NIFTY SBI

DATE DATA RETURN DATA RETURN R(NSE)-MEAN(NSE) R(SBI)-MEAN(SBI)

10/1/2010 6145.8 0.019212 3242 0.006832 -0.000842416936479 -0.0277753853852
9/1/2010 6029.95 0.116161 3220 0.164557 0.096106487485647 0.1299492785035
8/2/2010 5402.4 0.006483 2765 0.104674 -0.01357150370549 0.0700667072093
7/1/2010 5367.6 0.010372 2503 0.0859 -0.009683083511121 0.0512925333979
6/1/2010 5312.5 0.044472 2305 0.027536 0.024417558050814 -0.0070714968624
5/3/2010 5086.3 -0.036321 2243.23 -0.016084 -0.056375424192752 -0.0506917222954
4/1/2010 5278 0.005506 2279.9 0.106834 -0.014549142476972 0.0722258569474
3/2/2010 5249.1 0.066392 2059.84 0.055895 0.046336879227484 0.0212873339069
2/11/2010 4922.3 -0.05805 1950.8 -0.09154 -0.078105042929623 -0.1261475671935
1/4/2010 5225.65 0.00473 2147.37 -0.04275 -0.015325034044865 -0.0773577760207
12/1/2009 5201.05 0.033451 2243.27 0.015633 0.013396380745581 -0.0189743360024
11/3/2009 5032.7 0.068128 2208.74 0.024714 0.048073428201275 -0.0098938160126
10/1/2009 4711.7 -0.073221 2155.47 -0.013926 -0.093275473911591 -0.0485332339791
9/1/2009 5083.95 0.090485 2185.91 0.26693 0.070430126365266 0.2323221166358
8/3/2009 4662.1 0.005532 1725.36 -0.040155 -0.014522598327541 -0.0747625618555
7/1/2009 4636.45 0.080481 1797.54 0.040586 0.060425681250965 0.0059786209884
6/1/2009 4291.1 -0.03548 1727.43 0.06959 -0.055535130081264 0.0349819241659
5/4/2009 4448.95 0.28066 1615.04 0.448323 0.260605495196114 0.4137158002601
4/1/2009 3473.95 0.149953 1115.11 0.223836 0.129897981190964 0.1892278667657
3/2/2009 3020.95 0.093102 911.16 0.031377 0.073046666084735 -0.0032303404085
2/2/2009 2763.65 -0.038664 883.44 -0.108968 -0.058718407421122 -0.1435760943823
1/1/2009 2874.8 -0.028505 991.48 -0.110078 -0.048559655340671 -0.1446855925442
12/1/2008 2959.15 0.074063 1114.12 0.188889 0.05400779923681 0.1542815610706
11/3/2008 2755.1 -0.045225 937.11 -0.025995 -0.065279411566047 -0.0606023619403
10/1/2008 2885.6 -0.264103 962.12 -0.243206 -0.284157673882616 -0.2778135105821
9/1/2008 3921.2 -0.100642 1271.31 0.048028 -0.120697050051866 0.013420015254
8/1/2008 4360 0.006243 1213.05 -0.001029 -0.013811988271701 -0.0356370831759
7/1/2008 4332.95 0.072366 1214.3 0.270095 0.052311537547311 0.2354876023882
6/2/2008 4040.55 -0.170335 956.07 -0.233912 -0.190390159606913 -0.268519814228
5/2/2008 4870.1 -0.05726 1247.99 -0.177092 -0.077314957781648 -0.2116992591931
4/1/2008 5165.9 0.091118 1516.56 0.107584 0.071063538096229 0.0729767605169
3/3/2008 4734.5 -0.093615 1369.25 -0.230179 -0.113670240195562 -0.2647865822433
2/1/2008 5223.5 0.01675 1778.66 -0.035198 -0.003305293476811 -0.0698060779239
1/1/2008 5137.45 -0.163091 1843.55 -0.084564 -0.183145781002981 -0.1191720751101
12/3/2007 6138.6 0.065221 2013.85 0.02603 0.045165749587864 -0.0085780110198
11/1/2007 5762.75 -0.02337 1962.76 0.10764 -0.043425154878134 0.0730321851027
10/1/2007 5900.65 0.175112 1772.02 0.063337 0.155057422387515 0.0287297903001
9/3/2007 5021.35 0.124854 1666.47 0.22622 0.104799542464 0.1916124882183
8/1/2007 4464 -0.014319 1359.03 -0.017154 -0.034374156650712 -0.0517619051815
7/2/2007 4528.85 0.048758 1382.75 0.064268 0.028702764732537 0.0296601633129
6/4/2007 4318.3 0.005238 1299.25 0.139143 -0.014817174209834 0.1045357122083
5/3/2007 4295.8 0.050857 1140.55 0.228472 0.030802560232323 0.1938640375557
 4/2/2007 4087.9 0.069697 928.43 0.108044 0.049642002537272 0.07343623580031
3/1/2007 3821.55 0.020359 837.9 -0.045498 0.00030400154136 -0.080105724167
2/1/2007 3745.3 -0.082641 877.84 -0.086449 -0.102696237493708 -0.1210569867864
1/2/2007 4082.7 0.029321 960.91 -0.08442 0.009266450693848 -0.1190280320654
12/1/2006 3966.4 0.003009 1049.51 -0.054248 -0.017045618225854 -0.0888560907633
11/1/2006 3954.5 0.056195 1109.71 0.202065 0.036140232042605 0.1674569416285
10/3/2006 3744.1 0.04339 923.17 0.065143 0.023334963398201 0.0305352131795
9/1/2006 3588.4 0.051115 866.71 0.104582 0.031059712842196 0.0699739770912
8/1/2006 3413.9 0.086122 784.65 0.149334 0.066067574791396 0.1147258451145
7/3/2006 3143.2 0.004795 682.7 0.113376 -0.015259758388987 0.0787684866077
6/1/2006 3128.2 -0.017926 613.18 -0.137751 -0.03798094622975 -0.1723583374015
5/1/2006 3185.3 -0.092016 711.14 -0.034879 -0.112070469208423 -0.0694863546037
4/3/2006 3508.1 0.031021 736.84 -0.079663 0.010966003791049 -0.1142709444946
3/1/2006 3402.55 0.106628 800.62 0.103695 0.086573440721755 0.0690868298501
2/1/2006 3074.7 0.024524 725.4 -0.009977 0.004469492857936 -0.0445843455027
1/2/2006 3001.1 0.058011 732.71 -0.024003 0.037955763265255 -0.0586109869731
12/1/2005 2836.55 0.069488 750.73 0.012817 0.049433322204337 -0.021791148843
11/1/2005 2652.25 0.118644 741.23 0.068594 0.09858957701339 0.033985987638
10/3/2005 2370.95 #DIV/0! 693.65 #DIV/0! #DIV/0! #DIV/0!

