Symbol Series Date HDFC Close Price Nifty Clo Ri(hdfc) Rm(nifty 5Date Close GT 9

HDFC EQ 17-Dec-18 1960.35 10888.4 Dec 17, 20 6.71

HDFC EQ 18-Dec-18 1952 10908.7 -0.42685 0.186723 Dec 18, 20 6.7
HDFC EQ 19-Dec-18 1981.7 10967.3 1.510057 0.535748 Dec 19, 20 6.65
HDFC EQ 20-Dec-18 1974.7 10951.7 -0.35386 -0.14234 Dec 20, 20 6.63
HDFC EQ 21-Dec-18 1948.6 10754 -1.33053 -1.82169 Dec 21, 20 6.63
HDFC EQ 24-Dec-18 1902.15 10663.5 -2.41263 -0.84511 Dec 24, 20 6.66
HDFC EQ 26-Dec-18 1933.35 10729.9 1.626942 0.620288 Dec 26, 20 6.66
HDFC EQ 27-Dec-18 1948.85 10779.8 0.798521 0.464444 Dec 27, 20 6.67
HDFC EQ 28-Dec-18 1979.95 10859.9 1.583214 0.740309 Dec 28, 20 6.67
HDFC EQ 31-Dec-18 1968.35 10862.6 -0.5876 0.024399 Dec 31, 20 6.67
HDFC EQ 1-Jan-19 2009 10910.1 2.044146 0.436787 Jan 01, 20 6.67
HDFC EQ 2-Jan-19 1980.65 10792.5 -1.4212 -1.08375 Jan 02, 20 6.58
HDFC EQ 3-Jan-19 1936.85 10672.3 -2.23621 -1.12045 Jan 03, 20 6.63
HDFC EQ 4-Jan-19 1972.6 10727.4 1.828953 0.514964 Jan 04, 20 6.61
HDFC EQ 7-Jan-19 1972.9 10771.8 0.015207 0.413505 Jan 07, 20 6.62
HDFC EQ 8-Jan-19 1958.95 10802.2 -0.70959 0.281358 Jan 08, 20 6.63
HDFC EQ 9-Jan-19 1994.95 10855.2 1.821037 0.489443 Jan 09, 20 6.62
HDFC EQ 10-Jan-19 1980.1 10821.6 -0.74716 -0.30955 Jan 10, 20 6.64
HDFC EQ 11-Jan-19 1991.4 10795 0.569056 -0.24657 Jan 11, 20 6.63
HDFC EQ 14-Jan-19 1969.2 10737.6 -1.12105 -0.53268 Jan 14, 20 6.64
HDFC EQ 15-Jan-19 1992.15 10886.8 1.158709 1.379945 Jan 15, 20 6.63
HDFC EQ 16-Jan-19 1975 10890.3 -0.86461 0.032144 Jan 16, 20 6.66
HDFC EQ 17-Jan-19 2004.55 10905.2 1.48512 0.136725 Jan 17, 20 6.64
HDFC EQ 18-Jan-19 2006.85 10907 0.114673 0.016046 Jan 18, 20 6.6
HDFC EQ 21-Jan-19 2004.45 10961.9 -0.11966 0.502086 Jan 21, 20 6.56
HDFC EQ 22-Jan-19 1979.4 10922.8 -1.25759 -0.35733 Jan 22, 20 6.56
HDFC EQ 23-Jan-19 1958.25 10831.5 -1.07426 -0.83892 Jan 23, 20 6.58
HDFC EQ 24-Jan-19 1971.1 10849.8 0.654055 0.168809 Jan 24, 20 6.57
HDFC EQ 25-Jan-19 1977.8 10780.6 0.339335 -0.64031 Jan 25, 20 6.58
