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Close For Pfizer Limited Return Pfizer Limited X-X' (X-X') 2 Y-Y' (X-X') (Y-Y')

The document contains daily closing prices and returns for Pfizer Limited and Sun Pharma from January 2009 to September 2012. It includes metrics like geometric mean, standard deviation, covariance and correlation for the returns of the two stocks over this period. The high-level information provided in the table is summarized without interpretation or additional context.

Uploaded by

Litesh Mahakalkar
Copyright
© © All Rights Reserved
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
87 views

Close For Pfizer Limited Return Pfizer Limited X-X' (X-X') 2 Y-Y' (X-X') (Y-Y')

The document contains daily closing prices and returns for Pfizer Limited and Sun Pharma from January 2009 to September 2012. It includes metrics like geometric mean, standard deviation, covariance and correlation for the returns of the two stocks over this period. The high-level information provided in the table is summarized without interpretation or additional context.

Uploaded by

Litesh Mahakalkar
Copyright
© © All Rights Reserved
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
You are on page 1/ 18

Date

1-Jan-09
2-Feb-09
2-Mar-09
1-Apr-09
4-May-09
1-Jun-09
1-Jul-09
3-Aug-09
1-Sep-09
1-Oct-09
3-Nov-09
1-Dec-09
4-Jan-10
1-Feb-10
2-Mar-10
1-Apr-10
3-May-10
1-Jun-10
1-Jul-10
2-Aug-10
1-Sep-10
1-Oct-10
1-Nov-10
1-Dec-10
3-Jan-11
1-Feb-11
1-Mar-11
1-Apr-11
2-May-11
1-Jun-11
1-Jul-11
1-Aug-11
2-Sep-11
3-Oct-11
1-Nov-11
1-Dec-11
2-Jan-12
1-Feb-12
1-Mar-12
2-Apr-12
2-May-12
1-Jun-12
2-Jul-12

Close for
Pfizer
Limited
508.35
516.45
503.05
582.55
718.75
786.25
820.85
781.6
805.05
870.3
890.15
963.25
942.6
883.4
929.1
1002.25
1019.25
1049.95
1138.05
1162.1
1113.5
1108.65
1128.35
1052.95
1151.2
1219.1
1210.45
1238.3
1321.1
1265.75
1461.15
1532.15
1429.95
1334.25
1331.2
1173.55
1094.8
1179.75
1222.65
1200.2
1301.8
1109.25
1213.05

Return Pfizer
Limited
1.59%
-2.59%
15.80%
23.38%
9.39%
4.40%
-4.78%
3.00%
8.11%
2.28%
8.21%
-2.14%
-6.28%
5.17%
7.87%
1.70%
3.01%
8.39%
2.11%
-4.18%
-0.44%
1.78%
-6.68%
9.33%
5.90%
-0.71%
2.30%
6.69%
-4.19%
15.44%
4.86%
-6.67%
-6.69%
-0.23%
-11.84%
-6.71%
7.76%
3.64%
-1.84%
8.47%
-14.79%
9.36%

x-x'
101.59%
97.41%
115.80%
123.38%
109.39%
104.40%
95.22%
103.00%
108.11%
102.28%
108.21%
97.86%
93.72%
105.17%
107.87%
101.70%
103.01%
108.39%
102.11%
95.82%
99.56%
101.78%
93.32%
109.33%
105.90%
99.29%
102.30%
106.69%
95.81%
115.44%
104.86%
93.33%
93.31%
99.77%
88.16%
93.29%
107.76%
103.64%
98.16%
108.47%
85.21%
109.36%

(x-x')^2
0.002
-0.040
0.144
0.220
0.080
0.030
-0.062
0.016
0.067
0.009
0.068
-0.035
-0.077
0.038
0.065
0.003
0.016
0.070
0.007
-0.056
-0.018
0.004
-0.081
0.080
0.045
-0.021
0.009
0.053
-0.056
0.141
0.035
-0.081
-0.081
-0.016
-0.132
-0.081
0.064
0.023
-0.032
0.071
-0.162
0.080

