SUMMARY OUTPUT mahindra and mahindra

Regression Statistics
Multiple R 0.56943228802
R Square 0.32425313064
Adjusted R Square 0.31239792241
Standard Error 0.06129211772
Observations 59

ANOVA
df SS MS F Significance F
Regression 1 0.1027505712874 0.102751 27.35111 2.519353E-06
Residual 57 0.2141332505726 0.003757
Total 58 0.31688382186

Coefficients Standard Error t Stat P-value Lower 95% Upper 95%

Intercept -0.0062653144 0.0080581263104 -0.777515 0.44007 -0.022401434 0.00987080516
X Variable 1 1.07524876423 0.2055992170659 5.229829 2.519E-06 0.6635434336 1.48695409486
Lower 95.0% Upper 95.0%
-0.022401434 0.00987080516
0.6635434336 1.48695409486
SUMMARY OUTPUT maruti suzuki

Regression Statistics
Multiple R 0.625767727
R Square 0.391585248
Adjusted R Squ 0.380911305
Standard Error 0.064407819
Observations 59

ANOVA
df SS MS F Significance F
Regression 1 0.152187376086 0.152187 36.68609 1.1603491E-07
Residual 57 0.236456927836 0.004148
Total 58 0.388644303922

Coefficients Standard Error t Stat P-value Lower 95% Upper 95%

Intercept 0.007423159 0.008467750188 0.876639 0.384363 -0.0095332187 0.0243795359
X Variable 1 1.308597674 0.216050573274 6.056904 1.16E-07 0.8759638639 1.7412314848
 Lower 95.0% Upper 95.0%
-0.009533218677 0.02437953586
0.875963863919 1.7412314848
SUMMARY OUTPUT hero

Regression Statistics
Multiple R 0.58245376
R Square 0.33925238
Adjusted R Squa0.32766031
Standard Error 0.05866852
Observations 59

ANOVA
df SS MS F Significance F
Regression 1 0.1007331565 0.100733 29.26592 1.301693E-06
Residual 57 0.1961937425 0.003442
Total 58 0.2969268991

Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95.0%
Intercept -0.0051677 0.0077132 -0.669983 0.505574 -0.020613127 0.010277706 -0.020613127
X Variable 1 1.06464067 0.1967985877 5.409798 1.302E-06 0.6705582921 1.458723041 0.670558292
 Upper 95.0%
0.01027770592
1.4587230408
SUMMARY OUTPUT bajaj

Regression Statistics
Multiple R 0.51944096
R Square 0.26981891
Adjusted R Squa 0.25700871
Standard Error 0.05449472
Observations 59

ANOVA
df SS MS F Significance F
Regression 1 0.0625497403 0.06255 21.06283 2.49027E-05
Residual 57 0.169271451 0.00297
Total 58 0.2318211913

