Variance Covariance & Correlation Matrix

Date Cipla Rt Idea Rt Wonderla Rt PVR Rt Alkem

1-Sep-16 579.15 83.65 410.25 1185.45 1569.85
2-Sep-16 577.95 -0.21% 84.45 0.96% 409.55 -0.17% 1273.45 7.42% 1636.5
6-Sep-16 578.6 0.11% 84.85 0.47% 406.6 -0.72% 1261 -0.98% 1644.75
7-Sep-16 580.75 0.37% 83.7 -1.36% 405.6 -0.25% 1241.65 -1.53% 1616.9
8-Sep-16 595.15 2.48% 84.5 0.96% 405.6 0.00% 1237.9 -0.30% 1635.9
9-Sep-16 580.5 -2.46% 83.6 -1.07% 404.55 -0.26% 1219.75 -1.47% 1602.85
12-Sep-16 570.1 -1.79% 82.8 -0.96% 400.5 -1.00% 1179.25 -3.32% 1616.35
14-Sep-16 577.5 1.30% 83.75 1.15% 400.25 -0.06% 1173.6 -0.48% 1624.3
15-Sep-16 585.4 1.37% 84.5 0.90% 399.65 -0.15% 1158.65 -1.27% 1622.35
16-Sep-16 593.55 1.39% 85.15 0.77% 394.75 -1.23% 1185 2.27% 1682.1
19-Sep-16 597.8 0.72% 84.85 -0.35% 385.55 -2.33% 1181.25 -0.32% 1729.7
20-Sep-16 602.85 0.84% 83.9 -1.12% 384.85 -0.18% 1228.65 4.01% 1697.7
21-Sep-16 601.35 -0.25% 84.45 0.66% 379.75 -1.33% 1234.35 0.46% 1694.75
22-Sep-16 609.1 1.29% 83.35 -1.30% 382.15 0.63% 1240.45 0.49% 1739.55
23-Sep-16 611.55 0.40% 82.5 -1.02% 387.7 1.45% 1248.05 0.61% 1762.2
26-Sep-16 604.5 -1.15% 80.3 -2.67% 386.95 -0.19% 1207.8 -3.23% 1829
27-Sep-16 607.2 0.45% 79.55 -0.93% 386.8 -0.04% 1220.9 1.08% 1807.2
28-Sep-16 605.8 -0.23% 82.5 3.71% 385.35 -0.37% 1217.6 -0.27% 1844.85
29-Sep-16 602.85 -0.49% 79.8 -3.27% 370.45 -3.87% 1192.95 -2.02% 1812.45
30-Sep-16 580.05 -3.78% 79.1 -0.88% 376.95 1.75% 1185.2 -0.65% 1661.25
3-Oct-16 588.85 1.52% 81.1 2.53% 379.25 0.61% 1235.5 4.24% 1678.45
4-Oct-16 597.8 1.52% 81.2 0.12% 393.5 3.76% 1241.5 0.49% 1671.2
5-Oct-16 591.65 -1.03% 79.95 -1.54% 400.3 1.73% 1205.45 -2.90% 1668.3
6-Oct-16 578.8 -2.17% 79.95 0.00% 399.45 -0.21% 1181.35 -2.00% 1663.85
7-Oct-16 570.05 -1.51% 80 0.06% 399.4 -0.01% 1169.1 -1.04% 1658.75
10-Oct-16 580.65 1.86% 79.85 -0.19% 399.55 0.04% 1186.85 1.52% 1695.6
13-Oct-16 582 0.23% 76.05 -4.76% 399.7 0.04% 1187.1 0.02% 1669.95
14-Oct-16 587 0.86% 74.7 -1.78% 398.85 -0.21% 1184.7 -0.20% 1696.65
17-Oct-16 586 -0.17% 72.25 -3.28% 406.9 2.02% 1201.8 1.44% 1734.4
18-Oct-16 592.75 1.15% 72.8 0.76% 407.35 0.11% 1205.2 0.28% 1747.5
19-Oct-16 596.35 0.61% 76.3 4.81% 404.65 -0.66% 1200.75 -0.37% 1684.15