0.000
0.002
0.021
0.048
0.006
0.001
0.004
0.000
0.005
0.000
0.005
0.001
0.006
0.001
0.004
0.000
0.000
0.005
0.000
0.003
0.000
0.000
0.006
0.006
0.002
0.000
0.000
0.003
0.003
0.020
0.001
0.006
0.007
0.000
0.017
0.007
0.004
0.001
0.001
0.005
0.026
0.006

y-y'

(x-x')(y-y')
-0.060
0.103
0.136
-0.043
-0.102
0.080
0.005
0.185
-0.014
0.061
0.030
-0.029
0.039
0.163
-0.124
0.058
0.072
-0.010
-0.005
0.145
0.043
-0.789
0.083
-0.092
-0.040
0.044
0.051
0.024
0.042
0.040
-0.057
-0.056
0.090
0.041
-0.054
0.101
0.002
0.034
0.057
-0.061
0.120
0.027

0.000
-0.004
0.020
-0.009
-0.008
0.002
0.000
0.003
-0.001
0.001
0.002
0.001
-0.003
0.006
-0.008
0.000
0.001
-0.001
0.000
-0.008
-0.001
-0.003
-0.007
-0.007
-0.002
-0.001
0.000
0.001
-0.002
0.006
-0.002
0.005
-0.007
-0.001
0.007
-0.008
0.000
0.001
-0.002
-0.004
-0.019
0.002

1-Aug-12
3-Sep-12
1-Oct-12
1-Nov-12
3-Dec-12
1-Jan-13
1-Feb-13
1-Mar-13
1-Apr-13
2-May-13
3-Jun-13
1-Jul-13
1-Aug-13
2-Sep-13
1-Oct-13
1-Nov-13
2-Dec-13
1-Jan-14

1224.35
1291.8
1240.3
1138
1167.3
1196.05
1155.2
1057.05
1077.4
1052.45
1036.45
1075.9
1058.95
1033.1
1054.4
1076
1715.9
1156.7

0.93%
5.51%
-3.99%
-8.25%
2.57%
2.46%
-3.42%
-8.50%
1.93%
-2.32%
-1.52%
3.81%
-1.58%
-2.44%
2.06%
2.05%
59.47%
-32.59%

Geometric Mean
Standard Deviation
Annual

100.93%
105.51%
96.01%
91.75%
102.57%
102.46%
96.58%
91.50%
101.93%
97.68%
98.48%
103.81%
98.42%
97.56%
102.06%
102.05%
159.47%
67.41%

0.013797
0.11046
0.382646

Covariance

Sun Pharma
Dr. Reddys Lab
CIPLA

-0.00117
0.002117
-0.00066

corelation

Sun Pharma
Dr. Reddys Lab
CIPLA

-0.08284
0.259806
-0.08723

-0.004
0.041
-0.054
-0.096
0.012
0.011
-0.048
-0.099
0.005
-0.037
-0.029
0.024
-0.030
-0.038
0.007
0.007
0.581
-0.340

0.000
0.002
0.003
0.009
0.000
0.000
0.002
0.010
0.000
0.001
0.001
0.001
0.001
0.001
0.000
0.000
0.337
0.115
0.720

0.16556297

0.022
0.040
-0.003
0.022
0.036
-0.026
0.116
0.020
0.160
0.097
-0.032
0.117
-0.079
0.137
0.025
-0.062
-0.009
0.008

0.000
0.002
0.000
-0.002
0.000
0.000
-0.006
-0.002
0.001
-0.004
0.001
0.003
0.002
-0.005
0.000
0.000
-0.005
-0.003
-0.069

z-z'

(x-x')(z-z') p-p'
-0.069
-0.140
0.180
0.149
0.092
0.209
0.006
-0.065
0.185
0.058
0.078
-0.031
-0.045
-0.018
0.084
-0.048
0.105
-0.003
-0.087
-0.019
0.056
0.102
0.029
-0.088
-0.065
-0.045
-0.006
0.018
-0.077
-0.080
0.020
-0.086
-0.060
0.074
-0.068
-0.013
0.039
-0.034
0.014
-0.016
-0.091
-0.032