Coefficients Standard Error t Stat P-value Lower 95% Upper 95% Lower 95.0%
Intercept 0.00627547 0.0071644668 0.875916 0.384752 -0.00807113 0.020622069 -0.008071125
X Variable 1 0.83893746 0.1827979244 4.589426 2.49E-05 0.47289093 1.204983986 0.472890927
 Upper 95.0%
0.0206220694
1.2049839859
Date NIFTY 50 M AND M nifty return return MARUTI return
2/1/2020 11201.75 457.05 -0.07954902 -0.194129 6757.6 -0.02255
1/1/2020 12169.85 567.15 0.000115 0.066974 6913.5 -0.061762 beta
12/1/2019 12168.45 531.55 0.00932315 0.0018848 7368.6 0.016941
11/1/2019 12056.05 530.55 0.01503686 -0.125155 7245.85 -0.041478
10/1/2019 11877.45 606.45 0.03512151 0.1083798 7559.4 0.125614 0.625768
9/1/2019 11474.45 547.15 0.04093168 0.0347013 beta 1.075249 6715.8 0.111978
8/1/2019 11023.25 528.8 -0.00852222 -0.025136 6039.509 0.119577 1.4568%
7/1/2019 11118 542.4347 -0.05690543 -0.160754 0.569432 correlation 5394.457 -0.16297
6/1/2019 11788.85 646.3356 -0.01123479 0.0128275 6444.756 -0.048793 0.006587
5/1/2019 11922.8 638.1497 0.01486612 0.002712 6775.345 0.030519 0.081162
4/1/2019 11748.15 636.4238 0.01068918 -0.04244 -0.0395% average 6574.694 -0.000922
3/1/2019 11623.9 664.6304 0.07703501 0.0433504 6580.759 -0.02301
2/1/2019 10792.5 637.0156 -0.00355003 -0.050217 0.005371 variance 6735.748 0.028391
1/1/2019 10830.95 670.6958 -0.00290904 -0.154009 0.073287 SD 6549.791 -0.110421
12/1/2018 10862.55 792.7929 -0.00130555 0.0163737 7362.801 -0.025595
11/1/2018 10876.75 780.0211 0.04719065 0.0325739 7556.204 0.157971
10/1/2018 10386.6 755.4142 -0.04975555 -0.110343 6525.382 -0.099558
9/1/2018 10930.45 849.1075 -0.06421384 -0.108101 7246.869 -0.177832
8/1/2018 11680.5 952.0222 0.02852992 0.0397345 8814.337 -0.044551
7/1/2018 11356.5 915.6397 0.05993861 0.0426089 9225.335 0.078743
6/1/2018 10714.3 878.2197 -0.00203523 -0.027358 8551.934 0.033782
5/1/2018 10736.15 902.9218 -0.0002979 0.0568534 8272.477 -0.031509
4/1/2018 10739.35 854.3492 0.06186157 0.1818919 8541.613 -0.005208
3/1/2018 10113.7 722.8658 -0.03613407 0.0144849 8586.333 0.001147
2/1/2018 10492.85 712.5446 -0.04850065 -0.045475 8576.497 -0.069271
1/1/2018 11027.7 746.4916 0.04719534 0.01591 9214.821 -0.022596
12/1/2017 10530.7 734.801 0.02974125 0.0680031 9427.854 0.131461
11/1/2017 10226.55 688.0139 -0.01052219 0.0459176 8332.457 0.047234
10/1/2017 10335.3 657.8088 0.05585071 0.0721947 7956.633 0.029211
9/1/2017 9788.6 613.5162 -0.01303711 -0.067334 7730.81 0.046453
8/1/2017 9917.9 657.8088 -0.01579812 -0.023241 7387.631 -0.006419
7/1/2017 10077.1 673.4604 0.05841876 0.0405605 7435.362 0.073771
6/1/2017 9520.9 647.2093 -0.01043 -0.048237 6924.532 0.000915
5/1/2017 9621.25 680.0112 0.0340927 0.0609486 6918.199 0.105159
4/1/2017 9304.05 640.9464 0.01420355 0.037804 6259.911 0.084637
3/1/2017 9173.75 617.5987 0.03312654 -0.019243 5771.434 0.015737
2/1/2017 8879.6 629.7165 0.03717891 0.0581002 5682.019 0.004793
1/1/2017 8561.3 595.1388 0.04587212 0.0467628 5654.916 0.108035
12/1/2016 8185.8 568.5517 -0.00470548 -0.000338 5103.551 0.010169
11/1/2016 8224.5 568.7437 -0.04786988 -0.096585 5052.175 -0.103835
10/1/2016 8638 629.5485 0.003118 -0.066799 5637.551 0.072819
9/1/2016 8611.15 674.6122 -0.01992327 -0.021509 5254.896 0.091368
8/1/2016 8786.2 689.4415 0.0170979 -0.004202 4814.962 0.062227
7/1/2016 8638.5 692.3508 0.0423215 0.0257351 4532.894 0.136224