HDFC EQ 28-Jan-19 1946.9 10661.6 -1.57468 -1.10998 Jan 28, 20 6.57
HDFC EQ 29-Jan-19 1922.3 10652.2 -1.2716 -0.08774 Jan 29, 20 6.56
HDFC EQ 30-Jan-19 1885.8 10651.8 -1.91703 -0.00376 Jan 30, 20 6.57
HDFC EQ 31-Jan-19 1922.35 10831 1.919626 1.667888 Jan 31, 20 6.58
HDFC EQ 1-Feb-19 1961.25 10893.7 2.003363 0.577227 Feb 01, 20 6.55
HDFC EQ 4-Feb-19 1978.5 10912.3 0.875696 0.170596 Feb 04, 20 6.58
HDFC EQ 5-Feb-19 1981.4 10934.4 0.146468 0.20232 Feb 05, 20 6.57
HDFC EQ 6-Feb-19 1987.95 11062.5 0.330029 1.164728 Feb 06, 20 6.54
HDFC EQ 7-Feb-19 1969.65 11069.4 -0.92481 0.062805 Feb 07, 20 6.47
HDFC EQ 8-Feb-19 1944.65 10943.6 -1.27738 -1.14297 Feb 08, 20 6.38
HDFC EQ 11-Feb-19 1948.2 10888.8 0.182386 -0.50201 Feb 11, 20 6.37
HDFC EQ 12-Feb-19 1905.05 10831.4 -2.23976 -0.52854 Feb 12, 20 6.41
HDFC EQ 13-Feb-19 1930.5 10793.7 1.327078 -0.34913 Feb 13, 20 6.38
HDFC EQ 14-Feb-19 1900.7 10746.1 -1.55568 -0.44198 Feb 14, 20 6.4
HDFC EQ 15-Feb-19 1874.9 10724.4 -1.36669 -0.20167 Feb 15, 20 6.37
HDFC EQ 18-Feb-19 1874.85 10641 -0.00267 -0.78118 Feb 18, 20 6.4
HDFC EQ 19-Feb-19 1853.45 10604.4 -1.14799 -0.34455 Feb 19, 20 6.405
HDFC EQ 20-Feb-19 1870.5 10735.5 0.915701 1.228706 Feb 20, 20 6.41
HDFC EQ 21-Feb-19 1891.45 10789.9 1.113796 0.505453 Feb 21, 20 6.43
HDFC EQ 22-Feb-19 1887.4 10791.7 -0.21435 0.016681 Feb 22, 20 6.43
HDFC EQ 25-Feb-19 1894.5 10880.1 0.375473 0.816275 Feb 25, 20 6.4
HDFC EQ 26-Feb-19 1853.65 10835.3 -2.17983 -0.41261 Feb 26, 20 6.4
HDFC EQ 27-Feb-19 1841 10806.7 -0.68478 -0.26476 Feb 27, 20 6.39
HDFC EQ 28-Feb-19 1841.2 10792.5 0.010863 -0.13102 Feb 28, 20 6.42
HDFC EQ 1-Mar-19 1859.45 10863.5 0.986321 0.65571 Mar 01, 20 6.42
HDFC EQ 5-Mar-19 1860 10987.5 0.029574 1.134517 Mar 05, 20 6.4
HDFC EQ 6-Mar-19 1885.2 11053 1.345743 0.594817 Mar 06, 20 6.42
HDFC EQ 7-Mar-19 1880.2 11058.2 -0.26558 0.047035 Mar 07, 20 6.42
HDFC EQ 8-Mar-19 1884.05 11035.4 0.204556 -0.20639 Mar 08, 20 6.41
HDFC EQ 11-Mar-19 1897.55 11168.1 0.713987 1.194874 Mar 11, 20 6.41
