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New Microsoft Office Excel Worksheet

The document contains daily stock market and financial data for 12 assets (A1-A12) over the period of January 1, 2000 to January 12, 2001. It includes the closing values of the assets, the KSE-100 index, total assets, betas and other financial metrics. The data is presented in a table with one row for each trading day.

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Saman Khan
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as XLSX, PDF, TXT or read online on Scribd
34 views8 pages

New Microsoft Office Excel Worksheet

The document contains daily stock market and financial data for 12 assets (A1-A12) over the period of January 1, 2000 to January 12, 2001. It includes the closing values of the assets, the KSE-100 index, total assets, betas and other financial metrics. The data is presented in a table with one row for each trading day.

Uploaded by

Saman Khan
Copyright
© © All Rights Reserved
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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Date

1/1/2000
1/2/2000
1/3/2000
1/4/2000
1/5/2000
1/6/2000
1/7/2000
1/8/2000
1/9/2000
1/10/2000
1/11/2000
1/12/2000
1/1/2001
1/2/2001
1/3/2001
1/4/2001
1/5/2001
1/6/2001
1/7/2001
1/8/2001
1/9/2001
1/10/2001
1/11/2001
1/12/2001

A1
135
128
190
158
198
200
169
103
150
187
155
196
111
150
194
154
100
111
172
127
196
179
158
166

A2
103
127
121
144
160
197
113
195
187
100
114
120
138
171
174
131
132
182
144
172
125
151
165
129

A3
193
110
130
192
136
109
131
126
199
158
190
150
182
100
101
150
122
168
108
161
140
179
142
122

A4
155
182
152
116
186
126
158
193
131
170
181
132
111
179
129
117
166
167
186
186
107
149
134
182

A5
118
184
129
146
126
162
196
174
164
191
129
159
134
131
184
133
107
108
111
159
184
186
147
122

A6
109
147
148
100
184
170
108
111
106
139
122
135
104
178
134
153
147
124
143
198
154
153
115
189

KSE-100
4440
4647
4603
4737
4954
4345
4889
4311
4702
4134
4837
4634
4256
4255
4160
4197
4112
4019
4378
4930
4014
4363
4538
4732
Beta
Total Assets
B/M

A1
-0.05324
0.394994
-0.18443
0.225672
0.01005
-0.16842
-0.49517
0.375906
0.220473
-0.18768
0.23469
-0.56858
0.301105
0.257223
-0.23091
-0.43178
0.10436
0.437964
-0.30331
0.433928
-0.09073
-0.12479
0.049393
-0.25584
100
0.9
H

Small
A2
0.209458
-0.0484
0.174023
0.105361
0.20803
-0.55582
0.545612
-0.04189
-0.62594
0.131028
0.051293
0.139762
0.21441
0.017392
-0.28386
0.007605
0.321205
-0.23419
0.177681
-0.31918
0.188966
0.088666
-0.24613
0.033369
120
0.8
M

Small Port
A5
-0.56221
0.167054
0.389961
-0.34484
-0.22131
0.183849
-0.03892
0.457023
-0.23071
0.184429
-0.23639
0.193371
-0.59884
0.00995
0.395515
-0.20661
0.319943
-0.44183
0.399273
-0.13976
0.245743
-0.23156
-0.15181
0.870635
100
0.6
L

-0.1353321
0.17121712
0.12651821
-0.0046027
-0.0010756
-0.1801284
0.0038422
0.26367943
-0.2120583
0.04259127
0.01653135
-0.0784837
-0.0277738
0.09485498
-0.0397496
-0.210264
0.24850257
-0.079354
0.09121564
-0.0083384
0.11466021
-0.089228
-0.1161821

0.00487384

A4
0.160582
-0.18013
-0.27029
0.472156
-0.38946
0.226313
0.200095
-0.38749
0.260601
0.062699
-0.3157
-0.17327
0.477856
-0.32757
-0.09764
0.349814
0.006006
0.107753
0
-0.55292
0.331117
-0.10611
0.306167
1.10097
700
0.9
H

