013856035
0.0024304142 0.047001658 -0.0420503299 GSKCONS -0.0003758952
8.200552722E-05 0.04593598 0.0155388647 Adani Transport 0.0038219269
0.000237778 0.016567814 0.0046614698 KALPATPOWR 0.0015829251
0.0078639291 0.004099416 0.021508679
-0.00148964 -0.00127926 -0.004219175
0.012933587 0.002812222 -0.0136917516
0.0099141037 -0.0100065 0.019843514
-0.0050848041 -0.00984719 0.0197914927
-0.0176874583 0.037018262 0.0211704688
-0.0181064251 0.026475674 0.0050654393

KALPATPOWR

Transpose of Weight
BHEL GSKCONS Adani Trans KALPATPOWR

Portfolio Return
Portfolio Risk
Date EIHAHOTELS JPASSOCIAT RELINFRA RCOM Nifty 50 Nifty 100 Nifty 200
1-Dec-17 386 17.7 436.6 12.35 10121.8 10542.05 5561.8
4-Dec-17 372.3 17.25 439.3 11.5 10127.75 10548.55 5564.2
5-Dec-17 366.1 17.05 443.6 11.35 10118.25 10541.3 5562.85
6-Dec-17 367.1 16.55 440.35 10.75 10044.1 10459.7 5519.1
7-Dec-17 380.8 16.95 455.95 11.15 10166.7 10594.6 5590.4
8-Dec-17 383.3 18 449.8 11.65 10265.65 10698.1 5643.45
11-Dec-17 381.2 17.55 459.15 11.6 10322.25 10752.6 5671.4
12-Dec-17 397.8 17.95 450.2 11.65 10240.15 10663.55 5624.95
13-Dec-17 389.45 18.05 450.35 11.3 10192.95 10605.65 5591.55
14-Dec-17 381.7 17.6 454.45 11.9 10252.1 10658.4 5616.3
15-Dec-17 385.1 17.55 448.85 11.85 10333.25 10743.65 5663.6
18-Dec-17 386.95 17.05 444.05 11.8 10388.75 10807.85 5698.35
19-Dec-17 390 17.1 443.25 12.75 10463.2 10897.55 5749.45
20-Dec-17 385.2 17.55 466.2 17.3 10444.2 10881.9 5746.8
21-Dec-17 383.2 18.55 505.05 17.95 10440.3 10886.35 5756.15
22-Dec-17 392.15 18.35 528.45 16.3 10493 10940.65 5782.3
26-Dec-17 391.85 19.8 539.85 21.5 10531.5 10982.05 5805.05
27-Dec-17 386.8 21.35 533.75 28.7 10490.75 10937.85 5785.3
28-Dec-17 385.9 23.2 555.05 30.9 10477.9 10927.05 5781.6
29-Dec-17 383.9 26 553.85 36.15 10530.7 10985.15 5814.1
1-Jan-18 384.5 25.1 572.65 35.35 10435.55 10897.75 5772.85
2-Jan-18 397.35 23.9 563.4 32.4 10442.2 10899.3 5766.7
3-Jan-18 431.65 24.25 562.55 30.55 10443.2 10910.05 5776.3
4-Jan-18 429.9 24.4 565.55 33.3 10504.8 10982.15 5815.7
5-Jan-18 425.6 25.1 578.15 34 10558.85 11051.25 5855.3
8-Jan-18 510.7 25.35 582.5 33.9 10623.6 11120.55 5894.65
9-Jan-18 545.25 23.6 569.8 32.7 10637 11125 5895.55
10-Jan-18 529.85 24.05 564.3 33.2 10632.2 11117.45 5888
11-Jan-18 526.85 23.5 564 32.8 10651.2 11132.4 5898.3
12-Jan-18 555.65 22.95 555.4 31.3 10681.25 11159.1 5909.2