HDFC EQ 12-Mar-19 1930 11301.2 1.695642 1.185189 Mar 12, 20 6.41
HDFC EQ 13-Mar-19 1950.65 11341.7 1.064265 0.357728 Mar 13, 20 6.41
HDFC EQ 14-Mar-19 1956.95 11343.3 0.322449 0.013665 Mar 14, 20 6.34
Rf Daily yi Ri-Rf Rm-Rf
0.018042
0.018016 -0.44487 0.168707
0.017886 1.492172 0.517863
0.017833 -0.37169 -0.16018 Beta 1.231393
0.017833 -1.34837 -1.83953
0.017912 -2.43055 -0.86302
0.017912 1.609031 0.602377
0.017938 0.780583 0.446506
0.017938 1.565276 0.722372
0.017938 -0.60553 0.006461
0.017938 2.026208 0.41885
0.017703 -1.4389 -1.10145
0.017833 -2.25405 -1.13829
0.017781 1.811171 0.497183
0.017807 -0.0026 0.395698
0.017833 -0.72743 0.263525
0.017807 1.80323 0.471636
0.01786 -0.76502 -0.32741
0.017833 0.551223 -0.2644
0.01786 -1.13891 -0.55054
0.017833 1.140875 1.362111
0.017912 -0.88252 0.014232
0.01786 1.46726 0.118866
0.017755 0.096918 -0.00171
0.017651 -0.13731 0.484435
0.017651 -1.27525 -0.37498
0.017703 -1.09196 -0.85662
0.017677 0.636377 0.151132
0.017703 0.321632 -0.65801
0.017677 -1.59235 -1.12765
0.017651 -1.28925 -0.10539
0.017677 -1.9347 -0.02143
0.017703 1.901923 1.650185
0.017625 1.985738 0.559602
0.017703 0.857993 0.152893
0.017677 0.128791 0.184643
0.017599 0.31243 1.147129
0.017416 -0.94223 0.045389
0.017181 -1.29457 -1.16015
0.017155 0.165231 -0.51916
0.01726 -2.25702 -0.5458
0.017181 1.309897 -0.36631
0.017234 -1.57291 -0.45921
0.017155 -1.38385 -0.21883
0.017234 -0.0199 -0.79841
0.017247 -1.16524 -0.36179
0.01726 0.898441 1.211446
0.017312 1.096484 0.488141
0.017312 -0.23166 -0.00063
0.017234 0.35824 0.799041
0.017234 -2.19706 -0.42984
0.017207 -0.70198 -0.28197
0.017286 -0.00642 -0.14831
0.017286 0.969035 0.638424
0.017234 0.012341 1.117283
0.017286 1.328457 0.577531
0.017286 -0.28286 0.029749
0.01726 0.187296 -0.22365
0.01726 0.696727 1.177614
0.01726 1.678383 1.16793
0.01726 1.047005 0.340469
0.017077 0.305372 -0.00341
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.700967
R Square 0.491355
Adjusted R 0.482734
Standard E 0.884235
Observatio 61