 6/1/2016 8287.75 674.9801 0.01564318 0.0814113 3989.436 0.006152
5/1/2016 8160.1 624.166 0.03952971 -0.006499 3965.044 0.096702
4/1/2016 7849.8 628.249 0.01439573 0.0993228 3615.426 0.021083
3/1/2016 7738.4 571.4873 0.10753467 -0.014168 3540.776 0.148247
2/1/2016 6987.05 579.7007 -0.07622082 -0.004176 3083.637 -0.20981
1/1/2016 7563.55 582.1317 -0.0481731 -0.03073 3902.4 -0.113826
12/1/2015 7946.35 600.588 0.00139883 -0.068217 4403.652 0.014698
11/1/2015 7935.25 644.5577 -0.0161856 0.1536838 4339.864 0.023826
10/1/2015 8065.8 558.6953 0.01470643 -0.063459 4238.869 -0.050495
9/1/2015 7948.9 596.5522 -6.327E-06 0.035138 4464.295 0.131135
8/1/2015 7948.95 576.3021 -0.06842959 -0.087649 3946.741 -0.03792
7/1/2015 8532.85 631.6672 0.01963908 0.0633603 4102.302 0.076578
6/1/2015 8368.5 594.0293 -0.00772505 0.0192751 3810.501 0.062776
5/1/2015 8433.65 582.7958 0.03081958 0.0987772 3585.424 0.016063
4/1/2015 8181.5 530.404 -0.03645036 -0.036033 3528.74 0.007708
3/1/2015 8491 550.2304 3501.748
 HERO return bajaj return
1995.156 -0.179907 2933.754 -0.036022
1.308598 2432.841 0.024068 beta 1.064641 3043.382 -0.001554 beta 0.838937
2375.663 0.003904 3048.119 0.002834
2366.425 -0.100085 3039.506 -0.021972
correl 2629.609 -0.000203 0.582454 correl 3107.789 0.103865 0.519441 correl
2630.144 0.051593 2815.371 0.055051
average 2501.104 0.119635 0.0645% average 2668.468 0.13281 average 1.0856%
2233.857 -0.087314 2355.619 -0.109849
VARI 2447.562 -0.036843 0.005033 variance 2646.315 -0.033784 0.003929 variance
SD 2541.188 0.067042 0.070941 SD 2738.845 -0.019504 0.062683 SD
2381.526 -0.016176 2793.325 0.025076
2420.683 -0.009991 2724.992 0.00362
2445.112 0.005413 2715.163 0.135464
2431.947 -0.157945 2391.236 -0.060879
2888.109 0.016055 2546.249 -0.009305
2842.474 0.106015 2570.166 0.058604
2570.014 -0.058263 2427.883 -0.034884
2729.015 -0.098515 2515.64 -0.020912
3027.246 0.010236 2569.37 0.037488
2996.573 -0.051547 2476.53 -0.039231
3159.433 -0.020142 2577.653 0.021816
3224.378 -0.050198 2522.62 -0.068516
3394.788 0.053475 2708.173 0.075746
3222.468 0.000314 2517.484 -0.091339
3221.458 -0.025668 2770.544 -0.094856
3306.323 -0.024755 3060.889 0.001065
3390.247 0.041694 3057.633 0.008501
3254.553 -0.05617 3031.859 0.01486
3448.241 0.019963 2987.466 0.047501
3380.753 -0.055205 2851.993 0.104779
3578.293 0.092826 2581.505 0.02241
3274.347 -0.004282 2524.922 0.006216
3288.428 -0.011774 2509.324 -0.019238
3327.608 0.128623 2558.545 -0.006302
2948.378 0.046928 2574.772 0.02087
2816.219 0.02672 2522.135 0.01798
2742.929 -0.010796 2477.589 -0.027369
2772.865 0.042285 2547.308 0.076457
2660.372 -0.03866 2366.381 -0.01972
2767.359 -0.055432 2413.984 -0.057214
2929.762 -0.009288 2560.479 0.00725
2957.227 -0.036046 2542.049 -0.050663
3067.809 0.105584 2677.71 0.104901
2774.832 0.007834 2423.485 0.004034
2753.262 0.025606 2413.749 0.027345
2684.522 0.069545 2349.501 0.050723
2509.966 -0.0023 2236.079 0.058984
2515.752 0.178327 2111.533 0.093018
2135.02 -0.025627 1931.838 -0.0601
2191.174 -0.047678 2055.365 -0.075059
2300.875 -0.001871 2222.158 0.021276
2305.188 0.061988 2175.863 -0.027917
2170.634 0.061432 2238.35 0.103088
2045.004 0.000752 2029.167 0.035562
2043.467 -0.1081 1959.484 -0.098335
2291.139 0.075046 2173.184 -0.00655
2131.202 -0.064279 2187.512 0.097513
2277.603 0.157993 1993.154 0.188566
1966.854 -0.117774 1676.939 -0.033695
2229.422 1735.415