20-Oct-16 596.6 0.04% 78.3 2.62% 402.4 -0.56% 1224.35 1.97% 1654.1
21-Oct-16 583.25 -2.24% 80 2.17% 405.4 0.75% 1228.05 0.30% 1659
24-Oct-16 584.7 0.25% 76.8 -4.00% 406.5 0.27% 1217.85 -0.83% 1675.1
25-Oct-16 584.5 -0.03% 75.3 -1.95% 405.05 -0.36% 1224.15 0.52% 1663.65
26-Oct-16 577.65 -1.17% 78.7 4.52% 402.3 -0.68% 1232.95 0.72% 1662.45
27-Oct-16 585.75 1.40% 77.5 -1.52% 406.95 1.16% 1214.15 -1.52% 1618.4
28-Oct-16 575.15 -1.81% 76.2 -1.68% 399.05 -1.94% 1225.65 0.95% 1631.9
30-Oct-16 578.75 0.63% 76.8 0.79% 399.1 0.01% 1229 0.27% 1656.9
1-Nov-16 571.75 -1.21% 76.6 -0.26% 391.15 -1.99% 1234.95 0.48% 1662.9
2-Nov-16 560.1 -2.04% 74.3 -3.00% 379.8 -2.90% 1207.6 -2.21% 1636.65
 3-Nov-16 560 -0.02% 73.55 -1.01% 378.8 -0.26% 1207.3 -0.02% 1618.45
4-Nov-16 544.7 -2.73% 72.15 -1.90% 372.75 -1.60% 1230.45 1.92% 1577.4
7-Nov-16 545.75 0.19% 73.2 1.46% 372.35 -0.11% 1266.45 2.93% 1565.05
8-Nov-16 535.3 -1.91% 73 -0.27% 374.6 0.60% 1284.6 1.43% 1592.3
9-Nov-16 526.3 -1.68% 72.3 -0.96% 375 0.11% 1228.3 -4.38% 1654.75
10-Nov-16 563.7 7.11% 73.05 1.04% 368.25 -1.80% 1207.3 -1.71% 1643.1
11-Nov-16 547.95 -2.79% 69.95 -4.24% 362.1 -1.67% 1159.55 -3.96% 1643.55
15-Nov-16 552.4 0.81% 71.35 2.00% 349.25 -3.55% 1119.7 -3.44% 1648.65
16-Nov-16 538.15 -2.58% 70.55 -1.12% 340.15 -2.61% 1158.45 3.46% 1649.5
17-Nov-16 545.7 1.40% 69.95 -0.85% 338.9 -0.37% 1146.15 -1.06% 1617.05
18-Nov-16 550.95 0.96% 71.1 1.64% 337.7 -0.35% 1080.95 -5.69% 1641.2
21-Nov-16 545.1 -1.06% 71.1 0.00% 319.3 -5.45% 1116.9 3.33% 1617.7
22-Nov-16 550.5 0.99% 70.95 -0.21% 324.1 1.50% 1090.95 -2.32% 1677.7
23-Nov-16 552.8 0.42% 72.9 2.75% 324.7 0.19% 1111.3 1.87% 1702.15
24-Nov-16 553.65 0.15% 71.45 -1.99% 324.45 -0.08% 1133.9 2.03% 1722.1
25-Nov-16 565.05 2.06% 73.65 3.08% 328.95 1.39% 1141.8 0.70% 1691.65
28-Nov-16 570.55 0.97% 75.8 2.92% 328.2 -0.23% 1130.5 -0.99% 1692.15
29-Nov-16 569.15 -0.25% 79.25 4.55% 334.9 2.04% 1141.1 0.94% 1712.1
30-Nov-16 566.6 -0.45% 77.45 -2.27% 339.8 1.46% 1149.25 0.71% 1699.85
1-Dec-16 568.2 0.28% 72.8 -6.00% 334.45 -1.57% 1132.55 -1.45% 1679.1
2-Dec-16 571.2 0.53% 73.45 0.89% 329.05 -1.61% 1099.8 -2.89% 1679.7
5-Dec-16 573 0.32% 72.65 -1.09% 329.75 0.21% 1069.1 -2.79% 1702.95
6-Dec-16 574.85 0.32% 74.4 2.41% 325.05 -1.43% 1085.2 1.51% 1690.8