ANOVA
df SS MS F Significance F
Regression 1 44.56231 44.56231 56.99442 3.17E-10
Residual 59 46.13042 0.781872
Total 60 90.69273

Coefficients
Standard Error t Stat P-value Lower 95%Upper 95%
Lower 95.0%
Upper 95.0%
95% t value
Intercept -0.08182 0.113507 -0.72088 0.473832 -0.30895 0.145302 -0.30895 0.145302 1.96
X Variable 1.239877 0.164234 7.549465 3.17E-10 0.911246 1.568508 0.911246 1.568508 1.96

RESIDUAL OUTPUT PROBABILITY OUTPUT

ObservationPredicted Y Residuals Percentile Y

1 0.127351 -0.57222 0.819672 -2.43055
2 0.560262 0.93191 2.459016 -2.25702
3 -0.28042 -0.09127 4.098361 -2.25405
4 -2.36261 1.014244 5.737705 -2.19706
5 -1.15186 -1.27868 7.377049 -1.9347
6 0.665049 0.943982 9.016393 -1.59235
7 0.471788 0.308795 10.65574 -1.57291
8 0.813828 0.751448 12.29508 -1.4389
9 -0.07381 -0.53172 13.93443 -1.38385
10 0.437498 1.58871 15.57377 -1.34837
11 -1.44749 0.008589 17.21311 -1.29457
12 -1.49316 -0.76089 18.85246 -1.28925
13 0.534621 1.27655 20.4918 -1.27525
14 0.408793 -0.41139 22.13115 -1.16524
15 0.244914 -0.97234 23.77049 -1.13891
16 0.502946 1.300283 25.40984 -1.09196
17 -0.48777 -0.27725 27.04918 -0.94223
18 -0.40965 0.960875 28.68852 -0.88252
19 -0.76443 -0.37448 30.32787 -0.76502
20 1.607026 -0.46615 31.96721 -0.72743
21 -0.06418 -0.81834 33.60656 -0.70198
22 0.065555 1.401705 35.2459 -0.60553
23 -0.08394 0.180861 36.88525 -0.44487
24 0.518816 -0.65613 38.52459 -0.37169
25 -0.54675 -0.72849 40.16393 -0.28286
26 -1.14393 0.051975 41.80328 -0.23166
27 0.105561 0.530817 43.44262 -0.13731
28 -0.89767 1.219307 45.08197 -0.0199
29 -1.47998 -0.11238 46.72131 -0.00642
30 -0.21249 -1.07676 48.36066 -0.0026
31 -0.1084 -1.8263 50 0.012341
32 1.964203 -0.06228 51.63934 0.096918
33 0.612014 1.373724 53.27869 0.128791
34 0.107744 0.750248 54.91803 0.165231
35 0.14711 -0.01832 56.55738 0.187296
36 1.340475 -1.02804 58.19672 0.305372
37 -0.02555 -0.91668 59.83607 0.31243
38 -1.52027 0.225707 61.47541 0.321632
39 -0.72552 0.890752 63.11475 0.35824
40 -0.75855 -1.49847 64.7541 0.551223
41 -0.53601 1.845905 66.39344 0.636377
42 -0.65119 -0.92173 68.03279 0.696727
43 -0.35314 -1.0307 69.67213 0.780583
44 -1.07175 1.051853 71.31148 0.857993
45 -0.5304 -0.63483 72.95082 0.898441
46 1.42022 -0.52178 74.59016 0.969035
47 0.523411 0.573073 76.22951 1.047005
48 -0.08261 -0.14906 77.86885 1.096484
49 0.908888 -0.55065 79.5082 1.140875
50 -0.61478 -1.58228 81.14754 1.309897
51 -0.43143 -0.27055 82.78689 1.328457
52 -0.26571 0.259287 84.42623 1.46726
53 0.709743 0.259292 86.06557 1.492172
54 1.30347 -1.29113 87.70492 1.565276
55 0.634244 0.694213 89.34426 1.609031
56 -0.04494 -0.23792 90.98361 1.678383
57 -0.35913 0.546425 92.62295 1.80323
58 1.378272 -0.68155 94.2623 1.811171
59 1.366265 0.312118 95.90164 1.901923
60 0.340315 0.70669 97.54098 1.985738
61 -0.08605 0.391426 99.18033 2.026208
 X Variable 1 Line Fit Plot
3
2
1 Y
0 Predicted Y

Y
-2.5 -2 -1.5 -1 -0.5-1 0 0.5 1 1.5 2
-2
-3
X Variable 1

Normal Probability Plot

95% t value
3
Lower Alpha = 0 can not reject 2
Higher Beta = 0 can reject 1
0
Y
-1 0 20 40 60 80 100 120
-2
-3
Sample Percentile
e Fit Plot

Y
Predicted Y
1 1.5 2

bility Plot

80 100 120

centile
SUMMARY OUTPUT

Regression Statistics
Multiple R 0.697867
R Square 0.487019
Adjusted R 0.470352
Standard E 0.880688
Observatio 61

ANOVA
df SS MS F Significance F
Regression 1 44.1814215125 44.18142151 56.96329 3.2E-10
Residual 60 46.5367311943 0.775612187
Total 61 90.7181527069

Coefficients Standard Error t Stat P-value Lower 95%Upper 95%

Lower 95.0%
Upper 95.0%
Intercept 0 #N/A #N/A #N/A #N/A #N/A #N/A #N/A
X Variable 1.231393 0.1631544777 7.547402831 2.91E-10 0.905035 1.55775 0.905035 1.55775

