Stock Prices & Ratios

Year

NIFTY closing
Dec-05
Jan-06
Feb-06
Mar-06
Apr-06
May-06
Jun-06
Jul-06
Aug-06
Sep-06
Oct-06
Nov-06
Dec-06
Jan-07
Feb-07
Mar-07
Apr-07
May-07
Jun-07
Jul-07
Aug-07
Sep-07
Oct-07
Nov-07
Dec-07
Jan-08
Feb-08
Mar-08
Apr-08
May-08
Jun-08
Jul-08
Aug-08
Sep-08
Oct-08
Nov-08
Dec-08
Jan-09

NIFTY Returns
2836.55
3001.1
3074.7
3402.55
3557.6
3071.05
3128.2
3143.2
3413.9
3588.4
3744.1
3954.5
3966.4
4082.7
3745.3
3821.55
4087.9
4295.8
4318.3
4528.85
4464
5021.35
5900.65
5762.75
6138.6
5137.45
5223.5
4734.5
5165.9
4870.1
4040.55
4332.95
4360
3921.2
2885.6
2755.1
2959.15
2874.8

0.0580106115
0.0245243411
0.1066282889
0.0455687646
-0.1367635485
0.0186092704
0.0047950898
0.086122423
0.0511145611
0.0433898116
0.0561950803
0.00300923
0.0293212989
-0.0826413893
0.0203588498
0.0696968508
0.0508574084
0.005237674
0.0487576129
-0.0143193084
0.1248543907
0.1751122706
-0.0233703067
0.0652205978
-0.1630909328
0.0167495547
-0.093615392
0.0911183863
-0.0572601096
-0.1703353114
0.0723663858
0.0062428599
-0.1006422018
-0.2641028257
-0.0452245633
0.0740626475
-0.0285048071

Nifty Growth
1.0580106115
1.0245243411
1.1066282889
1.0455687646
0.8632364515
1.0186092704
1.0047950898
1.086122423
1.0511145611
1.0433898116
1.0561950803
1.00300923
1.0293212989
0.9173586107
1.0203588498
1.0696968508
1.0508574084
1.005237674
1.0487576129
0.9856806916
1.1248543907
1.1751122706
0.9766296933
1.0652205978
0.8369090672
1.0167495547
0.906384608
1.0911183863
0.9427398904
0.8296646886
1.0723663858
1.0062428599
0.8993577982
0.7358971743
0.9547754367
1.0740626475
0.9714951929

Feb-09
Mar-09
Apr-09
May-09
Jun-09
Jul-09
Aug-09
Sep-09
Oct-09
Nov-09
Dec-09
Jan-10
Feb-10
Mar-10
Apr-10
May-10
Jun-10
Jul-10
Aug-10
Sep-10
Oct-10
Nov-10
Dec-10
Jan-11
Feb-11
Mar-11
Apr-11
May-11
Jun-11
Jul-11
Aug-11
Sep-11
Oct-11
Nov-11
Dec-11
Jan-12
Feb-12
Mar-12
Apr-12
May-12
Jun-12
Jul-12
Aug-12
Sep-12
Oct-12

2763.65
3020.95
3473.95
4448.95
4291.1
4636.45
4662.1
5083.95
4711.7
5032.7
5201.05
4882.05
4922.3
5249.1
5278
5086.3
5312.5
5367.6
5402.4
6029.95
6017.7
5862.7
6134.5
5505.9
5333.25
5833.75
5749.5
5560.15
5647.4
5482
5001
4943.25
5326.6
4832.05
4624.3
5199.25
5385.2
5295.55
5248.15
4924.25
5278.9
5229
5258.5
5703.3
5619.7