15-Jan-18 538.9 23 557.85 31.55 10741.55 11207.75 5931.6
16-Jan-18 575.25 21.4 536.5 31.2 10700.45 11142.8 5887.05
17-Jan-18 558.3 22.8 543.95 32.35 10788.55 11232.75 5934.55
18-Jan-18 521 20.85 506.5 29.35 10817 11234.5 5920.8
19-Jan-18 527.05 21.7 517.85 29.45 10894.7 11315.75 5966.2
22-Jan-18 533.5 21.95 509.6 28.65 10966.2 11391.2 6006.55
23-Jan-18 550.75 22.1 516.85 29.25 11083.7 11506.65 6067.3
24-Jan-18 547.05 21.6 515.2 28.75 11086 11497.45 6056.65
25-Jan-18 566.1 22 513.95 28.35 11069.65 11459.05 6032.55
29-Jan-18 532.35 20.25 509.7 27.2 11130.4 11505.45 6048
30-Jan-18 507.5 20.35 508.3 30.05 11049.65 11424.6 6005.1
31-Jan-18 486.5 20.3 496.35 29.45 11027.7 11393.55 5979.2
1-Feb-18 484.05 20.4 492.75 28.6 11016.9 11385.15 5970.25
 2-Feb-18 437.6 17.95 449.75 26.1 10760.6 11111.2 5809.95
5-Feb-18 451.8 19.05 446.2 26.25 10666.55 11023.85 5767.4
6-Feb-18 430.05 17.6 431.45 24.55 10498.25 10851.65 5675.75
7-Feb-18 441.9 17.75 431.1 25.15 10476.7 10844.7 5675.05
8-Feb-18 444.05 17.75 444.2 26.55 10576.85 10958.95 5741.35
9-Feb-18 460.8 17.5 451.5 27 10454.95 10846.1 5690.25
12-Feb-18 461.5 17.85 461.15 27.1 10539.75 10945.15 5745.9

Nifty 50

Nifty 100

Nifty 200
 Return
Date EIHAHOTELS JPASSOCIAT RELINFRA RCOM Nifty 50 Nifty 100
1-Dec-17
4-Dec-17
5-Dec-17
6-Dec-17
7-Dec-17
8-Dec-17
11-Dec-17
12-Dec-17
13-Dec-17
14-Dec-17
15-Dec-17
18-Dec-17
19-Dec-17
20-Dec-17
21-Dec-17
22-Dec-17
26-Dec-17
27-Dec-17
28-Dec-17
29-Dec-17
1-Jan-18
2-Jan-18
3-Jan-18
4-Jan-18
5-Jan-18
8-Jan-18
9-Jan-18
10-Jan-18
11-Jan-18
12-Jan-18
15-Jan-18
16-Jan-18
17-Jan-18
18-Jan-18
19-Jan-18
22-Jan-18
23-Jan-18
24-Jan-18
25-Jan-18
29-Jan-18
30-Jan-18
31-Jan-18
1-Feb-18
 2-Feb-18
5-Feb-18
6-Feb-18
7-Feb-18
8-Feb-18
9-Feb-18
12-Feb-18
Total Risk
Unsystematic Risk
Systematic Risk
Total Risk
Unsystematic Risk
Systematic Risk
Total Risk
Unsystematic Risk
Systematic Risk
Nifty 200
Data
Date Axis Gold BSL GOLD IDBI Gold KOTAK GOLD KOTAK NIFTY Nifty 50 Nifty 100
3-Oct-17 2,577.00 2,748.00 2,770.00 262.05 99.62 9859.5 10221.75
4-Oct-17 2,563.30 2,721.00 2,792.35 261.15 99.9 9914.9 10274.05
5-Oct-17 2,562.20 2,759.00 2,725.00 261 99.96 9888.7 10255.55
6-Oct-17 2,558.00 2,739.00 2,730.35 259.25 100.8 9979.7 10347.65
9-Oct-17 2,593.65 2,778.00 2,719.85 262.1 101.06 9988.75 10357.95
10-Oct-17 2,625.55 2,815.80 2,740.10 262.4 101.22 10016.95 10392