SUM 1.183236 2.041853

MEAN 0.020055 0.034608

COVARIANCE

VARIANCE

BETA
 VARIANCE(NSE)
2.3398455E-05 7.096662949E-07
0.0124889687 0.009236456937
-0.0009509106 0.000184185713
-0.0004966699 9.376210628E-05
-0.0001726687 0.000596217141
0.0028577673 0.003178188453
-0.0010508243 0.000211677547
0.0009863886 0.002147106377
0.0098527612 0.006100397731
0.0011855106 0.000234856668
-0.0002541874 0.000179463017
-0.0004756297 0.002311054499
0.0045269604 0.008700314033
0.016362476 0.0049604027
0.0010857467 0.000210905862
0.0003612622 0.003651262955
-0.0019427257 0.003084150673
0.107816611 0.067915224126
0.0245803179 0.016873485517
-0.0002359656 0.005335815426
0.0084305596 0.00344785137
0.0070258825 0.002358040127
0.0083324076 0.002916842378
0.0039560865 0.004261401574
0.0789428409 0.080745583626
-0.0016197563 0.014567777891
0.000492219 0.00019077102
0.0123187186 0.002736496961
0.0511235303 0.036248412875
0.0163675193 0.005977602697
0.0051859868 0.005050026447
0.0300983544 0.012920923506
0.0002307296 1.092496497E-05
0.0218258628 0.033542377099
-0.0003874323 0.002039944936
-0.0031714339 0.001885744076
0.0044547672 0.024042804237
0.0200809011 0.010982944101
0.0017792718 0.001181582645
0.0008513287 0.000823848703
-0.0015489239 0.000219548652
0.0059715087 0.000948797717
 0.0036455218 0.002464328416
-2.435226E-05 9.241693715E-08
0.0124320971 0.010546517195
-0.0011029674 8.586710846E-05
0.001514607 0.000290553101
0.0060519327 0.001306116372
0.0007125381 0.000544520517
0.0021733716 0.000964705762
0.0075796584 0.004364924439
-0.0012019881 0.000232860226
0.0065463327 0.001442552277
0.0077873684 0.012559790069
-0.0012530956 0.000120253239
0.0059810846 0.007494960638
-0.0001992694 1.997636641E-05
-0.0022246247 0.001440639965
-0.0010772089 0.002443653344
0.0033506641 0.009719904696
#DIV/0! #DIV/0!

0.4979811863 0.4383481009

0.0085858825

0.007557725878

1.136040478577