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Month Price Return "Ri" Deviation (Ri-R) (Ri-R) 2 KSE 100 RM

This document contains stock price data for a market index (KSE 100) from month 41275 to 41305. It includes the monthly closing price, return, deviation from average return, covariance with the market, and other statistical calculations to analyze the systematic and unsystematic risk of the portfolio. The total risk of the portfolio is 1.34%, with 0.09% coming from systematic (beta) risk and 1.25% from unsystematic risk.

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Maria Mumtaz
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60 views2 pages

Month Price Return "Ri" Deviation (Ri-R) (Ri-R) 2 KSE 100 RM

This document contains stock price data for a market index (KSE 100) from month 41275 to 41305. It includes the monthly closing price, return, deviation from average return, covariance with the market, and other statistical calculations to analyze the systematic and unsystematic risk of the portfolio. The total risk of the portfolio is 1.34%, with 0.09% coming from systematic (beta) risk and 1.25% from unsystematic risk.

Uploaded by

Maria Mumtaz
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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MONTH

PRICE
RETURN "Ri"
DEVIATION=(Ri-R)
41275
64.08
41276
62.55
-2.446043165
-2.396310812
41277
62.48
-0.112035851
-0.062303498
41278
62.18
-0.482470248
-0.432737894
41281
61.08
-1.769057575
-1.719325221
41282
61.86
1.260911736
1.31064409
41283
62.09
0.370430021
0.420162374
41284
61.34
-1.207923981
-1.158191628
41285
61.49
0.243942104
0.293674458
41288
61.38
-0.17921147
-0.129479116
41289
59.76
-2.710843373
-2.66111102
41290
60.03
0.449775112
0.499507466
41291
60.59
0.924244925
0.973977278
41292
62.38
2.869509458
2.919241812
41295
61.99
-0.629133731
-0.579401378
41296
62.2
0.337620579
0.387352932
41297
62.24
0.064267352
0.113999706
41298
63.47
1.937923428
1.987655782
41302
63.71
0.376706953
0.426439307
41303
63.44
-0.425598991
-0.375866638
41304
64.04
0.936914428
0.986646782
41305
64.13
0.140339935
0.190072288
-0.049732353
Total Risk
1.34%
co variance
0.71%
market variance
8.30%
Systematic Risk/Beta()
0.09%
variance
1.65%
unsystematic risk()
1.25%
Total Risk = Systematic Risk + UnSystematic Risk
1.34%=
0.09%
1.25%

(Ri-R)^2
5.742305508
0.003881726
0.187262085
2.956079217
1.71778793
0.176536421
1.341407847
0.086244687
0.016764842
7.081511861
0.249507708
0.948631739
8.521972754
0.335705957
0.150042294
0.012995933
3.950775507
0.181850482
0.141275729
0.973471872
0.036127475
34.81213957

KSE 100
16794
16489
16500
16661
16502
16645
16742
16538
16634
16100
16107
16200
16291
16610
16640
16894
16905
17067
17004
17172
17205
17242

Rm
-1.8161248
0.0667111
0.9757576
-0.9543245
0.8665616
0.5827576
-1.2184924
0.5804813
-3.2102922
0.0434783
0.5773887
0.5617284
1.9581364
0.1806141
1.5264423
0.0651119
0.9582964
-0.3691334
0.9880028
0.1921733
0.2150538
2.7703283

(Rm-R*)
-4.5864531
-2.7036171
-1.7945707
-3.7246527
-1.9037666
-2.1875707
-3.9888207
-2.1898469
-5.9806204
-2.8138065
-2.1929395
-2.2085999
-0.8121919
-2.5897142
-1.2438859
-2.7052164
-1.8120319
-3.1394617
-1.7823254
-2.5781549
-2.5552745

(Rm-R*)^2
21.035552
7.3095455
3.2204839
13.873038
3.6243274
4.7854654
15.91069
4.7954296
35.767821
7.9175071
4.8089838
4.8779133
0.6596556
6.7066195
1.5472522
7.3181957
3.2834596
9.8562196
3.1766839
6.6468829
6.5294277
173.65115

(Ri-R)*(Rm-R*)
10.99056706
0.168444804
0.776578736
6.403889369
-2.495160474
-0.919134886
4.619818703
-0.643102112
0.774365447
7.487851524
-1.095389673
-2.151126079
-2.370984434
1.500483956
-0.481822868
-0.308393871
-3.601695666
-1.338789858
0.669916667
-2.543728283
-0.485686869
14.95690119

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