-0.0386635592
0.0931015143
0.1499528294
0.2806603434
-0.0354802819
0.0804805295
0.0055322499
0.0904849746
-0.0732206257
0.0681282764
0.033451229
-0.0613337691
0.0082444875
0.0663917274
0.0055057057
-0.036320576
0.0444724063
0.0103717647
0.0064833445
0.1161613357
-0.002031526
-0.0257573492
0.0463608917
-0.1024696389
-0.0313572713
0.0938452163
-0.0144418256
-0.0329332985
0.0156920227
-0.0292878139
-0.0877417001
-0.0115476905
0.0775501947
-0.0928453422
-0.0429941743
0.1243323314
0.0357647738
-0.0166474783
-0.0089509116
-0.061716986
0.07202112
-0.0094527269
0.0056416141
0.0845868594
-0.0146581804

0.9613364408
1.0931015143
1.1499528294
1.2806603434
0.9645197181
1.0804805295
1.0055322499
1.0904849746
0.9267793743
1.0681282764
1.033451229
0.9386662309
1.0082444875
1.0663917274
1.0055057057
0.963679424
1.0444724063
1.0103717647
1.0064833445
1.1161613357
0.997968474
0.9742426508
1.0463608917
0.8975303611
0.9686427287
1.0938452163
0.9855581744
0.9670667015
1.0156920227
0.9707121861
0.9122582999
0.9884523095
1.0775501947
0.9071546578
0.9570058257
1.1243323314
1.0357647738
0.9833525217
0.9910490884
0.938283014
1.07202112
0.9905472731
1.0056416141
1.0845868594
0.9853418196

Nov-12
Dec-12
Jan-13
Feb-13
Mar-13
Apr-13
May-13
Jun-13
Jul-13
Aug-13
Sep-13
Oct-13
Nov-13
Dec-13
Jan-14
Feb-14
Mar-14
Apr-14
May-14
Jun-14
Jul-14
Aug-14
Sep-14
Oct-14
Nov-14
Dec-14
Jan-15
Feb-15
Mar-15
Apr-15
May-15
Jun-15
Jul-15
Aug-15
Sep-15
Oct-15
Nov-15
Dec-15

5879.85
5905.1
6034.75
5693.05
5682.55
5930.2
5985.95
5842.2
5742
5471.8
5735.3
6299.15
6176.1
6304
6089.5
6276.95
6704.2
6696.4
7229.95
7611.35
7721.3
7954.35
7964.8
8322.2
8588.25
8282.7
8808.9
8901.85
8491
8181.5
8433.65
8368.5
8532.85
7971.3
7948.9
8065.8
7935.25
7946.35

0.0462925067
0.0042943272
0.0219555977
-0.0566220639
-0.0018443541
0.0435807868
0.009401032
-0.0240145674
-0.0171510732
-0.0470567746
0.0481559999
0.0983122069
-0.0195343816
0.0207088616
-0.0340260152
0.0307824945
0.0680664973
-0.0011634498
0.07967714
0.0527527853
0.014445532
0.0301827412
0.0013137466
0.0448724387
0.0319687102
-0.0355776788
0.0635300083
0.0105518283
-0.0461533277
-0.0364503592
0.0308195319
-0.0077250064
0.0196391229
-0.0658103682
-0.0028100812
0.0147064374
-0.0161856232
0.0013988217

1.0462925067
1.0042943272
1.0219555977
0.9433779361
0.9981556459
1.0435807868
1.009401032
0.9759854326
0.9828489268
0.9529432254
1.0481559999
1.0983122069
0.9804656184
1.0207088616
0.9659739848
1.0307824945
1.0680664973
0.9988365502
1.07967714
1.0527527853
1.014445532
1.0301827412
1.0013137466
1.0448724387
1.0319687102
0.9644223212
1.0635300083
1.0105518283
0.9538466723
0.9635496408
1.0308195319
0.9922749936
1.0196391229
0.9341896318
0.9971899188
1.0147064374
0.9838143768
1.0013988217