11-Oct-17 2,623.40 2,774.00 2,751.00 263.9 100.72 9984.8 10353.9
12-Oct-17 2,617.00 2,766.00 2,741.00 264.3 101.84 10096.4 10469.3
13-Oct-17 2,615.10 2,763.00 2,744.10 264.45 102.91 10167.45 10534.6
16-Oct-17 2,630.00 2,763.20 2,728.30 265.65 103.34 10230.85 10595.15
17-Oct-17 2,626.05 2,796.95 2,770.00 270.15 103.35 10234.45 10605.8
18-Oct-17 2,608.20 2,752.00 2,792.35 268.95 103.34 10210.85 10582.35
19-Oct-17 2,624.50 2,774.35 2,740.95 269.8 102.48 10146.55 10517.3
23-Oct-17 2,588.55 2,727.00 2,782.30 263.45 102.45 10184.85 10557.95
24-Oct-17 2,582.10 2,770.00 2,730.00 263.5 103 10207.7 10574.75
25-Oct-17 2,573.35 2,749.00 2,727.95 262.1 103.74 10295.35 10672
26-Oct-17 2,560.75 2,707.95 2,707.10 260.85 104.03 10343.8 10720.45
27-Oct-17 2,552.65 2,739.00 2,700.90 258.6 104.05 10323.05 10714
30-Oct-17 2,557.05 2,703.05 2,683.65 258.25 104.69 10363.65 10767.85
31-Oct-17 2,580.55 2,742.90 2,691.30 259.65 104.28 10335.3 10740.85
1-Nov-17 2,567.15 2,747.90 2,701.00 258.85 105.4 10440.5 10847.9
2-Nov-17 2,545.15 2,740.00 2,701.25 258.4 105.35 10423.8 10839.4
3-Nov-17 2,550.05 2,709.00 2,695.70 257.6 105.99 10452.5 10866.45
6-Nov-17 2,545.00 2,737.50 2,741.45 258.8 105.64 10451.8 10878.15
7-Nov-17 2,553.25 2,732.00 2,702.00 259.75 105.12 10350.15 10762.4
8-Nov-17 2,560.00 2,747.00 2,707.85 259.95 104.08 10303.15 10707.55
9-Nov-17 2,560.90 2,747.00 2,765.00 260.9 104.4 10308.95 10723.65
10-Nov-17 2,564.15 2,723.00 2,722.60 260.55 104.22 10321.75 10729.55
13-Nov-17 2,560.95 2,765.00 2,804.50 260.85 103.74 10224.95 10632.65
14-Nov-17 2,550.40 2,755.00 2,729.35 258.85 103.08 10186.6 10593.8
15-Nov-17 2,564.30 2,750.00 2,718.10 260.85 102.56 10118.05 10514.9
16-Nov-17 2,552.15 2,732.15 2,748.05 258.6 103.29 10214.75 10618.45
17-Nov-17 2,559.95 2,773.25 2,717.00 258.65 103.88 10283.6 10701.3
20-Nov-17 2,580.25 2,777.95 2,720.00 261.1 104.17 10298.75 10716.4
21-Nov-17 2,561.00 2,823.50 2,774.95 259.45 104.34 10326.9 10744
22-Nov-17 2,561.00 2,739.85 2,733.60 258.6 104.65 10342.3 10755.4
23-Nov-17 2,561.25 2,746.10 2,727.05 259.15 105.2 10348.75 10760.35
24-Nov-17 2,560.00 2,737.00 2,740.00 259.5 104.98 10389.7 10803.15
27-Nov-17 2,566.30 2,769.00 2,723.95 260 105.04 10399.55 10816.2
28-Nov-17 2,561.10 2,750.00 2,739.55 259.5 105 10370.25 10792.6
29-Nov-17 2,563.95 2,805.00 2,723.30 259 105 10361.3 10784.4