0.000
0.006
0.026
0.033
0.007
0.006
0.000
-0.001
0.012
0.001
0.005
0.001
0.003
-0.001
0.005
0.000
0.002
0.000
-0.001
0.001
-0.001
0.000
-0.002
-0.007
-0.003
0.001
0.000
0.001
0.004
-0.011
0.001
0.007
0.005
-0.001
0.009
0.001
0.003
-0.001
0.000
-0.001
0.015
-0.003

(x-x')(p-p')
-0.015
0.137
0.087
-0.095
0.129
0.076
-0.031
0.019
-0.003
0.122
0.038
0.005
-0.088
0.058
0.002
-0.083
0.049
-0.048
-0.083
0.051
0.083
-0.040
0.065
-0.114
-0.110
0.061
-0.050
0.041
0.003
-0.086
-0.098
-0.009
0.038
0.098
-0.037
0.082
-0.107
-0.050
0.010
-0.019
0.009
0.057

0.000
-0.005
0.013
-0.021
0.010
0.002
0.002
0.000
0.000
0.001
0.003
0.000
0.007
0.002
0.000
0.000
0.001
-0.003
-0.001
-0.003
-0.001
0.000
-0.005
-0.009
-0.005
-0.001
0.000
0.002
0.000
-0.012
-0.003
0.001
-0.003
-0.002
0.005
-0.007
-0.007
-0.001
0.000
-0.001
-0.001
0.005

-0.033
-0.008
-0.043
0.043
0.009
-0.026
0.031
-0.133
0.020
0.072
0.022
0.043
-0.022
-0.027
0.026
-0.002
-0.018
-0.013

0.000
0.000
0.002
-0.004
0.000
0.000
-0.001
0.013
0.000
-0.003
-0.001
0.001
0.001
0.001
0.000
0.000
-0.010
0.004
0.125

0.099
-0.003
-0.057
0.129
-0.013
-0.030
-0.128
0.043
0.055
-0.098
0.045
0.009
0.029
0.025
-0.057
-0.066
0.012
-0.010

0.000
0.000
0.003
-0.012
0.000
0.000
0.006
-0.004
0.000
0.004
-0.001
0.000
-0.001
-0.001
0.000
0.000
0.007
0.003
-0.039

Date
1-Jan-09
2-Feb-09
2-Mar-09
1-Apr-09
1-May-09
1-Jun-09
1-Jul-09
3-Aug-09
1-Sep-09
1-Oct-09
2-Nov-09
1-Dec-09
4-Jan-10
1-Feb-10
1-Mar-10
1-Apr-10
3-May-10
1-Jun-10
1-Jul-10
2-Aug-10
1-Sep-10
1-Oct-10
1-Nov-10
1-Dec-10
3-Jan-11
1-Feb-11
1-Mar-11
1-Apr-11
2-May-11
1-Jun-11
1-Jul-11
1-Aug-11
2-Sep-11
3-Oct-11
1-Nov-11
1-Dec-11
2-Jan-12
1-Feb-12
1-Mar-12
2-Apr-12
2-May-12
1-Jun-12
2-Jul-12
1-Aug-12
3-Sep-12

Close for Sun Pharma


536.5
505.12
557.55
634
607.5
545.97
590
593.53
704.08
695
738
761
740.08
769.85
896
785.6
832.08
892.55
884.3
881.2
1010.25
1055.03
223.77
242.48
220.43
211.75
221.25
232.88
238.73
248.95
259.1
244.7
231.25
252.23
262.75
248.82
274.25
275.2
284.98
301.55
283.48
317.9
326.8
334.2
347.77