Big
A6
0.444251
-0.35512
0.123794
-0.14732
0.251314
0.190518
-0.11906
-0.05919
0.152407
-0.39246
0.209092
-0.17106
-0.02264
0.339738
-0.32459
-0.21752
0.009302
0.027399
0.359374
0.146032
0.010811
-0.23531
-0.18641
-0.34196
200
0.8
M
SMB
0.002938

Big Port
A3
0.299085
0.00678
-0.39204
0.609766
-0.07914
-0.45367
0.027399
-0.04609
0.271035
-0.13045
0.101254
-0.26088
0.537393
-0.28394
0.132598
-0.04001
-0.17015
0.142563
0.325422
-0.25131
-0.00651
-0.28551
0.496815
0.344122
500
0.5
L

0.3013058
-0.1761566
-0.1795127
0.31153245
-0.0724292
-0.0122786
0.03614492
-0.1642576
0.22801432
-0.1534051
-0.0017832
-0.20174
0.33086859
-0.0905929
-0.0965423
0.03076274
-0.0516142
0.09257163
0.22826547
-0.2194002
0.11180457
-0.2089755
0.20552341

0.00193556

KSE-100
0.045567
-0.00951
0.028696
0.044791
-0.13117
0.117962
-0.12582
0.086818
-0.12874
0.157049
-0.04287
-0.08509
-0.00023
-0.02258
0.008855
-0.02046
-0.02288
0.085559
0.118747
-0.20555
0.083372
0.039326
0.041862

H Port
0.053669
0.107434
-0.22736
0.348914
-0.18971
0.028947
-0.14754
-0.00579
0.240537
-0.06249
-0.0405
-0.37093
0.38948
-0.03518
-0.16427
-0.04098
0.055183
0.272859
-0.15165
-0.0595
0.120194
-0.11545
0.17778

HML
0.005275

L Port
-0.13156
0.086917
-0.00104
0.132463
-0.15022
-0.13491
-0.00576
0.205466
0.020163
0.026988
-0.06757
-0.03376
-0.03072
-0.137
0.264056
-0.12331
0.074896
-0.14963
0.362348
-0.19554
0.119614
-0.25853
0.172504

BetaA1
0.475609
0.526366
0.496993
0.528696
0.43254
0.566732
1.368411
0.135315
-0.92767
-0.83044
-0.76743
-0.61639
-1.39054
-1.35389
-0.09684

BetaA2
-0.52271
-0.61411
-0.61265
-0.72761
-0.81776
-0.69681
-0.16537
0.951235
1.216298
0.724993
0.768143
0.642766
0.884008
0.917509
0.139139

BetaA3
1.057583
1.318967
1.31575
1.253727
1.492379
1.373755
0.707423
1.251109
0.76146
0.768897
0.511633
0.333883
0.638802
0.557533
0.953064

BetaA4
BetaA5
0.408436 -0.50424
0.358729 -0.73285
0.399225 -0.78322
0.482159 -0.88901
0.2044 -0.82532
-0.30003
-0.59
-0.54461 -0.92018
-0.25608 -0.51799
1.092296 -0.57698
1.782425 -0.43845
2.087719 0.080456
2.08611 0.091479
2.062065 -0.08803
2.128297 -0.09022
0.856511 -0.48461

BetaA6
-0.53484
-0.66148
-0.62072
-0.46192
-0.80951
-0.99712
-0.22108
0.189326
0.723492
1.051206
1.460964
1.757966
1.584532
1.657408
0.294159

Date
1/1/2000
1/2/2000
1/3/2000
1/4/2000
1/5/2000
1/6/2000
1/7/2000
1/8/2000
1/9/2000
1/10/2000
1/11/2000
1/12/2000
1/1/2001
1/2/2001
1/3/2001
1/4/2001
1/5/2001
1/6/2001
1/7/2001
1/8/2001
1/9/2001
1/10/2001
1/11/2001
1/12/2001