Allahbad bank Closing Price

Allahbad bank Returns
Allahbad bank Growth
83.15
83.9
0.0090198437
1.0090198437
80.9
-0.0357568534
0.9642431466
79.05
-0.0228677379
0.9771322621
76.7
-0.0297280202
0.9702719798
81.6
0.0638852673
1.0638852673
63.85
-0.2175245098
0.7824754902
64.65
0.0125293657
1.0125293657
73.15
0.1314771848
1.1314771848
88.6
0.2112098428
1.2112098428
93.2
0.0519187359
1.0519187359
91.6
-0.017167382
0.982832618
89
-0.0283842795
0.9716157205
90.4
0.0157303371
1.0157303371
76.05
-0.1587389381
0.8412610619
72.65
-0.0447074293
0.9552925707
79.05
0.0880935994
1.0880935994
85.55
0.082226439
1.082226439
82
-0.0414962011
0.9585037989
95.7
0.1670731707
1.1670731707
90.65
-0.05276907
0.94723093
108
0.1913954771
1.1913954771
102.35
-0.0523148148
0.9476851852
111.95
0.0937957987
1.0937957987
118.85
0.0616346583
1.0616346583
109.65
-0.0774084981
0.9225915019
110.5
0.007751938
1.007751938
76.5
-0.3076923077
0.6923076923
84.35
0.1026143791
1.1026143791
80.35
-0.0474214582
0.9525785418
55.55
-0.3086496577
0.6913503423
59.45
0.0702070207
1.0702070207
62.85
0.0571909167
1.0571909167
62.95
0.0015910899
1.0015910899
48.25
-0.2335186656
0.7664813344
46.25
-0.0414507772
0.9585492228
52.1
0.1264864865
1.1264864865
48.95
-0.0604606526
0.9395393474

40.35
38.8
52.3
86.2
77.7
88.5
88.75
119.5
119.45
133.4
125.2
141.35
132.55
142.85
164.6
165.15
162.25
191.95
209
232.2
247.75
239.5
225.9
202.45
198.3
229.75
205.1
197.35
197.15
201.9
179.1
157.65
149.9
151.45
114.9
161.55
195.3
186.05
166
130.85
149.65
133.8
119.05
146.75
136.1

-0.1756894791
-0.0384138786
0.3479381443
0.6481835564
-0.0986078886
0.138996139
0.0028248588
0.3464788732
-0.00041841
0.1167852658
-0.0614692654
0.1289936102
-0.0622568093
0.0777065258
0.1522576129
0.0033414338
-0.0175597941
0.1830508475
0.0888252149
0.1110047847
0.0669681309
-0.0332996973
-0.0567849687
-0.1038069942
-0.0204988886
0.1585980837
-0.1072905332
-0.0377864456
-0.0010134279
0.02409333
-0.1129271917
-0.1197654941
-0.0491595306
0.0103402268
-0.2413337735
0.4060052219
0.208913649
-0.0473630312
-0.1077667294
-0.211746988
0.1436759648
-0.1059137989
-0.1102391629
0.2326753465
-0.072572402

0.8243105209
0.9615861214
1.3479381443
1.6481835564
0.9013921114
1.138996139
1.0028248588
1.3464788732
0.99958159
1.1167852658
0.9385307346
1.1289936102
0.9377431907
1.0777065258
1.1522576129
1.0033414338
0.9824402059
1.1830508475
1.0888252149
1.1110047847
1.0669681309
0.9667003027
0.9432150313
0.8961930058
0.9795011114
1.1585980837
0.8927094668
0.9622135544
0.9989865721
1.02409333
0.8870728083
0.8802345059
0.9508404694
1.0103402268
0.7586662265
1.4060052219
1.208913649
0.9526369688
0.8922332706
0.788253012
1.1436759648
0.8940862011
0.8897608371
1.2326753465
0.927427598

143.65
170
163.55
138.1
126.4
133.9
121.1
90.1
71.45
65.75
76
91.75
91.3
95.05
79.45
75.2
90.9
100.05
126.5
145.05
121.45
113.95
99.35
114.8
121.35
132.8
116
109.15
100.2
103.25
106.65
86.75
91.95
83.05
76.75
75.15
77.2
69.15