7-Dec-16 570.85 -0.70% 75.45 1.41% 318.8 -1.92% 1080.65 -0.42% 1675.25
8-Dec-16 582.75 2.08% 76.65 1.59% 328.8 3.14% 1101.5 1.93% 1680.45
9-Dec-16 578.9 -0.66% 76.8 0.20% 333.6 1.46% 1107.3 0.53% 1675.35
12-Dec-16 574.8 -0.71% 75.6 -1.56% 335.5 0.57% 1098.9 -0.76% 1623.95
13-Dec-16 578.85 0.70% 77.05 1.92% 326.8 -2.59% 1097.5 -0.13% 1639.75
14-Dec-16 568 -1.87% 77.15 0.13% 332.95 1.88% 1092.75 -0.43% 1609.35
15-Dec-16 563.15 -0.85% 76.95 -0.26% 348.5 4.67% 1092.4 -0.03% 1632.6
16-Dec-16 566.2 0.54% 76.2 -0.97% 355.25 1.94% 1079.85 -1.15% 1601.95
19-Dec-16 569.15 0.52% 76.4 0.26% 346.4 -2.49% 1080.65 0.07% 1632.8
20-Dec-16 563.1 -1.06% 73.25 -4.12% 345 -0.40% 1076.6 -0.37% 1632
21-Dec-16 562.8 -0.05% 72.75 -0.68% 340 -1.45% 1051.9 -2.29% 1639.85
22-Dec-16 561.4 -0.25% 71.5 -1.72% 342.25 0.66% 1048.45 -0.33% 1607.6
23-Dec-16 582.3 3.72% 70.8 -0.98% 340.45 -0.53% 1051.6 0.30% 1601.2
26-Dec-16 554.95 -4.70% 69.4 -1.98% 332.1 -2.45% 1025.15 -2.52% 1546.1
27-Dec-16 563.65 1.57% 70 0.86% 343.4 3.40% 1053.5 2.77% 1607.55
28-Dec-16 562.4 -0.22% 71.4 2.00% 344.05 0.19% 1107.05 5.08% 1612.7
29-Dec-16 564.85 0.44% 72.75 1.89% 343.5 -0.16% 1124.85 1.61% 1627.8
30-Dec-16 568.8 0.70% 74.15 1.92% 339.75 -1.09% 1148.75 2.12% 1628.65
2-Jan-17 566 -0.49% 74.95 1.08% 339.25 -0.15% 1155.45 0.58% 1622.25
3-Jan-17 573.65 1.35% 73.4 -2.07% 339.75 0.15% 1170.25 1.28% 1655.15
4-Jan-17 568.25 -0.94% 74.15 1.02% 338.65 -0.32% 1174.1 0.33% 1667.35
 5-Jan-17 579.85 2.04% 74.8 0.88% 344.15 1.62% 1186.1 1.02% 1661.95
6-Jan-17 582.85 0.52% 72.9 -2.54% 344.15 0.00% 1179.75 -0.54% 1659.9
9-Jan-17 576.7 -1.06% 74.1 1.65% 355.4 3.27% 1183.2 0.29% 1681.2
10-Jan-17 574.9 -0.31% 74.5 0.54% 351.05 -1.22% 1219.7 3.08% 1683.75
11-Jan-17 576.95 0.36% 74.6 0.13% 354.8 1.07% 1225.5 0.48% 1692.7
12-Jan-17 586.25 1.61% 72.15 -3.28% 350.6 -1.18% 1177.95 -3.88% 1683.25
13-Jan-17 583.4 -0.49% 68.8 -4.64% 350.75 0.04% 1169.85 -0.69% 1686.85
16-Jan-17 588.8 0.93% 69.9 1.60% 352.6 0.53% 1226.5 4.84% 1667.45
17-Jan-17 587.25 -0.26% 69.25 -0.93% 349.9 -0.77% 1244.5 1.47% 1666.05
18-Jan-17 580.8 -1.10% 67.45 -2.60% 349.95 0.01% 1303.9 4.77% 1654.25
19-Jan-17 580.35 -0.08% 69.35 2.82% 360.4 2.99% 1294.85 -0.69% 1654.5
