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This document contains monthly stock market data for Colgate Palmolive (Pakistan) Ltd. from January 2004 to December 2005. It includes the market index, risk-free rate (Rf), closing stock price, and calculations to analyze the stock's return (RI) and risk-adjusted return (RM) relative to the market. The data is presented to evaluate the stock's performance over this two year period.

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Junaid Akhter
Copyright
© Attribution Non-Commercial (BY-NC)
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Download as XLSX, PDF, TXT or read online on Scribd
34 views

Assignment

This document contains monthly stock market data for Colgate Palmolive (Pakistan) Ltd. from January 2004 to December 2005. It includes the market index, risk-free rate (Rf), closing stock price, and calculations to analyze the stock's return (RI) and risk-adjusted return (RM) relative to the market. The data is presented to evaluate the stock's performance over this two year period.

Uploaded by

Junaid Akhter
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as XLSX, PDF, TXT or read online on Scribd
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Colgate Palmolive (Pakistan) Ltd.

DATE

MARKET
INDEX

Rf

CLOSING
PRICE

Jan-04
Feb-04
Mar-04
Apr-04
May-04
Jun-04
Jul-04
Aug-04
Sep-04
Oct-04
Nov-04
Dec-04
Jan-05
Feb-05
Mar-05
Apr-05
May-05
Jun-05
Jul-05
Aug-05
Sep-05
Oct-05
Nov-05
Dec-05

4841
4840
5107
5430
5498
5279
5290
5346
5196
5332
5568
6218
6747
8260
7770
7105
6858
7450
7179
7797
8226
8247
9026
9557

0.625
0.625
0.625
0.625
0.625
0.625
0.625
0.625
0.625
0.625
0.625
0.625
0.729
0.729
0.729
0.729
0.729
0.729
0.729
0.729
0.729
0.729
0.729
0.729

106.75
108.75
111.25
127.2
127.5
118.85
132.75
109.05
105.75
115.7
123.5
139.45
15.2
154.4
142
145
139
121.35
133.95
137.1
130.25
135.3
148.75
137

Indpendent
Variable X

Dependent
Variable Y

RI

RM

RM-RF

RI-RF

0.018735
0.022989
0.143371
0.002358
-0.067843
0.116954
-0.178531
-0.030261
0.094090
0.067416
0.129150
-0.891000
9.157895
-0.080311
0.021127
-0.041379
-0.126978
0.103832
0.023516
-0.049964
0.038772
0.099409
-0.078992

-0.00021
0.05517
0.06325
0.01252
-0.03983
0.00208
0.01059
-0.02806
0.02617
0.04426
0.11674
0.08508
0.22425
-0.05932
-0.08559
-0.03476
0.08632
-0.03638
0.08608
0.05502
0.00255
0.09446
0.05883

-0.62521
-0.56983
-0.56175
-0.61248
-0.66483
-0.62292
-0.61441
-0.65306
-0.59883
-0.58074
-0.50826
-0.64392
-0.50475
-0.78832
-0.81459
-0.76376
-0.64268
-0.76538
-0.64292
-0.67398
-0.72645
-0.63454
-0.67017

-0.60626
-0.60201
-0.48163
-0.62264
-0.69284
-0.50805
-0.80353
-0.65526
-0.53091
-0.55758
-0.49585
-1.62000
8.42889
-0.80931
-0.70787
-0.77038
-0.85598
-0.62517
-0.70548
-0.77896
-0.69023
-0.62959
-0.80799

slope

9.515831002
9.515831002

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