Return Sun Pharma


-5.85%
10.38%
13.71%
-4.18%
-10.13%
8.06%
0.60%
18.63%
-1.29%
6.19%
3.12%
-2.75%
4.02%
16.39%
-12.32%
5.92%
7.27%
-0.92%
-0.35%
14.64%
4.43%
-78.79%
8.36%
-9.09%
-3.94%
4.49%
5.26%
2.51%
4.28%
4.08%
-5.56%
-5.50%
9.07%
4.17%
-5.30%
10.22%
0.35%
3.55%
5.81%
-5.99%
12.14%
2.80%
2.26%
4.06%

x-x'
94.15%
110.38%
113.71%
95.82%
89.87%
108.06%
100.60%
118.63%
98.71%
106.19%
103.12%
97.25%
104.02%
116.39%
87.68%
105.92%
107.27%
99.08%
99.65%
114.64%
104.43%
21.21%
108.36%
90.91%
96.06%
104.49%
105.26%
102.51%
104.28%
104.08%
94.44%
94.50%
109.07%
104.17%
94.70%
110.22%
100.35%
103.55%
105.81%
94.01%
112.14%
102.80%
102.26%
104.06%

(x-x')^2
-0.060
0.103
0.136
-0.043
-0.102
0.080
0.005
0.185
-0.014
0.061
0.030
-0.029
0.039
0.163
-0.124
0.058
0.072
-0.010
-0.005
0.145
0.043
-0.789
0.083
-0.092
-0.040
0.044
0.051
0.024
0.042
0.040
-0.057
-0.056
0.090
0.041
-0.054
0.101
0.002
0.034
0.057
-0.061
0.120
0.027
0.022
0.040

0.004
0.011
0.019
0.002
0.010
0.006
0.000
0.034
0.000
0.004
0.001
0.001
0.002
0.026
0.015
0.003
0.005
0.000
0.000
0.021
0.002
0.622
0.007
0.008
0.002
0.002
0.003
0.001
0.002
0.002
0.003
0.003
0.008
0.002
0.003
0.010
0.000
0.001
0.003
0.004
0.014
0.001
0.000
0.002

y-y'
-0.069
-0.140
0.180
0.149
0.092
0.209
0.006
-0.065
0.185
0.058
0.078
-0.031
-0.045
-0.018
0.084
-0.048
0.105
-0.003
-0.087
-0.019
0.056
0.102
0.029
-0.088
-0.065
-0.045
-0.006
0.018
-0.077
-0.080
0.020
-0.086
-0.060
0.074
-0.068
-0.013
0.039
-0.034
0.014
-0.016
-0.091
-0.032
-0.033
-0.008

1-Oct-12
1-Nov-12
3-Dec-12
1-Jan-13
1-Feb-13
1-Mar-13
1-Apr-13
2-May-13
3-Jun-13
1-Jul-13
1-Aug-13
2-Sep-13
1-Oct-13
1-Nov-13
2-Dec-13
1-Jan-14

347.08
354.92
368.12
359
401.08
409.48
475.52
522.05
505.77
565.3
521.2
593.3
608.8
572
567.45
572.35

-0.20%
2.26%
3.72%
-2.48%
11.72%
2.09%
16.13%
9.79%
-3.12%
11.77%
-7.80%
13.83%
2.61%
-6.04%
-0.80%
0.86%

Geometric Mean
Standard Deviation

99.80%
102.26%
103.72%
97.52%
111.72%
102.09%
116.13%
109.79%
96.88%
111.77%
92.20%
113.83%
102.61%
93.96%
99.20%
100.86%

Covariance

Dr. Reddys Lab


CIPLA

0.001079
0.12785
0.442887
-0.00121
0.002051

corelation

Dr. Reddys Lab


CIPLA

-0.12785
0.232497

-0.003
0.022
0.036
-0.026
0.116
0.020
0.160
0.097
-0.032
0.117
-0.079
0.137
0.025
-0.062
-0.009
0.008

0.000
0.000
0.001
0.001
0.013
0.000
0.026
0.009
0.001
0.014
0.006
0.019
0.001
0.004
0.000
0.000
0.964

0.012944

-0.043
0.043
0.009
-0.026
0.031
-0.133
0.020
0.072
0.022
0.043
-0.022
-0.027
0.026
-0.002
-0.018
-0.013