20-Jan-17 577.6 -0.47% 71.5 3.10% 353.65 -1.87% 1266.65 -2.18% 1645.5
23-Jan-17 575.75 -0.32% 73.35 2.59% 365 3.21% 1273 0.50% 1643.05
24-Jan-17 579.9 0.72% 75.9 3.48% 370.35 1.47% 1297.6 1.93% 1651.85
25-Jan-17 585.65 0.99% 76.15 0.33% 371.2 0.23% 1292.35 -0.40% 1646.6
27-Jan-17 580.15 -0.94% 78 2.43% 375.2 1.08% 1275.7 -1.29% 1659.9
30-Jan-17 582.25 0.36% 97.7 25.26% 371 -1.12% 1253.4 -1.75% 1656.6
31-Jan-17 575.35 -1.19% 110.1 12.69% 373.35 0.63% 1229.8 -1.88% 1668.35
1-Feb-17 572.15 -0.56% 107.4 -2.45% 360.95 -3.32% 1236.6 0.55% 1694.75
2-Feb-17 584.35 2.13% 109.8 2.23% 368.65 2.13% 1249 1.00% 1770.5
3-Feb-17 607.9 4.03% 109.45 -0.32% 376.8 2.21% 1298.1 3.93% 1811.75
6-Feb-17 601.6 -1.04% 108.4 -0.96% 381.2 1.17% 1259.05 -3.01% 1818.9
7-Feb-17 597.55 -0.67% 107.35 -0.97% 379.75 -0.38% 1267.5 0.67% 1816
8-Feb-17 603.2 0.95% 109.55 2.05% 379.8 0.01% 1279.05 0.91% 1831.2
9-Feb-17 587.65 -2.58% 110.6 0.96% 379.5 -0.08% 1282.9 0.30% 1812.2
10-Feb-17 579.95 -1.31% 110.45 -0.14% 375.7 -1.00% 1298.45 1.21% 1830.45
13-Feb-17 582.65 0.47% 107.25 -2.90% 375.85 0.04% 1298.2 -0.02% 1847.35
14-Feb-17 576.05 -1.13% 109.9 2.47% 375.25 -0.16% 1287.95 -0.79% 1874.25
15-Feb-17 574.25 -0.31% 107.3 -2.37% 372.25 -0.80% 1270.9 -1.32% 1977
16-Feb-17 584.6 1.80% 107.85 0.51% 366.45 -1.56% 1275.25 0.34% 2010.2
17-Feb-17 593.25 1.48% 105.9 -1.81% 367.4 0.26% 1276.8 0.12% 2001.5
20-Feb-17 592.75 -0.08% 108.45 2.41% 372.95 1.51% 1268.45 -0.65% 2035.35
21-Feb-17 593.1 0.06% 108.35 -0.09% 374.15 0.32% 1268 -0.04% 2000.05
22-Feb-17 589.25 -0.65% 112.6 3.92% 374.45 0.08% 1263.35 -0.37% 2022.55
23-Feb-17 592.4 0.53% 119.6 6.22% 373.4 -0.28% 1260.1 -0.26% 2076.85
27-Feb-17 585.25 -1.21% 114.55 -4.22% 373.85 0.12% 1278.1 1.43% 2154.75
28-Feb-17 583.7 -0.26% 115.85 1.13% 372.4 -0.39% 1295.55 1.37% 2141.55
1-Mar-17 586.3 0.45% 113.25 -2.24% 373.8 0.38% 1296.25 0.05% 2144.15
2-Mar-17 589.25 0.50% 109.6 -3.22% 375.3 0.40% 1303.65 0.57% 2142.1
3-Mar-17 588.6 -0.11% 110.55 0.87% 378.25 0.79% 1310.05 0.49% 2138.95
6-Mar-17 590.1 0.25% 109.75 -0.72% 380.2 0.52% 1331.9 1.67% 2110.2
7-Mar-17 588.05 -0.35% 108.6 -1.05% 381.2 0.26% 1344.6 0.95% 2048.6
Average Daily Rt 0.06% 0.57% 0.06% 0.15%
 X = Excess Retun matrix
Rt Cipla Idea Wonderla PVR Alkem