RESIDUAL OUTPUT PROBABILITY OUTPUT

ObservationPredicted Y Residuals Percentile Y

1 0.207744 -0.65261414 0.819672 -2.43055
2 0.637692 0.8544796313 2.459016 -2.25702
3 -0.19724 -0.1744516515 4.098361 -2.25405
4 -2.26518 0.9168119363 5.737705 -2.19706
5 -1.06272 -1.3678293311 7.377049 -1.9347
6 0.741762 0.8672687522 9.016393 -1.59235
7 0.549824 0.2307588674 10.65574 -1.57291
8 0.889523 0.6757528411 12.29508 -1.4389
9 0.007956 -0.6134901154 13.93443 -1.38385
10 0.515768 1.5104398611 15.57377 -1.34837
11 -1.35632 -0.0825810206 17.21311 -1.29457
12 -1.40168 -0.8523686696 18.85246 -1.28925
13 0.612227 1.1989443303 20.4918 -1.27525
14 0.487259 -0.4898596665 22.13115 -1.16524
15 0.324502 -1.051928265 23.77049 -1.13891
16 0.580769 1.2224608096 25.40984 -1.09196
17 -0.40317 -0.3618556145 27.04918 -0.94223
18 -0.32559 0.8768076108 28.68852 -0.88252
19 -0.67793 -0.4609793459 30.32787 -0.76502
20 1.677294 -0.5364181038 31.96721 -0.72743
21 0.017525 -0.9000430123 33.60656 -0.70198
22 0.146371 1.320889634 35.2459 -0.60553
23 -0.0021 0.0990225816 36.88525 -0.44487
24 0.59653 -0.7338428931 38.52459 -0.37169
25 -0.46175 -0.8134971141 40.16393 -0.28286
26 -1.05484 -0.0371171023 41.80328 -0.23166
27 0.186103 0.4502745949 43.44262 -0.13731
28 -0.81027 1.1319000085 45.08197 -0.0199
29 -1.38859 -0.2037670384 46.72131 -0.00642
30 -0.12977 -1.1594750731 48.36066 -0.0026
31 -0.02639 -1.9083107478 50 0.012341
32 2.032026 -0.1301028742 51.63934 0.096918
33 0.68909 1.2966476356 53.27869 0.128791
34 0.188271 0.6697213187 54.91803 0.165231
35 0.227368 -0.0985764814 56.55738 0.187296
36 1.412566 -1.1001360539 58.19672 0.305372
37 0.055892 -0.9981176319 59.83607 0.31243
38 -1.42861 0.1340396318 61.47541 0.321632
39 -0.63929 0.8045232828 63.11475 0.35824
40 -0.6721 -1.584925632 64.7541 0.551223
41 -0.45108 1.760972964 66.39344 0.636377
42 -0.56547 -1.0074469157 68.03279 0.696727
43 -0.26946 -1.1143837465 69.67213 0.780583
44 -0.98315 0.9632543939 71.31148 0.857993
45 -0.44551 -0.7197253827 72.95082 0.898441
46 1.491765 -0.5933243243 74.59016 0.969035
47 0.601093 0.4953906035 76.22951 1.047005
48 -0.00078 -0.2308859753 77.86885 1.096484
49 0.983933 -0.6256936278 79.5082 1.140875
50 -0.52931 -1.667754497 81.14754 1.309897
51 -0.34722 -0.3547668497 82.78689 1.328457
52 -0.18263 0.1762044684 84.42623 1.46726
53 0.786151 0.1828848641 86.06557 1.492172
54 1.375814 -1.3634733531 87.70492 1.565276
55 0.711168 0.6172891565 89.34426 1.609031
56 0.036633 -0.3194949293 90.98361 1.678383
57 -0.27541 0.4627027274 92.62295 1.80323
58 1.450105 -0.7533781505 94.2623 1.811171
59 1.43818 0.2402028734 95.90164 1.901923
60 0.419251 0.6277543928 97.54098 1.985738
61 -0.0042 0.3095727607 99.18033 2.026208
 X Variable 1 Line Fit Plot
3
Normal
2 Probability Plot
1 Y
3 0 Predicted Y
Y

2
-2.5 -2 -1.5 -1 -0.5-1 0 0.5 1 1.5 2
1
-2
0
Y

-3
-1 0 20 40 60 80 100 120
-2 X Variable 1
-3
Sample Percentile

Upper 95.0%

T >2