(x-x')(y-y')
0.004
-0.014
0.025
-0.006
-0.009
0.017
0.000
-0.012
-0.003
0.004
0.002
0.001
-0.002
-0.003
-0.011
-0.003
0.008
0.000
0.000
-0.003
0.002
-0.081
0.002
0.008
0.003
-0.002
0.000
0.000
-0.003
-0.003
-0.001
0.005
-0.005
0.003
0.004
-0.001
0.000
-0.001
0.001
0.001
-0.011
-0.001
-0.001
0.000

z-z'

(x-x')(z-z')
-0.015
0.137
0.087
-0.095
0.129
0.076
-0.031
0.019
-0.003
0.122
0.038
0.005
-0.088
0.058
0.002
-0.083
0.049
-0.048
-0.083
0.051
0.083
-0.040
0.065
-0.114
-0.110
0.061
-0.050
0.041
0.003
-0.086
-0.098
-0.009
0.038
0.098
-0.037
0.082
-0.107
-0.050
0.010
-0.019
0.009
0.057
0.099
-0.003

0.001
0.014
0.012
0.004
-0.013
0.006
0.000
0.004
0.000
0.007
0.001
0.000
-0.003
0.009
0.000
-0.005
0.003
0.000
0.000
0.007
0.004
0.031
0.005
0.011
0.004
0.003
-0.003
0.001
0.000
-0.003
0.006
0.000
0.003
0.004
0.002
0.008
0.000
-0.002
0.001
0.001
0.001
0.002
0.002
0.000

0.000
0.001
0.000
0.001
0.004
-0.003
0.003
0.007
-0.001
0.005
0.002
-0.004
0.001
0.000
0.000
0.000
-0.071

-0.057
0.129
-0.013
-0.030
-0.128
0.043
0.055
-0.098
0.045
0.009
0.029
0.025
-0.057
-0.066
0.012
-0.010

0.000
0.003
0.000
0.001
-0.015
0.001
0.009
-0.009
-0.001
0.001
-0.002
0.003
-0.001
0.004
0.000
0.000
0.121

Date
1-Jan-09
2-Feb-09
2-Mar-09
1-Apr-09
4-May-09
1-Jun-09
1-Jul-09
3-Aug-09
1-Sep-09
1-Oct-09
3-Nov-09
1-Dec-09
4-Jan-10
1-Feb-10
2-Mar-10
1-Apr-10
3-May-10
1-Jun-10
1-Jul-10
2-Aug-10
1-Sep-10
1-Oct-10
1-Nov-10
1-Dec-10
3-Jan-11
1-Feb-11
1-Mar-11
1-Apr-11
2-May-11
1-Jun-11
1-Jul-11
1-Aug-11
2-Sep-11
3-Oct-11
1-Nov-11
1-Dec-11
2-Jan-12
1-Feb-12
1-Mar-12
2-Apr-12
2-May-12
1-Jun-12

Close for
Dr.
Return Dr.
Reddys
Reddys
Lab
Lab
467.6
448.9
-4.00%
398.75
-11.17%
482
20.88%
567.45
17.73%
636.15
12.11%
787.25
23.75%
814.1
3.41%
784.7
-3.61%
952.2
21.35%
1034.5
8.64%
1145
10.68%
1142.15
-0.25%
1123.5
-1.63%
1135.5
1.07%
1263.9
11.31%
1239.15
-1.96%
1405
13.38%
1440.45
2.52%
1356.1
-5.86%
1368.55
0.92%
1484.55
8.48%
1678.9
13.09%
1775.65
5.76%
1670.5
-5.92%
1609.35
-3.66%
1582.25
-1.68%
1617.9
2.25%
1692.75
4.63%
1610.45
-4.86%
1526.9
-5.19%
1600.5
4.82%
1507.85
-5.79%
1460.2
-3.16%
1610
10.26%
1546.05
-3.97%
1569.6
1.52%
1676.4
6.80%
1667.7
-0.52%
1738.25
4.23%
1759.85
1.24%
1650
-6.24%

x-x'
96.00%
88.83%
120.88%
117.73%
112.11%
123.75%
103.41%
96.39%
121.35%
108.64%
110.68%
99.75%
98.37%
101.07%
111.31%
98.04%
113.38%
102.52%
94.14%
100.92%
108.48%
113.09%
105.76%
94.08%
96.34%
98.32%
102.25%
104.63%
95.14%
94.81%
104.82%
94.21%
96.84%
110.26%
96.03%
101.52%
106.80%
99.48%
104.23%
101.24%
93.76%