4.25% -0.27% 0.39% -0.23% 7.27% 3.96%

0.50% 0.05% -0.09% -0.78% -1.13% 0.22% X transpose multipled by X
-1.69% 0.31% -1.92% -0.30% -1.69% -1.98% Cipla
1.18% 2.42% 0.39% -0.06% -0.46% 0.89% Cipla 0.02788
-2.02% -2.52% -1.63% -0.32% -1.62% -2.31% Idea 0.00679
0.84% -1.85% -1.52% -1.06% -3.47% 0.55% Wonderla 0.00425
0.49% 1.24% 0.58% -0.12% -0.63% 0.20% PVR 0.00515
-0.12% 1.31% 0.33% -0.21% -1.43% -0.41% Alkem 0.00804
3.68% 1.33% 0.20% -1.28% 2.12% 3.39%
2.83% 0.65% -0.92% -2.39% -0.47% 2.54% n 127
-1.85% 0.78% -1.68% -0.24% 3.86% -2.14%
-0.17% -0.31% 0.09% -1.38% 0.31% -0.46% Variance Covariance matrix
2.64% 1.23% -1.87% 0.57% 0.34% 2.35% Cipla
1.30% 0.34% -1.58% 1.39% 0.46% 1.01% Cipla 0.0002195
3.79% -1.21% -3.23% -0.25% -3.38% 3.50% Idea 0.0000535
-1.19% 0.39% -1.50% -0.10% 0.93% -1.48% Wonderla 0.0000335
2.08% -0.29% 3.14% -0.43% -0.42% 1.79% PVR 0.0000405
-1.76% -0.55% -3.84% -3.92% -2.18% -2.04% Alkem 0.0000633
-8.34% -3.84% -1.44% 1.70% -0.80% -8.63%
1.04% 1.46% 1.96% 0.55% 4.09% 0.75% Standard Deviations
-0.43% 1.46% -0.44% 3.70% 0.33% -0.72% Cipla 1.49%
-0.17% -1.09% -2.10% 1.67% -3.06% -0.46% Idea 3.34%
-0.27% -2.23% -0.57% -0.27% -2.15% -0.56% Wonderla 1.56%
-0.31% -1.57% -0.50% -0.07% -1.19% -0.60% PVR 2.02%
2.22% 1.80% -0.75% -0.02% 1.36% 1.93% Alkem 1.86%
-1.51% 0.17% -5.32% -0.02% -0.13% -1.80%
1.60% 0.80% -2.34% -0.27% -0.36% 1.31% Product of SDs
2.22% -0.23% -3.84% 1.96% 1.29% 1.94% Cipla
0.76% 1.09% 0.20% 0.05% 0.13% 0.47% Cipla 0.00022285
-3.63% 0.55% 4.24% -0.72% -0.52% -3.91% Idea 0.00049899
-1.78% -0.02% 2.06% -0.61% 1.81% -2.07% Wonderla 0.00023285
0.30% -2.30% 1.61% 0.69% 0.15% 0.01% PVR 0.00030175
0.97% 0.19% -4.57% 0.21% -0.98% 0.68% Alkem 0.00027704
-0.68% -0.10% -2.52% -0.41% 0.36% -0.97%
-0.07% -1.23% 3.95% -0.74% 0.56% -0.36% Correlation Matrix
-2.65% 1.34% -2.09% 1.10% -1.68% -2.94% Cipla
0.83% -1.87% -2.24% -2.00% 0.79% 0.55% Cipla 1.0
1.53% 0.56% 0.22% -0.04% 0.12% 1.24% Idea 0.10715052
0.36% -1.27% -0.83% -2.05% 0.33% 0.07% Wonderla 0.14368425
-1.58% -2.10% -3.57% -2.96% -2.37% -1.87% PVR 0.13434778
-1.11% -0.08% -1.57% -0.32% -0.18% -1.40% Alkem 0.22858556
-2.54% -2.79% -2.47% -1.65% 1.76% -2.82%
-0.78% 0.13% 0.89% -0.16% 2.77% -1.07% Weights & weight SD