0.0554739162
0.1834319527
-0.0379411765
-0.1556099052
-0.0847212165
0.059335443
-0.0955937267
-0.2559867878
-0.2069922309
-0.0797760672
0.1558935361
0.2072368421
-0.0049046322
0.0410733844
-0.1641241452
-0.0534927627
0.2087765957
0.100660066
0.2643678161
0.1466403162
-0.1627025164
-0.0617538082
-0.1281263712
0.1555108203
0.0570557491
0.094355171
-0.1265060241
-0.0590517241
-0.0819972515
0.0304391218
0.0329297821
-0.1865916549
0.0599423631
-0.0967917346
-0.0758579169
-0.0208469055
0.0272787758
-0.1042746114

1.0554739162
1.1834319527
0.9620588235
0.8443900948
0.9152787835
1.059335443
0.9044062733
0.7440132122
0.7930077691
0.9202239328
1.1558935361
1.2072368421
0.9950953678
1.0410733844
0.8358758548
0.9465072373
1.2087765957
1.100660066
1.2643678161
1.1466403162
0.8372974836
0.9382461918
0.8718736288
1.1555108203
1.0570557491
1.094355171
0.8734939759
0.9409482759
0.9180027485
1.0304391218
1.0329297821
0.8134083451
1.0599423631
0.9032082654
0.9241420831
0.9791530945
1.0272787758
0.8957253886

A)

Avg. Monthly Return

Year
Allahbad bank
Nifty
2006
0.0107176214 0.030100327
2007
0.0291602523 0.0390904958
2008
-0.0541916278 -0.0528109585
2009
0.0971789386 0.0521602227
2010
0.0535205743 0.0148790369
2011
-0.0500458866 -0.0215442768
2012
0.0478811616 0.0217922708
2013
-0.0381655448 0.0063242725
2014
0.0380972442 0.0236079118
2015
-0.0501106484 -0.0028740846
10 Years
0.0084042085 0.0110725218

G)

10 Year CAGR
0.1085051743
-0.0182678964

NIFTY
Cipla
H)
Year

Avg.

Monthly Standard Deviation

SD
Cipla
NIFTY
2006
0.1038509438 0.0608226758
2007
0.1027563664 0.0680065168
2008
0.1519507619 0.1109692961
2009
0.2393917115 0.098469612
2010
0.0843260785 0.0480229973
2011
0.0989383845 0.0613724014
2012
0.1858176019 0.0522620274
2013
0.1387317331 0.0437754118
2014
0.1478756024 0.0364389114
2015
0.0760842421 0.0353185027
0.1329723426 0.0615458353

D)
Nifty
Allahbad bank

GM
1.0086213195
0.9984647784

E)
CAGR of annualholding period (10 Years)
Year
Allahbad bank
Nifty
2006
0.0056819283 0.0283331562
2007
0.0243949565 0.0370652181
2008
-0.0664164055 -0.058995998
2009
0.0757975489 0.0481183811

2010
2011
2012
2013
2014
2015
Avg.

0.050411155
-0.0547783732
0.0331833712
-0.0472946589
0.0282621018
-0.052928337
-0.0003686713

0.0138507151
-0.0232751531
0.0205832538
0.0054621944
0.0230094463
-0.003448731
0.0090702483

C)
Avg. Annual Holding Period Return (10Years)
Year
Allahbad bank
Nifty
2006
0.0703547805 0.3983183797
2007
0.3353932584 0.5476502622
2008
-0.5616323096 -0.5179438308
2009
1.4030710173 0.7576162074
2010
0.804313099 0.1794733756
2011
-0.4913678619 -0.2461814329
2012
0.4795474326 0.2769716498
2013
-0.4408823529 0.0675517773
2014
0.3971593898 0.3138800761
2015
-0.4792921687 -0.0406087387
Avg. Annual
0.1516664284 0.1736727726
F)

10 Year Holding Period Return

Nifty
1.8014136892
Allahbad bank
-0.1683704149

Systematic & Un-Systematic Risk

Allahbad bank
Coefficient of correlation
0.6498079914
Coefficient of determination
0.4222504257
Allahbad bank Variance
0.0210876443
Systematic Risk
Un-Systematic Risk