(x-x')^2
-0.069
-0.140
0.180
0.149
0.092
0.209
0.006
-0.065
0.185
0.058
0.078
-0.031
-0.045
-0.018
0.084
-0.048
0.105
-0.003
-0.087
-0.019
0.056
0.102
0.029
-0.088
-0.065
-0.045
-0.006
0.018
-0.077
-0.080
0.020
-0.086
-0.060
0.074
-0.068
-0.013
0.039
-0.034
0.014
-0.016
-0.091

0.005
0.020
0.032
0.022
0.009
0.044
0.000
0.004
0.034
0.003
0.006
0.001
0.002
0.000
0.007
0.002
0.011
0.000
0.008
0.000
0.003
0.010
0.001
0.008
0.004
0.002
0.000
0.000
0.006
0.006
0.000
0.007
0.004
0.005
0.005
0.000
0.002
0.001
0.000
0.000
0.008

y-y'

(x-x')(y-y')
-0.015
0.137
0.087
-0.095
0.129
0.076
-0.031
0.019
-0.003
0.122
0.038
0.005
-0.088
0.058
0.002
-0.083
0.049
-0.048
-0.083
0.051
0.083
-0.040
0.065
-0.114
-0.110
0.061
-0.050
0.041
0.003
-0.086
-0.098
-0.009
0.038
0.098
-0.037
0.082
-0.107
-0.050
0.010
-0.019
0.009

0.001
-0.019
0.016
-0.014
0.012
0.016
0.000
-0.001
-0.001
0.007
0.003
0.000
0.004
-0.001
0.000
0.004
0.005
0.000
0.007
-0.001
0.005
-0.004
0.002
0.010
0.007
-0.003
0.000
0.001
0.000
0.007
-0.002
0.001
-0.002
0.007
0.003
-0.001
-0.004
0.002
0.000
0.000
-0.001

2-Jul-12
1-Aug-12
3-Sep-12
1-Oct-12
1-Nov-12
3-Dec-12
1-Jan-13
1-Feb-13
1-Mar-13
1-Apr-13
2-May-13
3-Jun-13
1-Jul-13
1-Aug-13
2-Sep-13
1-Oct-13
1-Nov-13
2-Dec-13
1-Jan-14

1644
1635.95
1670.2
1646.45
1765.1
1831
1835.75
1945.3
1741.85
1825.9
2009.65
2111.85
2263.8
2278.45
2283.2
2407.65
2471.3
2498.6
2537.45

-0.36%
-0.49%
2.09%
-1.42%
7.21%
3.73%
0.26%
5.97%
-10.46%
4.83%
10.06%
5.09%
7.20%
0.65%
0.21%
5.45%
2.64%
1.10%
1.55%

Geometric Mean
Standard Deviation

99.64%
99.51%
102.09%
98.58%
107.21%
103.73%
100.26%
105.97%
89.54%
104.83%
110.06%
105.09%
107.20%
100.65%
100.21%
105.45%
102.64%
101.10%
101.55%

Covariance

CIPLA

0.028589
0.073768
0.255541
0.000868

corelation

CIPLA

0.170594

-0.032
-0.033
-0.008
-0.043
0.043
0.009
-0.026
0.031
-0.133
0.020
0.072
0.022
0.043
-0.022
-0.027
0.026
-0.002
-0.018
-0.013

0.001
0.001
0.000
0.002
0.002
0.000
0.001
0.001
0.018
0.000
0.005
0.000
0.002
0.000
0.001
0.001
0.000
0.000
0.000
0.321