1.74% -1.98% -0.84% 0.55% 1.28% 1.45% Stock Weight
3.92% -1.74% -1.52% 0.05% -4.54% 3.63% Cipla 7.00%
-0.70% 7.04% 0.47% -1.86% -1.86% -0.99% Idea 16.00%
0.03% -2.86% -4.81% -1.73% -4.11% -0.26% Wonderla 25.00%
0.31% 0.75% 1.44% -3.61% -3.59% 0.02% PVR 30.00%
0.05% -2.64% -1.69% -2.66% 3.31% -0.24% Alkem 22.00%
-1.97% 1.34% -1.42% -0.42% -1.22% -2.26% Total Weight 100.00%
1.49% 0.90% 1.08% -0.41% -5.84% 1.20%
-1.43% -1.12% -0.57% -5.51% 3.17% -1.72%
3.71% 0.93% -0.78% 1.45% -2.48% 3.42% M1
1.46% 0.36% 2.18% 0.13% 1.71% 1.17% Cipla Idea
1.17% 0.09% -2.55% -0.13% 1.88% 0.88% 0.0039104839 0.0061627377
-1.77% 2.00% 2.51% 1.33% 0.54% -2.06%
0.03% 0.91% 2.35% -0.29% -1.14% -0.26% M2
1.18% -0.31% 3.99% 1.98% 0.78% 0.89% 0.0001235419
-0.72% -0.51% -2.84% 1.41% 0.56% -1.00%
-1.22% 0.22% -6.57% -1.63% -1.61% -1.51% Portfolio Variance
0.04% 0.47% 0.33% -1.67% -3.05% -0.25% 1.11%
1.38% 0.25% -1.65% 0.16% -2.95% 1.10%
-0.71% 0.26% 1.84% -1.48% 1.35% -1.00%
-0.92% -0.76% 0.85% -1.98% -0.57% -1.21%
0.31% 2.02% 1.03% 3.08% 1.78% 0.02%
-0.30% -0.72% -0.37% 1.40% 0.37% -0.59%
-3.07% -0.77% -2.13% 0.51% -0.91% -3.36%
0.97% 0.64% 1.35% -2.65% -0.28% 0.68%
-1.85% -1.94% -0.44% 1.82% -0.59% -2.14%
1.44% -0.92% -0.82% 4.61% -0.19% 1.16%
-1.88% 0.48% -1.54% 1.88% -1.30% -2.17%
1.93% 0.46% -0.30% -2.55% -0.08% 1.64%
-0.05% -1.12% -4.69% -0.46% -0.53% -0.34%
0.48% -0.11% -1.25% -1.51% -2.45% 0.19%
-1.97% -0.31% -2.28% 0.60% -0.48% -2.26%
-0.40% 3.66% -1.54% -0.58% 0.15% -0.69%
-3.44% -4.76% -2.54% -2.51% -2.67% -3.73%
3.97% 1.51% 0.30% 3.35% 2.61% 3.69%
0.32% -0.28% 1.43% 0.13% 4.93% 0.03%
0.94% 0.37% 1.33% -0.22% 1.45% 0.65%
0.05% 0.64% 1.36% -1.15% 1.97% -0.24%
-0.39% -0.55% 0.51% -0.20% 0.43% -0.68%
2.03% 1.29% -2.63% 0.09% 1.13% 1.74%
0.74% -1.00% 0.46% -0.38% 0.17% 0.45%
-0.32% 1.98% 0.31% 1.57% 0.87% -0.61%
-0.12% 0.46% -3.11% -0.06% -0.69% -0.41%
1.28% -1.12% 1.08% 3.21% 0.14% 0.99%
0.15% -0.37% -0.03% -1.28% 2.93% -0.14%
0.53% 0.30% -0.43% 1.01% 0.32% 0.24%
-0.56% 1.55% -3.85% -1.24% -4.03% -0.85%
0.21% -0.55% -5.21% -0.01% -0.84% -0.07%
-1.15% 0.86% 1.03% 0.47% 4.69% -1.44%
-0.08% -0.32% -1.50% -0.82% 1.31% -0.37%
-0.71% -1.16% -3.16% -0.04% 4.62% -1.00%
0.02% -0.14% 2.25% 2.93% -0.85% -0.27%