300
250
200
150
100
50
0

0.0089042668
0.0121833775

83.15

83.15

200

83.15

150
100
50
0
0

20

40

60

80

100

120

140

83.15

20

83.15

140

Year
NIFTY Returns
Allahbad bank R
Dec-05
0
0
Jan-06 0.0580106115 0.0090198437
Feb-06 0.0245243411 -0.0357568534
Mar-06 0.1066282889 -0.0228677379
Apr-06 0.0455687646 -0.0297280202
May-06 -0.1367635485 0.0638852673
Jun-06 0.0186092704 -0.2175245098
Jul-06 0.0047950898 0.0125293657
Aug-06
0.086122423 0.1314771848
Sep-06 0.0511145611 0.2112098428
Oct-06 0.0433898116 0.0519187359
Nov-06 0.0561950803 -0.017167382
Dec-06
0.00300923 -0.0283842795
Jan-07 0.0293212989 0.0157303371
Feb-07 -0.0826413893 -0.1587389381
Mar-07 0.0203588498 -0.0447074293
Apr-07 0.0696968508 0.0880935994
May-07 0.0508574084 0.082226439
Jun-07
0.005237674 -0.0414962011
Jul-07 0.0487576129 0.1670731707
Aug-07 -0.0143193084
-0.05276907
Sep-07 0.1248543907 0.1913954771
Oct-07 0.1751122706 -0.0523148148
Nov-07 -0.0233703067 0.0937957987
Dec-07 0.0652205978 0.0616346583
Jan-08 -0.1630909328 -0.0774084981
Feb-08 0.0167495547 0.007751938
Mar-08
-0.093615392 -0.3076923077
Apr-08 0.0911183863 0.1026143791
May-08 -0.0572601096 -0.0474214582
Jun-08 -0.1703353114 -0.3086496577
Jul-08 0.0723663858 0.0702070207
Aug-08 0.0062428599 0.0571909167
Sep-08 -0.1006422018 0.0015910899
Oct-08 -0.2641028257 -0.2335186656
Nov-08 -0.0452245633 -0.0414507772
Dec-08 0.0740626475 0.1264864865
Jan-09 -0.0285048071 -0.0604606526
Feb-09 -0.0386635592 -0.1756894791
Mar-09 0.0931015143 -0.0384138786
Apr-09 0.1499528294 0.3479381443
May-09 0.2806603434 0.6481835564
Jun-09 -0.0354802819 -0.0986078886

J) Beta

f(x) = 1.34961
R = 0.422250

-0.3

-0.2

Jul-09
Aug-09
Sep-09
Oct-09
Nov-09
Dec-09
Jan-10
Feb-10
Mar-10
Apr-10
May-10
Jun-10
Jul-10
Aug-10
Sep-10
Oct-10
Nov-10
Dec-10
Jan-11
Feb-11
Mar-11
Apr-11
May-11
Jun-11
Jul-11
Aug-11
Sep-11
Oct-11
Nov-11
Dec-11
Jan-12
Feb-12
Mar-12
Apr-12
May-12
Jun-12
Jul-12
Aug-12
Sep-12
Oct-12
Nov-12
Dec-12
Jan-13
Feb-13
Mar-13

0.0804805295
0.0055322499
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0.033451229
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Apr-13
May-13
Jun-13
Jul-13
Aug-13
Sep-13
Oct-13
Nov-13
Dec-13
Jan-14
Feb-14
Mar-14
Apr-14
May-14
Jun-14
Jul-14
Aug-14
Sep-14
Oct-14
Nov-14
Dec-14
Jan-15
Feb-15
Mar-15
Apr-15
May-15
Jun-15
Jul-15
Aug-15
Sep-15
Oct-15
Nov-15
Dec-15

0.0435807868
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0.0013988217

0.059335443
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0
0.8

0.6

0.4
f(x) = 1.3496104158x - 0.0065393822
R = 0.4222504257
0.2

0
-0.3

-0.2

-0.1

0
-0.2

-0.4

0.1

-0.0523148148
0.2

0.3

0
Linear (0)

0.3

0.4