0.343073

0.057
0.099
-0.003
-0.057
0.129
-0.013
-0.030
-0.128
0.043
0.055
-0.098
0.045
0.009
0.029
0.025
-0.057
-0.066
0.012
-0.010

-0.002
-0.003
0.000
0.002
0.006
0.000
0.001
-0.004
-0.006
0.001
-0.007
0.001
0.000
-0.001
-0.001
-0.001
0.000
0.000
0.000
0.051

Date
1-Jan-09
2-Feb-09
2-Mar-09
1-Apr-09
4-May-09
1-Jun-09
1-Jul-09
3-Aug-09
1-Sep-09
1-Oct-09
3-Nov-09
1-Dec-09
4-Jan-10
1-Feb-10
2-Mar-10
1-Apr-10
3-May-10
1-Jun-10
1-Jul-10
2-Aug-10
1-Sep-10
1-Oct-10
1-Nov-10
1-Dec-10
3-Jan-11
1-Feb-11
1-Mar-11
1-Apr-11
2-May-11
1-Jun-11
1-Jul-11
1-Aug-11
2-Sep-11
3-Oct-11
1-Nov-11
1-Dec-11
2-Jan-12
1-Feb-12
1-Mar-12
2-Apr-12
2-May-12
1-Jun-12
2-Jul-12
1-Aug-12

Close for CIPLA


191.95
191.5
220.1
242
222.05
253.5
276
271
279.5
282
319.8
336
341.9
316.15
338.35
343.15
319
338.5
326.3
303.25
322.35
352.95
343.3
369.8
332.15
299.65
321.65
309.5
326.05
331.05
306.6
280.35
281.35
295.4
328.05
319.9
350.25
316.95
305.1
312
309.9
316.55
338.6
376.45

Return
CIPLA
-0.234%
14.935%
9.950%
-8.244%
14.163%
8.876%
-1.812%
3.137%
0.894%
13.404%
5.066%
1.756%
-7.531%
7.022%
1.419%
-7.038%
6.113%
-3.604%
-7.064%
6.298%
9.493%
-2.734%
7.719%
-10.181%
-9.785%
7.342%
-3.777%
5.347%
1.534%
-7.386%
-8.562%
0.357%
4.994%
11.053%
-2.484%
9.487%
-9.507%
-3.739%
2.262%
-0.673%
2.146%
6.966%
11.178%

x-x'
99.77%
114.93%
109.95%
91.76%
114.16%
108.88%
98.19%
103.14%
100.89%
113.40%
105.07%
101.76%
92.47%
107.02%
101.42%
92.96%
106.11%
96.40%
92.94%
106.30%
109.49%
97.27%
107.72%
89.82%
90.22%
107.34%
96.22%
105.35%
101.53%
92.61%
91.44%
100.36%
104.99%
111.05%
97.52%
109.49%
90.49%
96.26%
102.26%
99.33%
102.15%
106.97%
111.18%

(x-x')^2
-0.015
0.137
0.087
-0.095
0.129
0.076
-0.031
0.019
-0.003
0.122
0.038
0.005
-0.088
0.058
0.002
-0.083
0.049
-0.048
-0.083
0.051
0.083
-0.040
0.065
-0.114
-0.110
0.061
-0.050
0.041
0.003
-0.086
-0.098
-0.009
0.038
0.098
-0.037
0.082
-0.107
-0.050
0.010
-0.019
0.009
0.057
0.099

0.000
0.019
0.008
0.009
0.017
0.006
0.001
0.000
0.000
0.015
0.001
0.000
0.008
0.003
0.000
0.007
0.002
0.002
0.007
0.003
0.007
0.002
0.004
0.013
0.012
0.004
0.003
0.002
0.000
0.007
0.010
0.000
0.001
0.010
0.001
0.007
0.012
0.002
0.000
0.000
0.000
0.003
0.010

3-Sep-12
1-Oct-12
1-Nov-12
3-Dec-12
1-Jan-13
1-Feb-13
1-Mar-13
1-Apr-13
2-May-13
3-Jun-13
1-Jul-13
1-Aug-13
2-Sep-13
1-Oct-13
1-Nov-13
2-Dec-13
1-Jan-14