-0.54% -0.54% 2.54% -1.93% -2.33% -0.83%
-0.15% -0.38% 2.02% 3.15% 0.35% -0.44%
0.54% 0.66% 2.91% 1.41% 1.78% 0.25%
-0.32% 0.93% -0.24% 0.17% -0.56% -0.61%
0.81% -1.00% 1.86% 1.02% -1.44% 0.52%
-0.20% 0.30% 24.69% -1.18% -1.90% -0.49%
0.71% -1.25% 12.13% 0.58% -2.04% 0.42%
1.58% -0.62% -3.02% -3.38% 0.40% 1.29%
4.47% 2.07% 1.67% 2.08% 0.85% 4.18%
2.33% 3.97% -0.88% 2.15% 3.78% 2.04%
0.39% -1.10% -1.52% 1.11% -3.16% 0.11%
-0.16% -0.73% -1.53% -0.44% 0.52% -0.45%
0.84% 0.88% 1.48% -0.04% 0.76% 0.55%
-1.04% -2.64% 0.39% -0.14% 0.15% -1.33%
1.01% -1.37% -0.70% -1.06% 1.06% 0.72%
0.92% 0.40% -3.46% -0.02% -0.17% 0.63%
1.46% -1.19% 1.91% -0.22% -0.94% 1.17%
5.48% -0.37% -2.93% -0.86% -1.48% 5.19%
1.68% 1.74% -0.05% -1.62% 0.19% 1.39%
-0.43% 1.42% -2.37% 0.20% -0.03% -0.72%
1.69% -0.15% 1.84% 1.45% -0.81% 1.40%
-1.73% 0.00% -0.66% 0.26% -0.19% -2.02%
1.12% -0.71% 3.36% 0.02% -0.52% 0.84%
2.68% 0.47% 5.65% -0.34% -0.41% 2.40%
3.75% -1.27% -4.79% 0.06% 1.27% 3.46%
-0.61% -0.33% 0.57% -0.45% 1.21% -0.90%
0.12% 0.38% -2.81% 0.32% -0.10% -0.17%
-0.10% 0.44% -3.79% 0.34% 0.42% -0.38%
-0.15% -0.17% 0.30% 0.73% 0.34% -0.44%
-1.34% 0.19% -1.29% 0.46% 1.51% -1.63%
-2.92% -0.41% -1.61% 0.21% 0.80% -3.21%
0.29% n= 127 k= 5
ultipled by X
Idea Wonderla PVR Alkem
0.00679 0.00425 0.00515 0.00804
0.14084 0.00497 0.00289 0.00475
0.00497 0.03055 0.00500 0.00351
0.00289 0.00500 0.05109 0.00338
0.00475 0.00351 0.00338 0.04310

riance matrix
Idea Wonderla PVR Alkem
0.0000535 0.0000335 0.0000405 0.0000633
0.0011090 0.0000391 0.0000227 0.0000374
0.0000391 0.0002405 0.0000394 0.0000277
0.0000227 0.0000394 0.0004022 0.0000266
0.0000374 0.0000277 0.0000266 0.0003393

Idea Wonderla PVR Alkem

0.00049899 0.00023285 0.00030175 0.00027704
0.00111727 0.00052137 0.00067563 0.00062031
0.00052137 0.00024329 0.00031528 0.00028946
0.00067563 0.00031528 0.00040857 0.00037511
0.00062031 0.00028946 0.00037511 0.00034440

Idea Wonderla PVR Alkem

0.10715052 0.14368425 0.13434778 0.22858556
1.0 0.07499042 0.03363225 0.06024903
0.07499042 1.0 0.12484625 0.09557120
0.03363225 0.12484625 1.0 0.07085759
 0.06024903 0.09557120 0.07085759 1.0

Wt.SD
0.104%
0.535%
0.390%
0.606%
0.408%

Wonderla PVR Alkem

0.0055535501 0.00706649509 0.00538612874