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Grasim Industries LTD.: Group Head

This document contains data on the monthly stock returns of Grasim Industries and the stock market from June 2008 to June 2009. It calculates various statistical measures for the returns such as the average, standard deviation, coefficient of variation. It also calculates beta, a measure of the volatility of Grasim Industries relative to the overall market, and finds Grasim's beta to be 1.04.

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sanchit bhasin
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© Attribution Non-Commercial (BY-NC)
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51 views

Grasim Industries LTD.: Group Head

This document contains data on the monthly stock returns of Grasim Industries and the stock market from June 2008 to June 2009. It calculates various statistical measures for the returns such as the average, standard deviation, coefficient of variation. It also calculates beta, a measure of the volatility of Grasim Industries relative to the overall market, and finds Grasim's beta to be 1.04.

Uploaded by

sanchit bhasin
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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Group head

Grasim
Industries Ltd.

Month round off Return Average Deviation Deviation^2


Jun-08 1846
Jul-08 1800 -2.49% 3.79% -6.28% 0.39% STDEV
Aug-08 1937 7.61% 3.79% 3.83% 0.15%
Sep-08 1688 -12.85% 3.79% -16.64% 2.77%
Oct-08 1026 -39.22% 3.79% -43.00% 18.49%
Nov-08 889 -13.35% 3.79% -17.14% 2.94%
Dec-08 1218 37.01% 3.79% 33.22% 11.04%
Jan-09 1197 -1.72% 3.79% -5.51% 0.30%
Feb-09 1372 14.62% 3.79% 10.83% 1.17%
Mar-09 1577 14.94% 3.79% 11.16% 1.24%
Apr-09 1778 12.75% 3.79% 8.96% 0.80%
May-09 2106 18.45% 3.79% 14.66% 2.15%
Jun-09 2310 9.69% 3.79% 5.90% 0.35%
Avg 3.79% SUM 41.80%
SUM/(n-1) 3.80%
sq root 19.49%
CV 5.15

Stock Market

Month round off return average deviation deviation^2


Jun-08 13462
Jul-08 14356 6.64% 1.46% 5.18% 0.27%
Aug-08 14565 1.46% 1.46% -0.01% 0.00%
Sep-08 12860 -11.71% 1.46% -13.17% 1.73%
Oct-08 9788 -23.89% 1.46% -25.35% 6.43%
Nov-08 9093 -7.10% 1.46% -8.56% 0.73%
Dec-08 9647 6.09% 1.46% 4.63% 0.21%
Jan-09 9424 -2.31% 1.46% -3.77% 0.14%
Feb-09 8892 -5.65% 1.46% -7.11% 0.50%
Mar-09 9709 9.19% 1.46% 7.73% 0.60%
Apr-09 11403 17.45% 1.46% 15.99% 2.56%
May-09 14625 28.26% 1.46% 26.79% 7.18%
Jun-09 14494 -0.90% 1.46% -2.36% 0.06%
Avg 1.46% sum 20.41%
sum/(n-1) 1.86%
sq root 13.62%
CV 9.33

beta calculation

deviation deviation sq deviation


Month of stock(1) of market(2) (1*2) market
Jun-08
Jul-08 -6.28% 5.18% -0.33% 0.27%
Aug-08 3.83% -0.01% 0.00% 0.00%
Sep-08 -16.64% -13.17% 2.19% 1.73%
Oct-08 -43.00% -25.35% 10.90% 6.43%
Nov-08 -17.14% -8.56% 1.47% 0.73%
Dec-08 33.22% 4.63% 1.54% 0.21%
Jan-09 -5.51% -3.77% 0.21% 0.14%
Feb-09 10.83% -7.11% -0.77% 0.50%
Mar-09 11.16% 7.73% 0.86% 0.60%
Apr-09 8.96% 15.99% 1.43% 2.56%
May-09 14.66% 26.79% 3.93% 7.18%
Jun-09 5.90% -2.36% -0.14% 0.06%
sum: 21.29% sum: 20.41%
Yash Kotak Present
Sanchit Bhasin Present
Indranil Nandi Present
Mandrita mitra Present
M F khan Present
beta of Grasim Industries
deviation of market/sq deviation of market 1.04

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