Geometric Mean
Standard Deviation

380.1 0.970%
363.3 -4.420%
414.65 14.134%
414.25 -0.096%
407.05 -1.738%
359.85 -11.596%
379.75 5.530%
405.3 6.728%
370.55 -8.574%
391.95 5.775%
400.3 2.130%
416.95 4.159%
432.5 3.729%
413.2 -4.462%
391.25 -5.312%
400.8 2.441%
401.75 0.237%

100.97%
95.58%
114.13%
99.90%
98.26%
88.40%
105.53%
106.73%
91.43%
105.78%
102.13%
104.16%
103.73%
95.54%
94.69%
102.44%
100.24%

0.012385997
0.068990203
0.238989075

-0.003
-0.057
0.129
-0.013
-0.030
-0.128
0.043
0.055
-0.098
0.045
0.009
0.029
0.025
-0.057
-0.066
0.012
-0.010

0.000
0.003
0.017
0.000
0.001
0.016
0.002
0.003
0.010
0.002
0.000
0.001
0.001
0.003
0.004
0.000
0.000
0.281

0.148631963

Pfizer (PF)
Sun Pharma (SP)
Dr. Reddys Lab (DR)
Cipla (CP)

Cov(PF,PF)
Cov(PF,SP)
Cov(PF,DR)
Cov(PF,CP)
Cov(SP,SP)
Cov(SP,DR)
Cov(SP,CP)
Cov(DR,DR)
Cov(DR,CP)
Cov(CP,CP)

Weight Matrix

0.012201
-0.00117
0.002117
-0.00066
0.016346
-0.00121
0.002051
0.005442
0.000868
0.00476

Transpose of Weight Matrix

Covariance Matrix

Transpose of WM*Covariance
Variance Of Portfolio
Standard Deviation Of Portfolio
Expected return

Risk(SD)
5.09%
4.97%
4.88%
4.82%
4.78%
4.78%
4.80%
4.86%
4.94%
5.05%
5.19%
5.34%
5.53%
5.73%
5.94%
6.18%

3.76%
1.96%
73.75%
20.53%
100.00%

Std Deviation Expected Return W1


20.59%
29.00%
3.76%

0.037595 0.019606 0.737457 0.205342

0.012201 -0.00117 0.002117 -0.00066


-0.00117 0.016346 -0.00121 0.002051
0.002117 -0.00121 0.005442 0.000868
-0.00066 0.002051 0.000868 0.00476

0.00186
0.35%
5.94%

-0.00019 0.004247 0.001633

20.59%

29.00%

sd
er

5.94%
29.00%

35%

return
15%
16%
17%
18%
19%
20%
21%
22%
23%
24%
25%
26%
27%
28%
29%
30%

weight A B
C
D
22.78%
17.92%
11.23%
48.07%
21.42%
16.78%
15.69%
46.10%
20.06%
15.64%
20.16%
44.14%
18.70%
14.50%
24.62%
42.17%
17.34%
13.36%
29.09%
40.20%
15.99%
12.22%
33.56%
38.24%
14.63%
11.08%
38.02%
36.27%
13.27%
9.94%
42.49%
34.30%
11.91%
8.80%
46.95%
32.33%
10.55%
7.66%
51.42%
30.37%
9.19%
6.52%
55.88%
28.40%
7.83%
5.38%
60.35%
26.43%
6.48%
4.24%
64.82%
24.47%
5.12%
3.10%
69.28%
22.50%
3.76%
1.96%
73.75%
20.53%
2.40%
0.82%
78.21%
18.57%

30%

25%

20%

15%

10%

5%

0%
0.00%

2.00%

4.00%

0%
0.00%

BY
Litesh
juzer
Shahuraj
Delcy

2.00%

4.00%

W2

W3
W4
1.96%
73.75%
20.53%

Series1

4.00%

6.00%

8.00%

4.00%

6.00%

8.00%

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