30-Nov-17 2,567.35 2,745.00 2,737.05 257.7 104.05 10226.55 10650.75
1-Dec-17 2,544.95 2,731.20 2,710.35 256.7 102.53 10121.8 10542.05
 4-Dec-17 2,540.00 2,733.00 2,700.25 255.55 102.54 10127.75 10548.55
5-Dec-17 2,530.15 2,733.00 2,700.00 255.6 102.43 10118.25 10541.3
6-Dec-17 2,530.00 2,733.00 2,688.20 254.05 101.56 10044.1 10459.7
7-Dec-17 2,516.45 2,781.40 2,679.00 254.1 103.11 10166.7 10594.6
8-Dec-17 2,484.90 2,720.00 2,657.45 251.1 103.9 10265.65 10698.1
11-Dec-17 2,488.45 2,700.65 2,627.10 251.3 104.64 10322.25 10752.6
12-Dec-17 2,473.95 2,650.00 2,648.00 251 103.85 10240.15 10663.55
13-Dec-17 2,484.00 2,634.00 2,630.65 250.9 103.13 10192.95 10605.65
14-Dec-17 2,484.25 2,647.70 2,620.95 252.6 103.54 10252.1 10658.4
15-Dec-17 2,490.00 2,652.00 2,631.95 250.8 104.52 10333.25 10743.65
18-Dec-17 2,482.30 2,650.10 2,623.00 250.3 105.1 10388.75 10807.85
19-Dec-17 2,500.00 2,651.50 2,609.40 250.95 105.67 10463.2 10897.55
20-Dec-17 2,492.05 2,648.15 2,607.75 252.15 105.55 10444.2 10881.9
21-Dec-17 2,509.00 2,641.00 2,611.55 252.6 105.78 10440.3 10886.35
22-Dec-17 2,501.00 2,644.35 2,633.20 252.35 105.99 10493 10940.65
26-Dec-17 2,527.25 2,714.00 2,750.00 253.95 106.24 10531.5 10982.05
27-Dec-17 2,527.20 2,738.80 2,699.55 256.05 106.12 10490.75 10937.85
28-Dec-17 2,538.00 2,719.00 2,700.00 257.65 105.67 10477.9 10927.05
29-Dec-17 2,549.00 2,736.00 2,701.00 257.5 106.28 10530.7 10985.15
1-Jan-18 2,565.00 2,750.00 2,708.55 258.65 106.16 10435.55 10897.75
2-Jan-18 2,572.75 2,750.00 2,754.75 259.55 105.54 10442.2 10899.3
3-Jan-18 2,567.10 2,750.00 2,740.50 258.55 105.68 10443.2 10910.05
4-Jan-18 2,589.25 2,798.90 2,711.10 258.1 106.2 10504.8 10982.15
5-Jan-18 2,588.00 2,796.05 2,723.00 259.45 106.69 10558.85 11051.25
8-Jan-18 2,572.75 2,811.30 2,932.30 259.15 107.25 10623.6 11120.55
9-Jan-18 2,573.15 2,775.20 2,763.90 259.9 107.36 10637 11125
10-Jan-18 2,579.70 2,811.80 2,800.00 259.9 107.25 10632.2 11117.45
11-Jan-18 2,631.00 2,825.00 2,781.00 261.55 107.47 10651.2 11132.4
12-Jan-18 2,664.20 2,785.00 2,785.75 263.1 107.9 10681.25 11159.1
15-Jan-18 2,661.95 2,778.10 2,797.60 264.7 108.71 10741.55 11207.75
16-Jan-18 2,655.25 2,818.20 2,782.15 265.9 108.41 10700.45 11142.8
17-Jan-18 2,660.00 2,813.95 2,790.00 265.2 109.15 10788.55 11232.75
18-Jan-18 2,638.00 2,790.00 2,770.00 262.45 109.04 10817 11234.5
