Ej 2 Soft
Ej 2 Soft
years
monthly data
monthly data
2006
2007
12.35
12.65
16.95
19.25
15.20
18.10
19.35
17.00
19.45
17.25
16.95
18.10
15.15
16.60
15.80
18.80
16.25
15.70
14.70
14.80
18.50
15.50
16.25
15.60
13.90
19.90
17.75
17.40
18.65
29.30
21.85
18.65
22.30
23.15
32.60
34.00
Chemical
company ltd.
29.30
23.00
34.00
31.00
36.00
37.40
40.50
44.56
27.50
31.85
32.10
31.20
36.25
53.25
50.75
51.00
45.00
43.50
48.70
46.50
49.50
55.00
48.00
46.00
46.10
44.05
42.75
42.40
44.60
45.25
33.50
45.05
30.00
35.20
42.00
45.50
Pak arab
0.024001152
0.292610619
0.127243227
-0.23621563
0.17461651
0.066780481
-0.12947908
0.134633726
-0.12003493
-0.01754431
0.065644104
-0.17791141
0.091402163
-0.04939276
0.17384693
-0.14576396
-0.0344322
-0.06581322
0.006779687
0.223143551
-0.17693071
0.047252885
-0.04082199
-0.11538207
0.358830892
-0.11433422
-0.01991531
0.06937594
0.45174137
-0.29338659
-0.15835478
0.178740532
0.037408102
0.342317508
0.042048236
Engro
-0.2420933
0.390866309
-0.09237332
0.149531734
0.038151766
0.07963127
0.095534622
-0.482650591
0.146851377
0.007818648
-0.028437935
0.150021286
0.384558423
-0.048086187
0.004914015
-0.125163143
-0.033901552
0.112918092
-0.046226717
0.062520357
0.105360516
-0.136132174
-0.042559614
0.002171554
-0.045487598
-0.029956157
-0.008220833
0.050585497
0.014468811
-0.300657231
0.296227545
-0.406575602
0.159848701
0.176623536
0.080042708
2008
2009
2010
24.25
21.35
23.20
24.75
29.75
30.85
38.50
42.60
34.90
36.60
40.30
45.70
39.75
45.20
52.60
58.35
62.40
57.50
55.35
58.00
57.95
48.05
51.95
54.75
35.20
33.10
34.45
44.30
44.80
41.15
53.30
54.10
64.50
54.15
55.10
56.15
41.20
42.15
43.50
48.25
46.05
48.05
48.15
53.50
51.65
56.00
54.45
54.50
45.60
40.60
42.50
50.50
53.00
55.75
61.00
71.00
69.00
62.00
65.00
69.00
84.50
83.00
85.00
82.00
94.00
87.00
90.50
90.00
98.50
95.00
93.00
89.40
-0.33794391
-0.12736488
0.083100539
0.06467321
0.184003643
0.036307618
0.221521491
0.101196012
-0.19936742
0.047561411
0.096303229
0.125746829
-0.13948846
0.128487246
0.151619033
0.103743239
0.067105917
-0.08178033
-0.03810829
0.046766351
-0.00086244
-0.18733843
0.078039582
0.052495651
-0.44173129
-0.0615128
0.039975715
0.25147568
0.011223462
-0.08498421
0.258712404
0.014897855
0.175831038
-0.17490725
0.017391743
0.018876965
-0.09927407
0.022796428
0.031526254
0.10363489
-0.046668065
0.042514373
0.002079003
0.105360516
-0.035191458
0.080861495
-0.028068841
0.000917852
-0.178292985
-0.11613965
0.045736009
0.17246926
0.048318577
0.050585497
0.089996454
0.151806013
-0.028573372
-0.10697212
0.047252885
0.059719235
0.20264503
-0.017910927
0.023810649
-0.035932009
0.136575535
-0.077386664
0.039441732
-0.00554018
0.090246878
-0.036179657
-0.021277398
-0.039478811
coveriance=
CORRELATION
R1
Monthly
Annualy
0.021329164
0.288216324
R2
Monthly
Annualy
0.015711735
0.205717709
STD R1
Monthly
Annualy
VAR R1
Monthly
Annualy
W1
W2
Rp
STD P
0.161816754
0.560549679
STD R2
Monthly
Annualy
0.140780945
0.487679498
0.026184662
0.314215943
VAR R2
Monthly
Annualy
0.019819274
0.237831293
COV
CORR
0.085521754
0.074404121
0.05
0.05
0.024696702
0.001807727
R1
Monthly
Annualy
R2
0.021329164
0.288216324
Monthly
Annualy
STD R1
Monthly
Annualy
0.015711735
0.205717709
STD R2
0.161816754
0.560549679
Monthly
Annualy
VAR R1
0.140780945
0.487679498
VAR R2
Monthly
Annualy
0.026184662
0.314215943
Monthly
Annualy
0.019819274
0.237831293
Rp
STD P
VAR P
0.024696702
0.001807727
COV
CORR
0.085521754
0.074404121
0.5
y = 0.0452x
R =
0.5
0.4
0.3
Axis Title
0.2
-0.6
0.1
0
-0.4
-0.2
-0.1
-0.2
-0.3
-0.4
-0.5
-0.6
Axis Title
0.2
0.4
0.6
COV
-0.005810518
0.114371632
-0.011753879
-0.035321733
0.006661928
0.005317815
-0.012369734
-0.064981047
-0.017627294
-0.000137173
-0.001866783
-0.026690498
0.035149472
0.002375109
0.000854286
0.018244275
0.001167305
-0.007431503
-0.000313403
0.013951014
-0.018641511
-0.006432638
0.001737368
-0.000250558
-0.016322355
0.003425014
0.00016372
0.003509416
0.006536161
0.088208801
-0.046909046
-0.07267154
0.005979637
0.060461329
0.003365655
0.033549067
-0.002903464
0.002619849
0.006702401
-0.008587094
0.001543596
0.000460544
0.010662064
0.00701603
0.003845887
-0.00270312
0.000115417
0.024869813
-0.014922464
0.00693445
0.01789252
0.003242462
-0.004136898
-0.003429611
0.007099413
2.46428E-05
0.020039989
0.003687595
0.003135
-0.08951465
0.001101751
0.000951848
-0.009036026
0.00153285
0.006576645
0.010204065
-8.25368E-05
0.015868202
0.006328084
-0.000370051
-0.00074524
0.085521754
0.074404121
y = 0.0452x
R = -0.01
Linear (-)