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    Return Table Time Period Infosysreturn Sensex Return

    Uploaded by

    Indranil
    The document contains return data for Infosys share prices and the SENSEX index from years 1-10. It calculates the mean return for Infosys and the SENSEX over this period. It then provides a table calculating various risk metrics for Infosys including Ri-E(Ri), Rm-E(Rm), the covariance between Infosys and SENSEX returns, and Infosys' beta. The document similarly contains return data for Bajaj Auto and NTPC share prices versus the SENSEX and calculates the same risk metrics.

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    Return Table Time Period Infosysreturn Sensex Return

    Uploaded by

    Indranil
    47 views6 pages
    The document contains return data for Infosys share prices and the SENSEX index from years 1-10. It calculates the mean return for Infosys and the SENSEX over this period. It then provides a table calculating various risk metrics for Infosys including Ri-E(Ri), Rm-E(Rm), the covariance between Infosys and SENSEX returns, and Infosys' beta. The document similarly contains return data for Bajaj Auto and NTPC share prices versus the SENSEX and calculates the same risk metrics.

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    Beta

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    The document contains return data for Infosys share prices and the SENSEX index from years 1-10. It calculates the mean return for Infosys and the SENSEX over this period. It then provides a table calculating various risk metrics for Infosys including Ri-E(Ri), Rm-E(Rm), the covariance between Infosys and SENSEX returns, and Infosys' beta. The document similarly contains return data for Bajaj Auto and NTPC share prices versus the SENSEX and calculates the same risk metrics.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    47 views6 pages

    Return Table Time Period Infosysreturn Sensex Return

    Uploaded by

    Indranil
    The document contains return data for Infosys share prices and the SENSEX index from years 1-10. It calculates the mean return for Infosys and the SENSEX over this period. It then provides a table calculating various risk metrics for Infosys including Ri-E(Ri), Rm-E(Rm), the covariance between Infosys and SENSEX returns, and Infosys' beta. The document similarly contains return data for Bajaj Auto and NTPC share prices versus the SENSEX and calculates the same risk metrics.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLSX, PDF, TXT or read online from Scribd
    Download as xlsx, pdf, or txt
    of 6

    Return Table

    Year Share Price of Infosys Sensex Time Period InfosysReturn Sensex Return
    1 80 1200
    2 120 1400 1 0.40546510811 0.15415067983
    3 240 1600 2 0.69314718056 0.13353139262
    4 360 1800 3 0.40546510811 0.11778303566
    5 70 1300 4 -1.6376087894 -0.3254224004
    6 80 1400 5 0.13353139262 0.07410797215
    7 120 1500 6 0.40546510811 0.06899287149
    8 360 1800 7 1.09861228867 0.18232155679
    9 370 1900 8 0.02739897419 0.05406722127
    10 450 2000 9 0.19574457713 0.05129329439
    Mean Return 0.19191343868 0.05675840264
    Ri-E(Ri) Rm-E(Rm) {(Ri-E(Ri)}*{Rm-E(Rm)} {Rm-E(Rm)}^2

    0.213552 0.09739228 0.020798326029915 0.00948525559


    0.501234 0.07677299 0.038481246543585 0.00589409194
    0.213552 0.06102463 0.013031938950297 0.00372400579
    -1.829522 -0.3821808 0.699208107374355 0.14606216651
    -0.058382 0.01734957 -0.001012895734466 0.00030100755
    0.213552 0.01223447 0.002612696536971 0.00014968222
    0.906699 0.12556315 0.113848022227903 0.01576610559
    -0.164514 -0.0026912 0.000442737140548 7.2424591E-06
    0.003832 -0.0054651 -2.09399851510882E-05 2.98674121E-05
    0.887389239083957 0.18141942506
    Cov (Ri,Rm) 0.098598804342662 0.0201577139 VAR(Rm)
    Beta Of infosys 4.89136837912628
    Month Share Price of Bajaj Auto Sensex Time Period Bajaj Auto Return Sensex Return
    April 608.93 11403.25
    May 989.49 14625.25 1 0.48548634030259 0.248851084499
    June 956.25 14493.84 2 -0.03417027373661 -0.00902575541
    July 1,204.31 15670.31 3 0.23064268267006 0.078044107622
    August 1,195.27 15666.64 4 -0.00753468754352 -0.00023422828
    September 1,474.11 17126.84 5 0.20968231656322 0.089113212719
    October 1,374.78 15896.28 6 -0.0697606995312 -0.07456170404
    November 1,543.44 16926.22 7 0.11571997319541 0.06277877933
    December 1,732.44 17464.81 8 0.11551712793501 0.031324100381
    January 1,743.66 16357.96 9 0.00645553290473 -0.06547337028
    February 1,787.22 16429.55 10 0.02467498760721 0.004366913728
    March 1,977.70 17527.77 11 0.10127321338631 0.064704937594
    Mean Return 0.10708968306848 0.03908073435
    Ri-E(Ri) Rm-E(Rm) {(Ri-E(Ri)}*{Rm-E(Rm)} {Rm-E(Rm)}^2

    0.378396657 0.20977035 0.079376399283022 0.044003599801423


    -0.14125996 -0.04810649 0.006795520666085 0.002314234357399
    0.123553 0.038963373 0.004814041642249 0.001518144456669
    -0.11462437 -0.00023423 2.68482696669178E-05 5.48628891641E-08
    0.102592633 0.050032478 0.005132963716108 0.002503248891709
    -0.17685038 -0.11364244 0.020097708709502 0.012914603804086
    0.00863029 0.023698045 0.000204521003613 0.000561597335843
    0.008427445 -0.00775663 -6.53686051309122E-05 6.01653705425E-05
    -0.10063415 -0.1045541 0.010521713465201 0.010931560794213
    -0.0824147 -0.03471382 0.002860928954871 0.001205049342186
    -0.00581647 0.025624203 -0.000149042401293 0.000656599791842
    Cov (Ri,Rm) 0.01178329406399 0.006969896255346
    Beta of Bajaj Auto 1.69059820007408
    Month Share Price of NTPC Sensex Time Period NTPC Return Sensex Return
    April 185.88 11403.25
    May 210.61 14625.25 1 0.124906777736614 0.248851084499
    June 190.67 14493.84 2 -0.099463896877039 -0.00902575541
    July 210.76 15670.31 3 0.100175860264732 0.078044107622
    August 207.88 15666.64 4 -0.013759055200844 -0.00023422828
    September 209.71 17126.84 5 0.008764633802787 0.089113212719
    October 207.46 15896.28 6 -0.010787073939346 -0.07456170404
    November 205.84 16926.22 7 -0.007839382030193 0.06277877933
    December 231.3 17464.81 8 0.116616401263905 0.031324100381
    January 210.25 16357.96 9 -0.095418270384336 -0.06547337028
    February 199.21 16429.55 10 -0.053937754159365 0.004366913728
    March 206.17 17527.77 11 0.034341526488784 0.064704937594
    Mean Return 0.009418160633245 0.03908073435
    Ri-E(Ri) Rm-E(Rm) {(Ri-E(Ri)}*{Rm-E(Rm)} {Rm-E(Rm)}^2

    0.115488617
    -0.108882058
    0.0907577

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