19-Jan-18 2,629.20 2,811.60 2,800.00 263.25 109.92 10894.7 11315.75
22-Jan-18 2,622.30 2,800.00 2,773.35 262.95 110.62 10966.2 11391.2
23-Jan-18 2,640.30 2,820.00 2,830.40 264.4 111.74 11083.7 11506.65
24-Jan-18 2,642.05 2,830.00 2,785.95 266 111.98 11086 11497.45
25-Jan-18 2,677.40 2,806.05 2,795.45 268.15 111.53 11069.65 11459.05
29-Jan-18 2,649.65 2,820.00 2,782.20 266.9 112.44 11130.4 11505.45
30-Jan-18 2,629.90 2,769.15 2,775.00 265 111.72 11049.65 11424.6
31-Jan-18 2,625.00 2,750.80 2,804.85 265.15 111.51 11027.7 11393.55
1-Feb-18 2,631.30 2,782.00 2,810.40 266.1 111.91 11016.9 11385.15
2-Feb-18 2,650.50 2,799.00 2,807.05 267.65 109.33 10760.6 11111.2
5-Feb-18 2,676.60 2,767.00 2,792.05 265.5 107.92 10666.55 11023.85
6-Feb-18 2,660.00 2,829.00 2,885.90 267.5 106.24 10498.25 10851.65
 7-Feb-18 2,641.00 2,780.00 2,806.60 265.3 106.79 10476.7 10844.7
8-Feb-18 2,620.00 2,736.50 2,820.80 262.6 106.63 10576.85 10958.95
9-Feb-18 2,621.60 2,792.00 2,817.75 263.45 106.12 10454.95 10846.1
12-Feb-18 2,637.90 2,799.00 2,820.00 264.5 107.02 10539.75 10945.15
14-Feb-18 2,692.55 2,800.00 2,932.65 266.5 106.95 10500.9 10908.15
 Return
Nifty 200 Axis Gold BSL Gold IDBI GOLD KOTAK GOLD KOTAK NIFTY
5352.95
5379.05
5374.1
5423.7
5428.9
5450.45
5425.55
5486.75
5516.15
5548
5556.25
5544.15
5511
5534.15
5544.6
5593.25
5618.25
5615.3
5649.75
5639.15
5691.45
5690
5702.95
5709.85
5647.5
5616.25
5632.7
5637.15
5591
5572.25
5528.05
5583.65
5628.05
5640.35
5653.75
5659.45
5663.4
5688.3
5699.2
5688.7
5682.8
5618.85
5561.8
 5564.2
5562.85
5519.1
5590.4
5643.45
5671.4
5624.95
5591.55
5616.3
5663.6
5698.35
5749.45
5746.8
5756.15
5782.3
5805.05
5785.3
5781.6
5814.1
5772.85
5766.7
5776.3
5815.7
5855.3
5894.65
5895.55
5888
5898.3
5909.2
5931.6
5887.05
5934.55
5920.8
5966.2
6006.55
6067.3
6056.65
6032.55
6048
6005.1
5979.2
5970.25
5809.95
5767.4
5675.75
5675.05
5741.35
5690.25
5745.9
5730.45
Return
Standard Deviation
Risk Free rate 0.05 0.05 0.05 0.05 0.05
Beta using Nifty
Beta using Nifty-100
Beta using Nifty-200

Sharpe Ratio
Nifty Trenor's Ratio
Jehnsen Alpha
Sharpe Ratio
Nifty 100 Trenor's Ratio
Jehnsen Alpha
Sharpe Ratio
Nifty 200 Trenor's Ratio
Jehnsen Alpha
 Return - Risk Free Rate
Nifty 50 Nifty-100 Nifty-200 Axis Gold BSL Gold IDBI GOLD KOTAK GOLD KOTAK NIFTY
Nifty 50 Nifty-100 Nifty-200