A1
135
128
190
158
198
200
169
103
150
187
155
196
111
150
194
154
100
111
172
127
196
179
158
166

A2
103
127
121
144
160
197
113
195
187
100
114
120
138
171
174
131
132
182
144
172
125
151
165
129

A3
193
110
130
192
136
109
131
126
199
158
190
150
182
100
101
150
122
168
108
161
140
179
142
122

A4
155
182
152
116
186
126
158
193
131
170
181
132
111
179
129
117
166
167
186
186
107
149
134
182

A5
118
184
129
146
126
162
196
174
164
191
129
159
134
131
184
133
107
108
111
159
184
186
147
122

A6
109
147
148
100
184
170
108
111
106
139
122
135
104
178
134
153
147
124
143
198
154
153
115
189

A7
644
598
639
752
896
634
775
772
884
893
745
582
580
720
732
804
687
522
691
558
554
730
528
710

A8
725
688
731
638
606
741
526
897
641
720
770
746
691
610
831
642
504
646
731
815
688
648
611
862

A9
554
874
657
688
692
831
810
895
509
606
898
894
629
572
736
545
646
851
666
642
855
870
764
875

A10
721
728
885
851
832
674
515
676
881
591
642
647
713
823
873
845
706
792
645
739
637
668
606
542

A11
788
664
586
804
500
651
827
540
674
843
600
674
701
626
780
721
500
807
809
612
821
597
779
643

A12
576
864
896
886
742
601
623
580
690
699
879
715
605
635
635
820
578
710
504
767
867
705
693
643

KSE-100
4440
4647
4603
4737
4954
4345
4889
4311
4702
4134
4837
4634
4256 Total Assets
4255
4160
4197
4112
4019
4378
4930
4014
4363
4538
4732

A2
0.209458
-0.0484
0.174023
0.105361
0.20803
-0.55582
0.545612
-0.04189
-0.62594
0.131028
0.051293
0.139762
118

A3
-0.56221
0.167054
0.389961
-0.34484
-0.22131
0.183849
-0.03892
0.457023
-0.23071
0.184429
-0.23639
0.193371
198

A4
0.160582
-0.18013
-0.27029
0.472156
-0.38946
0.226313
0.200095
-0.38749
0.260601
0.062699
-0.3157
-0.17327
224

A6
0.299085
0.00678
-0.39204
0.609766
-0.07914
-0.45367
0.027399
-0.04609
0.271035
-0.13045
0.101254
-0.26088
293

A1
-0.05324
0.394994
-0.18443
0.225672
0.01005
-0.16842
-0.49517
0.375906
0.220473
-0.18768
0.23469
-0.56858
300

A7
-0.0317
0.054424
0.336243
-0.07252
-0.03004
0.047155
-0.23841
-0.1562
0.142261
-0.04141
0.233818
-0.14667
319

A9
0.366835
-0.2285
0.013334
0.008244
0.332241
-0.48639
0.152507
0.236216
-0.31667
0.103219
0.312296
0.017493
321

A10
0.104162
0.151578
-0.02822
0.288079
-0.01925
-0.44197
0.395968
-0.02839
-0.12386
0.184788
-0.26817
0.116888
336

A11
-0.41285
-0.09309
0.018588
-0.05489
0.041911
0.511572
-0.38553
-0.17773
0.430685
-0.36602
0.318956
0.096891
376

A12
0.474871
-0.36413
0.180656
-0.11778
0.070866
-0.21517
-0.06334
0.475995
0.059148
-0.23219
0.218588
-0.10207
381

A5
0.444251
-0.35512
0.123794
-0.14732
0.251314
0.190518
-0.11906
-0.05919
0.152407
-0.39246
0.209092
-0.17106
400

A8
-0.10046
0.17051
0.258804
0.050911
0.072377
-0.12968
0.027815
-0.31721
0.213508
-0.04527
0.147721
0.107605
500

KSE-100
0.045567
-0.00951
0.028696
0.044791
-0.13117
0.117962
-0.12582
0.086818
-0.12874
0.157049
-0.04287
-0.08509

A1
Rm
SMB
-0.56858 -0.08509

HML

WML

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